tardis-dev 13.20.2 → 13.20.4

package/dist/mappers/gateiofutures.d.ts

@@ -43,6 +43,7 @@ type GateIOFuturesTrade = {
     size: number;
     id: number;
     create_time: number;
+    create_time_ms?: number;
     price: string;
     contract: string;
 };
@@ -61,6 +62,7 @@ type GateIOFuturesOrderBookSnapshot = {
     channel: 'futures.order_book';
     event: 'all';
     result: {
+        t?: number;
         contract: string;
         asks: GateIOFuturesSnapshotLevel[];
         bids: GateIOFuturesSnapshotLevel[];
@@ -71,6 +73,7 @@ type GateIOFuturesOrderBookUpdate = {
     channel: 'futures.order_book';
     event: 'update';
     result: {
+        t?: number;
         p: string;
         s: number;
         c: string;
@@ -78,6 +81,7 @@ type GateIOFuturesOrderBookUpdate = {
 };
 type GateIOFuturesTicker = {
     time: number;
+    time_ms?: number;
     channel: 'futures.tickers';
     event: 'update';
     result: [

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

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package/dist/mappers/gateiofutures.js

@@ -22,7 +22,7 @@ class GateIOFuturesTradesMapper {
     }
     *map(tradesMessage, localTimestamp) {
         for (const trade of tradesMessage.result) {
-            const timestamp = new Date(trade.create_time * 1000);
+            const timestamp = trade.create_time_ms !== undefined ? new Date(trade.create_time_ms) : new Date(trade.create_time * 1000);
             yield {
                 type: 'trade',
                 symbol: trade.contract,
@@ -60,6 +60,7 @@ class GateIOFuturesBookChangeMapper {
     }
     *map(depthMessage, localTimestamp) {
         if (depthMessage.event === 'all') {
+            const timestamp = depthMessage.result.t !== undefined ? new Date(depthMessage.result.t) : new Date(depthMessage.time * 1000);
             // snapshot
             yield {
                 type: 'book_change',
@@ -68,12 +69,13 @@ class GateIOFuturesBookChangeMapper {
                 isSnapshot: true,
                 bids: depthMessage.result.bids.map(mapBookLevel),
                 asks: depthMessage.result.asks.map(mapBookLevel),
-                timestamp: new Date(depthMessage.time * 1000),
+                timestamp,
                 localTimestamp: localTimestamp
             };
         }
         else if (depthMessage.result.length > 0) {
             // update
+            const timestamp = depthMessage.result[0].t !== undefined ? new Date(depthMessage.result[0].t) : new Date(depthMessage.time * 1000);
             yield {
                 type: 'book_change',
                 symbol: depthMessage.result[0].c,
@@ -81,7 +83,7 @@ class GateIOFuturesBookChangeMapper {
                 isSnapshot: false,
                 bids: depthMessage.result.filter((l) => l.s >= 0).map(mapBookLevel),
                 asks: depthMessage.result.filter((l) => l.s <= 0).map(mapBookLevel),
-                timestamp: new Date(depthMessage.time * 1000),
+                timestamp,
                 localTimestamp: localTimestamp
             };
         }
@@ -110,13 +112,14 @@ class GateIOFuturesDerivativeTickerMapper {
             if (futuresTicker.contract === undefined) {
                 return;
             }
+            const timestamp = message.time_ms !== undefined ? new Date(message.time_ms) : new Date(message.time * 1000);
             const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(futuresTicker.contract, 'gate-io-futures');
             pendingTickerInfo.updateFundingRate(Number(futuresTicker.funding_rate));
             pendingTickerInfo.updatePredictedFundingRate(Number(futuresTicker.funding_rate_indicative));
             pendingTickerInfo.updateIndexPrice(Number(futuresTicker.index_price));
             pendingTickerInfo.updateMarkPrice(Number(futuresTicker.mark_price));
             pendingTickerInfo.updateLastPrice(Number(futuresTicker.last));
-            pendingTickerInfo.updateTimestamp(new Date(message.time * 1000));
+            pendingTickerInfo.updateTimestamp(timestamp);
             if (pendingTickerInfo.hasChanged()) {
                 yield pendingTickerInfo.getSnapshot(localTimestamp);
             }

package/dist/mappers/gateiofutures.js.map

@@ -1 +1 @@
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package/dist/mappers/index.d.ts.map

