tardis-dev - npm Package Compare versions

Comparing version 13.1.15 to 13.2.0

dist/consts.d.ts

@@ -9,6 +9,6 @@ export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-options", "binance", "ftx", "okex-futures", "okex-options", "okex-swap", "okex", "huobi-dm", "huobi-dm-swap", "huobi-dm-linear-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", "upbit", "ascendex", "dydx", "serum", "huobi-dm-options", "star-atlas"];
     kraken: readonly ["trade", "ticker", "book", "spread"];
-    okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate", "trades", "books-l2-tbt", "tickers", "interest-rate-loan-quota", "vip-interest-rate-loan-quota", "status", "instruments", "taker-volume"];
-    'okex-swap': readonly ["swap/trade", "swap/depth", "swap/depth_l2_tbt", "swap/ticker", "swap/funding_rate", "swap/mark_price", "swap/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "books-l2-tbt", "tickers", "open-interest", "mark-price", "price-limit", "funding-rate", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations"];
-    'okex-futures': readonly ["futures/trade", "futures/depth", "futures/depth_l2_tbt", "futures/ticker", "futures/mark_price", "futures/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "books-l2-tbt", "tickers", "open-interest", "mark-price", "price-limit", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations"];
-    'okex-options': readonly ["option/trade", "option/depth", "option/depth_l2_tbt", "option/ticker", "option/summary", "option/instruments", "index/ticker", "system/status", "option/trades", "trades", "books-l2-tbt", "tickers", "opt-summary", "status", "instruments", "index-tickers", "open-interest", "mark-price", "price-limit"];
+    okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate", "trades", "books-l2-tbt", "bbo-tbt", "tickers", "interest-rate-loan-quota", "vip-interest-rate-loan-quota", "status", "instruments", "taker-volume"];
+    'okex-swap': readonly ["swap/trade", "swap/depth", "swap/depth_l2_tbt", "swap/ticker", "swap/funding_rate", "swap/mark_price", "swap/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "books-l2-tbt", "bbo-tbt", "tickers", "open-interest", "mark-price", "price-limit", "funding-rate", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations"];
+    'okex-futures': readonly ["futures/trade", "futures/depth", "futures/depth_l2_tbt", "futures/ticker", "futures/mark_price", "futures/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "books-l2-tbt", "bbo-tbt", "tickers", "open-interest", "mark-price", "price-limit", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations"];
+    'okex-options': readonly ["option/trade", "option/depth", "option/depth_l2_tbt", "option/ticker", "option/summary", "option/instruments", "index/ticker", "system/status", "option/trades", "trades", "books-l2-tbt", "bbo-tbt", "tickers", "opt-summary", "status", "instruments", "index-tickers", "open-interest", "mark-price", "price-limit"];
     binance: readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "recentTrades", "borrowInterest"];
@@ -15,0 +15,0 @@ 'binance-jersey': readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "recentTrades", "borrowInterest"];

dist/consts.js

@@ -113,2 +113,3 @@ "use strict";
     'books-l2-tbt',
+    'bbo-tbt',
     'tickers',
@@ -137,2 +138,3 @@ 'interest-rate-loan-quota',
     'books-l2-tbt',
+    'bbo-tbt',
     'tickers',
@@ -165,2 +167,3 @@ 'open-interest',
     'books-l2-tbt',
+    'bbo-tbt',
     'tickers',
@@ -191,2 +194,3 @@ 'open-interest',
     'books-l2-tbt',
+    'bbo-tbt',
     'tickers',
@@ -193,0 +197,0 @@ 'opt-summary',

dist/mappers/index.js

@@ -55,5 +55,9 @@ "use strict";
 const OKEX_V5_API_SWITCH_DATE = new Date('2021-12-23T00:00:00.000Z');
+const OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE = new Date('2022-05-06T00:00:00.000Z');
 const shouldUseOkexV5Mappers = (localTimestamp) => {
     return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_API_SWITCH_DATE.valueOf();
 };
+const canUseOkexTbtBookTicker = (localTimestamp) => {
+    return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE.valueOf();
+};
 const tradesMappers = {
@@ -224,9 +228,13 @@ bitmex: () => bitmex_1.bitmexTradesMapper,
     kraken: () => kraken_1.krakenBookTickerMapper,
-    okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5BookTickerMapper('okex') : new okex_1.OkexBookTickerMapper('okex', 'spot'),
+    okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
+        ? new okex_1.OkexV5BookTickerMapper('okex', canUseOkexTbtBookTicker(localTimestamp))
+        : new okex_1.OkexBookTickerMapper('okex', 'spot'),
     'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
-        ? new okex_1.OkexV5BookTickerMapper('okex-futures')
+        ? new okex_1.OkexV5BookTickerMapper('okex-futures', canUseOkexTbtBookTicker(localTimestamp))
         : new okex_1.OkexBookTickerMapper('okex-futures', 'futures'),
-    'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5BookTickerMapper('okex-swap') : new okex_1.OkexBookTickerMapper('okex-swap', 'swap'),
+    'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
+        ? new okex_1.OkexV5BookTickerMapper('okex-swap', canUseOkexTbtBookTicker(localTimestamp))
+        : new okex_1.OkexBookTickerMapper('okex-swap', 'swap'),
     'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
-        ? new okex_1.OkexV5BookTickerMapper('okex-options')
+        ? new okex_1.OkexV5BookTickerMapper('okex-options', canUseOkexTbtBookTicker(localTimestamp))
         : new okex_1.OkexBookTickerMapper('okex-options', 'option'),
@@ -233,0 +241,0 @@ okcoin: () => new okex_1.OkexBookTickerMapper('okcoin', 'spot'),

