tardis-dev 13.2.0 → 13.4.0

package/dist/mappers/okex.d.ts

@@ -12,9 +12,12 @@ export declare class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade>
 }
 export declare class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
     private readonly _exchange;
-    private readonly _usePublicBooksChannel;
-    constructor(_exchange: Exchange, _usePublicBooksChannel: boolean);
+    private _channelName;
+    constructor(_exchange: Exchange, usePublicBooksChannel: boolean);
     canHandle(message: any): boolean;
+    private _hasCredentials;
+    private _hasVip5Access;
+    private _getBooksChannelName;
     getFilters(symbols?: string[]): {
         channel: any;
         symbols: string[] | undefined;

package/dist/mappers/okex.d.ts.map

@@ -1 +1 @@
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package/dist/mappers/okex.js

@@ -47,32 +47,36 @@ const mapV5BookLevel = (level) => {
     return { price, amount };
 };
 class OkexV5BookChangeMapper {
-    constructor(_exchange, _usePublicBooksChannel) {
+    constructor(_exchange, usePublicBooksChannel) {
         this._exchange = _exchange;
-        this._usePublicBooksChannel = _usePublicBooksChannel;
+        this._hasCredentials = process.env.OKX_API_KEY !== undefined;
+        this._hasVip5Access = process.env.OKX_API_VIP_5 !== undefined;
+        this._channelName = this._getBooksChannelName(usePublicBooksChannel);
     }
     canHandle(message) {
         if (message.event !== undefined || message.arg === undefined) {
             return false;
         }
-        if (this._usePublicBooksChannel) {
-            return message.arg.channel === 'books';
+        return message.arg.channel === this._channelName;
+    }
+    _getBooksChannelName(usePublicBooksChannel) {
+        if (usePublicBooksChannel === false) {
+            // historical data always uses books-l2-tbt
+            return 'books-l2-tbt';
+        }
+        if (this._hasCredentials && this._hasVip5Access) {
+            return 'books-l2-tbt';
+        }
+        if (this._hasCredentials) {
+            return 'books50-l2-tbt';
         }
-        return message.arg.channel === 'books-l2-tbt';
+        return 'books';
     }
     getFilters(symbols) {
         symbols = (0, handy_1.upperCaseSymbols)(symbols);
-        if (this._usePublicBooksChannel) {
-            return [
-                {
-                    channel: `books`,
-                    symbols
-                }
-            ];
-        }
         return [
             {
-                channel: `books-l2-tbt`,
+                channel: this._channelName,
                 symbols
             }
         ];

package/dist/mappers/okex.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/deribit.d.ts

@@ -2,11 +2,11 @@ import { Filter, FilterForExchange } from '../types';
 import { RealTimeFeedBase } from './realtimefeed';
 export declare class DeribitRealTimeDataFeed extends RealTimeFeedBase {
     protected wssURL: string;
+    private _hasCredentials;
     protected channelsWithIntervals: FilterForExchange['deribit']['channel'][];
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
     protected messageIsError(message: any): boolean;
-    private hasCredentials;
-    protected onConnected(): void;
+    protected onConnected(): Promise<void>;
     protected messageIsHeartbeat(msg: any): boolean;
     protected onMessage(msg: any): void;
 }

package/dist/realtimefeeds/deribit.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAA;AACpD,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,SAAS,CAAC,MAAM,SAAoC;IAEpD,SAAS,CAAC,qBAAqB,EAAE,iBAAiB,CAAC,SAAS,CAAC,CAAC,SAAS,CAAC,EAAE,CAA4C;IAEtH,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA4BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,OAAO,CAAC,cAAc;IAItB,SAAS,CAAC,WAAW;IA2BrB,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;IAIrC,SAAS,CAAC,SAAS,CAAC,GAAG,EAAE,GAAG;CAW7B"}
+{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/deribit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAA;AACpD,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,SAAS,CAAC,MAAM,SAAoC;IACpD,OAAO,CAAC,eAAe,CAAyG;IAEhI,SAAS,CAAC,qBAAqB,EAAE,iBAAiB,CAAC,SAAS,CAAC,CAAC,SAAS,CAAC,EAAE,CAA4C;IAEtH,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA6BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAI/B,WAAW;IA6B3B,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;IAIrC,SAAS,CAAC,SAAS,CAAC,GAAG,EAAE,GAAG;CAW7B"}

