tardis-machine 17.0.0 → 18.0.0

package/node_modules/tardis-dev/dist/replay.js

@@ -0,0 +1,417 @@
+import { createReadStream } from 'node:fs';
+import { rm } from 'node:fs/promises';
+import { EventEmitter, once } from 'events';
+import { Worker } from 'worker_threads';
+import { constants, createGunzip, createZstdDecompress } from 'zlib';
+import { BinarySplitBatchStream } from "./binarysplit.js";
+import { clearCacheSync } from "./clearcache.js";
+import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from "./consts.js";
+import { debug } from "./debug.js";
+import { addDays, createNormalizedSymbolFilter, getFilters, parseAsUTCDate, wait } from "./handy.js";
+import { normalizeBookChanges } from "./mappers/index.js";
+import { getOptions } from "./options.js";
+const DATE_MESSAGE_SPLIT_INDEX = 28;
+const CHUNK_SIZE = 256 * 1024;
+// Keep decompression lenient for partial gzip responses.
+// See https://github.com/request/request/pull/2492 and https://github.com/node-fetch/node-fetch/pull/239.
+const GZIP_OPTIONS = {
+    chunkSize: CHUNK_SIZE,
+    flush: constants.Z_SYNC_FLUSH,
+    finishFlush: constants.Z_SYNC_FLUSH
+};
+export async function* replay({ exchange, from, to, filters, skipDecoding = undefined, withDisconnects = undefined, apiKey = undefined, withMicroseconds = undefined, autoCleanup = undefined, waitWhenDataNotYetAvailable = undefined }) {
+    let lastMessageWasUndefined = false;
+    const lineBatches = replayLineBatches({ exchange, from, to, filters, apiKey, autoCleanup, waitWhenDataNotYetAvailable });
+    for await (const bufferLines of lineBatches) {
+        // Decode one line batch in a tight loop, then preserve the public one-message-at-a-time iterator.
+        const messages = [];
+        for (let i = 0; i < bufferLines.length; i++) {
+            const bufferLine = bufferLines[i];
+            if (bufferLine.length > 0) {
+                lastMessageWasUndefined = false;
+                if (skipDecoding === true) {
+                    messages.push({
+                        localTimestamp: bufferLine.slice(0, DATE_MESSAGE_SPLIT_INDEX),
+                        message: bufferLine.slice(DATE_MESSAGE_SPLIT_INDEX + 1)
+                    });
+                }
+                else {
+                    const message = parseReplayMessage(exchange, bufferLine);
+                    const localTimestamp = parseReplayTimestamp(bufferLine);
+                    if (withMicroseconds) {
+                        localTimestamp.μs = parseReplayMicroseconds(bufferLine);
+                    }
+                    messages.push({ localTimestamp, message });
+                }
+            }
+            else if (withDisconnects === true && lastMessageWasUndefined === false) {
+                lastMessageWasUndefined = true;
+                messages.push(undefined);
+            }
+        }
+        // Drain a batch already received from the stream; its iterator surfaces later stream errors on the next read.
