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.
Files changed (792) hide show
  1. package/bin/tardis-machine.js +68 -57
  2. package/dist/tardismachine.d.ts.map +1 -1
  3. package/dist/tardismachine.js +13 -6
  4. package/dist/tardismachine.js.map +1 -1
  5. package/node_modules/debug/LICENSE +20 -0
  6. package/node_modules/debug/README.md +481 -0
  7. package/node_modules/debug/package.json +64 -0
  8. package/node_modules/debug/src/browser.js +272 -0
  9. package/node_modules/debug/src/common.js +292 -0
  10. package/node_modules/debug/src/index.js +10 -0
  11. package/node_modules/debug/src/node.js +263 -0
  12. package/node_modules/follow-redirects/LICENSE +18 -0
  13. package/node_modules/follow-redirects/README.md +157 -0
  14. package/node_modules/follow-redirects/debug.js +15 -0
  15. package/node_modules/follow-redirects/http.js +1 -0
  16. package/node_modules/follow-redirects/https.js +1 -0
  17. package/node_modules/follow-redirects/index.js +709 -0
  18. package/node_modules/follow-redirects/package.json +58 -0
  19. package/node_modules/long/LICENSE +202 -0
  20. package/node_modules/long/README.md +286 -0
  21. package/node_modules/long/index.d.ts +2 -0
  22. package/node_modules/long/index.js +1581 -0
  23. package/node_modules/long/package.json +58 -0
  24. package/node_modules/long/types.d.ts +474 -0
  25. package/node_modules/long/umd/index.d.ts +3 -0
  26. package/node_modules/long/umd/index.js +1622 -0
  27. package/node_modules/long/umd/package.json +3 -0
  28. package/node_modules/long/umd/types.d.ts +474 -0
  29. package/node_modules/ms/index.js +162 -0
  30. package/node_modules/ms/license.md +21 -0
  31. package/node_modules/ms/package.json +38 -0
  32. package/node_modules/ms/readme.md +59 -0
  33. package/node_modules/protobufjs/LICENSE +39 -0
  34. package/node_modules/protobufjs/README.md +440 -0
  35. package/node_modules/protobufjs/dist/light/protobuf.js +9276 -0
  36. package/node_modules/protobufjs/dist/light/protobuf.js.map +1 -0
  37. package/node_modules/protobufjs/dist/light/protobuf.min.js +8 -0
  38. package/node_modules/protobufjs/dist/light/protobuf.min.js.map +1 -0
  39. package/node_modules/protobufjs/dist/minimal/protobuf.js +3556 -0
  40. package/node_modules/protobufjs/dist/minimal/protobuf.js.map +1 -0
  41. package/node_modules/protobufjs/dist/minimal/protobuf.min.js +8 -0
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  44. package/node_modules/protobufjs/dist/protobuf.js.map +1 -0
  45. package/node_modules/protobufjs/dist/protobuf.min.js +8 -0
  46. package/node_modules/protobufjs/dist/protobuf.min.js.map +1 -0
  47. package/node_modules/protobufjs/ext/README.md +70 -0
  48. package/node_modules/protobufjs/ext/debug/README.md +4 -0
  49. package/node_modules/protobufjs/ext/debug/index.js +71 -0
  50. package/node_modules/protobufjs/ext/descriptor/README.md +5 -0
  51. package/node_modules/protobufjs/ext/descriptor/index.d.ts +2 -0
  52. package/node_modules/protobufjs/ext/descriptor/index.js +2 -0
  53. package/node_modules/protobufjs/ext/descriptor.d.ts +87 -0
  54. package/node_modules/protobufjs/ext/descriptor.generated.d.ts +417 -0
  55. package/node_modules/protobufjs/ext/descriptor.js +1356 -0
  56. package/node_modules/protobufjs/ext/protojson.LICENSE +201 -0
  57. package/node_modules/protobufjs/ext/protojson.d.ts +20 -0
  58. package/node_modules/protobufjs/ext/protojson.generated.d.ts +49 -0
  59. package/node_modules/protobufjs/ext/protojson.js +951 -0
  60. package/node_modules/protobufjs/ext/textformat.d.ts +19 -0
  61. package/node_modules/protobufjs/ext/textformat.generated.d.ts +33 -0
  62. package/node_modules/protobufjs/ext/textformat.js +1276 -0
  63. package/node_modules/protobufjs/google/LICENSE +27 -0
  64. package/node_modules/protobufjs/google/README.md +1 -0
  65. package/node_modules/protobufjs/google/api/annotations.json +85 -0
  66. package/node_modules/protobufjs/google/api/annotations.proto +11 -0
  67. package/node_modules/protobufjs/google/api/http.json +87 -0
  68. package/node_modules/protobufjs/google/api/http.proto +31 -0
  69. package/node_modules/protobufjs/google/protobuf/api.json +124 -0
  70. package/node_modules/protobufjs/google/protobuf/api.proto +34 -0
  71. package/node_modules/protobufjs/google/protobuf/compiler/plugin.json +126 -0
  72. package/node_modules/protobufjs/google/protobuf/compiler/plugin.proto +47 -0
  73. package/node_modules/protobufjs/google/protobuf/descriptor.json +1465 -0
  74. package/node_modules/protobufjs/google/protobuf/descriptor.proto +527 -0
  75. package/node_modules/protobufjs/google/protobuf/source_context.json +21 -0
  76. package/node_modules/protobufjs/google/protobuf/source_context.proto +7 -0
  77. package/node_modules/protobufjs/google/protobuf/type.json +209 -0
