tardis-machine 17.0.0 → 18.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/bin/tardis-machine.js +68 -57
- package/dist/tardismachine.d.ts.map +1 -1
- package/dist/tardismachine.js +13 -6
- package/dist/tardismachine.js.map +1 -1
- package/node_modules/debug/LICENSE +20 -0
- package/node_modules/debug/README.md +481 -0
- package/node_modules/debug/package.json +64 -0
- package/node_modules/debug/src/browser.js +272 -0
- package/node_modules/debug/src/common.js +292 -0
- package/node_modules/debug/src/index.js +10 -0
- package/node_modules/debug/src/node.js +263 -0
- package/node_modules/follow-redirects/LICENSE +18 -0
- package/node_modules/follow-redirects/README.md +157 -0
- package/node_modules/follow-redirects/debug.js +15 -0
- package/node_modules/follow-redirects/http.js +1 -0
- package/node_modules/follow-redirects/https.js +1 -0
- package/node_modules/follow-redirects/index.js +709 -0
- package/node_modules/follow-redirects/package.json +58 -0
- package/node_modules/long/LICENSE +202 -0
- package/node_modules/long/README.md +286 -0
- package/node_modules/long/index.d.ts +2 -0
- package/node_modules/long/index.js +1581 -0
- package/node_modules/long/package.json +58 -0
- package/node_modules/long/types.d.ts +474 -0
- package/node_modules/long/umd/index.d.ts +3 -0
- package/node_modules/long/umd/index.js +1622 -0
- package/node_modules/long/umd/package.json +3 -0
- package/node_modules/long/umd/types.d.ts +474 -0
- package/node_modules/ms/index.js +162 -0
- package/node_modules/ms/license.md +21 -0
- package/node_modules/ms/package.json +38 -0
- package/node_modules/ms/readme.md +59 -0
- package/node_modules/protobufjs/LICENSE +39 -0
- package/node_modules/protobufjs/README.md +440 -0
- package/node_modules/protobufjs/dist/light/protobuf.js +9276 -0
- package/node_modules/protobufjs/dist/light/protobuf.js.map +1 -0
- package/node_modules/protobufjs/dist/light/protobuf.min.js +8 -0
- package/node_modules/protobufjs/dist/light/protobuf.min.js.map +1 -0
- package/node_modules/protobufjs/dist/minimal/protobuf.js +3556 -0
- package/node_modules/protobufjs/dist/minimal/protobuf.js.map +1 -0
- package/node_modules/protobufjs/dist/minimal/protobuf.min.js +8 -0
- package/node_modules/protobufjs/dist/minimal/protobuf.min.js.map +1 -0
- package/node_modules/protobufjs/dist/protobuf.js +11233 -0
- package/node_modules/protobufjs/dist/protobuf.js.map +1 -0
- package/node_modules/protobufjs/dist/protobuf.min.js +8 -0
- package/node_modules/protobufjs/dist/protobuf.min.js.map +1 -0
- package/node_modules/protobufjs/ext/README.md +70 -0
- package/node_modules/protobufjs/ext/debug/README.md +4 -0
- package/node_modules/protobufjs/ext/debug/index.js +71 -0
- package/node_modules/protobufjs/ext/descriptor/README.md +5 -0
- package/node_modules/protobufjs/ext/descriptor/index.d.ts +2 -0
- package/node_modules/protobufjs/ext/descriptor/index.js +2 -0
- package/node_modules/protobufjs/ext/descriptor.d.ts +87 -0
- package/node_modules/protobufjs/ext/descriptor.generated.d.ts +417 -0
- package/node_modules/protobufjs/ext/descriptor.js +1356 -0
- package/node_modules/protobufjs/ext/protojson.LICENSE +201 -0
- package/node_modules/protobufjs/ext/protojson.d.ts +20 -0
- package/node_modules/protobufjs/ext/protojson.generated.d.ts +49 -0
- package/node_modules/protobufjs/ext/protojson.js +951 -0
- package/node_modules/protobufjs/ext/textformat.d.ts +19 -0
- package/node_modules/protobufjs/ext/textformat.generated.d.ts +33 -0
- package/node_modules/protobufjs/ext/textformat.js +1276 -0
- package/node_modules/protobufjs/google/LICENSE +27 -0
- package/node_modules/protobufjs/google/README.md +1 -0
- package/node_modules/protobufjs/google/api/annotations.json +85 -0
- package/node_modules/protobufjs/google/api/annotations.proto +11 -0
- package/node_modules/protobufjs/google/api/http.json +87 -0
- package/node_modules/protobufjs/google/api/http.proto +31 -0
- package/node_modules/protobufjs/google/protobuf/api.json +124 -0
- package/node_modules/protobufjs/google/protobuf/api.proto +34 -0
- package/node_modules/protobufjs/google/protobuf/compiler/plugin.json +126 -0
- package/node_modules/protobufjs/google/protobuf/compiler/plugin.proto +47 -0
- package/node_modules/protobufjs/google/protobuf/descriptor.json +1465 -0
- package/node_modules/protobufjs/google/protobuf/descriptor.proto +527 -0
- package/node_modules/protobufjs/google/protobuf/source_context.json +21 -0
- package/node_modules/protobufjs/google/protobuf/source_context.proto +7 -0
- package/node_modules/protobufjs/google/protobuf/type.json +209 -0
- package/node_modules/protobufjs/google/protobuf/type.proto +89 -0
- package/node_modules/protobufjs/index.d.ts +3203 -0
- package/node_modules/protobufjs/index.js +4 -0
- package/node_modules/protobufjs/light.d.ts +2 -0
- package/node_modules/protobufjs/light.js +4 -0
- package/node_modules/protobufjs/minimal.d.ts +2 -0
- package/node_modules/protobufjs/minimal.js +4 -0
- package/node_modules/protobufjs/package.json +93 -0
- package/node_modules/protobufjs/src/common.js +405 -0
- package/node_modules/protobufjs/src/converter.js +352 -0
- package/node_modules/protobufjs/src/decoder.js +279 -0
- package/node_modules/protobufjs/src/encoder.js +123 -0
- package/node_modules/protobufjs/src/enum.js +239 -0
- package/node_modules/protobufjs/src/field.js +505 -0
- package/node_modules/protobufjs/src/index-light.js +104 -0
- package/node_modules/protobufjs/src/index-minimal.js +35 -0
- package/node_modules/protobufjs/src/index.js +12 -0
- package/node_modules/protobufjs/src/mapfield.js +144 -0
- package/node_modules/protobufjs/src/message.js +137 -0
- package/node_modules/protobufjs/src/method.js +183 -0
- package/node_modules/protobufjs/src/namespace.js +574 -0
- package/node_modules/protobufjs/src/object.js +392 -0
- package/node_modules/protobufjs/src/oneof.js +233 -0
- package/node_modules/protobufjs/src/parse.js +1111 -0
- package/node_modules/protobufjs/src/reader.js +788 -0
- package/node_modules/protobufjs/src/reader_buffer.js +77 -0
- package/node_modules/protobufjs/src/root.js +424 -0
- package/node_modules/protobufjs/src/roots.js +18 -0
- package/node_modules/protobufjs/src/rpc/service.js +155 -0
- package/node_modules/protobufjs/src/rpc.js +36 -0
- package/node_modules/protobufjs/src/service.js +206 -0
- package/node_modules/protobufjs/src/tokenize.js +421 -0
- package/node_modules/protobufjs/src/type.js +676 -0
- package/node_modules/protobufjs/src/types.js +196 -0
- package/node_modules/protobufjs/src/typescript.js +25 -0
- package/node_modules/protobufjs/src/util/aspromise.d.ts +13 -0
- package/node_modules/protobufjs/src/util/aspromise.js +52 -0
- package/node_modules/protobufjs/src/util/base64.d.ts +32 -0
- package/node_modules/protobufjs/src/util/base64.js +146 -0
- package/node_modules/protobufjs/src/util/codegen.d.ts +31 -0
- package/node_modules/protobufjs/src/util/codegen.js +118 -0
- package/node_modules/protobufjs/src/util/eventemitter.d.ts +45 -0
- package/node_modules/protobufjs/src/util/eventemitter.js +86 -0
- package/node_modules/protobufjs/src/util/fetch.d.ts +56 -0
- package/node_modules/protobufjs/src/util/fetch.js +112 -0
- package/node_modules/protobufjs/src/util/float.d.ts +83 -0
- package/node_modules/protobufjs/src/util/float.js +335 -0
- package/node_modules/protobufjs/src/util/fs.js +11 -0
- package/node_modules/protobufjs/src/util/longbits.js +204 -0
- package/node_modules/protobufjs/src/util/minimal.js +511 -0
- package/node_modules/protobufjs/src/util/path.d.ts +22 -0
- package/node_modules/protobufjs/src/util/path.js +100 -0
- package/node_modules/protobufjs/src/util/patterns.js +7 -0
- package/node_modules/protobufjs/src/util/pool.d.ts +32 -0
- package/node_modules/protobufjs/src/util/pool.js +48 -0
- package/node_modules/protobufjs/src/util/utf8.d.ts +24 -0
