tardis-dev 13.0.0 → 13.1.0

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Files changed (21) hide show
  1. package/dist/consts.d.ts +4 -4
  2. package/dist/consts.d.ts.map +1 -1
  3. package/dist/consts.js +58 -4
  4. package/dist/consts.js.map +1 -1
  5. package/dist/mappers/index.d.ts +3 -3
  6. package/dist/mappers/index.d.ts.map +1 -1
  7. package/dist/mappers/index.js +43 -23
  8. package/dist/mappers/index.js.map +1 -1
  9. package/dist/mappers/okex.d.ts +244 -0
  10. package/dist/mappers/okex.d.ts.map +1 -1
  11. package/dist/mappers/okex.js +384 -1
  12. package/dist/mappers/okex.js.map +1 -1
  13. package/dist/realtimefeeds/okex.d.ts +4 -2
  14. package/dist/realtimefeeds/okex.d.ts.map +1 -1
  15. package/dist/realtimefeeds/okex.js +38 -10
  16. package/dist/realtimefeeds/okex.js.map +1 -1
  17. package/package.json +1 -1
  18. package/src/consts.ts +62 -4
  19. package/src/mappers/index.ts +77 -24
  20. package/src/mappers/okex.ts +565 -0
  21. package/src/realtimefeeds/okex.ts +42 -10
package/dist/consts.d.ts CHANGED
@@ -6,10 +6,10 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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  cryptofacilities: readonly ["trade", "trade_snapshot", "book", "book_snapshot", "ticker", "heartbeat"];
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  bitstamp: readonly ["live_trades", "live_orders", "diff_order_book"];
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  kraken: readonly ["trade", "ticker", "book", "spread"];
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- okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate"];
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- 'okex-swap': readonly ["swap/trade", "swap/depth", "swap/depth_l2_tbt", "swap/ticker", "swap/funding_rate", "swap/mark_price", "swap/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin"];
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- 'okex-futures': readonly ["futures/trade", "futures/depth", "futures/depth_l2_tbt", "futures/ticker", "futures/mark_price", "futures/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin"];
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- 'okex-options': readonly ["option/trade", "option/depth", "option/depth_l2_tbt", "option/ticker", "option/summary", "option/instruments", "index/ticker", "system/status", "option/trades"];
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+ okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate", "trades", "books-l2-tbt", "tickers", "interest-rate-loan-quota", "vip-interest-rate-loan-quota", "status", "instruments", "taker-volume"];
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+ 'okex-swap': readonly ["swap/trade", "swap/depth", "swap/depth_l2_tbt", "swap/ticker", "swap/funding_rate", "swap/mark_price", "swap/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "books-l2-tbt", "tickers", "open-interest", "mark-price", "price-limit", "funding-rate", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations"];
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+ 'okex-futures': readonly ["futures/trade", "futures/depth", "futures/depth_l2_tbt", "futures/ticker", "futures/mark_price", "futures/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "books-l2-tbt", "tickers", "open-interest", "mark-price", "price-limit", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations"];
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+ 'okex-options': readonly ["option/trade", "option/depth", "option/depth_l2_tbt", "option/ticker", "option/summary", "option/instruments", "index/ticker", "system/status", "option/trades", "trades", "books-l2-tbt", "tickers", "opt-summary", "status", "instruments", "index-tickers", "open-interest", "mark-price", "price-limit"];
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  binance: readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "recentTrades", "borrowInterest"];
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  'binance-jersey': readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "recentTrades", "borrowInterest"];
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  'binance-dex': readonly ["trades", "marketDiff", "depthSnapshot", "ticker"];
package/dist/consts.d.ts.map CHANGED
@@ -1 +1 @@
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+ {"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,sjBA2CZ,CAAA;AAwTV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA2ClC,CAAA"}