package/dist/realtimefeeds/deribit.js

@@ -1,15 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.DeribitRealTimeDataFeed = void 0;
+const handy_1 = require("../handy");
 const realtimefeed_1 = require("./realtimefeed");
 class DeribitRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
     constructor() {
         super(...arguments);
         this.wssURL = 'wss://www.deribit.com/ws/api/v2';
+        this._hasCredentials = process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined;
         this.channelsWithIntervals = ['book', 'perpetual', 'trades', 'ticker'];
     }
     mapToSubscribeMessages(filters) {
-        const hasCredentials = this.hasCredentials();
+        const hasCredentials = this._hasCredentials;
         const channels = filters
             .map((filter) => {
             if (!filter.symbols || filter.symbols.length === 0) {
@@ -35,10 +37,7 @@ class DeribitRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
     messageIsError(message) {
         return message.error !== undefined;
     }
-    hasCredentials() {
-        return process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined;
-    }
-    onConnected() {
+    async onConnected() {
         // set heartbeat so deribit won't close connection prematurely
         // https://docs.deribit.com/v2/#public-set_heartbeat
         this.send({
@@ -49,7 +48,7 @@ class DeribitRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
                 interval: 10
             }
         });
-        if (this.hasCredentials()) {
+        if (this._hasCredentials) {
             this.send({
                 jsonrpc: '2.0',
                 method: 'public/auth',
@@ -60,6 +59,7 @@ class DeribitRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
                     client_secret: process.env.DERIBIT_API_CLIENT_SECRET
                 }
             });
+            await (0, handy_1.wait)(10);
         }
     }
     messageIsHeartbeat(msg) {

package/dist/realtimefeeds/deribit.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/okex.d.ts

@@ -2,6 +2,9 @@ import { Filter } from '../types';
 import { RealTimeFeedBase } from './realtimefeed';
 export declare class OkexRealTimeFeed extends RealTimeFeedBase {
     protected wssURL: string;
+    private _hasCredentials;
+    private secondsSinceEpoch;
+    protected onConnected(): Promise<void>;
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
     protected messageIsError(message: any): boolean;
 }

package/dist/realtimefeeds/okex.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAGA,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,OAAO,CAAC,eAAe,CAAwC;IAE/D,OAAO,CAAC,iBAAiB;cAIT,WAAW;IAqB3B,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

@@ -1,12 +1,39 @@
 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.OkexOptionsRealTimeFeed = exports.OKCoinRealTimeFeed = exports.OkexRealTimeFeed = void 0;
 const zlib_1 = require("zlib");
+const crypto_1 = __importDefault(require("crypto"));
+const handy_1 = require("../handy");
 const realtimefeed_1 = require("./realtimefeed");
 class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
     constructor() {
         super(...arguments);
         this.wssURL = 'wss://ws.okx.com:8443/ws/v5/public';
+        this._hasCredentials = process.env.OKX_API_KEY !== undefined;
+    }
+    secondsSinceEpoch() {
+        return Math.floor(Date.now() / 1000);
+    }
+    async onConnected() {
+        if (this._hasCredentials) {
+            const timestamp = this.secondsSinceEpoch().toString();
+            const sign = crypto_1.default.createHmac('sha256', process.env.OKX_API_SECRET_KEY).update(`${timestamp}GET/users/self/verify`).digest('base64');
+            this.send({
+                op: 'login',
+                args: [
+                    {
+                        apiKey: process.env.OKX_API_KEY,
+                        passphrase: process.env.OKX_API_PASSPHRASE,
+                        timestamp,
+                        sign
+                    }
+                ]
+            });
+            await (0, handy_1.wait)(50);
+        }
     }
     mapToSubscribeMessages(filters) {
         const args = filters

package/dist/realtimefeeds/okex.js.map

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package/dist/realtimefeeds/realtimefeed.d.ts

@@ -28,7 +28,7 @@ export declare abstract class RealTimeFeedBase implements RealTimeFeedIterable {
     protected messageIsHeartbeat(_msg: any): boolean;
     protected provideManualSnapshots(_filters: Filter<string>[], _shouldCancel: () => boolean): Promise<void>;
     protected onMessage(_msg: any): void;
-    protected onConnected(): void;
+    protected onConnected(): Promise<void>;
     protected decompress?: (msg: any) => Buffer;
     private _monitorConnectionIfStale;
     private _sendPeriodicPing;

package/dist/realtimefeeds/realtimefeed.d.ts.map

@@ -1 +1 @@
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+{"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;YAoBrC,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;cAEb,WAAW;IAE3B,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"}

package/dist/realtimefeeds/realtimefeed.js

@@ -30,7 +30,7 @@ class RealTimeFeedBase {
                     }
                     return prev;
                 }, new Set()).size;
-                this.onConnected();
+                await this.onConnected();
                 for (const message of subscribeMessages) {
                     this.send(message);
                     if (this.throttleSubscribeMS > 0) {
@@ -176,7 +176,7 @@ class RealTimeFeedBase {
     }
     async provideManualSnapshots(_filters, _shouldCancel) { }
     onMessage(_msg) { }
-    onConnected() { }
+    async onConnected() { }
     _monitorConnectionIfStale() {
         if (this._timeoutIntervalMS === undefined || this._timeoutIntervalMS === 0) {
             return;

package/dist/realtimefeeds/realtimefeed.js.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.2.0",
+  "version": "13.4.0",
   "engines": {
     "node": ">=12"
   },

package/src/mappers/okex.ts

@@ -51,34 +51,46 @@ const mapV5BookLevel = (level: OkexV5BookLevel) => {
 }
 
 export class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
-  constructor(private readonly _exchange: Exchange, private readonly _usePublicBooksChannel: boolean) {}
+  private _channelName: string
+
+  constructor(private readonly _exchange: Exchange, usePublicBooksChannel: boolean) {
+    this._channelName = this._getBooksChannelName(usePublicBooksChannel)
+  }
 
   canHandle(message: any) {
     if (message.event !== undefined || message.arg === undefined) {
       return false
     }
 
