tardis-machine 17.0.0 → 18.0.0

package/node_modules/tardis-dev/dist/realtimefeeds/mexc.js

@@ -0,0 +1,261 @@
+import protobuf from 'protobufjs';
+import { CircularBuffer, getJSON, wait } from "../handy.js";
+import { RealTimeFeedBase } from "./realtimefeed.js";
+export class MexcRealTimeFeed extends RealTimeFeedBase {
+    static depthChannel = 'spot@public.aggre.depth.v3.api.pb@10ms';
+    static depthSnapshotChannel = 'spot@public.aggre.depth.snapshot.v3.api.pb@10ms';
+    static jsonObjectStart = '{'.charCodeAt(0);
+    static pushDataV3ApiWrapper;
+    /**
+     * MEXC protobuf docs at @see https://www.mexc.com/api-docs/spot-v3/websocket-market-streams/protocol-buffers-integration
+     * and schemas from @see https://github.com/mexcdevelop/websocket-proto, mirrored in tardis-recorder/datafeeds/src/mexc/proto.
+     */
+    static pushDataV3ApiWrapperSchema = `
+    syntax = "proto3";
+
+    message PushDataV3ApiWrapper {
+      string channel = 1;
+      oneof body {
+        PublicAggreDepthsV3Api publicAggreDepths = 313;
+        PublicAggreDealsV3Api publicAggreDeals = 314;
+        PublicAggreBookTickerV3Api publicAggreBookTicker = 315;
+      }
+
+      optional string symbol = 3;
+      optional string symbolId = 4;
+      optional int64 createTime = 5;
+      optional int64 sendTime = 6;
+    }
+
+    message PublicAggreDealsV3Api {
+      repeated PublicAggreDealsV3ApiItem deals = 1;
+      string eventType = 2;
+    }
+
+    message PublicAggreDealsV3ApiItem {
+      string price = 1;
+      string quantity = 2;
+      int32 tradeType = 3;
+      int64 time = 4;
+      string tradeId = 5;
+    }
+
+    message PublicAggreDepthsV3Api {
+      repeated PublicAggreDepthV3ApiItem asks = 1;
+      repeated PublicAggreDepthV3ApiItem bids = 2;
+      string eventType = 3;
+      string fromVersion = 4;
+      string toVersion = 5;
+      int64 lastOrderCreateTime = 6;
+    }
+
+    message PublicAggreDepthV3ApiItem {
+      string price = 1;
+      string quantity = 2;
+    }
+
+    message PublicAggreBookTickerV3Api {
+      string bidPrice = 1;
+      string bidQuantity = 2;
+      string askPrice = 3;
+      string askQuantity = 4;
+      string version = 5;
+      int64 lastOrderCreateTime = 6;
+    }
+  `;
+    pendingDepthSnapshotSymbols = new Set();
+    bufferedDepthUpdates = new Map();
+    wssURL = 'wss://wbs-api.mexc.com/ws';
+    httpURL = 'https://api.mexc.com';
+    channels = new Set([
+        'spot@public.aggre.deals.v3.api.pb@10ms',
+        MexcRealTimeFeed.depthChannel,
+        MexcRealTimeFeed.depthSnapshotChannel,
+        'spot@public.aggre.bookTicker.v3.api.pb@10ms'
+    ]);
+    mapToSubscribeMessages(filters) {
+        const filtersWithSymbols = filters.map((filter) => {
+            if (!this.channels.has(filter.channel)) {
+                throw new Error(`MexcRealTimeFeed unsupported channel ${filter.channel}`);
+            }
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('MexcRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return filter;
+        });
+        const depthSnapshotFilters = filtersWithSymbols.filter((filter) => filter.channel === MexcRealTimeFeed.depthSnapshotChannel);
+        this.validateDepthSnapshotFilters(filtersWithSymbols, depthSnapshotFilters);
+        this.resetDepthSnapshotTracking(depthSnapshotFilters);
+        return [
+            {
+                method: 'SUBSCRIPTION',
+                params: filtersWithSymbols.flatMap((filter) => filter.channel === MexcRealTimeFeed.depthSnapshotChannel
+                    ? []
+                    : filter.symbols.map((symbol) => `${filter.channel}@${symbol.toUpperCase()}`))
+            }
+        ];
+    }
+    parseMessage(message) {
+        const buffer = Buffer.isBuffer(message) ? message : Buffer.from(message);
+        if (buffer.length > 0 && buffer[0] === MexcRealTimeFeed.jsonObjectStart) {
+            return JSON.parse(buffer.toString());
+        }
+        const pushDataV3ApiWrapper = this.getPushDataV3ApiWrapper();
+        return pushDataV3ApiWrapper.toObject(pushDataV3ApiWrapper.decode(buffer), {
+            longs: String,
+            arrays: true
+        });
+    }
+    messageIsError(message) {
+        return message.code !== undefined && message.code !== 0;
+    }
+    messageIsHeartbeat(message) {
+        return message.msg === 'PONG';
+    }
+    onMessage(message) {
+        if (message.channel?.startsWith(MexcRealTimeFeed.depthChannel) !== true ||
+            message.symbol === undefined ||
+            this.pendingDepthSnapshotSymbols.has(message.symbol) === false) {
+            return;
+        }
+        const firstVersion = Number(message.publicAggreDepths?.fromVersion);
+        const lastVersion = Number(message.publicAggreDepths?.toVersion);
+        if (Number.isFinite(firstVersion) === false || Number.isFinite(lastVersion) === false) {
+            return;
+        }
+        const bufferedUpdates = this.bufferedDepthUpdates.get(message.symbol) ?? new CircularBuffer(2000);
+        bufferedUpdates.append({ firstVersion, lastVersion });
+        this.bufferedDepthUpdates.set(message.symbol, bufferedUpdates);
+    }
+    async provideManualSnapshots(filters, shouldCancel) {
+        const depthFilter = filters.find((filter) => filter.channel === MexcRealTimeFeed.depthSnapshotChannel);
+        if (depthFilter === undefined) {
+            return;
+        }
+        this.debug('requesting manual snapshots for: %s', depthFilter.symbols);
