tardis-machine 17.0.0 → 18.0.0

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,WAAW,EAAE,cAAc,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAkCnI,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AAQpC,OAAO,EAAE,gBAAgB,EAAwB,MAAM,eAAe,CAAA;AAItE,cAAc,aAAa,CAAA;AAE3B,KAAK,UAAU,CAAC,CAAC,SAAS,gBAAgB,EAAE,CAAC,SAAS,cAAc,IAAI,CAAC,CAAC,CAAC,SAAS,MAAM,CAAC,GAAG,QAAQ,EACpG,QAAQ,EAAE,CAAC,EACX,cAAc,EAAE,IAAI,KACjB,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG;IACnB,cAAc,EAAE,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,QAAQ,KAAK,SAAS,IAAI,EAAE,CAAA;CAClE,CAAA;AA+CD,eAAO,MAAM,eAAe;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;SAAwG,CAAA;AACpI,eAAO,MAAM,oBAAoB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;cAGhC,CAAA;AACD,eAAO,MAAM,0BAA0B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;oBAGtC,CAAA;AACD,eAAO,MAAM,uBAAuB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;iBAGnC,CAAA;AACD,eAAO,MAAM,qBAAqB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;eAGjC,CAAA;AACD,eAAO,MAAM,oBAAoB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;cAGhC,CAAA"}

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

@@ -0,0 +1,66 @@
+import { ascendexMappers } from "./ascendex.js";
+import { binanceMappers } from "./binance.js";
+import { binanceDexMappers } from "./binancedex.js";
+import { binanceEuropeanOptionsMappers } from "./binanceeuropeanoptions.js";
+import { bitfinexMappers } from "./bitfinex.js";
+import { bitflyerMappers } from "./bitflyer.js";
+import { bitgetMappers } from "./bitget.js";
+import { bitmexMappers } from "./bitmex.js";
+import { bitnomialMappers } from "./bitnomial.js";
+import { bitstampMappers } from "./bitstamp.js";
+import { blockchainComMappers } from "./blockchaincom.js";
+import { bullishMappers } from "./bullish.js";
+import { bybitMappers } from "./bybit.js";
+import { coinbaseMappers } from "./coinbase.js";
+import { coinbaseInternationalMappers } from "./coinbaseinternational.js";
+import { coinflexMappers } from "./coinflex.js";
+import { cryptoComMappers } from "./cryptocom.js";
+import { cryptofacilitiesMappers } from "./cryptofacilities.js";
+import { deltaMappers } from "./delta.js";
+import { deribitMappers } from "./deribit.js";
+import { dydxMappers } from "./dydx.js";
+import { dydxV4Mappers } from "./dydxv4.js";
+import { ftxMappers } from "./ftx.js";
+import { gateIOMappers } from "./gateio.js";
+import { gateIOFuturesMappers } from "./gateiofutures.js";
+import { geminiMappers } from "./gemini.js";
+import { hitBtcMappers } from "./hitbtc.js";
+import { huobiMappers } from "./huobi.js";
+import { hyperliquidMappers } from "./hyperliquid.js";
+import { krakenMappers } from "./kraken.js";