@@ -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;AAoFtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAqBjC,cAAc,UAAU,CAAA;AAgUxB,eAAO,MAAM,eAAe,ywBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,ywBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,gYAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,iIAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,mjBAEf,IAAI,0BASrB,CAAA"}

package/dist/mappers/index.js

@@ -84,6 +84,10 @@ const BYBIT_V5_API_SWITCH_DATE = new Date('2023-04-05T00:00:00.000Z');
 const shouldUseBybitV5Mappers = (localTimestamp) => {
     return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_SWITCH_DATE.valueOf();
 };
+const OKCOIN_V5_API_SWITCH_DATE = new Date('2023-04-27T00:00:00.000Z');
+const shouldUseOkcoinV5Mappers = (localTimestamp) => {
+    return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKCOIN_V5_API_SWITCH_DATE.valueOf();
+};
 const tradesMappers = {
     bitmex: () => bitmex_1.bitmexTradesMapper,
     binance: () => new binance_1.BinanceTradesMapper('binance'),
@@ -113,7 +117,7 @@ const tradesMappers = {
     'huobi-dm-linear-swap': () => new huobi_1.HuobiTradesMapper('huobi-dm-linear-swap'),
     'huobi-dm-options': () => new huobi_1.HuobiTradesMapper('huobi-dm-options'),
     bybit: (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5TradesMapper('bybit') : new bybit_1.BybitTradesMapper('bybit'),
-    okcoin: () => new okex_1.OkexTradesMapper('okcoin', 'spot'),
+    okcoin: (localTimestamp) => shouldUseOkcoinV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okcoin') : new okex_1.OkexTradesMapper('okcoin', 'spot'),
     hitbtc: () => hitbtc_1.hitBtcTradesMapper,
     phemex: () => phemex_1.phemexTradesMapper,
     delta: (localTimestamp) => new delta_1.DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
@@ -177,7 +181,9 @@ const bookChangeMappers = {
     'huobi-dm-options': () => new huobi_1.HuobiBookChangeMapper('huobi-dm-options'),
     'bybit-spot': (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5BookChangeMapper('bybit-spot', 50) : new bybitspot_1.BybitSpotBookChangeMapper('bybit-spot'),
     bybit: (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5BookChangeMapper('bybit', 50) : new bybit_1.BybitBookChangeMapper('bybit', false),
-    okcoin: (localTimestamp) => new okex_1.OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
+    okcoin: (localTimestamp) => shouldUseOkcoinV5Mappers(localTimestamp)
+        ? new okex_1.OkexV5BookChangeMapper('okcoin', true)
+        : new okex_1.OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
     hitbtc: () => hitbtc_1.hitBtcBookChangeMapper,
     phemex: () => phemex_1.phemexBookChangeMapper,
     delta: (localTimestamp) => new delta_1.DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()),
@@ -283,7 +289,7 @@ const bookTickersMappers = {
     'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
         ? new okex_1.OkexV5BookTickerMapper('okex-options', canUseOkexTbtBookTicker(localTimestamp))
         : new okex_1.OkexBookTickerMapper('okex-options', 'option'),
-    okcoin: () => new okex_1.OkexBookTickerMapper('okcoin', 'spot'),
+    okcoin: (localTimestamp) => shouldUseOkcoinV5Mappers(localTimestamp) ? new okex_1.OkexV5BookTickerMapper('okcoin', true) : new okex_1.OkexBookTickerMapper('okcoin', 'spot'),
     serum: () => new serum_1.SerumBookTickerMapper('serum'),
     'star-atlas': () => new serum_1.SerumBookTickerMapper('star-atlas'),
     mango: () => new serum_1.SerumBookTickerMapper('mango'),

package/dist/mappers/index.js.map

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

@@ -9,11 +9,8 @@ export declare class OkexRealTimeFeed extends RealTimeFeedBase {
     protected messageIsError(message: any): boolean;
     protected isIgnoredError(message: any): boolean;
 }
-export declare class OKCoinRealTimeFeed extends RealTimeFeedBase {
+export declare class OKCoinRealTimeFeed extends OkexRealTimeFeed {
     protected wssURL: string;
-    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
-    protected messageIsError(message: any): boolean;
-    protected decompress: (message: any) => any;
 }
 export declare class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
     private _defaultIndexes;

