tardis-dev - npm Package Compare versions

Comparing version 13.4.7 to 13.4.8

dist/mappers/bybit.d.ts

@@ -65,3 +65,3 @@ import { BookChange, DerivativeTicker, Exchange, Liquidation, Trade } from '../types';
 };
-declare type BybitTradeDataMessage = BybitDataMessage & {
+declare type BybitTradeDataMessage = (BybitDataMessage & {
     data: {
@@ -76,2 +76,16 @@ timestamp: string;
     }[];
+}) | {
+    topic: 'trade.BTCPERP';
+    data: [
+        {
+            symbol: 'BTCPERP';
+            tickDirection: 'PlusTick';
+            price: '21213.00';
+            size: 0.007;
+            timestamp: '2022-06-21T09:36:58.000Z';
+            tradeTimeMs: '1655804218524';
+            side: 'Sell';
+            tradeId: '7aad7741-f763-5f78-bf43-c38b29a40f67';
+        }
+    ];
 };
@@ -87,4 +101,7 @@ declare type BybitBookLevel = {
         order_book: BybitBookLevel[];
+    } | {
+        orderBook: BybitBookLevel[];
     };
     timestamp_e6: number | string;
+    timestampE6: number | string;
 };
@@ -99,2 +116,3 @@ declare type BybitBookSnapshotUpdateMessage = BybitDataMessage & {
     timestamp_e6: number | string;
+    timestampE6: number | string;
 };
@@ -115,5 +133,39 @@ declare type BybitInstrumentUpdate = {
     updated_at: string;
+    lastPriceE4: '212130000';
+    lastPrice: '21213.00';
+    lastTickDirection: 'PlusTick';
+    prevPrice24hE4: '207180000';
+    prevPrice24h: '20718.00';
+    price24hPcntE6: '23892';
+    highPrice24hE4: '214085000';
+    highPrice24h: '21408.50';
+    lowPrice24hE4: '198005000';
+    lowPrice24h: '19800.50';
+    prevPrice1hE4: '213315000';
+    prevPrice1h: '21331.50';
+    price1hPcntE6: '-5555';
+    markPriceE4: '212094700';
+    markPrice: '21209.47';
+    indexPriceE4: '212247200';
+    indexPrice: '21224.72';
+    openInterestE8: '18317600000';
+    totalTurnoverE8: '94568739311650000';
+    turnover24hE8: '1375880657550000';
+    totalVolumeE8: '2734659400000';
+    volume24hE8: '66536799999';
+    fundingRateE6: '-900';
+    predictedFundingRateE6: '-614';
+    crossSeq: '385207672';
+    createdAt: '1970-01-01T00:00:00.000Z';
+    updatedAt: '2022-06-21T09:36:58.000Z';
+    nextFundingTime: '2022-06-21T16:00:00Z';
+    countDownHour: '7';
+    bid1PriceE4: '212130000';
+    bid1Price: '21213.00';
+    ask1PriceE4: '212135000';
+    ask1Price: '21213.50';
 };
 declare type BybitInstrumentDataMessage = BybitDataMessage & {
     timestamp_e6: string;
+    timestampE6: string;
     data: BybitInstrumentUpdate | {
@@ -120,0 +172,0 @@ update: [BybitInstrumentUpdate];

