tardis-dev 13.1.13 → 13.2.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (23) hide show
  1. package/dist/consts.d.ts +4 -4
  2. package/dist/consts.d.ts.map +1 -1
  3. package/dist/consts.js +4 -0
  4. package/dist/consts.js.map +1 -1
  5. package/dist/mappers/index.d.ts.map +1 -1
  6. package/dist/mappers/index.js +16 -8
  7. package/dist/mappers/index.js.map +1 -1
  8. package/dist/mappers/okex.d.ts +22 -4
  9. package/dist/mappers/okex.d.ts.map +1 -1
  10. package/dist/mappers/okex.js +56 -3
  11. package/dist/mappers/okex.js.map +1 -1
  12. package/dist/realtimefeeds/okex.d.ts.map +1 -1
  13. package/dist/realtimefeeds/okex.js +1 -1
  14. package/dist/realtimefeeds/okex.js.map +1 -1
  15. package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
  16. package/dist/realtimefeeds/realtimefeed.js +8 -1
  17. package/dist/realtimefeeds/realtimefeed.js.map +1 -1
  18. package/package.json +1 -1
  19. package/src/consts.ts +4 -0
  20. package/src/mappers/index.ts +17 -9
  21. package/src/mappers/okex.ts +69 -3
  22. package/src/realtimefeeds/okex.ts +1 -1
  23. package/src/realtimefeeds/realtimefeed.ts +9 -1
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", "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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+ okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate", "trades", "books-l2-tbt", "bbo-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", "bbo-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", "bbo-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", "bbo-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;AA4TV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA2ClC,CAAA"}
package/dist/consts.js CHANGED
@@ -110,6 +110,7 @@ const OKEX_CHANNELS = [
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  // v5
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  'trades',
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  'books-l2-tbt',
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+ 'bbo-tbt',
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  'tickers',
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  'interest-rate-loan-quota',
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  'vip-interest-rate-loan-quota',
@@ -133,6 +134,7 @@ const OKEX_FUTURES_CHANNELS = [
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  // v5
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  'trades',
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  'books-l2-tbt',
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+ 'bbo-tbt',
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  'tickers',
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  'open-interest',
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  'mark-price',
@@ -160,6 +162,7 @@ const OKEX_SWAP_CHANNELS = [
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  //v5
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  'trades',
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  'books-l2-tbt',
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+ 'bbo-tbt',
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  'tickers',
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  'open-interest',
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  'mark-price',
@@ -185,6 +188,7 @@ const OKEX_OPTIONS_CHANNELS = [
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  //v5
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  'trades',
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  'books-l2-tbt',
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+ 'bbo-tbt',
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  'tickers',
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  'opt-summary',
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  'status',
package/dist/consts.js.map CHANGED
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1
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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;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"}
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;AAkPxB,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
@@ -52,9 +52,13 @@ const isRealTime = (date) => {
52
52
  return date.valueOf() + THREE_MINUTES_IN_MS > new Date().valueOf();
53
53
  };
54
54
  const OKEX_V5_API_SWITCH_DATE = new Date('2021-12-23T00:00:00.000Z');
55
+ const OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE = new Date('2022-05-06T00:00:00.000Z');
55
56
  const shouldUseOkexV5Mappers = (localTimestamp) => {
56
57
  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_API_SWITCH_DATE.valueOf();
57
58
  };
59
+ const canUseOkexTbtBookTicker = (localTimestamp) => {
60
+ return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE.valueOf();
61
+ };
58
62
  const tradesMappers = {
59
63
  bitmex: () => bitmex_1.bitmexTradesMapper,
60
64
  binance: () => new binance_1.BinanceTradesMapper('binance'),
@@ -119,16 +123,16 @@ const bookChangeMappers = {
119
123
  gemini: () => gemini_1.geminiBookChangeMapper,
120
124
  kraken: () => kraken_1.krakenBookChangeMapper,
121
125
  okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
122
- ? new okex_1.OkexV5BookChangeMapper('okex')
126
+ ? new okex_1.OkexV5BookChangeMapper('okex', isRealTime(localTimestamp))
123
127
  : new okex_1.OkexBookChangeMapper('okex', 'spot', localTimestamp.valueOf() >= new Date('2020-04-10').valueOf()),
124
128
  'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
125
- ? new okex_1.OkexV5BookChangeMapper('okex-futures')
129
+ ? new okex_1.OkexV5BookChangeMapper('okex-futures', isRealTime(localTimestamp))
126
130
  : new okex_1.OkexBookChangeMapper('okex-futures', 'futures', localTimestamp.valueOf() >= new Date('2019-12-05').valueOf()),
127
131
  'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
128
- ? new okex_1.OkexV5BookChangeMapper('okex-swap')
132
+ ? new okex_1.OkexV5BookChangeMapper('okex-swap', isRealTime(localTimestamp))
129
133
  : new okex_1.OkexBookChangeMapper('okex-swap', 'swap', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
130
134
  'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
131
- ? new okex_1.OkexV5BookChangeMapper('okex-options')
135
+ ? new okex_1.OkexV5BookChangeMapper('okex-options', isRealTime(localTimestamp))
132
136
  : new okex_1.OkexBookChangeMapper('okex-options', 'option', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
133
137
  huobi: (localTimestamp) => localTimestamp.valueOf() >= new Date('2020-07-03').valueOf()
134
138
  ? new huobi_1.HuobiMBPBookChangeMapper('huobi')
@@ -220,13 +224,17 @@ const bookTickersMappers = {
220
224
  'huobi-dm-swap': () => new huobi_1.HuobiBookTickerMapper('huobi-dm-swap'),
221
225
  'huobi-dm-linear-swap': () => new huobi_1.HuobiBookTickerMapper('huobi-dm-linear-swap'),
222
226
