tardis-dev 13.24.2 → 13.25.1

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 (37) 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/dydx.d.ts.map +1 -1
  9. package/dist/mappers/dydx.js +3 -0
  10. package/dist/mappers/dydx.js.map +1 -1
  11. package/dist/mappers/index.d.ts.map +1 -1
  12. package/dist/mappers/index.js +16 -5
  13. package/dist/mappers/index.js.map +1 -1
  14. package/dist/mappers/okex.d.ts +20 -2
  15. package/dist/mappers/okex.d.ts.map +1 -1
  16. package/dist/mappers/okex.js +11 -2
  17. package/dist/mappers/okex.js.map +1 -1
  18. package/dist/mappers/woox.d.ts.map +1 -1
  19. package/dist/mappers/woox.js +4 -0
  20. package/dist/mappers/woox.js.map +1 -1
  21. package/dist/realtimefeeds/deribit.d.ts +1 -1
  22. package/dist/realtimefeeds/deribit.d.ts.map +1 -1
  23. package/dist/realtimefeeds/deribit.js +8 -1
  24. package/dist/realtimefeeds/deribit.js.map +1 -1
  25. package/dist/realtimefeeds/okex.d.ts +15 -5
  26. package/dist/realtimefeeds/okex.d.ts.map +1 -1
  27. package/dist/realtimefeeds/okex.js +38 -14
  28. package/dist/realtimefeeds/okex.js.map +1 -1
  29. package/package.json +1 -1
  30. package/src/consts.ts +4 -0
  31. package/src/mappers/binance.ts +2 -1
  32. package/src/mappers/dydx.ts +3 -0
  33. package/src/mappers/index.ts +17 -5
  34. package/src/mappers/okex.ts +17 -3
  35. package/src/mappers/woox.ts +4 -0
  36. package/src/realtimefeeds/deribit.ts +8 -1
  37. 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/dydx.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"dydx.d.ts","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,gBAAgB,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC9E,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAE1D,qBAAa,gBAAiB,YAAW,MAAM,CAAC,MAAM,EAAE,KAAK,CAAC;IAC5D,SAAS,CAAC,OAAO,EAAE,SAAS;IAI5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAexE;AAED,qBAAa,oBAAqB,YAAW,MAAM,CAAC,MAAM,EAAE,UAAU,CAAC;IACrE,OAAO,CAAC,YAAY,CAA+D;IACnF,OAAO,CAAC,YAAY,CAA+D;IAEnF,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB;IAI9D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAmF/G;AAED,qBAAa,0BAA2B,YAAW,MAAM,CAAC,MAAM,EAAE,gBAAgB,CAAC;IACjF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS;IAItE,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAe5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAwC7H;AAED,KAAK,SAAS,GAAG;IACf,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,EAAE,EAAE,SAAS,CAAA;IACb,OAAO,EAAE,WAAW,CAAA;IACpB,QAAQ,EAAE;QACR,MAAM,EAAE,CAAC;YAAE,IAAI,EAAE,OAAO,CAAC;YAAC,IAAI,EAAE,MAAM,CAAC;YAAC,KAAK,EAAE,OAAO,CAAC;YAAC,SAAS,EAAE,0BAA0B,GAAG,SAAS,CAAA;SAAE,CAAC,CAAA;KAC7G,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,cAAc,CAAA;IACvB,EAAE,EAAE,WAAW,CAAA;IACf,QAAQ,EAAE;QACR,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,GAAG,CAAC;YAAC,MAAM,EAAE,WAAW,CAAC;YAAC,IAAI,EAAE,IAAI,CAAA;SAAE,CAAC,CAAA;QACvD,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,GAAG,CAAC;YAAC,MAAM,EAAE,WAAW,CAAC;YAAC,IAAI,EAAE,IAAI,CAAA;SAAE,CAAC,CAAA;KACxD,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,EAAE,EAAE,WAAW,CAAA;IACf,OAAO,EAAE,cAAc,CAAA;IACvB,QAAQ,EAAE;QACR,MAAM,EAAE,WAAW,CAAA;QACnB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;QACxB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;KACzB,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,OAAO,EAAE;YACP,CAAC,GAAG,EAAE,MAAM,GAAG;gBACb,MAAM,EAAE,SAAS,CAAA;gBACjB,MAAM,EAAE,QAAQ,CAAA;gBAChB,SAAS,EAAE,KAAK,CAAA;gBAChB,UAAU,EAAE,KAAK,CAAA;gBACjB,QAAQ,EAAE,QAAQ,CAAA;gBAClB,QAAQ,EAAE,GAAG,CAAA;gBACb,UAAU,EAAE,YAAY,CAAA;gBACxB,WAAW,EAAE,YAAY,CAAA;gBACzB,cAAc,EAAE,QAAQ,CAAA;gBACxB,eAAe,EAAE,cAAc,CAAA;gBAC/B,aAAa,EAAE,0BAA0B,CAAA;gBACzC,YAAY,EAAE,OAAO,CAAA;gBACrB,IAAI,EAAE,WAAW,CAAA;gBACjB,qBAAqB,EAAE,MAAM,CAAA;gBAC7B,yBAAyB,EAAE,MAAM,CAAA;gBACjC,SAAS,EAAE,gBAAgB,CAAA;gBAC3B,SAAS,EAAE,KAAK,CAAA;gBAChB,YAAY,EAAE,UAAU,CAAA;gBACxB,gCAAgC,EAAE,MAAM,CAAA;gBACxC,uBAAuB,EAAE,KAAK,CAAA;gBAC9B,eAAe,EAAE,IAAI,CAAA;gBACrB,oBAAoB,EAAE,KAAK,CAAA;gBAC3B,6BAA6B,EAAE,gBAAgB,CAAA;gBAC/C,2BAA2B,EAAE,aAAa,CAAA;aAC3C,CAAA;SACF,CAAA;KACF,CAAA;CACF,CAAA;AAED,KAAK,iBAAiB,GAAG;IACvB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,CAAC,GAAG,EAAE,MAAM,GAAG;YACb,MAAM,EAAE,SAAS,CAAA;YACjB,MAAM,EAAE,QAAQ,CAAA;YAChB,SAAS,EAAE,KAAK,CAAA;YAChB,UAAU,EAAE,KAAK,CAAA;YACjB,QAAQ,EAAE,QAAQ,CAAA;YAClB,QAAQ,EAAE,GAAG,CAAA;YACb,UAAU,EAAE,YAAY,CAAA;YACxB,WAAW,EAAE,YAAY,CAAA;YACzB,cAAc,EAAE,QAAQ,CAAA;YACxB,eAAe,EAAE,cAAc,CAAA;YAC/B,aAAa,EAAE,0BAA0B,CAAA;YACzC,YAAY,EAAE,OAAO,CAAA;YACrB,IAAI,EAAE,WAAW,CAAA;YACjB,qBAAqB,EAAE,MAAM,CAAA;YAC7B,yBAAyB,EAAE,MAAM,CAAA;YACjC,SAAS,EAAE,gBAAgB,CAAA;YAC3B,SAAS,EAAE,KAAK,CAAA;YAChB,YAAY,EAAE,UAAU,CAAA;YACxB,gCAAgC,EAAE,MAAM,CAAA;YACxC,uBAAuB,EAAE,KAAK,CAAA;YAC9B,eAAe,EAAE,IAAI,CAAA;YACrB,oBAAoB,EAAE,KAAK,CAAA;YAC3B,6BAA6B,EAAE,gBAAgB,CAAA;YAC/C,2BAA2B,EAAE,aAAa,CAAA;SAC3C,CAAA;KACF,CAAA;CACF,CAAA"}
1
