tardis-dev 13.24.1 → 13.25.0

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.
Files changed (38) hide show
  1. package/dist/consts.d.ts +4 -4
  2. package/dist/consts.d.ts.map +1 -1
  3. package/dist/consts.js +4 -0
  4. package/dist/consts.js.map +1 -1
  5. package/dist/mappers/binance.d.ts +1 -0
  6. package/dist/mappers/binance.d.ts.map +1 -1
  7. package/dist/mappers/binance.js +1 -1
  8. package/dist/mappers/gateiofutures.d.ts +2 -0
  9. package/dist/mappers/gateiofutures.d.ts.map +1 -1
  10. package/dist/mappers/gateiofutures.js +3 -0
  11. package/dist/mappers/gateiofutures.js.map +1 -1
  12. package/dist/mappers/index.d.ts.map +1 -1
  13. package/dist/mappers/index.js +16 -5
  14. package/dist/mappers/index.js.map +1 -1
  15. package/dist/mappers/okex.d.ts +20 -2
  16. package/dist/mappers/okex.d.ts.map +1 -1
  17. package/dist/mappers/okex.js +11 -2
  18. package/dist/mappers/okex.js.map +1 -1
  19. package/dist/mappers/woox.d.ts.map +1 -1
  20. package/dist/mappers/woox.js +4 -0
  21. package/dist/mappers/woox.js.map +1 -1
  22. package/dist/realtimefeeds/deribit.d.ts +1 -1
  23. package/dist/realtimefeeds/deribit.d.ts.map +1 -1
  24. package/dist/realtimefeeds/deribit.js +8 -1
  25. package/dist/realtimefeeds/deribit.js.map +1 -1
  26. package/dist/realtimefeeds/okex.d.ts +15 -5
  27. package/dist/realtimefeeds/okex.d.ts.map +1 -1
  28. package/dist/realtimefeeds/okex.js +38 -14
  29. package/dist/realtimefeeds/okex.js.map +1 -1
  30. package/package.json +1 -1
  31. package/src/consts.ts +4 -0
  32. package/src/mappers/binance.ts +2 -1
  33. package/src/mappers/gateiofutures.ts +6 -0
  34. package/src/mappers/index.ts +17 -5
  35. package/src/mappers/okex.ts +17 -3
  36. package/src/mappers/woox.ts +4 -0
  37. package/src/realtimefeeds/deribit.ts +8 -1
  38. package/src/realtimefeeds/okex.ts +65 -8
package/dist/consts.d.ts CHANGED
@@ -6,10 +6,10 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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  cryptofacilities: readonly ["trade", "trade_snapshot", "book", "book_snapshot", "ticker", "heartbeat"];
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  bitstamp: readonly ["live_trades", "live_orders", "diff_order_book"];
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  kraken: readonly ["trade", "ticker", "book", "spread"];
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- okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate", "trades", "books-l2-tbt", "bbo-tbt", "books", "tickers", "interest-rate-loan-quota", "vip-interest-rate-loan-quota", "status", "instruments", "taker-volume", "public-struc-block-trades"];
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- 'okex-swap': readonly ["swap/trade", "swap/depth", "swap/depth_l2_tbt", "swap/ticker", "swap/funding_rate", "swap/mark_price", "swap/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "funding-rate", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders"];
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- 'okex-futures': readonly ["futures/trade", "futures/depth", "futures/depth_l2_tbt", "futures/ticker", "futures/mark_price", "futures/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders"];
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- 'okex-options': readonly ["option/trade", "option/depth", "option/depth_l2_tbt", "option/ticker", "option/summary", "option/instruments", "index/ticker", "system/status", "option/trades", "trades", "books-l2-tbt", "bbo-tbt", "books", "tickers", "opt-summary", "status", "instruments", "index-tickers", "open-interest", "mark-price", "price-limit", "public-struc-block-trades", "option-trades"];
