tardis-dev 13.1.15 → 13.4.1

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Files changed (41) hide show
  1. package/dist/binarysplit.d.ts +1 -0
  2. package/dist/binarysplit.d.ts.map +1 -1
  3. package/dist/consts.d.ts +4 -4
  4. package/dist/consts.d.ts.map +1 -1
  5. package/dist/consts.js +4 -0
  6. package/dist/consts.js.map +1 -1
  7. package/dist/mappers/huobi.js +1 -1
  8. package/dist/mappers/huobi.js.map +1 -1
  9. package/dist/mappers/index.d.ts.map +1 -1
  10. package/dist/mappers/index.js +12 -4
  11. package/dist/mappers/index.js.map +1 -1
  12. package/dist/mappers/okex.d.ts +24 -4
  13. package/dist/mappers/okex.d.ts.map +1 -1
  14. package/dist/mappers/okex.js +61 -16
  15. package/dist/mappers/okex.js.map +1 -1
  16. package/dist/realtimefeeds/deribit.d.ts +2 -2
  17. package/dist/realtimefeeds/deribit.d.ts.map +1 -1
  18. package/dist/realtimefeeds/deribit.js +6 -6
  19. package/dist/realtimefeeds/deribit.js.map +1 -1
  20. package/dist/realtimefeeds/huobi.d.ts +1 -0
  21. package/dist/realtimefeeds/huobi.d.ts.map +1 -1
  22. package/dist/realtimefeeds/okex.d.ts +3 -0
  23. package/dist/realtimefeeds/okex.d.ts.map +1 -1
  24. package/dist/realtimefeeds/okex.js +27 -0
  25. package/dist/realtimefeeds/okex.js.map +1 -1
  26. package/dist/realtimefeeds/realtimefeed.d.ts +2 -1
  27. package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
  28. package/dist/realtimefeeds/realtimefeed.js +2 -2
  29. package/dist/realtimefeeds/realtimefeed.js.map +1 -1
  30. package/dist/replay.js +2 -2
  31. package/dist/replay.js.map +1 -1
  32. package/dist/worker.js +2 -2
  33. package/dist/worker.js.map +1 -1
  34. package/package.json +1 -1
  35. package/src/consts.ts +4 -0
  36. package/src/mappers/huobi.ts +1 -1
  37. package/src/mappers/index.ts +13 -5
  38. package/src/mappers/okex.ts +81 -16
  39. package/src/realtimefeeds/deribit.ts +8 -7
  40. package/src/realtimefeeds/okex.ts +29 -0
  41. package/src/realtimefeeds/realtimefeed.ts +2 -2
package/dist/binarysplit.d.ts CHANGED
@@ -1,4 +1,5 @@
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  /// <reference types="node" />
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+ /// <reference types="node" />
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  import { Transform, TransformCallback } from 'stream';
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  export declare class BinarySplitStream extends Transform {
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  private readonly _NEW_LINE_BYTE;
package/dist/binarysplit.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"binarysplit.d.ts","sourceRoot":"","sources":["../src/binarysplit.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,SAAS,EAAE,iBAAiB,EAAE,MAAM,QAAQ,CAAA;AAErD,qBAAa,iBAAkB,SAAQ,SAAS;IAC9C,OAAO,CAAC,QAAQ,CAAC,cAAc,CAAQ;IACvC,OAAO,CAAC,SAAS,CAAC,CAAQ;;IAW1B,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,QAAQ,EAAE,iBAAiB;CA0BjE"}
1
+ {"version":3,"file":"binarysplit.d.ts","sourceRoot":"","sources":["../src/binarysplit.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,iBAAiB,EAAE,MAAM,QAAQ,CAAA;AAErD,qBAAa,iBAAkB,SAAQ,SAAS;IAC9C,OAAO,CAAC,QAAQ,CAAC,cAAc,CAAQ;IACvC,OAAO,CAAC,SAAS,CAAC,CAAQ;;IAW1B,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,QAAQ,EAAE,iBAAiB;CA0BjE"}
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 @@
1
- {"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"}
1
+ {"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/huobi.js CHANGED
