tardis-machine 17.0.0 → 18.0.0

package/node_modules/tardis-dev/dist/realtimefeeds/binance.js

@@ -0,0 +1,370 @@
+import { batch, getJSON, wait } from "../handy.js";
+import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from "./realtimefeed.js";
+const binanceHttpOptions = {
+    timeout: 10 * 1000,
+    retry: {
+        limit: 10,
+        statusCodes: [418, 429, 500, 403],
+        maxRetryAfter: 120 * 1000
+    }
+};
+const DEFAULT_OPEN_INTEREST_MIN_AVAILABLE_WEIGHT_BUFFER = 100;
+const DEFAULT_OPEN_INTEREST_POLLING_INTERVAL_MS = 5 * 1000;
+const OPEN_INTEREST_BATCH_SIZE = 10;
+const OPEN_INTEREST_REQUEST_WEIGHT = 1;
+const OPEN_INTEREST_POLLING_RECOVERY_MS = 1000;
+const OPEN_INTEREST_MAX_POLLING_INTERVAL_MS = 60 * 1000;
+const BINANCE_FUTURES_PUBLIC_CHANNELS = new Set(['bookTicker', 'depth', 'depthSnapshot', 'trade']);
+const BINANCE_FUTURES_DEFAULT_WS_BASE_URL = 'wss://fstream.binance.com';
+const BINANCE_FUTURES_PUBLIC_STREAM_PATH = '/public/stream';
+const BINANCE_FUTURES_MARKET_STREAM_PATH = '/market/stream';
+function parseBinanceWeightHeader(headerValue) {
+    if (headerValue === undefined) {
+        return undefined;
+    }
+    const parsed = Number.parseInt(headerValue, 10);
+    return Number.isFinite(parsed) ? parsed : undefined;
+}
+function getExchangeScopedNumberEnv(exchange, suffix, fallback) {
+    const envName = `${exchange.toUpperCase().replace(/-/g, '_')}_${suffix}`;
+    const rawValue = process.env[envName];
+    if (rawValue === undefined) {
+        return fallback;
+    }
+    const parsed = Number.parseInt(rawValue, 10);
+    return Number.isFinite(parsed) ? parsed : fallback;
+}
+function getExchangeScopedWssUrlEnv(exchange) {
+    const envName = `WSS_URL_${exchange.toUpperCase().replace(/-/g, '_')}`;
+    return process.env[envName];
+}
+function normalizeBinanceSplitWsBaseUrl(wssUrl) {
+    return wssUrl
+        .replace(/\/(public|market|private)\/stream$/u, '')
+        .replace(/\/stream$/u, '')
+        .replace(/\/(public|market|private)$/u, '');
+}
+function getBinanceFuturesWebSocketUrl(exchange, streamPath) {
+    const configuredWssUrl = getExchangeScopedWssUrlEnv(exchange) ?? BINANCE_FUTURES_DEFAULT_WS_BASE_URL;
+    const normalizedBaseUrl = normalizeBinanceSplitWsBaseUrl(configuredWssUrl);
+    return `${normalizedBaseUrl}${streamPath}`;
+}
+function getBinanceRequestWeightLimit(exchange, exchangeInfo) {
+    const configuredLimit = getExchangeScopedNumberEnv(exchange, 'REQUEST_WEIGHT_LIMIT', 0);
+    if (configuredLimit > 0) {
+        return configuredLimit;
+    }
+    const requestWeightLimit = exchangeInfo.rateLimits.find((d) => d.rateLimitType === 'REQUEST_WEIGHT')?.limit;
+    if (!requestWeightLimit) {
+        throw new Error('Failed to determine Binance REQUEST_WEIGHT limit');
+    }
+    return requestWeightLimit;
+}
+function getBinanceAvailableWeight(weightLimit, usedWeight, buffer) {
+    return weightLimit > 0 ? weightLimit - usedWeight - buffer : Infinity;
+}
+function getDelayToNextMinuteMS() {
+    const now = new Date();
+    return Math.max((61 - now.getUTCSeconds()) * 1000 - now.getUTCMilliseconds(), 1);
+}
+class BinanceRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
+    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
+        const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades' && f.channel !== 'fundingInfo' && f.channel !== 'insuranceBalance');
+        if (wsFilters.length > 0) {
+            yield new BinanceSingleConnectionRealTimeFeed(exchange, wsFilters, this.wssURL, this.httpURL, this.suffixes, this.depthRequestRequestWeight, timeoutIntervalMS, onError);
+        }
+        const openInterestFilters = filters.filter((f) => f.channel === 'openInterest');
+        if (openInterestFilters.length > 0) {
+            const instruments = openInterestFilters.flatMap((s) => s.symbols);
+            yield new BinanceFuturesOpenInterestClient(exchange, this.httpURL, instruments, onError);
+        }
+    }
+}
+class BinanceFuturesOpenInterestClient extends PoolingClientBase {
+    _exchange;
+    _httpURL;
+    _instruments;
+    _minPollingIntervalMS;
+    _minAvailableWeightBuffer;
+    _maxPollingIntervalMS;
+    _currentPollingIntervalMS;
+    _requestWeightLimit;
+    _usedWeight = 0;
+    constructor(_exchange, _httpURL, _instruments, onError) {
+        const minPollingIntervalMS = Math.max(getExchangeScopedNumberEnv(_exchange, 'OPEN_INTEREST_POLLING_INTERVAL_MS', DEFAULT_OPEN_INTEREST_POLLING_INTERVAL_MS), 1000);
+        super(_exchange, minPollingIntervalMS / 1000, onError);