+        for (let i = 0; i < messages.length; i++) {
+            yield messages[i];
+        }
+    }
+}
+async function* replayLineBatches({ exchange, from, to, filters, apiKey = undefined, autoCleanup = undefined, waitWhenDataNotYetAvailable = undefined }) {
+    validateReplayOptions(exchange, from, to, filters);
+    const fromDate = parseAsUTCDate(from);
+    const toDate = parseAsUTCDate(to);
+    const cachedSlicePaths = new Map();
+    let replayError;
+    debug('replay for exchange: %s started - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
+    const options = getOptions();
+    // initialize worker thread that will fetch and cache data feed slices and "report back" by setting proper key/values in cachedSlicePaths
+    const payload = {
+        cacheDir: options.cacheDir,
+        endpoint: options.endpoint,
+        apiKey: apiKey || options.apiKey,
+        dataFeedCompression: options.dataFeedCompression,
+        userAgent: options._userAgent,
+        fromDate,
+        toDate,
+        exchange,
+        filters: filters || [],
+        waitWhenDataNotYetAvailable
+    };
+    const worker = new ReliableWorker(payload);
+    worker.on('message', (message) => {
+        cachedSlicePaths.set(message.sliceKey, {
+            slicePath: message.slicePath,
+            sliceSize: message.sliceSize
+        });
+    });
+    worker.on('error', (err) => {
+        debug('worker error %o', err);
+        replayError = err;
+    });
+    try {
+        let currentSliceDate = new Date(fromDate);
+        // iterate over every minute in <=from,to> date range
+        // get cached slice paths, read them as file streams, decompress, split by new lines and yield as messages
+        while (currentSliceDate < toDate) {
+            const sliceKey = currentSliceDate.toISOString();
+            debug('getting slice: %s, exchange: %s', sliceKey, exchange);
+            let cachedSlice;
+            while (cachedSlice === undefined) {
+                cachedSlice = cachedSlicePaths.get(sliceKey);
+                // if something went wrong(network issue, auth issue, gunzip issue etc)
+                if (replayError !== undefined) {
+                    throw replayError;
+                }
+                if (cachedSlice === undefined) {
+                    // if the requested slice is not ready yet, wait for the worker to report another cached slice
+                    debug('waiting for slice: %s, exchange: %s', sliceKey, exchange);
+                    await once(worker, 'message');
+                }
+            }
+            // response is a path to file on disk let' read it as stream
+            const { slicePath: cachedSlicePath, sliceSize } = cachedSlice;
+            const isZstdSlice = cachedSlicePath.endsWith('.zst');
+            const linesStream = createReadStream(cachedSlicePath, { highWaterMark: CHUNK_SIZE })
+                // decompress it while preserving the on-disk cache in the negotiated wire format
+                .pipe(isZstdSlice ? createZstdDecompress({ chunkSize: CHUNK_SIZE }) : createGunzip(GZIP_OPTIONS))
+                .on('error', function onDecompressionError(err) {
+                debug('%s decompression error %o', isZstdSlice ? 'zstd' : 'gzip', err);
+                linesStream.destroy(err);
+            })
+                // and split by new line
+                .pipe(new BinarySplitBatchStream())
+                .on('error', function onBinarySplitStreamError(err) {
+                debug('binary split stream error %o', err);
+                linesStream.destroy(err);
+            });
+            let linesCount = 0;
+            for await (const bufferLines of linesStream) {
+                linesCount += bufferLines.length;
+                yield bufferLines;
+            }
+            debug('processed slice: %s, exchange: %s, count: %d', sliceKey, exchange, linesCount);
+            // remove slice key from the map as it's already processed
+            cachedSlicePaths.delete(sliceKey);
+            if (autoCleanup) {
+                await cleanupSlice(cachedSlicePath);
+            }
+            // move by the number of minutes covered by this cached response
+            currentSliceDate.setUTCMinutes(currentSliceDate.getUTCMinutes() + sliceSize);
+        }
+        debug('replay for exchange: %s finished - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
+    }
+    finally {
+        if (autoCleanup) {
+            debug('replay for exchange %s auto cleanup started - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
+            let startDate = new Date(fromDate);
+            while (startDate < toDate) {
+                clearCacheSync(exchange, filters, startDate.getUTCFullYear(), startDate.getUTCMonth() + 1, startDate.getUTCDate());
+                startDate = addDays(startDate, 1);
+            }
+            debug('replay for exchange %s auto cleanup finished - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
+        }
+        const underlyingWorker = worker.getUnderlyingWorker();
+        if (underlyingWorker !== undefined) {
+            await terminateWorker(underlyingWorker, 500);
+        }
+    }
+}
+function parseReplayMessage(exchange, bufferLine) {
+    let messageString = bufferLine.toString('utf8', DATE_MESSAGE_SPLIT_INDEX + 1);
+    // hack to handle huobi long numeric id for trades
+    if (exchange.startsWith('huobi-') && messageString.includes('.trade.detail')) {
+        messageString = messageString.replace(/"id":([0-9]+),/g, '"id":"$1",');
+    }
+    // hack to handle upbit long numeric id for trades
+    if (exchange === 'upbit' && messageString.includes('sequential_id')) {
+        messageString = messageString.replace(/"sequential_id":([0-9]+),/g, '"sequential_id":"$1",');
+    }
+    return JSON.parse(messageString);
+}
+async function cleanupSlice(slicePath) {
+    try {
+        await rm(slicePath, { force: true });
+    }
+    catch (e) {
+        debug('cleanupSlice error %s %o', slicePath, e);
+    }
+}
+function parseReplayMicroseconds(bufferLine) {
+    return (bufferLine[23] - 48) * 100 + (bufferLine[24] - 48) * 10 + (bufferLine[25] - 48);
+}
+function parseReplayTimestamp(bufferLine) {
+    // Recorder writes yyyy-MM-ddTHH:mm:ss.fffffffZ.
