tardis-machine - npm Package Compare versions

Comparing version 1.3.4 to 1.3.5

dist/mappers.js

@@ -31,14 +31,21 @@ "use strict";
         const topLevelSymbols = message.product_ids;
-        return message.channels.map((channel) => {
-            if (typeof channel == 'string') {
-                return {
+        const finalChannels = [];
+        const channelMappings = {
+            full: ['received', 'open', 'done', 'match', 'change'],
+            level2: ['snapshot', 'l2update'],
+            match: ['match', 'last_match'],
+            ticker: ['ticker']
+        };
+        message.channels.forEach((channel) => {
+            const channelName = typeof channel == 'string' ? channel : channel.name;
+            const symbols = typeof channel == 'string' ? topLevelSymbols : channel.product_ids;
+            const mappedChannels = channelMappings[channelName];
+            mappedChannels.forEach((channel) => {
+                finalChannels.push({
                     channel,
-                    symbols: topLevelSymbols
-                };
-            }
-            return {
-                channel: channel.name,
-                symbols: channel.product_ids
-            };
+                    symbols
+                });
+            });
         });
+        return finalChannels;
     }
@@ -109,2 +116,3 @@ };
 };
+// https://docs.ftx.com/#request-format
 const ftxMapper = {
@@ -123,2 +131,56 @@ canHandle: (message) => {
 };
+// https://www.kraken.com/features/websocket-api#message-subscribe
+const krakenMapper = {
+    canHandle: (message) => {
+        return message.event === 'subscribe';
+    },
+    map: (message) => {
+        return [
+            {
+                channel: message.subscription.name,
+                symbols: message.pair
+            }
+        ];
+    }
+};
+// https://lightning.bitflyer.com/docs?lang=en#json-rpc-2.0-over-websocket
+const bitflyerMapper = {
+    canHandle: (message) => {
+        return message.method === 'subscribe';
+    },
+    map: (message) => {
+        const availableChannels = ['lightning_board_snapshot', 'lightning_board', 'lightning_ticker', 'lightning_executions'];
+        const inputChannel = message.params.channel;
+        const channel = availableChannels.find(c => inputChannel.startsWith(c));
+        const symbol = inputChannel.slice(channel.length + 1);
+        return [
+            {
+                channel,
+                symbols: [symbol]
+            }
+        ];
+    }
+};
+// https://docs.gemini.com/websocket-api/#market-data-version-2
+const geminiMapper = {
+    canHandle: (message) => {
+        return message.type === 'subscribe';
+    },
+    map: (message) => {
+        const finalChannels = [];
+        const channelMappings = {
+            l2: ['trade', 'l2_updates', 'auction_open', 'auction_indicative', 'auction_result']
+        };
+        message.subscriptions.forEach((sub) => {
+            const matchingChannels = channelMappings[sub.name];
+            matchingChannels.forEach((channel) => {
+                finalChannels.push({
+                    channel,
+                    symbols: sub.symbols
+                });
+            });
+        });
+        return finalChannels;
+    }
+};
 exports.subscriptionsMappers = {
@@ -131,4 +193,7 @@ bitmex: bitmexMapper,
     okex: okexMapper,
-    ftx: ftxMapper
+    ftx: ftxMapper,
+    kraken: krakenMapper,
+    bitflyer: bitflyerMapper,
+    gemini: geminiMapper
 };
 //# sourceMappingURL=mappers.js.map

dist/replaysession.js

@@ -222,2 +222,3 @@ "use strict";
         catch (e) {
+            console.error('_convertSubscribeRequestToFilter Error', e);
             debug('Ignored websocket message %s, error %o', message, e);
@@ -224,0 +225,0 @@ }

package.json

 {
   "name": "tardis-machine",
-  "version": "1.3.4",
+  "version": "1.3.5",
   "engines": {
@@ -48,3 +48,3 @@ "node": ">=12"
     "is-docker": "^2.0.0",
-    "tardis-client": "^1.2.1",
+    "tardis-client": "^1.2.4",
     "yargs": "^13.2.4",
@@ -51,0 +51,0 @@ "ws": "^7.0.0"