+        this._exchange = _exchange;
+        this._httpURL = _httpURL;
+        this._instruments = _instruments;
+        this._minPollingIntervalMS = minPollingIntervalMS;
+        this._maxPollingIntervalMS = Math.max(this._minPollingIntervalMS, OPEN_INTEREST_MAX_POLLING_INTERVAL_MS);
+        this._currentPollingIntervalMS = minPollingIntervalMS;
+        this._requestWeightLimit = getExchangeScopedNumberEnv(_exchange, 'REQUEST_WEIGHT_LIMIT', 0);
+        this._minAvailableWeightBuffer = getExchangeScopedNumberEnv(_exchange, 'MIN_AVAILABLE_WEIGHT_BUFFER', DEFAULT_OPEN_INTEREST_MIN_AVAILABLE_WEIGHT_BUFFER);
+    }
+    getPoolingDelayMS() {
+        return this._currentPollingIntervalMS;
+    }
+    async poolDataToStream(outputStream) {
+        let waitedForRateLimit = false;
+        if (!this._requestWeightLimit) {
+            await this._initializeRateLimitInfo();
+        }
+        for (let index = 0; index < this._instruments.length;) {
+            if (outputStream.destroyed) {
+                return;
+            }
+            waitedForRateLimit = (await this._waitForAvailableWeight()) || waitedForRateLimit;
+            const batchSize = this._getBatchSize();
+            if (batchSize <= 0) {
+                break;
+            }
+            const instrumentsBatch = this._instruments.slice(index, index + batchSize);
+            index += instrumentsBatch.length;
+            const results = await Promise.allSettled(instrumentsBatch.map(async (instrument) => {
+                const openInterestResponse = await getJSON(`${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`, binanceHttpOptions);
+                return {
+                    instrument,
+                    usedWeight: parseBinanceWeightHeader(openInterestResponse.headers['x-mbx-used-weight-1m']),
+                    data: openInterestResponse.data
+                };
+            }));
+            let maxUsedWeight;
+            let fulfilledCount = 0;
+            for (const result of results) {
+                if (result.status === 'rejected') {
+                    this._notifyError(result.reason);
+                    continue;
+                }
+                fulfilledCount++;
+                maxUsedWeight = Math.max(maxUsedWeight ?? 0, result.value.usedWeight ?? 0);
+                if (outputStream.writable) {
+                    outputStream.write({
+                        stream: `${result.value.instrument.toLowerCase()}@openInterest`,
+                        generated: true,
+                        data: result.value.data
+                    });
+                }
+            }
+            this._updateUsedWeight(maxUsedWeight || undefined, fulfilledCount * OPEN_INTEREST_REQUEST_WEIGHT);
+        }
+        if (waitedForRateLimit) {
+            this._currentPollingIntervalMS = Math.min(this._currentPollingIntervalMS + this._minPollingIntervalMS, this._maxPollingIntervalMS);
+        }
+        else {
+            this._currentPollingIntervalMS = Math.max(this._minPollingIntervalMS, this._currentPollingIntervalMS - OPEN_INTEREST_POLLING_RECOVERY_MS);
+        }
+    }
+    async _waitForAvailableWeight() {
+        const available = getBinanceAvailableWeight(this._requestWeightLimit, this._usedWeight, this._minAvailableWeightBuffer);
+        if (available >= OPEN_INTEREST_REQUEST_WEIGHT) {
+            return false;
+        }
+        const delayMS = getDelayToNextMinuteMS();
+        this.debug('open interest reached rate limit (limit: %s, used: %s, minimum available buffer: %s), waiting %s ms', this._requestWeightLimit, this._usedWeight, this._minAvailableWeightBuffer, delayMS);
+        await wait(delayMS);
+        // Binance request weight is tracked in a rolling 1-minute window. After waiting for the next minute
+        // we can resume and let the next REST response header refresh the exact current usage.
+        this._usedWeight = 0;
+        return true;
+    }
+    async _initializeRateLimitInfo() {
+        const exchangeInfoResponse = await getJSON(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
+        const exchangeInfo = exchangeInfoResponse.data;
+        this._requestWeightLimit = getBinanceRequestWeightLimit(this._exchange, exchangeInfo);
+        this._updateUsedWeight(parseBinanceWeightHeader(exchangeInfoResponse.headers['x-mbx-used-weight-1m']), OPEN_INTEREST_REQUEST_WEIGHT);
+    }
+    _getBatchSize() {
+        const available = getBinanceAvailableWeight(this._requestWeightLimit, this._usedWeight, this._minAvailableWeightBuffer);
