tardis-machine 18.3.6 → 18.3.8
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/realtimefeeds/index.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/index.js +0 -2
- package/node_modules/tardis-dev/dist/realtimefeeds/index.js.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/okex.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/okex.js +4 -4
- package/node_modules/tardis-dev/dist/realtimefeeds/okex.js.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/okexspreads.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/okexspreads.js +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/okexspreads.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/realtimefeeds/index.ts +0 -2
- package/node_modules/tardis-dev/src/realtimefeeds/okex.ts +4 -10
- package/node_modules/tardis-dev/src/realtimefeeds/okexspreads.ts +1 -1
- package/package.json +2 -2
- package/node_modules/tardis-dev/dist/realtimefeeds/coinbaseinternational.d.ts +0 -10
- package/node_modules/tardis-dev/dist/realtimefeeds/coinbaseinternational.d.ts.map +0 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/coinbaseinternational.js +0 -47
- package/node_modules/tardis-dev/dist/realtimefeeds/coinbaseinternational.js.map +0 -1
- package/node_modules/tardis-dev/src/realtimefeeds/coinbaseinternational.ts +0 -60
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@@ -6,7 +6,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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6
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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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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@@ -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
|
} & {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AA+B9C,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAA;
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AA+B9C,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAA;AA6BhD,cAAc,mBAAmB,CAAA;AAuEjC,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"}
|
|
@@ -37,7 +37,6 @@ import { OkexSpreadsRealTimeFeed } from "./okexspreads.js";
|
|
|
37
37
|
import { KucoinFuturesRealTimeFeed } from "./kucoinfutures.js";
|
|
38
38
|
import { DydxV4RealTimeFeed } from "./dydx_v4.js";
|
|
39
39
|
import { BitgetFuturesRealTimeFeed, BitgetRealTimeFeed } from "./bitget.js";
|
|
40
|
-
import { CoinbaseInternationalRealTimeFeed } from "./coinbaseinternational.js";
|
|
41
40
|
import { HyperliquidRealTimeFeed } from "./hyperliquid.js";
|
|
42
41
|
import { LighterRealTimeFeed, LighterRhRealTimeFeed } from "./lighter.js";
|
|
43
42
|
import { BullishRealTimeFeed } from "./bullish.js";
|
|
@@ -104,7 +103,6 @@ const realTimeFeedsMap = {
|
|
|
104
103
|
'dydx-v4': DydxV4RealTimeFeed,
|
|
105
104
|
bitget: BitgetRealTimeFeed,
|
|
106
105
|
'bitget-futures': BitgetFuturesRealTimeFeed,
|
|
107
|
-
'coinbase-international': CoinbaseInternationalRealTimeFeed,
|
|
108
106
|
hyperliquid: HyperliquidRealTimeFeed,
|
|
109
107
|
lighter: LighterRealTimeFeed,
|
|
110
108
|
'lighter-rh': LighterRhRealTimeFeed,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"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,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAClD,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,
|
|
1
|
+
{"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,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAClD,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,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,mBAAmB,EAAE,qBAAqB,EAAE,MAAM,cAAc,CAAA;AACzE,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,OAAO,EAAE,mBAAmB;IAC5B,QAAQ,EAAE,oBAAoB;IAC9B,OAAO,EAAE,mBAAmB;IAC5B,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,WAAW,EAAE,uBAAuB;IACpC,OAAO,EAAE,mBAAmB;IAC5B,YAAY,EAAE,qBAAqB;IACnC,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"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAErF,qBAAa,gBAAiB,SAAQ,+BAA+B;IACnE,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAavI;AAED,cAAM,sBAAuB,SAAQ,gBAAgB;IAEjD,SAAS,CAAC,MAAM,EAAE,MAAM;gBAAd,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,OAAO,CAAC,eAAe,CAAwC;IAE/D,OAAO,CAAC,iBAAiB;cAIT,WAAW;IAqB3B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA+BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAOtC;AAED,qBAAa,kBAAmB,SAAQ,sBAAsB;gBAChD,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,EAAE,MAAM,GAAG,SAAS,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAGjI;AAED,qBAAa,uBAAwB,SAAQ,+BAA+B;IAC1E,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;