- package/node_modules/protobufjs/src/util/utf8.js +190 -0
- package/node_modules/protobufjs/src/util.js +264 -0
- package/node_modules/protobufjs/src/verifier.js +185 -0
- package/node_modules/protobufjs/src/wrappers.js +106 -0
- package/node_modules/protobufjs/src/writer.js +700 -0
- package/node_modules/protobufjs/src/writer_buffer.js +100 -0
- package/node_modules/protobufjs/tsconfig.json +6 -0
- package/node_modules/tardis-dev/LICENSE +373 -0
- package/node_modules/tardis-dev/README.md +275 -0
- package/node_modules/tardis-dev/dist/apikeyaccessinfo.d.ts +11 -0
- package/node_modules/tardis-dev/dist/apikeyaccessinfo.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/apikeyaccessinfo.js +13 -0
- package/node_modules/tardis-dev/dist/apikeyaccessinfo.js.map +1 -0
- package/node_modules/tardis-dev/dist/binarysplit.d.ts +8 -0
- package/node_modules/tardis-dev/dist/binarysplit.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/binarysplit.js +41 -0
- package/node_modules/tardis-dev/dist/binarysplit.js.map +1 -0
- package/node_modules/tardis-dev/dist/boundedqueue.d.ts +19 -0
- package/node_modules/tardis-dev/dist/boundedqueue.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/boundedqueue.js +96 -0
- package/node_modules/tardis-dev/dist/boundedqueue.js.map +1 -0
- package/node_modules/tardis-dev/dist/clearcache.d.ts +4 -0
- package/node_modules/tardis-dev/dist/clearcache.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/clearcache.js +48 -0
- package/node_modules/tardis-dev/dist/clearcache.js.map +1 -0
- package/node_modules/tardis-dev/dist/combine.d.ts +14 -0
- package/node_modules/tardis-dev/dist/combine.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/combine.js +97 -0
- package/node_modules/tardis-dev/dist/combine.js.map +1 -0
- package/node_modules/tardis-dev/dist/computable/booksnapshot.d.ts +14 -0
- package/node_modules/tardis-dev/dist/computable/booksnapshot.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/computable/booksnapshot.js +248 -0
- package/node_modules/tardis-dev/dist/computable/booksnapshot.js.map +1 -0
- package/node_modules/tardis-dev/dist/computable/computable.d.ts +8 -0
- package/node_modules/tardis-dev/dist/computable/computable.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/computable/computable.js +72 -0
- package/node_modules/tardis-dev/dist/computable/computable.js.map +1 -0
- package/node_modules/tardis-dev/dist/computable/context.d.ts +4 -0
- package/node_modules/tardis-dev/dist/computable/context.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/computable/context.js +9 -0
- package/node_modules/tardis-dev/dist/computable/context.js.map +1 -0
- package/node_modules/tardis-dev/dist/computable/index.d.ts +4 -0
- package/node_modules/tardis-dev/dist/computable/index.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/computable/index.js +4 -0
- package/node_modules/tardis-dev/dist/computable/index.js.map +1 -0
- package/node_modules/tardis-dev/dist/computable/tradebar.d.ts +11 -0
- package/node_modules/tardis-dev/dist/computable/tradebar.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/computable/tradebar.js +132 -0
- package/node_modules/tardis-dev/dist/computable/tradebar.js.map +1 -0
- package/node_modules/tardis-dev/dist/consts.d.ts +66 -0
- package/node_modules/tardis-dev/dist/consts.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/consts.js +573 -0
- package/node_modules/tardis-dev/dist/consts.js.map +1 -0
- package/node_modules/tardis-dev/dist/debug.d.ts +3 -0
- package/node_modules/tardis-dev/dist/debug.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/debug.js +3 -0
- package/node_modules/tardis-dev/dist/debug.js.map +1 -0
- package/node_modules/tardis-dev/dist/downloaddatasets.d.ts +25 -0
- package/node_modules/tardis-dev/dist/downloaddatasets.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/downloaddatasets.js +118 -0
- package/node_modules/tardis-dev/dist/downloaddatasets.js.map +1 -0
- package/node_modules/tardis-dev/dist/exchangedetails.d.ts +91 -0
- package/node_modules/tardis-dev/dist/exchangedetails.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/exchangedetails.js +8 -0
- package/node_modules/tardis-dev/dist/exchangedetails.js.map +1 -0
- package/node_modules/tardis-dev/dist/filter.d.ts +8 -0
- package/node_modules/tardis-dev/dist/filter.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/filter.js +51 -0
- package/node_modules/tardis-dev/dist/filter.js.map +1 -0
- package/node_modules/tardis-dev/dist/foreachconcurrent.d.ts +2 -0
- package/node_modules/tardis-dev/dist/foreachconcurrent.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/foreachconcurrent.js +28 -0
- package/node_modules/tardis-dev/dist/foreachconcurrent.js.map +1 -0
- package/node_modules/tardis-dev/dist/handy.d.ts +102 -0
- package/node_modules/tardis-dev/dist/handy.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/handy.js +706 -0
- package/node_modules/tardis-dev/dist/handy.js.map +1 -0
- package/node_modules/tardis-dev/dist/index.d.ts +17 -0
- package/node_modules/tardis-dev/dist/index.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/index.js +17 -0
- package/node_modules/tardis-dev/dist/index.js.map +1 -0
- package/node_modules/tardis-dev/dist/instrumentinfo.d.ts +105 -0
- package/node_modules/tardis-dev/dist/instrumentinfo.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/instrumentinfo.js +59 -0
- package/node_modules/tardis-dev/dist/instrumentinfo.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/ascendex.d.ts +10 -0
- package/node_modules/tardis-dev/dist/mappers/ascendex.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/ascendex.js +146 -0
- package/node_modules/tardis-dev/dist/mappers/ascendex.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/binance.d.ts +32 -0
- package/node_modules/tardis-dev/dist/mappers/binance.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/binance.js +420 -0
- package/node_modules/tardis-dev/dist/mappers/binance.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/binancedex.d.ts +9 -0
- package/node_modules/tardis-dev/dist/mappers/binancedex.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/binancedex.js +120 -0
- package/node_modules/tardis-dev/dist/mappers/binancedex.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/binanceeuropeanoptions.d.ts +10 -0
- package/node_modules/tardis-dev/dist/mappers/binanceeuropeanoptions.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/binanceeuropeanoptions.js +389 -0
- package/node_modules/tardis-dev/dist/mappers/binanceeuropeanoptions.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitfinex.d.ts +16 -0
- package/node_modules/tardis-dev/dist/mappers/bitfinex.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitfinex.js +352 -0
- package/node_modules/tardis-dev/dist/mappers/bitfinex.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitflyer.d.ts +9 -0
- package/node_modules/tardis-dev/dist/mappers/bitflyer.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitflyer.js +121 -0
- package/node_modules/tardis-dev/dist/mappers/bitflyer.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitget.d.ts +16 -0
- package/node_modules/tardis-dev/dist/mappers/bitget.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitget.js +335 -0
- package/node_modules/tardis-dev/dist/mappers/bitget.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitmex.d.ts +11 -0
- package/node_modules/tardis-dev/dist/mappers/bitmex.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitmex.js +248 -0
- package/node_modules/tardis-dev/dist/mappers/bitmex.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitnomial.d.ts +8 -0
- package/node_modules/tardis-dev/dist/mappers/bitnomial.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitnomial.js +91 -0
- package/node_modules/tardis-dev/dist/mappers/bitnomial.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitstamp.d.ts +8 -0
