tardis-machine 18.6.3 → 18.8.1
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.
- package/dist/helpers.d.ts +2 -0
- package/dist/helpers.d.ts.map +1 -1
- package/dist/helpers.js +11 -0
- package/dist/helpers.js.map +1 -1
- package/dist/http/replay.d.ts.map +1 -1
- package/dist/http/replay.js +14 -2
- package/dist/http/replay.js.map +1 -1
- package/dist/http/replaynormalized.d.ts.map +1 -1
- package/dist/http/replaynormalized.js +14 -3
- package/dist/http/replaynormalized.js.map +1 -1
- package/dist/ws/subscriptionsmappers.d.ts.map +1 -1
- package/dist/ws/subscriptionsmappers.js +5 -0
- package/dist/ws/subscriptionsmappers.js.map +1 -1
- package/node_modules/tardis-dev/dist/consts.d.ts +2 -1
- package/node_modules/tardis-dev/dist/consts.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/consts.js +13 -0
- package/node_modules/tardis-dev/dist/consts.js.map +1 -1
- package/node_modules/tardis-dev/dist/downloaddatasets.d.ts +2 -0
- package/node_modules/tardis-dev/dist/downloaddatasets.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/downloaddatasets.js +21 -11
- package/node_modules/tardis-dev/dist/downloaddatasets.js.map +1 -1
- package/node_modules/tardis-dev/dist/handy.d.ts +16 -0
- package/node_modules/tardis-dev/dist/handy.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/handy.js +211 -15
- package/node_modules/tardis-dev/dist/handy.js.map +1 -1
- package/node_modules/tardis-dev/dist/instrumentinfo.d.ts +1 -1
- package/node_modules/tardis-dev/dist/instrumentinfo.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/ascendex.d.ts +4 -4
- package/node_modules/tardis-dev/dist/mappers/aster.d.ts +8 -8
- package/node_modules/tardis-dev/dist/mappers/binance.d.ts +18 -18
- package/node_modules/tardis-dev/dist/mappers/binanceeuropeanoptions.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/bitfinex.d.ts +8 -8
- package/node_modules/tardis-dev/dist/mappers/bitflyer.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/bitget.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/bithumb.d.ts +2 -2
- package/node_modules/tardis-dev/dist/mappers/bitmex.d.ts +2 -2
- package/node_modules/tardis-dev/dist/mappers/bitnomial.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/bitstamp.d.ts +2 -2
- package/node_modules/tardis-dev/dist/mappers/bitvavo.d.ts +3 -3
- package/node_modules/tardis-dev/dist/mappers/blockchaincom.d.ts +2 -2
- package/node_modules/tardis-dev/dist/mappers/bullish.d.ts +5 -5
- package/node_modules/tardis-dev/dist/mappers/bybit.d.ts +10 -10
- package/node_modules/tardis-dev/dist/mappers/bybitspot.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/coinbase.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/coinbasederivatives.d.ts +4 -4
- package/node_modules/tardis-dev/dist/mappers/coinbaseinternational.d.ts +2 -2
- package/node_modules/tardis-dev/dist/mappers/coinflex.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/cryptocom.d.ts +5 -5
- package/node_modules/tardis-dev/dist/mappers/cryptofacilities.d.ts +2 -2
- package/node_modules/tardis-dev/dist/mappers/delta.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/delta_india.d.ts +11 -0
- package/node_modules/tardis-dev/dist/mappers/delta_india.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/delta_india.js +197 -0
- package/node_modules/tardis-dev/dist/mappers/delta_india.js.map +1 -0
- package/node_modules/tardis-dev/dist/mappers/deribit.d.ts +3 -3
- package/node_modules/tardis-dev/dist/mappers/dydx.d.ts +3 -3
- package/node_modules/tardis-dev/dist/mappers/dydxv4.d.ts +4 -4
- package/node_modules/tardis-dev/dist/mappers/ftx.d.ts +8 -8
- package/node_modules/tardis-dev/dist/mappers/gateio.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/gateiofutures.d.ts +4 -4
- package/node_modules/tardis-dev/dist/mappers/gemini.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/huobi.d.ts +26 -26
- package/node_modules/tardis-dev/dist/mappers/hyperliquid.d.ts +3 -3
- package/node_modules/tardis-dev/dist/mappers/hyperliquid.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/hyperliquid.js +11 -5
- package/node_modules/tardis-dev/dist/mappers/hyperliquid.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/index.d.ts +202 -190
- package/node_modules/tardis-dev/dist/mappers/index.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/index.js +2 -1
- package/node_modules/tardis-dev/dist/mappers/index.js.map +1 -1
- package/node_modules/tardis-dev/dist/mappers/kucoin.d.ts +3 -3
- package/node_modules/tardis-dev/dist/mappers/kucoinfutures.d.ts +4 -4
- package/node_modules/tardis-dev/dist/mappers/lighter.d.ts +10 -10
- package/node_modules/tardis-dev/dist/mappers/mexc.d.ts +3 -3
- package/node_modules/tardis-dev/dist/mappers/mexcfutures.d.ts +3 -3
- package/node_modules/tardis-dev/dist/mappers/okex.d.ts +15 -15
- package/node_modules/tardis-dev/dist/mappers/phemex.d.ts +1 -1
- package/node_modules/tardis-dev/dist/mappers/polymarket.d.ts +3 -3
- package/node_modules/tardis-dev/dist/mappers/serum.d.ts +9 -9
- package/node_modules/tardis-dev/dist/mappers/upbit.d.ts +2 -2
- package/node_modules/tardis-dev/dist/realtimefeeds/delta_india.d.ts +32 -0
- package/node_modules/tardis-dev/dist/realtimefeeds/delta_india.d.ts.map +1 -0
- package/node_modules/tardis-dev/dist/realtimefeeds/delta_india.js +117 -0
- package/node_modules/tardis-dev/dist/realtimefeeds/delta_india.js.map +1 -0
- package/node_modules/tardis-dev/dist/realtimefeeds/dydx_v4.d.ts +1 -0
- package/node_modules/tardis-dev/dist/realtimefeeds/dydx_v4.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/dydx_v4.js +1 -0
- package/node_modules/tardis-dev/dist/realtimefeeds/dydx_v4.js.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/index.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/index.js +2 -0
