tardis-dev/dist/realtimefeeds/bullish.js

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

import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase } from "./realtimefeed.js";
const BULLISH_SUBSCRIPTION_TARGETS = {
    V1TALevel2: {
        topic: 'l2Orderbook',
        path: '/trading-api/v1/market-data/orderbook',
        symbolParam: 'symbol'
    },
    V1TALevel1: {
        topic: 'l1Orderbook',
        path: '/trading-api/v1/market-data/orderbook',
        symbolParam: 'symbol'
    },
    V1TAAnonymousTradeUpdate: {
        topic: 'anonymousTrades',
        path: '/trading-api/v1/market-data/trades',
        symbolParam: 'symbol'
    },
    V1TATickerResponse: {
        topic: 'tick',
        path: '/trading-api/v1/market-data/tick',
        symbolParam: 'symbol'
    },
    V1TAIndexPrice: {
        topic: 'indexPrice',
        path: '/trading-api/v1/index-data',
        symbolParam: 'assetSymbol'
    }
};
function getBullishSubscriptionTarget(channel) {
    const target = BULLISH_SUBSCRIPTION_TARGETS[channel];
    if (target === undefined) {
        throw new Error(`BullishRealTimeFeed unsupported channel ${channel}`);
    }
    return target;
}
export class BullishRealTimeFeed extends MultiConnectionRealTimeFeedBase {
    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
        for (const [path, pathFilters] of this.groupByPath(filters)) {
            yield new BullishSingleConnectionRealTimeFeed(exchange, path, pathFilters, timeoutIntervalMS, onError);
        }
    }
    groupByPath(filters) {
        const filtersByPath = new Map();
        for (const filter of filters) {
            const target = getBullishSubscriptionTarget(filter.channel);
            const pathFilters = filtersByPath.get(target.path) ?? [];
            pathFilters.push(filter);
            filtersByPath.set(target.path, pathFilters);
        }
        return filtersByPath;
    }
}
export class BullishSingleConnectionRealTimeFeed extends RealTimeFeedBase {
    path;
    wssURL = 'wss://api.exchange.bullish.com';
    nextMessageId = 1;
    constructor(exchange, path, filters, timeoutIntervalMS, onError) {
        super(exchange, filters, timeoutIntervalMS, onError);
        this.path = path;
    }
    async getWebSocketUrl() {
        const baseURL = await super.getWebSocketUrl();
        return `${baseURL.replace(/\/$/, '')}${this.path}`;
    }
    mapToSubscribeMessages(filters) {
        return filters.flatMap((filter) => {
            const target = getBullishSubscriptionTarget(filter.channel);
            if (target.symbolParam == null) {
                return [
                    {
                        jsonrpc: '2.0',
                        type: 'command',
                        method: 'subscribe',
                        id: (this.nextMessageId++).toString(),
                        params: {
                            topic: target.topic
                        }
                    }
                ];
            }
            if (!filter.symbols || filter.symbols.length === 0) {
                throw new Error('BullishRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
            }
            return filter.symbols.map((symbol) => {
                return {
                    jsonrpc: '2.0',
                    type: 'command',
                    method: 'subscribe',
                    id: (this.nextMessageId++).toString(),
                    params: {
                        topic: target.topic,
                        [target.symbolParam]: symbol
                    }
                };
            });
        });
    }
    messageIsError(message) {
        return message.error !== undefined && message.error !== null;
    }
    sendCustomPing = () => {
        this.send({
            jsonrpc: '2.0',
            type: 'command',
            method: 'keepalivePing',
            id: (this.nextMessageId++).toString()
        });
    };
    messageIsHeartbeat(message) {
        return message.dataType === 'V1TAHeartbeat' || message.result?.message === 'Keep alive pong';
    }
}
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