tardis-dev - npm Package Compare versions

Comparing version 10.0.24 to 10.0.25

dist/handy.js

@@ -70,3 +70,3 @@ "use strict";
     constructor(status, responseText, url) {
-        super(`HttpError: status code ${status}`);
+        super(`HttpError: status code: ${status}, response text: ${responseText}`);
         this.status = status;
@@ -73,0 +73,0 @@ this.responseText = responseText;

dist/mappers/okex.d.ts

@@ -6,2 +6,3 @@ import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade } from '../types';
     private readonly _market;
+    private readonly _seenSymbols;
     constructor(_exchange: Exchange, _market: OKEX_MARKETS);
@@ -8,0 +9,0 @@ canHandle(message: OkexDataMessage): boolean;

dist/mappers/okex.js

@@ -9,2 +9,3 @@ "use strict";
         this._market = _market;
+        this._seenSymbols = new Set();
     }
@@ -24,2 +25,12 @@ canHandle(message) {
         for (const okexTrade of okexTradesMessage.data) {
+            // ignore trades that are first time encountered for a given symbol and that have timestamp day different that local timestamp day
+            // such trades are duplicates and were already published for a previous day
+            const symbol = okexTrade.instrument_id;
+            const timestamp = new Date(okexTrade.timestamp);
+            if (this._seenSymbols.has(symbol) === false) {
+                this._seenSymbols.add(symbol);
+                if (timestamp.getUTCDate() !== localTimestamp.getUTCDate()) {
+                    continue;
+                }
+            }
             yield {
@@ -31,5 +42,5 @@ type: 'trade',
                 price: Number(okexTrade.price),
-                amount: Number(okexTrade.qty || okexTrade.size),
+                amount: okexTrade.qty !== undefined ? Number(okexTrade.qty) : Number(okexTrade.size),
                 side: okexTrade.side,
-                timestamp: new Date(okexTrade.timestamp),
+                timestamp,
                 localTimestamp: localTimestamp
@@ -36,0 +47,0 @@ };

package.json

 {
   "name": "tardis-dev",
-  "version": "10.0.24",
+  "version": "10.0.25",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/handy.ts

@@ -64,3 +64,3 @@ import crypto, { createHash } from 'crypto'
   constructor(public readonly status: number, public readonly responseText: string, public readonly url: string) {
-    super(`HttpError: status code ${status}`)
+    super(`HttpError: status code: ${status}, response text: ${responseText}`)
   }
@@ -67,0 +67,0 @@ }

src/mappers/okex.ts

@@ -7,2 +7,3 @@ import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade } from '../types'
 export class OkexTradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
+  private readonly _seenSymbols = new Set<string>()
   constructor(private readonly _exchange: Exchange, private readonly _market: OKEX_MARKETS) {}
@@ -25,2 +26,13 @@
     for (const okexTrade of okexTradesMessage.data) {
+      // ignore trades that are first time encountered for a given symbol and that have timestamp day different that local timestamp day
+      // such trades are duplicates and were already published for a previous day
+      const symbol = okexTrade.instrument_id
+      const timestamp = new Date(okexTrade.timestamp)
+      if (this._seenSymbols.has(symbol) === false) {
+        this._seenSymbols.add(symbol)
+        if (timestamp.getUTCDate() !== localTimestamp.getUTCDate()) {
+          continue
+        }
+      }
+
       yield {
@@ -32,5 +44,5 @@ type: 'trade',
         price: Number(okexTrade.price),
-        amount: Number(okexTrade.qty || okexTrade.size),
+        amount: okexTrade.qty !== undefined ? Number(okexTrade.qty) : Number(okexTrade.size),
         side: okexTrade.side,
-        timestamp: new Date(okexTrade.timestamp),
+        timestamp,
         localTimestamp: localTimestamp
@@ -37,0 +49,0 @@ }

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Improved metrics

Total package byte prevSize

693957

increased by0.26%

Lines of code

12299

increased by0.19%

No dependency changes