tardis-dev 13.26.0 → 13.27.1

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 (32) hide show
  1. package/dist/consts.d.ts +2 -1
  2. package/dist/consts.d.ts.map +1 -1
  3. package/dist/consts.js +4 -1
  4. package/dist/consts.js.map +1 -1
  5. package/dist/mappers/bybit.d.ts +2 -2
  6. package/dist/mappers/bybitspot.d.ts +1 -1
  7. package/dist/mappers/cryptocom.d.ts +1 -1
  8. package/dist/mappers/huobi.d.ts +3 -3
  9. package/dist/mappers/index.d.ts +3 -3
  10. package/dist/mappers/index.d.ts.map +1 -1
  11. package/dist/mappers/index.js +7 -3
  12. package/dist/mappers/index.js.map +1 -1
  13. package/dist/mappers/okexspreads.d.ts +69 -0
  14. package/dist/mappers/okexspreads.d.ts.map +1 -0
  15. package/dist/mappers/okexspreads.js +118 -0
  16. package/dist/mappers/okexspreads.js.map +1 -0
  17. package/dist/realtimefeeds/huobi.js +1 -1
  18. package/dist/realtimefeeds/huobi.js.map +1 -1
  19. package/dist/realtimefeeds/index.d.ts.map +1 -1
  20. package/dist/realtimefeeds/index.js +3 -1
  21. package/dist/realtimefeeds/index.js.map +1 -1
  22. package/dist/realtimefeeds/okexspreads.d.ts +11 -0
  23. package/dist/realtimefeeds/okexspreads.d.ts.map +1 -0
  24. package/dist/realtimefeeds/okexspreads.js +63 -0
  25. package/dist/realtimefeeds/okexspreads.js.map +1 -0
  26. package/package.json +1 -1
  27. package/src/consts.ts +5 -1
  28. package/src/mappers/index.ts +7 -3
  29. package/src/mappers/okexspreads.ts +166 -0
  30. package/src/realtimefeeds/huobi.ts +1 -1
  31. package/src/realtimefeeds/index.ts +3 -1
  32. package/src/realtimefeeds/okexspreads.ts +64 -0
package/dist/consts.d.ts CHANGED
@@ -1,4 +1,4 @@
1
- export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-options", "binance-european-options", "binance", "ftx", "okex-futures", "okex-options", "okex-swap", "okex", "huobi-dm", "huobi-dm-swap", "huobi-dm-linear-swap", "huobi", "bitfinex-derivatives", "bitfinex", "coinbase", "cryptofacilities", "kraken", "bitstamp", "gemini", "poloniex", "bybit", "bybit-spot", "bybit-options", "phemex", "delta", "ftx-us", "binance-us", "gate-io-futures", "gate-io", "okcoin", "bitflyer", "hitbtc", "coinflex", "binance-jersey", "binance-dex", "upbit", "ascendex", "dydx", "serum", "mango", "huobi-dm-options", "star-atlas", "crypto-com", "crypto-com-derivatives", "kucoin", "bitnomial", "woo-x", "blockchain-com"];
1
+ export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-options", "binance-european-options", "binance", "ftx", "okex-futures", "okex-options", "okex-swap", "okex", "okex-spreads", "huobi-dm", "huobi-dm-swap", "huobi-dm-linear-swap", "huobi", "bitfinex-derivatives", "bitfinex", "coinbase", "cryptofacilities", "kraken", "bitstamp", "gemini", "poloniex", "bybit", "bybit-spot", "bybit-options", "phemex", "delta", "ftx-us", "binance-us", "gate-io-futures", "gate-io", "okcoin", "bitflyer", "hitbtc", "coinflex", "binance-jersey", "binance-dex", "upbit", "ascendex", "dydx", "serum", "mango", "huobi-dm-options", "star-atlas", "crypto-com", "crypto-com-derivatives", "kucoin", "bitnomial", "woo-x", "blockchain-com"];
2
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  export declare const EXCHANGE_CHANNELS_INFO: {
3
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  bitmex: readonly ["trade", "orderBookL2", "liquidation", "connected", "announcement", "chat", "publicNotifications", "instrument", "settlement", "funding", "insurance", "orderBookL2_25", "orderBook10", "quote", "quoteBin1m", "quoteBin5m", "quoteBin1h", "quoteBin1d", "tradeBin1m", "tradeBin5m", "tradeBin1h", "tradeBin1d"];
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  coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot"];
@@ -52,5 +52,6 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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  'woo-x': string[];
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  'blockchain-com': string[];
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  'binance-european-options': string[];
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+ 'okex-spreads': string[];
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  };
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  //# sourceMappingURL=consts.d.ts.map
package/dist/consts.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"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"}
1
+ {"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,ouBAsDZ,CAAA;AAsZV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAsDlC,CAAA"}
package/dist/consts.js CHANGED
@@ -14,6 +14,7 @@ exports.EXCHANGES = [
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  'okex-options',
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  'okex-swap',
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  'okex',
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+ 'okex-spreads',
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  'huobi-dm',
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  'huobi-dm-swap',
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  'huobi-dm-linear-swap',
@@ -413,6 +414,7 @@ const WOOX_CHANNELS = [
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  ];
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  const BLOCKCHAIN_COM_CHANNELS = ['trades', 'l2', 'l3', 'ticker'];
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  const BINANCE_EUROPEAN_OPTIONS_CHANNELS = ['trade', 'depth100', 'index', 'markPrice', 'ticker', 'openInterest'];
