tardis-dev - npm Package Compare versions

Comparing version 13.2.0 to 13.4.0

dist/mappers/okex.d.ts

@@ -15,5 +15,8 @@ import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types';
     private readonly _exchange;
-    private readonly _usePublicBooksChannel;
-    constructor(_exchange: Exchange, _usePublicBooksChannel: boolean);
+    private _channelName;
+    constructor(_exchange: Exchange, usePublicBooksChannel: boolean);
     canHandle(message: any): boolean;
+    private _hasCredentials;
+    private _hasVip5Access;
+    private _getBooksChannelName;
     getFilters(symbols?: string[]): {
@@ -20,0 +23,0 @@ channel: any;

dist/mappers/okex.js

@@ -50,5 +50,7 @@ "use strict";
 class OkexV5BookChangeMapper {
-    constructor(_exchange, _usePublicBooksChannel) {
+    constructor(_exchange, usePublicBooksChannel) {
         this._exchange = _exchange;
-        this._usePublicBooksChannel = _usePublicBooksChannel;
+        this._hasCredentials = process.env.OKX_API_KEY !== undefined;
+        this._hasVip5Access = process.env.OKX_API_VIP_5 !== undefined;
+        this._channelName = this._getBooksChannelName(usePublicBooksChannel);
     }
@@ -59,20 +61,22 @@ canHandle(message) {
         }
-        if (this._usePublicBooksChannel) {
-            return message.arg.channel === 'books';
+        return message.arg.channel === this._channelName;
+    }
+    _getBooksChannelName(usePublicBooksChannel) {
+        if (usePublicBooksChannel === false) {
+            // historical data always uses books-l2-tbt
+            return 'books-l2-tbt';
         }
-        return message.arg.channel === 'books-l2-tbt';
+        if (this._hasCredentials && this._hasVip5Access) {
+            return 'books-l2-tbt';
+        }
+        if (this._hasCredentials) {
+            return 'books50-l2-tbt';
+        }
+        return 'books';
     }
     getFilters(symbols) {
         symbols = (0, handy_1.upperCaseSymbols)(symbols);
-        if (this._usePublicBooksChannel) {
-            return [
-                {
-                    channel: `books`,
-                    symbols
-                }
-            ];
-        }
         return [
             {
-                channel: `books-l2-tbt`,
+                channel: this._channelName,
                 symbols
@@ -79,0 +83,0 @@ }

dist/realtimefeeds/deribit.d.ts

@@ -5,7 +5,7 @@ import { Filter, FilterForExchange } from '../types';
     protected wssURL: string;
+    private _hasCredentials;
     protected channelsWithIntervals: FilterForExchange['deribit']['channel'][];
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
     protected messageIsError(message: any): boolean;
-    private hasCredentials;
-    protected onConnected(): void;
+    protected onConnected(): Promise<void>;
     protected messageIsHeartbeat(msg: any): boolean;
@@ -12,0 +12,0 @@ protected onMessage(msg: any): void;

dist/realtimefeeds/deribit.js

 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.DeribitRealTimeDataFeed = void 0;
+const handy_1 = require("../handy");
 const realtimefeed_1 = require("./realtimefeed");
@@ -9,6 +10,7 @@ class DeribitRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
         this.wssURL = 'wss://www.deribit.com/ws/api/v2';
+        this._hasCredentials = process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined;
         this.channelsWithIntervals = ['book', 'perpetual', 'trades', 'ticker'];
     }
     mapToSubscribeMessages(filters) {
-        const hasCredentials = this.hasCredentials();
+        const hasCredentials = this._hasCredentials;
         const channels = filters
@@ -39,6 +41,3 @@ .map((filter) => {
     }
-    hasCredentials() {
-        return process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined;
-    }
-    onConnected() {
+    async onConnected() {
         // set heartbeat so deribit won't close connection prematurely
@@ -54,3 +53,3 @@ // https://docs.deribit.com/v2/#public-set_heartbeat
         });
-        if (this.hasCredentials()) {
+        if (this._hasCredentials) {
             this.send({
@@ -66,2 +65,3 @@ jsonrpc: '2.0',
             });
+            await (0, handy_1.wait)(10);
         }
@@ -68,0 +68,0 @@ }