+    return new Date(Date.UTC(parseReplayTwoDigits(bufferLine, 0) * 100 + parseReplayTwoDigits(bufferLine, 2), parseReplayTwoDigits(bufferLine, 5) - 1, parseReplayTwoDigits(bufferLine, 8), parseReplayTwoDigits(bufferLine, 11), parseReplayTwoDigits(bufferLine, 14), parseReplayTwoDigits(bufferLine, 17), parseReplayThreeDigits(bufferLine, 20)));
+}
+function parseReplayTwoDigits(bufferLine, start) {
+    return (bufferLine[start] - 48) * 10 + (bufferLine[start + 1] - 48);
+}
+function parseReplayThreeDigits(bufferLine, start) {
+    return (bufferLine[start] - 48) * 100 + (bufferLine[start + 1] - 48) * 10 + (bufferLine[start + 2] - 48);
+}
+// gracefully terminate worker
+async function terminateWorker(worker, waitTimeout) {
+    let cancelWait = () => { };
+    const maxWaitGuard = new Promise((resolve) => {
+        const timeoutId = setTimeout(resolve, waitTimeout);
+        cancelWait = () => clearTimeout(timeoutId);
+    });
+    const readyToTerminate = new Promise((resolve) => {
+        worker.once('message', (signal) => signal === "READY_TO_TERMINATE" /* WorkerSignal.READY_TO_TERMINATE */ && resolve());
+    }).then(cancelWait);
+    worker.postMessage("BEFORE_TERMINATE" /* WorkerSignal.BEFORE_TERMINATE */);
+    await Promise.race([readyToTerminate, maxWaitGuard]);
+    await worker.terminate();
+}
+export function replayNormalized({ exchange, symbols, from, to, withDisconnectMessages = undefined, apiKey = undefined, autoCleanup = undefined, waitWhenDataNotYetAvailable = undefined }, ...normalizers) {
+    const fromDate = parseAsUTCDate(from);
+    const toDate = parseAsUTCDate(to);
+    validateReplayNormalizedOptions(fromDate, normalizers);
+    const createMappersAt = (localTimestamp) => normalizers.map((normalizer) => normalizer(exchange, localTimestamp));
+    const initialMappers = createMappersAt(fromDate);
+    const filters = getFilters(initialMappers, symbols);
+    // filter normalized messages by symbol as some exchanges do not provide server side filtering so we could end up with messages
+    // for symbols we've not requested for
+    const segments = getReplayNormalizedSegments(exchange, normalizers, fromDate, toDate);
+    if (segments.length <= 1) {
+        const filter = createNormalizedSymbolFilter(symbols, filters);
+        const lineBatches = replayLineBatches({
+            exchange,
+            from,
+            to,
+            filters,
+            apiKey,
+            autoCleanup,
+            waitWhenDataNotYetAvailable
+        });
+        return normalizeReplayLineBatches(exchange, undefined, lineBatches, initialMappers, createMappersAt, withDisconnectMessages, filter);
+    }
+    return replayNormalizedSegments();
+    async function* replayNormalizedSegments() {
+        for (let i = 0; i < segments.length; i++) {
+            const { from: segmentFrom, to: segmentTo } = segments[i];
+            const segmentMappers = i === 0 ? initialMappers : createMappersAt(segmentFrom);
+            const segmentFilters = getFilters(segmentMappers, symbols);
+            const segmentFilter = createNormalizedSymbolFilter(symbols, segmentFilters);
+            const segmentLineBatches = replayLineBatches({
+                exchange,
+                from: segmentFrom.toISOString(),
+                to: segmentTo.toISOString(),
+                filters: segmentFilters,
+                apiKey,
+                autoCleanup,
+                waitWhenDataNotYetAvailable
+            });
+            yield* normalizeReplayLineBatches(exchange, undefined, segmentLineBatches, segmentMappers, createMappersAt, withDisconnectMessages, segmentFilter);
+        }
+    }
+}
+async function* normalizeReplayLineBatches(exchange, symbols, lineBatches, initialMappers, createMappersAt, withDisconnectMessages, filter) {
+    // This intentionally keeps mapper calls lazy. Custom normalizers must not process later raw messages before the consumer asks for them.
