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/serum.ts +196 -0
- package/node_modules/tardis-dev/src/mappers/upbit.ts +117 -0
- package/node_modules/tardis-dev/src/mappers/woox.ts +700 -0
- package/node_modules/tardis-dev/src/okexsymbols.ts +10 -0
- package/node_modules/tardis-dev/src/options.ts +36 -0
- package/node_modules/tardis-dev/src/orderbook.ts +169 -0
- 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
- package/node_modules/tardis-dev/src/realtimefeeds/gateiofutures.ts +91 -0
- package/node_modules/tardis-dev/src/realtimefeeds/gemini.ts +38 -0
- package/node_modules/tardis-dev/src/realtimefeeds/hitbtc.ts +65 -0
- package/node_modules/tardis-dev/src/realtimefeeds/huobi.ts +435 -0
- package/node_modules/tardis-dev/src/realtimefeeds/hyperliquid.ts +41 -0
- package/node_modules/tardis-dev/src/realtimefeeds/index.ts +145 -0
- package/node_modules/tardis-dev/src/realtimefeeds/kraken.ts +48 -0
- package/node_modules/tardis-dev/src/realtimefeeds/kucoin.ts +80 -0
- package/node_modules/tardis-dev/src/realtimefeeds/kucoinfutures.ts +139 -0
- package/node_modules/tardis-dev/src/realtimefeeds/lighter.ts +31 -0
- package/node_modules/tardis-dev/src/realtimefeeds/mango.ts +5 -0
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- package/src/tardismachine.ts +15 -7
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import { asNonZeroNumberOrUndefined } 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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// https://docs.deribit.com/v2/#subscriptions
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export const deribitMappers = exchangeMappers({
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deribit: {
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trades: () => deribitTradesMapper,
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bookChanges: () => deribitBookChangeMapper,
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derivativeTickers: () => new DeribitDerivativeTickerMapper(),
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optionsSummary: () => new DeribitOptionSummaryMapper(),
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liquidations: () => deribitLiquidationsMapper,
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bookTickers: () => deribitBookTickerMapper
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}
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});
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function deribitCasing(symbols) {
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if (symbols !== undefined) {
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return symbols.map((symbol) => {
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if (symbol.endsWith('-C') || symbol.endsWith('-P')) {
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const parts = symbol.split('-');
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if (parts[2] !== undefined && parts[2].toUpperCase().includes('D')) {
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parts[2] = parts[2].replace('D', 'd');
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return parts.join('-');
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}
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else {
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return symbol.toUpperCase();
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}
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}
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else {
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return symbol.toUpperCase();
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}
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});
