tardis-machine 18.3.6 → 18.3.7

package/node_modules/tardis-dev/dist/consts.d.ts

@@ -6,7 +6,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
     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"];
     coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot", "rfq_matches"];
     'coinbase-international': string[];
-    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"];
+    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"];
     cryptofacilities: readonly ["trade", "trade_snapshot", "book", "book_snapshot", "ticker", "heartbeat"];
     bitstamp: readonly ["live_trades", "live_orders", "diff_order_book"];
     bitvavo: readonly ["book", "getBook", "trade", "ticker"];

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

@@ -1 +1 @@
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+{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,m5BAoEZ,CAAA;AAogBV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAoElC,CAAA"}

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

@@ -128,6 +128,7 @@ const DERIBIT_CHANNELS = [
     'book',
     'deribit_price_index',
     'deribit_price_ranking',
+    'deribit_price_statistics',
     'deribit_volatility_index',
     'estimated_expiration_price',
     'markprice.options',

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

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package/node_modules/tardis-dev/dist/mappers/cryptofacilities.d.ts

@@ -1,11 +1,12 @@
-import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts';
+import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts';
 export declare const cryptofacilitiesMappers: {
     cryptofacilities: {
         trades: import("./registry.ts").MapperCreator<"cryptofacilities", Trade>;
         bookChanges: import("./registry.ts").MapperCreator<"cryptofacilities", BookChange>;
         derivativeTickers: import("./registry.ts").MapperCreator<any, DerivativeTicker>;
+        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>;
         liquidations: import("./registry.ts").MapperCreator<"cryptofacilities", Liquidation>;
-        bookTickers: import("./registry.ts").MapperCreator<"cryptofacilities", BookTicker>;
+        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>;
     };
 };
 //# sourceMappingURL=cryptofacilities.d.ts.map

package/node_modules/tardis-dev/dist/mappers/cryptofacilities.d.ts.map

@@ -1 +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,KAAK,EAAE,MAAM,aAAa,CAAA;AAQ1F,eAAO,MAAM,uBAAuB;;;;;;;;CAclC,CAAA"}
+{"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"}