- package/node_modules/tardis-dev/dist/mappers/bitstamp.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bitstamp.js +151 -0
- package/node_modules/tardis-dev/dist/mappers/bitstamp.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/blockchaincom.d.ts +8 -0
- package/node_modules/tardis-dev/dist/mappers/blockchaincom.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/blockchaincom.js +65 -0
- package/node_modules/tardis-dev/dist/mappers/blockchaincom.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bullish.d.ts +11 -0
- package/node_modules/tardis-dev/dist/mappers/bullish.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bullish.js +234 -0
- package/node_modules/tardis-dev/dist/mappers/bullish.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bybit.d.ts +66 -0
- package/node_modules/tardis-dev/dist/mappers/bybit.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bybit.js +601 -0
- package/node_modules/tardis-dev/dist/mappers/bybit.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bybitspot.d.ts +96 -0
- package/node_modules/tardis-dev/dist/mappers/bybitspot.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/bybitspot.js +99 -0
- package/node_modules/tardis-dev/dist/mappers/bybitspot.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/coinbase.d.ts +9 -0
- package/node_modules/tardis-dev/dist/mappers/coinbase.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/coinbase.js +176 -0
- package/node_modules/tardis-dev/dist/mappers/coinbase.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/coinbaseinternational.d.ts +10 -0
- package/node_modules/tardis-dev/dist/mappers/coinbaseinternational.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/coinbaseinternational.js +210 -0
- package/node_modules/tardis-dev/dist/mappers/coinbaseinternational.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/coinflex.d.ts +9 -0
- package/node_modules/tardis-dev/dist/mappers/coinflex.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/coinflex.js +111 -0
- package/node_modules/tardis-dev/dist/mappers/coinflex.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/cryptocom.d.ts +25 -0
- package/node_modules/tardis-dev/dist/mappers/cryptocom.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/cryptocom.js +219 -0
- package/node_modules/tardis-dev/dist/mappers/cryptocom.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/cryptofacilities.d.ts +11 -0
- package/node_modules/tardis-dev/dist/mappers/cryptofacilities.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/cryptofacilities.js +199 -0
- package/node_modules/tardis-dev/dist/mappers/cryptofacilities.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/delta.d.ts +10 -0
- package/node_modules/tardis-dev/dist/mappers/delta.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/delta.js +205 -0
- package/node_modules/tardis-dev/dist/mappers/delta.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/deribit.d.ts +12 -0
- package/node_modules/tardis-dev/dist/mappers/deribit.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/deribit.js +278 -0
- package/node_modules/tardis-dev/dist/mappers/deribit.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/dydx.d.ts +9 -0
- package/node_modules/tardis-dev/dist/mappers/dydx.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/dydx.js +188 -0
- package/node_modules/tardis-dev/dist/mappers/dydx.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/dydxv4.d.ts +10 -0
- package/node_modules/tardis-dev/dist/mappers/dydxv4.d.ts.map +1 -0
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- package/node_modules/tardis-dev/src/mappers/woox.ts +700 -0
- package/node_modules/tardis-dev/src/okexsymbols.ts +10 -0
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- package/node_modules/tardis-dev/src/priceleveltree.ts +188 -0
- package/node_modules/tardis-dev/src/realtimefeeds/binance.ts +577 -0
- package/node_modules/tardis-dev/src/realtimefeeds/binancedex.ts +64 -0
- package/node_modules/tardis-dev/src/realtimefeeds/binanceeuropeanoptions.ts +132 -0
- package/node_modules/tardis-dev/src/realtimefeeds/bitfinex.ts +83 -0
- package/node_modules/tardis-dev/src/realtimefeeds/bitflyer.ts +41 -0
- package/node_modules/tardis-dev/src/realtimefeeds/bitget.ts +76 -0
- package/node_modules/tardis-dev/src/realtimefeeds/bitmex.ts +42 -0
- package/node_modules/tardis-dev/src/realtimefeeds/bitnomial.ts +60 -0
- package/node_modules/tardis-dev/src/realtimefeeds/bitstamp.ts +70 -0
- package/node_modules/tardis-dev/src/realtimefeeds/blockchaincom.ts +44 -0
- package/node_modules/tardis-dev/src/realtimefeeds/bullish.ts +140 -0
- package/node_modules/tardis-dev/src/realtimefeeds/bybit.ts +123 -0
- package/node_modules/tardis-dev/src/realtimefeeds/coinbase.ts +112 -0
- package/node_modules/tardis-dev/src/realtimefeeds/coinbaseinternational.ts +60 -0
- package/node_modules/tardis-dev/src/realtimefeeds/coinflex.ts +29 -0
- package/node_modules/tardis-dev/src/realtimefeeds/cryptocom.ts +49 -0
- package/node_modules/tardis-dev/src/realtimefeeds/cryptofacilities.ts +30 -0
- package/node_modules/tardis-dev/src/realtimefeeds/delta.ts +35 -0
- package/node_modules/tardis-dev/src/realtimefeeds/deribit.ts +95 -0
- package/node_modules/tardis-dev/src/realtimefeeds/dydx.ts +40 -0
- package/node_modules/tardis-dev/src/realtimefeeds/dydx_v4.ts +39 -0
- package/node_modules/tardis-dev/src/realtimefeeds/ftx.ts +137 -0
- package/node_modules/tardis-dev/src/realtimefeeds/gateio.ts +46 -0
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- package/node_modules/tardis-dev/src/realtimefeeds/gemini.ts +38 -0
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- package/src/tardismachine.ts +15 -7
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import { addMinutes, upperCaseSymbols } from "../handy.js";
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import { PendingTickerInfoHelper } from "./mapper.js";
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import { exchangeMappers } from "./registry.js";
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export const coinbaseInternationalMappers = exchangeMappers({
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'coinbase-international': {
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trades: () => coinbaseInternationalTradesMapper,
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bookChanges: () => new CoinbaseInternationalBookChangMapper(),
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derivativeTickers: () => new CoinbaseInternationalDerivativeTickerMapper(),
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bookTickers: () => coinbaseInternationalBookTickerMapper
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}
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});
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const coinbaseInternationalTradesMapper = {
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canHandle(message) {
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return message.channel === 'MATCH' && message.type === 'UPDATE';
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},
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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return [
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{
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channel: 'MATCH',
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symbols
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}
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];
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},
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*map(message, localTimestamp) {
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yield {
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type: 'trade',