  78. package/node_modules/protobufjs/google/protobuf/type.proto +89 -0
  79. package/node_modules/protobufjs/index.d.ts +3203 -0
  80. package/node_modules/protobufjs/index.js +4 -0
  81. package/node_modules/protobufjs/light.d.ts +2 -0
  82. package/node_modules/protobufjs/light.js +4 -0
  83. package/node_modules/protobufjs/minimal.d.ts +2 -0
  84. package/node_modules/protobufjs/minimal.js +4 -0
  85. package/node_modules/protobufjs/package.json +93 -0
  86. package/node_modules/protobufjs/src/common.js +405 -0
  87. package/node_modules/protobufjs/src/converter.js +352 -0
  88. package/node_modules/protobufjs/src/decoder.js +279 -0
  89. package/node_modules/protobufjs/src/encoder.js +123 -0
  90. package/node_modules/protobufjs/src/enum.js +239 -0
  91. package/node_modules/protobufjs/src/field.js +505 -0
  92. package/node_modules/protobufjs/src/index-light.js +104 -0
  93. package/node_modules/protobufjs/src/index-minimal.js +35 -0
  94. package/node_modules/protobufjs/src/index.js +12 -0
  95. package/node_modules/protobufjs/src/mapfield.js +144 -0
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  100. package/node_modules/protobufjs/src/oneof.js +233 -0
  101. package/node_modules/protobufjs/src/parse.js +1111 -0
  102. package/node_modules/protobufjs/src/reader.js +788 -0
  103. package/node_modules/protobufjs/src/reader_buffer.js +77 -0
  104. package/node_modules/protobufjs/src/root.js +424 -0
  105. package/node_modules/protobufjs/src/roots.js +18 -0
  106. package/node_modules/protobufjs/src/rpc/service.js +155 -0
  107. package/node_modules/protobufjs/src/rpc.js +36 -0
  108. package/node_modules/protobufjs/src/service.js +206 -0
  109. package/node_modules/protobufjs/src/tokenize.js +421 -0
  110. package/node_modules/protobufjs/src/type.js +676 -0
  111. package/node_modules/protobufjs/src/types.js +196 -0
  112. package/node_modules/protobufjs/src/typescript.js +25 -0
  113. package/node_modules/protobufjs/src/util/aspromise.d.ts +13 -0
  114. package/node_modules/protobufjs/src/util/aspromise.js +52 -0
  115. package/node_modules/protobufjs/src/util/base64.d.ts +32 -0
  116. package/node_modules/protobufjs/src/util/base64.js +146 -0
  117. package/node_modules/protobufjs/src/util/codegen.d.ts +31 -0
  118. package/node_modules/protobufjs/src/util/codegen.js +118 -0
  119. package/node_modules/protobufjs/src/util/eventemitter.d.ts +45 -0
  120. package/node_modules/protobufjs/src/util/eventemitter.js +86 -0
  121. package/node_modules/protobufjs/src/util/fetch.d.ts +56 -0
  122. package/node_modules/protobufjs/src/util/fetch.js +112 -0
  123. package/node_modules/protobufjs/src/util/float.d.ts +83 -0
  124. package/node_modules/protobufjs/src/util/float.js +335 -0
  125. package/node_modules/protobufjs/src/util/fs.js +11 -0
  126. package/node_modules/protobufjs/src/util/longbits.js +204 -0
  127. package/node_modules/protobufjs/src/util/minimal.js +511 -0
  128. package/node_modules/protobufjs/src/util/path.d.ts +22 -0
  129. package/node_modules/protobufjs/src/util/path.js +100 -0
  130. package/node_modules/protobufjs/src/util/patterns.js +7 -0
  131. package/node_modules/protobufjs/src/util/pool.d.ts +32 -0
  132. package/node_modules/protobufjs/src/util/pool.js +48 -0
  133. package/node_modules/protobufjs/src/util/utf8.d.ts +24 -0
  134. package/node_modules/protobufjs/src/util/utf8.js +190 -0
  135. package/node_modules/protobufjs/src/util.js +264 -0
  136. package/node_modules/protobufjs/src/verifier.js +185 -0
  137. package/node_modules/protobufjs/src/wrappers.js +106 -0
  138. package/node_modules/protobufjs/src/writer.js +700 -0
  139. package/node_modules/protobufjs/src/writer_buffer.js +100 -0
  140. package/node_modules/protobufjs/tsconfig.json +6 -0
  141. package/node_modules/tardis-dev/LICENSE +373 -0
  142. package/node_modules/tardis-dev/README.md +275 -0
  143. package/node_modules/tardis-dev/dist/apikeyaccessinfo.d.ts +11 -0
  144. package/node_modules/tardis-dev/dist/apikeyaccessinfo.d.ts.map +1 -0
  145. package/node_modules/tardis-dev/dist/apikeyaccessinfo.js +13 -0
  146. package/node_modules/tardis-dev/dist/apikeyaccessinfo.js.map +1 -0
  147. package/node_modules/tardis-dev/dist/binarysplit.d.ts +8 -0
  148. package/node_modules/tardis-dev/dist/binarysplit.d.ts.map +1 -0
  149. package/node_modules/tardis-dev/dist/binarysplit.js +41 -0
  150. package/node_modules/tardis-dev/dist/binarysplit.js.map +1 -0
  151. package/node_modules/tardis-dev/dist/boundedqueue.d.ts +19 -0
  152. package/node_modules/tardis-dev/dist/boundedqueue.d.ts.map +1 -0
  153. package/node_modules/tardis-dev/dist/boundedqueue.js +96 -0
  154. package/node_modules/tardis-dev/dist/boundedqueue.js.map +1 -0
  155. package/node_modules/tardis-dev/dist/clearcache.d.ts +4 -0
