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/realtimefeeds/bitmex.ts +42 -0
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- package/node_modules/tardis-dev/src/realtimefeeds/cryptocom.ts +49 -0
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- package/node_modules/tardis-dev/src/realtimefeeds/huobi.ts +435 -0
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- package/node_modules/tardis-dev/src/realtimefeeds/kraken.ts +48 -0
- package/node_modules/tardis-dev/src/realtimefeeds/kucoin.ts +80 -0
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- package/node_modules/tardis-dev/src/realtimefeeds/lighter.ts +31 -0
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- package/node_modules/tardis-dev/src/realtimefeeds/mexcfutures.ts +269 -0
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- package/src/tardismachine.ts +15 -7
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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"}
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import { debug } from "../debug.js";
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import { asNonZeroNumberOrUndefined, CircularBuffer, upperCaseSymbols } from "../handy.js";
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import { PendingTickerInfoHelper } from "./mapper.js";
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import { exchangeMappers, isRealTime } from "./registry.js";
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export const kucoinFuturesMappers = exchangeMappers({
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'kucoin-futures': {
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trades: () => new KucoinFuturesTradesMapper(),
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bookChanges: (localTimestamp) => new KucoinFuturesBookChangeMapper({ ignoreBookSnapshotOverlapError: isRealTime(localTimestamp) === false }),
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derivativeTickers: () => new KucoinFuturesDerivativeTickerMapper(),
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bookTickers: () => new KucoinFuturesBookTickerMapper()
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}
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});
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class KucoinFuturesTradesMapper {
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canHandle(message) {
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return message.type === 'message' && message.topic.startsWith('/contractMarket/execution');
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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return [
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{
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channel: 'contractMarket/execution',
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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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const kucoinTrade = message.data;
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const timestamp = new Date(kucoinTrade.ts / 1000000);
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yield {
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type: 'trade',
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symbol: kucoinTrade.symbol,
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exchange: 'kucoin-futures',
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id: kucoinTrade.tradeId,
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price: Number(kucoinTrade.price),
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amount: Number(kucoinTrade.size),
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side: kucoinTrade.side === 'sell' ? 'sell' : 'buy',
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timestamp,
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localTimestamp
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};
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}
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}
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class KucoinFuturesBookChangeMapper {
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symbolToDepthInfoMapping = {};
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ignoreBookSnapshotOverlapError;
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constructor({ ignoreBookSnapshotOverlapError }) {
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this.ignoreBookSnapshotOverlapError = ignoreBookSnapshotOverlapError;
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}
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canHandle(message) {
