tardis-dev 16.6.1 → 16.6.3

package/dist/replay.js.map

@@ -1 +1 @@
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package/dist/stream.d.ts.map

@@ -1 +1 @@
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package/dist/stream.js

@@ -1,5 +1,5 @@
 import { debug } from "./debug.js";
-import { getFilters, normalizeMessages } from "./handy.js";
+import { createNormalizedSymbolFilter, getFilters, normalizeMessages } from "./handy.js";
 import { createRealTimeFeed } from "./realtimefeeds/index.js";
 async function* _stream({ exchange, filters, timeoutIntervalMS = 10000, withDisconnects = undefined, onError = undefined }) {
     validateStreamOptions(filters);
@@ -40,10 +40,7 @@ async function* _streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000
             });
             // filter normalized messages by symbol as some exchanges do not offer subscribing to specific symbols for some of the channels
             // for example Phemex market24h channel
-            const upperCaseSymbols = symbols !== undefined ? symbols.map((s) => s.toUpperCase()) : undefined;
-            const filter = (symbol) => {
-                return upperCaseSymbols === undefined || upperCaseSymbols.length === 0 || upperCaseSymbols.includes(symbol);
-            };
+            const filter = createNormalizedSymbolFilter(symbols, filters);
             const normalizedMessages = normalizeMessages(exchange, symbols, messages, mappers, createMappers, withDisconnectMessages, filter, new Date());
             for await (const message of normalizedMessages) {
                 yield message;

package/dist/stream.js.map

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+{"version":3,"file":"stream.js","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAClC,OAAO,EAAE,4BAA4B,EAAE,UAAU,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAExF,OAAO,EAAE,kBAAkB,EAAE,MAAM,0BAA0B,CAAA;AAQ7D,KAAK,SAAS,CAAC,CAAC,OAAO,CAAgD,EACrE,QAAQ,EACR,OAAO,EACP,iBAAiB,GAAG,KAAK,EACzB,eAAe,GAAG,SAAS,EAC3B,OAAO,GAAG,SAAS,EACC;IAGpB,qBAAqB,CAAC,OAAO,CAAC,CAAA;IAE9B,MAAM,YAAY,GAAG,kBAAkB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;IAEtF,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,YAAY,EAAE,CAAC;QACzC,IAAI,OAAO,CAAC,cAAc,KAAK,IAAI,EAAE,CAAC;YACpC,yEAAyE;YACzE,uDAAuD;YACvD,IAAI,eAAe,EAAE,CAAC;gBACpB,MAAM,SAAgB,CAAA;YACxB,CAAC;QACH,CAAC;aAAM,CAAC;YACN,MAAM;gBACJ,cAAc,EAAE,IAAI,IAAI,EAAE;gBAC1B,OAAO;aACD,CAAA;QACV,CAAC;IACH,CAAC;AACH,CAAC;AAED,MAAM,UAAU,MAAM,CAAgD,EACpE,QAAQ,EACR,OAAO,EACP,iBAAiB,GAAG,KAAK,EACzB,eAAe,GAAG,SAAS,EAC3B,OAAO,GAAG,SAAS,EACC;IAGpB,IAAI,SAAS,GAAG,OAAO,CAAC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,OAAO,EAAE,CAAC,CAE1F;IAAC,SAAiB,CAAC,YAAY,GAAG,IAAI,CAAA;IAEvC,OAAO,SAAS,CAAA;AAClB,CAAC;AAED,KAAK,SAAS,CAAC,CAAC,iBAAiB,CAC/B,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,sBAAsB,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAiC,EACxI,GAAG,WAAc;IAEjB,OAAO,IAAI,EAAE,CAAC;QACZ,IAAI,CAAC;YACH,MAAM,aAAa,GAAG,CAAC,cAAoB,EAAE,EAAE,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,cAAc,CAAC,CAAC,CAAA;YACnG,MAAM,OAAO,GAAG,aAAa,CAAC,IAAI,IAAI,EAAE,CAAC,CAAA;YACzC,MAAM,OAAO,GAAG,UAAU,CAAC,OAAO,EAAE,OAAO,CAAC,CAAA;YAE5C,MAAM,QAAQ,GAAG,OAAO,CAAC;gBACvB,QAAQ;gBACR,eAAe,EAAE,IAAI;gBACrB,iBAAiB;gBACjB,OAAO;gBACP,OAAO;aACR,CAAC,CAAA;YAEF,+HAA+H;YAC/H,uCAAuC;YAEvC,MAAM,MAAM,GAAG,4BAA4B,CAAC,OAAO,EAAE,OAAO,CAAC,CAAA;YAE7D,MAAM,kBAAkB,GAAG,iBAAiB,CAC1C,QAAQ,EACR,OAAO,EACP,QAAQ,EACR,OAAO,EACP,aAAa,EACb,sBAAsB,EACtB,MAAM,EACN,IAAI,IAAI,EAAE,CACX,CAAA;YAED,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,kBAAkB,EAAE,CAAC;gBAC/C,MAAM,OAAO,CAAA;YACf,CAAC;QACH,CAAC;QAAC,OAAO,KAAU,EAAE,CAAC;YACpB,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;gBAC1B,OAAO,CAAC,KAAK,CAAC,CAAA;YAChB,CAAC;YACD,KAAK,CAAC,kEAAkE,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAA;YAC1F,IAAI,sBAAsB,EAAE,CAAC;gBAC3B,gDAAgD;gBAChD,MAAM,UAAU,GAAe;oBAC7B,IAAI,EAAE,YAAY;oBAClB,QAAQ;oBACR,cAAc,EAAE,IAAI,IAAI,EAAE;oBAC1B,OAAO;iBACR,CAAA;gBAED,MAAM,UAAiB,CAAA;YACzB,CAAC;QACH,CAAC;IACH,CAAC;AACH,CAAC;AAED,SAAS,qBAAqB,CAAC,OAAyB;IACtD,IAAI,CAAC,OAAO,EAAE,CAAC;QACb,MAAM,IAAI,KAAK,CAAC,0DAA0D,CAAC,CAAA;IAC7E,CAAC;IAED,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACxC,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAA;QAEzB,IAAI,MAAM,CAAC,OAAO,IAAI,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,KAAK,EAAE,CAAC;YAC9D,MAAM,IAAI,KAAK,CAAC,yCAAyC,MAAM,CAAC,OAAO,0CAA0C,CAAC,CAAA;QACpH,CAAC;IACH,CAAC;AACH,CAAC;AAkBD,MAAM,UAAU,gBAAgB,CAC9B,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,sBAAsB,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAiC,EACxI,GAAG,WAAc;IAEjB,IAAI,SAAS,GAAG,iBAAiB,CAAC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,sBAAsB,EAAE,OAAO,EAAE,EAAE,GAAG,WAAW,CAAC,CAE3H;IAAC,SAAiB,CAAC,YAAY,GAAG,IAAI,CAAA;IAEvC,OAAO,SAAS,CAAA;AAClB,CAAC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "16.6.1",
+  "version": "16.6.3",
   "engines": {
     "node": ">=25"
   },

