tardis-machine 18.4.2 → 18.6.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/ws/subscriptionsmappers.d.ts.map +1 -1
- package/dist/ws/subscriptionsmappers.js +11 -1
- package/dist/ws/subscriptionsmappers.js.map +1 -1
- package/node_modules/tardis-dev/dist/consts.d.ts +1 -1
- package/node_modules/tardis-dev/dist/consts.js +1 -1
- package/node_modules/tardis-dev/dist/consts.js.map +1 -1
- package/node_modules/tardis-dev/dist/downloaddatasets.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/downloaddatasets.js +10 -4
- package/node_modules/tardis-dev/dist/downloaddatasets.js.map +1 -1
- package/node_modules/tardis-dev/dist/handy.d.ts +2 -1
- package/node_modules/tardis-dev/dist/handy.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/handy.js +16 -7
- package/node_modules/tardis-dev/dist/handy.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/bitflyer.js +3 -3
- package/node_modules/tardis-dev/dist/mappers/bitflyer.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/bitget.js +9 -9
- package/node_modules/tardis-dev/dist/mappers/bitget.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/gateiofutures.d.ts +3 -2
- package/node_modules/tardis-dev/dist/mappers/gateiofutures.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/gateiofutures.js +61 -6
- package/node_modules/tardis-dev/dist/mappers/gateiofutures.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/index.d.ts +2 -2
- package/node_modules/tardis-dev/dist/realtimefeeds/coinbasederivatives.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/coinbasederivatives.js +3 -11
- package/node_modules/tardis-dev/dist/realtimefeeds/coinbasederivatives.js.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/gateiofutures.d.ts +4 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/gateiofutures.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/gateiofutures.js +42 -7
- package/node_modules/tardis-dev/dist/realtimefeeds/gateiofutures.js.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.d.ts +6 -2
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.js +73 -26
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/node_modules/tardis-dev/package.json +1 -1
- package/node_modules/tardis-dev/src/consts.ts +1 -1
- package/node_modules/tardis-dev/src/downloaddatasets.ts +13 -4
- package/node_modules/tardis-dev/src/handy.ts +17 -7
- package/node_modules/tardis-dev/src/mappers/bitflyer.ts +3 -3
- package/node_modules/tardis-dev/src/mappers/bitget.ts +9 -9
- package/node_modules/tardis-dev/src/mappers/gateiofutures.ts +89 -7
- package/node_modules/tardis-dev/src/realtimefeeds/coinbasederivatives.ts +3 -11
- package/node_modules/tardis-dev/src/realtimefeeds/gateiofutures.ts +80 -8
- package/node_modules/tardis-dev/src/realtimefeeds/realtimefeed.ts +89 -28
- package/package.json +2 -2
- package/src/ws/subscriptionsmappers.ts +12 -1
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@@ -43,7 +43,7 @@ class BitgetTradesMapper {
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this._exchange = _exchange;
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}
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canHandle(message) {
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return message.arg
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return message.arg?.channel === 'trade' && message.action === 'update';
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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@@ -82,7 +82,7 @@ class BitgetBookChangeMapper {
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this._exchange = _exchange;
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}
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canHandle(message) {
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return message.arg
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return message.arg?.channel === 'books15' && message.action === 'snapshot';
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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@@ -114,7 +114,7 @@ class BitgetBookTickerMapper {
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this._exchange = _exchange;
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}
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canHandle(message) {
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return message.arg
