adding new alleyway file and modifications 2

Author: mlake

src/mappers/bitmex.ts

@@ -31,7 +31,8 @@ export const bitmexTradesMapper: Mapper<'bitmex', Trade> = {
         amount: bitmexTrade.size,
         side: bitmexTrade.side !== undefined ? (bitmexTrade.side === 'Buy' ? 'buy' : 'sell') : 'unknown',
         timestamp: new Date(bitmexTrade.timestamp),
-        localTimestamp: localTimestamp
+        localTimestamp: localTimestamp,
+        exchangeSpecific: pruneObject(bitmexTrade, BitmexTradesMessageExcluded)
       }
 
       yield trade
@@ -296,9 +297,21 @@ type BitmexTradesMessage = BitmexDataMessage & {
     size: number
     price: number
     timestamp: string
+    [key: string]: any
   }[]
 }
 
+// for exchangeSpecific property
+const BitmexTradesMessageExcluded = [
+  "symbol",
+  "trdMatchID",
+  "side",
+  "size",
+  "price",
+  "timestamp"
+] as const;
+
+
 type BitmexInstrument = {
   symbol: string
   state?: 'Open' | 'Closed' | 'Unlisted' | 'Settled'

src/mappers/bybitspot.ts

@@ -30,7 +30,8 @@ export class BybitSpotTradesMapper implements Mapper<'bybit-spot', Trade> {
       amount: Number(bybitTrade.q),
       side: bybitTrade.m === true ? 'buy' : 'sell',
       timestamp: new Date(bybitTrade.t),
-      localTimestamp
+      localTimestamp,
+      exchangeSpecific: pruneObject(bybitTrade, BybitSpotTradeMessageExcluded)
     }
   }
 }
@@ -113,9 +114,26 @@ type BybitSpotBookTickerMessage = {
 type BybitSpotTradeMessage = {
   topic: 'trade'
   params: { symbol: 'XRP3SUSDT'; binary: 'false'; symbolName: 'XRP3SUSDT' }
-  data: { v: '2220000000006443832'; t: 1659312000387; p: '6.3957'; q: '3.5962'; m: boolean }
+  data: {
+    v: '2220000000006443832';
+    t: 1659312000387;
+    p: '6.3957';
+    q: '3.5962';
+    m: boolean
+    [key: string]: any
+  }
 }
 
+// for exchangeSpecific property
+const BybitSpotTradeMessageExcluded = [
+  "v",
+  "t",
+  "p",
+  "q",
+  "m"
+] as const;
+
+
 type BybitSpotDepthMessage = {
   topic: 'depth'
   params: { symbol: 'RENUSDT'; binary: 'false'; symbolName: 'RENUSDT' }

src/mappers/cryptocom.ts

@@ -32,7 +32,8 @@ export class CryptoComTradesMapper implements Mapper<'crypto-com' | 'crypto-com-
         amount: Number(item.q),
         side: item.s === 'BUY' ? 'buy' : 'sell',
         timestamp: new Date(item.t),
-        localTimestamp
+        localTimestamp,
+        exchangeSpecific: pruneObject(item, CryptoComTradeMessageExcluded)
       }
 
       yield trade
@@ -244,6 +245,7 @@ type CryptoComTradeMessage =
             d: 1210447366 // trade id
             t: 1587523078844 // trade time
             dataTime: 0 // please ignore this field
+            [key: string]: any
           }
         ]
       }
@@ -256,10 +258,21 @@ type CryptoComTradeMessage =
         channel: 'trade'
         subscription: 'trade.BTCUSD-PERP'
         instrument_name: 'BTCUSD-PERP'
-        data: [{ d: '4611686018439397540'; t: 1653992578435; p: '31603.5'; q: '0.1000'; s: 'BUY'; i: 'BTCUSD-PERP' }]
+        data: [{ d: '4611686018439397540'; t: 1653992578435; p: '31603.5'; q: '0.1000'; s: 'BUY'; i: 'BTCUSD-PERP', [key: string]: any }]
       }
     }
 
+// for exchangeSpecific property
+const CryptoComTradeMessageExcluded = [
+  "p",
+  "q",
+  "s",
+  "d",
+  "t",
+  "i"
+] as const;
+
+
 type CryptoComBookMessage =
   | {
       code: 0

src/mappers/okex.ts

@@ -46,7 +46,8 @@ export class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
         amount: Number(okexTrade.sz),
         side: okexTrade.side === 'buy' ? 'buy' : 'sell',
         timestamp: new Date(Number(okexTrade.ts)),
-        localTimestamp: localTimestamp
+        localTimestamp: localTimestamp,
+        exchangeSpecific: pruneObject(okexTrade, OkexV5TradeMessageExcluded)
       }
     }
   }
@@ -595,14 +596,25 @@ export class OkexV5OptionSummaryMapper implements Mapper<'okex-options', OptionS
 
 type OkexV5TradeMessage = {
   arg: { channel: 'trades'; instId: 'CRV-USDT' }
-  data: [{ instId: 'CRV-USDT'; tradeId: '21300150'; px: '3.973'; sz: '13.491146'; side: 'buy'; ts: '1639999319938' }]
+  data: [{ instId: 'CRV-USDT'; tradeId: '21300150'; px: '3.973'; sz: '13.491146'; side: 'buy'; ts: '1639999319938', [key: string]: any }]
 }
 
 type OkexV5TradesAllMessage = {
   arg: { channel: 'trades-all'; instId: string }
-  data: [{ instId: 'WAXP-USDT'; tradeId: '2251300'; px: '0.05566'; sz: '838.714488'; side: 'sell'; ts: '1697760000083' }]
+  data: [{ instId: 'WAXP-USDT'; tradeId: '2251300'; px: '0.05566'; sz: '838.714488'; side: 'sell'; ts: '1697760000083', [key: string]: any }]
 }
 
+
+// for exchangeSpecific property
+const OkexV5TradeMessageExcluded = [
+  "instId",
+  "tradeId",
+  "px",
+  "sz",
+  "side",
+  "ts"
+] as const;
+
 type OkexV5BookLevel = [string, string, string, string]
 
 type OkexV5BookMessage =