tardis-dev/dist/realtimefeeds/kucoinfutures.js

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

import { getJSON, getRandomString, postJSON } from "../handy.js";
import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from "./realtimefeed.js";
const kucoinHttpOptions = {
    timeout: 10 * 1000,
    retry: {
        limit: 10,
        statusCodes: [418, 429, 500, 403],
        maxRetryAfter: 120 * 1000
    }
};
export class KucoinFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
    _httpURL = 'https://api-futures.kucoin.com/api';
    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
        const wsFilters = filters.filter((f) => f.channel !== 'contract/details');
        if (wsFilters.length > 0) {
            yield new KucoinFuturesSingleConnectionRealTimeFeed(exchange, wsFilters, this._httpURL, timeoutIntervalMS, onError);
        }
        const contractDetailsFilters = filters.filter((f) => f.channel === 'contract/details');
        if (contractDetailsFilters.length > 0) {
            yield new KucoinFuturesContractDetailsClient(exchange, this._httpURL);
        }
    }
}
export class KucoinFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
    _httpURL;
    constructor(exchange, filters, _httpURL, timeoutIntervalMS, onError) {
        super(exchange, filters, timeoutIntervalMS, onError);
        this._httpURL = _httpURL;
    }
    wssURL = '';
    async getWebSocketUrl() {
        const { data: body } = await postJSON(`${this._httpURL}/v1/bullet-public`, { retry: 3, timeout: 10000 });
        return `${body.data.instanceServers[0].endpoint}?token=${body.data.token}&connectId=${getRandomString()}`;
    }
    mapToSubscribeMessages(filters) {
        return filters
            .filter((f) => f.channel !== 'contractMarket/level2Snapshot')
            .map((filter) => {
            if (!filter.symbols || filter.symbols.length === 0) {
                throw new Error('KucoinFuturesRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
            }
            return {
                id: getRandomString(),
                type: 'subscribe',
                topic: `/${filter.channel}:${filter.symbols.join(',')}`,
                response: true
            };
        });
    }
    async provideManualSnapshots(filters, shouldCancel) {
        const depthSnapshotFilter = filters.find((f) => f.channel === 'contractMarket/level2Snapshot');
        if (!depthSnapshotFilter) {
            return;
        }
        this.debug('requesting manual snapshots for: %s', depthSnapshotFilter.symbols);
        for (let symbol of depthSnapshotFilter.symbols) {
            if (shouldCancel()) {
                return;
            }
            const { data } = await getJSON(`${this._httpURL}/v1/level2/snapshot?symbol=${symbol}`, kucoinHttpOptions);
            const snapshot = {
                type: 'message',
                generated: true,
                topic: `/contractMarket/level2Snapshot:${symbol}`,
                subject: 'level2Snapshot',
                ...data
            };
            this.manualSnapshotsBuffer.push(snapshot);
        }
        this.debug('requested manual snapshots successfully for: %s ', depthSnapshotFilter.symbols);
    }
    messageIsError(message) {
        return message.type === 'error';
    }
    sendCustomPing = () => {
        this.send({
            id: new Date().valueOf().toString(),
            type: 'ping'
        });
    };
    messageIsHeartbeat(msg) {
        return msg.type === 'pong';
    }
}
class KucoinFuturesContractDetailsClient extends PoolingClientBase {
    _httpURL;
    constructor(exchange, _httpURL) {
        super(exchange, 6);
        this._httpURL = _httpURL;
    }
    async poolDataToStream(outputStream) {
        const { data: body } = await getJSON(`${this._httpURL}/v1/contracts/active`, kucoinHttpOptions);
        for (const instrument of body.data) {
            const openInterestMessage = {
                topic: `/contract/details:${instrument.symbol}`,
                type: 'message',
                subject: 'contractDetails',
                generated: true,
                data: instrument
            };
            if (outputStream.writable) {
                outputStream.write(openInterestMessage);
            }
        }
    }
}
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