tardis-dev - npm Package Compare versions

Comparing version 7.7.10 to 8.0.0

dist/consts.d.ts

@@ -1,2 +0,2 @@
-export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance", "binance-futures", "ftx", "okex", "huobi", "huobi-dm", "bitflyer", "bitstamp", "coinbase", "cryptofacilities", "kraken", "gemini", "bitfinex", "bitfinex-derivatives", "binance-dex", "binance-jersey", "binance-us", "huobi-us", "bybit", "okcoin", "hitbtc"];
+export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance", "binance-futures", "ftx", "okex", "okex-futures", "okex-swap", "huobi", "huobi-dm", "bitflyer", "bitstamp", "coinbase", "cryptofacilities", "kraken", "gemini", "bitfinex", "bitfinex-derivatives", "binance-dex", "binance-jersey", "binance-us", "huobi-us", "bybit", "okcoin", "hitbtc"];
 export declare const EXCHANGE_CHANNELS_INFO: {
@@ -9,7 +9,9 @@ bitmex: readonly ["trade", "orderBookL2", "liquidation", "connected", "announcement", "chat", "publicNotifications", "instrument", "settlement", "funding", "insurance", "orderBookL2_25", "quote", "quoteBin1m", "quoteBin5m", "quoteBin1h", "quoteBin1d", "tradeBin1m", "tradeBin5m", "tradeBin1h", "tradeBin1d"];
     kraken: readonly ["ticker", "trade", "book", "spread"];
-    okex: readonly ["spot/trade", "spot/ticker", "spot/depth", "swap/trade", "swap/ticker", "swap/depth", "swap/funding_rate", "swap/price_range", "swap/mark_price", "futures/trade", "futures/ticker", "futures/depth", "futures/depth_l2_tbt", "futures/price_range", "futures/mark_price", "futures/estimated_price", "index/ticker"];
+    okex: readonly ["spot/trade", "spot/depth", "spot/ticker"];
+    'okex-swap': string[];
+    'okex-futures': string[];
     binance: readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker"];
     'binance-jersey': readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker"];
+    'binance-dex': readonly ["trades", "marketDiff", "depthSnapshot"];
     'binance-us': readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker"];
-    'binance-dex': readonly ["trades", "marketDiff", "depthSnapshot"];
     bitfinex: readonly ["trades", "book"];
@@ -16,0 +18,0 @@ ftx: readonly ["orderbook", "trades"];

dist/consts.js

@@ -10,2 +10,4 @@ "use strict";
     'okex',
+    'okex-futures',
+    'okex-swap',
     'huobi',
@@ -81,16 +83,9 @@ 'huobi-dm',
 const KRAKEN_CHANNELS = ['ticker', 'trade', 'book', 'spread'];
-const OKEX_CHANNELS = [
-    'spot/trade',
-    'spot/ticker',
-    'spot/depth',
-    'swap/trade',
-    'swap/ticker',
-    'swap/depth',
-    'swap/funding_rate',
-    'swap/price_range',
-    'swap/mark_price',
+const OKEX_CHANNELS = ['spot/trade', 'spot/depth', 'spot/ticker'];
+const OKCOIN_CHANNELS = ['spot/trade', 'spot/depth', 'spot/ticker'];
+const OKEX_FUTURES_CHANNELS = [
     'futures/trade',
-    'futures/ticker',
     'futures/depth',
     'futures/depth_l2_tbt',
+    'futures/ticker',
     'futures/price_range',
@@ -101,2 +96,11 @@ 'futures/mark_price',
 ];
+const OKEX_SWAP_CHANNELS = [
+    'swap/trade',
+    'swap/depth',
+    'swap/ticker',
+    'swap/funding_rate',
+    'swap/price_range',
+    'swap/mark_price',
+    'index/ticker'
+];
 const CRYPTOFACILITIES_CHANNELS = ['trade', 'trade_snapshot', 'book', 'book_snapshot', 'ticker', 'heartbeat'];
@@ -106,3 +110,3 @@ const FTX_CHANNELS = ['orderbook', 'trades'];
 const BITFLYER_CHANNELS = ['lightning_board_snapshot', 'lightning_board', 'lightning_ticker', 'lightning_executions'];
-const BINANCE_FUTURES_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'markPrice', 'depthSnapshot', 'bookTicker'];
+const BINANCE_FUTURES_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'markPrice', 'depthSnapshot', 'bookTicker', 'forceOrder'];
 const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'status'];
@@ -113,3 +117,2 @@ const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo'];
 const BYBIT_CHANNELS = ['trade', 'instrument_info', 'orderBookL2_25', 'insurance'];
-const OKCOIN_CHANNELS = ['spot/trade', 'spot/depth', 'spot/ticker'];
 const HITBTC_CHANNELS = ['snapshotTrades', 'updateTrades', 'snapshotOrderbook', 'updateOrderbook'];
@@ -124,6 +127,8 @@ exports.EXCHANGE_CHANNELS_INFO = {
     okex: OKEX_CHANNELS,
+    'okex-swap': OKEX_SWAP_CHANNELS,
+    'okex-futures': OKEX_FUTURES_CHANNELS,
     binance: BINANCE_CHANNELS,
     'binance-jersey': BINANCE_CHANNELS,
+    'binance-dex': BINANCE_DEX_CHANNELS,
     'binance-us': BINANCE_CHANNELS,
-    'binance-dex': BINANCE_DEX_CHANNELS,
     bitfinex: BITFINEX_CHANNELS,
@@ -130,0 +135,0 @@ ftx: FTX_CHANNELS,