- package/node_modules/tardis-dev/dist/realtimefeeds/index.js.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.d.ts +1 -0
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/node_modules/tardis-dev/dist/realtimefeeds/realtimefeed.js +3 -1
- 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 +14 -0
- package/node_modules/tardis-dev/src/downloaddatasets.ts +31 -12
- package/node_modules/tardis-dev/src/handy.ts +261 -14
- package/node_modules/tardis-dev/src/instrumentinfo.ts +1 -1
- package/node_modules/tardis-dev/src/mappers/delta_india.ts +290 -0
- package/node_modules/tardis-dev/src/mappers/hyperliquid.ts +14 -6
- package/node_modules/tardis-dev/src/mappers/index.ts +2 -0
- package/node_modules/tardis-dev/src/realtimefeeds/delta_india.ts +131 -0
- package/node_modules/tardis-dev/src/realtimefeeds/dydx_v4.ts +1 -0
- package/node_modules/tardis-dev/src/realtimefeeds/index.ts +2 -0
- package/node_modules/tardis-dev/src/realtimefeeds/realtimefeed.ts +2 -1
- package/package.json +2 -2
- package/src/helpers.ts +15 -0
- package/src/http/replay.ts +17 -2
- package/src/http/replaynormalized.ts +23 -3
- package/src/ws/subscriptionsmappers.ts +6 -0
package/dist/helpers.d.ts
CHANGED
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@@ -1,3 +1,4 @@
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1
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import type { OutgoingMessage } from 'node:http';
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import { ComputableFactory, Disconnect, MapperFactory, NormalizedData, ReplayNormalizedOptions, StreamNormalizedOptions } from 'tardis-dev';
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export type WithDataType = {
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dataTypes: string[];
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@@ -12,4 +13,5 @@ export declare function getNormalizers(dataTypes: string[]): IterableIterator<Ma
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export declare function constructDataTypeFilter(options: (ReplayNormalizedOptionsWithDataType | StreamNormalizedOptionsWithDataType)[]): (message: NormalizedData | Disconnect) => any;
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export declare function getComputables(dataTypes: string[]): ComputableFactory<any>[];
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export declare const wait: (delayMS: number) => Promise<unknown>;
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export declare const responseDrainedOrClosed: (res: OutgoingMessage) => Promise<void>;
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//# sourceMappingURL=helpers.d.ts.map
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package/dist/helpers.d.ts.map
CHANGED
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{"version":3,"file":"helpers.d.ts","sourceRoot":"","sources":["../src/helpers.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,iBAAiB,EAGjB,UAAU,EACV,aAAa,EAEb,cAAc,EAKd,uBAAuB,EACvB,uBAAuB,EAExB,MAAM,YAAY,CAAA;AAEnB,MAAM,MAAM,YAAY,GAAG;IACzB,SAAS,EAAE,MAAM,EAAE,CAAA;CACpB,CAAA;AAED,MAAM,MAAM,mCAAmC,GAAG,uBAAuB,CAAC,GAAG,EAAE,GAAG,CAAC,GAAG,YAAY,CAAA;AAElG,MAAM,MAAM,8BAA8B,GAAG,mCAAmC,GAAG,mCAAmC,EAAE,CAAA;AAExH,MAAM,MAAM,mCAAmC,GAAG,uBAAuB,CAAC,GAAG,EAAE,GAAG,CAAC,GAAG,YAAY,GAAG;IAAE,iBAAiB,CAAC,EAAE,OAAO,CAAA;CAAE,CAAA;AAEpI,MAAM,MAAM,8BAA8B,GAAG,mCAAmC,GAAG,mCAAmC,EAAE,CAAA;AAExH,wBAAiB,cAAc,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,gBAAgB,CAAC,aAAa,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,CA0B9F;AAmBD,wBAAgB,uBAAuB,CAAC,OAAO,EAAE,CAAC,mCAAmC,GAAG,mCAAmC,CAAC,EAAE,IAapH,SAAS,cAAc,GAAG,UAAU,SAO7C;AAwCD,wBAAgB,cAAc,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,iBAAiB,CAAC,GAAG,CAAC,EAAE,CAkB5E;AAmGD,eAAO,MAAM,IAAI,GAAI,SAAS,MAAM,qBAA2D,CAAA"}
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+
{"version":3,"file":"helpers.d.ts","sourceRoot":"","sources":["../src/helpers.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,WAAW,CAAA;AAChD,OAAO,EACL,iBAAiB,EAGjB,UAAU,EACV,aAAa,EAEb,cAAc,EAKd,uBAAuB,EACvB,uBAAuB,EAExB,MAAM,YAAY,CAAA;AAEnB,MAAM,MAAM,YAAY,GAAG;IACzB,SAAS,EAAE,MAAM,EAAE,CAAA;CACpB,CAAA;AAED,MAAM,MAAM,mCAAmC,GAAG,uBAAuB,CAAC,GAAG,EAAE,GAAG,CAAC,GAAG,YAAY,CAAA;AAElG,MAAM,MAAM,8BAA8B,GAAG,mCAAmC,GAAG,mCAAmC,EAAE,CAAA;AAExH,MAAM,MAAM,mCAAmC,GAAG,uBAAuB,CAAC,GAAG,EAAE,GAAG,CAAC,GAAG,YAAY,GAAG;IAAE,iBAAiB,CAAC,EAAE,OAAO,CAAA;CAAE,CAAA;AAEpI,MAAM,MAAM,8BAA8B,GAAG,mCAAmC,GAAG,mCAAmC,EAAE,CAAA;AAExH,wBAAiB,cAAc,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,gBAAgB,CAAC,aAAa,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC,CA0B9F;AAmBD,wBAAgB,uBAAuB,CAAC,OAAO,EAAE,CAAC,mCAAmC,GAAG,mCAAmC,CAAC,EAAE,IAapH,SAAS,cAAc,GAAG,UAAU,SAO7C;AAwCD,wBAAgB,cAAc,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,iBAAiB,CAAC,GAAG,CAAC,EAAE,CAkB5E;AAmGD,eAAO,MAAM,IAAI,GAAI,SAAS,MAAM,qBAA2D,CAAA;AAI/F,eAAO,MAAM,uBAAuB,GAAI,KAAK,eAAe,kBAUxD,CAAA"}
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package/dist/helpers.js
CHANGED
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@@ -183,6 +183,17 @@ function parseAsQuoteComputable(dataType) {
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throw new Error(`invalid data type: ${dataType}`);
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}
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export const wait = (delayMS) => new Promise((resolve) => setTimeout(resolve, delayMS));
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// 'drain' is never emitted after the client disconnects, so also stop waiting on 'close';
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// both listeners are removed on either event, so repeated waits keep nothing alive
