tardis-machine 18.3.5 → 18.3.7
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 +1 -0
- package/node_modules/tardis-dev/dist/consts.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/cryptofacilities.d.ts +3 -2
- package/node_modules/tardis-dev/dist/mappers/cryptofacilities.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/cryptofacilities.js +60 -16
- package/node_modules/tardis-dev/dist/mappers/cryptofacilities.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/index.d.ts +2 -2
- package/node_modules/tardis-dev/dist/mappers/mexcfutures.d.ts +2 -2
- package/node_modules/tardis-dev/dist/mappers/mexcfutures.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/mexcfutures.js +8 -0
- package/node_modules/tardis-dev/dist/mappers/mexcfutures.js.map +1 -1
- package/node_modules/tardis-dev/package.json +1 -1
- package/node_modules/tardis-dev/src/consts.ts +1 -0
- package/node_modules/tardis-dev/src/mappers/cryptofacilities.ts +126 -30
- package/node_modules/tardis-dev/src/mappers/mexcfutures.ts +13 -2
- package/package.json +2 -2
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@@ -6,7 +6,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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6
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bitmex: readonly ["trade", "orderBookL2", "liquidation", "connected", "announcement", "chat", "publicNotifications", "instrument", "settlement", "funding", "insurance", "orderBookL2_25", "orderBook10", "quote", "quoteBin1m", "quoteBin5m", "quoteBin1h", "quoteBin1d", "tradeBin1m", "tradeBin5m", "tradeBin1h", "tradeBin1d"];
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coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot", "rfq_matches"];
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'coinbase-international': string[];
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9
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deribit: readonly ["book", "deribit_price_index", "deribit_price_ranking", "deribit_volatility_index", "estimated_expiration_price", "markprice.options", "perpetual", "trades", "ticker", "quote", "platform_state", "instrument.state.any"];
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9
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deribit: readonly ["book", "deribit_price_index", "deribit_price_ranking", "deribit_price_statistics", "deribit_volatility_index", "estimated_expiration_price", "markprice.options", "perpetual", "trades", "ticker", "quote", "platform_state", "instrument.state.any"];
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cryptofacilities: readonly ["trade", "trade_snapshot", "book", "book_snapshot", "ticker", "heartbeat"];
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bitstamp: readonly ["live_trades", "live_orders", "diff_order_book"];
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bitvavo: readonly ["book", "getBook", "trade", "ticker"];
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@@ -1 +1 @@
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-
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+
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@@ -1,11 +1,12 @@
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1
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-
import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts';
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1
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+
import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts';
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2
2
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export declare const cryptofacilitiesMappers: {
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3
3
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cryptofacilities: {
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4
4
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trades: import("./registry.ts").MapperCreator<"cryptofacilities", Trade>;
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5
5
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bookChanges: import("./registry.ts").MapperCreator<"cryptofacilities", BookChange>;
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6
6
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derivativeTickers: import("./registry.ts").MapperCreator<any, DerivativeTicker>;
|
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7
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+
optionsSummary: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bithumb" | "bitvavo" | "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" | "lighter-rh" | "bullish" | "mexc" | "polymarket", OptionSummary>;
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7
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liquidations: import("./registry.ts").MapperCreator<"cryptofacilities", Liquidation>;
|
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-
bookTickers: import("./registry.ts").MapperCreator<"cryptofacilities", BookTicker>;
|
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9
|
+
bookTickers: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bithumb" | "bitvavo" | "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" | "lighter-rh" | "bullish" | "mexc" | "polymarket", BookTicker>;
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9
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};
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};
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//# sourceMappingURL=cryptofacilities.d.ts.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"cryptofacilities.d.ts","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;
