tardis-dev/dist/realtimefeeds/bybit.js

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

import { batch } from "../handy.js";
import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from "./realtimefeed.js";
export class BybitRealTimeDataFeed extends MultiConnectionRealTimeFeedBase {
    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
        const linearContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT') || s.includes('-') || s.endsWith('PERP')), []);
        const inverseContractsFilters = filters.reduce(this._only((s) => s.endsWith('USDT') === false && s.includes('-') === false && s.endsWith('PERP') === false), []);
        if (linearContractsFilters.length > 0) {
            yield new BybitLinearRealTimeDataFeed(exchange, linearContractsFilters, timeoutIntervalMS, onError);
        }
        if (inverseContractsFilters.length > 0) {
            yield new BybitInverseRealTimeDataFeed(exchange, inverseContractsFilters, timeoutIntervalMS, onError);
        }
    }
    _only(filter) {
        return (prev, current) => {
            if (!current.symbols || current.symbols.length === 0) {
                throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed');
            }
            const symbols = current.symbols.filter(filter);
            if (symbols.length > 0) {
                prev.push({
                    channel: current.channel,
                    symbols
                });
            }
            return prev;
        };
    }
}
class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
    mapToSubscribeMessages(filters) {
        const args = filters
            .map((filter) => {
            if (!filter.symbols || filter.symbols.length === 0) {
                throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed');
            }
            return filter.symbols.map((symbol) => {
                return `${filter.channel}.${symbol}`;
            });
        })
            .flatMap((f) => f);
        return [...batch(args, 10)].map((argBatch) => {
            return {
                op: 'subscribe',
                args: argBatch
            };
        });
    }
    messageIsError(message) {
        return message.success === false;
    }
    sendCustomPing = () => {
        this.send({ op: 'ping' });
    };
    messageIsHeartbeat(msg) {
        return msg.ret_msg === 'pong' || msg.op == 'pong';
    }
}
class BybitLinearRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
    wssURL = 'wss://stream.bybit.com/v5/public/linear';
}
class BybitInverseRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
    wssURL = 'wss://stream.bybit.com/v5/public/inverse';
}
export class BybitSpotRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
    wssURL = 'wss://stream.bybit.com/v5/public/spot';
}
export class BybitOptionsRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
    wssURL = 'wss://stream.bybit.com/v5/public/option';
    mapToSubscribeMessages(filters) {
        const args = filters
            .map((filter) => {
            if (!filter.symbols || filter.symbols.length === 0) {
                throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed');
            }
            if (filter.channel === 'publicTrade') {
                const baseCoins = [...new Set(filter.symbols.map((s) => s.split('-')[0]))];
                return baseCoins.map((symbol) => {
                    return `${filter.channel}.${symbol}`;
                });
            }
            return filter.symbols.map((symbol) => {
                return `${filter.channel}.${symbol}`;
            });
        })
            .flatMap((f) => f);
        return [...batch(args, 10)].map((argBatch) => {
            return {
                op: 'subscribe',
                args: argBatch
            };
        });
    }
}
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