tardis-machine 18.2.0 → 18.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/node_modules/tardis-dev/dist/consts.d.ts +1 -1
- package/node_modules/tardis-dev/dist/consts.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/consts.js +2 -0
- package/node_modules/tardis-dev/dist/consts.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/aster.js +3 -0
- package/node_modules/tardis-dev/dist/mappers/aster.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/deribit.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/deribit.js +16 -5
- package/node_modules/tardis-dev/dist/mappers/deribit.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/index.d.ts +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/kucoinfutures.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/kucoinfutures.js +6 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/kucoinfutures.js.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.js +3 -15
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/node_modules/tardis-dev/package.json +3 -3
- package/node_modules/tardis-dev/src/consts.ts +2 -0
- package/node_modules/tardis-dev/src/mappers/aster.ts +3 -0
- package/node_modules/tardis-dev/src/mappers/deribit.ts +18 -5
- package/node_modules/tardis-dev/src/realtimefeeds/kucoinfutures.ts +7 -1
- package/node_modules/tardis-dev/src/realtimefeeds/realtimefeed.ts +3 -18
- package/node_modules/ws/lib/permessage-deflate.js +3 -1
- package/node_modules/ws/package.json +1 -1
- package/package.json +4 -4
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@@ -29,7 +29,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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'huobi-dm': readonly ["depth", "detail", "trade", "bbo", "basis", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
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'huobi-dm-swap': readonly ["depth", "detail", "trade", "bbo", "basis", "funding_rate", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
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'huobi-dm-linear-swap': readonly ["depth", "detail", "trade", "bbo", "basis", "funding_rate", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
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bybit: readonly ["trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "long_short_ratio", "orderbook.1", "orderbook.50", "orderbook.500", "publicTrade", "tickers", "liquidation", "allLiquidation", "orderbook.1000"];
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bybit: readonly ["trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "long_short_ratio", "orderbook.1", "orderbook.50", "orderbook.rpi", "orderbook.full", "orderbook.500", "publicTrade", "tickers", "liquidation", "allLiquidation", "orderbook.1000"];
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'bybit-spot': string[];
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'bybit-options': string[];
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okcoin: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "trades", "books", "bbo-tbt", "tickers"];
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1
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+
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@@ -257,6 +257,9 @@ class AsterFuturesDerivativeTickerMapper {
|
|
|
257
257
|
}
|
|
258
258
|
}
|
|
259
259
|
else if ('openInterest' in data) {
|
|
260
|
+
if (data.time === 0) {
|
|
261
|
+
return;
|
|
262
|
+
}
|
|
260
263
|
pendingTickerInfo.updateOpenInterest(Number(data.openInterest));
|
|
261
264
|
pendingTickerInfo.updateTimestamp(new Date(data.time));
|
|
262
265
|
}
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|
@@ -1 +1 @@
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|
|
1
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-
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1
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+
{"version":3,"file":"aster.js","sourceRoot":"","sources":["../../src/mappers/aster.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AACnC,OAAO,EAAE,mBAAmB,EAAE,cAAc,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAEnF,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,UAAU,EAAE,MAAM,eAAe,CAAA;AAE3D,MAAM,CAAC,MAAM,YAAY,GAAG,eAAe,CAAC;IAC1C,KAAK,EAAE;QACL,MAAM,EAAE,GAAG,EAAE,CAAC,IAAI,iBAAiB,CAAC,OAAO,CAAC;QAC5C,WAAW,EAAE,CAAC,cAAc,EAAE,EAAE,CAC9B,IAAI,qBAAqB,CAAC,OAAO,EAAE;YACjC,8BAA8B,EAAE,+BAA+B,CAAC,cAAc,CAAC;SAChF,CAAC;QACJ,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,qBAAqB,CAAC,OAAO,CAAC;KACtD;IACD,eAAe,EAAE;QACf,MAAM,EAAE,GAAG,EAAE,CAAC,IAAI,iBAAiB,CAAC,eAAe,CAAC;QACpD,WAAW,EAAE,CAAC,cAAc,EAAE,EAAE,CAC9B,IAAI,4BAA4B,CAAC;YAC/B,8BAA8B,EAAE,+BAA+B,CAAC,cAAc,CAAC;SAChF,CAAC;QACJ,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,kCAAkC,EAAE;QACjE,YAAY,EAAE,GAAG,EAAE,CAAC,IAAI,8BAA8B,EAAE;QACxD,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,qBAAqB,CAAC,eAAe,CAAC;KAC9D;CACF,CAAC,CAAA;AAEF,SAAS,+BAA+B,CAAC,IAAW;IAClD,IAAI,OAAO,CAAC,GAAG,CAAC,kCAAkC,EAAE,CAAC;QACnD,OAAO,IAAI,CAAA;IACb,CAAC;IAED,OAAO,UAAU,CAAC,IAAI,CAAC,KAAK,KAAK,CAAA;AACnC,CAAC;AAED,MAAM,iBAAiB;IACQ;IAA7B,YAA6B,QAAmC;QAAnC,aAAQ,GAAR,QAAQ,CAA2B;IAAG,CAAC;IAEpE,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,MAAM,EAAE,QAAQ,CAAC,QAAQ,CAAC,KAAK,IAAI,CAAA;IACpD,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,CAAC,EAAE,OAAO,EAAE,OAAO,EAAE,OAAO,EAAE,gBAAgB,CAAC,OAAO,CAAC,EAAW,CAAC,CAAA;IAC5E,CAAC;IAED,CAAC,GAAG,CAAC,EAAE,IAAI,EAAgC,EAAE,cAAoB;QAC/D,2EAA2E;QAC3E,+DAA+D;QAC/D,MAAM,cAAc,GAAG,IAAI,CAAC,CAAC,KAAK,gBAAgB,IAAI,IAAI,CAAC,CAAC,KAAK,KAAK,IAAI,IAAI,CAAC,CAAC,KAAK,IAAI,CAAA;QACzF,IAAI,cAAc,EAAE,CAAC;YACnB,OAAM;QACR,CAAC;QAED,MAAM,KAAK,GAAU;YACnB,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,IAAI,CAAC,CAAC;YACd,QAAQ,EAAE,IAAI,CAAC,QAAQ;YACvB,EAAE,EAAE,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;YAClB,KAAK,EAAE,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;YACrB,MAAM,EAAE,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;YACtB,IAAI,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;YAC7B,SAAS,EAAE,IAAI,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC;YAC3B,cAAc;SACf,CAAA;QAED,MAAM,KAAK,CAAA;IACb,CAAC;CACF;AAED,MAAM,qBAAqB;IAKJ;IAJF,wBAAwB,GAAsC,EAAE,CAAA;IAChE,8BAA8B,CAAS;IAE1D,YACqB,QAAmC,EACtD,EAAE,8BAA8B,EAA+C;QAD5D,aAAQ,GAAR,QAAQ,CAA2B;QAGtD,IAAI,CAAC,8BAA8B,GAAG,8BAA8B,CAAA;IACtE,CAAC;IAED,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,MAAM,EAAE,QAAQ,CAAC,QAAQ,CAAC,KAAK,IAAI,CAAA;IACpD,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL,EAAE,OAAO,EAAE,OAAO,EAAE,OAAO,EAAE,gBAAgB,CAAC,OAAO,CAAC,EAAW;YACjE,EAAE,OAAO,EAAE,eAAe,EAAE,OAAO,EAAE,gBAAgB,CAAC,OAAO,CAAC,EAAW;SAC1E,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,IAAI,EAAyD,EAAE,cAAoB;QAChG,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,CAAA;QAEjD,IAAI,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,KAAK,SAAS,EAAE,CAAC;YACxD,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,GAAG;gBACtC,eAAe,EAAE,IAAI,cAAc,CAAiB,IAAI,CAAC;aAC1D,CAAA;QACH,CAAC;QAED,MAAM,eAAe,GAAG,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,CAAA;QAE7D,IAAI,IAAI,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;YACpC,IAAI,eAAe,CAAC,iBAAiB,EAAE,CAAC;gBACtC,OAAM;YACR,CAAC;YAED,eAAe,CAAC,YAAY,GAAG,IAAI,CAAC,YAAY,CAAA;YAChD,eAAe,CAAC,iBAAiB,GAAG,IAAI,CAAA;YACxC,MAAM,WAAW,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,CAAA;YACxE,MAAM,WAAW,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,CAAA;YAExE,KAAK,MAAM,MAAM,IAAI,eAAe,CAAC,eAAe,CAAC,KAAK,EAAE,EAAE,CAAC;gBAC7D,MAAM,UAAU,GAAG,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,cAAc,CAAC,CAAA;gBAClE,IAAI,UAAU,KAAK,SAAS,EAAE,CAAC;oBAC7B,IAAI,CAAC,iBAAiB,CAAC,WAAW,EAAE,MAAM,CAAC,CAAC,CAAC,CAAA;oBAC7C,IAAI,CAAC,iBAAiB,CAAC,WAAW,EAAE,MAAM,CAAC,CAAC,CAAC,CAAA;gBAC/C,CAAC;YACH,CAAC;YAED,eAAe,CAAC,eAAe,CAAC,KAAK,EAAE,CAAA;YAEvC,MAAM,UAAU,GAAe;gBAC7B,IAAI,EAAE,aAAa;gBACnB,MAAM;gBACN,QAAQ,EAAE,IAAI,CAAC,QAAQ;gBACvB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,CAAC,GAAG,WAAW,CAAC,MAAM,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;gBACtD,IAAI,EAAE,CAAC,GAAG,WAAW,CAAC,MAAM,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;gBACtD,SAAS,EAAE,IAAI,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,cAAc;gBACnE,cAAc;aACf,CAAA;YAED,MAAM,UAAU,CAAA;QAClB,CAAC;aAAM,IAAI,eAAe,CAAC,iBAAiB,EAAE,CAAC;YAC7C,MAAM,UAAU,GAAG,IAAI,CAAC,kBAAkB,CAAC,IAAsB,EAAE,cAAc,CAAC,CAAA;YAClF,IAAI,UAAU,KAAK,SAAS,EAAE,CAAC;gBAC7B,MAAM,UAAU,CAAA;YAClB,CAAC;QACH,CAAC;aAAM,CAAC;YACN,eAAe,CAAC,eAAe,CAAC,MAAM,CAAC,IAAsB,CAAC,CAAA;QAChE,CAAC;IACH,CAAC;IAES,kBAAkB,CAAC,eAA+B,EAAE,cAAoB;QAChF,MAAM,YAAY,GAAG,IAAI,CAAC,wBAAwB,CAAC,eAAe,CAAC,CAAC,CAAE,CAAA;QACtE,MAAM,YAAY,GAAG,YAAY,CAAC,YAAa,CAAA;QAE/C,IAAI,IAAI,CAAC,qBAAqB,CAAC,eAAe,EAAE,YAAY,CAAC,EAAE,CAAC;YAC9D,OAAM;QACR,CAAC;QAED,IAAI,CAAC,YAAY,CAAC,oBAAoB,EAAE,CAAC;YACvC,IAAI,IAAI,CAAC,yBAAyB,CAAC,eAAe,EAAE,YAAY,CAAC,IAAI,YAAY,KAAK,CAAC,CAAC,EAAE,CAAC;gBACzF,YAAY,CAAC,oBAAoB,GAAG,IAAI,CAAA;YAC1C,CAAC;iBAAM,IAAI,IAAI,CAAC,8BAA8B,EAAE,CAAC;gBAC/C,YAAY,CAAC,oBAAoB,GAAG,IAAI,CAAA;gBACxC,KAAK,CAAC,IAAI,CAAC,uBAAuB,CAAC,eAA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@@ -2,7 +2,7 @@ import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, T
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2
2
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export declare const deribitMappers: {
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3
3
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deribit: {
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4
4
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trades: import("./registry.ts").MapperCreator<"deribit", Trade>;
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5
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-
bookChanges: import("./registry.ts").MapperCreator<"deribit", BookChange>;
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5
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+
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>;
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6
6
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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>;
