tardis-dev - npm Package Compare versions

Comparing version 8.0.4 to 8.0.5

dist/mappers/binance.js

@@ -205,4 +205,2 @@ "use strict";
         const lastUpdateId = depthContext.lastUpdateId;
-        // if update has pu set to -1, it means server provided book snapshot
-        const isSnapshot = binanceDepthUpdateData.pu === -1;
         // based on https://binanceapitest.github.io/Binance-Futures-API-doc/wss/#how-to-manage-a-local-order-book-correctly
@@ -215,3 +213,3 @@ // Drop any event where u is < lastUpdateId in the snapshot
         if (!depthContext.validatedFirstUpdate) {
-            if ((binanceDepthUpdateData.U <= lastUpdateId && binanceDepthUpdateData.u >= lastUpdateId) || isSnapshot) {
+            if (binanceDepthUpdateData.U <= lastUpdateId && binanceDepthUpdateData.u >= lastUpdateId) {
                 depthContext.validatedFirstUpdate = true;
@@ -234,3 +232,3 @@ }
             exchange: this.exchange,
-            isSnapshot,
+            isSnapshot: false,
             bids: binanceDepthUpdateData.b.map(this.mapBookLevel),
@@ -286,3 +284,3 @@ asks: binanceDepthUpdateData.a.map(this.mapBookLevel),
     if (symbols !== undefined) {
-        return symbols.map(s => s.toLocaleLowerCase());
+        return symbols.map(s => s.toLowerCase());
     }
@@ -289,0 +287,0 @@ return;

dist/mappers/bitstamp.js

@@ -127,3 +127,3 @@ "use strict";
     if (symbols !== undefined) {
-        return symbols.map(s => s.toLocaleLowerCase());
+        return symbols.map(s => s.toLowerCase());
     }
@@ -130,0 +130,0 @@ return;

dist/mappers/huobi.js

@@ -25,3 +25,3 @@ "use strict";
     *map(message, localTimestamp) {
-        const symbol = message.ch.split('.')[1];
+        const symbol = message.ch.split('.')[1].toUpperCase();
         for (const huobiTrade of message.tick.data) {
@@ -63,3 +63,3 @@ yield {
     *map(message, localTimestamp) {
-        const symbol = message.ch.split('.')[1];
+        const symbol = message.ch.split('.')[1].toUpperCase();
         const isSnapshot = 'event' in message.tick ? message.tick.event === 'snapshot' : 'update' in message ? false : true;
@@ -91,3 +91,3 @@ const data = message.tick;
             // huobi-com and us expects lower cased symbols
-            return s.toLocaleLowerCase();
+            return s.toLowerCase();
         });
@@ -94,0 +94,0 @@ }

package.json

 {
   "name": "tardis-dev",
-  "version": "8.0.4",
+  "version": "8.0.5",
   "engines": {
     "node": ">=12"
   },
-  "description": "Fast and convenient access to tick-level real-time and historical cryptocurrency market data via Node.js",
+  "description": "Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js",
   "main": "dist/index.js",
@@ -46,3 +46,4 @@ "source": "src/index.ts",
     "binance",
-    "trading"
+    "trading",
+    "high granularity order book data"
   ],
@@ -86,6 +87,3 @@ "license": "MPL-2.0",
   },
-  "runkitExampleFilename": "example.js",
-  "optionalDependencies": {
-    "bufferutil": "^4.0.1"
-  }
+  "runkitExampleFilename": "example.js"
 }

