tardis-machine 17.0.0 → 18.0.0

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

@@ -0,0 +1,199 @@
+import { upperCaseSymbols } from "../handy.js";
+import { PendingTickerInfoHelper } from "./mapper.js";
+import { exchangeMappers, mapper } from "./registry.js";
+// https://www.cryptofacilities.com/resources/hc/en-us/categories/115000132213-API
+const CRYPTOFACILITIES_RELATIVE_FUNDING_SWITCH_DATE = new Date('2022-09-29T00:00:00.000Z');
+export const cryptofacilitiesMappers = exchangeMappers({
+    cryptofacilities: {
+        trades: () => cryptofacilitiesTradesMapper,
+        bookChanges: () => cryptofacilitiesBookChangeMapper,
+        derivativeTickers: mapper([
+            {
+                until: CRYPTOFACILITIES_RELATIVE_FUNDING_SWITCH_DATE,
+                use: () => new CryptofacilitiesDerivativeTickerMapper({ useRelativeFundingRate: false })
+            },
+            { use: () => new CryptofacilitiesDerivativeTickerMapper({ useRelativeFundingRate: true }) }
+        ]),
+        liquidations: () => cryptofacilitiesLiquidationsMapper,
+        bookTickers: () => cryptofacilitiesBookTickerMapper
+    }
+});
+const cryptofacilitiesTradesMapper = {
+    canHandle(message) {
+        return message.feed === 'trade' && message.event === undefined;
+    },
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'trade',
+                symbols
+            }
+        ];
+    },
+    *map(trade, localTimestamp) {
+        yield {
+            type: 'trade',
+            symbol: trade.product_id,
+            exchange: 'cryptofacilities',
+            id: trade.uid,
+            price: trade.price,
+            amount: trade.qty,
+            side: trade.side,
+            timestamp: new Date(trade.time),
+            localTimestamp: localTimestamp
+        };
+    }
+};
+const mapBookLevel = ({ price, qty }) => {
+    return { price, amount: qty < 0 ? 0 : qty };
+};
+const cryptofacilitiesBookChangeMapper = {
+    canHandle(message) {
+        return message.event === undefined && (message.feed === 'book' || message.feed === 'book_snapshot');
+    },
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'book',
+                symbols
+            },
+            {
+                channel: 'book_snapshot',
+                symbols
+            }
+        ];
+    },
+    *map(message, localTimestamp) {
+        if (message.feed === 'book_snapshot') {
+            yield {
+                type: 'book_change',
+                symbol: message.product_id,
+                exchange: 'cryptofacilities',
+                isSnapshot: true,
+                bids: message.bids.map(mapBookLevel),
+                asks: message.asks.map(mapBookLevel),
+                timestamp: message.timestamp !== undefined ? new Date(message.timestamp) : localTimestamp,
+                localTimestamp: localTimestamp
+            };
+        }
+        else {
+            const isAsk = message.side === 'sell';
+            const update = [
+                {
+                    price: message.price,
+                    amount: message.qty < 0 ? 0 : message.qty
+                }
+            ];
+            yield {
+                type: 'book_change',
+                symbol: message.product_id,
+                exchange: 'cryptofacilities',
+                isSnapshot: false,
+                bids: isAsk ? [] : update,
+                asks: isAsk ? update : [],
+                timestamp: message.timestamp !== undefined ? new Date(message.timestamp) : localTimestamp,
+                localTimestamp: localTimestamp
+            };
+        }
+    }
+};
+class CryptofacilitiesDerivativeTickerMapper {
+    _useRelativeFundingRate;
+    constructor({ useRelativeFundingRate }) {
+        this._useRelativeFundingRate = useRelativeFundingRate;
+    }
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
+    canHandle(message) {
+        return message.feed === 'ticker' && message.event === undefined;
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'ticker',
+                symbols
+            }
+        ];
+    }
+    *map(ticker, localTimestamp) {
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(ticker.product_id, 'cryptofacilities');
+        if (ticker.next_funding_rate_time === 0) {
+            return;
+        }
+        if (this._useRelativeFundingRate) {
+            pendingTickerInfo.updateFundingRate(ticker.relative_funding_rate);
+            pendingTickerInfo.updatePredictedFundingRate(ticker.relative_funding_rate_prediction);
+        }
+        else {
+            pendingTickerInfo.updateFundingRate(ticker.funding_rate);
+            pendingTickerInfo.updatePredictedFundingRate(ticker.funding_rate_prediction);
+        }
+        pendingTickerInfo.updateFundingTimestamp(ticker.next_funding_rate_time !== undefined ? new Date(ticker.next_funding_rate_time) : undefined);
+        pendingTickerInfo.updateIndexPrice(ticker.index);
+        pendingTickerInfo.updateMarkPrice(ticker.markPrice);
+        pendingTickerInfo.updateOpenInterest(ticker.openInterest);
+        pendingTickerInfo.updateLastPrice(ticker.last);
+        pendingTickerInfo.updateTimestamp(new Date(ticker.time));
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+const cryptofacilitiesLiquidationsMapper = {
+    canHandle(message) {
+        return message.feed === 'trade' && message.event === undefined && message.type === 'liquidation';
+    },
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'trade',
+                symbols
+            }
+        ];
+    },
+    *map(liquidationTrade, localTimestamp) {
+        yield {
+            type: 'liquidation',
+            symbol: liquidationTrade.product_id,
+            exchange: 'cryptofacilities',
+            id: liquidationTrade.uid,
+            price: liquidationTrade.price,
+            amount: liquidationTrade.qty,
+            side: liquidationTrade.side,
+            timestamp: new Date(liquidationTrade.time),
+            localTimestamp: localTimestamp
+        };
+    }
+};
+const cryptofacilitiesBookTickerMapper = {
+    canHandle(message) {
+        return message.feed === 'ticker' && message.event === undefined;
+    },
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'ticker',
+                symbols
+            }
+        ];
+    },
+    *map(cryptofacilitiesTicker, localTimestamp) {
+        const ticker = {
+            type: 'book_ticker',
+            symbol: cryptofacilitiesTicker.product_id,
+            exchange: 'cryptofacilities',
+            askAmount: cryptofacilitiesTicker.ask_size,
+            askPrice: cryptofacilitiesTicker.ask,
+            bidPrice: cryptofacilitiesTicker.bid,
+            bidAmount: cryptofacilitiesTicker.bid_size,
+            timestamp: new Date(cryptofacilitiesTicker.time),
+            localTimestamp: localTimestamp
+        };
+        yield ticker;
+    }
+};
+//# sourceMappingURL=cryptofacilities.js.map