|
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7
7
|
optionsSummary: 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", OptionSummary>;
|
|
8
8
|
liquidations: import("./registry.ts").MapperCreator<"deribit", Liquidation>;
|
|
@@ -5,7 +5,7 @@ import { exchangeMappers } from "./registry.js";
|
|
|
5
5
|
export const deribitMappers = exchangeMappers({
|
|
6
6
|
deribit: {
|
|
7
7
|
trades: () => deribitTradesMapper,
|
|
8
|
-
bookChanges: () =>
|
|
8
|
+
bookChanges: () => new DeribitBookChangeMapper(),
|
|
9
9
|
derivativeTickers: () => new DeribitDerivativeTickerMapper(),
|
|
10
10
|
optionsSummary: () => new DeribitOptionSummaryMapper(),
|
|
11
11
|
liquidations: () => deribitLiquidationsMapper,
|
|
@@ -70,14 +70,15 @@ const mapBookLevel = (level) => {
|
|
|
70
70
|
const amount = level[0] === 'delete' ? 0 : level[2];
|
|
71
71
|
return { price, amount };
|
|
72
72
|
};
|
|
73
|
-
|
|
73
|
+
class DeribitBookChangeMapper {
|
|
74
|
+
_snapshotChangeIds = new Map();
|
|
74
75
|
canHandle(message) {
|
|
75
76
|
const channel = message.params && message.params.channel;
|
|
76
77
|
if (channel === undefined) {
|
|
77
78
|
return false;
|
|
78
79
|
}
|
|
79
80
|
return channel.startsWith('book');
|
|
80
|
-
}
|
|
81
|
+
}
|
|
81
82
|
getFilters(symbols) {
|
|
82
83
|
symbols = deribitCasing(symbols);
|
|
83
84
|
return [
|
|
@@ -86,13 +87,23 @@ const deribitBookChangeMapper = {
|
|
|
86
87
|
symbols
|
|
87
88
|
}
|
|
88
89
|
];
|
|
89
|
-
}
|
|
90
|
+
}
|
|
90
91
|
*map(message, localTimestamp) {
|
|
91
92
|
const deribitBookChange = message.params.data;
|
|
92
93
|
// snapshots do not have prev_change_id set
|
|
93
94
|
const isSnapshot = (deribitBookChange.type !== undefined && deribitBookChange.type === 'snapshot') ||
|
|
94
95
|
deribitBookChange.prev_change_id === undefined ||
|
|
95
96
|
deribitBookChange.prev_change_id === 0;
|
|
97
|
+
if (isSnapshot) {
|
|
98
|
+
this._snapshotChangeIds.set(deribitBookChange.instrument_name, deribitBookChange.change_id);
|
|
99
|
+
}
|
|
100
|
+
else {
|
|
101
|
+
const snapshotChangeId = this._snapshotChangeIds.get(deribitBookChange.instrument_name);
|
|
102
|
+
// Deribit can send queued changes already covered by the preceding snapshot.
|
|
103
|
+
if (snapshotChangeId !== undefined && deribitBookChange.change_id <= snapshotChangeId) {
|
|
104
|
+
return;
|
|
105
|
+
}
|
|
106
|
+
}
|
|
96
107
|
yield {
|
|
97
108
|
type: 'book_change',
|
|
98
109
|
symbol: deribitBookChange.instrument_name.toUpperCase(),
|
|
@@ -104,7 +115,7 @@ const deribitBookChangeMapper = {
|
|
|
104
115
|
localTimestamp: localTimestamp
|
|
105
116
|
};
|
|
106
117
|
}
|
|
107
|
-
}
|
|
118
|
+
}
|
|
108
119
|
class DeribitDerivativeTickerMapper {
|
|
109
120
|
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
110
121
|
canHandle(message) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,MAAM,aAAa,CAAA;AAExD,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,MAAM,eAAe,CAAA;AAE/C,6CAA6C;AAE7C,MAAM,CAAC,MAAM,cAAc,GAAG,eAAe,CAAC;IAC5C,OAAO,EAAE;QACP,MAAM,EAAE,GAAG,EAAE,CAAC,mBAAmB;QACjC,WAAW,EAAE,GAAG,EAAE,CAAC,uBAAuB;
|
|
1
|
+
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,MAAM,aAAa,CAAA;AAExD,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,MAAM,eAAe,CAAA;AAE/C,6CAA6C;AAE7C,MAAM,CAAC,MAAM,cAAc,GAAG,eAAe,CAAC;IAC5C,OAAO,EAAE;QACP,MAAM,EAAE,GAAG,EAAE,CAAC,mBAAmB;QACjC,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,uBAAuB,EAAE;QAChD,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,6BAA6B,EAAE;QAC5D,cAAc,EAAE,GAAG,EAAE,CAAC,IAAI,0BAA0B,EAAE;QACtD,YAAY,EAAE,GAAG,EAAE,CAAC,yBAAyB;QAC7C,WAAW,EAAE,GAAG,EAAE,CAAC,uBAAuB;KAC3C;CACF,CAAC,CAAA;AAEF,SAAS,aAAa,CAAC,OAAkB;IACvC,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YAC5B,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC;gBACnD,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;gBAC/B,IAAI,KAAK,CAAC,CAAC,CAAC,KAAK,SAAS,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;oBACnE,KAAK,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,EAAE,GAAG,CAAC,CAAA;oBACrC,OAAO,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAA;gBACxB,CAAC;qBAAM,CAAC;oBACN,OAAO,MAAM,CAAC,WAAW,EAAE,CAAA;gBAC7B,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,OAAO,MAAM,CAAC,WAAW,EAAE,CAAA;YAC7B,CAAC;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAED,OAAM;AACR,CAAC;AAED,MAAM,mBAAmB,GAA6B;IACpD,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,KAAK,MAAM,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;YAC/C,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,YAAY,CAAC,eAAe,CAAC,WAAW,EAAE;gBAClD,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,YAAY,CAAC,QAAQ;gBACzB,KAAK,EAAE,YAAY,CAAC,KAAK;gBACzB,MAAM,EAAE,YAAY,CAAC,MAAM;gBAC3B,IAAI,EAAE,YAAY,CAAC,SAAS;gBAC5B,SAAS,EAAE,IAAI,IAAI,CAAC,YAAY,CAAC,SAAS,CAAC;gBAC3C,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAuB,EAAE,EAAE;IAC/C,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,KAAK,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAEnD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