  kraken: () => kraken_1.krakenBookTickerMapper,
223
- okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5BookTickerMapper('okex') : new okex_1.OkexBookTickerMapper('okex', 'spot'),
227
+ okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
228
+ ? new okex_1.OkexV5BookTickerMapper('okex', canUseOkexTbtBookTicker(localTimestamp))
229
+ : new okex_1.OkexBookTickerMapper('okex', 'spot'),
224
230
  'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
225
- ? new okex_1.OkexV5BookTickerMapper('okex-futures')
231
+ ? new okex_1.OkexV5BookTickerMapper('okex-futures', canUseOkexTbtBookTicker(localTimestamp))
226
232
  : new okex_1.OkexBookTickerMapper('okex-futures', 'futures'),
227
- 'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5BookTickerMapper('okex-swap') : new okex_1.OkexBookTickerMapper('okex-swap', 'swap'),
233
+ 'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
234
+ ? new okex_1.OkexV5BookTickerMapper('okex-swap', canUseOkexTbtBookTicker(localTimestamp))
235
+ : new okex_1.OkexBookTickerMapper('okex-swap', 'swap'),
228
236
  'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
229
- ? new okex_1.OkexV5BookTickerMapper('okex-options')
237
+ ? new okex_1.OkexV5BookTickerMapper('okex-options', canUseOkexTbtBookTicker(localTimestamp))
230
238
  : new okex_1.OkexBookTickerMapper('okex-options', 'option'),
231
239
  okcoin: () => new okex_1.OkexBookTickerMapper('okcoin', 'spot'),
232
240
  serum: () => new serum_1.SerumBookTickerMapper('serum'),
package/dist/mappers/index.js.map CHANGED
@@ -1 +1 @@
1
- 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1
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package/dist/mappers/okex.d.ts CHANGED
@@ -12,23 +12,30 @@ export declare class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade>
12
12
  }
13
13
  export declare class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
14
14
  private readonly _exchange;
15
- constructor(_exchange: Exchange);
15
+ private readonly _usePublicBooksChannel;
16
+ constructor(_exchange: Exchange, _usePublicBooksChannel: boolean);
16
17
  canHandle(message: any): boolean;
17
18
  getFilters(symbols?: string[]): {
18
- channel: "books-l2-tbt";
19
+ channel: any;
19
20
  symbols: string[] | undefined;
20
21
  }[];
21
22
  map(okexDepthDataMessage: OkexV5BookMessage, localTimestamp: Date): IterableIterator<BookChange>;
22
23
  }
23
24
  export declare class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
24
25
  private readonly _exchange;
25
- constructor(_exchange: Exchange);
26
+ private readonly _useTbtTickerChannel;
27
+ constructor(_exchange: Exchange, _useTbtTickerChannel: boolean);
26
28
  canHandle(message: any): boolean;
27
29
  getFilters(symbols?: string[]): {
30
+ channel: "bbo-tbt";
31
+ symbols: string[] | undefined;
32
+ }[] | {
28
33
  channel: "tickers";
29
34
  symbols: string[] | undefined;
30
35
  }[];
31
- map(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker>;
36
+ map(message: OkexV5TickerMessage | OkexBBOTbtData, localTimestamp: Date): IterableIterator<BookTicker>;
37
+ private _mapFromTbtTicker;
38
+ private _mapFromTicker;
32
39
  }
33
40
  export declare class OkexV5DerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
34
41
  private readonly _exchange;
@@ -410,5 +417,16 @@ declare type OkexOptionSummaryData = {
410
417
  }
411
418
  ];
412
419
  };
420
+ declare type OkexBBOTbtData = {
421
+ arg: {
422
+ channel: 'bbo-tbt';
423
+ instId: 'WAVES-USDT-SWAP';
424
+ };
425
+ data: [{
426
+ asks: [['16.083', '65', '0', '1']];
427
+ bids: [['16.082', '143', '0', '4']];
428
+ ts: '1651750920000';
429
+ }];
430
+ };
413
431
  export {};
414
432
  //# sourceMappingURL=okex.d.ts.map
package/dist/mappers/okex.d.ts.map CHANGED
@@ -1 +1 @@
1
- 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1
+ {"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/mappers/okex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAChH,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAK1D,qBAAa,kBAAmB,YAAW,MAAM,CAAC,cAAc,EAAE,KAAK,CAAC;IAC1D,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAOtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,iBAAiB,EAAE,kBAAkB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAe3F;AASD,qBAAa,sBAAuB,YAAW,MAAM,CAAC,cAAc,EAAE,UAAU,CAAC;IACnE,OAAO,CAAC,QAAQ,CAAC,SAAS;IAAY,OAAO,CAAC,QAAQ,CAAC,sBAAsB;gBAA5D,SAAS,EAAE,QAAQ,EAAmB,sBAAsB,EAAE,OAAO;IAElG,SAAS,CAAC,OAAO,EAAE,GAAG;IAWtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAoB5B,GAAG,CAAC,oBAAoB,EAAE,iBAAiB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAwBlG;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,cAAc,EAAE,UAAU,CAAC;IACnE,OAAO,CAAC,QAAQ,CAAC,SAAS;IAAY,OAAO,CAAC,QAAQ,CAAC,oBAAoB;gBAA1D,SAAS,EAAE,QAAQ,EAAmB,oBAAoB,EAAE,OAAO;IAEhG,SAAS,CAAC,OAAO,EAAE,GAAG;IAYtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAmB7B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;IAQtG,OAAO,CAAE,iBAAiB;IA2B1B,OAAO,CAAE,cAAc;CAmBxB;AAED,qBAAa,4BAA6B,YAAW,MAAM,CAAC,cAAc,GAAG,WAAW,EAAE,gBAAgB,CAAC;IAQ7F,OAAO,CAAC,QAAQ,CAAC,SAAS;IAPtC,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IACxE,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IAEzD,OAAO,CAAC,gBAAgB,CAAuE;IAE/F,OAAO,CAAC,aAAa,CAAuF;gBAE/E,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAUtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IA0B5B,GAAG,CACF,OAAO,EAAE,mBAAmB,GAAG,yBAAyB,GAAG,sBAAsB,GAAG,wBAAwB,GAAG,wBAAwB,EACvI,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,gBAAgB,CAAC;CA4EtC;AAED,qBAAa,wBAAyB,YAAW,MAAM,CAAC,cAAc,EAAE,WAAW,CAAC;IACtE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAOtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;IAW5B,GAAG,CAAC,sBAAsB,EAAE,wBAAwB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CAgB5G;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,cAAc,EAAE,aAAa,CAAC;IACrF,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IACzD,OAAO,CAAC,QAAQ,CAAC,cAAc,CAA4B;IAC3D,OAAO,CAAC,QAAQ,CAAC,WAAW,CAA4B;IAExD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAoD;IAC7E,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAA0B;IAE3D,SAAS,CAAC,OAAO,EAAE,GAAG;IAatB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;;;;;;;IAmC5B,GAAG,CACF,OAAO,EAAE,oBAAoB,GAAG,wBAAwB,GAAG,mBAAmB,GAAG,yBAAyB,GAAG,sBAAsB,EACnI,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,aAAa,CAAC,GAAG,SAAS;CAwG/C;AAED,aAAK,kBAAkB,GAAG;IACxB,GAAG,EAAE;QAAE,OAAO,EAAE,QAAQ,CAAC;QAAC,MAAM,EAAE,UAAU,CAAA;KAAE,CAAA;IAC9C,IAAI,EAAE,CAAC;QAAE,MAAM,EAAE,UAAU,CAAC;QAAC,OAAO,EAAE,UAAU,CAAC;QAAC,EAAE,EAAE,OAAO,CAAC;QAAC,EAAE,EAAE,WAAW,CAAC;QAAC,IAAI,EAAE,KAAK,CAAC;QAAC,EAAE,EAAE,eAAe,CAAA;KAAE,CAAC,CAAA;CACpH,CAAA;AAED,aAAK,eAAe,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAA;AAEvD,aAAK,iBAAiB,GAClB;IACE,GAAG,EAAE;QAAE,OAAO,EAAE,cAAc,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,CAAA;IAChD,MAAM