tardis-machine 18.1.0 → 18.2.0

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

@@ -0,0 +1,294 @@
+import { debug } from "../debug.js";
+import { asNumberOrUndefined, CircularBuffer, lowerCaseSymbols } from "../handy.js";
+import { PendingTickerInfoHelper } from "./mapper.js";
+import { exchangeMappers, isRealTime } from "./registry.js";
+export const asterMappers = exchangeMappers({
+    aster: {
+        trades: () => new AsterTradesMapper('aster'),
+        bookChanges: (localTimestamp) => new AsterBookChangeMapper('aster', {
+            ignoreBookSnapshotOverlapError: shouldIgnoreBookSnapshotOverlap(localTimestamp)
+        }),
+        bookTickers: () => new AsterBookTickerMapper('aster')
+    },
+    'aster-futures': {
+        trades: () => new AsterTradesMapper('aster-futures'),
+        bookChanges: (localTimestamp) => new AsterFuturesBookChangeMapper({
+            ignoreBookSnapshotOverlapError: shouldIgnoreBookSnapshotOverlap(localTimestamp)
+        }),
+        derivativeTickers: () => new AsterFuturesDerivativeTickerMapper(),
+        liquidations: () => new AsterFuturesLiquidationsMapper(),
+        bookTickers: () => new AsterBookTickerMapper('aster-futures')
+    }
+});
+function shouldIgnoreBookSnapshotOverlap(date) {
+    if (process.env.IGNORE_BOOK_SNAPSHOT_OVERLAP_ERROR) {
+        return true;
+    }
+    return isRealTime(date) === false;
+}
+class AsterTradesMapper {
+    exchange;
+    constructor(exchange) {
+        this.exchange = exchange;
+    }
+    canHandle(message) {
+        return message.stream?.endsWith('@trade') === true;
+    }
+    getFilters(symbols) {
+        return [{ channel: 'trade', symbols: lowerCaseSymbols(symbols) }];
+    }
+    *map({ data }, localTimestamp) {
+        // Aster's Binance-compatible trade stream uses these X values for off-book
+        // activity, so exclude them from normalized public trades too.
+        const isOffBookTrade = data.X === 'INSURANCE_FUND' || data.X === 'ADL' || data.X === 'NA';
+        if (isOffBookTrade) {
+            return;
+        }
+        const trade = {
+            type: 'trade',
+            symbol: data.s,
+            exchange: this.exchange,
+            id: String(data.t),
+            price: Number(data.p),
+            amount: Number(data.q),
+            side: data.m ? 'sell' : 'buy',
+            timestamp: new Date(data.T),
+            localTimestamp
+        };
+        yield trade;
+    }
+}
+class AsterBookChangeMapper {
+    exchange;
+    symbolToDepthInfoMapping = {};
+    ignoreBookSnapshotOverlapError;
+    constructor(exchange, { ignoreBookSnapshotOverlapError }) {
+        this.exchange = exchange;
+        this.ignoreBookSnapshotOverlapError = ignoreBookSnapshotOverlapError;
+    }
+    canHandle(message) {
+        return message.stream?.includes('@depth') === true;
+    }
+    getFilters(symbols) {
+        return [
+            { channel: 'depth', symbols: lowerCaseSymbols(symbols) },
+            { channel: 'depthSnapshot', symbols: lowerCaseSymbols(symbols) }
+        ];
+    }
+    *map({ stream, data }, localTimestamp) {
+        const symbol = stream.split('@')[0].toUpperCase();
+        if (this.symbolToDepthInfoMapping[symbol] === undefined) {
+            this.symbolToDepthInfoMapping[symbol] = {
+                bufferedUpdates: new CircularBuffer(2000)
+            };
+        }
+        const symbolDepthInfo = this.symbolToDepthInfoMapping[symbol];
+        if (data.lastUpdateId !== undefined) {
+            if (symbolDepthInfo.snapshotProcessed) {
+                return;
+            }
+            symbolDepthInfo.lastUpdateId = data.lastUpdateId;
+            symbolDepthInfo.snapshotProcessed = true;
+            const bidsByPrice = new Map(data.bids.map((level) => [level[0], level]));
+            const asksByPrice = new Map(data.asks.map((level) => [level[0], level]));
+            for (const update of symbolDepthInfo.bufferedUpdates.items()) {
+                const bookChange = this.mapBookDepthUpdate(update, localTimestamp);
