tardis-machine 18.2.1 → 18.2.2
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/realtimefeeds/index.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/index.js +1 -3
- package/node_modules/tardis-dev/dist/realtimefeeds/index.js.map +1 -1
- package/node_modules/tardis-dev/dist/stream.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/stream.js +2 -1
- package/node_modules/tardis-dev/dist/stream.js.map +1 -1
- package/node_modules/tardis-dev/package.json +1 -1
- package/node_modules/tardis-dev/src/realtimefeeds/index.ts +1 -3
- package/node_modules/tardis-dev/src/stream.ts +3 -1
- package/package.json +2 -2
- package/node_modules/tardis-dev/dist/realtimefeeds/bitmex.d.ts +0 -11
- package/node_modules/tardis-dev/dist/realtimefeeds/bitmex.d.ts.map +0 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/bitmex.js +0 -37
- package/node_modules/tardis-dev/dist/realtimefeeds/bitmex.js.map +0 -1
- package/node_modules/tardis-dev/src/realtimefeeds/bitmex.ts +0 -42
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;
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1
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+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AA6B9C,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAA;AA8BhD,cAAc,mBAAmB,CAAA;AAqEjC,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,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,oDAKjC"}
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@@ -3,7 +3,6 @@ import { BinanceFuturesRealTimeFeed, BinanceJerseyRealTimeFeed, BinanceRealTimeF
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import { BinanceDexRealTimeFeed } from "./binancedex.js";
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import { BitfinexRealTimeFeed } from "./bitfinex.js";
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import { BitflyerRealTimeFeed } from "./bitflyer.js";
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-
import { BitmexRealTimeFeed } from "./bitmex.js";
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import { BitstampRealTimeFeed } from "./bitstamp.js";
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import { BybitOptionsRealTimeDataFeed, BybitRealTimeDataFeed, BybitSpotRealTimeDataFeed } from "./bybit.js";
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import { CoinbaseRealTimeFeed } from "./coinbase.js";
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@@ -47,7 +46,6 @@ export * from "./realtimefeed.js";
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const realTimeFeedsMap = {
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aster: AsterRealTimeFeed,
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'aster-futures': AsterFuturesRealTimeFeed,
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-
bitmex: BitmexRealTimeFeed,
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binance: BinanceRealTimeFeed,
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'binance-jersey': BinanceJerseyRealTimeFeed,
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'binance-us': BinanceUSRealTimeFeed,
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@@ -113,7 +111,7 @@ export function getRealTimeFeedFactory(exchange) {
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if (realTimeFeedsMap[exchange]) {