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return message.type === 'message' && message.topic.startsWith('/contractMarket/level2');
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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return [
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{
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channel: 'contractMarket/level2',
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symbols
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},
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+
{
|
|
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 @@
|
|
|
1
|
+
{"version":3,"file":"kucoinfutures.js","sourceRoot":"","sources":["../../src/mappers/kucoinfutures.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AACnC,OAAO,EAAE,0BAA0B,EAAE,cAAc,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAE1F,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,UAAU,EAAE,MAAM,eAAe,CAAA;AAE3D,MAAM,CAAC,MAAM,oBAAoB,GAAG,eAAe,CAAC;IAClD,gBAAgB,EAAE;QAChB,MAAM,EAAE,GAAG,EAAE,CAAC,IAAI,yBAAyB,EAAE;QAC7C,WAAW,EAAE,CAAC,cAAc,EAAE,EAAE,CAC9B,IAAI,6BAA6B,CAAC,EAAE,8BAA8B,EAAE,UAAU,CAAC,cAAc,CAAC,KAAK,KAAK,EAAE,CAAC;QAC7G,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,mCAAmC,EAAE;QAClE,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,6BAA6B,EAAE;KACvD;CACF,CAAC,CAAA;AAEF,MAAM,yBAAyB;IAC7B,SAAS,CAAC,OAAkC;QAC1C,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,2BAA2B,CAAC,CAAA;IAC5F,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,0BAA0B;gBACnC,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkC,EAAE,cAAoB;QAC3D,MAAM,WAAW,GAAG,OAAO,CAAC,IAAI,CAAA;QAEhC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,WAAW,CAAC,EAAE,GAAG,OAAO,CAAC,CAAA;QAEpD,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,WAAW,CAAC,MAAM;YAC1B,QAAQ,EAAE,gBAAgB;YAC1B,EAAE,EAAE,WAAW,CAAC,OAAO;YACvB,KAAK,EAAE,MAAM,CAAC,WAAW,CAAC,KAAK,CAAC;YAChC,MAAM,EAAE,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC;YAChC,IAAI,EAAE,WAAW,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;YAClD,SAAS;YACT,cAAc;SACf,CAAA;IACH,CAAC;CACF;AAED,MAAM,6BAA6B;IACd,wBAAwB,GAEvC,EAAE,CAAA;IAEW,8BAA8B,CAAS;IAExD,YAAY,EAAE,8BAA8B,EAA+C;QACzF,IAAI,CAAC,8BAA8B,GAAG,8BAA8B,CAAA;IACtE,CAAC;IAED,SAAS,CAAC,OAA8E;QACtF,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,wBAAwB,CAAC,CAAA;IACzF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QACnC,OAAO;YACL;gBACE,OAAO,EAAE,uBAAuB;gBAChC,OAAO;aACC;YACV;gBACE,OAAO,EAAE,+BAA+B;gBACxC,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA8E,EAAE,cAAoB;QACvG,MAAM,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;QAE1C,IAAI,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,KAAK,SAAS,EAAE,CAAC;YACxD,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,GAAG;gBACtC,eAAe,EAAE,IAAI,cAAc,CAAmC,IAAI,CAAC;aAC5E,CAAA;QACH,CAAC;QAED,MAAM,eAAe,GAAG,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,CAAA;QAC7D,MAAM,wBAAwB,GAAG,eAAe,CAAC,iBAAiB,CAAA;QAElE,8EAA8E;QAC9E,IAAI,OAAO,CAAC,OAAO,KAAK,gBAAgB,EAAE,CAAC;YACzC,8EAA8E;YAC9E,IAAI,wBAAwB,EAAE,CAAC;gBAC7B,OAAM;YACR,CAAC;YACD,+BAA+B;YAC/B,MAAM,kBAAkB,GAAG,OAAO,CAAC,IAAI,CAAA;YAEvC,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE,CAAC;gBAClB,OAAM;YACR,CAAC;YAED,IAAI,CAAC,kBAAkB,CAAC,IAAI,EAAE,CAAC;gBAC7B,kBAAkB,CAAC,IAAI,GAAG,EAAE,CAAA;YAC9B,CAAC;YACD,IAAI,CAAC,kBAAkB,CAAC,IAAI,EAAE,CAAC;gBAC7B,kBAAkB,CAAC,IAAI,GAAG,EAAE,CAAA;YAC9B,CAAC;YAED,4DAA4D;YAC5D,eAAe,CAAC,YAAY,GAAG,MAAM,CAAC,kBAAkB,CAAC,QAAQ,CAAC,CAAA;YAClE,eAAe,CAAC,iBAAiB,GAAG,IAAI,CAAA;YAExC,8GAA8G;YAC9G,KAAK,MAAM,MAAM,IAAI,eAAe,CAAC,eAAe,CAAC,KAAK,EAAE,EAAE,CAAC;gBAC7D,MAAM,UAAU,GAAG,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,cAAc,CAAC,CAAA;gBAElE,IAAI,UAAU,KAAK,SAAS,EAAE,CAAC;oBAC7B,MAAM,YAAY,GAAG,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;oBACvD,IAAI,YAAY,CAAC,KAAK,IAAI,CAAC,EAAE,CAAC;wBAC5B,SAAQ;oBACV,CAAC;oBAED,MAAM,YAAY,GAAG,YAAY,CAAC,KAAK,CAAC,CAAC,CAAC,kBAAkB,CAAC,IAAI,CAAC,CAAC,CAAC,kBAAkB,CAAC,IAAI,CAAA;oBAC3F,MAAM,aAAa,GAAG,YAAY,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,YAAY,CAAC,KAAK,CAAC,CAAA;oBAE3E,IAAI,aAAa,KAAK,SAAS,EAAE,CAAC;wBAChC,mCAAmC;wBACnC,IAAI,YAAY,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;4BAC9B,MAAM,KAAK,GAAG,YAAY,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,YAAY,CAAC,KAAK,CAAC,CAAA;4BACxE,IAAI,KAAK,GAAG,CAAC,CAAC,EAAE,CAAC;gCACf,YAAY,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC,CAAA;4BAC/B,CAAC;wBACH,CAAC;6BAAM,CAAC;4BACN,aAAa,CAAC,CAAC,CAAC,GAAG,YAAY,CAAC,MAAM,CAAA;wBACxC,CAAC;oBACH,CAAC;yBAAM,IAAI,YAAY,CAAC,MAAM,IAAI,CAAC,EAAE,CAAC;wBACpC,YAAY,CAAC,IAAI,CAAC,CAAC,YAAY,CAAC,KAAK,EAAE,YAAY,CAAC,MAAM,CAAC,CAAC,CAAA;oBAC9D,CAAC;gBACH,CAAC;YACH,CAAC;YAED,8BAA8B;YAC