+    let previousLocalTimestamp;
+    let activeMappers = initialMappers;
+    if (activeMappers.length === 0) {
+        throw new Error(`Can't normalize data without any normalizers provided`);
+    }
+    for await (const bufferLines of lineBatches) {
+        const decodedMessages = [];
+        let decodingFailed = false;
+        let decodingError;
+        try {
+            for (let i = 0; i < bufferLines.length; i++) {
+                const bufferLine = bufferLines[i];
+                if (bufferLine.length === 0) {
+                    decodedMessages.push(undefined);
+                }
+                else {
+                    const message = parseReplayMessage(exchange, bufferLine);
+                    const localTimestamp = parseReplayTimestamp(bufferLine);
+                    localTimestamp.μs = parseReplayMicroseconds(bufferLine);
+                    decodedMessages.push({ localTimestamp, message });
+                }
+            }
+        }
+        catch (error) {
+            decodingFailed = true;
+            decodingError = error;
+        }
+        for (let i = 0; i < decodedMessages.length; i++) {
+            const decodedMessage = decodedMessages[i];
+            if (decodedMessage === undefined) {
+                if (activeMappers === undefined) {
+                    continue;
+                }
+                activeMappers = undefined;
+                if (withDisconnectMessages === true && previousLocalTimestamp !== undefined) {
+                    const disconnect = {
+                        type: 'disconnect',
+                        exchange,
+                        localTimestamp: previousLocalTimestamp,
+                        symbols
+                    };
+                    yield disconnect;
+                }
+                continue;
+            }
+            const { localTimestamp, message } = decodedMessage;
+            if (activeMappers === undefined) {
+                activeMappers = createMappersAt(localTimestamp);
+            }
+            previousLocalTimestamp = localTimestamp;
+            for (let mapperIndex = 0; mapperIndex < activeMappers.length; mapperIndex++) {
+                const mapper = activeMappers[mapperIndex];
+                if (mapper.canHandle(message)) {
+                    const mappedMessages = mapper.map(message, localTimestamp);
+                    if (!mappedMessages) {
+                        continue;
+                    }
+                    for (const normalizedMessage of mappedMessages) {
+                        if (filter === undefined || filter(normalizedMessage.symbol)) {
+                            yield normalizedMessage;
+                        }
+                    }
+                }
+            }
+        }
+        if (decodingFailed) {
+            throw decodingError;
+        }
+    }
+}
+function getReplayNormalizedSegments(exchange, normalizers, fromDate, toDate) {
+    const fromTime = fromDate.valueOf();
+    const toTime = toDate.valueOf();
+    if (Number.isFinite(fromTime) === false || Number.isFinite(toTime) === false || fromTime >= toTime) {
+        return [{ from: fromDate, to: toDate }];
+    }
+    const switchTimes = new Set();
+    for (const normalizer of normalizers) {
+        const switchDates = normalizer.getSwitchDates?.(exchange) ?? [];
+        for (const switchDate of switchDates) {
+            const switchTime = switchDate.valueOf();
+            if (fromTime < switchTime && switchTime < toTime) {
+                switchTimes.add(switchTime);
+            }
+        }
+    }
+    const switchDates = [...switchTimes].sort((a, b) => a - b).map((switchTime) => new Date(switchTime));
+    const segments = [];
+    let segmentFrom = fromDate;
+    for (const switchDate of switchDates) {
+        segments.push({ from: segmentFrom, to: switchDate });
+        segmentFrom = switchDate;
+    }
+    segments.push({ from: segmentFrom, to: toDate });
+    return segments;
+}