+ {"version":3,"file":"dydx.d.ts","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,gBAAgB,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC9E,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAE1D,qBAAa,gBAAiB,YAAW,MAAM,CAAC,MAAM,EAAE,KAAK,CAAC;IAC5D,SAAS,CAAC,OAAO,EAAE,SAAS;IAI5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAexE;AAED,qBAAa,oBAAqB,YAAW,MAAM,CAAC,MAAM,EAAE,UAAU,CAAC;IACrE,OAAO,CAAC,YAAY,CAA+D;IACnF,OAAO,CAAC,YAAY,CAA+D;IAEnF,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB;IAI9D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAsF/G;AAED,qBAAa,0BAA2B,YAAW,MAAM,CAAC,MAAM,EAAE,gBAAgB,CAAC;IACjF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS;IAItE,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAe5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAwC7H;AAED,KAAK,SAAS,GAAG;IACf,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,EAAE,EAAE,SAAS,CAAA;IACb,OAAO,EAAE,WAAW,CAAA;IACpB,QAAQ,EAAE;QACR,MAAM,EAAE,CAAC;YAAE,IAAI,EAAE,OAAO,CAAC;YAAC,IAAI,EAAE,MAAM,CAAC;YAAC,KAAK,EAAE,OAAO,CAAC;YAAC,SAAS,EAAE,0BAA0B,GAAG,SAAS,CAAA;SAAE,CAAC,CAAA;KAC7G,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,cAAc,CAAA;IACvB,EAAE,EAAE,WAAW,CAAA;IACf,QAAQ,EAAE;QACR,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,GAAG,CAAC;YAAC,MAAM,EAAE,WAAW,CAAC;YAAC,IAAI,EAAE,IAAI,CAAA;SAAE,CAAC,CAAA;QACvD,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,GAAG,CAAC;YAAC,MAAM,EAAE,WAAW,CAAC;YAAC,IAAI,EAAE,IAAI,CAAA;SAAE,CAAC,CAAA;KACxD,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,EAAE,EAAE,WAAW,CAAA;IACf,OAAO,EAAE,cAAc,CAAA;IACvB,QAAQ,EAAE;QACR,MAAM,EAAE,WAAW,CAAA;QACnB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;QACxB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;KACzB,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,OAAO,EAAE;YACP,CAAC,GAAG,EAAE,MAAM,GAAG;gBACb,MAAM,EAAE,SAAS,CAAA;gBACjB,MAAM,EAAE,QAAQ,CAAA;gBAChB,SAAS,EAAE,KAAK,CAAA;gBAChB,UAAU,EAAE,KAAK,CAAA;gBACjB,QAAQ,EAAE,QAAQ,CAAA;gBAClB,QAAQ,EAAE,GAAG,CAAA;gBACb,UAAU,EAAE,YAAY,CAAA;gBACxB,WAAW,EAAE,YAAY,CAAA;gBACzB,cAAc,EAAE,QAAQ,CAAA;gBACxB,eAAe,EAAE,cAAc,CAAA;gBAC/B,aAAa,EAAE,0BAA0B,CAAA;gBACzC,YAAY,EAAE,OAAO,CAAA;gBACrB,IAAI,EAAE,WAAW,CAAA;gBACjB,qBAAqB,EAAE,MAAM,CAAA;gBAC7B,yBAAyB,EAAE,MAAM,CAAA;gBACjC,SAAS,EAAE,gBAAgB,CAAA;gBAC3B,SAAS,EAAE,KAAK,CAAA;gBAChB,YAAY,EAAE,UAAU,CAAA;gBACxB,gCAAgC,EAAE,MAAM,CAAA;gBACxC,uBAAuB,EAAE,KAAK,CAAA;gBAC9B,eAAe,EAAE,IAAI,CAAA;gBACrB,oBAAoB,EAAE,KAAK,CAAA;gBAC3B,6BAA6B,EAAE,gBAAgB,CAAA;gBAC/C,2BAA2B,EAAE,aAAa,CAAA;aAC3C,CAAA;SACF,CAAA;KACF,CAAA;CACF,CAAA;AAED,KAAK,iBAAiB,GAAG;IACvB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,CAAC,GAAG,EAAE,MAAM,GAAG;YACb,MAAM,EAAE,SAAS,CAAA;YACjB,MAAM,EAAE,QAAQ,CAAA;YAChB,SAAS,EAAE,KAAK,CAAA;YAChB,UAAU,EAAE,KAAK,CAAA;YACjB,QAAQ,EAAE,QAAQ,CAAA;YAClB,QAAQ,EAAE,GAAG,CAAA;YACb,UAAU,EAAE,YAAY,CAAA;YACxB,WAAW,EAAE,YAAY,CAAA;YACzB,cAAc,EAAE,QAAQ,CAAA;YACxB,eAAe,EAAE,cAAc,CAAA;YAC/B,aAAa,EAAE,0BAA0B,CAAA;YACzC,YAAY,EAAE,OAAO,CAAA;YACrB,IAAI,EAAE,WAAW,CAAA;YACjB,qBAAqB,EAAE,MAAM,CAAA;YAC7B,yBAAyB,EAAE,MAAM,CAAA;YACjC,SAAS,EAAE,gBAAgB,CAAA;YAC3B,SAAS,EAAE,KAAK,CAAA;YAChB,YAAY,EAAE,UAAU,CAAA;YACxB,gCAAgC,EAAE,MAAM,CAAA;YACxC,uBAAuB,EAAE,KAAK,CAAA;YAC9B,eAAe,EAAE,IAAI,CAAA;YACrB,oBAAoB,EAAE,KAAK,CAAA;YAC3B,6BAA6B,EAAE,gBAAgB,CAAA;YAC/C,2BAA2B,EAAE,aAAa,CAAA;SAC3C,CAAA;KACF,CAAA;CACF,CAAA"}
package/dist/mappers/dydx.js CHANGED
@@ -78,6 +78,9 @@ class DydxBookChangeMapper {
78
78
  };
79
79
  }
80
80
  else {
81
+ if (!message.contents) {
82
+ return;
83
+ }
81
84
  // https://docs.dydx.exchange/#orderbook
82
85
  const updateOffset = Number(message.contents.offset);
83
86
  const bookChange = {
package/dist/mappers/dydx.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`,
package/dist/mappers/okex.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/dist/mappers/woox.d.ts.map CHANGED
@@ -1 +1 @@
1
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+ {"version":3,"file":"woox.d.ts","sourceRoot":"","sources":["../../src/mappers/woox.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAA4C,KAAK,EAAE,MAAM,UAAU,CAAA;AACpH,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAE1D,eAAO,MAAM,gBAAgB,EAAE,MAAM,CAAC,OAAO,EAAE,KAAK,CAmCnD,CAAA;AAED,qBAAa,oBAAqB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IACtE,OAAO,CAAC,QAAQ,CAAC,yBAAyB,CAAwC;IAElF,SAAS,CAAC,OAAO,EAAE,oBAAoB,GAAG,0BAA0B;IAYpE,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAe5B,GAAG,CAAC,OAAO,EAAE,oBAAoB,GAAG,0BAA0B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;IAkDpH,OAAO,CAAC,mBAAmB;IAsB3B,OAAO,CAAC,aAAa;CAMtB;AAED,qBAAa,0BAA2B,YAAW,MAAM,CAAC,OAAO,EAAE,gBAAgB,CAAC;IAClF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IACxE,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IAEzD,SAAS,CAAC,OAAO,EAAE,gBAAgB,GAAG,kBAAkB,GAAG,aAAa,GAAG,cAAc,GAAG,gBAAgB;IAgB5G,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IA2B5B,GAAG,CAAC,OAAO,EAAE,GAAG,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAsC7E;AAED,qBAAa,oBAAqB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IACtE,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAInC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,cAAc,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI;CAkB1D;AAQD,KAAK,gBAAgB,GAAG;IACtB,KAAK,EAAE,sBAAsB,CAAA;IAC7B,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QAAE,MAAM,EAAE,gBAAgB,CAAC;QAAC,KAAK,EAAE,QAAQ,CAAC;QAAC,IAAI,EAAE,IAAI,CAAC;QAAC,IAAI,EAAE,MAAM,CAAC;QAAC,MAAM,EAAE,CAAC,CAAA;KAAE,CAAA;CACzF,CAAA;AAED,KAAK,0BAA0B,GAAG;IAChC,KAAK,EAAE,+BAA+B,CAAA;IACtC,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QACJ,MAAM,EAAE,eAAe,CAAA;QACvB,MAAM,EAAE,aAAa,CAAA;QACrB,IAAI,EAAE,CAAC,CAAC,OAAO,EAAE,OAAO,CAAC,CAAC,CAAA;QAC1B,IAAI,EAAE,CAAC,CAAC,OAAO,EAAE,KAAK,CAAC,CAAC,CAAA;KACzB,CAAA;CACF,CAAA;AAED,KAAK,oBAAoB,GAAG;IAC1B,EAAE,EAAE,yBAAyB,CAAA;IAC7B,KAAK,EAAE,SAAS,CAAA;IAChB,OAAO,EAAE,IAAI,CAAA;IACb,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QACJ,MAAM,EAAE,eAAe,CAAA;QACvB,EAAE,EAAE,aAAa,CAAA;QACjB,IAAI,EAAE,CAAC,CAAC,OAAO,EAAE,OAAO,CAAC,EAAE,CAAC,OAAO,EAAE,KAAK,CAAC,CAAC,CAAA;QAC5C,IAAI,EAAE,CAAC,CAAC,OAAO,EAAE,KAAK,CAAC,EAAE,CAAC,OAAO,EAAE,KAAK,CAAC,CAAC,CAAA;KAC3C,CAAA;CACF,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,KAAK,EAAE,mBAAmB,CAAA;IAC1B,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QAAE,MAAM,EAAE,eAAe,CAAC;QAAC,GAAG,EAAE,OAAO,CAAC;QAAC,OAAO,EAAE,OAAO,CAAC;QAAC,GAAG,EAAE,OAAO,CAAC;QAAC,OAAO,EAAE,SAAS,CAAA;KAAE,CAAA;CACpG,CAAA;AAED,KAAK,aAAa,GAAG;IAAE,KAAK,EAAE,yBAAyB,CAAC;IAAC,EAAE,EAAE,aAAa,CAAC;IAAC,IAAI,EAAE;QAAE,MAAM,EAAE,eAAe,CAAC;QAAC,KAAK,EAAE,QAAQ,CAAA;KAAE,CAAA;CAAE,CAAA;AAEhI,KAAK,kBAAkB,GAAG;IACxB,KAAK,EAAE,8BAA8B,CAAA;IACrC,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QAAE,MAAM,EAAE,eAAe,CAAC;QAAC,WAAW,EAAE,UAAU,CAAC;QAAC,SAAS,EAAE,aAAa,CAAA;KAAE,CAAA;CACrF,CAAA;AAED,KAAK,cAAc,GAAG;IAAE,KAAK,EAAE,0BAA0B,CAAC;IAAC,EAAE,EAAE,aAAa,CAAC;IAAC,IAAI,EAAE;QAAE,MAAM,EAAE,eAAe,CAAC;QAAC,KAAK,EAAE,QAAQ,CAAA;KAAE,CAAA;CAAE,CAAA;AAClI,KAAK,gBAAgB,GAAG;IAAE,KAAK,EAAE,4BAA4B,CAAC;IAAC,EAAE,EAAE,aAAa,CAAC;IAAC,IAAI,EAAE;QAAE,MAAM,EAAE,eAAe,CAAC;QAAC,YAAY,EAAE,OAAO,CAAA;KAAE,CAAA;CAAE,CAAA"}
package/dist/mappers/woox.js CHANGED
@@ -18,6 +18,10 @@ exports.wooxTradesMapper = {
18
18
  },
19
19
  *map(message, localTimestamp) {
20
20
  const timestamp = new Date(message.ts);
21
+ // any trade with source = 0 is mainly for informational purposes for our users, not actual trades printed on WOO X
22
+ if (message.data.source === 0) {
23
+ return;
24
+ }
21
25
  yield {
22
26
  type: 'trade',
23
27
  symbol: message.data.symbol,
package/dist/mappers/woox.js.map CHANGED
@@ -1 +1 @@
1
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{"version":3,"file":"woox.js","sourceRoot":"","sources":["../../src/mappers/woox.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAE3C,qCAA0D;AAE7C,QAAA,gBAAgB,GAA2B;IACtD,SAAS,CAAC,OAAyB;QACjC,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAA;IACxE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAyB,EAAE,cAAoB;QAClD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,CAAA;QACtC,mHAAmH;QACnH,IAAI,OAAO,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,EAAE;YAC7B,OAAM;SACP;QAED,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,MAAM;YAC3B,QAAQ,EAAE,OAAO;YACjB,EAAE,EAAE,SAAS;YACb,KAAK,EAAE,OAAO,CAAC,IAAI,CAAC,KAAK;YACzB,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI;YACzB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;YACnD,SAAS;YACT,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAa,oBAAoB;IAAjC;QACmB,8BAAyB,GAAsC,EAAE,CAAA;IA2GpF,CAAC;IAzGC,SAAS,CAAC,OAA0D;QAClE,IAAI,IAAI,IAAI,OAAO,EAAE;YACnB,OAAO,OAAO,CAAC,EAAE,CAAC,QAAQ,CAAC,YAAY,CAAC,CAAA;SACzC;QAED,IAAI,OAAO,IAAI,OAAO,EAAE;YACtB,OAAO,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,kBAAkB,CAAC,CAAA;SAClD;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,iBAAiB;gBAC1B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA0D,EAAE,cAAoB;QACnF,MAAM,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,MAAM,CAAA;QAElC,IAAI,IAAI,CAAC,yBAAyB,CAAC,MAAM,CAAC,KAAK,SAAS,EAAE;YACxD,IAAI,CAAC,yBAAyB,CAAC,MAAM,CAAC,GAAG;gBACvC,eAAe,EAAE,EAAE;aACpB,CAAA;SACF;QAED,MAAM,eAAe,GAAG,IAAI,CAAC,yBAAyB,CAAC,MAAM,CAAC,CAAA;QAC9D,MAAM,wBAAwB,GAAG,eAAe,CAAC,iBAAiB,CAAA;QAElE,8EAA8E;QAC9E,IAAI,IAAI,IAAI,OAAO,IAAI,OAAO,CAAC,OAAO,EAAE;YACtC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM;gBACN,QAAQ,EAAE,OAAO;gBACjB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,aAAa,CAAC;gBAC/C,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,aAAa,CAAC;gBAC/C,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC;gBACpC,cAAc;aACf,CAAA;YAED,4DAA4D;YAC5D,eAAe,CAAC,mBAAmB,GAAG,OAAO,CAAC,IAAI,CAAC,EAAE,CAAA;YACrD,eAAe,CAAC,iBAAiB,GAAG,IAAI,CAAA;YAExC,iEAAiE;YACjE,KAAK,MAAM,MAAM,IAAI,eAAe,CAAC,eAAe,EAAE;gBACpD,MAAM,UAAU,GAAG,IAAI,CAAC,mBAAmB,CAAC,MAAM,EAAE,cAAc,EAAE,eAAe,EAAE,MAAM,CAAC,CAAA;gBAC5F,IAAI,UAAU,KAAK,SAAS,EAAE;oBAC5B,MAAM,UAAU,CAAA;iBACjB;aACF;YACD,8BAA8B;YAC9B,eAAe,CAAC,eAAe,GAAG,EAAE,CAAA;SACrC;aAAM,IAAI,wBAAwB,EAAE;YACnC,6EAA6E;YAC7E,MAAM,UAAU,GAAG,IAAI,CAAC,mBAAmB,CAAC,OAAqC,EAAE,cAAc,EAAE,eAAe,EAAE,MAAM,CAAC,CAAA;YAC3H,IAAI,UAAU,KAAK,SAAS,EAAE;gBAC5B,MAAM,UAAU,CAAA;aACjB;SACF;aAAM;YACL,gHAAgH;YAChH,eAAe,CAAC,eAAe,CAAC,IAAI,CAAC,OAAqC,CAAC,CAAA;SAC5E;IACH,CAAC;IAEO,mBAAmB,CACzB,cAA0C,EAC1C,cAAoB,EACpB,SAAyB,EACzB,MAAc;QAEd,IAAI,cAAc,CAAC,IAAI,CAAC,MAAM,GAAG,SAAS,CAAC,mBAAoB,EAAE;YAC/D,OAAM;SACP;QAED,OAAO;YACL,IAAI,EAAE,aAAa;YACnB,MAAM;YACN,QAAQ,EAAE,OAAO;YACjB,UAAU,EAAE,KAAK;YACjB,IAAI,EAAE,cAAc,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,aAAa,CAAC;YACtD,IAAI,EAAE,cAAc,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,aAAa,CAAC;YACtD,SAAS,EAAE,IAAI,IAAI,CAAC,cAAc,CAAC,EAAE,CAAC;YACtC,cAAc;SACf,CAAA;IACH,CAAC;IAEO,aAAa,CAAC,KAAuB;QAC3C,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;QACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;QAEvB,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;IAC1B,CAAC;CACF;AA5GD,oDA4GC;AAED,MAAa,0BAA0B;IAAvC;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;QACvD,iBAAY,GAAG,IAAI,GAAG,EAAkB,CAAA;IAmF3D,CAAC;IAjFC,SAAS,CAAC,OAAkG;QAC1G,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE;YAC/B,OAAO,KAAK,CAAA;SACb;QACD,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAA;QAC1D,MAAM,MAAM,GAAG,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,CAAA;QAEzC,OAAO,CACL,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,MAAM,CAAC;YAC5C,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,MAAM,CAAC;YAChD,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,MAAM,CAAC;YACrD,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,aAAa,CAAC;YACrC,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,eAAe,CAAC,IAAI,MAAM,CAAC,CACpD,CAAA;IACH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QACnC,MAAM,WAAW,GAAG,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,OAAO,EAAE,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;QAChG,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,gBAAgB;gBACzB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO,EAAE,WAAW;aACrB;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAY,EAAE,cAAoB;QACrC,IAAI,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,aAAa,CAAC,EAAE;YACzC,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,EAAE,OAAO,CAAC,EAAE,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;SACzF;aAAM;YACL,MAAM,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,MAAM,CAAA;YAClC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;YAE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package/dist/realtimefeeds/deribit.d.ts CHANGED
@@ -1,7 +1,7 @@
1
1
  import { Filter, FilterForExchange } from '../types';
2
2
  import { RealTimeFeedBase } from './realtimefeed';
3
3
  export declare class DeribitRealTimeDataFeed extends RealTimeFeedBase {
4
- protected wssURL: string;
4
+ protected get wssURL(): "wss://www.deribit.com/ws/api/v2" | "wss://streams.deribit.com/ws/api/v2";
5
5
  private _hasCredentials;
6
6
  protected channelsWithIntervals: FilterForExchange['deribit']['channel'][];
7
7
  protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
package/dist/realtimefeeds/deribit.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"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"}
1
+ {"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,KAAK,MAAM,8EAMnB;IAED,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 CHANGED
@@ -6,10 +6,17 @@ const realtimefeed_1 = require("./realtimefeed");
6
6
  class DeribitRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
7
7
  constructor() {
8
8
  super(...arguments);
9
- this.wssURL = 'wss://www.deribit.com/ws/api/v2';
10
9
  this._hasCredentials = process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined;
11
10
  this.channelsWithIntervals = ['book', 'perpetual', 'trades', 'ticker'];
12
11
  }
12
+ get wssURL() {
13
+ if (this._hasCredentials) {
14
+ return 'wss://www.deribit.com/ws/api/v2';
15
+ }
16
+ else {
17
+ return 'wss://streams.deribit.com/ws/api/v2';
18
+ }
19
+ }
13
20
  mapToSubscribeMessages(filters) {
14
21
  const hasCredentials = this._hasCredentials;
15
22
  const channels = filters
package/dist/realtimefeeds/deribit.js.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/realtimefeeds/deribit.ts"],"names":[],"mappings":";;;AAAA,oCAA+B;AAE/B,iDAAiD;AAEjD,MAAa,uBAAwB,SAAQ,+BAAgB;IAA7D;;QASU,oBAAe,GAAG,OAAO,CAAC,GAAG,CAAC,qBAAqB,KAAK,SAAS,IAAI,OAAO,CAAC,GAAG,CAAC,yBAAyB,KAAK,SAAS,CAAA;QAEtH,0BAAqB,GAA8C,CAAC,MAAM,EAAE,WAAW,EAAE,QAAQ,EAAE,QAAQ,CAAC,CAAA;IA+ExH,CAAC;IAzFC,IAAc,MAAM;QAClB,IAAI,IAAI,CAAC,eAAe,EAAE;YACxB,OAAO,iCAAiC,CAAA;SACzC;aAAM;YACL,OAAO,qCAAqC,CAAA;SAC7C;IACH,CAAC;IAMS,sBAAsB,CAAC,OAAyB;QACxD,MAAM,cAAc,GAAG,IAAI,CAAC,eAAe,CAAA;QAE3C,MAAM,QAAQ,GAAG,OAAO;aACrB,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,6FAA6F,CAAC,CAAA;aAC/G;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,MAAM,MAAM,GAAG,IAAI,CAAC,qBAAqB,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAc,CAAC,CAAC,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;gBAErH,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,GAAG,MAAM,EAAE,CAAA;YAC/C,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,OAAO,EAAE,KAAK;gBACd,EAAE,EAAE,CAAC;gBACL,MAAM,EAAE,cAAc,CAAC,CAAC,CAAC,mBAAmB,CAAC,CAAC,CAAC,kBAAkB;gBACjE,MAAM,EAAE;oBACN,QAAQ;iBACT;aACF;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IACpC,CAAC;IAES,KAAK