tardis-dev - npm Package Compare versions

Comparing version 13.20.0 to 13.20.1

dist/realtimefeeds/bybit.d.ts

 import { Filter } from '../types';
 import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from './realtimefeed';
 export declare class BybitRealTimeDataFeed extends MultiConnectionRealTimeFeedBase {
-    protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<BybitSingleConnectionRealTimeDataFeed, void, unknown>;
+    protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<BybitLinearRealTimeDataFeed | BybitInverseRealTimeDataFeed, void, unknown>;
     private _only;
 }
-declare class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
-    protected readonly wssURL: string;
-    constructor(wsURLSuffix: string, exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void);
+declare abstract class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
+    protected abstract readonly wssURL: string;
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
@@ -15,3 +14,16 @@ protected messageIsError(message: any): boolean;
 }
+declare class BybitLinearRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+    protected wssURL: string;
+}
+declare class BybitInverseRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+    protected wssURL: string;
+}
+export declare class BybitSpotRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+    protected wssURL: string;
+}
+export declare class BybitOptionsRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+    protected wssURL: string;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+}
 export {};
 //# sourceMappingURL=bybit.d.ts.map

dist/realtimefeeds/bybit.js

 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.BybitRealTimeDataFeed = void 0;
+exports.BybitOptionsRealTimeDataFeed = exports.BybitSpotRealTimeDataFeed = exports.BybitRealTimeDataFeed = void 0;
+const handy_1 = require("../handy");
 const realtimefeed_1 = require("./realtimefeed");
 class BybitRealTimeDataFeed extends realtimefeed_1.MultiConnectionRealTimeFeedBase {
     *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
-        const linearContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT')), []);
-        const inverseContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT') === false && s.endsWith('PERP') === false), []);
-        const usdcContracts = filters.reduce(this._only((s) => s.endsWith('PERP')), []);
+        const linearContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT') || s.includes('-') || s.endsWith('PERP')), []);
+        const inverseContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT') === false && s.includes('-') === false && s.endsWith('PERP') === false), []);
         if (linearContractsFilters.length > 0) {
-            yield new BybitSingleConnectionRealTimeDataFeed('realtime_public', exchange, linearContractsFilters, timeoutIntervalMS, onError);
+            yield new BybitLinearRealTimeDataFeed(exchange, linearContractsFilters, timeoutIntervalMS, onError);
         }
         if (inverseContractsFilters.length > 0) {
-            yield new BybitSingleConnectionRealTimeDataFeed('realtime', exchange, inverseContractsFilters, timeoutIntervalMS, onError);
+            yield new BybitInverseRealTimeDataFeed(exchange, inverseContractsFilters, timeoutIntervalMS, onError);
         }
-        if (usdcContracts.length > 0) {
-            yield new BybitSingleConnectionRealTimeDataFeed('perpetual/ws/v1/realtime_public', exchange, usdcContracts, timeoutIntervalMS, onError);
-        }
     }
@@ -38,8 +35,7 @@ _only(filter) {
 class BybitSingleConnectionRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
-    constructor(wsURLSuffix, exchange, filters, timeoutIntervalMS, onError) {
-        super(exchange, filters, timeoutIntervalMS, onError);
+    constructor() {
+        super(...arguments);
         this.sendCustomPing = () => {
             this.send({ op: 'ping' });
         };
-        this.wssURL = `wss://stream.bybit.com/${wsURLSuffix}`;
     }
@@ -49,14 +45,16 @@ mapToSubscribeMessages(filters) {
             .map((filter) => {
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed');
+            }
             return filter.symbols.map((symbol) => {
-                const suffix = filter.channel === 'instrument_info' || filter.channel === 'orderBook_200' ? '.100ms' : '';
-                return `${filter.channel}${suffix}.${symbol}`;
+                return `${filter.channel}.${symbol}`;
             });
         })
             .flatMap((f) => f);
-        return [
-            {
+        return [...(0, handy_1.batch)(args, 10)].map((argBatch) => {
+            return {
                 op: 'subscribe',
-                args
-            }
-        ];
+                args: argBatch
+            };
+        });
     }
@@ -70,2 +68,52 @@ messageIsError(message) {
 }
+class BybitLinearRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://stream.bybit.com/v5/public/linear';
+    }
+}
+class BybitInverseRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://stream.bybit.com/v5/public/inverse';
+    }
+}
+class BybitSpotRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://stream.bybit.com/v5/public/spot';
+    }
+}
+exports.BybitSpotRealTimeDataFeed = BybitSpotRealTimeDataFeed;
+class BybitOptionsRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://stream.bybit.com/v5/public/option';
+    }
+    mapToSubscribeMessages(filters) {
+        const args = filters
+            .map((filter) => {
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            if (filter.channel === 'publicTrade') {
+                const baseCoins = [...new Set(filter.symbols.map((s) => s.split('-')[0]))];
+                return baseCoins.map((symbol) => {
+                    return `${filter.channel}.${symbol}`;
+                });
+            }
+            return filter.symbols.map((symbol) => {
+                return `${filter.channel}.${symbol}`;
+            });
+        })
+            .flatMap((f) => f);
+        return [...(0, handy_1.batch)(args, 10)].map((argBatch) => {
+            return {
+                op: 'subscribe',
+                args: argBatch
+            };
+        });
+    }
+}
+exports.BybitOptionsRealTimeDataFeed = BybitOptionsRealTimeDataFeed;
 //# sourceMappingURL=bybit.js.map