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+ okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "interest-rate-loan-quota", "vip-interest-rate-loan-quota", "status", "instruments", "taker-volume", "public-struc-block-trades"];
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+ 'okex-swap': readonly ["swap/trade", "swap/depth", "swap/depth_l2_tbt", "swap/ticker", "swap/funding_rate", "swap/mark_price", "swap/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "funding-rate", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders"];
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+ 'okex-futures': readonly ["futures/trade", "futures/depth", "futures/depth_l2_tbt", "futures/ticker", "futures/mark_price", "futures/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders"];
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+ 'okex-options': readonly ["option/trade", "option/depth", "option/depth_l2_tbt", "option/ticker", "option/summary", "option/instruments", "index/ticker", "system/status", "option/trades", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "opt-summary", "status", "instruments", "index-tickers", "open-interest", "mark-price", "price-limit", "public-struc-block-trades", "option-trades"];
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  binance: readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "recentTrades", "borrowInterest"];
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  'binance-jersey': readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "recentTrades", "borrowInterest"];
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  'binance-dex': readonly ["trades", "marketDiff", "depthSnapshot", "ticker"];
package/dist/consts.d.ts.map CHANGED
@@ -1 +1 @@
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+ {"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,otBAqDZ,CAAA;AAoZV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAqDlC,CAAA"}
package/dist/consts.js CHANGED
@@ -119,6 +119,7 @@ const OKEX_CHANNELS = [
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  'margin/interest_rate',
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  // v5
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  'trades',
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+ 'trades-all',
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  'books-l2-tbt',
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  'bbo-tbt',
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  'books',
@@ -155,6 +156,7 @@ const OKEX_FUTURES_CHANNELS = [
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  'information/margin',
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  // v5
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  'trades',
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+ 'trades-all',
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  'books-l2-tbt',
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  'bbo-tbt',
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  'books',
@@ -186,6 +188,7 @@ const OKEX_SWAP_CHANNELS = [
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  'information/margin',
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  //v5
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  'trades',
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+ 'trades-all',
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  'books-l2-tbt',
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  'bbo-tbt',
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  'books',