,CAAC,WAAW;QACzB,8DAA8D;QAC9D,oDAAoD;QAEpD,IAAI,CAAC,IAAI,CAAC;YACR,OAAO,EAAE,KAAK;YACd,MAAM,EAAE,sBAAsB;YAC9B,EAAE,EAAE,CAAC;YACL,MAAM,EAAE;gBACN,QAAQ,EAAE,EAAE;aACb;SACF,CAAC,CAAA;QAEF,IAAI,IAAI,CAAC,eAAe,EAAE;YACxB,IAAI,CAAC,IAAI,CAAC;gBACR,OAAO,EAAE,KAAK;gBACd,MAAM,EAAE,aAAa;gBACrB,EAAE,EAAE,CAAC;gBACL,MAAM,EAAE;oBACN,UAAU,EAAE,oBAAoB;oBAChC,SAAS,EAAE,OAAO,CAAC,GAAG,CAAC,qBAAqB;oBAC5C,aAAa,EAAE,OAAO,CAAC,GAAG,CAAC,yBAAyB;iBACrD;aACF,CAAC,CAAA;YAEF,MAAM,IAAA,YAAI,EAAC,EAAE,CAAC,CAAA;SACf;IACH,CAAC;IAES,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,MAAM,KAAK,WAAW,CAAA;IACnC,CAAC;IAES,SAAS,CAAC,GAAQ;QAC1B,4DAA4D;QAC5D,IAAI,GAAG,CAAC,MAAM,KAAK,SAAS,IAAI,GAAG,CAAC,MAAM,CAAC,IAAI,KAAK,cAAc,EAAE;YAClE,IAAI,CAAC,IAAI,CAAC;gBACR,OAAO,EAAE,KAAK;gBACd,MAAM,EAAE,aAAa;gBACrB,EAAE,EAAE,CAAC;gBACL,MAAM,EAAE,EAAE;aACX,CAAC,CAAA;SACH;IACH,CAAC;CACF;AA1FD,0DA0FC"}
package/dist/realtimefeeds/okex.d.ts CHANGED
@@ -1,7 +1,11 @@
1
1
  import { Filter } from '../types';
2
- import { RealTimeFeedBase } from './realtimefeed';
3
- export declare class OkexRealTimeFeed extends RealTimeFeedBase {
2
+ import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase } from './realtimefeed';
3
+ export declare class OkexRealTimeFeed extends MultiConnectionRealTimeFeedBase {
4
+ protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<OkexSingleRealTimeFeed, void, unknown>;
5
+ }
6
+ declare class OkexSingleRealTimeFeed extends RealTimeFeedBase {
4
7
  protected wssURL: string;
8
+ constructor(wssURL: string, exchange: string, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
5
9
  private _hasCredentials;
6
10
  private secondsSinceEpoch;
7
11
  protected onConnected(): Promise<void>;
@@ -9,12 +13,18 @@ export declare class OkexRealTimeFeed extends RealTimeFeedBase {
9
13
  protected messageIsError(message: any): boolean;
10
14
  protected isIgnoredError(message: any): boolean;
11
15
  }
12
- export declare class OKCoinRealTimeFeed extends OkexRealTimeFeed {
13
- protected wssURL: string;
16
+ export declare class OKCoinRealTimeFeed extends OkexSingleRealTimeFeed {
17
+ constructor(exchange: string, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
14
18
  }
15
- export declare class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
19
+ export declare class OkexOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase {
20
+ protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<OkexOptionsSingleRealTimeFeed, void, unknown>;
21
+ }
22
+ declare class OkexOptionsSingleRealTimeFeed extends OkexSingleRealTimeFeed {
23
+ protected wssURL: string;
24
+ constructor(wssURL: string, exchange: string, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
16
25
  private _defaultIndexes;
17
26
  private _channelRequiresIndexNotSymbol;
18
27
  protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
19
28
  }
29
+ export {};
20
30
  //# sourceMappingURL=okex.d.ts.map
package/dist/realtimefeeds/okex.d.ts.map CHANGED
@@ -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,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"}
1
+ {"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,+BAA+B,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAElF,qBAAa,gBAAiB,SAAQ,+BAA+B;IACnE,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAavI;AAED,cAAM,sBAAuB,SAAQ,gBAAgB;IAEjD,SAAS,CAAC,MAAM,EAAE,MAAM;gBAAd,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,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,sBAAsB;gBAChD,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,EAAE,MAAM,GAAG,SAAS,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAGjI;AAED,qBAAa,uBAAwB,SAAQ,+BAA+B;IAC1E,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAmBvI;AAED,cAAM,6BAA8B,SAAQ,sBAAsB;IAE9D,SAAS,CAAC,MAAM,EAAE,MAAM;gBAAd,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,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 CHANGED
@@ -7,10 +7,23 @@ exports.OkexOptionsRealTimeFeed = exports.OKCoinRealTimeFeed = exports.OkexRealT
7
7
  const crypto_1 = __importDefault(require("crypto"));
8
8
  const handy_1 = require("../handy");
9
9
  const realtimefeed_1 = require("./realtimefeed");
10
- class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
11
- constructor() {
12
- super(...arguments);
13
- this.wssURL = 'wss://ws.okx.com:8443/ws/v5/public';
10
+ class OkexRealTimeFeed extends realtimefeed_1.MultiConnectionRealTimeFeedBase {
11
+ *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
12
+ const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all');
13
+ if (nonBusinessFilters.length > 0) {
14
+ yield new OkexSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError);
15
+ }
16
+ const businessFilters = filters.filter((f) => f.channel === 'trades-all');
17
+ if (businessFilters.length > 0) {
18
+ yield new OkexSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError);
19
+ }
20
+ }
21
+ }
22
+ exports.OkexRealTimeFeed = OkexRealTimeFeed;
23
+ class OkexSingleRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
24
+ constructor(wssURL, exchange, filters, timeoutIntervalMS, onError) {
