tardis-dev 12.7.9 → 13.1.2

package/src/mappers/serum.ts

@@ -1,6 +1,6 @@
+import { asNumberIfValid, upperCaseSymbols } from '../handy'
+import { BookChange, BookTicker, Exchange, Trade } from '../types'
 import { Mapper } from './mapper'
-import { Trade, BookChange, BookTicker, Exchange } from '../types'
-import { asNumberIfValid } from '../handy'
 
 export class SerumTradesMapper implements Mapper<'serum' | 'star-atlas', Trade> {
   constructor(private readonly _exchange: Exchange) {}
@@ -10,6 +10,10 @@ export class SerumTradesMapper implements Mapper<'serum' | 'star-atlas', Trade>
   }
 
   getFilters(symbols?: string[]) {
+    if (this._exchange === 'serum') {
+      symbols = upperCaseSymbols(symbols)
+    }
+
     return [
       {
         channel: 'trade',
@@ -21,7 +25,7 @@ export class SerumTradesMapper implements Mapper<'serum' | 'star-atlas', Trade>
   *map(message: SerumVialTrade, localTimestamp: Date): IterableIterator<Trade> {
     yield {
       type: 'trade',
-      symbol: message.market,
+      symbol: message.market.toUpperCase(),
       exchange: this._exchange,
       id: message.id,
       price: Number(message.price),
@@ -41,6 +45,10 @@ export class SerumBookChangeMapper implements Mapper<'serum' | 'star-atlas', Boo
   }
 
   getFilters(symbols?: string[]) {
+    if (this._exchange === 'serum') {
+      symbols = upperCaseSymbols(symbols)
+    }
+
     return [
       {
         channel: 'l2snapshot',
@@ -56,7 +64,7 @@ export class SerumBookChangeMapper implements Mapper<'serum' | 'star-atlas', Boo
   *map(message: SerumVialL2Snapshot | SerumVialL2Update, localTimestamp: Date): IterableIterator<BookChange> {
     yield {
       type: 'book_change',
-      symbol: message.market,
+      symbol: message.market.toUpperCase(),
       exchange: this._exchange,
       isSnapshot: message.type === 'l2snapshot',
       bids: message.bids.map(this.mapBookLevel),
@@ -81,6 +89,10 @@ export class SerumBookTickerMapper implements Mapper<'serum' | 'star-atlas', Boo
   }
 
   getFilters(symbols?: string[]) {
+    if (this._exchange === 'serum') {
+      symbols = upperCaseSymbols(symbols)
+    }
+
     return [
       {
         channel: 'quote',
@@ -92,7 +104,7 @@ export class SerumBookTickerMapper implements Mapper<'serum' | 'star-atlas', Boo
   *map(message: SerumVialQuote, localTimestamp: Date): IterableIterator<BookTicker> {
     yield {
       type: 'book_ticker',
-      symbol: message.market,
+      symbol: message.market.toUpperCase(),
       exchange: this._exchange,
 
       askAmount: message.bestAsk !== undefined ? asNumberIfValid(message.bestAsk[1]) : undefined,

package/src/mappers/upbit.ts

@@ -1,5 +1,6 @@
+import { upperCaseSymbols } from '../handy'
+import { BookChange, BookPriceLevel, Trade } from '../types'
 import { Mapper } from './mapper'
-import { Trade, BookChange, BookPriceLevel } from '../types'
 
 export class UpbitTradesMapper implements Mapper<'upbit', Trade> {
   canHandle(message: UpbitTrade) {
@@ -7,6 +8,8 @@ export class UpbitTradesMapper implements Mapper<'upbit', Trade> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trade',
@@ -36,6 +39,8 @@ export class UpbitBookChangeMapper implements Mapper<'upbit', BookChange> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'orderbook',

package/src/realtimefeeds/okex.ts

@@ -3,14 +3,40 @@ import { Filter } from '../types'
 import { RealTimeFeedBase } from './realtimefeed'
 
 export class OkexRealTimeFeed extends RealTimeFeedBase {
-  protected wssURL = 'wss://real.okex.com:8443/ws/v3'
+  protected wssURL = 'wss://ws.okex.com:8443/ws/v5/public'
 
-  protected decompress = (message: any) => {
-    message = inflateRawSync(message) as Buffer
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    const args = filters
+      .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`)
+        }
 
