@yuants/vendor-okx 0.16.9 → 0.17.1

package/lib/quote.js

@@ -0,0 +1,61 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.swapOpenInterest$ = exports.spotMarketTickers$ = exports.swapMarketTickers$ = void 0;
+const utils_1 = require("@yuants/utils");
+const protocol_1 = require("@yuants/protocol");
+const sql_1 = require("@yuants/sql");
+const rxjs_1 = require("rxjs");
+const api_1 = require("./api");
+const swapTickers$ = (0, rxjs_1.defer)(() => api_1.client.getMarketTickers({ instType: 'SWAP' })).pipe((0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1));
+const spotTickers$ = (0, rxjs_1.defer)(() => api_1.client.getMarketTickers({ instType: 'SPOT' })).pipe((0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1));
+exports.swapMarketTickers$ = (0, rxjs_1.defer)(() => swapTickers$).pipe((0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x.data).pipe((0, rxjs_1.map)((x) => [x.instId, x]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((x) => Object.fromEntries(x)))), (0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1));
+exports.spotMarketTickers$ = (0, rxjs_1.defer)(() => spotTickers$).pipe((0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x.data).pipe((0, rxjs_1.map)((x) => [x.instId, x]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((x) => Object.fromEntries(x)))), (0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1));
+const quote1$ = swapTickers$.pipe((0, rxjs_1.mergeMap)((x) => x.data || []), (0, rxjs_1.map)((ticker) => ({
+    datasource_id: 'OKX',
+    product_id: (0, utils_1.encodePath)('SWAP', ticker.instId),
+    last_price: ticker.last,
+    ask_price: ticker.askPx,
+    bid_price: ticker.bidPx,
+    ask_volume: ticker.askSz,
+    bid_volume: ticker.bidSz,
+})));
+const quote2$ = spotTickers$.pipe((0, rxjs_1.mergeMap)((x) => x.data || []), (0, rxjs_1.map)((ticker) => ({
+    datasource_id: 'OKX',
+    product_id: (0, utils_1.encodePath)('SPOT', ticker.instId),
+    last_price: ticker.last,
+    ask_price: ticker.askPx,
+    bid_price: ticker.bidPx,
+    ask_volume: ticker.askSz,
+    bid_volume: ticker.bidSz,
+})));
+const quote4$ = spotTickers$.pipe((0, rxjs_1.mergeMap)((x) => x.data || []), (0, rxjs_1.map)((ticker) => ({
+    datasource_id: 'OKX',
+    product_id: (0, utils_1.encodePath)('MARGIN', ticker.instId),
+    last_price: ticker.last,
+    ask_price: ticker.askPx,
+    bid_price: ticker.bidPx,
+    ask_volume: ticker.askSz,
+    bid_volume: ticker.bidSz,
+})));
+const swapOpenInterests$ = (0, rxjs_1.defer)(() => api_1.client.getOpenInterest({ instType: 'SWAP' })).pipe((0, rxjs_1.repeat)({ delay: 10000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.shareReplay)(1));
+const quote3$ = swapOpenInterests$.pipe((0, rxjs_1.mergeMap)((x) => x.data || []), (0, rxjs_1.map)((x) => ({
+    datasource_id: 'OKX',
+    product_id: (0, utils_1.encodePath)('SWAP', x.instId),
+    open_interest: x.oi,
+})));
+// 合并不同来源的数据并进行合并，避免死锁
+if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
+    (0, rxjs_1.merge)(quote1$, quote2$, quote3$, quote4$)
+        .pipe((0, rxjs_1.groupBy)((x) => (0, utils_1.encodePath)(x.datasource_id, x.product_id)), (0, rxjs_1.mergeMap)((group$) => {
+        return group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur), {}));
+    }), (0, sql_1.writeToSQL)({
+        terminal: protocol_1.Terminal.fromNodeEnv(),
+        writeInterval: 1000,
+        tableName: 'quote',
+        keyFn: (quote) => (0, utils_1.encodePath)(quote.datasource_id, quote.product_id),
+        conflictKeys: ['datasource_id', 'product_id'],
+    }))
+        .subscribe();
+}
+exports.swapOpenInterest$ = (0, rxjs_1.defer)(() => swapOpenInterests$).pipe((0, rxjs_1.map)((x) => new Map(x.data.map((x) => [x.instId, +x.oi]))), (0, rxjs_1.shareReplay)(1));
+//# sourceMappingURL=quote.js.map