dist/realtimefeeds/okex.d.ts

@@ -5,2 +5,5 @@ import { Filter } from '../types';
     protected wssURL: string;
+    private _hasCredentials;
+    private secondsSinceEpoch;
+    protected onConnected(): Promise<void>;
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
@@ -7,0 +10,0 @@ protected messageIsError(message: any): boolean;

dist/realtimefeeds/okex.js

 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.OkexOptionsRealTimeFeed = exports.OKCoinRealTimeFeed = exports.OkexRealTimeFeed = void 0;
 const zlib_1 = require("zlib");
+const crypto_1 = __importDefault(require("crypto"));
+const handy_1 = require("../handy");
 const realtimefeed_1 = require("./realtimefeed");
@@ -10,3 +15,25 @@ class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
         this.wssURL = 'wss://ws.okx.com:8443/ws/v5/public';
+        this._hasCredentials = process.env.OKX_API_KEY !== undefined;
     }
+    secondsSinceEpoch() {
+        return Math.floor(Date.now() / 1000);
+    }
+    async onConnected() {
+        if (this._hasCredentials) {
+            const timestamp = this.secondsSinceEpoch().toString();
+            const sign = crypto_1.default.createHmac('sha256', process.env.OKX_API_SECRET_KEY).update(`${timestamp}GET/users/self/verify`).digest('base64');
+            this.send({
+                op: 'login',
+                args: [
+                    {
+                        apiKey: process.env.OKX_API_KEY,
+                        passphrase: process.env.OKX_API_PASSPHRASE,
+                        timestamp,
+                        sign
+                    }
+                ]
+            });
+            await (0, handy_1.wait)(50);
+        }
+    }
     mapToSubscribeMessages(filters) {
@@ -13,0 +40,0 @@ const args = filters

dist/realtimefeeds/realtimefeed.d.ts

@@ -31,3 +31,3 @@ /// <reference types="node" />
     protected onMessage(_msg: any): void;
-    protected onConnected(): void;
+    protected onConnected(): Promise<void>;
     protected decompress?: (msg: any) => Buffer;
@@ -34,0 +34,0 @@ private _monitorConnectionIfStale;

dist/realtimefeeds/realtimefeed.js

@@ -33,3 +33,3 @@ "use strict";
                 }, new Set()).size;
-                this.onConnected();
+                await this.onConnected();
                 for (const message of subscribeMessages) {
@@ -180,3 +180,3 @@ this.send(message);
     onMessage(_msg) { }
-    onConnected() { }
+    async onConnected() { }
     _monitorConnectionIfStale() {
@@ -183,0 +183,0 @@ if (this._timeoutIntervalMS === undefined || this._timeoutIntervalMS === 0) {

package.json

 {
   "name": "tardis-dev",
-  "version": "13.2.0",
+  "version": "13.4.0",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/mappers/okex.ts

@@ -54,4 +54,8 @@ import { asNumberIfValid, upperCaseSymbols } from '../handy'
 export class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
-  constructor(private readonly _exchange: Exchange, private readonly _usePublicBooksChannel: boolean) {}
+  private _channelName: string
 
+  constructor(private readonly _exchange: Exchange, usePublicBooksChannel: boolean) {
+    this._channelName = this._getBooksChannelName(usePublicBooksChannel)
+  }
+
   canHandle(message: any) {
@@ -62,6 +66,23 @@ if (message.event !== undefined || message.arg === undefined) {
 
-    if (this._usePublicBooksChannel) {
-      return message.arg.channel === 'books'
+    return message.arg.channel === this._channelName
+  }
+
+  private _hasCredentials = process.env.OKX_API_KEY !== undefined
+  private _hasVip5Access = process.env.OKX_API_VIP_5 !== undefined
+
+  private _getBooksChannelName(usePublicBooksChannel: boolean) {
+    if (usePublicBooksChannel === false) {
+      // historical data always uses books-l2-tbt
+      return 'books-l2-tbt'
     }
-    return message.arg.channel === 'books-l2-tbt'
+
+    if (this._hasCredentials && this._hasVip5Access) {
+      return 'books-l2-tbt'
+    }
+
+    if (this._hasCredentials) {
+      return 'books50-l2-tbt'
+    }
+
+    return 'books'
   }
@@ -72,14 +93,5 @@
 