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+ const OKEX_SPREADS_CHANNELS = ['sprd-public-trades', 'sprd-bbo-tbt', 'sprd-books5', 'sprd-tickers'];
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  exports.EXCHANGE_CHANNELS_INFO = {
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  bitmex: BITMEX_CHANNELS,
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  coinbase: COINBASE_CHANNELS,
@@ -465,6 +467,7 @@ exports.EXCHANGE_CHANNELS_INFO = {
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  bitnomial: BITNOMIAL_CHANNELS,
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  'woo-x': WOOX_CHANNELS,
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  'blockchain-com': BLOCKCHAIN_COM_CHANNELS,
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- 'binance-european-options': BINANCE_EUROPEAN_OPTIONS_CHANNELS
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+ 'binance-european-options': BINANCE_EUROPEAN_OPTIONS_CHANNELS,
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+ 'okex-spreads': OKEX_SPREADS_CHANNELS
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  };
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  //# sourceMappingURL=consts.js.map
package/dist/consts.js.map CHANGED
@@ -1 +1 @@
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package/dist/mappers/bybit.d.ts CHANGED
@@ -22,7 +22,7 @@ export declare class BybitV5BookChangeMapper implements Mapper<'bybit' | 'bybit-
22
22
  map(message: BybitV5OrderBookMessage, localTimestamp: Date): Generator<{
23
23
  readonly type: "book_change";
24
24
  readonly symbol: string;
25
- readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
25
+ readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
26
26
  readonly isSnapshot: boolean;
27
27
  readonly bids: {
28
28
  price: number;
@@ -100,7 +100,7 @@ export declare class BybitBookChangeMapper implements Mapper<'bybit', BookChange
100
100
  map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, localTimestamp: Date): Generator<{
101
101
  readonly type: "book_change";
102
102
  readonly symbol: string;
103
- readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
103
+ readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
104
104
  readonly isSnapshot: boolean;
105
105
  readonly bids: {
106
106
  price: number;
package/dist/mappers/bybitspot.d.ts CHANGED
@@ -21,7 +21,7 @@ export declare class BybitSpotBookChangeMapper implements Mapper<'bybit-spot', B
21
21
  map(message: BybitSpotDepthMessage, localTimestamp: Date): Generator<{
22
22
  readonly type: "book_change";
23
23
  readonly symbol: "RENUSDT";
24
- readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
24
+ readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
25
25
  readonly isSnapshot: true;
26
26
  readonly bids: {
27
27
  price: number;
package/dist/mappers/cryptocom.d.ts CHANGED
@@ -21,7 +21,7 @@ export declare class CryptoComBookChangeMapper implements Mapper<'crypto-com' |
21
21
  map(message: CryptoComBookMessage, localTimestamp: Date): Generator<{
22
22
  readonly type: "book_change";
23
23
  readonly symbol: "ETH_CRO" | "BTCUSD-PERP" | "DOT_USDT";
24
- readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
24
+ readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
25
25
  readonly isSnapshot: boolean;
26
26
  readonly bids: {
27
27
  price: number;
package/dist/mappers/huobi.d.ts CHANGED
@@ -22,7 +22,7 @@ export declare class HuobiBookChangeMapper implements Mapper<'huobi' | 'huobi-dm
22
22
  map(message: HuobiDepthDataMessage, localTimestamp: Date): Generator<{
23
23
  readonly type: "book_change";
24
24
  readonly symbol: string;
25
- readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
25
+ readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
26
26
  readonly isSnapshot: boolean;
27
27
  readonly bids: {
28
28
  price: number;
@@ -51,7 +51,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
51
51
  map(message: HuobiMBPDataMessage | HuobiMBPSnapshot, localTimestamp: Date): Generator<{
52
52
  readonly type: "book_change";
53
53
  readonly symbol: string;
54
- readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
54
+ readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
55
55
  readonly isSnapshot: false;
56
56
  readonly bids: {
57
57
  price: number;
@@ -66,7 +66,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
66
66
  } | {
67
67
  readonly type: "book_change";
68
68
  readonly symbol: string;
69
- readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
69
+ readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
70
70
  readonly isSnapshot: true;
71
71
  readonly bids: {
72
72
  price: number;
package/dist/mappers/index.d.ts CHANGED
@@ -1,10 +1,10 @@
1
1
  import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types';
2
2
  import { Mapper } from './mapper';
3
3
  export * from './mapper';
4
- export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
5
- export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
4
+ export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
5
+ export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
6
6
  export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex" | "ascendex" | "dydx" | "crypto-com" | "crypto-com-derivatives" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
7
7
