tardis-dev 13.20.3 → 13.20.5
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/consts.d.ts +1 -1
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +11 -1
- package/dist/consts.js.map +1 -1
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +9 -3
- package/dist/mappers/index.js.map +1 -1
- package/dist/realtimefeeds/okex.d.ts +1 -4
- package/dist/realtimefeeds/okex.d.ts.map +1 -1
- package/dist/realtimefeeds/okex.js +2 -28
- package/dist/realtimefeeds/okex.js.map +1 -1
- package/package.json +1 -1
- package/src/consts.ts +11 -1
- package/src/mappers/index.ts +12 -3
- package/src/realtimefeeds/okex.ts +2 -33
package/dist/consts.d.ts
CHANGED
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@@ -29,7 +29,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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29
29
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bybit: readonly ["trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "long_short_ratio", "orderbook.1", "orderbook.50", "orderbook.500", "publicTrade", "tickers", "liquidation"];
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30
30
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'bybit-spot': string[];
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31
31
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'bybit-options': string[];
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32
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-
okcoin: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status"];
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32
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+
okcoin: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "trades", "books", "bbo-tbt", "tickers"];
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33
33
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hitbtc: readonly ["updateTrades", "snapshotTrades", "snapshotOrderbook", "updateOrderbook"];
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34
34
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coinflex: readonly ["futures/depth", "trade", "ticker"];
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35
35
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phemex: readonly ["book", "orderbook_p", "trades", "trades_p", "market24h", "spot_market24h", "perp_market24h_pack_p"];
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package/dist/consts.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,wrBAoDZ,CAAA;
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1
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+
{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,wrBAoDZ,CAAA;AA+YV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAoDlC,CAAA"}
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package/dist/consts.js
CHANGED
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@@ -129,7 +129,17 @@ const OKEX_CHANNELS = [
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129
129
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'taker-volume',
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130
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'public-struc-block-trades'
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131
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];
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132
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-
const OKCOIN_CHANNELS = [
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132
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+
const OKCOIN_CHANNELS = [
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133
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+
'spot/trade',
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134
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+
'spot/depth',
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135
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+
'spot/depth_l2_tbt',
