tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
598 lines (540 loc) • 29.1 kB
text/typescript
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
}