@yuants/vendor-okx 0.16.9 → 0.17.0

package/lib/legacy_index.js

@@ -0,0 +1,556 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const protocol_1 = require("@yuants/protocol");
+const transfer_1 = require("@yuants/transfer");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const account_1 = require("./account");
+const api_1 = require("./api");
+const product_1 = require("./product");
+const quote_1 = require("./quote");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+console.info((0, utils_1.formatTime)(Date.now()), 'Terminal', terminal.terminalInfo.terminal_id);
+const resOfAssetCurrencies = (0, rxjs_1.defer)(() => api_1.client.getAssetCurrencies()).pipe((0, rxjs_1.repeat)({ delay: 3600000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.shareReplay)(1));
+resOfAssetCurrencies.subscribe(); // make it hot
+const memoizeMap = (fn) => {
+    const cache = {};
+    return ((...params) => { var _a; var _b; return ((_a = cache[_b = (0, utils_1.encodePath)(params)]) !== null && _a !== void 0 ? _a : (cache[_b] = fn(...params))); });
+};
+const fundingRate$ = memoizeMap((product_id) => (0, rxjs_1.defer)(() => api_1.client.getFundingRate({ instId: (0, utils_1.decodePath)(product_id)[1] })).pipe((0, rxjs_1.mergeMap)((x) => x.data), (0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1)));
+const interestRateLoanQuota$ = (0, rxjs_1.defer)(() => api_1.client.getInterestRateLoanQuota()).pipe((0, rxjs_1.repeat)({ delay: 60000 }), (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)(1));
+const interestRateByCurrency$ = memoizeMap((currency) => interestRateLoanQuota$.pipe((0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x.data || []).pipe((0, rxjs_1.mergeMap)((x) => x.basic), (0, rxjs_1.filter)((x) => x.ccy === currency), (0, rxjs_1.map)((x) => +x.rate))), (0, rxjs_1.shareReplay)(1)));
+// provideTicks(terminal, 'OKX', (product_id) => {
+//   const [instType, instId] = decodePath(product_id);
+//   if (instType === 'SWAP') {
+//     return defer(async () => {
+//       const products = await firstValueFrom(usdtSwapProducts$);
+//       const theProduct = products.find((x) => x.product_id === product_id);
+//       if (!theProduct) throw `No Found ProductID ${product_id}`;
+//       const theTicker$ = swapMarketTickers$.pipe(
+//         map((x) => x[instId]),
+//         shareReplay(1),
+//       );
+//       return [of(theProduct), theTicker$, fundingRate$(product_id), swapOpenInterest$] as const;
+//     }).pipe(
+//       catchError(() => EMPTY),
+//       mergeMap((x) =>
+//         combineLatest(x).pipe(
+//           map(([theProduct, ticker, fundingRate, swapOpenInterest]): ITick => {
+//             return {
+//               datasource_id: 'OKX',
+//               product_id,
+//               updated_at: Date.now(),
+//               settlement_scheduled_at: +fundingRate.fundingTime,
+//               price: +ticker.last,
+//               ask: +ticker.askPx,
+//               bid: +ticker.bidPx,
+//               volume: +ticker.lastSz,
+//               interest_rate_for_long: -+fundingRate.fundingRate,
+//               interest_rate_for_short: +fundingRate.fundingRate,
+//               open_interest: swapOpenInterest.get(instId),
+//             };
+//           }),
+//         ),
+//       ),
+//     );
+//   }
+//   if (instType === 'MARGIN') {
+//     return defer(async () => {
+//       const products = await firstValueFrom(marginProducts$);
+//       const theProduct = products.find((x) => x.product_id === product_id);
+//       if (!theProduct) throw `No Found ProductID ${product_id}`;
+//       const theTicker$ = spotMarketTickers$.pipe(
+//         map((x) => x[instId]),
+//         shareReplay(1),
+//       );
+//       return [
+//         of(theProduct),
+//         theTicker$,
+//         interestRateByCurrency$(theProduct.base_currency!),
+//         interestRateByCurrency$(theProduct.quote_currency!),
+//       ] as const;
+//     }).pipe(
+//       catchError(() => EMPTY),
+//       mergeMap((x) =>
+//         combineLatest(x).pipe(
+//           map(
+//             ([theProduct, ticker, interestRateForBase, interestRateForQuote]): ITick => ({
+//               datasource_id: 'OKX',
+//               product_id,
+//               updated_at: Date.now(),
+//               price: +ticker.last,
+//               volume: +ticker.lastSz,
+//               // 在下一个整点扣除利息 See 如何计算利息 https://www.okx.com/zh-hans/help/how-to-calculate-borrowing-interest
+//               settlement_scheduled_at: new Date().setMinutes(0, 0, 0) + 3600_000,
+//               interest_rate_for_long: -interestRateForQuote / 24,
+//               interest_rate_for_short: -interestRateForBase / 24,
+//             }),
+//           ),
+//         ),
+//       ),
+//     );
+//   }
+//   return EMPTY;
+// });
+(0, rxjs_1.defer)(async () => {
+    const account_config = await (0, rxjs_1.firstValueFrom)(account_1.accountConfig$);
+    console.info((0, utils_1.formatTime)(Date.now()), 'AccountConfig', JSON.stringify(account_config));
+    const { mainUid, uid } = account_config.data[0];
+    const isMainAccount = mainUid === uid;
+    const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;
+    const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;
+    const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;
+    // BLOCK_CHAIN: only available for main account
+    if (isMainAccount) {
