tardis-dev - npm Package Compare versions

Comparing version 12.3.0 to 12.4.0

dist/consts.js

@@ -182,3 +182,5 @@ "use strict";
     'product_updates',
-    'announcements'
+    'announcements',
+    'all_trades',
+    'v2/ticker'
 ];
@@ -185,0 +187,0 @@ const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker'];

dist/mappers/delta.d.ts

 import { Mapper } from './mapper';
 import { Trade, BookChange, DerivativeTicker } from '../types';
-export declare const deltaTradesMapper: Mapper<'delta', Trade>;
+export declare class DeltaTradesMapper implements Mapper<'delta', Trade> {
+    private _useV2Channels;
+    constructor(_useV2Channels: boolean);
+    canHandle(message: DeltaTrade): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "recent_trade" | "all_trades";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: DeltaTrade, localTimestamp: Date): IterableIterator<Trade>;
+}
 export declare const deltaBookChangeMapper: Mapper<'delta', BookChange>;
 export declare class DeltaDerivativeTickerMapper implements Mapper<'delta', DerivativeTicker> {
+    private _useV2Channels;
+    constructor(_useV2Channels: boolean);
     private readonly pendingTickerInfoHelper;
     canHandle(message: DeltaTrade | DeltaMarkPrice | DeltaFundingRate): boolean;
     getFilters(symbols?: string[]): ({
-        readonly channel: "recent_trade";
+        readonly channel: "recent_trade" | "all_trades";
         readonly symbols: string[] | undefined;
@@ -26,3 +37,3 @@ } | {
     timestamp: number;
-    type: 'recent_trade';
+    type: 'recent_trade' | 'all_trades';
 };
@@ -29,0 +40,0 @@ declare type DeltaMarkPrice = {

dist/mappers/delta.js

 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.DeltaDerivativeTickerMapper = exports.deltaBookChangeMapper = exports.deltaTradesMapper = void 0;
+exports.DeltaDerivativeTickerMapper = exports.deltaBookChangeMapper = exports.DeltaTradesMapper = void 0;
 const mapper_1 = require("./mapper");
@@ -10,14 +10,17 @@ const fromMicroSecondsToDate = (micros) => {
 };
-exports.deltaTradesMapper = {
+class DeltaTradesMapper {
+    constructor(_useV2Channels) {
+        this._useV2Channels = _useV2Channels;
+    }
     canHandle(message) {
-        return message.type === 'recent_trade';
-    },
+        return message.type === (this._useV2Channels ? 'all_trades' : 'recent_trade');
+    }
     getFilters(symbols) {
         return [
             {
-                channel: 'recent_trade',
+                channel: this._useV2Channels ? 'all_trades' : 'recent_trade',
                 symbols
             }
         ];
-    },
+    }
     *map(message, localTimestamp) {
@@ -36,3 +39,4 @@ yield {
     }
-};
+}
+exports.DeltaTradesMapper = DeltaTradesMapper;
 const mapBookLevel = (level) => {
@@ -70,7 +74,10 @@ return {
 class DeltaDerivativeTickerMapper {
-    constructor() {
+    constructor(_useV2Channels) {
+        this._useV2Channels = _useV2Channels;
         this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
     }
     canHandle(message) {
-        return message.type === 'recent_trade' || message.type === 'funding_rate' || message.type === 'mark_price';
+        return (message.type === (this._useV2Channels ? 'all_trades' : 'recent_trade') ||
+            message.type === 'funding_rate' ||
+            message.type === 'mark_price');
     }
@@ -80,3 +87,3 @@ getFilters(symbols) {
             {
-                channel: 'recent_trade',
+                channel: this._useV2Channels ? 'all_trades' : 'recent_trade',
                 symbols
@@ -96,3 +103,3 @@ },
         const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.symbol.replace('MARK:', ''), 'delta');
-        if (message.type === 'recent_trade') {
+        if (message.type === 'recent_trade' || message.type === 'all_trades') {
             pendingTickerInfo.updateLastPrice(Number(message.price));
@@ -99,0 +106,0 @@ }