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symbol: message.product_id,
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exchange: 'coinbase-international',
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id: message.match_id,
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price: Number(message.trade_price),
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amount: Number(message.trade_qty),
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side: message.aggressor_side === 'SELL' ? 'sell' : message.aggressor_side === 'BUY' ? 'buy' : 'unknown',
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timestamp: new Date(message.time),
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localTimestamp: localTimestamp
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};
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}
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};
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const mapUpdateBookLevel = (level) => {
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const price = Number(level[1]);
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const amount = Number(level[2]);
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return { price, amount };
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};
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const mapSnapshotBookLevel = (level) => {
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const price = Number(level[0]);
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const amount = Number(level[1]);
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return { price, amount };
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};
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const validAmountsOnly = (level) => {
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if (Number.isNaN(level.amount)) {
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return false;
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}
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if (level.amount < 0) {
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return false;
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}
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return true;
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};
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class CoinbaseInternationalBookChangMapper {
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canHandle(message) {
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return message.channel === 'LEVEL2' && (message.type === 'SNAPSHOT' || message.type === 'UPDATE');
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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return [
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{
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channel: 'LEVEL2',
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symbols
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}
|
|
69
|
+
];
|
|
70
|
+
}
|
|
71
|
+
*map(message, localTimestamp) {
|
|
72
|
+
if (message.type === 'SNAPSHOT') {
|
|
73
|
+
let timestamp;
|
|
74
|
+
if (message.time !== undefined) {
|
|
75
|
+
timestamp = new Date(message.time);
|
|
76
|
+
if (timestamp.valueOf() < 0) {
|
|
77
|
+
timestamp = localTimestamp;
|
|
78
|
+
}
|
|
79
|
+
}
|
|
80
|
+
else {
|
|
81
|
+
timestamp = localTimestamp;
|
|
82
|
+
}
|
|
83
|
+
yield {
|
|
84
|
+
type: 'book_change',
|
|
85
|
+
symbol: message.product_id,
|
|
86
|
+
exchange: 'coinbase-international',
|
|
87
|
+
isSnapshot: true,
|
|
88
|
+
bids: message.bids.map(mapSnapshotBookLevel).filter(validAmountsOnly),
|
|
89
|
+
asks: message.asks.map(mapSnapshotBookLevel).filter(validAmountsOnly),
|
|
90
|
+
timestamp,
|
|
91
|
+
localTimestamp
|
|
92
|
+
};
|
|
93
|
+
}
|
|
94
|
+
else {
|
|
95
|
+
let timestamp = new Date(message.time);
|
|
96
|
+
yield {
|
|
97
|
+
type: 'book_change',
|
|
98
|
+
symbol: message.product_id,
|
|
99
|
+
exchange: 'coinbase-international',
|
|
100
|
+
isSnapshot: false,
|
|
101
|
+
bids: message.changes.filter((c) => c[0] === 'BUY').map(mapUpdateBookLevel),
|
|
102
|
+
asks: message.changes.filter((c) => c[0] === 'SELL').map(mapUpdateBookLevel),
|
|
103
|
+
timestamp,
|
|
104
|
+
localTimestamp: localTimestamp
|
|
105
|
+
};
|
|
106
|
+
}
|
|
107
|
+
}
|
|
108
|
+
}
|
|
109
|
+
const coinbaseInternationalBookTickerMapper = {
|
|
110
|
+
canHandle(message) {
|
|
111
|
+
return message.channel === 'LEVEL1' && (message.type === 'SNAPSHOT' || message.type === 'UPDATE');
|
|
112
|
+
},
|
|
113
|
+
getFilters(symbols) {
|
|
114
|
+
symbols = upperCaseSymbols(symbols);
|
|
115
|
+
return [
|
|
116
|
+
{
|
|
117
|
+
channel: 'LEVEL1',
|
|
118
|
+
symbols
|
|
119
|
+
}
|
|
120
|
+
];
|
|
121
|
+
},
|
|
122
|
+
*map(message, localTimestamp) {
|
|
123
|
+
let timestamp = new Date(message.time);
|
|
124
|
+
if (message.time === undefined || timestamp.valueOf() < 0) {
|
|
125
|
+
timestamp = localTimestamp;
|
|
126
|
+
}
|
|
127
|
+
yield {
|
|
128
|
+
type: 'book_ticker',
|
|
129
|
+
symbol: message.product_id,
|
|
130
|
+
exchange: 'coinbase-international',
|
|
131
|
+
askAmount: message.ask_qty !== undefined ? Number(message.ask_qty) : undefined,
|
|
132
|
+
askPrice: message.ask_price !== undefined ? Number(message.ask_price) : undefined,
|
|
133
|
+
bidPrice: message.bid_price !== undefined ? Number(message.bid_price) : undefined,
|
|
134
|
+
bidAmount: message.bid_qty !== undefined ? Number(message.bid_qty) : undefined,
|
|
135
|
+
timestamp,
|
|
136
|
+
localTimestamp: localTimestamp
|
|
137
|
+
};
|
|
138
|
+
}
|
|
139
|
+
};
|
|
140
|
+
class CoinbaseInternationalDerivativeTickerMapper {
|
|
141
|
+
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
142
|
+
canHandle(message) {
|
|
143
|
+
// perps only
|
|
144
|
+
if (message.product_id === undefined || message.product_id.endsWith('-PERP') === false) {
|
|
145
|
+
return false;
|
|
146
|
+
}
|
|
147
|
+
if (message.channel === 'MATCH' && message.type === 'UPDATE') {
|
|
148
|
+
return true;
|
|
149
|
+
}
|
|
150
|
+
if (message.channel === 'FUNDING' && message.type === 'UPDATE') {
|
|
151
|
+
return true;
|
|
152
|
+
}
|
|
153
|
+
if (message.channel === 'RISK') {
|
|
154
|
+
return true;
|
|
155
|
+
}
|
|
156
|
+
return false;
|
|
157
|
+
}
|
|
158
|
+
getFilters(symbols) {
|
|
159
|
+
symbols = upperCaseSymbols(symbols);
|
|
160
|
+
return [
|
|
161
|
+
{
|
|
162
|
+
channel: 'MATCH',
|
|
163
|
+
symbols
|
|
164
|
+
},
|
|
165
|
+
{
|
|
166
|
+
channel: 'RISK',
|
|
167
|
+
symbols
|
|
168
|
+
},
|
|
169
|
+
{
|
|
170
|
+
channel: 'FUNDING',
|
|
171
|
+
symbols
|
|
172
|
+
}
|
|
173
|
+
];
|
|
174
|
+
}
|
|
175
|
+
*map(message, localTimestamp) {
|
|
176
|
+
if (message.channel === 'MATCH') {
|
|
177
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.product_id, 'coinbase-international');
|
|
178
|
+
pendingTickerInfo.updateLastPrice(Number(message.trade_price));
|
|
179
|
+
return;
|
|
180
|
+
}
|
|
181
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.product_id, 'coinbase-international');
|
|
182
|
+
if (message.channel === 'RISK') {
|
|
183
|
+
if (message.index_price !== undefined) {
|
|
184
|
+
pendingTickerInfo.updateIndexPrice(Number(message.index_price));
|
|
185
|
+
}
|
|
186
|
+
if (message.mark_price !== undefined) {
|
|
187
|
+
pendingTickerInfo.updateMarkPrice(Number(message.mark_price));
|
|
188
|
+
}
|
|
189
|
+
if (message.open_interest !== undefined) {
|
|
190
|
+
pendingTickerInfo.updateOpenInterest(Number(message.open_interest));
|
|
191
|
+
}
|
|
192
|
+
}
|
|
193
|
+
if (message.channel === 'FUNDING') {
|
|
194
|
+
let nextFundingTime = new Date(message.time);
|
|
195
|
+
if (message.is_final === false) {
|
|
196
|
+
// If the field is_final is false, the message indicates the predicted funding rate for the next funding interval.
