npm - tardis-machine - Versions diffs - 18.4.1 → 18.5.1 - Mend

tardis-machine 18.4.1 → 18.5.1

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.

Files changed (26) hide show

package/dist/ws/subscriptionsmappers.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"subscriptionsmappers.d.ts","sourceRoot":"","sources":["../../src/ws/subscriptionsmappers.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,YAAY,CAAA;AA+zBlD,eAAO,MAAM,oBAAoB,EAAE,MAAM,CAAC,QAAQ,EAAE,kBAAkB,CAsErE,CAAA;AAED,MAAM,MAAM,kBAAkB,GAAG;IAC/B,SAAS,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,EAAE,IAAI,KAAK,OAAO,CAAA;IACnD,GAAG,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,EAAE,IAAI,KAAK,MAAM,CAAC,MAAM,CAAC,EAAE,CAAA;CACvD,CAAA"}

package/dist/ws/subscriptionsmappers.js CHANGED Viewed

@@ -192,6 +192,9 @@ const binanceMapper = {
         return message.params.map((param) => {
             const lastSeparator = param.lastIndexOf('@');
             const firstSeparator = param.indexOf('@');
+            if (firstSeparator === -1) {
+                return { channel: param, symbols: undefined };
+            }
             return {
                 channel: param.slice(firstSeparator + 1, lastSeparator == firstSeparator ? undefined : lastSeparator),
                 symbols: [param.slice(0, firstSeparator)]
@@ -372,9 +375,19 @@ const gateIOFuturesMapper = {
         return message.event === 'subscribe';
     },
     map: (message) => {
+        const channel = message.channel.split('.')[1];
+        if (channel === 'obu') {
+            return [{ channel, symbols: message.payload.map((stream) => stream.slice(3, stream.lastIndexOf('.'))) }];
+        }
+        if (channel === 'order_book') {
+            return [{ channel, symbols: [message.payload[0]] }];
+        }
+        if (channel === 'public_liquidates' && message.payload.includes('!all')) {
+            return [{ channel, symbols: [] }];
+        }
         return [
             {
-                channel: message.channel.split('.')[1],
+                channel,
                 symbols: message.payload.map((s) => {
                     if (typeof s === 'string') {
                         return s;

package/dist/ws/subscriptionsmappers.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/node_modules/tardis-dev/dist/consts.d.ts CHANGED Viewed

@@ -7,7 +7,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
     coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot", "rfq_matches"];
     'coinbase-derivatives': string[];
     'coinbase-international': string[];
-    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"];
+    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", "block_rfq.trades"];
     cryptofacilities: readonly ["trade", "trade_snapshot", "book", "book_snapshot", "ticker", "heartbeat"];
     bitstamp: readonly ["live_trades", "live_orders", "diff_order_book", "funding_rate", "ticker"];
     bitvavo: readonly ["book", "getBook", "trade", "ticker"];
@@ -25,7 +25,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
     'ftx-us': readonly ["orderbook", "trades", "markets", "orderbookGrouped", "ticker"];
     gemini: readonly ["trade", "l2_updates", "auction_open", "auction_indicative", "auction_result", "depth", "bookTicker"];
     bitflyer: readonly ["lightning_executions", "lightning_board_snapshot", "lightning_board", "lightning_ticker"];
-    'binance-futures': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "premiumIndex", "indexConstituents", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "fundingInfo", "insuranceBalance", "recentTrades", "compositeIndex", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerlongshortRatio", "!contractInfo", "assetIndex"];
+    'binance-futures': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "premiumIndex", "indexConstituents", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "fundingInfo", "fundingRate", "insuranceBalance", "recentTrades", "compositeIndex", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerlongshortRatio", "!contractInfo", "tradingSession", "assetIndex"];
     'binance-delivery': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "indexPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "fundingInfo", "recentTrades", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerBuySellVol", "!contractInfo"];
     'bitfinex-derivatives': readonly ["trades", "book", "raw_book", "status", "liquidations", "ticker"];
     huobi: readonly ["depth", "detail", "trade", "bbo", "mbp", "etp", "mbp.20"];
@@ -42,7 +42,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
     phemex: readonly ["book", "orderbook_p", "trades", "trades_p", "market24h", "spot_market24h", "perp_market24h_pack_p"];
     delta: readonly ["l2_orderbook", "recent_trade", "recent_trade_snapshot", "mark_price", "spot_price", "funding_rate", "product_updates", "announcements", "all_trades", "v2/ticker", "l1_orderbook", "l2_updates", "spot_30mtwap_price"];
     'gate-io': readonly ["trades", "depth", "ticker", "book_ticker", "order_book_update", "obu"];
-    'gate-io-futures': readonly ["trades", "order_book", "tickers", "book_ticker"];
+    'gate-io-futures': readonly ["trades", "order_book", "tickers", "book_ticker", "obu", "public_liquidates"];
     'mexc-futures': readonly ["push.deal", "push.depth", "push.depth.snapshot", "push.ticker", "push.index.price", "push.fair.price", "push.funding.rate", "push.contract"];
     poloniex: readonly ["price_aggregated_book", "trades", "ticker", "book_lv2"];
     upbit: readonly ["trade", "orderbook", "ticker"];

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

	@@ -1 +1 @@
1	- {"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,27BAsEZ,CAAA;~~AA6hBV~~,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAsElC,CAAA"}
1	+ {"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,27BAsEZ,CAAA;AAgiBV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAsElC,CAAA"}