package/src/consts.ts

@@ -124,7 +124,7 @@ const DERIBIT_CHANNELS = [
   'instrument.state.any'
 ] as const
 
-const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread'] as const
+const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread', 'instrument'] as const
 
 const OKEX_CHANNELS = [
   'spot/trade',

package/src/handy.ts

@@ -819,6 +819,28 @@ export function upperCaseSymbols(symbols?: string[]) {
   return
 }
 
+export function createNormalizedSymbolFilter(symbols: string[] | undefined, filters: Filter<any>[]) {
+  if (symbols === undefined || symbols.length === 0) {
+    return
+  }
+
+  const allowedSymbols = new Set<string>()
+  for (const symbol of symbols) {
+    allowedSymbols.add(symbol)
+    allowedSymbols.add(symbol.toUpperCase())
+  }
+
+  for (const filter of filters) {
+    if (filter.symbols !== undefined) {
+      for (const symbol of filter.symbols) {
+        allowedSymbols.add(symbol)
+      }
+    }
+  }
+
+  return (symbol: string) => allowedSymbols.has(symbol)
+}
+
 export function lowerCaseSymbols(symbols?: string[]) {
   if (symbols !== undefined) {
     return symbols.map((s) => s.toLowerCase())

package/src/mappers/kraken.ts

@@ -1,15 +1,22 @@
-import { asNonZeroNumberOrUndefined, upperCaseSymbols } from '../handy.ts'
+import { asNonZeroNumberOrUndefined, parseμs } from '../handy.ts'
 import { BookChange, BookTicker, Trade } from '../types.ts'
 import { Mapper } from './mapper.ts'
-import { exchangeMappers } from './registry.ts'
+import { exchangeMappers, mapper } from './registry.ts'
 