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}
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return;
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}
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const deribitTradesMapper = {
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canHandle(message) {
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const channel = message.params !== undefined ? message.params.channel : undefined;
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if (channel === undefined) {
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return false;
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}
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return channel.startsWith('trades');
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},
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getFilters(symbols) {
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symbols = deribitCasing(symbols);
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return [
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{
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channel: 'trades',
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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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for (const deribitTrade of message.params.data) {
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yield {
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type: 'trade',
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symbol: deribitTrade.instrument_name.toUpperCase(),
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exchange: 'deribit',
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id: deribitTrade.trade_id,
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price: deribitTrade.price,
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amount: deribitTrade.amount,
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side: deribitTrade.direction,
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timestamp: new Date(deribitTrade.timestamp),
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localTimestamp: localTimestamp
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};
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}
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}
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};
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+
const mapBookLevel = (level) => {
|
|
69
|
+
const price = level[1];
|
|
70
|
+
const amount = level[0] === 'delete' ? 0 : level[2];
|
|
71
|
+
return { price, amount };
|
|
72
|
+
};
|
|
73
|
+
const deribitBookChangeMapper = {
|
|
74
|
+
canHandle(message) {
|
|
75
|
+
const channel = message.params && message.params.channel;
|
|
76
|
+
if (channel === undefined) {
|
|
77
|
+
return false;
|
|
78
|
+
}
|
|
79
|
+
return channel.startsWith('book');
|
|
80
|
+
},
|
|
81
|
+
getFilters(symbols) {
|
|
82
|
+
symbols = deribitCasing(symbols);
|
|
83
|
+
return [
|
|
84
|
+
{
|
|
85
|
+
channel: 'book',
|
|
86
|
+
symbols
|
|
87
|
+
}
|
|
88
|
+
];
|
|
89
|
+
},
|
|
90
|
+
*map(message, localTimestamp) {
|
|
91
|
+
const deribitBookChange = message.params.data;
|
|
92
|
+
// snapshots do not have prev_change_id set
|
|
93
|
+
const isSnapshot = (deribitBookChange.type !== undefined && deribitBookChange.type === 'snapshot') ||
|
|
94
|
+
deribitBookChange.prev_change_id === undefined ||
|
|
95
|
+
deribitBookChange.prev_change_id === 0;
|
|
96
|
+
yield {
|
|
97
|
+
type: 'book_change',
|
|
98
|
+
symbol: deribitBookChange.instrument_name.toUpperCase(),
|
|
99
|
+
exchange: 'deribit',
|
|
100
|
+
isSnapshot,
|
|
101
|
+
bids: deribitBookChange.bids.map(mapBookLevel),
