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Implement OKEx v5 api #326

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Implement OKEx v5 api #326

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ca9875d
Update OkexClient code according to new okex V5 API
MarhiievHE Apr 22, 2022
5aeef89
Update OkexClient test according to new okex V5 API
MarhiievHE Apr 22, 2022
6586e2c
Update pkg version and update mocha version to fix vulnerabilities
MarhiievHE Apr 22, 2022
93d5c2c
formating fix
MarhiievHE Apr 25, 2022
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formating fix
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@MarhiievHE
MarhiievHE committed Apr 25, 2022
commit 93d5c2cc5701dd70b165585ca47ded1a53c079aa
12 changes: 9 additions & 3 deletions __tests__/exchanges/OkexClient.spec.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -79,7 +79,9 @@ testClient({
exchangeName: "OKEx",
clientName: "OKExClient - Futures",
fetchMarkets: async () => {
const results: any = await get("https://www.okx.com/api/v5/public/instruments?instType=FUTURES");
const results: any = await get(
"https://www.okx.com/api/v5/public/instruments?instType=FUTURES",
);
return results.data
.filter(p => p.settleCcy === "BTC")
.map(p => ({
Expand All @@ -97,7 +99,9 @@ testClient({
exchangeName: "OKEx",
clientName: "OKExClient - Swap",
fetchMarkets: async () => {
const results: any = await get("https://www.okx.com/api/v5/public/instruments?instType=SWAP");
const results: any = await get(
"https://www.okx.com/api/v5/public/instruments?instType=SWAP",
);
return results.data
.filter(p => ["BTC", "ETH", "LTC"].includes(p.settleCcy))
.map(p => ({
Expand All @@ -115,7 +119,9 @@ testClient({
exchangeName: "OKEx",
clientName: "OKExClient - Options",
fetchMarkets: async () => {
const results: any = await get("https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly=BTC-USD");
const results: any = await get(
"https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly=BTC-USD",
);
return results.data
.map(p => ({
id: p.instId,
Expand Down
44 changes: 24 additions & 20 deletions src/exchanges/OkexClient.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -94,7 +94,7 @@ export class OkexClient extends BasicClient {
*/
protected _marketArg(method: string, market: Market) {
const type: string = (market.type || "SPOT").toUpperCase();
return {"channel":method, "instId":market.id, "instType": type };
return { channel: method, instId: market.id, instType: type };
}

/**
Expand Down Expand Up @@ -230,7 +230,7 @@ export class OkexClient extends BasicClient {

protected _onMessage(json: string) {
// ignore pongs
if(json==="pong"){
if (json === "pong") {
return;
}

Expand Down Expand Up @@ -542,22 +542,14 @@ export class OkexClient extends BasicClient {
}
*/
protected _constructTicker(data, market) {
const {
last,
bidPx,
bidSz,
askPx,
askSz,
open24h,
high24h,
low24h,
vol24h,
ts,
} = data;
const { last, bidPx, bidSz, askPx, askSz, open24h, high24h, low24h, vol24h, ts } = data;

const change = parseFloat(last) - parseFloat(open24h);
const changePercent = change / parseFloat(open24h);
const timestamp = moment.unix(Math.ceil(ts/1000)).utc().valueOf();
const timestamp = moment
.unix(Math.ceil(ts / 1000))
.utc()
.valueOf();
return new Ticker({
exchange: this.name,
base: market.base,
Expand Down Expand Up @@ -590,7 +582,10 @@ export class OkexClient extends BasicClient {
*/
protected _constructTrade(datum, market) {
const { px, side, sz, ts, tradeId } = datum;
const unix = moment.unix(Math.ceil(ts/1000)).utc().valueOf();
const unix = moment
.unix(Math.ceil(ts / 1000))
.utc()
.valueOf();

return new Trade({
exchange: this.name,
Expand Down Expand Up @@ -618,8 +613,11 @@ export class OkexClient extends BasicClient {
* @param {*} datum
*/
protected _constructCandle(datum) {
const [datetime, open, high, low, close, volume,] = datum;
const ts = moment.unix(Math.ceil(datetime/1000)).utc().valueOf();
const [datetime, open, high, low, close, volume] = datum;
const ts = moment
.unix(Math.ceil(datetime / 1000))
.utc()
.valueOf();
return new Candle(ts, open, high, low, close, volume);
}

Expand Down Expand Up @@ -677,7 +675,10 @@ export class OkexClient extends BasicClient {
protected _constructLevel2Snapshot(datum, market) {
const asks = datum.asks.map(p => new Level2Point(p[0], p[1], p[3]));
const bids = datum.bids.map(p => new Level2Point(p[0], p[1], p[3]));
const ts = moment.unix(Math.ceil(datum.ts/1000)).utc().valueOf();
const ts = moment
.unix(Math.ceil(datum.ts / 1000))
.utc()
.valueOf();
const checksum = datum.checksum;
return new Level2Snapshot({
exchange: this.name,
Expand Down Expand Up @@ -722,7 +723,10 @@ export class OkexClient extends BasicClient {
_constructLevel2Update(datum, market) {
const asks = datum.asks.map(p => new Level2Point(p[0], p[1], p[3]));
const bids = datum.bids.map(p => new Level2Point(p[0], p[1], p[3]));
const ts = moment.unix(Math.ceil(datum.ts/1000)).utc().valueOf();
const ts = moment
.unix(Math.ceil(datum.ts / 1000))
.utc()
.valueOf();
const checksum = datum.checksum;
return new Level2Update({
exchange: this.name,
Expand Down