@hackape/tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
105 lines • 3.52 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.CoinflexDerivativeTickerMapper = exports.coinflexBookChangeMapper = exports.coinflexTradesMapper = void 0;
const mapper_1 = require("./mapper");
// https://docs.coinflex.com/v2/#websocket-api-subscriptions-public
exports.coinflexTradesMapper = {
canHandle(message) {
return message.table === 'trade';
},
getFilters(symbols) {
return [
{
channel: 'trade',
symbols
}
];
},
*map(coinflexTrades, localTimestamp) {
for (const trade of coinflexTrades.data) {
yield {
type: 'trade',
symbol: trade.marketCode,
exchange: 'coinflex',
id: trade.tradeId,
price: Number(trade.price),
amount: Number(trade.quantity),
side: trade.side === 'SELL' ? 'sell' : 'buy',
timestamp: new Date(Number(trade.timestamp)),
localTimestamp: localTimestamp
};
}
}
};
const mapBookLevel = (level) => {
const price = Number(level[0]);
const amount = Number(level[1]);
return { price, amount };
};
exports.coinflexBookChangeMapper = {
canHandle(message) {
return message.table === 'futures/depth';
},
getFilters(symbols) {
return [
{
channel: 'futures/depth',
symbols
}
];
},
*map(depthMessage, localTimestamp) {
for (const change of depthMessage.data) {
yield {
type: 'book_change',
symbol: change.instrumentId,
exchange: 'coinflex',
isSnapshot: depthMessage.action === 'partial',
bids: change.bids.map(mapBookLevel),
asks: change.asks.map(mapBookLevel),
timestamp: new Date(Number(change.timestamp)),
localTimestamp
};
}
}
};
class CoinflexDerivativeTickerMapper {
constructor() {
this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
}
canHandle(message) {
return message.table === 'ticker';
}
getFilters(symbols) {
return [
{
channel: 'ticker',
symbols
}
];
}
*map(message, localTimestamp) {
for (const ticker of message.data) {
// exclude spot symbols
if (ticker.marketCode.split('-').length === 2) {
continue;
}
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(ticker.marketCode, 'coinflex');
if (ticker.markPrice !== undefined) {
pendingTickerInfo.updateMarkPrice(Number(ticker.markPrice));
}
if (ticker.openInterest !== undefined) {
pendingTickerInfo.updateOpenInterest(Number(ticker.openInterest));
}
if (ticker.last !== undefined) {
pendingTickerInfo.updateLastPrice(Number(ticker.last));
}
pendingTickerInfo.updateTimestamp(new Date(Number(ticker.timestamp)));
if (pendingTickerInfo.hasChanged()) {
yield pendingTickerInfo.getSnapshot(localTimestamp);
}
}
}
}
exports.CoinflexDerivativeTickerMapper = CoinflexDerivativeTickerMapper;
//# sourceMappingURL=coinflex.js.map