|
|
102
|
+
asks: deribitBookChange.asks.map(mapBookLevel),
|
|
103
|
+
timestamp: new Date(deribitBookChange.timestamp),
|
|
104
|
+
localTimestamp: localTimestamp
|
|
105
|
+
};
|
|
106
|
+
}
|
|
107
|
+
};
|
|
108
|
+
class DeribitDerivativeTickerMapper {
|
|
109
|
+
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
110
|
+
canHandle(message) {
|
|
111
|
+
const channel = message.params && message.params.channel;
|
|
112
|
+
if (channel === undefined) {
|
|
113
|
+
return false;
|
|
114
|
+
}
|
|
115
|
+
return channel.startsWith('ticker') && (message.params.data.greeks === undefined || message.params.data.combo_state === 'active');
|
|
116
|
+
}
|
|
117
|
+
getFilters(symbols) {
|
|
118
|
+
symbols = deribitCasing(symbols);
|
|
119
|
+
return [
|
|
120
|
+
{
|
|
121
|
+
channel: 'ticker',
|
|
122
|
+
symbols
|
|
123
|
+
}
|
|
124
|
+
];
|
|
125
|
+
}
|
|
126
|
+
*map(message, localTimestamp) {
|
|
127
|
+
const deribitTicker = message.params.data;
|
|
128
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(deribitTicker.instrument_name, 'deribit');
|
|
129
|
+
pendingTickerInfo.updateFundingRate(deribitTicker.current_funding);
|
|
130
|
+
pendingTickerInfo.updateIndexPrice(deribitTicker.index_price);
|
|
131
|
+
pendingTickerInfo.updateMarkPrice(deribitTicker.mark_price);
|
|
132
|
+
pendingTickerInfo.updateOpenInterest(deribitTicker.open_interest);
|
|
133
|
+
pendingTickerInfo.updateLastPrice(deribitTicker.last_price);
|
|
134
|
+
pendingTickerInfo.updateTimestamp(new Date(deribitTicker.timestamp));
|
|
135
|
+
if (pendingTickerInfo.hasChanged()) {
|
|
136
|
+
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
137
|
+
}
|
|
138
|
+
}
|
|
139
|
+
}
|
|
140
|
+
class DeribitOptionSummaryMapper {
|
|
141
|
+
getFilters(symbols) {
|
|
142
|
+
symbols = deribitCasing(symbols);
|
|
143
|
+
return [
|
|
144
|
+
{
|
|
145
|
+
channel: 'ticker',
|
|
146
|
+
symbols
|
|
147
|
+
}
|
|
148
|
+
];
|
|
149
|
+
}
|
|
150
|
+
canHandle(message) {
|
|
151
|
+
const channel = message.params && message.params.channel;
|
|
152
|
+
if (channel === undefined) {
|
|
153
|
+
return false;
|
|
154
|
+
}
|
|
155
|
+
return (channel.startsWith('ticker') &&
|
|
156
|
+
(message.params.data.instrument_name.endsWith('-P') || message.params.data.instrument_name.endsWith('-C')));
|
|
157
|
+
}
|
|
158
|
+
*map(message, localTimestamp) {
|
|
159
|
+
//MATIC_USDC-9MAR24-1d02-C
|
|
160
|
+
const optionInfo = message.params.data;
|
|
161
|
+
//e.g., BTC-8JUN20-8750-P
|
|
162
|
+
const symbolParts = optionInfo.instrument_name.split('-');
|
|
163
|
+
const isPut = symbolParts[3] === 'P';
|
|
164
|
+
let strikePriceString = symbolParts[2];
|
|
165
|
+
if (strikePriceString.includes('d')) {
|
|
166
|
+
strikePriceString = strikePriceString.replace('d', '.');
|
|
167
|
+
}
|
|
168
|
+
const strikePrice = Number(strikePriceString);
|
|
169
|
+
const expirationDate = new Date(symbolParts[1] + 'Z');
|
|
170
|
+
expirationDate.setUTCHours(8);
|
|
171
|
+
const optionSummary = {
|
|
172
|
+
type: 'option_summary',
|
|
173
|
+
symbol: optionInfo.instrument_name.toUpperCase(),
|
|
174
|
+
exchange: 'deribit',
|
|
175
|
+
optionType: isPut ? 'put' : 'call',
|
|
176
|
+
strikePrice,
|
|
177
|
+
expirationDate,
|
|
178
|
+
bestBidPrice: asNonZeroNumberOrUndefined(optionInfo.best_bid_price),
|
|
179
|
+
bestBidAmount: asNonZeroNumberOrUndefined(optionInfo.best_bid_amount),
|
|
180
|
+
bestBidIV: asNonZeroNumberOrUndefined(optionInfo.bid_iv),
|
|
181
|
+
bestAskPrice: asNonZeroNumberOrUndefined(optionInfo.best_ask_price),
|
|
182
|
+
bestAskAmount: asNonZeroNumberOrUndefined(optionInfo.best_ask_amount),
|
|
183
|
+
bestAskIV: asNonZeroNumberOrUndefined(optionInfo.ask_iv),
|
|
184
|
+
