From 8d69dcf08a6e8b5d277276ed9190e8087aafa7d0 Mon Sep 17 00:00:00 2001
From: Maximilian Schneider <mail@maximilianschneider.net>
Date: Mon, 21 Mar 2022 23:02:28 +0000
Subject: [PATCH] update okex oracle to api v5

---
 src/feeds.ts | 55 ++++++++++++++++++++++++----------------------------
 1 file changed, 25 insertions(+), 30 deletions(-)

diff --git a/src/feeds.ts b/src/feeds.ts
index f30a4db..439a3d6 100644
--- a/src/feeds.ts
+++ b/src/feeds.ts
@@ -56,7 +56,7 @@ export abstract class PriceFeed {
       })
 
       conn.addEventListener("error", (e) => {
-        notify(`socket ${this.baseurl}: error=${e}`)
+        notify(`socket ${this.baseurl}: error=${e} msg=${e.message}`)
       })
 
       conn.addEventListener("message", (msg) => {
@@ -305,53 +305,48 @@ export class Binance extends PriceFeed {
 
 export class OKEx extends PriceFeed {
   protected log = log.child({ class: OKEx.name })
-  protected baseurl = "wss://real.okex.com:8443/ws/v3"
+  protected baseurl = "wss://ws.okx.com:8443/ws/v5/public"
 
   parseMessage(data) {
-    const message = pako.inflate(data, { raw: true, to: 'string' });
-    const payload = JSON.parse(message);
-
+    const message = JSON.parse(data);
+    if (message.event) return;
     // {
-    //   "table":"spot/ticker",
-    //   "data": [
+    //   arg: { channel: 'tickers', instId: 'BTC-USDC' },
+    //   data: [
     //     {
-    //       "last":"2819.04",
-    //       "open_24h":"2447.02",
-    //       "best_bid":"2818.82",
-    //       "high_24h":"2909.68",
-    //       "low_24h":"2380.95",
-    //       "open_utc0":"2704.92",
-    //       "open_utc8":"2610.12",
-    //       "base_volume_24h":"215048.740665",
-    //       "quote_volume_24h":"578231392.9501",
-    //       "best_ask":"2818.83",
-    //       "instrument_id":"ETH-USDT",
-    //       "timestamp":"2021-05-26T11:46:11.826Z",
-    //       "best_bid_size":"0.104506",
-    //       "best_ask_size":"21.524559",
-    //       "last_qty":"0.210619"
+    //       instType: 'SPOT',
+    //       instId: 'BTC-USDC',
+    //       last: '41183',
+    //       lastSz: '0.00015707',
+    //       askPx: '41194.6',
+    //       askSz: '0.05353483',
+    //       bidPx: '41178.1',
+    //       bidSz: '0.04893421',
+    //       open24h: '41323.1',
+    //       high24h: '41531.6',
+    //       low24h: '40514.1',
+    //       sodUtc0: '41278.8',
+    //       sodUtc8: '41236.9',
+    //       volCcy24h: '24303460.305757',
+    //       vol24h: '591.34824992',
+    //       ts: '1647903202672'
     //     }
     //   ]
     // }
 
-    if (payload.table != "spot/ticker") {
-      return
-    }
-
-    const pair = payload.data[0].instrument_id as string;
-
+    const pair = message.data[0].instId as string;
     const price: IPrice = {
       source: OKEx.name,
       pair,
       decimals: 0,
-      value: payload.data[0].last,
+      value: message.data[0].last,
     }
 
     return price
   }
 
   async handleSubscribe(pair: string) {
-    const targetPair = `spot/ticker:${pair}`
+    const targetPair = { "channel": "tickers", "instId": `${pair}` }
     this.conn.send(
       JSON.stringify({
         "op": "subscribe",