|
|
197
|
+
// https://docs.cdp.coinbase.com/intx/docs/websocket-channels#funding-channel
|
|
198
|
+
nextFundingTime.setUTCMinutes(0, 0, 0);
|
|
199
|
+
nextFundingTime = addMinutes(nextFundingTime, 60);
|
|
200
|
+
pendingTickerInfo.updateFundingTimestamp(nextFundingTime);
|
|
201
|
+
}
|
|
202
|
+
pendingTickerInfo.updateFundingRate(Number(message.funding_rate));
|
|
203
|
+
}
|
|
204
|
+
pendingTickerInfo.updateTimestamp(new Date(message.time));
|
|
205
|
+
if (pendingTickerInfo.hasChanged()) {
|
|
206
|
+
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
207
|
+
}
|
|
208
|
+
}
|
|
209
|
+
}
|
|
210
|
+
//# sourceMappingURL=coinbaseinternational.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"coinbaseinternational.js","sourceRoot":"","sources":["../../src/mappers/coinbaseinternational.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAE1D,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,MAAM,eAAe,CAAA;AAE/C,MAAM,CAAC,MAAM,4BAA4B,GAAG,eAAe,CAAC;IAC1D,wBAAwB,EAAE;QACxB,MAAM,EAAE,GAAG,EAAE,CAAC,iCAAiC;QAC/C,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,oCAAoC,EAAE;QAC7D,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,2CAA2C,EAAE;QAC1E,WAAW,EAAE,GAAG,EAAE,CAAC,qCAAqC;KACzD;CACF,CAAC,CAAA;AAEF,MAAM,iCAAiC,GAA4C;IACjF,SAAS,CAAC,OAA0C;QAClD,OAAO,OAAO,CAAC,OAAO,KAAK,OAAO,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAA;IACjE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA0C,EAAE,cAAoB;QACnE,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,UAAU;YAC1B,QAAQ,EAAE,wBAAwB;YAClC,EAAE,EAAE,OAAO,CAAC,QAAQ;YACpB,KAAK,EAAE,MAAM,CAAC,OAAO,CAAC,WAAW,CAAC;YAClC,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,SAAS,CAAC;YACjC,IAAI,EAAE,OAAO,CAAC,cAAc,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,cAAc,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS;YACvG,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC;YACjC,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,kBAAkB,GAAG,CAAC,KAA2C,EAAE,EAAE;IACzE,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAC9B,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAE/B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,oBAAoB,GAAG,CAAC,KAA6C,EAAE,EAAE;IAC7E,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAC9B,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAE/B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,gBAAgB,GAAG,CAAC,KAAqB,EAAE,EAAE;IACjD,IAAI,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC;QAC/B,OAAO,KAAK,CAAA;IACd,CAAC;IACD,IAAI,KAAK,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACrB,OAAO,KAAK,CAAA;IACd,CAAC;IAED,OAAO,IAAI,CAAA;AACb,CAAC,CAAA;AAED,MAAM,oCAAoC;IACxC,SAAS,CAAC,OAAgF;QACxF,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,UAAU,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAC,CAAA;IACnG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CACF,OAAgF,EAChF,cAAoB;QAEpB,IAAI,OAAO,CAAC,IAAI,KAAK,UAAU,EAAE,CAAC;YAChC,IAAI,SAAS,CAAA;YACb,IAAI,OAAO,CAAC,IAAI,KAAK,SAAS,EAAE,CAAC;gBAC/B,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;gBAClC,IAAI,SAAS,CAAC,OAAO,EAAE,GAAG,CAAC,EAAE,CAAC;oBAC5B,SAAS,GAAG,cAAc,CAAA;gBAC5B,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,SAAS,GAAG,cAAc,CAAA;YAC5B,CAAC;YAED,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,wBAAwB;gBAClC,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC,MAAM,CAAC,gBAAgB,CAAC;gBACrE,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC,MAAM,CAAC,gBAAgB,CAAC;gBACrE,SAAS;gBACT,cAAc;aACf,CAAA;QACH,CAAC;aAAM,CAAC;YACN,IAAI,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;YAEtC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,wBAAwB;gBAClC,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,OAAO,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,KAAK,CAAC,CAAC,GAAG,CAAC,kBAAkB,CAAC;gBAC3E,IAAI,EAAE,OAAO,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,MAAM,CAAC,CAAC,GAAG,CAAC,kBAAkB,CAAC;gBAC5E,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,qCAAqC,GAAiD;IAC1F,SAAS,CAAC,OAA2C;QACnD,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,UAAU,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAC,CAAA;IACnG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2C,EAAE,cAAoB;QACpE,IAAI,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;QAEtC,IAAI,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,SAAS,CAAC,OAAO,EAAE,GAAG,CAAC,EAAE,CAAC;YAC1D,SAAS,GAAG,cAAc,CAAA;QAC5B,CAAC;QAED,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,UAAU;YAC1B,QAAQ,EAAE,wBAAwB;YAClC,SAAS,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS;YAC9E,QAAQ,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS;YACjF,QAAQ,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS;YACjF,SAAS,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS;YAC9E,SAAS;YACT,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,2CAA2C;IAC9B,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAAmH;QAC3H,aAAa;QACb,IAAI,OAAO,CAAC,UAAU,KAAK,SAAS,IAAI,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,OAAO,CAAC,KAAK,KAAK,EAAE,CAAC;YACvF,OAAO,KAAK,CAAA;QACd,CAAC;QAED,IAAI,OAAO,CAAC,OAAO,KAAK,OAAO,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,EAAE,CAAC;YAC7D,OAAO,IAAI,CAAA;QACb,CAAC;QAED,IAAI,OAAO,CAAC,OAAO,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,EAAE,CAAC;YAC/D,OAAO,IAAI,CAAA;QACb,CAAC;QAED,IAAI,OAAO,CAAC,OAAO,KAAK,MAAM,EAAE,CAAC;YAC/B,OAAO,IAAI,CAAA;QACb,CAAC;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACC;YACV;gBACE,OAAO,EAAE,SAAS;gBAClB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CACF,OAAmH,EACnH,cAAoB;QAEpB,IAAI,OAAO,CAAC,OAAO,KAAK,OAAO,EAAE,CAAC;YAChC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,UAAU,EAAE,wBAAwB,CAAC,CAAA;YACzH,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,CAAA;YAE9D,OAAM;QACR,CAAC;QACD,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,UAAU,EAAE,wBAAwB,CAAC,CAAA;QAEzH,IAAI,OAAO,CAAC,OAAO,KAAK,MAAM,EAAE,CAAC;YAC/B,IAAI,OAAO,CAAC,WAAW,KAAK,SAAS,EAAE,CAAC;gBACtC,iBAAiB,CAAC,gBAAgB,CAAC,MAAM,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,CAAA;YACjE,CAAC;YACD,IAAI,OAAO,CAAC,UAAU,KAAK,SAAS,EAAE,CAAC;gBACrC,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC,CAAA;YAC/D,CAAC;YACD,IAAI,OAAO,CAAC,aAAa,KAAK,SAAS,EAAE,CAAC;gBACxC,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC,CAAA;YACrE,CAAC;QACH,CAAC;QAED,IAAI,OAAO,CAAC,OAAO,KAAK,SAAS,EAAE,CAAC;YAClC,IAAI,eAAe,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;YAC5C,IAAI,OAAO,CAAC,QAAQ,KAAK,KAAK,EAAE,CAAC;gBAC/B,kHAAkH;gBAClH,6EAA6E;gBAC7E,eAAe,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAA;gBACtC,eAAe,GAAG,UAAU,CAAC,eAAe,EAAE,EAAE,CAAC,CAAA;gBAEjD,iBAAiB,CAAC,sBAAsB,CAAC,eAAe,CAAC,CAAA;YAC3D,CAAC;YAED,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC,CAAA;QACnE,CAAC;QAED,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAA;QAEzD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;QACrD,CAAC;IACH,CAAC;CACF"}