package/dist/consts.js CHANGED
@@ -100,7 +100,23 @@ const DERIBIT_CHANNELS = [
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  'platform_state'
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  ];
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  const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread'];
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- const OKEX_CHANNELS = ['spot/trade', 'spot/depth', 'spot/depth_l2_tbt', 'spot/ticker', 'system/status', 'margin/interest_rate'];
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+ const OKEX_CHANNELS = [
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+ 'spot/trade',
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+ 'spot/depth',
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+ 'spot/depth_l2_tbt',
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+ 'spot/ticker',
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+ 'system/status',
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+ 'margin/interest_rate',
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+ // v5
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+ 'trades',
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+ 'books-l2-tbt',
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+ 'tickers',
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+ 'interest-rate-loan-quota',
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+ 'vip-interest-rate-loan-quota',
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+ 'status',
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+ 'instruments',
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+ 'taker-volume'
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+ ];
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  const OKCOIN_CHANNELS = ['spot/trade', 'spot/depth', 'spot/depth_l2_tbt', 'spot/ticker', 'system/status'];
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  const OKEX_FUTURES_CHANNELS = [
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  'futures/trade',
@@ -113,7 +129,20 @@ const OKEX_FUTURES_CHANNELS = [
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  'system/status',
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  'information/sentiment',
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  'information/long_short_ratio',
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- 'information/margin'
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+ 'information/margin',
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+ // v5
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+ 'trades',
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+ 'books-l2-tbt',
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+ 'tickers',
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+ 'open-interest',
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+ 'mark-price',
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+ 'price-limit',
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+ 'status',
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+ 'instruments',
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+ 'index-tickers',
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+ 'long-short-account-ratio',
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+ 'taker-volume',
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+ 'liquidations'
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  ];
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  const OKEX_SWAP_CHANNELS = [
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  'swap/trade',
@@ -127,7 +156,21 @@ const OKEX_SWAP_CHANNELS = [
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  'system/status',
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  'information/sentiment',
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  'information/long_short_ratio',
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- 'information/margin'
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+ 'information/margin',
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+ //v5
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+ 'trades',
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+ 'books-l2-tbt',
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+ 'tickers',
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+ 'open-interest',