dist/mappers/index.d.ts

 import { BookChange, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types';
 import { Mapper } from './mapper';
 export * from './mapper';
-export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex">(exchange: T, _localTimestamp: Date) => Mapper<T, Trade>;
+export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
 export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
-export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex">(exchange: T, _localTimestamp: Date) => Mapper<T, DerivativeTicker>;
+export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
 export declare const normalizeOptionsSummary: <T extends "deribit" | "okex-options">(exchange: T, _localTimestamp: Date) => Mapper<T, OptionSummary>;
 export declare const normalizeLiquidations: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "huobi-dm" | "huobi-dm-swap" | "bitfinex-derivatives" | "cryptofacilities">(exchange: T, _localTimestamp: Date) => Mapper<T, Liquidation>;
 //# sourceMappingURL=index.d.ts.map

dist/mappers/index.js

@@ -75,3 +75,3 @@ "use strict";
     phemex: () => phemex_1.phemexTradesMapper,
-    delta: () => delta_1.deltaTradesMapper,
+    delta: (localTimestamp) => new delta_1.DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
     'gate-io': () => new gateio_1.GateIOTradesMapper('gate-io'),
@@ -132,3 +132,3 @@ 'gate-io-futures': () => new gateiofutures_1.GateIOFuturesTradesMapper('gate-io-futures'),
     ftx: () => new ftx_1.FTXDerivativeTickerMapper('ftx'),
-    delta: () => new delta_1.DeltaDerivativeTickerMapper(),
+    delta: (localTimestamp) => new delta_1.DeltaDerivativeTickerMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
     'huobi-dm': () => new huobi_1.HuobiDerivativeTickerMapper('huobi-dm'),
@@ -154,3 +154,3 @@ 'huobi-dm-swap': () => new huobi_1.HuobiDerivativeTickerMapper('huobi-dm-swap'),
 };
-exports.normalizeTrades = (exchange, _localTimestamp) => {
+exports.normalizeTrades = (exchange, localTimestamp) => {
     const createTradesMapper = tradesMappers[exchange];
@@ -160,3 +160,3 @@ if (createTradesMapper === undefined) {
     }
-    return createTradesMapper();
+    return createTradesMapper(localTimestamp);
 };
@@ -170,3 +170,3 @@ exports.normalizeBookChanges = (exchange, localTimestamp) => {
 };
-exports.normalizeDerivativeTickers = (exchange, _localTimestamp) => {
+exports.normalizeDerivativeTickers = (exchange, localTimestamp) => {
     const createDerivativeTickerMapper = derivativeTickersMappers[exchange];
@@ -176,3 +176,3 @@ if (createDerivativeTickerMapper === undefined) {
     }
-    return createDerivativeTickerMapper();
+    return createDerivativeTickerMapper(localTimestamp);
 };
@@ -179,0 +179,0 @@ exports.normalizeOptionsSummary = (exchange, _localTimestamp) => {

package.json

 {
   "name": "tardis-dev",
-  "version": "12.3.0",
+  "version": "12.4.0",
   "engines": {
@@ -62,8 +62,8 @@ "node": ">=12"
     "@types/debug": "^4.1.5",
-    "@types/fs-extra": "^9.0.1",
+    "@types/fs-extra": "^9.0.2",
     "@types/jest": "^26.0.14",
-    "@types/node": "^14.11.2",
+    "@types/node": "^14.11.8",
     "cross-var": "^1.1.0",
     "husky": "^4.3.0",
-    "jest": "^26.4.2",
+    "jest": "^26.5.3",
     "lint-staged": "^10.4.0",
@@ -70,0 +70,0 @@ "prettier": "^2.1.2",

src/consts.ts

@@ -206,3 +206,5 @@ export const EXCHANGES = [
   'product_updates',
-  'announcements'
+  'announcements',
+  'all_trades',
+  'v2/ticker'
 ]
@@ -209,0 +211,0 @@

src/mappers/delta.ts

@@ -11,6 +11,8 @@ import { Mapper, PendingTickerInfoHelper } from './mapper'
 