dist/mappers/bybit.d.ts

@@ -24,3 +24,3 @@ import { BookChange, DerivativeTicker, Exchange, Trade } from '../types';
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance" | "binance-futures" | "ftx" | "okex" | "huobi" | "huobi-dm" | "bitflyer" | "bitstamp" | "coinbase" | "cryptofacilities" | "kraken" | "gemini" | "bitfinex" | "bitfinex-derivatives" | "binance-dex" | "binance-jersey" | "binance-us" | "huobi-us" | "bybit" | "okcoin" | "hitbtc";
+        readonly exchange: "bitmex" | "deribit" | "binance" | "binance-futures" | "ftx" | "okex" | "okex-futures" | "okex-swap" | "huobi" | "huobi-dm" | "bitflyer" | "bitstamp" | "coinbase" | "cryptofacilities" | "kraken" | "gemini" | "bitfinex" | "bitfinex-derivatives" | "binance-dex" | "binance-jersey" | "binance-us" | "huobi-us" | "bybit" | "okcoin" | "hitbtc";
         readonly isSnapshot: boolean;
@@ -27,0 +27,0 @@ readonly bids: {

dist/mappers/huobi.d.ts

@@ -24,3 +24,3 @@ import { BookChange, Exchange, Trade } from '../types';
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance" | "binance-futures" | "ftx" | "okex" | "huobi" | "huobi-dm" | "bitflyer" | "bitstamp" | "coinbase" | "cryptofacilities" | "kraken" | "gemini" | "bitfinex" | "bitfinex-derivatives" | "binance-dex" | "binance-jersey" | "binance-us" | "huobi-us" | "bybit" | "okcoin" | "hitbtc";
+        readonly exchange: "bitmex" | "deribit" | "binance" | "binance-futures" | "ftx" | "okex" | "okex-futures" | "okex-swap" | "huobi" | "huobi-dm" | "bitflyer" | "bitstamp" | "coinbase" | "cryptofacilities" | "kraken" | "gemini" | "bitfinex" | "bitfinex-derivatives" | "binance-dex" | "binance-jersey" | "binance-us" | "huobi-us" | "bybit" | "okcoin" | "hitbtc";
         readonly isSnapshot: boolean;
@@ -27,0 +27,0 @@ readonly bids: {