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+ 'mark-price',
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+ 'price-limit',
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+ 'funding-rate',
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+ 'status',
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+ 'instruments',
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+ 'index-tickers',
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+ 'long-short-account-ratio',
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+ 'taker-volume',
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+ 'liquidations'
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  ];
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  const OKEX_OPTIONS_CHANNELS = [
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  'option/trade',
@@ -138,7 +181,18 @@ const OKEX_OPTIONS_CHANNELS = [
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  'option/instruments',
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  'index/ticker',
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  'system/status',
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- 'option/trades'
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+ 'option/trades',
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+ //v5
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+ 'trades',
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+ 'books-l2-tbt',
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+ 'tickers',
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+ 'opt-summary',
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+ 'status',
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+ 'instruments',
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+ 'index-tickers',
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+ 'open-interest',
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+ 'mark-price',
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+ 'price-limit'
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  ];
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  const COINFLEX_CHANNELS = ['futures/depth', 'trade', 'ticker'];
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  const CRYPTOFACILITIES_CHANNELS = ['trade', 'trade_snapshot', 'book', 'book_snapshot', 'ticker', 'heartbeat'];
package/dist/consts.js.map CHANGED
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package/dist/mappers/index.d.ts CHANGED
@@ -4,7 +4,7 @@ export * from './mapper';
4
4
  export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "huobi-dm-options" | "star-atlas">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
5
5
  export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "huobi-dm-options" | "star-atlas">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
6
6
  export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex" | "ascendex" | "dydx">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
7
- export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "okex-options" | "huobi-dm-options">(exchange: T, _localTimestamp: Date) => Mapper<T, OptionSummary>;
8
- export declare const normalizeLiquidations: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit">(exchange: T, _localTimestamp: Date) => Mapper<T, Liquidation>;
9
- export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "ftx-us" | "binance-us" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "star-atlas">(exchange: T, _localTimestamp: Date) => Mapper<T, BookTicker>;
7
+ export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "okex-options" | "huobi-dm-options">(exchange: T, localTimestamp: Date) => Mapper<T, OptionSummary>;
8
+ export declare const normalizeLiquidations: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit">(exchange: T, localTimestamp: Date) => Mapper<T, Liquidation>;
9
+ export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "ftx-us" | "binance-us" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "star-atlas">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
10
10
  //# sourceMappingURL=index.d.ts.map