+        return Math.min(OPEN_INTEREST_BATCH_SIZE, Math.max(0, Math.floor(available)));
+    }
+    _notifyError(error) {
+        const normalizedError = error instanceof Error ? error : new Error(String(error));
+        this.debug('open interest request error %o', normalizedError);
+        if (this.onError !== undefined) {
+            this.onError(normalizedError);
+        }
+    }
+    _updateUsedWeight(usedWeight, fallbackIncrement = OPEN_INTEREST_REQUEST_WEIGHT) {
+        if (usedWeight !== undefined) {
+            this._usedWeight = usedWeight;
+            return;
+        }
+        if (this._requestWeightLimit > 0 && fallbackIncrement > 0) {
+            this._usedWeight += fallbackIncrement;
+        }
+    }
+}
+class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
+    wssURL;
+    _httpURL;
+    _suffixes;
+    _depthRequestRequestWeight;
+    constructor(exchange, filters, wssURL, _httpURL, _suffixes, _depthRequestRequestWeight, timeoutIntervalMS, onError) {
+        super(exchange, filters, timeoutIntervalMS, onError);
+        this.wssURL = wssURL;
+        this._httpURL = _httpURL;
+        this._suffixes = _suffixes;
+        this._depthRequestRequestWeight = _depthRequestRequestWeight;
+    }
+    mapToSubscribeMessages(filters) {
+        const payload = filters
+            .filter((f) => f.channel !== 'depthSnapshot')
+            .map((filter, index) => {
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('BinanceRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            const suffix = this._suffixes[filter.channel];
+            const channel = suffix !== undefined ? `${filter.channel}@${suffix}` : filter.channel;
+            return {
+                method: 'SUBSCRIBE',
+                params: filter.symbols.map((symbol) => `${symbol}@${channel}`),
+                id: index + 1
+            };
+        });
+        return payload;
+    }
+    messageIsError(message) {
+        // subscription confirmation message
+        if (message.result === null) {
+            return false;
+        }
+        if (message.stream === undefined) {
+            return true;
+        }
+        if (message.error !== undefined) {
+            return true;
+        }
+        return false;
+    }
+    async provideManualSnapshots(filters, shouldCancel) {
+        const depthSnapshotFilter = filters.find((f) => f.channel === 'depthSnapshot');
+        if (!depthSnapshotFilter) {
+            return;
+        }
+        const exchangeInfoResponse = await getJSON(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
+        if (shouldCancel()) {
+            return;
+        }
+        const exchangeInfo = exchangeInfoResponse.data;
+        const DELAY_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_SNAPSHOTS_DELAY_MS`;
+        const currentWeightLimit = getBinanceRequestWeightLimit(this._exchange, exchangeInfo);
+        let usedWeight = Number.parseInt(exchangeInfoResponse.headers['x-mbx-used-weight-1m']);
+        this.debug('current x-mbx-used-weight-1m limit: %s, already used weight: %s', currentWeightLimit, usedWeight);
+        let concurrencyLimit = 4;
+        const CONCURRENCY_LIMIT_WEIGHT_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_CONCURRENCY_LIMIT`;
+        if (process.env[CONCURRENCY_LIMIT_WEIGHT_ENV] !== undefined) {
+            concurrencyLimit = Number.parseInt(process.env[CONCURRENCY_LIMIT_WEIGHT_ENV]);
+        }
+        this.debug('current snapshots requests concurrency limit: %s', concurrencyLimit);
+        const minWeightBuffer = getExchangeScopedNumberEnv(this._exchange, 'MIN_AVAILABLE_WEIGHT_BUFFER', 2 * concurrencyLimit * this._depthRequestRequestWeight);
+        for (const symbolsBatch of batch(depthSnapshotFilter.symbols, concurrencyLimit)) {
+            if (shouldCancel()) {
+                return;
+            }
+            this.debug('requesting manual snapshots for: %s', symbolsBatch);
+            const usedWeights = await Promise.all(symbolsBatch.map(async (symbol) => {
+                if (shouldCancel()) {
+                    return 0;
+                }
+                const isOverRateLimit = getBinanceAvailableWeight(currentWeightLimit, usedWeight, minWeightBuffer) < 0;
+                if (isOverRateLimit) {
+                    const delayMS = getDelayToNextMinuteMS();
+                    this.debug('reached rate limit (x-mbx-used-weight-1m limit: %s, used weight: %s, minimum available weight buffer: %s), waiting: %s seconds', currentWeightLimit, usedWeight, minWeightBuffer, Math.ceil(delayMS / 1000));