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return message.arg?.channel === 'books1' && message.action === 'snapshot';
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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@@ -145,7 +145,7 @@ class BitgetBookTickerMapper {
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class BitgetDerivativeTickerMapper {
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pendingTickerInfoHelper = new PendingTickerInfoHelper();
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canHandle(message) {
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return message.arg
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return message.arg?.channel === 'ticker' && message.action === 'snapshot';
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}
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getFilters(symbols) {
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return [
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@@ -179,7 +179,7 @@ class BitgetV3TradesMapper {
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this._exchange = _exchange;
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}
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canHandle(message) {
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return message.arg
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return message.arg?.topic === 'publicTrade' && message.action === 'update';
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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@@ -212,7 +212,7 @@ class BitgetV3BookChangeMapper {
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this._exchange = _exchange;
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}
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canHandle(message) {
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return message.arg
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return message.arg?.topic === 'books' && (message.action === 'snapshot' || message.action === 'update');
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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@@ -244,7 +244,7 @@ class BitgetV3BookTickerMapper {
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this._exchange = _exchange;
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}
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canHandle(message) {
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return message.arg
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return message.arg?.topic === 'books1' && message.action === 'snapshot';
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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@@ -274,7 +274,7 @@ class BitgetV3BookTickerMapper {
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class BitgetV3DerivativeTickerMapper {
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pendingTickerInfoHelper = new PendingTickerInfoHelper();
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canHandle(message) {
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return message.arg
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return message.arg?.topic === 'ticker' && (message.action === 'snapshot' || message.action === 'update');
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}
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getFilters(symbols) {
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symbols = upperCaseSymbols(symbols);
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@@ -305,7 +305,7 @@ class BitgetV3DerivativeTickerMapper {
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}
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class BitgetV3LiquidationsMapper {
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canHandle(message) {
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return message.arg
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return message.arg?.topic === 'liquidation' && message.action === 'update';
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}
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getFilters() {
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return [
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@@ -1 +1 @@
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1
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-
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+