@@ -215,6 +218,7 @@ const OKEX_OPTIONS_CHANNELS = [
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  'option/trades',
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  //v5
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  'trades',
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+ 'trades-all',
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  'books-l2-tbt',
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  'bbo-tbt',
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  'books',
package/dist/consts.js.map CHANGED
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package/dist/mappers/binance.d.ts CHANGED
@@ -141,6 +141,7 @@ type BinanceFuturesForceOrderData = {
141
141
  p: string;
142
142
  ap: string;
143
143
  X: 'FILLED';
144
+ l: '0.014';
144
145
  T: 1568014460893;
145
146
  z: string;
146
147
  };
package/dist/mappers/binance.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/mappers/binance.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAAoB,MAAM,UAAU,CAAA;AAC3D,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,iBAAiB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACpH,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,qBAAa,mBACX,YAAW,MAAM,CAAC,SAAS,GAAG,gBAAgB,GAAG,YAAY,GAAG,iBAAiB,GAAG,kBAAkB,EAAE,KAAK,CAAC;IAElG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,oBAAoB,EAAE,eAAe,CAAC,gBAAgB,CAAC,EAAE,cAAc,EAAE,IAAI;CAsBnF;AAED,qBAAa,uBACX,YAAW,MAAM,CAAC,SAAS,GAAG,gBAAgB,GAAG,YAAY,GAAG,iBAAiB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAMvG,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAAE,SAAS,CAAC,QAAQ,CAAC,8BAA8B,EAAE,OAAO;IAJ7G,SAAS,CAAC,QAAQ,CAAC,wBAAwB,EAAE;QAC3C,CAAC,GAAG,EAAE,MAAM,GAAG,cAAc,CAAA;KAC9B,CAAK;gBAEyB,QAAQ,EAAE,QAAQ,EAAqB,8BAA8B,EAAE,OAAO;IAE7G,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAe5B,GAAG,CAAC,OAAO,EAAE,eAAe,CAAC,gBAAgB,GAAG,wBAAwB,CAAC,EAAE,cAAc,EAAE,IAAI;IA6EhG,SAAS,CAAC,kBAAkB,CAAC,sBAAsB,EAAE,gBAAgB,EAAE,cAAc,EAAE,IAAI,GAAG,UAAU,GAAG,SAAS;IA4CpH,SAAS,CAAC,YAAY,CAAC,KAAK,EAAE,gBAAgB;;;;CAK/C;AAED,qBAAa,8BACX,SAAQ,uBACR,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAEzD,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAAE,SAAS,CAAC,QAAQ,CAAC,8BAA8B,EAAE,OAAO;gBAA9E,QAAQ,EAAE,QAAQ,EAAqB,8BAA8B,EAAE,OAAO;IAI7G,SAAS,CAAC,kBAAkB,CAAC,sBAAsB,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI,GAAG,UAAU,GAAG,SAAS;CA0C5H;AAED,qBAAa,oCAAqC,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,EAAE,gBAAgB,CAAC;IAI/G,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAHjD,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IACxE,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;gBAE1B,QAAQ,EAAE,QAAQ;IAEjD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAavC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,GAAG,iBAAiB,CAAC,iBAAiB,GAAG,kBAAkB,CAAC,EAAE;IA6B1F,GAAG,CACF,OAAO,EAAE,eAAe,CACtB,2BAA2B,GAAG,wBAAwB,GAAG,8BAA8B,GAAG,4BAA4B,CACvH,EACD,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,gBAAgB,CAAC;CAyCtC;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,EAAE,WAAW,CAAC;IAC/F,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,oBAAoB,EAAE,eAAe,CAAC,4BAA4B,CAAC,EAAE,cAAc,EAAE,IAAI;CAqB/F;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,GAAG,SAAS,EAAE,UAAU,CAAC;IACxG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,yBAAyB,EAAE,eAAe,CAAC,qBAAqB,CAAC,EAAE,cAAc,EAAE,IAAI;CAiB7F;AAED,KAAK,eAAe,CAAC,CAAC,IAAI;IACxB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,CAAC,CAAA;CACR,CAAA;AAED,KAAK,gBAAgB,GAAG;IACtB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,IAAI,CAAA;IACP,CAAC,CAAC,EAAE,gBAAgB,GAAG,QAAQ,GAAG,KAAK,CAAA;CACxC,CAAA;AAED,KAAK,gBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAExC,KAAK,gBAAgB,GAAG;IACtB,YAAY,EAAE,SAAS,CAAA;IACvB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,gBAAgB,EAAE,CAAA;IACrB,CAAC,EAAE,gBAAgB,EAAE,CAAA;CACtB,CAAA;AAID,KAAK,uBAAuB,GAAG,gBAAgB,GAAG;IAChD,EAAE,EAAE,MAAM,CAAA;IACV,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,KAAK,wBAAwB,GAAG;IAC9B,YAAY,EAAE,MAAM,CAAA;IACpB,IAAI,EAAE,gBAAgB,EAAE,CAAA;IACxB,IAAI,EAAE,gBAAgB,EAAE,CAAA;IACxB,CAAC,CAAC,EAAE,MAAM,CAAA;CACX,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,eAAe,EAAE,cAAc,CAAC,gBAAgB,CAAC,CAAA;IACjD,iBAAiB,CAAC,EAAE,OAAO,CAAA;IAC3B,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,oBAAoB,CAAC,EAAE,OAAO,CAAA;CAC/B,CAAA;AAED,KAAK,2BAA2B,GAAG;IACjC,CAAC,EAAE,iBAAiB,CAAA;IACpB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,CAAC,EAAE,MAAM,CAAA;IACV,CAAC,CAAC,EAAE,MAAM,CAAA;IACV,CAAC,CAAC,EAAE,MAAM,CAAA;CACX,CAAA;AAED,KAAK,wBAAwB,GAAG;IAC9B,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,KAAK,8BAA8B,GAAG;IACpC,CAAC,EAAE,SAAS,CAAA;IACZ,MAAM,EAAE,MAAM,CAAA;IACd,YAAY,EAAE,MAAM,CAAA;CACrB,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,CAAC,EAAE,kBAAkB,CAAA;IACrB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,CAAC,EAAE;QACD,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,EAAE,EAAE,MAAM,CAAA;QACV,CAAC,EAAE,QAAQ,CAAA;QACX,CAAC,EAAE,aAAa,CAAA;QAChB,CAAC,EAAE,MAAM,CAAA;KACV,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,CAAC,EAAE,MAAM,CAAA;CACX,CAAA"}
1
+ {"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/mappers/binance.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAAoB,MAAM,UAAU,CAAA;AAC3D,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,iBAAiB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACpH,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,qBAAa,mBACX,YAAW,MAAM,CAAC,SAAS,GAAG,gBAAgB,GAAG,YAAY,GAAG,iBAAiB,GAAG,kBAAkB,EAAE,KAAK,CAAC;IAElG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,oBAAoB,EAAE,eAAe,CAAC,gBAAgB,CAAC,EAAE,cAAc,EAAE,IAAI;CAsBnF;AAED,qBAAa,uBACX,YAAW,MAAM,CAAC,SAAS,GAAG,gBAAgB,GAAG,YAAY,GAAG,iBAAiB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAMvG,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAAE,SAAS,CAAC,QAAQ,CAAC,8BAA8B,EAAE,OAAO;IAJ7G,SAAS,CAAC,QAAQ,CAAC,wBAAwB,EAAE;QAC3C,CAAC,GAAG,EAAE,MAAM,GAAG,cAAc,CAAA;KAC9B,CAAK;gBAEyB,QAAQ,EAAE,QAAQ,EAAqB,8BAA8B,EAAE,OAAO;IAE7G,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAe5B,GAAG,CAAC,OAAO,EAAE,eAAe,CAAC,gBAAgB,GAAG,wBAAwB,CAAC,EAAE,cAAc,EAAE,IAAI;IA6EhG,SAAS,CAAC,kBAAkB,CAAC,sBAAsB,EAAE,gBAAgB,EAAE,cAAc,EAAE,IAAI,GAAG,UAAU,GAAG,SAAS;IA4CpH,SAAS,CAAC,YAAY,CAAC,KAAK,EAAE,gBAAgB;;;;CAK/C;AAED,qBAAa,8BACX,SAAQ,uBACR,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAEzD,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAAE,SAAS,CAAC,QAAQ,CAAC,8BAA8B,EAAE,OAAO;gBAA9E,QAAQ,EAAE,QAAQ,EAAqB,8BAA8B,EAAE,OAAO;IAI7G,SAAS,CAAC,kBAAkB,CAAC,sBAAsB,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI,GAAG,UAAU,GAAG,SAAS;CA0C5H;AAED,qBAAa,oCAAqC,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,EAAE,gBAAgB,CAAC;IAI/G,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAHjD,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IACxE,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;gBAE1B,QAAQ,EAAE,QAAQ;IAEjD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAavC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,GAAG,iBAAiB,CAAC,iBAAiB,GAAG,kBAAkB,CAAC,EAAE;IA6B1F,GAAG,CACF,OAAO,EAAE,eAAe,CACtB,2BAA2B,GAAG,wBAAwB,GAAG,8BAA8B,GAAG,4BAA4B,CACvH,EACD,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