tardis-dev 13.2.0 → 13.4.2

package/dist/binarysplit.d.ts

@@ -1,4 +1,5 @@
 /// <reference types="node" />
+/// <reference types="node" />
 import { Transform, TransformCallback } from 'stream';
 export declare class BinarySplitStream extends Transform {
     private readonly _NEW_LINE_BYTE;

package/dist/binarysplit.d.ts.map

@@ -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"}
+{"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/mappers/huobi.d.ts

@@ -199,7 +199,7 @@ declare type HuobiMBPDataMessage = HuobiDataMessage & {
 declare type HuobiMBPSnapshot = {
     ts: number;
     rep: string;
-    data: {
+    data?: {
         bids: HuobiBookLevel[];
         asks: HuobiBookLevel[];
         seqNum: number;

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

@@ -1 +1 @@
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+{"version":3,"file":"huobi.d.ts","sourceRoot":"","sources":["../../src/mappers/huobi.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmB,cAAc,EAAoB,MAAM,UAAU,CAAA;AAC5E,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAqB,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACnI,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAK1D,qBAAa,iBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,KAAK,CAAC;IAElG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAOnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAiBpF;AAED,qBAAa,qBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAEvG,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;gBAAnB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;IAsBzD,OAAO,CAAC,aAAa;CAGtB;AAMD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IAK9D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAJlD,SAAS,CAAC,QAAQ,CAAC,sBAAsB,EAAE;QACzC,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;KACvB,CAAK;gBAEyB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,GAAG;IAStB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,gBAAgB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IA0E1E,OAAO,CAAC,aAAa;IAoBrB,OAAO,CAAC,aAAa;CAGtB;AAgBD,qBAAa,2BAA4B,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,gBAAgB,CAAC;IAGrH,OAAO,CAAC,QAAQ,CAAC,SAAS;IAFtC,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;gBAE3C,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAYtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;IAwB5B,GAAG,CACF,OAAO,EAAE,qBAAqB,GAAG,4BAA4B,GAAG,4BAA4B,EAC5F,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,gBAAgB,CAAC;CAmCtC;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,WAAW,CAAC;IAI5G,OAAO,CAAC,QAAQ,CAAC,SAAS;IAHtC,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAAiC;IAC1E,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAA0E;gBAEpF,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,iBAAiB;IAY5D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAoC7B,OAAO,CAAC,8BAA8B;IAMrC,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CA0B1F;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,kBAAkB,EAAE,aAAa,CAAC;IACzF,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IACzD,OAAO,CAAC,QAAQ,CAAC,aAAa,CAA4B;IAE1D,SAAS,CAAC,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B;IAQ3G,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;IAyB5B,GAAG,CACF,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B,EACjG,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,aAAa,CAAC,GAAG,SAAS;CAoE/C;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,UAAU,CAAC;IACnH,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAOnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,eAAe,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAiCnF;AAED,aAAK,gBAAgB,GAAG;IACtB,EAAE,EAAE,MAAM,CAAA;CACX,CAAA;AAED,aAAK,qBAAqB,GAAG,gBAAgB,GAAG;IAC9C,IAAI,EAAE;QACJ,IAAI,EAAE;YACJ,EAAE,EAAE,MAAM,CAAA;YACV,OAAO,CAAC,EAAE,MAAM,CAAA;YAChB,KAAK,EAAE,MAAM,CAAA;YACb,MAAM,EAAE,MAAM,CAAA;YACd,SAAS,EAAE,KAAK,GAAG,MAAM,CAAA;YACzB,EAAE,EAAE,MAAM,CAAA;SACX,EAAE,CAAA;KACJ,CAAA;CACF,CAAA;AAED,aAAK,cAAc,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAEtC,aAAK,qBAAqB,GAAG,gBAAgB,GAC3C,CACI;IACE,MAAM,CAAC,EAAE,OAAO,CAAA;IAChB,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC7B,IAAI,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;KAC9B,CAAA;CACF,GACD;IACE,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,KAAK,EAAE,UAAU,GAAG,QAAQ,CAAA;KAC7B,CAAA;CACF,CACJ,CAAA;AAEH,aAAK,qBAAqB,GAAG,gBAAgB,GAAG;IAC9C,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,WAAW,EAAE,MAAM,CAAA;QACnB,cAAc,EAAE,MAAM,CAAA;KACvB,CAAA;CACF,CAAA;AAED,aAAK,4BAA4B,GAAG;IAClC,EAAE,EAAE,QAAQ,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,eAAe,EAAE,MAAM,CAAA;QACvB,YAAY,EAAE,MAAM,CAAA;QACpB,cAAc,EAAE,MAAM,CAAA;QACtB,aAAa,EAAE,MAAM,CAAA;KACtB,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,4BAA4B,GAAG,gBAAgB,GAAG;IACrD,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;KACf,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,mBAAmB,GAAG,gBAAgB,GAAG;IAC5C,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,MAAM,EAAE,MAAM,CAAA;QACd,UAAU,EAAE,MAAM,CAAA;KACnB,CAAA;CACF,CAAA;AAED,aAAK,gBAAgB,GAAG;IACtB,EAAE,EAAE,MAAM,CAAA;IACV,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,CAAC,EAAE;QACL,IAAI,EAAE,cAAc,EAAE,CAAA;QACtB,IAAI,EAAE,cAAc,EAAE,CAAA;QACtB,MAAM,EAAE,MAAM,CAAA;KACf,CAAA;CACF,CAAA;AAED,aAAK,OAAO,GAAG;IACb,eAAe,EAAE,cAAc,CAAC,mBAAmB,CAAC,CAAA;IACpD,iBAAiB,CAAC,EAAE,OAAO,CAAA;CAC5B,CAAA;AAED,aAAK,qBAAqB,GAAG;IAC3B,EAAE,EAAE,QAAQ,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,aAAa,EAAE,MAAM,CAAA;QACrB,SAAS,EAAE,KAAK,GAAG,MAAM,CAAA;QACzB,MAAM,EAAE,MAAM,CAAA;QACd,MAAM,EAAE,MAAM,CAAA;QACd,KAAK,EAAE,MAAM,CAAA;QACb,UAAU,EAAE,MAAM,CAAA;KACnB,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,iBAAiB,GAAG;IACvB,EAAE,EA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package/dist/mappers/huobi.js

