tardis-dev - npm Package Compare versions

Comparing version 10.1.2 to 10.1.3

dist/consts.d.ts

@@ -17,9 +17,9 @@ 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"];
     'binance-us': readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker"];
-    bitfinex: readonly ["trades", "book"];
-    'bitfinex-alts': readonly ["trades", "book"];
-    ftx: readonly ["orderbook", "trades", "instrument"];
+    bitfinex: readonly ["trades", "book", "raw_book"];
+    'bitfinex-alts': readonly ["trades", "book", "raw_book"];
+    ftx: readonly ["orderbook", "trades", "instrument", "markets"];
     gemini: readonly ["trade", "l2_updates", "auction_open", "auction_indicative", "auction_result"];
     bitflyer: readonly ["lightning_executions", "lightning_board_snapshot", "lightning_board", "lightning_ticker"];
     'binance-futures': string[];
-    'bitfinex-derivatives': readonly ["trades", "book", "status"];
+    'bitfinex-derivatives': readonly ["trades", "book", "raw_book", "status", "liquidations"];
     huobi: readonly ["depth", "detail", "trade", "bbo"];
@@ -26,0 +26,0 @@ 'huobi-dm': readonly ["depth", "detail", "trade"];

dist/consts.js

@@ -36,3 +36,3 @@ "use strict";
 const BINANCE_DEX_CHANNELS = ['trades', 'marketDiff', 'depthSnapshot'];
-const BITFINEX_CHANNELS = ['trades', 'book'];
+const BITFINEX_CHANNELS = ['trades', 'book', 'raw_book'];
 const BITMEX_CHANNELS = [
@@ -117,3 +117,3 @@ 'trade',
 const CRYPTOFACILITIES_CHANNELS = ['trade', 'trade_snapshot', 'book', 'book_snapshot', 'ticker', 'heartbeat'];
-const FTX_CHANNELS = ['orderbook', 'trades', 'instrument'];
+const FTX_CHANNELS = ['orderbook', 'trades', 'instrument', 'markets'];
 const GEMINI_CHANNELS = ['trade', 'l2_updates', 'auction_open', 'auction_indicative', 'auction_result'];
@@ -133,3 +133,3 @@ const BITFLYER_CHANNELS = ['lightning_executions', 'lightning_board_snapshot', 'lightning_board', 'lightning_ticker'];
 ];
-const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'status'];
+const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'raw_book', 'status', 'liquidations'];
 const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo'];
@@ -136,0 +136,0 @@ const HUOBI_DM_CHANNELS = ['depth', 'detail', 'trade'];

dist/mappers/bitfinex.js

@@ -13,3 +13,8 @@ "use strict";
         if (Array.isArray(message)) {
-            // we need to have matching symbol for channel id
+            // first test if message itself provides channel name and if so if it's trades
+            const channelName = message[message.length - 2];
+            if (typeof channelName === 'string') {
+                return channelName === 'trades';
+            }
+            // otherwise use channel to id mapping
             return this._channelIdToSymbolMap.get(message[0]) !== undefined;
@@ -35,3 +40,4 @@ }
     *map(message, localTimestamp) {
-        const symbol = this._channelIdToSymbolMap.get(message[0]);
+        const symbolFromMessage = message[message.length - 1];
+        const symbol = typeof symbolFromMessage === 'string' ? symbolFromMessage : this._channelIdToSymbolMap.get(message[0]);
         // ignore if we don't have matching symbol
@@ -73,3 +79,8 @@ if (symbol === undefined) {
         if (Array.isArray(message)) {
-            // we need to have matching symbol for channel id
+            // first test if message itself provides channel name and if so if it's a book
+            const channelName = message[message.length - 2];
+            if (typeof channelName === 'string') {
+                return channelName === 'book';
+            }
+            // otherwise use channel to id mapping
             return this._channelIdToSymbolMap.get(message[0]) !== undefined;
@@ -95,3 +106,4 @@ }
     *map(message, localTimestamp) {
-        const symbol = this._channelIdToSymbolMap.get(message[0]);
+        const symbolFromMessage = message[message.length - 1];
+        const symbol = typeof symbolFromMessage === 'string' ? symbolFromMessage : this._channelIdToSymbolMap.get(message[0]);
         // ignore if we don't have matching symbol
@@ -136,3 +148,8 @@ if (symbol === undefined) {
         if (Array.isArray(message)) {
-            // we need to have matching symbol for channel id
+            // first test if message itself provides channel name and if so if it's a status
+            const channelName = message[message.length - 2];
+            if (typeof channelName === 'string') {
+                return channelName === 'status';
+            }
+            // otherwise use channel to id mapping
             return this._channelIdToSymbolMap.get(message[0]) !== undefined;
@@ -158,3 +175,4 @@ }
     *map(message, localTimestamp) {
-        const symbol = this._channelIdToSymbolMap.get(message[0]);
+        const symbolFromMessage = message[message.length - 1];
+        const symbol = typeof symbolFromMessage === 'string' ? symbolFromMessage : this._channelIdToSymbolMap.get(message[0]);
         // ignore if we don't have matching symbol
@@ -161,0 +179,0 @@ if (symbol === undefined) {