+                    await wait(delayMS);
+                }
+                if (shouldCancel()) {
+                    return 0;
+                }
+                const depthSnapshotResponse = await getJSON(`${this._httpURL}/depth?symbol=${symbol.toUpperCase()}&limit=1000`, binanceHttpOptions);
+                if (shouldCancel()) {
+                    return 0;
+                }
+                const snapshot = {
+                    stream: `${symbol}@depthSnapshot`,
+                    generated: true,
+                    data: depthSnapshotResponse.data
+                };
+                this.manualSnapshotsBuffer.push(snapshot);
+                if (process.env[DELAY_ENV] !== undefined) {
+                    const msToWait = Number.parseInt(process.env[DELAY_ENV]);
+                    await wait(msToWait);
+                }
+                return Number.parseInt(depthSnapshotResponse.headers['x-mbx-used-weight-1m']);
+            }));
+            usedWeight = Math.max(...usedWeights);
+            this.debug('requested manual snapshots successfully for: %s, used weight: %s', symbolsBatch, usedWeight);
+        }
+        this.debug('requested all manual snapshots successfully');
+    }
+}
+class BinanceFuturesSingleConnectionRealTimeFeed extends BinanceSingleConnectionRealTimeFeed {
+    _streamPath;
+    constructor(exchange, filters, _streamPath, httpURL, suffixes, depthRequestRequestWeight, timeoutIntervalMS, onError) {
+        super(exchange, filters, getBinanceFuturesWebSocketUrl(exchange, _streamPath), httpURL, suffixes, depthRequestRequestWeight, timeoutIntervalMS, onError);
+        this._streamPath = _streamPath;
+    }
+    async getWebSocketUrl() {
+        return getBinanceFuturesWebSocketUrl(this._exchange, this._streamPath);
+    }
+}
+export class BinanceRealTimeFeed extends BinanceRealTimeFeedBase {
+    wssURL = 'wss://stream.binance.com/stream?timeUnit=microsecond';
+    httpURL = 'https://api.binance.com/api/v1';
+    suffixes = {
+        depth: '100ms'
+    };
+    depthRequestRequestWeight = 10;
+}
+export class BinanceJerseyRealTimeFeed extends BinanceRealTimeFeedBase {
+    wssURL = 'wss://stream.binance.je:9443/stream';
+    httpURL = 'https://api.binance.je/api/v1';
+    suffixes = {
+        depth: '100ms'
+    };
+    depthRequestRequestWeight = 10;
+}
+export class BinanceUSRealTimeFeed extends BinanceRealTimeFeedBase {
+    wssURL = 'wss://stream.binance.us:9443/stream';
+    httpURL = 'https://api.binance.us/api/v1';
+    suffixes = {
+        depth: '100ms'
+    };
+    depthRequestRequestWeight = 10;
+}
+export class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
+    wssURL = `${BINANCE_FUTURES_DEFAULT_WS_BASE_URL}${BINANCE_FUTURES_PUBLIC_STREAM_PATH}`;
+    httpURL = 'https://fapi.binance.com/fapi/v1';
+    suffixes = {
+        depth: '0ms',
+        markPrice: '1s'
+    };
+    depthRequestRequestWeight = 20;
+    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
+        const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades' && f.channel !== 'fundingInfo' && f.channel !== 'insuranceBalance');
+        const publicWsFilters = wsFilters.filter((f) => BINANCE_FUTURES_PUBLIC_CHANNELS.has(f.channel));
+        if (publicWsFilters.length > 0) {
+            yield new BinanceFuturesSingleConnectionRealTimeFeed(exchange, publicWsFilters, BINANCE_FUTURES_PUBLIC_STREAM_PATH, this.httpURL, this.suffixes, this.depthRequestRequestWeight, timeoutIntervalMS, onError);
+        }
+        const marketWsFilters = wsFilters.filter((f) => BINANCE_FUTURES_PUBLIC_CHANNELS.has(f.channel) === false);
+        if (marketWsFilters.length > 0) {
+            yield new BinanceFuturesSingleConnectionRealTimeFeed(exchange, marketWsFilters, BINANCE_FUTURES_MARKET_STREAM_PATH, this.httpURL, this.suffixes, this.depthRequestRequestWeight, timeoutIntervalMS, onError);
+        }
+        const openInterestFilters = filters.filter((f) => f.channel === 'openInterest');
+        if (openInterestFilters.length > 0) {
+            const instruments = openInterestFilters.flatMap((s) => s.symbols);
+            yield new BinanceFuturesOpenInterestClient(exchange, this.httpURL, instruments, onError);
+        }
+    }
+}
+export class BinanceDeliveryRealTimeFeed extends BinanceRealTimeFeedBase {
+    wssURL = 'wss://dstream.binance.com/stream';
+    httpURL = 'https://dapi.binance.com/dapi/v1';
+    suffixes = {
+        depth: '0ms',
+        markPrice: '1s',
+        indexPrice: '1s'
+    };
+    depthRequestRequestWeight = 20;
+}
+//# sourceMappingURL=binance.js.map

