tardis-dev 13.1.15 → 13.2.0

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Files changed (15) 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 +12 -4
  7. package/dist/mappers/index.js.map +1 -1
  8. package/dist/mappers/okex.d.ts +19 -2
  9. package/dist/mappers/okex.d.ts.map +1 -1
  10. package/dist/mappers/okex.js +43 -2
  11. package/dist/mappers/okex.js.map +1 -1
  12. package/package.json +1 -1
  13. package/src/consts.ts +4 -0
  14. package/src/mappers/index.ts +13 -5
  15. package/src/mappers/okex.ts +55 -2
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'),
@@ -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
@@ -23,13 +23,19 @@ export declare class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, Bo
23
23
  }
24
24
  export declare class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
25
25
  private readonly _exchange;
26
- constructor(_exchange: Exchange);
26
+ private readonly _useTbtTickerChannel;
27
+ constructor(_exchange: Exchange, _useTbtTickerChannel: boolean);
27
28
  canHandle(message: any): boolean;
28
29
  getFilters(symbols?: string[]): {
30
+ channel: "bbo-tbt";
31
+ symbols: string[] | undefined;
32
+ }[] | {
29
33
  channel: "tickers";
30
34
  symbols: string[] | undefined;
31
35
  }[];
32
- map(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker>;
36
+ map(message: OkexV5TickerMessage | OkexBBOTbtData, localTimestamp: Date): IterableIterator<BookTicker>;
37
+ private _mapFromTbtTicker;
38
+ private _mapFromTicker;
33
39
  }
34
40
  export declare class OkexV5DerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
35
41
  private readonly _exchange;
@@ -411,5 +417,16 @@ declare type OkexOptionSummaryData = {
411
417
  }
412
418
  ];
413
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
+ };
414
431
  export {};
415
432
  //# sourceMappingURL=okex.d.ts.map
package/dist/mappers/okex.d.ts.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/dist/mappers/okex.js CHANGED
@@ -101,17 +101,29 @@ class OkexV5BookChangeMapper {
101
101
  }
102
102
  exports.OkexV5BookChangeMapper = OkexV5BookChangeMapper;
103
103
  class OkexV5BookTickerMapper {
104
- constructor(_exchange) {
104
+ constructor(_exchange, _useTbtTickerChannel) {
105
105
  this._exchange = _exchange;
106
+ this._useTbtTickerChannel = _useTbtTickerChannel;
106
107
  }
107
108
  canHandle(message) {
108
109
  if (message.event !== undefined || message.arg === undefined) {
109
110
  return false;
110
111
  }
112
+ if (this._useTbtTickerChannel) {
113
+ return message.arg.channel === 'bbo-tbt';
114
+ }
111
115
  return message.arg.channel === 'tickers';
112
116
  }
113
117
  getFilters(symbols) {
114
118
  symbols = (0, handy_1.upperCaseSymbols)(symbols);
119
+ if (this._useTbtTickerChannel) {
120
+ return [
121
+ {
122
+ channel: `bbo-tbt`,
123
+ symbols
124
+ }
125
+ ];
126
+ }
115
127
  return [
116
128
  {
117
129
  channel: `tickers`,
@@ -119,7 +131,36 @@ class OkexV5BookTickerMapper {
119
131
  }
120
132
  ];
121
133
  }
122
- *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) {
123
164
  for (const okexTicker of message.data) {
124
165
  const ticker = {
125
166
  type: 'book_ticker',
package/dist/mappers/okex.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": "13.1.15",
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'),
@@ -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
@@ -111,18 +111,31 @@ export class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange
111
111
  }
112
112
 
113
113
  export class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
114
- constructor(private readonly _exchange: Exchange) {}
114
+ constructor(private readonly _exchange: Exchange, private readonly _useTbtTickerChannel: boolean) {}
115
115
 
116
116
  canHandle(message: any) {
117
117
  if (message.event !== undefined || message.arg === undefined) {
118
118
  return false
119
119
  }
120
+
121
+ if (this._useTbtTickerChannel) {
122
+ return message.arg.channel === 'bbo-tbt'
123
+ }
124
+
120
125
  return message.arg.channel === 'tickers'
121
126
  }
122
127
 
123
128
  getFilters(symbols?: string[]) {
124
129
  symbols = upperCaseSymbols(symbols)
125
130
 
131
+ if (this._useTbtTickerChannel) {
132
+ return [
133
+ {
134
+ channel: `bbo-tbt` as const,
135
+ symbols
136
+ }
137
+ ]
138
+ }
126
139
  return [
127
140
  {
128
141
  channel: `tickers` as const,
@@ -131,7 +144,42 @@ export class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker
131
144
  ]
132
145
  }
133
146
 
134
- *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> {
135
183
  for (const okexTicker of message.data) {
136
184
  const ticker: BookTicker = {
137
185
  type: 'book_ticker',
@@ -1049,3 +1097,8 @@ type OkexOptionSummaryData = {
1049
1097
  }
1050
1098
  ]
1051
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
+ }