tardis-dev/dist/mappers/okexspreads.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.OkexSpreadsBookTickerMapper = exports.OkexSpreadsBookChangeMapper = exports.OkexSpreadsTradesMapper = void 0;
const handy_1 = require("../handy");
class OkexSpreadsTradesMapper {
    canHandle(message) {
        if (message.event !== undefined || message.arg === undefined) {
            return false;
        }
        return message.arg.channel === 'sprd-public-trades';
    }
    getFilters(symbols) {
        symbols = (0, handy_1.upperCaseSymbols)(symbols);
        return [
            {
                channel: `sprd-public-trades`,
                symbols
            }
        ];
    }
    *map(okexTradesMessage, localTimestamp) {
        for (const okexTrade of okexTradesMessage.data) {
            yield {
                type: 'trade',
                symbol: okexTrade.sprdId,
                exchange: 'okex-spreads',
                id: okexTrade.tradeId,
                price: Number(okexTrade.px),
                amount: Number(okexTrade.sz),
                side: okexTrade.side === 'buy' ? 'buy' : 'sell',
                timestamp: new Date(Number(okexTrade.ts)),
                localTimestamp: localTimestamp
            };
        }
    }
}
exports.OkexSpreadsTradesMapper = OkexSpreadsTradesMapper;
const mapBookLevel = (level) => {
    const price = Number(level[0]);
    const amount = Number(level[1]);
    return { price, amount };
};
class OkexSpreadsBookChangeMapper {
    canHandle(message) {
        if (message.event !== undefined || message.arg === undefined) {
            return false;
        }
        return message.arg.channel === 'sprd-books5';
    }
    getFilters(symbols) {
        symbols = (0, handy_1.upperCaseSymbols)(symbols);
        return [
            {
                channel: 'sprd-books5',
                symbols
            }
        ];
    }
    *map(okexDepthDataMessage, localTimestamp) {
        for (const message of okexDepthDataMessage.data) {
            const timestamp = new Date(Number(message.ts));
            if (timestamp.valueOf() === 0) {
                continue;
            }
            yield {
                type: 'book_change',
                symbol: okexDepthDataMessage.arg.sprdId,
                exchange: 'okex-spreads',
                isSnapshot: true,
                bids: message.bids.map(mapBookLevel),
                asks: message.asks.map(mapBookLevel),
                timestamp,
                localTimestamp: localTimestamp
            };
        }
    }
}
exports.OkexSpreadsBookChangeMapper = OkexSpreadsBookChangeMapper;
class OkexSpreadsBookTickerMapper {
    canHandle(message) {
        if (message.event !== undefined || message.arg === undefined) {
            return false;
        }
        return message.arg.channel === 'sprd-bbo-tbt';
    }
    getFilters(symbols) {
        symbols = (0, handy_1.upperCaseSymbols)(symbols);
        return [
            {
                channel: `sprd-bbo-tbt`,
                symbols
            }
        ];
    }
    *map(message, localTimestamp) {
        if (!message.data) {
            return;
        }
        for (const tbtTicker of message.data) {
            const timestamp = new Date(Number(tbtTicker.ts));
            if (timestamp.valueOf() === 0) {
                continue;
            }
            const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined;
            const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined;
            const ticker = {
                type: 'book_ticker',
                symbol: message.arg.sprdId,
                exchange: 'okex-spreads',
                askAmount: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.amount,
                askPrice: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.price,
                bidPrice: bestBid === null || bestBid === void 0 ? void 0 : bestBid.price,
                bidAmount: bestBid === null || bestBid === void 0 ? void 0 : bestBid.amount,
                timestamp,
                localTimestamp: localTimestamp
            };
            yield ticker;
        }
    }
}
exports.OkexSpreadsBookTickerMapper = OkexSpreadsBookTickerMapper;
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