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@@ -1,10 +1,11 @@
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1
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-
import { BookChange, DerivativeTicker, Trade, BookTicker } from '../types.ts';
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1
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+
import { BookChange, DerivativeTicker, Trade, BookTicker, Liquidation } from '../types.ts';
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2
2
|
export declare const gateIOFuturesMappers: {
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3
3
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'gate-io-futures': {
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4
4
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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>;
|
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5
|
-
bookChanges: import("./registry.ts").MapperCreator<
|
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5
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+
bookChanges: import("./registry.ts").MapperCreator<any, BookChange>;
|
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6
6
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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>;
|
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7
7
|
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>;
|
|
8
|
+
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>;
|
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8
9
|
};
|
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9
10
|
};
|
|
10
11
|
//# sourceMappingURL=gateiofutures.d.ts.map
|
|
@@ -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;
|
|
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"}
|
|
@@ -1,15 +1,66 @@
|
|
|
1
|
-
import { upperCaseSymbols } from "../handy.js";
|
|
1
|
+
import { asNonZeroNumberOrUndefined, asNumberOrUndefined, upperCaseSymbols } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
-
import { exchangeMappers } from "./registry.js";
|
|
3
|
+
import { exchangeMappers, mapper } from "./registry.js";
|
|
4
4
|
// https://www.gate.io/docs/futures/ws/index.html
|
|
5
5
|
export const gateIOFuturesMappers = exchangeMappers({
|
|
6
6
|
'gate-io-futures': {
|
|
7
7
|
trades: () => new GateIOFuturesTradesMapper('gate-io-futures'),
|
|
8
|
-
bookChanges: (
|
|
8
|
+
bookChanges: mapper([
|
|
9
|
+
{ until: new Date('2026-10-21T00:00:00.000Z'), use: () => new GateIOFuturesBookChangeMapper('gate-io-futures') },
|
|
10
|
+
{ use: () => new GateIOFuturesOrderBookV2Mapper() }
|
|
11
|
+
]),
|
|
9
12
|
derivativeTickers: () => new GateIOFuturesDerivativeTickerMapper(),
|
|
10
|
-
bookTickers: () => new GateIOFuturesBookTickerMapper('gate-io-futures')
|
|
13
|
+
bookTickers: () => new GateIOFuturesBookTickerMapper('gate-io-futures'),
|
|
14
|
+
liquidations: () => new GateIOFuturesLiquidationsMapper()
|
|
11
15
|
}
|
|
12
16
|
});
|
|
17
|
+
class GateIOFuturesOrderBookV2Mapper {
|
|
18
|
+
canHandle(message) {
|
|
19
|
+
return message.channel === 'futures.obu' && (message.event === 'update' || message.event === 'all');
|
|
20
|
+
}
|
|
21
|
+
getFilters(symbols) {
|
|
22
|
+
return [{ channel: 'obu', symbols: upperCaseSymbols(symbols) }];
|
|
23
|
+
}
|
|
24
|
+
*map({ result }, localTimestamp) {
|
|
25
|
+
yield {
|
|
26
|
+
type: 'book_change',
|
|
27
|
+
symbol: result.s.slice(3, result.s.lastIndexOf('.')),
|
|
28
|
+
exchange: 'gate-io-futures',
|
|
29
|
+
isSnapshot: result.full === true,
|
|
30
|
+
bids: (result.b ?? []).map(this.mapBookLevel),
|
|
31
|
+
asks: (result.a ?? []).map(this.mapBookLevel),
|
|
32
|
+
timestamp: new Date(result.t),
|
|
33
|
+
localTimestamp
|
|
34
|
+
};
|
|
35
|
+
}
|
|
36
|
+
mapBookLevel([price, amount]) {
|
|
37
|
+
return { price: Number(price), amount: Number(amount) };
|
|
38
|
+
}
|
|
39
|
+
}
|
|
40
|
+
class GateIOFuturesLiquidationsMapper {
|
|
41
|
+
canHandle(message) {
|
|
42
|
+
return message.channel === 'futures.public_liquidates' && message.event === 'update';
|
|
43
|
+
}
|
|
44
|
+
getFilters(symbols) {
|
|
45
|
+
return [{ channel: 'public_liquidates', symbols: upperCaseSymbols(symbols) }];
|
|
46
|
+
}
|
|
47
|
+
*map(message, localTimestamp) {
|
|
48
|
+
for (const liquidation of message.result) {
|
|
49
|
+
const size = Number(liquidation.size);
|
|
50
|
+
yield {
|
