tardis-machine 17.0.0 → 18.0.0

package/node_modules/tardis-dev/dist/mappers/bitnomial.js

@@ -0,0 +1,91 @@
+import { parseμs, upperCaseSymbols } from "../handy.js";
+import { exchangeMappers } from "./registry.js";
+export const bitnomialMappers = exchangeMappers({
+    bitnomial: {
+        trades: () => bitnomialTradesMapper,
+        bookChanges: () => new BitnomialBookChangMapper()
+    }
+});
+const bitnomialTradesMapper = {
+    canHandle(message) {
+        return message.type === 'trade';
+    },
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'trade',
+                symbols
+            }
+        ];
+    },
+    *map(message, localTimestamp) {
+        const timestamp = new Date(message.timestamp);
+        timestamp.μs = parseμs(message.timestamp);
+        yield {
+            type: 'trade',
+            symbol: message.symbol,
+            exchange: 'bitnomial',
+            id: String(message.ack_id),
+            price: Number(message.price),
+            amount: Number(message.quantity),
+            side: message.taker_side === 'Bid' ? 'buy' : 'sell',
+            timestamp,
+            localTimestamp: localTimestamp
+        };
+    }
+};
+const mapBookLevel = (level) => {
+    return { price: level[0], amount: level[1] };
+};
+class BitnomialBookChangMapper {
+    canHandle(message) {
+        return message.type === 'book' || message.type === 'level';
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'book',
+                symbols
+            },
+            {
+                channel: 'level',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const timestamp = new Date(message.timestamp);
+        timestamp.μs = parseμs(message.timestamp);
+        if (message.type === 'book') {
+            yield {
+                type: 'book_change',
+                symbol: message.symbol,
+                exchange: 'bitnomial',
+                isSnapshot: true,
+                bids: message.bids.map(mapBookLevel),
+                asks: message.asks.map(mapBookLevel),
+                timestamp,
+                localTimestamp
+            };
+        }
+        else {
+            const update = {
+                price: message.price,
+                amount: message.quantity
+            };
+            yield {
+                type: 'book_change',
+                symbol: message.symbol,
+                exchange: 'bitnomial',
+                isSnapshot: false,
+                bids: message.side === 'Bid' ? [update] : [],
+                asks: message.side === 'Ask' ? [update] : [],
+                timestamp,
+                localTimestamp: localTimestamp
+            };
+        }
+    }
+}
+//# sourceMappingURL=bitnomial.js.map

package/node_modules/tardis-dev/dist/mappers/bitnomial.js.map

@@ -0,0 +1 @@
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package/node_modules/tardis-dev/dist/mappers/bitstamp.d.ts

@@ -0,0 +1,8 @@
+import { BookChange, Trade } from '../types.ts';
+export declare const bitstampMappers: {
+    bitstamp: {
+        trades: import("./registry.ts").MapperCreator<"bitstamp", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+    };
+};
+//# sourceMappingURL=bitstamp.d.ts.map

package/node_modules/tardis-dev/dist/mappers/bitstamp.d.ts.map

@@ -0,0 +1 @@
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package/node_modules/tardis-dev/dist/mappers/bitstamp.js

