tardis-dev - npm Package Compare versions

Comparing version 12.1.0 to 12.1.1

dist/mappers/ftx.d.ts

@@ -1,2 +0,2 @@
-import { BookChange, Trade, DerivativeTicker, Exchange } from '../types';
+import { BookChange, Trade, DerivativeTicker, Exchange, Liquidation } from '../types';
 import { Mapper } from './mapper';
@@ -38,2 +38,10 @@ export declare class FTXTradesMapper implements Mapper<'ftx' | 'ftx-us', Trade> {
 }
+export declare class FTXLiquidationsMapper implements Mapper<'ftx', Liquidation> {
+    canHandle(message: FtxTrades | FtxOrderBook): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "trades";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(ftxTrades: FtxTrades, localTimestamp: Date): IterableIterator<Liquidation>;
+}
 declare type FtxTrades = {
@@ -49,2 +57,3 @@ channel: 'trades';
         time: string;
+        liquidation?: boolean;
     }[];
@@ -51,0 +60,0 @@ };

dist/mappers/ftx.js

 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.FTXDerivativeTickerMapper = exports.FTXBookChangeMapper = exports.mapBookLevel = exports.FTXTradesMapper = void 0;
+exports.FTXLiquidationsMapper = exports.FTXDerivativeTickerMapper = exports.FTXBookChangeMapper = exports.mapBookLevel = exports.FTXTradesMapper = void 0;
 const handy_1 = require("../handy");
@@ -124,2 +124,38 @@ const mapper_1 = require("./mapper");
 exports.FTXDerivativeTickerMapper = FTXDerivativeTickerMapper;
+class FTXLiquidationsMapper {
+    canHandle(message) {
+        if (message.data == undefined) {
+            return false;
+        }
+        return message.channel === 'trades';
+    }
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'trades',
+                symbols
+            }
+        ];
+    }
+    *map(ftxTrades, localTimestamp) {
+        for (const ftxTrade of ftxTrades.data) {
+            if (ftxTrade.liquidation) {
+                const timestamp = new Date(ftxTrade.time);
+                timestamp.μs = handy_1.parseμs(ftxTrade.time);
+                yield {
+                    type: 'liquidation',
+                    symbol: ftxTrades.market,
+                    exchange: 'ftx',
+                    id: ftxTrade.id !== null ? String(ftxTrade.id) : undefined,
+                    price: ftxTrade.price,
+                    amount: ftxTrade.size,
+                    side: ftxTrade.side,
+                    timestamp,
+                    localTimestamp
+                };
+            }
+        }
+    }
+}
+exports.FTXLiquidationsMapper = FTXLiquidationsMapper;
 //# sourceMappingURL=ftx.js.map

dist/mappers/index.d.ts

@@ -1,2 +0,2 @@
-import { BookChange, DerivativeTicker, OptionSummary, Trade } from '../types';
+import { BookChange, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types';
 import { Mapper } from './mapper';
@@ -8,2 +8,3 @@ export * from './mapper';
 export declare const normalizeOptionsSummary: <T extends "deribit" | "okex-options">(exchange: T, _localTimestamp: Date) => Mapper<T, OptionSummary>;
+export declare const normalizeLiquidations: <T extends "ftx">(exchange: T, _localTimestamp: Date) => Mapper<T, Liquidation>;
 //# sourceMappingURL=index.d.ts.map