package/dist/mappers/index.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AA+DtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAcjC,cAAc,UAAU,CAAA;AA2LxB,eAAO,MAAM,eAAe,8nBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,8nBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,4UAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,gHAEjB,IAAI,6BAStB,CAAA;AAED,eAAO,MAAM,qBAAqB,iQAEf,IAAI,2BAStB,CAAA;AAED,eAAO,MAAM,oBAAoB,obAEd,IAAI,0BAStB,CAAA"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AA+DtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAoBjC,cAAc,UAAU,CAAA;AA0OxB,eAAO,MAAM,eAAe,8nBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,8nBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,4UAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,+GAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,mbAEf,IAAI,0BASrB,CAAA"}
package/dist/mappers/index.js CHANGED
@@ -47,6 +47,10 @@ const isRealTime = (date) => {
47
47
  }
48
48
  return date.valueOf() + THREE_MINUTES_IN_MS > new Date().valueOf();
49
49
  };
50
+ const OKEX_V5_API_SWITCH_DATE = new Date('2021-12-23T00:00:00.000Z');
51
+ const shouldUseOkexV5Mappers = (localTimestamp) => {
52
+ return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_API_SWITCH_DATE.valueOf();
53
+ };
50
54
  const tradesMappers = {
51
55
  bitmex: () => bitmex_1.bitmexTradesMapper,
52
56
  binance: () => new binance_1.BinanceTradesMapper('binance'),
@@ -66,10 +70,10 @@ const tradesMappers = {
66
70
  'ftx-us': () => new ftx_1.FTXTradesMapper('ftx-us'),
67
71
  gemini: () => gemini_1.geminiTradesMapper,
68
72
  kraken: () => kraken_1.krakenTradesMapper,
69
- okex: () => new okex_1.OkexTradesMapper('okex', 'spot'),
70
- 'okex-futures': () => new okex_1.OkexTradesMapper('okex-futures', 'futures'),
71
- 'okex-swap': () => new okex_1.OkexTradesMapper('okex-swap', 'swap'),
72
- 'okex-options': () => new okex_1.OkexTradesMapper('okex-options', 'option'),
73
+ okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okex') : new okex_1.OkexTradesMapper('okex', 'spot'),
74
+ 'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okex-futures') : new okex_1.OkexTradesMapper('okex-futures', 'futures'),
75
+ 'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okex-swap') : new okex_1.OkexTradesMapper('okex-swap', 'swap'),
76
+ 'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okex-options') : new okex_1.OkexTradesMapper('okex-options', 'option'),
73
77
  huobi: () => new huobi_1.HuobiTradesMapper('huobi'),
74
78
  'huobi-dm': () => new huobi_1.HuobiTradesMapper('huobi-dm'),
75
79
  'huobi-dm-swap': () => new huobi_1.HuobiTradesMapper('huobi-dm-swap'),
@@ -110,10 +114,18 @@ const bookChangeMappers = {
110
114
  'ftx-us': () => new ftx_1.FTXBookChangeMapper('ftx-us'),
111
115
  gemini: () => gemini_1.geminiBookChangeMapper,
112
116
  kraken: () => kraken_1.krakenBookChangeMapper,
113
- okex: (localTimestamp) => new okex_1.OkexBookChangeMapper('okex', 'spot', localTimestamp.valueOf() >= new Date('2020-04-10').valueOf()),
114
- 'okex-futures': (localTimestamp) => new okex_1.OkexBookChangeMapper('okex-futures', 'futures', localTimestamp.valueOf() >= new Date('2019-12-05').valueOf()),
115
- 'okex-swap': (localTimestamp) => new okex_1.OkexBookChangeMapper('okex-swap', 'swap', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
116
- 'okex-options': (localTimestamp) => new okex_1.OkexBookChangeMapper('okex-options', 'option', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
117
+ okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
118
+ ? new okex_1.OkexV5BookChangeMapper('okex')
119
+ : new okex_1.OkexBookChangeMapper('okex', 'spot', localTimestamp.valueOf() >= new Date('2020-04-10').valueOf()),
120
+ 'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
121
+ ? new okex_1.OkexV5BookChangeMapper('okex-futures')
122
+ : new okex_1.OkexBookChangeMapper('okex-futures', 'futures', localTimestamp.valueOf() >= new Date('2019-12-05').valueOf()),
123
+ 'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
124
+ ? new okex_1.OkexV5BookChangeMapper('okex-swap')
125
+ : new okex_1.OkexBookChangeMapper('okex-swap', 'swap', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
126
+ 'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
127
+ ? new okex_1.OkexV5BookChangeMapper('okex-options')
128
+ : new okex_1.OkexBookChangeMapper('okex-options', 'option', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
117
129
  huobi: (localTimestamp) => localTimestamp.valueOf() >= new Date('2020-07-03').valueOf()
118
130
  ? new huobi_1.HuobiMBPBookChangeMapper('huobi')
119
131
  : new huobi_1.HuobiBookChangeMapper('huobi'),
@@ -144,8 +156,10 @@ const derivativeTickersMappers = {
144
156
  'bitfinex-derivatives': () => new bitfinex_1.BitfinexDerivativeTickerMapper(),