|
|
1
|
+
{"version":3,"file":"cryptofacilities.d.ts","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAQzG,eAAO,MAAM,uBAAuB;;;;;;;;;CAelC,CAAA"}
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import { upperCaseSymbols } from "../handy.js";
|
|
1
|
+
import { asNonZeroNumberOrUndefined, asNumberOrUndefined, upperCaseSymbols } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
3
|
import { exchangeMappers, mapper } from "./registry.js";
|
|
4
4
|
// https://www.cryptofacilities.com/resources/hc/en-us/categories/115000132213-API
|
|
@@ -14,8 +14,9 @@ export const cryptofacilitiesMappers = exchangeMappers({
|
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14
14
|
},
|
|
15
15
|
{ use: () => new CryptofacilitiesDerivativeTickerMapper({ useRelativeFundingRate: true }) }
|
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16
16
|
]),
|
|
17
|
+
optionsSummary: () => new CryptofacilitiesOptionsSummaryMapper(),
|
|
17
18
|
liquidations: () => cryptofacilitiesLiquidationsMapper,
|
|
18
|
-
bookTickers: () =>
|
|
19
|
+
bookTickers: () => new CryptofacilitiesBookTickerMapper()
|
|
19
20
|
}
|
|
20
21
|
});
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22
|
const cryptofacilitiesTradesMapper = {
|
|
@@ -106,7 +107,7 @@ class CryptofacilitiesDerivativeTickerMapper {
|
|
|
106
107
|
}
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|
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|
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
108
109
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canHandle(message) {
|
|
109
|
-
return message.feed === 'ticker' && message.event === undefined;
|
|
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|
+
return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_') === false;
|
|
110
111
|
}
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|
111
112
|
getFilters(symbols) {
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|
112
113
|
symbols = upperCaseSymbols(symbols);
|
|
@@ -141,6 +142,50 @@ class CryptofacilitiesDerivativeTickerMapper {
|
|
|
141
142
|
}
|
|
142
143
|
}
|
|
143
144
|
}
|
|
145
|
+
class CryptofacilitiesOptionsSummaryMapper {
|
|
146
|
+
canHandle(message) {
|
|
147
|
+
return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_');
|
|
148
|
+
}
|
|
149
|
+
getFilters(symbols) {
|
|
150
|
+
return [
|
|
151
|
+
{
|
|
152
|
+
channel: 'ticker',
|
|
153
|
+
symbols: upperCaseSymbols(symbols)
|
|
154
|
+
}
|
|
155
|
+
];
|
|
156
|
+
}
|
|
157
|
+
*map(ticker, localTimestamp) {
|
|
158
|
+
const symbolParts = ticker.product_id.split('_');
|
|
159
|
+
const optionType = symbolParts.at(-1);
|
|
160
|
+
yield {
|
|
161
|
+
type: 'option_summary',
|
|
162
|
+
symbol: ticker.product_id,
|
|
163
|
+
exchange: 'cryptofacilities',
|
|
164
|
+
optionType: optionType === 'P' ? 'put' : 'call',
|
|
165
|
+
strikePrice: Number(symbolParts.at(-2)),
|
|
166
|
+
expirationDate: new Date(ticker.maturityTime),
|
|
167
|
+
bestBidPrice: asNonZeroNumberOrUndefined(ticker.bid),
|
|
168
|
+
bestBidAmount: asNonZeroNumberOrUndefined(ticker.bid_size),
|
|
169
|
+
bestBidIV: asNonZeroNumberOrUndefined(ticker.bid_iv),
|
|
170
|
+
bestAskPrice: asNonZeroNumberOrUndefined(ticker.ask),
|
|
171
|
+
bestAskAmount: asNonZeroNumberOrUndefined(ticker.ask_size),
|
|
172
|
+
bestAskIV: asNonZeroNumberOrUndefined(ticker.ask_iv),
|
|
173
|
+
lastPrice: asNonZeroNumberOrUndefined(ticker.last),
|
|
174
|
+
openInterest: asNumberOrUndefined(ticker.openInterest),
|
|
175
|
+
markPrice: asNumberOrUndefined(ticker.markPrice),
|
|
176
|
+
markIV: asNumberOrUndefined(ticker.mark_iv),
|
|
177
|
+
delta: asNumberOrUndefined(ticker.greeks.delta),
|
|
178
|
+
gamma: asNumberOrUndefined(ticker.greeks.gamma),
|
|
179
|
+
vega: asNumberOrUndefined(ticker.greeks.vega),
|
|
180
|
+
theta: asNumberOrUndefined(ticker.greeks.theta),
|
|
181
|
+
rho: asNumberOrUndefined(ticker.greeks.rho),
|
|
182
|
+
underlyingPrice: asNumberOrUndefined(ticker.index),
|
|
183
|
+
underlyingIndex: ticker.pair,
|
|
184
|
+
timestamp: new Date(ticker.time),
|
|
185
|
+
localTimestamp
|
|
186
|
+
};
|
|
187
|
+
}
|
|
188
|
+
}
|
|
144
189
|
const cryptofacilitiesLiquidationsMapper = {
|
|
145
190
|
canHandle(message) {
|
|
146
191
|
return message.feed === 'trade' && message.event === undefined && message.type === 'liquidation';
|
|
@@ -168,32 +213,31 @@ const cryptofacilitiesLiquidationsMapper = {
|
|
|
168
213
|
};
|
|
169
214
|
}
|
|
170
215
|
};
|
|
171
|
-
|
|
216
|
+
class CryptofacilitiesBookTickerMapper {
|
|
217
|
+
// Options trade only through RFQ, so their ticker never carries a public best bid or offer.
|
|
172
218
|
canHandle(message) {
|
|
173
|
-
return message.feed === 'ticker' && message.event === undefined;
|
|
174
|
-
}
|
|
219
|
+
return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_') === false;
|
|
220
|
+
}
|
|
175
221
|
getFilters(symbols) {
|
|
176
|
-
symbols = upperCaseSymbols(symbols);
|
|
177
222
|
return [
|
|
178
223
|
{
|
|
179
224
|
channel: 'ticker',
|
|
180
|
-
symbols
|
|
225
|
+
symbols: upperCaseSymbols(symbols)
|
|
181
226
|
}
|
|
182
227
|
];
|
|
183
|
-
}
|
|
228
|
+
}
|
|
184
229
|
*map(cryptofacilitiesTicker, localTimestamp) {
|
|
185
|
-
|
|
230
|
+
yield {
|
|
186
231
|
type: 'book_ticker',
|
|
187
232
|
symbol: cryptofacilitiesTicker.product_id,
|
|
188
233
|
exchange: 'cryptofacilities',
|
|
189
|
-
askAmount: cryptofacilitiesTicker.ask_size,
|
|
190
|
-
askPrice: cryptofacilitiesTicker.ask,
|
|
191
|
-
bidPrice: cryptofacilitiesTicker.bid,
|
|
192
|
-
bidAmount: cryptofacilitiesTicker.bid_size,
