@hackape/tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
70 lines • 2.72 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.CoinbaseRealTimeFeed = void 0;
const realtimefeed_1 = require("./realtimefeed");
class CoinbaseRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
constructor() {
super(...arguments);
this.wssURL = 'wss://ws-feed.pro.coinbase.com';
// map from coinbase subscribe 'channels' to more granular channels that tardis uses
this.channelMappings = {
full: ['received', 'open', 'done', 'match', 'change', 'full_snapshot'],
level2: ['snapshot', 'l2update'],
matches: ['match', 'last_match'],
ticker: ['ticker']
};
}
mapToSubscribeMessages(filters) {
const channelsToSubscribe = filters
.map((filter) => {
if (!filter.symbols || filter.symbols.length === 0) {
throw new Error('CoinbaseRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
}
const subscribeToFullChannel = filters.filter((f) => this.channelMappings.full.includes(f.channel) && f.channel !== 'match').length > 0;
const subscribeToLevel2Channel = this.channelMappings.level2.includes(filter.channel);
const subscribeToMatchesChannel = this.channelMappings.matches.includes(filter.channel);
let channel;
if (subscribeToFullChannel) {
channel = 'full';
}
else if (subscribeToLevel2Channel) {
channel = 'level2';
}
else if (subscribeToMatchesChannel) {
channel = 'matches';
}
else {
channel = 'ticker';
}
return {
name: channel,
product_ids: filter.symbols
};
})
.reduce((prev, current) => {
const matchingExisting = prev.find((c) => c.name === current.name);
if (matchingExisting !== undefined) {
for (const symbol of current.product_ids) {
if (matchingExisting.product_ids.includes(symbol) === false) {
matchingExisting.product_ids.push(symbol);
}
}
}
else {
prev.push(current);
}
return prev;
}, []);
return [
{
type: 'subscribe',
channels: channelsToSubscribe
}
];
}
messageIsError(message) {
return message.type === 'error';
}
}
exports.CoinbaseRealTimeFeed = CoinbaseRealTimeFeed;
//# sourceMappingURL=coinbase.js.map