dist/mappers/index.d.ts

 import { BookChange, DerivativeTicker, Trade } from '../types';
 import { Mapper } from './mapper';
 export * from './mapper';
-export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance" | "binance-futures" | "ftx" | "okex" | "huobi" | "huobi-dm" | "bitflyer" | "bitstamp" | "coinbase" | "cryptofacilities" | "kraken" | "gemini" | "bitfinex" | "bitfinex-derivatives" | "binance-dex" | "binance-jersey" | "binance-us" | "huobi-us" | "bybit" | "okcoin" | "hitbtc">(exchange: T, _localTimestamp: Date) => Mapper<T, Trade>;
-export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance" | "binance-futures" | "ftx" | "okex" | "huobi" | "huobi-dm" | "bitflyer" | "bitstamp" | "coinbase" | "cryptofacilities" | "kraken" | "gemini" | "bitfinex" | "bitfinex-derivatives" | "binance-dex" | "binance-jersey" | "binance-us" | "huobi-us" | "bybit" | "okcoin" | "hitbtc">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
-export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "okex" | "cryptofacilities" | "bitfinex-derivatives" | "bybit">(exchange: T, _localTimestamp: Date) => Mapper<T, DerivativeTicker>;
+export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance" | "binance-futures" | "ftx" | "okex" | "okex-futures" | "okex-swap" | "huobi" | "huobi-dm" | "bitflyer" | "bitstamp" | "coinbase" | "cryptofacilities" | "kraken" | "gemini" | "bitfinex" | "bitfinex-derivatives" | "binance-dex" | "binance-jersey" | "binance-us" | "huobi-us" | "bybit" | "okcoin" | "hitbtc">(exchange: T, _localTimestamp: Date) => Mapper<T, Trade>;
+export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance" | "binance-futures" | "ftx" | "okex" | "okex-futures" | "okex-swap" | "huobi" | "huobi-dm" | "bitflyer" | "bitstamp" | "coinbase" | "cryptofacilities" | "kraken" | "gemini" | "bitfinex" | "bitfinex-derivatives" | "binance-dex" | "binance-jersey" | "binance-us" | "huobi-us" | "bybit" | "okcoin" | "hitbtc">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
+export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "okex-futures" | "okex-swap" | "cryptofacilities" | "bitfinex-derivatives" | "bybit">(exchange: T, _localTimestamp: Date) => Mapper<T, DerivativeTicker>;
 //# sourceMappingURL=index.d.ts.map

dist/mappers/index.js

@@ -40,3 +40,5 @@ "use strict";
     kraken: () => kraken_1.krakenTradesMapper,
-    okex: () => new okex_1.OkexTradesMapper('okex'),
+    okex: () => new okex_1.OkexTradesMapper('okex', 'spot'),
+    'okex-futures': () => new okex_1.OkexTradesMapper('okex-futures', 'futures'),
+    'okex-swap': () => new okex_1.OkexTradesMapper('okex-swap', 'swap'),
     huobi: () => new huobi_1.HuobiTradesMapper('huobi'),
@@ -46,6 +48,6 @@ 'huobi-dm': () => new huobi_1.HuobiTradesMapper('huobi-dm'),
     bybit: () => new bybit_1.BybitTradesMapper('bybit'),
-    okcoin: () => new okex_1.OkexTradesMapper('okcoin'),
+    okcoin: () => new okex_1.OkexTradesMapper('okcoin', 'spot'),
     hitbtc: () => hitbtc_1.hitBtcTradesMapper
 };
-const OKEX_TICK_BY_TICK_CHANNEL_AVAILABILITY_TIMESTAMP = new Date('2019-12-04').valueOf();
+const OKEX_TICK_BY_TICK_CHANNEL_AVAILABILITY_TIMESTAMP = new Date('2019-12-05').valueOf();
 const bookChangeMappers = {
@@ -68,3 +70,5 @@ bitmex: () => new bitmex_1.BitmexBookChangeMapper(),
     kraken: () => kraken_1.krakenBookChangeMapper,
-    okex: (localTimestamp) => new okex_1.OkexBookChangeMapper('okex', localTimestamp.valueOf() >= OKEX_TICK_BY_TICK_CHANNEL_AVAILABILITY_TIMESTAMP),
+    okex: () => new okex_1.OkexBookChangeMapper('okex', 'spot', false),
+    'okex-futures': (localTimestamp) => new okex_1.OkexBookChangeMapper('okex-futures', 'futures', localTimestamp.valueOf() >= OKEX_TICK_BY_TICK_CHANNEL_AVAILABILITY_TIMESTAMP),
+    'okex-swap': () => new okex_1.OkexBookChangeMapper('okex-swap', 'swap', false),
     huobi: () => new huobi_1.HuobiBookChangeMapper('huobi'),
@@ -74,3 +78,3 @@ 'huobi-dm': () => new huobi_1.HuobiBookChangeMapper('huobi-dm'),
     bybit: () => new bybit_1.BybitBookChangeMapper('bybit'),
-    okcoin: () => new okex_1.OkexBookChangeMapper('okcoin', false),
+    okcoin: () => new okex_1.OkexBookChangeMapper('okcoin', 'spot', false),
     hitbtc: () => hitbtc_1.hitBtcBookChangeMapper
@@ -84,3 +88,4 @@ };
     deribit: () => new deribit_1.DeribitDerivativeTickerMapper(),
-    okex: () => new okex_1.OkexDerivativeTickerMapper(),
+    'okex-futures': () => new okex_1.OkexDerivativeTickerMapper('okex-futures'),
+    'okex-swap': () => new okex_1.OkexDerivativeTickerMapper('okex-swap'),
     bybit: () => new bybit_1.BybitDerivativeTickerMapper()
@@ -87,0 +92,0 @@ };