dist/mappers/bybit.js

@@ -28,3 +28,7 @@ "use strict";
         for (const trade of message.data) {
-            const timestamp = trade.trade_time_ms !== undefined ? new Date(Number(trade.trade_time_ms)) : new Date(trade.timestamp);
+            const timestamp = 'trade_time_ms' in trade
+                ? new Date(Number(trade.trade_time_ms))
+                : 'tradeTimeMs' in trade
+                    ? new Date(Number(trade.tradeTimeMs))
+                    : new Date(trade.timestamp);
             yield {
@@ -34,3 +38,3 @@ type: 'trade',
                 exchange: this._exchange,
-                id: trade.trade_id,
+                id: 'trade_id' in trade ? trade.trade_id : trade.tradeId,
                 price: Number(trade.price),
@@ -85,5 +89,9 @@ amount: trade.size,
                 ? message.data.order_book
-                : message.data
+                : 'orderBook' in message.data
+                    ? message.data.orderBook
+                    : message.data
             : [...message.data.delete, ...message.data.update, ...message.data.insert];
-        const timestampBybit = Number(message.timestamp_e6);
+        // TODO: test instrument info
+        // TODO: test liquidations?
+        const timestampBybit = message.timestamp_e6 !== undefined ? Number(message.timestamp_e6) : Number(message.timestampE6);
         const timestamp = new Date(timestampBybit / 1000);
@@ -129,22 +137,38 @@ timestamp.μs = timestampBybit % 1000;
         const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(instrumentInfo.symbol, 'bybit');
-        pendingTickerInfo.updateFundingRate(instrumentInfo.funding_rate_e6 !== undefined ? Number(instrumentInfo.funding_rate_e6) / 1000000 : undefined);
-        pendingTickerInfo.updatePredictedFundingRate(instrumentInfo.predicted_funding_rate_e6 !== undefined ? instrumentInfo.predicted_funding_rate_e6 / 1000000 : undefined);
-        pendingTickerInfo.updateFundingTimestamp(instrumentInfo.next_funding_time !== undefined && new Date(instrumentInfo.next_funding_time).valueOf() > 0
-            ? new Date(instrumentInfo.next_funding_time)
-            : undefined);
+        const fundingRate = 'funding_rate_e6' in instrumentInfo ? instrumentInfo.funding_rate_e6 : instrumentInfo.fundingRateE6;
+        pendingTickerInfo.updateFundingRate(fundingRate !== undefined ? Number(fundingRate) / 1000000 : undefined);
+        const predictedFundingRate = 'predicted_funding_rate_e6' in instrumentInfo ? instrumentInfo.predicted_funding_rate_e6 : instrumentInfo.predictedFundingRateE6;
+        pendingTickerInfo.updatePredictedFundingRate(predictedFundingRate !== undefined ? Number(predictedFundingRate) / 1000000 : undefined);
+        const nextFundingTime = 'next_funding_time' in instrumentInfo ? instrumentInfo.next_funding_time : instrumentInfo.nextFundingTime;
+        pendingTickerInfo.updateFundingTimestamp(nextFundingTime !== undefined && new Date(nextFundingTime).valueOf() > 0 ? new Date(nextFundingTime) : undefined);
         if (instrumentInfo.index_price !== undefined) {
             pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.index_price));
         }
+        else if (instrumentInfo.indexPrice !== undefined) {
+            pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.indexPrice));
+        }
         else if (instrumentInfo.index_price_e4 !== undefined) {
             pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.index_price_e4) / 10000);
         }
+        else if (instrumentInfo.indexPriceE4 !== undefined) {
+            pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.indexPriceE4) / 10000);
+        }
         if (instrumentInfo.mark_price !== undefined) {
             pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.mark_price));
         }
+        else if (instrumentInfo.markPrice !== undefined) {
+            pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.markPrice));
+        }
         else if (instrumentInfo.mark_price_e4 !== undefined) {
-            pendingTickerInfo.updateMarkPrice(instrumentInfo.mark_price_e4 / 10000);
+            pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.mark_price_e4) / 10000);
         }
+        else if (instrumentInfo.markPriceE4 !== undefined) {
+            pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.markPriceE4) / 10000);
+        }
         if (instrumentInfo.open_interest !== undefined) {
             pendingTickerInfo.updateOpenInterest(instrumentInfo.open_interest);
         }
+        else if (instrumentInfo.openInterestE8 !== undefined) {
+            pendingTickerInfo.updateOpenInterest(Number(instrumentInfo.openInterestE8) / 100000000);
+        }
         else if (instrumentInfo.open_interest_e8 !== undefined) {
@@ -156,5 +180,11 @@ pendingTickerInfo.updateOpenInterest(instrumentInfo.open_interest_e8 / 100000000);
         }
+        else if (instrumentInfo.lastPrice !== undefined) {
+            pendingTickerInfo.updateLastPrice(Number(instrumentInfo.lastPrice));
+        }
         else if (instrumentInfo.last_price_e4 !== undefined) {
             pendingTickerInfo.updateLastPrice(Number(instrumentInfo.last_price_e4) / 10000);
         }
+        else if (instrumentInfo.lastPriceE4) {
+            pendingTickerInfo.updateLastPrice(Number(instrumentInfo.lastPriceE4) / 10000);
+        }
         if (message.timestamp_e6 !== undefined) {
@@ -166,2 +196,8 @@ const timestampBybit = Number(message.timestamp_e6);
         }
+        else if (message.timestampE6 !== undefined) {
+            const timestampBybit = Number(message.timestampE6);
+            const timestamp = new Date(timestampBybit / 1000);
+            timestamp.μs = timestampBybit % 1000;
+            pendingTickerInfo.updateTimestamp(timestamp);
+        }
         else {
@@ -168,0 +204,0 @@ pendingTickerInfo.updateTimestamp(new Date(instrumentInfo.updated_at));