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return realTimeFeedsMap[exchange];
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}
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-
throw new Error(`not supported exchange ${exchange}`);
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+
throw new Error(`Real-time streaming is not supported for exchange ${exchange}`);
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}
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export function createRealTimeFeed(exchange, filters, timeoutIntervalMS, onError) {
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const RealTimeFeedFactory = getRealTimeFeedFactory(exchange);
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,wBAAwB,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AACxE,OAAO,EACL,0BAA0B,EAC1B,yBAAyB,EACzB,mBAAmB,EACnB,qBAAqB,EACrB,2BAA2B,EAC5B,MAAM,cAAc,CAAA;AACrB,OAAO,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAA;AACxD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,
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1
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+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,wBAAwB,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AACxE,OAAO,EACL,0BAA0B,EAC1B,yBAAyB,EACzB,mBAAmB,EACnB,qBAAqB,EACrB,2BAA2B,EAC5B,MAAM,cAAc,CAAA;AACrB,OAAO,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAA;AACxD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,4BAA4B,EAAE,qBAAqB,EAAE,yBAAyB,EAAE,MAAM,YAAY,CAAA;AAC3G,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,4BAA4B,EAAE,MAAM,uBAAuB,CAAA;AACpE,OAAO,EAAE,uBAAuB,EAAE,MAAM,cAAc,CAAA;AACtD,OAAO,EAAE,eAAe,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAA;AAC7D,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EACL,mBAAmB,EACnB,iBAAiB,EACjB,uBAAuB,EACvB,6BAA6B,EAC7B,0BAA0B,EAC3B,MAAM,YAAY,CAAA;AACnB,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,kBAAkB,EAAE,uBAAuB,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAEzF,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAC5C,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,qBAAqB,EAAE,MAAM,gBAAgB,CAAA;AACtD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,qBAAqB,EAAE,MAAM,gBAAgB,CAAA;AACtD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,qBAAqB,EAAE,MAAM,gBAAgB,CAAA;AACtD,OAAO,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAC5C,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,kCAAkC,EAAE,MAAM,6BAA6B,CAAA;AAChF,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAA;AACjD,OAAO,EAAE,yBAAyB,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAC3E,OAAO,EAAE,iCAAiC,EAAE,MAAM,4BAA4B,CAAA;AAC9E,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAC5C,OAAO,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAA;AAExD,cAAc,mBAAmB,CAAA;AAEjC,MAAM,gBAAgB,GAElB;IACF,KAAK,EAAE,iBAAiB;IACxB,eAAe,EAAE,wBAAwB;IACzC,OAAO,EAAE,mBAAmB;IAC5B,gBAAgB,EAAE,yBAAyB;IAC3C,YAAY,EAAE,qBAAqB;IACnC,aAAa,EAAE,sBAAsB;IACrC,iBAAiB,EAAE,0BAA0B;IAC7C,kBAAkB,EAAE,2BAA2B;IAC/C,QAAQ,EAAE,oBAAoB;IAC9B,sBAAsB,EAAE,oBAAoB;IAC5C,QAAQ,EAAE,oBAAoB;IAC9B,QAAQ,EAAE,oBAAoB;IAC9B,QAAQ,EAAE,oBAAoB;IAC9B,gBAAgB,EAAE,4BAA4B;IAC9C,OAAO,EAAE,uBAAuB;IAChC,GAAG,EAAE,eAAe;IACpB,QAAQ,EAAE,iBAAiB;IAC3B,MAAM,EAAE,kBAAkB;IAC1B,MAAM,EAAE,kBAAkB;IAC1B,IAAI,EAAE,gBAAgB;IACtB,cAAc,EAAE,gBAAgB;IAChC,WAAW,EAAE,gBAAgB;IAC7B,cAAc,EAAE,uBAAuB;IACvC,UAAU,EAAE,mBAAmB;IAC/B,eAAe,EAAE,uBAAuB;IACxC,sBAAsB,EAAE,6BAA6B;IACrD,KAAK,EAAE,iBAAiB;IACxB,KAAK,EAAE,qBAAqB;IAC5B,MAAM,EAAE,kBAAkB;IAC1B,MAAM,EAAE,kBAAkB;IAC1B,MAAM,EAAE,kBAAkB;IAC1B,KAAK,EAAE,iBAAiB;IACxB,SAAS,EAAE,kBAAkB;IAC7B,iBAAiB,EAAE,yBAAyB;IAC5C,cAAc,EAAE,uBAAuB;IACvC,QAAQ,EAAE,oBAAoB;IAC9B,QAAQ,EAAE,oBAAoB;IAC9B,KAAK,EAAE,iBAAiB;IACxB,IAAI,EAAE,gBAAgB;IACtB,KAAK,EAAE,iBAAiB;IACxB,YAAY,EAAE,qBAAqB;IACnC,kBAAkB,EAAE,0BAA0B;IAC9C,KAAK,EAAE,iBAAiB;IACxB,YAAY,EAAE,yBAAyB;IACvC,eAAe,EAAE,4BAA4B;IAC7C,YAAY,EAAE,qBAAqB;IACnC,MAAM,EAAE,kBAAkB;IAC1B,SAAS,EAAE,qBAAqB;IAChC,OAAO,EAAE,gBAAgB;IACzB,gBAAgB,EAAE,yBAAyB;IAC3C,0BAA0B,EAAE,kCAAkC;IAC9D,cAAc,EAAE,uBAAuB;IACvC,gBAAgB,EAAE,yBAAyB;IAC3C,SAAS,EAAE,kBAAkB;IAC7B,MAAM,EAAE,kBAAkB;IAC1B,gBAAgB,EAAE,yBAAyB;IAC3C,wBAAwB,EAAE,iCAAiC;IAC3D,WAAW,EAAE,uBAAuB;IACpC,OAAO,EAAE,mBAAmB;IAC5B,OAAO,EAAE,mBAAmB;IAC5B,IAAI,EAAE,gBAAgB;IACtB,UAAU,EAAE,sBAAsB;CACnC,CAAA;AAED,MAAM,UAAU,sBAAsB,CAAC,QAAkB;IACvD,IAAI,gBAAgB,CAAC,QAAQ,CAAC,EAAE,CAAC;QAC/B,OAAO,gBAAgB,CAAC,QAAQ,CAAE,CAAA;IACpC,CAAC;IAED,MAAM,IAAI,KAAK,CAAC,qDAAqD,QAAQ,EAAE,CAAC,CAAA;AAClF,CAAC;AAED,MAAM,UAAU,kBAAkB,CAChC,QAAkB,EAClB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;IAEhC,MAAM,mBAAmB,GAAG,sBAAsB,CAAC,QAAQ,CAAC,CAAA;IAE5D,OAAO,IAAI,mBAAmB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;AAC/E,CAAC"}
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{"version":3,"file":"stream.d.ts","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAA;AAGlD,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAU,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAE5E,KAAK,YAAY,CAAC,CAAC,IAAI,CAAC,SAAS,aAAa,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,KAAK,CAAA;AACxE,KAAK,uBAAuB,CAAC,CAAC,SAAS,SAAS,aAAa,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,IAAI,CAAC,SAAS,IAAI,GAC1G,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,GAAG,UAAU,GACpC,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAA;AAkD3B,wBAAgB,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,EACpE,QAAQ,EACR,OAAO,EACP,iBAAyB,EACzB,eAA2B,EAC3B,OAAmB,EACpB,EAAE,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,qBAAqB,CAC5C,CAAC,SAAS,IAAI,GAAG;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,GAAG;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,CAC7G,CASA;
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{"version":3,"file":"stream.d.ts","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAA;AAGlD,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAU,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAE5E,KAAK,YAAY,CAAC,CAAC,IAAI,CAAC,SAAS,aAAa,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,KAAK,CAAA;AACxE,KAAK,uBAAuB,CAAC,CAAC,SAAS,SAAS,aAAa,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,IAAI,CAAC,SAAS,IAAI,GAC1G,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,GAAG,UAAU,GACpC,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAA;AAkD3B,wBAAgB,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,EACpE,QAAQ,EACR,OAAO,EACP,iBAAyB,EACzB,eAA2B,EAC3B,OAAmB,EACpB,EAAE,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,qBAAqB,CAC5C,CAAC,SAAS,IAAI,GAAG;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,GAAG;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,CAC7G,CASA;AAiFD,MAAM,MAAM,aAAa,