,EAAE,UAAU,CAAA;IAClB,IAAI,EAAE;QACJ;YACE,IAAI,EAAE,eAAe,EAAE,CAAA;YACvB,IAAI,EAAE,eAAe,EAAE,CAAA;YACvB,EAAE,EAAE,MAAM,CAAA;SACX;KACF,CAAA;CACF,GACD;IACE,GAAG,EAAE;QAAE,OAAO,EAAE,cAAc,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,CAAA;IAChD,MAAM,EAAE,QAAQ,CAAA;IAChB,IAAI,EAAE,CAAC;QAAE,IAAI,EAAE,eAAe,EAAE,CAAC;QAAC,IAAI,EAAE,eAAe,EAAE,CAAC;QAAC,EAAE,EAAE,MAAM,CAAA;KAAE,CAAC,CAAA;CACzE,CAAA;AAEL,aAAK,mBAAmB,GAAG;IACzB,GAAG,EAAE;QAAE,OAAO,EAAE,SAAS,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,CAAA;IAC3C,IAAI,EAAE;QACJ;YACE,QAAQ,EAAE,MAAM,CAAA;YAChB,MAAM,EAAE,UAAU,CAAA;YAClB,IAAI,EAAE,SAAS,CAAA;YACf,MAAM,EAAE,aAAa,CAAA;YACrB,KAAK,EAAE,QAAQ,CAAA;YACf,KAAK,EAAE,cAAc,CAAA;YACrB,KAAK,EAAE,SAAS,CAAA;YAChB,KAAK,EAAE,UAAU,CAAA;YACjB,OAAO,EAAE,SAAS,CAAA;YAClB,OAAO,EAAE,SAAS,CAAA;YAClB,MAAM,EAAE,SAAS,CAAA;YACjB,OAAO,EAAE,SAAS,CAAA;YAClB,OAAO,EAAE,SAAS,CAAA;YAClB,SAAS,EAAE,eAAe,CAAA;YAC1B,MAAM,EAAE,gBAAgB,CAAA;YACxB,EAAE,EAAE,eAAe,CAAA;SACpB;KACF,CAAA;CACF,CAAA;AAED,aAAK,yBAAyB,GAAG;IAC/B,GAAG,EAAE;QAAE,OAAO,EAAE,eAAe,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,CAAA;IACjD,IAAI,EAAE,CAAC;QAAE,MAAM,EAAE,iBAAiB,CAAC;QAAC,QAAQ,EAAE,SAAS,CAAC;QAAC,EAAE,EAAE,QAAQ,CAAC;QAAC,KAAK,EAAE,OAAO,CAAC;QAAC,EAAE,EAAE,eAAe,CAAA;KAAE,CAAC,CAAA;CAC9G,CAAA;AAED,aAAK,sBAAsB,GAAG;IAC5B,GAAG,EAAE;QAAE,OAAO,EAAE,YAAY,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,CAAA;IAC9C,IAAI,EAAE,CAAC;QAAE,MAAM,EAAE,iBAAiB,CAAC;QAAC,QAAQ,EAAE,SAAS,CAAC;QAAC,MAAM,EAAE,QAAQ,CAAC;QAAC,EAAE,EAAE,eAAe,CAAA;KAAE,CAAC,CAAA;CAClG,CAAA;AAED,aAAK,wBAAwB,GAAG;IAC9B,GAAG,EAAE;QAAE,OAAO,EAAE,eAAe,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,CAAA;IACjD,IAAI,EAAE;QACJ;YACE,MAAM,EAAE,UAAU,CAAA;YAClB,KAAK,EAAE,QAAQ,CAAA;YACf,OAAO,EAAE,QAAQ,CAAA;YACjB,OAAO,EAAE,QAAQ,CAAA;YACjB,MAAM,EAAE,QAAQ,CAAA;YAChB,OAAO,EAAE,QAAQ,CAAA;YACjB,OAAO,EAAE,OAAO,CAAA;YAChB,EAAE,EAAE,eAAe,CAAA;SACpB;KACF,CAAA;CACF,CAAA;AAED,aAAK,wBAAwB,GAAG;IAC9B,GAAG,EAAE;QAAE,OAAO,EAAE,cAAc,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,CAAA;IAChD,IAAI,EAAE;QACJ;YAAE,WAAW,EAAE,YAAY,GAAG,SAAS,CAAC;YAAC,WAAW,EAAE,eAAe,CAAC;YAAC,MAAM,EAAE,MAAM,CAAC;YAAC,QAAQ,EAAE,MAAM,CAAC;YAAC,eAAe,EAAE,SAAS,CAAA;SAAE;KACtI,CAAA;CAC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package/dist/mappers/okex.js CHANGED
@@ -47,17 +47,29 @@ const mapV5BookLevel = (level) => {
47
47
  return { price, amount };
48
48
  };
49
49
  class OkexV5BookChangeMapper {
50
- constructor(_exchange) {
50
+ constructor(_exchange, _usePublicBooksChannel) {
51
51
  this._exchange = _exchange;
52
+ this._usePublicBooksChannel = _usePublicBooksChannel;
52
53
  }
53
54
  canHandle(message) {
54
55
  if (message.event !== undefined || message.arg === undefined) {
55
56
  return false;
56
57
  }
58
+ if (this._usePublicBooksChannel) {
59
+ return message.arg.channel === 'books';
60
+ }
57
61
  return message.arg.channel === 'books-l2-tbt';
58
62
  }
59
63
  getFilters(symbols) {
60
64
  symbols = (0, handy_1.upperCaseSymbols)(symbols);
65
+ if (this._usePublicBooksChannel) {
66
+ return [
67
+ {
68
+ channel: `books`,
69
+ symbols
70
+ }
71
+ ];
72
+ }
61
73
  return [
62
74
  {
63
75
  channel: `books-l2-tbt`,
@@ -89,17 +101,29 @@ class OkexV5BookChangeMapper {
89
101
  }
90
102
  exports.OkexV5BookChangeMapper = OkexV5BookChangeMapper;
91
103
  class OkexV5BookTickerMapper {
92
- constructor(_exchange) {
104
+ constructor(_exchange, _useTbtTickerChannel) {
93
105
  this._exchange = _exchange;
106
+ this._useTbtTickerChannel = _useTbtTickerChannel;
94
107
  }
95
108
  canHandle(message) {
96
109
  if (message.event !== undefined || message.arg === undefined) {
97
110
  return false;
98
111
  }
112
+ if (this._useTbtTickerChannel) {
113
+ return message.arg.channel === 'bbo-tbt';
114
+ }
99
115
  return message.arg.channel === 'tickers';
100
116
  }
101
117
  getFilters(symbols) {
102
118
  symbols = (0, handy_1.upperCaseSymbols)(symbols);
119
+ if (this._useTbtTickerChannel) {
120
+ return [
121
+ {
122
+ channel: `bbo-tbt`,
123
+ symbols
124
+ }
125
+ ];
126
+ }
103
127
  return [
104
128
  {
105
129
  channel: `tickers`,
@@ -107,7 +131,36 @@ class OkexV5BookTickerMapper {
107
131
  }
108
132
  ];
109
133
  }
110
- *map(message, localTimestamp) {
134
+ map(message, localTimestamp) {
135
+ if (message.arg.channel === 'bbo-tbt') {
136
+ return this._mapFromTbtTicker(message, localTimestamp);
137
+ }
138
+ else {
139
+ return this._mapFromTicker(message, localTimestamp);
140
+ }
141
+ }
142
+ *_mapFromTbtTicker(message, localTimestamp) {
143
+ if (!message.data) {
144
+ return;
145
+ }
146
+ for (const tbtTicker of message.data) {
147
+ const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined;
148
+ const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined;
149
+ const ticker = {
150
+ type: 'book_ticker',
151
+ symbol: message.arg.instId,
152
+ exchange: this._exchange,
153
+ askAmount: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.amount,
154
+ askPrice: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.price,
155
+ bidPrice: bestBid === null || bestBid === void 0 ? void 0 : bestBid.price,
156
+ bidAmount: bestBid === null || bestBid === void 0 ? void 0 : bestBid.amount,
157
+ timestamp: new Date(Number(tbtTicker.ts)),
158
+ localTimestamp: localTimestamp
159
+ };
160
+ yield ticker;
161
+ }
162
+ }
163
+ *_mapFromTicker(message, localTimestamp) {
111
164
  for (const okexTicker of message.data) {
112
165
  const ticker = {
113
166
  type: 'book_ticker',
package/dist/mappers/okex.js.map CHANGED
@@ -1 +1 @@
1
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1
+ 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package/dist/realtimefeeds/okex.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,gBAAiB,SAAQ,gBAAgB;IACpD,SAAS,CAAC,MAAM,SAAwC;IAExD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAwBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD;AAED,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,MAAM,SAAqC;IAErD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,UAAU,YAAa,GAAG,SAInC;CACF;AAED,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,OAAO,CAAC,eAAe,CAAyB;IAEhD,OAAO,CAAC,8BAA8B;IAMtC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;CAoCnE"}
1
+ {"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,gBAAiB,SAAQ,gBAAgB;IACpD,SAAS,CAAC,MAAM,SAAuC;IAEvD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAwBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD;AAED,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,MAAM,SAAqC;IAErD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,UAAU,YAAa,GAAG,SAInC;CACF;AAED,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,OAAO,CAAC,eAAe,CAAyB;IAEhD,OAAO,CAAC,8BAA8B;IAMtC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;CAoCnE"}
package/dist/realtimefeeds/okex.js CHANGED
@@ -6,7 +6,7 @@ const realtimefeed_1 = require("./realtimefeed");
