tardis-dev - npm Package Compare versions

Comparing version 10.0.20 to 10.0.21

dist/consts.d.ts

@@ -19,3 +19,3 @@ export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance", "ftx", "okex-futures", "okex-options", "okex-swap", "okex", "huobi-dm", "huobi-dm-swap", "huobi", "bitfinex-derivatives", "bitfinex", "bitfinex-alts", "bitflyer", "cryptofacilities", "kraken", "bitstamp", "coinbase", "gemini", "coinflex", "bybit", "phemex", "okcoin", "hitbtc", "binance-jersey", "binance-us", "binance-dex"];
     'bitfinex-alts': readonly ["trades", "book"];
-    ftx: readonly ["orderbook", "trades"];
+    ftx: readonly ["orderbook", "trades", "instrument"];
     gemini: readonly ["trade", "l2_updates", "auction_open", "auction_indicative", "auction_result"];
@@ -22,0 +22,0 @@ bitflyer: readonly ["lightning_executions", "lightning_board_snapshot", "lightning_board", "lightning_ticker"];

dist/consts.js

@@ -116,6 +116,16 @@ "use strict";
 const CRYPTOFACILITIES_CHANNELS = ['trade', 'trade_snapshot', 'book', 'book_snapshot', 'ticker', 'heartbeat'];
-const FTX_CHANNELS = ['orderbook', 'trades'];
+const FTX_CHANNELS = ['orderbook', 'trades', 'instrument'];
 const GEMINI_CHANNELS = ['trade', 'l2_updates', 'auction_open', 'auction_indicative', 'auction_result'];
 const BITFLYER_CHANNELS = ['lightning_executions', 'lightning_board_snapshot', 'lightning_board', 'lightning_ticker'];
-const BINANCE_FUTURES_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'markPrice', 'depthSnapshot', 'bookTicker', 'forceOrder'];
+const BINANCE_FUTURES_CHANNELS = [
+    'trade',
+    'aggTrade',
+    'ticker',
+    'depth',
+    'markPrice',
+    'depthSnapshot',
+    'bookTicker',
+    'forceOrder',
+    'openInterest'
+];
 const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'status'];
@@ -122,0 +132,0 @@ const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo'];

dist/mappers/binance.d.ts

@@ -54,3 +54,3 @@ import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade } from '../types';
     getFilters(symbols?: string[]): FilterForExchange['binance-futures'][];
-    map(message: BinanceResponse<BinanceFuturesMarkPriceData | BinanceFuturesTickerData>, localTimestamp: Date): IterableIterator<DerivativeTicker>;
+    map(message: BinanceResponse<BinanceFuturesMarkPriceData | BinanceFuturesTickerData | BinanceFuturesOpenInterestData>, localTimestamp: Date): IterableIterator<DerivativeTicker>;
 }
@@ -106,3 +106,7 @@ declare type BinanceResponse<T> = {
 };
+declare type BinanceFuturesOpenInterestData = {
+    symbol: string;
+    openInterest: string;
+};
 export {};
 //# sourceMappingURL=binance.d.ts.map

dist/mappers/binance.js

@@ -247,3 +247,3 @@ "use strict";
         }
-        return message.stream.includes('@markPrice') || message.stream.endsWith('@ticker');
+        return message.stream.includes('@markPrice') || message.stream.endsWith('@ticker') || message.stream.endsWith('@openInterest');
     }
@@ -260,2 +260,6 @@ getFilters(symbols) {
                 symbols
+            },
+            {
+                channel: 'openInterest',
+                symbols
             }
@@ -265,3 +269,3 @@ ];
     *map(message, localTimestamp) {
-        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.data.s, 'binance-futures');
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo('s' in message.data ? message.data.s : message.data.symbol, 'binance-futures');
         if ('r' in message.data) {
@@ -277,2 +281,5 @@ pendingTickerInfo.updateFundingRate(Number(message.data.r));
         }
+        if ('openInterest' in message.data) {
+            pendingTickerInfo.updateOpenInterest(Number(message.data.openInterest));
+        }
         if (pendingTickerInfo.hasChanged()) {
@@ -279,0 +286,0 @@ yield pendingTickerInfo.getSnapshot(localTimestamp);

dist/mappers/ftx.d.ts

@@ -1,2 +0,2 @@
-import { BookChange, Trade } from '../types';
+import { BookChange, Trade, DerivativeTicker } from '../types';
 import { Mapper } from './mapper';
@@ -9,4 +9,30 @@ export declare const ftxTradesMapper: Mapper<'ftx', Trade>;
 export declare const ftxBookChangeMapper: Mapper<'ftx', BookChange>;
+export declare class FTXDerivativeTickerMapper implements Mapper<'ftx', DerivativeTicker> {
+    private readonly pendingTickerInfoHelper;
+    canHandle(message: FTXInstrument): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "instrument";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: FTXInstrument, localTimestamp: Date): IterableIterator<DerivativeTicker>;
+}
 declare type FtxBookLevel = [number, number];
+declare type FTXInstrument = {
+    channel: 'instrument';
+    market: string;
+    type: 'update';
+    data: {
+        stats: {
+            nextFundingRate?: number;
+            nextFundingTime?: string;
+            openInterest: number;
+        };
+        info: {
+            last: number;
+            mark: number;
+            index: number;
+        };
+    };
+};
 export {};
 //# sourceMappingURL=ftx.d.ts.map