lastPrice: asNonZeroNumberOrUndefined(optionInfo.last_price),
|
|
185
|
+
openInterest: optionInfo.open_interest,
|
|
186
|
+
markPrice: optionInfo.mark_price,
|
|
187
|
+
markIV: optionInfo.mark_iv,
|
|
188
|
+
delta: optionInfo.greeks.delta,
|
|
189
|
+
gamma: optionInfo.greeks.gamma,
|
|
190
|
+
vega: optionInfo.greeks.vega,
|
|
191
|
+
theta: optionInfo.greeks.theta,
|
|
192
|
+
rho: optionInfo.greeks.rho,
|
|
193
|
+
underlyingPrice: optionInfo.underlying_price,
|
|
194
|
+
underlyingIndex: optionInfo.underlying_index,
|
|
195
|
+
timestamp: new Date(optionInfo.timestamp),
|
|
196
|
+
localTimestamp: localTimestamp
|
|
197
|
+
};
|
|
198
|
+
yield optionSummary;
|
|
199
|
+
}
|
|
200
|
+
}
|
|
201
|
+
const deribitLiquidationsMapper = {
|
|
202
|
+
canHandle(message) {
|
|
203
|
+
const channel = message.params !== undefined ? message.params.channel : undefined;
|
|
204
|
+
if (channel === undefined) {
|
|
205
|
+
return false;
|
|
206
|
+
}
|
|
207
|
+
return channel.startsWith('trades');
|
|
208
|
+
},
|
|
209
|
+
getFilters(symbols) {
|
|
210
|
+
symbols = deribitCasing(symbols);
|
|
211
|
+
return [
|
|
212
|
+
{
|
|
213
|
+
channel: 'trades',
|
|
214
|
+
symbols
|
|
215
|
+
}
|
|
216
|
+
];
|
|
217
|
+
},
|
|
218
|
+
*map(message, localTimestamp) {
|
|
219
|
+
for (const deribitTrade of message.params.data) {
|
|
220
|
+
if (deribitTrade.liquidation !== undefined) {
|
|
221
|
+
let side;
|
|
222
|
+
// "T" when liquidity taker side was under liquidation
|
|
223
|
+
if (deribitTrade.liquidation === 'T') {
|
|
224
|
+
side = deribitTrade.direction;
|
|
225
|
+
}
|
|
226
|
+
else {
|
|
227
|
+
// "M" when maker (passive) side of trade was under liquidation
|
|
228
|
+
side = deribitTrade.direction === 'buy' ? 'sell' : 'buy';
|
|
229
|
+
}
|
|
230
|
+
yield {
|
|
231
|
+
type: 'liquidation',
|
|
232
|
+
symbol: deribitTrade.instrument_name.toUpperCase(),
|
|
233
|
+
exchange: 'deribit',
|
|
234
|
+
id: deribitTrade.trade_id,
|
|
235
|
+
price: deribitTrade.price,
|
|
236
|
+
amount: deribitTrade.amount,
|
|
237
|
+
side,
|
|
238
|
+
timestamp: new Date(deribitTrade.timestamp),
|
|
239
|
+
localTimestamp: localTimestamp
|
|
240
|
+
};
|
|
241
|
+
}
|
|
242
|
+
}
|
|
243
|
+
}
|
|
244
|
+
};
|
|
245
|
+
const deribitBookTickerMapper = {
|
|
246
|
+
canHandle(message) {
|
|
247
|
+
const channel = message.params !== undefined ? message.params.channel : undefined;
|
|
248
|
+
if (channel === undefined) {
|
|
249
|
+
return false;
|
|
250
|
+
}
|
|
251
|
+
return channel.startsWith('ticker');
|
|
252
|
+
},
|
|
253
|
+
getFilters(symbols) {
|
|
254
|
+
symbols = deribitCasing(symbols);
|
|
255
|
+
return [
|
|
256
|
+
{
|
|
257
|
+
channel: 'ticker',
|
|
258
|
+
symbols
|
|
259
|
+
}
|
|
260
|
+
];
|
|
261
|
+
},
|
|
262
|
+
*map(message, localTimestamp) {
|
|
263
|
+
const deribitTicker = message.params.data;
|
|
264
|
+
const ticker = {
|
|
265
|
+
type: 'book_ticker',
|
|
266
|
+
symbol: deribitTicker.instrument_name.toUpperCase(),
|
|
267
|
+
exchange: 'deribit',
|
|
268
|
+
askAmount: asNonZeroNumberOrUndefined(deribitTicker.best_ask_amount),
|
|
269
|
+
askPrice: asNonZeroNumberOrUndefined(deribitTicker.best_ask_price),
|
|
270
|
+
bidPrice: asNonZeroNumberOrUndefined(deribitTicker.best_bid_price),
|
|
271
|
+
bidAmount: asNonZeroNumberOrUndefined(deribitTicker.best_bid_amount),
|
|
272
|
+
timestamp: new Date(deribitTicker.timestamp),
|
|
273
|
+
localTimestamp: localTimestamp
|
|
274
|
+
};
|
|
275
|
+
yield ticker;
|
|
276
|
+
}
|
|
277
|
+
};
|
|
278
|
+