package/lib/quote.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.js","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":";;;AAAA,yCAA2C;AAE3C,+CAA4C;AAC5C,qCAAyC;AACzC,+BAA6G;AAC7G,+BAA+B;AAE/B,MAAM,YAAY,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,YAAM,CAAC,gBAAgB,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CAClF,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,YAAY,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,YAAM,CAAC,gBAAgB,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CAClF,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEW,QAAA,kBAAkB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,YAAY,CAAC,CAAC,IAAI,CAC9D,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAA,WAAI,EAAC,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAU,CAAC,EAClC,IAAA,cAAO,GAAE,EACT,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,CAClC,CACF,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEW,QAAA,kBAAkB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,YAAY,CAAC,CAAC,IAAI,CAC9D,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAA,WAAI,EAAC,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAU,CAAC,EAClC,IAAA,cAAO,GAAE,EACT,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,CAClC,CACF,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,OAAO,GAAG,YAAY,CAAC,IAAI,CAC/B,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,EAC7B,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE,CAAC,CAAC;IAC5B,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;IAC7C,UAAU,EAAE,MAAM,CAAC,IAAI;IACvB,SAAS,EAAE,MAAM,CAAC,KAAK;IACvB,SAAS,EAAE,MAAM,CAAC,KAAK;IACvB,UAAU,EAAE,MAAM,CAAC,KAAK;IACxB,UAAU,EAAE,MAAM,CAAC,KAAK;CACzB,CAAC,CACH,CACF,CAAC;AAEF,MAAM,OAAO,GAAG,YAAY,CAAC,IAAI,CAC/B,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,EAC7B,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE,CAAC,CAAC;IAC5B,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;IAC7C,UAAU,EAAE,MAAM,CAAC,IAAI;IACvB,SAAS,EAAE,MAAM,CAAC,KAAK;IACvB,SAAS,EAAE,MAAM,CAAC,KAAK;IACvB,UAAU,EAAE,MAAM,CAAC,KAAK;IACxB,UAAU,EAAE,MAAM,CAAC,KAAK;CACzB,CAAC,CACH,CACF,CAAC;AAEF,MAAM,OAAO,GAAG,YAAY,CAAC,IAAI,CAC/B,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,EAC7B,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE,CAAC,CAAC;IAC5B,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC;IAC/C,UAAU,EAAE,MAAM,CAAC,IAAI;IACvB,SAAS,EAAE,MAAM,CAAC,KAAK;IACvB,SAAS,EAAE,MAAM,CAAC,KAAK;IACvB,UAAU,EAAE,MAAM,CAAC,KAAK;IACxB,UAAU,EAAE,MAAM,CAAC,KAAK;CACzB,CAAC,CACH,CACF,CAAC;AAEF,MAAM,kBAAkB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,YAAM,CAAC,eAAe,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CACvF,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACzB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,OAAO,GAAG,kBAAkB,CAAC,IAAI,CACrC,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,EAC7B,IAAA,UAAG,EACD,CAAC,CAAC,EAAmB,EAAE,CAAC,CAAC;IACvB,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,CAAC,CAAC,MAAM,CAAC;IACxC,aAAa,EAAE,CAAC,CAAC,EAAE;CACpB,CAAC,CACH,CACF,CAAC;AAEF,sBAAsB;AACtB,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,IAAA,YAAK,EAAC,OAAO,EAAE,OAAO,EAAE,OAAO,EAAE,OAAO,CAAC;SACtC,IAAI,CACH,IAAA,cAAO,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAA,kBAAU,EAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC,CAAC,EACzD,IAAA,eAAQ,EAAC,CAAC,MAAM,EAAE,EAAE;QAClB,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,WAAI,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAqB,CAAC,CAAC,CAAC;IACzF,CAAC,CAAC,EACF,IAAA,gBAAU,EAAC;QACT,QAAQ,EAAE,mBAAQ,CAAC,WAAW,EAAE;QAChC,aAAa,EAAE,IAAI;QACnB,SAAS,EAAE,OAAO;QAClB,KAAK,EAAE,CAAC,KAAK,EAAE,EAAE,CAAC,IAAA,kBAAU,EAAC,KAAK,CAAC,aAAa,EAAE,KAAK,CAAC,UAAU,CAAC;QACnE,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB;AAEY,QAAA,iBAAiB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,kBAAkB,CAAC,CAAC,IAAI,CACnE,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE,CAAU,CAAC,CAAC,CAAC,EAClE,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC","sourcesContent":["import { encodePath } from '@yuants/utils';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst swapTickers$ = defer(() => client.getMarketTickers({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nconst spotTickers$ = defer(() => client.getMarketTickers({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nexport const swapMarketTickers$ = defer(() => swapTickers$).pipe(\n  mergeMap((x) =>\n    from(x.data).pipe(\n      map((x) => [x.instId, x] as const),\n      toArray(),\n      map((x) => Object.fromEntries(x)),\n    ),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n  mergeMap((x) =>\n    from(x.data).pipe(\n      map((x) => [x.instId, x] as const),\n      toArray(),\n      map((x) => Object.fromEntries(x)),\n    ),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nconst quote1$ = swapTickers$.pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', ticker.instId),\n      last_price: ticker.last,\n      ask_price: ticker.askPx,\n      bid_price: ticker.bidPx,\n      ask_volume: ticker.askSz,\n      bid_volume: ticker.bidSz,\n    }),\n  ),\n);\n\nconst quote2$ = spotTickers$.pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', ticker.instId),\n      last_price: ticker.last,\n      ask_price: ticker.askPx,\n      bid_price: ticker.bidPx,\n      ask_volume: ticker.askSz,\n      bid_volume: ticker.bidSz,\n    }),\n  ),\n);\n\nconst quote4$ = spotTickers$.pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', ticker.instId),\n      last_price: ticker.last,\n      ask_price: ticker.askPx,\n      bid_price: ticker.bidPx,\n      ask_volume: ticker.askSz,\n      bid_volume: ticker.bidSz,\n    }),\n  ),\n);\n\nconst swapOpenInterests$ = defer(() => client.getOpenInterest({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst quote3$ = swapOpenInterests$.pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', x.instId),\n      open_interest: x.oi,\n    }),\n  ),\n);\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  merge(quote1$, quote2$, quote3$, quote4$)\n    .pipe(\n      groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n      mergeMap((group$) => {\n        return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n      }),\n      writeToSQL({\n        terminal: Terminal.fromNodeEnv(),\n        writeInterval: 1000,\n        tableName: 'quote',\n        keyFn: (quote) => encodePath(quote.datasource_id, quote.product_id),\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n  map((x) => new Map(x.data.map((x) => [x.instId, +x.oi] as const))),\n  shareReplay(1),\n);\n"]}