+        for (const symbol of depthFilter.symbols) {
+            await this.provideManualSnapshot(symbol.toUpperCase(), shouldCancel);
+        }
+        this.debug('requested manual snapshots successfully for: %s ', depthFilter.symbols);
+    }
+    sendCustomPing = () => {
+        this.send({ method: 'PING' });
+    };
+    getPushDataV3ApiWrapper() {
+        MexcRealTimeFeed.pushDataV3ApiWrapper ??= protobuf
+            .parse(MexcRealTimeFeed.pushDataV3ApiWrapperSchema)
+            .root.lookupType('PushDataV3ApiWrapper');
+        return MexcRealTimeFeed.pushDataV3ApiWrapper;
+    }
+    resetDepthSnapshotTracking(filters) {
+        this.pendingDepthSnapshotSymbols.clear();
+        this.bufferedDepthUpdates.clear();
+        for (const filter of filters) {
+            for (const symbol of filter.symbols) {
+                const upperCaseSymbol = symbol.toUpperCase();
+                this.pendingDepthSnapshotSymbols.add(upperCaseSymbol);
+                this.bufferedDepthUpdates.set(upperCaseSymbol, new CircularBuffer(2000));
+            }
+        }
+    }
+    validateDepthSnapshotFilters(filters, depthSnapshotFilters) {
+        if (depthSnapshotFilters.length === 0) {
+            return;
+        }
+        const depthSymbols = new Set(filters
+            .filter((filter) => filter.channel === MexcRealTimeFeed.depthChannel)
+            .flatMap((filter) => filter.symbols.map((symbol) => symbol.toUpperCase())));
+        for (const filter of depthSnapshotFilters) {
+            for (const symbol of filter.symbols) {
+                if (depthSymbols.has(symbol.toUpperCase()) === false) {
+                    throw new Error(`MexcRealTimeFeed requires ${MexcRealTimeFeed.depthChannel} for every ${MexcRealTimeFeed.depthSnapshotChannel} symbol`);
+                }
+            }
+        }
+    }
+    async provideManualSnapshot(symbol, shouldCancel) {
+        const maxSnapshotRounds = 4;
+        const maxSnapshotAttemptsPerRound = 3;
+        for (let round = 0; round < maxSnapshotRounds; round++) {
+            for (let attempt = 1; attempt <= maxSnapshotAttemptsPerRound; attempt++) {
+                if (shouldCancel()) {
+                    return;
+                }
+                const { data } = await getJSON(`${this.httpURL}/api/v3/depth?symbol=${symbol}&limit=5000`);
+                if (this.snapshotResponseIsValid(data) === false) {
+                    if (attempt < maxSnapshotAttemptsPerRound) {
+                        await wait(attempt * 1000);
+                    }
+                    continue;
+                }
+                const hasOverlap = await this.waitForSnapshotOverlap(symbol, data.lastUpdateId);
+                if (shouldCancel()) {
+                    return;
+                }
+                if (hasOverlap === false) {
+                    this.trimBufferedUpdates(symbol);
+                    if (attempt < maxSnapshotAttemptsPerRound) {
+                        await wait(attempt * 1000);
+                    }
+                    continue;
+                }
+                if (hasOverlap === true || attempt === maxSnapshotAttemptsPerRound) {
+                    this.manualSnapshotsBuffer.push(this.createManualSnapshot(symbol, data));
+                    this.pendingDepthSnapshotSymbols.delete(symbol);
+                    this.bufferedDepthUpdates.delete(symbol);
+                    return;
+                }
+            }
+        }
+        throw new Error(`MexcRealTimeFeed could not align depth snapshot for ${symbol}`);
+    }
+    async waitForSnapshotOverlap(symbol, lastUpdateId) {
+        let hasOverlap = this.validateSnapshotOverlap(symbol, lastUpdateId);
+        for (let attempt = 0; attempt < 60; attempt++) {
+            if (hasOverlap !== undefined) {
+                return hasOverlap;
+            }
+            await wait(100);
+            hasOverlap = this.validateSnapshotOverlap(symbol, lastUpdateId);
+        }
+        return hasOverlap;
+    }
+    validateSnapshotOverlap(symbol, lastUpdateId) {
+        const bufferedUpdates = this.bufferedDepthUpdates.get(symbol);
+        for (const update of bufferedUpdates?.items() ?? []) {
+            if (update.lastVersion <= lastUpdateId) {
+                continue;
+            }
+            return update.firstVersion <= lastUpdateId + 1 && update.lastVersion >= lastUpdateId + 1;
+        }
+        return undefined;
+    }
+    trimBufferedUpdates(symbol) {
+        const bufferedUpdates = this.bufferedDepthUpdates.get(symbol);
+        if (bufferedUpdates === undefined || bufferedUpdates.count <= 100) {
+            return;
+        }
+        const trimmed = new CircularBuffer(2000);
+        for (const update of [...bufferedUpdates.items()].slice(-100)) {
+            trimmed.append(update);
+        }
+        this.bufferedDepthUpdates.set(symbol, trimmed);
+    }
+    snapshotResponseIsValid(data) {
+        return Number.isFinite(data.lastUpdateId) && Array.isArray(data.asks) && Array.isArray(data.bids);
+    }
+    createManualSnapshot(symbol, data) {
+        return {
+            channel: `${MexcRealTimeFeed.depthSnapshotChannel}@${symbol}`,
+            symbol,
+            generated: true,
+            publicAggreDepthsSnapshot: {
+                lastUpdateId: data.lastUpdateId,
+                asks: data.asks,
+                bids: data.bids,
+                timestamp: data.timestamp
+            }
+        };
+    }
+}
+//# sourceMappingURL=mexc.js.map