25
+ super(exchange, filters, timeoutIntervalMS, onError);
26
+ this.wssURL = wssURL;
14
27
  this._hasCredentials = process.env.OKX_API_KEY !== undefined;
15
28
  }
16
29
  secondsSinceEpoch() {
@@ -72,17 +85,29 @@ class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
72
85
  return false;
73
86
  }
74
87
  }
75
- exports.OkexRealTimeFeed = OkexRealTimeFeed;
76
- class OKCoinRealTimeFeed extends OkexRealTimeFeed {
77
- constructor() {
78
- super(...arguments);
79
- this.wssURL = 'wss://real.okcoin.com:8443/ws/v5/public';
88
+ class OKCoinRealTimeFeed extends OkexSingleRealTimeFeed {
89
+ constructor(exchange, filters, timeoutIntervalMS, onError) {
90
+ super('wss://real.okcoin.com:8443/ws/v5/public', exchange, filters, timeoutIntervalMS, onError);
80
91
  }
81
92
  }
82
93
  exports.OKCoinRealTimeFeed = OKCoinRealTimeFeed;
83
- class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
84
- constructor() {
85
- super(...arguments);
94
+ class OkexOptionsRealTimeFeed extends realtimefeed_1.MultiConnectionRealTimeFeedBase {
95
+ *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
96
+ const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all');
97
+ if (nonBusinessFilters.length > 0) {
98
+ yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError);
99
+ }
100
+ const businessFilters = filters.filter((f) => f.channel === 'trades-all');
101
+ if (businessFilters.length > 0) {
102
+ yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError);
103
+ }
104
+ }
105
+ }
106
+ exports.OkexOptionsRealTimeFeed = OkexOptionsRealTimeFeed;
107
+ class OkexOptionsSingleRealTimeFeed extends OkexSingleRealTimeFeed {
108
+ constructor(wssURL, exchange, filters, timeoutIntervalMS, onError) {
109
+ super(wssURL, exchange, filters, timeoutIntervalMS, onError);
110
+ this.wssURL = wssURL;
86
111
  this._defaultIndexes = ['BTC-USD', 'ETH-USD'];
87
112
  }
88
113
  _channelRequiresIndexNotSymbol(channel) {
@@ -111,7 +136,7 @@ class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
111
136
  return {
112
137
  channel: filter.channel,
113
138
  instId: filter.channel !== 'opt-summary' ? finalSymbol : undefined,
114
- uly: filter.channel === 'opt-summary' ? finalSymbol : undefined
139
+ instFamily: filter.channel === 'opt-summary' ? finalSymbol : undefined
115
140
  };
116
141
  });
117
142
  })
@@ -124,5 +149,4 @@ class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
124
149
  ];
125
150
  }
126
151
  }
127
- exports.OkexOptionsRealTimeFeed = OkexOptionsRealTimeFeed;
128
152
  //# sourceMappingURL=okex.js.map
package/dist/realtimefeeds/okex.js.map CHANGED
@@ -1 +1 @@
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"}
1
+ {"version":3,"file":"okex.js","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":";;;;;;AAAA,oDAA2B;AAC3B,oCAA+B;AAE/B,iDAAkF;AAElF,MAAa,gBAAiB,SAAQ,8CAA+B;IACzD,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,kBAAkB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAE5E,IAAI,kBAAkB,CAAC,MAAM,GAAG,CAAC,EAAE;YACjC,MAAM,IAAI,sBAAsB,CAAC,oCAAoC,EAAE,QAAQ,EAAE,kBAAkB,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;SACjI;QAED,MAAM,eAAe,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAEzE,IAAI,eAAe,CAAC,MAAM,GAAG,CAAC,EAAE;YAC9B,MAAM,IAAI,sBAAsB,CAAC,sCAAsC,EAAE,QAAQ,EAAE,eAAe,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;SAChI;IACH,CAAC;CACF;AAdD,4CAcC;AAED,MAAM,sBAAuB,SAAQ,+BAAgB;IACnD,YACY,MAAc,EACxB,QAAgB,EAChB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAN1C,WAAM,GAAN,MAAM,CAAQ;QASlB,oBAAe,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,KAAK,SAAS,CAAA;IAF/D,CAAC;IAIO,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;AAED,MAAa,kBAAmB,SAAQ,sBAAsB;IAC5D,YAAY,QAAgB,EAAE,OAAyB,EAAE,iBAAqC,EAAE,OAAgC;QAC9H,KAAK,CAAC,yCAAyC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;IACjG,CAAC;CACF;AAJD,gDAIC;AAED,MAAa,uBAAwB,SAAQ,8CAA+B;IAChE,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,kBAAkB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAE5E,IAAI,kBAAkB,CAAC,MAAM,GAAG,CAAC,EAAE;YACjC,MAAM,IAAI,6BAA6B,CACrC,oCAAoC,EACpC,QAAQ,EACR,kBAAkB,EAClB,iBAAiB,EACjB,OAAO,CACR,CAAA;SACF;QAED,MAAM,eAAe,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAEzE,IAAI,eAAe,CAAC,MAAM,GAAG,CAAC,EAAE;YAC9B,MAAM,IAAI,6BAA6B,CAAC,sCAAsC,EAAE,QAAQ,EAAE,eAAe,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;SACvI;IACH,CAAC;CACF;AApBD,0DAoBC;AAED,MAAM,6BAA8B,SAAQ,sBAAsB;IAChE,YACY,MAAc,EACxB,QAAgB,EAChB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,MAAM,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QANlD,WAAM,GAAN,MAAM,CAAQ;QASlB,oBAAe,GAAG,CAAC,SAAS,EAAE,SAAS,CAAC,CAAA;IAFhD,CAAC;IAIO,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,UAAU,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;iBACvE,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"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "tardis-dev",
3
- "version": "13.24.2",
3
+ "version": "13.25.1",
4
4
  "engines": {
5
5
  "node": ">=12"
6
6
  },
package/src/consts.ts CHANGED
@@ -124,6 +124,7 @@ const OKEX_CHANNELS = [
124
124
 
