tardis-machine 17.0.0 → 18.0.0

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

@@ -0,0 +1,66 @@
+import { BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts';
+export declare const bybitMappers: {
+    bybit: {
+        trades: import("./registry.ts").MapperCreator<any, Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<any, {
+            readonly type: "book_change";
+            readonly symbol: string;
+            readonly exchange: "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";
+            readonly isSnapshot: boolean;
+            readonly bids: {
+                price: number;
+                amount: number;
+            }[];
+            readonly asks: {
+                price: number;
+                amount: number;
+            }[];
+            readonly timestamp: Date;
+            readonly localTimestamp: Date;
+        }>;
+        derivativeTickers: import("./registry.ts").MapperCreator<any, DerivativeTicker>;
+        liquidations: import("./registry.ts").MapperCreator<any, Liquidation>;
+        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>;
+    };
+    'bybit-spot': {
+        trades: import("./registry.ts").MapperCreator<any, Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<any, {
+            readonly type: "book_change";
+            readonly symbol: string;
+            readonly exchange: "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";
+            readonly isSnapshot: boolean;
+            readonly bids: {
+                price: number;
+                amount: number;
+            }[];
+            readonly asks: {
+                price: number;
+                amount: number;
+            }[];
+            readonly timestamp: Date;
+            readonly localTimestamp: Date;
+        }>;
+        bookTickers: import("./registry.ts").MapperCreator<any, BookTicker>;
+    };
+    'bybit-options': {
+        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", {
+            readonly type: "book_change";
+            readonly symbol: string;
+            readonly exchange: "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";
+            readonly isSnapshot: boolean;
+            readonly bids: {
+                price: number;
+                amount: number;
+            }[];
+            readonly asks: {
+                price: number;
+                amount: number;
+            }[];
+            readonly timestamp: Date;
+            readonly localTimestamp: Date;
+        }>;
+        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>;
+    };
+};
+//# sourceMappingURL=bybit.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"bybit.d.ts","sourceRoot":"","sources":["../../src/mappers/bybit.ts"],"names":[],"mappings":"AACA,OAAO,EAAc,UAAU,EAAE,gBAAgB,EAAY,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAQnH,eAAO,MAAM,YAAY;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAwCvB,CAAA"}

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

@@ -0,0 +1,601 @@
+import { asNonZeroNumberOrUndefined, upperCaseSymbols } from "../handy.js";
+import { BybitSpotBookChangeMapper, BybitSpotBookTickerMapper, BybitSpotTradesMapper } from "./bybitspot.js";
+import { PendingTickerInfoHelper } from "./mapper.js";
+import { exchangeMappers, mapper } from "./registry.js";
+const BYBIT_V5_API_SWITCH_DATE = new Date('2023-04-05T00:00:00.000Z');
+const BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE = new Date('2025-02-26T00:00:00.000Z');
+export const bybitMappers = exchangeMappers({
+    bybit: {
+        trades: mapper([
+            { until: BYBIT_V5_API_SWITCH_DATE, use: () => new BybitTradesMapper('bybit') },
+            { use: () => new BybitV5TradesMapper('bybit') }
+        ]),
+        bookChanges: mapper([
+            { until: BYBIT_V5_API_SWITCH_DATE, use: () => new BybitBookChangeMapper('bybit', { useBook200Channel: false }) },
+            { use: () => new BybitV5BookChangeMapper('bybit', { depth: 50 }) }
+        ]),
+        derivativeTickers: mapper([
+            { until: BYBIT_V5_API_SWITCH_DATE, use: () => new BybitDerivativeTickerMapper() },
+            { use: () => new BybitV5DerivativeTickerMapper() }
+        ]),
+        liquidations: mapper([
+            { until: BYBIT_V5_API_SWITCH_DATE, use: () => new BybitLiquidationsMapper('bybit') },
+            { until: BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE, use: () => new BybitV5LiquidationsMapper('bybit') },
+            { use: () => new BybitV5AllLiquidationsMapper('bybit') }
+        ]),
+        bookTickers: () => new BybitV5BookTickerMapper('bybit')
+    },
+    'bybit-spot': {
+        trades: mapper([
+            { until: BYBIT_V5_API_SWITCH_DATE, use: () => new BybitSpotTradesMapper('bybit-spot') },