+function validateReplayOptions(exchange, from, to, filters) {
+    if (!exchange || EXCHANGES.includes(exchange) === false) {
+        throw new Error(`Invalid "exchange" argument: ${exchange}. Please provide one of the following exchanges: ${EXCHANGES.join(', ')}.`);
+    }
+    if (!from || isNaN(Date.parse(from))) {
+        throw new Error(`Invalid "from" argument: ${from}. Please provide valid date string.`);
+    }
+    if (!to || isNaN(Date.parse(to))) {
+        throw new Error(`Invalid "to" argument: ${to}. Please provide valid date string.`);
+    }
+    if (parseAsUTCDate(to) < parseAsUTCDate(from)) {
+        throw new Error(`Invalid "to" and "from" arguments combination. Please provide "to" date that is later than "from" date.`);
+    }
+    if (filters && filters.length > 0) {
+        for (let i = 0; i < filters.length; i++) {
+            const filter = filters[i];
+            if (!filter.channel || EXCHANGE_CHANNELS_INFO[exchange].includes(filter.channel) === false) {
+                throw new Error(`Invalid "filters[].channel" argument: ${filter.channel}. Please provide one of the following channels: ${EXCHANGE_CHANNELS_INFO[exchange].join(', ')}.`);
+            }
+            if (filter.symbols && Array.isArray(filter.symbols) === false) {
+                throw new Error(`Invalid "filters[].symbols" argument: ${filter.symbols}. Please provide array of symbol strings`);
+            }
+        }
+    }
+}
+function validateReplayNormalizedOptions(fromDate, normalizers) {
+    const hasBookChangeNormalizer = normalizers.some((n) => n === normalizeBookChanges);
+    const dateDoesNotStartAtTheBeginningOfTheDay = fromDate.getUTCHours() !== 0 || fromDate.getUTCMinutes() !== 0;
+    if (hasBookChangeNormalizer && dateDoesNotStartAtTheBeginningOfTheDay) {
+        debug('Initial order book snapshots are available only at 00:00 UTC');
+    }
+}
+class ReliableWorker extends EventEmitter {
+    _payload;
+    _errorsCount = 0;
+    _worker = undefined;
+    constructor(_payload) {
+        super();
+        this._payload = _payload;
+        this._initWorker();
+    }
+    _initWorker() {
+        this._worker = new Worker(new URL('./worker.js', import.meta.url), {
+            workerData: this._payload
+        });
+        this._worker.on('message', (message) => {
+            this.emit('message', message);
+        });
+        this._worker.on('error', this._handleError);
+        this._worker.on('exit', (code) => {
+            debug('worker finished with code: %d', code);
+        });
+    }
+    _handleError = async (err) => {
+        debug('underlying worker error %o', err);
+        if (err.message.includes('HttpError') === false && this._errorsCount < 30) {
+            this._errorsCount++;
+            const delayMS = Math.min(Math.pow(2, this._errorsCount) * 1000, 120 * 1000);
+            debug('re-init worker after: %d ms', delayMS);
+            await wait(delayMS);
+            // it was most likely unhandled socket hang up error, let's retry first with new worker and don't emit error right away
+            this._initWorker();
+        }
+        else {
+            this.emit('error', err);
+        }
+    };
+    getUnderlyingWorker() {
+        return this._worker;
+    }
+}
+//# sourceMappingURL=replay.js.map

package/node_modules/tardis-dev/dist/replay.js.map

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

@@ -0,0 +1,28 @@
+import { MapperFactory } from './mappers/index.ts';
+import { Disconnect, Exchange, FilterForExchange } from './types.ts';
+type MapperOutput<T> = T extends MapperFactory<any, infer U> ? U : never;
+type StreamNormalizedMessage<U extends readonly MapperFactory<any, any>[], Z extends boolean> = Z extends true ? MapperOutput<U[number]> | Disconnect : MapperOutput<U[number]>;
+export declare function stream<T extends Exchange, U extends boolean = false>({ exchange, filters, timeoutIntervalMS, withDisconnects, onError }: StreamOptions<T, U>): AsyncIterableIterator<U extends true ? {
+    localTimestamp: Date;