-    if (this._usePublicBooksChannel) {
-      return message.arg.channel === 'books'
+    return message.arg.channel === this._channelName
+  }
+
+  private _hasCredentials = process.env.OKX_API_KEY !== undefined
+  private _hasVip5Access = process.env.OKX_API_VIP_5 !== undefined
+
+  private _getBooksChannelName(usePublicBooksChannel: boolean) {
+    if (usePublicBooksChannel === false) {
+      // historical data always uses books-l2-tbt
+      return 'books-l2-tbt'
+    }
+
+    if (this._hasCredentials && this._hasVip5Access) {
+      return 'books-l2-tbt'
+    }
+
+    if (this._hasCredentials) {
+      return 'books50-l2-tbt'
     }
-    return message.arg.channel === 'books-l2-tbt'
+
+    return 'books'
   }
 
   getFilters(symbols?: string[]) {
     symbols = upperCaseSymbols(symbols)
 
-    if (this._usePublicBooksChannel) {
-      return [
-        {
-          channel: `books` as any,
-          symbols
-        }
-      ]
-    }
-
     return [
       {
-        channel: `books-l2-tbt` as const,
+        channel: this._channelName as any,
         symbols
       }
     ]

package/src/realtimefeeds/deribit.ts

@@ -1,13 +1,16 @@
+import { wait } from '../handy'
 import { Filter, FilterForExchange } from '../types'
 import { RealTimeFeedBase } from './realtimefeed'
 
 export class DeribitRealTimeDataFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://www.deribit.com/ws/api/v2'
+  private _hasCredentials = process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined
 
   protected channelsWithIntervals: FilterForExchange['deribit']['channel'][] = ['book', 'perpetual', 'trades', 'ticker']
 
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
-    const hasCredentials = this.hasCredentials()
+    const hasCredentials = this._hasCredentials
+
     const channels = filters
       .map((filter) => {
         if (!filter.symbols || filter.symbols.length === 0) {
@@ -38,11 +41,7 @@ export class DeribitRealTimeDataFeed extends RealTimeFeedBase {
     return message.error !== undefined
   }
 
-  private hasCredentials() {
-    return process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined
-  }
-
-  protected onConnected() {
+  protected async onConnected() {
     // set heartbeat so deribit won't close connection prematurely
     // https://docs.deribit.com/v2/#public-set_heartbeat
 
@@ -55,7 +54,7 @@ export class DeribitRealTimeDataFeed extends RealTimeFeedBase {
       }
     })
 
-    if (this.hasCredentials()) {
+    if (this._hasCredentials) {
       this.send({
         jsonrpc: '2.0',
         method: 'public/auth',
@@ -66,6 +65,8 @@ export class DeribitRealTimeDataFeed extends RealTimeFeedBase {
           client_secret: process.env.DERIBIT_API_CLIENT_SECRET
         }
       })
+
+      await wait(10)
     }
   }
 

package/src/realtimefeeds/okex.ts

@@ -1,10 +1,39 @@
 import { inflateRawSync } from 'zlib'
+import crypto from 'crypto'
+import { wait } from '../handy'
 import { Filter } from '../types'
 import { RealTimeFeedBase } from './realtimefeed'
 
 export class OkexRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://ws.okx.com:8443/ws/v5/public'
 
+  private _hasCredentials = process.env.OKX_API_KEY !== undefined
+
+  private secondsSinceEpoch() {
+    return Math.floor(Date.now() / 1000)
+  }
+
+  protected async onConnected() {
+    if (this._hasCredentials) {
+      const timestamp = this.secondsSinceEpoch().toString()
+      const sign = crypto.createHmac('sha256', process.env.OKX_API_SECRET_KEY!).update(`${timestamp}GET/users/self/verify`).digest('base64')
+
+      this.send({
+        op: 'login',
+        args: [
+          {
+            apiKey: process.env.OKX_API_KEY,
+            passphrase: process.env.OKX_API_PASSPHRASE,
+            timestamp,
+            sign
+          }
+        ]
+      })
+
+      await wait(50)
+    }
+  }
+
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
     const args = filters
       .map((filter) => {

package/src/realtimefeeds/realtimefeed.ts

@@ -204,7 +204,7 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
 
   protected onMessage(_msg: any) {}
 
-  protected onConnected() {}
+  protected async onConnected() {}
 
   protected decompress?: (msg: any) => Buffer
 
@@ -254,7 +254,7 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
         return prev
       }, new Set<string>()).size
 
-      this.onConnected()
+      await this.onConnected()
 
       for (const message of subscribeMessages) {
         this.send(message)