+import { kucoinMappers } from "./kucoin.js";
+import { kucoinFuturesMappers } from "./kucoinfutures.js";
+import { lighterMappers } from "./lighter.js";
+import { mexcFuturesMappers } from "./mexcfutures.js";
+import { mexcMappers } from "./mexc.js";
+import { okexMappers } from "./okex.js";
+import { phemexMappers } from "./phemex.js";
+import { poloniexMappers } from "./poloniex.js";
+import { polymarketMappers } from "./polymarket.js";
+import { serumMappers } from "./serum.js";
+import { mergeExchangeMappers } from "./registry.js";
+import { upbitMappers } from "./upbit.js";
+import { wooxMappers } from "./woox.js";
+export * from "./mapper.js";
+const registeredMappers = mergeExchangeMappers(ascendexMappers, binanceMappers, binanceDexMappers, binanceEuropeanOptionsMappers, bitfinexMappers, bitflyerMappers, bitgetMappers, bitmexMappers, bitnomialMappers, bitstampMappers, blockchainComMappers, bullishMappers, bybitMappers, coinbaseMappers, coinbaseInternationalMappers, coinflexMappers, cryptoComMappers, cryptofacilitiesMappers, deltaMappers, deribitMappers, dydxMappers, dydxV4Mappers, ftxMappers, gateIOMappers, gateIOFuturesMappers, geminiMappers, hitBtcMappers, huobiMappers, hyperliquidMappers, krakenMappers, kucoinMappers, kucoinFuturesMappers, lighterMappers, mexcFuturesMappers, mexcMappers, okexMappers, phemexMappers, poloniexMappers, polymarketMappers, serumMappers, upbitMappers, wooxMappers);
+export const normalizeTrades = createNormalizer('normalizeTrades', registeredMappers.trades);
+export const normalizeBookChanges = createNormalizer('normalizeBookChanges', registeredMappers.bookChanges);
+export const normalizeDerivativeTickers = createNormalizer('normalizeDerivativeTickers', registeredMappers.derivativeTickers);
+export const normalizeOptionsSummary = createNormalizer('normalizeOptionsSummary', registeredMappers.optionsSummary);
+export const normalizeLiquidations = createNormalizer('normalizeLiquidations', registeredMappers.liquidations);
+export const normalizeBookTickers = createNormalizer('normalizeBookTickers', registeredMappers.bookTickers);
+function createNormalizer(name, mappers) {
+    const normalize = ((exchange, localTimestamp) => {
+        const createMapper = mappers[exchange];
+        if (createMapper === undefined) {
+            throw new Error(`${name}: ${exchange} not supported`);
+        }
+        return createMapper(localTimestamp);
+    });
+    normalize.getSwitchDates = (exchange) => getMapperSwitchDates(mappers, exchange);
+    return normalize;
+}
+function getMapperSwitchDates(mappers, exchange) {
+    return mappers[exchange]?.switchDates ?? [];
+}
+//# sourceMappingURL=index.js.map

