Bullish integration

[marcinvalas]

No description provided.

Retracted.

[thaaddeus]

Sorry, ignore previous comments. Those were no approved.

[thaaddeus]

we need to skip snapshots (old not real-time trades)

[marcinvalas]

done

[thaaddeus]

depending on the perf characteristics, but if below code is meaningfully faster I'd use it instead even if it's uglier, but it's perf is +-10% the same it's fine to keep the reduce:

const result = new Array<BookPriceLevel>(levels.length / 2)
for (let i = 0, j = 0; i < levels.length; i += 2, j++) {
  result[j] = { price: Number(levels[i]), amount: Number(levels[i + 1]) }
}
return result

[marcinvalas]

done

[thaaddeus]

do we need to check snapshot and update type here? are other values possible in the exchange contract?

[marcinvalas]

done

[thaaddeus]

V1TAIndexPrice should only update cached index price state, and not emit ticker message, same for options

[marcinvalas]

done

[thaaddeus]

Bullish side should not be copied directly into Tardis trade.side.

Bullish exposes two separate fields on trades:

• side — the side of the order represented by the trade row
• isTaker — whether that represented order was the taker

Tardis has a different normalized contract: trade.side is the taker/aggressor side. That means the mapper must answer “did the taker buy or sell?”, not just “what side did Bullish put in side?”

{
  "symbol": "AUSDUSDC",
  "tradeId": "100120000008559857",
  "price": "1.0000",
  "quantity": "1.92651930",
  "side": "SELL",
  "isTaker": false,
  "createdAtDatetime": "2026-05-04T17:23:16.671Z"
}

If we copy side: "SELL" directly, Tardis emits:

{ "side": "sell" }

But isTaker: false means the represented SELL order was the maker/resting side. The taker was on the opposite side, so the normalized Tardis trade side should be:

{ "side": "buy" }

The mapping rule should therefore be:

function mapBullishTradeSide(side: 'BUY' | 'SELL', isTaker: boolean): 'buy' | 'sell' {
  if (isTaker) {
    return side === 'BUY' ? 'buy' : 'sell'
  }

  return side === 'BUY' ? 'sell' : 'buy'
}

So if we ignore isTaker, trades where Bullish reports the maker side will be normalized with the wrong aggressor direction.

Tests should cover ideally:

side=BUY,  isTaker=true  -> buy
side=SELL, isTaker=true  -> sell
side=BUY,  isTaker=false -> sell
side=SELL, isTaker=false -> buy

[marcinvalas]

i understand, thanks, done

[thaaddeus]

Do not use asNumberIfValid where 0 is a valid Bullish ticker value

asNumberIfValid returns undefined for zero. That drops real Bullish values from normalized output.
In V1TATickerResponse messages, zero appears as a valid value for:

• openInterest
• fundingRate
• option markPrice
• option greeks: delta, gamma, theta, vega

Example:

{
  "symbol": "BTC-USDC-20260515-150000-C",
  "markPrice": "0.0000",
  "openInterest": "0.00000000",
  "delta": "0.00000000",
  "gamma": "0.00000000",
  "theta": "0.0000",
  "vega": "0.0000",
  "impliedVolatility": "0.6182"
}

These values should normalize to 0, not undefined.

This is risky for derivative tickers because PendingTickerInfoHelper ignores undefined updates. If a field changes from non-zero to zero, parsing zero as undefined can leave the previous non-zero value cached and emit stale data.

Use a zero-preserving parser for:

• derivative ticker fundingRate
• derivative ticker openInterest
• option summary openInterest
• option summary markPrice
• option summary delta
• option summary gamma
• option summary theta
• option summary vega

[marcinvalas]

done