145
157
  cryptofacilities: () => new cryptofacilities_1.CryptofacilitiesDerivativeTickerMapper(),
146
158
  deribit: () => new deribit_1.DeribitDerivativeTickerMapper(),
147
- 'okex-futures': () => new okex_1.OkexDerivativeTickerMapper('okex-futures'),
148
- 'okex-swap': () => new okex_1.OkexDerivativeTickerMapper('okex-swap'),
159
+ 'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
160
+ ? new okex_1.OkexV5DerivativeTickerMapper('okex-futures')
161
+ : new okex_1.OkexDerivativeTickerMapper('okex-futures'),
162
+ 'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5DerivativeTickerMapper('okex-swap') : new okex_1.OkexDerivativeTickerMapper('okex-swap'),
149
163
  bybit: () => new bybit_1.BybitDerivativeTickerMapper(),
150
164
  phemex: () => new phemex_1.PhemexDerivativeTickerMapper(),
151
165
  ftx: () => new ftx_1.FTXDerivativeTickerMapper('ftx'),
@@ -160,7 +174,7 @@ const derivativeTickersMappers = {
160
174
  };
161
175
  const optionsSummaryMappers = {
162
176
  deribit: () => new deribit_1.DeribitOptionSummaryMapper(),
163
- 'okex-options': () => new okex_1.OkexOptionSummaryMapper(),
177
+ 'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5OptionSummaryMapper() : new okex_1.OkexOptionSummaryMapper(),
164
178
  'binance-options': () => new binanceoptions_1.BinanceOptionSummaryMapper(),
165
179
  'huobi-dm-options': () => new huobi_1.HuobiOptionsSummaryMapper()
166
180
  };
@@ -176,8 +190,10 @@ const liquidationsMappers = {
176
190
  'huobi-dm-swap': () => new huobi_1.HuobiLiquidationsMapper('huobi-dm-swap'),
177
191
  'huobi-dm-linear-swap': () => new huobi_1.HuobiLiquidationsMapper('huobi-dm-linear-swap'),
178
192
  bybit: () => new bybit_1.BybitLiquidationsMapper('bybit'),
179
- 'okex-futures': () => new okex_1.OkexLiquidationsMapper('okex-futures', 'futures'),
180
- 'okex-swap': () => new okex_1.OkexLiquidationsMapper('okex-swap', 'swap')
193
+ 'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
194
+ ? new okex_1.OkexV5LiquidationsMapper('okex-futures')
195
+ : new okex_1.OkexLiquidationsMapper('okex-futures', 'futures'),
196
+ 'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5LiquidationsMapper('okex-swap') : new okex_1.OkexLiquidationsMapper('okex-swap', 'swap')
181
197
  };
182
198
  const bookTickersMappers = {
183
199
  binance: () => new binance_1.BinanceBookTickerMapper('binance'),
@@ -200,10 +216,14 @@ const bookTickersMappers = {
200
216
  'huobi-dm-swap': () => new huobi_1.HuobiBookTickerMapper('huobi-dm-swap'),
201
217
  'huobi-dm-linear-swap': () => new huobi_1.HuobiBookTickerMapper('huobi-dm-linear-swap'),
202
218
  kraken: () => kraken_1.krakenBookTickerMapper,
203
- okex: () => new okex_1.OkexBookTickerMapper('okex', 'spot'),
204
- 'okex-futures': () => new okex_1.OkexBookTickerMapper('okex-futures', 'futures'),
205
- 'okex-swap': () => new okex_1.OkexBookTickerMapper('okex-swap', 'swap'),
206
- 'okex-options': () => new okex_1.OkexBookTickerMapper('okex-options', 'option'),
219
+ okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5BookTickerMapper('okex') : new okex_1.OkexBookTickerMapper('okex', 'spot'),
220
+ 'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
221
+ ? new okex_1.OkexV5BookTickerMapper('okex-futures')
222
+ : new okex_1.OkexBookTickerMapper('okex-futures', 'futures'),
223
+ 'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5BookTickerMapper('okex-swap') : new okex_1.OkexBookTickerMapper('okex-swap', 'swap'),
224
+ 'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
225
+ ? new okex_1.OkexV5BookTickerMapper('okex-options')
226
+ : new okex_1.OkexBookTickerMapper('okex-options', 'option'),
207
227
  okcoin: () => new okex_1.OkexBookTickerMapper('okcoin', 'spot'),
208
228
  serum: () => new serum_1.SerumBookTickerMapper('serum'),
209
229
  'star-atlas': () => new serum_1.SerumBookTickerMapper('star-atlas')
@@ -232,28 +252,28 @@ const normalizeDerivativeTickers = (exchange, localTimestamp) => {
232
252
  return createDerivativeTickerMapper(localTimestamp);
233
253
  };
234
254
  exports.normalizeDerivativeTickers = normalizeDerivativeTickers;
235
- const normalizeOptionsSummary = (exchange, _localTimestamp) => {
255
+ const normalizeOptionsSummary = (exchange, localTimestamp) => {
236
256
  const createOptionSummaryMapper = optionsSummaryMappers[exchange];
237
257
  if (createOptionSummaryMapper === undefined) {
238
258