//# sourceMappingURL=deribit.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,MAAM,aAAa,CAAA;AAExD,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,MAAM,eAAe,CAAA;AAE/C,6CAA6C;AAE7C,MAAM,CAAC,MAAM,cAAc,GAAG,eAAe,CAAC;IAC5C,OAAO,EAAE;QACP,MAAM,EAAE,GAAG,EAAE,CAAC,mBAAmB;QACjC,WAAW,EAAE,GAAG,EAAE,CAAC,uBAAuB;QAC1C,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,6BAA6B,EAAE;QAC5D,cAAc,EAAE,GAAG,EAAE,CAAC,IAAI,0BAA0B,EAAE;QACtD,YAAY,EAAE,GAAG,EAAE,CAAC,yBAAyB;QAC7C,WAAW,EAAE,GAAG,EAAE,CAAC,uBAAuB;KAC3C;CACF,CAAC,CAAA;AAEF,SAAS,aAAa,CAAC,OAAkB;IACvC,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YAC5B,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC;gBACnD,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;gBAC/B,IAAI,KAAK,CAAC,CAAC,CAAC,KAAK,SAAS,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;oBACnE,KAAK,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,EAAE,GAAG,CAAC,CAAA;oBACrC,OAAO,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAA;gBACxB,CAAC;qBAAM,CAAC;oBACN,OAAO,MAAM,CAAC,WAAW,EAAE,CAAA;gBAC7B,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,OAAO,MAAM,CAAC,WAAW,EAAE,CAAA;YAC7B,CAAC;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAED,OAAM;AACR,CAAC;AAED,MAAM,mBAAmB,GAA6B;IACpD,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,KAAK,MAAM,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;YAC/C,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,YAAY,CAAC,eAAe,CAAC,WAAW,EAAE;gBAClD,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,YAAY,CAAC,QAAQ;gBACzB,KAAK,EAAE,YAAY,CAAC,KAAK;gBACzB,MAAM,EAAE,YAAY,CAAC,MAAM;gBAC3B,IAAI,EAAE,YAAY,CAAC,SAAS;gBAC5B,SAAS,EAAE,IAAI,IAAI,CAAC,YAAY,CAAC,SAAS,CAAC;gBAC3C,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAuB,EAAE,EAAE;IAC/C,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,KAAK,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAEnD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,uBAAuB,GAAkC;IAC7D,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,MAAM,CAAC,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,MAAM,iBAAiB,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAC7C,2CAA2C;QAC3C,MAAM,UAAU,GACd,CAAC,iBAAiB,CAAC,IAAI,KAAK,SAAS,IAAI,iBAAiB,CAAC,IAAI,KAAK,UAAU,CAAC;YAC/E,iBAAiB,CAAC,cAAc,KAAK,SAAS;YAC9C,iBAAiB,CAAC,cAAc,KAAK,CAAC,CAAA;QAExC,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,iBAAiB,CAAC,eAAe,CAAC,WAAW,EAAE;YACvD,QAAQ,EAAE,SAAS;YACnB,UAAU;YACV,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,SAAS,EAAE,IAAI,IAAI,CAAC,iBAAiB,CAAC,SAAS,CAAC;YAChD,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,6BAA6B;IAChB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,WAAW,KAAK,QAAQ,CAAC,CAAA;IACnI,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QACzC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,aAAa,CAAC,eAAe,EAAE,SAAS,CAAC,CAAA;QAErH,iBAAiB,CAAC,iBAAiB,CAAC,aAAa,CAAC,eAAe,CAAC,CAAA;QAClE,iBAAiB,CAAC,gBAAgB,CAAC,aAAa,CAAC,WAAW,CAAC,CAAA;QAC7D,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,kBAAkB,CAAC,aAAa,CAAC,aAAa,CAAC,CAAA;QACjE,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,CAAC,CAAA;QAEpE,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;QACrD,CAAC;IACH,CAAC;CACF;AAED,MAAM,0BAA0B;IAC9B,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,MAAM,CAAC,OAAO,CAAA;QACxD,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,CACL,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC;YAC5B,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,QAAQ,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@@ -0,0 +1,9 @@
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1
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+
import { BookChange, DerivativeTicker, Trade } from '../types.ts';
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2
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+
export declare const dydxMappers: {
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3
|
+
dydx: {
