@dshtrading/connector-okx 0.2.1 → 0.4.0

package/lib/index.d.ts

@@ -120,6 +120,15 @@ declare class OkxTradeService extends Service implements TradeService {
   private auth;
   /** 规格（带 TTL 缓存；demo/live 分桶）。查不到 → TRADING_UNSUPPORTED_SYMBOL。 */
   private getInstrument;
+  /** 从上游行集收集 instId（只读账户面三个入口共用的预取键；非 SWAP 由 prefetch 内部过滤）。 */
+  private instIdsOf;
+  /**
+   * 规格并发预取（只读账户面冷启动热路径）：getPositions/listOpenOrders/listTradeFills 每个
+   * 不同 SWAP instId 都要一次 /public/instruments 解析 ctVal；逐行 await 会把 N 个不同标的
+   * 放大成 N 次串行往返。这里先按上限并发解析并把成功结果回传，逐行同步取用。
+   * 返回 Map 只含成功项：查不到的 instId 缺席，调用点按原语义保留张数原值（不再逐行重试）。
+   */
+  private prefetchInstruments;
   /**
    * 下单（api TradeService 契约）。
    *
@@ -157,7 +166,10 @@ declare class OkxTradeService extends Service implements TradeService {
   getPositions(): Promise<Position[]>;
   /** 只读余额（TradeService 契约外扩展，crypto_get_balance 工具消费）。 */
   getBalances(): Promise<AccountBalance[]>;
-  /** SWAP 的 sz/accFillSz/fillSz（张）→ base 币数（规格缓存，非 SWAP 原值）。 */
+  /**
+   * SWAP 的 sz/accFillSz/fillSz（张）→ base 币数（非 SWAP 原值）。传入已预取的规格 Map
+   * 时纯内存查表（缺席即回退原值，不触网）；未传时回退单条 getInstrument（带缓存）。
+   */
   private toCoins;
   /** 当前挂单（TradeService 可选契约，issue #40；只读、需凭证）。 */
   listOpenOrders(symbol?: string): Promise<Order[]>;