6
6
  class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
7
7
  constructor() {
8
8
  super(...arguments);
9
- this.wssURL = 'wss://ws.okex.com:8443/ws/v5/public';
9
+ this.wssURL = 'wss://ws.okx.com:8443/ws/v5/public';
10
10
  }
11
11
  mapToSubscribeMessages(filters) {
12
12
  const args = filters
package/dist/realtimefeeds/okex.js.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"okex.js","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":";;;AAAA,+BAAqC;AAErC,iDAAiD;AAEjD,MAAa,gBAAiB,SAAQ,+BAAgB;IAAtD;;QACY,WAAM,GAAG,oCAAoC,CAAA;IA6BzD,CAAC;IA3BW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM;iBACf,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;CACF;AA9BD,4CA8BC;AAED,MAAa,kBAAmB,SAAQ,+BAAgB;IAAxD;;QACY,WAAM,GAAG,kCAAkC,CAAA;QA2B3C,eAAU,GAAG,CAAC,OAAY,EAAE,EAAE;YACtC,OAAO,GAAG,IAAA,qBAAc,EAAC,OAAO,CAAW,CAAA;YAE3C,OAAO,OAAO,CAAA;QAChB,CAAC,CAAA;IACH,CAAC;IA9BW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE,CAAA;YACtC,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;CAOF;AAjCD,gDAiCC;AAED,MAAa,uBAAwB,SAAQ,gBAAgB;IAA7D;;QACU,oBAAe,GAAG,CAAC,SAAS,EAAE,SAAS,CAAC,CAAA;IA4ClD,CAAC;IA1CS,8BAA8B,CAAC,OAAe;QACpD,IAAI,OAAO,KAAK,eAAe,IAAI,OAAO,KAAK,aAAa,EAAE;YAC5D,OAAO,IAAI,CAAA;SACZ;QACD,OAAO,KAAK,CAAA;IACd,CAAC;IACS,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,EAAE,CAAA;YAClC,MAAM,6BAA6B,GAAG,IAAI,CAAC,8BAA8B,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YAEzF,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,IAAI,6BAA6B,EAAE;gBACzD,OAAO,GAAG,IAAI,CAAC,eAAe,CAAA;aAC/B;YAED,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBACxB,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBAC5B,IAAI,WAAW,GAAG,MAAM,CAAA;gBACxB,IAAI,6BAA6B,EAAE;oBACjC,MAAM,WAAW,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;oBACrC,WAAW,GAAG,GAAG,WAAW,CAAC,CAAC,CAAC,IAAI,WAAW,CAAC,CAAC,CAAC,EAAE,CAAA;iBACpD;gBACD,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;oBAClE,GAAG,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;iBAChE,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;CACF;AA7CD,0DA6CC"}
package/dist/realtimefeeds/realtimefeed.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"realtimefeed.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/realtimefeed.ts"],"names":[],"mappings":";AAAA,OAAO,GAAG,MAAM,OAAO,CAAA;AAGvB,OAAO,EAAe,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAG9C,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAE3C,oBAAY,YAAY,GAAG;IACzB,KACE,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAC/B,oBAAoB,CAAA;CACxB,CAAA;AAID,oBAAY,oBAAoB,GAAG,aAAa,CAAC,GAAG,CAAC,CAAA;AAErD,8BAAsB,gBAAiB,YAAW,oBAAoB;IAgBlE,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,MAAM;IAEpC,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAlB5B,CAAC,MAAM,CAAC,aAAa,CAAC;IAItB,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,GAAG,CAAC,QAAQ,CAAA;IACtC,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IAC1C,SAAS,CAAC,QAAQ,CAAC,mBAAmB,EAAE,MAAM,CAAI;IAClD,SAAS,CAAC,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE,CAAK;IACpD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAkB;IAC3C,OAAO,CAAC,sBAAsB,CAAI;IAClC,OAAO,CAAC,GAAG,CAAC,CAAW;IACvB,OAAO,CAAC,aAAa,CAAsB;IAC3C,OAAO,CAAC,gBAAgB,CAA6C;gBAGhD,SAAS,EAAE,MAAM,EACpC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,WAAU,KAAK,KAAK,IAAI,aAAA;YAYrC,OAAO;IA4HtB,SAAS,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG;IAUvB,SAAS,CAAC,QAAQ,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAE3E,SAAS,CAAC,QAAQ,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAExD,SAAS,CAAC,kBAAkB,CAAC,IAAI,EAAE,GAAG;cAItB,sBAAsB,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,aAAa,EAAE,MAAM,OAAO;IAE/F,SAAS,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG;IAE7B,SAAS,CAAC,WAAW;IAErB,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,EAAE,GAAG,KAAK,MAAM,CAAA;IAE3C,OAAO,CAAC,yBAAyB;IAuBjC,OAAO,CAAC,iBAAiB;IAUzB,OAAO,CAAC,yBAAyB,CAwChC;IAED,OAAO,CAAC,mBAAmB,CAE1B;CACF;AAED,8BAAsB,+BAAgC,YAAW,oBAAoB;IAEjF,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;gBAHT,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAC1B,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,WAAU,KAAK,KAAK,IAAI,aAAA;IAGpD,CAAC,MAAM,CAAC,aAAa,CAAC;YAIP,OAAO;IA4BtB,SAAS,CAAC,QAAQ,CAAC,iBAAiB,CAClC,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,CAAC,EAAE,MAAM,EAC1B,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAC/B,gBAAgB,CAAC,oBAAoB,CAAC;CAC1C;AAED,8BAAsB,iBAAkB,YAAW,oBAAoB;IAGvC,OAAO,CAAC,QAAQ,CAAC,uBAAuB;IAFtE,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,GAAG,CAAC,QAAQ,CAAA;IACtC,OAAO,CAAC,IAAI,CAAwC;gBACxC,QAAQ,EAAE,MAAM,EAAmB,uBAAuB,EAAE,MAAM;IAI9E,CAAC,MAAM,CAAC,aAAa,CAAC;IAItB,SAAS,CAAC,QAAQ,CAAC,gBAAgB,CAAC,YAAY,EAAE,QAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;YAE5D,aAAa;YAqBZ,OAAO;CAsBvB"}
1
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package/dist/realtimefeeds/realtimefeed.js CHANGED
@@ -59,7 +59,14 @@ class RealTimeFeedBase {
59
59
  };
60
60
  this._filters = (0, handy_1.optimizeFilters)(filters);
61
61
  this.debug = (0, debug_1.default)(`tardis-dev:realtime:${_exchange}`);
62
- this._wsClientOptions = { perMessageDeflate: false, handshakeTimeout: 10 * handy_1.ONE_SEC_IN_MS, skipUTF8Validation: true };
62
+ this._wsClientOptions = {
63
+ headers: {
64
+ 'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/100.0.4896.75 Safari/537.36'
65
+ },
66
+ perMessageDeflate: false,
67
+ handshakeTimeout: 10 * handy_1.ONE_SEC_IN_MS,
68
+ skipUTF8Validation: true
69
+ };
63
70
  if (handy_1.httpsProxyAgent !== undefined) {
64
71
  this._wsClientOptions.agent = handy_1.httpsProxyAgent;
65
72
  }
package/dist/realtimefeeds/realtimefeed.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "tardis-dev",
3
- "version": "13.1.13",
3
+ "version": "13.2.0",
4
4
  "engines": {
5
5
  "node": ">=12"
6
6
  },
package/src/consts.ts CHANGED
@@ -115,6 +115,7 @@ const OKEX_CHANNELS = [
115
115
  // v5
116
116
  'trades',
117
117
  'books-l2-tbt',
118
+ 'bbo-tbt',
118
119
  'tickers',
119
120
  'interest-rate-loan-quota',
120
121
  'vip-interest-rate-loan-quota',
@@ -141,6 +142,7 @@ const OKEX_FUTURES_CHANNELS = [
141
142
  // v5
142
143
  'trades',
143
144
  'books-l2-tbt',
145
+ 'bbo-tbt',
144
146
  'tickers',
145
147
  'open-interest',
146
148
  'mark-price',
@@ -170,6 +172,7 @@ const OKEX_SWAP_CHANNELS = [
170
172
  //v5
171
173
  'trades',
172
174
  'books-l2-tbt',
175
+ 'bbo-tbt',
173
176
  'tickers',
174
177
  'open-interest',
175
178
  'mark-price',
@@ -197,6 +200,7 @@ const OKEX_OPTIONS_CHANNELS = [
197
200
  //v5
198
201
  'trades',
199
202
  'books-l2-tbt',
203
+ 'bbo-tbt',
200
204
  'tickers',
201
205
  'opt-summary',
202
206
  'status',
package/src/mappers/index.ts CHANGED
@@ -94,11 +94,15 @@ const isRealTime = (date: Date) => {
94
94
  }
95
95
 