|
51
|
+
type: 'liquidation',
|
|
52
|
+
symbol: liquidation.contract,
|
|
53
|
+
exchange: 'gate-io-futures',
|
|
54
|
+
id: undefined,
|
|
55
|
+
price: Number(liquidation.price),
|
|
56
|
+
amount: Math.abs(size),
|
|
57
|
+
side: size < 0 ? 'sell' : 'buy',
|
|
58
|
+
timestamp: new Date(liquidation.time),
|
|
59
|
+
localTimestamp
|
|
60
|
+
};
|
|
61
|
+
}
|
|
62
|
+
}
|
|
63
|
+
}
|
|
13
64
|
class GateIOFuturesTradesMapper {
|
|
14
65
|
_exchange;
|
|
15
66
|
constructor(_exchange) {
|
|
@@ -127,8 +178,12 @@ class GateIOFuturesDerivativeTickerMapper {
|
|
|
127
178
|
}
|
|
128
179
|
const timestamp = message.time_ms !== undefined ? new Date(message.time_ms) : new Date(message.time * 1000);
|
|
129
180
|
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(futuresTicker.contract, 'gate-io-futures');
|
|
130
|
-
pendingTickerInfo.updateFundingRate(
|
|
131
|
-
pendingTickerInfo.updatePredictedFundingRate(
|
|
181
|
+
pendingTickerInfo.updateFundingRate(asNumberOrUndefined(futuresTicker.funding_rate));
|
|
182
|
+
pendingTickerInfo.updatePredictedFundingRate(asNumberOrUndefined(futuresTicker.funding_rate_indicative));
|
|
183
|
+
const fundingNextApply = asNonZeroNumberOrUndefined(futuresTicker.funding_next_apply);
|
|
184
|
+
if (fundingNextApply !== undefined) {
|
|
185
|
+
pendingTickerInfo.updateFundingTimestamp(new Date(fundingNextApply * 1000));
|
|
186
|
+
}
|
|
132
187
|
pendingTickerInfo.updateIndexPrice(Number(futuresTicker.index_price));
|
|
133
188
|
pendingTickerInfo.updateMarkPrice(Number(futuresTicker.mark_price));
|
|
134
189
|
pendingTickerInfo.updateLastPrice(Number(futuresTicker.last));
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"gateiofutures.js","sourceRoot":"","sources":["../../src/mappers/gateiofutures.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;
|
|
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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|
|
@@ -264,7 +264,7 @@ export declare const normalizeBookChanges: Normalizer<{
|
|
|
264
264
|
} & {
|
|
265
265
|
'gate-io': import("./registry.ts").MapperCreator<any, BookChange>;
|
|
266
266
|
} & {
|
|
267
|
-
'gate-io-futures': import("./registry.ts").MapperCreator<
|
|
267
|
+
'gate-io-futures': import("./registry.ts").MapperCreator<any, BookChange>;
|
|
268
268
|
} & {
|
|
269
269
|
gemini: import("./registry.ts").MapperCreator<"gemini", BookChange>;
|
|
270
270
|
} & {
|
|
@@ -702,7 +702,7 @@ export declare const normalizeLiquidations: Normalizer<{
|
|
|
702
702
|
} & {
|
|
703
703
|
'gate-io': never;
|
|
704
704
|
} & {
|
|
705
|
-
'gate-io-futures':
|
|
705
|
+
'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>;
|
|
706
706
|
} & {
|
|
707
707
|
gemini: never;
|
|
708
708
|
} & {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"coinbasederivatives.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/coinbasederivatives.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAA;AAEtC,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAExG,qBAAa,+BAAgC,SAAQ,+BAA+B;IAClF,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;
|
|
1
|
+
{"version":3,"file":"coinbasederivatives.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/coinbasederivatives.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAA;AAEtC,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAExG,qBAAa,+BAAgC,SAAQ,+BAA+B;IAClF,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;CAsBvI;AAED,cAAM,+CAAgD,SAAQ,gBAAgB;IAC5E,SAAS,CAAC,MAAM,SAAyC;IACzD,OAAO,CAAC,QAAQ,CAAC,CAAQ;IAEzB,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE;;;;;;;;cAgB1C,WAAW;IAI3B,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE;QAAE,IAAI,CAAC,EAAE,MAAM,CAAA;KAAE;IAInD,SAAS,CAAC,SAAS,CAAC,OAAO,EAAE;QAAE,YAAY,CAAC,EAAE,MAAM,CAAA;KAAE;CAOvD;AAED,cAAM,iCAAkC,SAAQ,iBAAiB;IAG7D,OAAO,CAAC,QAAQ,CAAC,OAAO;gBADxB,QAAQ,EAAE,MAAM,EACC,OAAO,EAAE,GAAG,CAAC,MAAM,CAAC,GAAG,SAAS,EACjD,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;cAKlB,gBAAgB,CAAC,MAAM,EAAE,QAAQ;CAgBlD"}
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { getJSON, optimizeFilters } from "../handy.js";
|
|
2
2
|
import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from "./realtimefeed.js";
|
|
3
3
|
export class CoinbaseDerivativesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
|
|
4
4
|
*_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
|
|