  export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "binance-european-options" | "okex-options" | "bybit-options" | "huobi-dm-options">(exchange: T, localTimestamp: Date) => Mapper<T, OptionSummary>;
8
8
  export declare const normalizeLiquidations: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit">(exchange: T, localTimestamp: Date) => Mapper<T, Liquidation>;
9
- export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bybit" | "bybit-spot" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "mango" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
9
+ export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bybit" | "bybit-spot" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "mango" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
10
10
  //# sourceMappingURL=index.d.ts.map
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;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"}
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;AAsBjC,cAAc,UAAU,CAAA;AAiWxB,eAAO,MAAM,eAAe,uzBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,uzBAEf,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,glBAEf,IAAI,0BASrB,CAAA"}
package/dist/mappers/index.js CHANGED
@@ -45,6 +45,7 @@ const huobi_1 = require("./huobi");
45
45
  const kraken_1 = require("./kraken");
46
46
  const kucoin_1 = require("./kucoin");
47
47
  const okex_1 = require("./okex");
48
+ const okexspreads_1 = require("./okexspreads");
48
49
  const phemex_1 = require("./phemex");
49
50
  const poloniex_1 = require("./poloniex");
50
51
  const serum_1 = require("./serum");
@@ -159,7 +160,8 @@ const tradesMappers = {
159
160
  'woo-x': () => woox_1.wooxTradesMapper,
160
161
  'blockchain-com': () => new blockchaincom_1.BlockchainComTradesMapper(),
161
162
  'bybit-options': () => new bybit_1.BybitV5TradesMapper('bybit-options'),
162
- 'binance-european-options': () => new binanceeuropeanoptions_1.BinanceEuropeanOptionsTradesMapper()
163
+ 'binance-european-options': () => new binanceeuropeanoptions_1.BinanceEuropeanOptionsTradesMapper(),
164
+ 'okex-spreads': () => new okexspreads_1.OkexSpreadsTradesMapper()
163
165
  };
164
166
  const bookChangeMappers = {
165
167
  bitmex: () => new bitmex_1.BitmexBookChangeMapper(),
@@ -227,7 +229,8 @@ const bookChangeMappers = {
227
229
  'woo-x': () => new woox_1.WooxBookChangeMapper(),
228
230
  'blockchain-com': () => new blockchaincom_1.BlockchainComBookChangeMapper(),
229
231
  'bybit-options': () => new bybit_1.BybitV5BookChangeMapper('bybit-options', 25),
230
- 'binance-european-options': () => new binanceeuropeanoptions_1.BinanceEuropeanOptionsBookChangeMapper()
232
+ 'binance-european-options': () => new binanceeuropeanoptions_1.BinanceEuropeanOptionsBookChangeMapper(),
233
+ 'okex-spreads': () => new okexspreads_1.OkexSpreadsBookChangeMapper()
231
234
  };
232
235
  const derivativeTickersMappers = {
233
236
  bitmex: () => new bitmex_1.BitmexDerivativeTickerMapper(),
@@ -325,7 +328,8 @@ const bookTickersMappers = {
325
328
  'woo-x': () => new woox_1.WooxBookTickerMapper(),
326
329
  delta: () => new delta_1.DeltaBookTickerMapper(),
327
330
  bybit: () => new bybit_1.BybitV5BookTickerMapper('bybit'),
328
- 'gate-io': () => new gateio_1.GateIOV4BookTickerMapper('gate-io')
331
+ 'gate-io': () => new gateio_1.GateIOV4BookTickerMapper('gate-io'),
332
+ 'okex-spreads': () => new okexspreads_1.OkexSpreadsBookTickerMapper()
329
333
  };
330
334
  const normalizeTrades = (exchange, localTimestamp) => {
331
335
  const createTradesMapper = tradesMappers[exchange];
package/dist/mappers/index.js.map CHANGED
@@ -1 +1 @@
1
- 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1
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package/dist/mappers/okexspreads.d.ts ADDED
@@ -0,0 +1,69 @@
1
+ import { BookChange, BookTicker, Trade } from '../types';
2
+ import { Mapper } from './mapper';
3
+ export declare class OkexSpreadsTradesMapper implements Mapper<'okex-spreads', Trade> {
4
+ canHandle(message: any): boolean;
5
+ getFilters(symbols?: string[]): {
6
+ channel: "sprd-public-trades";
7
+ symbols: string[] | undefined;
8
+ }[];
9
+ map(okexTradesMessage: OkexSpreadTradeMessage, localTimestamp: Date): IterableIterator<Trade>;
10
+ }
11
+ export declare class OkexSpreadsBookChangeMapper implements Mapper<'okex-spreads', BookChange> {
12
+ canHandle(message: any): boolean;
13
+ getFilters(symbols?: string[]): {
14
+ channel: string;
15
+ symbols: string[] | undefined;
16
+ }[];
17
+ map(okexDepthDataMessage: OkexSpreadBookMessage, localTimestamp: Date): IterableIterator<BookChange>;
18
+ }
19
+ export declare class OkexSpreadsBookTickerMapper implements Mapper<'okex-spreads', BookTicker> {
20
+ canHandle(message: any): boolean;
21
+ getFilters(symbols?: string[]): {
22
+ channel: "sprd-bbo-tbt";
23
+ symbols: string[] | undefined;
24
+ }[];
25
+ map(message: OkexSpreadBBOMessage, localTimestamp: Date): IterableIterator<BookTicker>;
26
+ }
27
+ type OkexSpreadTradeMessage = {
28
+ arg: {
29
+ channel: 'sprd-public-trades';
30
+ sprdId: 'ETH-USD-SWAP_ETH-USD-240329';
31
+ };
32
+ data: [
33
+ {
34
+ sprdId: 'ETH-USD-SWAP_ETH-USD-240329';
35
+ tradeId: '2102504804202430464';
36
+ px: '64.9';
37
+ sz: '13430';
38
+ side: 'sell' | 'buy';
39
+ ts: '1703155852033';
40
+ }
41
+ ];
42
+ };
43
+ type OkexSpreadBookLevel = [string, string, string, string];
44
+ type OkexSpreadBookMessage = {
45
+ arg: {
46
+ channel: 'sprd-books5';
