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tardis-dev replay large historical trades for multiple exchanges

node v12.22.12
version: 1.0.0
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const { replayNormalized, normalizeTrades, combine } = require('tardis-dev') const from = '2019-07-01' const to = '2019-07-02' const exchanges = [ { exchange: 'bitmex', symbols: ['XBTUSD'] }, { exchange: 'deribit', symbols: ['BTC-PERPETUAL'] }, { exchange: 'cryptofacilities', symbols: ['PI_XBTUSD'] } ] const historicalTrades = exchanges.map(exchange => { return replayNormalized({ from, to, ...exchange }, normalizeTrades) }) const LARGE_TRADE_THRESHOLD = 100 * 1000 // 100k contracts async function run() { for await (const trade of combine(...historicalTrades)) { if (trade.amount >= LARGE_TRADE_THRESHOLD) { console.log(trade.exchange, trade) } } } run()
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