dist/mappers/okex.d.ts

@@ -26,9 +26,15 @@ import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types';
     private readonly _exchange;
-    constructor(_exchange: Exchange);
+    private readonly _useTbtTickerChannel;
+    constructor(_exchange: Exchange, _useTbtTickerChannel: boolean);
     canHandle(message: any): boolean;
     getFilters(symbols?: string[]): {
+        channel: "bbo-tbt";
+        symbols: string[] | undefined;
+    }[] | {
         channel: "tickers";
         symbols: string[] | undefined;
     }[];
-    map(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker>;
+    map(message: OkexV5TickerMessage | OkexBBOTbtData, localTimestamp: Date): IterableIterator<BookTicker>;
+    private _mapFromTbtTicker;
+    private _mapFromTicker;
 }
@@ -415,3 +421,14 @@ export declare class OkexV5DerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
 };
+declare type OkexBBOTbtData = {
+    arg: {
+        channel: 'bbo-tbt';
+        instId: 'WAVES-USDT-SWAP';
+    };
+    data: [{
+        asks: [['16.083', '65', '0', '1']];
+        bids: [['16.082', '143', '0', '4']];
+        ts: '1651750920000';
+    }];
+};
 export {};
 //# sourceMappingURL=okex.d.ts.map

dist/mappers/okex.js

@@ -104,4 +104,5 @@ "use strict";
 class OkexV5BookTickerMapper {
-    constructor(_exchange) {
+    constructor(_exchange, _useTbtTickerChannel) {
         this._exchange = _exchange;
+        this._useTbtTickerChannel = _useTbtTickerChannel;
     }
@@ -112,2 +113,5 @@ canHandle(message) {
         }
+        if (this._useTbtTickerChannel) {
+            return message.arg.channel === 'bbo-tbt';
+        }
         return message.arg.channel === 'tickers';
@@ -117,2 +121,10 @@ }
         symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        if (this._useTbtTickerChannel) {
+            return [
+                {
+                    channel: `bbo-tbt`,
+                    symbols
+                }
+            ];
+        }
         return [
@@ -125,3 +137,32 @@ {
     }
-    *map(message, localTimestamp) {
+    map(message, localTimestamp) {
+        if (message.arg.channel === 'bbo-tbt') {
+            return this._mapFromTbtTicker(message, localTimestamp);
+        }
+        else {
+            return this._mapFromTicker(message, localTimestamp);
+        }
+    }
+    *_mapFromTbtTicker(message, localTimestamp) {
+        if (!message.data) {
+            return;
+        }
+        for (const tbtTicker of message.data) {
+            const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined;
+            const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined;
+            const ticker = {
+                type: 'book_ticker',
+                symbol: message.arg.instId,
+                exchange: this._exchange,
+                askAmount: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.amount,
+                askPrice: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.price,
+                bidPrice: bestBid === null || bestBid === void 0 ? void 0 : bestBid.price,
+                bidAmount: bestBid === null || bestBid === void 0 ? void 0 : bestBid.amount,
+                timestamp: new Date(Number(tbtTicker.ts)),
+                localTimestamp: localTimestamp
+            };
+            yield ticker;
+        }
+    }
+    *_mapFromTicker(message, localTimestamp) {
         for (const okexTicker of message.data) {
@@ -128,0 +169,0 @@ const ticker = {

package.json

 {
   "name": "tardis-dev",
-  "version": "13.1.15",
+  "version": "13.2.0",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/consts.ts

@@ -118,2 +118,3 @@ export const EXCHANGES = [
   'books-l2-tbt',
+  'bbo-tbt',
   'tickers',
@@ -145,2 +146,3 @@ 'interest-rate-loan-quota',
   'books-l2-tbt',
+  'bbo-tbt',
   'tickers',
@@ -175,2 +177,3 @@ 'open-interest',
   'books-l2-tbt',
+  'bbo-tbt',
   'tickers',
@@ -203,2 +206,3 @@ 'open-interest',
   'books-l2-tbt',
+  'bbo-tbt',
   'tickers',
@@ -205,0 +209,0 @@ 'opt-summary',

src/mappers/index.ts

@@ -97,3 +97,3 @@ import { ONE_SEC_IN_MS } from '../handy'
 const OKEX_V5_API_SWITCH_DATE = new Date('2021-12-23T00:00:00.000Z')
-
+const OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE = new Date('2022-05-06T00:00:00.000Z')
 const shouldUseOkexV5Mappers = (localTimestamp: Date) => {
@@ -103,2 +103,6 @@ return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_API_SWITCH_DATE.valueOf()
 