package/lib/index.js

@@ -191,6 +191,8 @@ var OkxMarketDataService = class extends Service {
 	}
 };
 const INSTRUMENT_TTL_MS = 36e5;
+/** 规格并发预取上限：账户只读面冷缓存时最多同时打这么多 /public/instruments（公共面有限频，取保守并发）。 */
+const INSTRUMENT_PREFETCH_CONCURRENCY = 8;
 var OkxTradeService = class extends Service {
 	client;
 	config;
@@ -237,6 +239,31 @@ var OkxTradeService = class extends Service {
 		});
 		return row;
 	}
+	/** 从上游行集收集 instId（只读账户面三个入口共用的预取键；非 SWAP 由 prefetch 内部过滤）。 */
+	instIdsOf(rows) {
+		const ids = [];
+		for (const row of rows) {
+			const instId = row.instId;
+			if (typeof instId === "string") ids.push(instId);
+		}
+		return ids;
+	}
+	/**
+	* 规格并发预取（只读账户面冷启动热路径）：getPositions/listOpenOrders/listTradeFills 每个
+	* 不同 SWAP instId 都要一次 /public/instruments 解析 ctVal；逐行 await 会把 N 个不同标的
+	* 放大成 N 次串行往返。这里先按上限并发解析并把成功结果回传，逐行同步取用。
+	* 返回 Map 只含成功项：查不到的 instId 缺席，调用点按原语义保留张数原值（不再逐行重试）。
+	*/
+	async prefetchInstruments(instIds) {
+		const distinct = [...new Set([...instIds].filter((id) => id.endsWith("-SWAP")))];
+		const resolved = /* @__PURE__ */ new Map();
+		for (let i = 0; i < distinct.length; i += INSTRUMENT_PREFETCH_CONCURRENCY) await Promise.all(distinct.slice(i, i + INSTRUMENT_PREFETCH_CONCURRENCY).map(async (id) => {
+			try {
+				resolved.set(id, await this.getInstrument(id));
+			} catch {}
+		}));
+		return resolved;
+	}
 	/**
 	* 下单（api TradeService 契约）。
 	*
@@ -367,6 +394,7 @@ var OkxTradeService = class extends Service {
 	async getPositions() {
 		const credentials = await this.getCredentials();
 		const rows = await this.client.getPositions(this.auth(credentials));
+		const instruments = await this.prefetchInstruments(this.instIdsOf(rows));
 		const positions = [];
 		for (const row of rows) {
 			const d = row;
@@ -374,10 +402,10 @@ var OkxTradeService = class extends Service {
 			const pos = typeof d.pos === "string" || typeof d.pos === "number" ? Number(d.pos) : NaN;
 			if (instId === void 0 || !Number.isFinite(pos)) continue;
 			let size = Math.abs(pos);
-			if (instId.endsWith("-SWAP")) try {
-				const instrument = await this.getInstrument(instId);
-				if (instrument.ctVal !== void 0) size = size * instrument.ctVal;
-			} catch {}
+			if (instId.endsWith("-SWAP")) {
+				const instrument = instruments.get(instId);
+				if (instrument?.ctVal !== void 0) size = size * instrument.ctVal;
+			}
 			const posSide = d.posSide === "long" || d.posSide === "short" ? d.posSide : "net";
 			const side = posSide === "net" ? pos >= 0 ? "long" : "short" : posSide;
 			const entryPrice = typeof d.avgPx === "string" ? Number(d.avgPx) : void 0;
@@ -421,11 +449,18 @@ var OkxTradeService = class extends Service {
 		}
 		return balances;
 	}
-	/** SWAP 的 sz/accFillSz/fillSz（张）→ base 币数（规格缓存，非 SWAP 原值）。 */
-	async toCoins(instId, exchangeAmount) {
+	/**
+	* SWAP 的 sz/accFillSz/fillSz（张）→ base 币数（非 SWAP 原值）。传入已预取的规格 Map
+	* 时纯内存查表（缺席即回退原值，不触网）；未传时回退单条 getInstrument（带缓存）。
+	*/
+	async toCoins(instId, exchangeAmount, instruments) {
 		const n = typeof exchangeAmount === "string" || typeof exchangeAmount === "number" ? Number(exchangeAmount) : NaN;
 		if (!Number.isFinite(n)) return void 0;
 		if (!instId.endsWith("-SWAP")) return n;
+		if (instruments !== void 0) {
+			const instrument = instruments.get(instId);
+			return instrument?.ctVal !== void 0 ? n * instrument.ctVal : n;
+		}
 		try {
 			const instrument = await this.getInstrument(instId);
 			return instrument.ctVal !== void 0 ? n * instrument.ctVal : n;
@@ -438,15 +473,16 @@ var OkxTradeService = class extends Service {
 		const instId = symbol !== void 0 && symbol !== "" ? normalizeOkxSymbol(symbol) : void 0;
 		const credentials = await this.getCredentials();
 		const rows = await this.client.listPendingOrders(instId, this.auth(credentials));
+		const instruments = await this.prefetchInstruments(this.instIdsOf(rows));
 		const orders = [];
 		for (const row of rows) {
 			const d = row;
 			const ordId = typeof d.ordId === "string" ? d.ordId : void 0;
 			const rawInstId = typeof d.instId === "string" ? d.instId : void 0;
 			if (ordId === void 0 || rawInstId === void 0) continue;
-			const quantity = await this.toCoins(rawInstId, d.sz);
+			const quantity = await this.toCoins(rawInstId, d.sz, instruments);
 			if (quantity === void 0) continue;
-			const filledQuantity = await this.toCoins(rawInstId, d.accFillSz);
+			const filledQuantity = await this.toCoins(rawInstId, d.accFillSz, instruments);
 			const price = typeof d.px === "string" && d.px !== "" ? Number(d.px) : typeof d.avgPx === "string" && d.avgPx !== "" ? Number(d.avgPx) : void 0;
 			const state = typeof d.state === "string" ? d.state : "";
 			const timestamp = typeof d.uTime === "string" ? Number(d.uTime) : typeof d.cTime === "string" ? Number(d.cTime) : Date.now();
@@ -471,13 +507,14 @@ var OkxTradeService = class extends Service {
 		const capped = Math.max(1, Math.min(Math.floor(limit) || 50, 100));
 		const credentials = await this.getCredentials();
 		const rows = await this.client.listFillsHistory(instId, capped, this.auth(credentials));
+		const instruments = await this.prefetchInstruments(this.instIdsOf(rows));
 		const fills = [];
 		for (const row of rows) {
 			const d = row;
 			const rawInstId = typeof d.instId === "string" ? d.instId : void 0;
 			const price = pickNumber(d.fillPx);
 			if (rawInstId === void 0 || price === void 0) continue;
-			const amount = await this.toCoins(rawInstId, d.fillSz);
+			const amount = await this.toCoins(rawInstId, d.fillSz, instruments);
 			if (amount === void 0) continue;
 			const fee = pickNumber(d.fee);
 			const feeAsset = typeof d.feeCcy === "string" && d.feeCcy !== "" ? d.feeCcy : void 0;

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@dshtrading/connector-okx",
   "description": "OKX market connector plugin for dsh-trading: public market data + signed demo/live trading (R1-R3), mutual-exclusion activation with connector-binance",
-  "version": "0.2.1",
+  "version": "0.4.0",
   "type": "module",
   "main": "lib/index.js",
   "types": "./lib/index.d.ts",
@@ -21,8 +21,8 @@
   ],
   "license": "PolyForm-Noncommercial-1.0.0",
   "dependencies": {
-    "@dshtrading/api": "^0.2.1",
-    "@dshtrading/indicators": "^0.2.1"
+    "@dshtrading/api": "^0.4.0",
+    "@dshtrading/indicators": "^0.4.0"
   },
   "peerDependencies": {
     "@deepseek-ai/cordis": ">=4.0.0",
@@ -32,7 +32,7 @@
   "devDependencies": {
     "tsdown": "^0.22.0",
     "vitest": "^3.0.0",
-    "@dshtrading/connector-binance": "^0.2.1"
+    "@dshtrading/connector-binance": "^0.4.0"
   },
   "scripts": {
     "build": "tsdown",