tardis-dev/dist/realtimefeeds/dydx.js

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

import { RealTimeFeedBase } from "./realtimefeed.js";
export class DydxRealTimeFeed extends RealTimeFeedBase {
    wssURL = 'wss://api.dydx.exchange/v3/ws';
    mapToSubscribeMessages(filters) {
        const subs = filters
            .map((filter) => {
            if (filter.channel === 'v3_markets') {
                return [
                    {
                        type: 'subscribe',
                        channel: 'v3_markets'
                    }
                ];
            }
            if (!filter.symbols || filter.symbols.length === 0) {
                throw new Error('DydxRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
            }
            return filter.symbols.map((symbol) => {
                return {
                    type: 'subscribe',
                    channel: filter.channel,
                    id: symbol,
                    includeOffsets: filter.channel === 'v3_orderbook' ? true : undefined
                };
            });
        })
            .flatMap((f) => f);
        return subs;
    }
    messageIsError(message) {
        return message.type === 'error';
    }
}
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