tardis-machine 18.3.7 → 18.4.0

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

@@ -132,7 +132,7 @@ class FTXDerivativeTickerMapper implements Mapper<'ftx', DerivativeTicker> {
     return [
       {
         channel: 'instrument',
-        symbols: symbols !== undefined ? symbols.filter((s) => s.includes('/') === false) : undefined
+        symbols
       } as const
     ]
   }

package/node_modules/tardis-dev/src/realtimefeeds/bitstamp.ts

@@ -1,10 +1,57 @@
+import { Writable } from 'stream'
 import { getJSON } from '../handy.ts'
 import { Filter } from '../types.ts'
-import { RealTimeFeedBase } from './realtimefeed.ts'
+import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from './realtimefeed.ts'
 
-export class BitstampRealTimeFeed extends RealTimeFeedBase {
+const BITSTAMP_HTTP_URL = 'https://www.bitstamp.net/api/v2'
+
+export class BitstampRealTimeFeed extends MultiConnectionRealTimeFeedBase {
+  protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {
+    const wsFilters = filters.filter((f) => f.channel !== 'ticker')
+    if (wsFilters.length > 0) {
+      yield new BitstampWebSocketRealTimeFeed(exchange, wsFilters, timeoutIntervalMS, onError)
+    }
+
+    const tickerFilters = filters.filter((f) => f.channel === 'ticker')
+    if (tickerFilters.length > 0) {
+      yield new BitstampTickerClient(
+        exchange,
+        tickerFilters.flatMap((f) => f.symbols ?? []),
+        onError
+      )
+    }
+  }
+}
+
+// Bitstamp WebSocket has no ticker channel; the recorder polls the REST ticker and stores it in this generated message shape.
+class BitstampTickerClient extends PoolingClientBase {
+  constructor(
+    exchange: string,
+    private readonly _symbols: string[],
+    onError?: (error: Error) => void
+  ) {
+    super(exchange, 6, onError)
+  }
+
+  protected async poolDataToStream(outputStream: Writable) {
+    const { data: tickers } = await getJSON<{ market: string }[]>(`${BITSTAMP_HTTP_URL}/ticker/`, { timeout: 10000 })
+
+    for (const ticker of tickers) {
+      const symbol = ticker.market.replace('/', '').toLowerCase()
+      if (this._symbols.length > 0 && this._symbols.includes(symbol) === false) {
+        continue
+      }
+
+      if (outputStream.writable) {
+        outputStream.write({ data: ticker, channel: `ticker_${symbol}`, event: 'ticker', generated: true })
+      }
+    }
+  }
+}
+
+class BitstampWebSocketRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://ws.bitstamp.net'
-  protected httpURL = 'https://www.bitstamp.net/api/v2'
+  protected httpURL = BITSTAMP_HTTP_URL
 
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
     return filters

package/node_modules/tardis-dev/src/realtimefeeds/bybit.ts

@@ -90,6 +90,10 @@ export class BybitSpotRealTimeDataFeed extends BybitSingleConnectionRealTimeData
   protected wssURL: string = 'wss://stream.bybit.com/v5/public/spot'
 }
 
+export class BybitSpreadRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+  protected wssURL: string = 'wss://stream.bybit.com/v5/public/spread'
+}
+
 export class BybitOptionsRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
   protected wssURL: string = 'wss://stream.bybit.com/v5/public/option'
 

package/node_modules/tardis-dev/src/realtimefeeds/index.ts

@@ -13,7 +13,7 @@ import { BitflyerRealTimeFeed } from './bitflyer.ts'
 import { BithumbRealTimeFeed } from './bithumb.ts'
 import { BitstampRealTimeFeed } from './bitstamp.ts'
 import { BitvavoRealTimeFeed } from './bitvavo.ts'
-import { BybitOptionsRealTimeDataFeed, BybitRealTimeDataFeed, BybitSpotRealTimeDataFeed } from './bybit.ts'
+import { BybitOptionsRealTimeDataFeed, BybitRealTimeDataFeed, BybitSpotRealTimeDataFeed, BybitSpreadRealTimeDataFeed } from './bybit.ts'
 import { CoinbaseRealTimeFeed } from './coinbase.ts'
 import { CryptofacilitiesRealTimeFeed } from './cryptofacilities.ts'
 import { DeribitRealTimeDataFeed } from './deribit.ts'
@@ -51,7 +51,6 @@ import { OkexSpreadsRealTimeFeed } from './okexspreads.ts'
 import { KucoinFuturesRealTimeFeed } from './kucoinfutures.ts'
 import { DydxV4RealTimeFeed } from './dydx_v4.ts'
 import { BitgetFuturesRealTimeFeed, BitgetRealTimeFeed } from './bitget.ts'
-import { CoinbaseInternationalRealTimeFeed } from './coinbaseinternational.ts'
 import { HyperliquidRealTimeFeed } from './hyperliquid.ts'
 import { LighterRealTimeFeed, LighterRhRealTimeFeed } from './lighter.ts'
 import { BullishRealTimeFeed } from './bullish.ts'
@@ -111,6 +110,7 @@ const realTimeFeedsMap: {
   mango: MangoRealTimeFeed,
   'bybit-spot': BybitSpotRealTimeDataFeed,
   'bybit-options': BybitOptionsRealTimeDataFeed,
+  'bybit-spread': BybitSpreadRealTimeDataFeed,
   'crypto-com': CryptoComRealTimeFeed,
   kucoin: KucoinRealTimeFeed,
   bitnomial: BitnomialRealTimeFeed,
@@ -122,7 +122,6 @@ const realTimeFeedsMap: {
   'dydx-v4': DydxV4RealTimeFeed,
   bitget: BitgetRealTimeFeed,
   'bitget-futures': BitgetFuturesRealTimeFeed,
-  'coinbase-international': CoinbaseInternationalRealTimeFeed,
   hyperliquid: HyperliquidRealTimeFeed,
   lighter: LighterRealTimeFeed,
   'lighter-rh': LighterRhRealTimeFeed,