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

@@ -1 +1 @@
-{"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;IA+BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAOtC;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"}
+{"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;IA+BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAOtC;AAED,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,MAAM,SAA4C;CAC7D;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

@@ -4,7 +4,6 @@ var __importDefault = (this && this.__importDefault) || function (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");
@@ -74,35 +73,10 @@ class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
     }
 }
 exports.OkexRealTimeFeed = OkexRealTimeFeed;
-class OKCoinRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+class OKCoinRealTimeFeed extends OkexRealTimeFeed {
     constructor() {
         super(...arguments);
-        this.wssURL = 'wss://real.okcoin.com:8443/ws/v3';
-        this.decompress = (message) => {
-            message = (0, zlib_1.inflateRawSync)(message);
-            return message;
-        };
-    }
-    mapToSubscribeMessages(filters) {
-        const args = filters
-            .map((filter) => {
-            if (!filter.symbols || filter.symbols.length === 0) {
-                throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`);
-            }
-            return filter.symbols.map((symbol) => {
-                return `${filter.channel}:${symbol}`;
-            });
-        })
-            .flatMap((s) => s);
-        return [
-            {
-                op: 'subscribe',
-                args: [...new Set(args)]
-            }
-        ];
-    }
-    messageIsError(message) {
-        return message.event === 'error';
+        this.wssURL = 'wss://real.okcoin.com:8443/ws/v5/public';
     }
 }
 exports.OKCoinRealTimeFeed = OKCoinRealTimeFeed;

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":";;;;;;AACA,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;IAqEjE,CAAC;IAnES,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,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,IAAI,cAAc,CAAC;aAC1C,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,IAAI,MAAM,CAAC,OAAO,KAAK,oBAAoB,EAAE;oBAC3C,OAAO;wBACL,OAAO,EAAE,MAAM,CAAC,OAAO;wBACvB,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS;qBACvD,CAAA;iBACF;gBACD,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;IAES,cAAc,CAAC,OAAY;QACnC,IAAI,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,eAAe,CAAC,EAAE;YAC5E,OAAO,IAAI,CAAA;SACZ;QAED,OAAO,KAAK,CAAA;IACd,CAAC;CACF;AAxED,4CAwEC;AAED,MAAa,kBAAmB,SAAQ,gBAAgB;IAAxD;;QACY,WAAM,GAAG,yCAAyC,CAAA;IAC9D,CAAC;CAAA;AAFD,gDAEC;AAED,MAAa,uBAAwB,SAAQ,gBAAgB;IAA7D;;QACU,oBAAe,GAAG,CAAC,SAAS,EAAE,SAAS,CAAC,CAAA;IA4ClD,CAAC;IA1CS,8BAA8B,CAAC,OAAe;QACpD,IAAI,OAAO,KAAK,eAAe,IAAI,OAAO,KAAK,aAAa,EAAE;YAC5D,OAAO,IAAI,CAAA;SACZ;QACD,OAAO,KAAK,CAAA;IACd,CAAC;IACS,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,EAAE,CAAA;YAClC,MAAM,6BAA6B,GAAG,IAAI,CAAC,8BAA8B,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YAEzF,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,IAAI,6BAA6B,EAAE;gBACzD,OAAO,GAAG,IAAI,CAAC,eAAe,CAAA;aAC/B;YAED,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBACxB,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBAC5B,IAAI,WAAW,GAAG,MAAM,CAAA;gBACxB,IAAI,6BAA6B,EAAE;oBACjC,MAAM,WAAW,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;oBACrC,WAAW,GAAG,GAAG,WAAW,CAAC,CAAC,CAAC,IAAI,WAAW,CAAC,CAAC,CAAC,EAAE,CAAA;iBACpD;gBACD,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;oBAClE,GAAG,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;iBAChE,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;CACF;AA7CD,0DA6CC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.20.2",
+  "version": "13.20.4",
   "engines": {
     "node": ">=12"
   },

package/src/mappers/gateiofutures.ts

@@ -24,7 +24,7 @@ export class GateIOFuturesTradesMapper implements Mapper<'gate-io-futures', Trad
 