@@ -120,6 +120,9 @@ class HuobiMBPBookChangeMapper {
         const mbpInfo = this.symbolToMBPInfoMapping[symbol];
         const snapshotAlreadyProcessed = mbpInfo.snapshotProcessed;
         if (isSnapshot(message)) {
+            if (message.data == null) {
+                return;
+            }
             const snapshotBids = message.data.bids.map(this._mapBookLevel);
             const snapshotAsks = message.data.asks.map(this._mapBookLevel);
             // if there were any depth updates buffered, let's proccess those by adding to or updating the initial snapshot

package/dist/mappers/huobi.js.map

@@ -1 +1 @@
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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/huobi.d.ts

@@ -1,4 +1,5 @@
 /// <reference types="node" />
+/// <reference types="node" />
 import { Filter } from '../types';
 import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase, PoolingClientBase } from './realtimefeed';
 import { Writable } from 'stream';

package/dist/realtimefeeds/huobi.d.ts.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

@@ -1 +1 @@
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+{"version":3,"file":"okex.js","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":";;;;;;AAAA,+BAAqC;AACrC,oDAA2B;AAC3B,oCAA+B;AAE/B,iDAAiD;AAEjD,MAAa,gBAAiB,SAAQ,+BAAgB;IAAtD;;QACY,WAAM,GAAG,oCAAoC,CAAA;QAE/C,oBAAe,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,KAAK,SAAS,CAAA;IAsDjE,CAAC;IApDS,iBAAiB;QACvB,OAAO,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAA;IACtC,CAAC;IAES,KAAK,CAAC,WAAW;QACzB,IAAI,IAAI,CAAC,eAAe,EAAE;YACxB,MAAM,SAAS,GAAG,IAAI,CAAC,iBAAiB,EAAE,CAAC,QAAQ,EAAE,CAAA;YACrD,MAAM,IAAI,GAAG,gBAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,kBAAmB,CAAC,CAAC,MAAM,CAAC,GAAG,SAAS,uBAAuB,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;YAEtI,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,OAAO;gBACX,IAAI,EAAE;oBACJ;wBACE,MAAM,EAAE,OAAO,CAAC,GAAG,CAAC,WAAW;wBAC/B,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,kBAAkB;wBAC1C,SAAS;wBACT,IAAI;qBACL;iBACF;aACF,CAAC,CAAA;YAEF,MAAM,IAAA,YAAI,EAAC,EAAE,CAAC,CAAA;SACf;IACH,CAAC;IAES,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;AAzDD,4CAyDC;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

@@ -1,4 +1,5 @@
 /// <reference types="node" />
+/// <reference types="node" />
 import dbg from 'debug';
 import { Writable } from 'stream';
 import { Exchange, Filter } from '../types';
@@ -28,7 +29,7 @@ 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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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/dist/replay.js

