Chain frames#

const FIELDS = ['bid', 'ask', 'bidSize', 'askSize', 'oi', 'iv', 'delta', 'gamma', 'vanna', 'charm', 'gex', 'dex', 'vex', 'cex'];

export function decode(bytes: Uint8Array) {
    const view = new DataView(bytes.buffer, bytes.byteOffset, bytes.byteLength);
    let at = 0;
    const step = (size: number) => (at += size) - size;
    const u8 = () => view.getUint8(step(1));
    const u16 = () => view.getUint16(step(2), true);
    const u32 = () => view.getUint32(step(4), true);
    const i32 = () => view.getInt32(step(4), true);
    const f32 = () => view.getFloat32(step(4), true);
    const u64 = () => view.getBigUint64(step(8), true);
    const text = (size: number) => new TextDecoder().decode(bytes.subarray(step(size), at));
    const float = () => { const value = f32(); return Number.isNaN(value) ? null : value; };
    const price = () => { const value = i32(); return value === 0 ? null : value / 1e4; };

    const field = (index: number) => {
        if (index < 2) return price();
        if (index < 5) return u32();
        if (index === 6) { const value = view.getInt16(step(2), true); return value === -0x8000 ? null : value / 1e4; }
        return float();
    };

    if (text(4) !== 'CCH2') throw new Error('Unknown frame');
    const kind = u8();
    const tier = u8();
    const root = text(u8());
    const seq = u64();
    const timeNs = u64();
    const modelVersion = u16();
    const expiry = {
        date: new Date(u16() * 86_400_000).toISOString().slice(0, 10),
        forward: i32() / 1e4, spot: i32() / 1e4,
        gex: f32(), dex: f32(), vex: f32(), cex: f32(),
        callOi: u32(), putOi: u32(),
    };
    const header = { kind, tier, root, seq, timeNs, modelVersion, expiry };

    const count = u16();
    if (kind === 1) {
        const contracts = Array.from({ length: count }, () => {
            const contract: Record<string, unknown> = { strike: i32() / 1e3, right: u8() === 1 ? 'C' : 'P' };
            FIELDS.forEach((name, index) => { contract[name] = field(index); });
            return contract;
        });
        return { ...header, contracts };
    }
    const changes = Array.from({ length: count }, () => {
        const index = u16();
        const mask = u16();
        const values: Record<string, number | null> = {};
        FIELDS.forEach((name, bit) => { if (mask & (1 << bit)) values[name] = field(bit); });
        return { index, values };
    });
    return { ...header, changes };
}