9B,eAAe,CAAC,eAAe,CAAC,KAAK,EAAE,CAAA;YAEvC,MAAM,UAAU,GAAe;gBAC7B,IAAI,EAAE,aAAa;gBACnB,MAAM;gBACN,QAAQ,EAAE,gBAAgB;gBAC1B,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,kBAAkB,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;gBACpD,IAAI,EAAE,kBAAkB,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;gBACpD,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;YAED,MAAM,UAAU,CAAA;QAClB,CAAC;aAAM,IAAI,wBAAwB,EAAE,CAAC;YACpC,6EAA6E;YAC7E,MAAM,UAAU,GAAG,IAAI,CAAC,kBAAkB,CAAC,OAAO,EAAE,cAAc,CAAC,CAAA;YACnE,IAAI,UAAU,KAAK,SAAS,EAAE,CAAC;gBAC7B,MAAM,UAAU,CAAA;YAClB,CAAC;QACH,CAAC;aAAM,CAAC;YACN,eAAe,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;QACjD,CAAC;IACH,CAAC;IAES,kBAAkB,CAAC,eAAiD,EAAE,cAAoB;QAClG,6GAA6G;QAC7G,4CAA4C;QAC5C,MAAM,MAAM,GAAG,eAAe,CAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;QAClD,MAAM,YAAY,GAAG,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAE,CAAA;QAC3D,MAAM,YAAY,GAAG,YAAY,CAAC,YAAa,CAAA;QAE/C,mEAAmE;QACnE,IAAI,eAAe,CAAC,IAAI,CAAC,QAAQ,IAAI,YAAY,EAAE,CAAC;YAClD,OAAM;QACR,CAAC;QAED,8DAA8D;QAC9D,IAAI,CAAC,YAAY,CAAC,oBAAoB,EAAE,CAAC;YACvC,qFAAqF;YACrF,MAAM,mBAAmB,GAAG,YAAY,IA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@@ -0,0 +1,11 @@
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1
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import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts';
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2
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export declare const lighterMappers: {
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3
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lighter: {
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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
|
+
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
|
+
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>;
|
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9
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+
};
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};
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11
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//# sourceMappingURL=lighter.d.ts.map
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1
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{"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"}
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1
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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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export const lighterMappers = exchangeMappers({
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lighter: {
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trades: () => new LighterTradesMapper(),
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bookChanges: () => new LighterBookChangeMapper(),
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derivativeTickers: () => new LighterDerivativeTickerMapper(),
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liquidations: () => new LighterLiquidationMapper(),
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bookTickers: () => new LighterBookTickerMapper()
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11
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}
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});
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function parseChannelMarketId(channel) {
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const colonIndex = channel.indexOf(':');
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if (colonIndex < 0) {
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return undefined;
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}
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const suffix = channel.slice(colonIndex + 1);
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if (suffix === 'all') {
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return undefined;
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}
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return suffix;
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}
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class LighterTradesMapper {
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canHandle(message) {
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return message.type === 'update/trade';
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}
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getFilters(symbols) {
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return [
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{