package/lib/websocket.d.ts

@@ -0,0 +1,14 @@
+declare class OKXWsClient {
+    ws: WebSocket;
+    connected: boolean;
+    subscriptions: Set<string>;
+    handlers: Record<string, Function>;
+    pendingSub: string[];
+    constructor(url: string);
+    handleMessage(raw: any): void;
+    subscribe(channel: string, instId?: string, handler?: Function): void;
+    unsubscribe(channel: string, instId?: string): void;
+}
+export declare const okxBusinessWsClient: OKXWsClient;
+export {};
+//# sourceMappingURL=websocket.d.ts.map

package/lib/websocket.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"websocket.d.ts","sourceRoot":"","sources":["../src/websocket.ts"],"names":[],"mappings":"AAGA,cAAM,WAAW;IACf,EAAE,EAAE,SAAS,CAAC;IACd,SAAS,EAAE,OAAO,CAAS;IAC3B,aAAa,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;IAC3B,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IACnC,UAAU,EAAE,MAAM,EAAE,CAAC;gBACT,GAAG,EAAE,MAAM;IAsBvB,aAAa,CAAC,GAAG,EAAE,GAAG;IActB,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,QAAQ;IA0B9D,WAAW,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM;CAc7C;AAED,eAAO,MAAM,mBAAmB,aAA6D,CAAC"}

package/lib/websocket.js

@@ -0,0 +1,83 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.okxBusinessWsClient = void 0;
+const utils_1 = require("@yuants/utils");
+// import WebSocket from 'ws';
+class OKXWsClient {
+    constructor(url) {
+        this.connected = false;
+        // this.instId = instId;
+        this.ws = new WebSocket(url);
+        this.pendingSub = [];
+        // this.ws.
+        this.ws.addEventListener('open', () => {
+            this.connected = true;
+            console.info((0, utils_1.formatTime)(Date.now()), '✅ WS connected');
+            while (this.pendingSub.length > 0) {
+                const msg = this.pendingSub.shift();
+                if (msg) {
+                    this.ws.send(msg);
+                    console.info((0, utils_1.formatTime)(Date.now()), `📩 Sent subscribe for ${msg}`);
+                }
+            }
+        });
+        this.ws.addEventListener('message', (raw) => this.handleMessage(raw));
+        this.subscriptions = new Set();
+        this.handlers = {}; // key: channel, value: callback
+    }
+    // 处理消息
+    handleMessage(raw) {
+        var _a, _b;
+        const msg = JSON.parse(raw.data);
+        if ((_a = msg.arg) === null || _a === void 0 ? void 0 : _a.channel) {
+            const channelId = (0, utils_1.encodePath)(msg.arg.channel, msg.arg.instId);
+            const data = (_b = msg.data) === null || _b === void 0 ? void 0 : _b[0];
+            if (data && this.handlers[channelId]) {
+                this.handlers[channelId](data, msg.arg);
+            }
+        }
+        else if (msg.event) {
+            console.info('Event:', msg);
+        }
+    }
+    // 调用订阅
+    subscribe(channel, instId, handler) {
+        const channelId = (0, utils_1.encodePath)(channel, instId);
+        if (this.subscriptions.has(channelId)) {
+            console.info((0, utils_1.formatTime)(Date.now()), `⚠️ Already subscribed: ${channelId}`);
+            return;
+        }
+        const subMsg = {
+            op: 'subscribe',
+            args: [{ channel, instId }],
+        };
+        if (this.connected) {
+            this.ws.send(JSON.stringify(subMsg));
+            console.info((0, utils_1.formatTime)(Date.now()), `📩 Sent subscribe for ${channelId}`);
+        }
+        else {
+            this.pendingSub.push(JSON.stringify(subMsg));
+            console.info((0, utils_1.formatTime)(Date.now()), `📩 add subscribe for ${channelId} to pending list`);
+        }
+        this.subscriptions.add(channelId);
+        if (handler) {
+            this.handlers[channelId] = handler;
+        }
+    }
+    // 取消订阅
+    unsubscribe(channel, instId) {
+        const channelId = (0, utils_1.encodePath)(channel, instId);
+        if (!this.subscriptions.has(channelId))
+            return;
+        const unSubMsg = {
+            op: 'unsubscribe',
+            args: [{ channel, instId }],
+        };
+        this.ws.send(JSON.stringify(unSubMsg));
+        this.subscriptions.delete(channelId);
+        delete this.handlers[channelId];
+        console.info(`📩 Sent unsubscribe for ${channelId}`);
+    }
+}
+exports.okxBusinessWsClient = new OKXWsClient('wss://wspap.okx.com:8443/ws/v5/business');
+//# sourceMappingURL=websocket.js.map