+        const depositAddressRes = await api_1.client.getAssetDepositAddress({ ccy: 'USDT' });
+        console.info((0, utils_1.formatTime)(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));
+        const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');
+        for (const address of addresses) {
+            (0, transfer_1.addAccountTransferAddress)({
+                terminal,
+                account_id: FUNDING_ACCOUNT_ID,
+                network_id: 'TRC20',
+                currency: 'USDT',
+                address: address.addr,
+                onApply: {
+                    INIT: async (order) => {
+                        var _a, _b;
+                        if (!order.current_amount ||
+                            order.current_amount < 3 // 最小提币额度
+                        ) {
+                            return { state: 'ERROR', message: 'Amount too small' };
+                        }
+                        const res = await (0, rxjs_1.firstValueFrom)(resOfAssetCurrencies);
+                        const theRes = (_a = res.data) === null || _a === void 0 ? void 0 : _a.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');
+                        const _fee = theRes === null || theRes === void 0 ? void 0 : theRes.minFee;
+                        if (!_fee)
+                            return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };
+                        const fee = +_fee;
+                        const amt = Math.floor(order.current_amount - fee);
+                        const transferResult = await api_1.client.postAssetWithdrawal({
+                            amt: `${amt}`,
+                            ccy: 'USDT',
+                            chain: 'USDT-TRC20',
+                            fee: `${fee}`,
+                            dest: '4',
+                            toAddr: order.current_rx_address,
+                        });
+                        if (transferResult.code !== '0') {
+                            return { state: 'INIT', message: transferResult.msg };
+                        }
+                        const wdId = (_b = transferResult.data[0]) === null || _b === void 0 ? void 0 : _b.wdId;
+                        return { state: 'AWAIT_TX_ID', context: wdId };
+                    },
+                    AWAIT_TX_ID: async (transferOrder) => {
+                        var _a, _b;
+                        const wdId = transferOrder.current_tx_context;
+                        const withdrawalHistory = await api_1.client.getAssetWithdrawalHistory({ wdId });
+                        const txId = (_b = (_a = withdrawalHistory.data) === null || _a === void 0 ? void 0 : _a[0]) === null || _b === void 0 ? void 0 : _b.txId;
+                        if (!txId) {
+                            return { state: 'AWAIT_TX_ID', context: wdId };
+                        }
+                        return { state: 'COMPLETE', transaction_id: txId };
+                    },
+                },
+                onEval: async (transferOrder) => {
+                    const checkResult = await api_1.client.getAssetDepositHistory({
+                        ccy: 'USDT',
+                        txId: transferOrder.current_transaction_id,
+                        type: '4',
+                    });
+                    if (checkResult.code !== '0') {
+                        return {
+                            state: 'INIT',
+                        };
+                    }
+                    if (checkResult.data[0].state !== '2') {
+                        return { state: 'PENDING' };
+                    }
+                    const received_amount = +checkResult.data[0].amt;
+                    return { state: 'COMPLETE', received_amount };
+                },
+            });
+        }
+    }
+    // Funding-Trading
+    {
+        const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal,
+            account_id: FUNDING_ACCOUNT_ID,
+            network_id: FUNDING_TRADING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'funding',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await api_1.client.postAssetTransfer({
+                        type: '0',
+                        ccy: 'USDT',
+                        amt: `${order.current_amount}`,
+                        from: '6',
+                        to: '18',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    const transaction_id = transferResult.data[0].transId;
+                    return { state: 'COMPLETE', transaction_id };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal,
+            account_id: TRADING_ACCOUNT_ID,
+            network_id: FUNDING_TRADING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'trading',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await api_1.client.postAssetTransfer({
+                        type: '0',
+                        ccy: order.currency,
+                        amt: `${order.current_amount}`,
+                        from: '18',
+                        to: '6',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    const transaction_id = transferResult.data[0].transId;
+                    return { state: 'COMPLETE', transaction_id };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+    }
+    // Funding-Earning
+    {
+        const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal,
