tardis-dev/dist/mappers/bybitspot.js

Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.BybitSpotBookTickerMapper = exports.BybitSpotBookChangeMapper = exports.BybitSpotTradesMapper = void 0;
const handy_1 = require("../handy");
class BybitSpotTradesMapper {
    constructor(_exchange) {
        this._exchange = _exchange;
    }
    canHandle(message) {
        return message.topic === 'trade' && message.data !== undefined;
    }
    getFilters(symbols) {
        symbols = (0, handy_1.upperCaseSymbols)(symbols);
        return [
            {
                channel: 'trade',
                symbols
            }
        ];
    }
    *map(message, localTimestamp) {
        const bybitTrade = message.data;
        yield {
            type: 'trade',
            symbol: message.params.symbol,
            exchange: this._exchange,
            id: bybitTrade.v,
            price: Number(bybitTrade.p),
            amount: Number(bybitTrade.q),
            side: bybitTrade.m === true ? 'buy' : 'sell',
            timestamp: new Date(bybitTrade.t),
            localTimestamp
        };
    }
}
exports.BybitSpotTradesMapper = BybitSpotTradesMapper;
class BybitSpotBookChangeMapper {
    constructor(_exchange) {
        this._exchange = _exchange;
    }
    canHandle(message) {
        return message.topic === 'depth' && message.data !== undefined;
    }
    getFilters(symbols) {
        symbols = (0, handy_1.upperCaseSymbols)(symbols);
        return [
            {
                channel: 'depth',
                symbols
            }
        ];
    }
    *map(message, localTimestamp) {
        yield {
            type: 'book_change',
            symbol: message.params.symbol,
            exchange: this._exchange,
            isSnapshot: true,
            bids: message.data.b.map(this._mapBookLevel),
            asks: message.data.a.map(this._mapBookLevel),
            timestamp: new Date(message.data.t),
            localTimestamp
        };
    }
    _mapBookLevel(level) {
        return { price: Number(level[0]), amount: Number(level[1]) };
    }
}
exports.BybitSpotBookChangeMapper = BybitSpotBookChangeMapper;
class BybitSpotBookTickerMapper {
    constructor(_exchange) {
        this._exchange = _exchange;
    }
    canHandle(message) {
        return message.topic === 'bookTicker' && message.data !== undefined;
    }
    getFilters(symbols) {
        symbols = (0, handy_1.upperCaseSymbols)(symbols);
        return [
            {
                channel: 'bookTicker',
                symbols
            }
        ];
    }
    *map(message, localTimestamp) {
        const bookTicker = {
            type: 'book_ticker',
            symbol: message.params.symbol,
            exchange: this._exchange,
            askAmount: message.data.askQty !== undefined ? Number(message.data.askQty) : undefined,
            askPrice: message.data.askPrice !== undefined ? Number(message.data.askPrice) : undefined,
            bidPrice: message.data.bidPrice !== undefined ? Number(message.data.bidPrice) : undefined,
            bidAmount: message.data.bidQty !== undefined ? Number(message.data.bidQty) : undefined,
            timestamp: new Date(message.data.time),
            localTimestamp: localTimestamp
        };
        yield bookTicker;
    }
}
exports.BybitSpotBookTickerMapper = BybitSpotBookTickerMapper;
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