  throw new Error(`normalizeOptionsSummary: ${exchange} not supported`);
239
259
  }
240
- return createOptionSummaryMapper();
260
+ return createOptionSummaryMapper(localTimestamp);
241
261
  };
242
262
  exports.normalizeOptionsSummary = normalizeOptionsSummary;
243
- const normalizeLiquidations = (exchange, _localTimestamp) => {
263
+ const normalizeLiquidations = (exchange, localTimestamp) => {
244
264
  const createLiquidationsMapper = liquidationsMappers[exchange];
245
265
  if (createLiquidationsMapper === undefined) {
246
266
  throw new Error(`normalizeLiquidations: ${exchange} not supported`);
247
267
  }
248
- return createLiquidationsMapper();
268
+ return createLiquidationsMapper(localTimestamp);
249
269
  };
250
270
  exports.normalizeLiquidations = normalizeLiquidations;
251
- const normalizeBookTickers = (exchange, _localTimestamp) => {
271
+ const normalizeBookTickers = (exchange, localTimestamp) => {
252
272
  const createTickerMapper = bookTickersMappers[exchange];
253
273
  if (createTickerMapper === undefined) {
254
274
  throw new Error(`normalizeBookTickers: ${exchange} not supported`);
255
275
  }
256
- return createTickerMapper();
276
+ return createTickerMapper(localTimestamp);
257
277
  };
258
278
  exports.normalizeBookTickers = normalizeBookTickers;
259
279
  //# sourceMappingURL=index.js.map
package/dist/mappers/index.js.map CHANGED
@@ -1 +1 @@
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1
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package/dist/mappers/okex.d.ts CHANGED
@@ -1,5 +1,249 @@
1
1
  import { BookChange, DerivativeTicker, Exchange, Trade, OptionSummary, Liquidation, BookTicker } from '../types';
2
2
  import { Mapper } from './mapper';
3
+ export declare class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
4
+ private readonly _exchange;
5
+ constructor(_exchange: Exchange);
6
+ canHandle(message: any): boolean;
7
+ getFilters(symbols?: string[]): {
8
+ channel: "trades";
9
+ symbols: string[] | undefined;
10
+ }[];
11
+ map(okexTradesMessage: OkexV5TradeMessage, localTimestamp: Date): IterableIterator<Trade>;
12
+ }
13
+ export declare class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
14
+ private readonly _exchange;
15
+ constructor(_exchange: Exchange);
16
+ canHandle(message: any): boolean;
17
+ getFilters(symbols?: string[]): {
18
+ channel: "books-l2-tbt";
19
+ symbols: string[] | undefined;
20
+ }[];
21
+ map(okexDepthDataMessage: OkexV5BookMessage, localTimestamp: Date): IterableIterator<BookChange>;
22
+ }
23
+ export declare class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
24
+ private readonly _exchange;
25
+ constructor(_exchange: Exchange);
26
+ canHandle(message: any): boolean;
27
+ getFilters(symbols?: string[]): {
28
+ channel: "tickers";
29
+ symbols: string[] | undefined;
30
+ }[];
31
+ map(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker>;
32
+ }
33
+ export declare class OkexV5DerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
34
+ private readonly _exchange;
35
+ private readonly pendingTickerInfoHelper;
36
+ private readonly _indexPrices;
37
+ private _futuresChannels;
38
+ private _swapChannels;
39
+ constructor(_exchange: Exchange);
40
+ canHandle(message: any): boolean;
41
+ getFilters(symbols?: string[]): ({
42
+ channel: "index-tickers";
43
+ symbols: string[] | undefined;
44
+ } | {
45
+ channel: "tickers" | "open-interest" | "mark-price" | "funding-rate";
46
+ symbols: string[] | undefined;
47
+ })[];
48
+ map(message: OkexV5TickerMessage | OkexV5OpenInterestMessage | OkexV5MarkPriceMessage | OkexV5IndexTickerMessage | OkexV5FundingRateMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
49
+ }
50
+ export declare class OkexV5LiquidationsMapper implements Mapper<OKEX_EXCHANGES, Liquidation> {
51
+ private readonly _exchange;
52
+ constructor(_exchange: Exchange);
53
+ canHandle(message: any): boolean;
54
+ getFilters(symbols?: string[]): any[];
55
+ map(okexLiquidationMessage: OkexV5LiquidationMessage, localTimestamp: Date): IterableIterator<Liquidation>;
56
+ }
57
+ export declare class OkexV5OptionSummaryMapper implements Mapper<'okex-options', OptionSummary> {
58
+ private readonly _indexPrices;
59
+ private readonly _openInterests;
60
+ private readonly _markPrices;
61
+ private readonly _tickers;
62
+ private readonly expiration_regex;
63
+ canHandle(message: any): boolean;
64
+ getFilters(symbols?: string[]): ({
65
+ readonly channel: "opt-summary";
