tardis-dev - npm Package Compare versions

Comparing version 11.0.1 to 11.0.2

dist/mappers/okex.js

@@ -155,2 +155,15 @@ "use strict";
 exports.OkexDerivativeTickerMapper = OkexDerivativeTickerMapper;
+function asNumberIfValid(val) {
+    if (val === undefined || val === null) {
+        return;
+    }
+    var asNumber = Number(val);
+    if (isNaN(asNumber) || isFinite(asNumber) === false) {
+        return;
+    }
+    if (asNumber === 0) {
+        return;
+    }
+    return asNumber;
+}
 class OkexOptionSummaryMapper {
@@ -206,16 +219,16 @@ constructor() {
                 expirationDate,
-                bestBidPrice: Number(summary.best_bid) === 0 ? undefined : Number(summary.best_bid),
-                bestBidAmount: Number(summary.best_bid_size) === 0 ? undefined : Number(summary.best_bid_size),
-                bestBidIV: Number(summary.bid_vol) === 0 ? undefined : Number(summary.bid_vol),
-                bestAskPrice: Number(summary.best_ask) === 0 ? undefined : Number(summary.best_ask),
-                bestAskAmount: Number(summary.best_ask_size) === 0 ? undefined : Number(summary.best_ask_size),
-                bestAskIV: Number(summary.ask_vol) === 0 ? undefined : Number(summary.ask_vol),
-                lastPrice: Number(summary.last) === 0 ? undefined : Number(summary.last),
-                openInterest: Number(summary.open_interest),
-                markPrice: Number(summary.mark_price),
-                markIV: Number(summary.mark_vol),
-                delta: Number(summary.delta),
-                gamma: Number(summary.gamma),
-                vega: Number(summary.vega),
-                theta: Number(summary.theta),
+                bestBidPrice: asNumberIfValid(summary.best_bid),
+                bestBidAmount: asNumberIfValid(summary.best_bid_size),
+                bestBidIV: asNumberIfValid(summary.bid_vol),
+                bestAskPrice: asNumberIfValid(summary.best_ask),
+                bestAskAmount: asNumberIfValid(summary.best_ask_size),
+                bestAskIV: asNumberIfValid(summary.ask_vol),
+                lastPrice: asNumberIfValid(summary.last),
+                openInterest: asNumberIfValid(summary.open_interest),
+                markPrice: asNumberIfValid(summary.mark_price),
+                markIV: asNumberIfValid(summary.mark_vol),
+                delta: asNumberIfValid(summary.delta),
+                gamma: asNumberIfValid(summary.gamma),
+                vega: asNumberIfValid(summary.vega),
+                theta: asNumberIfValid(summary.theta),
                 rho: undefined,
@@ -222,0 +235,0 @@ underlyingPrice: lastUnderlyingPrice,

dist/realtimefeeds/bybit.d.ts

 import { Filter } from '../types';
-import { RealTimeFeedBase } from './realtimefeed';
-export declare class BybitRealTimeDataFeed extends RealTimeFeedBase {
-    protected wssURL: string;
+import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from './realtimefeed';
+export declare class BybitRealTimeDataFeed extends MultiConnectionRealTimeFeedBase {
+    protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<BybitSingleConnectionRealTimeDataFeed, void, unknown>;
+    private _only;
+}
+declare class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
+    protected readonly wssURL: string;
+    constructor(wsURLSuffix: string, exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void);
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
     protected messageIsError(message: any): boolean;
 }
+export {};
 //# sourceMappingURL=bybit.d.ts.map