dist/realtimefeeds/index.js

@@ -47,3 +47,2 @@ "use strict";
 const mango_1 = require("./mango");
-const bybitspot_1 = require("./bybitspot");
 const cryptocom_1 = require("./cryptocom");
@@ -99,3 +98,4 @@ const kucoin_1 = require("./kucoin");
     mango: mango_1.MangoRealTimeFeed,
-    'bybit-spot': bybitspot_1.BybitSpotRealTimeFeed,
+    'bybit-spot': bybit_1.BybitSpotRealTimeDataFeed,
+    'bybit-options': bybit_1.BybitOptionsRealTimeDataFeed,
     'crypto-com': cryptocom_1.CryptoComRealTimeFeed,
@@ -102,0 +102,0 @@ 'crypto-com-derivatives': cryptocom_1.CryptoComRealTimeFeed,

package.json

 {
   "name": "tardis-dev",
-  "version": "13.20.0",
+  "version": "13.20.1",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/realtimefeeds/bybit.ts

@@ -0,1 +1,2 @@
+import { batch } from '../handy'
 import { Filter } from '../types'
@@ -7,3 +8,3 @@ import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from './realtimefeed'
     const linearContractsFilters = filters.reduce(
-      this._only((s) => s.endsWith('USDT')),
+      this._only((s) => s.endsWith('USDT') || s.includes('-') || s.endsWith('PERP')),
       [] as Filter<string>[]
@@ -13,28 +14,13 @@ )
     const inverseContractsFilters = filters.reduce(
-      this._only((s) => s.endsWith('USDT') === false && s.endsWith('PERP') === false),
+      this._only((s) => s.endsWith('USDT') === false && s.includes('-') === false && s.endsWith('PERP') === false),
       [] as Filter<string>[]
     )
 
-    const usdcContracts = filters.reduce(
-      this._only((s) => s.endsWith('PERP')),
-      [] as Filter<string>[]
-    )
-
     if (linearContractsFilters.length > 0) {
-      yield new BybitSingleConnectionRealTimeDataFeed('realtime_public', exchange, linearContractsFilters, timeoutIntervalMS, onError)
+      yield new BybitLinearRealTimeDataFeed(exchange, linearContractsFilters, timeoutIntervalMS, onError)
     }
 
     if (inverseContractsFilters.length > 0) {
-      yield new BybitSingleConnectionRealTimeDataFeed('realtime', exchange, inverseContractsFilters, timeoutIntervalMS, onError)
+      yield new BybitInverseRealTimeDataFeed(exchange, inverseContractsFilters, timeoutIntervalMS, onError)
     }
-
-    if (usdcContracts.length > 0) {
-      yield new BybitSingleConnectionRealTimeDataFeed(
-        'perpetual/ws/v1/realtime_public',
-        exchange,
-        usdcContracts,
-        timeoutIntervalMS,
-        onError
-      )
-    }
   }
@@ -60,22 +46,14 @@
 