dist/realtimefeeds/realtimefeed.d.ts

@@ -19,3 +19,3 @@ /// <reference types="node" />
     private _ws?;
-    private static _connectionId;
+    private _connectionId;
     constructor(exchange: string, _filters: Filter<string>[], _timeoutIntervalMS: number | undefined, _onError?: ((error: Error) => void) | undefined);
@@ -22,0 +22,0 @@ private _stream;

dist/realtimefeeds/realtimefeed.js

@@ -9,2 +9,3 @@ "use strict";
 const handy_1 = require("../handy");
+let connectionCounter = 1;
 class RealTimeFeedBase {
@@ -18,2 +19,3 @@ constructor(exchange, _filters, _timeoutIntervalMS, _onError) {
         this._receivedMessagesCount = 0;
+        this._connectionId = connectionCounter++;
         this._onConnectionEstabilished = async () => {
@@ -33,3 +35,3 @@ try {
                 }
-                this.debug('(connection id: %d) estabilished connection', RealTimeFeedBase._connectionId);
+                this.debug('(connection id: %d) estabilished connection', this._connectionId);
                 this.onConnected();
@@ -48,3 +50,3 @@ //wait before fetching snapshots until we're sure we've got proper connection estabilished (received some messages)
             catch (e) {
-                this.debug('(connection id: %d) providing manual snapshots error: %o', RealTimeFeedBase._connectionId, e);
+                this.debug('(connection id: %d) providing manual snapshots error: %o', this._connectionId, e);
                 this._ws.emit('error', e);
@@ -54,3 +56,3 @@ }
         this._onConnectionClosed = () => {
-            this.debug('(connection id: %d) connection closed', RealTimeFeedBase._connectionId);
+            this.debug('(connection id: %d) connection closed', this._connectionId);
         };
@@ -66,7 +68,6 @@ this.debug = debug_1.default(`tardis-dev:realtime:${exchange}`);
         while (true) {
-            RealTimeFeedBase._connectionId++;
             try {
                 const subscribeMessages = this.mapToSubscribeMessages(this._filters);
-                this.debug('(connection id: %d) estabilishing connection to %s', RealTimeFeedBase._connectionId, this.wssURL);
-                this.debug('(connection id: %d) provided filters: %o mapped to subscribe messages: %o', RealTimeFeedBase._connectionId, this._filters, subscribeMessages);
+                this.debug('(connection id: %d) estabilishing connection to %s', this._connectionId, this.wssURL);
+                this.debug('(connection id: %d) provided filters: %o mapped to subscribe messages: %o', this._connectionId, this._filters, subscribeMessages);
                 this._ws = new ws_1.default(this.wssURL, { perMessageDeflate: false, handshakeTimeout: 10 * handy_1.ONE_SEC_IN_MS });
@@ -129,3 +130,3 @@ this._ws.onopen = this._onConnectionEstabilished;
                 }
-                this.debug('(connection id: %d) %s real-time feed connection error, retries count: %d, next retry delay: %dms, rate limited: %s error message: %o', RealTimeFeedBase._connectionId, this.exchange, retries, delay, isRateLimited, error);
+                this.debug('(connection id: %d) %s real-time feed connection error, retries count: %d, next retry delay: %dms, rate limited: %s error message: %o', this._connectionId, this.exchange, retries, delay, isRateLimited, error);
                 // clear monitoring connection timer and notify about disconnect
@@ -171,3 +172,3 @@ if (timerId !== undefined) {
             if (this._receivedMessagesCount === 0) {
-                this.debug('(connection id: %d) did not received any messages within %d ms timeout, terminating connection...', RealTimeFeedBase._connectionId, this._timeoutIntervalMS);
+                this.debug('(connection id: %d) did not received any messages within %d ms timeout, terminating connection...', this._connectionId, this._timeoutIntervalMS);
                 this._ws.terminate();
@@ -180,3 +181,2 @@ }
 exports.RealTimeFeedBase = RealTimeFeedBase;
-RealTimeFeedBase._connectionId = 0;
 //# sourceMappingURL=realtimefeed.js.map

