tardis-dev - npm Package Compare versions

Comparing version 10.1.3 to 10.1.4

dist/mappers/bybit.d.ts

@@ -5,2 +5,3 @@ import { BookChange, DerivativeTicker, Exchange, Trade } from '../types';
     private readonly _exchange;
+    private readonly _seenSymbols;
     constructor(_exchange: Exchange);
@@ -19,9 +20,9 @@ canHandle(message: BybitDataMessage): boolean;
     canHandle(message: BybitDataMessage): boolean;
-    getFilters(symbols?: string[]): ({
+    getFilters(symbols?: string[]): {
+        readonly channel: "orderBook_200";
+        readonly symbols: string[] | undefined;
+    }[] | {
         readonly channel: "orderBookL2_25";
         readonly symbols: string[] | undefined;
-    } | {
-        readonly channel: "orderBook_200";
-        readonly symbols: string[] | undefined;
-    })[];
+    }[];
     map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, localTimestamp: Date): Generator<{
@@ -60,3 +61,3 @@ readonly type: "book_change";
         timestamp: string;
-        trade_time_ms?: number;
+        trade_time_ms?: number | string;
         symbol: string;
@@ -76,4 +77,6 @@ side: 'Buy' | 'Sell';
     type: 'snapshot';
-    data: BybitBookLevel[];
-    timestamp_e6: number;
+    data: BybitBookLevel[] | {
+        order_book: BybitBookLevel[];
+    };
+    timestamp_e6: number | string;
 };
@@ -87,3 +90,3 @@ declare type BybitBookSnapshotUpdateMessage = BybitDataMessage & {
     };
-    timestamp_e6: number;
+    timestamp_e6: number | string;
 };
@@ -90,0 +93,0 @@ declare type BybitInstrumentUpdate = {

dist/mappers/bybit.js

@@ -8,2 +8,3 @@ "use strict";
         this._exchange = _exchange;
+        this._seenSymbols = new Set();
     }
@@ -26,3 +27,10 @@ canHandle(message) {
         for (const trade of message.data) {
-            const timestamp = trade.trade_time_ms !== undefined ? new Date(trade.trade_time_ms) : new Date(trade.timestamp);
+            const symbol = trade.symbol;
+            const isLinear = symbol.endsWith('USDT');
+            // for some reason bybit publishes 'stale' trades for it's linear contracts (trades that already been published before disconnect)
+            if (isLinear && this._seenSymbols.has(symbol) === false) {
+                this._seenSymbols.add(symbol);
+                break;
+            }
+            const timestamp = trade.trade_time_ms !== undefined ? new Date(Number(trade.trade_time_ms)) : new Date(trade.timestamp);
             yield {
@@ -68,5 +76,2 @@ type: 'trade',
         }
-        // subscribe to both book channels and in canHandle decide which one to use
-        // as one can subscribe to date range period that overlaps both when only orderBookL2_25 has been available
-        // and when both were available
         return [
@@ -76,6 +81,2 @@ {
                 symbols
-            },
-            {
-                channel: 'orderBook_200',
-                symbols
             }
@@ -87,5 +88,10 @@ ];
         const symbol = topicArray[topicArray.length - 1];
-        const data = message.type === 'snapshot' ? message.data : [...message.data.delete, ...message.data.update, ...message.data.insert];
-        const timestamp = new Date(message.timestamp_e6 / 1000);
-        timestamp.μs = message.timestamp_e6 % 1000;
+        const data = message.type === 'snapshot'
+            ? 'order_book' in message.data
+                ? message.data.order_book
+                : message.data
+            : [...message.data.delete, ...message.data.update, ...message.data.insert];
+        const timestampBybit = Number(message.timestamp_e6);
+        const timestamp = new Date(timestampBybit / 1000);
+        timestamp.μs = timestampBybit % 1000;
         yield {
@@ -92,0 +98,0 @@ type: 'book_change',

dist/mappers/index.js

@@ -84,3 +84,3 @@ "use strict";
     'huobi-dm-swap': () => new huobi_1.HuobiBookChangeMapper('huobi-dm-swap'),
-    bybit: (localTimestamp) => new bybit_1.BybitBookChangeMapper('bybit', localTimestamp.valueOf() >= new Date('2019-12-24').valueOf()),
+    bybit: () => new bybit_1.BybitBookChangeMapper('bybit', false),
     okcoin: (localTimestamp) => new okex_1.OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
@@ -87,0 +87,0 @@ hitbtc: () => hitbtc_1.hitBtcBookChangeMapper,

package.json

 {
   "name": "tardis-dev",
-  "version": "10.1.3",
+  "version": "10.1.4",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/mappers/bybit.ts