47
+ sprdId: 'ETH-USD-231222_ETH-USD-231229';
48
+ };
49
+ data: [
50
+ {
51
+ bids: OkexSpreadBookLevel[];
52
+ asks: OkexSpreadBookLevel[];
53
+ ts: '1703155852055';
54
+ }
55
+ ];
56
+ };
57
+ type OkexSpreadBBOMessage = {
58
+ arg: {
59
+ channel: 'sprd-bbo-tbt';
60
+ sprdId: 'BTC-USD-SWAP_BTC-USD-231229';
61
+ };
62
+ data: [{
63
+ bids: [OkexSpreadBookLevel];
64
+ asks: [OkexSpreadBookLevel];
65
+ ts: '1703155859214';
66
+ }];
67
+ };
68
+ export {};
69
+ //# sourceMappingURL=okexspreads.d.ts.map
package/dist/mappers/okexspreads.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"okexspreads.d.ts","sourceRoot":"","sources":["../../src/mappers/okexspreads.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACxD,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,uBAAwB,YAAW,MAAM,CAAC,cAAc,EAAE,KAAK,CAAC;IAC3E,SAAS,CAAC,OAAO,EAAE,GAAG;IAOtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,iBAAiB,EAAE,sBAAsB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAe/F;AASD,qBAAa,2BAA4B,YAAW,MAAM,CAAC,cAAc,EAAE,UAAU,CAAC;IACpF,SAAS,CAAC,OAAO,EAAE,GAAG;IAQtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAU5B,GAAG,CAAC,oBAAoB,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAoBtG;AAED,qBAAa,2BAA4B,YAAW,MAAM,CAAC,cAAc,EAAE,UAAU,CAAC;IACpF,SAAS,CAAC,OAAO,EAAE,GAAG;IAQtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,oBAAoB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAyBxF;AAED,KAAK,sBAAsB,GAAG;IAC5B,GAAG,EAAE;QAAE,OAAO,EAAE,oBAAoB,CAAC;QAAC,MAAM,EAAE,6BAA6B,CAAA;KAAE,CAAA;IAC7E,IAAI,EAAE;QACJ;YACE,MAAM,EAAE,6BAA6B,CAAA;YACrC,OAAO,EAAE,qBAAqB,CAAA;YAC9B,EAAE,EAAE,MAAM,CAAA;YACV,EAAE,EAAE,OAAO,CAAA;YACX,IAAI,EAAE,MAAM,GAAG,KAAK,CAAA;YACpB,EAAE,EAAE,eAAe,CAAA;SACpB;KACF,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAA;AAE3D,KAAK,qBAAqB,GAAG;IAC3B,GAAG,EAAE;QAAE,OAAO,EAAE,aAAa,CAAC;QAAC,MAAM,EAAE,+BAA+B,CAAA;KAAE,CAAA;IACxE,IAAI,EAAE;QACJ;YACE,IAAI,EAAE,mBAAmB,EAAE,CAAA;YAC3B,IAAI,EAAE,mBAAmB,EAAE,CAAA;YAC3B,EAAE,EAAE,eAAe,CAAA;SACpB;KACF,CAAA;CACF,CAAA;AAED,KAAK,oBAAoB,GAAG;IAC1B,GAAG,EAAE;QAAE,OAAO,EAAE,cAAc,CAAC;QAAC,MAAM,EAAE,6BAA6B,CAAA;KAAE,CAAA;IACvE,IAAI,EAAE,CAAC;QAAE,IAAI,EAAE,CAAC,mBAAmB,CAAC,CAAC;QAAC,IAAI,EAAE,CAAC,mBAAmB,CAAC,CAAC;QAAC,EAAE,EAAE,eAAe,CAAA;KAAE,CAAC,CAAA;CAC1F,CAAA"}
package/dist/mappers/okexspreads.js ADDED
@@ -0,0 +1,118 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.OkexSpreadsBookTickerMapper = exports.OkexSpreadsBookChangeMapper = exports.OkexSpreadsTradesMapper = void 0;
4
+ const handy_1 = require("../handy");
5
+ class OkexSpreadsTradesMapper {
6
+ canHandle(message) {
7
+ if (message.event !== undefined || message.arg === undefined) {
8
+ return false;
9
+ }
10
+ return message.arg.channel === 'sprd-public-trades';
11
+ }
12
+ getFilters(symbols) {
13
+ symbols = (0, handy_1.upperCaseSymbols)(symbols);
14
+ return [
15
+ {
16
+ channel: `sprd-public-trades`,
17
+ symbols
18
+ }
19
+ ];
20
+ }
21
+ *map(okexTradesMessage, localTimestamp) {
22
+ for (const okexTrade of okexTradesMessage.data) {
23
+ yield {
24
+ type: 'trade',
25
+ symbol: okexTrade.sprdId,
26
+ exchange: 'okex-spreads',
27
+ id: okexTrade.tradeId,
28
+ price: Number(okexTrade.px),
29
+ amount: Number(okexTrade.sz),
30
+ side: okexTrade.side === 'buy' ? 'buy' : 'sell',
31
+ timestamp: new Date(Number(okexTrade.ts)),
32
+ localTimestamp: localTimestamp
33
+ };
34
+ }
35
+ }
36
+ }
37
+ exports.OkexSpreadsTradesMapper = OkexSpreadsTradesMapper;
38
+ const mapBookLevel = (level) => {
39
+ const price = Number(level[0]);
40
+ const amount = Number(level[1]);
41
+ return { price, amount };
42
+ };
43
+ class OkexSpreadsBookChangeMapper {
44
+ canHandle(message) {
45
+ if (message.event !== undefined || message.arg === undefined) {
46
+ return false;
47
+ }
48
+ return message.arg.channel === 'sprd-books5';
49
+ }
50
+ getFilters(symbols) {
51
+ symbols = (0, handy_1.upperCaseSymbols)(symbols);
52
+ return [
53
+ {
54
+ channel: 'sprd-books5',
55
+ symbols
56
+ }
57
+ ];
58
+ }
59
+ *map(okexDepthDataMessage, localTimestamp) {
60
+ for (const message of okexDepthDataMessage.data) {
61
+ const timestamp = new Date(Number(message.ts));
62
+ if (timestamp.valueOf() === 0) {
63
+ continue;
64
+ }
65
+ yield {
66
+ type: 'book_change',
67
+ symbol: okexDepthDataMessage.arg.sprdId,
68
+ exchange: 'okex-spreads',
69
+ isSnapshot: true,
70
+ bids: message.bids.map(mapBookLevel),
71
+ asks: message.asks.map(mapBookLevel),
72
+ timestamp,
73
+ localTimestamp: localTimestamp
74
+ };
75
+ }
76
+ }
77
+ }
78
+ exports.OkexSpreadsBookChangeMapper = OkexSpreadsBookChangeMapper;
79
+ class OkexSpreadsBookTickerMapper {
80
+ canHandle(message) {
81
+ if (message.event !== undefined || message.arg === undefined) {
82
+ return false;
83
+ }
84
+ return message.arg.channel === 'sprd-bbo-tbt';
85
+ }
86
+ getFilters(symbols) {
87
+ symbols = (0, handy_1.upperCaseSymbols)(symbols);
88
+ return [
89
+ {
90
+ channel: `sprd-bbo-tbt`,
91
+ symbols
92
+ }
93
+ ];
94
+ }
95
+ *map(message, localTimestamp) {
96
+ if (!message.data) {
97
+ return;
98
+ }
99
+ for (const tbtTicker of message.data) {
100
+ const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined;
101
+ const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined;
102
+ const ticker = {
103
+ type: 'book_ticker',
104
+ symbol: message.arg.sprdId,
105
+ exchange: 'okex-spreads',
106