package/node_modules/tardis-dev/src/realtimefeeds/okex.ts

@@ -9,13 +9,13 @@ export class OkexRealTimeFeed extends MultiConnectionRealTimeFeedBase {
     const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all')
 
     if (nonBusinessFilters.length > 0) {
-      yield new OkexSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError)
+      yield new OkexSingleRealTimeFeed('wss://ws.okx.com/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError)
     }
 
     const businessFilters = filters.filter((f) => f.channel === 'trades-all')
 
     if (businessFilters.length > 0) {
-      yield new OkexSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError)
+      yield new OkexSingleRealTimeFeed('wss://ws.okx.com/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError)
     }
   }
 }
@@ -113,19 +113,13 @@ export class OkexOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase {
     const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all')
 
     if (nonBusinessFilters.length > 0) {
-      yield new OkexOptionsSingleRealTimeFeed(
-        'wss://ws.okx.com:8443/ws/v5/public',
-        exchange,
-        nonBusinessFilters,
-        timeoutIntervalMS,
-        onError
-      )
+      yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError)
     }
 
     const businessFilters = filters.filter((f) => f.channel === 'trades-all')
 
     if (businessFilters.length > 0) {
-      yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError)
+      yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError)
     }
   }
 }

package/node_modules/tardis-dev/src/realtimefeeds/okexspreads.ts

@@ -4,7 +4,7 @@ import { Filter } from '../types.ts'
 import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class OkexSpreadsRealTimeFeed extends RealTimeFeedBase {
-  protected wssURL = 'wss://ws.okx.com:8443/ws/v5/business'
+  protected wssURL = 'wss://ws.okx.com/ws/v5/business'
 
   private _hasCredentials = process.env.OKX_API_KEY !== undefined
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-machine",
-  "version": "18.3.7",
+  "version": "18.4.0",
   "engines": {
     "node": ">=24.19"
   },
@@ -76,7 +76,7 @@
   "license": "MPL-2.0",
   "dependencies": {
     "debug": "^4.4.3",
-    "tardis-dev": "^18.3.7",
+    "tardis-dev": "^18.4.0",
     "ws": "^8.21.3"
   },
   "bundleDependencies": true,

package/src/ws/subscriptionsmappers.ts

@@ -863,6 +863,7 @@ export const subscriptionsMappers: Record<Exchange, SubscriptionMapper> = {
   'woo-x': wooxMapper,
   'blockchain-com': blockchainComMapper,
   'bybit-options': bybitMapper,
+  'bybit-spread': bybitMapper,
   'binance-european-options': binanceMapper,
   'okex-spreads': okexMapper,
   'kucoin-futures': kucoinMapper,

package/node_modules/tardis-dev/dist/realtimefeeds/coinbaseinternational.d.ts

@@ -1,10 +0,0 @@
-import { Filter } from '../types.ts';
-import { RealTimeFeedBase } from './realtimefeed.ts';
-export declare class CoinbaseInternationalRealTimeFeed extends RealTimeFeedBase {
-    private _hasCredentials;
-    protected get wssURL(): string;
-    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
-    private getAuthParams;
-    protected messageIsError(message: any): boolean;
-}
-//# sourceMappingURL=coinbaseinternational.d.ts.map

package/node_modules/tardis-dev/dist/realtimefeeds/coinbaseinternational.d.ts.map

