improvement: handle case when okex swap does not provide funding rate…

… info
tardis-dev · Dec 30, 2021 · ff1c4a3 · ff1c4a3
1 parent 95902a7
commit ff1c4a3
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Showing 3 changed files with 32 additions and 4 deletions.
diff --git a/src/mappers/okex.ts b/src/mappers/okex.ts
@@ -236,9 +236,12 @@ export class OkexV5DerivativeTickerMapper implements Mapper<'okex-futures' | 'ok
       if (message.arg.channel === 'funding-rate') {
         const fundingRateMessage = dataMessage as OkexV5FundingRateMessage['data'][0]
 
-        pendingTickerInfo.updateFundingRate(Number(fundingRateMessage.fundingRate))
-        //
-        pendingTickerInfo.updateFundingTimestamp(new Date(Number(fundingRateMessage.fundingTime)))
+        if (fundingRateMessage.fundingRate !== undefined) {
+          pendingTickerInfo.updateFundingRate(Number(fundingRateMessage.fundingRate))
+        }
+        if (fundingRateMessage.fundingTime !== undefined) {
+          pendingTickerInfo.updateFundingTimestamp(new Date(Number(fundingRateMessage.fundingTime)))
+        }
 
         if (fundingRateMessage.nextFundingRate !== undefined) {
           pendingTickerInfo.updatePredictedFundingRate(Number(fundingRateMessage.nextFundingRate))
@@ -544,7 +547,9 @@ type OkexV5IndexTickerMessage = {
 
 type OkexV5FundingRateMessage = {
   arg: { channel: 'funding-rate'; instId: string }
-  data: [{ fundingRate: '0.00048105'; fundingTime: '1640131200000'; instId: string; instType: 'SWAP'; nextFundingRate: '0.00114' }]
+  data: [
+    { fundingRate: '0.00048105' | undefined; fundingTime: '1640131200000'; instId: string; instType: 'SWAP'; nextFundingRate: '0.00114' }
+  ]
 }
 
 type OkexV5LiquidationMessage = {

diff --git a/test/__snapshots__/mappers.test.ts.snap b/test/__snapshots__/mappers.test.ts.snap
@@ -7787,6 +7787,25 @@ Array [
 ]
 `;
 
+exports[`mappers map okex-swap messages 21`] = `
+Array [
+  Object {
+    "exchange": "okex-swap",
+    "fundingRate": undefined,
+    "fundingTimestamp": 2021-12-30T08:00:00.000Z,
+    "indexPrice": undefined,
+    "lastPrice": undefined,
+    "localTimestamp": 2021-12-23T00:00:00.000Z,
+    "markPrice": undefined,
+    "openInterest": undefined,
+    "predictedFundingRate": 0.0003,
+    "symbol": "SOS-USDT-SWAP",
+    "timestamp": 2021-12-23T00:00:00.000Z,
+    "type": "derivative_ticker",
+  },
+]
+`;
+
 exports[`mappers map phemex messages 1`] = `
 Array [
   Object {

diff --git a/test/mappers.test.ts b/test/mappers.test.ts
@@ -1591,6 +1591,10 @@ describe('mappers', () => {
       {
         arg: { channel: 'open-interest', instId: 'WNCG-USDT-SWAP' },
         data: [{ instId: 'WNCG-USDT-SWAP', instType: 'SWAP', oi: '644195', oiCcy: '644195', ts: '1640131258756' }]
+      },
+      {
+        arg: { channel: 'funding-rate', instId: 'SOS-USDT-SWAP' },
+        data: [{ fundingTime: '1640851200000', instId: 'SOS-USDT-SWAP', instType: 'SWAP', nextFundingRate: '0.0003' }]
       }
     ]
     for (const message of okexSwapV5Messages) {