dist/realtimefeeds/bybit.js

@@ -8,3 +8,4 @@ "use strict";
         const linearContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT')), []);
-        const inverseContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT') === false), []);
+        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')), []);
         if (linearContractsFilters.length > 0) {
@@ -16,2 +17,5 @@ yield new BybitSingleConnectionRealTimeDataFeed('realtime_public', exchange, linearContractsFilters, timeoutIntervalMS, onError);
         }
+        if (usdcContracts.length > 0) {
+            yield new BybitSingleConnectionRealTimeDataFeed('perpetual/ws/v1/realtime_public', exchange, usdcContracts, timeoutIntervalMS, onError);
+        }
     }
@@ -18,0 +22,0 @@ _only(filter) {

package.json

 {
   "name": "tardis-dev",
-  "version": "13.4.7",
+  "version": "13.4.8",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/mappers/bybit.ts

@@ -30,3 +30,8 @@ import { upperCaseSymbols } from '../handy'
     for (const trade of message.data) {
-      const timestamp = trade.trade_time_ms !== undefined ? new Date(Number(trade.trade_time_ms)) : new Date(trade.timestamp)
+      const timestamp =
+        'trade_time_ms' in trade
+          ? new Date(Number(trade.trade_time_ms))
+          : 'tradeTimeMs' in trade
+          ? new Date(Number(trade.tradeTimeMs))
+          : new Date(trade.timestamp)
 
@@ -37,3 +42,3 @@ yield {
         exchange: this._exchange,
-        id: trade.trade_id,
+        id: 'trade_id' in trade ? trade.trade_id : trade.tradeId,
         price: Number(trade.price),
@@ -91,6 +96,11 @@ amount: trade.size,
           ? message.data.order_book
+          : 'orderBook' in message.data
+          ? message.data.orderBook
           : message.data
         : [...message.data.delete, ...message.data.update, ...message.data.insert]
 
-    const timestampBybit = Number(message.timestamp_e6)
+    // TODO: test instrument info
+    // TODO: test liquidations?
+
+    const timestampBybit = message.timestamp_e6 !== undefined ? Number(message.timestamp_e6) : Number(message.timestampE6)
     const timestamp = new Date(timestampBybit / 1000)
@@ -142,13 +152,14 @@ timestamp.μs = timestampBybit % 1000
     const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(instrumentInfo.symbol, 'bybit')
+    const fundingRate = 'funding_rate_e6' in instrumentInfo ? instrumentInfo.funding_rate_e6 : instrumentInfo.fundingRateE6
 