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

@@ -150,7 +150,8 @@ const DERIBIT_CHANNELS = [
     'ticker',
     'quote',
     'platform_state',
-    'instrument.state.any'
+    'instrument.state.any',
+    'block_rfq.trades'
 ];
 const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread', 'instrument'];
 const OKEX_CHANNELS = [
@@ -323,6 +324,7 @@ const BINANCE_FUTURES_CHANNELS = [
     'forceOrder',
     'openInterest',
     'fundingInfo',
+    'fundingRate',
     'insuranceBalance',
     'recentTrades',
     'compositeIndex',
@@ -331,6 +333,7 @@ const BINANCE_FUTURES_CHANNELS = [
     'globalLongShortAccountRatio',
     'takerlongshortRatio',
     '!contractInfo',
+    'tradingSession',
     'assetIndex'
 ];
 const BINANCE_DELIVERY_CHANNELS = [
@@ -437,7 +440,7 @@ const DELTA_CHANNELS = [
     'spot_30mtwap_price'
 ];
 const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker', 'book_ticker', 'order_book_update', 'obu'];
-const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker'];
+const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker', 'obu', 'public_liquidates'];
 const MEXC_FUTURES_CHANNELS = [
     'push.deal',
     'push.depth',

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

	@@ -1 +1 @@
1	- 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package/node_modules/tardis-dev/dist/mappers/gateiofutures.d.ts CHANGED Viewed

@@ -1,10 +1,11 @@
-import { BookChange, DerivativeTicker, Trade, BookTicker } from '../types.ts';
+import { BookChange, DerivativeTicker, Trade, BookTicker, Liquidation } from '../types.ts';
 export declare const gateIOFuturesMappers: {
     'gate-io-futures': {
         trades: 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-derivatives" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "bybit-spread" | "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", Trade>;
-        bookChanges: 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-derivatives" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "bybit-spread" | "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", BookChange>;
+        bookChanges: import("./registry.ts").MapperCreator<any, BookChange>;
         derivativeTickers: 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-derivatives" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "bybit-spread" | "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", DerivativeTicker>;
         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-derivatives" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "bybit-spread" | "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>;
+        liquidations: 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-derivatives" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "bybit-spread" | "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", Liquidation>;
     };
 };
 //# sourceMappingURL=gateiofutures.d.ts.map

package/node_modules/tardis-dev/dist/mappers/gateiofutures.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"gateiofutures.d.ts","sourceRoot":"","sources":["../../src/mappers/gateiofutures.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAY,KAAK,EAAE,UAAU,EAAE,MAAM,aAAa,CAAA;~~AAMvF~~,eAAO,MAAM,oBAAoB~~;;;;;;;CAO~~/B,CAAA"}
1	+ {"version":3,"file":"gateiofutures.d.ts","sourceRoot":"","sources":["../../src/mappers/gateiofutures.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAY,KAAK,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,aAAa,CAAA;AAMpG,eAAO,MAAM,oBAAoB;;;;;;;;CAW/B,CAAA"}

package/node_modules/tardis-dev/dist/mappers/gateiofutures.js CHANGED Viewed

@@ -1,15 +1,66 @@
-import { upperCaseSymbols } from "../handy.js";
+import { asNonZeroNumberOrUndefined, asNumberOrUndefined, upperCaseSymbols } from "../handy.js";
 import { PendingTickerInfoHelper } from "./mapper.js";
-import { exchangeMappers } from "./registry.js";
+import { exchangeMappers, mapper } from "./registry.js";
 // https://www.gate.io/docs/futures/ws/index.html
 export const gateIOFuturesMappers = exchangeMappers({
     'gate-io-futures': {
         trades: () => new GateIOFuturesTradesMapper('gate-io-futures'),
-        bookChanges: () => new GateIOFuturesBookChangeMapper('gate-io-futures'),
+        bookChanges: mapper([
+            { until: new Date('2026-10-21T00:00:00.000Z'), use: () => new GateIOFuturesBookChangeMapper('gate-io-futures') },
+            { use: () => new GateIOFuturesOrderBookV2Mapper() }
+        ]),
         derivativeTickers: () => new GateIOFuturesDerivativeTickerMapper(),
-        bookTickers: () => new GateIOFuturesBookTickerMapper('gate-io-futures')
+        bookTickers: () => new GateIOFuturesBookTickerMapper('gate-io-futures'),
+        liquidations: () => new GateIOFuturesLiquidationsMapper()
     }
 });
+class GateIOFuturesOrderBookV2Mapper {
+    canHandle(message) {
+        return message.channel === 'futures.obu' && (message.event === 'update' || message.event === 'all');
+    }
+    getFilters(symbols) {
+        return [{ channel: 'obu', symbols: upperCaseSymbols(symbols) }];
+    }
+    *map({ result }, localTimestamp) {
+        yield {
+            type: 'book_change',
+            symbol: result.s.slice(3, result.s.lastIndexOf('.')),
+            exchange: 'gate-io-futures',
+            isSnapshot: result.full === true,
+            bids: (result.b ?? []).map(this.mapBookLevel),
+            asks: (result.a ?? []).map(this.mapBookLevel),
+            timestamp: new Date(result.t),
+            localTimestamp
+        };
+    }
+    mapBookLevel([price, amount]) {
+        return { price: Number(price), amount: Number(amount) };
+    }
+}
+class GateIOFuturesLiquidationsMapper {
+    canHandle(message) {
+        return message.channel === 'futures.public_liquidates' && message.event === 'update';
+    }
+    getFilters(symbols) {
+        return [{ channel: 'public_liquidates', symbols: upperCaseSymbols(symbols) }];
+    }
+    *map(message, localTimestamp) {
+        for (const liquidation of message.result) {
+            const size = Number(liquidation.size);
+            yield {
+                type: 'liquidation',
+                symbol: liquidation.contract,
+                exchange: 'gate-io-futures',
+                id: undefined,
+                price: Number(liquidation.price),
+                amount: Math.abs(size),
+                side: size < 0 ? 'sell' : 'buy',
+                timestamp: new Date(liquidation.time),
+                localTimestamp
+            };
+        }
+    }
+}
 class GateIOFuturesTradesMapper {
     _exchange;
     constructor(_exchange) {
@@ -127,8 +178,12 @@ class GateIOFuturesDerivativeTickerMapper {
             }
             const timestamp = message.time_ms !== undefined ? new Date(message.time_ms) : new Date(message.time * 1000);
             const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(futuresTicker.contract, 'gate-io-futures');
-            pendingTickerInfo.updateFundingRate(Number(futuresTicker.funding_rate));
-            pendingTickerInfo.updatePredictedFundingRate(Number(futuresTicker.funding_rate_indicative));
+            pendingTickerInfo.updateFundingRate(asNumberOrUndefined(futuresTicker.funding_rate));
+            pendingTickerInfo.updatePredictedFundingRate(asNumberOrUndefined(futuresTicker.funding_rate_indicative));
+            const fundingNextApply = asNonZeroNumberOrUndefined(futuresTicker.funding_next_apply);
+            if (fundingNextApply !== undefined) {
+                pendingTickerInfo.updateFundingTimestamp(new Date(fundingNextApply * 1000));
+            }
             pendingTickerInfo.updateIndexPrice(Number(futuresTicker.index_price));
             pendingTickerInfo.updateMarkPrice(Number(futuresTicker.mark_price));
             pendingTickerInfo.updateLastPrice(Number(futuresTicker.last));