@@ -8,16 +8,8 @@ export class CoinbaseDerivativesRealTimeFeed extends MultiConnectionRealTimeFeed
|
|
|
8
8
|
throw new Error('Coinbase derivatives WebSocket subscriptions require explicit symbols');
|
|
9
9
|
}
|
|
10
10
|
}
|
|
11
|
-
|
|
12
|
-
|
|
13
|
-
for (const group of groups) {
|
|
14
|
-
const groupedFilters = wsFilters
|
|
15
|
-
.map((f) => ({
|
|
16
|
-
...f,
|
|
17
|
-
symbols: f.symbols?.filter((s) => group.includes(s))
|
|
18
|
-
}))
|
|
19
|
-
.filter((f) => f.symbols?.length || ['heartbeats', 'subscriptions'].includes(f.channel));
|
|
20
|
-
yield new CoinbaseDerivativesSingleConnectionRealTimeFeed(exchange, groupedFilters, timeoutIntervalMS, onError);
|
|
11
|
+
if (wsFilters.length > 0) {
|
|
12
|
+
yield new CoinbaseDerivativesSingleConnectionRealTimeFeed(exchange, wsFilters, timeoutIntervalMS, onError);
|
|
21
13
|
}
|
|
22
14
|
const productFilters = filters.filter((f) => f.channel === 'products');
|
|
23
15
|
if (productFilters.length > 0) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"coinbasederivatives.js","sourceRoot":"","sources":["../../src/realtimefeeds/coinbasederivatives.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,
|
|
1
|
+
{"version":3,"file":"coinbasederivatives.js","sourceRoot":"","sources":["../../src/realtimefeeds/coinbasederivatives.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAA;AAEtD,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAExG,MAAM,OAAO,+BAAgC,SAAQ,+BAA+B;IACxE,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,SAAS,GAAG,eAAe,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,UAAU,CAAC,CAAC,CAAA;QAClF,KAAK,MAAM,MAAM,IAAI,SAAS,EAAE,CAAC;YAC/B,IAAI,CAAC,CAAC,YAAY,EAAE,eAAe,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,EAAE,MAAM,EAAE,CAAC;gBACzF,MAAM,IAAI,KAAK,CAAC,uEAAuE,CAAC,CAAA;YAC1F,CAAC;QACH,CAAC;QAED,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YACzB,MAAM,IAAI,+CAA+C,CAAC,QAAQ,EAAE,SAAS,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAC5G,CAAC;QAED,MAAM,cAAc,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,UAAU,CAAC,CAAA;QACtE,IAAI,cAAc,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAC9B,MAAM,WAAW,GAAG,cAAc,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,EAAE,MAAM,CAAC,CAAA;YAClE,MAAM,IAAI,iCAAiC,CACzC,QAAQ,EACR,WAAW,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,cAAc,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAQ,CAAC,CAAC,EAC5E,OAAO,CACR,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,+CAAgD,SAAQ,gBAAgB;IAClE,MAAM,GAAG,sCAAsC,CAAA;IACjD,QAAQ,CAAS;IAEf,sBAAsB,CAAC,OAAyB;QACxD,OAAO;YACL;gBACE,IAAI,EAAE,WAAW;gBACjB,OAAO,EAAE,YAAY;aACtB;YACD,GAAG,OAAO;iBACP,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,YAAY,EAAE,eAAe,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC;iBACnE,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;gBACX,IAAI,EAAE,WAAW;gBACjB,OAAO,EAAE,CAAC,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO;gBACvD,WAAW,EAAE,CAAC,CAAC,OAAO;aACvB,CAAC,CAAC;SACN,CAAA;IACH,CAAC;IAES,KAAK,CAAC,WAAW;QACzB,IAAI,CAAC,QAAQ,GAAG,SAAS,CAAA;IAC3B,CAAC;IAES,cAAc,CAAC,OAA0B;QACjD,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;IAES,SAAS,CAAC,OAAkC;QACpD,IAAI,OAAO,CAAC,YAAY,KAAK,SAAS;YAAE,OAAM;QAC9C,IAAI,IAAI,CAAC,QAAQ,KAAK,SAAS,IAAI,OAAO,CAAC,YAAY,KAAK,IAAI,CAAC,QAAQ,GAAG,CAAC,EAAE,CAAC;YAC9E,MAAM,IAAI,KAAK,CAAC,sCAAsC,IAAI,CAAC,QAAQ,OAAO,OAAO,CAAC,YAAY,EAAE,CAAC,CAAA;QACnG,CAAC;QACD,IAAI,CAAC,QAAQ,GAAG,OAAO,CAAC,YAAY,CAAA;IACtC,CAAC;CACF;AAED,MAAM,iCAAkC,SAAQ,iBAAiB;IAG5C;IAFnB,YACE,QAAgB,EACC,OAAgC,EACjD,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,CAAC,EAAE,OAAO,CAAC,CAAA;QAHV,YAAO,GAAP,OAAO,CAAyB;IAInD,CAAC;IAES,KAAK,CAAC,gBAAgB,CAAC,MAAgB;QAC/C,KAAK,IAAI,MAAM,GAAG,CAAC,EAAE,CAAC,MAAM,CAAC,SAAS,EAAE,MAAM,IAAI,GAAG,EAAE,CAAC;YACtD,MAAM,EAAE,IAAI,EAAE,GAAG,MAAM,OAAO,CAC5B,kGAAkG,MAAM,EAAE,CAC3G,CAAA;YAED,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,QAAQ,EAAE,CAAC;gBACpC,IAAI,MAAM,CAAC,SAAS;oBAAE,OAAM;gBAE5B,IAAI,IAAI,CAAC,OAAO,KAAK,SAAS,IAAI,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC;oBACvE,MAAM,CAAC,KAAK,CAAC,EAAE,OAAO,EAAE,UAAU,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,OAAO,CAAC,EAAE,CAAC,CAAA;gBAC3E,CAAC;YACH,CAAC;YACD,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,QAAQ;gBAAE,OAAM;QACvC,CAAC;IACH,CAAC;CACF"}
|
|
@@ -6,11 +6,14 @@ export declare class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFe
|
|
|
6
6
|
}
|
|
7
7
|