|
|
1
|
+
{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAErF,qBAAa,gBAAiB,SAAQ,+BAA+B;IACnE,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAavI;AAED,cAAM,sBAAuB,SAAQ,gBAAgB;IAEjD,SAAS,CAAC,MAAM,EAAE,MAAM;gBAAd,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,OAAO,CAAC,eAAe,CAAwC;IAE/D,OAAO,CAAC,iBAAiB;cAIT,WAAW;IAqB3B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA+BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAOtC;AAED,qBAAa,kBAAmB,SAAQ,sBAAsB;gBAChD,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,EAAE,MAAM,GAAG,SAAS,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAGjI;AAED,qBAAa,uBAAwB,SAAQ,+BAA+B;IAC1E,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAavI;AAED,cAAM,6BAA8B,SAAQ,sBAAsB;IAE9D,SAAS,CAAC,MAAM,EAAE,MAAM;gBAAd,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,OAAO,CAAC,eAAe,CAAoC;IAC3D,OAAO,CAAC,uCAAuC,CAAmE;IAElH,OAAO,CAAC,8BAA8B;IAMtC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;CAoCnE"}
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|
@@ -6,11 +6,11 @@ export class OkexRealTimeFeed extends MultiConnectionRealTimeFeedBase {
|
|
|
6
6
|
*_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
|
|
7
7
|
const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all');
|
|
8
8
|
if (nonBusinessFilters.length > 0) {
|
|
9
|
-
yield new OkexSingleRealTimeFeed('wss://ws.okx.com
|
|
9
|
+
yield new OkexSingleRealTimeFeed('wss://ws.okx.com/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError);
|
|
10
10
|
}
|
|
11
11
|
const businessFilters = filters.filter((f) => f.channel === 'trades-all');
|
|
12
12
|
if (businessFilters.length > 0) {
|
|
13
|
-
yield new OkexSingleRealTimeFeed('wss://ws.okx.com
|
|
13
|
+
yield new OkexSingleRealTimeFeed('wss://ws.okx.com/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError);
|
|
14
14
|
}
|
|
15
15
|
}
|
|
16
16
|
}
|
|
@@ -89,11 +89,11 @@ export class OkexOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase {
|
|
|
89
89
|
*_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
|
|
90
90
|
const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all');
|
|
91
91
|
if (nonBusinessFilters.length > 0) {
|
|
92
|
-
yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com
|
|
92
|
+
yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError);
|
|
93
93
|
}
|
|
94
94
|
const businessFilters = filters.filter((f) => f.channel === 'trades-all');
|
|
95
95
|
if (businessFilters.length > 0) {
|
|
96
|
-
yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com
|
|
96
|
+
yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError);
|
|
97
97
|
}
|
|
98
98
|
}
|
|
99
99
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"okex.js","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAAA,OAAO,MAAM,MAAM,QAAQ,CAAA;AAC3B,OAAO,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAClC,OAAO,EAAE,2BAA2B,EAAE,6BAA6B,EAAE,MAAM,mBAAmB,CAAA;AAE9F,OAAO,EAAE,+BAA+B,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAErF,MAAM,OAAO,gBAAiB,SAAQ,+BAA+B;IACzD,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,kBAAkB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAE5E,IAAI,kBAAkB,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAClC,MAAM,IAAI,sBAAsB,CAAC,
|
|
1
|
+
{"version":3,"file":"okex.js","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAAA,OAAO,MAAM,MAAM,QAAQ,CAAA;AAC3B,OAAO,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAClC,OAAO,EAAE,2BAA2B,EAAE,6BAA6B,EAAE,MAAM,mBAAmB,CAAA;AAE9F,OAAO,EAAE,+BAA+B,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAErF,MAAM,OAAO,gBAAiB,SAAQ,+BAA+B;IACzD,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,kBAAkB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAE5E,IAAI,kBAAkB,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAClC,MAAM,IAAI,sBAAsB,CAAC,+BAA+B,EAAE,QAAQ,EAAE,kBAAkB,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAC7H,CAAC;QAED,MAAM,eAAe,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAEzE,IAAI,eAAe,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAC/B,MAAM,IAAI,sBAAsB,CAAC,iCAAiC,EAAE,QAAQ,EAAE,eAAe,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAC5H,CAAC;IACH,CAAC;CACF;AAED,MAAM,sBAAuB,SAAQ,gBAAgB;IAEvC;IADZ,YACY,MAAc,EACxB,QAAgB,EAChB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAN1C,WAAM,GAAN,MAAM,CAAQ;IAO1B,CAAC;IAEO,eAAe,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,KAAK,SAAS,CAAA;IAEvD,iBAAiB;QACvB,OAAO,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAA;IACtC,CAAC;IAES,KAAK,CAAC,WAAW;QACzB,IAAI,IAAI,CAAC,eAAe,EAAE,CAAC;YACzB,MAAM,SAAS,GAAG,IAAI,CAAC,iBAAiB,EAAE,CAAC,QAAQ,EAAE,CAAA;YACrD,MAAM,IAAI,GAAG,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,kBAAmB,CAAC,CAAC,MAAM,CAAC,GAAG,SAAS,uBAAuB,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;YAEtI,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,OAAO;gBACX,IAAI,EAAE;oBACJ;wBACE,MAAM,EAAE,OAAO,CAAC,GAAG,CAAC,WAAW;wBAC/B,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,kBAAkB;wBAC1C,SAAS;wBACT,IAAI;qBACL;iBACF;aACF,CAAC,CAAA;YAEF,MAAM,IAAI,CAAC,EAAE,CAAC,CAAA;QAChB,CAAC;IACH,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,IAAI,cAAc,CAAC;aAC1C,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;YACvH,CAAC;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,IAAI,MAAM,CAAC,OAAO,KAAK,oBAAoB,EAAE,CAAC;oBAC5C,OAAO;wBACL,OAAO,EAAE,MAAM,CAAC,OAAO;wBACvB,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS;qBACvD,CAAA;gBACH,CAAC;gBACD,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM;iBACf,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,IAAI,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC;YAC7E,OAAO,IAAI,CAAA;QACb,CAAC;QAED,OAAO,KAAK,CAAA;IACd,CAAC;CACF;AAED,MAAM,OAAO,kBAAmB,SAAQ,sBAAsB;IAC5D,YAAY,QAAgB,EAAE,OAAyB,EAAE,iBAAqC,EAAE,OAAgC;QAC9H,KAAK,CAAC,yCAAyC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;IACjG,CAAC;CACF;AAED,MAAM,OAAO,uBAAwB,SAAQ,+BAA+B;IAChE,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,kBAAkB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAE5E,IAAI,kBAAkB,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAClC,MAAM,IAAI,6BAA6B,CAAC,+BAA+B,EAAE,QAAQ,EAAE,kBAAkB,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QACpI,CAAC;QAED,MAAM,eAAe,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAEzE,IAAI,eAAe,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAC/B,MAAM,IAAI,6BAA6B,CAAC,iCAAiC,EAAE,QAAQ,EAAE,eAAe,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QACnI,CAAC;IACH,CAAC;CACF;AAED,MAAM,6BAA8B,SAAQ,sBAAsB;IAEpD;IADZ,YACY,MAAc,EACxB,QAAgB,EAChB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,MAAM,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QANlD,WAAM,GAAN,MAAM,CAAQ;IAO1B,CAAC;IAEO,eAAe,GAAG,CAAC,SAAS,EAAE,SAAS,EAAE,SAAS,CAAC,CAAA;IACnD,uCAAuC,GAAG,CAAC,SAAS,EAAE,YAAY,EAAE,SAAS,EAAE,YAAY,EAAE,YAAY,CAAC,CAAA;IAE1G,8BAA8B,CAAC,OAAe;QACpD,IAAI,OAAO,KAAK,eAAe,IAAI,OAAO,KAAK,aAAa,EAAE,CAAC;YAC7D,OAAO,IAAI,CAAA;QACb,CAAC;QACD,OAAO,KAAK,CAAA;IACd,CAAC;IACS,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,EAAE,CAAA;YAClC,MAAM,6BAA6B,GAAG,IAAI,CAAC,8BAA8B,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YAEzF,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,IAAI,6BAA6B,EAAE,CAAC;gBAC1D,OAAO,GAAG,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,IAAI,CAAC,uCAAuC,CAAC,CAAC,CAAC,IAAI,CAAC,eAAe,CAAA;YAClH,CAAC;YAED,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACzB,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;YACvH,CAAC;YAED,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBAC5B,IAAI,WAAW,GAAG,MAAM,CAAA;gBACxB,IAAI,6BAA6B,EAAE,CAAC;oBAClC,WAAW,GAAG,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,2BAA2B,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,6BAA6B,CAAC,MAAM,CAAC,CAAA;gBAC9H,CAAC;gBACD,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;oBAClE,UAAU,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;iBACvE,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QACpB,MAAM,UAAU,GAAG,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC,GAAG,GAAG,CAAC,OAAO,IAAI,GAAG,CAAC,MAAM,IAAI,EAAE,IAAI,GAAG,CAAC,UAAU,IAAI,EAAE,EAAE,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAA;QAEhI,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,UAAU;aACjB;SACF,CAAA;IACH,CAAC;CACF"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"okexspreads.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okexspreads.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,SAAS,CAAC,MAAM,
|
|
1
|
+