+            { use: () => new BybitV5TradesMapper('bybit-spot') }
+        ]),
+        bookChanges: mapper([
+            { until: BYBIT_V5_API_SWITCH_DATE, use: () => new BybitSpotBookChangeMapper('bybit-spot') },
+            { use: () => new BybitV5BookChangeMapper('bybit-spot', { depth: 50 }) }
+        ]),
+        bookTickers: mapper([
+            { until: BYBIT_V5_API_SWITCH_DATE, use: () => new BybitSpotBookTickerMapper('bybit-spot') },
+            { use: () => new BybitV5BookTickerMapper('bybit-spot') }
+        ])
+    },
+    'bybit-options': {
+        trades: () => new BybitV5TradesMapper('bybit-options'),
+        bookChanges: () => new BybitV5BookChangeMapper('bybit-options', { depth: 25 }),
+        optionsSummary: () => new BybitV5OptionSummaryMapper()
+    }
+});
+// v5 https://bybit-exchange.github.io/docs/v5/ws/connect
+class BybitV5TradesMapper {
+    _exchange;
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('publicTrade.');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'publicTrade',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (const trade of message.data) {
+            yield {
+                type: 'trade',
+                symbol: trade.s,
+                exchange: this._exchange,
+                id: trade.i,
+                price: Number(trade.p),
+                amount: Number(trade.v),
+                side: trade.S == 'Buy' ? 'buy' : trade.S === 'Sell' ? 'sell' : 'unknown',
+                timestamp: new Date(trade.T),
+                localTimestamp
+            };
+        }
+    }
+}
+class BybitV5BookChangeMapper {
+    _exchange;
+    _depth;
+    constructor(_exchange, { depth }) {
+        this._exchange = _exchange;
+        this._depth = depth;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith(`orderbook.${this._depth}.`);
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: `orderbook.${this._depth}`,
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        yield {
+            type: 'book_change',
+            symbol: message.data.s,
+            exchange: this._exchange,
+            isSnapshot: message.type === 'snapshot',
+            bids: message.data.b.map(this._mapBookLevel),
+            asks: message.data.a.map(this._mapBookLevel),
+            timestamp: new Date(message.ts),
+            localTimestamp
+        };
+    }
+    _mapBookLevel(level) {
+        return { price: Number(level[0]), amount: Number(level[1]) };
+    }
+}
+class BybitV5BookTickerMapper {
+    _exchange;
+    _snapshots = {};
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith(`orderbook.1.`);
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'orderbook.1',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const bestAsk = message.data.a.filter((ask) => ask[1] != '0')[0];
+        const bestBid = message.data.b.filter((bid) => bid[1] != '0')[0];
+        if (message.type === 'snapshot') {
+            this._snapshots[message.data.s] = {
+                askAmount: bestAsk !== undefined ? Number(bestAsk[1]) : undefined,
+                askPrice: bestAsk !== undefined ? Number(bestAsk[0]) : undefined,
+                bidPrice: bestBid !== undefined ? Number(bestBid[0]) : undefined,
+                bidAmount: bestBid !== undefined ? Number(bestBid[1]) : undefined
+            };
+        }
+        const matchingSnapshot = this._snapshots[message.data.s];
+        if (!matchingSnapshot) {
+            return;
+        }
+        const bookTicker = {
+            type: 'book_ticker',
+            symbol: message.data.s,
+            exchange: this._exchange,
+            askAmount: bestAsk !== undefined ? Number(bestAsk[1]) : matchingSnapshot.askAmount,
+            askPrice: bestAsk !== undefined ? Number(bestAsk[0]) : matchingSnapshot.askPrice,
+            bidPrice: bestBid !== undefined ? Number(bestBid[0]) : matchingSnapshot.bidPrice,
+            bidAmount: bestBid !== undefined ? Number(bestBid[1]) : matchingSnapshot.bidAmount,
+            timestamp: new Date(message.ts),
+            localTimestamp: localTimestamp
+        };
+        this._snapshots[message.data.s] = {
+            askAmount: bookTicker.askAmount,
+            askPrice: bookTicker.askPrice,
+            bidPrice: bookTicker.bidPrice,
+            bidAmount: bookTicker.bidAmount
+        };
+        yield bookTicker;
+    }
+}
+class BybitV5DerivativeTickerMapper {
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('tickers.');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'tickers',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const instrumentInfo = message.data;
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(instrumentInfo.symbol, 'bybit');
+        if (instrumentInfo.fundingRate !== undefined && instrumentInfo.fundingRate !== '') {
