tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
41 lines (34 loc) • 1.11 kB
text/typescript
import { Filter } from '../types'
import { RealTimeFeedBase } from './realtimefeed'
export class DydxRealTimeFeed extends RealTimeFeedBase {
protected readonly wssURL = 'wss://api.dydx.exchange/v3/ws'
protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
const subs = filters
.map((filter) => {
if (filter.channel === 'v3_markets') {
return [
{
type: 'subscribe',
channel: 'v3_markets'
}
]
}
if (!filter.symbols || filter.symbols.length === 0) {
throw new Error('DydxRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
}
return filter.symbols.map((symbol) => {
return {
type: 'subscribe',
channel: filter.channel,
id: symbol,
includeOffsets: filter.channel === 'v3_orderbook' ? true : undefined
}
})
})
.flatMap((f) => f)
return subs
}
protected messageIsError(message: any): boolean {
return message.type === 'error'
}
}