package/lib/websocket.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"websocket.js","sourceRoot":"","sources":["../src/websocket.ts"],"names":[],"mappings":";;;AAAA,yCAAuD;AACvD,8BAA8B;AAE9B,MAAM,WAAW;IAMf,YAAY,GAAW;QAJvB,cAAS,GAAY,KAAK,CAAC;QAKzB,wBAAwB;QACxB,IAAI,CAAC,EAAE,GAAG,IAAI,SAAS,CAAC,GAAG,CAAC,CAAC;QAC7B,IAAI,CAAC,UAAU,GAAG,EAAE,CAAC;QACrB,WAAW;QACX,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,MAAM,EAAE,GAAG,EAAE;YACpC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;YACtB,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,gBAAgB,CAAC,CAAC;YACvD,OAAO,IAAI,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,EAAE;gBACjC,MAAM,GAAG,GAAG,IAAI,CAAC,UAAU,CAAC,KAAK,EAAE,CAAC;gBACpC,IAAI,GAAG,EAAE;oBACP,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;oBAClB,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,yBAAyB,GAAG,EAAE,CAAC,CAAC;iBACtE;aACF;QACH,CAAC,CAAC,CAAC;QACH,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,SAAS,EAAE,CAAC,GAAG,EAAE,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,CAAC,CAAC;QACtE,IAAI,CAAC,aAAa,GAAG,IAAI,GAAG,EAAE,CAAC;QAC/B,IAAI,CAAC,QAAQ,GAAG,EAAE,CAAC,CAAC,gCAAgC;IACtD,CAAC;IAED,OAAO;IACP,aAAa,CAAC,GAAQ;;QACpB,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;QACjC,IAAI,MAAA,GAAG,CAAC,GAAG,0CAAE,OAAO,EAAE;YACpB,MAAM,SAAS,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,GAAG,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;YAC9D,MAAM,IAAI,GAAG,MAAA,GAAG,CAAC,IAAI,0CAAG,CAAC,CAAC,CAAC;YAC3B,IAAI,IAAI,IAAI,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE;gBACpC,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,IAAI,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;aACzC;SACF;aAAM,IAAI,GAAG,CAAC,KAAK,EAAE;YACpB,OAAO,CAAC,IAAI,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC;SAC7B;IACH,CAAC;IAED,OAAO;IACP,SAAS,CAAC,OAAe,EAAE,MAAe,EAAE,OAAkB;QAC5D,MAAM,SAAS,GAAG,IAAA,kBAAU,EAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,IAAI,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,SAAS,CAAC,EAAE;YACrC,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,0BAA0B,SAAS,EAAE,CAAC,CAAC;YAC5E,OAAO;SACR;QAED,MAAM,MAAM,GAAG;YACb,EAAE,EAAE,WAAW;YACf,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,MAAM,EAAE,CAAC;SAC5B,CAAC;QAEF,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;YACrC,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,yBAAyB,SAAS,EAAE,CAAC,CAAC;SAC5E;aAAM;YACL,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;YAC7C,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,wBAAwB,SAAS,kBAAkB,CAAC,CAAC;SAC3F;QACD,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;QAClC,IAAI,OAAO,EAAE;YACX,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,GAAG,OAAO,CAAC;SACpC;IACH,CAAC;IAED,OAAO;IACP,WAAW,CAAC,OAAe,EAAE,MAAe;QAC1C,MAAM,SAAS,GAAG,IAAA,kBAAU,EAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,IAAI,CAAC,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