dist/mappers/okex.d.ts

 import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade } from '../types';
 import { Mapper } from './mapper';
-export declare class OkexTradesMapper implements Mapper<'okex' | 'okcoin', Trade> {
+export declare class OkexTradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
     private readonly _exchange;
-    constructor(_exchange: Exchange);
+    private readonly _market;
+    constructor(_exchange: Exchange, _market: OKEX_MARKETS);
     canHandle(message: OkexDataMessage): boolean;
-    getFilters(symbols?: string[]): import("../types").Filter<"spot/trade" | "spot/ticker" | "spot/depth" | "swap/trade" | "swap/ticker" | "swap/depth" | "swap/funding_rate" | "swap/price_range" | "swap/mark_price" | "futures/trade" | "futures/ticker" | "futures/depth" | "futures/depth_l2_tbt" | "futures/price_range" | "futures/mark_price" | "futures/estimated_price" | "index/ticker">[];
+    getFilters(symbols?: string[]): {
+        channel: string;
+        symbols: string[] | undefined;
+    }[];
     map(okexTradesMessage: OKexTradesDataMessage, localTimestamp: Date): IterableIterator<Trade>;
 }
-export declare class OkexBookChangeMapper implements Mapper<'okex' | 'okcoin', BookChange> {
+export declare class OkexBookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
     private readonly _exchange;
-    private readonly _channels;
-    constructor(_exchange: Exchange, useTickByTickChannel: boolean);
+    private readonly _market;
+    private readonly _useTickByTickChannel;
+    constructor(_exchange: Exchange, _market: OKEX_MARKETS, _useTickByTickChannel: boolean);
     canHandle(message: OkexDataMessage): boolean;
-    getFilters(symbols?: string[]): import("../types").Filter<"spot/trade" | "spot/ticker" | "spot/depth" | "swap/trade" | "swap/ticker" | "swap/depth" | "swap/funding_rate" | "swap/price_range" | "swap/mark_price" | "futures/trade" | "futures/ticker" | "futures/depth" | "futures/depth_l2_tbt" | "futures/price_range" | "futures/mark_price" | "futures/estimated_price" | "index/ticker">[];
+    getFilters(symbols?: string[]): {
+        channel: string;
+        symbols: string[] | undefined;
+    }[];
     map(okexDepthDataMessage: OkexDepthDataMessage, localTimestamp: Date): IterableIterator<BookChange>;
 }
-export declare class OkexDerivativeTickerMapper implements Mapper<'okex', DerivativeTicker> {
+export declare class OkexDerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
+    private readonly _exchange;
     private readonly pendingTickerInfoHelper;
+    private _futuresChannels;
+    private _swapChannels;
+    constructor(_exchange: Exchange);
     canHandle(message: OkexDataMessage): boolean;
-    getFilters(symbols?: string[]): import("../types").Filter<"spot/trade" | "spot/ticker" | "spot/depth" | "swap/trade" | "swap/ticker" | "swap/depth" | "swap/funding_rate" | "swap/price_range" | "swap/mark_price" | "futures/trade" | "futures/ticker" | "futures/depth" | "futures/depth_l2_tbt" | "futures/price_range" | "futures/mark_price" | "futures/estimated_price" | "index/ticker">[];
+    getFilters(symbols?: string[]): {
+        channel: string;
+        symbols: string[] | undefined;
+    }[];
     map(message: OkexTickersMessage | OkexFundingRateMessage | OkexMarkPriceMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
@@ -72,3 +87,5 @@ }
 declare type OkexBookLevel = [number | string, number | string, number | string, number | string];
+declare type OKEX_EXCHANGES = 'okex' | 'okcoin' | 'okex-futures' | 'okex-swap';
+declare type OKEX_MARKETS = 'spot' | 'swap' | 'futures';
 export {};
 //# sourceMappingURL=okex.d.ts.map