,gBAAgB,CAAC;CAyCtC;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,EAAE,WAAW,CAAC;IAC/F,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,oBAAoB,EAAE,eAAe,CAAC,4BAA4B,CAAC,EAAE,cAAc,EAAE,IAAI;CAqB/F;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,GAAG,SAAS,EAAE,UAAU,CAAC;IACxG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,yBAAyB,EAAE,eAAe,CAAC,qBAAqB,CAAC,EAAE,cAAc,EAAE,IAAI;CAiB7F;AAED,KAAK,eAAe,CAAC,CAAC,IAAI;IACxB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,CAAC,CAAA;CACR,CAAA;AAED,KAAK,gBAAgB,GAAG;IACtB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,IAAI,CAAA;IACP,CAAC,CAAC,EAAE,gBAAgB,GAAG,QAAQ,GAAG,KAAK,CAAA;CACxC,CAAA;AAED,KAAK,gBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAExC,KAAK,gBAAgB,GAAG;IACtB,YAAY,EAAE,SAAS,CAAA;IACvB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,gBAAgB,EAAE,CAAA;IACrB,CAAC,EAAE,gBAAgB,EAAE,CAAA;CACtB,CAAA;AAID,KAAK,uBAAuB,GAAG,gBAAgB,GAAG;IAChD,EAAE,EAAE,MAAM,CAAA;IACV,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,KAAK,wBAAwB,GAAG;IAC9B,YAAY,EAAE,MAAM,CAAA;IACpB,IAAI,EAAE,gBAAgB,EAAE,CAAA;IACxB,IAAI,EAAE,gBAAgB,EAAE,CAAA;IACxB,CAAC,CAAC,EAAE,MAAM,CAAA;CACX,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,eAAe,EAAE,cAAc,CAAC,gBAAgB,CAAC,CAAA;IACjD,iBAAiB,CAAC,EAAE,OAAO,CAAA;IAC3B,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,oBAAoB,CAAC,EAAE,OAAO,CAAA;CAC/B,CAAA;AAED,KAAK,2BAA2B,GAAG;IACjC,CAAC,EAAE,iBAAiB,CAAA;IACpB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,CAAC,EAAE,MAAM,CAAA;IACV,CAAC,CAAC,EAAE,MAAM,CAAA;IACV,CAAC,CAAC,EAAE,MAAM,CAAA;CACX,CAAA;AAED,KAAK,wBAAwB,GAAG;IAC9B,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,KAAK,8BAA8B,GAAG;IACpC,CAAC,EAAE,SAAS,CAAA;IACZ,MAAM,EAAE,MAAM,CAAA;IACd,YAAY,EAAE,MAAM,CAAA;CACrB,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,CAAC,EAAE,kBAAkB,CAAA;IACrB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,CAAC,EAAE;QACD,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,EAAE,EAAE,MAAM,CAAA;QACV,CAAC,EAAE,QAAQ,CAAA;QACX,CAAC,EAAE,OAAO,CAAA;QACV,CAAC,EAAE,aAAa,CAAA;QAChB,CAAC,EAAE,MAAM,CAAA;KACV,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,CAAC,EAAE,MAAM,CAAA;CACX,CAAA"}
package/dist/mappers/binance.js CHANGED
@@ -339,7 +339,7 @@ class BinanceLiquidationsMapper {
339
339
  exchange: this._exchange,
340
340
  id: undefined,
341
341
  price: Number(binanceLiquidation.p),
342
- amount: Number(binanceLiquidation.z),
342
+ amount: Number(binanceLiquidation.l),
343
343
  side: binanceLiquidation.S === 'SELL' ? 'sell' : 'buy',
344
344
  timestamp: new Date(binanceLiquidation.T),
345
345
  localTimestamp: localTimestamp
package/dist/mappers/gateiofutures.d.ts CHANGED
@@ -92,6 +92,7 @@ type GateIOFuturesTicker = {
92
92
  mark_price: string;
93
93
  index_price: string;
94
94
  funding_rate_indicative: string;
95
+ total_size: string | undefined;
95
96
  }
96
97
  ] | {
97
98
  contract: string;
@@ -100,6 +101,7 @@ type GateIOFuturesTicker = {
100
101
  mark_price: string;
101
102
  index_price: string;
102
103
  funding_rate_indicative: string;
104
+ total_size: string | undefined;
103
105
  };
104
106
  };
105
107
  type GateIOFuturesBookTicker = {
package/dist/mappers/gateiofutures.d.ts.map CHANGED
@@ -1 +1 @@
1
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package/dist/mappers/gateiofutures.js CHANGED
@@ -123,6 +123,9 @@ class GateIOFuturesDerivativeTickerMapper {
123
123
  pendingTickerInfo.updateMarkPrice(Number(futuresTicker.mark_price));
124
124
  pendingTickerInfo.updateLastPrice(Number(futuresTicker.last));
125
125
  pendingTickerInfo.updateTimestamp(timestamp);
