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tardis-dev

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

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import { ONE_SEC_IN_MS } from '../handy' import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types' import { AscendexBookChangeMapper, AscendexDerivativeTickerMapper, AscendexBookTickerMapper, AscendexTradesMapper } from './ascendex' import { BinanceBookChangeMapper, BinanceFuturesBookChangeMapper, BinanceFuturesDerivativeTickerMapper, BinanceLiquidationsMapper, BinanceBookTickerMapper, BinanceTradesMapper } from './binance' import { binanceDexBookChangeMapper, binanceDexBookTickerMapper, binanceDexTradesMapper } from './binancedex' import { BinanceEuropeanOptionsBookChangeMapper, BinanceEuropeanOptionsTradesMapper, BinanceEuropeanOptionSummaryMapper } from './binanceeuropeanoptions' import { BinanceOptionsBookChangeMapper, BinanceOptionsTradesMapper, BinanceOptionSummaryMapper } from './binanceoptions' import { BitfinexBookChangeMapper, BitfinexDerivativeTickerMapper, BitfinexLiquidationsMapper, BitfinexBookTickerMapper, BitfinexTradesMapper } from './bitfinex' import { BitflyerBookChangeMapper, bitflyerBookTickerMapper, bitflyerTradesMapper } from './bitflyer' import { BitgetBookChangeMapper, BitgetBookTickerMapper, BitgetDerivativeTickerMapper, BitgetTradesMapper } from './bitget' import { BitmexBookChangeMapper, BitmexDerivativeTickerMapper, bitmexLiquidationsMapper, bitmexBookTickerMapper, bitmexTradesMapper } from './bitmex' import { BitnomialBookChangMapper, bitnomialTradesMapper } from './bitnomial' import { BitstampBookChangeMapper, bitstampTradesMapper } from './bitstamp' import { BlockchainComBookChangeMapper, BlockchainComTradesMapper } from './blockchaincom' import { BybitBookChangeMapper, BybitDerivativeTickerMapper, BybitLiquidationsMapper, BybitTradesMapper, BybitV5AllLiquidationsMapper, BybitV5BookChangeMapper, BybitV5BookTickerMapper, BybitV5DerivativeTickerMapper, BybitV5LiquidationsMapper, BybitV5OptionSummaryMapper, BybitV5TradesMapper } from './bybit' import { BybitSpotBookChangeMapper, BybitSpotBookTickerMapper, BybitSpotTradesMapper } from './bybitspot' import { CoinbaseBookChangMapper, coinbaseBookTickerMapper, coinbaseTradesMapper } from './coinbase' import { CoinbaseInternationalBookChangMapper, coinbaseInternationalBookTickerMapper, CoinbaseInternationalDerivativeTickerMapper, coinbaseInternationalTradesMapper } from './coinbaseinternational' import { coinflexBookChangeMapper, CoinflexDerivativeTickerMapper, coinflexTradesMapper } from './coinflex' import { CryptoComBookChangeMapper, CryptoComBookTickerMapper, CryptoComDerivativeTickerMapper, CryptoComTradesMapper } from './cryptocom' import { cryptofacilitiesBookChangeMapper, CryptofacilitiesDerivativeTickerMapper, cryptofacilitiesLiquidationsMapper, cryptofacilitiesBookTickerMapper, cryptofacilitiesTradesMapper } from './cryptofacilities' import { DeltaBookChangeMapper, DeltaBookTickerMapper, DeltaDerivativeTickerMapper, DeltaTradesMapper } from './delta' import { deribitBookChangeMapper, DeribitDerivativeTickerMapper, deribitLiquidationsMapper, DeribitOptionSummaryMapper, deribitBookTickerMapper, deribitTradesMapper } from './deribit' import { DydxBookChangeMapper, DydxDerivativeTickerMapper, DydxTradesMapper } from './dydx' import { DydxV4BookChangeMapper, DydxV4DerivativeTickerMapper, DydxV4LiquidationsMapper, DydxV4TradesMapper } from './dydxv4' import { FTXBookChangeMapper, FTXDerivativeTickerMapper, FTXLiquidationsMapper, FTXBookTickerMapper, FTXTradesMapper } from './ftx' import { GateIOBookChangeMapper, GateIOTradesMapper, GateIOV4BookChangeMapper, GateIOV4BookTickerMapper, GateIOV4TradesMapper } from './gateio' import { GateIOFuturesBookChangeMapper, GateIOFuturesBookTickerMapper, GateIOFuturesDerivativeTickerMapper, GateIOFuturesTradesMapper } from './gateiofutures' import { geminiBookChangeMapper, geminiTradesMapper } from './gemini' import { hitBtcBookChangeMapper, hitBtcTradesMapper } from './hitbtc' import { HuobiBookChangeMapper, HuobiDerivativeTickerMapper, HuobiLiquidationsMapper, HuobiMBPBookChangeMapper, HuobiOptionsSummaryMapper, HuobiBookTickerMapper, HuobiTradesMapper } from './huobi' import { HyperliquidBookChangeMapper, HyperliquidDerivativeTickerMapper, HyperliquidTradesMapper } from './hyperliquid' import { krakenBookChangeMapper, krakenBookTickerMapper, krakenTradesMapper } from './kraken' import { KucoinBookChangeMapper, KucoinBookTickerMapper, KucoinTradesMapper } from './kucoin' import { KucoinFuturesBookChangeMapper, KucoinFuturesBookTickerMapper, KucoinFuturesDerivativeTickerMapper, KucoinFuturesTradesMapper } from './kucoinfutures' import { Mapper } from './mapper' import { OkexBookChangeMapper, OkexBookTickerMapper, OkexDerivativeTickerMapper, OkexLiquidationsMapper, OkexOptionSummaryMapper, OkexTradesMapper, OkexV5BookChangeMapper, OkexV5BookTickerMapper, OkexV5DerivativeTickerMapper, OkexV5LiquidationsMapper, OkexV5OptionSummaryMapper, OkexV5TradesMapper } from './okex' import { OkexSpreadsBookChangeMapper, OkexSpreadsBookTickerMapper, OkexSpreadsTradesMapper } from './okexspreads' import { phemexBookChangeMapper, PhemexDerivativeTickerMapper, phemexTradesMapper } from './phemex' import { PoloniexBookChangeMapper, PoloniexTradesMapper, PoloniexV2BookChangeMapper, PoloniexV2TradesMapper } from './poloniex' import { SerumBookChangeMapper, SerumBookTickerMapper, SerumTradesMapper } from './serum' import { UpbitBookChangeMapper, UpbitTradesMapper } from './upbit' import { WooxBookChangeMapper, WooxBookTickerMapper, WooxDerivativeTickerMapper, wooxTradesMapper } from './woox' export * from './mapper' const THREE_MINUTES_IN_MS = 3 * 60 * ONE_SEC_IN_MS const isRealTime = (date: Date) => { if (process.env.__NO_REAL_TIME__) { return false } return date.valueOf() + THREE_MINUTES_IN_MS > new Date().valueOf() } const OKEX_V5_API_SWITCH_DATE = new Date('2021-12-23T00:00:00.000Z') const OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE = new Date('2022-05-06T00:00:00.000Z') const shouldUseOkexV5Mappers = (localTimestamp: Date) => { return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_API_SWITCH_DATE.valueOf() } const canUseOkexTbtBookTicker = (localTimestamp: Date) => { return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE.valueOf() } const POLONIEX_V2_API_SWITCH_DATE = new Date('2022-08-02T00:00:00.000Z') const shouldUsePoloniexV2Mappers = (localTimestamp: Date) => { return isRealTime(localTimestamp) || localTimestamp.valueOf() >= POLONIEX_V2_API_SWITCH_DATE.valueOf() } // see https://status.tardis.dev/incidents/ryjyv8tgdgkj const shouldUseOKXPublicBooksChannel = (localTimestamp: Date) => { return ( localTimestamp.valueOf() >= new Date('2023-02-25T00:00:00.000Z').valueOf() && localTimestamp.valueOf() < new