-export const deltaTradesMapper: Mapper<'delta', Trade> = {
+export class DeltaTradesMapper implements Mapper<'delta', Trade> {
+  constructor(private _useV2Channels: boolean) {}
+
   canHandle(message: DeltaTrade) {
-    return message.type === 'recent_trade'
-  },
+    return message.type === (this._useV2Channels ? 'all_trades' : 'recent_trade')
+  }
 
@@ -20,7 +22,7 @@ getFilters(symbols?: string[]) {
       {
-        channel: 'recent_trade',
+        channel: this._useV2Channels ? 'all_trades' : 'recent_trade',
         symbols
       } as const
     ]
-  },
+  }
 
@@ -78,6 +80,12 @@ *map(message: DeltaTrade, localTimestamp: Date): IterableIterator<Trade> {
 export class DeltaDerivativeTickerMapper implements Mapper<'delta', DerivativeTicker> {
+  constructor(private _useV2Channels: boolean) {}
+
   private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
 
   canHandle(message: DeltaTrade | DeltaMarkPrice | DeltaFundingRate) {
-    return message.type === 'recent_trade' || message.type === 'funding_rate' || message.type === 'mark_price'
+    return (
+      message.type === (this._useV2Channels ? 'all_trades' : 'recent_trade') ||
+      message.type === 'funding_rate' ||
+      message.type === 'mark_price'
+    )
   }
@@ -88,3 +96,3 @@
       {
-        channel: 'recent_trade',
+        channel: this._useV2Channels ? 'all_trades' : 'recent_trade',
         symbols
@@ -106,3 +114,3 @@ } as const,
 
-    if (message.type === 'recent_trade') {
+    if (message.type === 'recent_trade' || message.type === 'all_trades') {
       pendingTickerInfo.updateLastPrice(Number(message.price))
@@ -142,3 +150,3 @@ }
   timestamp: number
-  type: 'recent_trade'
+  type: 'recent_trade' | 'all_trades'
 }
@@ -145,0 +153,0 @@

src/mappers/index.ts

@@ -24,3 +24,3 @@ import { ONE_SEC_IN_MS } from '../handy'
 } from './cryptofacilities'
-import { deltaBookChangeMapper, DeltaDerivativeTickerMapper, deltaTradesMapper } from './delta'
+import { deltaBookChangeMapper, DeltaDerivativeTickerMapper, DeltaTradesMapper } from './delta'
 import {
@@ -92,3 +92,3 @@ deribitBookChangeMapper,
   phemex: () => phemexTradesMapper,
-  delta: () => deltaTradesMapper,
+  delta: (localTimestamp: Date) => new DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
   'gate-io': () => new GateIOTradesMapper('gate-io'),
@@ -159,3 +159,3 @@ 'gate-io-futures': () => new GateIOFuturesTradesMapper('gate-io-futures'),
   ftx: () => new FTXDerivativeTickerMapper('ftx'),
-  delta: () => new DeltaDerivativeTickerMapper(),
+  delta: (localTimestamp: Date) => new DeltaDerivativeTickerMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
   'huobi-dm': () => new HuobiDerivativeTickerMapper('huobi-dm'),
@@ -184,3 +184,3 @@ 'huobi-dm-swap': () => new HuobiDerivativeTickerMapper('huobi-dm-swap'),
 
-export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, _localTimestamp: Date): Mapper<T, Trade> => {
+export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => {
   const createTradesMapper = tradesMappers[exchange]
@@ -192,3 +192,3 @@
 
-  return createTradesMapper() as Mapper<T, Trade>
+  return createTradesMapper(localTimestamp) as Mapper<T, Trade>
 }
@@ -211,3 +211,3 @@
   exchange: T,
-  _localTimestamp: Date
+  localTimestamp: Date
 ): Mapper<T, DerivativeTicker> => {
@@ -220,3 +220,3 @@ const createDerivativeTickerMapper = derivativeTickersMappers[exchange]
 
-  return createDerivativeTickerMapper() as any
+  return createDerivativeTickerMapper(localTimestamp) as any
 }
@@ -223,0 +223,0 @@

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Found 1 instance in 1 package

Fixed alerts

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Improved metrics

Total package byte prevSize

1013650

increased by0.24%

Lines of code

18175

increased by0.15%

No dependency changes