+            account_id: FUNDING_ACCOUNT_ID,
+            network_id: FUNDING_EARNING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'funding',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await api_1.client.postFinanceSavingsPurchaseRedempt({
+                        ccy: 'USDT',
+                        amt: `${order.current_amount}`,
+                        side: 'purchase',
+                        rate: '0.01',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    return { state: 'COMPLETE', transaction_id: 'ok' };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal,
+            account_id: EARNING_ACCOUNT_ID,
+            network_id: FUNDING_EARNING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'earning',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await api_1.client.postFinanceSavingsPurchaseRedempt({
+                        ccy: 'USDT',
+                        amt: `${order.current_amount}`,
+                        side: 'redempt',
+                        rate: '0.01',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    return { state: 'COMPLETE', transaction_id: 'ok' };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+    }
+    // SubAccount
+    {
+        const getSubAccountNetworkId = (subUid) => `OKX/${mainUid}/SubAccount/${subUid}`;
+        if (isMainAccount) {
+            const subAcctsRes = await api_1.client.getSubAccountList();
+            for (const item of subAcctsRes.data || []) {
+                (0, transfer_1.addAccountTransferAddress)({
+                    terminal,
+                    account_id: FUNDING_ACCOUNT_ID,
+                    network_id: getSubAccountNetworkId(item.uid),
+                    currency: 'USDT',
+                    address: 'main',
+                    onApply: {
+                        INIT: async (order) => {
+                            const transferResult = await api_1.client.postAssetTransfer({
+                                type: '1',
+                                ccy: 'USDT',
+                                amt: `${order.current_amount}`,
+                                from: '6',
+                                to: '6',
+                                subAcct: item.subAcct,
+                            });
+                            if (transferResult.code !== '0') {
+                                return { state: 'INIT', message: transferResult.msg };
+                            }
+                            const transaction_id = transferResult.data[0].transId;
+                            return { state: 'COMPLETE', transaction_id };
+                        },
+                    },
+                    onEval: async (order) => {
+                        // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’
+                        // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });
+                        // const received_amount = checkResult?.data?.[0]?.amt;
+                        // if (!received_amount) {
+                        //   return { state: 'INIT', message: checkResult.msg };
+                        // }
+                        // return { state: 'COMPLETE', received_amount: +received_amount };
+                        return { state: 'COMPLETE', received_amount: order.current_amount };
+                    },
+                });
+            }
+        }
+        // SubAccount API
+        else {
+            (0, transfer_1.addAccountTransferAddress)({
+                terminal,
+                account_id: FUNDING_ACCOUNT_ID,
+                network_id: getSubAccountNetworkId(uid),
+                currency: 'USDT',
+                address: 'sub',
+                onApply: {
+                    INIT: async (order) => {
+                        const transferResult = await api_1.client.postAssetTransfer({
+                            type: '3',
+                            ccy: 'USDT',
+                            amt: `${order.current_amount}`,
+                            from: '6',
+                            to: '6',
+                        });
+                        if (transferResult.code !== '0') {
+                            return { state: 'INIT', message: transferResult.msg };
+                        }
+                        const transaction_id = transferResult.data[0].transId;
+                        return { state: 'COMPLETE', transaction_id };
+                    },
+                },
+                onEval: async (order) => {
+                    // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’
+                    // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });
+                    // const received_amount = checkResult?.data?.[0]?.amt;
+                    // if (!received_amount) {
+                    //   return { state: 'INIT', message: checkResult.msg };
+                    // }
+                    // return { state: 'COMPLETE', received_amount: +received_amount };
+                    return { state: 'COMPLETE', received_amount: order.current_amount };
+                },
+            });
+        }
+    }
+}).subscribe();
+(0, rxjs_1.defer)(async () => {
+    const tradingAccountInfo = await (0, rxjs_1.firstValueFrom)(account_1.tradingAccountInfo$);
+    terminal.provideService('SubmitOrder', {
+        required: ['account_id'],
+        properties: {
