tardis-machine 18.4.2 → 18.5.1

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

@@ -1 +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;AAozBlD,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"}
+{"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

@@ -375,9 +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

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

@@ -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.js

@@ -440,7 +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

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

@@ -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

@@ -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"}
+{"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

@@ -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

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

@@ -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/gateiofutures.d.ts

@@ -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

@@ -1 +1 @@
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+{"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

@@ -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

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

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "18.4.2",
+  "version": "18.5.1",
   "engines": {
     "node": ">=24.19"
   },

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

@@ -476,7 +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

@@ -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/gateiofutures.ts

@@ -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

@@ -1,6 +1,6 @@
 {
   "name": "tardis-machine",
-  "version": "18.4.2",
+  "version": "18.5.1",
   "engines": {
     "node": ">=24.19"
   },
@@ -76,7 +76,7 @@
   "license": "MPL-2.0",
   "dependencies": {
     "debug": "^4.4.3",
-    "tardis-dev": "^18.4.2",
+    "tardis-dev": "^18.5.1",
     "ws": "^8.21.3"
   },
   "bundleDependencies": true,

package/src/ws/subscriptionsmappers.ts

@@ -439,9 +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