|
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@@ -0,0 +1,9 @@
|
|
|
1
|
+
import { BookChange, DerivativeTicker, Trade } from '../types.ts';
|
|
2
|
+
export declare const coinflexMappers: {
|
|
3
|
+
coinflex: {
|
|
4
|
+
trades: import("./registry.ts").MapperCreator<"coinflex", Trade>;
|
|
5
|
+
bookChanges: import("./registry.ts").MapperCreator<"coinflex", BookChange>;
|
|
6
|
+
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>;
|
|
7
|
+
};
|
|
8
|
+
};
|
|
9
|
+
//# sourceMappingURL=coinflex.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"coinflex.d.ts","sourceRoot":"","sources":["../../src/mappers/coinflex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAMjE,eAAO,MAAM,eAAe;;;;;;CAM1B,CAAA"}
|
|
@@ -0,0 +1,111 @@
|
|
|
1
|
+
import { upperCaseSymbols } from "../handy.js";
|
|
2
|
+
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
+
import { exchangeMappers } from "./registry.js";
|
|
4
|
+
// https://docs.coinflex.com/v2/#websocket-api-subscriptions-public
|
|
5
|
+
export const coinflexMappers = exchangeMappers({
|
|
6
|
+
coinflex: {
|
|
7
|
+
trades: () => coinflexTradesMapper,
|
|
8
|
+
bookChanges: () => coinflexBookChangeMapper,
|
|
9
|
+
derivativeTickers: () => new CoinflexDerivativeTickerMapper()
|
|
10
|
+
}
|
|
11
|
+
});
|
|
12
|
+
const coinflexTradesMapper = {
|
|
13
|
+
canHandle(message) {
|
|
14
|
+
return message.table === 'trade';
|
|
15
|
+
},
|
|
16
|
+
getFilters(symbols) {
|
|
17
|
+
symbols = upperCaseSymbols(symbols);
|
|
18
|
+
return [
|
|
19
|
+
{
|
|
20
|
+
channel: 'trade',
|
|
21
|
+
symbols
|
|
22
|
+
}
|
|
23
|
+
];
|
|
24
|
+
},
|
|
25
|
+
*map(coinflexTrades, localTimestamp) {
|
|
26
|
+
for (const trade of coinflexTrades.data) {
|
|
27
|
+
yield {
|
|
28
|
+
type: 'trade',
|
|
29
|
+
symbol: trade.marketCode,
|
|
30
|
+
exchange: 'coinflex',
|
|
31
|
+
id: trade.tradeId,
|
|
32
|
+
price: Number(trade.price),
|
|
33
|
+
amount: Number(trade.quantity),
|
|
34
|
+
side: trade.side === 'SELL' ? 'sell' : 'buy',
|
|
35
|
+
timestamp: new Date(Number(trade.timestamp)),
|
|
36
|
+
localTimestamp: localTimestamp
|
|
37
|
+
};
|
|
38
|
+
}
|
|
39
|
+
}
|
|
40
|
+
};
|
|
41
|
+
const mapBookLevel = (level) => {
|
|
42
|
+
const price = Number(level[0]);
|
|
43
|
+
const amount = Number(level[1]);
|
|
44
|
+
return { price, amount };
|
|
45
|
+
};
|
|
46
|
+
const coinflexBookChangeMapper = {
|
|
47
|
+
canHandle(message) {
|
|
48
|
+
return message.table === 'futures/depth';
|
|
49
|
+
},
|
|
50
|
+
getFilters(symbols) {
|
|
51
|
+
symbols = upperCaseSymbols(symbols);
|
|
52
|
+
return [
|
|
53
|
+
{
|
|
54
|
+
channel: 'futures/depth',
|
|
55
|
+
symbols
|
|
56
|
+
}
|
|
57
|
+
];
|
|
58
|
+
},
|
|
59
|
+
*map(depthMessage, localTimestamp) {
|
|
60
|
+
for (const change of depthMessage.data) {
|
|
61
|
+
yield {
|
|
62
|
+
type: 'book_change',
|
|
63
|
+
symbol: change.instrumentId,
|
|
64
|
+
exchange: 'coinflex',
|
|
65
|
+
isSnapshot: depthMessage.action === 'partial',
|
|
66
|
+
bids: change.bids.map(mapBookLevel),
|
|
67
|
+
asks: change.asks.map(mapBookLevel),
|
|
68
|
+
timestamp: new Date(Number(change.timestamp)),
|
|
69
|
+
localTimestamp
|
|
70
|
+
};
|
|
71
|
+
}
|
|
72
|
+
}
|
|
73
|
+
};
|
|
74
|
+
class CoinflexDerivativeTickerMapper {
|
|
75
|
+
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
76
|
+
canHandle(message) {
|
|
77
|
+
return message.table === 'ticker';
|
|
78
|
+
}
|
|
79
|
+
getFilters(symbols) {
|
|
80
|
+
symbols = upperCaseSymbols(symbols);
|
|
81
|
+
return [
|
|
82
|
+
{
|
|
83
|
+
channel: 'ticker',
|
|
84
|
+
symbols
|
|
85
|
+
}
|
|
86
|
+
];
|
|
87
|
+
}
|
|
88
|
+
*map(message, localTimestamp) {
|
|
89
|
+
for (const ticker of message.data) {
|
|
90
|
+
// exclude spot symbols
|
|
91
|
+
if (ticker.marketCode.split('-').length === 2) {
|
|
92
|
+
continue;
|
|
93
|
+
}
|
|
94
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(ticker.marketCode, 'coinflex');
|
|
95
|
+
if (ticker.markPrice !== undefined) {
|
|
96
|
+
pendingTickerInfo.updateMarkPrice(Number(ticker.markPrice));
|
|
97
|
+
}
|
|
98
|
+
if (ticker.openInterest !== undefined) {
|
|
99
|
+
pendingTickerInfo.updateOpenInterest(Number(ticker.openInterest));
|
|
100
|
+
}
|
|
101
|
+
if (ticker.last !== undefined) {
|
|
102
|
+
pendingTickerInfo.updateLastPrice(Number(ticker.last));
|
|
103
|
+
}
|
|
104
|
+
pendingTickerInfo.updateTimestamp(new Date(Number(ticker.timestamp)));
|
|
105
|
+
if (pendingTickerInfo.hasChanged()) {
|
|
106
|
+
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
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|
+
}
|
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|
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}
|
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|
+
}
|
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|
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}
|
|
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|
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//# sourceMappingURL=coinflex.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"coinflex.js","sourceRoot":"","sources":["../../src/mappers/coinflex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAE9C,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,MAAM,eAAe,CAAA;AAE/C,mEAAmE;AAEnE,MAAM,CAAC,MAAM,eAAe,GAAG,eAAe,CAAC;IAC7C,QAAQ,EAAE;QACR,MAAM,EAAE,GAAG,EAAE,CAAC,oBAAoB;QAClC,WAAW,EAAE,GAAG,EAAE,CAAC,wBAAwB;QAC3C,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,8BAA8B,EAAE;KAC9D;CACF,CAAC,CAAA;AAEF,MAAM,oBAAoB,GAA8B;IACtD,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,cAA8B,EAAE,cAAoB;QACvD,KAAK,MAAM,KAAK,IAAI,cAAc,CAAC,IAAI,EAAE,CAAC;YACxC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,KAAK,CAAC,UAAU;gBACxB,QAAQ,EAAE,UAAU;gBACpB,EAAE,EAAE,KAAK,CAAC,OAAO;gBACjB,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC;gBAC9B,IAAI,EAAE,KAAK,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBAC5C,SAAS,EAAE,IAAI,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;gBAC5C,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAwB,EAAE,EAAE;IAChD,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAC9B,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAE/B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,wBAAwB,GAAmC;IAC/D,SAAS,CAAC,OAAiC;QACzC,OAAO,OAAO,CAAC,KAAK,KAAK,eAAe,CAAA;IAC1C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,eAAe;gBACxB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,YAAsC,EAAE,cAAoB;QAC/D,KAAK,MAAM,MAAM,IAAI,YAAY,CAAC,IAAI,EAAE,CAAC;YACvC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,MAAM,CAAC,YAAY;gBAC3B,QAAQ,EAAE,UAAU;gBACpB,UAAU,EAAE,YAAY,CAAC,MAAM,KAAK,SAAS;gBAC7C,IAAI,EAAE,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACnC,IAAI,EAAE,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACnC,SAAS,EAAE,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;gBAC7C,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,8BAA8B;IACjB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAA8B;QACtC,OAAO,OAAO,CAAC,KAAK,KAAK,QAAQ,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA8B,EAAE,cAAoB;QACvD,KAAK,MAAM,MAAM,IAAI,OAAO,CAAC,IAAI,EAAE,CAAC;YAClC,uBAAuB;YACvB,IAAI,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBAC9C,SAAQ;YACV,CAAC;YAED,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,MAAM,CAAC,UAAU,EAAE,UAAU,CAAC,CAAA;YAE1G,IAAI,MAAM,CAAC,SAAS,KAAK,SAAS,EAAE,CAAC;gBACnC,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,CAAA;YAC7D,CAAC;YAED,IAAI,MAAM,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;gBACtC,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC,CAAA;YACnE,CAAC;YACD,IAAI,MAAM,CAAC,IAAI,KAAK,SAAS,EAAE,CAAC;gBAC9B,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAA;YACxD,CAAC;YAED,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC,CAAA;YAErE,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;gBACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;YACrD,CAAC;QACH,CAAC;IACH,CAAC;CACF"}
|
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
import { BookTicker, Trade, DerivativeTicker } from '../types.ts';
|
|
2
|
+
export declare const cryptoComMappers: {
|
|
3
|
+
'crypto-com': {
|
|
4
|
+
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>;
|
|
5
|
+
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", {
|
|
6
|
+
readonly type: "book_change";
|
|
7
|
+
readonly symbol: "ETH_CRO" | "DOT_USDT" | "BTCUSD-PERP";
|
|
8
|
+
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";
|
|
9
|
+
readonly isSnapshot: boolean;
|
|
10
|
+
readonly bids: {
|
|
11
|
+
price: number;
|
|
12
|
+
amount: number;
|
|
13
|
+
}[];
|
|
14
|
+
readonly asks: {
|
|
15
|
+
price: number;
|
|
16
|
+
amount: number;
|
|
17
|
+
}[];
|
|
18
|
+
readonly timestamp: Date;
|
|
19
|
+
readonly localTimestamp: Date;
|
|
20
|
+
}>;
|
|
21
|
+
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>;
|
|
22
|
+
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>;
|
|
23
|
+
};
|
|
24
|
+
};
|
|
25
|
+
//# sourceMappingURL=cryptocom.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"cryptocom.d.ts","sourceRoot":"","sources":["../../src/mappers/cryptocom.ts"],"names":[],"mappings":"AACA,OAAO,EAAwB,UAAU,EAAE,KAAK,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAIvF,eAAO,MAAM,gBAAgB;;;;;;;;;;;;;;;;;;;;;;CAO3B,CAAA"}
|
|
@@ -0,0 +1,219 @@
|
|
|
1
|
+
import { upperCaseSymbols } from "../handy.js";
|
|
2
|
+
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
+
import { exchangeMappers } from "./registry.js";
|
|
4
|
+
export const cryptoComMappers = exchangeMappers({
|
|
5
|
+
'crypto-com': {
|
|
6
|
+
trades: () => new CryptoComTradesMapper('crypto-com'),
|
|
7
|
+
bookChanges: () => new CryptoComBookChangeMapper('crypto-com'),
|
|
8
|
+
derivativeTickers: () => new CryptoComDerivativeTickerMapper('crypto-com'),
|
|
9
|
+
bookTickers: () => new CryptoComBookTickerMapper('crypto-com')
|
|
10
|
+
}
|
|
11
|
+
});
|
|
12
|
+
class CryptoComTradesMapper {
|
|
13
|
+
_exchange;
|
|
14
|
+
constructor(_exchange) {
|
|
15
|
+
this._exchange = _exchange;
|
|
16
|
+
}
|
|
17
|
+
canHandle(message) {
|
|
18
|
+
return message.result !== undefined && message.result.channel === 'trade';
|
|
19
|
+
}
|
|
20
|
+
getFilters(symbols) {
|
|
21
|
+
symbols = upperCaseSymbols(symbols);
|
|
22
|
+
return [
|
|
23
|
+
{
|
|
24
|
+
channel: 'trade',
|
|
25
|
+
symbols
|
|
26
|
+
}
|
|
27
|
+
];
|
|
28
|
+
}
|
|
29
|
+
*map(message, localTimestamp) {
|
|
30
|
+
message.result.data.reverse();
|
|
31
|
+
for (const item of message.result.data) {
|
|
32
|
+
const trade = {
|
|
33
|
+
type: 'trade',
|
|
34
|
+
symbol: message.result.instrument_name,
|
|
35
|
+
exchange: this._exchange,
|
|
36
|
+
id: item.d.toString(),
|
|
37
|
+
price: Number(item.p),
|
|
38
|
+
amount: Number(item.q),
|
|
39
|
+
side: item.s === 'BUY' ? 'buy' : 'sell',
|
|
40
|
+
timestamp: new Date(item.t),
|
|
41
|
+
localTimestamp
|
|
42
|
+
};
|
|
43
|
+
yield trade;
|
|
44
|
+
}
|
|
45
|
+
}
|
|
46
|
+
}
|
|
47
|
+
class CryptoComBookChangeMapper {
|
|
48
|
+
_exchange;
|
|
49
|
+
constructor(_exchange) {
|
|
50
|
+
this._exchange = _exchange;
|
|
51
|
+
}
|
|
52
|
+
canHandle(message) {
|
|
53
|
+
return message.result !== undefined && message.result.channel.startsWith('book');
|
|
54
|
+
}
|
|
55
|
+
getFilters(symbols) {
|
|
56
|
+
symbols = upperCaseSymbols(symbols);
|
|
57
|
+
return [
|
|
58
|
+
{
|
|
59
|
+
channel: 'book',
|
|
60
|
+
symbols
|
|
61
|
+
}
|
|
62
|
+
];
|
|
63
|
+
}
|
|
64
|
+
*map(message, localTimestamp) {
|
|
65
|
+
if (message.result.data === undefined || message.result.data[0] === undefined) {
|
|
66
|
+
return;
|
|
67
|
+
}
|
|
68
|
+
const bids = (message.result.channel === 'book' ? message.result.data[0].bids : message.result.data[0].update.bids) || [];
|
|
69
|
+
const asks = (message.result.channel === 'book' ? message.result.data[0].asks : message.result.data[0].update.asks) || [];
|
|
70
|
+
yield {
|
|
71
|
+
type: 'book_change',
|
|
72
|
+
symbol: message.result.instrument_name,
|
|
73
|
+
exchange: this._exchange,
|
|
74
|
+
isSnapshot: message.result.channel === 'book',
|
|
75
|
+
bids: bids.map(this._mapBookLevel),
|
|
76
|
+
asks: asks.map(this._mapBookLevel),
|
|
77
|
+
timestamp: new Date(message.result.data[0].t),
|
|
78
|
+
localTimestamp
|
|
79
|
+
};
|
|
80
|
+
}
|
|
81
|
+
_mapBookLevel(level) {
|
|
82
|
+
return { price: Number(level[0]), amount: Number(level[1]) };
|
|
83
|
+
}
|
|
84
|
+
}
|
|
85
|
+
class CryptoComBookTickerMapper {
|
|
86
|
+
_exchange;
|
|
87
|
+
constructor(_exchange) {
|
|
88
|
+
this._exchange = _exchange;
|
|
89
|
+
}
|
|
90
|
+
canHandle(message) {
|
|
91
|
+
return message.result !== undefined && message.result.channel === 'ticker';
|
|
92
|
+
}
|
|
93
|
+
getFilters(symbols) {
|
|
94
|
+
symbols = upperCaseSymbols(symbols);
|
|
95
|
+
return [
|
|
96
|
+
{
|
|
97
|
+
channel: 'ticker',
|
|
98
|
+
symbols
|
|
99
|
+
}
|
|
100
|
+
];
|
|
101
|
+
}
|
|
102
|
+
*map(message, localTimestamp) {
|
|
103
|
+
for (const item of message.result.data) {
|
|
104
|
+
const bookTicker = {
|
|
105
|
+
type: 'book_ticker',
|
|
106
|
+
symbol: message.result.instrument_name,
|
|
107
|
+