+                if (bookChange !== undefined) {
+                    this.applyLevelUpdates(bidsByPrice, update.b);
+                    this.applyLevelUpdates(asksByPrice, update.a);
+                }
+            }
+            symbolDepthInfo.bufferedUpdates.clear();
+            const bookChange = {
+                type: 'book_change',
+                symbol,
+                exchange: this.exchange,
+                isSnapshot: true,
+                bids: [...bidsByPrice.values()].map(this.mapBookLevel),
+                asks: [...asksByPrice.values()].map(this.mapBookLevel),
+                timestamp: data.T !== undefined ? new Date(data.T) : localTimestamp,
+                localTimestamp
+            };
+            yield bookChange;
+        }
+        else if (symbolDepthInfo.snapshotProcessed) {
+            const bookChange = this.mapBookDepthUpdate(data, localTimestamp);
+            if (bookChange !== undefined) {
+                yield bookChange;
+            }
+        }
+        else {
+            symbolDepthInfo.bufferedUpdates.append(data);
+        }
+    }
+    mapBookDepthUpdate(depthUpdateData, localTimestamp) {
+        const depthContext = this.symbolToDepthInfoMapping[depthUpdateData.s];
+        const lastUpdateId = depthContext.lastUpdateId;
+        if (this.isOutdatedDepthUpdate(depthUpdateData, lastUpdateId)) {
+            return;
+        }
+        if (!depthContext.validatedFirstUpdate) {
+            if (this.hasInitialSnapshotOverlap(depthUpdateData, lastUpdateId) || lastUpdateId === -1) {
+                depthContext.validatedFirstUpdate = true;
+            }
+            else if (this.ignoreBookSnapshotOverlapError) {
+                depthContext.validatedFirstUpdate = true;
+                debug(this.getSnapshotOverlapError(depthUpdateData, lastUpdateId));
+            }
+            else {
+                throw new Error(this.getSnapshotOverlapError(depthUpdateData, lastUpdateId));
+            }
+        }
+        else if (depthUpdateData.pu !== lastUpdateId) {
+            throw new Error(`Book depth update has a sequence gap, update ${JSON.stringify(depthUpdateData)}, lastUpdateId: ${lastUpdateId}, exchange ${this.exchange}`);
+        }
+        depthContext.lastUpdateId = depthUpdateData.u;
+        return {
+            type: 'book_change',
+            symbol: depthUpdateData.s,
+            exchange: this.exchange,
+            isSnapshot: false,
+            bids: depthUpdateData.b.map(this.mapBookLevel),
+            asks: depthUpdateData.a.map(this.mapBookLevel),
+            timestamp: new Date(depthUpdateData.E),
+            localTimestamp
+        };
+    }
+    isOutdatedDepthUpdate(depthUpdateData, lastUpdateId) {
+        return depthUpdateData.u <= lastUpdateId;
+    }
+    hasInitialSnapshotOverlap(depthUpdateData, lastUpdateId) {
+        // Live and recorded Spot data use pu as the continuous sequence link. The
+        // first non-stale update is safe when its pu..u range contains the snapshot.
+        return depthUpdateData.pu <= lastUpdateId && depthUpdateData.u >= lastUpdateId;
+    }
+    applyLevelUpdates(levelsByPrice, updates) {
+        for (const level of updates) {
+            if (Number(level[1]) === 0) {
+                levelsByPrice.delete(level[0]);
+            }
+            else {
+                levelsByPrice.set(level[0], level);
+            }
+        }
+    }
+    getSnapshotOverlapError(depthUpdateData, lastUpdateId) {
+        return `Book depth snapshot has no overlap with first update, update ${JSON.stringify(depthUpdateData)}, lastUpdateId: ${lastUpdateId}, exchange ${this.exchange}`;
+    }
+    mapBookLevel(level) {
+        return {
+            price: Number(level[0]),
+            amount: Number(level[1])
+        };
+    }
+}
+class AsterBookTickerMapper {
+    exchange;
+    constructor(exchange) {
+        this.exchange = exchange;
+    }
+    canHandle(message) {
+        return message.stream?.endsWith('@bookTicker') === true;
+    }
+    getFilters(symbols) {