dist/mappers/index.js

@@ -13,3 +13,3 @@ "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.normalizeOptionsSummary = exports.normalizeDerivativeTickers = exports.normalizeBookChanges = exports.normalizeTrades = void 0;
+exports.normalizeLiquidations = exports.normalizeOptionsSummary = exports.normalizeDerivativeTickers = exports.normalizeBookChanges = exports.normalizeTrades = void 0;
 const handy_1 = require("../handy");
@@ -24,2 +24,3 @@ const binance_1 = require("./binance");
 const coinbase_1 = require("./coinbase");
+const coinflex_1 = require("./coinflex");
 const cryptofacilities_1 = require("./cryptofacilities");
@@ -29,2 +30,4 @@ const delta_1 = require("./delta");
 const ftx_1 = require("./ftx");
+const gateio_1 = require("./gateio");
+const gateiofutures_1 = require("./gateiofutures");
 const gemini_1 = require("./gemini");
@@ -36,6 +39,3 @@ const hitbtc_1 = require("./hitbtc");
 const phemex_1 = require("./phemex");
-const gateio_1 = require("./gateio");
-const gateiofutures_1 = require("./gateiofutures");
 const poloniex_1 = require("./poloniex");
-const coinflex_1 = require("./coinflex");
 __exportStar(require("./mapper"), exports);
@@ -145,2 +145,5 @@ const THREE_MINUTES_IN_MS = 3 * 60 * handy_1.ONE_SEC_IN_MS;
 };
+const liquidationsMappers = {
+    ftx: () => new ftx_1.FTXLiquidationsMapper()
+};
 exports.normalizeTrades = (exchange, _localTimestamp) => {
@@ -174,2 +177,9 @@ const createTradesMapper = tradesMappers[exchange];
 };
+exports.normalizeLiquidations = (exchange, _localTimestamp) => {
+    const createLiquidationsMapper = liquidationsMappers[exchange];
+    if (createLiquidationsMapper === undefined) {
+        throw new Error(`normalizeLiquidations: ${exchange} not supported`);
+    }
+    return createLiquidationsMapper();
+};
 //# sourceMappingURL=index.js.map

dist/types.d.ts

@@ -83,2 +83,13 @@ import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from './consts';
 };
+export declare type Liquidation = {
+    readonly type: 'liquidation';
+    readonly symbol: string;
+    readonly exchange: Exchange;
+    readonly id: string | undefined;
+    readonly price: number;
+    readonly amount: number;
+    readonly side: 'buy' | 'sell';
+    readonly timestamp: Date;
+    readonly localTimestamp: Date;
+};
 export declare type Disconnect = {
@@ -85,0 +96,0 @@ readonly type: 'disconnect';

package.json

 {
   "name": "tardis-dev",
-  "version": "12.1.0",
+  "version": "12.1.1",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/mappers/ftx.ts

 import { parseμs } from '../handy'
-import { BookChange, Trade, DerivativeTicker, Exchange } from '../types'
+import { BookChange, Trade, DerivativeTicker, Exchange, Liquidation } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
@@ -139,2 +139,42 @@
 
+export class FTXLiquidationsMapper implements Mapper<'ftx', Liquidation> {
+  canHandle(message: FtxTrades | FtxOrderBook) {
+    if (message.data == undefined) {
+      return false
+    }
+
+    return message.channel === 'trades'
+  }
+
+  getFilters(symbols?: string[]) {
+    return [
+      {
+        channel: 'trades',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(ftxTrades: FtxTrades, localTimestamp: Date): IterableIterator<Liquidation> {
+    for (const ftxTrade of ftxTrades.data) {
+      if (ftxTrade.liquidation) {
+        const timestamp = new Date(ftxTrade.time)
+        timestamp.μs = parseμs(ftxTrade.time)
+
+        yield {
+          type: 'liquidation',
+          symbol: ftxTrades.market,
+          exchange: 'ftx',
+          id: ftxTrade.id !== null ? String(ftxTrade.id) : undefined,
+          price: ftxTrade.price,
+          amount: ftxTrade.size,
+          side: ftxTrade.side,
+          timestamp,
+          localTimestamp
+        }
+      }
+    }
+  }
+}
+
 type FtxTrades = {
@@ -150,2 +190,3 @@ channel: 'trades'
     time: string
+    liquidation?: boolean
   }[]
@@ -152,0 +193,0 @@ }