+            account_id: { const: tradingAccountInfo.account_id },
+        },
+    }, async (msg) => {
+        var _a, _b, _c;
+        console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', JSON.stringify(msg));
+        const order = msg.req;
+        const [instType, instId] = (0, utils_1.decodePath)(order.product_id);
+        const mapOrderDirectionToSide = (direction) => {
+            switch (direction) {
+                case 'OPEN_LONG':
+                case 'CLOSE_SHORT':
+                    return 'buy';
+                case 'OPEN_SHORT':
+                case 'CLOSE_LONG':
+                    return 'sell';
+            }
+            throw new Error(`Unknown direction: ${direction}`);
+        };
+        const mapOrderDirectionToPosSide = (direction) => {
+            switch (direction) {
+                case 'OPEN_LONG':
+                case 'CLOSE_LONG':
+                    return 'long';
+                case 'CLOSE_SHORT':
+                case 'OPEN_SHORT':
+                    return 'short';
+            }
+            throw new Error(`Unknown direction: ${direction}`);
+        };
+        const mapOrderTypeToOrdType = (order_type) => {
+            switch (order_type) {
+                case 'LIMIT':
+                    return 'limit';
+                case 'MARKET':
+                    return 'market';
+            }
+            throw new Error(`Unknown order type: ${order_type}`);
+        };
+        // 交易数量，表示要购买或者出售的数量。
+        // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
+        // 当币币杠杆以市价买入时，指计价货币的数量。
+        // 当币币杠杆以市价卖出时，指交易货币的数量。
+        // 对于币币市价单，单位由 tgtCcy 决定
+        // 当交割、永续、期权买入和卖出时，指合约张数。
+        const mapOrderVolumeToSz = async (order) => {
+            if (instType === 'SWAP') {
+                return order.volume;
+            }
+            if (instType === 'MARGIN') {
+                if (order.order_type === 'LIMIT') {
+                    return order.volume;
+                }
+                if (order.order_type === 'MARKET') {
+                    if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
+                        return order.volume;
+                    }
+                    //
+                    const price = await (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.map)((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
+                        ? +x[instId].askPx
+                        : +x[instId].bidPx)));
+                    if (!price) {
+                        throw new Error(`invalid tick: ${price}`);
+                    }
+                    console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'price', price);
+                    const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.mapProductIdToMarginProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
+                    if (!theProduct) {
+                        throw new Error(`Unknown product: ${order.position_id}`);
+                    }
+                    return (0, utils_1.roundToStep)(order.volume * price, theProduct.volume_step);
+                }
+                return 0;
+            }
+            if (instType === 'SPOT') {
+                return order.volume;
+            }
+            throw new Error(`Unknown instType: ${instType}`);
+        };
+        const params = {
+            instId,
+            tdMode: instType === 'SPOT' ? 'cash' : 'cross',
+            side: mapOrderDirectionToSide(order.order_direction),
+            posSide: instType === 'MARGIN' || instType === 'SPOT'
+                ? 'net'
+                : mapOrderDirectionToPosSide(order.order_direction),
+            ordType: mapOrderTypeToOrdType(order.order_type),
+            sz: (await mapOrderVolumeToSz(order)).toString(),
+            tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
+            reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
+                ? 'true'
+                : undefined,
+            px: order.order_type === 'LIMIT' ? order.price.toString() : undefined,
+            ccy: instType === 'MARGIN' ? 'USDT' : undefined,
+        };
+        console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
+        const res = await api_1.client.postTradeOrder(params);
+        if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
+            return {
+                res: {
+                    code: 0,
+                    message: 'OK',
+                    data: {
+                        order_id: res.data[0].ordId,
+                    },
+                },
+            };
+        }
+        return { res: { code: +res.code, message: res.msg } };
+    });
+    terminal.provideService('ModifyOrder', {
+        required: ['account_id'],
+        properties: {
+            account_id: { const: tradingAccountInfo.account_id },
+        },
+    }, async (msg) => {
+        console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', JSON.stringify(msg));
+        const order = msg.req;
+        const [instType, instId] = (0, utils_1.decodePath)(order.product_id);
+        const params = {
+            instId,
+            ordId: order.order_id, // 使用现有订单ID
+        };
+        // 如果需要修改价格
+        if (order.price !== undefined) {
+            params.newPx = order.price.toString();
+        }
+        // 如果需要修改数量
+        if (order.volume !== undefined) {
+            // 处理数量修改，类似于 SubmitOrder 中的逻辑
