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tardis-dev

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tardis-dev - npm Package Compare versions

Comparing version 12.4.11 to 12.4.12

dist/orderbook copy.d.ts

3

dist/combine.js

@@ -52,5 +52,6 @@ "use strict";

}
if (!combinedStream.write(message))
if (!combinedStream.write(message)) {
// Handle backpressure on write
await events_1.once(combinedStream, 'drain');
}
}

@@ -57,0 +58,0 @@ });

@@ -77,3 +77,3 @@ "use strict";

this.symbolToDepthInfoMapping[symbol] = {
bufferedUpdates: new handy_1.CircularBuffer(200)
bufferedUpdates: new handy_1.CircularBuffer(2000)
};

@@ -80,0 +80,0 @@ }

@@ -123,3 +123,3 @@ "use strict";

this.symbolToMBPInfoMapping[symbol] = {
bufferedUpdates: new handy_1.CircularBuffer(200)
bufferedUpdates: new handy_1.CircularBuffer(20)
};

@@ -130,5 +130,2 @@ }

if (isSnapshot(message)) {
if (snapshotAlreadyProcessed) {
return;
}
const snapshotBids = message.data.bids.map(this._mapBookLevel);

@@ -165,3 +162,2 @@ const snapshotAsks = message.data.asks.map(this._mapBookLevel);

mbpInfo.snapshotProcessed = true;
mbpInfo.bufferedUpdates.clear();
yield {

@@ -178,12 +174,11 @@ type: 'book_change',

}
else if (snapshotAlreadyProcessed) {
// snapshot was already processed let's map the mbp message as normal book_change
const update = this._mapMBPUpdate(message, symbol, localTimestamp);
if (update !== undefined) {
yield update;
}
}
else {
// there was no snapshot yet, let's buffer the update
mbpInfo.bufferedUpdates.append(message);
if (snapshotAlreadyProcessed) {
// snapshot was already processed let's map the mbp message as normal book_change
const update = this._mapMBPUpdate(message, symbol, localTimestamp);
if (update !== undefined) {
yield update;
}
}
}

@@ -190,0 +185,0 @@ }

{
"name": "tardis-dev",
"version": "12.4.11",
"version": "12.4.12",
"engines": {

@@ -5,0 +5,0 @@ "node": ">=12"

@@ -71,5 +71,6 @@ import { PassThrough } from 'stream'

if (!combinedStream.write(message))
if (!combinedStream.write(message)) {
// Handle backpressure on write
await once(combinedStream, 'drain')
}
}

@@ -76,0 +77,0 @@ })

@@ -91,3 +91,3 @@ import { debug } from '../debug'

this.symbolToDepthInfoMapping[symbol] = {
bufferedUpdates: new CircularBuffer<BinanceDepthData>(200)
bufferedUpdates: new CircularBuffer<BinanceDepthData>(2000)
}

@@ -94,0 +94,0 @@ }

@@ -140,3 +140,3 @@ import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Liquidation, Trade } from '../types'

this.symbolToMBPInfoMapping[symbol] = {
bufferedUpdates: new CircularBuffer<HuobiMBPDataMessage>(200)
bufferedUpdates: new CircularBuffer<HuobiMBPDataMessage>(20)
}

@@ -149,5 +149,2 @@ }

if (isSnapshot(message)) {
if (snapshotAlreadyProcessed) {
return
}
const snapshotBids = message.data.bids.map(this._mapBookLevel)

@@ -186,3 +183,2 @@ const snapshotAsks = message.data.asks.map(this._mapBookLevel)

mbpInfo.snapshotProcessed = true
mbpInfo.bufferedUpdates.clear()

@@ -199,11 +195,12 @@ yield {

} as const
} else if (snapshotAlreadyProcessed) {
// snapshot was already processed let's map the mbp message as normal book_change
const update = this._mapMBPUpdate(message, symbol, localTimestamp)
if (update !== undefined) {
yield update
}
} else {
// there was no snapshot yet, let's buffer the update
mbpInfo.bufferedUpdates.append(message)
if (snapshotAlreadyProcessed) {
// snapshot was already processed let's map the mbp message as normal book_change
const update = this._mapMBPUpdate(message, symbol, localTimestamp)
if (update !== undefined) {
yield update
}
}
}

@@ -210,0 +207,0 @@ }

Sorry, the diff of this file is not supported yet

Sorry, the diff of this file is not supported yet

Sorry, the diff of this file is not supported yet

Sorry, the diff of this file is not supported yet

Sorry, the diff of this file is not supported yet

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