 // https://www.kraken.com/features/websocket-api
+const KRAKEN_V2_API_SWITCH_DATE = new Date('2026-07-10T00:00:00.000Z')
 
 export const krakenMappers = exchangeMappers({
   kraken: {
-    trades: () => krakenTradesMapper,
-    bookChanges: () => krakenBookChangeMapper,
-    bookTickers: () => krakenBookTickerMapper
+    trades: mapper([{ until: KRAKEN_V2_API_SWITCH_DATE, use: () => krakenTradesMapper }, { use: () => new KrakenV2TradesMapper() }]),
+    bookChanges: mapper([
+      { until: KRAKEN_V2_API_SWITCH_DATE, use: () => krakenBookChangeMapper },
+      { use: () => new KrakenV2BookChangeMapper() }
+    ]),
+    bookTickers: mapper([
+      { until: KRAKEN_V2_API_SWITCH_DATE, use: () => krakenBookTickerMapper },
+      { use: () => new KrakenV2BookTickerMapper() }
+    ])
   }
 })
 
@@ -24,8 +31,6 @@ const krakenTradesMapper: Mapper<'kraken', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
-    symbols = upperCaseSymbols(symbols)
-
     return [
       {
         channel: 'trade',
@@ -84,8 +89,6 @@ const krakenBookChangeMapper: Mapper<'kraken', BookChange> = {
   },
 
   getFilters(symbols?: string[]) {
-    symbols = upperCaseSymbols(symbols)
-
     return [
       {
         channel: 'book',
@@ -142,8 +145,6 @@ const krakenBookTickerMapper: Mapper<'kraken', BookTicker> = {
   },
 
   getFilters(symbols?: string[]) {
-    symbols = upperCaseSymbols(symbols)
-
     return [
       {
         channel: 'spread',
@@ -226,3 +227,156 @@ type KrakenSpread = [
   'spread',
   'XBT/USD'
 ]
+
+/** @see https://docs.kraken.com/api/docs/websocket-v2/trade */
+class KrakenV2TradesMapper implements Mapper<'kraken', Trade> {
+  canHandle(message: KrakenV2Trades) {
+    return message.channel === 'trade' && message.type === 'update'
+  }
+
+  getFilters(symbols?: string[]) {
+    return [{ channel: 'trade', symbols } as const]
+  }
+
+  *map(message: KrakenV2Trades, localTimestamp: Date): IterableIterator<Trade> {
+    for (const trade of message.data) {
+      const timestamp = new Date(trade.timestamp)
+      timestamp.μs = parseμs(trade.timestamp)
+
+      yield {
+        type: 'trade',
+        symbol: trade.symbol,
+        exchange: 'kraken',
+        id: trade.trade_id.toString(),
+        price: trade.price,
+        amount: trade.qty,
+        side: trade.side,
+        timestamp,
+        localTimestamp
+      }
+    }
+  }
+}
+
+/** @see https://docs.kraken.com/api/docs/websocket-v2/book */
+class KrakenV2BookChangeMapper implements Mapper<'kraken', BookChange> {
+  canHandle(message: KrakenV2Book) {
+    return message.channel === 'book'
+  }
+
+  getFilters(symbols?: string[]) {
+    return [{ channel: 'book', symbols } as const]
+  }
+
+  *map(message: KrakenV2Book, localTimestamp: Date): IterableIterator<BookChange> {
+    for (const book of message.data) {
+      const timestamp = new Date(book.timestamp)
+      timestamp.μs = parseμs(book.timestamp)
+
+      yield {
+        type: 'book_change',
+        symbol: book.symbol,
+        exchange: 'kraken',
+        isSnapshot: message.type === 'snapshot',
+        bids: book.bids?.map(this.mapBookLevel) ?? [],
+        asks: book.asks?.map(this.mapBookLevel) ?? [],
+        timestamp,
+        localTimestamp
+      }
+    }
+  }
+
+  private mapBookLevel(level: KrakenV2BookLevel) {
+    return {
+      price: level.price,
+      amount: level.qty
+    }
+  }
+}
+
+/** @see https://docs.kraken.com/api/docs/websocket-v2/ticker  */
+class KrakenV2BookTickerMapper implements Mapper<'kraken', BookTicker> {
+  canHandle(message: KrakenV2Ticker) {
+    return message.channel === 'ticker'
+  }
+
+  getFilters(symbols?: string[]) {
+    return [{ channel: 'ticker', symbols } as const]
+  }
+
+  *map(message: KrakenV2Ticker, localTimestamp: Date): IterableIterator<BookTicker> {
+    for (const tickerMessage of message.data) {
+      const timestamp = new Date(tickerMessage.timestamp)
+      if (timestamp.valueOf() === 0) {
+        continue
+      }
+      timestamp.μs = parseμs(tickerMessage.timestamp)
+
+      yield {
+        type: 'book_ticker',
+        symbol: tickerMessage.symbol,
+        exchange: 'kraken',
+        askAmount: tickerMessage.ask_qty === 0 ? undefined : tickerMessage.ask_qty,
+        askPrice: tickerMessage.ask === 0 ? undefined : tickerMessage.ask,
+        bidPrice: tickerMessage.bid === 0 ? undefined : tickerMessage.bid,
+        bidAmount: tickerMessage.bid_qty === 0 ? undefined : tickerMessage.bid_qty,
+        timestamp,
+        localTimestamp
+      }
+    }
+  }
+}
+
+type KrakenV2Message<Channel extends string, Data> = {
+  channel: Channel
+  type: 'snapshot' | 'update'
+  data: Data[]
+}
+
+type KrakenV2Trades = KrakenV2Message<
+  'trade',
+  {
+    symbol: string
+    side: 'buy' | 'sell'
+    price: number
+    qty: number
+    ord_type?: string
+    trade_id: number
+    timestamp: string
+  }
+>
+
+type KrakenV2Book = KrakenV2Message<
+  'book',
+  {
+    symbol: string
+    bids?: KrakenV2BookLevel[]
+    asks?: KrakenV2BookLevel[]
+    checksum?: number
+    timestamp: string
+  }
+>
+
+type KrakenV2BookLevel = {
+  price: number
+  qty: number
+}
+
+type KrakenV2Ticker = KrakenV2Message<
+  'ticker',
+  {
+    symbol: string
+    bid: number
+    bid_qty: number
+    ask: number
+    ask_qty: number
+    last: number
+    volume: number
+    vwap: number
+    low: number
+    high: number
+    change: number
+    change_pct: number
+    timestamp: string
+  }
+>