dist/mappers/ftx.js

 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const handy_1 = require("../handy");
+const mapper_1 = require("./mapper");
 // https://docs.ftx.com/#websocket-api
@@ -73,2 +74,38 @@ exports.ftxTradesMapper = {
 };
+class FTXDerivativeTickerMapper {
+    constructor() {
+        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+    }
+    canHandle(message) {
+        if (message.data == undefined) {
+            return false;
+        }
+        return message.channel === 'instrument';
+    }
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'instrument',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.market, 'ftx');
+        const { stats, info } = message.data;
+        if (stats.nextFundingTime !== undefined) {
+            pendingTickerInfo.updateFundingTimestamp(new Date(stats.nextFundingTime));
+            pendingTickerInfo.updateFundingRate(stats.nextFundingRate);
+        }
+        pendingTickerInfo.updateIndexPrice(info.index);
+        pendingTickerInfo.updateMarkPrice(info.mark);
+        pendingTickerInfo.updateLastPrice(info.last);
+        pendingTickerInfo.updateOpenInterest(stats.openInterest);
+        pendingTickerInfo.updateTimestamp(localTimestamp);
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+exports.FTXDerivativeTickerMapper = FTXDerivativeTickerMapper;
 //# sourceMappingURL=ftx.js.map

dist/mappers/index.d.ts

@@ -6,3 +6,3 @@ import { BookChange, DerivativeTicker, Trade } from '../types';
 export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "bitfinex-alts" | "bitflyer" | "cryptofacilities" | "kraken" | "bitstamp" | "coinbase" | "gemini" | "bybit" | "phemex" | "okcoin" | "hitbtc" | "binance-jersey" | "binance-us" | "binance-dex">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
-export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "okex-futures" | "okex-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex">(exchange: T, _localTimestamp: Date) => Mapper<T, DerivativeTicker>;
+export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "ftx" | "okex-futures" | "okex-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex">(exchange: T, _localTimestamp: Date) => Mapper<T, DerivativeTicker>;
 //# sourceMappingURL=index.d.ts.map

dist/mappers/index.js

@@ -98,3 +98,4 @@ "use strict";
     bybit: () => new bybit_1.BybitDerivativeTickerMapper(),
-    phemex: () => new phemex_1.PhemexDerivativeTickerMapper()
+    phemex: () => new phemex_1.PhemexDerivativeTickerMapper(),
+    ftx: () => new ftx_1.FTXDerivativeTickerMapper()
 };
@@ -101,0 +102,0 @@ exports.normalizeTrades = (exchange, _localTimestamp) => {

package.json

 {
   "name": "tardis-dev",
-  "version": "10.0.20",
+  "version": "10.0.21",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/consts.ts

@@ -128,3 +128,3 @@ export const EXCHANGES = [
 
-const FTX_CHANNELS = ['orderbook', 'trades'] as const
+const FTX_CHANNELS = ['orderbook', 'trades', 'instrument'] as const
 
@@ -135,3 +135,13 @@ const GEMINI_CHANNELS = ['trade', 'l2_updates', 'auction_open', 'auction_indicative', 'auction_result'] as const
 
-const BINANCE_FUTURES_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'markPrice', 'depthSnapshot', 'bookTicker', 'forceOrder']
+const BINANCE_FUTURES_CHANNELS = [
+  'trade',
+  'aggTrade',
+  'ticker',
+  'depth',
+  'markPrice',
+  'depthSnapshot',
+  'bookTicker',
+  'forceOrder',
+  'openInterest'
+]
 
@@ -138,0 +148,0 @@ const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'status'] as const

src/mappers/binance.ts

@@ -83,3 +83,5 @@ import { debug } from '../debug'
 export class BinanceBookChangeMapper implements Mapper<'binance' | 'binance-jersey' | 'binance-us' | 'binance-futures', BookChange> {
-  protected readonly symbolToDepthInfoMapping: { [key: string]: LocalDepthInfo } = {}
+  protected readonly symbolToDepthInfoMapping: {
+    [key: string]: LocalDepthInfo
+  } = {}
 
@@ -280,3 +282,3 @@ constructor(protected readonly exchange: Exchange, protected readonly ignoreBookSnapshotOverlapError: boolean) {}
 