+ askAmount: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.amount,
107
+ askPrice: bestAsk === null || bestAsk === void 0 ? void 0 : bestAsk.price,
108
+ bidPrice: bestBid === null || bestBid === void 0 ? void 0 : bestBid.price,
109
+ bidAmount: bestBid === null || bestBid === void 0 ? void 0 : bestBid.amount,
110
+ timestamp: new Date(Number(tbtTicker.ts)),
111
+ localTimestamp: localTimestamp
112
+ };
113
+ yield ticker;
114
+ }
115
+ }
116
+ }
117
+ exports.OkexSpreadsBookTickerMapper = OkexSpreadsBookTickerMapper;
118
+ //# sourceMappingURL=okexspreads.js.map
package/dist/mappers/okexspreads.js.map ADDED
@@ -0,0 +1 @@
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package/dist/realtimefeeds/huobi.js CHANGED
@@ -91,7 +91,7 @@ class HuobiMarketDataRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
91
91
  if (shouldCancel()) {
92
92
  return;
93
93
  }
94
- setInterval(() => {
94
+ setTimeout(() => {
95
95
  this.send({
96
96
  id: '1',
97
97
  req: `market.${symbol}.mbp.400`
package/dist/realtimefeeds/huobi.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/realtimefeeds/index.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AA6B3C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAA;AAqB7C,cAAc,gBAAgB,CAAA;AA2D9B,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,iDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AA6B3C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAA;AAsB7C,cAAc,gBAAgB,CAAA;AA4D9B,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,iDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}
package/dist/realtimefeeds/index.js CHANGED
@@ -50,6 +50,7 @@ const bitnomial_1 = require("./bitnomial");
50
50
  const woox_1 = require("./woox");
51
51
  const blockchaincom_1 = require("./blockchaincom");
52
52
  const binanceeuropeanoptions_1 = require("./binanceeuropeanoptions");
53
+ const okexspreads_1 = require("./okexspreads");
53
54
  __exportStar(require("./realtimefeed"), exports);
54
55
  const realTimeFeedsMap = {
55
56
  bitmex: bitmex_1.BitmexRealTimeFeed,
@@ -103,7 +104,8 @@ const realTimeFeedsMap = {
103
104
  bitnomial: bitnomial_1.BitnomialRealTimeFeed,
104
105
  'woo-x': woox_1.WooxRealTimeFeed,
105
106
  'blockchain-com': blockchaincom_1.BlockchainComRealTimeFeed,
106
- 'binance-european-options': binanceeuropeanoptions_1.BinanceEuropeanOptionsRealTimeFeed
107
+ 'binance-european-options': binanceeuropeanoptions_1.BinanceEuropeanOptionsRealTimeFeed,
108
+ 'okex-spreads': okexspreads_1.OkexSpreadsRealTimeFeed
107
109
  };
108
110
  function getRealTimeFeedFactory(exchange) {
109
111
  if (realTimeFeedsMap[exchange]) {
package/dist/realtimefeeds/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AACA,uCAMkB;AAClB,6CAAqD;AACrD,yCAAiD;AACjD,yCAAiD;AACjD,qCAA6C;AAC7C,yCAAiD;AACjD,mCAAwG;AACxG,yCAAiD;AACjD,yDAAiE;AACjE,uCAAmD;AACnD,+BAA0D;AAC1D,qCAA6C;AAC7C,qCAA6C;AAC7C,mCAMgB;AAChB,qCAA6C;AAC7C,iCAAsF;AAEtF,qCAA6C;AAC7C,mCAA2C;AAC3C,qCAA6C;AAC7C,mDAA2D;AAC3D,yCAAiD;AACjD,yCAAiD;AACjD,qDAA6D;AAC7D,mCAA2C;AAC3C,yCAAiD;AACjD,iCAAyC;AACzC,mCAA2C;AAC3C,2CAAmD;AACnD,mCAA2C;AAC3C,2CAAmD;AACnD,qCAA6C;AAC7C,2CAAmD;AACnD,iCAAyC;AACzC,mDAA2D;AAC3D,qEAA6E;AAE7E,iDAA8B;AAE9B,MAAM,gBAAgB,GAElB;IACF,MAAM,EAAE,2BAAkB;IAC1B,OAAO,EAAE,6BAAmB;IAC5B,gBAAgB,EAAE,mCAAyB;IAC3C,YAAY,EAAE,+BAAqB;IACnC,aAAa,EAAE,mCAAsB;IACrC,iBAAiB,EAAE,oCAA0B;IAC7C,kBAAkB,EAAE,qCAA2B;IAC/C,QAAQ,EAAE,+BAAoB;IAC9B,sBAAsB,EAAE,+BAAoB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,gBAAgB,EAAE,+CAA4B;IAC9C,OAAO,EAAE,iCAAuB;IAChC,GAAG,EAAE,qBAAe;IACpB,QAAQ,EAAE,uBAAiB;IAC3B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,IAAI,EAAE,uBAAgB;IACtB,cAAc,EAAE,uBAAgB;IAChC,WAAW,EAAE,uBAAgB;IAC7B,cAAc,EAAE,8BAAuB;IACvC,UAAU,EAAE,2BAAmB;IAC/B,eAAe,EAAE,+BAAuB;IACxC,sBAAsB,EAAE,qCAA6B;IACrD,KAAK,EAAE,yBAAiB;IACxB,KAAK,EAAE,6BAAqB;IAC5B,MAAM,EAAE,yBAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,KAAK,EAAE,yBAAiB;IACxB,SAAS,EAAE,2BAAkB;IAC7B,iBAAiB,EAAE,yCAAyB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,iBAAiB,EAAE,2CAA0B;IAC7C,KAAK,EAAE,yBAAiB;IACxB,QAAQ,EAAE,+BAAoB;IAC9B,IAAI,EAAE,uBAAgB;IACtB,KAAK,EAAE,yBAAiB;IACxB,YAAY,EAAE,iCAAqB;IACnC,kBAAkB,EAAE,kCAA0B;IAC9C,KAAK,EAAE,yBAAiB;IACxB,YAAY,EAAE,iCAAyB;IACvC,eAAe,EAAE,oCAA4B;IAC7C,YAAY,EAAE,iCAAqB;IACnC,wBAAwB,EAAE,iCAAqB;IAC/C,MAAM,EAAE,2BAAkB;IAC1B,SAAS,EAAE,iCAAqB;IAChC,OAAO,EAAE,uBAAgB;IACzB,gBAAgB,EAAE,yCAAyB;IAC3C,0BAA0B,EAAE,2DAAkC;CAC/D,CAAA;AAED,SAAgB,sBAAsB,CAAC,QAAkB;IACvD,IAAI,gBAAgB,CAAC,QAAQ,CAAC,EAAE;QAC9B,OAAO,gBAAgB,CAAC,QAAQ,CAAE,CAAA;KACnC;IAED,MAAM,IAAI,KAAK,CAAC,0BAA0B,QAAQ,EAAE,CAAC,CAAA;AACvD,CAAC;AAND,wDAMC;AAED,SAAgB,kBAAkB,CAChC,QAAkB,EAClB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;IAEhC,MAAM,mBAAmB,GAAG,sBAAsB,CAAC,QAAQ,CAAC,CAAA;IAE5D,OAAO,IAAI,mBAAmB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;AAC/E,CAAC;AATD,gDASC;AAED,SAAgB,sBAAsB,CAAC,QAAkB,EAAE,YAA0B;IACnF,gBAAgB,CAAC,QAAQ,CAAC,GAAG,YAAY,CAAA;AAC3C,CAAC;AAFD,wDAEC"}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AACA,uCAMkB;AAClB,6CAAqD;AACrD,yCAAiD;AACjD,yCAAiD;AACjD,qCAA6C;AAC7C,yCAAiD;AACjD,mCAAwG;AACxG,yCAAiD;AACjD,yDAAiE;AACjE,uCAAmD;AACnD,+BAA0D;AAC1D,qCAA6C;AAC7C,qCAA6C;AAC7C,mCAMgB;AAChB,qCAA6C;AAC7C,iCAAsF;AAEtF,qCAA6C;AAC7C,mCAA2C;AAC3C,qCAA6C;AAC7C,mDAA2D;AAC3D,yCAAiD;AACjD,yCAAiD;AACjD,qDAA6D;AAC7D,mCAA2C;AAC3C,yCAAiD;AACjD,iCAAyC;AACzC,mCAA2C;AAC3C,2CAAmD;AACnD,mCAA2C;AAC3C,2CAAmD;AACnD,qCAA6C;AAC7C,2CAAmD;AACnD,iCAAyC;AACzC,mDAA2D;AAC3D,qEAA6E;AAC7E,+CAAuD;AAEvD,iDAA8B;AAE9B,MAAM,gBAAgB,GAElB;IACF,MAAM,EAAE,2BAAkB;IAC1B,OAAO,EAAE,6BAAmB;IAC5B,gBAAgB,EAAE,mCAAyB;IAC3C,YAAY,EAAE,+BAAqB;IACnC,aAAa,EAAE,mCAAsB;IACrC,iBAAiB,EAAE,oCAA0B;IAC7C,kBAAkB,EAAE,qCAA2B;IAC/C,QAAQ,EAAE,+BAAoB;IAC9B,sBAAsB,EAAE,+BAAoB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,gBAAgB,EAAE,+CAA4B;IAC9C,OAAO,EAAE,iCAAuB;IAChC,GAAG,EAAE,qBAAe;IACpB,QAAQ,EAAE,uBAAiB;IAC3B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,IAAI,EAAE,uBAAgB;IACtB,cAAc,EAAE,uBAAgB;IAChC,WAAW,EAAE,uBAAgB;IAC7B,cAAc,EAAE,8BAAuB;IACvC,UAAU,EAAE,2BAAmB;IAC/B,eAAe,EAAE,+BAAuB;IACxC,sBAAsB,EAAE,qCAA6B;IACrD,KAAK,EAAE,yBAAiB;IACxB,KAAK,EAAE,6BAAqB;IAC5B,MAAM,EAAE,yBAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,KAAK,EAAE,yBAAiB;IACxB,SAAS,EAAE,2BAAkB;IAC7B,iBAAiB,EAAE,yCAAyB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,iBAAiB,EAAE,2CAA0B;IAC7C,KAAK,EAAE,yBAAiB;IACxB,QAAQ,EAAE,+BAAoB;IAC9B,IAAI,EAAE,uBAAgB;IACtB,KAAK,EAAE,yBAAiB;IACxB,YAAY,EAAE,iCAAqB;IACnC,kBAAkB,EAAE,kCAA0B;IAC9C,KAAK,EAAE,yBAAiB;IACxB,YAAY,EAAE,iCAAyB;IACvC,eAAe,EAAE,oCAA4B;IAC7C,YAAY,EAAE,iCAAqB;IACnC,wBAAwB,EAAE,iCAAqB;IAC/C,MAAM,EAAE,2BAAkB;IAC1B,SAAS,EAAE,iCAAqB;IAChC,OAAO,EAAE,uBAAgB;IACzB,gBAAgB,EAAE,yCAAyB;IAC3C,0BAA0B,EAAE,2DAAkC;IAC9D,cAAc,EAAE,qCAAuB;CACxC,CAAA;AAED,SAAgB,sBAAsB,CAAC,QAAkB;IACvD,IAAI,gBAAgB,CAAC,QAAQ,CAAC,EAAE;QAC9B,OAAO,gBAAgB,CAAC,QAAQ,CAAE,CAAA;KACnC;IAED,MAAM,IAAI,KAAK,CAAC,0BAA0B,QAAQ,EAAE,CAAC,CAAA;AACvD,CAAC;AAND,wDAMC;AAED,SAAgB,kBAAkB,CAChC,QAAkB,EAClB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;IAEhC,MAAM,mBAAmB,GAAG,sBAAsB,CAAC,QAAQ,CAAC,CAAA;IAE5D,OAAO,IAAI,mBAAmB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;AAC/E,CAAC;AATD,gDASC;AAED,SAAgB,sBAAsB,CAAC,QAAkB,EAAE,YAA0B;IACnF,gBAAgB,CAAC,QAAQ,CAAC,GAAG,YAAY,CAAA;AAC3C,CAAC;AAFD,wDAEC"}
package/dist/realtimefeeds/okexspreads.d.ts ADDED
@@ -0,0 +1,11 @@
1
+ import { Filter } from '../types';
2
+ import { RealTimeFeedBase } from './realtimefeed';
3
+ export declare class OkexSpreadsRealTimeFeed extends RealTimeFeedBase {
4
+ protected wssURL: string;
5
+ private _hasCredentials;
6
+ private secondsSinceEpoch;
7
+ protected onConnected(): Promise<void>;
8
+ protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
9
+ protected messageIsError(message: any): boolean;
10
+ }
11
+ //# sourceMappingURL=okexspreads.d.ts.map
package/dist/realtimefeeds/okexspreads.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"okexspreads.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okexspreads.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,SAAS,CAAC,MAAM,SAAyC;IAEzD,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;IAyBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}
package/dist/realtimefeeds/okexspreads.js ADDED
@@ -0,0 +1,63 @@
1
+ "use strict";
2
+ var __importDefault = (this && this.__importDefault) || function (mod) {
3
+ return (mod && mod.__esModule) ? mod : { "default": mod };
4
+ };
5
+ Object.defineProperty(exports, "__esModule", { value: true });
6
+ exports.OkexSpreadsRealTimeFeed = void 0;
7
+ const crypto_1 = __importDefault(require("crypto"));
8
+ const handy_1 = require("../handy");
9
+ const realtimefeed_1 = require("./realtimefeed");
10
+ class OkexSpreadsRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
11
+ constructor() {
12
+ super(...arguments);
13
+ this.wssURL = 'wss://ws.okx.com:8443/ws/v5/business';
14
+ this._hasCredentials = process.env.OKX_API_KEY !== undefined;
15
+ }
16
+ secondsSinceEpoch() {
17
+ return Math.floor(Date.now() / 1000);
18
+ }
19
+ async onConnected() {
20
+ if (this._hasCredentials) {
21
+ const timestamp = this.secondsSinceEpoch().toString();
22
+ const sign = crypto_1.default.createHmac('sha256', process.env.OKX_API_SECRET_KEY).update(`${timestamp}GET/users/self/verify`).digest('base64');
23
+ this.send({
24
+ op: 'login',
25
+ args: [
26
+ {
27
+ apiKey: process.env.OKX_API_KEY,
28
+ passphrase: process.env.OKX_API_PASSPHRASE,
29
+ timestamp,
30
+ sign
31
+ }
32
+ ]
33
+ });
34
+ await (0, handy_1.wait)(50);
35
+ }
36
+ }
37
+ mapToSubscribeMessages(filters) {
38
+ const args = filters
39
+ .map((filter) => {
40
+ if (!filter.symbols || filter.symbols.length === 0) {
41
+ throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`);
42
+ }
43
+ return filter.symbols.map((symbol) => {
44
+ return {
45
+ channel: filter.channel,
46
+ sprdId: symbol
47
+ };
48
+ });
49
+ })
50
+ .flatMap((s) => s);
51
+ return [
52
+ {
53
+ op: 'subscribe',
54
+ args: [...new Set(args)]
55
+ }
56
+ ];
57
+ }
58
+ messageIsError(message) {
59
+ return message.event === 'error';
60
+ }
61
+ }
62
+ exports.OkexSpreadsRealTimeFeed = OkexSpreadsRealTimeFeed;
63
+ //# sourceMappingURL=okexspreads.js.map
package/dist/realtimefeeds/okexspreads.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"okexspreads.js","sourceRoot":"","sources":["../../src/realtimefeeds/okexspreads.ts"],"names":[],"mappings":";;;;;;AAAA,oDAA2B;AAC3B,oCAA+B;AAE/B,iDAAiD;AAEjD,MAAa,uBAAwB,SAAQ,+BAAgB;IAA7D;;QACY,WAAM,GAAG,sCAAsC,CAAA;QAEjD,oBAAe,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,KAAK,SAAS,CAAA;IAuDjE,CAAC;IArDS,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;aAEjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM;iBACf,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;CACF;AA1DD,0DA0DC"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "tardis-dev",
