improvement: update bitget integrations to use books15

tardis-dev · Nov 7, 2024 · 972892b · 972892b
1 parent e264edd
commit 972892b
Show file tree

Hide file tree

Showing 3 changed files with 75 additions and 126 deletions.
diff --git a/src/consts.ts b/src/consts.ts
@@ -474,8 +474,8 @@ const KUCOIN_FUTURES_CHANNELS = [
   'contractMarket/snapshot'
 ]
 
-const BITGET_CHANNELS = ['trade', 'books1', 'books']
-const BITGET_FUTURES_CHANNELS = ['trade', 'books1', 'books', 'ticker']
+const BITGET_CHANNELS = ['trade', 'books1', 'books15']
+const BITGET_FUTURES_CHANNELS = ['trade', 'books1', 'books15', 'ticker']
 
 export const EXCHANGE_CHANNELS_INFO = {
   bitmex: BITMEX_CHANNELS,

diff --git a/src/mappers/bitget.ts b/src/mappers/bitget.ts
@@ -47,15 +47,15 @@ export class BitgetBookChangeMapper implements Mapper<'bitget' | 'bitget-futures
   constructor(private readonly _exchange: Exchange) {}
 
   canHandle(message: BitgetOrderbookMessage) {
-    return message.arg.channel === 'books' && (message.action === 'update' || message.action === 'snapshot')
+    return message.arg.channel === 'books15' && message.action === 'snapshot'
   }
 
   getFilters(symbols?: string[]) {
     symbols = upperCaseSymbols(symbols)
 
     return [
       {
-        channel: 'books',
+        channel: 'books15',
         symbols
       } as const
     ]
@@ -162,33 +162,19 @@ type BitgetTradeMessage = {
   ts: 1730332800989
 }
 
-type BitgetOrderbookMessage =
-  | {
-      action: 'snapshot'
-      arg: { instType: 'SPOT'; channel: 'books'; instId: 'SYLOUSDT' }
-      data: [
-        {
-          asks: [string, string][]
-          bids: [string, string][]
-          checksum: 0
-          ts: '1730331046984'
-        }
-      ]
-      ts: 1730332800437
-    }
-  | {
-      action: 'update'
-      arg: { instType: 'SPOT'; channel: 'books'; instId: 'BANDUSDT' }
-      data: [
-        {
-          asks: [string, string][]
-          bids: [string, string][]
-          checksum: 79466786
-          ts: '1730332859977'
-        }
-      ]
-      ts: 1730332859979
+type BitgetOrderbookMessage = {
+  action: 'snapshot'
+  arg: { instType: 'SPOT'; channel: 'books15'; instId: 'GEMSUSDT' }
+  data: [
+    {
+      asks: [['0.22816', '155.25']]
+      bids: [['0.22785', '73.41']]
+      checksum: 0
+      ts: '1730963759993'
     }
+  ]
+  ts: 1730963759997
+}
 
 type BitgetBBoMessage = {
   action: 'snapshot'

diff --git a/test/__snapshots__/mappers.test.ts.snap b/test/__snapshots__/mappers.test.ts.snap
@@ -173,54 +173,9 @@ Array [
 
 exports[`map bitget messages 5`] = `Array []`;
 
-exports[`map bitget messages 6`] = `
-Array [
-  Object {
-    "asks": Array [
-      Object {
-        "amount": 1600,
-        "price": 0.09707,
-      },
-      Object {
-        "amount": 511.87,
-        "price": 0.09711,
-      },
-    ],
-    "bids": Array [
-      Object {
-        "amount": 1213.91,
-        "price": 0.09694,
-      },
-    ],
-    "exchange": "bitget",
-    "isSnapshot": true,
-    "localTimestamp": 2024-08-23T00:00:00.498Z,
-    "symbol": "BRETTUSDT",
-    "timestamp": 2024-10-31T00:00:00.391Z,
-    "type": "book_change",
-  },
-]
-`;
+exports[`map bitget messages 6`] = `Array []`;
 
