tardis-dev
Advanced tools
Comparing version 13.21.1 to 13.21.2
@@ -12,3 +12,4 @@ import { BookChange, DerivativeTicker, Trade } from '../types'; | ||
export declare class DydxBookChangeMapper implements Mapper<'dydx', BookChange> { | ||
private _offsets; | ||
private _bidsOffsets; | ||
private _asksOffsets; | ||
canHandle(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate): boolean; | ||
@@ -15,0 +16,0 @@ getFilters(symbols?: string[]): { |
@@ -38,3 +38,4 @@ "use strict"; | ||
constructor() { | ||
this._offsets = {}; | ||
this._bidsOffsets = {}; | ||
this._asksOffsets = {}; | ||
} | ||
@@ -55,3 +56,4 @@ canHandle(message) { | ||
if (message.type === 'subscribed') { | ||
this._offsets[message.id] = {}; | ||
this._bidsOffsets[message.id] = {}; | ||
this._asksOffsets[message.id] = {}; | ||
yield { | ||
@@ -63,3 +65,3 @@ type: 'book_change', | ||
bids: message.contents.bids.map((bid) => { | ||
this._offsets[message.id][bid.price] = Number(bid.offset); | ||
this._bidsOffsets[message.id][bid.price] = Number(bid.offset); | ||
return { | ||
@@ -71,3 +73,3 @@ price: Number(bid.price), | ||
asks: message.contents.asks.map((ask) => { | ||
this._offsets[message.id][ask.price] = Number(ask.offset); | ||
this._asksOffsets[message.id][ask.price] = Number(ask.offset); | ||
return { | ||
@@ -92,3 +94,3 @@ price: Number(ask.price), | ||
.map((bid) => { | ||
const lastPriceLevelOffset = this._offsets[message.id][bid[0]]; | ||
const lastPriceLevelOffset = this._bidsOffsets[message.id][bid[0]]; | ||
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) { | ||
@@ -105,3 +107,3 @@ return; | ||
.map((ask) => { | ||
const lastPriceLevelOffset = this._offsets[message.id][ask[0]]; | ||
const lastPriceLevelOffset = this._asksOffsets[message.id][ask[0]]; | ||
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) { | ||
@@ -120,6 +122,6 @@ return; | ||
for (const bid of message.contents.bids) { | ||
this._offsets[message.id][bid[0]] = updateOffset; | ||
this._bidsOffsets[message.id][bid[0]] = updateOffset; | ||
} | ||
for (const ask of message.contents.asks) { | ||
this._offsets[message.id][ask[0]] = updateOffset; | ||
this._asksOffsets[message.id][ask[0]] = updateOffset; | ||
} | ||
@@ -126,0 +128,0 @@ if (bookChange.bids.length > 0 || bookChange.asks.length > 0) { |
{ | ||
"name": "tardis-dev", | ||
"version": "13.21.1", | ||
"version": "13.21.2", | ||
"engines": { | ||
@@ -5,0 +5,0 @@ "node": ">=12" |
@@ -39,3 +39,4 @@ import { upperCaseSymbols } from '../handy' | ||
export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> { | ||
private _offsets: { [key: string]: { [key: string]: number | undefined } } = {} | ||
private _bidsOffsets: { [key: string]: { [key: string]: number | undefined } } = {} | ||
private _asksOffsets: { [key: string]: { [key: string]: number | undefined } } = {} | ||
@@ -59,3 +60,4 @@ canHandle(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate) { | ||
if (message.type === 'subscribed') { | ||
this._offsets[message.id] = {} | ||
this._bidsOffsets[message.id] = {} | ||
this._asksOffsets[message.id] = {} | ||
@@ -68,3 +70,3 @@ yield { | ||
bids: message.contents.bids.map((bid) => { | ||
this._offsets[message.id][bid.price] = Number(bid.offset) | ||
this._bidsOffsets[message.id][bid.price] = Number(bid.offset) | ||
return { | ||
@@ -77,3 +79,3 @@ price: Number(bid.price), | ||
asks: message.contents.asks.map((ask) => { | ||
this._offsets[message.id][ask.price] = Number(ask.offset) | ||
this._asksOffsets[message.id][ask.price] = Number(ask.offset) | ||
return { | ||
@@ -99,3 +101,3 @@ price: Number(ask.price), | ||
.map((bid) => { | ||
const lastPriceLevelOffset = this._offsets[message.id][bid[0]] | ||
const lastPriceLevelOffset = this._bidsOffsets[message.id][bid[0]] | ||
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) { | ||
@@ -114,3 +116,3 @@ return | ||
.map((ask) => { | ||
const lastPriceLevelOffset = this._offsets[message.id][ask[0]] | ||
const lastPriceLevelOffset = this._asksOffsets[message.id][ask[0]] | ||
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) { | ||
@@ -132,7 +134,7 @@ return | ||
for (const bid of message.contents.bids) { | ||
this._offsets[message.id][bid[0]] = updateOffset | ||
this._bidsOffsets[message.id][bid[0]] = updateOffset | ||
} | ||
for (const ask of message.contents.asks) { | ||
this._offsets[message.id][ask[0]] = updateOffset | ||
this._asksOffsets[message.id][ask[0]] = updateOffset | ||
} | ||
@@ -139,0 +141,0 @@ |
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Found 1 instance in 1 package
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Found 1 instance in 1 package
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