@@ -7,2 +7,4 @@ import { BookChange, DerivativeTicker, Exchange, Trade } from '../types'
 export class BybitTradesMapper implements Mapper<'bybit', Trade> {
+  private readonly _seenSymbols = new Set<string>()
+
   constructor(private readonly _exchange: Exchange) {}
@@ -28,4 +30,13 @@ canHandle(message: BybitDataMessage) {
     for (const trade of message.data) {
-      const timestamp = trade.trade_time_ms !== undefined ? new Date(trade.trade_time_ms) : new Date(trade.timestamp)
+      const symbol = trade.symbol
 
+      const isLinear = symbol.endsWith('USDT')
+      // for some reason bybit publishes 'stale' trades for it's linear contracts (trades that already been published before disconnect)
+      if (isLinear && this._seenSymbols.has(symbol) === false) {
+        this._seenSymbols.add(symbol)
+        break
+      }
+
+      const timestamp = trade.trade_time_ms !== undefined ? new Date(Number(trade.trade_time_ms)) : new Date(trade.timestamp)
+
       yield {
@@ -71,6 +82,2 @@ type: 'trade',
 
-    // subscribe to both book channels and in canHandle decide which one to use
-    // as one can subscribe to date range period that overlaps both when only orderBookL2_25 has been available
-    // and when both were available
-
     return [
@@ -80,6 +87,2 @@ {
         symbols
-      } as const,
-      {
-        channel: 'orderBook_200',
-        symbols
       } as const
@@ -92,6 +95,13 @@ ]
     const symbol = topicArray[topicArray.length - 1]
-    const data = message.type === 'snapshot' ? message.data : [...message.data.delete, ...message.data.update, ...message.data.insert]
-    const timestamp = new Date(message.timestamp_e6 / 1000)
-    timestamp.μs = message.timestamp_e6 % 1000
+    const data =
+      message.type === 'snapshot'
+        ? 'order_book' in message.data
+          ? message.data.order_book
+          : message.data
+        : [...message.data.delete, ...message.data.update, ...message.data.insert]
 
+    const timestampBybit = Number(message.timestamp_e6)
+    const timestamp = new Date(timestampBybit / 1000)
+    timestamp.μs = timestampBybit % 1000
+
     yield {
@@ -165,3 +175,3 @@ type: 'book_change',
     timestamp: string
-    trade_time_ms?: number
+    trade_time_ms?: number | string
     symbol: string
@@ -183,4 +193,4 @@ side: 'Buy' | 'Sell'
   type: 'snapshot'
-  data: BybitBookLevel[]
-  timestamp_e6: number
+  data: BybitBookLevel[] | { order_book: BybitBookLevel[] }
+  timestamp_e6: number | string
 }
@@ -195,3 +205,3 @@
   }
-  timestamp_e6: number
+  timestamp_e6: number | string
 }
@@ -198,0 +208,0 @@

src/mappers/index.ts

@@ -95,3 +95,3 @@ import { ONE_SEC_IN_MS } from '../handy'
   'huobi-dm-swap': () => new HuobiBookChangeMapper('huobi-dm-swap'),
-  bybit: (localTimestamp: Date) => new BybitBookChangeMapper('bybit', localTimestamp.valueOf() >= new Date('2019-12-24').valueOf()),
+  bybit: () => new BybitBookChangeMapper('bybit', false),
   okcoin: (localTimestamp: Date) =>
@@ -98,0 +98,0 @@ new OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),

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Improved metrics

Total package byte prevSize

700302

increased by0.13%

Lines of code

12388

increased by0.13%

No dependency changes