Date('2023-03-09T00:00:00.000Z').valueOf() ) } const shouldIgnoreBookSnapshotOverlap = (date: Date) => { if (process.env.IGNORE_BOOK_SNAPSHOT_OVERLAP_ERROR) { return true } return isRealTime(date) === false } const BYBIT_V5_API_SWITCH_DATE = new Date('2023-04-05T00:00:00.000Z') const BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE = new Date('2025-02-26T00:00:00.000Z') const shouldUseBybitV5Mappers = (localTimestamp: Date) => { return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_SWITCH_DATE.valueOf() } const shouldUseBybitAllLiquidationFeed = (localTimestamp: Date) => { return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE.valueOf() } const OKCOIN_V5_API_SWITCH_DATE = new Date('2023-04-27T00:00:00.000Z') const shouldUseOkcoinV5Mappers = (localTimestamp: Date) => { return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKCOIN_V5_API_SWITCH_DATE.valueOf() } const GATE_IO_V4_API_SWITCH_DATE = new Date('2023-04-29T00:00:00.000Z') const shouldUseGateIOV4Mappers = (localTimestamp: Date) => { return isRealTime(localTimestamp) || localTimestamp.valueOf() >= GATE_IO_V4_API_SWITCH_DATE.valueOf() } const shouldUseCFRelativeFunding = (localTimestamp: Date) => { return isRealTime(localTimestamp) || localTimestamp.valueOf() >= new Date('2022-09-29T00:00:00.000Z').valueOf() } const shouldUseOKXTradesAllChannel = (localTimestamp: Date) => { if (process.env.OKX_USE_TRADES_CHANNEL) { return false } return isRealTime(localTimestamp) || localTimestamp.valueOf() >= new Date('2023-10-19T00:00:00.000Z').valueOf() } const tradesMappers = { bitmex: () => bitmexTradesMapper, binance: () => new BinanceTradesMapper('binance'), 'binance-us': () => new BinanceTradesMapper('binance-us'), 'binance-jersey': () => new BinanceTradesMapper('binance-jersey'), 'binance-futures': () => new BinanceTradesMapper('binance-futures'), 'binance-delivery': () => new BinanceTradesMapper('binance-delivery'), 'binance-dex': () => binanceDexTradesMapper, bitfinex: () => new BitfinexTradesMapper('bitfinex'), 'bitfinex-derivatives': () => new BitfinexTradesMapper('bitfinex-derivatives'), bitflyer: () => bitflyerTradesMapper, bitstamp: () => bitstampTradesMapper, coinbase: () => coinbaseTradesMapper, cryptofacilities: () => cryptofacilitiesTradesMapper, deribit: () => deribitTradesMapper, ftx: () => new FTXTradesMapper('ftx'), 'ftx-us': () => new FTXTradesMapper('ftx-us'), gemini: () => geminiTradesMapper, kraken: () => krakenTradesMapper, okex: (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okex', shouldUseOKXTradesAllChannel(localTimestamp)) : new OkexTradesMapper('okex', 'spot'), 'okex-futures': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okex-futures', shouldUseOKXTradesAllChannel(localTimestamp)) : new OkexTradesMapper('okex-futures', 'futures'), 'okex-swap': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okex-swap', shouldUseOKXTradesAllChannel(localTimestamp)) : new OkexTradesMapper('okex-swap', 'swap'), 'okex-options': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okex-options', shouldUseOKXTradesAllChannel(localTimestamp)) : new OkexTradesMapper('okex-options', 'option'), huobi: () => new HuobiTradesMapper('huobi'), 'huobi-dm': () => new HuobiTradesMapper('huobi-dm'), 'huobi-dm-swap': () => new HuobiTradesMapper('huobi-dm-swap'), 'huobi-dm-linear-swap': () => new HuobiTradesMapper('huobi-dm-linear-swap'), 