{"version":3,"file":"okexspreads.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okexspreads.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,SAAS,CAAC,MAAM,SAAoC;IAEpD,OAAO,CAAC,eAAe,CAAwC;IAE/D,OAAO,CAAC,iBAAiB;cAIT,WAAW;IAqB3B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAyBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}
|
|
@@ -2,7 +2,7 @@ import crypto from 'crypto';
|
|
|
2
2
|
import { wait } from "../handy.js";
|
|
3
3
|
import { RealTimeFeedBase } from "./realtimefeed.js";
|
|
4
4
|
export class OkexSpreadsRealTimeFeed extends RealTimeFeedBase {
|
|
5
|
-
wssURL = 'wss://ws.okx.com
|
|
5
|
+
wssURL = 'wss://ws.okx.com/ws/v5/business';
|
|
6
6
|
_hasCredentials = process.env.OKX_API_KEY !== undefined;
|
|
7
7
|
secondsSinceEpoch() {
|
|
8
8
|
return Math.floor(Date.now() / 1000);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"okexspreads.js","sourceRoot":"","sources":["../../src/realtimefeeds/okexspreads.ts"],"names":[],"mappings":"AAAA,OAAO,MAAM,MAAM,QAAQ,CAAA;AAC3B,OAAO,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAElC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,uBAAwB,SAAQ,gBAAgB;IACjD,MAAM,GAAG,
|
|
1
|
+
{"version":3,"file":"okexspreads.js","sourceRoot":"","sources":["../../src/realtimefeeds/okexspreads.ts"],"names":[],"mappings":"AAAA,OAAO,MAAM,MAAM,QAAQ,CAAA;AAC3B,OAAO,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAElC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,uBAAwB,SAAQ,gBAAgB;IACjD,MAAM,GAAG,iCAAiC,CAAA;IAE5C,eAAe,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,KAAK,SAAS,CAAA;IAEvD,iBAAiB;QACvB,OAAO,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAA;IACtC,CAAC;IAES,KAAK,CAAC,WAAW;QACzB,IAAI,IAAI,CAAC,eAAe,EAAE,CAAC;YACzB,MAAM,SAAS,GAAG,IAAI,CAAC,iBAAiB,EAAE,CAAC,QAAQ,EAAE,CAAA;YACrD,MAAM,IAAI,GAAG,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,kBAAmB,CAAC,CAAC,MAAM,CAAC,GAAG,SAAS,uBAAuB,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;YAEtI,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,OAAO;gBACX,IAAI,EAAE;oBACJ;wBACE,MAAM,EAAE,OAAO,CAAC,GAAG,CAAC,WAAW;wBAC/B,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,kBAAkB;wBAC1C,SAAS;wBACT,IAAI;qBACL;iBACF;aACF,CAAC,CAAA;YAEF,MAAM,IAAI,CAAC,EAAE,CAAC,CAAA;QAChB,CAAC;IACH,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aAEjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;YACvH,CAAC;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM;iBACf,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;CACF"}
|
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts'
|
|
1
|
+
import { asNonZeroNumberOrUndefined, asNumberOrUndefined, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts'
|
|
3
3
|
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
import { exchangeMappers, mapper } from './registry.ts'
|
|
5
5
|
|
|
@@ -18,13 +18,14 @@ export const cryptofacilitiesMappers = exchangeMappers({
|
|
|
18
18
|
},
|
|
19
19
|
{ use: () => new CryptofacilitiesDerivativeTickerMapper({ useRelativeFundingRate: true }) }
|
|
20
20
|
]),
|
|
21
|
+
optionsSummary: () => new CryptofacilitiesOptionsSummaryMapper(),
|
|
21
22
|
liquidations: () => cryptofacilitiesLiquidationsMapper,
|
|
22
|
-
bookTickers: () =>
|
|
23
|
+
bookTickers: () => new CryptofacilitiesBookTickerMapper()
|
|
23
24
|
}
|
|
24
25
|
})
|
|
25
26
|
|
|
26
27
|
const cryptofacilitiesTradesMapper: Mapper<'cryptofacilities', Trade> = {
|
|
27
|
-
canHandle(message:
|
|
28
|
+
canHandle(message: CryptofacilitiesMessage) {
|
|
28
29
|
return message.feed === 'trade' && message.event === undefined
|
|
29
30
|
},
|
|
30
31
|
|
|
@@ -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> {
|
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canHandle(message: CryptofacilitiesMessage): message is CryptofacilitiesOptionTicker {
|
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|
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return message.feed === 'ticker' && message.event === undefined && message.product_id.startsWith('OF_')
|
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|
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}
|
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|
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|
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getFilters(symbols?: string[]) {
|
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return [