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

@@ -1,4 +1,4 @@
-import { upperCaseSymbols } from "../handy.js";
+import { asNonZeroNumberOrUndefined, asNumberOrUndefined, upperCaseSymbols } from "../handy.js";
 import { PendingTickerInfoHelper } from "./mapper.js";
 import { exchangeMappers, mapper } from "./registry.js";
 // https://www.cryptofacilities.com/resources/hc/en-us/categories/115000132213-API
@@ -14,8 +14,9 @@ export const cryptofacilitiesMappers = exchangeMappers({
             },
             { use: () => new CryptofacilitiesDerivativeTickerMapper({ useRelativeFundingRate: true }) }
         ]),
+        optionsSummary: () => new CryptofacilitiesOptionsSummaryMapper(),
         liquidations: () => cryptofacilitiesLiquidationsMapper,
-        bookTickers: () => cryptofacilitiesBookTickerMapper
+        bookTickers: () => new CryptofacilitiesBookTickerMapper()
     }
 });
 const cryptofacilitiesTradesMapper = {
@@ -106,7 +107,7 @@ class CryptofacilitiesDerivativeTickerMapper {
     }
     pendingTickerInfoHelper = new PendingTickerInfoHelper();
     canHandle(message) {
-        return message.feed === 'ticker' && message.event === undefined;
+        return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_') === false;
     }
     getFilters(symbols) {
         symbols = upperCaseSymbols(symbols);
@@ -141,6 +142,50 @@ class CryptofacilitiesDerivativeTickerMapper {
         }
     }
 }
+class CryptofacilitiesOptionsSummaryMapper {
+    canHandle(message) {
+        return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_');
+    }
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'ticker',
+                symbols: upperCaseSymbols(symbols)
+            }
+        ];
+    }
+    *map(ticker, localTimestamp) {
+        const symbolParts = ticker.product_id.split('_');
+        const optionType = symbolParts.at(-1);
+        yield {
+            type: 'option_summary',
+            symbol: ticker.product_id,
+            exchange: 'cryptofacilities',
+            optionType: optionType === 'P' ? 'put' : 'call',
+            strikePrice: Number(symbolParts.at(-2)),
+            expirationDate: new Date(ticker.maturityTime),
+            bestBidPrice: asNonZeroNumberOrUndefined(ticker.bid),
+            bestBidAmount: asNonZeroNumberOrUndefined(ticker.bid_size),
+            bestBidIV: asNonZeroNumberOrUndefined(ticker.bid_iv),
+            bestAskPrice: asNonZeroNumberOrUndefined(ticker.ask),
+            bestAskAmount: asNonZeroNumberOrUndefined(ticker.ask_size),
+            bestAskIV: asNonZeroNumberOrUndefined(ticker.ask_iv),
+            lastPrice: asNonZeroNumberOrUndefined(ticker.last),
+            openInterest: asNumberOrUndefined(ticker.openInterest),
+            markPrice: asNumberOrUndefined(ticker.markPrice),
+            markIV: asNumberOrUndefined(ticker.mark_iv),
+            delta: asNumberOrUndefined(ticker.greeks.delta),
+            gamma: asNumberOrUndefined(ticker.greeks.gamma),
+            vega: asNumberOrUndefined(ticker.greeks.vega),
+            theta: asNumberOrUndefined(ticker.greeks.theta),
+            rho: asNumberOrUndefined(ticker.greeks.rho),
+            underlyingPrice: asNumberOrUndefined(ticker.index),
+            underlyingIndex: ticker.pair,
+            timestamp: new Date(ticker.time),
+            localTimestamp
+        };
+    }
+}
 const cryptofacilitiesLiquidationsMapper = {
     canHandle(message) {
         return message.feed === 'trade' && message.event === undefined && message.type === 'liquidation';
@@ -168,32 +213,31 @@ const cryptofacilitiesLiquidationsMapper = {
         };
     }
 };
-const cryptofacilitiesBookTickerMapper = {
+class CryptofacilitiesBookTickerMapper {
+    // Options trade only through RFQ, so their ticker never carries a public best bid or offer.
     canHandle(message) {
-        return message.feed === 'ticker' && message.event === undefined;
-    },
+        return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_') === false;
+    }
     getFilters(symbols) {
-        symbols = upperCaseSymbols(symbols);
         return [
             {
                 channel: 'ticker',
-                symbols
+                symbols: upperCaseSymbols(symbols)
             }
         ];
-    },
+    }
     *map(cryptofacilitiesTicker, localTimestamp) {
-        const ticker = {
+        yield {
             type: 'book_ticker',
             symbol: cryptofacilitiesTicker.product_id,
             exchange: 'cryptofacilities',
-            askAmount: cryptofacilitiesTicker.ask_size,
-            askPrice: cryptofacilitiesTicker.ask,
-            bidPrice: cryptofacilitiesTicker.bid,
-            bidAmount: cryptofacilitiesTicker.bid_size,
+            askAmount: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.ask_size),
+            askPrice: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.ask),
+            bidPrice: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.bid),
+            bidAmount: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.bid_size),
             timestamp: new Date(cryptofacilitiesTicker.time),
             localTimestamp: localTimestamp
         };
-        yield ticker;
     }
-};
+}
 //# sourceMappingURL=cryptofacilities.js.map

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

@@ -1 +1 @@
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package/node_modules/tardis-dev/dist/mappers/index.d.ts

@@ -544,7 +544,7 @@ export declare const normalizeOptionsSummary: Normalizer<{
 } & {
     'crypto-com': never;
 } & {
-    cryptofacilities: never;
+    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>;
 } & {
     delta: never;
 } & {
@@ -770,7 +770,7 @@ export declare const normalizeBookTickers: Normalizer<{
 } & {
     '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>;
 } & {
-    cryptofacilities: import("./registry.ts").MapperCreator<"cryptofacilities", BookTicker>;
+    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>;
 } & {
     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>;
 } & {

package/node_modules/tardis-dev/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "18.3.6",
+  "version": "18.3.7",
   "engines": {
     "node": ">=24.19"
   },

package/node_modules/tardis-dev/src/consts.ts

@@ -135,6 +135,7 @@ const DERIBIT_CHANNELS = [
   'book',
   'deribit_price_index',
   'deribit_price_ranking',
+  'deribit_price_statistics',
   'deribit_volatility_index',
   'estimated_expiration_price',
   'markprice.options',

package/node_modules/tardis-dev/src/mappers/cryptofacilities.ts

@@ -1,5 +1,5 @@
-import { upperCaseSymbols } from '../handy.ts'
-import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts'
+import { asNonZeroNumberOrUndefined, asNumberOrUndefined, upperCaseSymbols } from '../handy.ts'
+import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts'
 import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
 import { exchangeMappers, mapper } from './registry.ts'
 
@@ -18,13 +18,14 @@ export const cryptofacilitiesMappers = exchangeMappers({
       },
       { use: () => new CryptofacilitiesDerivativeTickerMapper({ useRelativeFundingRate: true }) }
     ]),
+    optionsSummary: () => new CryptofacilitiesOptionsSummaryMapper(),
     liquidations: () => cryptofacilitiesLiquidationsMapper,
-    bookTickers: () => cryptofacilitiesBookTickerMapper
+    bookTickers: () => new CryptofacilitiesBookTickerMapper()
   }
 })
 
 const cryptofacilitiesTradesMapper: Mapper<'cryptofacilities', Trade> = {
-  canHandle(message: CryptofacilitiesTrade | CryptofacilitiesTicker | CryptofacilitiesBookSnapshot | CryptofacilitiesBookUpdate) {
+  canHandle(message: CryptofacilitiesMessage) {
     return message.feed === 'trade' && message.event === undefined
   },
 