package/src/realtimefeeds/index.ts

@@ -35,7 +35,6 @@ import { GateIOFuturesRealTimeFeed } from './gateiofutures.ts'
 import { PoloniexRealTimeFeed } from './poloniex.ts'
 import { CoinflexRealTimeFeed } from './coinflex.ts'
 import { UpbitRealTimeFeed } from './upbit.ts'
-import { AscendexRealTimeFeed } from './ascendex.ts'
 import { DydxRealTimeFeed } from './dydx.ts'
 import { SerumRealTimeFeed } from './serum.ts'
 import { StarAtlasRealTimeFeed } from './staratlas.ts'
@@ -100,7 +99,6 @@ const realTimeFeedsMap: {
   poloniex: PoloniexRealTimeFeed,
   coinflex: CoinflexRealTimeFeed,
   upbit: UpbitRealTimeFeed,
-  ascendex: AscendexRealTimeFeed,
   dydx: DydxRealTimeFeed,
   serum: SerumRealTimeFeed,
   'star-atlas': StarAtlasRealTimeFeed,

package/src/realtimefeeds/kraken.ts

@@ -2,36 +2,47 @@ import { Filter } from '../types.ts'
 import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class KrakenRealTimeFeed extends RealTimeFeedBase {
-  protected wssURL = 'wss://ws.kraken.com'
+  private readonly channels = new Set(['trade', 'book', 'ticker', 'instrument'])
+  protected wssURL = 'wss://ws.kraken.com/v2'
 
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
-    return filters.map((filter) => {
-      if (!filter.symbols || filter.symbols.length === 0) {
+    return filters.flatMap(({ channel, symbols }): any[] => {
+      if (channel !== 'instrument' && (!symbols || symbols.length === 0)) {
         throw new Error('KrakenRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
       }
 
-      let depth = undefined
+      if (!this.channels.has(channel)) {
+        throw new Error(`KrakenRealTimeFeed unsupported channel ${channel}`)
+      }
 
-      if (filter.channel === 'book') {
-        depth = 1000
+      if (channel === 'instrument') {
+        return [
+          {
+            method: 'subscribe',
+            params: { channel, include_tokenized_assets: true }
+          }
+        ]
       }
 