  156. package/node_modules/tardis-dev/dist/clearcache.d.ts.map +1 -0
  157. package/node_modules/tardis-dev/dist/clearcache.js +48 -0
  158. package/node_modules/tardis-dev/dist/clearcache.js.map +1 -0
  159. package/node_modules/tardis-dev/dist/combine.d.ts +14 -0
  160. package/node_modules/tardis-dev/dist/combine.d.ts.map +1 -0
  161. package/node_modules/tardis-dev/dist/combine.js +97 -0
  162. package/node_modules/tardis-dev/dist/combine.js.map +1 -0
  163. package/node_modules/tardis-dev/dist/computable/booksnapshot.d.ts +14 -0
  164. package/node_modules/tardis-dev/dist/computable/booksnapshot.d.ts.map +1 -0
  165. package/node_modules/tardis-dev/dist/computable/booksnapshot.js +248 -0
  166. package/node_modules/tardis-dev/dist/computable/booksnapshot.js.map +1 -0
  167. package/node_modules/tardis-dev/dist/computable/computable.d.ts +8 -0
  168. package/node_modules/tardis-dev/dist/computable/computable.d.ts.map +1 -0
  169. package/node_modules/tardis-dev/dist/computable/computable.js +72 -0
  170. package/node_modules/tardis-dev/dist/computable/computable.js.map +1 -0
  171. package/node_modules/tardis-dev/dist/computable/context.d.ts +4 -0
  172. package/node_modules/tardis-dev/dist/computable/context.d.ts.map +1 -0
  173. package/node_modules/tardis-dev/dist/computable/context.js +9 -0
  174. package/node_modules/tardis-dev/dist/computable/context.js.map +1 -0
  175. package/node_modules/tardis-dev/dist/computable/index.d.ts +4 -0
  176. package/node_modules/tardis-dev/dist/computable/index.d.ts.map +1 -0
  177. package/node_modules/tardis-dev/dist/computable/index.js +4 -0
  178. package/node_modules/tardis-dev/dist/computable/index.js.map +1 -0
  179. package/node_modules/tardis-dev/dist/computable/tradebar.d.ts +11 -0
  180. package/node_modules/tardis-dev/dist/computable/tradebar.d.ts.map +1 -0
  181. package/node_modules/tardis-dev/dist/computable/tradebar.js +132 -0
  182. package/node_modules/tardis-dev/dist/computable/tradebar.js.map +1 -0
  183. package/node_modules/tardis-dev/dist/consts.d.ts +66 -0
  184. package/node_modules/tardis-dev/dist/consts.d.ts.map +1 -0
  185. package/node_modules/tardis-dev/dist/consts.js +573 -0
  186. package/node_modules/tardis-dev/dist/consts.js.map +1 -0
  187. package/node_modules/tardis-dev/dist/debug.d.ts +3 -0
  188. package/node_modules/tardis-dev/dist/debug.d.ts.map +1 -0
  189. package/node_modules/tardis-dev/dist/debug.js +3 -0
  190. package/node_modules/tardis-dev/dist/debug.js.map +1 -0
  191. package/node_modules/tardis-dev/dist/downloaddatasets.d.ts +25 -0
  192. package/node_modules/tardis-dev/dist/downloaddatasets.d.ts.map +1 -0
  193. package/node_modules/tardis-dev/dist/downloaddatasets.js +118 -0
  194. package/node_modules/tardis-dev/dist/downloaddatasets.js.map +1 -0
  195. package/node_modules/tardis-dev/dist/exchangedetails.d.ts +91 -0
  196. package/node_modules/tardis-dev/dist/exchangedetails.d.ts.map +1 -0
  197. package/node_modules/tardis-dev/dist/exchangedetails.js +8 -0
  198. package/node_modules/tardis-dev/dist/exchangedetails.js.map +1 -0
  199. package/node_modules/tardis-dev/dist/filter.d.ts +8 -0
  200. package/node_modules/tardis-dev/dist/filter.d.ts.map +1 -0
  201. package/node_modules/tardis-dev/dist/filter.js +51 -0
  202. package/node_modules/tardis-dev/dist/filter.js.map +1 -0
  203. package/node_modules/tardis-dev/dist/foreachconcurrent.d.ts +2 -0
  204. package/node_modules/tardis-dev/dist/foreachconcurrent.d.ts.map +1 -0
  205. package/node_modules/tardis-dev/dist/foreachconcurrent.js +28 -0
  206. package/node_modules/tardis-dev/dist/foreachconcurrent.js.map +1 -0
  207. package/node_modules/tardis-dev/dist/handy.d.ts +102 -0
  208. package/node_modules/tardis-dev/dist/handy.d.ts.map +1 -0
  209. package/node_modules/tardis-dev/dist/handy.js +706 -0
  210. package/node_modules/tardis-dev/dist/handy.js.map +1 -0
  211. package/node_modules/tardis-dev/dist/index.d.ts +17 -0
  212. package/node_modules/tardis-dev/dist/index.d.ts.map +1 -0
  213. package/node_modules/tardis-dev/dist/index.js +17 -0
  214. package/node_modules/tardis-dev/dist/index.js.map +1 -0
  215. package/node_modules/tardis-dev/dist/instrumentinfo.d.ts +105 -0
  216. package/node_modules/tardis-dev/dist/instrumentinfo.d.ts.map +1 -0
  217. package/node_modules/tardis-dev/dist/instrumentinfo.js +59 -0
  218. package/node_modules/tardis-dev/dist/instrumentinfo.js.map +1 -0
  219. package/node_modules/tardis-dev/dist/mappers/ascendex.d.ts +10 -0
  220. package/node_modules/tardis-dev/dist/mappers/ascendex.d.ts.map +1 -0
  221. package/node_modules/tardis-dev/dist/mappers/ascendex.js +146 -0
  222. package/node_modules/tardis-dev/dist/mappers/ascendex.js.map +1 -0
  223. package/node_modules/tardis-dev/dist/mappers/binance.d.ts +32 -0