|
|
234
|
+
askAmount: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.ask_size),
|
|
235
|
+
askPrice: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.ask),
|
|
236
|
+
bidPrice: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.bid),
|
|
237
|
+
bidAmount: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.bid_size),
|
|
193
238
|
timestamp: new Date(cryptofacilitiesTicker.time),
|
|
194
239
|
localTimestamp: localTimestamp
|
|
195
240
|
};
|
|
196
|
-
yield ticker;
|
|
197
241
|
}
|
|
198
|
-
}
|
|
242
|
+
}
|
|
199
243
|
//# sourceMappingURL=cryptofacilities.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"cryptofacilities.js","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;
|
|
1
|
+
{"version":3,"file":"cryptofacilities.js","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,mBAAmB,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAE/F,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,MAAM,EAAE,MAAM,eAAe,CAAA;AAEvD,kFAAkF;AAElF,MAAM,6CAA6C,GAAG,IAAI,IAAI,CAAC,0BAA0B,CAAC,CAAA;AAE1F,MAAM,CAAC,MAAM,uBAAuB,GAAG,eAAe,CAAC;IACrD,gBAAgB,EAAE;QAChB,MAAM,EAAE,GAAG,EAAE,CAAC,4BAA4B;QAC1C,WAAW,EAAE,GAAG,EAAE,CAAC,gCAAgC;QACnD,iBAAiB,EAAE,MAAM,CAAC;YACxB;gBACE,KAAK,EAAE,6CAA6C;gBACpD,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,sCAAsC,CAAC,EAAE,sBAAsB,EAAE,KAAK,EAAE,CAAC;aACzF;YACD,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,sCAAsC,CAAC,EAAE,sBAAsB,EAAE,IAAI,EAAE,CAAC,EAAE;SAC5F,CAAC;QACF,cAAc,EAAE,GAAG,EAAE,CAAC,IAAI,oCAAoC,EAAE;QAChE,YAAY,EAAE,GAAG,EAAE,CAAC,kCAAkC;QACtD,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,gCAAgC,EAAE;KAC1D;CACF,CAAC,CAAA;AAEF,MAAM,4BAA4B,GAAsC;IACtE,SAAS,CAAC,OAAgC;QACxC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IAChE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,KAA4B,EAAE,cAAoB;QACrD,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,KAAK,CAAC,UAAU;YACxB,QAAQ,EAAE,kBAAkB;YAC5B,EAAE,EAAE,KAAK,CAAC,GAAG;YACb,KAAK,EAAE,KAAK,CAAC,KAAK;YAClB,MAAM,EAAE,KAAK,CAAC,GAAG;YACjB,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC;YAC/B,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,EAAE,KAAK,EAAE,GAAG,EAA6B,EAAE,EAAE;IACjE,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAA;AAC7C,CAAC,CAAA;AAED,MAAM,gCAAgC,GAA2C;IAC/E,SAAS,CAAC,OAAgC;QACxC,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,MAAM,IAAI,OAAO,CAAC,IAAI,KAAK,eAAe,CAAC,CAAA;IACrG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;YACD;gBACE,OAAO,EAAE,eAAe;gBACxB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkE,EAAE,cAAoB;QAC3F,IAAI,OAAO,CAAC,IAAI,KAAK,eAAe,EAAE,CAAC;YACrC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,kBAAkB;gBAC5B,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACzF,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;aAAM,CAAC;YACN,MAAM,KAAK,GAAG,OAAO,CAAC,IAAI,KAAK,MAAM,CAAA;YACrC,MAAM,MAAM,GAAG;gBACb;oBACE,KAAK,EAAE,OAAO,CAAC,KAAK;oBACpB,MAAM,EAAE,OAAO,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG;iBAC1C;aACF,CAAA;YAED,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,kBAAkB;gBAC5B,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM;gBACzB,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;gBACzB,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACzF,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,sCAAsC;IACzB,uBAAuB,CAAS;IAEjD,YAAY,EAAE,sBAAsB,EAAuC;QACzE,IAAI,CAAC,uBAAuB,GAAG,sBAAsB,CAAA;IACvD,CAAC;IAEgB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IACxE,SAAS,CAAC,OAAgC;QACxC,OAAO,OAAO,CAAC,IAAI,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,UAAU,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,KAAK,CAAA;IACnH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,MAAqC,EAAE,cAAoB;QAC9D,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,MAAM,CAAC,UAAU,EAAE,kBAAkB,CAAC,CAAA;QAElH,IAAI,MAAM,CAAC,sBAAsB,KAAK,CAAC,EAAE,CAAC;YACxC,OAAM;QACR,CAAC;QAED,IAAI,IAAI,CAAC,uBAAuB,EAAE,CAAC;YACjC,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,qBAAqB,CAAC,CAAA;YACjE,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,gCAAgC,CAAC,CAAA;QACvF,CAAC;aAAM,CAAC;YACN,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,YAAY,CAAC,CAAA;YACxD,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,uBAAuB,CAAC,CAAA;QAC9E,CAAC;QACD,iBAAiB,CAAC,sBAAsB,CACtC,MAAM,CAAC,sBAAsB,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,sBAAsB,CAAC,CAAC,CAAC,CAAC,SAAS,CAClG,CAAA;QACD,iBAAiB,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAA;QAChD,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,SAAS,CAAC,CAAA;QACnD,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,YAAY,CAAC,CAAA;QACzD,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,IAAI,CAAC,CAAA;QAC9C,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAA;QAExD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;QACrD,CAAC;IACH,CAAC;CACF;AAED,MAAM,oCAAoC;IACxC,SAAS,CAAC,OAAgC;QACxC,OAAO,OAAO,CAAC,IAAI,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,UAAU,CAAC,UAAU,CAAC,KAAK,CAAC,CAAA;IACzG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO,EAAE,gBAAgB,CAAC,OAAO,CAAC;aAC1B;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,MAAoC,EAAE,cAAoB;QAC7D,MAAM,WAAW,GAAG,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;QAChD,MAAM,UAAU,GAAG,WAAW,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAA;QAErC,MAAM;YACJ,IAAI,EAAE,gBAAgB;YACtB,MAAM,EAAE,MAAM,CAAC,UAAU;YACzB,QAAQ,EAAE,kBAAkB;YAC5B,UAAU,EAAE,UAAU,KAAK,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YAC/C,WAAW,EAAE,MAAM,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;YACvC,cAAc,EAAE,IAAI,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC;YAE7C,YAAY,EAAE,0BAA0B,CAAC,MAAM,CAAC,GAAG,CAAC;YACpD,aAAa,EAAE,0BAA0B,CAAC,MAAM,CAAC,QAAQ,CAAC;YAC1D,SAAS,EAAE,0BAA0B,CAAC,MAAM,CAAC,MAAM,CAAC;YAEpD,YAAY,EAAE,0BAA0B,CAAC,MAAM,CAAC,GAAG,CAAC;YACpD,aAAa,EAAE,0BAA0B,CAAC,MAAM,CAAC,QAAQ,CAAC;YAC1D,SAAS,EAAE,0BAA0B,CAAC,MAAM,CAAC,MAAM,CAAC;YAEpD,SAAS,EAAE,0BAA0B,CAAC,MAAM,CAAC,IAAI,CAAC;YAClD,YAAY,EAAE,mBAAmB,CAAC,MAAM,CAAC,YAAY,CAAC;YAEtD,SAAS,EAAE,mBAAmB,CAAC,MAAM,CAAC,SAAS,CAAC;YAChD,MAAM,EAAE,mBAAmB,CAAC,MAAM,CAAC,OAAO,CAAC;YAE3C,KAAK,EAAE,mBAAmB,CAAC,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC;YAC/C,KAAK,EAAE,mBAAmB,CAAC,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC;YAC/C,IAAI,EAAE,mBAAmB,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC;YAC7C,KAAK,EAAE,mBAAmB,CAAC,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC;YAC/C,GAAG,EAAE,mBAAmB,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC;YAE3C,eAAe,EAAE,mBAAmB,CAAC,MAAM,CAAC,KAAK,CAAC;YAClD,eAAe,EAAE,MAAM,CAAC,IAAI;YAE5B,SAAS,EAAE,IAAI,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC;YAChC,cAAc;SACf,CAAA;IACH,CAAC;CACF;AAED,MAAM,kCAAkC,GAA4C;IAClF,SAAS,CAAC,OAAgC;QACxC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,aAAa,CAAA;IAClG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,gBAAuC,EAAE,cAAoB;QAChE,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,gBAAgB,CAAC,UAAU;YACnC,QAAQ,EAAE,kBAAkB;YAC5B,EAAE,EAAE,gBAAgB,CAAC,GAAG;YACxB,KAAK,EAAE,gBAAgB,CAAC,KAAK;YAC7B,MAAM,EAAE,gBAAgB,CAAC,GAAG;YAC5B,IAAI,EAAE,gBAAgB,CAAC,IAAI;YAC3B,SAAS,EAAE,IAAI,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;YAC1C,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,gCAAgC;IACpC,4FAA4F;IAC5F,SAAS,CAAC,OAAgC;QACxC,OAAO,OAAO,CAAC,IAAI,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,UAAU,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,KAAK,CAAA;IACnH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO,EAAE,gBAAgB,CAAC,OAAO,CAAC;aAC1B;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,sBAAqD,EAAE,cAAoB;QAC9E,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,sBAAsB,CAAC,UAAU;YACzC,QAAQ,EAAE,kBAAkB;YAC5B,SAAS,EAAE,0BAA0B,CAAC,sBAAsB,CAAC,QAAQ,CAAC;YACtE,QAAQ,EAAE,0BAA0B,CAAC,sBAAsB,CAAC,GAAG,CAAC;YAChE,QAAQ,EAAE,0BAA0B,CAAC,sBAAsB,CAAC,GAAG,CAAC;YAChE,SAAS,EAAE,0BAA0B,CAAC,sBAAsB,CAAC,QAAQ,CAAC;YACtE,SAAS,EAAE,IAAI,IAAI,CAAC,sBAAsB,CAAC,IAAI,CAAC;YAChD,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF"}
|
|
@@ -544,7 +544,7 @@ export declare const normalizeOptionsSummary: Normalizer<{
|
|
|
544
544
|
} & {
|
|
545
545
|
'crypto-com': never;
|
|
546
546
|
} & {
|
|
547
|
-
cryptofacilities:
|
|
547
|
+
cryptofacilities: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bithumb" | "bitvavo" | "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" | "lighter-rh" | "bullish" | "mexc" | "polymarket", OptionSummary>;
|
|
548
548
|
} & {
|
|
549
549
|
delta: never;
|
|
550
550
|
} & {
|
|
@@ -770,7 +770,7 @@ export declare const normalizeBookTickers: Normalizer<{
|
|
|
770
770
|
} & {
|
|
771
771
|
'crypto-com': import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bithumb" | "bitvavo" | "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" | "lighter-rh" | "bullish" | "mexc" | "polymarket", BookTicker>;
|
|
772
772
|
} & {
|
|
773
|
-
cryptofacilities: import("./registry.ts").MapperCreator<"cryptofacilities", BookTicker>;
|
|
773
|
+
cryptofacilities: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bithumb" | "bitvavo" | "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" | "lighter-rh" | "bullish" | "mexc" | "polymarket", BookTicker>;
|
|
774
774
|
} & {
|
|
775
775
|
delta: import("./registry.ts").MapperCreator<"aster" | "aster-futures" | "bithumb" | "bitvavo" | "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" | "lighter-rh" | "bullish" | "mexc" | "polymarket", BookTicker>;
|
|
776
776
|
} & {
|
|
@@ -109,10 +109,10 @@ type MexcFuturesTickerMessage = MexcFuturesMessage<'push.ticker', {
|
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|
109
109
|
ask1: number;
|
|
110
110
|
bid1: number;
|
|
111
111
|
contractId?: number;
|
|
112
|
-
fairPrice
|
|
112
|
+
fairPrice?: number;
|
|
113
113
|
fundingRate: number;
|
|
114
114
|
high24Price: number;
|
|
115
|
-
indexPrice
|
|
115
|
+
indexPrice?: number;
|
|
116
116
|
lastPrice: number;
|
|
117
117
|
lower24Price: number;
|
|
118
118
|
maxBidPrice: number;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mexcfutures.d.ts","sourceRoot":"","sources":["../../src/mappers/mexcfutures.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AACjE,OAAO,EAAE,MAAM,EAA2B,MAAM,aAAa,CAAA;AAG7D,eAAO,MAAM,kBAAkB;;;;;;CAO7B,CAAA;AAEF,qBAAa,uBAAwB,YAAW,MAAM,CAAC,cAAc,EAAE,KAAK,CAAC;IAC3E,SAAS,CAAC,OAAO,EAAE,sBAAsB;IAIzC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAI5B,GAAG,CAAC,OAAO,EAAE,sBAAsB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAerF;AAED,qBAAa,2BAA4B,YAAW,MAAM,CAAC,cAAc,EAAE,UAAU,CAAC;IACpF,OAAO,CAAC,QAAQ,CAAC,eAAe,CAA2C;IAC3E,OAAO,CAAC,QAAQ,CAAC,8BAA8B,CAAS;gBAE5C,EAAE,8BAA8B,EAAE,EAAE;QAAE,8BAA8B,EAAE,OAAO,CAAA;KAAE;IAI3F,SAAS,CAAC,OAAO,EAAE,uBAAuB;IAI1C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;IA6F1F,OAAO,CAAC,eAAe;IAIvB,OAAO,CAAC,cAAc;IAItB,OAAO,CAAC,UAAU;IAgBlB,OAAO,CAAC,YAAY;IAOpB,OAAO,CAAC,kBAAkB;CAO3B;AAED,qBAAa,iCAAkC,YAAW,MAAM,CAAC,cAAc,EAAE,gBAAgB,CAAC;IAChG,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,wBAAwB,GAAG,6BAA6B;IAI3E,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,wBAAwB,GAAG,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;
|
|
1
|
+