+            pendingTickerInfo.updateFundingRate(Number(instrumentInfo.fundingRate));
+        }
+        if (instrumentInfo.nextFundingTime !== undefined && instrumentInfo.nextFundingTime !== '') {
+            pendingTickerInfo.updateFundingTimestamp(new Date(Number(instrumentInfo.nextFundingTime)));
+        }
+        if (instrumentInfo.indexPrice !== undefined && instrumentInfo.indexPrice !== '') {
+            pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.indexPrice));
+        }
+        if (instrumentInfo.markPrice !== undefined && instrumentInfo.markPrice !== '') {
+            pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.markPrice));
+        }
+        if (instrumentInfo.openInterest !== undefined && instrumentInfo.openInterest !== '') {
+            pendingTickerInfo.updateOpenInterest(Number(instrumentInfo.openInterest));
+        }
+        if (instrumentInfo.lastPrice !== undefined && instrumentInfo.lastPrice !== '') {
+            pendingTickerInfo.updateLastPrice(Number(instrumentInfo.lastPrice));
+        }
+        pendingTickerInfo.updateTimestamp(new Date(message.ts));
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+class BybitV5LiquidationsMapper {
+    _exchange;
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('liquidation.');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'liquidation',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        // from bybit telegram: When "side":"Buy", a long position was liquidated. Will fix the docs.
+        const bybitLiquidation = message.data;
+        const liquidation = {
+            type: 'liquidation',
+            symbol: bybitLiquidation.symbol,
+            exchange: this._exchange,
+            id: undefined,
+            price: Number(bybitLiquidation.price),
+            amount: Number(bybitLiquidation.size),
+            side: bybitLiquidation.side == 'Buy' ? 'sell' : 'buy',
+            timestamp: new Date(message.ts),
+            localTimestamp
+        };
+        yield liquidation;
+    }
+}
+class BybitV5AllLiquidationsMapper {
+    _exchange;
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('allLiquidation.');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'allLiquidation',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (const bybitLiquidation of message.data) {
+            const liquidation = {
+                type: 'liquidation',
+                symbol: bybitLiquidation.s,
+                exchange: this._exchange,
+                id: undefined,
+                price: Number(bybitLiquidation.p),
+                amount: Number(bybitLiquidation.v),
+                //  from bybit docs  Position side. Buy,Sell. When you receive a Buy update, this means that a long position has been liquidated
+                side: bybitLiquidation.S == 'Buy' ? 'sell' : 'buy',
+                timestamp: new Date(bybitLiquidation.T),
+                localTimestamp
+            };
+            yield liquidation;
+        }
+    }
+}
+class BybitV5OptionSummaryMapper {
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('tickers.');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'tickers',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbolParts = message.data.symbol.split('-');
+        const isPut = symbolParts[3] === 'P';
+        const strikePrice = Number(symbolParts[2]);
+        const expirationDate = new Date(symbolParts[1] + 'Z');
+        expirationDate.setUTCHours(8);
+        const optionSummary = {
+            type: 'option_summary',
+            symbol: message.data.symbol,
+            exchange: 'bybit-options',
+            optionType: isPut ? 'put' : 'call',
+            strikePrice,
+            expirationDate,
+            bestBidPrice: asNonZeroNumberOrUndefined(message.data.bidPrice),
+            bestBidAmount: asNonZeroNumberOrUndefined(message.data.bidSize),
+            bestBidIV: asNonZeroNumberOrUndefined(message.data.bidIv),
+            bestAskPrice: asNonZeroNumberOrUndefined(message.data.askPrice),
+            bestAskAmount: asNonZeroNumberOrUndefined(message.data.askSize),
+            bestAskIV: asNonZeroNumberOrUndefined(message.data.askIv),
+            lastPrice: asNonZeroNumberOrUndefined(message.data.lastPrice),
+            openInterest: asNonZeroNumberOrUndefined(message.data.openInterest),
+            markPrice: asNonZeroNumberOrUndefined(message.data.markPrice),
+            markIV: asNonZeroNumberOrUndefined(message.data.markPriceIv),
+            delta: asNonZeroNumberOrUndefined(message.data.delta),
+            gamma: asNonZeroNumberOrUndefined(message.data.gamma),
+            vega: asNonZeroNumberOrUndefined(message.data.vega),
+            theta: asNonZeroNumberOrUndefined(message.data.theta),
+            rho: undefined,