exchange: this._exchange,
|
|
108
|
+
askAmount: item.ks !== undefined && item.ks !== null ? Number(item.ks) : undefined,
|
|
109
|
+
askPrice: item.k !== undefined && item.k !== null ? Number(item.k) : undefined,
|
|
110
|
+
bidPrice: item.b !== undefined && item.b !== null ? Number(item.b) : undefined,
|
|
111
|
+
bidAmount: item.bs !== undefined && item.bs !== null ? Number(item.bs) : undefined,
|
|
112
|
+
timestamp: new Date(item.t),
|
|
113
|
+
localTimestamp: localTimestamp
|
|
114
|
+
};
|
|
115
|
+
yield bookTicker;
|
|
116
|
+
}
|
|
117
|
+
}
|
|
118
|
+
}
|
|
119
|
+
class CryptoComDerivativeTickerMapper {
|
|
120
|
+
exchange;
|
|
121
|
+
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
122
|
+
_indexPrices = new Map();
|
|
123
|
+
constructor(exchange) {
|
|
124
|
+
this.exchange = exchange;
|
|
125
|
+
}
|
|
126
|
+
canHandle(message) {
|
|
127
|
+
if (message.result === undefined) {
|
|
128
|
+
return false;
|
|
129
|
+
}
|
|
130
|
+
if (message.result.instrument_name === undefined) {
|
|
131
|
+
return false;
|
|
132
|
+
}
|
|
133
|
+
// spot symbols
|
|
134
|
+
if (message.result.instrument_name.includes('_')) {
|
|
135
|
+
return false;
|
|
136
|
+
}
|
|
137
|
+
// options
|
|
138
|
+
if (message.result.instrument_name.split('-').length === 3) {
|
|
139
|
+
return false;
|
|
140
|
+
}
|
|
141
|
+
return (message.result.channel === 'ticker' ||
|
|
142
|
+
message.result.channel === 'index' ||
|
|
143
|
+
message.result.channel === 'mark' ||
|
|
144
|
+
message.result.channel === 'funding');
|
|
145
|
+
}
|
|
146
|
+
getFilters(symbols) {
|
|
147
|
+
symbols = upperCaseSymbols(symbols);
|
|
148
|
+
let indexes = [];
|
|
149
|
+
if (symbols !== undefined) {
|
|
150
|
+
indexes = [...new Set(symbols.map((s) => `${s.split('-')[0]}-INDEX`))];
|
|
151
|
+
}
|
|
152
|
+
const filters = [
|
|
153
|
+
{
|
|
154
|
+
channel: 'ticker',
|
|
155
|
+
symbols
|
|
156
|
+
},
|
|
157
|
+
{
|
|
158
|
+
channel: 'index',
|
|
159
|
+
symbols: indexes
|
|
160
|
+
},
|
|
161
|
+
{
|
|
162
|
+
channel: 'mark',
|
|
163
|
+
symbols
|
|
164
|
+
},
|
|
165
|
+
{
|
|
166
|
+
channel: 'funding',
|
|
167
|
+
symbols
|
|
168
|
+
},
|
|
169
|
+
{
|
|
170
|
+
channel: 'estimatedfunding',
|
|
171
|
+
symbols
|
|
172
|
+
}
|
|
173
|
+
];
|
|
174
|
+
return filters;
|
|
175
|
+
}
|
|
176
|
+
*map(message, localTimestamp) {
|
|
177
|
+
if (message.result.channel === 'index') {
|
|
178
|
+
this._indexPrices.set(message.result.instrument_name.split('-')[0], Number(message.result.data[0].v));
|
|
179
|
+
return;
|
|
180
|
+
}
|
|
181
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.result.instrument_name, this.exchange);
|
|
182
|
+
const lastIndexPrice = this._indexPrices.get(message.result.instrument_name.split('-')[0]);
|
|
183
|
+
if (lastIndexPrice !== undefined) {
|
|
184
|
+
pendingTickerInfo.updateIndexPrice(lastIndexPrice);
|
|
185
|
+
}
|
|
186
|
+
if (message.result.channel === 'ticker') {
|
|
187
|
+
if (message.result.data[0].a !== null && message.result.data[0].a !== undefined) {
|
|
188
|
+
pendingTickerInfo.updateLastPrice(Number(message.result.data[0].a));
|
|
189
|
+
}
|
|
190
|
+
if (message.result.data[0].oi !== null && message.result.data[0].oi !== undefined) {
|
|
191
|
+
pendingTickerInfo.updateOpenInterest(Number(message.result.data[0].oi));
|
|
192
|
+
}
|
|
193
|
+
}
|
|
194
|
+
if (message.result.channel === 'mark') {
|
|
195
|
+
if (message.result.data[0].v !== null && message.result.data[0].v !== undefined) {
|
|
196
|
+
pendingTickerInfo.updateMarkPrice(Number(message.result.data[0].v));
|
|
197
|
+
}
|
|
198
|
+
}
|
|
199
|
+
if (message.result.channel === 'funding') {
|
|
200
|
+
if (message.result.data[0].v !== null && message.result.data[0].v !== undefined) {
|
|
201
|
+
pendingTickerInfo.updateFundingRate(Number(message.result.data[0].v));
|
|
202
|
+
const nextFundingTimestamp = new Date(message.result.data[0].t);
|
|
203
|
+
nextFundingTimestamp.setUTCHours(nextFundingTimestamp.getUTCHours() + 1);
|
|
204
|
+
nextFundingTimestamp.setUTCMinutes(0, 0, 0);
|
|
205
|
+
pendingTickerInfo.updateFundingTimestamp(nextFundingTimestamp);
|
|
206
|
+
}
|
|
207
|
+
}
|
|
208
|
+
if (message.result.channel === 'estimatedfunding') {
|
|
209
|
+
if (message.result.data[0] && message.result.data[0].v !== null && message.result.data[0].v !== undefined) {
|
|
210
|
+
pendingTickerInfo.updatePredictedFundingRate(Number(message.result.data[0].v));
|
|
211
|
+
}
|
|
212
|
+
}
|
|
213
|
+
pendingTickerInfo.updateTimestamp(new Date(message.result.data[0].t));
|
|
214
|
+
if (pendingTickerInfo.hasChanged()) {
|
|
215
|
+
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
216
|
+
}
|
|
217
|
+
}
|
|
218
|
+
}
|
|
219
|
+
//# sourceMappingURL=cryptocom.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,11 @@
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1
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+
import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts';
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2
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+
export declare const cryptofacilitiesMappers: {
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|
3
|
+
cryptofacilities: {
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|
4
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+
trades: import("./registry.ts").MapperCreator<"cryptofacilities", Trade>;
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5
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+
bookChanges: import("./registry.ts").MapperCreator<"cryptofacilities", BookChange>;
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6
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+
derivativeTickers: import("./registry.ts").MapperCreator<any, DerivativeTicker>;
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|
7
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+
liquidations: import("./registry.ts").MapperCreator<"cryptofacilities", Liquidation>;
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|
8
|
+
bookTickers: import("./registry.ts").MapperCreator<"cryptofacilities", BookTicker>;
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9
|
+
};
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|
10
|
+
};
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|
11
|
+
//# sourceMappingURL=cryptofacilities.d.ts.map
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@@ -0,0 +1 @@
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|
1
|
+
{"version":3,"file":"cryptofacilities.d.ts","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAQ1F,eAAO,MAAM,uBAAuB;;;;;;;;CAclC,CAAA"}
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