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export const responseDrainedOrClosed = (res) => new Promise((resolve) => {
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const done = () => {
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res.off('drain', done);
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res.off('close', done);
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resolve();
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};
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res.on('drain', done);
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res.on('close', done);
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});
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const oldToISOString = Date.prototype.toISOString;
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// if Date provides microseconds add those to ISO date
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Date.prototype.toISOString = function () {
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package/dist/helpers.js.map
CHANGED
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@@ -1 +1 @@
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{"version":3,"file":"helpers.js","sourceRoot":"","sources":["../src/helpers.ts"],"names":[],"mappings":"
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+
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|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../../src/http/replay.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../../src/http/replay.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,eAAe,EAAmB,cAAc,EAAE,MAAM,WAAW,CAAA;AAKjF,eAAO,MAAM,UAAU,GAAU,KAAK,eAAe,EAAE,KAAK,cAAc,kBAiCzE,CAAA"}
|
package/dist/http/replay.js
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { once } from 'node:events';
|
|
2
1
|
import { replay } from 'tardis-dev';
|
|
3
2
|
import { debug } from "../debug.js";
|
|
3
|
+
import { responseDrainedOrClosed } from "../helpers.js";
|
|
4
4
|
export const replayHttp = async (req, res) => {
|
|
5
5
|
try {
|
|
6
6
|
const startTimestamp = new Date().getTime();
|
|
@@ -36,8 +36,17 @@ async function writeMessagesToResponse(res, replayOptions) {
|
|
|
36
36
|
res.setHeader('Content-Type', 'application/x-json-stream');
|
|
37
37
|
let buffers = [];
|
|
38
38
|
let totalMessagesCount = 0;
|
|
39
|
+
// 'close' is emitted when the response completes or when the client disconnects before that
|
|
40
|
+
let responseClosed = false;
|
|
41
|
+
res.once('close', () => {
|
|
42
|
+
responseClosed = true;
|
|
43
|
+
});
|
|
39
44
|
const messages = replay({ ...replayOptions, skipDecoding: true });
|
|
40
45
|
for await (let messageWithTimestamp of messages) {
|
|
46
|
+
// stop the replay when the client has disconnected
|
|
47
|
+
if (responseClosed) {
|
|
48
|
+
break;
|
|
49
|
+
}
|
|
41
50
|
totalMessagesCount++;
|
|
42
51
|
if (messageWithTimestamp === undefined) {
|
|
43
52
|
// if received message is undefined (disconnect)
|
|
@@ -53,7 +62,10 @@ async function writeMessagesToResponse(res, replayOptions) {
|
|
|
53
62
|
const ok = res.write(Buffer.concat(buffers));
|
|
54
63
|
buffers = [];
|
|
55
64
|
if (!ok) {
|
|
56
|
-
await
|
|
65
|
+
await responseDrainedOrClosed(res);
|
|
66
|
+
if (responseClosed) {
|
|
67
|
+
break;
|
|
68
|
+
}
|
|
57
69
|
}
|
|
58
70
|
}
|
|
59
71
|
}
|
package/dist/http/replay.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"replay.js","sourceRoot":"","sources":["../../src/http/replay.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"replay.js","sourceRoot":"","sources":["../../src/http/replay.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAiB,MAAM,YAAY,CAAA;AAClD,OAAO,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AACnC,OAAO,EAAE,uBAAuB,EAAE,MAAM,eAAe,CAAA;AAEvD,MAAM,CAAC,MAAM,UAAU,GAAG,KAAK,EAAE,GAAoB,EAAE,GAAmB,EAAE,EAAE;IAC5E,IAAI,CAAC;QACH,MAAM,cAAc,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAA;QAC3C,MAAM,UAAU,GAAG,IAAI,GAAG,CAAC,GAAG,CAAC,GAAI,EAAE,kBAAkB,CAAC,CAAA;QACxD,MAAM,aAAa,GAAG,UAAU,CAAC,YAAY,CAAC,GAAG,CAAC,SAAS,CAAC,IAAI,SAAS,CAAA;QACzE,MAAM,aAAa,GAAG,IAAI,CAAC,KAAK,CAAC,aAAuB,CAAiC,CAAA;QAEzF,KAAK,CAAC,0CAA0C,EAAE,aAAa,CAAC,CAAA;QAEhE,MAAM,qBAAqB,GAAG,MAAM,uBAAuB,CAAC,GAAG,EAAE,aAAa,CAAC,CAAA;QAC/E,MAAM,YAAY,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAA;QAEzC,KAAK,CACH,sFAAsF,EACtF,aAAa,EACb,CAAC,YAAY,GAAG,cAAc,CAAC,GAAG,IAAI,EACtC,qBAAqB,CACtB,CAAA;IACH,CAAC;IAAC,OAAO,CAAM,EAAE,CAAC;QAChB,MAAM,SAAS,GAAG;YAChB,YAAY,EAAE,CAAC,CAAC,YAAY;YAC5B,OAAO,EAAE,CAAC,CAAC,OAAO;YAClB,GAAG,EAAE,CAAC,CAAC,GAAG;SACX,CAAA;QAED,KAAK,CAAC,+BAA+B,EAAE,CAAC,CAAC,CAAA;QACzC,OAAO,CAAC,KAAK,CAAC,4BAA4B,EAAE,CAAC,CAAC,CAAA;QAE9C,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC;YAClB,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,MAAM,IAAI,GAAG,CAAA;YAChC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,CAAC,CAAA;QACpC,CAAC;IACH,CAAC;AACH,CAAC,CAAA;AAED,KAAK,UAAU,uBAAuB,CAAC,GAAoB,EAAE,aAA2C;IACtG,MAAM,oBAAoB,GAAG,MAAM,CAAC,IAAI,CAAC,qBAAqB,CAAC,CAAA;IAC/D,MAAM,oBAAoB,GAAG,MAAM,CAAC,IAAI,CAAC,cAAc,CAAC,CAAA;IACxD,MAAM,oBAAoB,GAAG,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;IAC/C,MAAM,aAAa,GAAG,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;IACvC,MAAM,UAAU,GAAG,EAAE,CAAA;IAErB,gFAAgF;IAChF,GAAG,CAAC,SAAS,CAAC,cAAc,EAAE,2BAA2B,CAAC,CAAA;IAE1D,IAAI,OAAO,GAAa,EAAE,CAAA;IAC1B,IAAI,kBAAkB,GAAG,CAAC,CAAA;IAE1B,4FAA4F;IAC5F,IAAI,cAAc,GAAG,KAAK,CAAA;IAC1B,GAAG,CAAC,IAAI,CAAC,OAAO,EAAE,GAAG,EAAE;QACrB,cAAc,GAAG,IAAI,CAAA;IACvB,CAAC,CAAC,CAAA;IAEF,MAAM,QAAQ,GAAG,MAAM,CAAC,EAAE,GAAG,aAAa,EAAE,YAAY,EAAE,IAAI,EAAE,CAAC,CAAA;IAEjE,IAAI,KAAK,EAAE,