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

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

@@ -0,0 +1,9 @@
+import { BookChange, BookTicker, Trade } from '../types.ts';
+export declare const krakenMappers: {
+    kraken: {
+        trades: import("./registry.ts").MapperCreator<"kraken", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"kraken", BookChange>;
+        bookTickers: import("./registry.ts").MapperCreator<"kraken", BookTicker>;
+    };
+};
+//# sourceMappingURL=kraken.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"kraken.d.ts","sourceRoot":"","sources":["../../src/mappers/kraken.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAO3D,eAAO,MAAM,aAAa;;;;;;CAYxB,CAAA"}

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

@@ -0,0 +1,238 @@
+import { asNonZeroNumberOrUndefined, parseμs } from "../handy.js";
+import { exchangeMappers, mapper } from "./registry.js";
+// https://www.kraken.com/features/websocket-api
+const KRAKEN_V2_API_SWITCH_DATE = new Date('2026-07-10T00:00:00.000Z');
+export const krakenMappers = exchangeMappers({
+    kraken: {
+        trades: mapper([{ until: KRAKEN_V2_API_SWITCH_DATE, use: () => krakenTradesMapper }, { use: () => new KrakenV2TradesMapper() }]),
+        bookChanges: mapper([
+            { until: KRAKEN_V2_API_SWITCH_DATE, use: () => krakenBookChangeMapper },
+            { use: () => new KrakenV2BookChangeMapper() }
+        ]),
+        bookTickers: mapper([
+            { until: KRAKEN_V2_API_SWITCH_DATE, use: () => krakenBookTickerMapper },
+            { use: () => new KrakenV2BookTickerMapper() }
+        ])
+    }
+});
+const krakenTradesMapper = {
+    canHandle(message) {
+        if (!Array.isArray(message)) {
+            return false;
+        }
+        const channel = message[message.length - 2];
+        return channel === 'trade';
+    },
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'trade',
+                symbols
+            }
+        ];
+    },
+    *map(message, localTimestamp) {
+        const [_, trades, __, symbol] = message;
+        for (const [price, amount, time, side] of trades) {
+            const timeExchange = Number(time);
+            const timestamp = new Date(timeExchange * 1000);
+            timestamp.μs = Math.floor(timeExchange * 1000000) % 1000;
+            yield {
+                type: 'trade',
+                symbol,
+                exchange: 'kraken',
+                id: undefined,
+                price: Number(price),
+                amount: Number(amount),
+                side: side === 'b' ? 'buy' : 'sell',
+                timestamp,
+                localTimestamp
+            };
+        }
+    }
+};
+const mapBookLevel = (level) => {
+    const [price, amount] = level;
+    return { price: Number(price), amount: Number(amount) };
+};
+const getLatestTimestamp = (bids, asks) => {
+    const timestampsSorted = [...bids.map((b) => Number(b[2])), ...asks.map((b) => Number(b[2]))].sort();
+    const lastBookUpdateTime = timestampsSorted[timestampsSorted.length - 1];
+    const timestamp = new Date(lastBookUpdateTime * 1000);
+    timestamp.μs = Math.floor(lastBookUpdateTime * 1000000) % 1000;
+    return timestamp;
+};
+const krakenBookChangeMapper = {
+    canHandle(message) {
+        if (!Array.isArray(message)) {
+            return false;
+        }
+        const channel = message[message.length - 2];
+        return channel.startsWith('book');
+    },
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'book',
+                symbols
+            }
+        ];
+    },
+    *map(message, localTimestamp) {
+        if ('as' in message[1]) {
+            // we've got snapshot message
+            const [_, { as, bs }, __, symbol] = message;
+            yield {
+                type: 'book_change',
+                symbol: symbol,
+                exchange: 'kraken',
+                isSnapshot: true,
+                bids: bs.map(mapBookLevel),
+                asks: as.map(mapBookLevel),
+                timestamp: getLatestTimestamp(as, bs),
+                localTimestamp: localTimestamp
+            };
+        }
+        else {
+            // we've got update message
+            const symbol = message[message.length - 1];
+            const asks = 'a' in message[1] ? message[1].a : [];
+            const bids = 'b' in message[1] ? message[1].b : typeof message[2] !== 'string' && 'b' in message[2] ? message[2].b : [];
+            yield {
+                type: 'book_change',
+                symbol,
