@hackape/tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
85 lines • 2.91 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.GateIOBookChangeMapper = exports.GateIOTradesMapper = void 0;
// https://www.gate.io/docs/websocket/index.html
class GateIOTradesMapper {
constructor(_exchange) {
this._exchange = _exchange;
this._seenSymbols = new Set();
}
canHandle(message) {
return message.method === 'trades.update';
}
getFilters(symbols) {
return [
{
channel: 'trades',
symbols
}
];
}
*map(tradesMessage, localTimestamp) {
const symbol = tradesMessage.params[0];
// gate io sends trades from newest to oldest for some reason
for (const gateIOTrade of tradesMessage.params[1].reverse()) {
// always ignore first returned trade as it's a 'stale' trade, which has already been published before disconnect
if (this._seenSymbols.has(symbol) === false) {
this._seenSymbols.add(symbol);
break;
}
const timestamp = new Date(gateIOTrade.time * 1000);
timestamp.μs = Math.floor(gateIOTrade.time * 1000000) % 1000;
yield {
type: 'trade',
symbol,
exchange: this._exchange,
id: gateIOTrade.id.toString(),
price: Number(gateIOTrade.price),
amount: Number(gateIOTrade.amount),
side: gateIOTrade.type == 'sell' ? 'sell' : 'buy',
timestamp,
localTimestamp: localTimestamp
};
}
}
}
exports.GateIOTradesMapper = GateIOTradesMapper;
const mapBookLevel = (level) => {
const price = Number(level[0]);
const amount = Number(level[1]);
return { price, amount };
};
class GateIOBookChangeMapper {
constructor(_exchange) {
this._exchange = _exchange;
}
canHandle(message) {
return message.method === 'depth.update';
}
getFilters(symbols) {
return [
{
channel: 'depth',
symbols
}
];
}
*map(depthMessage, localTimestamp) {
const symbol = depthMessage.params[2];
const isSnapshot = depthMessage.params[0];
const bids = Array.isArray(depthMessage.params[1].bids) ? depthMessage.params[1].bids : [];
const asks = Array.isArray(depthMessage.params[1].asks) ? depthMessage.params[1].asks : [];
yield {
type: 'book_change',
symbol,
exchange: this._exchange,
isSnapshot,
bids: bids.map(mapBookLevel),
asks: asks.map(mapBookLevel),
timestamp: localTimestamp,
localTimestamp: localTimestamp
};
}
}
exports.GateIOBookChangeMapper = GateIOBookChangeMapper;
//# sourceMappingURL=gateio.js.map