IAAI,oBAAoB,IAAI,QAAQ,EAAE,CAAC;QAChD,mDAAmD;QACnD,IAAI,cAAc,EAAE,CAAC;YACnB,MAAK;QACP,CAAC;QAED,kBAAkB,EAAE,CAAA;QAEpB,IAAI,oBAAoB,KAAK,SAAS,EAAE,CAAC;YACvC,iDAAiD;YACjD,wBAAwB;YACxB,OAAO,CAAC,IAAI,CAAC,aAAa,CAAC,CAAA;QAC7B,CAAC;aAAM,CAAC;YACN,wDAAwD;YACxD,2FAA2F;YAC3F,kJAAkJ;YAClJ,OAAO,CAAC,IAAI,CACV,oBAAoB,EACpB,oBAAoB,CAAC,cAAc,EACnC,oBAAoB,EACpB,oBAAoB,CAAC,OAAO,EAC5B,oBAAoB,CACrB,CAAA;YAED,IAAI,OAAO,CAAC,MAAM,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;gBACrC,MAAM,EAAE,GAAG,GAAG,CAAC,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,CAAA;gBAC5C,OAAO,GAAG,EAAE,CAAA;gBAEZ,IAAI,CAAC,EAAE,EAAE,CAAC;oBACR,MAAM,uBAAuB,CAAC,GAAG,CAAC,CAAA;oBAElC,IAAI,cAAc,EAAE,CAAC;wBACnB,MAAK;oBACP,CAAC;gBACH,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IAED,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACvB,GAAG,CAAC,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,CAAA;QACjC,OAAO,GAAG,EAAE,CAAA;IACd,CAAC;IAED,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IAEX,OAAO,kBAAkB,CAAA;AAC3B,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"replaynormalized.d.ts","sourceRoot":"","sources":["../../src/http/replaynormalized.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"replaynormalized.d.ts","sourceRoot":"","sources":["../../src/http/replaynormalized.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,eAAe,EAAmB,cAAc,EAAE,MAAM,WAAW,CAAA;AAWjF,eAAO,MAAM,oBAAoB,GAAU,KAAK,eAAe,EAAE,KAAK,cAAc,kBAiCnF,CAAA"}
|
|
@@ -1,7 +1,6 @@
|
|
|
1
|
-
import { once } from 'node:events';
|
|
2
1
|
import { combine, compute, replayNormalized } from 'tardis-dev';
|
|
3
2
|
import { debug } from "../debug.js";
|
|
4
|
-
import { constructDataTypeFilter, getComputables, getNormalizers } from "../helpers.js";
|
|
3
|
+
import { constructDataTypeFilter, getComputables, getNormalizers, responseDrainedOrClosed } from "../helpers.js";
|
|
5
4
|
export const replayNormalizedHttp = async (req, res) => {
|
|
6
5
|
try {
|
|
7
6
|
const startTimestamp = new Date().getTime();
|
|
@@ -32,6 +31,11 @@ async function writeMessagesToResponse(res, options) {
|
|
|
32
31
|
res.setHeader('Content-Type', 'application/x-json-stream');
|
|
33
32
|
let buffers = [];
|
|
34
33
|
let totalMessagesCount = 0;
|
|
34
|
+
// 'close' is emitted when the response completes or when the client disconnects before that
|
|
35
|
+
let responseClosed = false;
|
|
36
|
+
res.once('close', () => {
|
|
37
|
+
responseClosed = true;
|
|
38
|
+
});
|
|
35
39
|
const replayNormalizedOptions = Array.isArray(options) ? options : [options];
|
|
36
40
|
const messagesIterables = replayNormalizedOptions.map((option) => {
|
|
37
41
|
// let's map from provided options to options and normalizers that needs to be added for dataTypes provided in options
|
|
@@ -46,6 +50,10 @@ async function writeMessagesToResponse(res, options) {
|
|
|
46
50
|
const filterByDataType = constructDataTypeFilter(replayNormalizedOptions);
|
|
47
51
|
const messages = messagesIterables.length === 1 ? messagesIterables[0] : combine(...messagesIterables);
|
|
48
52
|
for await (const message of messages) {
|
|
53
|
+
// stop the replay when the client has disconnected
|
|
54
|
+
if (responseClosed) {
|
|
55
|
+
break;
|
|
56
|
+
}
|
|
49
57
|
// filter out messages not explicitly requested via options.dataTypes
|
|
50
58
|
// eg.: return only book_snapshots when someone asked only for those
|
|
51
59
|
// as by default also book_changes are returned as well
|
|
@@ -58,7 +66,10 @@ async function writeMessagesToResponse(res, options) {
|
|
|
58
66
|
const ok = res.write(`${buffers.join('\n')}\n`);
|
|
59
67
|
buffers = [];
|
|
60
68
|
if (!ok) {
|
|
61
|
-
await
|
|
69
|
+
await responseDrainedOrClosed(res);
|
|
70
|
+
if (responseClosed) {
|
|
71
|
+
break;
|
|
72
|
+
}
|
|
62
73
|
}
|
|
63
74
|
}
|
|
64
75
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"replaynormalized.js","sourceRoot":"","sources":["../../src/http/replaynormalized.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"replaynormalized.js","sourceRoot":"","sources":["../../src/http/replaynormalized.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,OAAO,EAAE,gBAAgB,EAAE,MAAM,YAAY,CAAA;AAC/D,OAAO,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AACnC,OAAO,EACL,uBAAuB,EACvB,cAAc,EACd,cAAc,EAEd,uBAAuB,EACxB,MAAM,eAAe,CAAA;AAEtB,MAAM,CAAC,MAAM,oBAAoB,GAAG,KAAK,EAAE,GAAoB,EAAE,GAAmB,EAAE,EAAE;IACtF,IAAI,CAAC;QACH,MAAM,cAAc,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAA;QAC3C,MAAM,UAAU,GAAG,IAAI,GAAG,CAAC,GAAG,CAAC,GAAI,EAAE,kBAAkB,CAAC,CAAA;QACxD,MAAM,aAAa,GAAG,UAAU,CAAC,YAAY,CAAC,GAAG,CAAC,SAAS,CAAC,IAAI,SAAS,CAAA;QACzE,MAAM,uBAAuB,GAAG,IAAI,CAAC,KAAK,CAAC,aAAuB,CAAmC,CAAA;QAErG,KAAK,CAAC,qDAAqD,EAAE,uBAAuB,CAAC,CAAA;QAErF,MAAM,qBAAqB,GAAG,MAAM,uBAAuB,CAAC,GAAG,EAAE,uBAAuB,CAAC,CAAA;QACzF,MAAM,YAAY,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAA;QAEzC,KAAK,CACH,kGAAkG,EAClG,uBAAuB,EACvB,CAAC,YAAY,GAAG,cAAc,CAAC,GAAG,IAAI,EACtC,qBAAqB,CACtB,CAAA;IACH,CAAC;IAAC,OAAO,CAAM,EAAE,CAAC;QAChB,MAAM,SAAS,GAAG;YAChB,YAAY,EAAE,CAAC,CAAC,YAAY;YAC5B,OAAO,EAAE,CAAC,CAAC,OAAO;YAClB,GAAG,EAAE,CAAC,CAAC,GAAG;SACX,CAAA;QAED,KAAK,CAAC,0CAA0C,EAAE,CAAC,CAAC,CAAA;QACpD,OAAO,CAAC,KAAK,CAAC,uCAAuC,EAAE,CAAC,CAAC,CAAA;QAEzD,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC;YAClB,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC,MAAM,IAAI,GAAG,CAAA;YAChC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,CAAC,CAAA;QACpC,CAAC;IACH,CAAC;AACH,CAAC,CAAA;AAED,KAAK,UAAU,uBAAuB,CAAC,GAAoB,EAAE,OAAuC;IAClG,MAAM,UAAU,GAAG,EAAE,CAAA;IAErB,GAAG,CAAC,SAAS,CAAC,cAAc,EAAE,2BAA2B,CAAC,CAAA;IAE1D,IAAI,OAAO,GAAa,EAAE,CAAA;IAC1B,IAAI,kBAAkB,GAAG,CAAC,CAAA;IAE1B,4FAA4F;IAC5F,IAAI,cAAc,GAAG,KAAK,CAAA;IAC1B,GAAG,CAAC,IAAI,CAAC,OAAO,EAAE,GAAG,EAAE;QACrB,cAAc,GAAG,IAAI,CAAA;IACvB,CAAC,CAAC,CAAA;IAEF,MAAM,uBAAuB,GAAG,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAA;IAE5E,MAAM,iBAAiB,GAAG,uBAAuB,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;QAC/D,sHAAsH;QACtH,MAAM,QAAQ,GAAG,gBAAgB,CAAC,MAAM,EAAE,GAAG,cAAc,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,CAAA;QAC9E,qEAAqE;QACrE,MAAM,WAAW,GAAG,cAAc,CAAC,MAAM,CAAC,SAAS,CAAC,CAAA;QAEpD,IAAI,WAAW,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YAC3B,OAAO,OAAO,CAAC,QAAQ,EAAE,GAAG,WAAW,CAAC,CAAA;QAC1C,CAAC;QAED,OAAO,QAAQ,CAAA;IACjB,CAAC,CAAC,CAAA;IAEF,MAAM,gBAAgB,GAAG,uBAAuB,CAAC,uBAAuB,CAAC,CAAA;IAEzE,MAAM,QAAQ,GAAG,iBAAiB,CAAC,MAAM,KAAK,CAAC,CAAC,CAAC,CAAC,iBAAiB,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,iBAAiB,CAAC,CAAA;IAEtG,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,QAAQ,EAAE,CAAC;QACrC,mDAAmD;QACnD,IAAI,cAAc,EAAE,CAAC;YACnB,MAAK;QACP,CAAC;QAED,qEAAqE;QACrE,oEAAoE;QACpE,uDAAuD;QACvD,IAAI,gBAAgB,CAAC,OAAO,CAAC,KAAK,KAAK,EAAE,CAAC;YACxC,SAAQ;QACV,CAAC;QAED,kBAAkB,EAAE,CAAA;QAEpB,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAA;QAErC,IAAI,OAAO,CAAC,MAAM,KAAK,UAAU,EAAE,CAAC;YAClC,MAAM,EAAE,GAAG,GAAG,CAAC,KAAK,CAAC,GAAG,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;YAC/C,OAAO,GAAG,EAAE,CAAA;YAEZ,IAAI,CAAC,EAAE,EAAE,CAAC;gBACR,MAAM,uBAAuB,CAAC,GAAG,CAAC,CAAA;gBAElC,IAAI,cAAc,EAAE,CAAC;oBACnB,MAAK;gBACP,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IAED,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACvB,GAAG,CAAC,KAAK,CAAC,GAAG,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;QACpC,OAAO,GAAG,EAAE,CAAA;IACd,CAAC;IAED,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,CAAA;IAEX,OAAO,kBAAkB,CAAA;AAC3B,CAAC"}
|
|
@@ -1 +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;
|
|
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;AAo0BlD,eAAO,MAAM,oBAAoB,EAAE,MAAM,CAAC,QAAQ,EAAE,kBAAkB,CAuErE,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"}
|
|
@@ -352,6 +352,10 @@ const deltaMapper = {
|
|
|
352
352
|
});
|
|
353
353
|
}
|
|
354
354
|
};
|
|
355
|
+
const deltaIndiaMapper = {
|
|
356
|
+
canHandle: (message) => message.type === 'subscribe',
|
|
357
|
+
map: (message) => message.payload.channels.map((channel) => ({ channel: channel.name, symbols: channel.symbols }))
|
|
358
|
+
};
|
|
355
359
|
const gateIOMapper = {
|
|
356
360
|
canHandle: (message) => {
|
|
357
361
|
return message.method !== undefined && message.method.endsWith('.subscribe');
|
|
@@ -742,6 +746,7 @@ export const subscriptionsMappers = {
|
|
|
742
746
|
coinflex: coinflexMapper,
|
|
743
747
|
phemex: phemexMapper,
|
|
744
748
|
delta: deltaMapper,
|
|
749
|
+
'delta-india': deltaIndiaMapper,
|
|
745
750
|
'gate-io': gateIOMapper,
|
|
746
751
|
'gate-io-futures': gateIOFuturesMapper,
|
|
747
752
|
poloniex: poloniexMapper,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
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1
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+
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@@ -1,4 +1,4 @@
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1
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-
export declare const EXCHANGES: readonly ["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"];
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1
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+
export declare const EXCHANGES: readonly ["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", "delta-india", "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"];
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2
2
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export declare const EXCHANGE_CHANNELS_INFO: {
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3
3
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aster: readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker"];
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4
4
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'aster-futures': readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "markPrice", "forceOrder", "assetIndex", "openInterest"];
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@@ -41,6 +41,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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41
41
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coinflex: readonly ["futures/depth", "trade", "ticker"];
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42
42
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phemex: readonly ["book", "orderbook_p", "trades", "trades_p", "market24h", "spot_market24h", "perp_market24h_pack_p"];
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43
43
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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"];
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44
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+
'delta-india': readonly ["trades", "ob_updates", "ob_l1", "ticker", "mark_price", "funding_rate", "spot_price", "product_updates", "system_status"];
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44
45
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'gate-io': readonly ["trades", "depth", "ticker", "book_ticker", "order_book_update", "obu"];
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45
46
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'gate-io-futures': readonly ["trades", "order_book", "tickers", "book_ticker", "obu", "public_liquidates"];
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46
47
|
'mexc-futures': readonly ["push.deal", "push.depth", "push.depth.snapshot", "push.ticker", "push.index.price", "push.fair.price", "push.funding.rate", "push.contract"];