@@ -0,0 +1,151 @@
+import { lowerCaseSymbols } from "../handy.js";
+import { exchangeMappers } from "./registry.js";
+// https://www.bitstamp.net/websocket/v2/
+export const bitstampMappers = exchangeMappers({
+    bitstamp: {
+        trades: () => bitstampTradesMapper,
+        bookChanges: () => new BitstampBookChangeMapper()
+    }
+});
+const bitstampTradesMapper = {
+    canHandle(message) {
+        if (message.data === undefined) {
+            return false;
+        }
+        return message.channel.startsWith('live_trades') && message.event === 'trade';
+    },
+    getFilters(symbols) {
+        symbols = lowerCaseSymbols(symbols);
+        return [
+            {
+                channel: 'live_trades',
+                symbols
+            }
+        ];
+    },
+    *map(bitstampTradeResponse, localTimestamp) {
+        const bitstampTrade = bitstampTradeResponse.data;
+        const symbol = bitstampTradeResponse.channel.slice(bitstampTradeResponse.channel.lastIndexOf('_') + 1);
+        const microtimestamp = Number(bitstampTrade.microtimestamp);
+        const timestamp = new Date(microtimestamp / 1000);
+        timestamp.μs = microtimestamp % 1000;
+        yield {
+            type: 'trade',
+            symbol: symbol.toUpperCase(),
+            exchange: 'bitstamp',
+            id: String(bitstampTrade.id),
+            price: Number(bitstampTrade.price),
+            amount: Number(bitstampTrade.amount),
+            side: bitstampTrade.type === 0 ? 'buy' : 'sell',
+            timestamp,
+            localTimestamp
+        };
+    }
+};
+class BitstampBookChangeMapper {
+    _symbolToDepthInfoMapping = {};
+    canHandle(message) {
+        if (message.data === undefined) {
+            return false;
+        }
+        return message.channel.startsWith('diff_order_book') && (message.event === 'data' || message.event === 'snapshot');
+    }
+    getFilters(symbols) {
+        symbols = lowerCaseSymbols(symbols);
+        return [
+            {
+                channel: 'diff_order_book',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbol = message.channel.slice(message.channel.lastIndexOf('_') + 1).toUpperCase();
+        if (this._symbolToDepthInfoMapping[symbol] === undefined) {
+            this._symbolToDepthInfoMapping[symbol] = {
+                bufferedUpdates: []
+            };
+        }
+        const symbolDepthInfo = this._symbolToDepthInfoMapping[symbol];
+        const snapshotAlreadyProcessed = symbolDepthInfo.snapshotProcessed;
+        // first check if received message is snapshot and process it as such if it is
+        if (message.event === 'snapshot') {
+            // produce snapshot book_change
+            let timestamp;
+            if (message.data.microtimestamp !== undefined) {
+                const microtimestamp = Number(message.data.microtimestamp);
+                timestamp = new Date(microtimestamp / 1000);
+                timestamp.μs = microtimestamp % 1000;
+            }
+            else {
+                timestamp = new Date(Number(message.data.timestamp) * 1000);
+            }
+            yield {
+                type: 'book_change',
+                symbol,
+                exchange: 'bitstamp',
+                isSnapshot: true,
+                bids: message.data.bids !== undefined ? message.data.bids.map(this._mapBookLevel) : [],
+                asks: message.data.asks !== undefined ? message.data.asks.map(this._mapBookLevel) : [],
+                timestamp,
+                localTimestamp
+            };
+            //  mark given symbol depth info that has snapshot processed
+            symbolDepthInfo.lastUpdateTimestamp = Number(message.data.timestamp);
+            if (message.data.microtimestamp !== undefined) {
+                symbolDepthInfo.lastUpdateMicroTimestamp = Number(message.data.microtimestamp);
+            }
+            symbolDepthInfo.snapshotProcessed = true;
+            // if there were any depth updates buffered, let's proccess those
+            for (const update of symbolDepthInfo.bufferedUpdates) {
+                const bookChange = this._mapBookDepthUpdate(update, localTimestamp, symbolDepthInfo, symbol);
+                if (bookChange !== undefined) {
+                    yield bookChange;
+                }
+            }
+            // remove all buffered updates
+            symbolDepthInfo.bufferedUpdates = [];
+        }
+        else if (snapshotAlreadyProcessed) {
+            // snapshot was already processed let's map the message as normal book_change
+            const bookChange = this._mapBookDepthUpdate(message, localTimestamp, symbolDepthInfo, symbol);
+            if (bookChange !== undefined) {
+                yield bookChange;
+            }
+        }
+        else {
+            // if snapshot hasn't been yet processed and we've got depthUpdate message, let's buffer it for later processing
+            symbolDepthInfo.bufferedUpdates.push(message);
+        }
+    }
+    _mapBookDepthUpdate(bitstampBookUpdate, localTimestamp, depthInfo, symbol) {
+        const microtimestamp = Number(bitstampBookUpdate.data.microtimestamp);
+        // skip all book updates that preceed book snapshot
+        // REST API not always returned microtimestamps for initial order book snapshots
+        // fallback to timestamp
+        if (depthInfo.lastUpdateMicroTimestamp !== undefined && microtimestamp <= depthInfo.lastUpdateMicroTimestamp) {
+            return;
+        }
+        else if (Number(bitstampBookUpdate.data.timestamp) < depthInfo.lastUpdateTimestamp) {
+            return;
+        }
+        const timestamp = new Date(microtimestamp / 1000);
+        timestamp.μs = microtimestamp % 1000;
+        return {
+            type: 'book_change',
+            symbol,
+            exchange: 'bitstamp',
+            isSnapshot: false,
+            bids: bitstampBookUpdate.data.bids !== undefined ? bitstampBookUpdate.data.bids.map(this._mapBookLevel) : [],
+            asks: bitstampBookUpdate.data.asks !== undefined ? bitstampBookUpdate.data.asks.map(this._mapBookLevel) : [],
+            timestamp: timestamp,
+            localTimestamp
+        };
+    }
+    _mapBookLevel(level) {
+        const price = Number(level[0]);
+        const amount = Number(level[1]);
+        return { price, amount };
+    }
+}
+//# sourceMappingURL=bitstamp.js.map