package/node_modules/tardis-dev/dist/mappers/gateiofutures.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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1	+ {"version":3,"file":"gateiofutures.js","sourceRoot":"","sources":["../../src/mappers/gateiofutures.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,iDAAiD;AAEjD,MAAM,CAAC,MAAM,oBAAoB,GAAG,eAAe,CAAC;IAClD,iBAAiB,EAAE;QACjB,MAAM,EAAE,GAAG,EAAE,CAAC,IAAI,yBAAyB,CAAC,iBAAiB,CAAC;QAC9D,WAAW,EAAE,MAAM,CAAC;YAClB,EAAE,KAAK,EAAE,IAAI,IAAI,CAAC,0BAA0B,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,6BAA6B,CAAC,iBAAiB,CAAC,EAAE;YAChH,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,8BAA8B,EAAE,EAAE;SACpD,CAAC;QACF,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,mCAAmC,EAAE;QAClE,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,6BAA6B,CAAC,iBAAiB,CAAC;QACvE,YAAY,EAAE,GAAG,EAAE,CAAC,IAAI,+BAA+B,EAAE;KAC1D;CACF,CAAC,CAAA;AAEF,MAAM,8BAA8B;IAClC,SAAS,CAAC,OAAiC;QACzC,OAAO,OAAO,CAAC,OAAO,KAAK,aAAa,IAAI,CAAC,OAAO,CAAC,KAAK,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAK,KAAK,KAAK,CAAC,CAAA;IACrG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,OAAO,EAAE,gBAAgB,CAAC,OAAO,CAAC,EAAW,CAAC,CAAA;IAC1E,CAAC;IAED,CAAC,GAAG,CAAC,EAAE,MAAM,EAA4B,EAAE,cAAoB;QAC7D,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC;YACpD,QAAQ,EAAE,iBAAiB;YAC3B,UAAU,EAAE,MAAM,CAAC,IAAI,KAAK,IAAI;YAChC,IAAI,EAAE,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YAC7C,IAAI,EAAE,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YAC7C,SAAS,EAAE,IAAI,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC;YAC7B,cAAc;SACf,CAAA;IACH,CAAC;IAEO,YAAY,CAAC,CAAC,KAAK,EAAE,MAAM,CAAmB;QACpD,OAAO,EAAE,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,CAAA;IACzD,CAAC;CACF;AAED,MAAM,+BAA+B;IACnC,SAAS,CAAC,OAAkC;QAC1C,OAAO,OAAO,CAAC,OAAO,KAAK,2BAA2B,IAAI,OAAO,CAAC,KAAK,KAAK,QAAQ,CAAA;IACtF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,CAAC,EAAE,OAAO,EAAE,mBAAmB,EAAE,OAAO,EAAE,gBAAgB,CAAC,OAAO,CAAC,EAAW,CAAC,CAAA;IACxF,CAAC;IAED,CAAC,GAAG,CAAC,OAAkC,EAAE,cAAoB;QAC3D,KAAK,MAAM,WAAW,IAAI,OAAO,CAAC,MAAM,EAAE,CAAC;YACzC,MAAM,IAAI,GAAG,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC,CAAA;YACrC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,WAAW,CAAC,QAAQ;gBAC5B,QAAQ,EAAE,iBAAiB;gBAC3B,EAAE,EAAE,SAAS;gBACb,KAAK,EAAE,MAAM,CAAC,WAAW,CAAC,KAAK,CAAC;gBAChC,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC;gBACtB,IAAI,EAAE,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBAC/B,SAAS,EAAE,IAAI,IAAI,CAAC,WAAW,CAAC,IAAI,CAAC;gBACrC,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,yBAAyB;IACA;IAA7B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAY;QACpB,OAAO,OAAO,CAAC,OAAO,KAAK,gBAAgB,IAAI,OAAO,CAAC,KAAK,KAAK,QAAQ,CAAA;IAC3E,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,aAAkC,EAAE,cAAoB;QAC3D,KAAK,MAAM,KAAK,IAAI,aAAa,CAAC,MAAM,EAAE,CAAC;YACzC,MAAM,SAAS,GAAG,KAAK,CAAC,cAAc,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,WAAW,GAAG,IAAI,CAAC,CAAA;YAC1H,MAAM,IAAI,GAAG,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;YAE/B,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,KAAK,CAAC,QAAQ;gBACtB,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,EAAE,EAAE,KAAK,CAAC,EAAE,CAAC,QAAQ,EAAE;gBACvB,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC;gBACtB,IAAI,EAAE,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBAC/B,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,YAAY,GAAG,CAAC,KAAiC,EAAE,EAAE;IACzD,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAC7B,MAAM,IAAI,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAE5B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAAA;AAC1C,CAAC,CAAA;AAED,MAAM,6BAA6B;IACJ;IAA7B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAsE;QAC9E,OAAO,OAAO,CAAC,OAAO,KAAK,oBAAoB,IAAI,CAAC,OAAO,CAAC,KAAK,KAAK,KAAK,IAAI,OAAO,CAAC,KAAK,KAAK,QAAQ,CAAC,CAAA;IAC5G,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,YAA2E,EAAE,cAAoB;QACpG,IAAI,YAAY,CAAC,KAAK,KAAK,KAAK,EAAE,CAAC;YACjC,IAAI,YAAY,CAAC,MAAM,CAAC,CAAC,KAAK,CAAC,EAAE,CAAC;gBAChC,OAAM;YACR,CAAC;YACD,MAAM,SAAS,GACb,YAAY,CAAC,OAAO,KAAK,SAAS;gBAChC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC;gBAChC,CAAC,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,KAAK,SAAS;oBACnC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC;oBACjC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;YAE1C,WAAW;YACX,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,YAAY,CAAC,MAAM,CAAC,QAAQ;gBACpC,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAChD,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAChD,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;aAAM,IAAI,YAAY,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAC1C,SAAS;YACT,MAAM,SAAS,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,SAA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package/node_modules/tardis-dev/dist/mappers/index.d.ts CHANGED Viewed