126
+ if (futuresTicker.total_size !== undefined) {
127
+ pendingTickerInfo.updateOpenInterest(Number(futuresTicker.total_size));
128
+ }
126
129
  if (pendingTickerInfo.hasChanged()) {
127
130
  yield pendingTickerInfo.getSnapshot(localTimestamp);
128
131
  }
package/dist/mappers/gateiofutures.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/mappers/index.d.ts.map CHANGED
@@ -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;AA+FtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAqBjC,cAAc,UAAU,CAAA;AAkVxB,eAAO,MAAM,eAAe,syBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,syBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,gYAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,8JAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,+jBAEf,IAAI,0BASrB,CAAA"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AA+FtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAqBjC,cAAc,UAAU,CAAA;AA8VxB,eAAO,MAAM,eAAe,syBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,syBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,gYAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,8JAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,+jBAEf,IAAI,0BASrB,CAAA"}
package/dist/mappers/index.js CHANGED
@@ -96,6 +96,9 @@ const shouldUseGateIOV4Mappers = (localTimestamp) => {
96
96
  const shouldUseCFRelativeFunding = (localTimestamp) => {
97
97
  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= new Date('2022-09-29T00:00:00.000Z').valueOf();
98
98
  };
99
+ const shouldUseOKXTradesAllChannel = (localTimestamp) => {
100
+ return isRealTime(localTimestamp) || localTimestamp.valueOf() >= new Date('2023-10-19T00:00:00.000Z').valueOf();
101
+ };
99
102
  const tradesMappers = {
100
103
  bitmex: () => bitmex_1.bitmexTradesMapper,
101
104
  binance: () => new binance_1.BinanceTradesMapper('binance'),
@@ -115,17 +118,25 @@ const tradesMappers = {
115
118
  'ftx-us': () => new ftx_1.FTXTradesMapper('ftx-us'),
116
119
  gemini: () => gemini_1.geminiTradesMapper,
117
120
  kraken: () => kraken_1.krakenTradesMapper,
118
- okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okex') : new okex_1.OkexTradesMapper('okex', 'spot'),
119
- 'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okex-futures') : new okex_1.OkexTradesMapper('okex-futures', 'futures'),
120
- 'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okex-swap') : new okex_1.OkexTradesMapper('okex-swap', 'swap'),
121
- 'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okex-options') : new okex_1.OkexTradesMapper('okex-options', 'option'),
121
+ okex: (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
122
+ ? new okex_1.OkexV5TradesMapper('okex', shouldUseOKXTradesAllChannel(localTimestamp))
123
+ : new okex_1.OkexTradesMapper('okex', 'spot'),
124
+ 'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
125
+ ? new okex_1.OkexV5TradesMapper('okex-futures', shouldUseOKXTradesAllChannel(localTimestamp))
126
+ : new okex_1.OkexTradesMapper('okex-futures', 'futures'),
127
+ 'okex-swap': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
128
+ ? new okex_1.OkexV5TradesMapper('okex-swap', shouldUseOKXTradesAllChannel(localTimestamp))
129
+ : new okex_1.OkexTradesMapper('okex-swap', 'swap'),
130
+ 'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
131
+ ? new okex_1.OkexV5TradesMapper('okex-options', shouldUseOKXTradesAllChannel(localTimestamp))
132
+ : new okex_1.OkexTradesMapper('okex-options', 'option'),
122
133
  huobi: () => new huobi_1.HuobiTradesMapper('huobi'),
123
134
  'huobi-dm': () => new huobi_1.HuobiTradesMapper('huobi-dm'),
124
135