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACzE,QAAQ,EAAE,CAAC,CAAA;IACX,OAAO,EAAE,iBAAiB,CAAC,CAAC,CAAC,EAAE,CAAA;IAC/B,iBAAiB,CAAC,EAAE,MAAM,CAAA;IAC1B,eAAe,CAAC,EAAE,CAAC,CAAA;IACnB,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,CAAA;CACjC,CAAA;AAED,MAAM,MAAM,uBAAuB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACnF,QAAQ,EAAE,CAAC,CAAA;IACX,OAAO,CAAC,EAAE,MAAM,EAAE,CAAA;IAClB,iBAAiB,CAAC,EAAE,MAAM,CAAA;IAC1B,sBAAsB,CAAC,EAAE,CAAC,CAAA;IAC1B,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,CAAA;CACjC,CAAA;AAED,wBAAgB,gBAAgB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,aAAa,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAC/G,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAyB,EAAE,sBAAkC,EAAE,OAAmB,EAAE,EAAE,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,EACxI,GAAG,WAAW,EAAE,CAAC,GAChB,qBAAqB,CAAC,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAUtD"}
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import { debug } from "./debug.js";
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import { createNormalizedSymbolFilter, getFilters, normalizeMessages } from "./handy.js";
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import { createManagedRealTimeIterator } from "./realtimeiterator.js";
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import { createRealTimeFeed } from "./realtimefeeds/index.js";
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import { createRealTimeFeed, getRealTimeFeedFactory } from "./realtimefeeds/index.js";
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async function* _stream({ exchange, filters, timeoutIntervalMS = 10000, withDisconnects = undefined, onError = undefined }, state) {
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validateStreamOptions(filters);
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const realTimeFeed = createRealTimeFeed(exchange, filters, timeoutIntervalMS, onError);
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@@ -46,6 +46,7 @@ export function stream({ exchange, filters, timeoutIntervalMS = 10000, withDisco
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});
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}
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async function* _streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000, withDisconnectMessages = undefined, onError = undefined }, state, ...normalizers) {
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getRealTimeFeedFactory(exchange);
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while (state.closed === false) {
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try {
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const createMappers = (localTimestamp) => normalizers.map((m) => m(exchange, localTimestamp));
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{"version":3,"file":"stream.js","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAClC,OAAO,EAAE,4BAA4B,EAAE,UAAU,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAExF,OAAO,EAAE,6BAA6B,EAAgC,MAAM,uBAAuB,CAAA;AACnG,OAAO,EAAE,kBAAkB,EAAE,MAAM,0BAA0B,CAAA;
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+