package/node_modules/tardis-dev/dist/realtimefeeds/mexc.js.map

@@ -0,0 +1 @@
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package/node_modules/tardis-dev/dist/realtimefeeds/mexcfutures.d.ts

@@ -0,0 +1,25 @@
+import { Filter } from '../types.ts';
+import { RealTimeFeedBase } from './realtimefeed.ts';
+export declare class MexcFuturesRealTimeFeed extends RealTimeFeedBase {
+    private readonly pendingDepthSnapshotSymbols;
+    private readonly bufferedDepthUpdates;
+    protected readonly wssURL = "wss://contract.mexc.com";
+    protected readonly httpURL: string;
+    protected readonly channelToSubscriptionMethod: Map<string, string>;
+    protected sendCustomPing: () => void;
+    protected getWebSocketUrl(): Promise<string>;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    private resetDepthSnapshotTracking;
+    private validateDepthSnapshotFilters;
+    protected onMessage(message: any): void;
+    protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
+    protected messageIsError(message: any): boolean;
+    protected messageIsHeartbeat(message: any): boolean;
+    private provideManualSnapshot;
+    private waitForSnapshotOverlap;
+    private validateSnapshotOverlap;
+    private trimBufferedUpdates;
+    private snapshotResponseIsValid;
+    private createManualSnapshot;
+}
+//# sourceMappingURL=mexcfutures.d.ts.map

package/node_modules/tardis-dev/dist/realtimefeeds/mexcfutures.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"mexcfutures.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/mexcfutures.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,OAAO,CAAC,QAAQ,CAAC,2BAA2B,CAAoB;IAChE,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAgE;IACrG,SAAS,CAAC,QAAQ,CAAC,MAAM,6BAA4B;IACrD,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAA8B;IAChE,SAAS,CAAC,QAAQ,CAAC,2BAA2B,sBAQ5C;IAEF,UAAmB,cAAc,aAEhC;cAEwB,eAAe;cAIrB,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAsC3E,OAAO,CAAC,0BAA0B;IAalC,OAAO,CAAC,4BAA4B;cAkBjB,SAAS,CAAC,OAAO,EAAE,GAAG;cA0BhB,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;cAenF,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAIrC,kBAAkB,CAAC,OAAO,EAAE,GAAG;YAIpC,qBAAqB;YA4CrB,sBAAsB;IAcpC,OAAO,CAAC,uBAAuB;IAa/B,OAAO,CAAC,mBAAmB;IAa3B,OAAO,CAAC,uBAAuB;IAY/B,OAAO,CAAC,oBAAoB;CAc7B"}