+                exchange: 'kraken',
+                isSnapshot: false,
+                bids: bids.map(mapBookLevel),
+                asks: asks.map(mapBookLevel),
+                timestamp: getLatestTimestamp(asks, bids),
+                localTimestamp: localTimestamp
+            };
+        }
+    }
+};
+const krakenBookTickerMapper = {
+    canHandle(message) {
+        if (!Array.isArray(message)) {
+            return false;
+        }
+        const channel = message[message.length - 2];
+        return channel === 'spread';
+    },
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'spread',
+                symbols
+            }
+        ];
+    },
+    *map(message, localTimestamp) {
+        const [bid, ask, time, bidVolume, askVolume] = message[1];
+        const timeExchange = Number(time);
+        if (timeExchange === 0) {
+            return;
+        }
+        const timestamp = new Date(timeExchange * 1000);
+        timestamp.μs = Math.floor(timeExchange * 1000000) % 1000;
+        const ticker = {
+            type: 'book_ticker',
+            symbol: message[3],
+            exchange: 'kraken',
+            askAmount: asNonZeroNumberOrUndefined(askVolume),
+            askPrice: asNonZeroNumberOrUndefined(ask),
+            bidPrice: asNonZeroNumberOrUndefined(bid),
+            bidAmount: asNonZeroNumberOrUndefined(bidVolume),
+            timestamp,
+            localTimestamp: localTimestamp
+        };
+        yield ticker;
+    }
+};
+/** @see https://docs.kraken.com/api/docs/websocket-v2/trade */
+class KrakenV2TradesMapper {
+    canHandle(message) {
+        return message.channel === 'trade' && message.type === 'update';
+    }
+    getFilters(symbols) {
+        return [{ channel: 'trade', symbols }];
+    }
+    *map(message, localTimestamp) {
+        for (const trade of message.data) {
+            const timestamp = new Date(trade.timestamp);
+            timestamp.μs = parseμs(trade.timestamp);
+            yield {
+                type: 'trade',
+                symbol: trade.symbol,
+                exchange: 'kraken',
+                id: trade.trade_id.toString(),
+                price: trade.price,
+                amount: trade.qty,
+                side: trade.side,
+                timestamp,
+                localTimestamp
+            };
+        }
+    }
+}
+/** @see https://docs.kraken.com/api/docs/websocket-v2/book */
+class KrakenV2BookChangeMapper {
+    canHandle(message) {
+        return message.channel === 'book';
+    }
+    getFilters(symbols) {
+        return [{ channel: 'book', symbols }];
+    }
+    *map(message, localTimestamp) {
+        for (const book of message.data) {
+            const timestamp = new Date(book.timestamp);
+            timestamp.μs = parseμs(book.timestamp);
+            yield {
+                type: 'book_change',
+                symbol: book.symbol,
+                exchange: 'kraken',
+                isSnapshot: message.type === 'snapshot',
+                bids: book.bids?.map(this.mapBookLevel) ?? [],
+                asks: book.asks?.map(this.mapBookLevel) ?? [],
+                timestamp,
+                localTimestamp
+            };
+        }
+    }
+    mapBookLevel(level) {
+        return {
+            price: level.price,
+            amount: level.qty
+        };
+    }
+}
+/** @see https://docs.kraken.com/api/docs/websocket-v2/ticker  */
+class KrakenV2BookTickerMapper {
+    canHandle(message) {
+        return message.channel === 'ticker';
+    }
+    getFilters(symbols) {
+        return [{ channel: 'ticker', symbols }];
+    }
+    *map(message, localTimestamp) {
+        for (const tickerMessage of message.data) {
+            const timestamp = new Date(tickerMessage.timestamp);
+            if (timestamp.valueOf() === 0) {
+                continue;
+            }
+            timestamp.μs = parseμs(tickerMessage.timestamp);
+            yield {
+                type: 'book_ticker',
+                symbol: tickerMessage.symbol,
+                exchange: 'kraken',
+                askAmount: tickerMessage.ask_qty === 0 ? undefined : tickerMessage.ask_qty,
+                askPrice: tickerMessage.ask === 0 ? undefined : tickerMessage.ask,
+                bidPrice: tickerMessage.bid === 0 ? undefined : tickerMessage.bid,
+                bidAmount: tickerMessage.bid_qty === 0 ? undefined : tickerMessage.bid_qty,
+                timestamp,
+                localTimestamp
+            };
+        }
+    }
+}
+//# sourceMappingURL=kraken.js.map