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channel: 'trade',
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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 trade of message.trades) {
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yield {
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39
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type: 'trade',
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+
symbol: trade.market_id.toString(),
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exchange: 'lighter',
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id: trade.trade_id_str,
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price: Number(trade.price),
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amount: Number(trade.size),
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side: trade.is_maker_ask ? 'buy' : 'sell',
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timestamp: new Date(trade.timestamp),
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localTimestamp
|
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};
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}
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}
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}
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class LighterLiquidationMapper {
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canHandle(message) {
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|
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return message.type === 'update/trade';
|
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55
|
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}
|
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56
|
+
getFilters(symbols) {
|
|
57
|
+
return [
|
|
58
|
+
{
|
|
59
|
+
channel: 'trade',
|
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60
|
+
symbols
|
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61
|
+
}
|
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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,
|
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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
|
+
{"version":3,"file":"lighter.js","sourceRoot":"","sources":["../../src/mappers/lighter.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,MAAM,CAAC,MAAM,cAAc,GAAG,eAAe,CAAC;IAC5C,OAAO,EAAE;QACP,MAAM,EAAE,GAAG,EAAE,CAAC,IAAI,mBAAmB,EAAE;QACvC,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,uBAAuB,EAAE;QAChD,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,6BAA6B,EAAE;QAC5D,YAAY,EAAE,GAAG,EAAE,CAAC,IAAI,wBAAwB,EAAE;QAClD,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,uBAAuB,EAAE;KACjD;CACF,CAAC,CAAA;AAEF,SAAS,oBAAoB,CAAC,OAAe;IAC3C,MAAM,UAAU,GAAG,OAAO,CAAC,OAAO,CAAC,GAAG,CAAC,CAAA;IACvC,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;QACnB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC,UAAU,GAAG,CAAC,CAAC,CAAA;IAC5C,IAAI,MAAM,KAAK,KAAK,EAAE,CAAC;QACrB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,OAAO,MAAM,CAAA;AACf,CAAC;AAED,MAAM,mBAAmB;IACvB,SAAS,CAAC,OAA4B;QACpC,OAAO,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,OAAgB;gBACzB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4B,EAAE,cAAoB;QACrD,KAAK,MAAM,KAAK,IAAI,OAAO,CAAC,MAAM,EAAE,CAAC;YACnC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,KAAK,CAAC,SAAS,CAAC,QAAQ,EAAE;gBAClC,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,KAAK,CAAC,YAAY;gBACtB,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC1B,IAAI,EAAE,KAAK,CAAC,YAAY,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;gBACzC,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC;gBACpC,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,wBAAwB;IAC5B,SAAS,CAAC,OAA4B;QACpC,OAAO,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,OAAgB;gBACzB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4B,EAAE,cAAoB;QACrD,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,kBAAkB,CAAC,EAAE,CAAC;YAC/C,OAAM;QACR,CAAC;QAED,KAAK,MAAM,KAAK,IAAI,OAAO,CAAC,kBAAkB,EAAE,CAAC;YAC/C,IAAI,KAAK,CAAC,IAAI,KAAK,aAAa,EAAE,CAAC;gBACjC,SAAQ;YACV,CAAC;YAED,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,KAAK,CAAC,SAAS,CAAC,QAAQ,EAAE;gBAClC,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,KAAK,CAAC,YAAY;gBACtB,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC1B,IAAI,EAAE,KAAK,CAAC,YAAY,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;gBACzC,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC;gBACpC,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,uBAAuB;IAC3B,SAAS,CAAC,OAAgC;QACxC,OAAO,OAAO,CAAC,IAAI,KAAK,uBAAuB,IAAI,OAAO,CAAC,IAAI,KAAK,mBAAmB,CAAA;IACzF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