package/node_modules/tardis-dev/dist/realtimefeeds/mexcfutures.js

@@ -0,0 +1,203 @@
+import { CircularBuffer, getJSON, wait } from "../handy.js";
+import { RealTimeFeedBase } from "./realtimefeed.js";
+export class MexcFuturesRealTimeFeed extends RealTimeFeedBase {
+    pendingDepthSnapshotSymbols = new Set();
+    bufferedDepthUpdates = new Map();
+    wssURL = 'wss://contract.mexc.com';
+    httpURL = 'https://contract.mexc.com';
+    channelToSubscriptionMethod = new Map([
+        ['push.deal', 'sub.deal'],
+        ['push.depth', 'sub.depth'],
+        ['push.ticker', 'sub.ticker'],
+        ['push.index.price', 'sub.index.price'],
+        ['push.fair.price', 'sub.fair.price'],
+        ['push.funding.rate', 'sub.funding.rate'],
+        ['push.contract', 'sub.contract']
+    ]);
+    sendCustomPing = () => {
+        this.send({ method: 'ping' });
+    };
+    async getWebSocketUrl() {
+        return 'wss://contract.mexc.com/edge';
+    }
+    mapToSubscribeMessages(filters) {
+        const filtersWithSymbols = filters.map((filter) => {
+            if (filter.channel === 'push.contract') {
+                return { ...filter, symbols: [] };
+            }
+            if (filter.channel !== 'push.depth.snapshot' && this.channelToSubscriptionMethod.has(filter.channel) === false) {
+                throw new Error(`Unsupported MEXC futures channel ${filter.channel}`);
+            }
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('MexcFuturesRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return filter;
+        });
+        const depthSnapshotFilters = filtersWithSymbols.filter((filter) => filter.channel === 'push.depth.snapshot');
+        this.validateDepthSnapshotFilters(filtersWithSymbols, depthSnapshotFilters);
+        this.resetDepthSnapshotTracking(depthSnapshotFilters);
+        return filtersWithSymbols.flatMap((filter) => {
+            if (filter.channel === 'push.depth.snapshot') {
+                return [];
+            }
+            if (filter.channel === 'push.contract') {
+                return [{ method: this.channelToSubscriptionMethod.get(filter.channel) }];
+            }
+            return filter.symbols.map((symbol) => ({
+                method: this.channelToSubscriptionMethod.get(filter.channel),
+                param: { symbol },
+                gzip: false
+            }));
+        });
+    }
+    resetDepthSnapshotTracking(filters) {
+        this.pendingDepthSnapshotSymbols.clear();
+        this.bufferedDepthUpdates.clear();
+        for (const filter of filters) {
+            for (const symbol of filter.symbols) {
+                const upperCaseSymbol = symbol.toUpperCase();
+                this.pendingDepthSnapshotSymbols.add(upperCaseSymbol);
+                this.bufferedDepthUpdates.set(upperCaseSymbol, new CircularBuffer(2000));
+            }
+        }
+    }
+    validateDepthSnapshotFilters(filters, depthSnapshotFilters) {
+        if (depthSnapshotFilters.length === 0) {
+            return;
+        }
+        const depthSymbols = new Set(filters.filter((filter) => filter.channel === 'push.depth').flatMap((filter) => filter.symbols.map((symbol) => symbol.toUpperCase())));
+        for (const filter of depthSnapshotFilters) {
+            for (const symbol of filter.symbols) {
+                if (depthSymbols.has(symbol.toUpperCase()) === false) {
+                    throw new Error('MexcFuturesRealTimeFeed requires push.depth for every push.depth.snapshot symbol');
+                }
+            }
+        }
+    }
+    onMessage(message) {
+        if (message.channel !== 'push.depth' ||
+            message.symbol === undefined ||
+            this.pendingDepthSnapshotSymbols.has(message.symbol) === false) {
+            return;
+        }
+        const firstVersion = Number(message.data?.begin !== undefined && message.data.begin !== null && message.data.begin !== 0
+            ? message.data.begin
+            : message.data?.version);
+        const lastVersion = Number(message.data?.end !== undefined && message.data.end !== null && message.data.end !== 0 ? message.data.end : message.data?.version);
+        if (Number.isFinite(firstVersion) === false || Number.isFinite(lastVersion) === false) {
+            return;
+        }
+        const bufferedUpdates = this.bufferedDepthUpdates.get(message.symbol) ?? new CircularBuffer(2000);
+        bufferedUpdates.append({ firstVersion, lastVersion });
+        this.bufferedDepthUpdates.set(message.symbol, bufferedUpdates);
+    }
+    async provideManualSnapshots(filters, shouldCancel) {
+        const depthFilter = filters.find((filter) => filter.channel === 'push.depth.snapshot');
+        if (depthFilter === undefined) {
+            return;
+        }
+        this.debug('requesting manual snapshots for: %s', depthFilter.symbols);
+        for (const symbol of depthFilter.symbols) {
+            await this.provideManualSnapshot(symbol.toUpperCase(), shouldCancel);
+        }
+        this.debug('requested manual snapshots successfully for: %s ', depthFilter.symbols);
+    }
+    messageIsError(message) {
+        return message.channel === 'rs.error' || message.success === false || message.error !== undefined;
+    }
+    messageIsHeartbeat(message) {
+        return message.channel === 'pong';
+    }
+    async provideManualSnapshot(symbol, shouldCancel) {
+        const maxSnapshotRounds = 4;
+        const maxSnapshotAttemptsPerRound = 3;
+        for (let round = 0; round < maxSnapshotRounds; round++) {
+            for (let attempt = 1; attempt <= maxSnapshotAttemptsPerRound; attempt++) {
+                if (shouldCancel()) {
+                    return;
+                }
+                const { data } = await getJSON(`${this.httpURL}/api/v1/contract/depth/${symbol}?limit=5000`);
+                if (this.snapshotResponseIsValid(data) === false) {
+                    if (attempt < maxSnapshotAttemptsPerRound) {
+                        await wait(attempt * 1000);
+                    }
+                    continue;
+                }
+                const hasOverlap = await this.waitForSnapshotOverlap(symbol, data.data.version);
+                if (shouldCancel()) {
+                    return;
+                }
+                if (hasOverlap === false) {
+                    this.trimBufferedUpdates(symbol);
+                    if (attempt < maxSnapshotAttemptsPerRound) {
+                        await wait(attempt * 1000);
+                    }
+                    continue;
+                }
+                if (hasOverlap === true || attempt === maxSnapshotAttemptsPerRound) {
+                    this.manualSnapshotsBuffer.push(this.createManualSnapshot(symbol, data.data));
+                    this.pendingDepthSnapshotSymbols.delete(symbol);
+                    this.bufferedDepthUpdates.delete(symbol);
+                    return;
+                }
+            }
+        }
+        throw new Error(`MexcFuturesRealTimeFeed could not align depth snapshot for ${symbol}`);
+    }
+    async waitForSnapshotOverlap(symbol, snapshotVersion) {
+        let hasOverlap = this.validateSnapshotOverlap(symbol, snapshotVersion);
+        for (let attempt = 0; attempt < 60; attempt++) {
+            if (hasOverlap !== undefined) {
+                return hasOverlap;
+            }
+            await wait(100);
+            hasOverlap = this.validateSnapshotOverlap(symbol, snapshotVersion);
+        }
+        return hasOverlap;
+    }
+    validateSnapshotOverlap(symbol, snapshotVersion) {
+        const bufferedUpdates = this.bufferedDepthUpdates.get(symbol);
+        for (const update of bufferedUpdates?.items() ?? []) {
+            if (update.lastVersion <= snapshotVersion) {
+                continue;
+            }
+            return update.firstVersion <= snapshotVersion + 1 && update.lastVersion >= snapshotVersion + 1;
+        }
+        return undefined;
+    }
+    trimBufferedUpdates(symbol) {
+        const bufferedUpdates = this.bufferedDepthUpdates.get(symbol);
+        if (bufferedUpdates === undefined || bufferedUpdates.count <= 100) {
+            return;
+        }
+        const trimmed = new CircularBuffer(2000);
+        for (const update of [...bufferedUpdates.items()].slice(-100)) {
+            trimmed.append(update);
+        }
+        this.bufferedDepthUpdates.set(symbol, trimmed);
+    }
+    snapshotResponseIsValid(response) {
+        return (response.success === true &&
+            response.code === 0 &&
+            response.data !== undefined &&
+            Number.isFinite(response.data.version) &&
+            response.data.version >= 0 &&
+            Array.isArray(response.data.asks) &&
+            Array.isArray(response.data.bids));
+    }
+    createManualSnapshot(symbol, data) {
+        return {
+            channel: 'push.depth.snapshot',
+            symbol,
+            generated: true,
+            data: {
+                cts: data.cts,
+                asks: data.asks,
+                bids: data.bids,
+                timestamp: data.timestamp,
+                version: data.version
+            }
+        };
+    }
+}
+//# sourceMappingURL=mexcfutures.js.map