{"version":3,"file":"mexcfutures.d.ts","sourceRoot":"","sources":["../../src/mappers/mexcfutures.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AACjE,OAAO,EAAE,MAAM,EAA2B,MAAM,aAAa,CAAA;AAG7D,eAAO,MAAM,kBAAkB;;;;;;CAO7B,CAAA;AAEF,qBAAa,uBAAwB,YAAW,MAAM,CAAC,cAAc,EAAE,KAAK,CAAC;IAC3E,SAAS,CAAC,OAAO,EAAE,sBAAsB;IAIzC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAI5B,GAAG,CAAC,OAAO,EAAE,sBAAsB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAerF;AAED,qBAAa,2BAA4B,YAAW,MAAM,CAAC,cAAc,EAAE,UAAU,CAAC;IACpF,OAAO,CAAC,QAAQ,CAAC,eAAe,CAA2C;IAC3E,OAAO,CAAC,QAAQ,CAAC,8BAA8B,CAAS;gBAE5C,EAAE,8BAA8B,EAAE,EAAE;QAAE,8BAA8B,EAAE,OAAO,CAAA;KAAE;IAI3F,SAAS,CAAC,OAAO,EAAE,uBAAuB;IAI1C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;IA6F1F,OAAO,CAAC,eAAe;IAIvB,OAAO,CAAC,cAAc;IAItB,OAAO,CAAC,UAAU;IAgBlB,OAAO,CAAC,YAAY;IAOpB,OAAO,CAAC,kBAAkB;CAO3B;AAED,qBAAa,iCAAkC,YAAW,MAAM,CAAC,cAAc,EAAE,gBAAgB,CAAC;IAChG,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,wBAAwB,GAAG,6BAA6B;IAI3E,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,wBAAwB,GAAG,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAgClI;AAED,QAAA,MAAM,iCAAiC,wIAQ7B,CAAA;AACV,KAAK,4BAA4B,GAAG,CAAC,OAAO,iCAAiC,CAAC,CAAC,MAAM,CAAC,CAAA;AACtF,KAAK,kBAAkB,CAAC,QAAQ,SAAS,4BAA4B,EAAE,KAAK,IAAI;IAC9E,OAAO,EAAE,QAAQ,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE,KAAK,CAAA;CACZ,CAAA;AAED,KAAK,sBAAsB,GAAG,kBAAkB,CAC9C,WAAW,EACX;IACE,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,oBAAoB,CAAA;IACvB,CAAC,EAAE,wBAAwB,CAAA;IAC3B,CAAC,EAAE,oBAAoB,CAAA;IACvB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,GAAG,CAAC,EAAE,MAAM,CAAA;CACb,EAAE,CACJ,CAAA;AAED,aAAK,oBAAoB;IACvB,GAAG,IAAI;IACP,IAAI,IAAI;CACT;AACD,aAAK,wBAAwB;IAC3B,WAAW,IAAI;IACf,cAAc,IAAI;IAClB,SAAS,IAAI;CACd;AACD,aAAK,oBAAoB;IACvB,GAAG,IAAI;IACP,EAAE,IAAI;CACP;AASD,KAAK,uBAAuB,GAAG,+BAA+B,GAAG,6BAA6B,CAAA;AAE9F,MAAM,MAAM,+BAA+B,GAAG;IAC5C,OAAO,EAAE,qBAAqB,CAAA;IAC9B,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,IAAI,CAAA;IACf,IAAI,EAAE,4BAA4B,CAAA;CACnC,CAAA;AAED,MAAM,MAAM,4BAA4B,GAAG;IACzC,IAAI,EAAE,qBAAqB,EAAE,CAAA;IAC7B,IAAI,EAAE,qBAAqB,EAAE,CAAA;IAC7B,GAAG,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;IACjB,OAAO,EAAE,MAAM,CAAA;CAChB,CAAA;AAED,KAAK,6BAA6B,GAAG,kBAAkB,CAAC,YAAY,EAAE,0BAA0B,CAAC,GAAG;IAAE,SAAS,CAAC,EAAE,SAAS,CAAA;CAAE,CAAA;AAE7H,MAAM,MAAM,0BAA0B,GAAG;IACvC,IAAI,EAAE,qBAAqB,EAAE,CAAA;IAC7B,IAAI,EAAE,qBAAqB,EAAE,CAAA;IAC7B,KAAK,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACrB,GAAG,CAAC,EAAE,MAAM,CAAA;IACZ,GAAG,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACnB,OAAO,EAAE,MAAM,CAAA;CAChB,CAAA;AAED,MAAM,MAAM,qBAAqB,GAAG,CAAC,KAAK,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,CAAC,CAAA;AAE1F,KAAK,wBAAwB,GAAG,kBAAkB,CAChD,aAAa,EACb;IACE,IAAI,EAAE,MAAM,CAAA;IACZ,IAAI,EAAE,MAAM,CAAA;IACZ,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,WAAW,EAAE,MAAM,CAAA;IACnB,WAAW,EAAE,MAAM,CAAA;IACnB,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;IACjB,YAAY,EAAE,MAAM,CAAA;IACpB,WAAW,EAAE,MAAM,CAAA;IACnB,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,MAAM,CAAA;IACpB,aAAa,EAAE,MAAM,CAAA;IACrB,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,OAAO,EAAE,MAAM,CAAA;IACf,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,aAAa,CAAC,EAAE,MAAM,EAAE,CAAA;IACxB,uBAAuB,CAAC,EAAE,MAAM,EAAE,CAAA;IAClC,IAAI,CAAC,EAAE,MAAM,CAAA;CACd,CACF,CAAA;AAUD,KAAK,6BAA6B,GAAG,kBAAkB,CAAC,mBAAmB,EAAE;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,MAAM,EAAE,MAAM,CAAC;IAAC,cAAc,CAAC,EAAE,MAAM,CAAA;CAAE,CAAC,CAAA"}
|
|
@@ -181,6 +181,14 @@ export class MexcFuturesDerivativeTickerMapper {
|
|
|
181
181
|
];
|
|
182
182
|
}
|
|
183
183
|
*map(message, localTimestamp) {
|
|
184
|
+
// Unopened markets send zero activity without mark or index prices.
|
|
185
|
+
if (message.channel === 'push.ticker' &&
|
|
186
|
+
message.data.lastPrice === 0 &&
|
|
187
|
+
message.data.holdVol === 0 &&
|
|
188
|
+
message.data.fairPrice === undefined &&
|
|
189
|
+
message.data.indexPrice === undefined) {
|
|
190
|
+
return;
|
|
191
|
+
}
|
|
184
192
|
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.symbol, 'mexc-futures');
|
|
185
193
|
if (message.channel === 'push.funding.rate') {
|
|
186
194
|
pendingTickerInfo.updateFundingRate(message.data.rate);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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+
{"version":3,"file":"mexcfutures.js","sourceRoot":"","sources":["../../src/mappers/mexcfutures.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AACnC,OAAO,EAAE,cAAc,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAE9D,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,UAAU,EAAE,MAAM,eAAe,CAAA;AAE3D,MAAM,CAAC,MAAM,kBAAkB,GAAG,eAAe,CAAC;IAChD,cAAc,EAAE;QACd,MAAM,EAAE,GAAG,EAAE,CAAC,IAAI,uBAAuB,EAAE;QAC3C,WAAW,EAAE,CAAC,cAAc,EAAE,EAAE,CAC9B,IAAI,2BAA2B,CAAC,EAAE,8BAA8B,EAAE,UAAU,CAAC,cAAc,CAAC,KAAK,KAAK,EAAE,CAAC;QAC3G,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,iCAAiC,EAAE;KACjE;CACF,CAAC,CAAA;AAEF,MAAM,OAAO,uBAAuB;IAClC,SAAS,CAAC,OAA+B;QACvC,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,OAAO,EAAE,gBAAgB,CAAC,OAAO,CAAC,EAAW,CAAC,CAAA;IAChF,CAAC;IAED,CAAC,GAAG,CAAC,OAA+B,EAAE,cAAoB;QACxD,KAAK,MAAM,KAAK,IAAI,OAAO,CAAC,IAAI,EAAE,CAAC;YACjC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,cAAc;gBACxB,EAAE,EAAE,KAAK,CAAC,CAAC;gBACX,KAAK,EAAE,KAAK,CAAC,CAAC;gBACd,MAAM,EAAE,KAAK,CAAC,CAAC;gBACf,IAAI,EAAE,KAAK,CAAC,CAAC,KAAK,oBAAoB,CAAC,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;gBAC3D,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;gBAC5B,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,OAAO,2BAA2B;IACrB,eAAe,GAAyC,EAAE,CAAA;IAC1D,8BAA8B,CAAS;IAExD,YAAY,EAAE,8BAA8B,EAA+C;QACzF,IAAI,CAAC,8BAA8B,GAAG,8BAA8B,CAAA;IACtE,CAAC;IAED,SAAS,CAAC,OAAgC;QACxC,OAAO,OAAO,CAAC,OAAO,KAAK,YAAY,IAAI,OAAO,CAAC,OAAO,KAAK,qBAAqB,CAAA;IACtF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,MAAM,iBAAiB,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnD,OAAO;YACL,EAAE,OAAO,EAAE,YAAY,EAAE,OAAO,EAAE,iBAAiB,EAAW;YAC9D,EAAE,OAAO,EAAE,qBAAqB,EAAE,OAAO,EAAE,iBAAiB,EAAW;SACxE,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAgC,EAAE,cAAoB;QACzD,MAAM,SAAS,GAAG,IAAI,CAAC,kBAAkB,CAAC,OAAO,CAAC,MAAM,CAAC,CAAA;QACzD,IAAI,OAAO,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;YAC/B,IAAI,SAAS,CAAC,eAAe,EAAE,CAAC;gBAC9B,OAAM;YACR,CAAC;YAED,KAAK,MAAM,MAAM,IAAI,SAAS,CAAC,OAAO,CAAC,KAAK,EAAE,EAAE,CAAC;gBAC/C,MAAM,kBAAkB,GAAG,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC,IAAI,CAAC,CAAA;gBAC5D,MAAM,iBAAiB,GAAG,IAAI,CAAC,cAAc,CAAC,MAAM,CAAC,IAAI,CAAC,CAAA;gBAC1D,IAAI,OAAO,CAAC,IAAI,CAAC,OAAO,IAAI,iBAAiB,EAAE,CAAC;oBAC9C,SAAQ;gBACV,CAAC;gBAED,IAAI,CAAC,SAAS,CAAC,qBAAqB,EAAE,CAAC;oBACrC,IAAI,kBAAkB,GAAG,OAAO,CAAC,IAAI,CAAC,OAAO,GAAG,CAAC,IAAI,iBAAiB,GAAG,OAAO,CAAC,IAAI,CAAC,OAAO,GAAG,CAAC,EAAE,CAAC;wBAClG,MAAM,YAAY,GAAG,wEAAwE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,yBAAyB,OAAO,CAAC,IAAI,CAAC,OAAO,EAAE,CAAA;wBAClK,IAAI,IAAI,CAAC,8BAA8B,EAAE,CAAC;4BACxC,SAAS,CAAC,qBAAqB,GAAG,IAAI,CAAA;4BACtC,KAAK,CAAC,YAAY,CAAC,CAAA;wBACrB,CAAC;6BAAM,CAAC;4BACN,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,CAAA;wBAC/B,CAAC;oBACH,CAAC;yBAAM,CAAC;wBACN,SAAS,CAAC,qBAAqB,GAAG,IAAI,CAAA;oBACxC,CAAC;gBACH,CAAC;gBAED,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC;oBACnC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,EAAE,GAAG,CAAC,CAAA;gBACzC,CAAC;gBACD,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC;oBACnC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,EAAE,GAAG,CAAC,CAAA;gBACzC,CAAC;gBACD,OAAO,CAAC,IAAI,CAAC,OAAO,GAAG,iBAAiB,CAAA;YAC1C,CAAC;YACD,SAAS,CAAC,OAAO,CAAC,KAAK,EAAE,CAAA;YACzB,SAAS,CAAC,kBAAkB,GAAG,OAAO,CAAC,IAAI,CAAC,OAAO,CAAA;YACnD,SAAS,CAAC,eAAe,GAAG,IAAI,CAAA;YAEhC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,cAAc;gBACxB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;gBAC9C,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;gBAC9C,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,SAAS,CAAC;gBAC3C,cAAc;aACf,CAAA;YAED,OAAM;QACR,CAAC;QAED,IAAI,CAAC,SAAS,CAAC,eAAe,EAAE,CAAC;YAC/B,SAAS,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YACjC,OAAM;QACR,CAAC;QAED,MAAM,YAAY,GAAG,IAAI,CAAC,eAAe,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;QACvD,MAAM,WAAW,GAAG,IAAI,CAAC,cAAc,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;QACrD,IAAI,WAAW,IAAI,SAAS,CAAC,kBAAmB,EAAE,CAAC;YACjD,OAAM;QACR,CAAC;QAED,IAAI,CAAC,SAAS,CAAC,qBAAqB,EAAE,CAAC;YACrC,IAAI,YAAY,GAAG,SAAS,CAAC,kBAAmB,GAAG,CAAC,IAAI,WAAW,GAAG,SAAS,CAAC,kBAAmB,GAAG,CAAC,EAAE,CAAC;gBACxG,MAAM,YAAY,GAAG,wEAAwE,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,yBAAyB,SAAS,CAAC,kBAAkB,EAAE,CAAA;gBAC3K,IAAI,IAAI,CAAC,8BAA8B,EAAE,CAAC;oBACxC,SAAS,CAAC,qBAAqB,GAAG,IAAI,CAAA;oBACtC,KAAK,CAAC,YAAY,CAAC,CAAA;gBACrB,CAAC;qBAAM,CAAC;oBACN,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,CAAA;gBAC/B,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,SAAS,CAAC,qBAAqB,GAAG,IAAI,CAAA;YACxC,CAAC;QACH,CAAC;QAED,SAAS,CAAC,kBAAkB,GAAG,WAAW,CAAA;QAE1C,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,MAAM;YACtB,QAAQ,EAAE,cAAc;YACxB,UAAU,EAAE,KAAK;YACjB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YAC9C,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YAC9C,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC;YAC/B,cAAc;SACf,CAAA;IACH,CAAC;IAEO,eAAe,CAAC,IAAgC;QACtD,OAAO,IAAI,CAAC,KAAK,KAAK,SAAS,IAAI,IAAI,CAAC,KAAK,KAAK,IAAI,IAAI,IAAI,CAAC,KAAK,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAAC,OAAO,CAAA;IACxG,CAAC;IA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@@ -1,5 +1,5 @@
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1
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-
import { upperCaseSymbols } from '../handy.ts'
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2
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-
import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts'
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1
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+
import { asNonZeroNumberOrUndefined, asNumberOrUndefined, upperCaseSymbols } from '../handy.ts'
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2
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+
import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts'
|
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3
3
|
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
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4
4
|
import { exchangeMappers, mapper } from './registry.ts'
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5
5
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@@ -18,13 +18,14 @@ export const cryptofacilitiesMappers = exchangeMappers({
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18
18
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},
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19
19
|
{ use: () => new CryptofacilitiesDerivativeTickerMapper({ useRelativeFundingRate: true }) }
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20
20
|
]),
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21
|
+
optionsSummary: () => new CryptofacilitiesOptionsSummaryMapper(),
|
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21
22
|
liquidations: () => cryptofacilitiesLiquidationsMapper,
|
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22
|
-
bookTickers: () =>