@@ -264,7 +264,7 @@ export declare const normalizeBookChanges: Normalizer<{
 } & {
     'gate-io': import("./registry.ts").MapperCreator<any, BookChange>;
 } & {
-    'gate-io-futures': 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-derivatives" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "bybit-spread" | "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", BookChange>;
+    'gate-io-futures': import("./registry.ts").MapperCreator<any, BookChange>;
 } & {
     gemini: import("./registry.ts").MapperCreator<"gemini", BookChange>;
 } & {
@@ -702,7 +702,7 @@ export declare const normalizeLiquidations: Normalizer<{
 } & {
     'gate-io': never;
 } & {
-    'gate-io-futures': never;
+    'gate-io-futures': 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-derivatives" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "bybit-spread" | "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", Liquidation>;
 } & {
     gemini: never;
 } & {

package/node_modules/tardis-dev/dist/realtimefeeds/binance.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/node_modules/tardis-dev/dist/realtimefeeds/binance.js CHANGED Viewed

@@ -282,7 +282,12 @@ export class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
     };
     depthRequestRequestWeight = 20;
     *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
-        const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades' && f.channel !== 'fundingInfo' && f.channel !== 'insuranceBalance');
+        const wsFilters = filters.filter((f) => f.channel !== 'openInterest' &&
+            f.channel !== 'recentTrades' &&
+            f.channel !== 'fundingInfo' &&
+            f.channel !== 'fundingRate' &&
+            f.channel !== 'insuranceBalance' &&
+            f.channel !== 'tradingSession');
         const publicWsFilters = wsFilters.filter((f) => BINANCE_FUTURES_PUBLIC_CHANNELS.has(f.channel));
         if (publicWsFilters.length > 0) {
             yield new BinanceFuturesSingleConnectionRealTimeFeed(exchange, publicWsFilters, BINANCE_FUTURES_PUBLIC_STREAM_PATH, this.httpURL, this.suffixes, this.depthRequestRequestWeight, timeoutIntervalMS, onError);

package/node_modules/tardis-dev/dist/realtimefeeds/binance.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/node_modules/tardis-dev/dist/realtimefeeds/gateiofutures.d.ts CHANGED Viewed

@@ -6,11 +6,14 @@ export declare class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFe
 }
 declare class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
     protected readonly wssURL: string;
+    private readonly orderBookDepth;
     protected readonly extraHeaders: {
         'X-Gate-Size-Decimal': string;
     };
-    constructor(wsURLSuffix: string, exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void);
+    private readonly bookSequences;
+    constructor(wssURL: string, orderBookDepth: 100 | 400, exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void);
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected onMessage(message: any): void;
     protected messageIsError(message: any): boolean;
 }
 export {};

