SYMBOL INDEX (1582 symbols across 107 files) FILE: example.js function produceVolumeBasedTradeBars (line 21) | async function produceVolumeBasedTradeBars(messages) { FILE: src/apikeyaccessinfo.ts function getApiKeyAccessInfo (line 5) | async function getApiKeyAccessInfo(apiKey?: string) { type ApiKeyAccessInfo (line 18) | type ApiKeyAccessInfo = { FILE: src/binarysplit.ts class BinarySplitStream (line 5) | class BinarySplitStream extends Transform { method constructor (line 9) | constructor() { method _transform (line 18) | _transform(chunk: Buffer, _: string, callback: TransformCallback) { FILE: src/clearcache.ts function clearCache (line 8) | async function clearCache(exchange?: Exchange, filters?: Filter[], ... function clearCacheSync (line 22) | function clearCacheSync(exchange?: Exchange, filters?: Filter[], ye... function getDirToRemove (line 36) | function getDirToRemove(exchange?: Exchange, filters?: Filter[], ye... FILE: src/combine.ts type NextMessageResultWithIndex (line 4) | type NextMessageResultWithIndex = { type Combinable (line 9) | type Combinable = { localTimestamp: Date } constant DATE_MAX (line 11) | const DATE_MAX = new Date(8640000000000000) type OffsetMS (line 13) | type OffsetMS = number | ((message: Combinable) => number) function nextWithIndex (line 15) | async function nextWithIndex( function findOldestResult (line 44) | function findOldestResult(oldest: NextMessageResultWithIndex, current: N... FILE: src/computable/booksnapshot.ts type BookSnapshotComputableOptions (line 6) | type BookSnapshotComputableOptions = { class BookSnapshotComputable (line 37) | class BookSnapshotComputable implements Computable { method constructor (line 54) | constructor({ depth, name, interval, removeCrossedLevels, grouping, on... method compute (line 78) | public *compute(bookChange: BookChange) { method _hasNewSnapshot (line 96) | public _hasNewSnapshot(timestamp: Date): boolean { method _update (line 124) | public _update(bookChange: BookChange) { method _updatedNotGrouped (line 137) | private _updatedNotGrouped() { method _updateSideGrouped (line 178) | private _updateSideGrouped( method _getSnapshot (line 231) | public _getSnapshot(bookChange: BookChange) { method _getTimeBucket (line 251) | private _getTimeBucket(timestamp: Date) { FILE: src/computable/computable.ts type Computable (line 3) | type Computable = { type ComputableFactory (line 8) | type ComputableFactory = () => Computable function compute (line 45) | function compute[], U extends Normalize... class Computables (line 58) | class Computables { method constructor (line 65) | constructor(private readonly _computablesFactories: ComputableFactory<... method getOrCreate (line 67) | getOrCreate(exchange: Exchange, id: string) { method reset (line 79) | reset(exchange: Exchange) { function createComputablesMap (line 84) | function createComputablesMap(computables: Computable[]) { FILE: src/computable/tradebar.ts constant DATE_MIN (line 4) | const DATE_MIN = new Date(-1) type BarKind (line 6) | type BarKind = 'time' | 'volume' | 'tick' type TradeBarComputableOptions (line 8) | type TradeBarComputableOptions = { kind: BarKind; interval: number; name... class TradeBarComputable (line 21) | class TradeBarComputable implements Computable { method constructor (line 34) | constructor({ kind, interval, name }: TradeBarComputableOptions) { method compute (line 48) | public *compute(message: Trade | BookChange) { method _computeBar (line 67) | private _computeBar(message: NormalizedData) { method _hasNewBar (line 79) | private _hasNewBar(timestamp: Date): boolean { method _update (line 111) | private _update(trade: Trade) { method _reset (line 144) | private _reset() { method _getTimeBucket (line 170) | private _getTimeBucket(timestamp: Date) { FILE: src/consts.ts constant EXCHANGES (line 1) | const EXCHANGES = [ constant BINANCE_CHANNELS (line 61) | const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depth... constant BINANCE_DEX_CHANNELS (line 62) | const BINANCE_DEX_CHANNELS = ['trades', 'marketDiff', 'depthSnapshot', '... constant BITFINEX_CHANNELS (line 63) | const BITFINEX_CHANNELS = ['trades', 'book', 'raw_book', 'ticker'] as const constant BITMEX_CHANNELS (line 65) | const BITMEX_CHANNELS = [ constant BITSTAMP_CHANNELS (line 90) | const BITSTAMP_CHANNELS = ['live_trades', 'live_orders', 'diff_order_boo... constant COINBASE_CHANNELS (line 92) | const COINBASE_CHANNELS = [ constant DERIBIT_CHANNELS (line 107) | const DERIBIT_CHANNELS = [ constant KRAKEN_CHANNELS (line 122) | const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread'] as const constant OKEX_CHANNELS (line 124) | const OKEX_CHANNELS = [ constant OKCOIN_CHANNELS (line 150) | const OKCOIN_CHANNELS = [ constant OKEX_FUTURES_CHANNELS (line 162) | const OKEX_FUTURES_CHANNELS = [ constant OKEX_SWAP_CHANNELS (line 201) | const OKEX_SWAP_CHANNELS = [ constant OKEX_OPTIONS_CHANNELS (line 241) | const OKEX_OPTIONS_CHANNELS = [ constant COINFLEX_CHANNELS (line 272) | const COINFLEX_CHANNELS = ['futures/depth', 'trade', 'ticker'] as const constant CRYPTOFACILITIES_CHANNELS (line 274) | const CRYPTOFACILITIES_CHANNELS = ['trade', 'trade_snapshot', 'book', 'b... constant FTX_CHANNELS (line 276) | const FTX_CHANNELS = [ constant GEMINI_CHANNELS (line 290) | const GEMINI_CHANNELS = ['trade', 'l2_updates', 'auction_open', 'auction... constant BITFLYER_CHANNELS (line 292) | const BITFLYER_CHANNELS = ['lightning_executions', 'lightning_board_snap... constant BINANCE_FUTURES_CHANNELS (line 294) | const BINANCE_FUTURES_CHANNELS = [ constant BINANCE_DELIVERY_CHANNELS (line 317) | const BINANCE_DELIVERY_CHANNELS = [ constant BITFINEX_DERIV_CHANNELS (line 337) | const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'raw_book', 'status',... constant HUOBI_CHANNELS (line 339) | const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo', 'mbp', 'etp',... constant HUOBI_DM_CHANNELS (line 341) | const HUOBI_DM_CHANNELS = [ constant HUOBI_DM_SWAP_CHANNELS (line 354) | const HUOBI_DM_SWAP_CHANNELS = [ constant HUOBI_DM_LINEAR_SWAP_CHANNELS (line 368) | const HUOBI_DM_LINEAR_SWAP_CHANNELS = [ constant PHEMEX_CHANNELS (line 382) | const PHEMEX_CHANNELS = ['book', 'orderbook_p', 'trades', 'trades_p', 'm... constant BYBIT_CHANNELS (line 384) | const BYBIT_CHANNELS = [ constant BYBIT_OPTIONS_CHANNELS (line 408) | const BYBIT_OPTIONS_CHANNELS = ['orderbook.25', 'orderbook.100', 'public... constant HITBTC_CHANNELS (line 410) | const HITBTC_CHANNELS = ['updateTrades', 'snapshotTrades', 'snapshotOrde... constant FTX_US_CHANNELS (line 412) | const FTX_US_CHANNELS = ['orderbook', 'trades', 'markets', 'orderbookGro... constant DELTA_CHANNELS (line 414) | const DELTA_CHANNELS = [ constant GATE_IO_CHANNELS (line 430) | const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker', 'book_ticker', 'o... constant GATE_IO_FUTURES_CHANNELS (line 431) | const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'bo... constant POLONIEX_CHANNELS (line 432) | const POLONIEX_CHANNELS = ['price_aggregated_book', 'trades', 'ticker', ... constant UPBIT_CHANNELS (line 433) | const UPBIT_CHANNELS = ['trade', 'orderbook', 'ticker'] as const constant ASCENDEX_CHANNELS (line 434) | const ASCENDEX_CHANNELS = ['trades', 'depth-realtime', 'depth-snapshot-r... constant DYDX_CHANNELS (line 435) | const DYDX_CHANNELS = ['v3_trades', 'v3_orderbook', 'v3_markets'] as const constant DYDX_V4_CHANNELS (line 436) | const DYDX_V4_CHANNELS = ['v4_trades', 'v4_orderbook', 'v4_markets'] as ... constant SERUM_CHANNELS (line 437) | const SERUM_CHANNELS = [ constant MANGO_CHANNELS (line 450) | const MANGO_CHANNELS = [ constant HUOBI_DM_OPTIONS_CHANNELS (line 463) | const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'o... constant BYBIT_SPOT_CHANNELS (line 465) | const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.... constant CRYPTO_COM_CHANNELS (line 467) | const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'i... constant KUCOIN_CHANNELS (line 469) | const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/lev... constant BITNOMIAL_CHANNELS (line 471) | const BITNOMIAL_CHANNELS = ['trade', 'level', 'book', 'block', 'status'] constant WOOX_CHANNELS (line 473) | const WOOX_CHANNELS = [ constant BLOCKCHAIN_COM_CHANNELS (line 485) | const BLOCKCHAIN_COM_CHANNELS = ['trades', 'l2', 'l3', 'ticker'] constant BINANCE_EUROPEAN_OPTIONS_CHANNELS (line 486) | const BINANCE_EUROPEAN_OPTIONS_CHANNELS = [ constant OKEX_SPREADS_CHANNELS (line 503) | const OKEX_SPREADS_CHANNELS = ['sprd-public-trades', 'sprd-bbo-tbt', 'sp... constant KUCOIN_FUTURES_CHANNELS (line 505) | const KUCOIN_FUTURES_CHANNELS = [ constant BITGET_CHANNELS (line 515) | const BITGET_CHANNELS = ['trade', 'books1', 'books15'] constant BITGET_FUTURES_CHANNELS (line 516) | const BITGET_FUTURES_CHANNELS = ['trade', 'books1', 'books15', 'ticker'] constant COINBASE_INTERNATIONAL_CHANNELS (line 517) | const COINBASE_INTERNATIONAL_CHANNELS = ['INSTRUMENTS', 'MATCH', 'FUNDIN... constant HYPERLIQUID_CHANNELS (line 519) | const HYPERLIQUID_CHANNELS = ['l2Book', 'trades', 'activeAssetCtx', 'act... constant EXCHANGE_CHANNELS_INFO (line 521) | const EXCHANGE_CHANNELS_INFO = { FILE: src/downloaddatasets.ts constant CONCURRENCY_LIMIT (line 9) | const CONCURRENCY_LIMIT = 20 constant MILLISECONDS_IN_SINGLE_DAY (line 10) | const MILLISECONDS_IN_SINGLE_DAY = 24 * 60 * 60 * 1000 constant DEFAULT_DOWNLOAD_DIR (line 11) | const DEFAULT_DOWNLOAD_DIR = './datasets' function downloadDatasets (line 15) | async function downloadDatasets(downloadDatasetsOptions: DownloadDataset... function downloadDataSet (line 90) | async function downloadDataSet(downloadOptions: DownloadOptions, skipIfE... function getDownloadOptions (line 99) | function getDownloadOptions({ type DownloadOptions (line 141) | type DownloadOptions = Parameters[0] function sanitizeForFilename (line 143) | function sanitizeForFilename(s: string) { function getFilenameDefault (line 147) | function getFilenameDefault({ exchange, dataType, format, date, symbol }... function getDownloadDateRange (line 151) | function getDownloadDateRange({ from, to }: DownloadDatasetsOptions) { type GetFilenameOptions (line 174) | type GetFilenameOptions = { type DownloadDatasetsOptions (line 182) | type DownloadDatasetsOptions = { FILE: src/exchangedetails.ts function getExchangeDetails (line 5) | async function getExchangeDetails(exchange: T) { type SymbolType (line 13) | type SymbolType = 'spot' | 'future' | 'perpetual' | 'option' | 'combo' type DatasetType (line 15) | type DatasetType = type Stats (line 26) | type Stats = { type Datasets (line 31) | type Datasets = { type ChannelDetails (line 45) | type ChannelDetails = { type DataCenter (line 59) | type DataCenter = { type DataCollectionDetails (line 65) | type DataCollectionDetails = { type ExchangeDetailsBase (line 89) | type ExchangeDetailsBase = { type ExchangeDetails (line 120) | type ExchangeDetails = ExchangeDetailsBase FILE: src/filter.ts function uniqueTradesOnly (line 12) | function uniqueTradesOnly( FILE: src/handy.ts function parseAsUTCDate (line 16) | function parseAsUTCDate(val: string) { function wait (line 25) | function wait(delayMS: number) { function getRandomString (line 31) | function getRandomString() { function formatDateToPath (line 35) | function formatDateToPath(date: Date) { function doubleDigit (line 45) | function doubleDigit(input: number) { function sha256 (line 49) | function sha256(obj: object) { function addMinutes (line 53) | function addMinutes(date: Date, minutes: number) { function addDays (line 57) | function addDays(date: Date, days: number) { constant ONE_SEC_IN_MS (line 71) | const ONE_SEC_IN_MS = 1000 class HttpError (line 73) | class HttpError extends Error { method constructor (line 74) | constructor(public readonly status: number, public readonly responseTe... class HttpClientError (line 79) | class HttpClientError extends Error { method constructor (line 80) | constructor(public readonly response: HttpResponse, public readonly me... function getFilters (line 160) | function getFilters(mappers: Mapper[], symbo... function parseμs (line 196) | function parseμs(dateString: string): number { function optimizeFilters (line 206) | function optimizeFilters(filters: Filter[]) { constant DEFAULT_FETCH_RETRY_LIMIT (line 261) | const DEFAULT_FETCH_RETRY_LIMIT = 2 type HttpRetryOptions (line 263) | type HttpRetryOptions = type HttpRequestOptions (line 271) | type HttpRequestOptions = { type HttpResponse (line 278) | type HttpResponse = { type JSONResponse (line 284) | type JSONResponse = { type RetrySettings (line 290) | type RetrySettings = { function getRetrySettings (line 296) | function getRetrySettings(method: string, retry?: HttpRetryOptions): Ret... function parseResponseHeaders (line 308) | function parseResponseHeaders(headers: Headers) { function parseNodeResponseHeaders (line 312) | function parseNodeResponseHeaders(headers: Record, maxRetryA... function getRetryDelayMS (line 382) | function getRetryDelayMS(attempt: number, headers: Record(method: string, url: string, options?: Htt... function getJSON (line 517) | function getJSON(url: string, options?: HttpRequestOptions) { function postJSON (line 521) | function postJSON(url: string, options?: HttpRequestOptions) { function download (line 525) | async function download({ function cleanTempFiles (line 596) | function cleanTempFiles() { function _downloadFile (line 600) | async function _downloadFile(requestOptions: RequestOptions, url: string... function asSingleHeaderValue (line 682) | function asSingleHeaderValue(headerValue: string | string[] | undefined) { class CircularBuffer (line 690) | class CircularBuffer { method constructor (line 693) | constructor(private readonly _bufferSize: number) {} method append (line 695) | append(value: T) { method items (line 707) | *items() { method count (line 714) | get count() { method clear (line 718) | clear() { class CappedSet (line 724) | class CappedSet { method constructor (line 726) | constructor(private readonly _maxSize: number) {} method has (line 728) | public has(value: T) { method add (line 732) | public add(value: T) { method remove (line 739) | public remove(value: T) { method size (line 743) | public size() { function hasFraction (line 748) | function