'huobi-dm-options': () => new HuobiTradesMapper('huobi-dm-options'), bybit: (localTimestamp: Date) => shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5TradesMapper('bybit') : new BybitTradesMapper('bybit'), okcoin: (localTimestamp: Date) => shouldUseOkcoinV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okcoin', false) : new OkexTradesMapper('okcoin', 'spot'), hitbtc: () => hitBtcTradesMapper, phemex: () => phemexTradesMapper, delta: (localTimestamp: Date) => new DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()), 'gate-io': (localTimestamp: Date) => shouldUseGateIOV4Mappers(localTimestamp) ? new GateIOV4TradesMapper('gate-io') : new GateIOTradesMapper('gate-io'), 'gate-io-futures': () => new GateIOFuturesTradesMapper('gate-io-futures'), poloniex: (localTimestamp: Date) => shouldUsePoloniexV2Mappers(localTimestamp) ? new PoloniexV2TradesMapper() : new PoloniexTradesMapper(), coinflex: () => coinflexTradesMapper, 'binance-options': () => new BinanceOptionsTradesMapper(), upbit: () => new UpbitTradesMapper(), ascendex: () => new AscendexTradesMapper(), dydx: () => new DydxTradesMapper(), 'dydx-v4': () => new DydxV4TradesMapper(), serum: () => new SerumTradesMapper('serum'), 'star-atlas': () => new SerumTradesMapper('star-atlas'), mango: () => new SerumTradesMapper('mango'), 'bybit-spot': (localTimestamp: Date) => shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5TradesMapper('bybit-spot') : new BybitSpotTradesMapper('bybit-spot'), 'crypto-com': () => new CryptoComTradesMapper('crypto-com'), 'crypto-com-derivatives': () => new CryptoComTradesMapper('crypto-com-derivatives'), kucoin: () => new KucoinTradesMapper('kucoin'), 'kucoin-futures': () => new KucoinFuturesTradesMapper(), bitnomial: () => bitnomialTradesMapper, 'woo-x': () => wooxTradesMapper, 'blockchain-com': () => new BlockchainComTradesMapper(), 'bybit-options': () => new BybitV5TradesMapper('bybit-options'), 'binance-european-options': () => new BinanceEuropeanOptionsTradesMapper(), 'okex-spreads': () => new OkexSpreadsTradesMapper(), bitget: () => new BitgetTradesMapper('bitget'), 'bitget-futures': () => new BitgetTradesMapper('bitget-futures'), 'coinbase-international': () => coinbaseInternationalTradesMapper, hyperliquid: () => new HyperliquidTradesMapper() } const bookChangeMappers = { bitmex: () => new BitmexBookChangeMapper(), binance: (localTimestamp: Date) => new BinanceBookChangeMapper('binance', shouldIgnoreBookSnapshotOverlap(localTimestamp)), 'binance-us': (localTimestamp: Date) => new BinanceBookChangeMapper('binance-us', shouldIgnoreBookSnapshotOverlap(localTimestamp)), 'binance-jersey': (localTimestamp: Date) => new BinanceBookChangeMapper('binance-jersey', shouldIgnoreBookSnapshotOverlap(localTimestamp)), 'binance-futures': (localTimestamp: Date) => new BinanceFuturesBookChangeMapper('binance-futures', shouldIgnoreBookSnapshotOverlap(localTimestamp)), 'binance-delivery': (localTimestamp: Date) => new BinanceFuturesBookChangeMapper('binance-delivery', shouldIgnoreBookSnapshotOverlap(localTimestamp)), 'binance-dex': () => binanceDexBookChangeMapper, bitfinex: () => new BitfinexBookChangeMapper('bitfinex'), 'bitfinex-derivatives': () => new BitfinexBookChangeMapper('bitfinex-derivatives'), bitflyer: () => new BitflyerBookChangeMapper(), bitstamp: () => new BitstampBookChangeMapper(), coinbase: () => new CoinbaseBookChangMapper(), cryptofacilities: () => cryptofacilitiesBookChangeMapper, deribit: () => deribitBookChangeMapper, ftx: () => new FTXBookChangeMapper('ftx'), 'ftx-us': () => new FTXBookChangeMapper('ftx-us'), gemini: () => geminiBookChangeMapper, kraken: () => krakenBookChangeMapper, okex: (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookChangeMapper('okex', isRealTime(localTimestamp) || shouldUseOKXPublicBooksChannel(localTimestamp)) : new OkexBookChangeMapper('okex', 'spot', localTimestamp.valueOf() >= new Date('2020-04-10').valueOf()), 'okex-futures': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookChangeMapper('okex-futures', isRealTime(localTimestamp) || shouldUseOKXPublicBooksChannel(localTimestamp)) : new OkexBookChangeMapper('okex-futures', 'futures', localTimestamp.valueOf() >= new Date('2019-12-05').valueOf()), 'okex-swap': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookChangeMapper('okex-swap', isRealTime(localTimestamp) || shouldUseOKXPublicBooksChannel(localTimestamp)) : new OkexBookChangeMapper('okex-swap', 'swap', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()), 'okex-options': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookChangeMapper('okex-options', isRealTime(localTimestamp) || shouldUseOKXPublicBooksChannel(localTimestamp)) : new OkexBookChangeMapper('okex-options', 'option', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()), huobi: (localTimestamp: Date) => localTimestamp.valueOf() >= new Date('2020-07-03').valueOf() ? new HuobiMBPBookChangeMapper('huobi') : new HuobiBookChangeMapper('huobi'), 'huobi-dm': () => new HuobiBookChangeMapper('huobi-dm'), 'huobi-dm-swap': () => new HuobiBookChangeMapper('huobi-dm-swap'), 'huobi-dm-linear-swap': () => new HuobiBookChangeMapper('huobi-dm-linear-swap'), 'huobi-dm-options': () => new HuobiBookChangeMapper('huobi-dm-options'), 'bybit-spot': (localTimestamp: Date) => shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5BookChangeMapper('bybit-spot', 50) : new BybitSpotBookChangeMapper('bybit-spot'), bybit: (localTimestamp: Date) => shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5BookChangeMapper('bybit', 50) : new BybitBookChangeMapper('bybit', false), okcoin: (localTimestamp: Date) => shouldUseOkcoinV5Mappers(localTimestamp) ? new OkexV5BookChangeMapper('okcoin', true) : new OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()), hitbtc: () => hitBtcBookChangeMapper, phemex: () => phemexBookChangeMapper, delta: (localTimestamp: Date) => new DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()), 'gate-io': (localTimestamp: Date) => shouldUseGateIOV4Mappers(localTimestamp) ? new GateIOV4BookChangeMapper('gate-io', isRealTime(localTimestamp) == false) : new GateIOBookChangeMapper('gate-io'), 'gate-io-futures': () => new GateIOFuturesBookChangeMapper('gate-io-futures'), poloniex: (localTimestamp: Date) => shouldUsePoloniexV2Mappers(localTimestamp) ? new PoloniexV2BookChangeMapper() : new PoloniexBookChangeMapper(), coinflex: () => coinflexBookChangeMapper, 'binance-options': () => new BinanceOptionsBookChangeMapper(), upbit: () => new UpbitBookChangeMapper(), ascendex: () => new AscendexBookChangeMapper(), dydx: () => new DydxBookChangeMapper(), 'dydx-v4': () => new DydxV4BookChangeMapper(), serum: () => new SerumBookChangeMapper('serum'), 'star-atlas': () => new SerumBookChangeMapper('star-atlas'), mango: () => new SerumBookChangeMapper('mango'), 'crypto-com': () => new