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

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

@@ -0,0 +1,10 @@
+import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types.ts';
+export declare const deltaMappers: {
+    delta: {
+        trades: import("./registry.ts").MapperCreator<any, Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<any, BookChange>;
+        derivativeTickers: import("./registry.ts").MapperCreator<any, DerivativeTicker>;
+        bookTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
+    };
+};
+//# sourceMappingURL=delta.d.ts.map

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

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

@@ -0,0 +1,205 @@
+import { fromMicroSecondsToDate, upperCaseSymbols } from "../handy.js";
+import { PendingTickerInfoHelper } from "./mapper.js";
+import { exchangeMappers, mapper } from "./registry.js";
+const DELTA_V2_API_SWITCH_DATE = new Date('2020-10-14T00:00:00.000Z');
+const DELTA_BOOK_CHANGE_SWITCH_DATE = new Date('2023-04-01T00:00:00.000Z');
+export const deltaMappers = exchangeMappers({
+    delta: {
+        trades: mapper([
+            { until: DELTA_V2_API_SWITCH_DATE, use: () => new DeltaTradesMapper({ useV2Channels: false }) },
+            { use: () => new DeltaTradesMapper({ useV2Channels: true }) }
+        ]),
+        bookChanges: mapper([
+            { until: DELTA_BOOK_CHANGE_SWITCH_DATE, use: () => new DeltaBookChangeMapper({ useL2UpdatesChannel: false }) },
+            { use: () => new DeltaBookChangeMapper({ useL2UpdatesChannel: true }) }
+        ]),
+        derivativeTickers: mapper([
+            { until: DELTA_V2_API_SWITCH_DATE, use: () => new DeltaDerivativeTickerMapper({ useV2Channels: false }) },
+            { use: () => new DeltaDerivativeTickerMapper({ useV2Channels: true }) }
+        ]),
+        bookTickers: () => new DeltaBookTickerMapper()
+    }
+});
+class DeltaTradesMapper {
+    _useV2Channels;
+    constructor({ useV2Channels }) {
+        this._useV2Channels = useV2Channels;
+    }
+    canHandle(message) {
+        return message.type === (this._useV2Channels ? 'all_trades' : 'recent_trade');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: this._useV2Channels ? 'all_trades' : 'recent_trade',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        yield {
+            type: 'trade',
+            symbol: message.symbol,
+            exchange: 'delta',
+            id: undefined,
+            price: Number(message.price),
+            amount: Number(message.size),
+            side: message.buyer_role === 'taker' ? 'buy' : 'sell',
+            timestamp: fromMicroSecondsToDate(message.timestamp),
+            localTimestamp: localTimestamp
+        };
+    }
+}
+const mapBookLevel = (level) => {
+    return {
+        price: Number(level.limit_price),
+        amount: Number(level.size)
+    };
+};
+const mapL2Level = (level) => {
+    return {
+        price: Number(level[0]),
+        amount: Number(level[1])
+    };
+};
+class DeltaBookChangeMapper {
+    _useL2UpdatesChannel;
+    constructor({ useL2UpdatesChannel }) {
+        this._useL2UpdatesChannel = useL2UpdatesChannel;
+    }
+    canHandle(message) {
+        if (this._useL2UpdatesChannel) {
+            return message.type === 'l2_updates';
+        }
+        return message.type === 'l2_orderbook';
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        if (this._useL2UpdatesChannel) {
+            return [
+                {
+                    channel: 'l2_updates',
+                    symbols
+                }
+            ];
+        }
+        return [
+            {
+                channel: 'l2_orderbook',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        if (message.type === 'l2_updates') {
+            yield {
+                type: 'book_change',
+                symbol: message.symbol,
+                exchange: 'delta',
+                isSnapshot: message.action === 'snapshot',
+                bids: message.bids !== undefined ? message.bids.map(mapL2Level) : [],
+                asks: message.asks !== undefined ? message.asks.map(mapL2Level) : [],
+                timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
+                localTimestamp
+            };
+        }