|
|
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{
|
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|
+
channel: 'ticker',
|
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|
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symbols: upperCaseSymbols(symbols)
|
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|
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} as const
|
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|
+
]
|
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|
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}
|
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|
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|
|
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|
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*map(ticker: CryptofacilitiesOptionTicker, localTimestamp: Date): IterableIterator<OptionSummary> {
|
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|
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const symbolParts = ticker.product_id.split('_')
|
|
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|
+
const optionType = symbolParts.at(-1)
|
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|
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|
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|
+
yield {
|
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|
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type: 'option_summary',
|
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|
+
symbol: ticker.product_id,
|
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exchange: 'cryptofacilities',
|
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|
+
optionType: optionType === 'P' ? 'put' : 'call',
|
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+
strikePrice: Number(symbolParts.at(-2)),
|
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expirationDate: new Date(ticker.maturityTime),
|
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|
+
|
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bestBidPrice: asNonZeroNumberOrUndefined(ticker.bid),
|
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bestBidAmount: asNonZeroNumberOrUndefined(ticker.bid_size),
|
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bestBidIV: asNonZeroNumberOrUndefined(ticker.bid_iv),
|
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|
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|
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bestAskPrice: asNonZeroNumberOrUndefined(ticker.ask),
|
|
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|
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bestAskAmount: asNonZeroNumberOrUndefined(ticker.ask_size),
|
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|
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bestAskIV: asNonZeroNumberOrUndefined(ticker.ask_iv),
|
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|
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|
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lastPrice: asNonZeroNumberOrUndefined(ticker.last),
|
|
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|
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openInterest: asNumberOrUndefined(ticker.openInterest),
|
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|
+
|
|
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|
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markPrice: asNumberOrUndefined(ticker.markPrice),
|
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|
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markIV: asNumberOrUndefined(ticker.mark_iv),
|
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|
+
|
|
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|
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delta: asNumberOrUndefined(ticker.greeks.delta),
|
|
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|
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gamma: asNumberOrUndefined(ticker.greeks.gamma),
|
|
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|
+
vega: asNumberOrUndefined(ticker.greeks.vega),
|
|
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|
+
theta: asNumberOrUndefined(ticker.greeks.theta),
|
|
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|