@@ -59,7 +60,7 @@ const mapBookLevel = ({ price, qty }: CryptofacilitiesBookLevel) => {
 }
 
 const cryptofacilitiesBookChangeMapper: Mapper<'cryptofacilities', BookChange> = {
-  canHandle(message: CryptofacilitiesTrade | CryptofacilitiesTicker | CryptofacilitiesBookSnapshot | CryptofacilitiesBookUpdate) {
+  canHandle(message: CryptofacilitiesMessage) {
     return message.event === undefined && (message.feed === 'book' || message.feed === 'book_snapshot')
   },
 
@@ -121,8 +122,8 @@ class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofacilities
   }
 
   private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
-  canHandle(message: CryptofacilitiesTrade | CryptofacilitiesTicker | CryptofacilitiesBookSnapshot | CryptofacilitiesBookUpdate) {
-    return message.feed === 'ticker' && message.event === undefined
+  canHandle(message: CryptofacilitiesMessage): message is CryptofacilitiesFuturesTicker {
+    return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_') === false
   }
 
   getFilters(symbols?: string[]) {
@@ -136,7 +137,7 @@ class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofacilities
     ]
   }
 
-  *map(ticker: CryptofacilitiesTicker, localTimestamp: Date): IterableIterator<DerivativeTicker> {
+  *map(ticker: CryptofacilitiesFuturesTicker, localTimestamp: Date): IterableIterator<DerivativeTicker> {
     const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(ticker.product_id, 'cryptofacilities')
 
     if (ticker.next_funding_rate_time === 0) {
@@ -165,8 +166,63 @@ class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofacilities
   }
 }
 
+class CryptofacilitiesOptionsSummaryMapper implements Mapper<'cryptofacilities', OptionSummary> {
+  canHandle(message: CryptofacilitiesMessage): message is CryptofacilitiesOptionTicker {
+    return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_')
+  }
+
+  getFilters(symbols?: string[]) {
+    return [
+      {
+        channel: 'ticker',
+        symbols: upperCaseSymbols(symbols)
+      } as const
+    ]
+  }
+
+  *map(ticker: CryptofacilitiesOptionTicker, localTimestamp: Date): IterableIterator<OptionSummary> {
+    const symbolParts = ticker.product_id.split('_')
+    const optionType = symbolParts.at(-1)
+
+    yield {
+      type: 'option_summary',
+      symbol: ticker.product_id,
+      exchange: 'cryptofacilities',
+      optionType: optionType === 'P' ? 'put' : 'call',
+      strikePrice: Number(symbolParts.at(-2)),
+      expirationDate: new Date(ticker.maturityTime),
+
+      bestBidPrice: asNonZeroNumberOrUndefined(ticker.bid),
+      bestBidAmount: asNonZeroNumberOrUndefined(ticker.bid_size),
+      bestBidIV: asNonZeroNumberOrUndefined(ticker.bid_iv),
+
+      bestAskPrice: asNonZeroNumberOrUndefined(ticker.ask),
+      bestAskAmount: asNonZeroNumberOrUndefined(ticker.ask_size),
+      bestAskIV: asNonZeroNumberOrUndefined(ticker.ask_iv),
+
+      lastPrice: asNonZeroNumberOrUndefined(ticker.last),
+      openInterest: asNumberOrUndefined(ticker.openInterest),
+
+      markPrice: asNumberOrUndefined(ticker.markPrice),
+      markIV: asNumberOrUndefined(ticker.mark_iv),
+
+      delta: asNumberOrUndefined(ticker.greeks.delta),
+      gamma: asNumberOrUndefined(ticker.greeks.gamma),
+      vega: asNumberOrUndefined(ticker.greeks.vega),
+      theta: asNumberOrUndefined(ticker.greeks.theta),
+      rho: asNumberOrUndefined(ticker.greeks.rho),
+
+      underlyingPrice: asNumberOrUndefined(ticker.index),
+      underlyingIndex: ticker.pair,
+
+      timestamp: new Date(ticker.time),
+      localTimestamp
+    }
+  }
+}
+
 const cryptofacilitiesLiquidationsMapper: Mapper<'cryptofacilities', Liquidation> = {
-  canHandle(message: CryptofacilitiesTrade | CryptofacilitiesTicker | CryptofacilitiesBookSnapshot | CryptofacilitiesBookUpdate) {
+  canHandle(message: CryptofacilitiesMessage) {
     return message.feed === 'trade' && message.event === undefined && message.type === 'liquidation'
   },
 