CryptoComBookChangeMapper('crypto-com'), 'crypto-com-derivatives': () => new CryptoComBookChangeMapper('crypto-com-derivatives'), kucoin: (localTimestamp: Date) => new KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false), 'kucoin-futures': (localTimestamp: Date) => new KucoinFuturesBookChangeMapper(isRealTime(localTimestamp) === false), bitnomial: () => new BitnomialBookChangMapper(), 'woo-x': () => new WooxBookChangeMapper(), 'blockchain-com': () => new BlockchainComBookChangeMapper(), 'bybit-options': () => new BybitV5BookChangeMapper('bybit-options', 25), 'binance-european-options': () => new BinanceEuropeanOptionsBookChangeMapper(), 'okex-spreads': () => new OkexSpreadsBookChangeMapper(), bitget: () => new BitgetBookChangeMapper('bitget'), 'bitget-futures': () => new BitgetBookChangeMapper('bitget-futures'), 'coinbase-international': () => new CoinbaseInternationalBookChangMapper(), hyperliquid: () => new HyperliquidBookChangeMapper() } const derivativeTickersMappers = { bitmex: () => new BitmexDerivativeTickerMapper(), 'binance-futures': () => new BinanceFuturesDerivativeTickerMapper('binance-futures'), 'binance-delivery': () => new BinanceFuturesDerivativeTickerMapper('binance-delivery'), 'bitfinex-derivatives': () => new BitfinexDerivativeTickerMapper(), cryptofacilities: (localTimestamp: Date) => new CryptofacilitiesDerivativeTickerMapper(shouldUseCFRelativeFunding(localTimestamp)), deribit: () => new DeribitDerivativeTickerMapper(), 'okex-futures': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5DerivativeTickerMapper('okex-futures') : new OkexDerivativeTickerMapper('okex-futures'), 'okex-swap': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5DerivativeTickerMapper('okex-swap') : new OkexDerivativeTickerMapper('okex-swap'), bybit: (localTimestamp: Date) => shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5DerivativeTickerMapper() : new BybitDerivativeTickerMapper(), phemex: () => new PhemexDerivativeTickerMapper(), ftx: () => new FTXDerivativeTickerMapper('ftx'), delta: (localTimestamp: Date) => new DeltaDerivativeTickerMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()), 'huobi-dm': () => new HuobiDerivativeTickerMapper('huobi-dm'), 'huobi-dm-swap': () => new HuobiDerivativeTickerMapper('huobi-dm-swap'), 'huobi-dm-linear-swap': () => new HuobiDerivativeTickerMapper('huobi-dm-linear-swap'), 'gate-io-futures': () => new GateIOFuturesDerivativeTickerMapper(), coinflex: () => new CoinflexDerivativeTickerMapper(), ascendex: () => new AscendexDerivativeTickerMapper(), dydx: () => new DydxDerivativeTickerMapper(), 'dydx-v4': () => new DydxV4DerivativeTickerMapper(), 'crypto-com-derivatives': () => new CryptoComDerivativeTickerMapper('crypto-com-derivatives'), 'crypto-com': () => new CryptoComDerivativeTickerMapper('crypto-com'), 'woo-x': () => new WooxDerivativeTickerMapper(), 'kucoin-futures': () => new KucoinFuturesDerivativeTickerMapper(), 'bitget-futures': () => new BitgetDerivativeTickerMapper(), 'coinbase-international': () => new CoinbaseInternationalDerivativeTickerMapper(), hyperliquid: () => new HyperliquidDerivativeTickerMapper() } const optionsSummaryMappers = { deribit: () => new DeribitOptionSummaryMapper(), 'okex-options': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5OptionSummaryMapper() : new OkexOptionSummaryMapper(), 'binance-options': () => new BinanceOptionSummaryMapper(), 'huobi-dm-options': () => new