-      return {
-        event: 'subscribe',
-        pair: filter.symbols,
-        subscription: {
-          name: filter.channel,
-          depth
+      return [
+        {
+          method: 'subscribe',
+          params: {
+            channel,
+            symbol: symbols,
+            ...(channel === 'ticker' ? { event_trigger: 'bbo' } : {}),
+            ...(channel === 'book' ? { depth: 1000 } : {})
+          }
         }
-      }
+      ]
     })
   }
 
   protected messageIsError(message: any): boolean {
-    return message.errorMessage !== undefined
+    return message.errorMessage !== undefined || message.success === false
   }
 
   protected messageIsHeartbeat(message: any): boolean {
-    return message.event === 'heartbeat'
+    return message.event === 'heartbeat' || message.channel === 'heartbeat'
   }
 }

package/src/replay.ts

@@ -7,7 +7,7 @@ import { BinarySplitStream } from './binarysplit.ts'
 import { clearCacheSync } from './clearcache.ts'
 import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from './consts.ts'
 import { debug } from './debug.ts'
-import { addDays, getFilters, normalizeMessages, parseAsUTCDate, wait } from './handy.ts'
+import { addDays, createNormalizedSymbolFilter, getFilters, normalizeMessages, parseAsUTCDate, wait } from './handy.ts'
 import { MapperFactory, normalizeBookChanges } from './mappers/index.ts'
 import { getOptions } from './options.ts'
 import { Disconnect, Exchange, FilterForExchange } from './types.ts'
@@ -285,14 +285,10 @@ export function replayNormalized<T extends Exchange, U extends MapperFactory<T,
 
   // filter normalized messages by symbol as some exchanges do not provide server side filtering so we could end up with messages
   // for symbols we've not requested for
-  const upperCaseSymbols = symbols !== undefined ? symbols.map((s) => s.toUpperCase()) : undefined
-  const filter = (symbol: string) => {
-    return upperCaseSymbols === undefined || upperCaseSymbols.length === 0 || upperCaseSymbols.includes(symbol)
-  }
-
   const segments = getReplayNormalizedSegments(exchange, normalizers, fromDate, toDate)
 
   if (segments.length <= 1) {
+    const filter = createNormalizedSymbolFilter(symbols, filters)
     const messages = replay({
       exchange,
       from,
@@ -315,6 +311,7 @@ export function replayNormalized<T extends Exchange, U extends MapperFactory<T,
       const { from: segmentFrom, to: segmentTo } = segments[i]
       const segmentMappers = i === 0 ? mappers : createMappers(segmentFrom)
       const segmentFilters = getFilters(segmentMappers, symbols)
+      const segmentFilter = createNormalizedSymbolFilter(symbols, segmentFilters)
 
       const segmentMessages = replay({
         exchange,
@@ -328,7 +325,7 @@ export function replayNormalized<T extends Exchange, U extends MapperFactory<T,
         waitWhenDataNotYetAvailable
       })
 
-      yield* normalizeMessages(exchange, undefined, segmentMessages, segmentMappers, createMappers, withDisconnectMessages, filter)
+      yield* normalizeMessages(exchange, undefined, segmentMessages, segmentMappers, createMappers, withDisconnectMessages, segmentFilter)
     }
   }
 }

package/src/stream.ts

@@ -1,5 +1,5 @@
 import { debug } from './debug.ts'
-import { getFilters, normalizeMessages } from './handy.ts'
+import { createNormalizedSymbolFilter, getFilters, normalizeMessages } from './handy.ts'
 import { MapperFactory } from './mappers/index.ts'
 import { createRealTimeFeed } from './realtimefeeds/index.ts'
 import { Disconnect, Exchange, Filter, FilterForExchange } from './types.ts'
@@ -75,10 +75,7 @@ async function* _streamNormalized<T extends Exchange, U extends MapperFactory<T,
       // filter normalized messages by symbol as some exchanges do not offer subscribing to specific symbols for some of the channels
       // for example Phemex market24h channel
 
-      const upperCaseSymbols = symbols !== undefined ? symbols.map((s) => s.toUpperCase()) : undefined
-      const filter = (symbol: string) => {
-        return upperCaseSymbols === undefined || upperCaseSymbols.length === 0 || upperCaseSymbols.includes(symbol)
-      }
+      const filter = createNormalizedSymbolFilter(symbols, filters)
 
       const normalizedMessages = normalizeMessages(
         exchange,

package/dist/realtimefeeds/ascendex.d.ts

@@ -1,11 +0,0 @@
-import { Filter } from '../types.ts';
-import { RealTimeFeedBase } from './realtimefeed.ts';
-export declare class AscendexRealTimeFeed extends RealTimeFeedBase {
-    protected readonly wssURL = "wss://ascendex.com/api/pro/v2/stream";
-    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
-    protected messageIsError(message: any): boolean;
-    protected sendCustomPing: () => void;
-    protected messageIsHeartbeat(msg: any): boolean;
-    protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
-}
-//# sourceMappingURL=ascendex.d.ts.map

package/dist/realtimefeeds/ascendex.d.ts.map

@@ -1 +0,0 @@
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package/dist/realtimefeeds/ascendex.js

