tardis-dev/dist/realtimefeeds/bitmex.js

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

import { batch } from "../handy.js";
import { RealTimeFeedBase } from "./realtimefeed.js";
export class BitmexRealTimeFeed extends RealTimeFeedBase {
    wssURL = 'wss://ws.bitmex.com/realtime';
    mapToSubscribeMessages(filters) {
        return filters
            .map((filter) => {
            if (!filter.symbols || filter.symbols.length === 0) {
                return [
                    {
                        op: 'subscribe',
                        args: [filter.channel]
                    }
                ];
            }
            const subscribeMessages = [];
            for (const symbolsBatch of batch(filter.symbols, 10)) {
                subscribeMessages.push({
                    op: 'subscribe',
                    args: symbolsBatch.map((s) => `${filter.channel}:${s}`)
                });
            }
            return subscribeMessages;
        })
            .flatMap((s) => s);
    }
    messageIsError(message) {
        if (message.error !== undefined) {
            return true;
        }
        if ('subscribe' in message && message.success === false) {
            return true;
        }
        return false;
    }
}
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