hasFraction(n: number) { function decimalPlaces (line 752) | function decimalPlaces(n: number) { function asNumberIfValid (line 759) | function asNumberIfValid(val: string | number | undefined | null) { function upperCaseSymbols (line 777) | function upperCaseSymbols(symbols?: string[]) { function lowerCaseSymbols (line 784) | function lowerCaseSymbols(symbols?: string[]) { function onlyUnique (line 804) | function onlyUnique(value: string, index: number, array: string[]) { FILE: src/instrumentinfo.ts function getInstrumentInfo (line 10) | async function getInstrumentInfo(exchange: Exchange | Exchange[], filter... function getInstrumentInfoForExchange (line 21) | async function getInstrumentInfoForExchange(exchange: Exchange, filterOr... type InstrumentInfoFilter (line 54) | type InstrumentInfoFilter = { type ContractType (line 62) | type ContractType = type InstrumentInfo (line 79) | interface InstrumentInfo { FILE: src/mappers/ascendex.ts class AscendexTradesMapper (line 5) | class AscendexTradesMapper implements Mapper<'ascendex', Trade> { method canHandle (line 6) | canHandle(message: AscendexTrade) { method getFilters (line 10) | getFilters(symbols?: string[]) { method map (line 20) | *map(message: AscendexTrade, localTimestamp: Date): IterableIterator { method canHandle (line 38) | canHandle(message: AscendexDepthRealTime | AscendexDepthRealTimeSnapsh... method getFilters (line 42) | getFilters(symbols?: string[]) { method map (line 56) | *map(message: AscendexDepthRealTime | AscendexDepthRealTimeSnapshot, l... method mapBookLevel (line 73) | protected mapBookLevel(level: AscendexPriceLevel) { class AscendexDerivativeTickerMapper (line 80) | class AscendexDerivativeTickerMapper implements Mapper<'ascendex', Deriv... method canHandle (line 83) | canHandle(message: AscendexFuturesData | AscendexTrade) { method getFilters (line 87) | getFilters(symbols?: string[]) { method map (line 101) | *map(message: AscendexFuturesData | AscendexTrade, localTimestamp: Dat... class AscendexBookTickerMapper (line 125) | class AscendexBookTickerMapper implements Mapper<'ascendex', BookTicker> { method canHandle (line 126) | canHandle(message: AscendexTicker) { method getFilters (line 130) | getFilters(symbols?: string[]) { method map (line 140) | *map(message: AscendexTicker, localTimestamp: Date): IterableIterator<... type AscendexTrade (line 159) | type AscendexTrade = { type AscendexPriceLevel (line 165) | type AscendexPriceLevel = [string, string] type AscendexDepthRealTime (line 167) | type AscendexDepthRealTime = { type AscendexDepthRealTimeSnapshot (line 173) | type AscendexDepthRealTimeSnapshot = { type AscendexTicker (line 184) | type AscendexTicker = { m: 'bbo'; symbol: string; data: { ts: number; bi... type AscendexFuturesData (line 186) | type AscendexFuturesData = { FILE: src/mappers/binance.ts class BinanceTradesMapper (line 8) | class BinanceTradesMapper method constructor (line 11) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 13) | canHandle(message: BinanceResponse) { method getFilters (line 21) | getFilters(symbols?: string[]) { method map (line 32) | *map(binanceTradeResponse: BinanceResponse, localTim... class BinanceBookChangeMapper (line 56) | class BinanceBookChangeMapper method constructor (line 63) | constructor(protected readonly exchange: Exchange, protected readonly ... method canHandle (line 65) | canHandle(message: BinanceResponse) { method getFilters (line 73) | getFilters(symbols?: string[]) { method map (line 88) | *map(message: BinanceResponse) { method getFilters (line 287) | getFilters(symbols?: string[]): FilterForExchange['binance-futures' | ... method map (line 316) | *map( class BinanceLiquidationsMapper (line 364) | class BinanceLiquidationsMapper implements Mapper<'binance-futures' | 'b... method constructor (line 365) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 367) | canHandle(message: BinanceResponse) { method getFilters (line 375) | getFilters(symbols?: string[]) { method map (line 386) | *map(binanceTradeResponse: BinanceResponse) { method getFilters (line 420) | getFilters(symbols?: string[]) { method map (line 431) | *map(binanceBookTickerResponse: BinanceResponse... type BinanceResponse (line 450) | type BinanceResponse = { type BinanceTradeData (line 455) | type BinanceTradeData = { type BinanceBookLevel (line 465) | type BinanceBookLevel = [string, string] type BinanceDepthData (line 467) | type BinanceDepthData = { type BinanceFuturesDepthData (line 479) | type BinanceFuturesDepthData = BinanceDepthData & { type BinanceDepthSnapshotData (line 484) | type BinanceDepthSnapshotData = { type LocalDepthInfo (line 491) | type LocalDepthInfo = { type BinanceFuturesMarkPriceData (line 498) | type BinanceFuturesMarkPriceData = { type BinanceFuturesTickerData (line 508) | type BinanceFuturesTickerData = { type BinanceFuturesOpenInterestData (line 515) | type BinanceFuturesOpenInterestData = { type BinanceFuturesIndexPriceData (line 521) | type BinanceFuturesIndexPriceData = { type BinanceFuturesForceOrderData (line 528) | type BinanceFuturesForceOrderData = { type BinanceBookTickerData (line 542) | type BinanceBookTickerData = { FILE: src/mappers/binancedex.ts method canHandle (line 8) | canHandle(message: BinanceDexResponse) { method getFilters (line 12) | getFilters(symbols?: string[]) { method map (line 23) | *map(binanceDexTradeResponse: BinanceDexResponse, l... method canHandle (line 47) | canHandle(message: BinanceDexResponse) { method getFilters (line 51) | getFilters(symbols?: string[]) { method map (line 65) | *map( method canHandle (line 98) | canHandle(message: BinanceDexResponse) { method getFilters (line 102) | getFilters(symbols?: string[]) { method map (line 112) | *map(binanceDexTradeResponse: BinanceDexResponse, ... type BinanceDexResponse (line 132) | type BinanceDexResponse = { type BinanceDexTradeData (line 137) | type BinanceDexTradeData = { type BinanceDexBookLevel (line 147) | type BinanceDexBookLevel = [string, string] type BinanceDexDepthSnapshotData (line 149) | type BinanceDexDepthSnapshotData = { type BinanceDexMarketDiffData (line 155) | type BinanceDexMarketDiffData = { type BinanceDexTickerData (line 162) | type BinanceDexTickerData = { FILE: src/mappers/binanceeuropeanoptions.ts class BinanceEuropeanOptionsTradesMapper (line 7) | class BinanceEuropeanOptionsTradesMapper implements Mapper<'binance-euro... method canHandle (line 8) | canHandle(message: BinanceResponse) { method getFilters (line 16) | getFilters(symbols?: string[]) { method map (line 27) | *map(binanceTradeResponse: BinanceResponse, l... class BinanceEuropeanOptionsTradesMapperV2 (line 44) | class BinanceEuropeanOptionsTradesMapperV2 implements Mapper<'binance-eu... method canHandle (line 45) | canHandle(message: BinanceResponse) { method getFilters (line 53) | getFilters(symbols?: string[]) { method map (line 64) | *map(binanceTradeResponse: BinanceResponse,... class BinanceEuropeanOptionsBookChangeMapper (line 81) | class BinanceEuropeanOptionsBookChangeMapper implements Mapper<'binance-... method canHandle (line 82) | canHandle(message: BinanceResponse) { method getFilters (line 90) | getFilters(symbols?: string[]) { method map (line 101) | *map(message: BinanceResponse, localTimestamp... method mapBookLevel (line 116) | protected mapBookLevel(level: BinanceBookLevel) { class BinanceEuropeanOptionsBookChangeMapperV2 (line 123) | class BinanceEuropeanOptionsBookChangeMapperV2 implements Mapper<'binanc... method canHandle (line 124) | canHandle(message: BinanceResponse) { method getFilters (line 132) | getFilters(symbols?: string[]) { method map (line 143) | *map(message: BinanceResponse, localTimesta... method mapBookLevel (line 158) | protected mapBookLevel(level: BinanceBookLevel) { class BinanceEuropeanOptionsBookTickerMapper (line 165) | class BinanceEuropeanOptionsBookTickerMapper implements Mapper<'binance-... method canHandle (line 166) | canHandle(message: BinanceResponse) { method getFilters (line 174) | getFilters(symbols?: string[]) { method map (line 185) | *map(message: BinanceResponse, localTime... class BinanceEuropeanOptionSummaryMapper (line 207) | class BinanceEuropeanOptionSummaryMapper implements Mapper<'binance-euro... method canHandle (line 211) | canHandle(message: BinanceResponse) { method getFilters (line 219) | getFilters(symbols?: string[]) { method map (line 254) | *map( class BinanceEuropeanOptionSummaryMapperV2 (line 357) | class BinanceEuropeanOptionSummaryMapperV2 implements Mapper<'binance-eu... method canHandle (line 361) | canHandle(message: BinanceResponse) { method getFilters (line 373) | getFilters(symbols?: string[]) { method map (line 400) | *map( type BinanceResponse (line 516) | type BinanceResponse = { type BinanceOptionsTradeData (line 521) | type BinanceOptionsTradeData = { type BinanceOptionsDepthData (line 534) | type BinanceOptionsDepthData = { type BinanceOptionsTickerData (line 545) | type BinanceOptionsTickerData = { type BinanceOptionsIndexData (line 579) | type BinanceOptionsIndexData = { e: 'index'; E: 1696118400040; s: 'BNBUS... type BinanceOptionsOpenInterestData (line 581) | type BinanceOptionsOpenInterestData = { e: 'openInterest'; E: 1696118400... type BinanceBookLevel (line 583) | type BinanceBookLevel = [string, string] type BinanceOptionsTradeDataV2 (line 586) | type BinanceOptionsTradeDataV2 = { type BinanceOptionsDepthDataV2 (line 599) | type BinanceOptionsDepthDataV2 = { type BinanceOptionsBookTickerData (line 611) | type BinanceOptionsBookTickerData = { type BinanceOptionsOpenInterestDataV2 (line 623) | type BinanceOptionsOpenInterestDataV2 = { type BinanceOptionsMarkPriceData (line 631) | type BinanceOptionsMarkPriceData = { FILE: src/mappers/bitfinex.ts class BitfinexTradesMapper (line 7) | class BitfinexTradesMapper implements Mapper<'bitfinex' | 'bitfinex-deri... method constructor (line 10) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 12) | canHandle(message: BitfinexMessage) { method getFilters (line 36) | getFilters(symbols?: string[]) { method map (line 47) | *map(message: BitfinexTrades, localTimestamp: Date) { class BitfinexBookChangeMapper (line 83) | class BitfinexBookChangeMapper implements Mapper<'bitfinex' | 'bitfinex-... method constructor (line 86) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 88) | canHandle(message: BitfinexMessage) { method getFilters (line 112) | getFilters(symbols?: string[]) { method map (line 123) | *map(message: BitfinexBooks, localTimestamp: Date) { method _mapBookLevel (line 157) | private _mapBookLevel(level: BitfinexBookLevel) { class BitfinexDerivativeTickerMapper (line 165) | class BitfinexDerivativeTickerMapper implements Mapper<'bitfinex-derivat... method canHandle (line 169) | canHandle(message: BitfinexMessage) { method getFilters (line 194) | getFilters(symbols?: string[]) { method map (line 205) | *map(message: BitfinexStatusMessage, localTimestamp: Date): IterableIt... class BitfinexLiquidationsMapper (line 248) | class BitfinexLiquidationsMapper implements Mapper<'bitfinex-derivatives... method constructor (line 251) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 253) | canHandle(message: BitfinexMessage) { method getFilters (line 277) | getFilters() { method map (line 286) | *map(message: BitfinexLiquidation, localTimestamp: Date) { class BitfinexBookTickerMapper (line 325) | class BitfinexBookTickerMapper implements Mapper<'bitfinex' | 'bitfinex-... method constructor (line 328) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 330) | canHandle(message: BitfinexMessage) { method getFilters (line 354) | getFilters(symbols?: string[]) { method map (line 365) | *map(message: BitfinexTicker, localTimestamp: Date) { type BitfinexMessage (line 402) | type BitfinexMessage = type BitfinexHeartbeat (line 413) | type BitfinexHeartbeat = [number, 'hb'] type BitfinexTrades (line 414) | type BitfinexTrades = [number, 'te' | any[], [number, number, number, nu... type BitfinexBookLevel (line 415) | type BitfinexBookLevel = [number, number, number] type BitfinexBooks (line 416) | type BitfinexBooks = [number, BitfinexBookLevel | BitfinexBookLevel[], n... type BitfinexStatusMessage (line 418) | type BitfinexStatusMessage = [number, (number | undefined)[], number, nu... type BitfinexLiquidation (line 420) | type BitfinexLiquidation = type BitfinexTicker (line 424) | type BitfinexTicker = FILE: src/mappers/bitflyer.ts method canHandle (line 6) | canHandle(message: BitflyerExecutions | BitflyerBoard) { method getFilters (line 10) | getFilters(symbols?: string[]) { method map (line 21) | *map(bitflyerExecutions: BitflyerExecutions, localTimestamp: Date) { class BitflyerBookChangeMapper (line 49) | class BitflyerBookChangeMapper implements Mapper<'bitflyer', BookChange> { method canHandle (line 52) | canHandle(message: BitflyerExecutions | BitflyerBoard) { method getFilters (line 56) | getFilters(symbols?: string[]) { method map (line 71) | *map(bitflyerBoard: BitflyerBoard, localTimestamp: Date): IterableIter... method canHandle (line 99) | canHandle(message: BitflyerTicker) { method getFilters (line 103) | getFilters(symbols?: string[]) { method map (line 114) | *map(bitflyerTickerMessage: BitflyerTicker, localTimestamp: Date) { type BitflyerExecutions (line 138) | type BitflyerExecutions = { type BitflyerBookLevel (line 152) | type BitflyerBookLevel = { type BitflyerBoard (line 157) | type BitflyerBoard = { type BitflyerTicker (line 168) | type BitflyerTicker = { FILE: src/mappers/bitget.ts class BitgetTradesMapper (line 5) | class BitgetTradesMapper implements Mapper<'bitget' | 'bitget-futures', ... method constructor (line 6) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 8) | canHandle(message: BitgetTradeMessage) { method getFilters (line 12) | getFilters(symbols?: string[]) { method map (line 23) | *map(message: BitgetTradeMessage, localTimestamp: Date): IterableItera... function mapPriceLevel (line 40) | function mapPriceLevel(level: [string, string]) { class BitgetBookChangeMapper (line 46) | class BitgetBookChangeMapper implements Mapper<'bitget' | 'bitget-future... method constructor (line 47) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 49) | canHandle(message: BitgetOrderbookMessage) { method getFilters (line 53) | getFilters(symbols?: string[]) { method map (line 64) | *map(message: BitgetOrderbookMessage, localTimestamp: Date): IterableI... class BitgetBookTickerMapper (line 80) | class BitgetBookTickerMapper implements Mapper<'bitget' | 'bitget-future... method constructor (line 81) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 83) | canHandle(message: BitgetBBoMessage) { method getFilters (line 87) | getFilters(symbols?: string[]) { method map (line 98) | *map(message: BitgetBBoMessage, localTimestamp: Date): IterableIterato... class BitgetDerivativeTickerMapper (line 119) | class BitgetDerivativeTickerMapper implements Mapper<'bitget-futures', D... method canHandle (line 122) | canHandle(message: BitgetTickerMessage) { method getFilters (line 126) | getFilters(symbols?: string[]) { method map (line 135) | *map(message: BitgetTickerMessage, localTimestamp: Date): IterableIter... type BitgetTradeMessage (line 158) | type BitgetTradeMessage = { type BitgetOrderbookMessage (line 165) | type BitgetOrderbookMessage = { type BitgetBBoMessage (line 179) | type BitgetBBoMessage = { type BitgetTickerMessage (line 186) | type BitgetTickerMessage = { FILE: src/mappers/bitmex.ts method canHandle (line 8) | canHandle(message: BitmexDataMessage) { method getFilters (line 12) | getFilters(symbols?: string[]) { method map (line 23) | *map(bitmexTradesMessage: BitmexTradesMessage, localTimestamp: Date) { class BitmexBookChangeMapper (line 42) | class BitmexBookChangeMapper implements Mapper<'bitmex', BookChange> { method canHandle (line 45) | canHandle(message: BitmexDataMessage) { method getFilters (line 49) | getFilters(symbols?: string[]) { method map (line 60) | *map(bitmexOrderBookL2Message: BitmexOrderBookL2Message, localTimestam... class BitmexDerivativeTickerMapper (line 161) | class BitmexDerivativeTickerMapper implements Mapper<'bitmex', Derivativ... method canHandle (line 164) | canHandle(message: BitmexDataMessage) { method getFilters (line 168) | getFilters(symbols?: string[]) { method map (line 179) | *map(message: BitmexInstrumentsMessage, localTimestamp: Date): Iterabl... method canHandle (line 214) | canHandle(message: BitmexDataMessage) { method getFilters (line 218) | getFilters(symbols?: string[]) { method map (line 229) | *map(bitmexLiquiationsMessage: BitmexLiquidation, localTimestamp: Date) { method canHandle (line 249) | canHandle(message: BitmexDataMessage) { method getFilters (line 253) | getFilters(symbols?: string[]) { method map (line 264) | *map(bitmexQuoteMessage: BitmexQuote, localTimestamp: Date) { type BitmexDataMessage (line 284) | type BitmexDataMessage = { type BitmexTradesMessage (line 289) | type BitmexTradesMessage = BitmexDataMessage & { type BitmexInstrument (line 302) | type BitmexInstrument = { type BitmexInstrumentsMessage (line 315) | type BitmexInstrumentsMessage = BitmexDataMessage & { type BitmexOrderBookL2Message (line 320) | type BitmexOrderBookL2Message = BitmexDataMessage & { type BitmexLiquidation (line 333) | type BitmexLiquidation = BitmexDataMessage & { type BitmexQuote (line 344) | type BitmexQuote = BitmexDataMessage & { FILE: src/mappers/bitnomial.ts method canHandle (line 6) | canHandle(message: BitnomialTrade) { method getFilters (line 10) | getFilters(symbols?: string[]) { method map (line 21) | *map(message: BitnomialTrade, localTimestamp: Date): IterableIterator { method canHandle (line 44) | canHandle(message: BitnomialBookMessage) { method getFilters (line 48) | getFilters(symbols?: string[]) { method map (line 63) | *map(message: BitnomialBookMessage, localTimestamp: Date): IterableIte... type BitnomialTrade (line 97) | type BitnomialTrade = { type BookLevel (line 107) | type BookLevel = [number, number] type BitnomialBookMessage (line 109) | type BitnomialBookMessage = FILE: src/mappers/bitstamp.ts method canHandle (line 8) | canHandle(message: BitstampTrade | BitstampDiffOrderBook | BitstampDiffO... method getFilters (line 16) | getFilters(symbols?: string[]) { method map (line 27) | *map(bitstampTradeResponse: BitstampTrade, localTimestamp: Date): Iterab... class BitstampBookChangeMapper (line 48) | class BitstampBookChangeMapper implements Mapper<'bitstamp', BookChange> { method canHandle (line 51) | canHandle(message: BitstampTrade | BitstampDiffOrderBook | BitstampDif... method getFilters (line 59) | getFilters(symbols?: string[]) { method map (line 70) | *map(message: BitstampDiffOrderBookSnapshot | BitstampDiffOrderBook, l... method _mapBookDepthUpdate (line 133) | private _mapBookDepthUpdate( method _mapBookLevel (line 164) | private _mapBookLevel(level: BitstampBookLevel) { type BitstampTrade (line 171) | type BitstampTrade = { type BitstampBookLevel (line 182) | type BitstampBookLevel = [string, string] type BitstampDiffOrderBook (line 184) | type BitstampDiffOrderBook = { type BitstampDiffOrderBookSnapshot (line 195) | type BitstampDiffOrderBookSnapshot = { type LocalDepthInfo (line 206) | type LocalDepthInfo = { FILE: src/mappers/blockchaincom.ts class BlockchainComTradesMapper (line 5) | class BlockchainComTradesMapper implements Mapper<'blockchain-com', Trad... method canHandle (line 6) | canHandle(message: BlockchainComTradeMessage) { method getFilters (line 10) | getFilters(symbols?: string[]) { method map (line 20) | *map(message: BlockchainComTradeMessage, localTimestamp: Date): Iterab... class BlockchainComBookChangeMapper (line 35) | class BlockchainComBookChangeMapper implements Mapper<'blockchain-com', ... method canHandle (line 36) | canHandle(message: BlockchainComL2Message) { method getFilters (line 40) | getFilters(symbols?: string[]) { method map (line 50) | *map(message: BlockchainComL2Message, localTimestamp: Date): IterableI... method mapBookLevel (line 63) | protected mapBookLevel(level: { px: number; qty: number }) { type BlockchainComTradeMessage (line 68) | type BlockchainComTradeMessage = { type BlockchainComL2Message (line 80) | type BlockchainComL2Message = FILE: src/mappers/bybit.ts class BybitV5TradesMapper (line 7) | class BybitV5TradesMapper implements Mapper<'bybit' | 'bybit-spot' | 'by... method constructor (line 8) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 10) | canHandle(message: BybitV5Trade) { method getFilters (line 18) | getFilters(symbols?: string[]) { method map (line 29) | *map(message: BybitV5Trade, localTimestamp: Date): IterableIterator { method constructor (line 214) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 215) | canHandle(message: BybitV5LiquidationMessage) { method getFilters (line 223) | getFilters(symbols?: string[]) { method map (line 234) | *map(message: BybitV5LiquidationMessage, localTimestamp: Date): Iterab... class BybitV5AllLiquidationsMapper (line 254) | class BybitV5AllLiquidationsMapper implements Mapper<'bybit', Liquidatio... method constructor (line 255) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 256) | canHandle(message: BybitV5AllLiquidationMessage) { method getFilters (line 264) | getFilters(symbols?: string[]) { method map (line 275) | *map(message: BybitV5AllLiquidationMessage, localTimestamp: Date): Ite... class BybitV5OptionSummaryMapper (line 294) | class BybitV5OptionSummaryMapper implements Mapper<'bybit-options', Opti... method canHandle (line 295) | canHandle(message: BybitV5OptionTickerMessage) { method getFilters (line 303) | getFilters(symbols?: string[]) { method map (line 314) | *map(message: BybitV5OptionTickerMessage, localTimestamp: Date) { class BybitTradesMapper (line 364) | class BybitTradesMapper implements Mapper<'bybit', Trade> { method constructor (line 365) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 366) | canHandle(message: BybitDataMessage) { method getFilters (line 374) | getFilters(symbols?: string[]) { method map (line 385) | *map(message: BybitTradeDataMessage, localTimestamp: Date): IterableIt... class BybitBookChangeMapper (line 409) | class BybitBookChangeMapper implements Mapper<'bybit', BookChange> { method constructor (line 410) | constructor(protected readonly _exchange: Exchange, private readonly _... method canHandle (line 412) | canHandle(message: BybitDataMessage) { method getFilters (line 424) | getFilters(symbols?: string[]) { method map (line 444) | *map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMe... method _mapBookLevel (line 472) | private _mapBookLevel(level: BybitBookLevel) { class BybitDerivativeTickerMapper (line 477) | class BybitDerivativeTickerMapper implements Mapper<'bybit', DerivativeT... method canHandle (line 480) | canHandle(message: BybitDataMessage) { method getFilters (line 488) | getFilters(symbols?: string[]) { method map (line 499) | *map(message: BybitInstrumentDataMessage, localTimestamp: Date): Itera... class BybitLiquidationsMapper (line 575) | class BybitLiquidationsMapper implements Mapper<'bybit', Liquidation> { method constructor (line 576) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 577) | canHandle(message: BybitDataMessage) { method getFilters (line 585) | getFilters(symbols?: string[]) { method map (line 596) | *map(message: BybitLiquidationMessage | BybitLiquidationNativeMessage,... type BybitV5Trade (line 633) | type BybitV5Trade = type BybitV5OrderBookMessage (line 667) | type BybitV5OrderBookMessage = { type BybitV5DerivTickerMessage (line 680) | type BybitV5DerivTickerMessage = { type BybitV5LiquidationMessage (line 702) | type BybitV5LiquidationMessage = { type BybitV5AllLiquidationMessage (line 715) | type BybitV5AllLiquidationMessage = { type BybitV5OptionTickerMessage (line 722) | type BybitV5OptionTickerMessage = { type BybitDataMessage (line 756) | type BybitDataMessage = { type BybitTradeDataMessage (line 760) | type BybitTradeDataMessage = type BybitBookLevel (line 788) | type BybitBookLevel = { type BybitBookSnapshotDataMessage (line 794) | type BybitBookSnapshotDataMessage = BybitDataMessage & { type BybitBookSnapshotUpdateMessage (line 801) | type BybitBookSnapshotUpdateMessage = BybitDataMessage & { type BybitInstrumentUpdate (line 812) | type BybitInstrumentUpdate = { type BybitInstrumentDataMessage (line 861) | type BybitInstrumentDataMessage = type BybitLiquidationMessage (line 872) | type BybitLiquidationMessage = BybitDataMessage & { type BybitLiquidationNativeMessage (line 884) | type BybitLiquidationNativeMessage = BybitDataMessage & { FILE: src/mappers/bybitspot.ts class BybitSpotTradesMapper (line 5) | class BybitSpotTradesMapper implements Mapper<'bybit-spot', Trade> { method constructor (line 6) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 7) | canHandle(message: BybitSpotTradeMessage) { method getFilters (line 11) | getFilters(symbols?: string[]) { method map (line 22) | *map(message: BybitSpotTradeMessage, localTimestamp: Date): IterableIt... class BybitSpotBookChangeMapper (line 38) | class BybitSpotBookChangeMapper implements Mapper<'bybit-spot', BookChan... method constructor (line 39) | constructor(protected readonly _exchange: Exchange) {} method canHandle (line 41) | canHandle(message: BybitSpotDepthMessage) { method getFilters (line 45) | getFilters(symbols?: string[]) { method map (line 55) | *map(message: BybitSpotDepthMessage, localTimestamp: Date) { method _mapBookLevel (line 68) | private _mapBookLevel(level: [string, string]) { class BybitSpotBookTickerMapper (line 73) | class BybitSpotBookTickerMapper implements Mapper<'bybit-spot', BookTick... method constructor (line 74) | constructor(protected readonly _exchange: Exchange) {} method canHandle (line 76) | canHandle(message: BybitSpotBookTickerMessage) { method getFilters (line 80) | getFilters(symbols?: string[]) { method map (line 90) | *map(message: BybitSpotBookTickerMessage, localTimestamp: Date) { type BybitSpotBookTickerMessage (line 107) | type BybitSpotBookTickerMessage = { type BybitSpotTradeMessage (line 113) | type BybitSpotTradeMessage = { type BybitSpotDepthMessage (line 119) | type BybitSpotDepthMessage = { FILE: src/mappers/coinbase.ts method canHandle (line 8) | canHandle(message: CoinbaseTrade | CoinbaseLevel2Snapshot | CoinbaseLeve... method getFilters (line 12) | getFilters(symbols?: string[]) { method map (line 23) | *map(message: CoinbaseTrade, localTimestamp: Date): IterableIterator { method canHandle (line 69) | canHandle(message: CoinbaseTrade | CoinbaseLevel2Snapshot | CoinbaseLe... method getFilters (line 73) | getFilters(symbols?: string[]) { method map (line 88) | *map(message: CoinbaseLevel2Update | CoinbaseLevel2Snapshot, localTime... method canHandle (line 142) | canHandle(message: CoinbaseTicker) { method getFilters (line 146) | getFilters(symbols?: string[]) { method map (line 157) | *map(message: CoinbaseTicker, localTimestamp: Date): IterableIterator { method constructor (line 6) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 7) | canHandle(message: CryptoComTradeMessage) { method getFilters (line 11) | getFilters(symbols?: string[]) { method map (line 22) | *map(message: CryptoComTradeMessage, localTimestamp: Date): IterableIt... class CryptoComBookChangeMapper (line 43) | class CryptoComBookChangeMapper implements Mapper<'crypto-com', BookChan... method constructor (line 44) | constructor(protected readonly _exchange: Exchange) {} method canHandle (line 46) | canHandle(message: CryptoComBookMessage) { method getFilters (line 50) | getFilters(symbols?: string[]) { method map (line 60) | *map(message: CryptoComBookMessage, localTimestamp: Date) { method _mapBookLevel (line 80) | private _mapBookLevel(level: [number | string, number | string]) { class CryptoComBookTickerMapper (line 85) | class CryptoComBookTickerMapper implements Mapper<'crypto-com', BookTick... method constructor (line 86) | constructor(protected readonly _exchange: Exchange) {} method canHandle (line 88) | canHandle(message: CryptoComTickerMessage) { method getFilters (line 92) | getFilters(symbols?: string[]) { method map (line 102) | *map(message: CryptoComTickerMessage, localTimestamp: Date) { class CryptoComDerivativeTickerMapper (line 122) | class CryptoComDerivativeTickerMapper implements Mapper<'crypto-com', De... method constructor (line 126) | constructor(protected readonly exchange: Exchange) {} method canHandle (line 128) | canHandle(message: CryptoComDerivativesTickerMessage | CryptoComIndexM... method getFilters (line 154) | getFilters(symbols?: string[]) { method map (line 187) | *map( type CryptoComTradeMessage (line 246) | type CryptoComTradeMessage = type CryptoComBookMessage (line 277) | type CryptoComBookMessage = type CryptoComTickerMessage (line 335) | type CryptoComTickerMessage = type CryptoComDerivativesTickerMessage (line 364) | type CryptoComDerivativesTickerMessage = type CryptoComIndexMessage (line 448) | type CryptoComIndexMessage = { type CryptoComMarkPriceMessage (line 460) | type CryptoComMarkPriceMessage = { type CryptoComFundingMessage (line 472) | type CryptoComFundingMessage = { type CryptoComEstFundingMessage (line 484) | type CryptoComEstFundingMessage = { FILE: src/mappers/cryptofacilities.ts method canHandle (line 8) | canHandle(message: CryptofacilitiesTrade | CryptofacilitiesTicker | Cryp... method getFilters (line 12) | getFilters(symbols?: string[]) { method map (line 23) | *map(trade: CryptofacilitiesTrade, localTimestamp: Date): IterableIterat... method canHandle (line 43) | canHandle(message: CryptofacilitiesTrade | CryptofacilitiesTicker | Cryp... method getFilters (line 47) | getFilters(symbols?: string[]) { method map (line 62) | *map(message: CryptofacilitiesBookSnapshot | CryptofacilitiesBookUpdate,... class CryptofacilitiesDerivativeTickerMapper (line 97) | class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofa... method constructor (line 98) | constructor(private readonly _useRelativeFundingRate: boolean) {} method canHandle (line 100) | canHandle(message: CryptofacilitiesTrade | CryptofacilitiesTicker | Cr... method getFilters (line 104) | getFilters(symbols?: string[]) { method map (line 115) | *map(ticker: CryptofacilitiesTicker, localTimestamp: Date): IterableIt... method canHandle (line 145) | canHandle(message: CryptofacilitiesTrade | CryptofacilitiesTicker | Cryp... method getFilters (line 149) | getFilters(symbols?: string[]) { method map (line 160) | *map(liquidationTrade: CryptofacilitiesTrade, localTimestamp: Date): Ite... method canHandle (line 176) | canHandle(message: CryptofacilitiesTicker) { method getFilters (line 180) | getFilters(symbols?: string[]) { method map (line 191) | *map(cryptofacilitiesTicker: CryptofacilitiesTicker, localTimestamp: Dat... type CryptofacilitiesTrade (line 210) | type CryptofacilitiesTrade = { type CryptofacilitiesTicker (line 222) | type CryptofacilitiesTicker = type CryptofacilitiesBookLevel (line 273) | type CryptofacilitiesBookLevel = { type CryptofacilitiesBookSnapshot (line 278) | type CryptofacilitiesBookSnapshot = { type CryptofacilitiesBookUpdate (line 287) | type CryptofacilitiesBookUpdate = { FILE: src/mappers/delta.ts class DeltaTradesMapper (line 5) | class DeltaTradesMapper implements Mapper<'delta', Trade> { method constructor (line 6) | constructor(private _useV2Channels: boolean) {} method canHandle (line 8) | canHandle(message: DeltaTrade) { method getFilters (line 12) | getFilters(symbols?: string[]) { method map (line 23) | *map(message: DeltaTrade, localTimestamp: Date): IterableIterator { method constructor (line 53) | constructor(private readonly _useL2UpdatesChannel: boolean) {} method canHandle (line 55) | canHandle(message: DeltaL2OrderBook | DeltaL2UpdateMessage) { method getFilters (line 62) | getFilters(symbols?: string[]) { method map (line 82) | *map(message: DeltaL2OrderBook | DeltaL2UpdateMessage, localTimestamp:... class DeltaDerivativeTickerMapper (line 112) | class DeltaDerivativeTickerMapper implements Mapper<'delta', DerivativeT... method constructor (line 113) | constructor(private _useV2Channels: boolean) {} method canHandle (line 117) | canHandle(message: DeltaTrade | DeltaMarkPrice | DeltaFundingRate) { method getFilters (line 125) | getFilters(symbols?: string[]) { method map (line 144) | *map(message: DeltaTrade | DeltaMarkPrice | DeltaFundingRate, localTim... class DeltaBookTickerMapper (line 176) | class DeltaBookTickerMapper implements Mapper<'delta', BookTicker> { method canHandle (line 177) | canHandle(message: DeltaL1Message) { method getFilters (line 181) | getFilters(symbols?: string[]) { method map (line 192) | *map(message: DeltaL1Message, localTimestamp: Date) { type DeltaTrade (line 209) | type DeltaTrade = { type DeltaBookLevel (line 218) | type DeltaBookLevel = { type DeltaL2OrderBook (line 223) | type DeltaL2OrderBook = { type DeltaMarkPrice (line 231) | type DeltaMarkPrice = { type DeltaFundingRate (line 238) | type DeltaFundingRate = { type DeltaL2Level (line 247) | type DeltaL2Level = [string, string] type DeltaL2UpdateMessage (line 248) | type DeltaL2UpdateMessage = type DeltaL1Message (line 270) | type DeltaL1Message = { FILE: src/mappers/deribit.ts function deribitCasing (line 7) | function deribitCasing(symbols?: string[]) { method canHandle (line 28) | canHandle(message: any) { method getFilters (line 37) | getFilters(symbols?: string[]) { method map (line 48) | *map(message: DeribitTradesMessage, localTimestamp: Date): IterableItera... method canHandle (line 73) | canHandle(message: any) { method getFilters (line 82) | getFilters(symbols?: string[]) { method map (line 93) | *map(message: DeribitBookMessage, localTimestamp: Date): IterableIterato... class DeribitDerivativeTickerMapper (line 114) | class DeribitDerivativeTickerMapper implements Mapper<'deribit', Derivat... method canHandle (line 117) | canHandle(message: any) { method getFilters (line 126) | getFilters(symbols?: string[]) { method map (line 137) | *map(message: DeribitTickerMessage, localTimestamp: Date): IterableIte... class DeribitOptionSummaryMapper (line 154) | class DeribitOptionSummaryMapper implements Mapper<'deribit', OptionSumm... method getFilters (line 155) | getFilters(symbols?: string[]) { method canHandle (line 166) | canHandle(message: any) { method map (line 178) | *map(message: DeribitOptionTickerMessage, localTimestamp: Date) { method canHandle (line 235) | canHandle(message: any) { method getFilters (line 244) | getFilters(symbols?: string[]) { method map (line 255) | *map(message: DeribitTradesMessage, localTimestamp: Date): IterableItera... method canHandle (line 283) | canHandle(message: any) { method getFilters (line 292) | getFilters(symbols?: string[]) { method map (line 303) | *map(message: DeribitTickerMessage, localTimestamp: Date): IterableItera... type DeribitMessage (line 324) | type DeribitMessage = { type DeribitTradesMessage (line 330) | type DeribitTradesMessage = DeribitMessage & { type DeribitBookLevel (line 345) | type DeribitBookLevel = ['new' | 'change' | 'delete', number, number] type DeribitBookMessage (line 347) | type DeribitBookMessage = DeribitMessage & { type DeribitTickerMessage (line 360) | type DeribitTickerMessage = DeribitMessage & { type DeribitOptionTickerMessage (line 379) | type DeribitOptionTickerMessage = DeribitTickerMessage & { FILE: src/mappers/dydx.ts class DydxTradesMapper (line 5) | class DydxTradesMapper implements Mapper<'dydx', Trade> { method canHandle (line 6) | canHandle(message: DyDxTrade) { method getFilters (line 10) | getFilters(symbols?: string[]) { method map (line 21) | *map(message: DyDxTrade, localTimestamp: Date): IterableIterator { class DydxBookChangeMapper (line 38) | class DydxBookChangeMapper implements Mapper<'dydx', BookChange> { method canHandle (line 42) | canHandle(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate) { method getFilters (line 46) | getFilters(symbols?: string[]) { method map (line 57) | *map(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate, localTimest... class DydxDerivativeTickerMapper (line 151) | class DydxDerivativeTickerMapper implements Mapper<'dydx', DerivativeTic... method canHandle (line 154) | canHandle(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade) { method getFilters (line 158) | getFilters(symbols?: string[]) { method map (line 173) | *map(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade, loc... type DyDxTrade (line 215) | type DyDxTrade = { type DyDxOrderbookSnapshot (line 226) | type DyDxOrderbookSnapshot = { type DyDxOrderBookUpdate (line 238) | type DyDxOrderBookUpdate = { type DydxMarketsSnapshot (line 251) | type DydxMarketsSnapshot = { type DyDxMarketsUpdate (line 288) | type DyDxMarketsUpdate = { FILE: src/mappers/dydxv4.ts class DydxV4TradesMapper (line 5) | class DydxV4TradesMapper implements Mapper<'dydx-v4', Trade> { method canHandle (line 6) | canHandle(message: DyDxTrade) { method getFilters (line 10) | getFilters(symbols?: string[]) { method map (line 21) | *map(message: DyDxTrade, localTimestamp: Date): IterableIterator { function mapSnapshotPriceLevel (line 38) | function mapSnapshotPriceLevel(level: { price: string; size: string }) { function mapUpdatePriceLevel (line 45) | function mapUpdatePriceLevel(level: [string, string]) { class DydxV4BookChangeMapper (line 51) | class DydxV4BookChangeMapper implements Mapper<'dydx-v4', BookChange> { method canHandle (line 52) | canHandle(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate) { method getFilters (line 56) | getFilters(symbols?: string[]) { method map (line 67) | *map(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate, localTimest... class DydxV4DerivativeTickerMapper (line 102) | class DydxV4DerivativeTickerMapper implements Mapper<'dydx-v4', Derivati... method canHandle (line 105) | canHandle(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade) { method getFilters (line 109) | getFilters(symbols?: string[]) { method map (line 124) | *map(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade, loc... class DydxV4LiquidationsMapper (line 174) | class DydxV4LiquidationsMapper implements Mapper<'dydx-v4', Liquidation> { method canHandle (line 175) | canHandle(message: DyDxTrade) { method getFilters (line 179) | getFilters(symbols?: string[]) { method map (line 190) | *map(message: DyDxTrade, localTimestamp: Date): IterableIterator { method constructor (line 8) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 10) | canHandle(message: FtxTrades | FtxOrderBook) { method getFilters (line 18) | getFilters(symbols?: string[]) { method map (line 29) | *map(ftxTrades: FtxTrades, localTimestamp: Date): IterableIterator { method constructor (line 57) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 59) | canHandle(message: FtxTrades | FtxOrderBook) { method getFilters (line 67) | getFilters(symbols?: string[]) { method map (line 78) | *map(ftxOrderBook: FtxOrderBook, localTimestamp: Date): IterableIterat... class FTXDerivativeTickerMapper (line 100) | class FTXDerivativeTickerMapper implements Mapper<'ftx', DerivativeTicke... method constructor (line 103) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 105) | canHandle(message: FTXInstrument) { method getFilters (line 113) | getFilters(symbols?: string[]) { method map (line 124) | *map(message: FTXInstrument, localTimestamp: Date): IterableIterator { method canHandle (line 160) | canHandle(message: FtxTrades | FtxOrderBook) { method getFilters (line 168) | getFilters(symbols?: string[]) { method map (line 179) | *map(ftxTrades: FtxTrades, localTimestamp: Date): IterableIterator { method constructor (line 202) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 204) | canHandle(message: FTXTicker) { method getFilters (line 212) | getFilters(symbols?: string[]) { method map (line 223) | *map(ftxTicker: FTXTicker, localTimestamp: Date): IterableIterator { method constructor (line 63) | constructor(protected readonly exchange: Exchange, protected readonly ... method canHandle (line 65) | canHandle(message: GateV4OrderBookUpdate | Gatev4OrderBookSnapshot) { method getFilters (line 76) | getFilters(symbols?: string[]) { method map (line 87) | *map(message: GateV4OrderBookUpdate | Gatev4OrderBookSnapshot, localTi... method mapBookDepthUpdate (line 164) | protected mapBookDepthUpdate(depthUpdateData: DepthData, localTimestam... method mapBookLevel (line 209) | protected mapBookLevel(level: [string, string]) { class GateIOV4BookTickerMapper (line 216) | class GateIOV4BookTickerMapper implements Mapper<'gate-io', BookTicker> { method constructor (line 217) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 219) | canHandle(message: GateV4BookTicker) { method getFilters (line 230) | getFilters(symbols?: string[]) { method map (line 241) | *map(bookTickerResponse: GateV4BookTicker, localTimestamp: Date) { class GateIOV4TradesMapper (line 260) | class GateIOV4TradesMapper implements Mapper<'gate-io', Trade> { method constructor (line 261) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 263) | canHandle(message: GateV4Trade) { method getFilters (line 274) | getFilters(symbols?: string[]) { method map (line 285) | *map(tradesMessage: GateV4Trade, localTimestamp: Date): IterableIterat... class GateIOTradesMapper (line 302) | class GateIOTradesMapper implements Mapper<'gate-io', Trade> { method constructor (line 305) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 307) | canHandle(message: any) { method getFilters (line 311) | getFilters(symbols?: string[]) { method map (line 322) | *map(tradesMessage: GateIOTrades, localTimestamp: Date): IterableItera... class GateIOBookChangeMapper (line 361) | class GateIOBookChangeMapper implements Mapper<'gate-io', BookChange> { method constructor (line 362) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 364) | canHandle(message: any) { method getFilters (line 368) | getFilters(symbols?: string[]) { method map (line 379) | *map(depthMessage: GateIODepth, localTimestamp: Date): IterableIterato... type GateIOTrade (line 400) | type GateIOTrade = { type GateIOTrades (line 408) | type GateIOTrades = { type GateIODepthLevel (line 412) | type GateIODepthLevel = [string, string] type GateIODepth (line 414) | type GateIODepth = { type GateV4Trade (line 428) | type GateV4Trade = { type GateV4BookTicker (line 444) | type GateV4BookTicker = { type Gatev4OrderBookSnapshot (line 452) | type Gatev4OrderBookSnapshot = { type GateV4OrderBookUpdate (line 466) | type GateV4OrderBookUpdate = { type LocalDepthInfo (line 484) | type LocalDepthInfo = { type DepthData (line 491) | type DepthData = { type GateV4OrderBookV2Message (line 501) | type GateV4OrderBookV2Message = { FILE: src/mappers/gateiofutures.ts class GateIOFuturesTradesMapper (line 7) | class GateIOFuturesTradesMapper implements Mapper<'gate-io-futures', Tra... method