dist/realtimefeeds/bybit.js

@@ -5,13 +5,38 @@ "use strict";
 const realtimefeed_1 = require("./realtimefeed");
-class BybitRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
-    constructor() {
-        super(...arguments);
-        this.wssURL = 'wss://stream.bybit.com/realtime';
+class BybitRealTimeDataFeed extends realtimefeed_1.MultiConnectionRealTimeFeedBase {
+    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
+        const linearContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT')), []);
+        const inverseContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT') === false), []);
+        if (linearContractsFilters.length > 0) {
+            yield new BybitSingleConnectionRealTimeDataFeed('realtime_public', exchange, linearContractsFilters, timeoutIntervalMS, onError);
+        }
+        if (inverseContractsFilters.length > 0) {
+            yield new BybitSingleConnectionRealTimeDataFeed('realtime', exchange, inverseContractsFilters, timeoutIntervalMS, onError);
+        }
     }
+    _only(filter) {
+        return (prev, current) => {
+            if (!current.symbols || current.symbols.length === 0) {
+                throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            const symbols = current.symbols.filter(filter);
+            if (symbols.length > 0) {
+                prev.push({
+                    channel: current.channel,
+                    symbols
+                });
+            }
+            return prev;
+        };
+    }
+}
+exports.BybitRealTimeDataFeed = BybitRealTimeDataFeed;
+class BybitSingleConnectionRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
+    constructor(wsURLSuffix, exchange, filters, timeoutIntervalMS, onError) {
+        super(exchange, filters, timeoutIntervalMS, onError);
+        this.wssURL = `wss://stream.bybit.com/${wsURLSuffix}`;
+    }
     mapToSubscribeMessages(filters) {
         const args = filters
             .map((filter) => {
-            if (!filter.symbols || filter.symbols.length === 0) {
-                throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed');
-            }
             return filter.symbols.map((symbol) => {
@@ -34,3 +59,2 @@ const suffix = filter.channel === 'instrument_info' || filter.channel === 'orderBook_200' ? '.100ms' : '';
 }
-exports.BybitRealTimeDataFeed = BybitRealTimeDataFeed;
 //# sourceMappingURL=bybit.js.map

dist/realtimefeeds/ftx.js

@@ -34,3 +34,3 @@ "use strict";
         super(...arguments);
-        this.wssURL = 'wss://ftx.us/ws/';
+        this.wssURL = 'wss://ws.ftx.com/ws';
     }
@@ -37,0 +37,0 @@ }

dist/realtimefeeds/gateiofutures.js

@@ -40,3 +40,3 @@ "use strict";
         const payload = filters.flatMap((filter) => {
-            if (filter.channel === 'depth') {
+            if (filter.channel === 'order_book') {
                 return filter.symbols.map((symbol) => {
@@ -43,0 +43,0 @@ return {

dist/realtimefeeds/huobi.js

@@ -50,3 +50,3 @@ "use strict";
         super(...arguments);
-        this.wssURL = 'wss://api.huobi.pro/ws';
+        this.wssURL = 'wss://api-aws.huobi.pro/ws';
         this.channelSuffixMap = {
@@ -63,3 +63,3 @@ trade: '.detail',
         super(...arguments);
-        this.wssURL = 'wss://api.hbdm.com/ws';
+        this.wssURL = 'wss://api.hbdm.vn/ws';
         this.channelSuffixMap = {
@@ -75,3 +75,3 @@ trade: '.detail',
         super(...arguments);
-        this.wssURL = 'wss://api.hbdm.com/swap-ws';
+        this.wssURL = 'wss://api.hbdm.vn/swap-ws';
         this.channelSuffixMap = {
@@ -78,0 +78,0 @@ trade: '.detail',

dist/realtimefeeds/index.js

@@ -35,2 +35,3 @@ "use strict";
 const poloniex_1 = require("./poloniex");
+const coinflex_1 = require("./coinflex");
 __exportStar(require("./realtimefeed"), exports);
@@ -70,3 +71,4 @@ const realTimeFeedsMap = {
     'gate-io-futures': gateiofutures_1.GateIOFuturesRealTimeFeed,
-    poloniex: poloniex_1.PoloniexRealTimeFeed
+    poloniex: poloniex_1.PoloniexRealTimeFeed,
+    coinflex: coinflex_1.CoinflexRealTimeFeed
 };
@@ -73,0 +75,0 @@ function getRealTimeFeedFactory(exchange) {

dist/realtimefeeds/okex.js

@@ -9,3 +9,3 @@ "use strict";
         super(...arguments);
-        this.wssURL = 'wss://real.okex.com:8443/ws/v3';
+        this.wssURL = 'wss://awspush.okex.com:8443/ws/v3';
         this.decompress = (message) => {
@@ -12,0 +12,0 @@ message = zlib_1.inflateRawSync(message);

dist/types.d.ts

@@ -72,9 +72,9 @@ import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from './consts';
     lastPrice: number | undefined;
-    openInterest: number;
-    markPrice: number;
-    markIV: number;
-    delta: number;
-    gamma: number;
-    vega: number;
-    theta: number;
+    openInterest: number | undefined;
+    markPrice: number | undefined;
+    markIV: number | undefined;
+    delta: number | undefined;
+    gamma: number | undefined;
+    vega: number | undefined;
+    theta: number | undefined;
     rho: number | undefined;
@@ -81,0 +81,0 @@ underlyingPrice: number | undefined;

package.json

 {
   "name": "tardis-dev",
-  "version": "11.0.1",
+  "version": "11.0.2",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/mappers/okex.ts