{"version":3,"file":"stream.js","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAClC,OAAO,EAAE,4BAA4B,EAAE,UAAU,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAExF,OAAO,EAAE,6BAA6B,EAAgC,MAAM,uBAAuB,CAAA;AACnG,OAAO,EAAE,kBAAkB,EAAE,sBAAsB,EAAE,MAAM,0BAA0B,CAAA;AAiBrF,KAAK,SAAS,CAAC,CAAC,OAAO,CACrB,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,eAAe,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAuB,EACvH,KAAkB;IAElB,qBAAqB,CAAC,OAAO,CAAC,CAAA;IAE9B,MAAM,YAAY,GAAG,kBAAkB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;IACtF,MAAM,QAAQ,GAAG,YAAY,CAAC,MAAM,CAAC,aAAa,CAAC,EAAE,CAAA;IACrD,KAAK,CAAC,cAAc,GAAG,QAAQ,CAAA;IAE/B,IAAI,CAAC;QACH,OAAO,IAAI,EAAE,CAAC;YACZ,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,IAAI,EAAE,CAAA;YACpC,IAAI,MAAM,CAAC,IAAI,EAAE,CAAC;gBAChB,OAAM;YACR,CAAC;YAED,MAAM,OAAO,GAAG,MAAM,CAAC,KAAK,CAAA;YAC5B,IAAI,OAAO,CAAC,cAAc,KAAK,IAAI,EAAE,CAAC;gBACpC,yEAAyE;gBACzE,uDAAuD;gBACvD,IAAI,eAAe,EAAE,CAAC;oBACpB,MAAM,SAAgB,CAAA;gBACxB,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,MAAM;oBACJ,cAAc,EAAE,IAAI,IAAI,EAAE;oBAC1B,OAAO;iBACD,CAAA;YACV,CAAC;QACH,CAAC;IACH,CAAC;YAAS,CAAC;QACT,IAAI,KAAK,CAAC,cAAc,KAAK,QAAQ,EAAE,CAAC;YACtC,KAAK,CAAC,cAAc,GAAG,SAAS,CAAA;YAChC,MAAM,QAAQ,CAAC,MAAM,EAAE,EAAE,CAAA;QAC3B,CAAC;IACH,CAAC;AACH,CAAC;AAED,MAAM,UAAU,MAAM,CAAgD,EACpE,QAAQ,EACR,OAAO,EACP,iBAAiB,GAAG,KAAK,EACzB,eAAe,GAAG,SAAS,EAC3B,OAAO,GAAG,SAAS,EACC;IAGpB,MAAM,KAAK,GAAgB,EAAE,CAAA;IAC7B,MAAM,QAAQ,GAAG,OAAO,CAAC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,OAAO,EAAE,EAAE,KAAK,CAAC,CAAA;IAEnG,OAAO,6BAA6B,CAAC,QAAQ,EAAE,GAAG,EAAE;QAClD,MAAM,cAAc,GAAG,KAAK,CAAC,cAAc,CAAA;QAC3C,KAAK,CAAC,cAAc,GAAG,SAAS,CAAA;QAChC,OAAO,cAAc,EAAE,MAAM,EAAE,EAAE,CAAA;IACnC,CAAC,CAAC,CAAA;AACJ,CAAC;AAED,KAAK,SAAS,CAAC,CAAC,iBAAiB,CAC/B,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,sBAAsB,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAiC,EACxI,KAA4B,EAC5B,GAAG,WAAc;IAEjB,sBAAsB,CAAC,QAAQ,CAAC,CAAA;IAEhC,OAAO,KAAK,CAAC,MAAM,KAAK,KAAK,EAAE,CAAC;QAC9B,IAAI,CAAC;YACH,MAAM,aAAa,GAAG,CAAC,cAAoB,EAAE,EAAE,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,cAAc,CAAC,CAAC,CAAA;YACnG,MAAM,OAAO,GAAG,aAAa,CAAC,IAAI,IAAI,EAAE,CAAC,CAAA;YACzC,MAAM,OAAO,GAAG,UAAU,CAAC,OAAO,EAAE,OAAO,CAAC,CAAA;YAE5C,MAAM,QAAQ,GAAG,MAAM,CAAC;gBACtB,QAAQ;gBACR,eAAe,EAAE,IAAI;gBACrB,iBAAiB;gBACjB,OAAO;gBACP,OAAO;aACR,CAAiC,CAAA;YAClC,KAAK,CAAC,cAAc,GAAG,QAAQ,CAAA;YAE/B,+HAA+H;YAC/H,uCAAuC;YAEvC,MAAM,MAAM,GAAG,4BAA4B,CAAC,OAAO,EAAE,OAAO,CAAC,CAAA;YAE7D,MAAM,kBAAkB,GAAG,iBAAiB,CAC1C,QAAQ,EACR,OAAO,EACP,QAAQ,EACR,OAAO,EACP,aAAa,EACb,sBAAsB,EACtB,MAAM,EACN,IAAI,IAAI,EAAE,CACX,CAAA;YAED,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,kBAAkB,EAAE,CAAC;gBAC/C,MAAM,OAAO,CAAA;YACf,CAAC;QACH,CAAC;QAAC,OAAO,KAAU,EAAE,CAAC;YACpB,IAAI,KAAK,CAAC,MAAM,EAAE,CAAC;gBACjB,OAAM;YACR,CAAC;YAED,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;gBAC1B,OAAO,CAAC,KAAK,CAAC,CAAA;YAChB,CAAC;YACD,KAAK,CAAC,kEAAkE,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAA;YAC1F,IAAI,sBAAsB,EAAE,CAAC;gBAC3B,gDAAgD;gBAChD,MAAM,UAAU,GAAe;oBAC7B,IAAI,EAAE,YAAY;oBAClB,QAAQ;oBACR,cAAc,EAAE,IAAI,IAAI,EAAE;oBAC1B,OAAO;iBACR,CAAA;gBAED,MAAM,UAAiB,CAAA;YACzB,CAAC;QACH,CAAC;IACH,CAAC;AACH,CAAC;AAED,SAAS,qBAAqB,CAAC,OAAyB;IACtD,IAAI,CAAC,OAAO,EAAE,CAAC;QACb,MAAM,IAAI,KAAK,CAAC,0DAA0D,CAAC,CAAA;IAC7E,CAAC;IAED,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;QACxC,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAA;QAEzB,IAAI,MAAM,CAAC