declare class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
|
|
8
8
|
protected readonly wssURL: string;
|
|
9
|
+
private readonly orderBookDepth;
|
|
9
10
|
protected readonly extraHeaders: {
|
|
10
11
|
'X-Gate-Size-Decimal': string;
|
|
11
12
|
};
|
|
12
|
-
|
|
13
|
+
private readonly bookSequences;
|
|
14
|
+
constructor(wssURL: string, orderBookDepth: 100 | 400, exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void);
|
|
13
15
|
protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
|
|
16
|
+
protected onMessage(message: any): void;
|
|
14
17
|
protected messageIsError(message: any): boolean;
|
|
15
18
|
}
|
|
16
19
|
export {};
|
|
@@ -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;
|
|
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"}
|
|
@@ -2,12 +2,26 @@ import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from "./realtimefee
|
|
|
2
2
|
export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
|
|
3
3
|
*_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
|
|
4
4
|
const linearContractsFilters = filters.reduce(this._only((s) => s.endsWith('_USDT')), []);
|
|
5
|
-
const inverseContractsFilters = filters.reduce(this._only((s) => s.endsWith('
|
|
5
|
+
const inverseContractsFilters = filters.reduce(this._only((s) => s.endsWith('_USD')), []);
|
|
6
6
|
if (linearContractsFilters.length > 0) {
|
|
7
|
-
yield new GateIOFuturesSingleConnectionRealTimeFeed('usdt', exchange, linearContractsFilters, timeoutIntervalMS, onError);
|
|
7
|
+
yield new GateIOFuturesSingleConnectionRealTimeFeed('wss://fx-ws.gateio.ws/v4/ws/usdt', 400, exchange, linearContractsFilters, timeoutIntervalMS, onError);
|
|
8
8
|
}
|
|
9
9
|
if (inverseContractsFilters.length > 0) {
|
|
10
|
-
yield new GateIOFuturesSingleConnectionRealTimeFeed('btc', exchange, inverseContractsFilters, timeoutIntervalMS, onError);
|
|
10
|
+
yield new GateIOFuturesSingleConnectionRealTimeFeed('wss://fx-ws.gateio.ws/v4/ws/btc', 400, exchange, inverseContractsFilters, timeoutIntervalMS, onError);
|
|
11
|
+
}
|
|
12
|
+
const usd1ContractsFilters = filters.reduce(this._only((s) => s.endsWith('_USD1')), []);
|
|
13
|
+
if (usd1ContractsFilters.length > 0) {
|
|
14
|
+
yield new GateIOFuturesSingleConnectionRealTimeFeed('wss://fx-ws.gateio.ws/v4/ws/usd1', 400, exchange, usd1ContractsFilters, timeoutIntervalMS, onError);
|
|
15
|
+
}
|
|
16
|
+
// Gate has no public liquidations channel for delivery futures
|
|
17
|
+
if (filters.every((filter) => filter.channel === 'public_liquidates' && filter.symbols.every((s) => /_USDT_\d{8}$/.test(s)))) {
|
|
18
|
+
throw new Error('Gate.io delivery futures do not support public_liquidates');
|
|
19
|
+
}
|
|
20
|
+
const deliveryContractsFilters = filters
|
|
21
|
+
.filter((filter) => filter.channel !== 'public_liquidates')
|
|
22
|
+
.reduce(this._only((s) => /_USDT_\d{8}$/.test(s)), []);
|
|
23
|
+
if (deliveryContractsFilters.length > 0) {
|
|
24
|
+
yield new GateIOFuturesSingleConnectionRealTimeFeed('wss://fx-ws.gateio.ws/v4/ws/delivery/usdt', 100, exchange, deliveryContractsFilters, timeoutIntervalMS, onError);
|
|
11
25
|
}
|
|
12
26
|
}
|
|
13
27
|
_only(filter) {
|
|
@@ -15,6 +29,11 @@ export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
|
|
|
15
29
|
if (!current.symbols || current.symbols.length === 0) {
|
|
16
30
|
throw new Error('GateIOFuturesRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
|
|
17
31
|
}
|
|
32
|
+
for (const symbol of current.symbols) {
|
|
33
|
+
if (!/_(USD|USDT|USD1)$/.test(symbol) && !/_USDT_\d{8}$/.test(symbol)) {
|
|
34
|
+
throw new Error(`Unsupported Gate.io futures symbol: ${symbol}`);
|
|
35
|
+
}
|
|
36
|
+
}
|
|
18
37
|
const symbols = current.symbols.filter(filter);
|
|
19
38
|
if (symbols.length > 0) {
|
|
20
39
|
prev.push({
|
|
@@ -28,19 +47,23 @@ export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
|
|
|
28
47
|
}
|
|
29
48
|
class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
|
|
30
49
|
wssURL;
|
|
50
|
+
orderBookDepth;
|
|
31
51
|
extraHeaders = { 'X-Gate-Size-Decimal': '1' };
|
|
32
|
-
|
|
52
|
+
bookSequences = new Map();
|
|
53
|
+
constructor(wssURL, orderBookDepth, exchange, filters, timeoutIntervalMS, onError) {
|
|
33
54
|
super(exchange, filters, timeoutIntervalMS, onError);
|
|
34
|
-
this.wssURL =
|
|
55
|
+
this.wssURL = wssURL;
|
|
56
|
+
this.orderBookDepth = orderBookDepth;
|
|
35
57
|
}
|
|
36
58
|
mapToSubscribeMessages(filters) {