-    pendingTickerInfo.updateFundingRate(
-      instrumentInfo.funding_rate_e6 !== undefined ? Number(instrumentInfo.funding_rate_e6) / 1000000 : undefined
-    )
-    pendingTickerInfo.updatePredictedFundingRate(
-      instrumentInfo.predicted_funding_rate_e6 !== undefined ? instrumentInfo.predicted_funding_rate_e6 / 1000000 : undefined
-    )
+    pendingTickerInfo.updateFundingRate(fundingRate !== undefined ? Number(fundingRate) / 1000000 : undefined)
+
+    const predictedFundingRate =
+      'predicted_funding_rate_e6' in instrumentInfo ? instrumentInfo.predicted_funding_rate_e6 : instrumentInfo.predictedFundingRateE6
+
+    pendingTickerInfo.updatePredictedFundingRate(predictedFundingRate !== undefined ? Number(predictedFundingRate) / 1000000 : undefined)
+
+    const nextFundingTime = 'next_funding_time' in instrumentInfo ? instrumentInfo.next_funding_time : instrumentInfo.nextFundingTime
     pendingTickerInfo.updateFundingTimestamp(
-      instrumentInfo.next_funding_time !== undefined && new Date(instrumentInfo.next_funding_time).valueOf() > 0
-        ? new Date(instrumentInfo.next_funding_time)
-        : undefined
+      nextFundingTime !== undefined && new Date(nextFundingTime).valueOf() > 0 ? new Date(nextFundingTime) : undefined
     )
@@ -158,4 +169,8 @@
       pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.index_price))
+    } else if (instrumentInfo.indexPrice !== undefined) {
+      pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.indexPrice))
     } else if (instrumentInfo.index_price_e4 !== undefined) {
       pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.index_price_e4) / 10000)
+    } else if (instrumentInfo.indexPriceE4 !== undefined) {
+      pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.indexPriceE4) / 10000)
     }
@@ -165,4 +180,8 @@
       pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.mark_price))
+    } else if (instrumentInfo.markPrice !== undefined) {
+      pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.markPrice))
     } else if (instrumentInfo.mark_price_e4 !== undefined) {
-      pendingTickerInfo.updateMarkPrice(instrumentInfo.mark_price_e4 / 10000)
+      pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.mark_price_e4) / 10000)
+    } else if (instrumentInfo.markPriceE4 !== undefined) {
+      pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.markPriceE4) / 10000)
     }
@@ -172,2 +191,4 @@
       pendingTickerInfo.updateOpenInterest(instrumentInfo.open_interest)
+    } else if (instrumentInfo.openInterestE8 !== undefined) {
+      pendingTickerInfo.updateOpenInterest(Number(instrumentInfo.openInterestE8) / 100000000)
     } else if (instrumentInfo.open_interest_e8 !== undefined) {
@@ -179,4 +200,8 @@ pendingTickerInfo.updateOpenInterest(instrumentInfo.open_interest_e8 / 100000000)
       pendingTickerInfo.updateLastPrice(Number(instrumentInfo.last_price))
+    } else if (instrumentInfo.lastPrice !== undefined) {
+      pendingTickerInfo.updateLastPrice(Number(instrumentInfo.lastPrice))
     } else if (instrumentInfo.last_price_e4 !== undefined) {
       pendingTickerInfo.updateLastPrice(Number(instrumentInfo.last_price_e4) / 10000)
+    } else if (instrumentInfo.lastPriceE4) {
+      pendingTickerInfo.updateLastPrice(Number(instrumentInfo.lastPriceE4) / 10000)
     }
@@ -189,2 +214,7 @@
       pendingTickerInfo.updateTimestamp(timestamp)
+    } else if (message.timestampE6 !== undefined) {
+      const timestampBybit = Number(message.timestampE6)
+      const timestamp = new Date(timestampBybit / 1000)
+      timestamp.μs = timestampBybit % 1000
+      pendingTickerInfo.updateTimestamp(timestamp)
     } else {
@@ -262,13 +292,29 @@ pendingTickerInfo.updateTimestamp(new Date(instrumentInfo.updated_at))
 
-type BybitTradeDataMessage = BybitDataMessage & {
-  data: {
-    timestamp: string
-    trade_time_ms?: number | string
-    symbol: string
-    side: 'Buy' | 'Sell'
-    size: number
-    price: number | string
-    trade_id: string
-  }[]
-}
+type BybitTradeDataMessage =
+  | (BybitDataMessage & {
+      data: {
+        timestamp: string
+        trade_time_ms?: number | string
+        symbol: string
+        side: 'Buy' | 'Sell'
+        size: number
+        price: number | string
+        trade_id: string
+      }[]
+    })
+  | {
+      topic: 'trade.BTCPERP'
+      data: [
+        {
+          symbol: 'BTCPERP'
+          tickDirection: 'PlusTick'
+          price: '21213.00'
+          size: 0.007
+          timestamp: '2022-06-21T09:36:58.000Z'
+          tradeTimeMs: '1655804218524'
+          side: 'Sell'
+          tradeId: '7aad7741-f763-5f78-bf43-c38b29a40f67'
+        }
+      ]
+    }
 