+        else {
+            if (message.buy === undefined && message.sell === undefined) {
+                return;
+            }
+            yield {
+                type: 'book_change',
+                symbol: message.symbol,
+                exchange: 'delta',
+                isSnapshot: true,
+                bids: message.buy !== undefined ? message.buy.map(mapBookLevel) : [],
+                asks: message.sell !== undefined ? message.sell.map(mapBookLevel) : [],
+                timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
+                localTimestamp
+            };
+        }
+    }
+}
+class DeltaDerivativeTickerMapper {
+    _useV2Channels;
+    constructor({ useV2Channels }) {
+        this._useV2Channels = useV2Channels;
+    }
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
+    canHandle(message) {
+        return (message.type === (this._useV2Channels ? 'all_trades' : 'recent_trade') ||
+            message.type === 'funding_rate' ||
+            message.type === 'mark_price');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: this._useV2Channels ? 'all_trades' : 'recent_trade',
+                symbols
+            },
+            {
+                channel: 'funding_rate',
+                symbols
+            },
+            {
+                channel: 'mark_price',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.symbol.replace('MARK:', ''), 'delta');
+        if (message.type === 'recent_trade' || message.type === 'all_trades') {
+            pendingTickerInfo.updateLastPrice(Number(message.price));
+        }
+        if (message.type === 'mark_price') {
+            pendingTickerInfo.updateMarkPrice(Number(message.price));
+        }
+        if (message.type === 'funding_rate') {
+            if (message.funding_rate !== undefined) {
+                pendingTickerInfo.updateFundingRate(Number(message.funding_rate));
+            }
+            if (message.predicted_funding_rate !== undefined) {
+                pendingTickerInfo.updatePredictedFundingRate(Number(message.predicted_funding_rate));
+            }
+            if (message.next_funding_realization !== undefined) {
+                pendingTickerInfo.updateFundingTimestamp(fromMicroSecondsToDate(message.next_funding_realization));
+            }
+        }
+        pendingTickerInfo.updateTimestamp(fromMicroSecondsToDate(message.timestamp));
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+class DeltaBookTickerMapper {
+    canHandle(message) {
+        return message.type === 'l1_orderbook';
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'l1_orderbook',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const ticker = {
+            type: 'book_ticker',
+            symbol: message.symbol,
+            exchange: 'delta',
+            askAmount: message.ask_qty !== undefined ? Number(message.ask_qty) : undefined,
+            askPrice: message.best_ask !== undefined ? Number(message.best_ask) : undefined,
+            bidPrice: message.best_bid !== undefined ? Number(message.best_bid) : undefined,
+            bidAmount: message.bid_qty !== undefined ? Number(message.bid_qty) : undefined,
+            timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
+            localTimestamp: localTimestamp
+        };
+        yield ticker;
+    }
+}
+//# sourceMappingURL=delta.js.map

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

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

@@ -0,0 +1,12 @@
+import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts';
+export declare const deribitMappers: {
+    deribit: {
+        trades: import("./registry.ts").MapperCreator<"deribit", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"deribit", BookChange>;
+        derivativeTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", DerivativeTicker>;
+        optionsSummary: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", OptionSummary>;
+        liquidations: import("./registry.ts").MapperCreator<"deribit", Liquidation>;
+        bookTickers: import("./registry.ts").MapperCreator<"deribit", BookTicker>;
+    };
+};
+//# sourceMappingURL=deribit.d.ts.map

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

@@ -0,0 +1 @@
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