constructor (line 8) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 10) | canHandle(message: any) { method getFilters (line 14) | getFilters(symbols?: string[]) { method map (line 25) | *map(tradesMessage: GateIOFuturesTrades, localTimestamp: Date): Iterab... class GateIOFuturesBookChangeMapper (line 52) | class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',... method constructor (line 53) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 55) | canHandle(message: GateIOFuturesOrderBookSnapshot | GateIOFuturesOrder... method getFilters (line 59) | getFilters(symbols?: string[]) { method map (line 70) | *map(depthMessage: GateIOFuturesOrderBookSnapshot | GateIOFuturesOrder... class GateIOFuturesDerivativeTickerMapper (line 111) | class GateIOFuturesDerivativeTickerMapper implements Mapper<'gate-io-fut... method canHandle (line 114) | canHandle(message: GateIOFuturesTicker) { method getFilters (line 118) | getFilters(symbols?: string[]) { method map (line 129) | *map(message: GateIOFuturesTicker, localTimestamp: Date): IterableIter... class GateIOFuturesBookTickerMapper (line 158) | class GateIOFuturesBookTickerMapper implements Mapper<'gate-io-futures',... method constructor (line 159) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 161) | canHandle(message: any) { method getFilters (line 165) | getFilters(symbols?: string[]) { method map (line 176) | *map(gateIoFuturesBookTickerMessage: GateIOFuturesBookTicker, localTim... type GateIOFuturesTrade (line 200) | type GateIOFuturesTrade = { type GateIOFuturesTrades (line 209) | type GateIOFuturesTrades = { type GateIOFuturesSnapshotLevel (line 217) | type GateIOFuturesSnapshotLevel = { p: string; s: number | string } type GateIOFuturesOrderBookSnapshot (line 219) | type GateIOFuturesOrderBookSnapshot = { type GateIOFuturesOrderBookUpdate (line 232) | type GateIOFuturesOrderBookUpdate = { type GateIOFuturesTicker (line 244) | type GateIOFuturesTicker = { type GateIOFuturesBookTicker (line 273) | type GateIOFuturesBookTicker = { FILE: src/mappers/gemini.ts method canHandle (line 8) | canHandle(message: GeminiL2Updates | GeminiTrade) { method getFilters (line 12) | getFilters(symbols?: string[]) { method map (line 23) | *map(geminiTrade: GeminiTrade, localTimestamp: Date): IterableIterator { method constructor (line 109) | constructor(protected readonly _exchange: Exchange) {} method canHandle (line 111) | canHandle(message: any) { method getFilters (line 120) | getFilters(symbols?: string[]) { method map (line 131) | *map(message: HuobiMBPDataMessage | HuobiMBPSnapshot, localTimestamp: ... method _mapMBPUpdate (line 205) | private _mapMBPUpdate(message: HuobiMBPDataMessage, symbol: string, lo... method _mapBookLevel (line 225) | private _mapBookLevel(level: HuobiBookLevel) { function normalizeSymbols (line 230) | function normalizeSymbols(symbols?: string[]) { class HuobiDerivativeTickerMapper (line 244) | class HuobiDerivativeTickerMapper implements Mapper<'huobi-dm' | 'huobi-... method constructor (line 247) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 249) | canHandle(message: any) { method getFilters (line 261) | getFilters(symbols?: string[]) { method map (line 285) | *map( class HuobiLiquidationsMapper (line 325) | class HuobiLiquidationsMapper implements Mapper<'huobi-dm' | 'huobi-dm-s... method constructor (line 329) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 331) | canHandle(message: HuobiLiquidationOrder | HuobiContractInfo) { method getFilters (line 343) | getFilters(symbols?: string[]) { method _updateContractCodeToSymbolMap (line 379) | private _updateContractCodeToSymbolMap(message: HuobiContractInfo) { method map (line 385) | *map(message: HuobiLiquidationOrder, localTimestamp: Date): IterableIt... class HuobiOptionsSummaryMapper (line 413) | class HuobiOptionsSummaryMapper implements Mapper<'huobi-dm-options', Op... method canHandle (line 417) | canHandle(message: HuobiOpenInterestDataMessage | HuobiOptionsIndexMes... method getFilters (line 425) | getFilters(symbols?: string[]) { method map (line 450) | *map( class HuobiBookTickerMapper (line 523) | class HuobiBookTickerMapper implements Mapper<'huobi' | 'huobi-dm' | 'hu... method constructor (line 524) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 526) | canHandle(message: HuobiDataMessage) { method getFilters (line 533) | getFilters(symbols?: string[]) { method map (line 544) | *map(message: HuobiBBOMessage, localTimestamp: Date): IterableIterator... type HuobiDataMessage (line 582) | type HuobiDataMessage = { type HuobiTradeDataMessage (line 586) | type HuobiTradeDataMessage = HuobiDataMessage & { type HuobiBookLevel (line 599) | type HuobiBookLevel = [number, number] type HuobiDepthDataMessage (line 601) | type HuobiDepthDataMessage = HuobiDataMessage & type HuobiBasisDataMessage (line 621) | type HuobiBasisDataMessage = HuobiDataMessage & { type HuobiFundingRateNotification (line 629) | type HuobiFundingRateNotification = { type HuobiOpenInterestDataMessage (line 641) | type HuobiOpenInterestDataMessage = HuobiDataMessage & { type HuobiMBPDataMessage (line 648) | type HuobiMBPDataMessage = HuobiDataMessage & { type HuobiMBPSnapshot (line 658) | type HuobiMBPSnapshot = { type MBPInfo (line 668) | type MBPInfo = { type HuobiLiquidationOrder (line 673) | type HuobiLiquidationOrder = { type HuobiContractInfo (line 688) | type HuobiContractInfo = { type HuobiOptionsOpenInterestMessage (line 699) | type HuobiOptionsOpenInterestMessage = { type HuobiOptionsIndexMessage (line 718) | type HuobiOptionsIndexMessage = { type HuobiOptionsMarketIndexMessage (line 725) | type HuobiOptionsMarketIndexMessage = { type HuobiBBOMessage (line 750) | type HuobiBBOMessage = FILE: src/mappers/hyperliquid.ts constant KILO_SYMBOLS (line 4) | const KILO_SYMBOLS = ['kPEPE', 'kSHIB', 'kBONK', 'kFLOKI', 'kLUNC', 'kDO... function getApiSymbolId (line 6) | function getApiSymbolId(symbol: string) { function getSymbols (line 19) | function getSymbols(symbols?: string[]) { class HyperliquidTradesMapper (line 25) | class HyperliquidTradesMapper implements Mapper<'hyperliquid', Trade> { method canHandle (line 28) | canHandle(message: HyperliquidTradeMessage) { method getFilters (line 32) | getFilters(symbols?: string[]) { method map (line 43) | *map(message: HyperliquidTradeMessage, localTimestamp: Date): Iterable... function mapHyperliquidLevel (line 64) | function mapHyperliquidLevel(level: HyperliquidWsLevel) { class HyperliquidBookChangeMapper (line 70) | class HyperliquidBookChangeMapper implements Mapper<'hyperliquid', BookC... method canHandle (line 71) | canHandle(message: HyperliquidWsBookMessage) { method getFilters (line 75) | getFilters(symbols?: string[]) { method map (line 86) | *map(message: HyperliquidWsBookMessage, localTimestamp: Date): Iterabl... class HyperliquidBookTickerMapper (line 100) | class HyperliquidBookTickerMapper implements Mapper<'hyperliquid', BookT... method canHandle (line 101) | canHandle(message: HyperliquidBboMessage) { method getFilters (line 105) | getFilters(symbols?: string[]) { method map (line 116) | *map(message: HyperliquidBboMessage, localTimestamp: Date): IterableIt... class HyperliquidDerivativeTickerMapper (line 137) | class HyperliquidDerivativeTickerMapper implements Mapper<'hyperliquid',... method canHandle (line 140) | canHandle(message: HyperliquidContextMessage) { method getFilters (line 144) | getFilters(symbols?: string[]) { method map (line 155) | *map(message: HyperliquidContextMessage, localTimestamp: Date): Iterab... type HyperliquidTradeMessage (line 183) | type HyperliquidTradeMessage = { type HyperliquidWsBookMessage (line 198) | type HyperliquidWsBookMessage = { type HyperliquidWsLevel (line 207) | type HyperliquidWsLevel = { type HyperliquidBboMessage (line 213) | type HyperliquidBboMessage = { type HyperliquidContextMessage (line 222) | type HyperliquidContextMessage = { FILE: src/mappers/index.ts constant THREE_MINUTES_IN_MS (line 151) | const THREE_MINUTES_IN_MS = 3 * 60 * ONE_SEC_IN_MS constant OKEX_V5_API_SWITCH_DATE (line 160) | const OKEX_V5_API_SWITCH_DATE = new Date('2021-12-23T00:00:00.000Z') constant OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE (line 161) | const OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE = new Date('2022-05-06T00:00:... constant POLONIEX_V2_API_SWITCH_DATE (line 170) | const POLONIEX_V2_API_SWITCH_DATE = new Date('2022-08-02T00:00:00.000Z') constant BYBIT_V5_API_SWITCH_DATE (line 192) | const BYBIT_V5_API_SWITCH_DATE = new Date('2023-04-05T00:00:00.000Z') constant BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE (line 194) | const BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE = new Date('2025-02-26T0... constant OKCOIN_V5_API_SWITCH_DATE (line 204) | const OKCOIN_V5_API_SWITCH_DATE = new Date('2023-04-27T00:00:00.000Z') constant GATE_IO_V4_API_SWITCH_DATE (line 209) | const GATE_IO_V4_API_SWITCH_DATE = new Date('2023-04-29T00:00:00.000Z') constant GATE_IO_V4_ORDER_BOOK_V2_SWITCH_DATE (line 210) | const GATE_IO_V4_ORDER_BOOK_V2_SWITCH_DATE = new Date('2025-08-01T00:00:... constant BINANCE_EUROPEAN_OPTIONS_V2_API_SWITCH_DATE (line 232) | const BINANCE_EUROPEAN_OPTIONS_V2_API_SWITCH_DATE = new Date('2025-12-17... FILE: src/mappers/kraken.ts method canHandle (line 8) | canHandle(message: KrakenTrades) { method getFilters (line 17) | getFilters(symbols?: string[]) { method map (line 28) | *map(message: KrakenTrades, localTimestamp: Date): IterableIterator { method constructor (line 7) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 8) | canHandle(message: KucoinTradeMessage) { method getFilters (line 12) | getFilters(symbols?: string[]) { method map (line 23) | *map(message: KucoinTradeMessage, localTimestamp: Date): IterableItera... class KucoinBookChangeMapper (line 44) | class KucoinBookChangeMapper implements Mapper<'kucoin', BookChange> { method constructor (line 49) | constructor(protected readonly _exchange: Exchange, private readonly i... method canHandle (line 51) | canHandle(message: KucoinLevel2SnapshotMessage | KucoinLevel2UpdateMes... method getFilters (line 55) | getFilters(symbols?: string[]) { method map (line 69) | *map(message: KucoinLevel2SnapshotMessage | KucoinLevel2UpdateMessage,... method mapBookDepthUpdate (line 157) | protected mapBookDepthUpdate(l2UpdateMessage: KucoinLevel2UpdateMessag... method mapBookLevel (line 210) | private mapBookLevel(level: [string, string, string?]) { method nonZeroLevels (line 216) | private nonZeroLevels(level: BookPriceLevel) { class KucoinBookTickerMapper (line 221) | class KucoinBookTickerMapper implements Mapper<'kucoin', BookTicker> { method constructor (line 222) | constructor(protected readonly _exchange: Exchange) {} method canHandle (line 224) | canHandle(message: KucoinTickerMessage) { method getFilters (line 228) | getFilters(symbols?: string[]) { method map (line 238) | *map(message: KucoinTickerMessage, localTimestamp: Date) { type KucoinTickerMessage (line 257) | type KucoinTickerMessage = { type KucoinTradeMessage (line 273) | type KucoinTradeMessage = { type LocalDepthInfo (line 291) | type LocalDepthInfo = { type KucoinLevel2SnapshotMessage (line 298) | type KucoinLevel2SnapshotMessage = { type KucoinLevel2UpdateMessage (line 312) | type KucoinLevel2UpdateMessage = FILE: src/mappers/kucoinfutures.ts class KucoinFuturesTradesMapper (line 6) | class KucoinFuturesTradesMapper implements Mapper<'kucoin-futures', Trad... method canHandle (line 7) | canHandle(message: KucoinFuturesTradeMessage) { method getFilters (line 11) | getFilters(symbols?: string[]) { method map (line 22) | *map(message: KucoinFuturesTradeMessage, localTimestamp: Date): Iterab... class KucoinFuturesBookChangeMapper (line 41) | class KucoinFuturesBookChangeMapper implements Mapper<'kucoin-futures', ... method constructor (line 46) | constructor(private readonly ignoreBookSnapshotOverlapError: boolean) {} method canHandle (line 48) | canHandle(message: KucoinFuturesLevel2SnapshotMessage | KucoinFuturesL... method getFilters (line 52) | getFilters(symbols?: string[]) { method map (line 66) | *map(message: KucoinFuturesLevel2SnapshotMessage | KucoinFuturesLevel2... method mapBookDepthUpdate (line 157) | protected mapBookDepthUpdate(l2UpdateMessage: KucoinFuturesLevel2Updat... method mapBookLevel (line 218) | private mapBookLevel(level: [number, number]) { method mapChange (line 222) | private mapChange(change: string) { class KucoinFuturesBookTickerMapper (line 232) | class KucoinFuturesBookTickerMapper implements Mapper<'kucoin-futures', ... method canHandle (line 233) | canHandle(message: KucoinFuturesTickerMessage) { method getFilters (line 237) | getFilters(symbols?: string[]) { method map (line 247) | *map(message: KucoinFuturesTickerMessage, localTimestamp: Date) { class KucoinFuturesDerivativeTickerMapper (line 270) | class KucoinFuturesDerivativeTickerMapper implements Mapper<'kucoin-futu... method canHandle (line 275) | canHandle(message: KucoinFuturesTickerMessage) { method getFilters (line 284) | getFilters(symbols?: string[]) { method map (line 302) | *map(message: KucoinFuturesInstrumentMessage | KucoinFuturesTradeMessa... type KucoinFuturesTradeMessage (line 348) | type KucoinFuturesTradeMessage = { type LocalDepthInfo (line 368) | type LocalDepthInfo = { type KucoinFuturesLevel2SnapshotMessage (line 375) | type KucoinFuturesLevel2SnapshotMessage = { type KucoinFuturesLevel2UpdateMessage (line 390) | type KucoinFuturesLevel2UpdateMessage = { type KucoinFuturesTickerMessage (line 398) | type KucoinFuturesTickerMessage = { type KucoinFuturesInstrumentMessage (line 414) | type KucoinFuturesInstrumentMessage = FILE: src/mappers/mapper.ts type Mapper (line 3) | type Mapper = { type MapperFactory (line 11) | type MapperFactory = (exch... type Writeable (line 13) | type Writeable = { -readonly [P in keyof T]: T[P] } class PendingTickerInfoHelper (line 17) | class PendingTickerInfoHelper { method getPendingTickerInfo (line 20) | public getPendingTickerInfo(symbol: string, exchange: Exchange) { method hasPendingTickerInfo (line 29) | public hasPendingTickerInfo(symbol: string) { class PendingDerivativeTickerInfo (line 34) | class PendingDerivativeTickerInfo { method constructor (line 38) | constructor(symbol: string, exchange: Exchange) { method getCurrentFundingTimestamp (line 57) | public getCurrentFundingTimestamp() { method updateOpenInterest (line 61) | public updateOpenInterest(openInterest: number | undefined | null) { method updateMarkPrice (line 72) | public updateMarkPrice(markPrice: number | undefined | null) { method updateFundingRate (line 83) | public updateFundingRate(fundingRate: number | undefined | null) { method updatePredictedFundingRate (line 94) | public updatePredictedFundingRate(predictedFundingRate: number | undef... method updateFundingTimestamp (line 105) | public updateFundingTimestamp(fundingTimestamp: Date | undefined | nul... method updateIndexPrice (line 119) | public updateIndexPrice(indexPrice: number | undefined | null) { method updateLastPrice (line 130) | public updateLastPrice(lastPrice: number | undefined | null) { method updateTimestamp (line 141) | public updateTimestamp(timestamp: Date) { method hasChanged (line 147) | public hasChanged() { method getSnapshot (line 151) | public getSnapshot(localTimestamp: Date): DerivativeTicker { FILE: src/mappers/okex.ts class OkexV5TradesMapper (line 8) | class OkexV5TradesMapper implements Mapper { method constructor (line 9) | constructor(private readonly _exchange: Exchange, private readonly _us... method canHandle (line 11) | canHandle(message: any) { method getFilters (line 18) | getFilters(symbols?: string[]) { method map (line 38) | *map(okexTradesMessage: OkexV5TradeMessage | OkexV5TradesAllMessage, l... class OkexV5BookChangeMapper (line 62) | class OkexV5BookChangeMapper implements Mapper { method constructor (line 729) | constructor(private readonly _exchange: Exchange, private readonly _ma... method canHandle (line 731) | canHandle(message: OkexDataMessage) { method getFilters (line 735) | getFilters(symbols?: string[]) { method map (line 746) | *map(okexTradesMessage: OKexTradesDataMessage, localTimestamp: Date): ... class OkexBookChangeMapper (line 772) | class OkexBookChangeMapper implements Mapper { method constructor (line 773) | constructor( method canHandle (line 779) | canHandle(message: OkexDataMessage) { method getFilters (line 785) | getFilters(symbols?: string[]) { method map (line 812) | *map(okexDepthDataMessage: OkexDepthDataMessage, localTimestamp: Date)... class OkexDerivativeTickerMapper (line 838) | class OkexDerivativeTickerMapper implements Mapper<'okex-futures' | 'oke... method constructor (line 843) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 845) | canHandle(message: OkexDataMessage) { method getFilters (line 851) | getFilters(symbols?: string[]) { method map (line 863) | *map( class OkexOptionSummaryMapper (line 901) | class OkexOptionSummaryMapper implements Mapper<'okex-options', OptionSu... method canHandle (line 905) | canHandle(message: OkexDataMessage) { method getFilters (line 909) | getFilters(symbols?: string[]) { method map (line 932) | *map(message: OkexOptionSummaryData | OkexIndexData, localTimestamp: D... class OkexLiquidationsMapper (line 993) | class OkexLiquidationsMapper implements Mapper { method constructor (line 1030) | constructor(private readonly _exchange: Exchange, private readonly _ma... method canHandle (line 1032) | canHandle(message: OkexDataMessage) { method getFilters (line 1036) | getFilters(symbols?: string[]) { method map (line 1047) | *map(message: OkexTickersMessage, localTimestamp: Date): IterableItera... type OkexDataMessage (line 1068) | type OkexDataMessage = { type OKexTradesDataMessage (line 1072) | type OKexTradesDataMessage = { type OkexLiqudationDataMessage (line 1084) | type OkexLiqudationDataMessage = { type OkexTickersMessage (line 1095) | type OkexTickersMessage = { type OkexFundingRateMessage (line 1108) | type OkexFundingRateMessage = { type OkexMarkPriceMessage (line 1118) | type OkexMarkPriceMessage = { type OkexDepthDataMessage (line 1126) | type OkexDepthDataMessage = { type OkexBookLevel (line 1136) | type OkexBookLevel = [number | string, number | string, number | string,... type OKEX_EXCHANGES (line 1138) | type OKEX_EXCHANGES = 'okex' | 'okcoin' | 'okex-futures' | 'okex-swap' |... type OKEX_MARKETS (line 1140) | type OKEX_MARKETS = 'spot' | 'swap' | 'futures' | 'option' type OkexIndexData (line 1142) | type OkexIndexData = { type OkexOptionSummaryData (line 1152) | type OkexOptionSummaryData = { type OkexBBOTbtData (line 1179) | type OkexBBOTbtData = { FILE: src/mappers/okexspreads.ts class OkexSpreadsTradesMapper (line 5) | class OkexSpreadsTradesMapper implements Mapper<'okex-spreads', Trade> { method canHandle (line 6) | canHandle(message: any) { method getFilters (line 13) | getFilters(symbols?: string[]) { method map (line 24) | *map(okexTradesMessage: OkexSpreadTradeMessage, localTimestamp: Date):... class OkexSpreadsBookChangeMapper (line 48) | class OkexSpreadsBookChangeMapper implements Mapper<'okex-spreads', Book... method canHandle (line 49) | canHandle(message: any) { method getFilters (line 57) | getFilters(symbols?: string[]) { method map (line 67) | *map(okexDepthDataMessage: OkexSpreadBookMessage, localTimestamp: Date... class OkexSpreadsBookTickerMapper (line 89) | class OkexSpreadsBookTickerMapper implements Mapper<'okex-spreads', Book... method canHandle (line 90) | canHandle(message: any) { method getFilters (line 98) | getFilters(symbols?: string[]) { method map (line 109) | *map(message: OkexSpreadBBOMessage, localTimestamp: Date): IterableIte... type OkexSpreadTradeMessage (line 142) | type OkexSpreadTradeMessage = { type OkexSpreadBookLevel (line 156) | type OkexSpreadBookLevel = [string, string, string, string] type OkexSpreadBookMessage (line 158) | type OkexSpreadBookMessage = { type OkexSpreadBBOMessage (line 169) | type OkexSpreadBBOMessage = { FILE: src/mappers/phemex.ts function getPriceScale (line 14) | function getPriceScale(symbol: string) { function getQtyScale (line 22) | function getQtyScale(symbol: string) { constant COINS_STARTING_WITH_S (line 30) | const COINS_STARTING_WITH_S = [ function getInstrumentType (line 90) | function getInstrumentType(symbol: string) { function getApiSymbolId (line 102) | function getApiSymbolId(symbolId: string) { function getSymbols (line 118) | function getSymbols(symbols: string[]) { method canHandle (line 129) | canHandle(message: PhemexTradeMessage) { method getFilters (line 133) | getFilters(symbols?: string[]) { method map (line 165) | *map(message: PhemexTradeMessage, localTimestamp: Date): IterableIterato... function mapPerpBookLevel (line 211) | function mapPerpBookLevel([price, amount]: [string, string]) { method canHandle (line 219) | canHandle(message: PhemexBookMessage) { method getFilters (line 223) | getFilters(symbols?: string[]) { method map (line 254) | *map(message: PhemexBookMessage, localTimestamp: Date): IterableIterator... class PhemexDerivativeTickerMapper (line 284) | class PhemexDerivativeTickerMapper implements Mapper<'phemex', Derivativ... method canHandle (line 287) | canHandle(message: PhemexTicker) { method getFilters (line 291) | getFilters(symbols?: string[]) { method map (line 322) | *map(message: PhemexTicker, localTimestamp: Date): IterableIterator { method canHandle (line 6) | canHandle(message: any) { method getFilters (line 10) | getFilters(symbols?: string[]) { method map (line 21) | *map(message: PoloniexV2TradesMessage, localTimestamp: Date): Iterable... class PoloniexV2BookChangeMapper (line 44) | class PoloniexV2BookChangeMapper implements Mapper<'poloniex', BookChang... method canHandle (line 45) | canHandle(message: any) { method getFilters (line 49) | getFilters(symbols?: string[]) { method map (line 60) | *map(message: PoloniexV2BookMessage, localTimestamp: Date): IterableIt... class PoloniexTradesMapper (line 78) | class PoloniexTradesMapper implements Mapper<'poloniex', Trade> { method canHandle (line 81) | canHandle(message: PoloniexPriceAggreatedMessage) { method getFilters (line 97) | getFilters(symbols?: string[]) { method map (line 108) | *map(message: PoloniexPriceAggreatedMessage, localTimestamp: Date): It... class PoloniexBookChangeMapper (line 154) | class PoloniexBookChangeMapper implements Mapper<'poloniex', BookChange> { method canHandle (line 157) | canHandle(message: PoloniexPriceAggreatedMessage) { method getFilters (line 173) | getFilters(symbols?: string[]) { method map (line 184) | *map(message: PoloniexPriceAggreatedMessage, localTimestamp: Date): It... type PoloniexBookSnapshot (line 230) | type PoloniexBookSnapshot = ['i', { currencyPair: string; orderBook: [{ ... type PoloniexBookUpdate (line 231) | type PoloniexBookUpdate = ['o', 0 | 1, string, string] type PoloniexTrade (line 232) | type PoloniexTrade = ['t', string, 1 | 0, string, string, number] type PoloniexPriceAggreatedMessage (line 234) | type PoloniexPriceAggreatedMessage = [number, number, (PoloniexBookSnaps... type PoloniexV2SubscribeMessage (line 236) | type PoloniexV2SubscribeMessage = { type PoloniexV2TradesMessage (line 242) | type PoloniexV2TradesMessage = { type PoloniexV2BookMessage (line 258) | type PoloniexV2BookMessage = FILE: src/mappers/serum.ts class SerumTradesMapper (line 5) | class SerumTradesMapper implements Mapper<'serum' | 'star-atlas', Trade> { method constructor (line 6) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 8) | canHandle(message: SerumVialTrade) { method getFilters (line 12) | getFilters(symbols?: string[]) { method map (line 25) | *map(message: SerumVialTrade, localTimestamp: Date): IterableIterator<... class SerumBookChangeMapper (line 40) | class SerumBookChangeMapper implements Mapper<'serum' | 'star-atlas', Bo... method constructor (line 41) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 43) | canHandle(message: SerumVialL2Snapshot | SerumVialL2Update) { method getFilters (line 47) | getFilters(symbols?: string[]) { method map (line 64) | *map(message: SerumVialL2Snapshot | SerumVialL2Update, localTimestamp:... method mapBookLevel (line 77) | protected mapBookLevel(level: SerumVialPriceLevel) { class SerumBookTickerMapper (line 84) | class SerumBookTickerMapper implements Mapper<'serum' | 'star-atlas', Bo... method constructor (line 85) | constructor(private readonly _exchange: Exchange) {} method canHandle (line 87) | canHandle(message: SerumVialQuote) { method getFilters (line 91) | getFilters(symbols?: string[]) { method map (line 104) | *map(message: SerumVialQuote, localTimestamp: Date): IterableIterator<... type SerumVialTrade (line 121) | type SerumVialTrade = type SerumVialPriceLevel (line 147) | type SerumVialPriceLevel = [string, string] type SerumVialL2Snapshot (line 149) | type SerumVialL2Snapshot = { type SerumVialL2Update (line 159) | type SerumVialL2Update = { type SerumVialQuote (line 169) | type SerumVialQuote = { FILE: src/mappers/upbit.ts class UpbitTradesMapper (line 5) | class UpbitTradesMapper implements Mapper<'upbit', Trade> { method canHandle (line 6) | canHandle(message: UpbitTrade) { method getFilters (line 10) | getFilters(symbols?: string[]) { method map (line 21) | *map(message: UpbitTrade, localTimestamp: Date): IterableIterator { method canHandle (line 37) | canHandle(message: UpbitOrderBook) { method getFilters (line 41) | getFilters(symbols?: string[]) { method map (line 52) | *map(message: UpbitOrderBook, localTimestamp: Date): IterableIterator<... type UpbitTrade (line 84) | type UpbitTrade = { type UpbitOrderBook (line 101) | type UpbitOrderBook = { FILE: src/mappers/woox.ts method canHandle (line 6) | canHandle(message: WooxTradeMessage) { method getFilters (line 10) | getFilters(symbols?: string[]) { method map (line 21) | *map(message: WooxTradeMessage, localTimestamp: Date): IterableIterator<... class WooxBookChangeMapper (line 42) | class WooxBookChangeMapper implements Mapper<'woo-x', BookChange> { method canHandle (line 45) | canHandle(message: WooxOrderbookMessage | WooxOrderbookupdateMessage) { method getFilters (line 57) | getFilters(symbols?: string[]) { method map (line 72) | *map(message: WooxOrderbookMessage | WooxOrderbookupdateMessage, local... method _mapBookDepthUpdate (line 122) | private _mapBookDepthUpdate( method _mapBookLevel (line 144) | private _mapBookLevel(level: [number, number]) { class WooxDerivativeTickerMapper (line 152) | class WooxDerivativeTickerMapper implements Mapper<'woo-x', DerivativeTi... method canHandle (line 156) | canHandle(message: WooxTradeMessage | WooxEstFundingRate | WooxMarkPri... method getFilters (line 172) | getFilters(symbols?: string[]) { method map (line 199) | *map(message: any, localTimestamp: Date): IterableIterator { method canHandle (line 240) | canHandle(message: WooxTradeMessage) { method getFilters (line 244) | getFilters(symbols?: string[]) { method map (line 255) | *map(wooxBBOMessage: WooxBBOMessage, localTimestamp: Date) { type LocalDepthInfo (line 275) | type LocalDepthInfo = { type WooxTradeMessage (line 281) | type WooxTradeMessage = { type WooxOrderbookupdateMessage (line 287) | type WooxOrderbookupdateMessage = { type WooxOrderbookMessage (line 298) | type WooxOrderbookMessage = { type WooxBBOMessage (line 311) | type WooxBBOMessage = { type WooxMarkPrice (line 317) | type WooxMarkPrice = { topic: 'PERP_BTC_USDT@markprice'; ts: 16744320000... type WooxEstFundingRate (line 319) | type WooxEstFundingRate = { type WooxIndexPrice (line 325) | type WooxIndexPrice = { topic: 'SPOT_BTC_USDT@indexprice'; ts: 167443200... type WooxOpenInterest (line 326) | type WooxOpenInterest = { topic: 'PERP_BTC_USDT@openinterest'; ts: 16744... FILE: src/options.ts function init (line 19) | function init(initOptions: Partial = {}) { function getOptions (line 23) | function getOptions() { type Options (line 27) | type Options = { type DataFeedCompression (line 36) | type DataFeedCompression = 'gzip' | 'zstd' FILE: src/orderbook.ts type OnLevelRemovedCB (line 5) | type OnLevelRemovedCB = ( class OrderBook (line 13) | class OrderBook { method constructor (line 21) | constructor({ method update (line 29) | public update(bookChange: BookChange) { method bestBid (line 47) | public bestBid() { method bestAsk (line 56) | public bestAsk() { method _removeCrossedLevelsIfNeeded (line 65) | private _removeCrossedLevelsIfNeeded(bookChange: BookChange) { method _removeBestAsk (line 103) | private _removeBestAsk() { method _removeBestBid (line 116) | private _removeBestBid() { method bids (line 129) | public *bids(): IterableIterator { method asks (line 139) | public *asks(): IterableIterator { function applyPriceLevelChanges (line 150) | function applyPriceLevelChanges(tree: RBTreeType, priceL... FILE: src/realtimefeeds/ascendex.ts class AscendexRealTimeFeed (line 5) | class AscendexRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 8) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 37) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 45) | protected messageIsHeartbeat(msg: any) { method provideManualSnapshots (line 49) | protected async provideManualSnapshots(filters: Filter[], shou... FILE: src/realtimefeeds/binance.ts constant DEFAULT_OPEN_INTEREST_MIN_AVAILABLE_WEIGHT_BUFFER (line 15) | const DEFAULT_OPEN_INTEREST_MIN_AVAILABLE_WEIGHT_BUFFER = 100 constant DEFAULT_OPEN_INTEREST_POLLING_INTERVAL_MS (line 16) | const DEFAULT_OPEN_INTEREST_POLLING_INTERVAL_MS = 5 * 1000 constant OPEN_INTEREST_BATCH_SIZE (line 17) | const OPEN_INTEREST_BATCH_SIZE = 10 constant OPEN_INTEREST_REQUEST_WEIGHT (line 18) | const OPEN_INTEREST_REQUEST_WEIGHT = 1 constant OPEN_INTEREST_POLLING_RECOVERY_MS (line 19) | const OPEN_INTEREST_POLLING_RECOVERY_MS = 1000 constant OPEN_INTEREST_MAX_POLLING_INTERVAL_MS (line 20) | const OPEN_INTEREST_MAX_POLLING_INTERVAL_MS = 60 * 1000 constant BINANCE_FUTURES_PUBLIC_CHANNELS (line 21) | const BINANCE_FUTURES_PUBLIC_CHANNELS = new Set(['bookTicker', 'depth', ... constant BINANCE_FUTURES_DEFAULT_WS_BASE_URL (line 22) | const BINANCE_FUTURES_DEFAULT_WS_BASE_URL = 'wss://fstream.binance.com' constant BINANCE_FUTURES_PUBLIC_STREAM_PATH (line 23) | const BINANCE_FUTURES_PUBLIC_STREAM_PATH = '/public/stream' constant BINANCE_FUTURES_MARKET_STREAM_PATH (line 24) | const BINANCE_FUTURES_MARKET_STREAM_PATH = '/market/stream' type BinanceFuturesStreamPath (line 26) | type BinanceFuturesStreamPath = typeof BINANCE_FUTURES_PUBLIC_STREAM_PAT... function parseBinanceWeightHeader (line 28) | function parseBinanceWeightHeader(headerValue: string | undefined) { function getExchangeScopedNumberEnv (line 38) | function getExchangeScopedNumberEnv(exchange: string, suffix: string, fa... function getExchangeScopedWssUrlEnv (line 51) | function getExchangeScopedWssUrlEnv(exchange: string) { function normalizeBinanceSplitWsBaseUrl (line 57) | function normalizeBinanceSplitWsBaseUrl(wssUrl: string) { function getBinanceFuturesWebSocketUrl (line 64) | function getBinanceFuturesWebSocketUrl(exchange: string, streamPath: Bin... function getBinanceRequestWeightLimit (line 71) | function getBinanceRequestWeightLimit(exchange: string, exchangeInfo: an... function getBinanceAvailableWeight (line 86) | function getBinanceAvailableWeight(weightLimit: number, usedWeight: numb... function getDelayToNextMinuteMS (line 90) | function getDelayToNextMinuteMS() { method _getRealTimeFeeds (line 102) | protected *_getRealTimeFeeds(exchange: string, filters: Filter[]... class BinanceFuturesOpenInterestClient (line 129) | class BinanceFuturesOpenInterestClient extends PoolingClientBase { method constructor (line 137) | constructor( method getPoolingDelayMS (line 161) | protected getPoolingDelayMS() { method poolDataToStream (line 165) | protected async poolDataToStream(outputStream: Writable) { method _waitForAvailableWeight (line 236) | private async _waitForAvailableWeight() { method _initializeRateLimitInfo (line 261) | private async _initializeRateLimitInfo() { method _getBatchSize (line 270) | private _getBatchSize() { method _notifyError (line 276) | private _notifyError(error: unknown) { method _updateUsedWeight (line 286) | private _updateUsedWeight(usedWeight: number | undefined, fallbackIncr... class BinanceSingleConnectionRealTimeFeed (line 298) | class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase { method constructor (line 299) | constructor( method mapToSubscribeMessages (line 312) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 333) | protected messageIsError(message: any): boolean { method provideManualSnapshots (line 350) | protected async provideManualSnapshots(filters: Filter[], shou... class BinanceFuturesSingleConnectionRealTimeFeed (line 442) | class BinanceFuturesSingleConnectionRealTimeFeed extends BinanceSingleCo... method constructor (line 443) | constructor( method getWebSocketUrl (line 465) | protected async getWebSocketUrl() { class BinanceRealTimeFeed (line 470) | class BinanceRealTimeFeed extends BinanceRealTimeFeedBase { class BinanceJerseyRealTimeFeed (line 481) | class BinanceJerseyRealTimeFeed extends BinanceRealTimeFeedBase { class BinanceUSRealTimeFeed (line 492) | class BinanceUSRealTimeFeed extends BinanceRealTimeFeedBase { class BinanceFuturesRealTimeFeed (line 503) | class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase { method _getRealTimeFeeds (line 514) | protected *_getRealTimeFeeds(exchange: string, filters: Filter... class BinanceDeliveryRealTimeFeed (line 556) | class BinanceDeliveryRealTimeFeed extends BinanceRealTimeFeedBase { FILE: src/realtimefeeds/binancedex.ts class BinanceDexRealTimeFeed (line 5) | class BinanceDexRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 9) | protected mapToSubscribeMessages(filters: Filter[]) { method messageIsError (line 25) | protected messageIsError(message: any): boolean { method provideManualSnapshots (line 33) | protected async provideManualSnapshots(filters: Filter[], shou... FILE: src/realtimefeeds/binanceeuropeanoptions.ts class BinanceEuropeanOptionsRealTimeFeed (line 5) | class BinanceEuropeanOptionsRealTimeFeed extends MultiConnectionRealTime... method _getRealTimeFeeds (line 6) | protected *_getRealTimeFeeds(exchange: string, filters: Filter... class BinanceEuropeanOptionsSingleFeed (line 41) | class BinanceEuropeanOptionsSingleFeed extends RealTimeFeedBase { method constructor (line 42) | constructor( method mapToSubscribeMessages (line 53) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 125) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/bitfinex.ts constant TIMESTAMP (line 3) | const TIMESTAMP = 32768 constant SEQ_ALL (line 4) | const SEQ_ALL = 65536 class BitfinexRealTimeFeed (line 6) | class BitfinexRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 9) | protected mapToSubscribeMessages(filters: Filter[]) { method messageIsError (line 76) | protected messageIsError(message: any) { method messageIsHeartbeat (line 80) | protected messageIsHeartbeat(message: any) { FILE: src/realtimefeeds/bitflyer.ts class BitflyerRealTimeFeed (line 4) | class BitflyerRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 26) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/bitget.ts method mapToSubscribeMessages (line 9) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 34) | protected messageIsError(message: any): boolean { class BitgetRealTimeFeed (line 41) | class BitgetRealTimeFeed extends BitgetRealTimeFeedBase { method getInstType (line 42) | getInstType(_: string) { class BitgetFuturesRealTimeFeed (line 47) | class BitgetFuturesRealTimeFeed extends BitgetRealTimeFeedBase { method getInstType (line 48) | getInstType(symbol: string) { FILE: src/realtimefeeds/bitmex.ts class BitmexRealTimeFeed (line 5) | class BitmexRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 8) | protected mapToSubscribeMessages(filters: Filter[]) { method messageIsError (line 32) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/bitnomial.ts class BitnomialRealTimeFeed (line 4) | class BitnomialRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 11) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 54) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/bitstamp.ts class BitstampRealTimeFeed (line 5) | class BitstampRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 9) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 28) | protected messageIsError(message: any): boolean { method provideManualSnapshots (line 40) | protected async provideManualSnapshots(filters: Filter[], shou... FILE: src/realtimefeeds/blockchaincom.ts class BlockchainComRealTimeFeed (line 5) | class BlockchainComRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 9) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 29) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 33) | protected messageIsHeartbeat(msg: any) { method onConnected (line 36) | protected async onConnected() { FILE: src/realtimefeeds/bybit.ts class BybitRealTimeDataFeed (line 5) | class BybitRealTimeDataFeed extends MultiConnectionRealTimeFeedBase { method _getRealTimeFeeds (line 6) | protected *_getRealTimeFeeds(exchange: string, filters: Filter... method _only (line 26) | private _only(filter: (symbol: string) => boolean) { method mapToSubscribeMessages (line 47) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 68) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 76) | protected messageIsHeartbeat(msg: any) { class BybitLinearRealTimeDataFeed (line 81) | class BybitLinearRealTimeDataFeed extends BybitSingleConnectionRealTimeD... class BybitInverseRealTimeDataFeed (line 85) | class BybitInverseRealTimeDataFeed extends BybitSingleConnectionRealTime... class BybitSpotRealTimeDataFeed (line 89) | class BybitSpotRealTimeDataFeed extends BybitSingleConnectionRealTimeDat... class BybitOptionsRealTimeDataFeed (line 93) | class BybitOptionsRealTimeDataFeed extends BybitSingleConnectionRealTime... method mapToSubscribeMessages (line 96) | protected mapToSubscribeMessages(filters: Filter[]): any[] { FILE: src/realtimefeeds/coinbase.ts class CoinbaseRealTimeFeed (line 5) | class CoinbaseRealTimeFeed extends RealTimeFeedBase { method wssURL (line 11) | protected get wssURL() { method mapToSubscribeMessages (line 23) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method getAuthParams (line 91) | private getAuthParams() { method messageIsError (line 106) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/coinbaseinternational.ts class CoinbaseInternationalRealTimeFeed (line 5) | class CoinbaseInternationalRealTimeFeed extends RealTimeFeedBase { method wssURL (line 11) | protected get wssURL() { method mapToSubscribeMessages (line 15) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method getAuthParams (line 41) | private getAuthParams() { method messageIsError (line 57) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/coinflex.ts class CoinflexRealTimeFeed (line 4) | class CoinflexRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 26) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/cryptocom.ts class CryptoComRealTimeFeed (line 4) | class CryptoComRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 34) | protected messageIsError(message: any): boolean { method onMessage (line 38) | protected onMessage(msg: any) { method messageIsHeartbeat (line 46) | protected messageIsHeartbeat(msg: any) { FILE: src/realtimefeeds/cryptofacilities.ts class CryptofacilitiesRealTimeFeed (line 4) | class CryptofacilitiesRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 23) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 27) | protected messageIsHeartbeat(message: any): boolean { FILE: src/realtimefeeds/delta.ts class DeltaRealTimeFeed (line 4) | class DeltaRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]) { method messageIsError (line 24) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 32) | protected messageIsHeartbeat(msg: any) { FILE: src/realtimefeeds/deribit.ts class DeribitRealTimeDataFeed (line 5) | class DeribitRealTimeDataFeed extends RealTimeFeedBase { method wssURL (line 6) | protected get wssURL() { method mapToSubscribeMessages (line 18) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 47) | protected messageIsError(message: any): boolean { method onConnected (line 51) | protected async onConnected() { method messageIsHeartbeat (line 80) | protected messageIsHeartbeat(msg: any) { method onMessage (line 84) | protected onMessage(msg: any) { FILE: src/realtimefeeds/dydx.ts class DydxRealTimeFeed (line 4) | class DydxRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 37) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/dydx_v4.ts class DydxV4RealTimeFeed (line 4) | class DydxV4RealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 36) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/ftx.ts method _getRealTimeFeeds (line 11) | protected *_getRealTimeFeeds(exchange: string, filters: Filter[]... class FtxSingleConnectionRealTimeFeed (line 29) | class FtxSingleConnectionRealTimeFeed extends RealTimeFeedBase { method constructor (line 30) | constructor( method mapToSubscribeMessages (line 40) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 58) | protected messageIsError(message: any): boolean { method isIgnoredError (line 62) | protected isIgnoredError(message: any) { method messageIsHeartbeat (line 71) | protected messageIsHeartbeat(msg: any) { class FTXInstrumentInfoClient (line 76) | class FTXInstrumentInfoClient extends PoolingClientBase { method constructor (line 77) | constructor( method poolDataToStream (line 86) | protected async poolDataToStream(outputStream: Writable) { class FtxRealTimeFeed (line 129) | class FtxRealTimeFeed extends FTXRealTimeFeedBase { class FtxUSRealTimeFeed (line 134) | class FtxUSRealTimeFeed extends FTXRealTimeFeedBase { FILE: src/realtimefeeds/gateio.ts class GateIORealTimeFeed (line 4) | class GateIORealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 8) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 39) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/gateiofutures.ts class GateIOFuturesRealTimeFeed (line 4) | class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase { method _getRealTimeFeeds (line 5) | protected *_getRealTimeFeeds(exchange: string, filters: Filter... method _only (line 25) | private _only(filter: (symbol: string) => boolean) { class GateIOFuturesSingleConnectionRealTimeFeed (line 43) | class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase { method constructor (line 47) | constructor( method mapToSubscribeMessages (line 58) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 84) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/gemini.ts class GeminiRealTimeFeed (line 4) | class GeminiRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 34) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/hitbtc.ts class HitBtcRealTimeFeed (line 4) | class HitBtcRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 12) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 59) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/huobi.ts method _getRealTimeFeeds (line 15) | protected *_getRealTimeFeeds(exchange: string, filters: Filter[]... method getOpenInterestURLPath (line 73) | protected getOpenInterestURLPath(symbol: string) { class HuobiMarketDataRealTimeFeed (line 78) | class HuobiMarketDataRealTimeFeed extends RealTimeFeedBase { method constructor (line 79) | constructor( method mapToSubscribeMessages (line 90) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method provideManualSnapshots (line 111) | protected async provideManualSnapshots(filters: Filter[], shou... method messageIsError (line 142) | protected messageIsError(message: any): boolean { method isIgnoredError (line 149) | protected isIgnoredError(message: any) { method onMessage (line 158) | protected onMessage(message: any) { method messageIsHeartbeat (line 166) | protected messageIsHeartbeat(message: any) { class HuobiNotificationsRealTimeFeed (line 171) | class HuobiNotificationsRealTimeFeed extends RealTimeFeedBase { method constructor (line 172) | constructor( method mapToSubscribeMessages (line 182) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 206) | protected messageIsError(message: any): boolean { method onMessage (line 219) | protected onMessage(message: any) { method messageIsHeartbeat (line 228) | protected messageIsHeartbeat(message: any) { class HuobiOpenInterestClient (line 233) | class HuobiOpenInterestClient extends PoolingClientBase { method constructor (line 234) | constructor( method poolDataToStream (line 243) | protected async poolDataToStream(outputStream: Writable) { class HuobiOptionsMarketIndexClient (line 273) | class HuobiOptionsMarketIndexClient extends PoolingClientBase { method constructor (line 274) | constructor(exchange: string, private readonly _httpURL: string, priva... method poolDataToStream (line 278) | protected async poolDataToStream(outputStream: Writable) { class HuobiOptionsIndexClient (line 308) | class HuobiOptionsIndexClient extends PoolingClientBase { method constructor (line 309) | constructor(exchange: string, private readonly _httpURL: string, priva... method poolDataToStream (line 313) | protected async poolDataToStream(outputStream: Writable) { class HuobiRealTimeFeed (line 343) | class HuobiRealTimeFeed extends HuobiRealTimeFeedBase { class HuobiDMRealTimeFeed (line 354) | class HuobiDMRealTimeFeed extends HuobiRealTimeFeedBase { method getOpenInterestURLPath (line 371) | protected getOpenInterestURLPath(symbol: string) { class HuobiDMSwapRealTimeFeed (line 380) | class HuobiDMSwapRealTimeFeed extends HuobiRealTimeFeedBase { method getOpenInterestURLPath (line 390) | protected getOpenInterestURLPath(symbol: string) { class HuobiDMLinearSwapRealTimeFeed (line 395) | class HuobiDMLinearSwapRealTimeFeed extends HuobiRealTimeFeedBase { method getOpenInterestURLPath (line 405) | protected getOpenInterestURLPath(symbol: string) { class HuobiDMOptionsRealTimeFeed (line 410) | class HuobiDMOptionsRealTimeFeed extends HuobiRealTimeFeedBase { method getOpenInterestURLPath (line 420) | protected getOpenInterestURLPath(symbol: string) { FILE: src/realtimefeeds/hyperliquid.ts class HyperliquidRealTimeFeed (line 4) | class HyperliquidRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 27) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 31) | protected messageIsHeartbeat(message: any): boolean { FILE: src/realtimefeeds/index.ts function getRealTimeFeedFactory (line 120) | function getRealTimeFeedFactory(exchange: Exchange): RealTimeFeed { function createRealTimeFeed (line 128) | function createRealTimeFeed( function setRealTimeFeedFactory (line 139) | function setRealTimeFeedFactory(exchange: Exchange, realTimeFeed: RealTi... FILE: src/realtimefeeds/kraken.ts class KrakenRealTimeFeed (line 4) | class KrakenRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 30) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 34) | protected messageIsHeartbeat(message: any): boolean { FILE: src/realtimefeeds/kucoin.ts class KucoinRealTimeFeed (line 5) | class KucoinRealTimeFeed extends RealTimeFeedBase { method getWebSocketUrl (line 9) | protected async getWebSocketUrl() { method mapToSubscribeMessages (line 15) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method provideManualSnapshots (line 33) | protected async provideManualSnapshots(filters: Filter[], shou... method messageIsError (line 63) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 74) | protected messageIsHeartbeat(msg: any) { FILE: src/realtimefeeds/kucoinfutures.ts class KucoinFuturesRealTimeFeed (line 15) | class KucoinFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase { method _getRealTimeFeeds (line 18) | protected *_getRealTimeFeeds(exchange: string, filters: Filter... class KucoinFuturesSingleConnectionRealTimeFeed (line 32) | class KucoinFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase { method constructor (line 33) | constructor( method getWebSocketUrl (line 44) | protected async getWebSocketUrl() { method mapToSubscribeMessages (line 50) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method provideManualSnapshots (line 67) | protected async provideManualSnapshots(filters: Filter[], shou... method messageIsError (line 95) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 106) | protected messageIsHeartbeat(msg: any) { class KucoinFuturesContractDetailsClient (line 111) | class KucoinFuturesContractDetailsClient extends PoolingClientBase { method constructor (line 112) | constructor(exchange: string, private readonly _httpURL: string) { method poolDataToStream (line 116) | protected async poolDataToStream(outputStream: Writable) { FILE: src/realtimefeeds/mango.ts class MangoRealTimeFeed (line 3) | class MangoRealTimeFeed extends SerumRealTimeFeed { FILE: src/realtimefeeds/okex.ts class OkexRealTimeFeed (line 6) | class OkexRealTimeFeed extends MultiConnectionRealTimeFeedBase { method _getRealTimeFeeds (line 7) | protected *_getRealTimeFeeds(exchange: string, filters: Filter... class OkexSingleRealTimeFeed (line 22) | class OkexSingleRealTimeFeed extends RealTimeFeedBase { method constructor (line 23) | constructor( method secondsSinceEpoch (line 35) | private secondsSinceEpoch() { method onConnected (line 39) | protected async onConnected() { method mapToSubscribeMessages (line 60) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 91) | protected messageIsError(message: any): boolean { method isIgnoredError (line 95) | protected isIgnoredError(message: any) { class OKCoinRealTimeFeed (line 104) | class OKCoinRealTimeFeed extends OkexSingleRealTimeFeed { method constructor (line 105) | constructor(exchange: string, filters: Filter[], timeoutInterv... class OkexOptionsRealTimeFeed (line 110) | class OkexOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase { method _getRealTimeFeeds (line 111) | protected *_getRealTimeFeeds(exchange: string, filters: Filter... class OkexOptionsSingleRealTimeFeed (line 132) | class OkexOptionsSingleRealTimeFeed extends OkexSingleRealTimeFeed { method constructor (line 133) | constructor( method _channelRequiresIndexNotSymbol (line 145) | private _channelRequiresIndexNotSymbol(channel: string) { method mapToSubscribeMessages (line 151) | protected mapToSubscribeMessages(filters: Filter[]): any[] { FILE: src/realtimefeeds/okexspreads.ts class OkexSpreadsRealTimeFeed (line 6) | class OkexSpreadsRealTimeFeed extends RealTimeFeedBase { method secondsSinceEpoch (line 11) | private secondsSinceEpoch() { method onConnected (line 15) | protected async onConnected() { method mapToSubscribeMessages (line 36) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 61) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/phemex.ts class PhemexRealTimeFeed (line 4) | class PhemexRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 18) | protected mapToSubscribeMessages(filters: Filter[]) { method messageIsError (line 49) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/poloniex.ts class PoloniexRealTimeFeed (line 4) | class PoloniexRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]) { method messageIsHeartbeat (line 27) | protected messageIsHeartbeat(msg: any) { method messageIsError (line 31) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/realtimefeed.ts type RealTimeFeed (line 9) | type RealTimeFeed = { type RealTimeFeedIterable (line 20) | type RealTimeFeedIterable = AsyncIterable method [Symbol.asyncIterator] (line 23) | [Symbol.asyncIterator]() { method constructor (line 39) | constructor( method getWebSocketUrl (line 63) | protected async getWebSocketUrl() { method _stream (line 70) | private async *_stream() { method send (line 212) | protected send(msg: any) { method isIgnoredError (line 228) | protected isIgnoredError(_message: any) { method messageIsHeartbeat (line 232) | protected messageIsHeartbeat(_msg: any) { method provideManualSnapshots (line 236) | protected async provideManualSnapshots(_filters: Filter[], _shou... method onMessage (line 238) | protected onMessage(_msg: any) {} method onConnected (line 240) | protected async onConnected() {} method _monitorConnectionIfStale (line 244) | private _monitorConnectionIfStale() { method _sendPeriodicPing (line 267) | private _sendPeriodicPing() { method constructor (line 329) | constructor( method [Symbol.asyncIterator] (line 336) | [Symbol.asyncIterator]() { method _stream (line 340) | private async *_stream() { method constructor (line 380) | constructor(exchange: string, private readonly _poolingIntervalSeconds: ... method [Symbol.asyncIterator] (line 384) | [Symbol.asyncIterator]() { method getPoolingDelayMS (line 390) | protected getPoolingDelayMS() { method _startPooling (line 394) | private async _startPooling(outputStream: Writable) { method _stream (line 419) | private async *_stream() { FILE: src/realtimefeeds/serum.ts class SerumRealTimeFeed (line 4) | class SerumRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 14) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 61) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/staratlas.ts class StarAtlasRealTimeFeed (line 3) | class StarAtlasRealTimeFeed extends SerumRealTimeFeed { FILE: src/realtimefeeds/upbit.ts class UpbitRealTimeFeed (line 4) | class UpbitRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 7) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method messageIsError (line 32) | protected messageIsError(message: any): boolean { FILE: src/realtimefeeds/woox.ts class WooxRealTimeFeed (line 5) | class WooxRealTimeFeed extends RealTimeFeedBase { method mapToSubscribeMessages (line 8) | protected mapToSubscribeMessages(filters: Filter[]): any[] { method provideManualSnapshots (line 27) | protected async provideManualSnapshots(filters: Filter[], shou... method messageIsError (line 55) | protected messageIsError(message: any): boolean { method messageIsHeartbeat (line 59) | protected messageIsHeartbeat(message: any): boolean { method onMessage (line 63) | protected onMessage(msg: any) { FILE: src/replay.ts type MapperOutput (line 16) | type MapperOutput = T extends MapperFactory ? U : never type ReplayNormalizedMessage (line 17) | type ReplayNormalizedMessage[... function cleanupSlice (line 231) | async function cleanupSlice(slicePath: string) { function parseReplayMicroseconds (line 239) | function parseReplayMicroseconds(bufferLine: Buffer) { function terminateWorker (line 244) | async function terminateWorker(worker: Worker, waitTimeout: number) { function replayNormalized (line 260) | function replayNormalized(exchange: T, from: st... function validateReplayNormalizedOptions (line 341) | function validateReplayNormalizedOptions(fromDate: Date, normalizers: Ma... class ReliableWorker (line 350) | class ReliableWorker extends EventEmitter { method constructor (line 354) | constructor(private readonly _payload: WorkerJobPayload) { method _initWorker (line 360) | private _initWorker() { method getUnderlyingWorker (line 391) | public getUnderlyingWorker() { type ReplayOptions (line 396) | type ReplayOptions = T extends MapperFactory ? U : never type StreamNormalizedMessage (line 8) | type StreamNormalizedMessage[... function stream (line 41) | function stream({ function validateStreamOptions (line 117) | function validateStreamOptions(filters: Filter[]) { type StreamOptions (line 131) | type StreamOptions = { type StreamNormalizedOptions (line 139) | type StreamNormalizedOptions = { type Writeable (line 12) | type Writeable = { -readonly [P in keyof T]: T[P] } type NormalizedData (line 14) | type NormalizedData = { type Trade (line 23) | type Trade = { type BookPriceLevel (line 35) | type BookPriceLevel = { type BookChange (line 40) | type BookChange = { type DerivativeTicker (line 52) | type DerivativeTicker = { type BookTicker (line 68) | type BookTicker = { type OptionSummary (line 82) | type OptionSummary = NormalizedData & { type Liquidation (line 113) | type Liquidation = { type Disconnect (line 125) | type Disconnect = { type TradeBar (line 132) | type TradeBar = { type BookSnapshot (line 156) | type BookSnapshot = { type Date (line 172) | interface Date { type Optional (line 177) | type Optional = { [P in keyof T]: T[P] | undefined } FILE: src/worker.ts function getDataFeedSlices (line 27) | async function getDataFeedSlices(payload: WorkerJobPayload) { function getDataFeedSlice (line 94) | async function getDataFeedSlice( type WorkerMessage (line 140) | type WorkerMessage = { type WorkerJobPayload (line 145) | type WorkerJobPayload = { type WorkerSignal (line 158) | const enum WorkerSignal { FILE: test/binarysplit.test.ts function collectLines (line 4) | async function collectLines(chunks: Buffer[]) { FILE: test/downloaddatasets.test.ts constant LIVE_DATASET (line 8) | const LIVE_DATASET: Parameters[0] = { function createTempDir (line 16) | function createTempDir() { FILE: test/httpclient.test.ts function createFetchMock (line 4) | function createFetchMock(...responses: Response[]) { FILE: test/mappers.test.ts method map (line 124) | map(message: any, localTimestamp: Date) {