  224. package/node_modules/tardis-dev/dist/mappers/binance.d.ts.map +1 -0
  225. package/node_modules/tardis-dev/dist/mappers/binance.js +420 -0
  226. package/node_modules/tardis-dev/dist/mappers/binance.js.map +1 -0
  227. package/node_modules/tardis-dev/dist/mappers/binancedex.d.ts +9 -0
  228. package/node_modules/tardis-dev/dist/mappers/binancedex.d.ts.map +1 -0
  229. package/node_modules/tardis-dev/dist/mappers/binancedex.js +120 -0
  230. package/node_modules/tardis-dev/dist/mappers/binancedex.js.map +1 -0
  231. package/node_modules/tardis-dev/dist/mappers/binanceeuropeanoptions.d.ts +10 -0
  232. package/node_modules/tardis-dev/dist/mappers/binanceeuropeanoptions.d.ts.map +1 -0
  233. package/node_modules/tardis-dev/dist/mappers/binanceeuropeanoptions.js +389 -0
  234. package/node_modules/tardis-dev/dist/mappers/binanceeuropeanoptions.js.map +1 -0
  235. package/node_modules/tardis-dev/dist/mappers/bitfinex.d.ts +16 -0
  236. package/node_modules/tardis-dev/dist/mappers/bitfinex.d.ts.map +1 -0
  237. package/node_modules/tardis-dev/dist/mappers/bitfinex.js +352 -0
  238. package/node_modules/tardis-dev/dist/mappers/bitfinex.js.map +1 -0
  239. package/node_modules/tardis-dev/dist/mappers/bitflyer.d.ts +9 -0
  240. package/node_modules/tardis-dev/dist/mappers/bitflyer.d.ts.map +1 -0
  241. package/node_modules/tardis-dev/dist/mappers/bitflyer.js +121 -0
  242. package/node_modules/tardis-dev/dist/mappers/bitflyer.js.map +1 -0
  243. package/node_modules/tardis-dev/dist/mappers/bitget.d.ts +16 -0
  244. package/node_modules/tardis-dev/dist/mappers/bitget.d.ts.map +1 -0
  245. package/node_modules/tardis-dev/dist/mappers/bitget.js +335 -0
  246. package/node_modules/tardis-dev/dist/mappers/bitget.js.map +1 -0
  247. package/node_modules/tardis-dev/dist/mappers/bitmex.d.ts +11 -0
  248. package/node_modules/tardis-dev/dist/mappers/bitmex.d.ts.map +1 -0
  249. package/node_modules/tardis-dev/dist/mappers/bitmex.js +248 -0
  250. package/node_modules/tardis-dev/dist/mappers/bitmex.js.map +1 -0
  251. package/node_modules/tardis-dev/dist/mappers/bitnomial.d.ts +8 -0
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  254. package/node_modules/tardis-dev/dist/mappers/bitnomial.js.map +1 -0
  255. package/node_modules/tardis-dev/dist/mappers/bitstamp.d.ts +8 -0
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  257. package/node_modules/tardis-dev/dist/mappers/bitstamp.js +151 -0
  258. package/node_modules/tardis-dev/dist/mappers/bitstamp.js.map +1 -0
  259. package/node_modules/tardis-dev/dist/mappers/blockchaincom.d.ts +8 -0
  260. package/node_modules/tardis-dev/dist/mappers/blockchaincom.d.ts.map +1 -0
  261. package/node_modules/tardis-dev/dist/mappers/blockchaincom.js +65 -0
  262. package/node_modules/tardis-dev/dist/mappers/blockchaincom.js.map +1 -0
  263. package/node_modules/tardis-dev/dist/mappers/bullish.d.ts +11 -0
  264. package/node_modules/tardis-dev/dist/mappers/bullish.d.ts.map +1 -0
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  266. package/node_modules/tardis-dev/dist/mappers/bullish.js.map +1 -0
  267. package/node_modules/tardis-dev/dist/mappers/bybit.d.ts +66 -0
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  270. package/node_modules/tardis-dev/dist/mappers/bybit.js.map +1 -0
  271. package/node_modules/tardis-dev/dist/mappers/bybitspot.d.ts +96 -0
  272. package/node_modules/tardis-dev/dist/mappers/bybitspot.d.ts.map +1 -0
  273. package/node_modules/tardis-dev/dist/mappers/bybitspot.js +99 -0
  274. package/node_modules/tardis-dev/dist/mappers/bybitspot.js.map +1 -0
  275. package/node_modules/tardis-dev/dist/mappers/coinbase.d.ts +9 -0
  276. package/node_modules/tardis-dev/dist/mappers/coinbase.d.ts.map +1 -0
  277. package/node_modules/tardis-dev/dist/mappers/coinbase.js +176 -0
  278. package/node_modules/tardis-dev/dist/mappers/coinbase.js.map +1 -0
  279. package/node_modules/tardis-dev/dist/mappers/coinbaseinternational.d.ts +10 -0
  280. package/node_modules/tardis-dev/dist/mappers/coinbaseinternational.d.ts.map +1 -0
  281. package/node_modules/tardis-dev/dist/mappers/coinbaseinternational.js +210 -0
  282. package/node_modules/tardis-dev/dist/mappers/coinbaseinternational.js.map +1 -0
  283. package/node_modules/tardis-dev/dist/mappers/coinflex.d.ts +9 -0
  284. package/node_modules/tardis-dev/dist/mappers/coinflex.d.ts.map +1 -0
  285. package/node_modules/tardis-dev/dist/mappers/coinflex.js +111 -0
  286. package/node_modules/tardis-dev/dist/mappers/coinflex.js.map +1 -0
  287. package/node_modules/tardis-dev/dist/mappers/cryptocom.d.ts +25 -0
  288. package/node_modules/tardis-dev/dist/mappers/cryptocom.d.ts.map +1 -0
  289. package/node_modules/tardis-dev/dist/mappers/cryptocom.js +219 -0