,uBAAuB;IACV,kBAAkB,GAAG,IAAI,GAAG,EAAkB,CAAA;IAE/D,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,MAAM,CAAC,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,MAAe;gBACxB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,MAAM,iBAAiB,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAC7C,2CAA2C;QAC3C,MAAM,UAAU,GACd,CAAC,iBAAiB,CAAC,IAAI,KAAK,SAAS,IAAI,iBAAiB,CAAC,IAAI,KAAK,UAAU,CAAC;YAC/E,iBAAiB,CAAC,cAAc,KAAK,SAAS;YAC9C,iBAAiB,CAAC,cAAc,KAAK,CAAC,CAAA;QAExC,IAAI,UAAU,EAAE,CAAC;YACf,IAAI,CAAC,kBAAkB,CAAC,GAAG,CAAC,iBAAiB,CAAC,eAAe,EAAE,iBAAiB,CAAC,SAAS,CAAC,CAAA;QAC7F,CAAC;aAAM,CAAC;YACN,MAAM,gBAAgB,GAAG,IAAI,CAAC,kBAAkB,CAAC,GAAG,CAAC,iBAAiB,CAAC,eAAe,CAAC,CAAA;YACvF,6EAA6E;YAC7E,IAAI,gBAAgB,KAAK,SAAS,IAAI,iBAAiB,CAAC,SAAS,IAAI,gBAAgB,EAAE,CAAC;gBACtF,OAAM;YACR,CAAC;QACH,CAAC;QAED,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,iBAAiB,CAAC,eAAe,CAAC,WAAW,EAAE;YACvD,QAAQ,EAAE,SAAS;YACnB,UAAU;YACV,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,SAAS,EAAE,IAAI,IAAI,CAAC,iBAAiB,CAAC,SAAS,CAAC;YAChD,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF;AAED,MAAM,6BAA6B;IAChB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,WAAW,KAAK,QAAQ,CAAC,CAAA;IACnI,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QACzC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,aAAa,CAAC,eAAe,EAAE,SAAS,CAAC,CAAA;QAErH,iBAAiB,CAAC,iBAAiB,CAAC,aAAa,CAAC,eAAe,CAAC,CAAA;QAClE,iBAAiB,CAAC,gBAAgB,CAAC,aAAa,CAAC,WAAW,CAAC,CAAA;QAC7D,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,kBAAkB,CAAC,aAAa,CAAC,aAAa,CAAC,CAAA;QACjE,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,CAAC,CAAA;QAEpE,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;QACrD,CAAC;IACH,CAAC;CACF;AAED,MAAM,0BAA0B;IAC9B,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAA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@@ -223,7 +223,7 @@ export declare const normalizeBookChanges: Normalizer<{
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} & {
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delta: import("./registry.ts").MapperCreator<any, BookChange>;
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} & {
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-
deribit: import("./registry.ts").MapperCreator<"deribit", BookChange>;
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+
deribit: 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>;
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} & {
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dydx: 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>;
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229
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} & {
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@@ -1 +1 @@
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1
|
-
{"version":3,"file":"kucoinfutures.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/kucoinfutures.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAWxG,qBAAa,yBAA0B,SAAQ,+BAA+B;IAC5E,OAAO,CAAC,QAAQ,CAAuC;IAEvD,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;CAYvI;AAED,qBAAa,yCAA0C,SAAQ,gBAAgB;IAI3E,OAAO,CAAC,QAAQ,CAAC,QAAQ;gBAFzB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,QAAQ,EAAE,MAAM,EACjC,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAIlC,SAAS,CAAC,MAAM,SAAK;cAEL,eAAe;IAM/B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;cAiBlD,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;
|
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1
|
+
{"version":3,"file":"kucoinfutures.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/kucoinfutures.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAWxG,qBAAa,yBAA0B,SAAQ,+BAA+B;IAC5E,OAAO,CAAC,QAAQ,CAAuC;IAEvD,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;CAYvI;AAED,qBAAa,yCAA0C,SAAQ,gBAAgB;IAI3E,OAAO,CAAC,QAAQ,CAAC,QAAQ;gBAFzB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,QAAQ,EAAE,MAAM,EACjC,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAIlC,SAAS,CAAC,MAAM,SAAK;cAEL,eAAe;IAM/B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;cAiBlD,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;IAqC7F,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,aAKvB;IAED,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;CAGtC;AAED,cAAM,kCAAmC,SAAQ,iBAAiB;IAG9D,OAAO,CAAC,QAAQ,CAAC,QAAQ;gBADzB,QAAQ,EAAE,MAAM,EACC,QAAQ,EAAE,MAAM;cAKnB,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAiBxD"}
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import { getJSON, getRandomString, postJSON } from "../handy.js";
|
|
1
|
+
import { getJSON, getRandomString, ONE_SEC_IN_MS, postJSON, wait } from "../handy.js";
|
|
2
2
|
import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from "./realtimefeed.js";
|
|
3
3
|
const kucoinHttpOptions = {
|
|
4
4
|
timeout: 10 * 1000,
|
|
@@ -52,6 +52,11 @@ export class KucoinFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase
|
|
|
52
52
|
if (!depthSnapshotFilter) {
|
|
53
53
|
return;
|
|
54
54
|
}
|
|
55
|
+
// The futures REST snapshot briefly trails the WebSocket sequence after subscription.