|
|
59
|
+
this.bookSequences.clear();
|
|
37
60
|
const payload = filters.flatMap((filter) => {
|
|
38
|
-
if (filter.channel === 'order_book') {
|
|
61
|
+
if (filter.channel === 'order_book' || filter.channel === 'obu') {
|
|
39
62
|
return filter.symbols.map((symbol) => {
|
|
40
63
|
return {
|
|
41
64
|
event: 'subscribe',
|
|
42
65
|
channel: `futures.${filter.channel}`,
|
|
43
|
-
payload: [symbol, '20', '0'],
|
|
66
|
+
payload: filter.channel === 'obu' ? [`ob.${symbol}.${this.orderBookDepth}`] : [symbol, '20', '0'],
|
|
44
67
|
time: Math.floor(new Date().valueOf() / 1000)
|
|
45
68
|
};
|
|
46
69
|
});
|
|
@@ -58,6 +81,18 @@ class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
|
|
|
58
81
|
});
|
|
59
82
|
return payload;
|
|
60
83
|
}
|
|
84
|
+
onMessage(message) {
|
|
85
|
+
if (message.channel !== 'futures.obu' || (message.event !== 'update' && message.event !== 'all')) {
|
|
86
|
+
return;
|
|
87
|
+
}
|
|
88
|
+
const { result } = message;
|
|
89
|
+
const previous = this.bookSequences.get(result.s);
|
|
90
|
+
if (!Number.isSafeInteger(result.u) ||
|
|
91
|
+
(result.full !== true && (previous === undefined || result.U !== previous + 1 || result.u < result.U))) {
|
|
92
|
+
throw new Error(`Gate.io OBU sequence gap for ${result.s}: previous=${previous}, U=${result.U}, u=${result.u}`);
|
|
93
|
+
}
|
|
94
|
+
this.bookSequences.set(result.s, result.u);
|
|
95
|
+
}
|
|
61
96
|
messageIsError(message) {
|
|
62
97
|
if (message.error !== null && message.error !== undefined) {
|
|
63
98
|
return true;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"gateiofutures.js","sourceRoot":"","sources":["../../src/realtimefeeds/gateiofutures.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,gBAAgB,EAAE,+BAA+B,EAAE,MAAM,mBAAmB,CAAA;AAErF,MAAM,OAAO,yBAA0B,SAAQ,+BAA+B;IAClE,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,sBAAsB,GAAG,OAAO,CAAC,MAAM,CAC3C,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,EACtC,EAAsB,CACvB,CAAA;QAED,MAAM,uBAAuB,GAAG,OAAO,CAAC,MAAM,CAC5C,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,
|
|
1
|
+
{"version":3,"file":"gateiofutures.js","sourceRoot":"","sources":["../../src/realtimefeeds/gateiofutures.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,gBAAgB,EAAE,+BAA+B,EAAE,MAAM,mBAAmB,CAAA;AAErF,MAAM,OAAO,yBAA0B,SAAQ,+BAA+B;IAClE,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,sBAAsB,GAAG,OAAO,CAAC,MAAM,CAC3C,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,EACtC,EAAsB,CACvB,CAAA;QAED,MAAM,uBAAuB,GAAG,OAAO,CAAC,MAAM,CAC5C,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,EACrC,EAAsB,CACvB,CAAA;QAED,IAAI,sBAAsB,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YACtC,MAAM,IAAI,yCAAyC,CACjD,kCAAkC,EAClC,GAAG,EACH,QAAQ,EACR,sBAAsB,EACtB,iBAAiB,EACjB,OAAO,CACR,CAAA;QACH,CAAC;QAED,IAAI,uBAAuB,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YACvC,MAAM,IAAI,yCAAyC,CACjD,iCAAiC,EACjC,GAAG,EACH,QAAQ,EACR,uBAAuB,EACvB,iBAAiB,EACjB,OAAO,CACR,CAAA;QACH,CAAC;QAED,MAAM,oBAAoB,GAAG,OAAO,CAAC,MAAM,CACzC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,EACtC,EAAsB,CACvB,CAAA;QACD,IAAI,oBAAoB,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YACpC,MAAM,IAAI,yCAAyC,CACjD,kCAAkC,EAClC,GAAG,EACH,QAAQ,EACR,oBAAoB,EACpB,iBAAiB,EACjB,OAAO,CACR,CAAA;QACH,CAAC;QAED,+DAA+D;QAC/D,IAAI,OAAO,CAAC,KAAK,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,KAAK,mBAAmB,IAAI,MAAM,CAAC,OAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;YAC9H,MAAM,IAAI,KAAK,CAAC,2DAA2D,CAAC,CAAA;QAC9E,CAAC;QACD,MAAM,wBAAwB,GAAG,OAAO;aACrC,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,KAAK,mBAAmB,CAAC;aAC1D,MAAM,CACL,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,EACzC,EAAsB,CACvB,CAAA;QACH,IAAI,wBAAwB,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YACxC,MAAM,IAAI,yCAAyC,CACjD,2CAA2C,EAC3C,GAAG,EACH,QAAQ,EACR,wBAAwB,EACxB,iBAAiB,EACjB,OAAO,CACR,CAAA;QACH,CAAC;IACH,CAAC;IAEO,KAAK,CAAC,MAAmC;QAC/C,OAAO,CAAC,IAAsB,EAAE,OAAuB,EAAE,EAAE;YACzD,IAAI,CAAC,OAAO,CAAC,OAAO,IAAI,OAAO,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACrD,MAAM,IAAI,KAAK,CAAC,+FAA+F,CAAC,CAAA;YAClH,CAAC;YACD,KAAK,MAAM,MAAM,IAAI,OAAO,CAAC,OAAO,EAAE,CAAC;gBACrC,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,cAAc,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC;oBACtE,MAAM,IAAI,KAAK,CAAC,uCAAuC,MAAM,EAAE,CAAC,CAAA;gBAClE,CAAC;YACH,CAAC;YAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