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136
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+
'spot/ticker',
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137
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+
'system/status',
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138
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+
'trades',
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139
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+
'books',
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140
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+
'bbo-tbt',
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141
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+
'tickers'
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142
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+
];
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133
143
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const OKEX_FUTURES_CHANNELS = [
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134
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'futures/trade',
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135
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'futures/depth',
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package/dist/consts.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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1
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+
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|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAoFtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAqBjC,cAAc,UAAU,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;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
CHANGED
|
@@ -84,6 +84,10 @@ const BYBIT_V5_API_SWITCH_DATE = new Date('2023-04-05T00:00:00.000Z');
|
|
|
84
84
|
const shouldUseBybitV5Mappers = (localTimestamp) => {
|
|
85
85
|
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_SWITCH_DATE.valueOf();
|
|
86
86
|
};
|
|
87
|
+
const OKCOIN_V5_API_SWITCH_DATE = new Date('2023-04-27T00:00:00.000Z');
|
|
88
|
+
const shouldUseOkcoinV5Mappers = (localTimestamp) => {
|
|
89
|
+
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKCOIN_V5_API_SWITCH_DATE.valueOf();
|
|
90
|
+
};
|
|
87
91
|
const tradesMappers = {
|
|
88
92
|
bitmex: () => bitmex_1.bitmexTradesMapper,
|
|
89
93
|
binance: () => new binance_1.BinanceTradesMapper('binance'),
|
|
@@ -113,7 +117,7 @@ const tradesMappers = {
|
|
|
113
117
|
'huobi-dm-linear-swap': () => new huobi_1.HuobiTradesMapper('huobi-dm-linear-swap'),
|
|
114
118
|
'huobi-dm-options': () => new huobi_1.HuobiTradesMapper('huobi-dm-options'),
|
|
115
119
|
bybit: (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5TradesMapper('bybit') : new bybit_1.BybitTradesMapper('bybit'),
|
|
116
|
-
okcoin: () => new okex_1.OkexTradesMapper('okcoin', 'spot'),
|
|
120
|
+
okcoin: (localTimestamp) => shouldUseOkcoinV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okcoin') : new okex_1.OkexTradesMapper('okcoin', 'spot'),
|
|
117
121
|
hitbtc: () => hitbtc_1.hitBtcTradesMapper,
|
|
118
122
|
phemex: () => phemex_1.phemexTradesMapper,
|
|
119
123
|
delta: (localTimestamp) => new delta_1.DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
|
|
@@ -177,7 +181,9 @@ const bookChangeMappers = {
|
|
|
177
181
|
'huobi-dm-options': () => new huobi_1.HuobiBookChangeMapper('huobi-dm-options'),
|
|
178
182
|
'bybit-spot': (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5BookChangeMapper('bybit-spot', 50) : new bybitspot_1.BybitSpotBookChangeMapper('bybit-spot'),
|
|
179
183
|
bybit: (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5BookChangeMapper('bybit', 50) : new bybit_1.BybitBookChangeMapper('bybit', false),
|
|
180
|
-
okcoin: (localTimestamp) =>
|
|
184
|
+
okcoin: (localTimestamp) => shouldUseOkcoinV5Mappers(localTimestamp)
|
|
185
|
+
? new okex_1.OkexV5BookChangeMapper('okcoin', true)