@@ -196,44 +252,41 @@ const cryptofacilitiesLiquidationsMapper: Mapper<'cryptofacilities', Liquidation
   }
 }
 
-const cryptofacilitiesBookTickerMapper: Mapper<'cryptofacilities', BookTicker> = {
-  canHandle(message: CryptofacilitiesTicker) {
-    return message.feed === 'ticker' && message.event === undefined
-  },
+class CryptofacilitiesBookTickerMapper implements Mapper<'cryptofacilities', BookTicker> {
+  // Options trade only through RFQ, so their ticker never carries a public best bid or offer.
+  canHandle(message: CryptofacilitiesMessage): message is CryptofacilitiesFuturesTicker {
+    return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_') === false
+  }
 
   getFilters(symbols?: string[]) {
-    symbols = upperCaseSymbols(symbols)
-
     return [
       {
         channel: 'ticker',
-        symbols
-      }
+        symbols: upperCaseSymbols(symbols)
+      } as const
     ]
-  },
+  }
 
-  *map(cryptofacilitiesTicker: CryptofacilitiesTicker, localTimestamp: Date): IterableIterator<BookTicker> {
-    const ticker: BookTicker = {
+  *map(cryptofacilitiesTicker: CryptofacilitiesFuturesTicker, localTimestamp: Date): IterableIterator<BookTicker> {
+    yield {
       type: 'book_ticker',
       symbol: cryptofacilitiesTicker.product_id,
       exchange: 'cryptofacilities',
-
-      askAmount: cryptofacilitiesTicker.ask_size,
-      askPrice: cryptofacilitiesTicker.ask,
-
-      bidPrice: cryptofacilitiesTicker.bid,
-      bidAmount: cryptofacilitiesTicker.bid_size,
+      askAmount: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.ask_size),
+      askPrice: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.ask),
+      bidPrice: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.bid),
+      bidAmount: asNonZeroNumberOrUndefined(cryptofacilitiesTicker.bid_size),
       timestamp: new Date(cryptofacilitiesTicker.time),
       localTimestamp: localTimestamp
     }
-
-    yield ticker
   }
 }
 
+type CryptofacilitiesMessage = CryptofacilitiesTrade | CryptofacilitiesTicker | CryptofacilitiesBookSnapshot | CryptofacilitiesBookUpdate
+
 type CryptofacilitiesTrade = {
   feed: 'trade'
-  type: 'liquidation' | 'fill'
+  type: 'liquidation' | 'fill' | 'rfq'
   uid: string | undefined
   event: undefined
   product_id: string
@@ -243,7 +296,9 @@ type CryptofacilitiesTrade = {
   price: number
 }
 
-type CryptofacilitiesTicker =
+type CryptofacilitiesTicker = CryptofacilitiesFuturesTicker | CryptofacilitiesOptionTicker
+
+type CryptofacilitiesFuturesTicker =
   | {
       feed: 'ticker'
       event: undefined
@@ -294,6 +349,47 @@ type CryptofacilitiesTicker =
       volumeQuote: 6028.1795
     }
 
+/** @see https://docs.kraken.com/exchange/api-reference/futures-websocket/ticker */
+type CryptofacilitiesOptionTicker = {
+  feed: 'ticker'
+  event?: undefined
+  product_id: string
+  time: number
+  bid: number
+  ask: number
+  bid_size: number
+  ask_size: number
+  volume: number
+  dtm: number
+  index: number
+  last: number
+  change: number
+  suspended: boolean
+  tag: string
+  pair: string
+  openInterest: number
+  markPrice: number
+  maturityTime: number
+  post_only: boolean
+  volumeQuote: number
+  bid_iv: number
+  ask_iv: number
+  mark_iv: number
+  extrinsic_value: number
+  leverage: string
+  open: number
+  high: number
+  low: number
+  greeks: {
+    iv?: number
+    delta: number
+    gamma: number
+    vega: number
+    theta: number
+    rho: number
+  }
+}
+
 type CryptofacilitiesBookLevel = {
   price: number
   qty: number

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-machine",
-  "version": "18.3.6",
+  "version": "18.3.7",
   "engines": {
     "node": ">=24.19"
   },
@@ -76,7 +76,7 @@
   "license": "MPL-2.0",
   "dependencies": {
     "debug": "^4.4.3",
-    "tardis-dev": "^18.3.6",
+    "tardis-dev": "^18.3.7",
     "ws": "^8.21.3"
   },
   "bundleDependencies": true,