+            if (instType === 'SWAP') {
+                params.newSz = order.volume.toString();
+            }
+            else if (instType === 'SPOT') {
+                params.newSz = order.volume.toString();
+            }
+            else if (instType === 'MARGIN') {
+                if (order.order_type === 'LIMIT') {
+                    params.newSz = order.volume.toString();
+                }
+                if (order.order_type === 'MARKET') {
+                    // 对于市价单，可能需要根据当前价格计算新的数量
+                    const price = await (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.map)((x) => order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
+                        ? +x[instId].askPx
+                        : +x[instId].bidPx)));
+                    if (!price) {
+                        throw new Error(`invalid tick: ${price}`);
+                    }
+                    console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'price', price);
+                    const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.mapProductIdToMarginProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
+                    if (!theProduct) {
+                        throw new Error(`Unknown product: ${order.position_id}`);
+                    }
+                    params.newSz = (0, utils_1.roundToStep)(order.volume * price, theProduct.volume_step).toString();
+                }
+            }
+            else {
+                throw new Error(`Unknown instType: ${instType}`);
+            }
+        }
+        console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
+        const res = await api_1.client.postTradeAmendOrder(params);
+        if (res.code !== '0') {
+            return {
+                res: {
+                    code: +res.code,
+                    message: res.msg,
+                },
+            };
+        }
+        return { res: { code: 0, message: 'OK' } };
+    });
+    terminal.provideService('CancelOrder', {
+        required: ['account_id'],
+        properties: {
+            account_id: { const: tradingAccountInfo.account_id },
+        },
+    }, (msg) => (0, rxjs_1.defer)(async () => {
+        const order = msg.req;
+        const [instType, instId] = (0, utils_1.decodePath)(order.product_id);
+        const res = await api_1.client.postTradeCancelOrder({
+            instId,
+            ordId: order.order_id,
+        });
+        if (res.code !== '0') {
+            return { res: { code: +res.code, message: res.msg } };
+        }
+        return { res: { code: 0, message: 'OK' } };
+    }));
+}).subscribe();
+//# sourceMappingURL=legacy_index.js.map

package/lib/legacy_index.js.map

@@ -0,0 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, from, map, mergeMap, repeat, retry, shareReplay } from 'rxjs';\nimport { accountConfig$, tradingAccountInfo$ } from './account';\nimport { client } from './api';\nimport { mapProductIdToMarginProduct$ } from './product';\nimport { spotMarketTickers$ } from './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconsole.info(formatTime(Date.now()), 'Terminal', terminal.terminalInfo.terminal_id);\n\nconst resOfAssetCurrencies = defer(() => client.getAssetCurrencies()).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nresOfAssetCurrencies.subscribe(); // make it hot\n\nconst memoizeMap = <T extends (...params: any[]) => any>(fn: T): T => {\n  const cache: Record<string, any> = {};\n  return ((...params: any[]) => (cache[encodePath(params)] ??= fn(...params))) as T;\n};\n\nconst fundingRate$ = memoizeMap((product_id: string) =>\n  defer(() => client.getFundingRate({ instId: decodePath(product_id)[1] })).pipe(\n    mergeMap((x) => x.data),\n    repeat({ delay: 5000 }),\n    retry({ delay: 5000 }),\n    shareReplay(1),\n  ),\n);\n\nconst interestRateLoanQuota$ = defer(() => client.getInterestRateLoanQuota()).pipe(\n  repeat({ delay: 60_000 }),\n  retry({ delay: 60_000 }),\n  shareReplay(1),\n);\n\nconst interestRateByCurrency$ = memoizeMap((currency: string) =>\n  interestRateLoanQuota$.pipe(\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        mergeMap((x) => x.basic),\n        filter((x) => x.ccy === currency),\n        map((x) => +x.rate),\n      ),\n    ),\n    shareReplay(1),\n  ),\n);\n\n// provideTicks(terminal, 'OKX', (product_id) => {\n//   const [instType, instId] = decodePath(product_id);\n//   if (instType === 'SWAP') {\n//     return defer(async () => {\n//       const products = await firstValueFrom(usdtSwapProducts$);\n//       const theProduct = products.find((x) => x.product_id === product_id);\n//       if (!theProduct) throw `No Found ProductID ${product_id}`;\n//       const theTicker$ = swapMarketTickers$.pipe(\n//         map((x) => x[instId]),\n//         shareReplay(1),\n//       );\n//       return [of(theProduct), theTicker$, fundingRate$(product_id), swapOpenInterest$] as const;\n//     }).pipe(\n//       catchError(() => EMPTY),\n//       mergeMap((x) =>\n//         combineLatest(x).pipe(\n//           map(([theProduct, ticker, fundingRate, swapOpenInterest]): ITick => {\n//             return {\n//               datasource_id: 'OKX',\n//               product_id,\n//               updated_at: Date.now(),\n//               settlement_scheduled_at: +fundingRate.fundingTime,\n//               price: +ticker.last,\n//               