dist/mappers/okex.js

@@ -5,67 +5,17 @@ "use strict";
 // https://www.okex.com/docs/en/#ws_swap-README
-const tradeChannels = ['spot/trade', 'futures/trade', 'swap/trade'];
-const bookChangeChannels = ['spot/depth', 'futures/depth', 'swap/depth'];
-const bookChangeChannelsWithTickByTickSource = ['spot/depth', 'futures/depth_l2_tbt', 'swap/depth'];
-const derivativeTickerChannels = [
-    'spot/ticker',
-    'futures/ticker',
-    'swap/ticker',
-    'futures/mark_price',
-    'swap/mark_price',
-    'swap/funding_rate'
-];
-const mapToFilters = (mapping, symbols) => {
-    // depending if symbols is for spot/swap/futures it needs different underlying channel
-    // for ticker symbol we also need data for funding_rate and mark_price when applicable
-    if (symbols === undefined) {
-        return mapping.map(channel => {
-            return {
-                channel
-            };
-        });
-    }
-    return symbols
-        .map(symbol => {
-        const isSwap = symbol.endsWith('-SWAP');
-        const isFuture = symbol.match(/[0-9]$/);
-        let prefix;
-        if (isSwap) {
-            prefix = 'swap';
-        }
-        else if (isFuture) {
-            prefix = 'futures';
-        }
-        else {
-            prefix = 'spot';
-        }
-        return mapping
-            .filter(c => c.startsWith(prefix))
-            .map(channel => {
-            return {
-                channel,
-                symbols: [symbol]
-            };
-        });
-    })
-        .flatMap(c => c)
-        .reduce((prev, current) => {
-        const matchingExisting = prev.find(c => c.channel === current.channel);
-        if (matchingExisting !== undefined) {
-            matchingExisting.symbols.push(current.symbols[0]);
-        }
-        else {
-            prev.push(current);
-        }
-        return prev;
-    }, []);
-};
 class OkexTradesMapper {
-    constructor(_exchange) {
+    constructor(_exchange, _market) {
         this._exchange = _exchange;
+        this._market = _market;
     }
     canHandle(message) {
-        return tradeChannels.includes(message.table);
+        return message.table === `${this._market}/trade`;
     }
     getFilters(symbols) {
-        return mapToFilters(tradeChannels, symbols);
+        return [
+            {
+                channel: `${this._market}/trade`,
+                symbols
+            }
+        ];
     }
@@ -95,11 +45,19 @@ *map(okexTradesMessage, localTimestamp) {
 class OkexBookChangeMapper {
-    constructor(_exchange, useTickByTickChannel) {
+    constructor(_exchange, _market, _useTickByTickChannel) {
         this._exchange = _exchange;
-        this._channels = useTickByTickChannel ? bookChangeChannelsWithTickByTickSource : bookChangeChannels;
+        this._market = _market;
+        this._useTickByTickChannel = _useTickByTickChannel;
     }
     canHandle(message) {
-        return this._channels.includes(message.table);
+        const channelSuffix = this._useTickByTickChannel ? 'depth_l2_tbt' : 'depth';
+        return message.table === `${this._market}/${channelSuffix}`;
     }
     getFilters(symbols) {
-        return mapToFilters(this._channels, symbols);
+        const channelSuffix = this._useTickByTickChannel ? 'depth_l2_tbt' : 'depth';
+        return [
+            {
+                channel: `${this._market}/${channelSuffix}`,
+                symbols
+            }
+        ];
     }
@@ -123,14 +81,24 @@ *map(okexDepthDataMessage, localTimestamp) {
 class OkexDerivativeTickerMapper {
-    constructor() {
+    constructor(_exchange) {
+        this._exchange = _exchange;
         this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+        this._futuresChannels = ['futures/ticker', 'futures/mark_price'];
+        this._swapChannels = ['swap/ticker', 'swap/mark_price', 'swap/funding_rate'];
     }
     canHandle(message) {
-        return derivativeTickerChannels.includes(message.table);
+        const channels = this._exchange === 'okex-futures' ? this._futuresChannels : this._swapChannels;
+        return channels.includes(message.table);
     }
     getFilters(symbols) {
-        return mapToFilters(derivativeTickerChannels, symbols);
+        const channels = this._exchange === 'okex-futures' ? this._futuresChannels : this._swapChannels;
+        return channels.map(channel => {
+            return {
+                channel,
+                symbols
+            };
+        });
     }
     *map(message, localTimestamp) {
         for (const okexMessage of message.data) {
-            const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(okexMessage.instrument_id, 'okex');
+            const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(okexMessage.instrument_id, this._exchange);
             if ('funding_rate' in okexMessage) {
@@ -137,0 +105,0 @@ pendingTickerInfo.updateFundingRate(Number(okexMessage.funding_rate));