   *map(tradesMessage: GateIOFuturesTrades, localTimestamp: Date): IterableIterator<Trade> {
     for (const trade of tradesMessage.result) {
-      const timestamp = new Date(trade.create_time * 1000)
+      const timestamp = trade.create_time_ms !== undefined ? new Date(trade.create_time_ms) : new Date(trade.create_time * 1000)
 
       yield {
         type: 'trade',
@@ -67,6 +67,8 @@ export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',
 
   *map(depthMessage: GateIOFuturesOrderBookSnapshot | GateIOFuturesOrderBookUpdate, localTimestamp: Date): IterableIterator<BookChange> {
     if (depthMessage.event === 'all') {
+      const timestamp = depthMessage.result.t !== undefined ? new Date(depthMessage.result.t) : new Date(depthMessage.time * 1000)
+
       // snapshot
       yield {
         type: 'book_change',
@@ -75,11 +77,13 @@ export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',
         isSnapshot: true,
         bids: depthMessage.result.bids.map(mapBookLevel),
         asks: depthMessage.result.asks.map(mapBookLevel),
-        timestamp: new Date(depthMessage.time * 1000),
+        timestamp,
         localTimestamp: localTimestamp
       }
     } else if (depthMessage.result.length > 0) {
       // update
+      const timestamp = depthMessage.result[0].t !== undefined ? new Date(depthMessage.result[0].t) : new Date(depthMessage.time * 1000)
+
       yield {
         type: 'book_change',
         symbol: depthMessage.result[0].c,
@@ -87,7 +91,7 @@ export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',
         isSnapshot: false,
         bids: depthMessage.result.filter((l) => l.s >= 0).map(mapBookLevel),
         asks: depthMessage.result.filter((l) => l.s <= 0).map(mapBookLevel),
-        timestamp: new Date(depthMessage.time * 1000),
+        timestamp,
         localTimestamp: localTimestamp
       }
     }
@@ -119,6 +123,8 @@ export class GateIOFuturesDerivativeTickerMapper implements Mapper<'gate-io-futu
       if (futuresTicker.contract === undefined) {
         return
       }
+      const timestamp = message.time_ms !== undefined ? new Date(message.time_ms) : new Date(message.time * 1000)
+
       const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(futuresTicker.contract, 'gate-io-futures')
 
       pendingTickerInfo.updateFundingRate(Number(futuresTicker.funding_rate))
@@ -126,7 +132,7 @@ export class GateIOFuturesDerivativeTickerMapper implements Mapper<'gate-io-futu
       pendingTickerInfo.updateIndexPrice(Number(futuresTicker.index_price))
       pendingTickerInfo.updateMarkPrice(Number(futuresTicker.mark_price))
       pendingTickerInfo.updateLastPrice(Number(futuresTicker.last))
-      pendingTickerInfo.updateTimestamp(new Date(message.time * 1000))
+      pendingTickerInfo.updateTimestamp(timestamp)
 
       if (pendingTickerInfo.hasChanged()) {
         yield pendingTickerInfo.getSnapshot(localTimestamp)
@@ -179,6 +185,7 @@ type GateIOFuturesTrade = {
   size: number
   id: number
   create_time: number
+  create_time_ms?: number
   price: string
   contract: string
 }
@@ -199,6 +206,7 @@ type GateIOFuturesOrderBookSnapshot = {
   event: 'all'
 
   result: {
+    t?: number
     contract: string
     asks: GateIOFuturesSnapshotLevel[]
     bids: GateIOFuturesSnapshotLevel[]
@@ -210,6 +218,7 @@ type GateIOFuturesOrderBookUpdate = {
   channel: 'futures.order_book'
   event: 'update'
   result: {
+    t?: number
     p: string
     s: number
     c: string
@@ -218,6 +227,7 @@ type GateIOFuturesOrderBookUpdate = {
 
 type GateIOFuturesTicker = {
   time: number
+  time_ms?: number
   channel: 'futures.tickers'
   event: 'update'
 

package/src/mappers/index.ts

@@ -153,6 +153,11 @@ const shouldUseBybitV5Mappers = (localTimestamp: Date) => {
   return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_SWITCH_DATE.valueOf()
 }
 