README.md

@@ -13,8 +13,10 @@ # tardis-dev
 ```javascript
-const { streamNormalized, normalizeTrades, normalizeBookChanges } = require('tardis-dev')
+const { replayNormalized, normalizeTrades, normalizeBookChanges } = require('tardis-dev')
 
-const messages = streamNormalized(
+const messages = replayNormalized(
   {
     exchange: 'bitmex',
-    symbols: ['XBTUSD', 'ETHUSD']
+    symbols: ['XBTUSD', 'ETHUSD'],
+    from: '2019-05-01',
+    to: '2019-05-02'
   },
@@ -30,3 +32,3 @@ normalizeTrades,
 
-[![Try this code live on RunKit](https://img.shields.io/badge/-Try%20this%20code%20live%20on%20RunKit-c?color=5558be)](https://runkit.com/thad/tardis-dev-stream-market-data-normalized)
+[![Try this code live on RunKit](https://img.shields.io/badge/-Try%20this%20code%20live%20on%20RunKit-c?color=5558be)](https://runkit.com/thad/tardis-dev-replay-market-data-normalized)
 
@@ -38,11 +40,11 @@ <br/>
 
-- [real-time streaming](https://docs.tardis.dev/api/node-js#streaming-real-time-market-data) of tick-level market data with unified API for connecting directly to exchanges public WebSocket APIs without any intermediary/3rd party proxy
+- historical tick-level [market data replay](https://docs.tardis.dev/api/node-js#replaying-historical-market-data) backed by [tardis.dev HTTP API](https://docs.tardis.dev/api/http#data-feeds-exchange) — includes full order book depth snapshots plus incremental updates, tick-by-tick trades, historical open interest, funding, index, mark prices, liquidations and more
 
-<br/>
+  <br/>
 
-- historical tick-level [market data replay](https://docs.tardis.dev/api/node-js#replaying-historical-market-data) backed by [tardis.dev HTTP API](https://docs.tardis.dev/api/http#data-feeds-exchange) — includes full order book depth snapshots plus incremental updates, tick-by-tick trades, historical open interest, funding, index, mark prices, liquidations and more
+- consolidated [real-time data streaming API](https://docs.tardis.dev/api/node-js#streaming-real-time-market-data) connecting directly to exchanges' public WebSocket APIs
 
 <br/>
 
-- support for both exchange native and [normalized market data](https://docs.tardis.dev/api/node-js#data-normalization) formats \(consistent format for accessing market data across multiple exchanges — normalized trades, order book and ticker data\)
+- support for both [exchange-native](https://docs.tardis.dev/faq/data#what-is-a-difference-between-exchange-native-and-normalized-data-format) and [normalized market data](https://docs.tardis.dev/faq/data#what-is-a-difference-between-exchange-native-and-normalized-data-format) formats (unified format for accessing market data across all supported exchanges — normalized trades, order book and ticker data)
 
@@ -59,3 +61,3 @@ <br/>
 
-- support for top cryptocurrency exchanges: BitMEX, Deribit, Binance, Binance Futures, FTX, OKEx, Huobi Global, Huobi DM, bitFlyer, Bitstamp, Coinbase Pro, Crypto Facilities, Gemini, Kraken, Bitfinex, Bybit, OKCoin, CoinFLEX and more.
+- support for top cryptocurrency exchanges: BitMEX, Deribit, Binance, Binance Futures, FTX, OKEx, Huobi Global, Huobi DM, bitFlyer, Bitstamp, Coinbase Pro, Crypto Facilities, Gemini, Kraken, Bitfinex, Bybit, OKCoin, CoinFLEX and more
 
@@ -105,9 +107,2 @@ <br/>
 
-## Debugging and logging
-
-`tardis-dev` lib uses [debug](https://github.com/visionmedia/debug) package for verbose logging and debugging purposes that can be enabled via `DEBUG` environment variable set to `tardis-dev*`.
-
-<br/>
-<br/>
-
 ## Documentation
@@ -114,0 +109,0 @@

src/mappers/binance.ts

@@ -232,4 +232,3 @@ import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade } from '../types'
     const lastUpdateId = depthContext.lastUpdateId!
-    // if update has pu set to -1, it means server provided book snapshot
-    const isSnapshot = binanceDepthUpdateData.pu === -1
+
     // based on https://binanceapitest.github.io/Binance-Futures-API-doc/wss/#how-to-manage-a-local-order-book-correctly
@@ -243,3 +242,3 @@ // Drop any event where u is < lastUpdateId in the snapshot
     if (!depthContext.validatedFirstUpdate) {
-      if ((binanceDepthUpdateData.U <= lastUpdateId && binanceDepthUpdateData.u >= lastUpdateId) || isSnapshot) {
+      if (binanceDepthUpdateData.U <= lastUpdateId && binanceDepthUpdateData.u >= lastUpdateId) {
         depthContext.validatedFirstUpdate = true
@@ -264,3 +263,3 @@ } else {
       exchange: this.exchange,
-      isSnapshot,
+      isSnapshot: false,
 
@@ -325,3 +324,3 @@ bids: binanceDepthUpdateData.b.map(this.mapBookLevel),
   if (symbols !== undefined) {
-    return symbols.map(s => s.toLocaleLowerCase())
+    return symbols.map(s => s.toLowerCase())
   }
@@ -328,0 +327,0 @@ return

src/mappers/bitstamp.ts

@@ -149,3 +149,3 @@ import { BookChange, Trade } from '../types'
   if (symbols !== undefined) {
-    return symbols.map(s => s.toLocaleLowerCase())
+    return symbols.map(s => s.toLowerCase())
   }
@@ -152,0 +152,0 @@ return

src/mappers/huobi.ts

@@ -28,3 +28,3 @@ import { BookChange, Exchange, Trade } from '../types'
   *map(message: HuobiTradeDataMessage, localTimestamp: Date): IterableIterator<Trade> {
-    const symbol = message.ch.split('.')[1]
+    const symbol = message.ch.split('.')[1].toUpperCase()
 
@@ -70,3 +70,3 @@ for (const huobiTrade of message.tick.data) {
   *map(message: HuobiDepthDataMessage, localTimestamp: Date) {
-    const symbol = message.ch.split('.')[1]
+    const symbol = message.ch.split('.')[1].toUpperCase()
     const isSnapshot = 'event' in message.tick ? message.tick.event === 'snapshot' : 'update' in message ? false : true
@@ -99,3 +99,3 @@ const data = message.tick
       // huobi-com and us expects lower cased symbols
-      return s.toLocaleLowerCase()
+      return s.toLowerCase()
     })
@@ -102,0 +102,0 @@ }

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Improved metrics

Dependency count

7

decreased by-12.5%

Worsened metrics

Total package byte prevSize

605067

decreased by-0.07%

Lines of code

10649

decreased by-0.04%

Number of lines in readme file

270

decreased by-1.82%

No dependency changes