package/node_modules/tardis-dev/dist/realtimefeeds/binance.js.map

@@ -0,0 +1 @@
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package/node_modules/tardis-dev/dist/realtimefeeds/binancedex.d.ts

@@ -0,0 +1,14 @@
+import { Filter } from '../types.ts';
+import { RealTimeFeedBase } from './realtimefeed.ts';
+export declare class BinanceDexRealTimeFeed extends RealTimeFeedBase {
+    protected wssURL: string;
+    protected httpURL: string;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): {
+        method: string;
+        topic: string;
+        symbols: string[];
+    }[];
+    protected messageIsError(message: any): boolean;
+    protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
+}
+//# sourceMappingURL=binancedex.d.ts.map

package/node_modules/tardis-dev/dist/realtimefeeds/binancedex.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"binancedex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/binancedex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,sBAAuB,SAAQ,gBAAgB;IAC1D,SAAS,CAAC,MAAM,SAAiC;IACjD,SAAS,CAAC,OAAO,SAAmC;IAEpD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE;;;;;IAgB1D,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAQ/B,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CA+B9F"}

package/node_modules/tardis-dev/dist/realtimefeeds/binancedex.js

@@ -0,0 +1,53 @@
+import { getJSON } from "../handy.js";
+import { RealTimeFeedBase } from "./realtimefeed.js";
+export class BinanceDexRealTimeFeed extends RealTimeFeedBase {
+    wssURL = 'wss://dex.binance.org/api/ws';
+    httpURL = 'https://dex.binance.org/api/v1';
+    mapToSubscribeMessages(filters) {
+        return filters
+            .filter((f) => f.channel !== 'depthSnapshot')
+            .map((filter) => {
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('BinanceDexRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return {
+                method: 'subscribe',
+                topic: filter.channel,
+                symbols: filter.symbols
+            };
+        });
+    }
+    messageIsError(message) {
+        if (message.stream === undefined) {
+            return true;
+        }
+        return false;
+    }
+    async provideManualSnapshots(filters, shouldCancel) {
+        const depthSnapshotFilter = filters.find((f) => f.channel === 'depthSnapshot');
+        if (!depthSnapshotFilter) {
+            return;
+        }
+        this.debug('requesting manual snapshots for: %s', depthSnapshotFilter.symbols);
+        for (let symbol of depthSnapshotFilter.symbols) {
+            if (shouldCancel()) {
+                return;
+            }
+            const { data } = await getJSON(`${this.httpURL}/depth?symbol=${symbol}&limit=1000`);
+            if (shouldCancel()) {
+                return;
+            }
+            const snapshot = {
+                stream: `depthSnapshot`,
+                generated: true,
+                data: {
+                    symbol,
+                    ...data
+                }
+            };
+            this.manualSnapshotsBuffer.push(snapshot);
+        }
+        this.debug('requested manual snapshots successfully for: %s ', depthSnapshotFilter.symbols);
+    }
+}
+//# sourceMappingURL=binancedex.js.map

package/node_modules/tardis-dev/dist/realtimefeeds/binancedex.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"binancedex.js","sourceRoot":"","sources":["../../src/realtimefeeds/binancedex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAA;AAErC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,sBAAuB,SAAQ,gBAAgB;IAChD,MAAM,GAAG,8BAA8B,CAAA;IACvC,OAAO,GAAG,gCAAgC,CAAA;IAE1C,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO;aACX,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC;aAC5C,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,4FAA4F,CAAC,CAAA;YAC/G,CAAC;YAED,OAAO;gBACL,MAAM,EAAE,WAAW;gBACnB,KAAK,EAAE,MAAM,CAAC,OAAO;gBACrB,OAAO,EAAE,MAAM,CAAC,OAAO;aACxB,CAAA;QACH,CAAC,CAAC,CAAA;IACN,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE,CAAC;YACjC,OAAO,IAAI,CAAA;QACb,CAAC;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,mBAAmB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC,CAAA;QAC9E,IAAI,CAAC,mBAAmB,EAAE,CAAC;YACzB,OAAM;QACR,CAAC;QACD,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,mBAAmB,CAAC,OAAQ,CAAC,CAAA;QAE/E,KAAK,IAAI,MAAM,IAAI,mBAAmB,CAAC,OAAQ,EAAE,CAAC;YAChD,IAAI,YAAY,EAAE,EAAE,CAAC;gBACnB,OAAM;YACR,CAAC;YAED,MAAM,EAAE,IAAI,EAAE,GAAG,MAAM,OAAO,CAAM,GAAG,IAAI,CAAC,OAAO,iBAAiB,MAAM,aAAa,CAAC,CAAA;YACxF,IAAI,YAAY,EAAE,EAAE,CAAC;gBACnB,OAAM;YACR,CAAC;YAED,MAAM,QAAQ,GAAG;gBACf,MAAM,EAAE,eAAe;gBACvB,SAAS,EAAE,IAAI;gBACf,IAAI,EAAE;oBACJ,MAAM;oBACN,GAAG,IAAI;iBACR;aACF,CAAA;YAED,IAAI,CAAC,qBAAqB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;QAC3C,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,mBAAmB,CAAC,OAAQ,CAAC,CAAA;IAC9F,CAAC;CACF"}