dist/realtimefeeds/index.js

@@ -41,2 +41,4 @@ "use strict";
     okex: okex_1.OkexRealTimeFeed,
+    'okex-futures': okex_1.OkexRealTimeFeed,
+    'okex-swap': okex_1.OkexRealTimeFeed,
     'huobi-dm': huobi_1.HuobiDMRealTimeFeed,
@@ -43,0 +45,0 @@ 'huobi-us': huobi_1.HuobiUSRealTimeFeed,

package.json

 {
   "name": "tardis-dev",
-  "version": "7.7.10",
+  "version": "8.0.0",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/consts.ts

@@ -8,2 +8,4 @@ export const EXCHANGES = [
   'okex',
+  'okex-futures',
+  'okex-swap',
   'huobi',
@@ -29,5 +31,3 @@ 'huobi-dm',
 const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depthSnapshot', 'bookTicker'] as const
-
 const BINANCE_DEX_CHANNELS = ['trades', 'marketDiff', 'depthSnapshot'] as const
-
 const BITFINEX_CHANNELS = ['trades', 'book'] as const
@@ -89,16 +89,11 @@
 
-const OKEX_CHANNELS = [
-  'spot/trade',
-  'spot/ticker',
-  'spot/depth',
-  'swap/trade',
-  'swap/ticker',
-  'swap/depth',
-  'swap/funding_rate',
-  'swap/price_range',
-  'swap/mark_price',
+const OKEX_CHANNELS = ['spot/trade', 'spot/depth', 'spot/ticker'] as const
+
+const OKCOIN_CHANNELS = ['spot/trade', 'spot/depth', 'spot/ticker'] as const
+
+const OKEX_FUTURES_CHANNELS = [
   'futures/trade',
-  'futures/ticker',
   'futures/depth',
   'futures/depth_l2_tbt',
+  'futures/ticker',
   'futures/price_range',
@@ -108,4 +103,14 @@ 'futures/mark_price',
   'index/ticker'
-] as const
+]
 
+const OKEX_SWAP_CHANNELS = [
+  'swap/trade',
+  'swap/depth',
+  'swap/ticker',
+  'swap/funding_rate',
+  'swap/price_range',
+  'swap/mark_price',
+  'index/ticker'
+]
+
 const CRYPTOFACILITIES_CHANNELS = ['trade', 'trade_snapshot', 'book', 'book_snapshot', 'ticker', 'heartbeat'] as const
@@ -119,3 +124,3 @@
 
-const BINANCE_FUTURES_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'markPrice', 'depthSnapshot', 'bookTicker']
+const BINANCE_FUTURES_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'markPrice', 'depthSnapshot', 'bookTicker', 'forceOrder']
 
@@ -132,4 +137,2 @@ const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'status'] as const
 
-const OKCOIN_CHANNELS = ['spot/trade', 'spot/depth', 'spot/ticker'] as const
-
 const HITBTC_CHANNELS = ['snapshotTrades', 'updateTrades', 'snapshotOrderbook', 'updateOrderbook'] as const
@@ -145,6 +148,8 @@
   okex: OKEX_CHANNELS,
+  'okex-swap': OKEX_SWAP_CHANNELS,
+  'okex-futures': OKEX_FUTURES_CHANNELS,
   binance: BINANCE_CHANNELS,
   'binance-jersey': BINANCE_CHANNELS,
+  'binance-dex': BINANCE_DEX_CHANNELS,
   'binance-us': BINANCE_CHANNELS,
-  'binance-dex': BINANCE_DEX_CHANNELS,
   bitfinex: BITFINEX_CHANNELS,
@@ -151,0 +156,0 @@ ftx: FTX_CHANNELS,

src/mappers/index.ts

@@ -44,3 +44,5 @@ import { BookChange, DerivativeTicker, Trade } from '../types'
   kraken: () => krakenTradesMapper,
-  okex: () => new OkexTradesMapper('okex'),
+  okex: () => new OkexTradesMapper('okex', 'spot'),
+  'okex-futures': () => new OkexTradesMapper('okex-futures', 'futures'),
+  'okex-swap': () => new OkexTradesMapper('okex-swap', 'swap'),
   huobi: () => new HuobiTradesMapper('huobi'),
@@ -50,7 +52,7 @@ 'huobi-dm': () => new HuobiTradesMapper('huobi-dm'),
   bybit: () => new BybitTradesMapper('bybit'),
-  okcoin: () => new OkexTradesMapper('okcoin'),
+  okcoin: () => new OkexTradesMapper('okcoin', 'spot'),
   hitbtc: () => hitBtcTradesMapper
 }
 