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,
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1
|
+
{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,08BAuEZ,CAAA;AA4iBV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAuElC,CAAA"}
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@@ -35,6 +35,7 @@ export const EXCHANGES = [
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35
35
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'bybit-spread',
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36
36
|
'phemex',
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37
37
|
'delta',
|
|
38
|
+
'delta-india',
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|
38
39
|
'ftx-us',
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|
39
40
|
'binance-us',
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40
41
|
'gate-io-futures',
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@@ -439,6 +440,17 @@ const DELTA_CHANNELS = [
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439
440
|
'l2_updates',
|
|
440
441
|
'spot_30mtwap_price'
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|
441
442
|
];
|
|
443
|
+
const DELTA_INDIA_CHANNELS = [
|
|
444
|
+
'trades',
|
|
445
|
+
'ob_updates',
|
|
446
|
+
'ob_l1',
|
|
447
|
+
'ticker',
|
|
448
|
+
'mark_price',
|
|
449
|
+
'funding_rate',
|
|
450
|
+
'spot_price',
|
|
451
|
+
'product_updates',
|
|
452
|
+
'system_status'
|
|
453
|
+
];
|
|
442
454
|
const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker', 'book_ticker', 'order_book_update', 'obu'];
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|
443
455
|
const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker', 'obu', 'public_liquidates'];
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|
444
456
|
const MEXC_FUTURES_CHANNELS = [
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@@ -600,6 +612,7 @@ export const EXCHANGE_CHANNELS_INFO = {
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600
612
|
coinflex: COINFLEX_CHANNELS,
|
|
601
613
|
phemex: PHEMEX_CHANNELS,
|
|
602
614
|
delta: DELTA_CHANNELS,
|
|
615
|
+
'delta-india': DELTA_INDIA_CHANNELS,
|
|
603
616
|
'gate-io': GATE_IO_CHANNELS,
|
|
604
617
|
'gate-io-futures': GATE_IO_FUTURES_CHANNELS,
|
|
605
618
|
'mexc-futures': MEXC_FUTURES_CHANNELS,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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@@ -20,6 +20,8 @@ type DownloadDatasetsOptions = {
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downloadDir?: string;
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getFilename?: (options: GetFilenameOptions) => string;
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skipIfExists?: boolean;
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23
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+
verifyMd5?: boolean;
|
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+
concurrency?: number;
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25
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};
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export {};
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//# sourceMappingURL=downloaddatasets.d.ts.map
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@@ -1 +1 @@
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1
|
-
{"version":3,"file":"downloaddatasets.d.ts","sourceRoot":"","sources":["../src/downloaddatasets.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAA;AAIlD,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AAOrC,wBAAsB,gBAAgB,CAAC,uBAAuB,EAAE,uBAAuB,
|
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1
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+
{"version":3,"file":"downloaddatasets.d.ts","sourceRoot":"","sources":["../src/downloaddatasets.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAA;AAIlD,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AAOrC,wBAAsB,gBAAgB,CAAC,uBAAuB,EAAE,uBAAuB,iBA8FtF;AA+DD,wBAAgB,mBAAmB,CAAC,CAAC,EAAE,MAAM,UAE5C;AA6BD,KAAK,kBAAkB,GAAG;IACxB,QAAQ,EAAE,QAAQ,CAAA;IAClB,QAAQ,EAAE,WAAW,CAAA;IACrB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,IAAI,CAAA;IACV,MAAM,EAAE,MAAM,CAAA;CACf,CAAA;AAED,KAAK,uBAAuB,GAAG;IAC7B,QAAQ,EAAE,QAAQ,CAAA;IAClB,SAAS,EAAE,WAAW,EAAE,CAAA;IACxB,OAAO,EAAE,MAAM,EAAE,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;IACV,MAAM,CAAC,EAAE,KAAK,CAAA;IACd,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,WAAW,CAAC,EAAE,CAAC,OAAO,EAAE,kBAAkB,KAAK,MAAM,CAAA;IACrD,YAAY,CAAC,EAAE,OAAO,CAAA;IACtB,SAAS,CAAC,EAAE,OAAO,CAAA;IACnB,WAAW,CAAC,EAAE,MAAM,CAAA;CACrB,CAAA"}
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@@ -1,9 +1,9 @@
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1
1
|
import { existsSync } from 'node:fs';
|
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2
2
|
import { debug } from "./debug.js";
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3
3
|
import { forEachConcurrent } from "./foreachconcurrent.js";
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4
|
-
import { addDays, doubleDigit,
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4
|
+
import { addDays, doubleDigit, downloadDatasetFile, parseAsUTCDate, RequestSlots, sequence } from "./handy.js";
|
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5
5
|
import { getOptions } from "./options.js";
|
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6
|
-
const
|
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6
|
+
const DEFAULT_CONCURRENCY = 20;
|
|
7
7
|
const MILLISECONDS_IN_SINGLE_DAY = 24 * 60 * 60 * 1000;
|
|
8
8
|
const DEFAULT_DOWNLOAD_DIR = './datasets';
|
|
9
9
|