package/node_modules/tardis-dev/dist/realtimefeeds/gateiofutures.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"gateiofutures.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/gateiofutures.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,+BAA+B,EAAE,MAAM,mBAAmB,CAAA;AAErF,qBAAa,yBAA0B,SAAQ,+BAA+B;IAC5E,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;~~IAoBtI~~,OAAO,CAAC,KAAK;~~CAgBd~~;AAED,cAAM,yCAA0C,SAAQ,gBAAgB;~~IACtE~~,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM~~,CAAA~~;IACjC,SAAS,CAAC,QAAQ,CAAC,YAAY;;MAAiC;~~gBAG9D~~,~~WAAW~~,EAAE,MAAM,~~EACnB~~,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,CAAC,EAAE,MAAM,EAC1B,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;~~IAMlC~~,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;~~IA0BlE~~,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAOhD"}
1	+ {"version":3,"file":"gateiofutures.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/gateiofutures.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,+BAA+B,EAAE,MAAM,mBAAmB,CAAA;AAErF,qBAAa,yBAA0B,SAAQ,+BAA+B;IAC5E,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;IAsEtI,OAAO,CAAC,KAAK;CAqBd;AAED,cAAM,yCAA0C,SAAQ,gBAAgB;IAKpE,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM;IACjC,OAAO,CAAC,QAAQ,CAAC,cAAc;IALjC,SAAS,CAAC,QAAQ,CAAC,YAAY;;MAAiC;IAChE,OAAO,CAAC,QAAQ,CAAC,aAAa,CAA4B;gBAGrC,MAAM,EAAE,MAAM,EAChB,cAAc,EAAE,GAAG,GAAG,GAAG,EAC1C,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,CAAC,EAAE,MAAM,EAC1B,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA2BlE,SAAS,CAAC,SAAS,CAAC,OAAO,EAAE,GAAG;IAgBhC,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAOhD"}

package/node_modules/tardis-dev/dist/realtimefeeds/gateiofutures.js CHANGED Viewed

@@ -2,12 +2,26 @@ import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from "./realtimefee
 export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
     *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
         const linearContractsFilters = filters.reduce(this._only((s) => s.endsWith('_USDT')), []);
-        const inverseContractsFilters = filters.reduce(this._only((s) => s.endsWith('_USDT') === false), []);
+        const inverseContractsFilters = filters.reduce(this._only((s) => s.endsWith('_USD')), []);
         if (linearContractsFilters.length > 0) {
-            yield new GateIOFuturesSingleConnectionRealTimeFeed('usdt', exchange, linearContractsFilters, timeoutIntervalMS, onError);
+            yield new GateIOFuturesSingleConnectionRealTimeFeed('wss://fx-ws.gateio.ws/v4/ws/usdt', 400, exchange, linearContractsFilters, timeoutIntervalMS, onError);
         }
         if (inverseContractsFilters.length > 0) {
-            yield new GateIOFuturesSingleConnectionRealTimeFeed('btc', exchange, inverseContractsFilters, timeoutIntervalMS, onError);
+            yield new GateIOFuturesSingleConnectionRealTimeFeed('wss://fx-ws.gateio.ws/v4/ws/btc', 400, exchange, inverseContractsFilters, timeoutIntervalMS, onError);
+        }
+        const usd1ContractsFilters = filters.reduce(this._only((s) => s.endsWith('_USD1')), []);
+        if (usd1ContractsFilters.length > 0) {
+            yield new GateIOFuturesSingleConnectionRealTimeFeed('wss://fx-ws.gateio.ws/v4/ws/usd1', 400, exchange, usd1ContractsFilters, timeoutIntervalMS, onError);
+        }
+        // Gate has no public liquidations channel for delivery futures
+        if (filters.every((filter) => filter.channel === 'public_liquidates' && filter.symbols.every((s) => /_USDT_\d{8}$/.test(s)))) {
+            throw new Error('Gate.io delivery futures do not support public_liquidates');
+        }
+        const deliveryContractsFilters = filters
+            .filter((filter) => filter.channel !== 'public_liquidates')
+            .reduce(this._only((s) => /_USDT_\d{8}$/.test(s)), []);
+        if (deliveryContractsFilters.length > 0) {
+            yield new GateIOFuturesSingleConnectionRealTimeFeed('wss://fx-ws.gateio.ws/v4/ws/delivery/usdt', 100, exchange, deliveryContractsFilters, timeoutIntervalMS, onError);
         }
     }
     _only(filter) {
@@ -15,6 +29,11 @@ export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
             if (!current.symbols || current.symbols.length === 0) {
                 throw new Error('GateIOFuturesRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
             }
+            for (const symbol of current.symbols) {
+                if (!/_(USD|USDT|USD1)$/.test(symbol) && !/_USDT_\d{8}$/.test(symbol)) {
+                    throw new Error(`Unsupported Gate.io futures symbol: ${symbol}`);
+                }
+            }
             const symbols = current.symbols.filter(filter);
             if (symbols.length > 0) {
                 prev.push({
@@ -28,19 +47,23 @@ export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
 }
 class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
     wssURL;
+    orderBookDepth;
     extraHeaders = { 'X-Gate-Size-Decimal': '1' };
-    constructor(wsURLSuffix, exchange, filters, timeoutIntervalMS, onError) {
+    bookSequences = new Map();
+    constructor(wssURL, orderBookDepth, exchange, filters, timeoutIntervalMS, onError) {
         super(exchange, filters, timeoutIntervalMS, onError);
-        this.wssURL = `wss://fx-ws.gateio.ws/v4/ws/${wsURLSuffix}`;
+        this.wssURL = wssURL;
+        this.orderBookDepth = orderBookDepth;
     }
     mapToSubscribeMessages(filters) {
+        this.bookSequences.clear();
         const payload = filters.flatMap((filter) => {
-            if (filter.channel === 'order_book') {
+            if (filter.channel === 'order_book' || filter.channel === 'obu') {
                 return filter.symbols.map((symbol) => {
                     return {
                         event: 'subscribe',
                         channel: `futures.${filter.channel}`,
-                        payload: [symbol, '20', '0'],
+                        payload: filter.channel === 'obu' ? [`ob.${symbol}.${this.orderBookDepth}`] : [symbol, '20', '0'],
                         time: Math.floor(new Date().valueOf() / 1000)
                     };
                 });
@@ -58,6 +81,18 @@ class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
         });
         return payload;
     }
+    onMessage(message) {
+        if (message.channel !== 'futures.obu' || (message.event !== 'update' && message.event !== 'all')) {
+            return;
+        }
+        const { result } = message;
+        const previous = this.bookSequences.get(result.s);
+        if (!Number.isSafeInteger(result.u) ||
+            (result.full !== true && (previous === undefined || result.U !== previous + 1 || result.u < result.U))) {
+            throw new Error(`Gate.io OBU sequence gap for ${result.s}: previous=${previous}, U=${result.U}, u=${result.u}`);
+        }
+        this.bookSequences.set(result.s, result.u);
+    }
     messageIsError(message) {
         if (message.error !== null && message.error !== undefined) {
             return true;