|
|
56
|
+
await wait(ONE_SEC_IN_MS);
|
|
57
|
+
if (shouldCancel()) {
|
|
58
|
+
return;
|
|
59
|
+
}
|
|
55
60
|
this.debug('requesting manual snapshots for: %s', depthSnapshotFilter.symbols);
|
|
56
61
|
for (let symbol of depthSnapshotFilter.symbols) {
|
|
57
62
|
if (shouldCancel()) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"kucoinfutures.js","sourceRoot":"","sources":["../../src/realtimefeeds/kucoinfutures.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAA;
|
|
1
|
+
{"version":3,"file":"kucoinfutures.js","sourceRoot":"","sources":["../../src/realtimefeeds/kucoinfutures.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAErF,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAExG,MAAM,iBAAiB,GAAG;IACxB,OAAO,EAAE,EAAE,GAAG,IAAI;IAClB,KAAK,EAAE;QACL,KAAK,EAAE,EAAE;QACT,WAAW,EAAE,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC;QACjC,aAAa,EAAE,GAAG,GAAG,IAAI;KAC1B;CACF,CAAA;AAED,MAAM,OAAO,yBAA0B,SAAQ,+BAA+B;IACpE,QAAQ,GAAG,oCAAoC,CAAA;IAE7C,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,kBAAkB,CAAC,CAAA;QAEzE,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YACzB,MAAM,IAAI,yCAAyC,CAAC,QAAQ,EAAE,SAAS,EAAE,IAAI,CAAC,QAAQ,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QACrH,CAAC;QAED,MAAM,sBAAsB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,kBAAkB,CAAC,CAAA;QACtF,IAAI,sBAAsB,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YACtC,MAAM,IAAI,kCAAkC,CAAC,QAAQ,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAA;QACvE,CAAC;IACH,CAAC;CACF;AAED,MAAM,OAAO,yCAA0C,SAAQ,gBAAgB;IAI1D;IAHnB,YACE,QAAgB,EAChB,OAAyB,EACR,QAAgB,EACjC,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAJnC,aAAQ,GAAR,QAAQ,CAAQ;IAKnC,CAAC;IACS,MAAM,GAAG,EAAE,CAAA;IAEX,KAAK,CAAC,eAAe;QAC7B,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,MAAM,QAAQ,CAAM,GAAG,IAAI,CAAC,QAAQ,mBAAmB,EAAE,EAAE,KAAK,EAAE,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC,CAAA;QAE7G,OAAO,GAAG,IAAI,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,QAAQ,UAAU,IAAI,CAAC,IAAI,CAAC,KAAK,cAAc,eAAe,EAAE,EAAE,CAAA;IAC3G,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO;aACX,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,+BAA+B,CAAC;aAC5D,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,+FAA+F,CAAC,CAAA;YAClH,CAAC;YAED,OAAO;gBACL,EAAE,EAAE,eAAe,EAAE;gBACrB,IAAI,EAAE,WAAW;gBACjB,KAAK,EAAE,IAAI,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE;gBACvD,QAAQ,EAAE,IAAI;aACf,CAAA;QACH,CAAC,CAAC,CAAA;IACN,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,+BAA+B,CAAC,CAAA;QAC9F,IAAI,CAAC,mBAAmB,EAAE,CAAC;YACzB,OAAM;QACR,CAAC;QAED,sFAAsF;QACtF,MAAM,IAAI,CAAC,aAAa,CAAC,CAAA;QACzB,IAAI,YAAY,EAAE,EAAE,CAAC;YACnB,OAAM;QACR,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,mBAAmB,CAAC,OAAO,CAAC,CAAA;QAC9E,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,QAAQ,8BAA8B,MAAM,EAAE,EAAE,iBAAiB,CAAC,CAAA;YAC9G,IAAI,YAAY,EAAE,EAAE,CAAC;gBACnB,OAAM;YACR,CAAC;YAED,MAAM,QAAQ,GAAG;gBACf,IAAI,EAAE,SAAS;gBACf,SAAS,EAAE,IAAI;gBACf,KAAK,EAAE,kCAAkC,MAAM,EAAE;gBACjD,OAAO,EAAE,gBAAgB;gBACzB,GAAG,IAAI;aACR,CAAA;YAED,IAAI,CAAC,qBAAqB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;QAC3C,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,mBAAmB,CAAC,OAAO,CAAC,CAAA;IAC7F,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;IAES,cAAc,GAAG,GAAG,EAAE;QAC9B,IAAI,CAAC,IAAI,CAAC;YACR,EAAE,EAAE,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE;YACnC,IAAI,EAAE,MAAM;SACb,CAAC,CAAA;IACJ,CAAC,CAAA;IAES,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,IAAI,KAAK,MAAM,CAAA;IAC5B,CAAC;CACF;AAED,MAAM,kCAAmC,SAAQ,iBAAiB;IAG7C;IAFnB,YACE,QAAgB,EACC,QAAgB;QAEjC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAA;QAFD,aAAQ,GAAR,QAAQ,CAAQ;IAGnC,CAAC;IAES,KAAK,CAAC,gBAAgB,CAAC,YAAsB;QACrD,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,MAAM,OAAO,CAAM,GAAG,IAAI,CAAC,QAAQ,sBAAsB,EAAE,iBAAiB,CAAC,CAAA;QAEpG,KAAK,MAAM,UAAU,IAAI,IAAI,CAAC,IAAI,EAAE,CAAC;YACnC,MAAM,mBAAmB,GAAG;gBAC1B,KAAK,EAAE,qBAAqB,UAAU,CAAC,MAAM,EAAE;gBAC/C,IAAI,EAAE,SAAS;gBACf,OAAO,EAAE,iBAAiB;gBAC1B,SAAS,EAAE,IAAI;gBACf,IAAI,EAAE,UAAU;aACjB,CAAA;YAED,IAAI,YAAY,CAAC,QAAQ,EAAE,CAAC;gBAC1B,YAAY,CAAC,KAAK,CAAC,mBAAmB,CAAC,CAAA;YACzC,CAAC;QACH,CAAC;IACH,CAAC;CACF"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"realtimefeed.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/realtimefeed.ts"],"names":[],"mappings":"AAEA,OAAO,EAAe,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAE9C,OAAO,EAAe,KAAK,WAAW,EAAE,MAAM,aAAa,CAAA;AAE3D,OAAO,EAAgD,KAAK,uBAAuB,EAAE,MAAM,wBAAwB,CAAA;AACnH,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AAE9C,MAAM,MAAM,YAAY,GAAG;IACzB,KACE,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAC/B,oBAAoB,CAAA;CACxB,CAAA;AAID,MAAM,MAAM,oBAAoB,GAAG,aAAa,CAAC,GAAG,CAAC,CAAA;AAWrD,8BAAsB,gBAAiB,YAAW,oBAAoB;IAkBlE,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,MAAM;IAEpC,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IApB5B,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,uBAAuB,CAAC,GAAG,CAAC;IAItD,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,WAAW,CAAA;IACrC,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IAC1C,SAAS,CAAC,QAAQ,CAAC,mBAAmB,EAAE,MAAM,CAAI;IAClD,SAAS,CAAC,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE,CAAK;IACpD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAkB;IAC3C,OAAO,CAAC,gBAAgB,CAA6C;IACrE,OAAO,CAAC,OAAO,CAAQ;IACvB,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAwB;IACzD,OAAO,CAAC,WAAW,CAAC,CAAwB;IAC5C,SAAS,CAAC,QAAQ,CAAC,YAAY,EAAE,MAAM,GAAG,SAAS,CAAY;IAC/D,SAAS,CAAC,QAAQ,CAAC,YAAY,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,GAAG,SAAS,CAAY;gBAG1D,SAAS,EAAE,MAAM,EACpC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,GAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,aAAA;cAgBpC,eAAe;IAO/B,OAAO,CAAC,MAAM;YAUC,OAAO;IAsKtB,SAAS,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG;IAQvB,SAAS,CAAC,OAAO,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM;IAQtC,SAAS,CAAC,QAAQ,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAE3E,SAAS,CAAC,QAAQ,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAExD,SAAS,CAAC,YAAY,CAAC,OAAO,EAAE,MAAM,CAAC,eAAe,CAAC,GAAG,GAAG;IAI7D,SAAS,CAAC,cAAc,EAAE,CAAC,MAAM,IAAI,CAAC,GAAG,SAAS,CAAY;IAE9D,SAAS,CAAC,cAAc,CAAC,QAAQ,EAAE,GAAG;IAItC,SAAS,CAAC,kBAAkB,CAAC,IAAI,EAAE,GAAG;cAItB,sBAAsB,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,aAAa,EAAE,MAAM,OAAO;IAE/F,SAAS,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG;cAEb,WAAW;IAE3B,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,EAAE,GAAG,KAAK,MAAM,CAAA;IAE3C,OAAO,CAAC,yBAAyB;IAuBjC,OAAO,CAAC,iBAAiB;YAcX,wBAAwB;
|
|
1
|
+
{"version":3,"file":"realtimefeed.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/realtimefeed.ts"],"names":[],"mappings":"AAEA,OAAO,EAAe,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAE9C,OAAO,EAAe,KAAK,WAAW,EAAE,MAAM,aAAa,CAAA;AAE3D,OAAO,EAAgD,KAAK,uBAAuB,EAAE,MAAM,wBAAwB,CAAA;AACnH,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AAE9C,MAAM,MAAM,YAAY,GAAG;IACzB,KACE,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAC/B,oBAAoB,CAAA;CACxB,CAAA;AAID,MAAM,MAAM,oBAAoB,GAAG,aAAa,CAAC,GAAG,CAAC,CAAA;AAWrD,8BAAsB,gBAAiB,YAAW,oBAAoB;IAkBlE,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,MAAM;IAEpC,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IApB5B,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,uBAAuB,CAAC,GAAG,CAAC;IAItD,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,WAAW,CAAA;IACrC,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IAC1C,SAAS,CAAC,QAAQ,CAAC,mBAAmB,EAAE,MAAM,CAAI;IAClD,SAAS,CAAC,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE,CAAK;IACpD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAkB;IAC3C,OAAO,CAAC,gBAAgB,CAA6C;IACrE,OAAO,CAAC,OAAO,CAAQ;IACvB,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAwB;IACzD,OAAO,CAAC,WAAW,CAAC,CAAwB;IAC5C,SAAS,CAAC,QAAQ,CAAC,YAAY,EAAE,MAAM,GAAG,SAAS,CAAY;IAC/D,SAAS,CAAC,QAAQ,CAAC,YAAY,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,GAAG,SAAS,CAAY;gBAG1D,SAAS,EAAE,MAAM,EACpC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,GAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,aAAA;cAgBpC,eAAe;IAO/B,OAAO,CAAC,MAAM;YAUC,OAAO;IAsKtB,SAAS,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG;IAQvB,SAAS,CAAC,OAAO,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM;IAQtC,SAAS,CAAC,QAAQ,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAE3E,SAAS,CAAC,QAAQ,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAExD,SAAS,CAAC,YAAY,CAAC,OAAO,EAAE,MAAM,CAAC,eAAe,CAAC,GAAG,GAAG;IAI7D,SAAS,CAAC,cAAc,EAAE,CAAC,MAAM,IAAI,CAAC,GAAG,SAAS,CAAY;IAE9D,SAAS,CAAC,cAAc,CAAC,QAAQ,EAAE,GAAG;IAItC,SAAS,CAAC,kBAAkB,CAAC,IAAI,EAAE,GAAG;cAItB,sBAAsB,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,aAAa,EAAE,MAAM,OAAO;IAE/F,SAAS,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG;cAEb,WAAW;IAE3B,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,EAAE,GAAG,KAAK,MAAM,CAAA;IAE3C,OAAO,CAAC,yBAAyB;IAuBjC,OAAO,CAAC,iBAAiB;YAcX,wBAAwB;IA4CtC,OAAO,CAAC,mBAAmB;IAI3B,OAAO,CAAC,iBAAiB;IAQzB,OAAO,CAAC,KAAK;IAMb,OAAO,CAAC,mBAAmB;IAI3B,OAAO,CAAC,iBAAiB;IAIzB,OAAO,CAAC,gBAAgB;YAgBV,KAAK;CASpB;AA4BD,8BAAsB,+BAAgC,YAAW,oBAAoB;IAEjF,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;gBAHT,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAC1B,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,GAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,aAAA;IAGpD,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,uBAAuB,CAAC,GAAG,CAAC;IAKtD,SAAS,CAAC,QAAQ,CAAC,iBAAiB,CAClC,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,CAAC,EAAE,MAAM,EAC1B,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAC/B,gBAAgB,CAAC,oBAAoB,CAAC;CAC1C;AAED,8BAAsB,iBAAkB,YAAW,oBAAoB;IAOnE,OAAO,CAAC,QAAQ,CAAC,uBAAuB;IACxC,SAAS,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAPrD,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,WAAW,CAAA;IACrC,OAAO,CAAC,IAAI,CAAwC;IACpD,OAAO,CAAC,aAAa,CAAyB;gBAG5C,QAAQ,EAAE,MAAM,EACC,uBAAuB,EAAE,MAAM,EAC7B,OAAO,CAAC,GAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,aAAA;IAKrD,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,uBAAuB,CAAC,GAAG,CAAC;IAItD,SAAS,CAAC,QAAQ,CAAC,gBAAgB,CAAC,YAAY,EAAE,QAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;IAE1E,SAAS,CAAC,iBAAiB;IAI3B,OAAO,CAAC,MAAM;YAQA,aAAa;YAyBZ,OAAO;CAwBvB"}
|
|
@@ -237,14 +237,6 @@ export class RealTimeFeedBase {
|
|
|
237
237
|
async _onConnectionEstablished(connection, subscribeMessages) {
|
|
238
238
|
const shouldCancel = () => this._isConnectionOpen(connection) === false;
|
|
239
239
|
try {
|
|
240
|
-
const symbolsCount = this._filters.reduce((prev, curr) => {
|
|
241
|
-
if (curr.symbols !== undefined) {
|
|
242
|
-
for (const symbol of curr.symbols) {
|
|
243
|
-
prev.add(symbol);
|
|
244
|
-
}
|
|
245
|
-
}
|
|
246
|
-
return prev;
|
|
247
|
-
}, new Set()).size;
|
|
248
240
|
await this.onConnected();
|
|
249
241
|
if (shouldCancel()) {
|
|
250
242
|
return;
|
|
@@ -259,18 +251,14 @@ export class RealTimeFeedBase {
|
|
|
259
251
|
}
|
|
260
252
|
}
|
|
261
253
|
this.debug('(connection id: %d) established connection', connection.id);
|
|
262
|
-
|
|
263
|
-
|
|
254
|
+
const messagesBeforeSnapshots = subscribeMessages.length === 0 ? 0 : subscribeMessages.length + 1;
|
|
255
|
+
// Wait for subscription acknowledgements and the first data message before fetching snapshots.