README.md

@@ -24,8 +24,8 @@ # tardis-machine
 
-| name                 | type                                                                            | default value | description                                                                                                                                                                                                                                                                        |
-| -------------------- | ------------------------------------------------------------------------------- | ------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
-| `exchange`           | `string`                                                                        | -             | requested exchange name. Check out [allowed echanges](https://github.com/tardis-dev/node-client/blob/master/src/consts.ts)                                                                                                                                                         |
-| `from`               | `string`                                                                        | -             | replay period start date (UTC) - eg: `2019-04-05` or `2019-05-05T00:00:00.000Z`                                                                                                                                                                                                    |
-| `to`                 | `string`                                                                        | -             | replay period end date (UTC) - eg: `2019-04-05` or `2019-05-05T00:00:00.000Z`                                                                                                                                                                                                      |
-| `filters` (optional) | `Url encoded JSON string with {channel:string, symbols?: string[]}[] structure` | undefined     | optional filters of requested data feed.  Use [/exchanges/:/exchange](https://docs.tardis.dev/api#exchanges-exchange) API call to get allowed channel names and symbols for requested exchange |
+| name                 | type                                                                            | default value | description                                                                                                                                                                                   |
+| -------------------- | ------------------------------------------------------------------------------- | ------------- | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
+| `exchange`           | `string`                                                                        | -             | requested exchange name. Check out [allowed echanges](https://github.com/tardis-dev/node-client/blob/master/src/consts.ts)                                                                    |
+| `from`               | `string`                                                                        | -             | replay period start date (UTC) - eg: `2019-04-05` or `2019-05-05T00:00:00.000Z`                                                                                                               |
+| `to`                 | `string`                                                                        | -             | replay period end date (UTC) - eg: `2019-04-05` or `2019-05-05T00:00:00.000Z`                                                                                                                 |
+| `filters` (optional) | `Url encoded JSON string with {channel:string, symbols?: string[]}[] structure` | undefined     | optional filters of requested data feed. Use [/exchanges/:/exchange](https://docs.tardis.dev/api#exchanges-exchange) API call to get allowed channel names and symbols for requested exchange |
 
@@ -52,3 +52,3 @@ #### Example response snippet:
 
-Accessible via **`/ws-replay/?exchange=<EXCHANGE>&from=<FROM_DATE>&to=<TO_DATE>`**
+Accessible via **`/ws-replay?exchange=<EXCHANGE>&from=<FROM_DATE>&to=<TO_DATE>`**
 
@@ -115,7 +115,7 @@ Exchanges & various 3rd party data providers WebSocket APIs allows subscribing only to real-time data feeds and there is no way to subscribe to and **"replay"** market from any point in the past. By using `tardis-machine` that is now possible.
 
-| name       | type     | default value | description                                                                                                 |
-| ---------- | -------- | ------------- | ----------------------------------------------------------------------------------------------------------- |
-| `exchange` | `string` | -             | requested exchange name. Currently supported: `bitmex, coinbase, deribit, cryptofacilities, bitstamp, okex` |
-| `from`     | `string` | -             | replay period start date (UTC) - eg: `2019-04-05` or `2019-05-05T00:00:00.000Z`                             |
-| `to`       | `string` | -             | replay period start date (UTC) - eg: `2019-04-05` or `2019-05-05T00:00:00.000Z`                             |
+| name       | type     | default value | description                                                                                                                                |
+| ---------- | -------- | ------------- | ------------------------------------------------------------------------------------------------------------------------------------------ |
+| `exchange` | `string` | -             | requested exchange name. Currently supported: `bitmex, coinbase, deribit, cryptofacilities, bitstamp, okex, ftx, kraken, bitflyer, gemini` |
+| `from`     | `string` | -             | replay period start date (UTC) - eg: `2019-04-05` or `2019-05-05T00:00:00.000Z`                                                            |
+| `to`       | `string` | -             | replay period start date (UTC) - eg: `2019-04-05` or `2019-05-05T00:00:00.000Z`                                                            |
 
@@ -193,2 +193,3 @@ ## Installation
 #### Where can I find more details about tardis.dev API?
+
 Check out [API docs](https://docs.tardis.dev/api).
@@ -195,0 +196,0 @@

src/mappers.ts

@@ -35,15 +35,25 @@ import { Filter, Exchange } from 'tardis-client'
     const topLevelSymbols = message.product_ids
+    const finalChannels: Filter<any>[] = []
 