package/node_modules/tardis-dev/dist/realtimefeeds/mexcfutures.js.map

@@ -0,0 +1 @@
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package/node_modules/tardis-dev/dist/realtimefeeds/okex.d.ts

@@ -0,0 +1,31 @@
+import { Filter } from '../types.ts';
+import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase } from './realtimefeed.ts';
+export declare class OkexRealTimeFeed extends MultiConnectionRealTimeFeedBase {
+    protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<OkexSingleRealTimeFeed, void, unknown>;
+}
+declare class OkexSingleRealTimeFeed extends RealTimeFeedBase {
+    protected wssURL: string;
+    constructor(wssURL: string, exchange: string, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
+    private _hasCredentials;
+    private secondsSinceEpoch;
+    protected onConnected(): Promise<void>;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected messageIsError(message: any): boolean;
+    protected isIgnoredError(message: any): boolean;
+}
+export declare class OKCoinRealTimeFeed extends OkexSingleRealTimeFeed {
+    constructor(exchange: string, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
+}
+export declare class OkexOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase {
+    protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<OkexOptionsSingleRealTimeFeed, void, unknown>;
+}
+declare class OkexOptionsSingleRealTimeFeed extends OkexSingleRealTimeFeed {
+    protected wssURL: string;
+    constructor(wssURL: string, exchange: string, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
+    private _defaultIndexes;
+    private _defaultOptionSummaryInstrumentFamilies;
+    private _channelRequiresIndexNotSymbol;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+}
+export {};
+//# sourceMappingURL=okex.d.ts.map

package/node_modules/tardis-dev/dist/realtimefeeds/okex.d.ts.map

@@ -0,0 +1 @@
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