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rho: asNumberOrUndefined(ticker.greeks.rho),
|
|
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|
+
|
|
215
|
+
underlyingPrice: asNumberOrUndefined(ticker.index),
|
|
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|
+
underlyingIndex: ticker.pair,
|
|
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|
+
|
|
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|
+
timestamp: new Date(ticker.time),
|
|
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|
+
localTimestamp
|
|
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|
+
}
|
|
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|
+
}
|
|
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|
+
}
|
|
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|
+
|
|
168
224
|
const cryptofacilitiesLiquidationsMapper: Mapper<'cryptofacilities', Liquidation> = {
|
|
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|
-
canHandle(message:
|
|
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|
+
canHandle(message: CryptofacilitiesMessage) {
|
|
170
226
|
return message.feed === 'trade' && message.event === undefined && message.type === 'liquidation'
|
|
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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
|
|
@@ -51,7 +51,6 @@ import { OkexSpreadsRealTimeFeed } from './okexspreads.ts'
|
|
|
51
51
|
import { KucoinFuturesRealTimeFeed } from './kucoinfutures.ts'
|
|
52
52
|
import { DydxV4RealTimeFeed } from './dydx_v4.ts'
|
|
53
53
|
import { BitgetFuturesRealTimeFeed, BitgetRealTimeFeed } from './bitget.ts'
|
|
54
|
-
import { CoinbaseInternationalRealTimeFeed } from './coinbaseinternational.ts'
|
|
55
54
|
import { HyperliquidRealTimeFeed } from './hyperliquid.ts'
|
|
56
55
|
import { LighterRealTimeFeed, LighterRhRealTimeFeed } from './lighter.ts'
|
|
57
56
|
import { BullishRealTimeFeed } from './bullish.ts'
|
|
@@ -122,7 +121,6 @@ const realTimeFeedsMap: {
|
|
|
122
121
|
'dydx-v4': DydxV4RealTimeFeed,
|
|
123
122
|
bitget: BitgetRealTimeFeed,
|
|
124
123
|
'bitget-futures': BitgetFuturesRealTimeFeed,
|
|
125
|
-
'coinbase-international': CoinbaseInternationalRealTimeFeed,
|
|
126
124
|
hyperliquid: HyperliquidRealTimeFeed,
|
|
127
125
|
lighter: LighterRealTimeFeed,
|
|
128
126
|
'lighter-rh': LighterRhRealTimeFeed,
|
|
@@ -9,13 +9,13 @@ export class OkexRealTimeFeed extends MultiConnectionRealTimeFeedBase {
|
|
|
9
9
|
const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all')
|
|
10
10
|
|
|
11
11
|
if (nonBusinessFilters.length > 0) {
|
|
12
|
-
yield new OkexSingleRealTimeFeed('wss://ws.okx.com
|
|
12
|
+
yield new OkexSingleRealTimeFeed('wss://ws.okx.com/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError)
|
|
13
13
|
}
|
|
14
14
|
|
|
15
15
|
const businessFilters = filters.filter((f) => f.channel === 'trades-all')
|
|
16
16
|
|
|
17
17
|
if (businessFilters.length > 0) {
|
|
18
|
-
yield new OkexSingleRealTimeFeed('wss://ws.okx.com
|
|
18
|
+
yield new OkexSingleRealTimeFeed('wss://ws.okx.com/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError)
|
|
19
19
|
}
|
|
20
20
|
}
|
|
21
21
|
}
|
|
@@ -113,19 +113,13 @@ export class OkexOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase {
|
|
|
113
113
|
const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all')
|
|
114
114
|
|
|
115
115
|
if (nonBusinessFilters.length > 0) {
|
|
116
|
-
yield new OkexOptionsSingleRealTimeFeed(
|
|
117
|
-
'wss://ws.okx.com:8443/ws/v5/public',
|
|
118
|
-
exchange,
|
|
119
|
-
nonBusinessFilters,
|
|
120
|
-
timeoutIntervalMS,
|
|
121
|
-
onError
|
|
122
|
-
)
|
|
116
|
+
yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError)
|
|
123
117
|
}
|
|
124
118
|
|
|
125
119
|
const businessFilters = filters.filter((f) => f.channel === 'trades-all')
|
|
126
120
|
|
|
127
121
|
if (businessFilters.length > 0) {
|
|
128
|
-
yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com
|
|
122
|
+
yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError)
|
|
129
123
|
}
|
|
130
124
|
}
|
|
131
125
|
}
|
|
@@ -4,7 +4,7 @@ import { Filter } from '../types.ts'
|
|
|
4
4
|
import { RealTimeFeedBase } from './realtimefeed.ts'
|
|
5
5
|
|
|
6
6
|
export class OkexSpreadsRealTimeFeed extends RealTimeFeedBase {
|
|
7
|
-
protected wssURL = 'wss://ws.okx.com
|
|
7
|
+
protected wssURL = 'wss://ws.okx.com/ws/v5/business'
|
|
8
8