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

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

@@ -0,0 +1,9 @@
+import { BookChange, BookTicker, Trade } from '../types.ts';
+export declare const kucoinMappers: {
+    kucoin: {
+        trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+        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=kucoin.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"kucoin.d.ts","sourceRoot":"","sources":["../../src/mappers/kucoin.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAY,UAAU,EAAE,KAAK,EAAkB,MAAM,aAAa,CAAA;AAIrF,eAAO,MAAM,aAAa;;;;;;CAOxB,CAAA"}

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

@@ -0,0 +1,237 @@
+import { debug } from "../debug.js";
+import { CircularBuffer, upperCaseSymbols } from "../handy.js";
+import { exchangeMappers, isRealTime } from "./registry.js";
+export const kucoinMappers = exchangeMappers({
+    kucoin: {
+        trades: () => new KucoinTradesMapper('kucoin'),
+        bookChanges: (localTimestamp) => new KucoinBookChangeMapper('kucoin', { ignoreBookSnapshotOverlapError: isRealTime(localTimestamp) === false }),
+        bookTickers: () => new KucoinBookTickerMapper('kucoin')
+    }
+});
+class KucoinTradesMapper {
+    _exchange;
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        return message.type === 'message' && message.topic.startsWith('/market/match');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'market/match',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const kucoinTrade = message.data;
+        const timestamp = new Date(Number(kucoinTrade.time.slice(0, 13)));
+        timestamp.μs = Number(kucoinTrade.time.slice(13, 16));
+        yield {
+            type: 'trade',
+            symbol: kucoinTrade.symbol,
+            exchange: this._exchange,
+            id: kucoinTrade.tradeId,
+            price: Number(kucoinTrade.price),
+            amount: Number(kucoinTrade.size),
+            side: kucoinTrade.side === 'sell' ? 'sell' : 'buy',
+            timestamp,
+            localTimestamp
+        };
+    }
+}
+class KucoinBookChangeMapper {
+    _exchange;
+    symbolToDepthInfoMapping = {};
+    constructor(_exchange, { ignoreBookSnapshotOverlapError }) {
+        this._exchange = _exchange;
+        this.ignoreBookSnapshotOverlapError = ignoreBookSnapshotOverlapError;
+    }
+    ignoreBookSnapshotOverlapError;
+    canHandle(message) {
+        return message.type === 'message' && message.topic.startsWith('/market/level2');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'market/level2',
+                symbols
+            },
+            {
+                channel: 'market/level2Snapshot',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbol = message.topic.split(':')[1];
+        if (this.symbolToDepthInfoMapping[symbol] === undefined) {
+            this.symbolToDepthInfoMapping[symbol] = {
+                bufferedUpdates: new CircularBuffer(2000)
+            };
+        }
+        const symbolDepthInfo = this.symbolToDepthInfoMapping[symbol];
+        const snapshotAlreadyProcessed = symbolDepthInfo.snapshotProcessed;
+        // first check if received message is snapshot and process it as such if it is
+        if (message.subject === 'trade.l2Snapshot') {
+            // if we've already received 'manual' snapshot, ignore if there is another one
+            if (snapshotAlreadyProcessed) {
+                return;
+            }
+            // produce snapshot book_change
+            const kucoinSnapshotData = message.data;
+            if (!kucoinSnapshotData.asks) {
+                kucoinSnapshotData.asks = [];
+            }
+            if (!kucoinSnapshotData.bids) {
+                kucoinSnapshotData.bids = [];
+            }
+            //  mark given symbol depth info that has snapshot processed
+            symbolDepthInfo.lastUpdateId = Number(kucoinSnapshotData.sequence);
+            symbolDepthInfo.snapshotProcessed = true;
+            // if there were any depth updates buffered, let's proccess those by adding to or updating the initial snapshot
+            for (const update of symbolDepthInfo.bufferedUpdates.items()) {
+                const bookChange = this.mapBookDepthUpdate(update, localTimestamp);
+                if (bookChange !== undefined) {
+                    for (const bid of update.data.changes.bids) {
+                        if (bid[0] == '0') {
+                            continue;
+                        }
+                        const matchingBid = kucoinSnapshotData.bids.find((b) => b[0] === bid[0]);
+                        if (matchingBid !== undefined) {
+                            matchingBid[1] = bid[1];
+                        }
+                        else {
+                            kucoinSnapshotData.bids.push([bid[0], bid[1]]);
+                        }
+                    }
+                    for (const ask of update.data.changes.asks) {
+                        if (ask[0] == '0') {
+                            continue;
+                        }
+                        const matchingAsk = kucoinSnapshotData.asks.find((a) => a[0] === ask[0]);
+                        if (matchingAsk !== undefined) {
+                            matchingAsk[1] = ask[1];