,SAAS,CAAC;YAAE,OAAO;QAE/C,MAAM,QAAQ,GAAG;YACf,EAAE,EAAE,aAAa;YACjB,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,MAAM,EAAE,CAAC;SAC5B,CAAC;QAEF,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,CAAC,CAAC;QACvC,IAAI,CAAC,aAAa,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;QACrC,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC;QAChC,OAAO,CAAC,IAAI,CAAC,2BAA2B,SAAS,EAAE,CAAC,CAAC;IACvD,CAAC;CACF;AAEY,QAAA,mBAAmB,GAAG,IAAI,WAAW,CAAC,yCAAyC,CAAC,CAAC","sourcesContent":["import { encodePath, formatTime } from '@yuants/utils';\n// import WebSocket from 'ws';\n\nclass OKXWsClient {\n  ws: WebSocket;\n  connected: boolean = false;\n  subscriptions: Set<string>;\n  handlers: Record<string, Function>;\n  pendingSub: string[];\n  constructor(url: string) {\n    // this.instId = instId;\n    this.ws = new WebSocket(url);\n    this.pendingSub = [];\n    // this.ws.\n    this.ws.addEventListener('open', () => {\n      this.connected = true;\n      console.info(formatTime(Date.now()), '✅ WS connected');\n      while (this.pendingSub.length > 0) {\n        const msg = this.pendingSub.shift();\n        if (msg) {\n          this.ws.send(msg);\n          console.info(formatTime(Date.now()), `📩 Sent subscribe for ${msg}`);\n        }\n      }\n    });\n    this.ws.addEventListener('message', (raw) => this.handleMessage(raw));\n    this.subscriptions = new Set();\n    this.handlers = {}; // key: channel, value: callback\n  }\n\n  // 处理消息\n  handleMessage(raw: any) {\n    const msg = JSON.parse(raw.data);\n    if (msg.arg?.channel) {\n      const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n      const data = msg.data?.[0];\n      if (data && this.handlers[channelId]) {\n        this.handlers[channelId](data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info('Event:', msg);\n    }\n  }\n\n  // 调用订阅\n  subscribe(channel: string, instId?: string, handler?: Function) {\n    const channelId = encodePath(channel, instId);\n    if (this.subscriptions.has(channelId)) {\n      console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n      return;\n    }\n\n    const subMsg = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n\n    if (this.connected) {\n      this.ws.send(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n    } else {\n      this.pendingSub.push(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);\n    }\n    this.subscriptions.add(channelId);\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n  }\n\n  // 取消订阅\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    const unSubMsg = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n\n    this.ws.send(JSON.stringify(unSubMsg));\n    this.subscriptions.delete(channelId);\n    delete this.handlers[channelId];\n    console.info(`📩 Sent unsubscribe for ${channelId}`);\n  }\n}\n\nexport const okxBusinessWsClient = new OKXWsClient('wss://wspap.okx.com:8443/ws/v5/business');\n"]}