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+ {"version":3,"file":"kucoinfutures.d.ts","sourceRoot":"","sources":["../../src/mappers/kucoinfutures.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAI7E,eAAO,MAAM,oBAAoB;;;;;;;CAQ/B,CAAA"}
@@ -0,0 +1,302 @@
1
+ import { debug } from "../debug.js";
2
+ import { asNonZeroNumberOrUndefined, CircularBuffer, upperCaseSymbols } from "../handy.js";
3
+ import { PendingTickerInfoHelper } from "./mapper.js";
4
+ import { exchangeMappers, isRealTime } from "./registry.js";
5
+ export const kucoinFuturesMappers = exchangeMappers({
6
+ 'kucoin-futures': {
7
+ trades: () => new KucoinFuturesTradesMapper(),
8
+ bookChanges: (localTimestamp) => new KucoinFuturesBookChangeMapper({ ignoreBookSnapshotOverlapError: isRealTime(localTimestamp) === false }),
9
+ derivativeTickers: () => new KucoinFuturesDerivativeTickerMapper(),
10
+ bookTickers: () => new KucoinFuturesBookTickerMapper()
11
+ }
12
+ });
13
+ class KucoinFuturesTradesMapper {
14
+ canHandle(message) {
15
+ return message.type === 'message' && message.topic.startsWith('/contractMarket/execution');
16
+ }
17
+ getFilters(symbols) {
18
+ symbols = upperCaseSymbols(symbols);
19
+ return [
20
+ {
21
+ channel: 'contractMarket/execution',
22
+ symbols
23
+ }
24
+ ];
25
+ }
26
+ *map(message, localTimestamp) {
27
+ const kucoinTrade = message.data;
28
+ const timestamp = new Date(kucoinTrade.ts / 1000000);
29
+ yield {
30
+ type: 'trade',
31
+ symbol: kucoinTrade.symbol,
32
+ exchange: 'kucoin-futures',
33
+ id: kucoinTrade.tradeId,
34
+ price: Number(kucoinTrade.price),
35
+ amount: Number(kucoinTrade.size),
36
+ side: kucoinTrade.side === 'sell' ? 'sell' : 'buy',
37
+ timestamp,
38
+ localTimestamp
39
+ };
40
+ }
41
+ }
42
+ class KucoinFuturesBookChangeMapper {
43
+ symbolToDepthInfoMapping = {};
44
+ ignoreBookSnapshotOverlapError;
45
+ constructor({ ignoreBookSnapshotOverlapError }) {
46
+ this.ignoreBookSnapshotOverlapError = ignoreBookSnapshotOverlapError;
47
+ }
48
+ canHandle(message) {
49
+ return message.type === 'message' && message.topic.startsWith('/contractMarket/level2');
50
+ }
51
+ getFilters(symbols) {
52
+ symbols = upperCaseSymbols(symbols);
53
+ return [
54
+ {
55
+ channel: 'contractMarket/level2',
56
+ symbols
57
+ },
58
+ {
59
+ channel: 'contractMarket/level2Snapshot',
60
+ symbols
61
+ }
62
+ ];
63
+ }
64
+ *map(message, localTimestamp) {
65
+ const symbol = message.topic.split(':')[1];
66
+ if (this.symbolToDepthInfoMapping[symbol] === undefined) {
67
+ this.symbolToDepthInfoMapping[symbol] = {
68
+ bufferedUpdates: new CircularBuffer(2000)
69
+ };
70
+ }
71
+ const symbolDepthInfo = this.symbolToDepthInfoMapping[symbol];
72
+ const snapshotAlreadyProcessed = symbolDepthInfo.snapshotProcessed;
73
+ // first check if received message is snapshot and process it as such if it is
74
+ if (message.subject === 'level2Snapshot') {
75
+ // if we've already received 'manual' snapshot, ignore if there is another one
76
+ if (snapshotAlreadyProcessed) {
77
+ return;
78
+ }
79
+ // produce snapshot book_change
80
+ const kucoinSnapshotData = message.data;
81
+ if (!message.data) {
82
+ return;
83
+ }
84
+ if (!kucoinSnapshotData.asks) {
85
+ kucoinSnapshotData.asks = [];
86
+ }
87
+ if (!kucoinSnapshotData.bids) {
88
+ kucoinSnapshotData.bids = [];
89
+ }
90
+ // mark given symbol depth info that has snapshot processed
91
+ symbolDepthInfo.lastUpdateId = Number(kucoinSnapshotData.sequence);
92
+ symbolDepthInfo.snapshotProcessed = true;
93
+ // if there were any depth updates buffered, let's process those by adding to or updating the initial snapshot
94
+ for (const update of symbolDepthInfo.bufferedUpdates.items()) {
95
+ const bookChange = this.mapBookDepthUpdate(update, localTimestamp);
96
+ if (bookChange !== undefined) {
97
+ const mappedChange = this.mapChange(update.data.change);
98
+ if (mappedChange.price == 0) {
99
+ continue;
100
+ }
101
+ const matchingSide = mappedChange.isBid ? kucoinSnapshotData.bids : kucoinSnapshotData.asks;
102
+ const matchingLevel = matchingSide.find((b) => b[0] === mappedChange.price);
103
+ if (matchingLevel !== undefined) {
104
+ // remove empty level from snapshot
105
+ if (mappedChange.amount === 0) {
106
+ const index = matchingSide.findIndex((b) => b[0] === mappedChange.price);
107
+ if (index > -1) {
108
+ matchingSide.splice(index, 1);
109
+ }
110
+ }
111
+ else {
112
+ matchingLevel[1] = mappedChange.amount;
113
+ }
114
+ }
115
+ else if (mappedChange.amount != 0) {
116
+ matchingSide.push([mappedChange.price, mappedChange.amount]);
117
+ }
118
+ }
119
+ }
120
+ // remove all buffered updates
121
+ symbolDepthInfo.bufferedUpdates.clear();
122
+ const bookChange = {
123
+ type: 'book_change',
124
+ symbol,
125
+ exchange: 'kucoin-futures',
126
+ isSnapshot: true,
127
