cexPrices in PF

src/services/PriceFeed/ws/PriceFeedSubscription.ts

@@ -2,7 +2,7 @@ import WebSocket from 'isomorphic-ws';
 import { z } from 'zod';
 import { v4 as uuidv4 } from 'uuid';
 import priceFeedSubscriptions from './priceFeedSubscriptions.js';
-import { tickerInfoSchema, candleSchema } from './schemas/index.js';
+import { tickerInfoSchema, candleSchema, cexPricesSchema } from './schemas/index.js';
 import priceSchema from './schemas/priceSchema.js';
 import type { Json } from '../../../types.js';
 import allTickersSchema from './schemas/allTickersSchema.js';
@@ -24,6 +24,10 @@ export const subscriptions = {
     schema: candleSchema,
     payload: true as const,
   },
+  [priceFeedSubscriptions.CEX]: {
+    schema: cexPricesSchema,
+    payload: false as const,
+  },
 };
 
 export type SubscriptionType = keyof typeof subscriptions;

src/services/PriceFeed/ws/priceFeedSubscriptions.ts

@@ -3,6 +3,7 @@ const priceFeedSubscriptions = {
   ALL_TICKERS: 'allTickers',
   LAST_PRICE: 'lastPrice',
   CANDLE: 'candle',
+  CEX: 'cexPrices'
 } as const;
 
 export default priceFeedSubscriptions;

src/services/PriceFeed/ws/schemas/cexPricesSchema.ts

@@ -0,0 +1,31 @@
+import { z } from 'zod';
+
+const cexPriceTickerInfoSchema = z.tuple([
+  z.string(), // pair name
+  z.string(), // lastPrice
+]).transform(([pairName, lastPrice]) => ({
+  pairName:pairName.toUpperCase(),
+  lastPrice,
+}));
+
+type CEXPriceTickerInfo = z.infer<typeof cexPriceTickerInfoSchema>
+
+const cexPricesSchema = z.unknown().array()
+.transform((tickers) => {
+  const data = [...tickers];
+  data.shift();
+  const parsedData = cexPriceTickerInfoSchema.array().parse(data);
+  return parsedData.reduce<
+    Partial<
+      Record<
+        string,
+        CEXPriceTickerInfo
+      >
+    >
+  >((prev, pairData) => ({
+    ...prev,
+    [pairData.pairName]: pairData,
+  }), {});
+});
+
+export default cexPricesSchema;

src/services/PriceFeed/ws/schemas/index.ts

@@ -2,3 +2,4 @@ export { default as tickerInfoSchema } from './tickerInfoSchema.js';
 export { default as candleSchema } from './candleSchema.js';
 export { default as priceSchema } from './priceSchema.js';
 export { default as allTickersSchema } from './allTickersSchema.js';
+export { default as cexPricesSchema } from './cexPricesSchema.js';