tardis-dev seamless switching between real-time streaming and historical market data replay

const { replayNormalized, streamNormalized, normalizeTrades, compute, computeTradeBars } = require('tardis-dev') async function produceVolumeBasedTradeBars(messages) { const withVolumeTradeBars = compute( messages, computeTradeBars({ kind: 'volume', interval: 100 * 1000 // aggregate by 100k contracts volume }) ) for await (const message of withVolumeTradeBars) { if (message.type === 'trade_bar') { console.log(message.name, message) } } } const historicalMessages = replayNormalized( { exchange: 'bitmex', symbols: ['XBTUSD'], from: '2019-08-01', to: '2019-08-02' }, normalizeTrades ) const realTimeMessages = streamNormalized( { exchange: 'bitmex', symbols: ['XBTUSD'] }, normalizeTrades ) produceVolumeBasedTradeBars(historicalMessages) // or for real time data // await produceVolumeBasedTradeBars(realTimeMessages)