-const OKEX_TICK_BY_TICK_CHANNEL_AVAILABILITY_TIMESTAMP = new Date('2019-12-04').valueOf()
+const OKEX_TICK_BY_TICK_CHANNEL_AVAILABILITY_TIMESTAMP = new Date('2019-12-05').valueOf()
 
@@ -74,4 +76,6 @@ const bookChangeMappers = {
   kraken: () => krakenBookChangeMapper,
-  okex: (localTimestamp: Date) =>
-    new OkexBookChangeMapper('okex', localTimestamp.valueOf() >= OKEX_TICK_BY_TICK_CHANNEL_AVAILABILITY_TIMESTAMP),
+  okex: () => new OkexBookChangeMapper('okex', 'spot', false),
+  'okex-futures': (localTimestamp: Date) =>
+    new OkexBookChangeMapper('okex-futures', 'futures', localTimestamp.valueOf() >= OKEX_TICK_BY_TICK_CHANNEL_AVAILABILITY_TIMESTAMP),
+  'okex-swap': () => new OkexBookChangeMapper('okex-swap', 'swap', false),
   huobi: () => new HuobiBookChangeMapper('huobi'),
@@ -81,3 +85,3 @@ 'huobi-dm': () => new HuobiBookChangeMapper('huobi-dm'),
   bybit: () => new BybitBookChangeMapper('bybit'),
-  okcoin: () => new OkexBookChangeMapper('okcoin', false),
+  okcoin: () => new OkexBookChangeMapper('okcoin', 'spot', false),
   hitbtc: () => hitBtcBookChangeMapper
@@ -92,3 +96,4 @@ }
   deribit: () => new DeribitDerivativeTickerMapper(),
-  okex: () => new OkexDerivativeTickerMapper(),
+  'okex-futures': () => new OkexDerivativeTickerMapper('okex-futures'),
+  'okex-swap': () => new OkexDerivativeTickerMapper('okex-swap'),
   bybit: () => new BybitDerivativeTickerMapper()
@@ -95,0 +100,0 @@ }

src/mappers/okex.ts

@@ -6,72 +6,16 @@ import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade } from '../types'
 
-const tradeChannels: FilterForExchange['okex']['channel'][] = ['spot/trade', 'futures/trade', 'swap/trade']
-const bookChangeChannels: FilterForExchange['okex']['channel'][] = ['spot/depth', 'futures/depth', 'swap/depth']
-const bookChangeChannelsWithTickByTickSource: FilterForExchange['okex']['channel'][] = ['spot/depth', 'futures/depth_l2_tbt', 'swap/depth']
+export class OkexTradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
+  constructor(private readonly _exchange: Exchange, private readonly _market: OKEX_MARKETS) {}
 
-const derivativeTickerChannels: FilterForExchange['okex']['channel'][] = [
-  'spot/ticker',
-  'futures/ticker',
-  'swap/ticker',
-  'futures/mark_price',
-  'swap/mark_price',
-  'swap/funding_rate'
-]
-
-const mapToFilters = (mapping: FilterForExchange['okex']['channel'][], symbols?: string[]): FilterForExchange['okex'][] => {
-  // depending if symbols is for spot/swap/futures it needs different underlying channel
-  // for ticker symbol we also need data for funding_rate and mark_price when applicable
-
-  if (symbols === undefined) {
-    return mapping.map(channel => {
-      return {
-        channel
-      }
-    })
-  }
-
-  return symbols
-    .map(symbol => {
-      const isSwap = symbol.endsWith('-SWAP')
-      const isFuture = symbol.match(/[0-9]$/)
-
-      let prefix: string
-      if (isSwap) {
-        prefix = 'swap'
-      } else if (isFuture) {
-        prefix = 'futures'
-      } else {
-        prefix = 'spot'
-      }
-
-      return mapping
-        .filter(c => c.startsWith(prefix))
-        .map(channel => {
-          return {
-            channel,
-            symbols: [symbol]
-          }
-        })
-    })
-    .flatMap(c => c)
-    .reduce((prev, current) => {
-      const matchingExisting = prev.find(c => c.channel === current.channel)
-      if (matchingExisting !== undefined) {
-        matchingExisting.symbols!.push(current.symbols[0])
-      } else {
-        prev.push(current)
-      }
-
-      return prev
-    }, [] as FilterForExchange['okex'][])
-}
-
-export class OkexTradesMapper implements Mapper<'okex' | 'okcoin', Trade> {
-  constructor(private readonly _exchange: Exchange) {}
-
   canHandle(message: OkexDataMessage) {
-    return tradeChannels.includes(message.table)
+    return message.table === `${this._market}/trade`
   }
 