,OAAO,IAAI,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,KAAK,EAAE,CAAC;YAC9D,MAAM,IAAI,KAAK,CAAC,yCAAyC,MAAM,CAAC,OAAO,0CAA0C,CAAC,CAAA;QACpH,CAAC;IACH,CAAC;AACH,CAAC;AAkBD,MAAM,UAAU,gBAAgB,CAC9B,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,sBAAsB,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAiC,EACxI,GAAG,WAAc;IAEjB,MAAM,KAAK,GAA0B,EAAE,MAAM,EAAE,KAAK,EAAE,CAAA;IACtD,MAAM,QAAQ,GAAG,iBAAiB,CAAC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,sBAAsB,EAAE,OAAO,EAAE,EAAE,KAAK,EAAE,GAAG,WAAW,CAAC,CAAA;IAEpI,OAAO,6BAA6B,CAAC,QAAQ,EAAE,GAAG,EAAE;QAClD,KAAK,CAAC,MAAM,GAAG,IAAI,CAAA;QACnB,MAAM,cAAc,GAAG,KAAK,CAAC,cAAc,CAAA;QAC3C,KAAK,CAAC,cAAc,GAAG,SAAS,CAAA;QAChC,OAAO,cAAc,EAAE,MAAM,EAAE,EAAE,CAAA;IACnC,CAAC,CAAC,CAAA;AACJ,CAAC"}
|
|
@@ -10,7 +10,6 @@ import {
|
|
|
10
10
|
import { BinanceDexRealTimeFeed } from './binancedex.ts'
|
|
11
11
|
import { BitfinexRealTimeFeed } from './bitfinex.ts'
|
|
12
12
|
import { BitflyerRealTimeFeed } from './bitflyer.ts'
|
|
13
|
-
import { BitmexRealTimeFeed } from './bitmex.ts'
|
|
14
13
|
import { BitstampRealTimeFeed } from './bitstamp.ts'
|
|
15
14
|
import { BybitOptionsRealTimeDataFeed, BybitRealTimeDataFeed, BybitSpotRealTimeDataFeed } from './bybit.ts'
|
|
16
15
|
import { CoinbaseRealTimeFeed } from './coinbase.ts'
|
|
@@ -65,7 +64,6 @@ const realTimeFeedsMap: {
|
|
|
65
64
|
} = {
|
|
66
65
|
aster: AsterRealTimeFeed,
|
|
67
66
|
'aster-futures': AsterFuturesRealTimeFeed,
|
|
68
|
-
bitmex: BitmexRealTimeFeed,
|
|
69
67
|
binance: BinanceRealTimeFeed,
|
|
70
68
|
'binance-jersey': BinanceJerseyRealTimeFeed,
|
|
71
69
|
'binance-us': BinanceUSRealTimeFeed,
|
|
@@ -133,7 +131,7 @@ export function getRealTimeFeedFactory(exchange: Exchange): RealTimeFeed {
|
|
|
133
131
|
return realTimeFeedsMap[exchange]!
|
|
134
132
|
}
|
|
135
133
|
|
|
136
|
-
throw new Error(`not supported exchange ${exchange}`)
|
|
134
|
+
throw new Error(`Real-time streaming is not supported for exchange ${exchange}`)
|
|
137
135
|
}
|
|
138
136
|
|
|
139
137
|
export function createRealTimeFeed(
|
|
@@ -2,7 +2,7 @@ import { debug } from './debug.ts'
|
|
|
2
2
|
import { createNormalizedSymbolFilter, getFilters, normalizeMessages } from './handy.ts'
|
|
3
3
|
import { MapperFactory } from './mappers/index.ts'
|
|
4
4
|
import { createManagedRealTimeIterator, type ManagedRealTimeIterator } from './realtimeiterator.ts'
|
|
5
|
-
import { createRealTimeFeed } from './realtimefeeds/index.ts'
|
|
5
|
+
import { createRealTimeFeed, getRealTimeFeedFactory } from './realtimefeeds/index.ts'
|
|
6
6
|
import { Disconnect, Exchange, Filter, FilterForExchange } from './types.ts'
|
|
7
7
|
|
|
8
8
|
type MapperOutput<T> = T extends MapperFactory<any, infer U> ? U : never
|
|
@@ -82,6 +82,8 @@ async function* _streamNormalized<T extends Exchange, U extends MapperFactory<T,
|
|
|
82
82
|
state: NormalizedStreamState,
|
|
83
83
|
...normalizers: U
|
|
84
84
|
): AsyncIterableIterator<StreamNormalizedMessage<U, Z>> {
|
|
85
|
+
getRealTimeFeedFactory(exchange)
|
|
86
|
+
|
|
85
87
|
while (state.closed === false) {
|
|
86
88
|
try {
|
|
87
89
|
const createMappers = (localTimestamp: Date) => normalizers.map((m) => m(exchange, localTimestamp))
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "tardis-machine",
|
|
3
|
-
"version": "18.2.