125
125
  // v5
126
126
  'trades',
127
+ 'trades-all',
127
128
  'books-l2-tbt',
128
129
  'bbo-tbt',
129
130
  'books',
@@ -163,6 +164,7 @@ const OKEX_FUTURES_CHANNELS = [
163
164
 
164
165
  // v5
165
166
  'trades',
167
+ 'trades-all',
166
168
  'books-l2-tbt',
167
169
  'bbo-tbt',
168
170
  'books',
@@ -196,6 +198,7 @@ const OKEX_SWAP_CHANNELS = [
196
198
 
197
199
  //v5
198
200
  'trades',
201
+ 'trades-all',
199
202
  'books-l2-tbt',
200
203
  'bbo-tbt',
201
204
  'books',
@@ -227,6 +230,7 @@ const OKEX_OPTIONS_CHANNELS = [
227
230
 
228
231
  //v5
229
232
  'trades',
233
+ 'trades-all',
230
234
  'books-l2-tbt',
231
235
  'bbo-tbt',
232
236
  'books',
package/src/mappers/binance.ts CHANGED
@@ -396,7 +396,7 @@ export class BinanceLiquidationsMapper implements Mapper<'binance-futures' | 'bi
396
396
  exchange: this._exchange,
397
397
  id: undefined,
398
398
  price: Number(binanceLiquidation.p),
399
- amount: Number(binanceLiquidation.z), // use Order Filled Accumulated Quantity
399
+ amount: Number(binanceLiquidation.l), // Order Last Filled Quantity
400
400
  side: binanceLiquidation.S === 'SELL' ? 'sell' : 'buy',
401
401
  timestamp: new Date(binanceLiquidation.T),
402
402
  localTimestamp: localTimestamp
@@ -533,6 +533,7 @@ type BinanceFuturesForceOrderData = {
533
533
  p: string // Price
534
534
  ap: string // Average Price
535
535
  X: 'FILLED' // Order Status
536
+ l: '0.014' // Order Last Filled Quantity
536
537
  T: 1568014460893 // Order Trade Time
537
538
  z: string // Order Filled Accumulated Quantity
538
539
  }
package/src/mappers/dydx.ts CHANGED
@@ -83,6 +83,9 @@ export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
83
83
  localTimestamp
84
84
  }
85
85
  } else {
86
+ if (!message.contents) {
87
+ return
88
+ }
86
89
  // https://docs.dydx.exchange/#orderbook
87
90
  const updateOffset = Number(message.contents.offset)
88
91
 
package/src/mappers/index.ts CHANGED
@@ -179,6 +179,10 @@ const shouldUseCFRelativeFunding = (localTimestamp: Date) => {
179
179
  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= new Date('2022-09-29T00:00:00.000Z').valueOf()
180
180
  }
181
181
 
182
+ const shouldUseOKXTradesAllChannel = (localTimestamp: Date) => {
183
+ return isRealTime(localTimestamp) || localTimestamp.valueOf() >= new Date('2023-10-19T00:00:00.000Z').valueOf()
184
+ }
185
+
182
186
  const tradesMappers = {
183
187
  bitmex: () => bitmexTradesMapper,
184
188
  binance: () => new BinanceTradesMapper('binance'),
@@ -199,16 +203,24 @@ const tradesMappers = {
199
203
  gemini: () => geminiTradesMapper,
200
204
  kraken: () => krakenTradesMapper,
201
205
  okex: (localTimestamp: Date) =>
202
- shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okex') : new OkexTradesMapper('okex', 'spot'),
206
+ shouldUseOkexV5Mappers(localTimestamp)
207
+ ? new OkexV5TradesMapper('okex', shouldUseOKXTradesAllChannel(localTimestamp))
208
+ : new OkexTradesMapper('okex', 'spot'),
203
209
 
204
210
  'okex-futures': (localTimestamp: Date) =>
205
- shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okex-futures') : new OkexTradesMapper('okex-futures', 'futures'),
211
+ shouldUseOkexV5Mappers(localTimestamp)
212
+ ? new OkexV5TradesMapper('okex-futures', shouldUseOKXTradesAllChannel(localTimestamp))
213
+ : new OkexTradesMapper('okex-futures', 'futures'),
206
214
 
207
215
  'okex-swap': (localTimestamp: Date) =>
208
- shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okex-swap') : new OkexTradesMapper('okex-swap', 'swap'),
216
+ shouldUseOkexV5Mappers(localTimestamp)
217
+ ? new OkexV5TradesMapper('okex-swap', shouldUseOKXTradesAllChannel(localTimestamp))
218
+ : new OkexTradesMapper('okex-swap', 'swap'),
209
219
 
210
220
  'okex-options': (localTimestamp: Date) =>
211
- shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okex-options') : new OkexTradesMapper('okex-options', 'option'),
221
+ shouldUseOkexV5Mappers(localTimestamp)
222
+ ? new OkexV5TradesMapper('okex-options', shouldUseOKXTradesAllChannel(localTimestamp))
223
+ : new OkexTradesMapper('okex-options', 'option'),
212
224
 
213
225
  huobi: () => new HuobiTradesMapper('huobi'),
214
226
  'huobi-dm': () => new HuobiTradesMapper('huobi-dm'),
@@ -218,7 +230,7 @@ const tradesMappers = {
218
230
  bybit: (localTimestamp: Date) =>
219
231
  shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5TradesMapper('bybit') : new BybitTradesMapper('bybit'),
220
232
  okcoin: (localTimestamp: Date) =>
221
- shouldUseOkcoinV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okcoin') : new OkexTradesMapper('okcoin', 'spot'),
233
+ shouldUseOkcoinV5Mappers(localTimestamp) ? new OkexV5TradesMapper('okcoin', false) : new OkexTradesMapper('okcoin', 'spot'),
222
234
  hitbtc: () => hitBtcTradesMapper,
223
235
  phemex: () => phemexTradesMapper,
224
236
  delta: (localTimestamp: Date) => new DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
package/src/mappers/okex.ts CHANGED
@@ -6,18 +6,27 @@ import { Mapper, PendingTickerInfoHelper } from './mapper'
6
6
  // https://www.okex.com/docs-v5/en/#websocket-api-public-channel-trades-channel
7
7
 
8
8
  export class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
9
- constructor(private readonly _exchange: Exchange) {}
9
+ constructor(private readonly _exchange: Exchange, private readonly _useTradesAll: boolean) {}
10
10
 
11
11
  canHandle(message: any) {
12
12
  if (message.event !== undefined || message.arg === undefined) {
13
13
  return false
14
14
  }
15
- return message.arg.channel === 'trades'
15
+ return message.arg.channel === 'trades' || message.arg.channel === 'trades-all'
16
16
  }
17
17
 
18
18
  getFilters(symbols?: string[]) {
19
19
  symbols = upperCaseSymbols(symbols)
20
20
 
21
+ if (this._useTradesAll) {
22
+ return [
23
+ {
24
+ channel: `trades-all` as const,
25
+ symbols
26
+ }
27
+ ]
28
+ }
29
+
21
30
  return [
22
31
  {
23
32
  channel: `trades` as const,
@@ -26,7 +35,7 @@ export class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
26
35
  ]
27
36
  }
28
37
 