,YAAqB;gBAC9B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAgC,EAAE,cAAoB;QACzD,MAAM,MAAM,GAAG,oBAAoB,CAAC,OAAO,CAAC,OAAO,CAAC,CAAA;QACpD,IAAI,MAAM,KAAK,SAAS;YAAE,OAAM;QAEhC,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM;YACN,QAAQ,EAAE,SAAS;YACnB,UAAU,EAAE,OAAO,CAAC,IAAI,KAAK,uBAAuB;YACpD,IAAI,EAAE,OAAO,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,CAAC;YAChD,IAAI,EAAE,OAAO,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,CAAC;YAChD,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC;YACtC,cAAc;SACf,CAAA;IACH,CAAC;IAEO,QAAQ,CAAC,KAAmB;QAClC,OAAO;YACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;YAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;SAC3B,CAAA;IACH,CAAC;CACF;AAED,MAAM,uBAAuB;IAC3B,SAAS,CAAC,OAA6B;QACrC,OAAO,OAAO,CAAC,IAAI,KAAK,eAAe,CAAA;IACzC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,QAAiB;gBAC1B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM,MAAM,GAAG,oBAAoB,CAAC,OAAO,CAAC,OAAO,CAAC,CAAA;QACpD,IAAI,MAAM,KAAK,SAAS;YAAE,OAAM;QAEhC,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM;YACN,QAAQ,EAAE,SAAS;YACnB,SAAS,EAAE,0BAA0B,CAAC,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,IAAI,CAAC;YAC9D,QAAQ,EAAE,0BAA0B,CAAC,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,KAAK,CAAC;YAC9D,QAAQ,EAAE,0BAA0B,CAAC,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,KAAK,CAAC;YAC9D,SAAS,EAAE,0BAA0B,CAAC,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,IAAI,CAAC;YAC9D,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC;YACtC,cAAc;SACf,CAAA;IACH,CAAC;CACF;AAED,MAAM,6BAA6B;IAChB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAAkC;QAC1C,OAAO,OAAO,CAAC,IAAI,KAAK,qBAAqB,CAAA;IAC/C,CAAC;IAED,UAAU,CAAC,QAAmB;QAC5B,OAAO;YACL;gBACE,OAAO,EAAE,cAAuB;gBAChC,OAAO,EAAE,EAAE;aACZ;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkC,EAAE,cAAoB;QAC3D,KAAK,MAAM,KAAK,IAAI,IAAI,CAAC,kBAAkB,CAAC,OAAO,CAAC,EAAE,CAAC;YACrD,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,KAAK,CAAC,SAAS,CAAC,QAAQ,EAAE,EAAE,SAAS,CAAC,CAAA;YAElH,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAA;YAC3D,iBAAiB,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,CAAA;YAC7D,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,KAAK,CAAC,oBAAoB,CAAC,CAAC,CAAA;YACvE,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,KAAK,CAAC,gBAAgB,CAAC,CAAC,CAAA;YACjE,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC,CAAA;YAEjE,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;gBACnC,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAA;gBAC9D,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;YACrD,CAAC;QACH,CAAC;IACH,CAAC;IAEO,CAAC,kBAAkB,CAAC,OAAkC;QAC5D,IAAI,OAAO,CAAC,OAAO,KAAK,kBAAkB,EAAE,CAAC;YAC3C,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,YAAY,CAAC,EAAE,CAAC;gBACpD,MAAM,OAAO,CAAC,YAAY,CAAC,GAAG,CAAC,CAAA;YACjC,CAAC;YACD,OAAM;QACR,CAAC;QAED,MAAM,OAAO,CAAC,YAAY,CAAA;IAC5B,CAAC;CACF"}
|
|
@@ -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 @@
|
|
|
1
|
+
{"version":3,"file":"mapper.d.ts","sourceRoot":"","sources":["../../src/mappers/mapper.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,QAAQ,EAAE,iBAAiB,EAAE,cAAc,EAAE,MAAM,aAAa,CAAA;AAE3F,MAAM,MAAM,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,cAAc,IAAI;IACjE,SAAS,EAAE,CAAC,OAAO,EAAE,GAAG,KAAK,OAAO,CAAA;IAEpC,GAAG,CAAC,OAAO,EAAE,GAAG,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,CAAC,CAAC,GAAG,SAAS,CAAA;IAExE,UAAU,EAAE,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,KAAK,iBAAiB,CAAC,CAAC,CAAC,EAAE,CAAA;CAC3D,CAAA;AAED,MAAM,MAAM,aAAa,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,cAAc,IAAI,CAAC,CAAC,QAAQ,EAAE,CAAC,EAAE,cAAc,EAAE,IAAI,KAAK,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG;IAChI,cAAc,CAAC,EAAE,CAAC,QAAQ,EAAE,CAAC,KAAK,SAAS,IAAI,EAAE,CAAA;CAClD,CAAA;AAMD,qBAAa,uBAAuB;IAClC,OAAO,CAAC,QAAQ,CAAC,eAAe,CAAsD;IAE/E,oBAAoB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,QAAQ;IASvD,oBAAoB,CAAC,MAAM,EAAE,MAAM;CAG3C;AAED,cAAM,2BAA2B;IAC/B,OAAO,CAAC,cAAc,CAA6B;IACnD,OAAO,CAAC,WAAW,CAAS;gBAEhB,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,QAAQ;IAmBvC,0BAA0B;IAI1B,kBAAkB,CAAC,YAAY,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAW1D,eAAe,CAAC,SAAS,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWpD,iBAAiB,CAAC,WAAW,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWxD,0BAA0B,CAAC,oBAAoB,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAW1E,sBAAsB,CAAC,gBAAgB,EAAE,IAAI,GAAG,SAAS,GAAG,IAAI;IAchE,gBAAgB,CAAC,UAAU,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWtD,eAAe,CAAC,SAAS,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWpD,eAAe,CAAC,SAAS,EAAE,IAAI;IAM/B,UAAU;IAIV,WAAW,CAAC,cAAc,EAAE,IAAI,GAAG,gBAAgB;CAU3D"}
|