tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
65 lines • 2.44 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.SerumRealTimeFeed = void 0;
const realtimefeed_1 = require("./realtimefeed");
class SerumRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
constructor() {
super(...arguments);
this.wssURL = 'wss://api.serum-vial.dev/v1/ws';
this.channelMappings = {
trades: ['recent_trades', 'trade'],
level1: ['quote'],
level2: ['l2snapshot', 'l2update'],
level3: ['l3snapshot', 'open', 'fill', 'change', 'done']
};
}
mapToSubscribeMessages(filters) {
const subs = filters
.map((filter) => {
if (!filter.symbols || filter.symbols.length === 0) {
throw new Error('SerumRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
}
const subscribeToL3Channel = filters.filter((f) => this.channelMappings.level3.includes(f.channel)).length > 0;
const subscribeToL2Channel = this.channelMappings.level2.includes(filter.channel);
const subscribeToL1Channel = this.channelMappings.level1.includes(filter.channel);
let channel;
if (subscribeToL3Channel) {
channel = 'level3';
}
else if (subscribeToL2Channel) {
channel = 'level2';
}
else if (subscribeToL1Channel) {
channel = 'level3';
}
else {
channel = 'trades';
}
return {
op: 'subscribe',
channel,
markets: filter.symbols
};
})
.reduce((prev, current) => {
const matchingExisting = prev.find((c) => c.channel === current.channel);
if (matchingExisting !== undefined) {
for (const market of current.markets) {
if (matchingExisting.markets.includes(market) === false) {
matchingExisting.markets.push(market);
}
}
}
else {
prev.push(current);
}
return prev;
}, []);
return subs;
}
messageIsError(message) {
return message.type === 'error';
}
}
exports.SerumRealTimeFeed = SerumRealTimeFeed;
//# sourceMappingURL=serum.js.map