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4
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+
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>;
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5
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+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
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6
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+
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>;
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7
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+
};
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8
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+
};
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9
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+
//# sourceMappingURL=dydx.d.ts.map
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@@ -0,0 +1 @@
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1
|
+
{"version":3,"file":"dydx.d.ts","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,gBAAgB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAIjF,eAAO,MAAM,WAAW;;;;;;CAMtB,CAAA"}
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@@ -0,0 +1,188 @@
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1
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+
import { upperCaseSymbols } from "../handy.js";
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2
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+
import { PendingTickerInfoHelper } from "./mapper.js";
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3
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+
import { exchangeMappers } from "./registry.js";
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4
|
+
export const dydxMappers = exchangeMappers({
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5
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+
dydx: {
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6
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+
trades: () => new DydxTradesMapper(),
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7
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+
bookChanges: () => new DydxBookChangeMapper(),
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8
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+
derivativeTickers: () => new DydxDerivativeTickerMapper()
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9
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+
}
|
|
10
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+
});
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11
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+
class DydxTradesMapper {
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12
|
+
canHandle(message) {
|
|
13
|
+
return message.channel === 'v3_trades' && message.type === 'channel_data';
|
|
14
|
+
}
|
|
15
|
+
getFilters(symbols) {
|
|
16
|
+
symbols = upperCaseSymbols(symbols);
|
|
17
|
+
return [
|
|
18
|
+
{
|
|
19
|
+
channel: 'v3_trades',
|
|
20
|
+
symbols
|
|
21
|
+
}
|
|
22
|
+
];
|
|
23
|
+
}
|
|
24
|
+
*map(message, localTimestamp) {
|
|
25
|
+
for (let trade of message.contents.trades) {
|
|
26
|
+
yield {
|
|
27
|
+
type: 'trade',
|
|
28
|
+
symbol: message.id,
|
|
29
|
+
exchange: 'dydx',
|
|
30
|
+
id: undefined,
|
|
31
|
+
price: Number(trade.price),
|
|
32
|
+
amount: Number(trade.size),
|
|
33
|
+
side: trade.side === 'SELL' ? 'sell' : 'buy',
|
|
34
|
+
timestamp: trade.createdAt ? new Date(trade.createdAt) : localTimestamp,
|
|
35
|
+
localTimestamp: localTimestamp
|
|
36
|
+
};
|
|
37
|
+
}
|
|
38
|
+
}
|
|
39
|
+
}
|
|
40
|
+
class DydxBookChangeMapper {
|
|
41
|
+