ask: +ticker.askPx,\n//               bid: +ticker.bidPx,\n//               volume: +ticker.lastSz,\n//               interest_rate_for_long: -+fundingRate.fundingRate,\n//               interest_rate_for_short: +fundingRate.fundingRate,\n//               open_interest: swapOpenInterest.get(instId),\n//             };\n//           }),\n//         ),\n//       ),\n//     );\n//   }\n//   if (instType === 'MARGIN') {\n//     return defer(async () => {\n//       const products = await firstValueFrom(marginProducts$);\n//       const theProduct = products.find((x) => x.product_id === product_id);\n//       if (!theProduct) throw `No Found ProductID ${product_id}`;\n//       const theTicker$ = spotMarketTickers$.pipe(\n//         map((x) => x[instId]),\n//         shareReplay(1),\n//       );\n//       return [\n//         of(theProduct),\n//         theTicker$,\n//         interestRateByCurrency$(theProduct.base_currency!),\n//         interestRateByCurrency$(theProduct.quote_currency!),\n//       ] as const;\n//     }).pipe(\n//       catchError(() => EMPTY),\n//       mergeMap((x) =>\n//         combineLatest(x).pipe(\n//           map(\n//             ([theProduct, ticker, interestRateForBase, interestRateForQuote]): ITick => ({\n//               datasource_id: 'OKX',\n//               product_id,\n//               updated_at: Date.now(),\n//               price: +ticker.last,\n//               volume: +ticker.lastSz,\n//               // 在下一个整点扣除利息 See 如何计算利息 https://www.okx.com/zh-hans/help/how-to-calculate-borrowing-interest\n//               settlement_scheduled_at: new Date().setMinutes(0, 0, 0) + 3600_000,\n//               interest_rate_for_long: -interestRateForQuote / 24,\n//               interest_rate_for_short: -interestRateForBase / 24,\n//             }),\n//           ),\n//         ),\n//       ),\n//     );\n//   }\n//   return EMPTY;\n// });\n\ndefer(async () => {\n  const account_config = await firstValueFrom(accountConfig$);\n  console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n  const { mainUid, uid } = account_config.data[0];\n  const isMainAccount = mainUid === uid;\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  // BLOCK_CHAIN: only available for main account\n  if (isMainAccount) {\n    const depositAddressRes = await client.getAssetDepositAddress({ ccy: 'USDT' });\n    console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n    const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n    for (const address of addresses) {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: 'TRC20',\n        currency: 'USDT',\n        address: address.addr,\n        onApply: {\n          INIT: async (order) => {\n            if (\n              !order.current_amount ||\n              order.current_amount < 3 // 最小提币额度\n            ) {\n              return { state: 'ERROR', message: 'Amount too small' };\n            }\n            const res = await firstValueFrom(resOfAssetCurrencies);\n            const theRes = res.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n            const _fee = theRes?.minFee;\n            if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n            const fee = +_fee;\n            const amt = Math.floor(order.current_amount - fee);\n            const transferResult = await client.postAssetWithdrawal({\n              amt: `${amt}`,\n              ccy: 'USDT',\n              chain: 'USDT-TRC20',\n              fee: `${fee}`,\n              dest: '4', // 链上提币\n              toAddr: order.current_rx_address!,\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const wdId = transferResult.data[0]?.wdId;\n            return { state: 'AWAIT_TX_ID', context: wdId };\n          },\n          AWAIT_TX_ID: async (transferOrder) => {\n            const wdId = transferOrder.current_tx_context;\n            const withdrawalHistory = await client.getAssetWithdrawalHistory({ wdId });\n            const txId = withdrawalHistory.data?.[0]?.txId;\n            if (!txId) {\n              return { state: 'AWAIT_TX_ID', context: wdId };\n            }\n            return { state: 'COMPLETE', transaction_id: txId };\n          },\n        },\n        onEval: async (transferOrder) => {\n          const checkResult = await client.getAssetDepositHistory({\n            ccy: 'USDT',\n            txId: transferOrder.current_transaction_id,\n            type: '4',\n          });\n\n          if (checkResult.code !== '0') {\n            return {\n              state: 'INIT',\n            };\n          }\n\n          if (checkResult.data[0].state !== '2') {\n            return { state: 'PENDING' };\n          }\n          const received_amount = +checkResult.data[0].amt;\n          return { state: 'COMPLETE', received_amount };\n        },\n      });\n    }\n  }\n\n  // Funding-Trading\n  {\n    const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await client.postAssetTransfer({\n            type: '0',\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            from: '6',\n            to: '18',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: TRADING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'trading',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await client.postAssetTransfer({\n            type: '0',\n            ccy: order.currency,\n            amt: `${order.current_amount}`,\n            from: '18',\n            to: '6',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n  // Funding-Earning\n  {\n    const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await client.postFinanceSavingsPurchaseRedempt({\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'purchase',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: EARNING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'earning',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await client.postFinanceSavingsPurchaseRedempt({\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'redempt',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n\n  // SubAccount\n  {\n    const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n    if (isMainAccount) {\n      const subAcctsRes = await client.getSubAccountList();\n      for (const item of subAcctsRes.data || []) {\n        addAccountTransferAddress({\n          terminal,\n          account_id: FUNDING_ACCOUNT_ID,\n          network_id: getSubAccountNetworkId(item.uid),\n          currency: 'USDT',\n          address: 'main',\n          onApply: {\n            INIT: async (order) => {\n              const transferResult = await client.postAssetTransfer({\n                type: '1',\n                ccy: 'USDT',\n                amt: `${order.current_amount}`,\n                from: '6',\n                to: '6',\n                subAcct: item.subAcct,\n              });\n              if (transferResult.code !== '0') {\n                return { state: 'INIT', message: transferResult.msg };\n              }\n              const transaction_id = transferResult.data[0].transId;\n              return { state: 'COMPLETE', transaction_id };\n            },\n          },\n          onEval: async (order) => {\n            // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n            // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n            // const received_amount = checkResult?.data?.[0]?.amt;\n            // if (!received_amount) {\n            //   return { state: 'INIT', message: checkResult.msg };\n            // }\n            // return { state: 'COMPLETE', received_amount: +received_amount };\n\n            return { state: 'COMPLETE', received_amount: order.current_amount };\n          },\n        });\n      }\n    }\n    // SubAccount API\n    else {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: getSubAccountNetworkId(uid),\n        currency: 'USDT',\n        address: 'sub',\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await client.postAssetTransfer({\n              type: '3',\n              ccy: 'USDT',\n              amt: `${order.current_amount}`,\n              from: '6',\n              to: '6',\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const transaction_id = transferResult.data[0].transId;\n            return { state: 'COMPLETE', transaction_id };\n          },\n        },\n        onEval: async (order) => {\n          // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n          // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n          // const received_amount = checkResult?.data?.[0]?.amt;\n          // if (!received_amount) {\n          //   return { state: 'INIT', message: checkResult.msg };\n          // }\n          // return { state: 'COMPLETE', received_amount: +received_amount };\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n    }\n  }\n}).subscribe();\n\ndefer(async () => {\n  const tradingAccountInfo = await firstValueFrom(tradingAccountInfo$);\n  terminal.provideService(\n    'SubmitOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountInfo.account_id },\n      },\n    },\n    async (msg) => {\n      console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(msg));\n      const order = msg.req;\n      const [instType, instId] = decodePath(order.product_id);\n\n      const mapOrderDirectionToSide = (direction?: string) => {\n        switch (direction) {\n          case 'OPEN_LONG':\n          case 'CLOSE_SHORT':\n            return 'buy';\n          case 'OPEN_SHORT':\n          case 'CLOSE_LONG':\n            return 'sell';\n        }\n        throw new Error(`Unknown direction: ${direction}`);\n      };\n      const mapOrderDirectionToPosSide = (direction?: string) => {\n        switch (direction) {\n          case 'OPEN_LONG':\n          case 'CLOSE_LONG':\n            return 'long';\n          case 'CLOSE_SHORT':\n          case 'OPEN_SHORT':\n            return 'short';\n        }\n        throw new Error(`Unknown direction: ${direction}`);\n      };\n      const mapOrderTypeToOrdType = (order_type?: string) => {\n        switch (order_type) {\n          case 'LIMIT':\n            return 'limit';\n          case 'MARKET':\n            return 'market';\n        }\n        throw new Error(`Unknown order type: ${order_type}`);\n      };\n\n      // 交易数量，表示要购买或者出售的数量。\n      // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n      // 当币币杠杆以市价买入时，指计价货币的数量。\n      // 当币币杠杆以市价卖出时，指交易货币的数量。\n      // 对于币币市价单，单位由 tgtCcy 决定\n      // 当交割、永续、期权买入和卖出时，指合约张数。