+const canUseOkexTbtBookTicker = (localTimestamp: Date) => {
+  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE.valueOf()
+}
+
 const tradesMappers = {
@@ -301,15 +305,19 @@ bitmex: () => bitmexTradesMapper,
   okex: (localTimestamp: Date) =>
-    shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okex') : new OkexBookTickerMapper('okex', 'spot'),
+    shouldUseOkexV5Mappers(localTimestamp)
+      ? new OkexV5BookTickerMapper('okex', canUseOkexTbtBookTicker(localTimestamp))
+      : new OkexBookTickerMapper('okex', 'spot'),
 
   'okex-futures': (localTimestamp: Date) =>
     shouldUseOkexV5Mappers(localTimestamp)
-      ? new OkexV5BookTickerMapper('okex-futures')
+      ? new OkexV5BookTickerMapper('okex-futures', canUseOkexTbtBookTicker(localTimestamp))
       : new OkexBookTickerMapper('okex-futures', 'futures'),
 
   'okex-swap': (localTimestamp: Date) =>
-    shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okex-swap') : new OkexBookTickerMapper('okex-swap', 'swap'),
+    shouldUseOkexV5Mappers(localTimestamp)
+      ? new OkexV5BookTickerMapper('okex-swap', canUseOkexTbtBookTicker(localTimestamp))
+      : new OkexBookTickerMapper('okex-swap', 'swap'),
 
   'okex-options': (localTimestamp: Date) =>
     shouldUseOkexV5Mappers(localTimestamp)
-      ? new OkexV5BookTickerMapper('okex-options')
+      ? new OkexV5BookTickerMapper('okex-options', canUseOkexTbtBookTicker(localTimestamp))
       : new OkexBookTickerMapper('okex-options', 'option'),
@@ -316,0 +324,0 @@

src/mappers/okex.ts

@@ -114,3 +114,3 @@ import { asNumberIfValid, upperCaseSymbols } from '../handy'
 export class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
-  constructor(private readonly _exchange: Exchange) {}
+  constructor(private readonly _exchange: Exchange, private readonly _useTbtTickerChannel: boolean) {}
 
@@ -121,2 +121,7 @@ canHandle(message: any) {
     }
+
+    if (this._useTbtTickerChannel) {
+      return message.arg.channel === 'bbo-tbt'
+    }
+
     return message.arg.channel === 'tickers'
@@ -128,2 +133,10 @@ }
 
+    if (this._useTbtTickerChannel) {
+      return [
+        {
+          channel: `bbo-tbt` as const,
+          symbols
+        }
+      ]
+    }
     return [
@@ -137,3 +150,38 @@ {
 
-  *map(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker> {
+  map(message: OkexV5TickerMessage | OkexBBOTbtData, localTimestamp: Date): IterableIterator<BookTicker> {
+    if (message.arg.channel === 'bbo-tbt') {
+      return this._mapFromTbtTicker(message as OkexBBOTbtData, localTimestamp)
+    } else {
+      return this._mapFromTicker(message as OkexV5TickerMessage, localTimestamp)
+    }
+  }
+
+  private *_mapFromTbtTicker(message: OkexBBOTbtData, localTimestamp: Date): IterableIterator<BookTicker> {
+    if (!message.data) {
+      return
+    }
+
+    for (const tbtTicker of message.data) {
+      const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined
+      const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined
+
+      const ticker: BookTicker = {
+        type: 'book_ticker',
+        symbol: message.arg.instId,
+        exchange: this._exchange,
+
+        askAmount: bestAsk?.amount,
+        askPrice: bestAsk?.price,
+
+        bidPrice: bestBid?.price,
+        bidAmount: bestBid?.amount,
+        timestamp: new Date(Number(tbtTicker.ts)),
+        localTimestamp: localTimestamp
+      }
+
+      yield ticker
+    }
+  }
+
+  private *_mapFromTicker(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker> {
     for (const okexTicker of message.data) {
@@ -1056,1 +1104,6 @@ const ticker: BookTicker = {
 }
+
+type OkexBBOTbtData = {
+  arg: { channel: 'bbo-tbt'; instId: 'WAVES-USDT-SWAP' }
+  data: [{ asks: [['16.083', '65', '0', '1']]; bids: [['16.082', '143', '0', '4']]; ts: '1651750920000' }]
+}

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Improved metrics

Total package byte prevSize

1400717

increased by0.51%

Lines of code

25675

increased by0.49%

No dependency changes