@@ -99,7 +99,7 @@ class HuobiMBPBookChangeMapper {
99
99
  if (channel === undefined) {
100
100
  return false;
101
101
  }
102
- return channel.includes('.mbp.');
102
+ return channel.includes('.mbp.') && message.data !== null;
103
103
  }
104
104
  getFilters(symbols) {
105
105
  symbols = normalizeSymbols(symbols);
package/dist/mappers/huobi.js.map CHANGED
@@ -1 +1 @@
1
- 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1
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package/dist/mappers/index.d.ts.map CHANGED
@@ -1 +1 @@
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- {"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
@@ -12,9 +12,12 @@ 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
- private readonly _usePublicBooksChannel;
16
- constructor(_exchange: Exchange, _usePublicBooksChannel: boolean);
15
+ private _channelName;
16
+ constructor(_exchange: Exchange, usePublicBooksChannel: boolean);
17
17
  canHandle(message: any): boolean;
18
+ private _hasCredentials;
19
+ private _hasVip5Access;
20
+ private _getBooksChannelName;
18
21
  getFilters(symbols?: string[]): {
19
22
  channel: any;
20
23
  symbols: string[] | undefined;
@@ -23,13 +26,19 @@ export declare class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, Bo
23
26
  }
24
27
  export declare class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
25
28
  private readonly _exchange;
26
- constructor(_exchange: Exchange);
29
+ private readonly _useTbtTickerChannel;
30
+ constructor(_exchange: Exchange, _useTbtTickerChannel: boolean);
27
31
  canHandle(message: any): boolean;
28
32
  getFilters(symbols?: string[]): {
33
+ channel: "bbo-tbt";
34
+ symbols: string[] | undefined;
35
+ }[] | {
29
36
  channel: "tickers";
30
37
  symbols: string[] | undefined;
31
38
  }[];
32
- map(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker>;
39
+ map(message: OkexV5TickerMessage | OkexBBOTbtData, localTimestamp: Date): IterableIterator<BookTicker>;
40
+ private _mapFromTbtTicker;
41
+ private _mapFromTicker;
33
42
  }
34
43
  export declare class OkexV5DerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
35
44
  private readonly _exchange;
@@ -411,5 +420,16 @@ declare type OkexOptionSummaryData = {
411
420
  }
412
421
  ];
413
422
  };
423
+ declare type OkexBBOTbtData = {
424
+ arg: {
425
+ channel: 'bbo-tbt';
426
+ instId: 'WAVES-USDT-SWAP';
427
+ };
428
+ data: [{
429
+ asks: [['16.083', '65', '0', '1']];
430
+ bids: [['16.082', '143', '0', '4']];
431
+ ts: '1651750920000';
432
+ }];
433
+ };
414
434
  export {};
415
435
  //# 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;IAGnE,OAAO,CAAC,QAAQ,CAAC,SAAS;IAFtC,OAAO,CAAC,YAAY,CAAQ;gBAEC,SAAS,EAAE,QAAQ,EAAE,qBAAqB,EAAE,OAAO;IAIhF,SAAS,CAAC,OAAO,EAAE,GAAG;IAQtB,OAAO,CAAC,eAAe,CAAwC;IAC/D,OAAO,CAAC,cAAc,CAA0C;IAEhE,OAAO,CAAC,oBAAoB;IAiB5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,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;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package/dist/mappers/okex.js CHANGED
@@ -47,32 +47,36 @@ const mapV5BookLevel = (level) => {
47
47
  return { price, amount };
48
48
  };
49
49
  class OkexV5BookChangeMapper {
50
- constructor(_exchange, _usePublicBooksChannel) {
50
+ constructor(_exchange, usePublicBooksChannel) {
51
51
  this._exchange = _exchange;
52
- this._usePublicBooksChannel = _usePublicBooksChannel;
52
+ this._hasCredentials = process.env.OKX_API_KEY !== undefined;
53