_bidsOffsets = {};
|
|
42
|
+
_asksOffsets = {};
|
|
43
|
+
canHandle(message) {
|
|
44
|
+
return message.channel === 'v3_orderbook';
|
|
45
|
+
}
|
|
46
|
+
getFilters(symbols) {
|
|
47
|
+
symbols = upperCaseSymbols(symbols);
|
|
48
|
+
return [
|
|
49
|
+
{
|
|
50
|
+
channel: 'v3_orderbook',
|
|
51
|
+
symbols
|
|
52
|
+
}
|
|
53
|
+
];
|
|
54
|
+
}
|
|
55
|
+
*map(message, localTimestamp) {
|
|
56
|
+
if (message.type === 'subscribed') {
|
|
57
|
+
this._bidsOffsets[message.id] = {};
|
|
58
|
+
this._asksOffsets[message.id] = {};
|
|
59
|
+
yield {
|
|
60
|
+
type: 'book_change',
|
|
61
|
+
symbol: message.id,
|
|
62
|
+
exchange: 'dydx',
|
|
63
|
+
isSnapshot: true,
|
|
64
|
+
bids: message.contents.bids.map((bid) => {
|
|
65
|
+
this._bidsOffsets[message.id][bid.price] = Number(bid.offset);
|
|
66
|
+
return {
|
|
67
|
+
price: Number(bid.price),
|
|
68
|
+
amount: Number(bid.size)
|
|
69
|
+
};
|
|
70
|
+
}),
|
|
71
|
+
asks: message.contents.asks.map((ask) => {
|
|
72
|
+
this._asksOffsets[message.id][ask.price] = Number(ask.offset);
|
|
73
|
+
return {
|
|
74
|
+
price: Number(ask.price),
|
|
75
|
+
amount: Number(ask.size)
|
|
76
|
+
};
|
|
77
|
+
}),
|
|
78
|
+
timestamp: localTimestamp,
|
|
79
|
+
localTimestamp
|
|
80
|
+
};
|
|
81
|
+
}
|
|
82
|
+
else {
|
|
83
|
+
if (!message.contents) {
|
|
84
|
+
return;
|
|
85
|
+
}
|
|
86
|
+
// https://docs.dydx.exchange/#orderbook
|
|
87
|
+
const updateOffset = Number(message.contents.offset);
|
|
88
|
+
const bookChange = {
|
|
89
|
+
type: 'book_change',
|
|
90
|
+
symbol: message.id,
|
|
91
|
+
exchange: 'dydx',
|
|
92
|
+
isSnapshot: false,
|
|
93
|
+
bids: message.contents.bids
|
|
94
|
+
.map((bid) => {
|
|
95
|
+
const lastPriceLevelOffset = this._bidsOffsets[message.id] && this._bidsOffsets[message.id][bid[0]];
|
|
96
|
+
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) {
|
|
97
|
+
return;
|
|
98
|
+
}
|
|
99
|
+
return {
|
|
100
|
+
price: Number(bid[0]),
|
|
101
|
+
amount: Number(bid[1])
|
|
102
|
+
};
|
|
103
|
+
})
|
|
104
|
+
.filter((b) => b !== undefined),
|
|
105
|
+
asks: message.contents.asks
|
|
106
|
+
.map((ask) => {
|
|
107
|
+
const lastPriceLevelOffset = this._asksOffsets[message.id] && this._asksOffsets[message.id][ask[0]];
|
|
108
|
+
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) {
|
|
109
|
+
return;
|
|
110
|
+
}
|
|
111
|
+
return {
|
|
112
|
+
price: Number(ask[0]),
|
|
113
|
+
amount: Number(ask[1])
|
|
114
|
+
};
|
|
115
|
+
})
|
|
116
|
+
.filter((b) => b !== undefined),
|
|
117
|
+
timestamp: localTimestamp,
|
|
118
|
+
localTimestamp
|
|
119
|
+
};
|
|
120
|
+
if (!this._bidsOffsets[message.id]) {
|
|
121
|
+
this._bidsOffsets[message.id] = {};
|
|
122
|
+
}
|
|
123
|
+
for (const bid of message.contents.bids) {
|
|
124
|
+
this._bidsOffsets[message.id][bid[0]] = updateOffset;
|
|
125
|
+
}
|
|
126
|
+
if (!this._asksOffsets[message.id]) {
|
|
127
|
+
this._asksOffsets[message.id] = {};
|
|
128
|
+
}
|
|
129
|
+
for (const ask of message.contents.asks) {
|
|
130
|
+
this._asksOffsets[message.id][ask[0]] = updateOffset;
|
|
131
|
+
}
|
|
132
|
+
if (bookChange.bids.length > 0 || bookChange.asks.length > 0) {
|
|
133
|
+
yield bookChange;
|
|
134
|
+
}
|
|
135
|
+
}
|
|
136
|
+
}
|
|
137
|
+
}
|
|
138
|
+
class DydxDerivativeTickerMapper {
|
|
139
|
+
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
140
|
+
canHandle(message) {
|
|
141
|
+
return message.channel === 'v3_markets' || (message.channel === 'v3_trades' && message.type === 'channel_data');
|
|
142
|
+
}
|
|
143
|
+
getFilters(symbols) {
|
|
144
|
+
symbols = upperCaseSymbols(symbols);
|
|
145
|
+
return [
|
|
146
|
+
{
|
|
147
|
+
channel: 'v3_markets',
|
|
148
|
+
symbols: []
|
|
149
|
+
},
|
|
150