package/node_modules/tardis-dev/dist/realtimefeeds/binanceeuropeanoptions.d.ts

@@ -0,0 +1,14 @@
+import { Filter } from '../types.ts';
+import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase } from './realtimefeed.ts';
+export declare class BinanceEuropeanOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase {
+    protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<BinanceEuropeanOptionsSingleFeed, void, unknown>;
+}
+declare class BinanceEuropeanOptionsSingleFeed extends RealTimeFeedBase {
+    protected wssURL: string;
+    private readonly _allFilters;
+    constructor(wssURL: string, exchange: string, filters: Filter<string>[], _allFilters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected messageIsError(message: any): boolean;
+}
+export {};
+//# sourceMappingURL=binanceeuropeanoptions.d.ts.map

package/node_modules/tardis-dev/dist/realtimefeeds/binanceeuropeanoptions.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"binanceeuropeanoptions.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/binanceeuropeanoptions.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAErF,qBAAa,kCAAmC,SAAQ,+BAA+B;IACrF,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAiCvI;AAED,cAAM,gCAAiC,SAAQ,gBAAgB;IAE3D,SAAS,CAAC,MAAM,EAAE,MAAM;IAGxB,OAAO,CAAC,QAAQ,CAAC,WAAW;gBAHlB,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,WAAW,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAC9C,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAwElE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAOhD"}

package/node_modules/tardis-dev/dist/realtimefeeds/binanceeuropeanoptions.js

@@ -0,0 +1,95 @@
+import { onlyUnique } from "../handy.js";
+import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase } from "./realtimefeed.js";
+export class BinanceEuropeanOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase {
+    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
+        // V2 API uses two separate WebSocket endpoints:
+        // 1. Public path: for optionTrade, depth20, bookTicker, optionTicker
+        // 2. Market path: for optionIndexPrice, optionMarkPrice, optionOpenInterest
+        const publicChannels = ['optionTrade', 'depth20', 'bookTicker', 'optionTicker'];
+        const marketChannels = ['optionIndexPrice', 'optionMarkPrice', 'optionOpenInterest'];
+        const publicFilters = filters.filter((f) => publicChannels.includes(f.channel));
+        const marketFilters = filters.filter((f) => marketChannels.includes(f.channel));
+        if (publicFilters.length > 0) {
+            yield new BinanceEuropeanOptionsSingleFeed('wss://fstream.binance.com/public/stream', exchange, publicFilters, filters, // Pass all filters so we can look up optionTicker when processing optionOpenInterest
+            timeoutIntervalMS, onError);
+        }
+        if (marketFilters.length > 0) {
+            yield new BinanceEuropeanOptionsSingleFeed('wss://fstream.binance.com/market/stream', exchange, marketFilters, filters, // Pass all filters so we can look up optionTicker when processing optionOpenInterest
+            timeoutIntervalMS, onError);
+        }
+    }
+}
+class BinanceEuropeanOptionsSingleFeed extends RealTimeFeedBase {
+    wssURL;
+    _allFilters;
+    constructor(wssURL, exchange, filters, _allFilters, timeoutIntervalMS, onError) {
+        super(exchange, filters, timeoutIntervalMS, onError);
+        this.wssURL = wssURL;
+        this._allFilters = _allFilters;
+    }
+    mapToSubscribeMessages(filters) {
+        const payload = filters.map((filter, index) => {
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('BinanceEuropeanOptionsRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return {
+                method: 'SUBSCRIBE',
+                params: filter.symbols
+                    .map((symbol) => {
+                    const lowerSymbol = symbol.toLowerCase();
+                    // Public path channels - use lowercase symbol directly
+                    if (filter.channel === 'optionTrade') {
+                        return [`${lowerSymbol}@${filter.channel}`];
+                    }
+                    if (filter.channel === 'depth20') {
+                        return [`${lowerSymbol}@${filter.channel}@100ms`];
+                    }
+                    if (filter.channel === 'bookTicker') {
+                        return [`${lowerSymbol}@${filter.channel}`];
+                    }
+                    if (filter.channel === 'optionTicker') {
+                        return [`${lowerSymbol}@${filter.channel}`];
+                    }
+                    // Market path channels - use lowercase underlying
+                    if (filter.channel === 'optionIndexPrice' || filter.channel === 'optionMarkPrice') {
+                        // Symbol is the underlying (e.g., 'btcusdt')
+                        return [`${lowerSymbol}@${filter.channel}`];
+                    }
+                    if (filter.channel === 'optionOpenInterest') {
+                        // Need to extract expirations from option symbols
+                        // The symbol here is the underlying (e.g., 'btcusdt')
+                        // We need to find all option symbols that match this underlying to extract expirations
+                        // Look for optionTicker filter in all filters to get actual option symbols
+                        const optionTickerFilter = this._allFilters.find((f) => f.channel === 'optionTicker');
+                        if (optionTickerFilter !== undefined) {
+                            // Extract expirations from option symbols that match this underlying
+                            const underlyingBase = lowerSymbol.replace('usdt', '').toUpperCase();
+                            const expirations = optionTickerFilter
+                                .symbols.filter((s) => s.toUpperCase().startsWith(underlyingBase + '-'))
+                                .map((s) => {
+                                const symbolParts = s.split('-');
+                                return symbolParts[1]; // Extract expiration (e.g., '251219')
+                            })
+                                .filter(onlyUnique)
+                                .map((exp) => exp.toLowerCase());
+                            return expirations.map((expiration) => {
+                                return `${lowerSymbol}@${filter.channel}@${expiration}`;
+                            });
+                        }
+                    }
+                    return [`${lowerSymbol}@${filter.channel}`];
+                })
+                    .flatMap((s) => s),
+                id: index + 1
+            };
+        });
+        return payload;
+    }
+    messageIsError(message) {
+        if (message.data !== undefined && message.data.e === 'error') {
+            return true;
+        }
+        return false;
+    }
+}
+//# sourceMappingURL=binanceeuropeanoptions.js.map