@@ -160,9 +160,9 @@ async function terminateWorker(worker, waitTimeout) {
         cancelWait = () => clearTimeout(timeoutId);
     });
     const readyToTerminate = new Promise((resolve) => {
-        worker.once('message', (signal) => signal === "READY_TO_TERMINATE" /* READY_TO_TERMINATE */ && resolve());
+        worker.once('message', (signal) => signal === "READY_TO_TERMINATE" /* WorkerSignal.READY_TO_TERMINATE */ && resolve());
     }).then(cancelWait);
-    worker.postMessage("BEFORE_TERMINATE" /* BEFORE_TERMINATE */);
+    worker.postMessage("BEFORE_TERMINATE" /* WorkerSignal.BEFORE_TERMINATE */);
     await Promise.race([readyToTerminate, maxWaitGuard]);
     await worker.terminate();
 }

package/dist/replay.js.map

@@ -1 +1 @@
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package/dist/worker.js

@@ -14,9 +14,9 @@ if (worker_threads_1.isMainThread) {
 }
 else {
     worker_threads_1.parentPort.on('message', (signal) => {
-        if (signal === "BEFORE_TERMINATE" /* BEFORE_TERMINATE */) {
+        if (signal === "BEFORE_TERMINATE" /* WorkerSignal.BEFORE_TERMINATE */) {
             (0, handy_1.cleanTempFiles)();
-            worker_threads_1.parentPort.postMessage("READY_TO_TERMINATE" /* READY_TO_TERMINATE */);
+            worker_threads_1.parentPort.postMessage("READY_TO_TERMINATE" /* WorkerSignal.READY_TO_TERMINATE */);
         }
     });
     getDataFeedSlices(worker_threads_1.workerData);