@@ -1 +0,0 @@
-{"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"}

package/node_modules/tardis-dev/dist/realtimefeeds/coinbaseinternational.js

@@ -1,47 +0,0 @@
-import crypto from 'crypto';
-import { RealTimeFeedBase } from "./realtimefeed.js";
-export class CoinbaseInternationalRealTimeFeed extends RealTimeFeedBase {
-    _hasCredentials = process.env.COINBASE_INTERNATIONAL_API_KEY !== undefined &&
-        process.env.COINBASE_INTERNATIONAL_API_SECRET !== undefined &&
-        process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE !== undefined;
-    get wssURL() {
-        return 'wss://ws-md.international.coinbase.com';
-    }
-    mapToSubscribeMessages(filters) {
-        if (this._hasCredentials == false) {
-            throw new Error('CoinbaseInternationalRealTimeFeed requires auth credentials env vars set(COINBASE_INTERNATIONAL_API_KEY, COINBASE_INTERNATIONAL_API_SECRET, COINBASE_INTERNATIONAL_API_PASSPHRASE)');
-        }
-        const authParams = this.getAuthParams();
-        return filters.map((filter) => {
-            if (!filter.symbols || filter.symbols.length === 0) {
-                throw new Error('CoinbaseInternationalRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
-            }
-            return {
-                type: 'SUBSCRIBE',
-                product_ids: filter.symbols,
-                channels: [filter.channel],
-                signature: authParams.signature,
-                key: authParams.key,
-                time: authParams.time,
-                passphrase: authParams.passphrase
-            };
-        });
-    }
-    getAuthParams() {
-        const time = Math.floor(Date.now().valueOf() / 1000);
-        const apiSecret = process.env.COINBASE_INTERNATIONAL_API_SECRET;
-        const message = `${time}${process.env.COINBASE_INTERNATIONAL_API_KEY}CBINTLMD${process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE}`;
-        const hmac = crypto.createHmac('sha256', Buffer.from(apiSecret, 'base64'));
-        const signature = hmac.update(message).digest('base64');
-        return {
-            signature,
-            key: process.env.COINBASE_INTERNATIONAL_API_KEY,
-            passphrase: process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE,
-            time
-        };
-    }
-    messageIsError(message) {
-        return message.type === 'REJECT';
-    }
-}
-//# sourceMappingURL=coinbaseinternational.js.map

package/node_modules/tardis-dev/dist/realtimefeeds/coinbaseinternational.js.map

@@ -1 +0,0 @@
-{"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"}

package/node_modules/tardis-dev/src/realtimefeeds/coinbaseinternational.ts

@@ -1,60 +0,0 @@
-import crypto from 'crypto'
-import { Filter } from '../types.ts'
-import { RealTimeFeedBase } from './realtimefeed.ts'
-
-export class CoinbaseInternationalRealTimeFeed extends RealTimeFeedBase {
-  private _hasCredentials =
-    process.env.COINBASE_INTERNATIONAL_API_KEY !== undefined &&
-    process.env.COINBASE_INTERNATIONAL_API_SECRET !== undefined &&
-    process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE !== undefined
-
-  protected get wssURL() {
-    return 'wss://ws-md.international.coinbase.com'
-  }
-
-  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
-    if (this._hasCredentials == false) {
-      throw new Error(
-        'CoinbaseInternationalRealTimeFeed requires auth credentials env vars set(COINBASE_INTERNATIONAL_API_KEY, COINBASE_INTERNATIONAL_API_SECRET, COINBASE_INTERNATIONAL_API_PASSPHRASE)'
-      )
-    }
-
-    const authParams = this.getAuthParams()
-
-    return filters.map((filter) => {
-      if (!filter.symbols || filter.symbols.length === 0) {
-        throw new Error('CoinbaseInternationalRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
-      }
-
-      return {
-        type: 'SUBSCRIBE',
-        product_ids: filter.symbols,
-        channels: [filter.channel],
-        signature: authParams.signature,
-        key: authParams.key,
-        time: authParams.time,
-        passphrase: authParams.passphrase
-      }
-    })
-  }
-
-  private getAuthParams() {
-    const time = Math.floor(Date.now().valueOf() / 1000)
-    const apiSecret = process.env.COINBASE_INTERNATIONAL_API_SECRET!
-    const message = `${time}${process.env.COINBASE_INTERNATIONAL_API_KEY}CBINTLMD${process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE}`
-
-    const hmac = crypto.createHmac('sha256', Buffer.from(apiSecret, 'base64'))
-    const signature = hmac.update(message).digest('base64')
-
-    return {
-      signature,
-      key: process.env.COINBASE_INTERNATIONAL_API_KEY!,
-      passphrase: process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE!,
-      time
-    }
-  }
-
-  protected messageIsError(message: any): boolean {
-    return message.type === 'REJECT'
-  }
-}