tardis-dev/dist/realtimefeeds/ftx.js

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

import { RealTimeFeedBase, PoolingClientBase, MultiConnectionRealTimeFeedBase } from "./realtimefeed.js";
import { batch, getJSON } from "../handy.js";
class FTXRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
        const wsFilters = filters.filter((f) => f.channel !== 'instrument');
        if (wsFilters.length > 0) {
            yield new FtxSingleConnectionRealTimeFeed(exchange, wsFilters, this.wssURL, timeoutIntervalMS, onError);
        }
        const instrumentInfoFilters = filters.filter((f) => f.channel === 'instrument');
        if (instrumentInfoFilters.length > 0) {
            const instruments = instrumentInfoFilters.flatMap((s) => s.symbols);
            if (instruments.length > 0) {
                yield new FTXInstrumentInfoClient(exchange, this.httpURL, instruments, onError);
            }
        }
    }
}
class FtxSingleConnectionRealTimeFeed extends RealTimeFeedBase {
    wssURL;
    constructor(exchange, filters, wssURL, timeoutIntervalMS, onError) {
        super(exchange, filters, timeoutIntervalMS, onError);
        this.wssURL = wssURL;
    }
    mapToSubscribeMessages(filters) {
        return filters
            .map((filter) => {
            if (!filter.symbols || filter.symbols.length === 0) {
                throw new Error('FtxRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
            }
            return filter.symbols.map((symbol) => {
                return {
                    op: 'subscribe',
                    channel: filter.channel,
                    market: symbol
                };
            });
        })
            .flatMap((c) => c);
    }
    messageIsError(message) {
        return message.type === 'error';
    }
    isIgnoredError(message) {
        // ignore market not found errors
        return message.code == 404;
    }
    sendCustomPing = () => {
        this.send({ op: 'ping' });
    };
    messageIsHeartbeat(msg) {
        return msg.type === 'pong';
    }
}
class FTXInstrumentInfoClient extends PoolingClientBase {
    _httpURL;
    _instruments;
    constructor(exchange, _httpURL, _instruments, onError) {
        super(exchange, 5, onError);
        this._httpURL = _httpURL;
        this._instruments = _instruments;
    }
    async poolDataToStream(outputStream) {
        for (const instruments of batch(this._instruments, 10)) {
            await Promise.allSettled(instruments.map(async (instrument) => {
                if (outputStream.destroyed) {
                    return;
                }
                try {
                    const responses = await Promise.all([
                        getJSON(`${this._httpURL}/futures/${instrument}/stats`, { timeout: 10000 }),
                        getJSON(`${this._httpURL}/futures/${instrument}`, { timeout: 10000 })
                    ]);
                    if (responses.some((response) => response.data.success === false)) {
                        return;
                    }
                    const instrumentMessage = {
                        channel: 'instrument',
                        generated: true,
                        market: instrument,
                        type: 'update',
                        data: {
                            stats: responses[0].data.result,
                            info: responses[1].data.result
                        }
                    };
                    if (outputStream.writable) {
                        outputStream.write(instrumentMessage);
                    }
                }
                catch (err) {
                    if (this.onError !== undefined) {
                        this.onError(err);
                    }
                }
            }));
        }
    }
}
export class FtxRealTimeFeed extends FTXRealTimeFeedBase {
    wssURL = 'wss://ftx.com/ws';
    httpURL = 'https://ftx.com/api';
}
export class FtxUSRealTimeFeed extends FTXRealTimeFeedBase {
    wssURL = 'wss://ftx.us/ws/';
    httpURL = 'https://ftx.us/api';
}
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