-exports[`map bitget messages 7`] = `
-Array [
-  Object {
-    "asks": Array [],
-    "bids": Array [
-      Object {
-        "amount": 3326.85,
-        "price": 0.12306,
-      },
-    ],
-    "exchange": "bitget",
-    "isSnapshot": false,
-    "localTimestamp": 2024-08-23T00:00:00.498Z,
-    "symbol": "LMWRUSDT",
-    "timestamp": 2024-10-31T00:00:59.981Z,
-    "type": "book_change",
-  },
-]
-`;
+exports[`map bitget messages 7`] = `Array []`;
 
 exports[`map bitget messages 8`] = `
 Array [
@@ -238,80 +193,55 @@ Array [
 ]
 `;
 
-exports[`map bitget-futures messages 1`] = `Array []`;
-
-exports[`map bitget-futures messages 2`] = `Array []`;
-
-exports[`map bitget-futures messages 3`] = `
-Array [
-  Object {
-    "amount": 447,
-    "exchange": "bitget-futures",
-    "id": "1235671063871070209",
-    "localTimestamp": 2024-08-23T00:00:00.498Z,
-    "price": 0.168385,
-    "side": "buy",
-    "symbol": "DOGEUSD",
-    "timestamp": 2024-10-31T00:00:59.962Z,
-    "type": "trade",
-  },
-]
-`;
-
-exports[`map bitget-futures messages 4`] = `
+exports[`map bitget messages 9`] = `
 Array [
   Object {
     "asks": Array [
       Object {
-        "amount": 51,
-        "price": 0.5426,
+        "amount": 7.03,
+        "price": 0.7146,
       },
     ],
     "bids": Array [
       Object {
-        "amount": 468,
-        "price": 0.542,
-      },
-      Object {
-        "amount": 1576,
-        "price": 0.5419,
+        "amount": 20.98,
+        "price": 0.7139,
       },
     ],
-    "exchange": "bitget-futures",
+    "exchange": "bitget",
     "isSnapshot": true,
     "localTimestamp": 2024-08-23T00:00:00.498Z,
-    "symbol": "BELUSDT",
-    "timestamp": 2024-10-31T00:00:00.303Z,
+    "symbol": "MANTAUSDT",
+    "timestamp": 2024-11-07T07:15:59.993Z,
     "type": "book_change",
   },
 ]
 `;
 
-exports[`map bitget-futures messages 5`] = `
+exports[`map bitget-futures messages 1`] = `Array []`;
+
+exports[`map bitget-futures messages 2`] = `Array []`;
+
+exports[`map bitget-futures messages 3`] = `
 Array [
   Object {
-    "asks": Array [
-      Object {
-        "amount": 144.6,
-        "price": 5.085,
-      },
-    ],
-    "bids": Array [
-      Object {
-        "amount": 536.2,
-        "price": 5.081,
-      },
-    ],
+    "amount": 447,
     "exchange": "bitget-futures",
-    "isSnapshot": false,
+    "id": "1235671063871070209",
     "localTimestamp": 2024-08-23T00:00:00.498Z,
-    "symbol": "AXSUSDT",
-    "timestamp": 2024-10-31T00:00:59.988Z,
-    "type": "book_change",
+    "price": 0.168385,
+    "side": "buy",
+    "symbol": "DOGEUSD",
+    "timestamp": 2024-10-31T00:00:59.962Z,
+    "type": "trade",
   },
 ]
 `;
 
+exports[`map bitget-futures messages 4`] = `Array []`;
+
+exports[`map bitget-futures messages 5`] = `Array []`;
+
 exports[`map bitget-futures messages 6`] = `
 Array [
   Object {
@@ -384,6 +314,39 @@ Array [
 ]
 `;
 
+exports[`map bitget-futures messages 11`] = `
+Array [
+  Object {
+    "asks": Array [
+      Object {
+        "amount": 641.4443,
+        "price": 0.47256,
+      },
+      Object {
+        "amount": 3074.3765,
+        "price": 0.47257,
+      },
+      Object {
+        "amount": 2677.56,
+        "price": 0.47377,
+      },
+    ],
+    "bids": Array [
+      Object {
+        "amount": 18.7835,
+        "price": 0.47242,
+      },
+    ],
+    "exchange": "bitget-futures",
+    "isSnapshot": true,
+    "localTimestamp": 2024-08-23T00:00:00.498Z,
+    "symbol": "YGGUSDT",
+    "timestamp": 2024-11-07T07:15:59.972Z,
+    "type": "book_change",
+  },
+]
+`;
+
 exports[`map bitnomial messages 1`] = `
 Array [
   Object {