|
+
{
|
|
151
|
+
channel: 'v3_trades',
|
|
152
|
+
symbols
|
|
153
|
+
}
|
|
154
|
+
];
|
|
155
|
+
}
|
|
156
|
+
*map(message, localTimestamp) {
|
|
157
|
+
if (message.channel === 'v3_trades') {
|
|
158
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.id, 'dydx');
|
|
159
|
+
pendingTickerInfo.updateLastPrice(Number(message.contents.trades[message.contents.trades.length - 1].price));
|
|
160
|
+
return;
|
|
161
|
+
}
|
|
162
|
+
const contents = message.type === 'subscribed' ? message.contents.markets : message.contents;
|
|
163
|
+
for (const key in contents) {
|
|
164
|
+
const marketInfo = contents[key];
|
|
165
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(key, 'dydx');
|
|
166
|
+
if (marketInfo.indexPrice !== undefined) {
|
|
167
|
+
pendingTickerInfo.updateIndexPrice(Number(marketInfo.indexPrice));
|
|
168
|
+
}
|
|
169
|
+
if (marketInfo.oraclePrice !== undefined) {
|
|
170
|
+
pendingTickerInfo.updateMarkPrice(Number(marketInfo.oraclePrice));
|
|
171
|
+
}
|
|
172
|
+
if (marketInfo.openInterest !== undefined) {
|
|
173
|
+
pendingTickerInfo.updateOpenInterest(Number(marketInfo.openInterest));
|
|
174
|
+
}
|
|
175
|
+
if (marketInfo.nextFundingRate !== undefined) {
|
|
176
|
+
pendingTickerInfo.updateFundingRate(Number(marketInfo.nextFundingRate));
|
|
177
|
+
}
|
|
178
|
+
if (marketInfo.nextFundingAt !== undefined) {
|
|
179
|
+
pendingTickerInfo.updateFundingTimestamp(new Date(marketInfo.nextFundingAt));
|
|
180
|
+
}
|
|
181
|
+
pendingTickerInfo.updateTimestamp(localTimestamp);
|
|
182
|
+
if (pendingTickerInfo.hasChanged()) {
|
|
183
|
+
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
184
|
+
}
|
|
185
|
+
}
|
|
186
|
+
}
|
|
187
|
+
}
|
|
188
|
+
//# sourceMappingURL=dydx.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,10 @@
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1
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+
import { BookChange, DerivativeTicker, Liquidation, Trade } from '../types.ts';
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2
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+
export declare const dydxV4Mappers: {
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3
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+
'dydx-v4': {
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4
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+
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>;
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5
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+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
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6
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+
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>;
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7
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+
liquidations: 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", Liquidation>;
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8
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+
};
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9
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+
};
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10
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+
//# sourceMappingURL=dydxv4.d.ts.map
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@@ -0,0 +1 @@
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1
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+
{"version":3,"file":"dydxv4.d.ts","sourceRoot":"","sources":["../../src/mappers/dydxv4.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAI9E,eAAO,MAAM,aAAa;;;;;;;CAOxB,CAAA"}
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