|
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23
|
+
bookTickers: () => new CryptofacilitiesBookTickerMapper()
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23
24
|
}
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24
25
|
})
|
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25
26
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26
27
|
const cryptofacilitiesTradesMapper: Mapper<'cryptofacilities', Trade> = {
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|
27
|
-
canHandle(message:
|
|
28
|
+
canHandle(message: CryptofacilitiesMessage) {
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|
28
29
|
return message.feed === 'trade' && message.event === undefined
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29
30
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},
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30
31
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|
@@ -59,7 +60,7 @@ const mapBookLevel = ({ price, qty }: CryptofacilitiesBookLevel) => {
|
|
|
59
60
|
}
|
|
60
61
|
|
|
61
62
|
const cryptofacilitiesBookChangeMapper: Mapper<'cryptofacilities', BookChange> = {
|
|
62
|
-
canHandle(message:
|
|
63
|
+
canHandle(message: CryptofacilitiesMessage) {
|
|
63
64
|
return message.event === undefined && (message.feed === 'book' || message.feed === 'book_snapshot')
|
|
64
65
|
},
|
|
65
66
|
|
|
@@ -121,8 +122,8 @@ class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofacilities
|
|
|
121
122
|
}
|
|
122
123
|
|
|
123
124
|
private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
|
|
124
|
-
canHandle(message:
|
|
125
|
-
return message.feed === 'ticker' && message.event === undefined
|
|
125
|
+
canHandle(message: CryptofacilitiesMessage): message is CryptofacilitiesFuturesTicker {
|
|
126
|
+
return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_') === false
|
|
126
127
|
}
|
|
127
128
|
|
|
128
129
|
getFilters(symbols?: string[]) {
|
|
@@ -136,7 +137,7 @@ class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofacilities
|
|
|
136
137
|
]
|
|
137
138
|
}
|
|
138
139
|
|
|
139
|
-
*map(ticker:
|
|
140
|
+
*map(ticker: CryptofacilitiesFuturesTicker, localTimestamp: Date): IterableIterator<DerivativeTicker> {
|
|
140
141
|
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(ticker.product_id, 'cryptofacilities')
|
|
141
142
|
|
|
142
143
|
if (ticker.next_funding_rate_time === 0) {
|
|
@@ -165,8 +166,63 @@ class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofacilities
|
|
|
165
166
|
}
|
|
166
167
|
}
|
|
167
168
|
|
|
169
|
+
class CryptofacilitiesOptionsSummaryMapper implements Mapper<'cryptofacilities', OptionSummary> {
|
|
170
|
+
canHandle(message: CryptofacilitiesMessage): message is CryptofacilitiesOptionTicker {
|
|
171
|
+
return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_')
|
|
172
|
+
}
|
|
173
|
+
|
|
174
|
+
getFilters(symbols?: string[]) {
|
|
175
|
+
return [
|
|
176
|
+
{
|
|
177
|
+
channel: 'ticker',
|
|
178
|
+
symbols: upperCaseSymbols(symbols)
|
|
179
|
+
} as const
|
|
180
|
+
]
|
|
181
|
+
}
|
|
182
|
+
|
|
183
|
+
*map(ticker: CryptofacilitiesOptionTicker, localTimestamp: Date): IterableIterator<OptionSummary> {
|
|
184
|
+
const symbolParts = ticker.product_id.split('_')
|
|
185
|
+
const optionType = symbolParts.at(-1)
|
|
186
|
+
|
|
187
|
+
yield {
|
|
188
|
+
type: 'option_summary',
|
|
189
|
+
symbol: ticker.product_id,
|
|
190
|
+
exchange: 'cryptofacilities',
|
|
191
|
+
optionType: optionType === 'P' ? 'put' : 'call',
|
|
192
|
+
strikePrice: Number(symbolParts.at(-2)),
|
|
193
|
+
expirationDate: new Date(ticker.maturityTime),
|
|
194
|
+
|
|
195
|
+
bestBidPrice: asNonZeroNumberOrUndefined(ticker.bid),
|
|
196
|
+
bestBidAmount: asNonZeroNumberOrUndefined(ticker.bid_size),
|
|
197
|
+
bestBidIV: asNonZeroNumberOrUndefined(ticker.bid_iv),
|
|
198
|
+
|
|
199
|
+
bestAskPrice: asNonZeroNumberOrUndefined(ticker.ask),
|
|
200
|
+
bestAskAmount: asNonZeroNumberOrUndefined(ticker.ask_size),
|
|
201
|
+
bestAskIV: asNonZeroNumberOrUndefined(ticker.ask_iv),
|
|
202
|
+
|
|
203
|
+
lastPrice: asNonZeroNumberOrUndefined(ticker.last),
|
|
204
|
+
openInterest: asNumberOrUndefined(ticker.openInterest),
|
|
205
|
+
|
|
206
|
+
markPrice: asNumberOrUndefined(ticker.markPrice),
|
|
207
|
+
markIV: asNumberOrUndefined(ticker.mark_iv),
|
|
208
|
+
|
|
209
|
+
delta: asNumberOrUndefined(ticker.greeks.delta),
|
|
210
|
+
gamma: asNumberOrUndefined(ticker.greeks.gamma),
|
|
211
|
+
vega: asNumberOrUndefined(ticker.greeks.vega),
|
|
212
|
+
theta: asNumberOrUndefined(ticker.greeks.theta),
|
|
213
|
+
rho: asNumberOrUndefined(ticker.greeks.rho),
|
|
214
|
+
|
|
215
|
+
underlyingPrice: asNumberOrUndefined(ticker.index),
|
|
216
|
+
underlyingIndex: ticker.pair,
|
|
217
|
+
|
|
218
|
+
timestamp: new Date(ticker.time),
|
|
219
|
+
localTimestamp
|
|
220
|
+
}
|
|
221
|
+
}
|
|
222
|
+
}
|
|
223
|
+
|
|
168
224
|
const cryptofacilitiesLiquidationsMapper: Mapper<'cryptofacilities', Liquidation> = {
|
|
169
|
-
canHandle(message:
|
|
225
|
+
canHandle(message: CryptofacilitiesMessage) {
|
|
170
226
|
return message.feed === 'trade' && message.event === undefined && message.type === 'liquidation'
|
|
171
227
|
},
|
|
172
228
|
|
|
@@ -196,44 +252,41 @@ const cryptofacilitiesLiquidationsMapper: Mapper<'cryptofacilities', Liquidation
|
|
|
196
252
|
}
|
|
197
253
|
}
|
|
198
254
|
|
|
199
|
-
|
|
200
|
-
|
|
201
|
-
|
|
202
|
-
|
|
255
|
+
class CryptofacilitiesBookTickerMapper implements Mapper<'cryptofacilities', BookTicker> {
|
|
256
|
+
// Options trade only through RFQ, so their ticker never carries a public best bid or offer.