package/node_modules/tardis-dev/dist/realtimefeeds/binanceeuropeanoptions.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"binanceeuropeanoptions.js","sourceRoot":"","sources":["../../src/realtimefeeds/binanceeuropeanoptions.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAA;AAExC,OAAO,EAAE,+BAA+B,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAErF,MAAM,OAAO,kCAAmC,SAAQ,+BAA+B;IAC3E,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,gDAAgD;QAChD,qEAAqE;QACrE,4EAA4E;QAE5E,MAAM,cAAc,GAAG,CAAC,aAAa,EAAE,SAAS,EAAE,YAAY,EAAE,cAAc,CAAC,CAAA;QAC/E,MAAM,cAAc,GAAG,CAAC,kBAAkB,EAAE,iBAAiB,EAAE,oBAAoB,CAAC,CAAA;QAEpF,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,cAAc,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAA;QAC/E,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,cAAc,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAA;QAE/E,IAAI,aAAa,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAC7B,MAAM,IAAI,gCAAgC,CACxC,yCAAyC,EACzC,QAAQ,EACR,aAAa,EACb,OAAO,EAAE,qFAAqF;YAC9F,iBAAiB,EACjB,OAAO,CACR,CAAA;QACH,CAAC;QAED,IAAI,aAAa,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAC7B,MAAM,IAAI,gCAAgC,CACxC,yCAAyC,EACzC,QAAQ,EACR,aAAa,EACb,OAAO,EAAE,qFAAqF;YAC9F,iBAAiB,EACjB,OAAO,CACR,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,gCAAiC,SAAQ,gBAAgB;IAEjD;IAGO;IAJnB,YACY,MAAc,EACxB,QAAgB,EAChB,OAAyB,EACR,WAA6B,EAC9C,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAP1C,WAAM,GAAN,MAAM,CAAQ;QAGP,gBAAW,GAAX,WAAW,CAAkB;IAKhD,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE;YAC5C,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,wGAAwG,CAAC,CAAA;YAC3H,CAAC;YAED,OAAO;gBACL,MAAM,EAAE,WAAW;gBACnB,MAAM,EAAE,MAAM,CAAC,OAAO;qBACnB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;oBACd,MAAM,WAAW,GAAG,MAAM,CAAC,WAAW,EAAE,CAAA;oBAExC,uDAAuD;oBACvD,IAAI,MAAM,CAAC,OAAO,KAAK,aAAa,EAAE,CAAC;wBACrC,OAAO,CAAC,GAAG,WAAW,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,CAAA;oBAC7C,CAAC;oBAED,IAAI,MAAM,CAAC,OAAO,KAAK,SAAS,EAAE,CAAC;wBACjC,OAAO,CAAC,GAAG,WAAW,IAAI,MAAM,CAAC,OAAO,QAAQ,CAAC,CAAA;oBACnD,CAAC;oBAED,IAAI,MAAM,CAAC,OAAO,KAAK,YAAY,EAAE,CAAC;wBACpC,OAAO,CAAC,GAAG,WAAW,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,CAAA;oBAC7C,CAAC;oBAED,IAAI,MAAM,CAAC,OAAO,KAAK,cAAc,EAAE,CAAC;wBACtC,OAAO,CAAC,GAAG,WAAW,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,CAAA;oBAC7C,CAAC;oBAED,kDAAkD;oBAClD,IAAI,MAAM,CAAC,OAAO,KAAK,kBAAkB,IAAI,MAAM,CAAC,OAAO,KAAK,iBAAiB,EAAE,CAAC;wBAClF,6CAA6C;wBAC7C,OAAO,CAAC,GAAG,WAAW,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,CAAA;oBAC7C,CAAC;oBAED,IAAI,MAAM,CAAC,OAAO,KAAK,oBAAoB,EAAE,CAAC;wBAC5C,kDAAkD;wBAClD,sDAAsD;wBACtD,uFAAuF;wBAEvF,2EAA2E;wBAC3E,MAAM,kBAAkB,GAAG,IAAI,CAAC,WAAW,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;wBAErF,IAAI,kBAAkB,KAAK,SAAS,EAAE,CAAC;4BACrC,qEAAqE;4BACrE,MAAM,cAAc,GAAG,WAAW,CAAC,OAAO,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,WAAW,EAAE,CAAA;4BAEpE,MAAM,WAAW,GAAG,kBAAkB;iCACnC,OAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC,UAAU,CAAC,cAAc,GAAG,GAAG,CAAC,CAAC;iCACxE,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;gCACT,MAAM,WAAW,GAAG,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;gCAChC,OAAO,WAAW,CAAC,CAAC,CAAC,CAAA,CAAC,sCAAsC;4BAC9D,CAAC,CAAC;iCACD,MAAM,CAAC,UAAU,CAAC;iCAClB,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,WAAW,EAAE,CAAC,CAAA;4BAElC,OAAO,WAAW,CAAC,GAAG,CAAC,CAAC,UAAU,EAAE,EAAE;gCACpC,OAAO,GAAG,WAAW,IAAI,MAAM,CAAC,OAAO,IAAI,UAAU,EAAE,CAAA;4BACzD,CAAC,CAAC,CAAA;wBACJ,CAAC;oBACH,CAAC;oBAED,OAAO,CAAC,GAAG,WAAW,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,CAAA;gBAC7C,CAAC,CAAC;qBACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC;gBACpB,EAAE,EAAE,KAAK,GAAG,CAAC;aACd,CAAA;QACH,CAAC,CAAC,CAAA;QAEF,OAAO,OAAO,CAAA;IAChB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,IAAI,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC,KAAK,OAAO,EAAE,CAAC;YAC7D,OAAO,IAAI,CAAA;QACb,CAAC;QAED,OAAO,KAAK,CAAA;IACd,CAAC;CACF"}