+ this._hasVip5Access = process.env.OKX_API_VIP_5 !== undefined;
54
+ this._channelName = this._getBooksChannelName(usePublicBooksChannel);
53
55
  }
54
56
  canHandle(message) {
55
57
  if (message.event !== undefined || message.arg === undefined) {
56
58
  return false;
57
59
  }
58
- if (this._usePublicBooksChannel) {
59
- return message.arg.channel === 'books';
60
+ return message.arg.channel === this._channelName;
61
+ }
62
+ _getBooksChannelName(usePublicBooksChannel) {
63
+ if (usePublicBooksChannel === false) {
64
+ // historical data always uses books-l2-tbt
65
+ return 'books-l2-tbt';
66
+ }
67
+ if (this._hasCredentials && this._hasVip5Access) {
68
+ return 'books-l2-tbt';
60
69
  }
61
- return message.arg.channel === 'books-l2-tbt';
70
+ if (this._hasCredentials) {
71
+ return 'books50-l2-tbt';
72
+ }
73
+ return 'books';
62
74
  }
63
75
  getFilters(symbols) {
64
76
  symbols = (0, handy_1.upperCaseSymbols)(symbols);
65
- if (this._usePublicBooksChannel) {
66
- return [
67
- {
68
- channel: `books`,
69
- symbols
70
- }
71
- ];
72
- }
73
77
  return [
74
78
  {
75
- channel: `books-l2-tbt`,
79
+ channel: this._channelName,
76
80
  symbols
77
81
  }
78
82
  ];
@@ -101,17 +105,29 @@ class OkexV5BookChangeMapper {
101
105
  }
102
106
  exports.OkexV5BookChangeMapper = OkexV5BookChangeMapper;
103
107
  class OkexV5BookTickerMapper {
104
- constructor(_exchange) {
108
+ constructor(_exchange, _useTbtTickerChannel) {
105
109
  this._exchange = _exchange;
110
+ this._useTbtTickerChannel = _useTbtTickerChannel;
106
111
  }
107
112
  canHandle(message) {
108
113
  if (message.event !== undefined || message.arg === undefined) {
109
114
  return false;
110
115
  }
116
+ if (this._useTbtTickerChannel) {
117
+ return message.arg.channel === 'bbo-tbt';
118
+ }
111
119
  return message.arg.channel === 'tickers';
112
120
  }
113
121
  getFilters(symbols) {
114
122
  symbols = (0, handy_1.upperCaseSymbols)(symbols);
123
+ if (this._useTbtTickerChannel) {
124
+ return [
125
+ {
126
+ channel: `bbo-tbt`,
127
+ symbols
128
+ }
129
+ ];
130
+ }
115
131
  return [
116
132
  {
117
133
  channel: `tickers`,
@@ -119,7 +135,36 @@ class OkexV5BookTickerMapper {
119
135
  }
120
136
  ];
121
137
  }
122
- *map(message, localTimestamp) {
138
+ map(message, localTimestamp) {
139
+ if (message.arg.channel === 'bbo-tbt') {
140
+ return this._mapFromTbtTicker(message, localTimestamp);
141
+ }
142
+ else {
143
+ return this._mapFromTicker(message, localTimestamp);
144
+ }
145
+ }
146
+ *_mapFromTbtTicker(message, localTimestamp) {
147
+ if (!message.data) {
148
+ return;
149
+ }
150
+ for (const tbtTicker of message.data) {
151
+ const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined;
152
+ const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined;
153
+ const ticker = {
154
+ type: 'book_ticker',
155
+ symbol: message.arg.instId,
156
+ exchange: this._exchange,
157
+ askAmount: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.amount,
158
+ askPrice: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.price,
159
+ bidPrice: bestBid === null || bestBid === void 0 ? void 0 : bestBid.price,
160
+ bidAmount: bestBid === null || bestBid === void 0 ? void 0 : bestBid.amount,
161
+ timestamp: new Date(Number(tbtTicker.ts)),
162
+ localTimestamp: localTimestamp
163
+ };
164
+ yield ticker;
165
+ }
166
+ }
167
+ *_mapFromTicker(message, localTimestamp) {
123
168
  for (const okexTicker of message.data) {
124
169
  const ticker = {
125
170
  type: 'book_ticker',