3
- "version": "13.26.0",
3
+ "version": "13.27.1",
4
4
  "engines": {
5
5
  "node": ">=12"
6
6
  },
package/src/consts.ts CHANGED
@@ -11,6 +11,7 @@ export const EXCHANGES = [
11
11
  'okex-options',
12
12
  'okex-swap',
13
13
  'okex',
14
+ 'okex-spreads',
14
15
  'huobi-dm',
15
16
  'huobi-dm-swap',
16
17
  'huobi-dm-linear-swap',
@@ -455,6 +456,8 @@ const WOOX_CHANNELS = [
455
456
  const BLOCKCHAIN_COM_CHANNELS = ['trades', 'l2', 'l3', 'ticker']
456
457
  const BINANCE_EUROPEAN_OPTIONS_CHANNELS = ['trade', 'depth100', 'index', 'markPrice', 'ticker', 'openInterest']
457
458
 
459
+ const OKEX_SPREADS_CHANNELS = ['sprd-public-trades', 'sprd-bbo-tbt', 'sprd-books5', 'sprd-tickers']
460
+
458
461
  export const EXCHANGE_CHANNELS_INFO = {
459
462
  bitmex: BITMEX_CHANNELS,
460
463
  coinbase: COINBASE_CHANNELS,
@@ -507,5 +510,6 @@ export const EXCHANGE_CHANNELS_INFO = {
507
510
  bitnomial: BITNOMIAL_CHANNELS,
508
511
  'woo-x': WOOX_CHANNELS,
509
512
  'blockchain-com': BLOCKCHAIN_COM_CHANNELS,
510
- 'binance-european-options': BINANCE_EUROPEAN_OPTIONS_CHANNELS
513
+ 'binance-european-options': BINANCE_EUROPEAN_OPTIONS_CHANNELS,
514
+ 'okex-spreads': OKEX_SPREADS_CHANNELS
511
515
  }
package/src/mappers/index.ts CHANGED
@@ -109,6 +109,7 @@ import {
109
109
  OkexV5OptionSummaryMapper,
110
110
  OkexV5TradesMapper
111
111
  } from './okex'
112
+ import { OkexSpreadsBookChangeMapper, OkexSpreadsBookTickerMapper, OkexSpreadsTradesMapper } from './okexspreads'
112
113
  import { phemexBookChangeMapper, PhemexDerivativeTickerMapper, phemexTradesMapper } from './phemex'
113
114
  import { PoloniexBookChangeMapper, PoloniexTradesMapper, PoloniexV2BookChangeMapper, PoloniexV2TradesMapper } from './poloniex'
114
115
  import { SerumBookChangeMapper, SerumBookTickerMapper, SerumTradesMapper } from './serum'
@@ -256,7 +257,8 @@ const tradesMappers = {
256
257
  'woo-x': () => wooxTradesMapper,
257
258
  'blockchain-com': () => new BlockchainComTradesMapper(),
258
259
  'bybit-options': () => new BybitV5TradesMapper('bybit-options'),
259
- 'binance-european-options': () => new BinanceEuropeanOptionsTradesMapper()
260
+ 'binance-european-options': () => new BinanceEuropeanOptionsTradesMapper(),
261
+ 'okex-spreads': () => new OkexSpreadsTradesMapper()
260
262
  }
261
263
 
262
264
  const bookChangeMappers = {
@@ -341,7 +343,8 @@ const bookChangeMappers = {
341
343
  'woo-x': () => new WooxBookChangeMapper(),
342
344
  'blockchain-com': () => new BlockchainComBookChangeMapper(),
343
345
  'bybit-options': () => new BybitV5BookChangeMapper('bybit-options', 25),
344
- 'binance-european-options': () => new BinanceEuropeanOptionsBookChangeMapper()
346
+ 'binance-european-options': () => new BinanceEuropeanOptionsBookChangeMapper(),
347
+ 'okex-spreads': () => new OkexSpreadsBookChangeMapper()
345
348
  }
346
349
 
347
350
  const derivativeTickersMappers = {
@@ -462,7 +465,8 @@ const bookTickersMappers = {
462
465
  'woo-x': () => new WooxBookTickerMapper(),
463
466
  delta: () => new DeltaBookTickerMapper(),
464
467
  bybit: () => new BybitV5BookTickerMapper('bybit'),
465
- 'gate-io': () => new GateIOV4BookTickerMapper('gate-io')
468
+ 'gate-io': () => new GateIOV4BookTickerMapper('gate-io'),
469
+ 'okex-spreads': () => new OkexSpreadsBookTickerMapper()
466
470
  }
467
471
 
468
472
  export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => {
package/src/mappers/okexspreads.ts ADDED
@@ -0,0 +1,166 @@
1
+ import { upperCaseSymbols } from '../handy'
2
+ import { BookChange, BookTicker, Trade } from '../types'
3
+ import { Mapper } from './mapper'
4
+
5
+ export class OkexSpreadsTradesMapper implements Mapper<'okex-spreads', Trade> {
6
+ canHandle(message: any) {
7
+ if (message.event !== undefined || message.arg === undefined) {
8
+ return false
9
+ }
10
+ return message.arg.channel === 'sprd-public-trades'
11
+ }
12
+
13
+ getFilters(symbols?: string[]) {
14
+ symbols = upperCaseSymbols(symbols)
15
+
16
+ return [
17
+ {
18
+ channel: `sprd-public-trades` as const,
19
+ symbols
20
+ }
21
+ ]
22
+ }
23
+
24
+ *map(okexTradesMessage: OkexSpreadTradeMessage, localTimestamp: Date): IterableIterator<Trade> {
25
+ for (const okexTrade of okexTradesMessage.data) {
26
+ yield {
27
+ type: 'trade',
28
+ symbol: okexTrade.sprdId,
29
+ exchange: 'okex-spreads',
30
+ id: okexTrade.tradeId,
31
+ price: Number(okexTrade.px),
32
+ amount: Number(okexTrade.sz),
33
+ side: okexTrade.side === 'buy' ? 'buy' : 'sell',
34
+ timestamp: new Date(Number(okexTrade.ts)),
35
+ localTimestamp: localTimestamp
36
+ }
37
+ }
38
+ }
39
+ }
40
+
41
+ const mapBookLevel = (level: OkexSpreadBookLevel) => {
42
+ const price = Number(level[0])
43
+ const amount = Number(level[1])
44
+
45
+ return { price, amount }
46
+ }
47
+
48
+ export class OkexSpreadsBookChangeMapper implements Mapper<'okex-spreads', BookChange> {
49
+ canHandle(message: any) {
50
+ if (message.event !== undefined || message.arg === undefined) {
51
+ return false
52
+ }
53
+
54
+ return message.arg.channel === 'sprd-books5'
55
+ }
56
+
57
+ getFilters(symbols?: string[]) {
58
+ symbols = upperCaseSymbols(symbols)
59
+ return [
60
+ {
61
+ channel: 'sprd-books5',
62
+ symbols
63
+ }
64
+ ]
65
+ }
66
+
67
+ *map(okexDepthDataMessage: OkexSpreadBookMessage, localTimestamp: Date): IterableIterator<BookChange> {
68
+ for (const message of okexDepthDataMessage.data) {
69