package/node_modules/tardis-dev/dist/realtimefeeds/gateiofutures.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/node_modules/tardis-dev/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "18.4.1",
+  "version": "18.5.1",
   "engines": {
     "node": ">=24.19"
   },

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

@@ -157,7 +157,8 @@ const DERIBIT_CHANNELS = [
   'ticker',
   'quote',
   'platform_state',
-  'instrument.state.any'
+  'instrument.state.any',
+  'block_rfq.trades'
 ] as const
 const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread', 'instrument'] as const
@@ -346,6 +347,7 @@ const BINANCE_FUTURES_CHANNELS = [
   'forceOrder',
   'openInterest',
   'fundingInfo',
+  'fundingRate',
   'insuranceBalance',
   'recentTrades',
   'compositeIndex',
@@ -354,6 +356,7 @@ const BINANCE_FUTURES_CHANNELS = [
   'globalLongShortAccountRatio',
   'takerlongshortRatio',
   '!contractInfo',
+  'tradingSession',
   'assetIndex'
 ] as const
@@ -473,7 +476,7 @@ const DELTA_CHANNELS = [
 ] as const
 const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker', 'book_ticker', 'order_book_update', 'obu'] as const
-const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker'] as const
+const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker', 'obu', 'public_liquidates'] as const
 const MEXC_FUTURES_CHANNELS = [
   'push.deal',
   'push.depth',