+ bids: kucoinSnapshotData.bids.map(this.mapBookLevel),
128
+ asks: kucoinSnapshotData.asks.map(this.mapBookLevel),
129
+ timestamp: localTimestamp,
130
+ localTimestamp
131
+ };
132
+ yield bookChange;
133
+ }
134
+ else if (snapshotAlreadyProcessed) {
135
+ // snapshot was already processed let's map the message as normal book_change
136
+ const bookChange = this.mapBookDepthUpdate(message, localTimestamp);
137
+ if (bookChange !== undefined) {
138
+ yield bookChange;
139
+ }
140
+ }
141
+ else {
142
+ symbolDepthInfo.bufferedUpdates.append(message);
143
+ }
144
+ }
145
+ mapBookDepthUpdate(l2UpdateMessage, localTimestamp) {
146
+ // we can safely assume here that depthContext and lastUpdateId aren't null here as this is method only works
147
+ // when we've already processed the snapshot
148
+ const symbol = l2UpdateMessage.topic.split(':')[1];
149
+ const depthContext = this.symbolToDepthInfoMapping[symbol];
150
+ const lastUpdateId = depthContext.lastUpdateId;
151
+ // Drop any event where sequence is <= lastUpdateId in the snapshot
152
+ if (l2UpdateMessage.data.sequence <= lastUpdateId) {
153
+ return;
154
+ }
155
+ // The first processed event should have sequence>lastUpdateId
156
+ if (!depthContext.validatedFirstUpdate) {
157
+ // if there is new instrument added it can have empty book at first and that's normal
158
+ const bookSnapshotIsEmpty = lastUpdateId == -1 || lastUpdateId == 0;
159
+ if (l2UpdateMessage.data.sequence === lastUpdateId + 1 || bookSnapshotIsEmpty) {
160
+ depthContext.validatedFirstUpdate = true;
161
+ }
162
+ else {
163
+ const message = `Book depth snapshot has no overlap with first update, update ${JSON.stringify(l2UpdateMessage)}, lastUpdateId: ${lastUpdateId}, exchange kucoin-futures`;
164
+ if (this.ignoreBookSnapshotOverlapError) {
165
+ depthContext.validatedFirstUpdate = true;
166
+ debug(message);
167
+ }
168
+ else {
169
+ throw new Error(message);
170
+ }
171
+ }
172
+ }
173
+ const change = this.mapChange(l2UpdateMessage.data.change);
174
+ return {
175
+ type: 'book_change',
176
+ symbol: symbol,
177
+ exchange: 'kucoin-futures',
178
+ isSnapshot: false,
179
+ bids: change.isBid
180
+ ? [
181
+ {
182
+ price: change.price,
183
+ amount: change.amount
184
+ }
185
+ ]
186
+ : [],
187
+ asks: change.isBid === false
188
+ ? [
189
+ {
190
+ price: change.price,
191
+ amount: change.amount
192
+ }
193
+ ]
194
+ : [],
195
+ timestamp: new Date(l2UpdateMessage.data.timestamp),
196
+ localTimestamp: localTimestamp
197
+ };
198
+ }
199
+ mapBookLevel(level) {
200
+ return { price: level[0], amount: level[1] };
201
+ }
202
+ mapChange(change) {
203
+ const parts = change.split(',');
204
+ const isBid = parts[1] === 'buy';
205
+ const price = Number(parts[0]);
206
+ const amount = Number(parts[2]);
207
+ return { isBid, price, amount };
208
+ }
209
+ }
210
+ class KucoinFuturesBookTickerMapper {
211
+ canHandle(message) {
212
+ return message.type === 'message' && message.topic.startsWith('/contractMarket/tickerV2');
213
+ }
214
+ getFilters(symbols) {
215
+ symbols = upperCaseSymbols(symbols);
216
+ return [
217
+ {
218
+ channel: 'contractMarket/tickerV2',
219
+ symbols
220
+ }
221
+ ];
222
+ }
223
+ *map(message, localTimestamp) {
224
+ const symbol = message.topic.split(':')[1];
225
+ const bookTicker = {
226
+ type: 'book_ticker',
227
+ symbol,
228
+ exchange: 'kucoin-futures',
229
+ askAmount: message.data.bestAskSize !== undefined && message.data.bestAskSize !== null ? message.data.bestAskSize : undefined,
230
+ askPrice: message.data.bestAskPrice !== undefined && message.data.bestAskPrice !== null ? Number(message.data.bestAskPrice) : undefined,
231
+ bidPrice: message.data.bestBidPrice !== undefined && message.data.bestBidPrice !== null ? Number(message.data.bestBidPrice) : undefined,
232
+ bidAmount: message.data.bestBidSize !== undefined && message.data.bestBidSize !== null ? message.data.bestBidSize : undefined,
233
+ timestamp: new Date(message.data.ts / 1000000),
234
+ localTimestamp: localTimestamp
235
+ };
236
+ yield bookTicker;
237
+ }
238
+ }
239
+ class KucoinFuturesDerivativeTickerMapper {
240
+ pendingTickerInfoHelper = new PendingTickerInfoHelper();
241
+ _lastPrices = new Map();
242
+ _openInterests = new Map();
243
+ canHandle(message) {
244
+ return (message.type === 'message' &&
245
+ (message.topic.startsWith('/contract/instrument') ||
246
+ message.topic.startsWith('/contractMarket/execution') ||
247
+ message.topic.startsWith('/contract/details')));
248
+ }
249
+ getFilters(symbols) {
250
+ symbols = upperCaseSymbols(symbols);
251
+ return [
252
+ {
253
+ channel: 'contract/instrument',
254
+ symbols
255
+ },
256
+ {
257
+ channel: 'contractMarket/execution',
258
+ symbols
259
+ },
260
+ {
261
+ channel: 'contract/details',
262
+ symbols