|
|
|
9
9
|
private _hasCredentials = process.env.OKX_API_KEY !== undefined
|
|
10
10
|
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "tardis-machine",
|
|
3
|
-
"version": "18.3.
|
|
3
|
+
"version": "18.3.8",
|
|
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": "^18.3.8",
|
|
80
80
|
"ws": "^8.21.3"
|
|
81
81
|
},
|
|
82
82
|
"bundleDependencies": true,
|
|
@@ -1,10 +0,0 @@
|
|
|
1
|
-
import { Filter } from '../types.ts';
|
|
2
|
-
import { RealTimeFeedBase } from './realtimefeed.ts';
|
|
3
|
-
export declare class CoinbaseInternationalRealTimeFeed extends RealTimeFeedBase {
|
|
4
|
-
private _hasCredentials;
|
|
5
|
-
protected get wssURL(): string;
|
|
6
|
-
protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
|
|
7
|
-
private getAuthParams;
|
|
8
|
-
protected messageIsError(message: any): boolean;
|
|
9
|
-
}
|
|
10
|
-
//# sourceMappingURL=coinbaseinternational.d.ts.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"coinbaseinternational.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/coinbaseinternational.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,iCAAkC,SAAQ,gBAAgB;IACrE,OAAO,CAAC,eAAe,CAG0C;IAEjE,SAAS,KAAK,MAAM,WAEnB;IAED,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA0BlE,OAAO,CAAC,aAAa;IAgBrB,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}
|
|
@@ -1,47 +0,0 @@
|
|
|
1
|
-
import crypto from 'crypto';
|
|
2
|
-
import { RealTimeFeedBase } from "./realtimefeed.js";
|
|
3
|
-
export class CoinbaseInternationalRealTimeFeed extends RealTimeFeedBase {
|
|
4
|
-
_hasCredentials = process.env.COINBASE_INTERNATIONAL_API_KEY !== undefined &&
|
|
5
|
-
process.env.COINBASE_INTERNATIONAL_API_SECRET !== undefined &&
|
|
6
|
-
process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE !== undefined;
|
|
7
|
-
get wssURL() {
|
|
8
|
-
return 'wss://ws-md.international.coinbase.com';
|
|
9
|
-
}
|
|
10
|
-
mapToSubscribeMessages(filters) {
|
|
11
|
-
if (this._hasCredentials == false) {
|
|
12
|
-
throw new Error('CoinbaseInternationalRealTimeFeed requires auth credentials env vars set(COINBASE_INTERNATIONAL_API_KEY, COINBASE_INTERNATIONAL_API_SECRET, COINBASE_INTERNATIONAL_API_PASSPHRASE)');
|
|
13
|
-
}
|
|
14
|
-
const authParams = this.getAuthParams();
|
|
15
|
-
return filters.map((filter) => {
|
|
16
|
-
if (!filter.symbols || filter.symbols.length === 0) {
|
|
17
|
-
throw new Error('CoinbaseInternationalRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
|
|
18
|
-
}
|
|
19
|
-
return {
|
|
20
|
-
type: 'SUBSCRIBE',
|
|
21
|
-
product_ids: filter.symbols,
|
|
22
|
-
channels: [filter.channel],
|
|
23
|
-
signature: authParams.signature,
|
|
24
|
-
key: authParams.key,
|
|
25
|
-
time: authParams.time,
|
|
26
|
-
passphrase: authParams.passphrase
|
|
27
|
-
};
|
|
28
|
-
});
|
|
29
|
-
}
|
|
30
|
-
getAuthParams() {
|
|
31
|
-
const time = Math.floor(Date.now().valueOf() / 1000);
|
|
32
|
-
const apiSecret = process.env.COINBASE_INTERNATIONAL_API_SECRET;
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const message = `${time}${process.env.COINBASE_INTERNATIONAL_API_KEY}CBINTLMD${process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE}`;
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const hmac = crypto.createHmac('sha256', Buffer.from(apiSecret, 'base64'));
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const signature = hmac.update(message).digest('base64');
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return {
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signature,
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key: process.env.COINBASE_INTERNATIONAL_API_KEY,
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passphrase: process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE,
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time
|
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};
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}
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messageIsError(message) {
|
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return message.type === 'REJECT';
|
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}
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}
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//# sourceMappingURL=coinbaseinternational.js.map
|
|
@@ -1 +0,0 @@
|
