Mexc integration (#69)

* feat(mexc-integration): added mappers

* feat(mexc-integration): added possibility to override message parsing for real time feeds

* feat(mexc-integration): added real time feed

* feat(mexc-integration): using protobufjs

* feat(mexc-integration): need to remove this file since it was committed by mistake

* feat(mexc-integration): couple of fixes and improvements

* feat(mexc-integration): fixed apply snapshot updates

* feat(mexc-integration): fixed apply snapshot updates

* feat(mexc-integration): improved can handle checks,

* feat(mexc-integration): streaming dat needs to have proper snapshots

* feat(mexc-integration): aligned snapshot channel with shape with regular exchange messages

* feat(mexc-integration): adjusted tests

* feat(mexc-integration): fixed mapping

* feat(mexc-futures-integration): updated proto schema

* feat(mexc-futures-integration): updated mapping

* feat(mexc-integration): adjusted to new snapshot shape

* feat(mexc-integration): adjusted to new snapshot shape

Author: marcinvalas

package-lock.json

@@ -73,6 +73,7 @@
     "follow-redirects": "^1.15.9",
     "https-proxy-agent": "^8.0.0",
     "p-map": "^7.0.4",
+    "protobufjs": "^8.6.2",
     "socks-proxy-agent": "^9.0.0",
     "ws": "^8.18.3"
   },

package.json

@@ -58,6 +58,7 @@ export const EXCHANGES = [
   'hyperliquid',
   'lighter',
   'bullish',
+  'mexc',
   'polymarket'
 ] as const
 
@@ -526,6 +527,13 @@ const LIGHTER_CHANNELS = ['order_book', 'trade', 'ticker', 'market_stats', 'spot
 
 const BULLISH_CHANNELS = ['V1TALevel2', 'V1TALevel1', 'V1TAAnonymousTradeUpdate', 'V1TATickerResponse', 'V1TAIndexPrice'] as const
 
+const MEXC_CHANNELS = [
+  'spot@public.aggre.deals.v3.api.pb@10ms',
+  'spot@public.aggre.depth.v3.api.pb@10ms',
+  'spot@public.aggre.depth.snapshot.v3.api.pb@10ms',
+  'spot@public.aggre.bookTicker.v3.api.pb@10ms'
+] as const
+
 const POLYMARKET_CHANNELS = [
   'book',
   'price_change',
@@ -597,5 +605,6 @@ export const EXCHANGE_CHANNELS_INFO = {
   hyperliquid: HYPERLIQUID_CHANNELS,
   lighter: LIGHTER_CHANNELS,
   bullish: BULLISH_CHANNELS,
+  mexc: MEXC_CHANNELS,
   polymarket: POLYMARKET_CHANNELS
 }

src/consts.ts

@@ -33,6 +33,7 @@ import { kucoinMappers } from './kucoin.ts'
 import { kucoinFuturesMappers } from './kucoinfutures.ts'
 import { lighterMappers } from './lighter.ts'
 import { Mapper } from './mapper.ts'
+import { mexcMappers } from './mexc.ts'
 import { okexMappers } from './okex.ts'
 import { phemexMappers } from './phemex.ts'
 import { poloniexMappers } from './poloniex.ts'
@@ -85,6 +86,7 @@ const registeredMappers = mergeExchangeMappers(
   kucoinMappers,
   kucoinFuturesMappers,
   lighterMappers,
+  mexcMappers,
   okexMappers,
   phemexMappers,
   poloniexMappers,