package/package.json

@@ -1,8 +1,11 @@
 {
 	"name": "@yuants/vendor-okx",
-	"version": "0.16.9",
+	"version": "0.17.1",
+	"bin": "lib/cli.js",
 	"files": [
-		"dist/extension.bundle.js"
+		"dist",
+		"lib",
+		"temp"
 	],
 	"dependencies": {
 		"@yuants/protocol": "0.37.2",
@@ -18,7 +21,8 @@
 		"@yuants/data-quote": "0.2.8",
 		"@yuants/secret": "0.1.8",
 		"rxjs": "~7.5.6",
-		"crypto-js": "^4.2.0"
+		"crypto-js": "^4.2.0",
+		"ws": "~8.8.1"
 	},
 	"devDependencies": {
 		"@microsoft/api-extractor": "~7.30.0",
@@ -30,7 +34,8 @@
 		"@yuants/extension": "0.2.20",
 		"@yuants/tool-kit": "0.1.10",
 		"typescript": "~4.7.4",
-		"ts-node": "~10.9.2"
+		"ts-node": "~10.9.2",
+		"@types/ws": "~8.5.3"
 	},
 	"publishConfig": {
 		"registry": "https://registry.npmjs.org",

package/temp/image-tag

@@ -0,0 +1 @@
+sha-8e0b6ef6a5e54de9f49b72355c2845da5cb055a5

package/temp/package-deps.json

@@ -0,0 +1,42 @@
+{
+    "apps/vendor-okx/CHANGELOG.json": "065eafb1c1ec13c2d594c989bc205c94a874e9ce",
+    "apps/vendor-okx/CHANGELOG.md": "1d22611d9bf572cbd8f0f7f901dcb555b4a14192",
+    "apps/vendor-okx/README.md": "ac3d1f6c4c8d73066664699b0bb1b01db02e67a2",
+    "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
+    "apps/vendor-okx/build/Dockerfile": "e625b9593e496c343297c9ce133d6cc4be9617a7",
+    "apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
+    "apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
+    "apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
+    "apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
+    "apps/vendor-okx/package.json": "38623ab0fceb6799e6363732a5669cb9dd647648",
+    "apps/vendor-okx/src/account.ts": "ee25dbdc249b056856d64d3a67e654d8aa2dc53b",
+    "apps/vendor-okx/src/api.ts": "0433a359ec1fb84c866c1875b630cbb861696533",
+    "apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
+    "apps/vendor-okx/src/cluster.ts": "9971d8d5e6af16e09d2d1fe5e9f05ccee87281e8",
+    "apps/vendor-okx/src/extension.ts": "e5c9bc791d3c4beade4c8a1854d1351ba3ddd3aa",
+    "apps/vendor-okx/src/index.ts": "6c9f8e299d58c3acdcf99d75f3173abba085f385",
+    "apps/vendor-okx/src/interest_rate.ts": "da173624ffed4cb083d797328174fe717809769c",
+    "apps/vendor-okx/src/legacy_index.ts": "19f9e4af4b6b8ae846e0800b1bd52d5eeaa8a2ce",
+    "apps/vendor-okx/src/logger.ts": "d25d427e74f46819a601e0cb17d5358b22c8db7b",
+    "apps/vendor-okx/src/ohlc.ts": "ffbe2feadd43befb925984fdc704d00527717e92",
+    "apps/vendor-okx/src/order.ts": "09509ae5af4b212cc1c99c55c436b3b0ce8bda33",
+    "apps/vendor-okx/src/product.ts": "a2e7feb86bc01fe3b1af6dcb9a9ebfba6be91434",
+    "apps/vendor-okx/src/quote.ts": "b8dd019e6cceb50e486a9d41e54385bda4e21ab0",
+    "apps/vendor-okx/src/websocket.ts": "7a22838b75247cdc3da90c8601100b6e8b34a350",
+    "apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
+    "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "87df045a10e829fd62d50013da30fd929442d54c",
+    "libraries/protocol/temp/package-deps.json": "d326f24867d9ae3fef16ff84ba537eabb7c8adf0",
+    "libraries/transfer/temp/package-deps.json": "cb2786055e5e79cd7d9d0f5787e300ca1c0bf002",
+    "libraries/data-account/temp/package-deps.json": "7fcf0ee1dd95c391d26c35e9c380a0fe3636c004",
+    "libraries/data-order/temp/package-deps.json": "58c4daa9bd7c6420bbf92efd003aa311ade858ae",
+    "libraries/utils/temp/package-deps.json": "c747617da1c0a40843603c62a7477da641ff0aef",
+    "libraries/sql/temp/package-deps.json": "1cb2248873d01ed732e8473f7b242a41f987fdd7",
+    "libraries/data-series/temp/package-deps.json": "3ba9330800ae3952ed7ba430526596a24d1e8eb7",
+    "libraries/data-product/temp/package-deps.json": "634e636d948295079b02dbeffb84f6d52872fda8",
+    "libraries/data-ohlc/temp/package-deps.json": "f05db3bced2139edafc9a3d2c647d0987f974ce7",
+    "libraries/data-interest-rate/temp/package-deps.json": "420702140b635d7fbbd0524108a827b12efde639",
+    "libraries/data-quote/temp/package-deps.json": "477aa425b15f7308c292c4d5d4d44e42e69765a3",
+    "libraries/secret/temp/package-deps.json": "892d858510fdede82540567f298604c7495d5793",
+    "libraries/extension/temp/package-deps.json": "96816518ae9dc050cafe0b8fbce95cbb59d06ee6",
+    "tools/toolkit/temp/package-deps.json": "eb0447c467da3a90db0913ed01e42ec0de840234"
+}