|
|
256
|
+
while (shouldCancel() === false && connection.receivedMessagesCount < messagesBeforeSnapshots) {
|
|
264
257
|
await this._wait(100, connection.controller.signal);
|
|
265
258
|
}
|
|
266
259
|
if (shouldCancel()) {
|
|
267
260
|
return;
|
|
268
261
|
}
|
|
269
|
-
// wait a second just in case before starting fetching the snapshots
|
|
270
|
-
await this._wait(1 * ONE_SEC_IN_MS, connection.controller.signal);
|
|
271
|
-
if (shouldCancel()) {
|
|
272
|
-
return;
|
|
273
|
-
}
|
|
274
262
|
await this.provideManualSnapshots(this._filters, shouldCancel);
|
|
275
263
|
}
|
|
276
264
|
catch (e) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "tardis-dev",
|
|
3
|
-
"version": "18.2.
|
|
3
|
+
"version": "18.2.2",
|
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4
4
|
"engines": {
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5
5
|
"node": ">=24.19"
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6
6
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},
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@@ -69,10 +69,10 @@
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69
69
|
"license": "MPL-2.0",
|
|
70
70
|
"dependencies": {
|
|
71
71
|
"debug": "^4.4.3",
|
|
72
|
-
"ws": "^8.21.
|
|
72
|
+
"ws": "^8.21.3"
|
|
73
73
|
},
|
|
74
74
|
"devDependencies": {
|
|
75
|
-
"@types/node": "^26.
|
|
75
|
+
"@types/node": "^26.2.0",
|
|
76
76
|
"@types/ws": "^8.18.1",
|
|
77
77
|
"prettier": "3.9.6",
|
|
78
78
|
"typescript": "^6.0.3"
|
|
@@ -306,6 +306,9 @@ class AsterFuturesDerivativeTickerMapper implements Mapper<'aster-futures', Deri
|
|
|
306
306
|
pendingTickerInfo.updateTimestamp(new Date(data.E))
|
|
307
307
|
}
|
|
308
308
|
} else if ('openInterest' in data) {
|
|
309
|
+
if (data.time === 0) {
|
|
310
|
+
return
|
|
311
|
+
}
|
|
309
312
|
pendingTickerInfo.updateOpenInterest(Number(data.openInterest))
|
|
310
313
|
pendingTickerInfo.updateTimestamp(new Date(data.time))
|
|
311
314
|
}
|
|
@@ -8,7 +8,7 @@ import { exchangeMappers } from './registry.ts'
|
|
|
8
8
|
export const deribitMappers = exchangeMappers({
|
|
9
9
|
deribit: {
|
|
10
10
|
trades: () => deribitTradesMapper,
|
|
11
|
-
bookChanges: () =>
|
|
11
|
+
bookChanges: () => new DeribitBookChangeMapper(),
|
|
12
12
|
derivativeTickers: () => new DeribitDerivativeTickerMapper(),
|
|
13
13
|
optionsSummary: () => new DeribitOptionSummaryMapper(),
|
|
14
14
|
liquidations: () => deribitLiquidationsMapper,
|
|
@@ -81,7 +81,9 @@ const mapBookLevel = (level: DeribitBookLevel) => {
|
|
|
81
81
|
return { price, amount }
|
|
82
82
|
}
|
|
83
83
|
|
|
84
|
-
|
|
84
|
+
class DeribitBookChangeMapper implements Mapper<'deribit', BookChange> {
|
|
85
|
+
private readonly _snapshotChangeIds = new Map<string, number>()
|
|
86
|
+
|
|
85
87
|
canHandle(message: any) {
|
|
86
88
|
const channel = message.params && (message.params.channel as string | undefined)
|
|
87
89
|
if (channel === undefined) {
|
|
@@ -89,18 +91,18 @@ const deribitBookChangeMapper: Mapper<'deribit', BookChange> = {
|
|
|
89
91
|
}
|
|
90
92
|
|
|
91
93
|
return channel.startsWith('book')
|
|
92
|
-
}
|
|
94
|
+
}
|
|
93
95
|
|
|
94
96
|
getFilters(symbols?: string[]) {
|
|
95
97
|
symbols = deribitCasing(symbols)
|
|
96
98
|
|
|
97
99
|
return [
|
|
98
100
|
{
|
|
99
|
-
channel: 'book',
|
|
101
|
+
channel: 'book' as const,
|
|
100
102
|
symbols
|
|
101
103
|
}
|
|
102
104
|
]
|
|
103
|
-
}
|
|
105
|
+
}
|
|
104
106
|
|
|
105
107
|
*map(message: DeribitBookMessage, localTimestamp: Date): IterableIterator<BookChange> {
|
|
106
108
|
const deribitBookChange = message.params.data
|
|
@@ -110,6 +112,16 @@ const deribitBookChangeMapper: Mapper<'deribit', BookChange> = {
|
|
|
110
112
|
deribitBookChange.prev_change_id === undefined ||
|
|
111
113
|
deribitBookChange.prev_change_id === 0
|
|
112
114
|
|
|
115
|
+
if (isSnapshot) {
|
|
116
|
+
this._snapshotChangeIds.set(deribitBookChange.instrument_name, deribitBookChange.change_id)
|
|
117
|
+
} else {
|
|
118
|
+
const snapshotChangeId = this._snapshotChangeIds.get(deribitBookChange.instrument_name)
|
|
119
|
+
// Deribit can send queued changes already covered by the preceding snapshot.