HuobiOptionsSummaryMapper(), 'bybit-options': () => new BybitV5OptionSummaryMapper(), 'binance-european-options': () => new BinanceEuropeanOptionSummaryMapper() } const liquidationsMappers = { ftx: () => new FTXLiquidationsMapper(), bitmex: () => bitmexLiquidationsMapper, deribit: () => deribitLiquidationsMapper, 'binance-futures': () => new BinanceLiquidationsMapper('binance-futures'), 'binance-delivery': () => new BinanceLiquidationsMapper('binance-delivery'), 'bitfinex-derivatives': () => new BitfinexLiquidationsMapper('bitfinex-derivatives'), cryptofacilities: () => cryptofacilitiesLiquidationsMapper, 'huobi-dm': () => new HuobiLiquidationsMapper('huobi-dm'), 'dydx-v4': () => new DydxV4LiquidationsMapper(), 'huobi-dm-swap': () => new HuobiLiquidationsMapper('huobi-dm-swap'), 'huobi-dm-linear-swap': () => new HuobiLiquidationsMapper('huobi-dm-linear-swap'), bybit: (localTimestamp: Date) => shouldUseBybitV5Mappers(localTimestamp) ? shouldUseBybitAllLiquidationFeed(localTimestamp) ? new BybitV5AllLiquidationsMapper('bybit') : new BybitV5LiquidationsMapper('bybit') : new BybitLiquidationsMapper('bybit'), 'okex-futures': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5LiquidationsMapper('okex-futures') : new OkexLiquidationsMapper('okex-futures', 'futures'), 'okex-swap': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5LiquidationsMapper('okex-swap') : new OkexLiquidationsMapper('okex-swap', 'swap') } const bookTickersMappers = { binance: () => new BinanceBookTickerMapper('binance'), 'binance-futures': () => new BinanceBookTickerMapper('binance-futures'), 'binance-delivery': () => new BinanceBookTickerMapper('binance-delivery'), 'binance-us': () => new BinanceBookTickerMapper('binance-us'), ascendex: () => new AscendexBookTickerMapper(), 'binance-dex': () => binanceDexBookTickerMapper, bitfinex: () => new BitfinexBookTickerMapper('bitfinex'), 'bitfinex-derivatives': () => new BitfinexBookTickerMapper('bitfinex-derivatives'), bitflyer: () => bitflyerBookTickerMapper, bitmex: () => bitmexBookTickerMapper, coinbase: () => coinbaseBookTickerMapper, cryptofacilities: () => cryptofacilitiesBookTickerMapper, deribit: () => deribitBookTickerMapper, ftx: () => new FTXBookTickerMapper('ftx'), 'ftx-us': () => new FTXBookTickerMapper('ftx-us'), huobi: () => new HuobiBookTickerMapper('huobi'), 'huobi-dm': () => new HuobiBookTickerMapper('huobi-dm'), 'huobi-dm-swap': () => new HuobiBookTickerMapper('huobi-dm-swap'), 'huobi-dm-linear-swap': () => new HuobiBookTickerMapper('huobi-dm-linear-swap'), kraken: () => krakenBookTickerMapper, okex: (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okex', canUseOkexTbtBookTicker(localTimestamp)) : new OkexBookTickerMapper('okex', 'spot'), 'okex-futures': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okex-futures', canUseOkexTbtBookTicker(localTimestamp)) : new OkexBookTickerMapper('okex-futures', 'futures'), 'okex-swap': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okex-swap', canUseOkexTbtBookTicker(localTimestamp)) : new OkexBookTickerMapper('okex-swap', 'swap'), 'okex-options': (localTimestamp: Date) => shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okex-options', canUseOkexTbtBookTicker(localTimestamp)) : new OkexBookTickerMapper('okex-options', 'option'), okcoin: (localTimestamp: Date) => shouldUseOkcoinV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okcoin', true) : new