,CAAA;YAC9C,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;gBACvB,IAAI,CAAC,IAAI,CAAC;oBACR,OAAO,EAAE,OAAO,CAAC,OAAO;oBACxB,OAAO;iBACR,CAAC,CAAA;YACJ,CAAC;YACD,OAAO,IAAI,CAAA;QACb,CAAC,CAAA;IACH,CAAC;CACF;AAED,MAAM,yCAA0C,SAAQ,gBAAgB;IAKjD;IACF;IALA,YAAY,GAAG,EAAE,qBAAqB,EAAE,GAAG,EAAE,CAAA;IAC/C,aAAa,GAAG,IAAI,GAAG,EAAkB,CAAA;IAE1D,YACqB,MAAc,EAChB,cAAyB,EAC1C,QAAgB,EAChB,OAAyB,EACzB,iBAA0B,EAC1B,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAPjC,WAAM,GAAN,MAAM,CAAQ;QAChB,mBAAc,GAAd,cAAc,CAAW;IAO5C,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,IAAI,CAAC,aAAa,CAAC,KAAK,EAAE,CAAA;QAC1B,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,EAAE;YACzC,IAAI,MAAM,CAAC,OAAO,KAAK,YAAY,IAAI,MAAM,CAAC,OAAO,KAAK,KAAK,EAAE,CAAC;gBAChE,OAAO,MAAM,CAAC,OAAQ,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;oBACpC,OAAO;wBACL,KAAK,EAAE,WAAW;wBAClB,OAAO,EAAE,WAAW,MAAM,CAAC,OAAO,EAAE;wBACpC,OAAO,EAAE,MAAM,CAAC,OAAO,KAAK,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,MAAM,IAAI,IAAI,CAAC,cAAc,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,IAAI,EAAE,GAAG,CAAC;wBACjG,IAAI,EAAE,IAAI,CAAC,KAAK,CAAC,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,IAAI,CAAC;qBAC9C,CAAA;gBACH,CAAC,CAAC,CAAA;YACJ,CAAC;iBAAM,CAAC;gBACN,OAAO;oBACL;wBACE,KAAK,EAAE,WAAW;wBAClB,OAAO,EAAE,WAAW,MAAM,CAAC,OAAO,EAAE;wBACpC,OAAO,EAAE,MAAM,CAAC,OAAO;wBACvB,IAAI,EAAE,IAAI,CAAC,KAAK,CAAC,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,IAAI,CAAC;qBAC9C;iBACF,CAAA;YACH,CAAC;QACH,CAAC,CAAC,CAAA;QAEF,OAAO,OAAO,CAAA;IAChB,CAAC;IAES,SAAS,CAAC,OAAY;QAC9B,IAAI,OAAO,CAAC,OAAO,KAAK,aAAa,IAAI,CAAC,OAAO,CAAC,KAAK,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAK,KAAK,KAAK,CAAC,EAAE,CAAC;YACjG,OAAM;QACR,CAAC;QAED,MAAM,EAAE,MAAM,EAAE,GAAG,OAAO,CAAA;QAC1B,MAAM,QAAQ,GAAG,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,CAAA;QACjD,IACE,CAAC,MAAM,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC,CAAC;YAC/B,CAAC,MAAM,CAAC,IAAI,KAAK,IAAI,IAAI,CAAC,QAAQ,KAAK,SAAS,IAAI,MAAM,CAAC,CAAC,KAAK,QAAQ,GAAG,CAAC,IAAI,MAAM,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,EACtG,CAAC;YACD,MAAM,IAAI,KAAK,CAAC,gCAAgC,MAAM,CAAC,CAAC,cAAc,QAAQ,OAAO,MAAM,CAAC,CAAC,OAAO,MAAM,CAAC,CAAC,EAAE,CAAC,CAAA;QACjH,CAAC;QACD,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC,CAAA;IAC5C,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,IAAI,OAAO,CAAC,KAAK,KAAK,IAAI,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE,CAAC;YAC1D,OAAO,IAAI,CAAA;QACb,CAAC;QAED,OAAO,KAAK,CAAA;IACd,CAAC;CACF"}
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|
@@ -5,7 +5,9 @@ import { Exchange, Filter } from '../types.ts';
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|
|
5
5
|
export type RealTimeFeed = {
|
|
6
6
|
new (exchange: Exchange, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void): RealTimeFeedIterable;
|
|
7
7
|
};
|
|
8
|
-
export type RealTimeFeedIterable =
|
|
8
|
+
export type RealTimeFeedIterable = {
|
|
9
|
+
[Symbol.asyncIterator](): ManagedRealTimeIterator<any>;
|
|
10
|
+
};
|
|
9
11
|
export declare abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
10
12
|
protected readonly _exchange: string;
|
|
11
13
|
private readonly _timeoutIntervalMS;
|
|
@@ -48,15 +50,17 @@ export declare abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
|
48
50
|
private _isConnectionActive;
|
|
49
51
|
private _isConnectionOpen;
|
|
50
52
|
private _closeConnection;
|
|
51
|
-
private _wait;
|
|
52
53
|
}
|
|
53
54
|
export declare abstract class MultiConnectionRealTimeFeedBase implements RealTimeFeedIterable {
|
|
54
55
|
private readonly _exchange;
|
|
55
56
|
private readonly _filters;
|
|
56
57
|
private readonly _timeoutIntervalMS;
|
|
57
58
|
private readonly _onError?;
|
|
59
|
+
private readonly _closeController;
|
|
60
|
+
private _connections?;
|
|
58
61
|
constructor(_exchange: string, _filters: Filter<string>[], _timeoutIntervalMS: number | undefined, _onError?: ((error: Error) => void) | undefined);
|
|
59
62
|
[Symbol.asyncIterator](): ManagedRealTimeIterator<any>;
|
|
63
|
+
private _stream;
|
|
60
64
|
protected abstract _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): IterableIterator<RealTimeFeedIterable>;
|
|
61
65
|
}
|
|
62
66
|
export declare abstract class PoolingClientBase implements RealTimeFeedIterable {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
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|