tardis-dev/dist/mappers/upbit.js

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

import { fromMicroSecondsToDate, upperCaseSymbols } from "../handy.js";
export class UpbitTradesMapper {
    canHandle(message) {
        return message.type === 'trade';
    }
    getFilters(symbols) {
        symbols = upperCaseSymbols(symbols);
        return [
            {
                channel: 'trade',
                symbols
            }
        ];
    }
    *map(message, localTimestamp) {
        yield {
            type: 'trade',
            symbol: message.code,
            exchange: 'upbit',
            id: String(message.sequential_id),
            price: message.trade_price,
            amount: message.trade_volume,
            side: message.ask_bid === 'ASK' ? 'sell' : 'buy',
            timestamp: fromMicroSecondsToDate(message.trade_timestamp),
            localTimestamp: localTimestamp
        };
    }
}
export class UpbitBookChangeMapper {
    canHandle(message) {
        return message.type === 'orderbook';
    }
    getFilters(symbols) {
        symbols = upperCaseSymbols(symbols);
        return [
            {
                channel: 'orderbook',
                symbols
            }
        ];
    }
    *map(message, localTimestamp) {
        let asks = [];
        let bids = [];
        for (const level of message.orderbook_units) {
            if (level.ask_price > 0) {
                asks.push({
                    price: level.ask_price,
                    amount: level.ask_size
                });
            }
            if (level.bid_price > 0) {
                bids.push({
                    price: level.bid_price,
                    amount: level.bid_size
                });
            }
        }
        yield {
            type: 'book_change',
            symbol: message.code,
            exchange: 'upbit',
            isSnapshot: true,
            bids,
            asks,
            timestamp: fromMicroSecondsToDate(message.timestamp),
            localTimestamp
        };
    }
}
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