-    return message.channels.map((channel: any) => {
-      if (typeof channel == 'string') {
-        return {
+    const channelMappings = {
+      full: ['received', 'open', 'done', 'match', 'change'],
+      level2: ['snapshot', 'l2update'],
+      match: ['match', 'last_match'],
+      ticker: ['ticker']
+    }
+
+    message.channels.forEach((channel: any) => {
+      const channelName = typeof channel == 'string' ? channel : channel.name
+      const symbols = typeof channel == 'string' ? topLevelSymbols : channel.product_ids
+      const mappedChannels = (channelMappings as any)[channelName]
+
+      mappedChannels.forEach((channel: string) => {
+        finalChannels.push({
           channel,
-          symbols: topLevelSymbols
-        }
-      }
-      return {
-        channel: channel.name,
-        symbols: channel.product_ids
-      }
+          symbols
+        })
+      })
     })
+
+    return finalChannels
   }
@@ -123,3 +133,3 @@ }
 }
-
+// https://docs.ftx.com/#request-format
 const ftxMapper: SubscriptionMapper = {
@@ -140,2 +150,66 @@ canHandle: (message: any) => {
 
+// https://www.kraken.com/features/websocket-api#message-subscribe
+const krakenMapper: SubscriptionMapper = {
+  canHandle: (message: any) => {
+    return message.event === 'subscribe'
+  },
+
+  map: (message: any) => {
+    return [
+      {
+        channel: message.subscription.name,
+        symbols: message.pair
+      }
+    ]
+  }
+}
+// https://lightning.bitflyer.com/docs?lang=en#json-rpc-2.0-over-websocket
+const bitflyerMapper: SubscriptionMapper = {
+  canHandle: (message: any) => {
+    return message.method === 'subscribe'
+  },
+
+  map: (message: any) => {
+    const availableChannels = ['lightning_board_snapshot', 'lightning_board', 'lightning_ticker', 'lightning_executions']
+    const inputChannel = message.params.channel as string
+    const channel = availableChannels.find(c => inputChannel.startsWith(c))!
+    const symbol = inputChannel.slice(channel.length + 1)
+
+    return [
+      {
+        channel,
+        symbols: [symbol]
+      }
+    ]
+  }
+}
+
+// https://docs.gemini.com/websocket-api/#market-data-version-2
+const geminiMapper: SubscriptionMapper = {
+  canHandle: (message: any) => {
+    return message.type === 'subscribe'
+  },
+
+  map: (message: any) => {
+    const finalChannels: Filter<any>[] = []
+
+    const channelMappings = {
+      l2: ['trade', 'l2_updates', 'auction_open', 'auction_indicative', 'auction_result']
+    }
+
+    message.subscriptions.forEach((sub: any) => {
+      const matchingChannels = (channelMappings as any)[sub.name]
+
+      matchingChannels.forEach((channel: string) => {
+        finalChannels.push({
+          channel,
+          symbols: sub.symbols
+        })
+      })
+    })
+
+    return finalChannels
+  }
+}
+
 export const subscriptionsMappers: { [key in Exchange]?: SubscriptionMapper } = {
@@ -148,3 +222,6 @@ bitmex: bitmexMapper,
   okex: okexMapper,
-  ftx: ftxMapper
+  ftx: ftxMapper,
+  kraken: krakenMapper,
+  bitflyer: bitflyerMapper,
+  gemini: geminiMapper
 }
@@ -151,0 +228,0 @@

src/replaysession.ts

@@ -265,2 +265,3 @@ import { ParsedUrlQuery } from 'querystring'
     } catch (e) {
+      console.error('_convertSubscribeRequestToFilter Error', e)
       debug('Ignored websocket message %s, error %o', message, e)
@@ -267,0 +268,0 @@ }

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Improved metrics

Total package byte prevSize

107189

increased by6.41%

Lines of code

1385

increased by10.53%

Number of lines in readme file

196

increased by0.51%

Dependency changes

• Updatedtardis-client@^1.2.4