+ const timestamp = new Date(Number(message.ts))
70
+
71
+ if (timestamp.valueOf() === 0) {
72
+ continue
73
+ }
74
+
75
+ yield {
76
+ type: 'book_change',
77
+ symbol: okexDepthDataMessage.arg.sprdId,
78
+ exchange: 'okex-spreads',
79
+ isSnapshot: true,
80
+ bids: message.bids.map(mapBookLevel),
81
+ asks: message.asks.map(mapBookLevel),
82
+ timestamp,
83
+ localTimestamp: localTimestamp
84
+ }
85
+ }
86
+ }
87
+ }
88
+
89
+ export class OkexSpreadsBookTickerMapper implements Mapper<'okex-spreads', BookTicker> {
90
+ canHandle(message: any) {
91
+ if (message.event !== undefined || message.arg === undefined) {
92
+ return false
93
+ }
94
+
95
+ return message.arg.channel === 'sprd-bbo-tbt'
96
+ }
97
+
98
+ getFilters(symbols?: string[]) {
99
+ symbols = upperCaseSymbols(symbols)
100
+
101
+ return [
102
+ {
103
+ channel: `sprd-bbo-tbt` as const,
104
+ symbols
105
+ }
106
+ ]
107
+ }
108
+
109
+ *map(message: OkexSpreadBBOMessage, localTimestamp: Date): IterableIterator<BookTicker> {
110
+ if (!message.data) {
111
+ return
112
+ }
113
+
114
+ for (const tbtTicker of message.data) {
115
+ const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined
116
+ const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined
117
+
118
+ const ticker: BookTicker = {
119
+ type: 'book_ticker',
120
+ symbol: message.arg.sprdId,
121
+ exchange: 'okex-spreads',
122
+ askAmount: bestAsk?.amount,
123
+ askPrice: bestAsk?.price,
124
+
125
+ bidPrice: bestBid?.price,
126
+ bidAmount: bestBid?.amount,
127
+ timestamp: new Date(Number(tbtTicker.ts)),
128
+ localTimestamp: localTimestamp
129
+ }
130
+
131
+ yield ticker
132
+ }
133
+ }
134
+ }
135
+
136
+ type OkexSpreadTradeMessage = {
137
+ arg: { channel: 'sprd-public-trades'; sprdId: 'ETH-USD-SWAP_ETH-USD-240329' }
138
+ data: [
139
+ {
140
+ sprdId: 'ETH-USD-SWAP_ETH-USD-240329'
141
+ tradeId: '2102504804202430464'
142
+ px: '64.9'
143
+ sz: '13430'
144
+ side: 'sell' | 'buy'
145
+ ts: '1703155852033'
146
+ }
147
+ ]
148
+ }
149
+
150
+ type OkexSpreadBookLevel = [string, string, string, string]
151
+
152
+ type OkexSpreadBookMessage = {
153
+ arg: { channel: 'sprd-books5'; sprdId: 'ETH-USD-231222_ETH-USD-231229' }
154
+ data: [
155
+ {
156
+ bids: OkexSpreadBookLevel[]
157
+ asks: OkexSpreadBookLevel[]
158
+ ts: '1703155852055'
159
+ }
160
+ ]
161
+ }
162
+
163
+ type OkexSpreadBBOMessage = {
164
+ arg: { channel: 'sprd-bbo-tbt'; sprdId: 'BTC-USD-SWAP_BTC-USD-231229' }
165
+ data: [{ bids: [OkexSpreadBookLevel]; asks: [OkexSpreadBookLevel]; ts: '1703155859214' }]
166
+ }
package/src/realtimefeeds/huobi.ts CHANGED
@@ -121,7 +121,7 @@ class HuobiMarketDataRealTimeFeed extends RealTimeFeedBase {
121
121
  return
122
122
  }
123
123
 
124
- setInterval(() => {
124
+ setTimeout(() => {
125
125
  this.send({
126
126
  id: '1',
127
127
  req: `market.${symbol}.mbp.400`
package/src/realtimefeeds/index.ts CHANGED
@@ -47,6 +47,7 @@ import { BitnomialRealTimeFeed } from './bitnomial'
47
47
  import { WooxRealTimeFeed } from './woox'
48
48
  import { BlockchainComRealTimeFeed } from './blockchaincom'
49
49
  import { BinanceEuropeanOptionsRealTimeFeed } from './binanceeuropeanoptions'
50
+ import { OkexSpreadsRealTimeFeed } from './okexspreads'
50
51
 
51
52
  export * from './realtimefeed'
52
53
 
@@ -104,7 +105,8 @@ const realTimeFeedsMap: {
104
105
  bitnomial: BitnomialRealTimeFeed,
105
106
  'woo-x': WooxRealTimeFeed,
106
107
  'blockchain-com': BlockchainComRealTimeFeed,
107
- 'binance-european-options': BinanceEuropeanOptionsRealTimeFeed
108
+ 'binance-european-options': BinanceEuropeanOptionsRealTimeFeed,
109
+ 'okex-spreads': OkexSpreadsRealTimeFeed
108
110
  }
109
111
 
110
112
  export function getRealTimeFeedFactory(exchange: Exchange): RealTimeFeed {
package/src/realtimefeeds/okexspreads.ts ADDED
@@ -0,0 +1,64 @@
1
+ import crypto from 'crypto'
2
+ import { wait } from '../handy'
3
+ import { Filter } from '../types'
4
+ import { RealTimeFeedBase } from './realtimefeed'
5
+
6
+ export class OkexSpreadsRealTimeFeed extends RealTimeFeedBase {
7
+ protected wssURL = 'wss://ws.okx.com:8443/ws/v5/business'
8
+
9
+ private _hasCredentials = process.env.OKX_API_KEY !== undefined
10
+
11
+ private secondsSinceEpoch() {
12
+ return Math.floor(Date.now() / 1000)
13
+ }
14
+
15
+ protected async onConnected() {
16
+ if (this._hasCredentials) {
17
+ const timestamp = this.secondsSinceEpoch().toString()
18
+ const sign = crypto.createHmac('sha256', process.env.OKX_API_SECRET_KEY!).update(`${timestamp}GET/users/self/verify`).digest('base64')
19
+
20
+ this.send({
21
+ op: 'login',
22
+ args: [
23
+ {
24
+ apiKey: process.env.OKX_API_KEY,
25
+ passphrase: process.env.OKX_API_PASSPHRASE,
26
+ timestamp,
27
+ sign
28
+ }
29
+ ]
30
+ })
31
+
32
+ await wait(50)
33
+ }
34
+ }
35
+
36
+ protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
37
+ const args = filters
38
+
39
+ .map((filter) => {
40
+ if (!filter.symbols || filter.symbols.length === 0) {
41
+ throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`)
42
+ }
43
+
44
+ return filter.symbols.map((symbol) => {
45
+ return {
46
+ channel: filter.channel,
47
+ sprdId: symbol
48
+ }
49
+ })
50
+ })
51
+ .flatMap((s) => s)
52
+
53
+ return [
54
+ {
55
+ op: 'subscribe',
56
+ args: [...new Set(args)]
57
+ }
58
+ ]
59
+ }
60
+
61
+ protected messageIsError(message: any): boolean {
62
+ return message.event === 'error'
63
+ }
64
+ }