src/mappers/index.ts

 import { ONE_SEC_IN_MS } from '../handy'
-import { BookChange, DerivativeTicker, OptionSummary, Trade } from '../types'
+import { BookChange, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types'
 import {
@@ -16,9 +16,12 @@ BinanceBookChangeMapper,
 import { CoinbaseBookChangMapper, coinbaseTradesMapper } from './coinbase'
+import { coinflexBookChangeMapper, CoinflexDerivativeTickerMapper, coinflexTradesMapper } from './coinflex'
 import { cryptofacilitiesBookChangeMapper, CryptofacilitiesDerivativeTickerMapper, cryptofacilitiesTradesMapper } from './cryptofacilities'
 import { deltaBookChangeMapper, DeltaDerivativeTickerMapper, deltaTradesMapper } from './delta'
 import { deribitBookChangeMapper, DeribitDerivativeTickerMapper, DeribitOptionSummaryMapper, deribitTradesMapper } from './deribit'
-import { FTXBookChangeMapper, FTXDerivativeTickerMapper, FTXTradesMapper } from './ftx'
+import { FTXBookChangeMapper, FTXDerivativeTickerMapper, FTXLiquidationsMapper, FTXTradesMapper } from './ftx'
+import { GateIOBookChangeMapper, GateIOTradesMapper } from './gateio'
+import { GateIOFuturesBookChangeMapper, GateIOFuturesDerivativeTickerMapper, GateIOFuturesTradesMapper } from './gateiofutures'
 import { geminiBookChangeMapper, geminiTradesMapper } from './gemini'
 import { hitBtcBookChangeMapper, hitBtcTradesMapper } from './hitbtc'
-import { HuobiBookChangeMapper, HuobiTradesMapper, HuobiDerivativeTickerMapper, HuobiMBPBookChangeMapper } from './huobi'
+import { HuobiBookChangeMapper, HuobiDerivativeTickerMapper, HuobiMBPBookChangeMapper, HuobiTradesMapper } from './huobi'
 import { krakenBookChangeMapper, krakenTradesMapper } from './kraken'
@@ -28,6 +31,3 @@ import { Mapper } from './mapper'
 import { phemexBookChangeMapper, PhemexDerivativeTickerMapper, phemexTradesMapper } from './phemex'
-import { GateIOBookChangeMapper, GateIOTradesMapper } from './gateio'
-import { GateIOFuturesTradesMapper, GateIOFuturesBookChangeMapper, GateIOFuturesDerivativeTickerMapper } from './gateiofutures'
-import { PoloniexTradesMapper, PoloniexBookChangeMapper } from './poloniex'
-import { coinflexTradesMapper, coinflexBookChangeMapper, CoinflexDerivativeTickerMapper } from './coinflex'
+import { PoloniexBookChangeMapper, PoloniexTradesMapper } from './poloniex'
 
@@ -153,2 +153,6 @@ export * from './mapper'
 
+const liquidationsMappers = {
+  ftx: () => new FTXLiquidationsMapper()
+}
+
 export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, _localTimestamp: Date): Mapper<T, Trade> => {
@@ -202,1 +206,14 @@ const createTradesMapper = tradesMappers[exchange]
 }
+
+export const normalizeLiquidations = <T extends keyof typeof liquidationsMappers>(
+  exchange: T,
+  _localTimestamp: Date
+): Mapper<T, Liquidation> => {
+  const createLiquidationsMapper = liquidationsMappers[exchange]
+
+  if (createLiquidationsMapper === undefined) {
+    throw new Error(`normalizeLiquidations: ${exchange} not supported`)
+  }
+
+  return createLiquidationsMapper() as any
+}

src/types.ts

@@ -99,2 +99,14 @@ import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from './consts'
 
+export type Liquidation = {
+  readonly type: 'liquidation'
+  readonly symbol: string
+  readonly exchange: Exchange
+  readonly id: string | undefined
+  readonly price: number
+  readonly amount: number
+  readonly side: 'buy' | 'sell'
+  readonly timestamp: Date
+  readonly localTimestamp: Date
+}
+
 export type Disconnect = {
@@ -101,0 +113,0 @@ readonly type: 'disconnect'

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Improved metrics

Total package byte prevSize

973008

increased by0.64%

Lines of code

17371

increased by0.74%

No dependency changes