-    return message.stream.includes('@markPrice') || message.stream.endsWith('@ticker')
+    return message.stream.includes('@markPrice') || message.stream.endsWith('@ticker') || message.stream.endsWith('@openInterest')
   }
@@ -295,2 +297,6 @@
         symbols
+      },
+      {
+        channel: 'openInterest',
+        symbols
       }
@@ -301,6 +307,9 @@ ]
   *map(
-    message: BinanceResponse<BinanceFuturesMarkPriceData | BinanceFuturesTickerData>,
+    message: BinanceResponse<BinanceFuturesMarkPriceData | BinanceFuturesTickerData | BinanceFuturesOpenInterestData>,
     localTimestamp: Date
   ): IterableIterator<DerivativeTicker> {
-    const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.data.s, 'binance-futures')
+    const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(
+      's' in message.data ? message.data.s : message.data.symbol,
+      'binance-futures'
+    )
 
@@ -319,2 +328,6 @@ if ('r' in message.data) {
 
+    if ('openInterest' in message.data) {
+      pendingTickerInfo.updateOpenInterest(Number(message.data.openInterest))
+    }
+
     if (pendingTickerInfo.hasChanged()) {
@@ -391,1 +404,6 @@ yield pendingTickerInfo.getSnapshot(localTimestamp)
 }
+
+type BinanceFuturesOpenInterestData = {
+  symbol: string
+  openInterest: string
+}

src/mappers/ftx.ts

 import { parseμs } from '../handy'
-import { BookChange, Trade } from '../types'
-import { Mapper } from './mapper'
+import { BookChange, Trade, DerivativeTicker } from '../types'
+import { Mapper, PendingTickerInfoHelper } from './mapper'
 
@@ -87,2 +87,43 @@ // https://docs.ftx.com/#websocket-api
 
+export class FTXDerivativeTickerMapper implements Mapper<'ftx', DerivativeTicker> {
+  private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
+
+  canHandle(message: FTXInstrument) {
+    if (message.data == undefined) {
+      return false
+    }
+
+    return message.channel === 'instrument'
+  }
+
+  getFilters(symbols?: string[]) {
+    return [
+      {
+        channel: 'instrument',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: FTXInstrument, localTimestamp: Date): IterableIterator<DerivativeTicker> {
+    const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.market, 'ftx')
+    const { stats, info } = message.data
+
+    if (stats.nextFundingTime !== undefined) {
+      pendingTickerInfo.updateFundingTimestamp(new Date(stats.nextFundingTime))
+      pendingTickerInfo.updateFundingRate(stats.nextFundingRate)
+    }
+
+    pendingTickerInfo.updateIndexPrice(info.index)
+    pendingTickerInfo.updateMarkPrice(info.mark)
+    pendingTickerInfo.updateLastPrice(info.last)
+    pendingTickerInfo.updateOpenInterest(stats.openInterest)
+    pendingTickerInfo.updateTimestamp(localTimestamp)
+
+    if (pendingTickerInfo.hasChanged()) {
+      yield pendingTickerInfo.getSnapshot(localTimestamp)
+    }
+  }
+}
+
 type FtxTrades = {
@@ -109,1 +150,19 @@ channel: 'trades'
 }
+
+type FTXInstrument = {
+  channel: 'instrument'
+  market: string
+  type: 'update'
+  data: {
+    stats: {
+      nextFundingRate?: number
+      nextFundingTime?: string
+      openInterest: number
+    }
+    info: {
+      last: number
+      mark: number
+      index: number
+    }
+  }
+}

src/mappers/index.ts

@@ -18,3 +18,3 @@ import { ONE_SEC_IN_MS } from '../handy'
 import { deribitBookChangeMapper, DeribitDerivativeTickerMapper, deribitTradesMapper } from './deribit'
-import { ftxBookChangeMapper, ftxTradesMapper } from './ftx'
+import { ftxBookChangeMapper, ftxTradesMapper, FTXDerivativeTickerMapper } from './ftx'
 import { geminiBookChangeMapper, geminiTradesMapper } from './gemini'
@@ -112,3 +112,4 @@ import { hitBtcBookChangeMapper, hitBtcTradesMapper } from './hitbtc'
   bybit: () => new BybitDerivativeTickerMapper(),
-  phemex: () => new PhemexDerivativeTickerMapper()
+  phemex: () => new PhemexDerivativeTickerMapper(),
+  ftx: () => new FTXDerivativeTickerMapper()
 }
@@ -115,0 +116,0 @@

New alerts

License Policy Violation

License

This package is not allowed per your license policy. Review the package's license to ensure compliance.

Found 1 instance in 1 package

Fixed alerts

License Policy Violation

License

This package is not allowed per your license policy. Review the package's license to ensure compliance.

Found 1 instance in 1 package

Improved metrics

Total package byte prevSize

692144

increased by1.04%

Lines of code

12274

increased by1.34%

No dependency changes