66
+ readonly symbols: string[];
67
+ } | {
68
+ readonly channel: "index-tickers";
69
+ readonly symbols: string[] | undefined;
70
+ } | {
71
+ readonly channel: "tickers";
72
+ readonly symbols: string[] | undefined;
73
+ } | {
74
+ readonly channel: "open-interest";
75
+ readonly symbols: string[] | undefined;
76
+ } | {
77
+ readonly channel: "mark-price";
78
+ readonly symbols: string[] | undefined;
79
+ })[];
80
+ map(message: OkexV5SummaryMessage | OkexV5IndexTickerMessage | OkexV5TickerMessage | OkexV5OpenInterestMessage | OkexV5MarkPriceMessage, localTimestamp: Date): IterableIterator<OptionSummary> | undefined;
81
+ }
82
+ declare type OkexV5TradeMessage = {
83
+ arg: {
84
+ channel: 'trades';
85
+ instId: 'CRV-USDT';
86
+ };
87
+ data: [{
88
+ instId: 'CRV-USDT';
89
+ tradeId: '21300150';
90
+ px: '3.973';
91
+ sz: '13.491146';
92
+ side: 'buy';
93
+ ts: '1639999319938';
94
+ }];
95
+ };
96
+ declare type OkexV5BookLevel = [string, string, string, string];
97
+ declare type OkexV5BookMessage = {
98
+ arg: {
99
+ channel: 'books-l2-tbt';
100
+ instId: string;
101
+ };
102
+ action: 'snapshot';
103
+ data: [
104
+ {
105
+ asks: OkexV5BookLevel[];
106
+ bids: OkexV5BookLevel[];
107
+ ts: string;
108
+ }
109
+ ];
110
+ } | {
111
+ arg: {
112
+ channel: 'books-l2-tbt';
113
+ instId: string;
114
+ };
115
+ action: 'update';
116
+ data: [{
117
+ asks: OkexV5BookLevel[];
118
+ bids: OkexV5BookLevel[];
119
+ ts: string;
120
+ }];
121
+ };
122
+ declare type OkexV5TickerMessage = {
123
+ arg: {
124
+ channel: 'tickers';
125
+ instId: string;
126
+ };
127
+ data: [
128
+ {
129
+ instType: 'SPOT';
130
+ instId: 'ACT-USDT';
131
+ last: '0.00718';
132
+ lastSz: '8052.117146';
133
+ askPx: '0.0072';
134
+ askSz: '54969.407534';
135
+ bidPx: '0.00713';
136
+ bidSz: '4092.326';
137
+ open24h: '0.00717';
138
+ high24h: '0.00722';
139
+ low24h: '0.00696';
140
+ sodUtc0: '0.00714';
141
+ sodUtc8: '0.00721';
142
+ volCcy24h: '278377.765301';
143
+ vol24h: '39168761.49997';
144
+ ts: '1639999318686';
145
+ }
146
+ ];
147
+ };
148
+ declare type OkexV5OpenInterestMessage = {
149
+ arg: {
150
+ channel: 'open-interest';
151
+ instId: string;
152
+ };
153
+ data: [{
154
+ instId: 'FIL-USDT-220325';
155
+ instType: 'FUTURES';
156
+ oi: '236870';
157
+ oiCcy: '23687';
158
+ ts: '1640131202886';
159
+ }];
160
+ };
161
+ declare type OkexV5MarkPriceMessage = {
162
+ arg: {
163
+ channel: 'mark-price';
164
+ instId: string;
165
+ };
166
+ data: [{
167
+ instId: 'FIL-USDT-220325';
168
+ instType: 'FUTURES';
169
+ markPx: '36.232';
170
+ ts: '1640131204676';
171
+ }];
172
+ };
173
+ declare type OkexV5IndexTickerMessage = {
174
+ arg: {
175
+ channel: 'index-tickers';
176
+ instId: string;
177
+ };
178
+ data: [
179
+ {
180
+ instId: 'FIL-USDT';
181
+ idxPx: '35.583';
182
+ open24h: '34.558';
183
+ high24h: '35.862';
184
+ low24h: '34.529';
185
+ sodUtc0: '35.309';
186
+ sodUtc8: '34.83';
187
+ ts: '1640140200581';
188
+ }
189
+ ];
190
+ };
191
+ declare type OkexV5FundingRateMessage = {
192
+ arg: {
193
+ channel: 'funding-rate';
194
+ instId: string;
195
+ };
196
+ data: [{
197
+ fundingRate: '0.00048105';
198
+ fundingTime: '1640131200000';
199
+ instId: string;
200
+ instType: 'SWAP';
201
+ nextFundingRate: '0.00114';
202
+ }];
203
+ };
204
+ declare type OkexV5LiquidationMessage = {
205
+ arg: {
206
+ channel: 'liquidations';
207
+ instId: 'BTC-USDT-211231';
208
+ generated: true;
209
+ };
210
+ data: [{
211
+ bkLoss: '0';
212
+ bkPx: '49674.2';
213
+ ccy: '';
214
+ posSide: 'short';
215
+ side: 'buy';
216
+ sz: '40';
217
+ ts: '1640140211925';
218
+ }];
219
+ };
220
+ declare type OkexV5SummaryMessage = {
221
+ arg: {
222
+ channel: 'opt-summary';
223
+ uly: 'ETH-USD';
224
+ };
225
+ data: [
226
+ {
227
+ instType: 'OPTION';
228
+ instId: 'ETH-USD-211222-4000-C';
229
+ uly: 'ETH-USD';
230
+ delta: '0.1975745164';
231
+ gamma: '4.7290833601';
232
+ vega: '0.0002005415';
233
+ theta: '-0.004262964';
234
+ lever: '162.472613953';
235
+ markVol: '0.7794507758';
236
+ bidVol: '0.7421960156';
237
+ askVol: '0.8203208593';
238
+ realVol: '';
239
+ deltaBS: '0.2038286081';
240
+ gammaBS: '0.0013437829';
241
+ thetaBS: '-16.4798150221';
242
+ vegaBS: '0.7647227087';
243
+ ts: '1640001659301';
244
+ }
245
+ ];
246
+ };
3
247
  export declare class OkexTradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
4
248
  private readonly _exchange;
5
249
  private readonly _market;