-    return message
+        return filter.symbols.map((symbol) => {
+          return {
+            channel: filter.channel,
+            instId: symbol
+          }
+        })
+      })
+      .flatMap((s) => s)
+
+    return [
+      {
+        op: 'subscribe',
+        args: [...new Set(args)]
+      }
+    ]
   }
 
+  protected messageIsError(message: any): boolean {
+    return message.event === 'error'
+  }
+}
+
+export class OKCoinRealTimeFeed extends RealTimeFeedBase {
+  protected wssURL = 'wss://real.okcoin.com:8443/ws/v3'
+
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
     const args = filters
       .map((filter) => {
@@ -35,17 +61,19 @@ export class OkexRealTimeFeed extends RealTimeFeedBase {
   protected messageIsError(message: any): boolean {
     return message.event === 'error'
   }
-}
 
-export class OKCoinRealTimeFeed extends OkexRealTimeFeed {
-  protected wssURL = 'wss://real.okcoin.com:8443/ws/v3'
+  protected decompress = (message: any) => {
+    message = inflateRawSync(message) as Buffer
+
+    return message
+  }
 }
 
 export class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
-  private _defaultIndexes = ['BTC-USD', 'ETH-USD', 'EOS-USD']
+  private _defaultIndexes = ['BTC-USD', 'ETH-USD']
 
   private _channelRequiresIndexNotSymbol(channel: string) {
-    if (channel === 'index/ticker' || channel === 'option/summary') {
+    if (channel === 'index-tickers' || channel === 'opt-summary') {
       return true
     }
     return false
@@ -70,7 +98,11 @@ export class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
             const symbolParts = symbol.split('-')
             finalSymbol = `${symbolParts[0]}-${symbolParts[1]}`
           }
-          return `${filter.channel}:${finalSymbol}`
+          return {
+            channel: filter.channel,
+            instId: filter.channel !== 'opt-summary' ? finalSymbol : undefined,
+            uly: filter.channel === 'opt-summary' ? finalSymbol : undefined
+          }
         })
       })
       .flatMap((s) => s)

package/src/replay.ts

@@ -247,12 +247,6 @@ export function replayNormalized<T extends Exchange, U extends MapperFactory<T,
     ? X
     : never
 > {
-  // mappers assume that symbols are uppercased by default
-  // if user by mistake provide lowercase one let's automatically fix it
-  if (symbols !== undefined) {
-    symbols = symbols.map((s) => s.toUpperCase())
-  }
-
   const fromDate = parseAsUTCDate(from)
 
   validateReplayNormalizedOptions(fromDate, normalizers)
@@ -275,8 +269,9 @@ export function replayNormalized<T extends Exchange, U extends MapperFactory<T,
 
   // filter normalized messages by symbol as some exchanges do not provide server side filtering so we could end up with messages
   // for symbols we've not requested for
+  const upperCaseSymbols = symbols !== undefined ? symbols.map((s) => s.toUpperCase()) : undefined
   const filter = (symbol: string) => {
-    return symbols === undefined || symbols.length === 0 || symbols.includes(symbol)
+    return upperCaseSymbols === undefined || upperCaseSymbols.length === 0 || upperCaseSymbols.includes(symbol)
   }
 
   return normalizeMessages(exchange, messages, mappers, createMappers, withDisconnectMessages, filter)

package/src/stream.ts

@@ -61,12 +61,6 @@ async function* _streamNormalized<T extends Exchange, U extends MapperFactory<T,
     ? X
     : never
 > {
-  // mappers assume that symbols are uppercased by default
-  // if user by mistake provide lowercase one let's automatically fix it
-  if (symbols !== undefined) {
-    symbols = symbols.map((s) => s.toUpperCase())
-  }
-
   while (true) {
     try {
       const createMappers = (localTimestamp: Date) => normalizers.map((m) => m(exchange, localTimestamp))
@@ -83,8 +77,10 @@ async function* _streamNormalized<T extends Exchange, U extends MapperFactory<T,
 
       // filter normalized messages by symbol as some exchanges do not offer subscribing to specific symbols for some of the channels
       // for example Phemex market24h channel
+
+      const upperCaseSymbols = symbols !== undefined ? symbols.map((s) => s.toUpperCase()) : undefined
       const filter = (symbol: string) => {
-        return symbols === undefined || symbols.length === 0 || symbols.includes(symbol)
+        return upperCaseSymbols === undefined || upperCaseSymbols.length === 0 || upperCaseSymbols.includes(symbol)
       }
 
       const normalizedMessages = normalizeMessages(exchange, messages, mappers, createMappers, withDisconnectMessages, filter, new Date())