+        return [{ channel: 'bookTicker', symbols: lowerCaseSymbols(symbols) }];
+    }
+    *map({ data }, localTimestamp) {
+        const ticker = {
+            type: 'book_ticker',
+            symbol: data.s,
+            exchange: this.exchange,
+            askAmount: asNumberOrUndefined(data.A),
+            askPrice: asNumberOrUndefined(data.a),
+            bidPrice: asNumberOrUndefined(data.b),
+            bidAmount: asNumberOrUndefined(data.B),
+            timestamp: data.E !== undefined ? new Date(data.E) : localTimestamp,
+            localTimestamp
+        };
+        yield ticker;
+    }
+}
+class AsterFuturesBookChangeMapper extends AsterBookChangeMapper {
+    constructor({ ignoreBookSnapshotOverlapError }) {
+        super('aster-futures', { ignoreBookSnapshotOverlapError });
+    }
+    isOutdatedDepthUpdate(depthUpdateData, lastUpdateId) {
+        return depthUpdateData.u < lastUpdateId;
+    }
+    hasInitialSnapshotOverlap(depthUpdateData, lastUpdateId) {
+        // Futures normally contains the snapshot id in U..u, but live and recorded
+        // data also continues it directly with pu == lastUpdateId. Exact-id partial
+        // depth and bookTicker comparisons confirmed that neither form skips a state.
+        return (depthUpdateData.U <= lastUpdateId && depthUpdateData.u >= lastUpdateId) || depthUpdateData.pu === lastUpdateId;
+    }
+}
+class AsterFuturesDerivativeTickerMapper {
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
+    canHandle(message) {
+        return (message.stream?.includes('@markPrice') === true ||
+            message.stream?.endsWith('@ticker') === true ||
+            message.stream?.endsWith('@openInterest') === true);
+    }
+    getFilters(symbols) {
+        const normalizedSymbols = lowerCaseSymbols(symbols);
+        return [
+            { channel: 'markPrice', symbols: normalizedSymbols },
+            { channel: 'ticker', symbols: normalizedSymbols },
+            { channel: 'openInterest', symbols: normalizedSymbols }
+        ];
+    }
+    *map({ data }, localTimestamp) {
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo('s' in data ? data.s : data.symbol, 'aster-futures');
+        if ('e' in data) {
+            if (data.e === 'markPriceUpdate') {
+                pendingTickerInfo.updateMarkPrice(Number(data.p));
+                if (data.i !== undefined) {
+                    pendingTickerInfo.updateIndexPrice(Number(data.i));
+                }
+                if (data.r !== '' && data.T !== 0) {
+                    pendingTickerInfo.updateFundingRate(Number(data.r));
+                    pendingTickerInfo.updateFundingTimestamp(new Date(data.T));
+                }
+                pendingTickerInfo.updateTimestamp(new Date(data.E));
+            }
+            if (data.e === '24hrTicker') {
+                pendingTickerInfo.updateLastPrice(Number(data.c));
+                pendingTickerInfo.updateTimestamp(new Date(data.E));
+            }
+        }
+        else if ('openInterest' in data) {
+            pendingTickerInfo.updateOpenInterest(Number(data.openInterest));
+            pendingTickerInfo.updateTimestamp(new Date(data.time));
+        }
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+class AsterFuturesLiquidationsMapper {
+    canHandle(message) {
+        return message.stream?.endsWith('@forceOrder') === true;
+    }
+    getFilters(symbols) {
+        return [{ channel: 'forceOrder', symbols: lowerCaseSymbols(symbols) }];
+    }
+    *map({ data }, localTimestamp) {
+        const order = data.o;
+        if (order.X !== 'FILLED') {
+            return;
+        }
+        const liquidation = {
+            type: 'liquidation',
+            symbol: order.s,
+            exchange: 'aster-futures',
+            id: undefined,
+            price: Number(order.p),
+            amount: Number(order.z),
+            side: order.S === 'SELL' ? 'sell' : 'buy',
+            timestamp: new Date(order.T),
+            localTimestamp
+        };
+        yield liquidation;
+    }
+}
+//# sourceMappingURL=aster.js.map

