import { batch } from '../handy' import { Filter } from '../types' import { RealTimeFeedBase } from './realtimefeed' export class BitmexRealTimeFeed extends RealTimeFeedBase { protected readonly wssURL = 'wss://www.bitmex.com/realtime' protected mapToSubscribeMessages(filters: Filter[]) { return filters .map((filter) => { if (!filter.symbols || filter.symbols.length === 0) { return [ { op: 'subscribe', args: [filter.channel] } ] } const subscribeMessages = [] for (const symbolsBatch of batch(filter.symbols, 10)) { subscribeMessages.push({ op: 'subscribe', args: symbolsBatch.map((s) => `${filter.channel}:${s}`) }) } return subscribeMessages }) .flatMap((s) => s) } protected messageIsError(message: any): boolean { if (message.error !== undefined) { return true } if ('subscribe' in message && message.success === false) { return true } return false } }