package/node_modules/tardis-dev/dist/realtimefeeds/bitfinex.d.ts

@@ -0,0 +1,36 @@
+import { Filter } from '../types.ts';
+import { RealTimeFeedBase } from './realtimefeed.ts';
+export declare class BitfinexRealTimeFeed extends RealTimeFeedBase {
+    protected wssURL: string;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): ({
+        event: string;
+        flags: number;
+    } | {
+        event: string;
+        channel: string;
+        symbol: string;
+        len?: undefined;
+        prec?: undefined;
+        freq?: undefined;
+        key?: undefined;
+    } | {
+        event: string;
+        channel: string;
+        len: number;
+        prec: string;
+        freq: string;
+        symbol: string;
+        key?: undefined;
+    } | {
+        event: string;
+        channel: string;
+        key: string;
+        symbol?: undefined;
+        len?: undefined;
+        prec?: undefined;
+        freq?: undefined;
+    } | undefined)[];
+    protected messageIsError(message: any): boolean;
+    protected messageIsHeartbeat(message: any): boolean;
+}
+//# sourceMappingURL=bitfinex.d.ts.map

package/node_modules/tardis-dev/dist/realtimefeeds/bitfinex.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"bitfinex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/bitfinex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAIpD,qBAAa,oBAAqB,SAAQ,gBAAgB;IACxD,SAAS,CAAC,MAAM,SAAoC;IAEpD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE;;;;;;;;;;;;;;;;;;;;;;;;;;;;IAmE1D,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;IAIrC,SAAS,CAAC,kBAAkB,CAAC,OAAO,EAAE,GAAG;CAG1C"}