package/node_modules/tardis-dev/dist/mappers/bitstamp.js.map

@@ -0,0 +1 @@
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package/node_modules/tardis-dev/dist/mappers/blockchaincom.d.ts

@@ -0,0 +1,8 @@
+import { BookChange, Trade } from '../types.ts';
+export declare const blockchainComMappers: {
+    'blockchain-com': {
+        trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+    };
+};
+//# sourceMappingURL=blockchaincom.d.ts.map

package/node_modules/tardis-dev/dist/mappers/blockchaincom.d.ts.map

@@ -0,0 +1 @@
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package/node_modules/tardis-dev/dist/mappers/blockchaincom.js

@@ -0,0 +1,65 @@
+import { upperCaseSymbols } from "../handy.js";
+import { exchangeMappers } from "./registry.js";
+export const blockchainComMappers = exchangeMappers({
+    'blockchain-com': {
+        trades: () => new BlockchainComTradesMapper(),
+        bookChanges: () => new BlockchainComBookChangeMapper()
+    }
+});
+class BlockchainComTradesMapper {
+    canHandle(message) {
+        return message.channel === 'trades' && message.event === 'updated';
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'trades',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        yield {
+            type: 'trade',
+            symbol: message.symbol,
+            exchange: 'blockchain-com',
+            id: message.trade_id,
+            price: message.price,
+            amount: message.qty,
+            side: message.side === 'sell' ? 'sell' : 'buy',
+            timestamp: new Date(message.timestamp),
+            localTimestamp: localTimestamp
+        };
+    }
+}
+class BlockchainComBookChangeMapper {
+    canHandle(message) {
+        return message.channel == 'l2' && (message.event === 'snapshot' || message.event === 'updated');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'l2',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        yield {
+            type: 'book_change',
+            symbol: message.symbol,
+            exchange: 'blockchain-com',
+            isSnapshot: message.event === 'snapshot',
+            bids: message.bids.map(this.mapBookLevel),
+            asks: message.asks.map(this.mapBookLevel),
+            timestamp: new Date(message.timestamp),
+            localTimestamp
+        };
+    }
+    mapBookLevel(level) {
+        return { price: level.px, amount: level.qty };
+    }
+}
+//# sourceMappingURL=blockchaincom.js.map

package/node_modules/tardis-dev/dist/mappers/blockchaincom.js.map

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package/node_modules/tardis-dev/dist/mappers/bullish.d.ts

@@ -0,0 +1,11 @@
+import { BookChange, BookTicker, DerivativeTicker, OptionSummary, Trade } from '../types.ts';
+export declare const bullishMappers: {
+    bullish: {
+        trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+        derivativeTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", DerivativeTicker>;
+        optionsSummary: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", OptionSummary>;
+        bookTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
+    };
+};
+//# sourceMappingURL=bullish.d.ts.map

package/node_modules/tardis-dev/dist/mappers/bullish.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"bullish.d.ts","sourceRoot":"","sources":["../../src/mappers/bullish.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,UAAU,EAAE,gBAAgB,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAI5G,eAAO,MAAM,cAAc;;;;;;;;CAQzB,CAAA"}