+const OKCOIN_V5_API_SWITCH_DATE = new Date('2023-04-27T00:00:00.000Z')
+const shouldUseOkcoinV5Mappers = (localTimestamp: Date) => {
+  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKCOIN_V5_API_SWITCH_DATE.valueOf()
+}
+
 const tradesMappers = {
   bitmex: () => bitmexTradesMapper,
   binance: () => new BinanceTradesMapper('binance'),
@@ -191,7 +196,8 @@ const tradesMappers = {
   'huobi-dm-options': () => new HuobiTradesMapper('huobi-dm-options'),
   bybit: (localTimestamp: Date) =>
     shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5TradesMapper('bybit') : new BybitTradesMapper('bybit'),
-  okcoin: () => new OkexTradesMapper('okcoin', 'spot'),
+  okcoin: (localTimestamp: Date) =>
+    shouldUseOkcoinV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okcoin') : new OkexTradesMapper('okcoin', 'spot'),
   hitbtc: () => hitBtcTradesMapper,
   phemex: () => phemexTradesMapper,
   delta: (localTimestamp: Date) => new DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
@@ -272,7 +278,9 @@ const bookChangeMappers = {
   bybit: (localTimestamp: Date) =>
     shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5BookChangeMapper('bybit', 50) : new BybitBookChangeMapper('bybit', false),
   okcoin: (localTimestamp: Date) =>
-    new OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
+    shouldUseOkcoinV5Mappers(localTimestamp)
+      ? new OkexV5BookChangeMapper('okcoin', true)
+      : new OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
   hitbtc: () => hitBtcBookChangeMapper,
   phemex: () => phemexBookChangeMapper,
   delta: (localTimestamp: Date) => new DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()),
@@ -400,7 +408,8 @@ const bookTickersMappers = {
       ? new OkexV5BookTickerMapper('okex-options', canUseOkexTbtBookTicker(localTimestamp))
       : new OkexBookTickerMapper('okex-options', 'option'),
 
-  okcoin: () => new OkexBookTickerMapper('okcoin', 'spot'),
+  okcoin: (localTimestamp: Date) =>
+    shouldUseOkcoinV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okcoin', true) : new OkexBookTickerMapper('okcoin', 'spot'),
   serum: () => new SerumBookTickerMapper('serum'),
   'star-atlas': () => new SerumBookTickerMapper('star-atlas'),
   mango: () => new SerumBookTickerMapper('mango'),

package/src/realtimefeeds/okex.ts

@@ -78,39 +78,8 @@ export class OkexRealTimeFeed extends RealTimeFeedBase {
   }
 }
 
-export class OKCoinRealTimeFeed extends RealTimeFeedBase {
-  protected wssURL = 'wss://real.okcoin.com:8443/ws/v3'
-
-  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
-    const args = filters
-      .map((filter) => {
-        if (!filter.symbols || filter.symbols.length === 0) {
-          throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`)
-        }
-
-        return filter.symbols.map((symbol) => {
-          return `${filter.channel}:${symbol}`
-        })
-      })
-      .flatMap((s) => s)
-
-    return [
-      {
-        op: 'subscribe',
-        args: [...new Set(args)]
-      }
-    ]
-  }
-
-  protected messageIsError(message: any): boolean {
-    return message.event === 'error'
-  }
-
-  protected decompress = (message: any) => {
-    message = inflateRawSync(message) as Buffer
-
-    return message
-  }
+export class OKCoinRealTimeFeed extends OkexRealTimeFeed {
+  protected wssURL = 'wss://real.okcoin.com:8443/ws/v5/public'
 }
 
 export class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {