tardis-dev - npm Package Compare versions

Comparing version 12.2.2 to 12.3.0

dist/computable/tradebar.js

@@ -13,3 +13,7 @@ "use strict";
     constructor({ kind, interval, name }) {
-        this.sourceDataTypes = ['trade'];
+        // use book_change messages as workaround for issue when time passes for new bar to be produced but there's no trades,
+        // so logic `compute` would not execute
+        // assumption is that if one subscribes to book changes too then there's pretty good chance that
+        // even if there are no trades, there's plenty of book changes that trigger computing new trade bar if time passess
+        this.sourceDataTypes = ['trade', 'book_change'];
         this._type = 'trade_bar';
@@ -27,18 +31,21 @@ this._kind = kind;
     }
-    *compute(trade) {
+    *compute(message) {
         // first check if there is a new trade bar for new timestamp for time based trade bars
-        if (this._hasNewBar(trade.timestamp)) {
-            yield this._computeBar(trade);
+        if (this._hasNewBar(message.timestamp)) {
+            yield this._computeBar(message);
         }
+        if (message.type !== 'trade') {
+            return;
+        }
         // update in progress trade bar with new data
-        this._update(trade);
+        this._update(message);
         // and check again if there is a new trade bar after the update (volume/tick based trade bars)
-        if (this._hasNewBar(trade.timestamp)) {
-            yield this._computeBar(trade);
+        if (this._hasNewBar(message.timestamp)) {
+            yield this._computeBar(message);
         }
     }
-    _computeBar(trade) {
-        this._inProgressBar.localTimestamp = trade.localTimestamp;
-        this._inProgressBar.symbol = trade.symbol;
-        this._inProgressBar.exchange = trade.exchange;
+    _computeBar(message) {
+        this._inProgressBar.localTimestamp = message.localTimestamp;
+        this._inProgressBar.symbol = message.symbol;
+        this._inProgressBar.exchange = message.exchange;
         const tradeBar = { ...this._inProgressBar };
@@ -45,0 +52,0 @@ this._reset();

dist/consts.js

@@ -140,3 +140,4 @@ "use strict";
     'openInterest',
-    'recentTrades'
+    'recentTrades',
+    'compositeIndex'
 ];
@@ -143,0 +144,0 @@ const BINANCE_DELIVERY_CHANNELS = [

package.json

 {
   "name": "tardis-dev",
-  "version": "12.2.2",
+  "version": "12.3.0",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/computable/tradebar.ts

@@ -1,2 +0,2 @@
-import { Trade, TradeBar, Writeable } from '../types'
+import { BookChange, NormalizedData, Trade, TradeBar, Writeable } from '../types'
 import { Computable } from './computable'
@@ -19,3 +19,7 @@
 class TradeBarComputable implements Computable<TradeBar> {
-  public readonly sourceDataTypes = ['trade']
+  // use book_change messages as workaround for issue when time passes for new bar to be produced but there's no trades,
+  // so logic `compute` would not execute
+  // assumption is that if one subscribes to book changes too then there's pretty good chance that
+  // even if there are no trades, there's plenty of book changes that trigger computing new trade bar if time passess
+  public readonly sourceDataTypes = ['trade', 'book_change']
 
@@ -42,21 +46,25 @@ private _inProgressBar: Writeable<TradeBar>
 
-  public *compute(trade: Trade) {
+  public *compute(message: Trade | BookChange) {
     // first check if there is a new trade bar for new timestamp for time based trade bars
-    if (this._hasNewBar(trade.timestamp)) {
-      yield this._computeBar(trade)
+    if (this._hasNewBar(message.timestamp)) {
+      yield this._computeBar(message)
     }
 
+    if (message.type !== 'trade') {
+      return
+    }
+
     // update in progress trade bar with new data
-    this._update(trade)
+    this._update(message)
 
     // and check again if there is a new trade bar after the update (volume/tick based trade bars)
-    if (this._hasNewBar(trade.timestamp)) {
-      yield this._computeBar(trade)
+    if (this._hasNewBar(message.timestamp)) {
+      yield this._computeBar(message)
     }
   }
 
-  private _computeBar(trade: Trade) {
-    this._inProgressBar.localTimestamp = trade.localTimestamp
-    this._inProgressBar.symbol = trade.symbol
-    this._inProgressBar.exchange = trade.exchange
+  private _computeBar(message: NormalizedData) {
+    this._inProgressBar.localTimestamp = message.localTimestamp
+    this._inProgressBar.symbol = message.symbol
+    this._inProgressBar.exchange = message.exchange
 
@@ -63,0 +71,0 @@ const tradeBar: TradeBar = { ...this._inProgressBar }

src/consts.ts

@@ -154,3 +154,4 @@ export const EXCHANGES = [
   'openInterest',
-  'recentTrades'
+  'recentTrades',
+  'compositeIndex'
 ]
@@ -157,0 +158,0 @@

No alert changes

Improved metrics

Total package byte prevSize

1011188

increased by0.12%

Lines of code

18147

increased by0.09%

No dependency changes