@@ -1,59 +0,0 @@
-import { wait } from "../handy.js";
-import { RealTimeFeedBase } from "./realtimefeed.js";
-export class AscendexRealTimeFeed extends RealTimeFeedBase {
-    wssURL = 'wss://ascendex.com/api/pro/v2/stream';
-    mapToSubscribeMessages(filters) {
-        const subs = filters
-            .filter((f) => f.channel !== 'depth-snapshot-realtime')
-            .map((filter) => {
-            if (filter.channel === 'futures-pricing-data') {
-                return [
-                    {
-                        op: 'sub',
-                        ch: 'futures-pricing-data'
-                    }
-                ];
-            }
-            if (!filter.symbols || filter.symbols.length === 0) {
-                throw new Error('AscendexRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
-            }
-            return filter.symbols.map((symbol) => {
-                return {
-                    op: 'sub',
-                    ch: `${filter.channel}:${symbol}`
-                };
-            });
-        })
-            .flatMap((f) => f);
-        return subs;
-    }
-    messageIsError(message) {
-        return message.m === 'error';
-    }
-    sendCustomPing = () => {
-        this.send({ op: 'ping' });
-    };
-    messageIsHeartbeat(msg) {
-        return msg.m === 'pong';
-    }
-    async provideManualSnapshots(filters, shouldCancel) {
-        const depthSnapshotChannel = filters.find((f) => f.channel === 'depth-snapshot-realtime');
-        if (!depthSnapshotChannel) {
-            return;
-        }
-        await wait(100);
-        for (let symbol of depthSnapshotChannel.symbols) {
-            if (shouldCancel()) {
-                return;
-            }
-            this.send({
-                op: 'req',
-                action: 'depth-snapshot-realtime',
-                args: { symbol }
-            });
-            await wait(10);
-        }
-        this.debug('sent depth-snapshot-realtime "req" for: %s', depthSnapshotChannel.symbols);
-    }
-}
-//# sourceMappingURL=ascendex.js.map

package/dist/realtimefeeds/ascendex.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"ascendex.js","sourceRoot":"","sources":["../../src/realtimefeeds/ascendex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAElC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,oBAAqB,SAAQ,gBAAgB;IACrC,MAAM,GAAG,sCAAsC,CAAA;IAExD,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC;aACtD,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,MAAM,CAAC,OAAO,KAAK,sBAAsB,EAAE,CAAC;gBAC9C,OAAO;oBACL;wBACE,EAAE,EAAE,KAAK;wBACT,EAAE,EAAE,sBAAsB;qBAC3B;iBACF,CAAA;YACH,CAAC;YAED,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;YAC7G,CAAC;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,EAAE,EAAE,KAAK;oBACT,EAAE,EAAE,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE;iBAClC,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO,IAAI,CAAA;IACb,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,CAAC,KAAK,OAAO,CAAA;IAC9B,CAAC;IAES,cAAc,GAAG,GAAG,EAAE;QAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,CAAA;IAC3B,CAAC,CAAA;IAES,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,CAAC,KAAK,MAAM,CAAA;IACzB,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,oBAAoB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC,CAAA;QACzF,IAAI,CAAC,oBAAoB,EAAE,CAAC;YAC1B,OAAM;QACR,CAAC;QAED,MAAM,IAAI,CAAC,GAAG,CAAC,CAAA;QAEf,KAAK,IAAI,MAAM,IAAI,oBAAoB,CAAC,OAAQ,EAAE,CAAC;YACjD,IAAI,YAAY,EAAE,EAAE,CAAC;gBACnB,OAAM;YACR,CAAC;YAED,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,KAAK;gBACT,MAAM,EAAE,yBAAyB;gBACjC,IAAI,EAAE,EAAE,MAAM,EAAE;aACjB,CAAC,CAAA;YAEF,MAAM,IAAI,CAAC,EAAE,CAAC,CAAA;QAChB,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,4CAA4C,EAAE,oBAAoB,CAAC,OAAO,CAAC,CAAA;IACxF,CAAC;CACF"}