|
|
186
|
+
: new okex_1.OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
|
|
181
187
|
hitbtc: () => hitbtc_1.hitBtcBookChangeMapper,
|
|
182
188
|
phemex: () => phemex_1.phemexBookChangeMapper,
|
|
183
189
|
delta: (localTimestamp) => new delta_1.DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()),
|
|
@@ -283,7 +289,7 @@ const bookTickersMappers = {
|
|
|
283
289
|
'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
|
|
284
290
|
? new okex_1.OkexV5BookTickerMapper('okex-options', canUseOkexTbtBookTicker(localTimestamp))
|
|
285
291
|
: new okex_1.OkexBookTickerMapper('okex-options', 'option'),
|
|
286
|
-
okcoin: () => new okex_1.OkexBookTickerMapper('okcoin', 'spot'),
|
|
292
|
+
okcoin: (localTimestamp) => shouldUseOkcoinV5Mappers(localTimestamp) ? new okex_1.OkexV5BookTickerMapper('okcoin', true) : new okex_1.OkexBookTickerMapper('okcoin', 'spot'),
|
|
287
293
|
serum: () => new serum_1.SerumBookTickerMapper('serum'),
|
|
288
294
|
'star-atlas': () => new serum_1.SerumBookTickerMapper('star-atlas'),
|
|
289
295
|
mango: () => new serum_1.SerumBookTickerMapper('mango'),
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
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+
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C,CAAC,IAAI,6BAAsB,CAAC,cAAc,EAAE,uBAAuB,CAAC,cAAc,CAAC,CAAC;QACrF,CAAC,CAAC,IAAI,2BAAoB,CAAC,cAAc,EAAE,QAAQ,CAAC;IAExD,MAAM,EAAE,CAAC,cAAoB,EAAE,EAAE,CAC/B,wBAAwB,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,IAAI,6BAAsB,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,2BAAoB,CAAC,QAAQ,EAAE,MAAM,CAAC;IACpI,KAAK,EAAE,GAAG,EAAE,CAAC,IAAI,6BAAqB,CAAC,OAAO,CAAC;IAC/C,YAAY,EAAE,GAAG,EAAE,CAAC,IAAI,6BAAqB,CAAC,YAAY,CAAC;IAC3D,KAAK,EAAE,GAAG,EAAE,CAAC,IAAI,6BAAqB,CAAC,OAAO,CAAC;IAC/C,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,6CAA6B,CAAC,iBAAiB,CAAC;IAC7E,YAAY,EAAE,CAAC,cAAoB,EAAE,EAAE,CACrC,uBAAuB,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,IAAI,+BAAuB,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,IAAI,qCAAyB,CAAC,YAAY,CAAC;IACnI,YAAY,EAAE,GAAG,EAAE,CAAC,IAAI,qCAAyB,CAAC,YAAY,CAAC;IAC/D,wBAAwB,EAAE,GAAG,EAAE,CAAC,IAAI,qCAAyB,CAAC,wBAAwB,CAAC;IACvF,MAAM,EAAE,GAAG,EAAE,CAAC,IAAI,+BAAsB,CAAC,QAAQ,CAAC;IAClD,OAAO,EAAE,GAAG,EAAE,CAAC,IAAI,2BAAoB,EAAE;IACzC,KAAK,EAAE,GAAG,EAAE,CAAC,IAAI,6BAAqB,EAAE;IACxC,KAAK,EAAE,GAAG,EAAE,CAAC,IAAI,+BAAuB,CAAC,OAAO,CAAC;CAClD,CAAA;AAEM,MAAM,eAAe,GAAG,CAAuC,QAAW,EAAE,cAAoB,EAAoB,EAAE;IAC3H,MAAM,kBAAkB,GAAG,aAAa,CAAC,QAAQ,CAAC,CAAA;IAElD,IAAI,kBAAkB,KAAK,SAAS,EAAE;QACpC,MAAM,IAAI,KAAK,CAAC,oBAAoB,QAAQ,gBAAgB,CAAC,CAAA;KAC9D;IAED,OAAO,kBAAkB,CAAC,cAAc,CAAqB,CAAA;AAC/D,CAAC,CAAA;AARY,QAAA,eAAe,mBAQ3B;AAEM,MAAM,oBAAoB,GAAG,CAClC,QAAW,EACX,cAAoB,EACG,EAAE;IACzB,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,QAAQ,CAAC,CAAA;IAE3D,IAAI,uBAAuB,KAAK,SAAS,EAAE;QACzC,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,gBAAgB,CAAC,CAAA;KACnE;IAED,OAAO,uBAAuB,CAAC,cAAc,CAA0B,CAAA;AACzE,CAAC,CAAA;AAXY,QAAA,oBAAoB,wBAWhC;AAEM,MAAM,0BAA0B,GAAG,CACxC,QAAW,EACX,cAAoB,EACS,EAAE;IAC/B,MAAM,4BAA4B,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAA;IAEvE,IAAI,4BAA4B,KAAK,SAAS,EAAE;QAC9C,MAAM,IAAI,KAAK,CAAC,+BAA+B,QAAQ,gBAAgB,CAAC,CAAA;KACzE;IAED,OAAO,4BAA4B,CAAC,cAAc,CAAQ,CAAA;AAC5D,CAAC,CAAA;AAXY,QAAA,0BAA0B,8BAWtC;AAEM,MAAM,uBAAuB,GAAG,CACrC,QAAW,EACX,cAAoB,EACM,EAAE;IAC5B,MAAM,yBAAyB,GAAG,qBAAqB,CAAC,QAAQ,CAAC,CAAA;IAEjE,IAAI,yBAAyB,KAAK,SAAS,EAAE;QAC3C,MAAM,IAAI,KAAK,CAAC,4BAA4B,QAAQ,gBAAgB,CAAC,CAAA;KACtE;IAED,OAAO,yBAAyB,CAAC,cAAc,CAAQ,CAAA;AACzD,CAAC,CAAA;AAXY,QAAA,uBAAuB,2BAWnC;AAEM,MAAM,qBAAqB,GAAG,CACnC,QAAW,EACX,cAAoB,EACI,EAAE;IAC1B,MAAM,wBAAwB,GAAG,mBAAmB,CAAC,QAAQ,CAAC,CAAA;IAE9D,IAAI,wBAAwB,KAAK,SAAS,EAAE;QAC1C,MAAM,IAAI,KAAK,CAAC,0BAA0B,QAAQ,gBAAgB,CAAC,CAAA;KACpE;IAED,OAAO,wBAAwB,CAAC,cAAc,CAAQ,CAAA;AACxD,CAAC,CAAA;AAXY,QAAA,qBAAqB,yBAWjC;AAEM,MAAM,oBAAoB,GAAG,CAClC,QAAW,EACX,cAAoB,EACG,EAAE;IACzB,MAAM,kBAAkB,GAAG,kBAAkB,CAAC,QAAQ,CAAC,CAAA;IAEvD,IAAI,kBAAkB,KAAK,SAAS,EAAE;QACpC,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,gBAAgB,CAAC,CAAA;KACnE;IAED,OAAO,kBAAkB,CAAC,cAAc,CAAQ,CAAA;AAClD,CAAC,CAAA;AAXY,QAAA,oBAAoB,wBAWhC"}