96
96
  const OKEX_V5_API_SWITCH_DATE = new Date('2021-12-23T00:00:00.000Z')
97
-
97
+ const OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE = new Date('2022-05-06T00:00:00.000Z')
98
98
  const shouldUseOkexV5Mappers = (localTimestamp: Date) => {
99
99
  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_API_SWITCH_DATE.valueOf()
100
100
  }
101
101
 
102
+ const canUseOkexTbtBookTicker = (localTimestamp: Date) => {
103
+ return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE.valueOf()
104
+ }
105
+
102
106
  const tradesMappers = {
103
107
  bitmex: () => bitmexTradesMapper,
104
108
  binance: () => new BinanceTradesMapper('binance'),
@@ -174,20 +178,20 @@ const bookChangeMappers = {
174
178
  kraken: () => krakenBookChangeMapper,
175
179
  okex: (localTimestamp: Date) =>
176
180
  shouldUseOkexV5Mappers(localTimestamp)
177
- ? new OkexV5BookChangeMapper('okex')
181
+ ? new OkexV5BookChangeMapper('okex', isRealTime(localTimestamp))
178
182
  : new OkexBookChangeMapper('okex', 'spot', localTimestamp.valueOf() >= new Date('2020-04-10').valueOf()),
179
183
  'okex-futures': (localTimestamp: Date) =>
180
184
  shouldUseOkexV5Mappers(localTimestamp)
181
- ? new OkexV5BookChangeMapper('okex-futures')
185
+ ? new OkexV5BookChangeMapper('okex-futures', isRealTime(localTimestamp))
182
186
  : new OkexBookChangeMapper('okex-futures', 'futures', localTimestamp.valueOf() >= new Date('2019-12-05').valueOf()),
183
187
 