package/dist/worker.js.map

@@ -1 +1 @@
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+{"version":3,"file":"worker.js","sourceRoot":"","sources":["../src/worker.ts"],"names":[],"mappings":";;;;;AAAA,kDAAuB;AACvB,uCAAqC;AACrC,kDAAwB;AACxB,mDAAqE;AACrE,mCAAyH;AAGzH,MAAM,KAAK,GAAG,IAAA,eAAG,EAAC,YAAY,CAAC,CAAA;AAE/B,IAAI,6BAAY,EAAE;IAChB,KAAK,CAAC,qDAAqD,CAAC,CAAA;CAC7D;KAAM;IACL,2BAAW,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,MAAoB,EAAE,EAAE;QACjD,IAAI,MAAM,2DAAkC,EAAE;YAC5C,IAAA,sBAAc,GAAE,CAAA;YAChB,2BAAW,CAAC,WAAW,4DAAiC,CAAA;SACzD;IACH,CAAC,CAAC,CAAA;IACF,iBAAiB,CAAC,2BAA8B,CAAC,CAAA;CAClD;AAED,OAAO,CAAC,EAAE,CAAC,oBAAoB,EAAE,CAAC,GAAG,EAAE,OAAO,EAAE,EAAE;IAChD,KAAK,CAAC,wCAAwC,EAAE,OAAO,EAAE,GAAG,CAAC,CAAA;IAC7D,MAAM,GAAG,CAAA;AACX,CAAC,CAAC,CAAA;AAEF,KAAK,UAAU,iBAAiB,CAAC,OAAyB;IACxD,MAAM,sBAAsB,GAAG,EAAE,GAAG,IAAI,CAAA;IACxC,MAAM,iBAAiB,GAAG,EAAE,CAAA;IAC5B,mEAAmE;IACnE,MAAM,OAAO,GAAG,IAAA,uBAAe,EAAC,OAAO,CAAC,OAAO,CAAC,CAAA;IAEhD,2HAA2H;IAC3H,qEAAqE;IACrE,MAAM,mBAAmB,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,EAAE,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,CAAC,GAAG,sBAAsB,CAAC,CAAA;IAExH,gEAAgE;IAChE,MAAM,QAAQ,GAAG,GAAG,OAAO,CAAC,QAAQ,UAAU,OAAO,CAAC,QAAQ,IAAI,IAAA,cAAM,EAAC,OAAO,CAAC,EAAE,CAAA;IAEnF,MAAM,YAAY,GAChB,OAAO,OAAO,CAAC,2BAA2B,KAAK,QAAQ;QACrD,CAAC,CAAC,OAAO,CAAC,2BAA2B,GAAG,sBAAsB;QAC9D,CAAC,CAAC,EAAE,GAAG,sBAAsB,CAAA;IAEjC,IAAI,OAAO,CAAC,2BAA2B,IAAI,OAAO,CAAC,MAAM,CAAC,OAAO,EAAE,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,EAAE;QACzG,IAAI,6BAA6B,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,CAAA;QAEvE,4EAA4E;QAC5E,IAAI,6BAA6B,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,EAAE;YAC9D,MAAM,eAAe,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,GAAG,6BAA6B,CAAA;YAClF,IAAI,eAAe,GAAG,CAAC,EAAE;gBACvB,MAAM,IAAA,YAAI,EAAC,eAAe,CAAC,CAAA;aAC5B;SACF;QAED,uDAAuD;QACvD,6BAA6B,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,CAAA;QACnE,MAAM,0CAA0C,GAAG,IAAI,CAAC,KAAK,CAC3D,CAAC,6BAA6B,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,CAAC,GAAG,sBAAsB,CACtF,CAAA;QAED,MAAM,IAAA,eAAI,EAAC,IAAA,gBAAQ,EAAC,0CAA0C,EAAE,CAAC,CAAC,EAAE,CAAC,MAAM,EAAE,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,EAAE;YACpI,WAAW,EAAE,iBAAiB;SAC/B,CAAC,CAAA;QAEF,2DAA2D;QAC3D,KAAK,IAAI,MAAM,GAAG,0CAA0C,EAAE,MAAM,GAAG,mBAAmB,EAAE,MAAM,EAAE,EAAE;YACpG,MAAM,gBAAgB,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,GAAG,MAAM,GAAG,sBAAsB,CAAA;YACrF,6BAA6B,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,CAAA;YAEnE,IAAI,gBAAgB,GAAG,6BAA6B,EAAE;gBACpD,MAAM,QAAQ,GAAG,gBAAgB,GAAG,6BAA6B,GAAG,GAAG,CAAA;gBAEvE,MAAM,IAAA,YAAI,EAAC,QAAQ,CAAC,CAAA;aACrB;YACD,MAAM,gBAAgB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;SAC3D;KACF;SAAM;QACL,iHAAiH;QACjH,MAAM,gBAAgB,CAAC,OAAO,EAAE,mBAAmB,GAAG,CAAC,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;QAE3E,kGAAkG;QAClG,MAAM,gBAAgB,CAAC,OAAO,EAAE,CAAC,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;QAErD,wHAAwH;QACxH,MAAM,IAAA,eAAI,EACR,IAAA,gBAAQ,EAAC,mBAAmB,EAAE,CAAC,CAAC,EAAE,oEAAoE;QACtG,CAAC,MAAM,EAAE,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,EAChE,EAAE,WAAW,EAAE,iBAAiB,EAAE,CACnC,CAAA;KACF;AACH,CAAC;AAED,KAAK,UAAU,gBAAgB,CAC7B,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,EAAE,SAAS,EAAoB,EACrE,MAAc,EACd,OAAiB,EACjB,QAAgB;IAEhB,MAAM,cAAc,GAAG,IAAA,kBAAU,EAAC,QAAQ,EAAE,MAAM,CAAC,CAAA;IACnD,MAAM,QAAQ,GAAG,cAAc,CAAC,WAAW,EAAE,CAAA;IAC7C,MAAM,SAAS,GAAG,GAAG,QAAQ,IAAI,IAAA,wBAAgB,EAAC,cAAc,CAAC,UAAU,CAAA;IAC3E,MAAM,QAAQ,GAAG,IAAA,qBAAU,EAAC,SAAS,CAAC,CAAA;IAEtC,IAAI,GAAG,GAAG,GAAG,QAAQ,eAAe,QAAQ,SAAS,QAAQ,CAAC,WAAW,EAAE,WAAW,MAAM,EAAE,CAAA;IAE9F,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC,EAAE;QACtB,GAAG,IAAI,YAAY,kBAAkB,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,EAAE,CAAA;KACjE;IAED,IAAI,CAAC,QAAQ,EAAE;QACb,MAAM,IAAA,gBAAQ,EAAC;YACb,MAAM;YACN,YAAY,EAAE,SAAS;YACvB,GAAG;YACH,SAAS;SACV,CAAC,CAAA;QAEF,KAAK,CAAC,kDAAkD,EAAE,QAAQ,CAAC,CAAA;KACpE;SAAM;QACL,KAAK,CAAC,qCAAqC,EAAE,QAAQ,CAAC,CAAA;KACvD;IACD,oGAAoG;IACpG,MAAM,OAAO,GAAkB;QAC7B,QAAQ;QACR,SAAS;KACV,CAAA;IACD,2BAAW,CAAC,WAAW,CAAC,OAAO,CAAC,CAAA;AAClC,CAAC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.2.0",
+  "version": "13.4.2",
   "engines": {
     "node": ">=12"
   },

package/src/mappers/huobi.ts

@@ -141,6 +141,10 @@ export class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookChange> {
     const snapshotAlreadyProcessed = mbpInfo.snapshotProcessed
 
     if (isSnapshot(message)) {
+      if (message.data == null) {
+        return
+      }
+
       const snapshotBids = message.data.bids.map(this._mapBookLevel)
       const snapshotAsks = message.data.asks.map(this._mapBookLevel)
 
@@ -651,7 +655,7 @@ type HuobiMBPDataMessage = HuobiDataMessage & {
 type HuobiMBPSnapshot = {
   ts: number
   rep: string
-  data: {
+  data?: {
     bids: HuobiBookLevel[]
     asks: HuobiBookLevel[]
     seqNum: number

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)