@@ -283,4 +329,5 @@ type BybitBookLevel = {
   type: 'snapshot'
-  data: BybitBookLevel[] | { order_book: BybitBookLevel[] }
+  data: BybitBookLevel[] | { order_book: BybitBookLevel[] } | { orderBook: BybitBookLevel[] }
   timestamp_e6: number | string
+  timestampE6: number | string
 }
@@ -296,2 +343,3 @@
   timestamp_e6: number | string
+  timestampE6: number | string
 }
@@ -313,12 +361,47 @@
   updated_at: string
+  lastPriceE4: '212130000'
+  lastPrice: '21213.00'
+  lastTickDirection: 'PlusTick'
+  prevPrice24hE4: '207180000'
+  prevPrice24h: '20718.00'
+  price24hPcntE6: '23892'
+  highPrice24hE4: '214085000'
+  highPrice24h: '21408.50'
+  lowPrice24hE4: '198005000'
+  lowPrice24h: '19800.50'
+  prevPrice1hE4: '213315000'
+  prevPrice1h: '21331.50'
+  price1hPcntE6: '-5555'
+  markPriceE4: '212094700'
+  markPrice: '21209.47'
+  indexPriceE4: '212247200'
+  indexPrice: '21224.72'
+  openInterestE8: '18317600000'
+  totalTurnoverE8: '94568739311650000'
+  turnover24hE8: '1375880657550000'
+  totalVolumeE8: '2734659400000'
+  volume24hE8: '66536799999'
+  fundingRateE6: '-900'
+  predictedFundingRateE6: '-614'
+  crossSeq: '385207672'
+  createdAt: '1970-01-01T00:00:00.000Z'
+  updatedAt: '2022-06-21T09:36:58.000Z'
+  nextFundingTime: '2022-06-21T16:00:00Z'
+  countDownHour: '7'
+  bid1PriceE4: '212130000'
+  bid1Price: '21213.00'
+  ask1PriceE4: '212135000'
+  ask1Price: '21213.50'
 }
 
-type BybitInstrumentDataMessage = BybitDataMessage & {
-  timestamp_e6: string
-  data:
-    | BybitInstrumentUpdate
-    | {
-        update: [BybitInstrumentUpdate]
-      }
-}
+type BybitInstrumentDataMessage =
+  | BybitDataMessage & {
+      timestamp_e6: string
+      timestampE6: string
+      data:
+        | BybitInstrumentUpdate
+        | {
+            update: [BybitInstrumentUpdate]
+          }
+    }
 
@@ -325,0 +408,0 @@ type BybitLiquidationMessage = BybitDataMessage & {

src/realtimefeeds/bybit.ts

@@ -12,6 +12,11 @@ import { Filter } from '../types'
     const inverseContractsFilters = filters.reduce(
-      this._only((s) => s.endsWith('USDT') === false),
+      this._only((s) => s.endsWith('USDT') === 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) {
@@ -24,2 +29,12 @@ yield new BybitSingleConnectionRealTimeDataFeed('realtime_public', exchange, linearContractsFilters, timeoutIntervalMS, onError)
     }
+
+    if (usdcContracts.length > 0) {
+      yield new BybitSingleConnectionRealTimeDataFeed(
+        'perpetual/ws/v1/realtime_public',
+        exchange,
+        usdcContracts,
+        timeoutIntervalMS,
+        onError
+      )
+    }
   }
@@ -26,0 +41,0 @@

New alerts

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License

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Found 1 instance in 1 package

Fixed alerts

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Found 1 instance in 1 package

Improved metrics

Total package byte prevSize

1426065

increased by0.78%

Lines of code

26116

increased by0.71%

No dependency changes