184
188
  'okex-swap': (localTimestamp: Date) =>
185
189
  shouldUseOkexV5Mappers(localTimestamp)
186
- ? new OkexV5BookChangeMapper('okex-swap')
190
+ ? new OkexV5BookChangeMapper('okex-swap', isRealTime(localTimestamp))
187
191
  : new OkexBookChangeMapper('okex-swap', 'swap', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
188
192
  'okex-options': (localTimestamp: Date) =>
189
193
  shouldUseOkexV5Mappers(localTimestamp)
190
- ? new OkexV5BookChangeMapper('okex-options')
194
+ ? new OkexV5BookChangeMapper('okex-options', isRealTime(localTimestamp))
191
195
  : new OkexBookChangeMapper('okex-options', 'option', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
192
196
 
193
197
  huobi: (localTimestamp: Date) =>
@@ -296,19 +300,23 @@ const bookTickersMappers = {
296
300
  'huobi-dm-linear-swap': () => new HuobiBookTickerMapper('huobi-dm-linear-swap'),
297
301
  kraken: () => krakenBookTickerMapper,
298
302
  okex: (localTimestamp: Date) =>
299
- shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okex') : new OkexBookTickerMapper('okex', 'spot'),
303
+ shouldUseOkexV5Mappers(localTimestamp)
304
+ ? new OkexV5BookTickerMapper('okex', canUseOkexTbtBookTicker(localTimestamp))
305
+ : new OkexBookTickerMapper('okex', 'spot'),
300
306
 