@@ -175,2 +175,20 @@ import { BookChange, DerivativeTicker, Exchange, Trade, OptionSummary } from '../types'
 
+function asNumberIfValid(val: string | undefined | null) {
+  if (val === undefined || val === null) {
+    return
+  }
+
+  var asNumber = Number(val)
+
+  if (isNaN(asNumber) || isFinite(asNumber) === false) {
+    return
+  }
+
+  if (asNumber === 0) {
+    return
+  }
+
+  return asNumber
+}
+
 export class OkexOptionSummaryMapper implements Mapper<'okex-options', OptionSummary> {
@@ -234,20 +252,20 @@ private readonly _indexPrices = new Map<string, number>()
 
-        bestBidPrice: Number(summary.best_bid) === 0 ? undefined : Number(summary.best_bid),
-        bestBidAmount: Number(summary.best_bid_size) === 0 ? undefined : Number(summary.best_bid_size),
-        bestBidIV: Number(summary.bid_vol) === 0 ? undefined : Number(summary.bid_vol),
+        bestBidPrice: asNumberIfValid(summary.best_bid),
+        bestBidAmount: asNumberIfValid(summary.best_bid_size),
+        bestBidIV: asNumberIfValid(summary.bid_vol),
 
-        bestAskPrice: Number(summary.best_ask) === 0 ? undefined : Number(summary.best_ask),
-        bestAskAmount: Number(summary.best_ask_size) === 0 ? undefined : Number(summary.best_ask_size),
-        bestAskIV: Number(summary.ask_vol) === 0 ? undefined : Number(summary.ask_vol),
+        bestAskPrice: asNumberIfValid(summary.best_ask),
+        bestAskAmount: asNumberIfValid(summary.best_ask_size),
+        bestAskIV: asNumberIfValid(summary.ask_vol),
 
-        lastPrice: Number(summary.last) === 0 ? undefined : Number(summary.last),
-        openInterest: Number(summary.open_interest),
+        lastPrice: asNumberIfValid(summary.last),
+        openInterest: asNumberIfValid(summary.open_interest),
 
-        markPrice: Number(summary.mark_price),
-        markIV: Number(summary.mark_vol),
+        markPrice: asNumberIfValid(summary.mark_price),
+        markIV: asNumberIfValid(summary.mark_vol),
 
-        delta: Number(summary.delta),
-        gamma: Number(summary.gamma),
-        vega: Number(summary.vega),
-        theta: Number(summary.theta),
+        delta: asNumberIfValid(summary.delta),
+        gamma: asNumberIfValid(summary.gamma),
+        vega: asNumberIfValid(summary.vega),
+        theta: asNumberIfValid(summary.theta),
         rho: undefined,
@@ -254,0 +272,0 @@

src/realtimefeeds/bybit.ts

 import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from './realtimefeed'
 
-export class BybitRealTimeDataFeed extends RealTimeFeedBase {
-  protected wssURL = 'wss://stream.bybit.com/realtime'
+export class BybitRealTimeDataFeed extends MultiConnectionRealTimeFeedBase {
+  protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {
+    const linearContractsFilters = filters.reduce(
+      this._only((s) => s.endsWith('USDT')),
+      [] as Filter<string>[]
+    )
 