|
|
120
|
+
if (snapshotChangeId !== undefined && deribitBookChange.change_id <= snapshotChangeId) {
|
|
121
|
+
return
|
|
122
|
+
}
|
|
123
|
+
}
|
|
124
|
+
|
|
113
125
|
yield {
|
|
114
126
|
type: 'book_change',
|
|
115
127
|
symbol: deribitBookChange.instrument_name.toUpperCase(),
|
|
@@ -361,6 +373,7 @@ type DeribitBookMessage = DeribitMessage & {
|
|
|
361
373
|
data: {
|
|
362
374
|
timestamp: number
|
|
363
375
|
instrument_name: string
|
|
376
|
+
change_id: number
|
|
364
377
|
prev_change_id?: number
|
|
365
378
|
bids: DeribitBookLevel[]
|
|
366
379
|
asks: DeribitBookLevel[]
|
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
import { Writable } from 'stream'
|
|
2
|
-
import { getJSON, getRandomString, postJSON } from '../handy.ts'
|
|
2
|
+
import { getJSON, getRandomString, ONE_SEC_IN_MS, postJSON, wait } from '../handy.ts'
|
|
3
3
|
import { Filter } from '../types.ts'
|
|
4
4
|
import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from './realtimefeed.ts'
|
|
5
5
|
|
|
@@ -70,6 +70,12 @@ export class KucoinFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase
|
|
|
70
70
|
return
|
|
71
71
|
}
|
|
72
72
|
|
|
73
|
+
// The futures REST snapshot briefly trails the WebSocket sequence after subscription.
|
|
74
|
+
await wait(ONE_SEC_IN_MS)
|
|
75
|
+
if (shouldCancel()) {
|
|
76
|
+
return
|
|
77
|
+
}
|
|
78
|
+
|
|
73
79
|
this.debug('requesting manual snapshots for: %s', depthSnapshotFilter.symbols)
|
|
74
80
|
for (let symbol of depthSnapshotFilter.symbols!) {
|
|
75
81
|
if (shouldCancel()) {
|
|
@@ -332,15 +332,6 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
|
332
332
|
const shouldCancel = () => this._isConnectionOpen(connection) === false
|
|
333
333
|
|
|
334
334
|
try {
|
|
335
|
-
const symbolsCount = this._filters.reduce((prev, curr) => {
|
|
336
|
-
if (curr.symbols !== undefined) {
|
|
337
|
-
for (const symbol of curr.symbols) {
|
|
338
|
-
prev.add(symbol)
|
|
339
|
-
}
|
|
340
|
-
}
|
|
341
|
-
return prev
|
|
342
|
-
}, new Set<string>()).size
|
|
343
|
-
|
|
344
335
|
await this.onConnected()
|
|
345
336
|
|
|
346
337
|
if (shouldCancel()) {
|
|
@@ -360,8 +351,9 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
|
360
351
|
|
|
361
352
|
this.debug('(connection id: %d) established connection', connection.id)
|
|
362
353
|
|
|
363
|
-
|
|
364
|
-
|
|
354
|
+
const messagesBeforeSnapshots = subscribeMessages.length === 0 ? 0 : subscribeMessages.length + 1
|
|
355
|
+
// Wait for subscription acknowledgements and the first data message before fetching snapshots.
|
|
356
|
+
while (shouldCancel() === false && connection.receivedMessagesCount < messagesBeforeSnapshots) {
|
|
365
357
|
await this._wait(100, connection.controller.signal)
|
|
366
358
|
}
|
|
367
359
|
|
|
@@ -369,13 +361,6 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
|
369
361
|
return
|
|
370
362
|
}
|
|
371
363
|
|
|
372
|
-
// wait a second just in case before starting fetching the snapshots
|
|
373
|
-
await this._wait(1 * ONE_SEC_IN_MS, connection.controller.signal)
|
|
374
|
-
|
|
375
|
-
if (shouldCancel()) {
|
|
376
|
-
return
|
|
377
|
-
}
|
|
378
|
-
|
|
379
364
|
await this.provideManualSnapshots(this._filters, shouldCancel)
|
|
380
365
|
} catch (e) {
|
|
381
366
|
this.debug('(connection id: %d) providing manual snapshots error: %o', connection.id, e)
|
|
@@ -167,7 +167,9 @@ class PerMessageDeflate {
|
|
|
167
167
|
(typeof opts.serverMaxWindowBits === 'number' &&
|
|
168
168
|
opts.serverMaxWindowBits > params.server_max_window_bits))) ||
|
|
169
169
|
(typeof opts.clientMaxWindowBits === 'number' &&
|
|
170
|
-
|
|
170
|
+
(typeof params.client_max_window_bits === 'number'
|
|
171
|
+
? opts.clientMaxWindowBits > params.client_max_window_bits
|
|
172
|
+
: !params.client_max_window_bits))
|
|
171
173
|
) {
|
|
172
174
|
return false;
|
|
173
175
|
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "tardis-machine",
|
|
3
|
-
"version": "18.2.
|
|
3
|
+
"version": "18.2.1",
|
|
4
4
|
"engines": {
|
|
5
5
|
"node": ">=24.19"
|
|
6
6
|
},
|
|
@@ -76,13 +76,13 @@
|
|
|
76
76
|
"license": "MPL-2.0",
|
|
77
77
|
"dependencies": {
|
|
78
78
|
"debug": "^4.4.3",
|
|
79
|
-
"tardis-dev": "^18.2.
|
|
80
|
-
"ws": "^8.21.
|
|
79
|
+
"tardis-dev": "^18.2.2",
|
|
80
|
+
"ws": "^8.21.3"
|
|
81
81
|
},
|
|
82
82
|
"bundleDependencies": true,
|
|
83
83
|
"devDependencies": {
|
|
84
84
|
"@types/debug": "^4.1.12",
|
|
85
|
-
"@types/node": "^26.
|
|
85
|
+
"@types/node": "^26.2.0",
|
|
86
86
|
"@types/ws": "^8.18.1",
|
|
87
87
|
"prettier": "3.9.6",
|
|
88
88
|
"typescript": "^6.0.3"
|