|
|
257
|
+
canHandle(message: CryptofacilitiesMessage): message is CryptofacilitiesFuturesTicker {
|
|
258
|
+
return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_') === false
|
|
259
|
+
}
|
|
203
260
|
|
|
204
261
|
getFilters(symbols?: string[]) {
|
|
205
|
-
symbols = upperCaseSymbols(symbols)
|
|
206
|
-
|
|
207
262
|
return [
|
|
208
263
|
{
|
|
209
264
|
channel: 'ticker',
|
|
210
|
-
symbols
|
|
211
|
-
}
|
|
265
|
+
symbols: upperCaseSymbols(symbols)
|
|
266
|
+
} as const
|
|
212
267
|
]
|
|
213
|
-
}
|
|
268
|
+
}
|
|
214
269
|
|
|
215
|
-
*map(cryptofacilitiesTicker:
|
|
216
|
-
|
|
270
|
+
*map(cryptofacilitiesTicker: CryptofacilitiesFuturesTicker, localTimestamp: Date): IterableIterator<BookTicker> {
|
|
271
|
+
yield {
|
|
217
272
|
type: 'book_ticker',
|
|
218
273
|
symbol: cryptofacilitiesTicker.product_id,
|
|
219
274
|
exchange: 'cryptofacilities',
|
|
220
|
-
|
|
221
|
-
|
|
222
|
-
|
|
223
|
-
|
|
224
|
-
bidPrice: cryptofacilitiesTicker.bid,
|
|
225
|
-
bidAmount: cryptofacilitiesTicker.bid_size,
|
|
275
|
+
askAmount: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.ask_size),
|
|
276
|
+
askPrice: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.ask),
|
|
277
|
+
bidPrice: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.bid),
|
|
278
|
+
bidAmount: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.bid_size),
|
|
226
279
|
timestamp: new Date(cryptofacilitiesTicker.time),
|
|
227
280
|
localTimestamp: localTimestamp
|
|
228
281
|
}
|
|
229
|
-
|
|
230
|
-
yield ticker
|
|
231
282
|
}
|
|
232
283
|
}
|
|
233
284
|
|
|
285
|
+
type CryptofacilitiesMessage = CryptofacilitiesTrade | CryptofacilitiesTicker | CryptofacilitiesBookSnapshot | CryptofacilitiesBookUpdate
|
|
286
|
+
|
|
234
287
|
type CryptofacilitiesTrade = {
|
|
235
288
|
feed: 'trade'
|
|
236
|
-
type: 'liquidation' | 'fill'
|
|
289
|
+
type: 'liquidation' | 'fill' | 'rfq'
|
|
237
290
|
uid: string | undefined
|
|
238
291
|
event: undefined
|
|
239
292
|
product_id: string
|
|
@@ -243,7 +296,9 @@ type CryptofacilitiesTrade = {
|
|
|
243
296
|
price: number
|
|
244
297
|
}
|
|
245
298
|
|
|
246
|
-
type CryptofacilitiesTicker =
|
|
299
|
+
type CryptofacilitiesTicker = CryptofacilitiesFuturesTicker | CryptofacilitiesOptionTicker
|
|
300
|
+
|
|
301
|
+
type CryptofacilitiesFuturesTicker =
|
|
247
302
|
| {
|
|
248
303
|
feed: 'ticker'
|
|
249
304
|
event: undefined
|
|
@@ -294,6 +349,47 @@ type CryptofacilitiesTicker =
|
|
|
294
349
|
volumeQuote: 6028.1795
|
|
295
350
|
}
|
|
296
351
|
|
|
352
|
+
/** @see https://docs.kraken.com/exchange/api-reference/futures-websocket/ticker */
|
|
353
|
+
type CryptofacilitiesOptionTicker = {
|
|
354
|
+
feed: 'ticker'
|
|
355
|
+
event?: undefined
|
|
356
|
+
product_id: string
|
|
357
|
+
time: number
|
|
358
|
+
bid: number
|
|
359
|
+
ask: number
|
|
360
|
+
bid_size: number
|
|
361
|
+
ask_size: number
|
|
362
|
+
volume: number
|
|
363
|
+
dtm: number
|
|
364
|
+
index: number
|
|
365
|
+
last: number
|
|
366
|
+
change: number
|
|
367
|
+
suspended: boolean
|
|
368
|
+
tag: string
|
|
369
|
+
pair: string
|
|
370
|
+
openInterest: number
|
|
371
|
+
markPrice: number
|
|
372
|
+
maturityTime: number
|
|
373
|
+
post_only: boolean
|
|
374
|
+
volumeQuote: number
|
|
375
|
+
bid_iv: number
|
|
376
|
+
ask_iv: number
|
|
377
|
+
mark_iv: number
|
|
378
|
+
extrinsic_value: number
|
|
379
|
+
leverage: string
|
|
380
|
+
open: number
|
|
381
|
+
high: number
|
|
382
|
+
low: number
|
|
383
|
+
greeks: {
|
|
384
|
+
iv?: number
|
|
385
|
+
delta: number
|
|
386
|
+
gamma: number
|
|
387
|
+
vega: number
|
|
388
|
+
theta: number
|
|
389
|
+
rho: number
|
|
390
|
+
}
|
|
391
|
+
}
|
|
392
|
+
|
|
297
393
|
type CryptofacilitiesBookLevel = {
|
|
298
394
|
price: number
|
|
299
395
|
qty: number
|
|
@@ -210,6 +210,17 @@ export class MexcFuturesDerivativeTickerMapper implements Mapper<'mexc-futures',
|
|
|
210
210
|
}
|
|
211
211
|
|
|
212
212
|
*map(message: MexcFuturesTickerMessage | MexcFuturesFundingRateMessage, localTimestamp: Date): IterableIterator<DerivativeTicker> {
|
|
213
|
+
// Unopened markets send zero activity without mark or index prices.
|
|
214
|
+
if (
|
|
215
|
+
message.channel === 'push.ticker' &&
|
|
216
|
+
message.data.lastPrice === 0 &&
|
|
217
|
+
message.data.holdVol === 0 &&
|
|
218
|
+
message.data.fairPrice === undefined &&
|
|
219
|
+
message.data.indexPrice === undefined
|
|
220
|
+
) {
|
|
221
|
+
return
|
|
222
|
+
}
|
|
223
|
+
|
|
213
224
|
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.symbol, 'mexc-futures')
|
|
214
225
|
|
|
215
226
|
if (message.channel === 'push.funding.rate') {
|
|
@@ -320,10 +331,10 @@ type MexcFuturesTickerMessage = MexcFuturesMessage<
|
|
|
320
331
|
ask1: number
|
|
321
332
|
bid1: number
|
|
322
333
|
contractId?: number
|
|
323
|
-
fairPrice
|
|
334
|
+
fairPrice?: number
|
|
324
335
|
fundingRate: number
|
|
325
336
|
high24Price: number
|
|
326
|
-
indexPrice
|
|
337
|
+
indexPrice?: number
|
|
327
338
|
lastPrice: number
|
|
328
339
|
lower24Price: number
|
|
329
340
|
maxBidPrice: number
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "tardis-machine",
|
|
3
|
-
"version": "18.3.
|
|
3
|
+
"version": "18.3.7",
|
|
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": "^18.3.
|
|
79
|
+
"tardis-dev": "^18.3.7",
|
|
80
80
|
"ws": "^8.21.3"
|
|
81
81
|
},
|
|
82
82
|
"bundleDependencies": true,
|