+            underlyingPrice: asNonZeroNumberOrUndefined(message.data.underlyingPrice),
+            underlyingIndex: '',
+            timestamp: new Date(message.ts),
+            localTimestamp: localTimestamp
+        };
+        yield optionSummary;
+    }
+}
+// https://github.com/bybit-exchange/bybit-official-api-docs/blob/master/en/websocket.md
+class BybitTradesMapper {
+    _exchange;
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('trade.');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'trade',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (const trade of message.data) {
+            const timestamp = 'trade_time_ms' in trade
+                ? new Date(Number(trade.trade_time_ms))
+                : 'tradeTimeMs' in trade
+                    ? new Date(Number(trade.tradeTimeMs))
+                    : new Date(trade.timestamp);
+            yield {
+                type: 'trade',
+                symbol: trade.symbol,
+                exchange: this._exchange,
+                id: 'trade_id' in trade ? trade.trade_id : trade.tradeId,
+                price: Number(trade.price),
+                amount: trade.size,
+                side: trade.side == 'Buy' ? 'buy' : trade.side === 'Sell' ? 'sell' : 'unknown',
+                timestamp,
+                localTimestamp
+            };
+        }
+    }
+}
+class BybitBookChangeMapper {
+    _exchange;
+    _canUseBook200Channel;
+    constructor(_exchange, { useBook200Channel }) {
+        this._exchange = _exchange;
+        this._canUseBook200Channel = useBook200Channel;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        if (this._canUseBook200Channel) {
+            return message.topic.startsWith('orderBook_200.');
+        }
+        else {
+            return message.topic.startsWith('orderBookL2_25.');
+        }
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        if (this._canUseBook200Channel) {
+            return [
+                {
+                    channel: 'orderBook_200',
+                    symbols
+                }
+            ];
+        }
+        return [
+            {
+                channel: 'orderBookL2_25',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const topicArray = message.topic.split('.');
+        const symbol = topicArray[topicArray.length - 1];
+        const data = message.type === 'snapshot'
+            ? 'order_book' in message.data
+                ? message.data.order_book
+                : 'orderBook' in message.data
+                    ? message.data.orderBook
+                    : message.data
+            : [...message.data.delete, ...message.data.update, ...message.data.insert];
+        const timestampBybit = message.timestamp_e6 !== undefined ? Number(message.timestamp_e6) : Number(message.timestampE6);
+        const timestamp = new Date(timestampBybit / 1000);
+        timestamp.μs = timestampBybit % 1000;
+        yield {
+            type: 'book_change',
+            symbol,
+            exchange: this._exchange,
+            isSnapshot: message.type === 'snapshot',
+            bids: data.filter((d) => d.side === 'Buy').map(this._mapBookLevel),
+            asks: data.filter((d) => d.side === 'Sell').map(this._mapBookLevel),
+            timestamp,
+            localTimestamp
+        };
+    }
+    _mapBookLevel(level) {
+        return { price: Number(level.price), amount: level.size !== undefined ? level.size : 0 };
+    }
+}
+class BybitDerivativeTickerMapper {
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('instrument_info.');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'instrument_info',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const instrumentInfo = 'symbol' in message.data ? message.data : message.data.update[0];
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(instrumentInfo.symbol, 'bybit');
+        const fundingRate = 'funding_rate_e6' in instrumentInfo ? instrumentInfo.funding_rate_e6 : instrumentInfo.fundingRateE6;
+        pendingTickerInfo.updateFundingRate(fundingRate !== undefined ? Number(fundingRate) / 1000000 : undefined);
+        const predictedFundingRate = 'predicted_funding_rate_e6' in instrumentInfo ? instrumentInfo.predicted_funding_rate_e6 : instrumentInfo.predictedFundingRateE6;
+        pendingTickerInfo.updatePredictedFundingRate(predictedFundingRate !== undefined ? Number(predictedFundingRate) / 1000000 : undefined);
+        const nextFundingTime = 'next_funding_time' in instrumentInfo ? instrumentInfo.next_funding_time : instrumentInfo.nextFundingTime;
+        pendingTickerInfo.updateFundingTimestamp(nextFundingTime !== undefined && new Date(nextFundingTime).valueOf() > 0 ? new Date(nextFundingTime) : undefined);
+        if (instrumentInfo.index_price !== undefined) {