dist/replay.js

@@ -149,5 +149,4 @@ "use strict";
     const createMappers = (localTimestamp) => normalizers.map((m) => m(exchange, localTimestamp));
-    const nonFilterableExchanges = ['bitfinex', 'bitfinex-alts', 'bitfinex-derivatives'];
     const mappers = createMappers(fromDate);
-    const filters = nonFilterableExchanges.includes(exchange) ? [] : handy_1.getFilters(mappers, symbols);
+    const filters = handy_1.getFilters(mappers, symbols);
     const messages = replay({
@@ -154,0 +153,0 @@ exchange,

package.json

 {
   "name": "tardis-dev",
-  "version": "10.1.2",
+  "version": "10.1.3",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/consts.ts

@@ -35,3 +35,3 @@ export const EXCHANGES = [
 const BINANCE_DEX_CHANNELS = ['trades', 'marketDiff', 'depthSnapshot'] as const
-const BITFINEX_CHANNELS = ['trades', 'book'] as const
+const BITFINEX_CHANNELS = ['trades', 'book', 'raw_book'] as const
 
@@ -129,3 +129,3 @@ const BITMEX_CHANNELS = [
 
-const FTX_CHANNELS = ['orderbook', 'trades', 'instrument'] as const
+const FTX_CHANNELS = ['orderbook', 'trades', 'instrument', 'markets'] as const
 
@@ -149,3 +149,3 @@ const GEMINI_CHANNELS = ['trade', 'l2_updates', 'auction_open', 'auction_indicative', 'auction_result'] as const
 
-const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'status'] as const
+const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'raw_book', 'status', 'liquidations'] as const
 
@@ -152,0 +152,0 @@ const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo'] as const

src/mappers/bitfinex.ts

@@ -14,4 +14,9 @@ import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade } from '../types'
     if (Array.isArray(message)) {
-      // we need to have matching symbol for channel id
+      // first test if message itself provides channel name and if so if it's trades
+      const channelName = message[message.length - 2]
+      if (typeof channelName === 'string') {
+        return channelName === 'trades'
+      }
 
+      // otherwise use channel to id mapping
       return this._channelIdToSymbolMap.get(message[0]) !== undefined
@@ -41,3 +46,5 @@ }
   *map(message: BitfinexTrades, localTimestamp: Date) {
-    const symbol = this._channelIdToSymbolMap.get(message[0])
+    const symbolFromMessage = message[message.length - 1]
+    const symbol = typeof symbolFromMessage === 'string' ? symbolFromMessage : this._channelIdToSymbolMap.get(message[0])
+
     // ignore if we don't have matching symbol
@@ -83,4 +90,9 @@ if (symbol === undefined) {
     if (Array.isArray(message)) {
-      // we need to have matching symbol for channel id
+      // first test if message itself provides channel name and if so if it's a book
+      const channelName = message[message.length - 2]
+      if (typeof channelName === 'string') {
+        return channelName === 'book'
+      }
 