package/temp/vendor-okx.api.json

@@ -0,0 +1,177 @@
+{
+  "metadata": {
+    "toolPackage": "@microsoft/api-extractor",
+    "toolVersion": "7.30.1",
+    "schemaVersion": 1009,
+    "oldestForwardsCompatibleVersion": 1001,
+    "tsdocConfig": {
+      "$schema": "https://developer.microsoft.com/json-schemas/tsdoc/v0/tsdoc.schema.json",
+      "noStandardTags": true,
+      "tagDefinitions": [
+        {
+          "tagName": "@alpha",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@beta",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@defaultValue",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@decorator",
+          "syntaxKind": "block",
+          "allowMultiple": true
+        },
+        {
+          "tagName": "@deprecated",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@eventProperty",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@example",
+          "syntaxKind": "block",
+          "allowMultiple": true
+        },
+        {
+          "tagName": "@experimental",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@inheritDoc",
+          "syntaxKind": "inline"
+        },
+        {
+          "tagName": "@internal",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@label",
+          "syntaxKind": "inline"
+        },
+        {
+          "tagName": "@link",
+          "syntaxKind": "inline",
+          "allowMultiple": true
+        },
+        {
+          "tagName": "@override",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@packageDocumentation",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@param",
+          "syntaxKind": "block",
+          "allowMultiple": true
+        },
+        {
+          "tagName": "@privateRemarks",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@public",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@readonly",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@remarks",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@returns",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@sealed",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@see",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@throws",
+          "syntaxKind": "block",
+          "allowMultiple": true
+        },
+        {
+          "tagName": "@typeParam",
+          "syntaxKind": "block",
+          "allowMultiple": true
+        },
+        {
+          "tagName": "@virtual",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@betaDocumentation",
+          "syntaxKind": "modifier"
+        },
+        {
+          "tagName": "@internalRemarks",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@preapproved",
+          "syntaxKind": "modifier"
+        }
+      ],
+      "supportForTags": {
+        "@alpha": true,
+        "@beta": true,
+        "@defaultValue": true,
+        "@decorator": true,
+        "@deprecated": true,
+        "@eventProperty": true,
+        "@example": true,
+        "@experimental": true,
+        "@inheritDoc": true,
+        "@internal": true,
+        "@label": true,
+        "@link": true,
+        "@override": true,
+        "@packageDocumentation": true,
+        "@param": true,
+        "@privateRemarks": true,
+        "@public": true,
+        "@readonly": true,
+        "@remarks": true,
+        "@returns": true,
+        "@sealed": true,
+        "@see": true,
+        "@throws": true,
+        "@typeParam": true,
+        "@virtual": true,
+        "@betaDocumentation": true,
+        "@internalRemarks": true,
+        "@preapproved": true
+      },
+      "reportUnsupportedHtmlElements": false
+    }
+  },
+  "kind": "Package",
+  "canonicalReference": "@yuants/vendor-okx!",
+  "docComment": "",
+  "name": "@yuants/vendor-okx",
+  "preserveMemberOrder": false,
+  "members": [
+    {
+      "kind": "EntryPoint",
+      "canonicalReference": "@yuants/vendor-okx!",
+      "name": "",
+      "preserveMemberOrder": false,
+      "members": []
+    }
+  ]
+}

package/temp/vendor-okx.api.md

@@ -0,0 +1,9 @@
+## API Report File for "@yuants/vendor-okx"
+
+> Do not edit this file. It is a report generated by [API Extractor](https://api-extractor.com/).
+
+```ts
+
+// (No @packageDocumentation comment for this package)
+
+```