OkexBookTickerMapper('okcoin', 'spot'), serum: () => new SerumBookTickerMapper('serum'), 'star-atlas': () => new SerumBookTickerMapper('star-atlas'), mango: () => new SerumBookTickerMapper('mango'), 'gate-io-futures': () => new GateIOFuturesBookTickerMapper('gate-io-futures'), 'bybit-spot': (localTimestamp: Date) => shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5BookTickerMapper('bybit-spot') : new BybitSpotBookTickerMapper('bybit-spot'), 'crypto-com': () => new CryptoComBookTickerMapper('crypto-com'), 'crypto-com-derivatives': () => new CryptoComBookTickerMapper('crypto-com-derivatives'), kucoin: () => new KucoinBookTickerMapper('kucoin'), 'woo-x': () => new WooxBookTickerMapper(), delta: () => new DeltaBookTickerMapper(), bybit: () => new BybitV5BookTickerMapper('bybit'), 'gate-io': () => new GateIOV4BookTickerMapper('gate-io'), 'okex-spreads': () => new OkexSpreadsBookTickerMapper(), 'kucoin-futures': () => new KucoinFuturesBookTickerMapper(), bitget: () => new BitgetBookTickerMapper('bitget'), 'bitget-futures': () => new BitgetBookTickerMapper('bitget-futures'), 'coinbase-international': () => coinbaseInternationalBookTickerMapper } export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => { const createTradesMapper = tradesMappers[exchange] if (createTradesMapper === undefined) { throw new Error(`normalizeTrades: ${exchange} not supported`) } return createTradesMapper(localTimestamp) as Mapper<T, Trade> } export const normalizeBookChanges = <T extends keyof typeof bookChangeMappers>( exchange: T, localTimestamp: Date ): Mapper<T, BookChange> => { const createBookChangesMapper = bookChangeMappers[exchange] if (createBookChangesMapper === undefined) { throw new Error(`normalizeBookChanges: ${exchange} not supported`) } return createBookChangesMapper(localTimestamp) as Mapper<T, BookChange> } export const normalizeDerivativeTickers = <T extends keyof typeof derivativeTickersMappers>( exchange: T, localTimestamp: Date ): Mapper<T, DerivativeTicker> => { const createDerivativeTickerMapper = derivativeTickersMappers[exchange] if (createDerivativeTickerMapper === undefined) { throw new Error(`normalizeDerivativeTickers: ${exchange} not supported`) } return createDerivativeTickerMapper(localTimestamp) as any } export const normalizeOptionsSummary = <T extends keyof typeof optionsSummaryMappers>( exchange: T, localTimestamp: Date ): Mapper<T, OptionSummary> => { const createOptionSummaryMapper = optionsSummaryMappers[exchange] if (createOptionSummaryMapper === undefined) { throw new Error(`normalizeOptionsSummary: ${exchange} not supported`) } return createOptionSummaryMapper(localTimestamp) as any } export const normalizeLiquidations = <T extends keyof typeof liquidationsMappers>( exchange: T, localTimestamp: Date ): Mapper<T, Liquidation> => { const createLiquidationsMapper = liquidationsMappers[exchange] if (createLiquidationsMapper === undefined) { throw new Error(`normalizeLiquidations: ${exchange} not supported`) } return createLiquidationsMapper(localTimestamp) as any } export const normalizeBookTickers = <T extends keyof typeof bookTickersMappers>( exchange: T, localTimestamp: Date ): Mapper<T, BookTicker> => { const createTickerMapper = bookTickersMappers[exchange] if (createTickerMapper === undefined) { throw new Error(`normalizeBookTickers: ${exchange} not supported`) } return createTickerMapper(localTimestamp) as any }