-    if (this._usePublicBooksChannel) {
-      return [
-        {
-          channel: `books` as any,
-          symbols
-        }
-      ]
-    }
-
     return [
       {
-        channel: `books-l2-tbt` as const,
+        channel: this._channelName as any,
         symbols
@@ -86,0 +98,0 @@ }

src/realtimefeeds/deribit.ts

@@ -0,1 +1,2 @@
+import { wait } from '../handy'
 import { Filter, FilterForExchange } from '../types'
@@ -6,2 +7,3 @@ import { RealTimeFeedBase } from './realtimefeed'
   protected wssURL = 'wss://www.deribit.com/ws/api/v2'
+  private _hasCredentials = process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined
 
@@ -11,3 +13,4 @@ protected channelsWithIntervals: FilterForExchange['deribit']['channel'][] = ['book', 'perpetual', 'trades', 'ticker']
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
-    const hasCredentials = this.hasCredentials()
+    const hasCredentials = this._hasCredentials
+
     const channels = filters
@@ -43,7 +46,3 @@ .map((filter) => {
 
-  private hasCredentials() {
-    return process.env.DERIBIT_API_CLIENT_ID !== undefined && process.env.DERIBIT_API_CLIENT_SECRET !== undefined
-  }
-
-  protected onConnected() {
+  protected async onConnected() {
     // set heartbeat so deribit won't close connection prematurely
@@ -61,3 +60,3 @@ // https://docs.deribit.com/v2/#public-set_heartbeat
 
-    if (this.hasCredentials()) {
+    if (this._hasCredentials) {
       this.send({
@@ -73,2 +72,4 @@ jsonrpc: '2.0',
       })
+
+      await wait(10)
     }
@@ -75,0 +76,0 @@ }

src/realtimefeeds/okex.ts

 import { inflateRawSync } from 'zlib'
+import crypto from 'crypto'
+import { wait } from '../handy'
 import { Filter } from '../types'
@@ -8,2 +10,29 @@ import { RealTimeFeedBase } from './realtimefeed'
 
+  private _hasCredentials = process.env.OKX_API_KEY !== undefined
+
+  private secondsSinceEpoch() {
+    return Math.floor(Date.now() / 1000)
+  }
+
+  protected async onConnected() {
+    if (this._hasCredentials) {
+      const timestamp = this.secondsSinceEpoch().toString()
+      const sign = crypto.createHmac('sha256', process.env.OKX_API_SECRET_KEY!).update(`${timestamp}GET/users/self/verify`).digest('base64')
+
+      this.send({
+        op: 'login',
+        args: [
+          {
+            apiKey: process.env.OKX_API_KEY,
+            passphrase: process.env.OKX_API_PASSPHRASE,
+            timestamp,
+            sign
+          }
+        ]
+      })
+
+      await wait(50)
+    }
+  }
+
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
@@ -10,0 +39,0 @@ const args = filters

src/realtimefeeds/realtimefeed.ts

@@ -207,3 +207,3 @@ import dbg from 'debug'
 
-  protected onConnected() {}
+  protected async onConnected() {}
 
@@ -258,3 +258,3 @@ protected decompress?: (msg: any) => Buffer
 
-      this.onConnected()
+      await this.onConnected()
 
@@ -261,0 +261,0 @@ for (const message of subscribeMessages) {

New alerts

License Policy Violation

License

This package is not allowed per your license policy. Review the package's license to ensure compliance.

Found 1 instance in 1 package

Environment variable access

Supply chain risk

Package accesses environment variables, which may be a sign of credential stuffing or data theft.

Found 4 instances in 1 package

Fixed alerts

License Policy Violation

License

This package is not allowed per your license policy. Review the package's license to ensure compliance.

Found 1 instance in 1 package

Improved metrics

Total package byte prevSize

1404619

increased by0.28%

Lines of code

25743

increased by0.26%

Worsened metrics

Number of low supply chain risk alerts

20

increased by42.86%

No dependency changes