tardis-dev 13.1.14 → 13.1.15

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Files changed (13) hide show
  1. package/dist/mappers/index.js +4 -4
  2. package/dist/mappers/index.js.map +1 -1
  3. package/dist/mappers/okex.d.ts +3 -2
  4. package/dist/mappers/okex.d.ts.map +1 -1
  5. package/dist/mappers/okex.js +13 -1
  6. package/dist/mappers/okex.js.map +1 -1
  7. package/dist/realtimefeeds/okex.d.ts.map +1 -1
  8. package/dist/realtimefeeds/okex.js +1 -1
  9. package/dist/realtimefeeds/okex.js.map +1 -1
  10. package/package.json +1 -1
  11. package/src/mappers/index.ts +4 -4
  12. package/src/mappers/okex.ts +14 -1
  13. package/src/realtimefeeds/okex.ts +1 -1
package/dist/mappers/index.js CHANGED
@@ -119,16 +119,16 @@ const bookChangeMappers = {
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  gemini: () => gemini_1.geminiBookChangeMapper,
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  kraken: () => kraken_1.krakenBookChangeMapper,
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  okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
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- ? new okex_1.OkexV5BookChangeMapper('okex')
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+ ? new okex_1.OkexV5BookChangeMapper('okex', isRealTime(localTimestamp))
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  : new okex_1.OkexBookChangeMapper('okex', 'spot', localTimestamp.valueOf() >= new Date('2020-04-10').valueOf()),
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  'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
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- ? new okex_1.OkexV5BookChangeMapper('okex-futures')
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+ ? new okex_1.OkexV5BookChangeMapper('okex-futures', isRealTime(localTimestamp))
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  : new okex_1.OkexBookChangeMapper('okex-futures', 'futures', localTimestamp.valueOf() >= new Date('2019-12-05').valueOf()),
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  'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
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- ? new okex_1.OkexV5BookChangeMapper('okex-swap')
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+ ? new okex_1.OkexV5BookChangeMapper('okex-swap', isRealTime(localTimestamp))
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  : new okex_1.OkexBookChangeMapper('okex-swap', 'swap', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
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  'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
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- ? new okex_1.OkexV5BookChangeMapper('okex-options')
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+ ? new okex_1.OkexV5BookChangeMapper('okex-options', isRealTime(localTimestamp))
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  : new okex_1.OkexBookChangeMapper('okex-options', 'option', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
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  huobi: (localTimestamp) => localTimestamp.valueOf() >= new Date('2020-07-03').valueOf()
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  ? new huobi_1.HuobiMBPBookChangeMapper('huobi')
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
@@ -12,10 +12,11 @@ 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>;
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;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAOtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAmBvF;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;CACF,CAAA;AAED,aAAK,wBAAwB,GAAG;IAC9B,GAAG,EAAE;QAAE,OAAO,EAAE,cAAc,CAAC;QAAC,MAAM,EAAE,iBAAiB,CAAC;QAAC,SAAS,EAAE,IAA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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`,
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
- {"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,qCAAqC,CAAA;IA6B1D,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"}
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/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "tardis-dev",
3
- "version": "13.1.14",
3
+ "version": "13.1.15",
4
4
  "engines": {
5
5
  "node": ">=12"
6
6
  },
package/src/mappers/index.ts CHANGED
@@ -174,20 +174,20 @@ const bookChangeMappers = {
174
174
  kraken: () => krakenBookChangeMapper,
175
175
  okex: (localTimestamp: Date) =>
176
176
  shouldUseOkexV5Mappers(localTimestamp)
177
- ? new OkexV5BookChangeMapper('okex')
177
+ ? new OkexV5BookChangeMapper('okex', isRealTime(localTimestamp))
178
178
  : new OkexBookChangeMapper('okex', 'spot', localTimestamp.valueOf() >= new Date('2020-04-10').valueOf()),
179
179
  'okex-futures': (localTimestamp: Date) =>
180
180
  shouldUseOkexV5Mappers(localTimestamp)
181
- ? new OkexV5BookChangeMapper('okex-futures')
181
+ ? new OkexV5BookChangeMapper('okex-futures', isRealTime(localTimestamp))
182
182
  : new OkexBookChangeMapper('okex-futures', 'futures', localTimestamp.valueOf() >= new Date('2019-12-05').valueOf()),
183
183
 
184
184
  'okex-swap': (localTimestamp: Date) =>
185
185
  shouldUseOkexV5Mappers(localTimestamp)
186
- ? new OkexV5BookChangeMapper('okex-swap')
186
+ ? new OkexV5BookChangeMapper('okex-swap', isRealTime(localTimestamp))
187
187
  : new OkexBookChangeMapper('okex-swap', 'swap', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
188
188
  'okex-options': (localTimestamp: Date) =>
189
189
  shouldUseOkexV5Mappers(localTimestamp)
190
- ? new OkexV5BookChangeMapper('okex-options')
190
+ ? new OkexV5BookChangeMapper('okex-options', isRealTime(localTimestamp))
191
191
  : new OkexBookChangeMapper('okex-options', 'option', localTimestamp.valueOf() >= new Date('2020-02-08').valueOf()),
192
192
 
193
193
  huobi: (localTimestamp: Date) =>
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,
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