const DATASET_DOWNLOAD_ATTEMPT_TIMEOUT_MS = 120_000;
|
|
@@ -15,6 +15,12 @@ export async function downloadDatasets(downloadDatasetsOptions) {
|
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|
15
15
|
const format = downloadDatasetsOptions.format !== undefined ? downloadDatasetsOptions.format : 'csv';
|
|
16
16
|
const getFilename = downloadDatasetsOptions.getFilename !== undefined ? downloadDatasetsOptions.getFilename : getFilenameDefault;
|
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17
17
|
const skipIfExists = downloadDatasetsOptions.skipIfExists === undefined ? true : downloadDatasetsOptions.skipIfExists;
|
|
18
|
+
const verifyMd5 = downloadDatasetsOptions.verifyMd5 === true;
|
|
19
|
+
const concurrency = downloadDatasetsOptions.concurrency !== undefined ? downloadDatasetsOptions.concurrency : DEFAULT_CONCURRENCY;
|
|
20
|
+
if (concurrency < 1) {
|
|
21
|
+
throw new Error('Invalid "concurrency" argument. Please provide value greater than 0.');
|
|
22
|
+
}
|
|
23
|
+
const requestSlots = new RequestSlots(concurrency);
|
|
18
24
|
// in case someone provided 'api/exchange' symbol, transform it to symbol that is accepted by datasets API
|
|
19
25
|
const datasetsSymbols = symbols.map((s) => s.replace(/\/|:/g, '-').toUpperCase());
|
|
20
26
|
for (const symbol of datasetsSymbols) {
|
|
@@ -34,8 +40,9 @@ export async function downloadDatasets(downloadDatasetsOptions) {
|
|
|
34
40
|
dataType,
|
|
35
41
|
format,
|
|
36
42
|
getFilename,
|
|
43
|
+
verifyMd5,
|
|
37
44
|
date: addDays(startDate, daysCountToFetch - 1)
|
|
38
|
-
}), skipIfExists);
|
|
45
|
+
}), skipIfExists, requestSlots);
|
|
39
46
|
}
|
|
40
47
|
// then download the first day of the range, validates is API key has access to the start range of requested data
|
|
41
48
|
await downloadDataSet(getDownloadOptions({
|
|
@@ -48,11 +55,12 @@ export async function downloadDatasets(downloadDatasetsOptions) {
|
|
|
48
55
|
dataType,
|
|
49
56
|
format,
|
|
50
57
|
getFilename,
|
|
58
|
+
verifyMd5,
|
|
51
59
|
date: startDate
|
|
52
|
-
}), skipIfExists);
|
|
53
|
-
// download the rest concurrently up to the
|
|
60
|
+
}), skipIfExists, requestSlots);
|
|
61
|
+
// download the rest concurrently up to the concurrency limit
|
|
54
62
|
await forEachConcurrent(sequence(daysCountToFetch - 1, 1), // this will produce Iterable sequence from 1 to daysCountToFetch - 1 (as we already downloaded data for the first and last day)
|
|
55
|
-
|
|
63
|
+
concurrency, (offset) => downloadDataSet(getDownloadOptions({
|
|
56
64
|
exchange,
|
|
57
65
|
symbol,
|
|
58
66
|
apiKey,
|
|
@@ -62,23 +70,24 @@ export async function downloadDatasets(downloadDatasetsOptions) {
|
|
|
62
70
|
dataType,
|
|
63
71
|
format,
|
|
64
72
|
getFilename,
|
|
73
|
+
verifyMd5,
|
|
65
74
|
date: addDays(startDate, offset)
|
|
66
|
-
}), skipIfExists));
|
|
75
|
+
}), skipIfExists, requestSlots));
|
|
67
76
|
const elapsedSeconds = (new Date().valueOf() - startTimestamp) / 1000;
|
|
68
77
|
debug('dataset download finished for %s %s %s from %s to %s, time: %s seconds', exchange, dataType, symbol, from, to, elapsedSeconds);
|
|
69
78
|
}
|
|
70
79
|
}
|
|
71
80
|
}
|
|
72
|
-
async function downloadDataSet(downloadOptions, skipIfExists) {
|
|
81
|
+
async function downloadDataSet(downloadOptions, skipIfExists, requestSlots) {
|
|
73
82
|
if (skipIfExists && existsSync(downloadOptions.downloadPath)) {
|
|
74
83
|
debug('dataset %s already exists, skipping download', downloadOptions.downloadPath);
|
|
75
84
|
return;
|
|
76
85
|
}
|
|
77
86
|
else {
|
|
78
|
-
return await
|
|
87
|
+
return await downloadDatasetFile({ ...downloadOptions, requestSlots });
|
|
79
88
|
}
|
|
80
89
|
}
|
|
81
|
-
function getDownloadOptions({ apiKey, datasetsEndpoint, userAgent, exchange, dataType, date, symbol, format, downloadDir, getFilename }) {
|
|
90
|
+
function getDownloadOptions({ apiKey, datasetsEndpoint, userAgent, exchange, dataType, date, symbol, format, downloadDir, getFilename, verifyMd5 }) {
|
|
82
91
|
const year = date.getUTCFullYear();
|
|
83
92
|
const month = doubleDigit(date.getUTCMonth() + 1);
|
|
84
93
|
const day = doubleDigit(date.getUTCDate());
|
|
@@ -96,7 +105,8 @@ function getDownloadOptions({ apiKey, datasetsEndpoint, userAgent, exchange, dat
|
|
|
96
105
|
downloadPath,
|
|
97
106
|
userAgent,
|
|
98
107
|
apiKey,
|
|
99
|
-
attemptTimeoutMS: DATASET_DOWNLOAD_ATTEMPT_TIMEOUT_MS
|
|
108
|
+
attemptTimeoutMS: DATASET_DOWNLOAD_ATTEMPT_TIMEOUT_MS,
|
|
109
|
+
verifyMd5
|
|
100
110
|
};
|
|
101
111
|
}
|
|
102
112
|
export function sanitizeForFilename(s) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"downloaddatasets.js","sourceRoot":"","sources":["../src/downloaddatasets.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,SAAS,CAAA;AACpC,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAElC,OAAO,EAAE,iBAAiB,EAAE,MAAM,wBAAwB,CAAA;AAC1D,OAAO,EAAE,OAAO,EAAE,WAAW,EAAE,
|
|
1
|
+