package/node_modules/tardis-dev/src/mappers/gateiofutures.ts CHANGED Viewed

@@ -1,19 +1,77 @@
-import { upperCaseSymbols } from '../handy.ts'
-import { BookChange, DerivativeTicker, Exchange, Trade, BookTicker } from '../types.ts'
+import { asNonZeroNumberOrUndefined, asNumberOrUndefined, upperCaseSymbols } from '../handy.ts'
+import { BookChange, DerivativeTicker, Exchange, Trade, BookTicker, Liquidation } from '../types.ts'
 import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
-import { exchangeMappers } from './registry.ts'
+import { exchangeMappers, mapper } from './registry.ts'
 // https://www.gate.io/docs/futures/ws/index.html
 export const gateIOFuturesMappers = exchangeMappers({
   'gate-io-futures': {
     trades: () => new GateIOFuturesTradesMapper('gate-io-futures'),
-    bookChanges: () => new GateIOFuturesBookChangeMapper('gate-io-futures'),
+    bookChanges: mapper([
+      { until: new Date('2026-10-21T00:00:00.000Z'), use: () => new GateIOFuturesBookChangeMapper('gate-io-futures') },
+      { use: () => new GateIOFuturesOrderBookV2Mapper() }
+    ]),
     derivativeTickers: () => new GateIOFuturesDerivativeTickerMapper(),
-    bookTickers: () => new GateIOFuturesBookTickerMapper('gate-io-futures')
+    bookTickers: () => new GateIOFuturesBookTickerMapper('gate-io-futures'),
+    liquidations: () => new GateIOFuturesLiquidationsMapper()
   }
 })
+class GateIOFuturesOrderBookV2Mapper implements Mapper<'gate-io-futures', BookChange> {
+  canHandle(message: GateIOFuturesOrderBookV2) {
+    return message.channel === 'futures.obu' && (message.event === 'update' || message.event === 'all')
+  }
+  getFilters(symbols?: string[]) {
+    return [{ channel: 'obu', symbols: upperCaseSymbols(symbols) } as const]
+  }
+  *map({ result }: GateIOFuturesOrderBookV2, localTimestamp: Date): IterableIterator<BookChange> {
+    yield {
+      type: 'book_change',
+      symbol: result.s.slice(3, result.s.lastIndexOf('.')),
+      exchange: 'gate-io-futures',
+      isSnapshot: result.full === true,
+      bids: (result.b ?? []).map(this.mapBookLevel),
+      asks: (result.a ?? []).map(this.mapBookLevel),
+      timestamp: new Date(result.t),
+      localTimestamp
+    }
+  }
+  private mapBookLevel([price, amount]: [string, string]) {
+    return { price: Number(price), amount: Number(amount) }
+  }
+}
+class GateIOFuturesLiquidationsMapper implements Mapper<'gate-io-futures', Liquidation> {
+  canHandle(message: GateIOFuturesLiquidations) {
+    return message.channel === 'futures.public_liquidates' && message.event === 'update'
+  }
+  getFilters(symbols?: string[]) {
+    return [{ channel: 'public_liquidates', symbols: upperCaseSymbols(symbols) } as const]
+  }
+  *map(message: GateIOFuturesLiquidations, localTimestamp: Date): IterableIterator<Liquidation> {
+    for (const liquidation of message.result) {
+      const size = Number(liquidation.size)
+      yield {
+        type: 'liquidation',
+        symbol: liquidation.contract,
+        exchange: 'gate-io-futures',
+        id: undefined,
+        price: Number(liquidation.price),
+        amount: Math.abs(size),
+        side: size < 0 ? 'sell' : 'buy',
+        timestamp: new Date(liquidation.time),
+        localTimestamp
+      }
+    }
+  }
+}
 class GateIOFuturesTradesMapper implements Mapper<'gate-io-futures', Trade> {
   constructor(private readonly _exchange: Exchange) {}
@@ -147,8 +205,12 @@ class GateIOFuturesDerivativeTickerMapper implements Mapper<'gate-io-futures', D
       const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(futuresTicker.contract, 'gate-io-futures')
-      pendingTickerInfo.updateFundingRate(Number(futuresTicker.funding_rate))
-      pendingTickerInfo.updatePredictedFundingRate(Number(futuresTicker.funding_rate_indicative))
+      pendingTickerInfo.updateFundingRate(asNumberOrUndefined(futuresTicker.funding_rate))
+      pendingTickerInfo.updatePredictedFundingRate(asNumberOrUndefined(futuresTicker.funding_rate_indicative))
+      const fundingNextApply = asNonZeroNumberOrUndefined(futuresTicker.funding_next_apply)
+      if (fundingNextApply !== undefined) {
+        pendingTickerInfo.updateFundingTimestamp(new Date(fundingNextApply * 1000))
+      }
       pendingTickerInfo.updateIndexPrice(Number(futuresTicker.index_price))
       pendingTickerInfo.updateMarkPrice(Number(futuresTicker.mark_price))
       pendingTickerInfo.updateLastPrice(Number(futuresTicker.last))
@@ -263,6 +325,7 @@ type GateIOFuturesTicker = {
           contract: string
           last: string
           funding_rate: string
+          funding_next_apply?: number
           mark_price: string
           index_price: string
           funding_rate_indicative: string
@@ -273,6 +336,7 @@ type GateIOFuturesTicker = {
         contract: string
         last: string
         funding_rate: string
+        funding_next_apply?: number
         mark_price: string
         index_price: string
         funding_rate_indicative: string
@@ -288,3 +352,21 @@ type GateIOFuturesBookTicker = {
   error: null
   result: { t: number; u: 3502782378; s: 'BTC_USD'; b: string; B: number | string; a: string; A: number | string }
 }
+type GateIOFuturesOrderBookV2 = {
+  channel: 'futures.obu'
+  event: 'update' | 'all'
+  result: {
+    s: string
+    t: number
+    full?: boolean
+    b?: [string, string][]
+    a?: [string, string][]
+  }
+}
+type GateIOFuturesLiquidations = {
+  channel: 'futures.public_liquidates'
+  event: 'update'
+  result: { contract: string; price: string; size: string | number; time: number }[]
+}

package/node_modules/tardis-dev/src/realtimefeeds/binance.ts CHANGED Viewed

@@ -437,7 +437,13 @@ export class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
   protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {
     const wsFilters = filters.filter(
-      (f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades' && f.channel !== 'fundingInfo' && f.channel !== 'insuranceBalance'
+      (f) =>
+        f.channel !== 'openInterest' &&
+        f.channel !== 'recentTrades' &&
+        f.channel !== 'fundingInfo' &&
+        f.channel !== 'fundingRate' &&
+        f.channel !== 'insuranceBalance' &&
+        f.channel !== 'tradingSession'
     )
     const publicWsFilters = wsFilters.filter((f) => BINANCE_FUTURES_PUBLIC_CHANNELS.has(f.channel))

package/node_modules/tardis-dev/src/realtimefeeds/gateiofutures.ts CHANGED Viewed