\n      const mapOrderVolumeToSz = async (order: IOrder) => {\n        if (instType === 'SWAP') {\n          return order.volume;\n        }\n        if (instType === 'MARGIN') {\n          if (order.order_type === 'LIMIT') {\n            return order.volume;\n          }\n          if (order.order_type === 'MARKET') {\n            if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n              return order.volume;\n            }\n            //\n            const price = await firstValueFrom(\n              spotMarketTickers$.pipe(\n                map((x) =>\n                  mapOrderDirectionToPosSide(order.order_direction) === 'long'\n                    ? +x[instId].askPx\n                    : +x[instId].bidPx,\n                ),\n              ),\n            );\n            if (!price) {\n              throw new Error(`invalid tick: ${price}`);\n            }\n            console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n            const theProduct = await firstValueFrom(\n              mapProductIdToMarginProduct$.pipe(map((x) => x.get(order.product_id))),\n            );\n            if (!theProduct) {\n              throw new Error(`Unknown product: ${order.position_id}`);\n            }\n            return roundToStep(order.volume * price, theProduct.volume_step!);\n          }\n\n          return 0;\n        }\n\n        if (instType === 'SPOT') {\n          return order.volume;\n        }\n\n        throw new Error(`Unknown instType: ${instType}`);\n      };\n\n      const params = {\n        instId,\n        tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n        side: mapOrderDirectionToSide(order.order_direction),\n        posSide:\n          instType === 'MARGIN' || instType === 'SPOT'\n            ? 'net'\n            : mapOrderDirectionToPosSide(order.order_direction),\n        ordType: mapOrderTypeToOrdType(order.order_type),\n        sz: (await mapOrderVolumeToSz(order)).toString(),\n        tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n        reduceOnly:\n          instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n            ? 'true'\n            : undefined,\n        px: order.order_type === 'LIMIT' ? order.price!.toString() : undefined,\n        ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n      };\n      console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n      const res = await client.postTradeOrder(params);\n      if (res.code === '0' && res.data?.[0]?.ordId) {\n        return {\n          res: {\n            code: 0,\n            message: 'OK',\n            data: {\n              order_id: res.data[0].ordId,\n            },\n          },\n        };\n      }\n      return { res: { code: +res.code, message: res.msg } };\n    },\n  );\n\n  terminal.provideService(\n    'ModifyOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountInfo.account_id },\n      },\n    },\n    async (msg) => {\n      console.info(formatTime(Date.now()), 'ModifyOrder', JSON.stringify(msg));\n      const order = msg.req;\n      const [instType, instId] = decodePath(order.product_id);\n\n      const params: any = {\n        instId,\n        ordId: order.order_id, // 使用现有订单ID\n      };\n\n      // 如果需要修改价格\n      if (order.price !== undefined) {\n        params.newPx = order.price.toString();\n      }\n\n      // 如果需要修改数量\n      if (order.volume !== undefined) {\n        // 处理数量修改，类似于 SubmitOrder 中的逻辑\n        if (instType === 'SWAP') {\n          params.newSz = order.volume.toString();\n        } else if (instType === 'SPOT') {\n          params.newSz = order.volume.toString();\n        } else if (instType === 'MARGIN') {\n          if (order.order_type === 'LIMIT') {\n            params.newSz = order.volume.toString();\n          }\n          if (order.order_type === 'MARKET') {\n            // 对于市价单，可能需要根据当前价格计算新的数量\n            const price = await firstValueFrom(\n              spotMarketTickers$.pipe(\n                map((x) =>\n                  order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n                    ? +x[instId].askPx\n                    : +x[instId].bidPx,\n                ),\n              ),\n            );\n            if (!price) {\n              throw new Error(`invalid tick: ${price}`);\n            }\n            console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n            const theProduct = await firstValueFrom(\n              mapProductIdToMarginProduct$.pipe(map((x) => x.get(order.product_id))),\n            );\n            if (!theProduct) {\n              throw new Error(`Unknown product: ${order.position_id}`);\n            }\n            params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n          }\n        } else {\n          throw new Error(`Unknown instType: ${instType}`);\n        }\n      }\n\n      console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n      const res = await client.postTradeAmendOrder(params);\n      if (res.code !== '0') {\n        return {\n          res: {\n            code: +res.code,\n            message: res.msg,\n          },\n        };\n      }\n\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  terminal.provideService(\n    'CancelOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountInfo.account_id },\n      },\n    },\n    (msg) =>\n      defer(async () => {\n        const order = msg.req;\n        const [instType, instId] = decodePath(order.product_id);\n        const res = await client.postTradeCancelOrder({\n          instId,\n          ordId: order.order_id,\n        });\n        if (res.code !== '0') {\n          return { res: { code: +res.code, message: res.msg } };\n        }\n        return { res: { code: 0, message: 'OK' } };\n      }),\n  );\n}).subscribe();\n"]}