  'huobi-dm-swap': () => new huobi_1.HuobiTradesMapper('huobi-dm-swap'),
125
136
  'huobi-dm-linear-swap': () => new huobi_1.HuobiTradesMapper('huobi-dm-linear-swap'),
126
137
  'huobi-dm-options': () => new huobi_1.HuobiTradesMapper('huobi-dm-options'),
127
138
  bybit: (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5TradesMapper('bybit') : new bybit_1.BybitTradesMapper('bybit'),
128
- okcoin: (localTimestamp) => shouldUseOkcoinV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okcoin') : new okex_1.OkexTradesMapper('okcoin', 'spot'),
139
+ okcoin: (localTimestamp) => shouldUseOkcoinV5Mappers(localTimestamp) ? new okex_1.OkexV5TradesMapper('okcoin', false) : new okex_1.OkexTradesMapper('okcoin', 'spot'),
129
140
  hitbtc: () => hitbtc_1.hitBtcTradesMapper,
130
141
  phemex: () => phemex_1.phemexTradesMapper,
131
142
  delta: (localTimestamp) => new delta_1.DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
package/dist/mappers/index.js.map CHANGED
@@ -1 +1 @@
1
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1
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package/dist/mappers/okex.d.ts CHANGED
@@ -2,13 +2,17 @@ import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, Option
2
2
  import { Mapper } from './mapper';
3
3
  export declare class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
4
4
  private readonly _exchange;
5
- constructor(_exchange: Exchange);
5
+ private readonly _useTradesAll;
6
+ constructor(_exchange: Exchange, _useTradesAll: boolean);
6
7
  canHandle(message: any): boolean;
7
8
  getFilters(symbols?: string[]): {
9
+ channel: "trades-all";
10
+ symbols: string[] | undefined;
11
+ }[] | {
8
12
  channel: "trades";
9
13
  symbols: string[] | undefined;
10
14
  }[];
11
- map(okexTradesMessage: OkexV5TradeMessage, localTimestamp: Date): IterableIterator<Trade>;
15
+ map(okexTradesMessage: OkexV5TradeMessage | OkexV5TradesAllMessage, localTimestamp: Date): IterableIterator<Trade>;
12
16
  }
13
17
  export declare class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
14
18
  private readonly _exchange;
@@ -105,6 +109,20 @@ type OkexV5TradeMessage = {
105
109
  ts: '1639999319938';
106
110
  }];
107
111
  };
112
+ type OkexV5TradesAllMessage = {
113
+ arg: {
114
+ channel: 'trades-all';
115
+ instId: string;
116
+ };
117
+ data: [{
118
+ instId: 'WAXP-USDT';
119
+ tradeId: '2251300';
120
+ px: '0.05566';
121
+ sz: '838.714488';
122
+ side: 'sell';
123
+ ts: '1697760000083';
124
+ }];
125
+ };
108
126
  type OkexV5BookLevel = [string, string, string, string];
109
127
  type OkexV5BookMessage = {
110
128
  arg: {
package/dist/mappers/okex.d.ts.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/mappers/okex.js CHANGED
@@ -6,17 +6,26 @@ const mapper_1 = require("./mapper");
6
6
  // V5 Okex API mappers
7
7
  // https://www.okex.com/docs-v5/en/#websocket-api-public-channel-trades-channel
8
8
  class OkexV5TradesMapper {
9
- constructor(_exchange) {
9
+ constructor(_exchange, _useTradesAll) {
10
10
  this._exchange = _exchange;
11
+ this._useTradesAll = _useTradesAll;
11
12
  }
12
13
  canHandle(message) {
13
14
  if (message.event !== undefined || message.arg === undefined) {
14
15
  return false;
15
16
  }
16
- return message.arg.channel === 'trades';
17
+ return message.arg.channel === 'trades' || message.arg.channel === 'trades-all';
17
18
  }
18
19
  getFilters(symbols) {
19
20
  symbols = (0, handy_1.upperCaseSymbols)(symbols);
21
+ if (this._useTradesAll) {
22
+ return [
23
+ {
24
+ channel: `trades-all`,
25
+ symbols
26
+ }
27
+ ];
28
+ }
20
29
  return [
21
30
  {
22
31
  channel: `trades`,