+            pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.index_price));
+        }
+        else if (instrumentInfo.indexPrice !== undefined) {
+            pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.indexPrice));
+        }
+        else if (instrumentInfo.index_price_e4 !== undefined) {
+            pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.index_price_e4) / 10000);
+        }
+        else if (instrumentInfo.indexPriceE4 !== undefined) {
+            pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.indexPriceE4) / 10000);
+        }
+        if (instrumentInfo.mark_price !== undefined) {
+            pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.mark_price));
+        }
+        else if (instrumentInfo.markPrice !== undefined) {
+            pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.markPrice));
+        }
+        else if (instrumentInfo.mark_price_e4 !== undefined) {
+            pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.mark_price_e4) / 10000);
+        }
+        else if (instrumentInfo.markPriceE4 !== undefined) {
+            pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.markPriceE4) / 10000);
+        }
+        if (instrumentInfo.open_interest !== undefined) {
+            pendingTickerInfo.updateOpenInterest(instrumentInfo.open_interest);
+        }
+        else if (instrumentInfo.openInterestE8 !== undefined) {
+            pendingTickerInfo.updateOpenInterest(Number(instrumentInfo.openInterestE8) / 100000000);
+        }
+        else if (instrumentInfo.open_interest_e8 !== undefined) {
+            pendingTickerInfo.updateOpenInterest(instrumentInfo.open_interest_e8 / 100000000);
+        }
+        if (instrumentInfo.last_price !== undefined) {
+            pendingTickerInfo.updateLastPrice(Number(instrumentInfo.last_price));
+        }
+        else if (instrumentInfo.lastPrice !== undefined) {
+            pendingTickerInfo.updateLastPrice(Number(instrumentInfo.lastPrice));
+        }
+        else if (instrumentInfo.last_price_e4 !== undefined) {
+            pendingTickerInfo.updateLastPrice(Number(instrumentInfo.last_price_e4) / 10000);
+        }
+        else if (instrumentInfo.lastPriceE4) {
+            pendingTickerInfo.updateLastPrice(Number(instrumentInfo.lastPriceE4) / 10000);
+        }
+        if (message.timestamp_e6 !== undefined) {
+            const timestampBybit = Number(message.timestamp_e6);
+            const timestamp = new Date(timestampBybit / 1000);
+            timestamp.μs = timestampBybit % 1000;
+            pendingTickerInfo.updateTimestamp(timestamp);
+        }
+        else if (message.timestampE6 !== undefined) {
+            const timestampBybit = Number(message.timestampE6);
+            const timestamp = new Date(timestampBybit / 1000);
+            timestamp.μs = timestampBybit % 1000;
+            pendingTickerInfo.updateTimestamp(timestamp);
+        }
+        else {
+            pendingTickerInfo.updateTimestamp(new Date(instrumentInfo.updated_at));
+        }
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+class BybitLiquidationsMapper {
+    _exchange;
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('liquidation.');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'liquidation',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        // from bybit telegram: When "side":"Buy", a long position was liquidated. Will fix the docs.
+        if (message.generated) {
+            for (const bybitLiquidation of message.data) {
+                const liquidation = {
+                    type: 'liquidation',
+                    symbol: bybitLiquidation.symbol,
+                    exchange: this._exchange,
+                    id: String(bybitLiquidation.id),
+                    price: Number(bybitLiquidation.price),
+                    amount: bybitLiquidation.qty,
+                    side: bybitLiquidation.side == 'Buy' ? 'sell' : 'buy',
+                    timestamp: new Date(bybitLiquidation.time),
+                    localTimestamp
+                };
+                yield liquidation;
+            }
+        }
+        else {
+            const bybitLiquidation = message.data;
+            const liquidation = {
+                type: 'liquidation',
+                symbol: bybitLiquidation.symbol,
+                exchange: this._exchange,
+                id: undefined,
+                price: Number(bybitLiquidation.price),
+                amount: Number(bybitLiquidation.qty),
+                side: bybitLiquidation.side == 'Buy' ? 'sell' : 'buy',
+                timestamp: new Date(bybitLiquidation.time),
+                localTimestamp
+            };
+            yield liquidation;
+        }
+    }
+}
+//# sourceMappingURL=bybit.js.map