tardis-machine 17.0.0 → 18.0.0

package/node_modules/tardis-dev/src/mappers/okexspreads.ts

@@ -0,0 +1,172 @@
+import { upperCaseSymbols } from '../handy.ts'
+import { BookChange, BookTicker, Trade } from '../types.ts'
+import { Mapper } from './mapper.ts'
+
+export class OkexSpreadsTradesMapper implements Mapper<'okex-spreads', Trade> {
+  canHandle(message: any) {
+    if (message.event !== undefined || message.arg === undefined) {
+      return false
+    }
+    return message.arg.channel === 'sprd-public-trades'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: `sprd-public-trades` as const,
+        symbols
+      }
+    ]
+  }
+
+  *map(okexTradesMessage: OkexSpreadTradeMessage, localTimestamp: Date): IterableIterator<Trade> {
+    for (const okexTrade of okexTradesMessage.data) {
+      yield {
+        type: 'trade',
+        symbol: okexTrade.sprdId,
+        exchange: 'okex-spreads',
+        id: okexTrade.tradeId,
+        price: Number(okexTrade.px),
+        amount: Number(okexTrade.sz),
+        side: okexTrade.side === 'buy' ? 'buy' : 'sell',
+        timestamp: new Date(Number(okexTrade.ts)),
+        localTimestamp: localTimestamp
+      }
+    }
+  }
+}
+
+const mapBookLevel = (level: OkexSpreadBookLevel) => {
+  const price = Number(level[0])
+  const amount = Number(level[1])
+
+  return { price, amount }
+}
+
+export class OkexSpreadsBookChangeMapper implements Mapper<'okex-spreads', BookChange> {
+  canHandle(message: any) {
+    if (message.event !== undefined || message.arg === undefined) {
+      return false
+    }
+
+    return message.arg.channel === 'sprd-books5'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+    return [
+      {
+        channel: 'sprd-books5',
+        symbols
+      }
+    ]
+  }
+
+  *map(okexDepthDataMessage: OkexSpreadBookMessage, localTimestamp: Date): IterableIterator<BookChange> {
+    for (const message of okexDepthDataMessage.data) {
+      const timestamp = new Date(Number(message.ts))
+
+      if (timestamp.valueOf() === 0) {
+        continue
+      }
+
+      yield {
+        type: 'book_change',
+        symbol: okexDepthDataMessage.arg.sprdId,
+        exchange: 'okex-spreads',
+        isSnapshot: true,
+        bids: message.bids.map(mapBookLevel),
+        asks: message.asks.map(mapBookLevel),
+        timestamp,
+        localTimestamp: localTimestamp
+      }
+    }
+  }
+}
+
+export class OkexSpreadsBookTickerMapper implements Mapper<'okex-spreads', BookTicker> {
+  canHandle(message: any) {
+    if (message.event !== undefined || message.arg === undefined) {
+      return false
+    }
+
+    return message.arg.channel === 'sprd-bbo-tbt'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: `sprd-bbo-tbt` as const,
+        symbols
+      }
+    ]
+  }
+
+  *map(message: OkexSpreadBBOMessage, localTimestamp: Date): IterableIterator<BookTicker> {
+    if (!message.data) {
+      return
+    }
+
+    for (const tbtTicker of message.data) {
+      const timestamp = new Date(Number(tbtTicker.ts))
+
+      if (timestamp.valueOf() === 0) {
+        continue
+      }
+
+      const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined
+      const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined
+
+      const ticker: BookTicker = {
+        type: 'book_ticker',
+        symbol: message.arg.sprdId,
+        exchange: 'okex-spreads',
+        askAmount: bestAsk?.amount,
+        askPrice: bestAsk?.price,
+
+        bidPrice: bestBid?.price,
+        bidAmount: bestBid?.amount,
+        timestamp,
+        localTimestamp: localTimestamp
+      }
+
+      yield ticker
+    }
+  }
+}
+
+type OkexSpreadTradeMessage = {
+  arg: { channel: 'sprd-public-trades'; sprdId: 'ETH-USD-SWAP_ETH-USD-240329' }
+  data: [
+    {
+      sprdId: 'ETH-USD-SWAP_ETH-USD-240329'
+      tradeId: '2102504804202430464'
+      px: '64.9'
+      sz: '13430'
+      side: 'sell' | 'buy'
+      ts: '1703155852033'
+    }
+  ]
+}
+
+type OkexSpreadBookLevel = [string, string, string, string]
+
+type OkexSpreadBookMessage = {
+  arg: { channel: 'sprd-books5'; sprdId: 'ETH-USD-231222_ETH-USD-231229' }
+  data: [
+    {
+      bids: OkexSpreadBookLevel[]
+      asks: OkexSpreadBookLevel[]
+      ts: '1703155852055'
+    }
+  ]
+}
+
+type OkexSpreadBBOMessage = {
+  arg: { channel: 'sprd-bbo-tbt'; sprdId: 'BTC-USD-SWAP_BTC-USD-231229' }
+  data: [{ bids: [OkexSpreadBookLevel]; asks: [OkexSpreadBookLevel]; ts: '1703155859214' }]
+}