fix phemex sol spot normalization

Author: thaaddeus

src/mappers/phemex.ts

@@ -27,6 +27,11 @@ function getQtyScale(symbol: string) {
   return 1
 }
 
+function isExcludedFromNormalizedOutput(symbol: string) {
+  // Matches tardis-api metadata: Phemex spot OL/USDT uses sOLUSDT, which collides with SOLUSDT when normalized.
+  return symbol === 'sOLUSDT'
+}
+
 const COINS_STARTING_WITH_S = [
   'SOLUSD',
   'SUSHIUSD',
@@ -163,10 +168,13 @@ export const phemexTradesMapper: Mapper<'phemex', Trade> = {
   },
 
   *map(message: PhemexTradeMessage, localTimestamp: Date): IterableIterator<Trade> {
+    const symbol = message.symbol
+    if (isExcludedFromNormalizedOutput(symbol)) {
+      return
+    }
+
     if ('trades' in message) {
       for (const [timestamp, side, priceEp, qty] of message.trades) {
-        const symbol = message.symbol
-
         yield {
           type: 'trade',
           symbol: symbol.toUpperCase(),
@@ -181,8 +189,6 @@ export const phemexTradesMapper: Mapper<'phemex', Trade> = {
       }
     } else if ('trades_p' in message) {
       for (const [timestamp, side, price, qty] of message.trades_p) {
-        const symbol = message.symbol
-
         yield {
           type: 'trade',
           symbol: symbol.toUpperCase(),
@@ -253,6 +259,10 @@ export const phemexBookChangeMapper: Mapper<'phemex', BookChange> = {
 
   *map(message: PhemexBookMessage, localTimestamp: Date): IterableIterator<BookChange> {
     const symbol = message.symbol
+    if (isExcludedFromNormalizedOutput(symbol)) {
+      return
+    }
+
     if ('book' in message) {
       const mapBookLevel = mapBookLevelForSymbol(symbol)
       yield {

test/__snapshots__/mappers.test.ts.snap

@@ -12118,6 +12118,10 @@ exports[`mappers map phemex messages 15`] = `
 ]
 `;
 
+exports[`mappers map phemex messages 16`] = `[]`;
+
+exports[`mappers map phemex messages 17`] = `[]`;
+
 exports[`mappers map poloniex messages 1`] = `
 [
   {

test/mappers.test.ts

@@ -6675,7 +6675,19 @@ describe('mappers', () => {
         timestamp: 1669198855202180601,
         type: 'incremental'
       },
-      { sequence: 80321106, symbol: 'XRPUSDT', trades_p: [[1669198857616162039, 'Buy', '0.3758', '244.65']], type: 'incremental' }
+      { sequence: 80321106, symbol: 'XRPUSDT', trades_p: [[1669198857616162039, 'Buy', '0.3758', '244.65']], type: 'incremental' },
+      {
+        book: {
+          asks: [[1238100, 11840000000]],
+          bids: [[1238000, 10000000000]]
+        },
+        depth: 30,
+        sequence: 23906375249,
+        symbol: 'sOLUSDT',
+        timestamp: 1772323195423084785,
+        type: 'incremental'
+      },
+      { sequence: 23912236867, symbol: 'sOLUSDT', trades: [[1772323222771984119, 'Sell', 1228700, 41250000000]], type: 'incremental' }
     ]
     const phemex = createMapper('phemex')