263
+ }
264
+ ];
265
+ }
266
+ *map(message, localTimestamp) {
267
+ const symbol = message.topic.split(':')[1];
268
+ const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(symbol, 'kucoin-futures');
269
+ if (message.subject === 'match') {
270
+ this._lastPrices.set(symbol, Number(message.data.price));
271
+ return;
272
+ }
273
+ if (message.subject === 'contractDetails') {
274
+ const openInterestValue = asNonZeroNumberOrUndefined(message.data.openInterest);
275
+ if (openInterestValue === undefined) {
276
+ return;
277
+ }
278
+ this._openInterests.set(symbol, openInterestValue);
279
+ return;
280
+ }
281
+ const lastPrice = this._lastPrices.get(symbol);
282
+ const openInterest = this._openInterests.get(symbol);
283
+ if (message.subject === 'mark.index.price') {
284
+ pendingTickerInfo.updateIndexPrice(message.data.indexPrice);
285
+ pendingTickerInfo.updateMarkPrice(message.data.markPrice);
286
+ }
287
+ if (message.subject === 'funding.rate') {
288
+ pendingTickerInfo.updateTimestamp(new Date(message.data.timestamp));
289
+ pendingTickerInfo.updateFundingRate(message.data.fundingRate);
290
+ }
291
+ if (lastPrice !== undefined) {
292
+ pendingTickerInfo.updateLastPrice(lastPrice);
293
+ }
294
+ if (openInterest !== undefined) {
295
+ pendingTickerInfo.updateOpenInterest(openInterest);
296
+ }
297
+ if (pendingTickerInfo.hasChanged()) {
298
+ yield pendingTickerInfo.getSnapshot(localTimestamp);
299
+ }
300
+ }
301
+ }
302
+ //# sourceMappingURL=kucoinfutures.js.map
@@ -0,0 +1 @@
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+ 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@@ -0,0 +1,11 @@
1
+ import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts';
2
+ export declare const lighterMappers: {
3
+ lighter: {
4
+ trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
5
+ bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
6
+ derivativeTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", DerivativeTicker>;
7
+ 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>;
8
+ 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>;
9
+ };
10
+ };
11
+ //# sourceMappingURL=lighter.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"lighter.d.ts","sourceRoot":"","sources":["../../src/mappers/lighter.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAI1F,eAAO,MAAM,cAAc;;;;;;;;CAQzB,CAAA"}
@@ -0,0 +1,186 @@
1
+ import { asNonZeroNumberOrUndefined } from "../handy.js";
2
+ import { PendingTickerInfoHelper } from "./mapper.js";
3
+ import { exchangeMappers } from "./registry.js";
4
+ export const lighterMappers = exchangeMappers({
5
+ lighter: {
6
+ trades: () => new LighterTradesMapper(),
7
+ bookChanges: () => new LighterBookChangeMapper(),
8
+ derivativeTickers: () => new LighterDerivativeTickerMapper(),
9
+ liquidations: () => new LighterLiquidationMapper(),
10
+ bookTickers: () => new LighterBookTickerMapper()
11
+ }
12
+ });
13
+ function parseChannelMarketId(channel) {
14
+ const colonIndex = channel.indexOf(':');
15
+ if (colonIndex < 0) {
16
+ return undefined;
17
+ }
18
+ const suffix = channel.slice(colonIndex + 1);
19
+ if (suffix === 'all') {
20
+ return undefined;
21
+ }
22
+ return suffix;
23
+ }
24
+ class LighterTradesMapper {
25
+ canHandle(message) {
26
+ return message.type === 'update/trade';
27
+ }
28
+ getFilters(symbols) {
29
+ return [
30
+ {
31
+ channel: 'trade',
32
+ symbols
33
+ }
34
+ ];
35
+ }
36
+ *map(message, localTimestamp) {
37
+ for (const trade of message.trades) {
38
+ yield {
39
+ type: 'trade',
40
+ symbol: trade.market_id.toString(),
41
+ exchange: 'lighter',
42
+ id: trade.trade_id_str,
43
+ price: Number(trade.price),
44
+ amount: Number(trade.size),
45
+ side: trade.is_maker_ask ? 'buy' : 'sell',
46
+ timestamp: new Date(trade.timestamp),
47
+ localTimestamp
48
+ };
49
+ }
50
+ }
51
+ }
52
+ class LighterLiquidationMapper {
53
+ canHandle(message) {
54
+ return message.type === 'update/trade';
55
+ }
56
+ getFilters(symbols) {
57
+ return [
58
+ {
59
+ channel: 'trade',
60
+ symbols
61
+ }
62
+ ];
63
+ }
64
+ *map(message, localTimestamp) {
65
+ if (!Array.isArray(message.liquidation_trades)) {
66
+ return;
67
+ }
68
+ for (const trade of message.liquidation_trades) {
69
+ if (trade.type !== 'liquidation') {
70
+ continue;
71
+ }
72
+ yield {
73
+ type: 'liquidation',
74
+ symbol: trade.market_id.toString(),
75
+ exchange: 'lighter',
76
+ id: trade.trade_id_str,
77
+ price: Number(trade.price),
78
+ amount: Number(trade.size),
79
+ side: trade.is_maker_ask ? 'buy' : 'sell',
80
+ timestamp: new Date(trade.timestamp),
81
+ localTimestamp
82
+ };
83
+ }
84
+ }
85
+ }
86
+ class LighterBookChangeMapper {
87
+ canHandle(message) {
88
+ return message.type === 'subscribed/order_book' || message.type === 'update/order_book';
89
+ }
