tardis-dev/dist/realtimefeeds/deribit.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.DeribitRealTimeDataFeed = void 0;
const handy_1 = require("../handy");
const realtimefeed_1 = require("./realtimefeed");
class DeribitRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
    get wssURL() {
        if (this._hasCredentials) {
            return 'wss://www.deribit.com/ws/api/v2';
        }
        else {
            return 'wss://streams.deribit.com/ws/api/v2';
        }
    }
    _hasCredentials = process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined;
    channelsWithIntervals = ['book', 'perpetual', 'trades', 'ticker'];
    mapToSubscribeMessages(filters) {
        const hasCredentials = this._hasCredentials;
        const channels = filters
            .map((filter) => {
            if (!filter.symbols || filter.symbols.length === 0) {
                throw new Error('DeribitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed');
            }
            return filter.symbols.map((symbol) => {
                const suffix = this.channelsWithIntervals.includes(filter.channel) ? (hasCredentials ? '.raw' : '.100ms') : '';
                return `${filter.channel}.${symbol}${suffix}`;
            });
        })
            .flatMap((f) => f);
        return [
            {
                jsonrpc: '2.0',
                id: 3,
                method: hasCredentials ? 'private/subscribe' : 'public/subscribe',
                params: {
                    channels
                }
            }
        ];
    }
    messageIsError(message) {
        return message.error !== undefined;
    }
    async onConnected() {
        // set heartbeat so deribit won't close connection prematurely
        // https://docs.deribit.com/v2/#public-set_heartbeat
        this.send({
            jsonrpc: '2.0',
            method: 'public/set_heartbeat',
            id: 0,
            params: {
                interval: 10
            }
        });
        if (this._hasCredentials) {
            this.send({
                jsonrpc: '2.0',
                method: 'public/auth',
                id: 1,
                params: {
                    grant_type: 'client_credentials',
                    client_id: process.env.DERIBIT_API_CLIENT_ID,
                    client_secret: process.env.DERIBIT_API_CLIENT_SECRET
                }
            });
            await (0, handy_1.wait)(10);
        }
    }
    messageIsHeartbeat(msg) {
        return msg.method === 'heartbeat';
    }
    onMessage(msg) {
        // respond with public/test message to keep connection alive
        if (msg.params !== undefined && msg.params.type === 'test_request') {
            this.send({
                jsonrpc: '2.0',
                method: 'public/test',
                id: 0,
                params: {}
            });
        }
    }
}
exports.DeribitRealTimeDataFeed = DeribitRealTimeDataFeed;
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