+      // otherwise use channel to id mapping
       return this._channelIdToSymbolMap.get(message[0]) !== undefined
@@ -110,3 +122,5 @@ }
   *map(message: BitfinexBooks, localTimestamp: Date) {
-    const symbol = this._channelIdToSymbolMap.get(message[0])
+    const symbolFromMessage = message[message.length - 1]
+    const symbol = typeof symbolFromMessage === 'string' ? symbolFromMessage : this._channelIdToSymbolMap.get(message[0])
+
     // ignore if we don't have matching symbol
@@ -157,4 +171,9 @@ if (symbol === undefined) {
     if (Array.isArray(message)) {
-      // we need to have matching symbol for channel id
+      // first test if message itself provides channel name and if so if it's a status
+      const channelName = message[message.length - 2]
+      if (typeof channelName === 'string') {
+        return channelName === 'status'
+      }
 
+      // otherwise use channel to id mapping
       return this._channelIdToSymbolMap.get(message[0]) !== undefined
@@ -185,3 +204,4 @@ }
   *map(message: BitfinexStatusMessage, localTimestamp: Date): IterableIterator<DerivativeTicker> {
-    const symbol = this._channelIdToSymbolMap.get(message[0])
+    const symbolFromMessage = message[message.length - 1]
+    const symbol = typeof symbolFromMessage === 'string' ? symbolFromMessage : this._channelIdToSymbolMap.get(message[0])
 
@@ -188,0 +208,0 @@ // ignore if we don't have matching symbol

src/realtimefeeds/realtimefeed.ts

@@ -15,2 +15,4 @@ import dbg from 'debug'
 
+let connectionCounter = 1
+
 export type RealTimeFeedIterable = AsyncIterable<any>
@@ -28,3 +30,3 @@
   private _ws?: WebSocket
-  private static _connectionId = 0
+  private _connectionId = connectionCounter++
 
@@ -45,11 +47,10 @@ constructor(
     while (true) {
-      RealTimeFeedBase._connectionId++
       try {
         const subscribeMessages = this.mapToSubscribeMessages(this._filters)
 
-        this.debug('(connection id: %d) estabilishing connection to %s', RealTimeFeedBase._connectionId, this.wssURL)
+        this.debug('(connection id: %d) estabilishing connection to %s', this._connectionId, this.wssURL)
 
         this.debug(
           '(connection id: %d) provided filters: %o mapped to subscribe messages: %o',
-          RealTimeFeedBase._connectionId,
+          this._connectionId,
           this._filters,
@@ -134,3 +135,3 @@ subscribeMessages
           '(connection id: %d) %s real-time feed connection error, retries count: %d, next retry delay: %dms, rate limited: %s error message: %o',
-          RealTimeFeedBase._connectionId,
+          this._connectionId,
           this.exchange,
@@ -200,3 +201,3 @@ retries,
           '(connection id: %d) did not received any messages within %d ms timeout, terminating connection...',
-          RealTimeFeedBase._connectionId,
+          this._connectionId,
           this._timeoutIntervalMS
@@ -227,3 +228,3 @@ )
 
-      this.debug('(connection id: %d) estabilished connection', RealTimeFeedBase._connectionId)
+      this.debug('(connection id: %d) estabilished connection', this._connectionId)
 
@@ -245,3 +246,3 @@ this.onConnected()
     } catch (e) {
-      this.debug('(connection id: %d) providing manual snapshots error: %o', RealTimeFeedBase._connectionId, e)
+      this.debug('(connection id: %d) providing manual snapshots error: %o', this._connectionId, e)
       this._ws!.emit('error', e)
@@ -252,4 +253,4 @@ }
   private _onConnectionClosed = () => {
-    this.debug('(connection id: %d) connection closed', RealTimeFeedBase._connectionId)
+    this.debug('(connection id: %d) connection closed', this._connectionId)
   }
 }

src/replay.ts

@@ -226,5 +226,4 @@ import { createReadStream } from 'fs-extra'
   const createMappers = (localTimestamp: Date) => normalizers.map((m) => m(exchange, localTimestamp))
-  const nonFilterableExchanges = ['bitfinex', 'bitfinex-alts', 'bitfinex-derivatives']
   const mappers = createMappers(fromDate)
-  const filters = nonFilterableExchanges.includes(exchange) ? [] : getFilters(mappers, symbols)
+  const filters = getFilters(mappers, symbols)
 
@@ -231,0 +230,0 @@ const messages = replay({

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Found 1 instance in 1 package

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Improved metrics

Total package byte prevSize

699370

increased by0.38%

Lines of code

12372

increased by0.28%

No dependency changes