|
|
3
|
+
"version": "18.2.2",
|
|
4
4
|
"engines": {
|
|
5
5
|
"node": ">=24.19"
|
|
6
6
|
},
|
|
@@ -76,7 +76,7 @@
|
|
|
76
76
|
"license": "MPL-2.0",
|
|
77
77
|
"dependencies": {
|
|
78
78
|
"debug": "^4.4.3",
|
|
79
|
-
"tardis-dev": "^18.2.
|
|
79
|
+
"tardis-dev": "^18.2.3",
|
|
80
80
|
"ws": "^8.21.3"
|
|
81
81
|
},
|
|
82
82
|
"bundleDependencies": true,
|
|
@@ -1,11 +0,0 @@
|
|
|
1
|
-
import { Filter } from '../types.ts';
|
|
2
|
-
import { RealTimeFeedBase } from './realtimefeed.ts';
|
|
3
|
-
export declare class BitmexRealTimeFeed extends RealTimeFeedBase {
|
|
4
|
-
protected readonly wssURL = "wss://ws.bitmex.com/realtime";
|
|
5
|
-
protected mapToSubscribeMessages(filters: Filter<string>[]): {
|
|
6
|
-
op: string;
|
|
7
|
-
args: string[];
|
|
8
|
-
}[];
|
|
9
|
-
protected messageIsError(message: any): boolean;
|
|
10
|
-
}
|
|
11
|
-
//# sourceMappingURL=bitmex.d.ts.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"bitmex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/bitmex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,QAAQ,CAAC,MAAM,kCAAiC;IAE1D,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE;;;;IAwB1D,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAUhD"}
|
|
@@ -1,37 +0,0 @@
|
|
|
1
|
-
import { batch } from "../handy.js";
|
|
2
|
-
import { RealTimeFeedBase } from "./realtimefeed.js";
|
|
3
|
-
export class BitmexRealTimeFeed extends RealTimeFeedBase {
|
|
4
|
-
wssURL = 'wss://ws.bitmex.com/realtime';
|
|
5
|
-
mapToSubscribeMessages(filters) {
|
|
6
|
-
return filters
|
|
7
|
-
.map((filter) => {
|
|
8
|
-
if (!filter.symbols || filter.symbols.length === 0) {
|
|
9
|
-
return [
|
|
10
|
-
{
|
|
11
|
-
op: 'subscribe',
|
|
12
|
-
args: [filter.channel]
|
|
13
|
-
}
|
|
14
|
-
];
|
|
15
|
-
}
|
|
16
|
-
const subscribeMessages = [];
|
|
17
|
-
for (const symbolsBatch of batch(filter.symbols, 10)) {
|
|
18
|
-
subscribeMessages.push({
|
|
19
|
-
op: 'subscribe',
|
|
20
|
-
args: symbolsBatch.map((s) => `${filter.channel}:${s}`)
|
|
21
|
-
});
|
|
22
|
-
}
|
|
23
|
-
return subscribeMessages;
|
|
24
|
-
})
|
|
25
|
-
.flatMap((s) => s);
|
|
26
|
-
}
|
|
27
|
-
messageIsError(message) {
|
|
28
|
-
if (message.error !== undefined) {
|
|
29
|
-
return true;
|
|
30
|
-
}
|
|
31
|
-
if ('subscribe' in message && message.success === false) {
|
|
32
|
-
return true;
|
|
33
|
-
}
|
|
34
|
-
return false;
|
|
35
|
-
}
|
|
36
|
-
}
|
|
37
|
-