   getFilters(symbols?: string[]) {
-    return mapToFilters(tradeChannels, symbols)
+    return [
+      {
+        channel: `${this._market}/trade`,
+        symbols
+      }
+    ]
   }
@@ -103,15 +47,23 @@
 
-export class OkexBookChangeMapper implements Mapper<'okex' | 'okcoin', BookChange> {
-  private readonly _channels: FilterForExchange['okex']['channel'][]
+export class OkexBookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
+  constructor(
+    private readonly _exchange: Exchange,
+    private readonly _market: OKEX_MARKETS,
+    private readonly _useTickByTickChannel: boolean
+  ) {}
 
-  constructor(private readonly _exchange: Exchange, useTickByTickChannel: boolean) {
-    this._channels = useTickByTickChannel ? bookChangeChannelsWithTickByTickSource : bookChangeChannels
-  }
+  canHandle(message: OkexDataMessage) {
+    const channelSuffix = this._useTickByTickChannel ? 'depth_l2_tbt' : 'depth'
 
-  canHandle(message: OkexDataMessage) {
-    return this._channels.includes(message.table)
+    return message.table === `${this._market}/${channelSuffix}`
   }
 
   getFilters(symbols?: string[]) {
-    return mapToFilters(this._channels, symbols)
+    const channelSuffix = this._useTickByTickChannel ? 'depth_l2_tbt' : 'depth'
+    return [
+      {
+        channel: `${this._market}/${channelSuffix}`,
+        symbols
+      }
+    ]
   }
@@ -135,10 +87,23 @@
 
-export class OkexDerivativeTickerMapper implements Mapper<'okex', DerivativeTicker> {
+export class OkexDerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
   private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
+  private _futuresChannels = ['futures/ticker', 'futures/mark_price']
+  private _swapChannels = ['swap/ticker', 'swap/mark_price', 'swap/funding_rate']
+
+  constructor(private readonly _exchange: Exchange) {}
+
   canHandle(message: OkexDataMessage) {
-    return derivativeTickerChannels.includes(message.table)
+    const channels = this._exchange === 'okex-futures' ? this._futuresChannels : this._swapChannels
+
+    return channels.includes(message.table)
   }
 
   getFilters(symbols?: string[]) {
-    return mapToFilters(derivativeTickerChannels, symbols)
+    const channels = this._exchange === 'okex-futures' ? this._futuresChannels : this._swapChannels
+    return channels.map(channel => {
+      return {
+        channel,
+        symbols
+      }
+    })
   }
@@ -151,3 +116,3 @@
     for (const okexMessage of message.data) {
-      const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(okexMessage.instrument_id, 'okex')
+      const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(okexMessage.instrument_id, this._exchange)
       if ('funding_rate' in okexMessage) {
@@ -231,1 +196,5 @@ pendingTickerInfo.updateFundingRate(Number(okexMessage.funding_rate))
 type OkexBookLevel = [number | string, number | string, number | string, number | string]
+
+type OKEX_EXCHANGES = 'okex' | 'okcoin' | 'okex-futures' | 'okex-swap'
+
+type OKEX_MARKETS = 'spot' | 'swap' | 'futures'

src/realtimefeeds/index.ts

@@ -43,2 +43,4 @@ import { Exchange, Filter } from '../types'
   okex: OkexRealTimeFeed,
+  'okex-futures': OkexRealTimeFeed,
+  'okex-swap': OkexRealTimeFeed,
   'huobi-dm': HuobiDMRealTimeFeed,
@@ -45,0 +47,0 @@ 'huobi-us': HuobiUSRealTimeFeed,

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

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

Worsened metrics

Total package byte prevSize

590968

decreased by-0.13%

Lines of code

10385

decreased by-0.2%

No dependency changes