{"version":3,"file":"downloaddatasets.js","sourceRoot":"","sources":["../src/downloaddatasets.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,SAAS,CAAA;AACpC,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAElC,OAAO,EAAE,iBAAiB,EAAE,MAAM,wBAAwB,CAAA;AAC1D,OAAO,EAAE,OAAO,EAAE,WAAW,EAAE,mBAAmB,EAAE,cAAc,EAAE,YAAY,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AAC9G,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAA;AAGzC,MAAM,mBAAmB,GAAG,EAAE,CAAA;AAC9B,MAAM,0BAA0B,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,IAAI,CAAA;AACtD,MAAM,oBAAoB,GAAG,YAAY,CAAA;AACzC,MAAM,mCAAmC,GAAG,OAAO,CAAA;AAEnD,MAAM,CAAC,KAAK,UAAU,gBAAgB,CAAC,uBAAgD;IACrF,MAAM,OAAO,GAAG,UAAU,EAAE,CAAA;IAC5B,MAAM,EAAE,QAAQ,EAAE,SAAS,EAAE,IAAI,EAAE,EAAE,EAAE,OAAO,EAAE,GAAG,uBAAuB,CAAA;IAC1E,MAAM,MAAM,GAAG,uBAAuB,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,uBAAuB,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAA;IAC7G,MAAM,WAAW,GAAG,uBAAuB,CAAC,WAAW,KAAK,SAAS,CAAC,CAAC,CAAC,uBAAuB,CAAC,WAAW,CAAC,CAAC,CAAC,oBAAoB,CAAA;IAClI,MAAM,MAAM,GAAG,uBAAuB,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,uBAAuB,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAA;IACpG,MAAM,WAAW,GAAG,uBAAuB,CAAC,WAAW,KAAK,SAAS,CAAC,CAAC,CAAC,uBAAuB,CAAC,WAAW,CAAC,CAAC,CAAC,kBAAkB,CAAA;IAChI,MAAM,YAAY,GAAG,uBAAuB,CAAC,YAAY,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,uBAAuB,CAAC,YAAY,CAAA;IACrH,MAAM,SAAS,GAAG,uBAAuB,CAAC,SAAS,KAAK,IAAI,CAAA;IAC5D,MAAM,WAAW,GAAG,uBAAuB,CAAC,WAAW,KAAK,SAAS,CAAC,CAAC,CAAC,uBAAuB,CAAC,WAAW,CAAC,CAAC,CAAC,mBAAmB,CAAA;IAEjI,IAAI,WAAW,GAAG,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,sEAAsE,CAAC,CAAA;IACzF,CAAC;IAED,MAAM,YAAY,GAAG,IAAI,YAAY,CAAC,WAAW,CAAC,CAAA;IAElD,0GAA0G;IAC1G,MAAM,eAAe,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,OAAO,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE,CAAC,CAAA;IAEjF,KAAK,MAAM,MAAM,IAAI,eAAe,EAAE,CAAC;QACrC,KAAK,MAAM,QAAQ,IAAI,SAAS,EAAE,CAAC;YACjC,MAAM,EAAE,gBAAgB,EAAE,SAAS,EAAE,GAAG,oBAAoB,CAAC,uBAAuB,CAAC,CAAA;YACrF,MAAM,cAAc,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAA;YAC3C,KAAK,CAAC,qDAAqD,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,EAAE,CAAC,CAAA;YAElG,IAAI,gBAAgB,GAAG,CAAC,EAAE,CAAC;gBACzB,mHAAmH;gBACnH,MAAM,eAAe,CACnB,kBAAkB,CAAC;oBACjB,QAAQ;oBACR,MAAM;oBACN,MAAM;oBACN,gBAAgB,EAAE,OAAO,CAAC,gBAAgB;oBAC1C,SAAS,EAAE,OAAO,CAAC,UAAU;oBAC7B,WAAW;oBACX,QAAQ;oBACR,MAAM;oBACN,WAAW;oBACX,SAAS;oBACT,IAAI,EAAE,OAAO,CAAC,SAAS,EAAE,gBAAgB,GAAG,CAAC,CAAC;iBAC/C,CAAC,EACF,YAAY,EACZ,YAAY,CACb,CAAA;YACH,CAAC;YAED,iHAAiH;YACjH,MAAM,eAAe,CACnB,kBAAkB,CAAC;gBACjB,QAAQ;gBACR,MAAM;gBACN,MAAM;gBACN,gBAAgB,EAAE,OAAO,CAAC,gBAAgB;gBAC1C,SAAS,EAAE,OAAO,CAAC,UAAU;gBAC7B,WAAW;gBACX,QAAQ;gBACR,MAAM;gBACN,WAAW;gBACX,SAAS;gBACT,IAAI,EAAE,SAAS;aAChB,CAAC,EACF,YAAY,EACZ,YAAY,CACb,CAAA;YAED,6DAA6D;YAC7D,MAAM,iBAAiB,CACrB,QAAQ,CAAC,gBAAgB,GAAG,CAAC,EAAE,CAAC,CAAC,EAAE,gIAAgI;YACnK,WAAW,EACX,CAAC,MAAM,EAAE,EAAE,CACT,eAAe,CACb,kBAAkB,CAAC;gBACjB,QAAQ;gBACR,MAAM;gBACN,MAAM;gBACN,gBAAgB,EAAE,OAAO,CAAC,gBAAgB;gBAC1C,SAAS,EAAE,OAAO,CAAC,UAAU;gBAC7B,WAAW;gBACX,QAAQ;gBACR,MAAM;gBACN,WAAW;gBACX,SAAS;gBACT,IAAI,EAAE,OAAO,CAAC,SAAS,EAAE,MAAM,CAAC;aACjC,CAAC,EACF,YAAY,EACZ,YAAY,CACb,CACJ,CAAA;YACD,MAAM,cAAc,GAAG,CAAC,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,cAAc,CAAC,GAAG,IAAI,CAAA;YAErE,KAAK,CAAC,wEAAwE,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,EAAE,EAAE,cAAc,CAAC,CAAA;QACvI,CAAC;IACH,CAAC;AACH,CAAC;AAED,KAAK,UAAU,eAAe,CAAC,eAAgC,EAAE,YAAqB,EAAE,YAA0B;IAChH,IAAI,YAAY,IAAI,UAAU,CAAC,eAAe,CAAC,YAAY,CAAC,EAAE,CAAC;QAC7D,KAAK,CAAC,8CAA8C,EAAE,eAAe,CAAC,YAAY,CAAC,CAAA;QACnF,OAAM;IACR,CAAC;SAAM,CAAC;QACN,OAAO,MAAM,mBAAmB,CAAC,EAAE,GAAG,eAAe,EAAE,YAAY,EAAE,CAAC,CAAA;IACxE,CAAC;AACH,CAAC;AAED,SAAS,kBAAkB,CAAC,EAC1B,MAAM,EACN,gBAAgB,EAChB,SAAS,EACT,QAAQ,EACR,QAAQ,EACR,IAAI,EACJ,MAAM,EACN,MAAM,EACN,WAAW,EACX,WAAW,EACX,SAAS,EAaV;IACC,MAAM,IAAI,GAAG,IAAI,CAAC,cAAc,EAAE,CAAA;IAClC,MAAM,KAAK,GAAG,WAAW,CAAC,IAAI,CAAC,WAAW,EAAE,GAAG,CAAC,CAAC,CAAA;IACjD,MAAM,GAAG,GAAG,WAAW,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC,CAAA;IAE1C,MAAM,GAAG,GAAG,GAAG,gBAAgB,IAAI,QAAQ,IAAI,QAAQ,IAAI,IAAI,IAAI,KAAK,IAAI,GAAG,IAAI,kBAAkB,CAAC,MAAM,CAAC,IAAI,MAAM,KAAK,CAAA;IAC5H,MAAM,QAAQ,GAAG,WAAW,CAAC;QAC3B,QAAQ;QACR,IAAI;QACJ,QAAQ;QACR,MAAM;QACN,MAAM;KACP,CAAC,CAAA;IAEF,MAAM,YAAY,GAAG,GAAG,WAAW,IAAI,QAAQ,EAAE,CAAA;IAEjD,OAAO;QACL,GAAG;QACH,YAAY;QACZ,SAAS;QACT,MAAM;QACN,gBAAgB,EAAE,mCAAmC;QACrD,SAAS;KACV,CAAA;AACH,CAAC;AAID,MAAM,UAAU,mBAAmB,CAAC,CAAS;IAC3C,OAAO,CAAC,CAAC,OAAO,CAAC,eAAe,EAAE,GAAG,CAAC,CAAA;AACxC,CAAC;AAED,SAAS,kBAAkB,CAAC,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAsB;IAC1F,OAAO,GAAG,QAAQ,IAAI,QAAQ,IAAI,IAAI,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,mBAAmB,CAAC,MAAM,CAAC,IAAI,MAAM,KAAK,CAAA;AAClH,CAAC;AAED,SAAS,oBAAoB,CAAC,EAAE,IAAI,EAAE,EAAE,EAA2B;IACjE,IAAI,CAAC,IAAI,IAAI,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,EAAE,CAAC;QACrC,MAAM,IAAI,KAAK,CAAC,4BAA4B,IAAI,qCAAqC,CAAC,CAAA;IACxF,CAAC;IAED,IAAI,CAAC,EAAE,IAAI,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC;QACjC,MAAM,IAAI,KAAK,CAAC,0BAA0B,EAAE,qCAAqC,CAAC,CAAA;IACpF,CAAC;IAED,MAAM,MAAM,GAAG,cAAc,CAAC,EAAE,CAAC,CAAA;IACjC,MAAM,QAAQ,GAAG,cAAc,CAAC,IAAI,CAAC,CAAA;IACrC,MAAM,gBAAgB,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,MAAM,CAAC,OAAO,EAAE,GAAG,QAAQ,CAAC,OAAO,EAAE,CAAC,GAAG,0BAA0B,CAAC,CAAA;IAEzG,IAAI,gBAAgB,GAAG,CAAC,EAAE,CAAC;QACzB,MAAM,IAAI,KAAK,CAAC,uGAAuG,CAAC,CAAA;IAC1H,CAAC;IAED,OAAO;QACL,SAAS,EAAE,QAAQ;QACnB,gBAAgB;KACjB,CAAA;AACH,CAAC"}
|
|
@@ -76,6 +76,22 @@ export declare function download({ apiKey, downloadPath, url, userAgent, appendC
|
|
|
76
76
|
};
|
|
77
77
|
}>;
|
|
78
78
|
export declare function cleanTempFiles(): void;
|
|
79
|
+
export declare class RequestSlots {
|
|
80
|
+
readonly limit: number;
|
|
81
|
+
private active;
|
|
82
|
+
private readonly waiting;
|
|
83
|
+
constructor(limit: number);
|
|
84
|
+
run<T>(request: () => Promise<T>): Promise<T>;
|
|
85
|
+
}
|
|
86
|
+
export declare function downloadDatasetFile({ apiKey, downloadPath, url, userAgent, attemptTimeoutMS, verifyMd5, requestSlots }: {
|
|
87
|
+
url: string;
|
|
88
|
+
downloadPath: string;
|
|
89
|
+
userAgent: string;
|
|
90
|
+
apiKey: string;
|
|
91
|
+
attemptTimeoutMS: number;
|
|
92
|
+
verifyMd5: boolean;
|
|
93
|
+
requestSlots: RequestSlots;
|
|
94
|
+
}): Promise<void>;
|
|
79
95
|
export declare class CircularBuffer<T> {
|
|
80
96
|
private readonly _bufferSize;
|
|
81
97
|
private _buffer;
|