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|
1
|
-
{"version":3,"file":"coinbaseinternational.js","sourceRoot":"","sources":["../../src/realtimefeeds/coinbaseinternational.ts"],"names":[],"mappings":"AAAA,OAAO,MAAM,MAAM,QAAQ,CAAA;AAE3B,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,iCAAkC,SAAQ,gBAAgB;IAC7D,eAAe,GACrB,OAAO,CAAC,GAAG,CAAC,8BAA8B,KAAK,SAAS;QACxD,OAAO,CAAC,GAAG,CAAC,iCAAiC,KAAK,SAAS;QAC3D,OAAO,CAAC,GAAG,CAAC,qCAAqC,KAAK,SAAS,CAAA;IAEjE,IAAc,MAAM;QAClB,OAAO,wCAAwC,CAAA;IACjD,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,IAAI,IAAI,CAAC,eAAe,IAAI,KAAK,EAAE,CAAC;YAClC,MAAM,IAAI,KAAK,CACb,oLAAoL,CACrL,CAAA;QACH,CAAC;QAED,MAAM,UAAU,GAAG,IAAI,CAAC,aAAa,EAAE,CAAA;QAEvC,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YAC5B,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,uGAAuG,CAAC,CAAA;YAC1H,CAAC;YAED,OAAO;gBACL,IAAI,EAAE,WAAW;gBACjB,WAAW,EAAE,MAAM,CAAC,OAAO;gBAC3B,QAAQ,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC;gBAC1B,SAAS,EAAE,UAAU,CAAC,SAAS;gBAC/B,GAAG,EAAE,UAAU,CAAC,GAAG;gBACnB,IAAI,EAAE,UAAU,CAAC,IAAI;gBACrB,UAAU,EAAE,UAAU,CAAC,UAAU;aAClC,CAAA;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAEO,aAAa;QACnB,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,OAAO,EAAE,GAAG,IAAI,CAAC,CAAA;QACpD,MAAM,SAAS,GAAG,OAAO,CAAC,GAAG,CAAC,iCAAkC,CAAA;QAChE,MAAM,OAAO,GAAG,GAAG,IAAI,GAAG,OAAO,CAAC,GAAG,CAAC,8BAA8B,WAAW,OAAO,CAAC,GAAG,CAAC,qCAAqC,EAAE,CAAA;QAElI,MAAM,IAAI,GAAG,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,MAAM,CAAC,IAAI,CAAC,SAAS,EAAE,QAAQ,CAAC,CAAC,CAAA;QAC1E,MAAM,SAAS,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;QAEvD,OAAO;YACL,SAAS;YACT,GAAG,EAAE,OAAO,CAAC,GAAG,CAAC,8BAA+B;YAChD,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,qCAAsC;YAC9D,IAAI;SACL,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAA;IAClC,CAAC;CACF"}
|
|
@@ -1,60 +0,0 @@
|
|
|
1
|
-
import crypto from 'crypto'
|
|
2
|
-
import { Filter } from '../types.ts'
|
|
3
|
-
import { RealTimeFeedBase } from './realtimefeed.ts'
|
|
4
|
-
|
|
5
|
-
export class CoinbaseInternationalRealTimeFeed extends RealTimeFeedBase {
|
|
6
|
-
private _hasCredentials =
|
|
7
|
-
process.env.COINBASE_INTERNATIONAL_API_KEY !== undefined &&
|
|
8
|
-
process.env.COINBASE_INTERNATIONAL_API_SECRET !== undefined &&
|
|
9
|
-
process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE !== undefined
|
|
10
|
-
|
|
11
|
-
protected get wssURL() {
|
|
12
|
-
return 'wss://ws-md.international.coinbase.com'
|
|
13
|
-
}
|
|
14
|
-
|
|
15
|
-
protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
|
|
16
|
-
if (this._hasCredentials == false) {
|
|
17
|
-
throw new Error(
|
|
18
|
-
'CoinbaseInternationalRealTimeFeed requires auth credentials env vars set(COINBASE_INTERNATIONAL_API_KEY, COINBASE_INTERNATIONAL_API_SECRET, COINBASE_INTERNATIONAL_API_PASSPHRASE)'
|
|
19
|
-
)
|
|
20
|
-
}
|
|
21
|
-
|
|
22
|
-
const authParams = this.getAuthParams()
|
|
23
|
-
|
|
24
|
-
return filters.map((filter) => {
|
|
25
|
-
if (!filter.symbols || filter.symbols.length === 0) {
|
|
26
|
-
throw new Error('CoinbaseInternationalRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
|
|
27
|
-
}
|
|
28
|
-
|
|
29
|
-
return {
|
|
30
|
-
type: 'SUBSCRIBE',
|
|
31
|
-
product_ids: filter.symbols,
|
|
32
|
-
channels: [filter.channel],
|
|
33
|
-
signature: authParams.signature,
|
|
34
|
-
key: authParams.key,
|
|
35
|
-
time: authParams.time,
|
|
36
|
-
passphrase: authParams.passphrase
|
|
37
|
-
}
|
|
38
|
-
})
|
|
39
|
-
}
|
|
40
|
-
|
|
41
|
-
private getAuthParams() {
|
|
42
|
-
const time = Math.floor(Date.now().valueOf() / 1000)
|
|
43
|
-
const apiSecret = process.env.COINBASE_INTERNATIONAL_API_SECRET!
|
|
44
|
-
const message = `${time}${process.env.COINBASE_INTERNATIONAL_API_KEY}CBINTLMD${process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE}`
|
|
45
|
-
|
|
46
|
-
const hmac = crypto.createHmac('sha256', Buffer.from(apiSecret, 'base64'))
|
|
47
|
-
const signature = hmac.update(message).digest('base64')
|
|
48
|
-
|
|
49
|
-
return {
|
|
50
|
-
signature,
|
|
51
|
-
key: process.env.COINBASE_INTERNATIONAL_API_KEY!,
|
|
52
|
-
passphrase: process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE!,
|
|
53
|
-
time
|
|
54
|
-
}
|
|
55
|
-
}
|
|
56
|
-
|
|
57
|
-
protected messageIsError(message: any): boolean {
|
|
58
|
-
return message.type === 'REJECT'
|
|
59
|
-
}
|
|
60
|
-
}
|