tardis-dev/dist/realtimefeeds/ascendex.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.AscendexRealTimeFeed = void 0;
const handy_1 = require("../handy");
const realtimefeed_1 = require("./realtimefeed");
class AscendexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
    constructor() {
        super(...arguments);
        this.wssURL = 'wss://ascendex.com/api/pro/v2/stream';
        this.sendCustomPing = () => {
            this.send({ op: 'ping' });
        };
    }
    mapToSubscribeMessages(filters) {
        const subs = filters
            .filter((f) => f.channel !== 'depth-snapshot-realtime')
            .map((filter) => {
            if (filter.channel === 'futures-pricing-data') {
                return [
                    {
                        op: 'sub',
                        ch: 'futures-pricing-data'
                    }
                ];
            }
            if (!filter.symbols || filter.symbols.length === 0) {
                throw new Error('AscendexRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
            }
            return filter.symbols.map((symbol) => {
                return {
                    op: 'sub',
                    ch: `${filter.channel}:${symbol}`
                };
            });
        })
            .flatMap((f) => f);
        return subs;
    }
    messageIsError(message) {
        return message.m === 'error';
    }
    messageIsHeartbeat(msg) {
        return msg.m === 'pong';
    }
    async provideManualSnapshots(filters, shouldCancel) {
        const depthSnapshotChannel = filters.find((f) => f.channel === 'depth-snapshot-realtime');
        if (!depthSnapshotChannel) {
            return;
        }
        await (0, handy_1.wait)(100);
        for (let symbol of depthSnapshotChannel.symbols) {
            if (shouldCancel()) {
                return;
            }
            this.send({
                op: 'req',
                action: 'depth-snapshot-realtime',
                args: { symbol }
            });
            await (0, handy_1.wait)(10);
        }
        this.debug('sent depth-snapshot-realtime "req" for: %s', depthSnapshotChannel.symbols);
    }
}
exports.AscendexRealTimeFeed = AscendexRealTimeFeed;
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