301
307
  'okex-futures': (localTimestamp: Date) =>
302
308
  shouldUseOkexV5Mappers(localTimestamp)
303
- ? new OkexV5BookTickerMapper('okex-futures')
309
+ ? new OkexV5BookTickerMapper('okex-futures', canUseOkexTbtBookTicker(localTimestamp))
304
310
  : new OkexBookTickerMapper('okex-futures', 'futures'),
305
311
 
306
312
  'okex-swap': (localTimestamp: Date) =>
307
- shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okex-swap') : new OkexBookTickerMapper('okex-swap', 'swap'),
313
+ shouldUseOkexV5Mappers(localTimestamp)
314
+ ? new OkexV5BookTickerMapper('okex-swap', canUseOkexTbtBookTicker(localTimestamp))
315
+ : new OkexBookTickerMapper('okex-swap', 'swap'),
308
316
 
309
317
  'okex-options': (localTimestamp: Date) =>
310
318
  shouldUseOkexV5Mappers(localTimestamp)
311
- ? new OkexV5BookTickerMapper('okex-options')
319
+ ? new OkexV5BookTickerMapper('okex-options', canUseOkexTbtBookTicker(localTimestamp))
312
320
  : new OkexBookTickerMapper('okex-options', 'option'),
313
321
 
314
322
  okcoin: () => new OkexBookTickerMapper('okcoin', 'spot'),
package/src/mappers/okex.ts CHANGED
@@ -51,18 +51,31 @@ const mapV5BookLevel = (level: OkexV5BookLevel) => {
51
51
  }
52
52
 
53
53
  export class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
54
- constructor(private readonly _exchange: Exchange) {}
54
+ constructor(private readonly _exchange: Exchange, private readonly _usePublicBooksChannel: boolean) {}
55
55
 