//# sourceMappingURL=bitmex.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"bitmex.js","sourceRoot":"","sources":["../../src/realtimefeeds/bitmex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAEnC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,kBAAmB,SAAQ,gBAAgB;IACnC,MAAM,GAAG,8BAA8B,CAAA;IAEhD,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO;aACX,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,OAAO;oBACL;wBACE,EAAE,EAAE,WAAW;wBACf,IAAI,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC;qBACvB;iBACF,CAAA;YACH,CAAC;YACD,MAAM,iBAAiB,GAAG,EAAE,CAAA;YAC5B,KAAK,MAAM,YAAY,IAAI,KAAK,CAAC,MAAM,CAAC,OAAO,EAAE,EAAE,CAAC,EAAE,CAAC;gBACrD,iBAAiB,CAAC,IAAI,CAAC;oBACrB,EAAE,EAAE,WAAW;oBACf,IAAI,EAAE,YAAY,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,GAAG,MAAM,CAAC,OAAO,IAAI,CAAC,EAAE,CAAC;iBACxD,CAAC,CAAA;YACJ,CAAC;YAED,OAAO,iBAAiB,CAAA;QAC1B,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;IACtB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE,CAAC;YAChC,OAAO,IAAI,CAAA;QACb,CAAC;QAED,IAAI,WAAW,IAAI,OAAO,IAAI,OAAO,CAAC,OAAO,KAAK,KAAK,EAAE,CAAC;YACxD,OAAO,IAAI,CAAA;QACb,CAAC;QACD,OAAO,KAAK,CAAA;IACd,CAAC;CACF"}
|
|
@@ -1,42 +0,0 @@
|
|
|
1
|
-
import { batch } from '../handy.ts'
|
|
2
|
-
import { Filter } from '../types.ts'
|
|
3
|
-
import { RealTimeFeedBase } from './realtimefeed.ts'
|
|
4
|
-
|
|
5
|
-
export class BitmexRealTimeFeed extends RealTimeFeedBase {
|
|
6
|
-
protected readonly wssURL = 'wss://ws.bitmex.com/realtime'
|
|
7
|
-
|
|
8
|
-
protected mapToSubscribeMessages(filters: Filter<string>[]) {
|
|
9
|
-
return filters
|
|
10
|
-
.map((filter) => {
|
|
11
|
-
if (!filter.symbols || filter.symbols.length === 0) {
|
|
12
|
-
return [
|
|
13
|
-
{
|
|
14
|
-
op: 'subscribe',
|
|
15
|
-
args: [filter.channel]
|
|
16
|
-
}
|
|
17
|
-
]
|
|
18
|
-
}
|
|
19
|
-
const subscribeMessages = []
|
|
20
|
-
for (const symbolsBatch of batch(filter.symbols, 10)) {
|
|
21
|
-
subscribeMessages.push({
|
|
22
|
-
op: 'subscribe',
|
|
23
|
-
args: symbolsBatch.map((s) => `${filter.channel}:${s}`)
|
|
24
|
-
})
|
|
25
|
-
}
|
|
26
|
-
|
|
27
|
-
return subscribeMessages
|
|
28
|
-
})
|
|
29
|
-
.flatMap((s) => s)
|
|
30
|
-
}
|
|
31
|
-
|
|
32
|
-
protected messageIsError(message: any): boolean {
|
|
33
|
-
if (message.error !== undefined) {
|
|
34
|
-
return true
|
|
35
|
-
}
|
|
36
|
-
|
|
37
|
-
if ('subscribe' in message && message.success === false) {
|
|
38
|
-
return true
|
|
39
|
-
}
|
|
40
|
-
return false
|
|
41
|
-
}
|
|
42
|
-
}
|