+    const inverseContractsFilters = filters.reduce(
+      this._only((s) => s.endsWith('USDT') === false),
+      [] as Filter<string>[]
+    )
+
+    if (linearContractsFilters.length > 0) {
+      yield new BybitSingleConnectionRealTimeDataFeed('realtime_public', exchange, linearContractsFilters, timeoutIntervalMS, onError)
+    }
+
+    if (inverseContractsFilters.length > 0) {
+      yield new BybitSingleConnectionRealTimeDataFeed('realtime', exchange, inverseContractsFilters, timeoutIntervalMS, onError)
+    }
+  }
+
+  private _only(filter: (symbol: string) => boolean) {
+    return (prev: Filter<string>[], current: Filter<string>) => {
+      if (!current.symbols || current.symbols.length === 0) {
+        throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed')
+      }
+
+      const symbols = current.symbols.filter(filter)
+      if (symbols.length > 0) {
+        prev.push({
+          channel: current.channel,
+          symbols
+        })
+      }
+      return prev
+    }
+  }
+}
+
+class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
+  protected readonly wssURL: string
+
+  constructor(
+    wsURLSuffix: string,
+    exchange: string,
+    filters: Filter<string>[],
+    timeoutIntervalMS?: number,
+    onError?: (error: Error) => void
+  ) {
+    super(exchange, filters, timeoutIntervalMS, onError)
+    this.wssURL = `wss://stream.bybit.com/${wsURLSuffix}`
+  }
+
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
     const args = filters
       .map((filter) => {
-        if (!filter.symbols || filter.symbols.length === 0) {
-          throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed')
-        }
-
-        return filter.symbols.map((symbol) => {
+        return filter.symbols!.map((symbol) => {
           const suffix = filter.channel === 'instrument_info' || filter.channel === 'orderBook_200' ? '.100ms' : ''
@@ -16,0 +62,0 @@ return `${filter.channel}${suffix}.${symbol}`

src/realtimefeeds/ftx.ts

@@ -31,3 +31,3 @@ import { Filter } from '../types'
 export class FtxUSRealTimeFeed extends FtxRealTimeFeed {
-  protected wssURL = 'wss://ftx.us/ws/'
+  protected wssURL = 'wss://ws.ftx.com/ws'
 }

src/realtimefeeds/gateiofutures.ts

@@ -59,3 +59,3 @@ import { Filter } from '../types'
     const payload = filters.flatMap((filter) => {
-      if (filter.channel === 'depth') {
+      if (filter.channel === 'order_book') {
         return filter.symbols!.map((symbol) => {
@@ -62,0 +62,0 @@ return {

src/realtimefeeds/huobi.ts

@@ -55,3 +55,3 @@ import { unzipSync } from 'zlib'
 export class HuobiRealTimeFeed extends HuobiRealTimeFeedBase {
-  protected wssURL = 'wss://api.huobi.pro/ws'
+  protected wssURL = 'wss://api-aws.huobi.pro/ws'
 
@@ -66,3 +66,3 @@ protected channelSuffixMap = {
 export class HuobiDMRealTimeFeed extends HuobiRealTimeFeedBase {
-  protected wssURL = 'wss://api.hbdm.com/ws'
+  protected wssURL = 'wss://api.hbdm.vn/ws'
 
@@ -76,3 +76,3 @@ protected channelSuffixMap = {
 export class HuobiDMSwapRealTimeFeed extends HuobiRealTimeFeedBase {
-  protected wssURL = 'wss://api.hbdm.com/swap-ws'
+  protected wssURL = 'wss://api.hbdm.vn/swap-ws'
 
@@ -79,0 +79,0 @@ protected channelSuffixMap = {

src/realtimefeeds/index.ts

@@ -30,2 +30,3 @@ import { Exchange, Filter } from '../types'
 import { PoloniexRealTimeFeed } from './poloniex'
+import { CoinflexRealTimeFeed } from './coinflex'
 
@@ -69,3 +70,4 @@ export * from './realtimefeed'
   'gate-io-futures': GateIOFuturesRealTimeFeed,
-  poloniex: PoloniexRealTimeFeed
+  poloniex: PoloniexRealTimeFeed,
+  coinflex: CoinflexRealTimeFeed
 }
@@ -72,0 +74,0 @@

src/realtimefeeds/okex.ts

@@ -6,3 +6,3 @@ import { inflateRawSync } from 'zlib'
 export class OkexRealTimeFeed extends RealTimeFeedBase {
-  protected wssURL = 'wss://real.okex.com:8443/ws/v3'
+  protected wssURL = 'wss://awspush.okex.com:8443/ws/v3'
 
@@ -9,0 +9,0 @@ protected decompress = (message: any) => {

src/types.ts

@@ -84,11 +84,11 @@ import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from './consts'
   lastPrice: number | undefined
-  openInterest: number
+  openInterest: number | undefined
 
-  markPrice: number
-  markIV: number
+  markPrice: number | undefined
+  markIV: number | undefined
 
-  delta: number
-  gamma: number
-  vega: number
-  theta: number
+  delta: number | undefined
+  gamma: number | undefined
+  vega: number | undefined
+  theta: number | undefined
   rho: number | undefined
@@ -95,0 +95,0 @@

New alerts

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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

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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

904875

increased by0.96%

Number of package files

349

increased by1.45%

Lines of code

16227

increased by0.95%

No dependency changes