+    message: any;
+} | undefined : {
+    localTimestamp: Date;
+    message: any;
+}>;
+export type StreamOptions<T extends Exchange, U extends boolean = false> = {
+    exchange: T;
+    filters: FilterForExchange[T][];
+    timeoutIntervalMS?: number;
+    withDisconnects?: U;
+    onError?: (error: Error) => void;
+};
+export type StreamNormalizedOptions<T extends Exchange, U extends boolean = false> = {
+    exchange: T;
+    symbols?: string[];
+    timeoutIntervalMS?: number;
+    withDisconnectMessages?: U;
+    onError?: (error: Error) => void;
+};
+export declare function streamNormalized<T extends Exchange, U extends MapperFactory<T, any>[], Z extends boolean = false>({ exchange, symbols, timeoutIntervalMS, withDisconnectMessages, onError }: StreamNormalizedOptions<T, Z>, ...normalizers: U): AsyncIterableIterator<StreamNormalizedMessage<U, Z>>;
+export {};
+//# sourceMappingURL=stream.d.ts.map

package/node_modules/tardis-dev/dist/stream.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"stream.d.ts","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAA;AAGlD,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAU,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAE5E,KAAK,YAAY,CAAC,CAAC,IAAI,CAAC,SAAS,aAAa,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,KAAK,CAAA;AACxE,KAAK,uBAAuB,CAAC,CAAC,SAAS,SAAS,aAAa,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,IAAI,CAAC,SAAS,IAAI,GAC1G,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,GAAG,UAAU,GACpC,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAA;AAkD3B,wBAAgB,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,EACpE,QAAQ,EACR,OAAO,EACP,iBAAyB,EACzB,eAA2B,EAC3B,OAAmB,EACpB,EAAE,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,qBAAqB,CAC5C,CAAC,SAAS,IAAI,GAAG;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,GAAG;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,CAC7G,CASA;AA+ED,MAAM,MAAM,aAAa,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACzE,QAAQ,EAAE,CAAC,CAAA;IACX,OAAO,EAAE,iBAAiB,CAAC,CAAC,CAAC,EAAE,CAAA;IAC/B,iBAAiB,CAAC,EAAE,MAAM,CAAA;IAC1B,eAAe,CAAC,EAAE,CAAC,CAAA;IACnB,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,CAAA;CACjC,CAAA;AAED,MAAM,MAAM,uBAAuB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACnF,QAAQ,EAAE,CAAC,CAAA;IACX,OAAO,CAAC,EAAE,MAAM,EAAE,CAAA;IAClB,iBAAiB,CAAC,EAAE,MAAM,CAAA;IAC1B,sBAAsB,CAAC,EAAE,CAAC,CAAA;IAC1B,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,CAAA;CACjC,CAAA;AAED,wBAAgB,gBAAgB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,aAAa,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAC/G,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAyB,EAAE,sBAAkC,EAAE,OAAmB,EAAE,EAAE,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,EACxI,GAAG,WAAW,EAAE,CAAC,GAChB,qBAAqB,CAAC,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAUtD"}

package/node_modules/tardis-dev/dist/stream.js

@@ -0,0 +1,112 @@
+import { debug } from "./debug.js";
+import { createNormalizedSymbolFilter, getFilters, normalizeMessages } from "./handy.js";
+import { createManagedRealTimeIterator } from "./realtimeiterator.js";
+import { createRealTimeFeed } from "./realtimefeeds/index.js";
+async function* _stream({ exchange, filters, timeoutIntervalMS = 10000, withDisconnects = undefined, onError = undefined }, state) {
+    validateStreamOptions(filters);
+    const realTimeFeed = createRealTimeFeed(exchange, filters, timeoutIntervalMS, onError);
+    const messages = realTimeFeed[Symbol.asyncIterator]();
+    state.activeIterator = messages;
+    try {
+        while (true) {
+            const result = await messages.next();
+            if (result.done) {
+                return;
+            }
+            const message = result.value;
+            if (message.__disconnect__ === true) {
+                // __disconnect__ message means that websocket connection has been closed
+                // notify about it by yielding undefined if flag is set
+                if (withDisconnects) {