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

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

@@ -1,32 +1,32 @@
 import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts';
 export declare const binanceMappers: {
     binance: {
-        trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
-        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
-        bookTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
+        trades: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+        bookTickers: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "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>;
     };
     'binance-us': {
-        trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
-        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
-        bookTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
+        trades: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+        bookTickers: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "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>;
     };
     'binance-jersey': {
-        trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
-        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+        trades: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "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>;
     };
     'binance-futures': {
-        trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
-        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
-        derivativeTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", DerivativeTicker>;
-        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>;
-        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>;
+        trades: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+        derivativeTickers: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "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>;
+        liquidations: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "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>;
+        bookTickers: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "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>;
     };
     'binance-delivery': {
-        trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
-        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
-        derivativeTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", DerivativeTicker>;
-        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>;
-        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>;
+        trades: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+        derivativeTickers: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "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>;
+        liquidations: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "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>;
+        bookTickers: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
     };
 };
 //# sourceMappingURL=binance.d.ts.map

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

@@ -130,28 +130,14 @@ class BinanceBookChangeMapper {
             //  mark given symbol depth info that has snapshot processed
             symbolDepthInfo.lastUpdateId = binanceDepthSnapshotData.lastUpdateId;
             symbolDepthInfo.snapshotProcessed = true;
+            const bidsByPrice = new Map(binanceDepthSnapshotData.bids.map((level) => [level[0], level]));
+            const asksByPrice = new Map(binanceDepthSnapshotData.asks.map((level) => [level[0], level]));
             // if there were any depth updates buffered, let's proccess those by adding to or updating the initial snapshot
             for (const update of symbolDepthInfo.bufferedUpdates.items()) {
                 const bookChange = this.mapBookDepthUpdate(update, localTimestamp);
                 if (bookChange !== undefined) {
-                    for (const bid of update.b) {
-                        const matchingBid = binanceDepthSnapshotData.bids.find((b) => b[0] === bid[0]);
-                        if (matchingBid !== undefined) {
-                            matchingBid[1] = bid[1];
-                        }
-                        else {
-                            binanceDepthSnapshotData.bids.push(bid);
-                        }
-                    }
-                    for (const ask of update.a) {
-                        const matchingAsk = binanceDepthSnapshotData.asks.find((a) => a[0] === ask[0]);
-                        if (matchingAsk !== undefined) {
-                            matchingAsk[1] = ask[1];
-                        }
-                        else {
-                            binanceDepthSnapshotData.asks.push(ask);
-                        }
-                    }
+                    this.applyLevelUpdates(bidsByPrice, update.b);
+                    this.applyLevelUpdates(asksByPrice, update.a);
                 }
             }
             // remove all buffered updates
@@ -161,8 +147,8 @@ class BinanceBookChangeMapper {
                 symbol,
                 exchange: this.exchange,
                 isSnapshot: true,
-                bids: binanceDepthSnapshotData.bids.map(this.mapBookLevel),
-                asks: binanceDepthSnapshotData.asks.map(this.mapBookLevel),
+                bids: [...bidsByPrice.values()].map(this.mapBookLevel),
+                asks: [...asksByPrice.values()].map(this.mapBookLevel),
                 timestamp: binanceDepthSnapshotData.T !== undefined ? fromMicroSecondsToDate(binanceDepthSnapshotData.T) : localTimestamp,
                 localTimestamp
             };
@@ -223,6 +209,16 @@ class BinanceBookChangeMapper {
         const amount = Number(level[1]);
         return { price, amount };
     }
+    applyLevelUpdates(levelsByPrice, updates) {
+        for (const level of updates) {
+            if (Number(level[1]) === 0) {
+                levelsByPrice.delete(level[0]);
+            }
+            else {
+                levelsByPrice.set(level[0], level);
+            }
+        }
+    }
 }
 class BinanceFuturesBookChangeMapper extends BinanceBookChangeMapper {
     mapBookDepthUpdate(binanceDepthUpdateData, localTimestamp) {
@@ -235,9 +231,13 @@ class BinanceFuturesBookChangeMapper extends BinanceBookChangeMapper {
         if (binanceDepthUpdateData.u < lastUpdateId) {
             return;
         }
-        // The first processed should have U <= lastUpdateId AND u >= lastUpdateId
+        // Binance documents a first update that contains the snapshot boundary. Live
+        // USD-M and COIN-M streams can instead continue it directly with pu == lastUpdateId.
+        // Both relations join the buffered stream to the snapshot without an update gap.
         if (!depthContext.validatedFirstUpdate) {
-            if (binanceDepthUpdateData.U <= lastUpdateId && binanceDepthUpdateData.u >= lastUpdateId) {
+            const containsSnapshotBoundary = binanceDepthUpdateData.U <= lastUpdateId && binanceDepthUpdateData.u >= lastUpdateId;
+            const continuesSnapshotDirectly = binanceDepthUpdateData.pu === lastUpdateId;
+            if (containsSnapshotBoundary || continuesSnapshotDirectly) {
                 depthContext.validatedFirstUpdate = true;
             }
             else {

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