29
- *map(okexTradesMessage: OkexV5TradeMessage, localTimestamp: Date): IterableIterator<Trade> {
38
+ *map(okexTradesMessage: OkexV5TradeMessage | OkexV5TradesAllMessage, localTimestamp: Date): IterableIterator<Trade> {
30
39
  for (const okexTrade of okexTradesMessage.data) {
31
40
  yield {
32
41
  type: 'trade',
@@ -589,6 +598,11 @@ type OkexV5TradeMessage = {
589
598
  data: [{ instId: 'CRV-USDT'; tradeId: '21300150'; px: '3.973'; sz: '13.491146'; side: 'buy'; ts: '1639999319938' }]
590
599
  }
591
600
 
601
+ type OkexV5TradesAllMessage = {
602
+ arg: { channel: 'trades-all'; instId: string }
603
+ data: [{ instId: 'WAXP-USDT'; tradeId: '2251300'; px: '0.05566'; sz: '838.714488'; side: 'sell'; ts: '1697760000083' }]
604
+ }
605
+
592
606
  type OkexV5BookLevel = [string, string, string, string]
593
607
 
594
608
  type OkexV5BookMessage =
package/src/mappers/woox.ts CHANGED
@@ -20,6 +20,10 @@ export const wooxTradesMapper: Mapper<'woo-x', Trade> = {
20
20
 
21
21
  *map(message: WooxTradeMessage, localTimestamp: Date): IterableIterator<Trade> {
22
22
  const timestamp = new Date(message.ts)
23
+ // any trade with source = 0 is mainly for informational purposes for our users, not actual trades printed on WOO X
24
+ if (message.data.source === 0) {
25
+ return
26
+ }
23
27
 
24
28
  yield {
25
29
  type: 'trade',
package/src/realtimefeeds/deribit.ts CHANGED
@@ -3,7 +3,14 @@ import { Filter, FilterForExchange } from '../types'
3
3
  import { RealTimeFeedBase } from './realtimefeed'
4
4
 
5
5
  export class DeribitRealTimeDataFeed extends RealTimeFeedBase {
6
- protected wssURL = 'wss://www.deribit.com/ws/api/v2'
6
+ protected get wssURL() {
7
+ if (this._hasCredentials) {
8
+ return 'wss://www.deribit.com/ws/api/v2'
9
+ } else {
10
+ return 'wss://streams.deribit.com/ws/api/v2'
11
+ }
12
+ }
13
+
7
14
  private _hasCredentials = process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined
8
15
 
9
16
  protected channelsWithIntervals: FilterForExchange['deribit']['channel'][] = ['book', 'perpetual', 'trades', 'ticker']
package/src/realtimefeeds/okex.ts CHANGED
@@ -1,11 +1,34 @@
1
- import { inflateRawSync } from 'zlib'
2
1
  import crypto from 'crypto'
3
2
  import { wait } from '../handy'
4
3
  import { Filter } from '../types'
5
- import { RealTimeFeedBase } from './realtimefeed'
4
+ import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase } from './realtimefeed'
6
5
 
7
- export class OkexRealTimeFeed extends RealTimeFeedBase {
8
- protected wssURL = 'wss://ws.okx.com:8443/ws/v5/public'
6
+ export class OkexRealTimeFeed extends MultiConnectionRealTimeFeedBase {
7
+ protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {
8
+ const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all')
9
+
10
+ if (nonBusinessFilters.length > 0) {
11
+ yield new OkexSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/public', exchange, nonBusinessFilters, timeoutIntervalMS, onError)
12
+ }
13
+
14
+ const businessFilters = filters.filter((f) => f.channel === 'trades-all')
15
+
16
+ if (businessFilters.length > 0) {
17
+ yield new OkexSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError)
18
+ }
19
+ }
20
+ }
21
+
22
+ class OkexSingleRealTimeFeed extends RealTimeFeedBase {
23
+ constructor(
24
+ protected wssURL: string,
25
+ exchange: string,
26
+ filters: Filter<string>[],
27
+ timeoutIntervalMS: number | undefined,
28
+ onError?: (error: Error) => void
29
+ ) {
30
+ super(exchange, filters, timeoutIntervalMS, onError)
31
+ }
9
32
 
10
33
  private _hasCredentials = process.env.OKX_API_KEY !== undefined
11
34
 
@@ -78,11 +101,45 @@ export class OkexRealTimeFeed extends RealTimeFeedBase {
78
101
  }
79
102
  }
80
103
 
81
- export class OKCoinRealTimeFeed extends OkexRealTimeFeed {
82
- protected wssURL = 'wss://real.okcoin.com:8443/ws/v5/public'
104
+ export class OKCoinRealTimeFeed extends OkexSingleRealTimeFeed {
105
+ constructor(exchange: string, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void) {
106
+ super('wss://real.okcoin.com:8443/ws/v5/public', exchange, filters, timeoutIntervalMS, onError)
107
+ }
83
108
  }
84
109
 
85
- export class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
110
+ export class OkexOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase {
111
+ protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {
112
+ const nonBusinessFilters = filters.filter((f) => f.channel !== 'trades-all')
113
+
114
+ if (nonBusinessFilters.length > 0) {
115
+ yield new OkexOptionsSingleRealTimeFeed(
116
+ 'wss://ws.okx.com:8443/ws/v5/public',
117
+ exchange,
118
+ nonBusinessFilters,
119
+ timeoutIntervalMS,
120
+ onError
121
+ )
122
+ }
123
+
124
+ const businessFilters = filters.filter((f) => f.channel === 'trades-all')
125
+
126
+ if (businessFilters.length > 0) {
127
+ yield new OkexOptionsSingleRealTimeFeed('wss://ws.okx.com:8443/ws/v5/business', exchange, businessFilters, timeoutIntervalMS, onError)
128
+ }
129
+ }
130
+ }
131
+
132
+ class OkexOptionsSingleRealTimeFeed extends OkexSingleRealTimeFeed {
133
+ constructor(
134
+ protected wssURL: string,
135
+ exchange: string,
136
+ filters: Filter<string>[],
137
+ timeoutIntervalMS: number | undefined,
138
+ onError?: (error: Error) => void
139
+ ) {
140
+ super(wssURL, exchange, filters, timeoutIntervalMS, onError)
141
+ }
142
+
86
143
  private _defaultIndexes = ['BTC-USD', 'ETH-USD']
87
144
 
88
145
  private _channelRequiresIndexNotSymbol(channel: string) {
@@ -114,7 +171,7 @@ export class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
114
171
  return {
115
172
  channel: filter.channel,
116
173
  instId: filter.channel !== 'opt-summary' ? finalSymbol : undefined,
117
- uly: filter.channel === 'opt-summary' ? finalSymbol : undefined
174
+ instFamily: filter.channel === 'opt-summary' ? finalSymbol : undefined
118
175
  }
119
176
  })
120
177
  })