+                    yield undefined;
+                }
+            }
+            else {
+                yield {
+                    localTimestamp: new Date(),
+                    message
+                };
+            }
+        }
+    }
+    finally {
+        if (state.activeIterator === messages) {
+            state.activeIterator = undefined;
+            await messages.return?.();
+        }
+    }
+}
+export function stream({ exchange, filters, timeoutIntervalMS = 10000, withDisconnects = undefined, onError = undefined }) {
+    const state = {};
+    const iterator = _stream({ exchange, filters, timeoutIntervalMS, withDisconnects, onError }, state);
+    return createManagedRealTimeIterator(iterator, () => {
+        const activeIterator = state.activeIterator;
+        state.activeIterator = undefined;
+        return activeIterator?.return?.();
+    });
+}
+async function* _streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000, withDisconnectMessages = undefined, onError = undefined }, state, ...normalizers) {
+    while (state.closed === false) {
+        try {
+            const createMappers = (localTimestamp) => normalizers.map((m) => m(exchange, localTimestamp));
+            const mappers = createMappers(new Date());
+            const filters = getFilters(mappers, symbols);
+            const messages = stream({
+                exchange,
+                withDisconnects: true,
+                timeoutIntervalMS,
+                filters,
+                onError
+            });
+            state.activeIterator = messages;
+            // filter normalized messages by symbol as some exchanges do not offer subscribing to specific symbols for some of the channels
+            // for example Phemex market24h channel
+            const filter = createNormalizedSymbolFilter(symbols, filters);
+            const normalizedMessages = normalizeMessages(exchange, symbols, messages, mappers, createMappers, withDisconnectMessages, filter, new Date());
+            for await (const message of normalizedMessages) {
+                yield message;
+            }
+        }
+        catch (error) {
+            if (state.closed) {
+                return;
+            }
+            if (onError !== undefined) {
+                onError(error);
+            }
+            debug('%s normalize messages error: %o, retrying with new connection...', exchange, error);
+            if (withDisconnectMessages) {
+                // yield it as disconnect as well if flag is set
+                const disconnect = {
+                    type: 'disconnect',
+                    exchange,
+                    localTimestamp: new Date(),
+                    symbols
+                };
+                yield disconnect;
+            }
+        }
+    }
+}
+function validateStreamOptions(filters) {
+    if (!filters) {
+        throw new Error(`Invalid "filters" argument. Please provide filters array`);
+    }
+    for (let i = 0; i < filters.length; i++) {
+        const filter = filters[i];
+        if (filter.symbols && Array.isArray(filter.symbols) === false) {
+            throw new Error(`Invalid "filters[].symbols" argument: ${filter.symbols}. Please provide array of symbol strings`);
+        }
+    }
+}
+export function streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000, withDisconnectMessages = undefined, onError = undefined }, ...normalizers) {
+    const state = { closed: false };
+    const iterator = _streamNormalized({ exchange, symbols, timeoutIntervalMS, withDisconnectMessages, onError }, state, ...normalizers);
+    return createManagedRealTimeIterator(iterator, () => {
+        state.closed = true;
+        const activeIterator = state.activeIterator;
+        state.activeIterator = undefined;
+        return activeIterator?.return?.();
+    });
+}
+//# sourceMappingURL=stream.js.map

package/node_modules/tardis-dev/dist/stream.js.map

@@ -0,0 +1 @@
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