package/node_modules/tardis-dev/dist/mappers/bullish.js

@@ -0,0 +1,234 @@
+import { asNonZeroNumberOrUndefined, asNumberOrUndefined } from "../handy.js";
+import { PendingTickerInfoHelper } from "./mapper.js";
+import { exchangeMappers } from "./registry.js";
+export const bullishMappers = exchangeMappers({
+    bullish: {
+        trades: () => new BullishTradesMapper(),
+        bookChanges: () => new BullishBookChangeMapper(),
+        derivativeTickers: () => new BullishDerivativeTickerMapper(),
+        optionsSummary: () => new BullishOptionSummaryMapper(),
+        bookTickers: () => new BullishBookTickerMapper()
+    }
+});
+function getBullishOrderBookTimestamp(value, localTimestamp) {
+    const timestamp = Number(value);
+    return value.length === 13 && Number.isSafeInteger(timestamp) ? new Date(timestamp) : localTimestamp;
+}
+class BullishTradesMapper {
+    canHandle(message) {
+        return message.dataType === 'V1TAAnonymousTradeUpdate' && message.type === 'update';
+    }
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'V1TAAnonymousTradeUpdate',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (const trade of message.data.trades) {
+            yield {
+                type: 'trade',
+                symbol: trade.symbol,
+                exchange: 'bullish',
+                id: trade.tradeId,
+                price: Number(trade.price),
+                amount: Number(trade.quantity),
+                side: this.mapBullishTradeSide(trade.side, trade.isTaker),
+                timestamp: new Date(trade.createdAtDatetime),
+                localTimestamp
+            };
+        }
+    }
+    mapBullishTradeSide(side, isTaker) {
+        if (isTaker) {
+            // Bullish side already represents the taker/aggressor side.
+            return side === 'BUY' ? 'buy' : 'sell';
+        }
+        // Bullish side represents the maker/resting order, so the taker was on the opposite side.
+        return side === 'BUY' ? 'sell' : 'buy';
+    }
+}
+class BullishBookChangeMapper {
+    canHandle(message) {
+        return message.dataType === 'V1TALevel2';
+    }
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'V1TALevel2',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        yield {
+            type: 'book_change',
+            symbol: message.data.symbol,
+            exchange: 'bullish',
+            isSnapshot: message.type === 'snapshot',
+            bids: this.mapLevels(message.data.bids),
+            asks: this.mapLevels(message.data.asks),
+            timestamp: getBullishOrderBookTimestamp(message.data.timestamp, localTimestamp),
+            localTimestamp
+        };
+    }
+    mapLevels(levels) {
+        const result = new Array(levels.length / 2);
+        for (let index = 0, resultIndex = 0; index < levels.length; index += 2, resultIndex++) {
+            result[resultIndex] = {
+                price: Number(levels[index]),
+                amount: Number(levels[index + 1])
+            };
+        }
+        return result;
+    }
+}
+class BullishBookTickerMapper {
+    canHandle(message) {
+        return message.dataType === 'V1TALevel1' && (message.type === 'snapshot' || message.type === 'update');
+    }
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'V1TALevel1',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        yield {
+            type: 'book_ticker',
+            symbol: message.data.symbol,
+            exchange: 'bullish',
+            bidPrice: asNonZeroNumberOrUndefined(message.data.bid[0]),
+            bidAmount: asNonZeroNumberOrUndefined(message.data.bid[1]),
+            askPrice: asNonZeroNumberOrUndefined(message.data.ask[0]),
+            askAmount: asNonZeroNumberOrUndefined(message.data.ask[1]),
+            timestamp: getBullishOrderBookTimestamp(message.data.timestamp, localTimestamp),
+            localTimestamp
+        };
+    }
+}
+class BullishDerivativeTickerMapper {
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
+    indexPrices = new Map();
+    canHandle(message) {
+        if (message.dataType === 'V1TAIndexPrice' && (message.type === 'snapshot' || message.type === 'update')) {
+            return true;
+        }
+        if (message.dataType === 'V1TATickerResponse' && (message.type === 'snapshot' || message.type === 'update')) {
+            const tickerMessage = message;
+            const symbol = tickerMessage.data?.symbol;
+            return symbol !== undefined && (symbol.endsWith('-PERP') || /-\d{8}$/.test(symbol));
+        }
+        return false;
+    }
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'V1TATickerResponse',
+                symbols
+            },
+            {