@@ -9,16 +9,66 @@ export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
     )
     const inverseContractsFilters = filters.reduce(
-      this._only((s) => s.endsWith('_USDT') === false),
+      this._only((s) => s.endsWith('_USD')),
       [] as Filter<string>[]
     )
     if (linearContractsFilters.length > 0) {
-      yield new GateIOFuturesSingleConnectionRealTimeFeed('usdt', exchange, linearContractsFilters, timeoutIntervalMS, onError)
+      yield new GateIOFuturesSingleConnectionRealTimeFeed(
+        'wss://fx-ws.gateio.ws/v4/ws/usdt',
+        400,
+        exchange,
+        linearContractsFilters,
+        timeoutIntervalMS,
+        onError
+      )
     }
     if (inverseContractsFilters.length > 0) {
-      yield new GateIOFuturesSingleConnectionRealTimeFeed('btc', exchange, inverseContractsFilters, timeoutIntervalMS, onError)
+      yield new GateIOFuturesSingleConnectionRealTimeFeed(
+        'wss://fx-ws.gateio.ws/v4/ws/btc',
+        400,
+        exchange,
+        inverseContractsFilters,
+        timeoutIntervalMS,
+        onError
+      )
+    }
+    const usd1ContractsFilters = filters.reduce(
+      this._only((s) => s.endsWith('_USD1')),
+      [] as Filter<string>[]
+    )
+    if (usd1ContractsFilters.length > 0) {
+      yield new GateIOFuturesSingleConnectionRealTimeFeed(
+        'wss://fx-ws.gateio.ws/v4/ws/usd1',
+        400,
+        exchange,
+        usd1ContractsFilters,
+        timeoutIntervalMS,
+        onError
+      )
+    }
+    // Gate has no public liquidations channel for delivery futures
+    if (filters.every((filter) => filter.channel === 'public_liquidates' && filter.symbols!.every((s) => /_USDT_\d{8}$/.test(s)))) {
+      throw new Error('Gate.io delivery futures do not support public_liquidates')
+    }
+    const deliveryContractsFilters = filters
+      .filter((filter) => filter.channel !== 'public_liquidates')
+      .reduce(
+        this._only((s) => /_USDT_\d{8}$/.test(s)),
+        [] as Filter<string>[]
+      )
+    if (deliveryContractsFilters.length > 0) {
+      yield new GateIOFuturesSingleConnectionRealTimeFeed(
+        'wss://fx-ws.gateio.ws/v4/ws/delivery/usdt',
+        100,
+        exchange,
+        deliveryContractsFilters,
+        timeoutIntervalMS,
+        onError
+      )
     }
   }
@@ -27,6 +77,11 @@ export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
       if (!current.symbols || current.symbols.length === 0) {
         throw new Error('GateIOFuturesRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
       }
+      for (const symbol of current.symbols) {
+        if (!/_(USD|USDT|USD1)$/.test(symbol) && !/_USDT_\d{8}$/.test(symbol)) {
+          throw new Error(`Unsupported Gate.io futures symbol: ${symbol}`)
+        }
+      }
       const symbols = current.symbols.filter(filter)
       if (symbols.length > 0) {
@@ -41,28 +96,29 @@ export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
 }
 class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
-  protected readonly wssURL: string
   protected readonly extraHeaders = { 'X-Gate-Size-Decimal': '1' }
+  private readonly bookSequences = new Map<string, number>()
   constructor(
-    wsURLSuffix: string,
+    protected readonly wssURL: string,
+    private readonly orderBookDepth: 100 | 400,
     exchange: string,
     filters: Filter<string>[],
     timeoutIntervalMS?: number,
     onError?: (error: Error) => void
   ) {
     super(exchange, filters, timeoutIntervalMS, onError)
-    this.wssURL = `wss://fx-ws.gateio.ws/v4/ws/${wsURLSuffix}`
   }
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    this.bookSequences.clear()
     const payload = filters.flatMap((filter) => {
-      if (filter.channel === 'order_book') {
+      if (filter.channel === 'order_book' || filter.channel === 'obu') {
         return filter.symbols!.map((symbol) => {
           return {
             event: 'subscribe',
             channel: `futures.${filter.channel}`,
-            payload: [symbol, '20', '0'],
+            payload: filter.channel === 'obu' ? [`ob.${symbol}.${this.orderBookDepth}`] : [symbol, '20', '0'],
             time: Math.floor(new Date().valueOf() / 1000)
           }
         })
@@ -81,6 +137,22 @@ class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
     return payload
   }
+  protected onMessage(message: any) {
+    if (message.channel !== 'futures.obu' || (message.event !== 'update' && message.event !== 'all')) {
+      return
+    }
+    const { result } = message
+    const previous = this.bookSequences.get(result.s)
+    if (
+      !Number.isSafeInteger(result.u) ||
+      (result.full !== true && (previous === undefined || result.U !== previous + 1 || result.u < result.U))
+    ) {
+      throw new Error(`Gate.io OBU sequence gap for ${result.s}: previous=${previous}, U=${result.U}, u=${result.u}`)
+    }
+    this.bookSequences.set(result.s, result.u)
+  }
   protected messageIsError(message: any): boolean {
     if (message.error !== null && message.error !== undefined) {
       return true

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "tardis-machine",
-  "version": "18.4.1",
+  "version": "18.5.1",
   "engines": {
     "node": ">=24.19"
   },
@@ -76,7 +76,7 @@
   "license": "MPL-2.0",
   "dependencies": {
     "debug": "^4.4.3",
-    "tardis-dev": "^18.4.1",
+    "tardis-dev": "^18.5.1",
     "ws": "^8.21.3"
   },
   "bundleDependencies": true,

package/src/ws/subscriptionsmappers.ts CHANGED Viewed

@@ -226,6 +226,10 @@ const binanceMapper: SubscriptionMapper = {
       const lastSeparator = param.lastIndexOf('@')
       const firstSeparator = param.indexOf('@')
+      if (firstSeparator === -1) {
+        return { channel: param, symbols: undefined }
+      }
       return {
         channel: param.slice(firstSeparator + 1, lastSeparator == firstSeparator ? undefined : lastSeparator),
         symbols: [param.slice(0, firstSeparator)]
@@ -435,9 +439,20 @@ const gateIOFuturesMapper: SubscriptionMapper = {
   },
   map: (message: any) => {
+    const channel = message.channel.split('.')[1]
+    if (channel === 'obu') {
+      return [{ channel, symbols: message.payload.map((stream: string) => stream.slice(3, stream.lastIndexOf('.'))) }]
+    }
+    if (channel === 'order_book') {
+      return [{ channel, symbols: [message.payload[0]] }]
+    }
+    if (channel === 'public_liquidates' && message.payload.includes('!all')) {
+      return [{ channel, symbols: [] }]
+    }
     return [
       {
-        channel: message.channel.split('.')[1],
+        channel,
         symbols: message.payload.map((s: any) => {
           if (typeof s === 'string') {
             return s