|
|
@@ -9,11 +9,8 @@ export declare class OkexRealTimeFeed extends RealTimeFeedBase {
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|
|
9
9
|
protected messageIsError(message: any): boolean;
|
|
10
10
|
protected isIgnoredError(message: any): boolean;
|
|
11
11
|
}
|
|
12
|
-
export declare class OKCoinRealTimeFeed extends
|
|
12
|
+
export declare class OKCoinRealTimeFeed extends OkexRealTimeFeed {
|
|
13
13
|
protected wssURL: string;
|
|
14
|
-
protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
|
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15
|
-
protected messageIsError(message: any): boolean;
|
|
16
|
-
protected decompress: (message: any) => any;
|
|
17
14
|
}
|
|
18
15
|
export declare class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
|
|
19
16
|
private _defaultIndexes;
|
|
@@ -1 +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,
|
|
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,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"}
|
|
@@ -4,7 +4,6 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
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|
4
4
|
};
|
|
5
5
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
6
|
exports.OkexOptionsRealTimeFeed = exports.OKCoinRealTimeFeed = exports.OkexRealTimeFeed = void 0;
|
|
7
|
-
const zlib_1 = require("zlib");
|
|
8
7
|
const crypto_1 = __importDefault(require("crypto"));
|
|
9
8
|
const handy_1 = require("../handy");
|
|
10
9
|
const realtimefeed_1 = require("./realtimefeed");
|
|
@@ -74,35 +73,10 @@ class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
|
74
73
|
}
|
|
75
74
|
}
|
|
76
75
|
exports.OkexRealTimeFeed = OkexRealTimeFeed;
|
|
77
|
-
class OKCoinRealTimeFeed extends
|
|
76
|
+
class OKCoinRealTimeFeed extends OkexRealTimeFeed {
|
|
78
77
|
constructor() {
|
|
79
78
|
super(...arguments);
|
|
80
|
-
this.wssURL = 'wss://real.okcoin.com:8443/ws/
|
|
81
|
-
this.decompress = (message) => {
|
|
82
|
-
message = (0, zlib_1.inflateRawSync)(message);
|
|
83
|
-
return message;
|
|
84
|
-
};
|
|
85
|
-
}
|
|
86
|
-
mapToSubscribeMessages(filters) {
|
|
87
|
-
const args = filters
|
|
88
|
-
.map((filter) => {
|
|
89
|
-
if (!filter.symbols || filter.symbols.length === 0) {
|
|
90
|
-
throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`);
|
|
91
|
-
}
|
|
92
|
-
return filter.symbols.map((symbol) => {
|
|
93
|
-
return `${filter.channel}:${symbol}`;
|
|
94
|
-
});
|
|
95
|
-
})
|
|
96
|
-
.flatMap((s) => s);
|
|
97
|
-
return [
|
|
98
|
-
{
|
|
99
|
-
op: 'subscribe',
|
|
100
|
-
args: [...new Set(args)]
|
|
101
|
-
}
|
|
102
|
-
];
|
|
103
|
-
}
|
|
104
|
-
messageIsError(message) {
|
|
105
|
-
return message.event === 'error';
|
|
79
|
+
this.wssURL = 'wss://real.okcoin.com:8443/ws/v5/public';
|
|
106
80
|
}
|
|
107
81
|
}
|
|
108
82
|
exports.OKCoinRealTimeFeed = OKCoinRealTimeFeed;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"okex.js","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":";;;;;;
|
|
1
|
+
{"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
CHANGED
package/src/consts.ts
CHANGED
|
@@ -135,7 +135,17 @@ const OKEX_CHANNELS = [
|
|
|
135
135
|
'public-struc-block-trades'
|
|
136
136
|
] as const
|
|
137
137
|
|
|
138
|
-
const OKCOIN_CHANNELS = [
|
|
138
|
+
const OKCOIN_CHANNELS = [
|
|
139
|
+
'spot/trade',
|
|
140
|
+
'spot/depth',
|
|
141
|
+
'spot/depth_l2_tbt',
|
|
142
|
+
'spot/ticker',
|
|
143
|
+
'system/status',
|
|
144
|
+
'trades',
|
|
145
|
+
'books',
|
|
146
|
+
'bbo-tbt',
|
|
147
|
+
'tickers'
|
|
148
|
+
] as const
|
|
139
149
|
|
|
140
150
|
const OKEX_FUTURES_CHANNELS = [
|
|
141
151
|
'futures/trade',
|
package/src/mappers/index.ts
CHANGED
|
@@ -153,6 +153,11 @@ const shouldUseBybitV5Mappers = (localTimestamp: Date) => {
|
|
|
153
153
|