56
56
  canHandle(message: any) {
57
57
  if (message.event !== undefined || message.arg === undefined) {
58
58
  return false
59
59
  }
60
+
61
+ if (this._usePublicBooksChannel) {
62
+ return message.arg.channel === 'books'
63
+ }
60
64
  return message.arg.channel === 'books-l2-tbt'
61
65
  }
62
66
 
63
67
  getFilters(symbols?: string[]) {
64
68
  symbols = upperCaseSymbols(symbols)
65
69
 
70
+ if (this._usePublicBooksChannel) {
71
+ return [
72
+ {
73
+ channel: `books` as any,
74
+ symbols
75
+ }
76
+ ]
77
+ }
78
+
66
79
  return [
67
80
  {
68
81
  channel: `books-l2-tbt` as const,
@@ -98,18 +111,31 @@ export class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange
98
111
  }
99
112
 
100
113
  export class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
101
- constructor(private readonly _exchange: Exchange) {}
114
+ constructor(private readonly _exchange: Exchange, private readonly _useTbtTickerChannel: boolean) {}
102
115
 
103
116
  canHandle(message: any) {
104
117
  if (message.event !== undefined || message.arg === undefined) {
105
118
  return false
106
119
  }
120
+
121
+ if (this._useTbtTickerChannel) {
122
+ return message.arg.channel === 'bbo-tbt'
123
+ }
124
+
107
125
  return message.arg.channel === 'tickers'
108
126
  }
109
127
 
110
128
  getFilters(symbols?: string[]) {
111
129
  symbols = upperCaseSymbols(symbols)
112
130
 
131
+ if (this._useTbtTickerChannel) {
132
+ return [
133
+ {
134
+ channel: `bbo-tbt` as const,
135
+ symbols
136
+ }
137
+ ]
138
+ }
113
139
  return [
114
140
  {
115
141
  channel: `tickers` as const,
@@ -118,7 +144,42 @@ export class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker
118
144
  ]
119
145
  }
120
146
 
121
- *map(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker> {
147
+ map(message: OkexV5TickerMessage | OkexBBOTbtData, localTimestamp: Date): IterableIterator<BookTicker> {
148
+ if (message.arg.channel === 'bbo-tbt') {
149
+ return this._mapFromTbtTicker(message as OkexBBOTbtData, localTimestamp)
150
+ } else {
151
+ return this._mapFromTicker(message as OkexV5TickerMessage, localTimestamp)
152
+ }
153
+ }
154
+
155
+ private *_mapFromTbtTicker(message: OkexBBOTbtData, localTimestamp: Date): IterableIterator<BookTicker> {
156
+ if (!message.data) {
157
+ return
158
+ }
159
+
160
+ for (const tbtTicker of message.data) {
161
+ const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined
162
+ const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined
163
+
164
+ const ticker: BookTicker = {
165
+ type: 'book_ticker',
166
+ symbol: message.arg.instId,
167
+ exchange: this._exchange,
168
+
169
+ askAmount: bestAsk?.amount,
170
+ askPrice: bestAsk?.price,
171
+
172
+ bidPrice: bestBid?.price,
173
+ bidAmount: bestBid?.amount,
174
+ timestamp: new Date(Number(tbtTicker.ts)),
175
+ localTimestamp: localTimestamp
176
+ }
177
+
178
+ yield ticker
179
+ }
180
+ }
181
+
182
+ private *_mapFromTicker(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker> {
122
183
  for (const okexTicker of message.data) {
123
184
  const ticker: BookTicker = {
124
185
  type: 'book_ticker',
@@ -1036,3 +1097,8 @@ type OkexOptionSummaryData = {
1036
1097
  }
1037
1098
  ]
1038
1099
  }
1100
+
1101
+ type OkexBBOTbtData = {
1102
+ arg: { channel: 'bbo-tbt'; instId: 'WAVES-USDT-SWAP' }
1103
+ data: [{ asks: [['16.083', '65', '0', '1']]; bids: [['16.082', '143', '0', '4']]; ts: '1651750920000' }]
1104
+ }
package/src/realtimefeeds/okex.ts CHANGED
@@ -3,7 +3,7 @@ import { Filter } from '../types'
3
3
  import { RealTimeFeedBase } from './realtimefeed'
4
4
 
5
5
  export class OkexRealTimeFeed extends RealTimeFeedBase {
6
- protected wssURL = 'wss://ws.okex.com:8443/ws/v5/public'
6
+ protected wssURL = 'wss://ws.okx.com:8443/ws/v5/public'
7
7
 
8
8
  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
9
9
  const args = filters
package/src/realtimefeeds/realtimefeed.ts CHANGED
@@ -43,7 +43,15 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
43
43
  this._filters = optimizeFilters(filters)
44
44
  this.debug = dbg(`tardis-dev:realtime:${_exchange}`)
45
45
 
46
- this._wsClientOptions = { perMessageDeflate: false, handshakeTimeout: 10 * ONE_SEC_IN_MS, skipUTF8Validation: true } as any
46
+ this._wsClientOptions = {
47
+ headers: {
48
+ 'User-Agent':
49
+ 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/100.0.4896.75 Safari/537.36'
50
+ },
51
+ perMessageDeflate: false,
52
+ handshakeTimeout: 10 * ONE_SEC_IN_MS,
53
+ skipUTF8Validation: true
54
+ } as any
47
55
 
48
56
  if (httpsProxyAgent !== undefined) {
49
57
  this._wsClientOptions.agent = httpsProxyAgent