+                channel: 'V1TAIndexPrice',
+                symbols: symbols === undefined ? undefined : [...new Set(symbols.map((symbol) => symbol.split('-')[0]))]
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        if (message.dataType === 'V1TAIndexPrice') {
+            const price = asNonZeroNumberOrUndefined(message.data.price);
+            if (price !== undefined) {
+                this.indexPrices.set(message.data.assetSymbol, {
+                    price,
+                    timestamp: new Date(message.data.updatedAtDatetime)
+                });
+            }
+            return;
+        }
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.data.symbol, 'bullish');
+        const indexAsset = message.data.symbol.split('-')[0];
+        const indexPrice = this.indexPrices.get(indexAsset);
+        pendingTickerInfo.updateLastPrice(asNonZeroNumberOrUndefined(message.data.last));
+        pendingTickerInfo.updateMarkPrice(asNonZeroNumberOrUndefined(message.data.markPrice));
+        pendingTickerInfo.updateFundingRate(asNumberOrUndefined(message.data.fundingRate));
+        pendingTickerInfo.updateOpenInterest(asNumberOrUndefined(message.data.openInterest));
+        pendingTickerInfo.updateIndexPrice(indexPrice?.price);
+        if (pendingTickerInfo.hasChanged()) {
+            pendingTickerInfo.updateTimestamp(new Date(message.data.createdAtDatetime));
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+class BullishOptionSummaryMapper {
+    indexPrices = new Map();
+    canHandle(message) {
+        if (message.dataType === 'V1TAIndexPrice' && (message.type === 'snapshot' || message.type === 'update')) {
+            return true;
+        }
+        if (message.dataType === 'V1TATickerResponse' && (message.type === 'snapshot' || message.type === 'update')) {
+            const tickerMessage = message;
+            const symbol = tickerMessage.data?.symbol;
+            return symbol !== undefined && (symbol.endsWith('-C') || symbol.endsWith('-P'));
+        }
+        return false;
+    }
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'V1TATickerResponse',
+                symbols
+            },
+            {
+                channel: 'V1TAIndexPrice',
+                symbols: symbols === undefined ? undefined : [...new Set(symbols.map((symbol) => symbol.split('-')[0]))]
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        if (message.dataType === 'V1TAIndexPrice') {
+            const price = asNonZeroNumberOrUndefined(message.data.price);
+            if (price !== undefined) {
+                this.indexPrices.set(message.data.assetSymbol, {
+                    price,
+                    timestamp: new Date(message.data.updatedAtDatetime)
+                });
+            }
+            return;
+        }
+        const [indexAsset, , dateText, strikePriceText, optionType] = message.data.symbol.split('-');
+        const indexPrice = this.indexPrices.get(indexAsset);
+        const expirationDate = new Date(`${dateText.slice(0, 4)}-${dateText.slice(4, 6)}-${dateText.slice(6, 8)}Z`);
+        expirationDate.setUTCHours(8);
+        yield {
+            type: 'option_summary',
+            symbol: message.data.symbol,
+            exchange: 'bullish',
+            optionType: optionType === 'P' ? 'put' : 'call',
+            strikePrice: Number(strikePriceText),
+            expirationDate,
+            bestBidPrice: asNonZeroNumberOrUndefined(message.data.bestBid),
+            bestBidAmount: asNonZeroNumberOrUndefined(message.data.bidVolume),
+            bestBidIV: undefined,
+            bestAskPrice: asNonZeroNumberOrUndefined(message.data.bestAsk),
+            bestAskAmount: asNonZeroNumberOrUndefined(message.data.askVolume),
+            bestAskIV: undefined,
+            lastPrice: asNonZeroNumberOrUndefined(message.data.last),
+            openInterest: asNumberOrUndefined(message.data.openInterest),
+            markPrice: asNumberOrUndefined(message.data.markPrice),
+            markIV: asNonZeroNumberOrUndefined(message.data.impliedVolatility),
+            delta: asNumberOrUndefined(message.data.delta),
+            gamma: asNumberOrUndefined(message.data.gamma),
+            vega: asNumberOrUndefined(message.data.vega),
+            theta: asNumberOrUndefined(message.data.theta),
+            rho: undefined,
+            underlyingPrice: indexPrice?.price,
+            underlyingIndex: indexAsset,
+            timestamp: new Date(message.data.createdAtDatetime),
+            localTimestamp
+        };
+    }
+}
+//# sourceMappingURL=bullish.js.map

package/node_modules/tardis-dev/dist/mappers/bullish.js.map

@@ -0,0 +1 @@
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