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_SWITCH_DATE.valueOf()
|
|
154
154
|
}
|
|
155
155
|
|
|
156
|
+
const OKCOIN_V5_API_SWITCH_DATE = new Date('2023-04-27T00:00:00.000Z')
|
|
157
|
+
const shouldUseOkcoinV5Mappers = (localTimestamp: Date) => {
|
|
158
|
+
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKCOIN_V5_API_SWITCH_DATE.valueOf()
|
|
159
|
+
}
|
|
160
|
+
|
|
156
161
|
const tradesMappers = {
|
|
157
162
|
bitmex: () => bitmexTradesMapper,
|
|
158
163
|
binance: () => new BinanceTradesMapper('binance'),
|
|
@@ -191,7 +196,8 @@ const tradesMappers = {
|
|
|
191
196
|
'huobi-dm-options': () => new HuobiTradesMapper('huobi-dm-options'),
|
|
192
197
|
bybit: (localTimestamp: Date) =>
|
|
193
198
|
shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5TradesMapper('bybit') : new BybitTradesMapper('bybit'),
|
|
194
|
-
okcoin: () =>
|
|
199
|
+
okcoin: (localTimestamp: Date) =>
|
|
200
|
+
shouldUseOkcoinV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okcoin') : new OkexTradesMapper('okcoin', 'spot'),
|
|
195
201
|
hitbtc: () => hitBtcTradesMapper,
|
|
196
202
|
phemex: () => phemexTradesMapper,
|
|
197
203
|
delta: (localTimestamp: Date) => new DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
|
|
@@ -272,7 +278,9 @@ const bookChangeMappers = {
|
|
|
272
278
|
bybit: (localTimestamp: Date) =>
|
|
273
279
|
shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5BookChangeMapper('bybit', 50) : new BybitBookChangeMapper('bybit', false),
|
|
274
280
|
okcoin: (localTimestamp: Date) =>
|
|
275
|
-
|
|
281
|
+
shouldUseOkcoinV5Mappers(localTimestamp)
|
|
282
|
+
? new OkexV5BookChangeMapper('okcoin', true)
|
|
283
|
+
: new OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
|
|
276
284
|
hitbtc: () => hitBtcBookChangeMapper,
|
|
277
285
|
phemex: () => phemexBookChangeMapper,
|
|
278
286
|
delta: (localTimestamp: Date) => new DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()),
|
|
@@ -400,7 +408,8 @@ const bookTickersMappers = {
|
|
|
400
408
|
? new OkexV5BookTickerMapper('okex-options', canUseOkexTbtBookTicker(localTimestamp))
|
|
401
409
|
: new OkexBookTickerMapper('okex-options', 'option'),
|
|
402
410
|
|
|
403
|
-
okcoin: () =>
|
|
411
|
+
okcoin: (localTimestamp: Date) =>
|
|
412
|
+
shouldUseOkcoinV5Mappers(localTimestamp) ? new OkexV5BookTickerMapper('okcoin', true) : new OkexBookTickerMapper('okcoin', 'spot'),
|
|
404
413
|
serum: () => new SerumBookTickerMapper('serum'),
|
|
405
414
|
'star-atlas': () => new SerumBookTickerMapper('star-atlas'),
|
|
406
415
|
mango: () => new SerumBookTickerMapper('mango'),
|
|
@@ -78,39 +78,8 @@ export class OkexRealTimeFeed extends RealTimeFeedBase {
|
|
|
78
78
|
}
|
|
79
79
|
}
|
|
80
80
|
|
|
81
|
-
export class OKCoinRealTimeFeed extends
|
|
82
|
-
protected wssURL = 'wss://real.okcoin.com:8443/ws/
|
|
83
|
-
|
|
84
|
-
protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
|
|
85
|
-
const args = filters
|
|
86
|
-
.map((filter) => {
|
|
87
|
-
if (!filter.symbols || filter.symbols.length === 0) {
|
|
88
|
-
throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`)
|
|
89
|
-
}
|
|
90
|
-
|
|
91
|
-
return filter.symbols.map((symbol) => {
|
|
92
|
-
return `${filter.channel}:${symbol}`
|
|
93
|
-
})
|
|
94
|
-
})
|
|
95
|
-
.flatMap((s) => s)
|
|
96
|
-
|
|
97
|
-
return [
|
|
98
|
-
{
|
|
99
|
-
op: 'subscribe',
|
|
100
|
-
args: [...new Set(args)]
|
|
101
|
-
}
|
|
102
|
-
]
|
|
103
|
-
}
|
|
104
|
-
|
|
105
|
-
protected messageIsError(message: any): boolean {
|
|
106
|
-
return message.event === 'error'
|
|
107
|
-
}
|
|
108
|
-
|
|
109
|
-
protected decompress = (message: any) => {
|
|
110
|
-
message = inflateRawSync(message) as Buffer
|
|
111
|
-
|
|
112
|
-
return message
|
|
113
|
-
}
|
|
81
|
+
export class OKCoinRealTimeFeed extends OkexRealTimeFeed {
|
|
82
|
+
protected wssURL = 'wss://real.okcoin.com:8443/ws/v5/public'
|
|
114
83
|
}
|
|
115
84
|
|
|
116
85
|
export class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
|