Okex apiv5 (#549)

* Update for v5 of Okex API

* update get server time for new endpoint

* style changes for flake8 pass

* Changelog and contributors

* change filled constant

Co-authored-by: Bryant Moscon <bmoscon@gmail.com>

AUTHORS.md

@@ -9,3 +9,4 @@ Cryptofeed was originally created by Bryant Moscon, but many others have contrib
 * [Yoh Plala](https://github.com/yohplala) - <yoh.plala@gmail.com>
 * [Alex](https://github.com/globophobe)
 * [Michael Zhao](https://github.com/dynamikey) - <mr_michaelzhao@hotmail.com>
+* [Tim Meggs](https://github.com/twmeggs) - <twmeggs@gmail.com>

CHANGES.md

@@ -3,6 +3,7 @@
 ### 1.9.3
   * Bugfix: Fix demo.py
   * Feature: Allow user to specify a delay when starting an exchange connection (useful for avoiding 429s when creating a large number of feeds)
+  * Update: Support Okex v5
 
 ### 1.9.2 (2021-07-14)
   * Bugfix: add config kwarg to add_nbbo method

cryptofeed/auth/okex.py

@@ -0,0 +1,36 @@
+'''
+Copyright (C) 2017-2021  Bryant Moscon - bmoscon@gmail.com
+
+Please see the LICENSE file for the terms and conditions
+associated with this software.
+'''
+import base64
+import hmac
+import requests
+
+def get_server_time():
+    url = "https://www.okex.com/api/v5/public/time"
+    response = requests.get(url)
+    if response.status_code == 200:
+        return response.json()['data'][0]['ts']
+    else:
+        return ""
+
+
+def server_timestamp():
+    server_time = get_server_time()
+    return int(server_time) / 1000
+
+
+def create_sign(timestamp: str, key_secret: str):
+    message = timestamp + 'GET' + '/users/self/verify'
+    mac = hmac.new(bytes(key_secret, encoding='utf8'), bytes(message, encoding='utf-8'), digestmod='sha256')
+    d = mac.digest()
+    sign = base64.b64encode(d)
+    return sign
+
+
+def generate_token(key_id: str, key_secret: str) -> dict:
+    timestamp = str(server_timestamp())
+    sign = create_sign(timestamp, key_secret)
+    return timestamp, sign