-class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
-  protected readonly wssURL: string
+abstract class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
+  protected abstract readonly wssURL: string
 
-  constructor(
-    wsURLSuffix: string,
-    exchange: string,
-    filters: Filter<string>[],
-    timeoutIntervalMS?: number,
-    onError?: (error: Error) => void
-  ) {
-    super(exchange, filters, timeoutIntervalMS, onError)
-    this.wssURL = `wss://stream.bybit.com/${wsURLSuffix}`
-  }
-
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
     const args = filters
       .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+
         return filter.symbols!.map((symbol) => {
-          const suffix = filter.channel === 'instrument_info' || filter.channel === 'orderBook_200' ? '.100ms' : ''
-          return `${filter.channel}${suffix}.${symbol}`
+          return `${filter.channel}.${symbol}`
         })
@@ -85,8 +63,8 @@ })
 
-    return [
-      {
+    return [...batch(args, 10)].map((argBatch) => {
+      return {
         op: 'subscribe',
-        args
+        args: argBatch
       }
-    ]
+    })
   }
@@ -106,1 +84,45 @@
 }
+
+class BybitLinearRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+  protected wssURL: string = 'wss://stream.bybit.com/v5/public/linear'
+}
+
+class BybitInverseRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+  protected wssURL: string = 'wss://stream.bybit.com/v5/public/inverse'
+}
+
+export class BybitSpotRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+  protected wssURL: string = 'wss://stream.bybit.com/v5/public/spot'
+}
+
+export class BybitOptionsRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+  protected wssURL: string = 'wss://stream.bybit.com/v5/public/option'
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    const args = filters
+      .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+
+        if (filter.channel === 'publicTrade') {
+          const baseCoins = [...new Set(filter.symbols.map((s) => s.split('-')[0]))]
+          return baseCoins.map((symbol) => {
+            return `${filter.channel}.${symbol}`
+          })
+        }
+
+        return filter.symbols!.map((symbol) => {
+          return `${filter.channel}.${symbol}`
+        })
+      })
+      .flatMap((f) => f)
+
+    return [...batch(args, 10)].map((argBatch) => {
+      return {
+        op: 'subscribe',
+        args: argBatch
+      }
+    })
+  }
+}

src/realtimefeeds/index.ts

@@ -14,3 +14,3 @@ import { Exchange, Filter } from '../types'
 import { BitstampRealTimeFeed } from './bitstamp'
-import { BybitRealTimeDataFeed } from './bybit'
+import { BybitOptionsRealTimeDataFeed, BybitRealTimeDataFeed, BybitSpotRealTimeDataFeed } from './bybit'
 import { CoinbaseRealTimeFeed } from './coinbase'
@@ -45,3 +45,2 @@ import { CryptofacilitiesRealTimeFeed } from './cryptofacilities'
 import { MangoRealTimeFeed } from './mango'
-import { BybitSpotRealTimeFeed } from './bybitspot'
 import { CryptoComRealTimeFeed } from './cryptocom'
@@ -101,3 +100,4 @@ import { KucoinRealTimeFeed } from './kucoin'
   mango: MangoRealTimeFeed,
-  'bybit-spot': BybitSpotRealTimeFeed,
+  'bybit-spot': BybitSpotRealTimeDataFeed,
+  'bybit-options': BybitOptionsRealTimeDataFeed,
   'crypto-com': CryptoComRealTimeFeed,
@@ -104,0 +104,0 @@ 'crypto-com-derivatives': CryptoComRealTimeFeed,

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Improved metrics

Total package byte prevSize

1736548

increased by0.01%

Worsened metrics

Number of package files

469

decreased by-1.05%

Lines of code

32105

decreased by-0.02%

No dependency changes