90
+ getFilters(symbols) {
91
+ return [
92
+ {
93
+ channel: 'order_book',
94
+ symbols
95
+ }
96
+ ];
97
+ }
98
+ *map(message, localTimestamp) {
99
+ const symbol = parseChannelMarketId(message.channel);
100
+ if (symbol === undefined)
101
+ return;
102
+ yield {
103
+ type: 'book_change',
104
+ symbol,
105
+ exchange: 'lighter',
106
+ isSnapshot: message.type === 'subscribed/order_book',
107
+ bids: message.order_book.bids.map(this.mapLevel),
108
+ asks: message.order_book.asks.map(this.mapLevel),
109
+ timestamp: new Date(message.timestamp),
110
+ localTimestamp
111
+ };
112
+ }
113
+ mapLevel(level) {
114
+ return {
115
+ price: Number(level.price),
116
+ amount: Number(level.size)
117
+ };
118
+ }
119
+ }
120
+ class LighterBookTickerMapper {
121
+ canHandle(message) {
122
+ return message.type === 'update/ticker';
123
+ }
124
+ getFilters(symbols) {
125
+ return [
126
+ {
127
+ channel: 'ticker',
128
+ symbols
129
+ }
130
+ ];
131
+ }
132
+ *map(message, localTimestamp) {
133
+ const symbol = parseChannelMarketId(message.channel);
134
+ if (symbol === undefined)
135
+ return;
136
+ yield {
137
+ type: 'book_ticker',
138
+ symbol,
139
+ exchange: 'lighter',
140
+ askAmount: asNonZeroNumberOrUndefined(message.ticker?.a?.size),
141
+ askPrice: asNonZeroNumberOrUndefined(message.ticker?.a?.price),
142
+ bidPrice: asNonZeroNumberOrUndefined(message.ticker?.b?.price),
143
+ bidAmount: asNonZeroNumberOrUndefined(message.ticker?.b?.size),
144
+ timestamp: new Date(message.timestamp),
145
+ localTimestamp
146
+ };
147
+ }
148
+ }
149
+ class LighterDerivativeTickerMapper {
150
+ pendingTickerInfoHelper = new PendingTickerInfoHelper();
151
+ canHandle(message) {
152
+ return message.type === 'update/market_stats';
153
+ }
154
+ getFilters(_symbols) {
155
+ return [
156
+ {
157
+ channel: 'market_stats',
158
+ symbols: []
159
+ }
160
+ ];
161
+ }
162
+ *map(message, localTimestamp) {
163
+ for (const entry of this.iterateMarketStats(message)) {
164
+ const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(entry.market_id.toString(), 'lighter');
165
+ pendingTickerInfo.updateMarkPrice(Number(entry.mark_price));
166
+ pendingTickerInfo.updateIndexPrice(Number(entry.index_price));
167
+ pendingTickerInfo.updateFundingRate(Number(entry.current_funding_rate));
168
+ pendingTickerInfo.updateLastPrice(Number(entry.last_trade_price));
169
+ pendingTickerInfo.updateOpenInterest(Number(entry.open_interest));
170
+ if (pendingTickerInfo.hasChanged()) {
171
+ pendingTickerInfo.updateTimestamp(new Date(message.timestamp));
172
+ yield pendingTickerInfo.getSnapshot(localTimestamp);
173
+ }
174
+ }
175
+ }
176
+ *iterateMarketStats(message) {
177
+ if (message.channel === 'market_stats:all') {
178
+ for (const key of Object.keys(message.market_stats)) {
179
+ yield message.market_stats[key];
180
+ }
181
+ return;
182
+ }
183
+ yield message.market_stats;
184
+ }
185
+ }
186
+ //# sourceMappingURL=lighter.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,32 @@
1
+ import { DerivativeTicker, Exchange, FilterForExchange, NormalizedData } from '../types.ts';
2
+ export type Mapper<T extends Exchange, U extends NormalizedData> = {
3
+ canHandle: (message: any) => boolean;
4
+ map(message: any, localTimestamp: Date): IterableIterator<U> | undefined;
5
+ getFilters: (symbols?: string[]) => FilterForExchange[T][];
6
+ };
7
+ export type MapperFactory<T extends Exchange, U extends NormalizedData> = ((exchange: T, localTimestamp: Date) => Mapper<T, U>) & {
8
+ getSwitchDates?: (exchange: T) => readonly Date[];
9
+ };
10
+ export declare class PendingTickerInfoHelper {
11
+ private readonly _pendingTickers;
12
+ getPendingTickerInfo(symbol: string, exchange: Exchange): PendingDerivativeTickerInfo;
13
+ hasPendingTickerInfo(symbol: string): boolean;
14
+ }
15
+ declare class PendingDerivativeTickerInfo {
16
+ private _pendingTicker;
17
+ private _hasChanged;
18
+ constructor(symbol: string, exchange: Exchange);
19
+ getCurrentFundingTimestamp(): Date | undefined;
20
+ updateOpenInterest(openInterest: number | undefined | null): void;
21
+ updateMarkPrice(markPrice: number | undefined | null): void;
22
+ updateFundingRate(fundingRate: number | undefined | null): void;
23
+ updatePredictedFundingRate(predictedFundingRate: number | undefined | null): void;
24
+ updateFundingTimestamp(fundingTimestamp: Date | undefined | null): void;
25
+ updateIndexPrice(indexPrice: number | undefined | null): void;
26
+ updateLastPrice(lastPrice: number | undefined | null): void;
27
+ updateTimestamp(timestamp: Date): void;
28
+ hasChanged(): boolean;
29
+ getSnapshot(localTimestamp: Date): DerivativeTicker;
30
+ }
31
+ export {};
32
+ //# sourceMappingURL=mapper.d.ts.map
@@ -0,0 +1 @@
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