+                        }
+                        else {
+                            kucoinSnapshotData.asks.push([ask[0], ask[1]]);
+                        }
+                    }
+                }
+            }
+            // remove all buffered updates
+            symbolDepthInfo.bufferedUpdates.clear();
+            const bookChange = {
+                type: 'book_change',
+                symbol,
+                exchange: this._exchange,
+                isSnapshot: true,
+                bids: kucoinSnapshotData.bids.map(this.mapBookLevel),
+                asks: kucoinSnapshotData.asks.map(this.mapBookLevel),
+                timestamp: localTimestamp,
+                localTimestamp
+            };
+            yield bookChange;
+        }
+        else if (snapshotAlreadyProcessed) {
+            // snapshot was already processed let's map the message as normal book_change
+            const bookChange = this.mapBookDepthUpdate(message, localTimestamp);
+            if (bookChange !== undefined) {
+                yield bookChange;
+            }
+        }
+        else {
+            symbolDepthInfo.bufferedUpdates.append(message);
+        }
+    }
+    mapBookDepthUpdate(l2UpdateMessage, localTimestamp) {
+        // we can safely assume here that depthContext and lastUpdateId aren't null here as this is method only works
+        // when we've already processed the snapshot
+        const depthContext = this.symbolToDepthInfoMapping[l2UpdateMessage.data.symbol];
+        const lastUpdateId = depthContext.lastUpdateId;
+        // Drop any event where sequenceEnd is <= lastUpdateId in the snapshot
+        if (l2UpdateMessage.data.sequenceEnd <= lastUpdateId) {
+            return;
+        }
+        // The first processed event should have sequenceStart <= lastUpdateId+1 AND sequenceEnd >= lastUpdateId+1.
+        if (!depthContext.validatedFirstUpdate) {
+            // if there is new instrument added it can have empty book at first and that's normal
+            const bookSnapshotIsEmpty = lastUpdateId == -1 || lastUpdateId == 0;
+            if ((l2UpdateMessage.data.sequenceStart <= lastUpdateId + 1 && l2UpdateMessage.data.sequenceEnd >= lastUpdateId + 1) ||
+                bookSnapshotIsEmpty) {
+                depthContext.validatedFirstUpdate = true;
+            }
+            else {
+                const message = `Book depth snapshot has no overlap with first update, update ${JSON.stringify(l2UpdateMessage)}, lastUpdateId: ${lastUpdateId}, exchange ${this._exchange}`;
+                if (this.ignoreBookSnapshotOverlapError) {
+                    depthContext.validatedFirstUpdate = true;
+                    debug(message);
+                }
+                else {
+                    throw new Error(message);
+                }
+            }
+        }
+        const bids = l2UpdateMessage.data.changes.bids.map(this.mapBookLevel).filter(this.nonZeroLevels);
+        const asks = l2UpdateMessage.data.changes.asks.map(this.mapBookLevel).filter(this.nonZeroLevels);
+        if (bids.length === 0 && asks.length === 0) {
+            return;
+        }
+        const timestamp = l2UpdateMessage.data.time !== undefined ? new Date(l2UpdateMessage.data.time) : localTimestamp;
+        return {
+            type: 'book_change',
+            symbol: l2UpdateMessage.data.symbol,
+            exchange: this._exchange,
+            isSnapshot: false,
+            bids,
+            asks,
+            timestamp: timestamp,
+            localTimestamp: localTimestamp
+        };
+    }
+    mapBookLevel(level) {
+        const price = Number(level[0]);
+        const amount = Number(level[1]);
+        return { price, amount };
+    }
+    nonZeroLevels(level) {
+        return level.price > 0;
+    }
+}
+class KucoinBookTickerMapper {
+    _exchange;
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        return message.type === 'message' && message.topic.startsWith('/market/ticker');
+    }
+    getFilters(symbols) {
+        symbols = upperCaseSymbols(symbols);
+        return [
+            {
+                channel: 'market/ticker',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbol = message.topic.split(':')[1];
+        const bookTicker = {
+            type: 'book_ticker',
+            symbol,
+            exchange: this._exchange,
+            askAmount: message.data.bestAskSize !== undefined && message.data.bestAskSize !== null ? Number(message.data.bestAskSize) : undefined,
+            askPrice: message.data.bestAsk !== undefined && message.data.bestAsk !== null ? Number(message.data.bestAsk) : undefined,
+            bidPrice: message.data.bestBid !== undefined && message.data.bestBid !== null ? Number(message.data.bestBid) : undefined,
+            bidAmount: message.data.bestBidSize !== undefined && message.data.bestBidSize !== null ? Number(message.data.bestBidSize) : undefined,
+            timestamp: new Date(message.data.time),
+            localTimestamp: localTimestamp
+        };
+        yield bookTicker;
+    }
+}
+//# sourceMappingURL=kucoin.js.map

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

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

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