@yuants/vendor-okx 0.20.5 → 0.20.6

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (16) hide show
  1. package/dist/ohlc.js +1 -2
  2. package/dist/ohlc.js.map +1 -1
  3. package/dist/order.js +0 -1
  4. package/dist/order.js.map +1 -1
  5. package/dist/quote.js +0 -1
  6. package/dist/quote.js.map +1 -1
  7. package/lib/ohlc.js +0 -1
  8. package/lib/ohlc.js.map +1 -1
  9. package/lib/order.js +0 -1
  10. package/lib/order.js.map +1 -1
  11. package/lib/quote.d.ts.map +1 -1
  12. package/lib/quote.js +0 -1
  13. package/lib/quote.js.map +1 -1
  14. package/package.json +12 -12
  15. package/temp/image-tag +1 -1
  16. package/temp/package-deps.json +17 -17
package/dist/ohlc.js CHANGED
@@ -12,7 +12,7 @@ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _ar
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  };
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  import { createSeriesProvider } from '@yuants/data-series';
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  import { Terminal } from '@yuants/protocol';
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- import { convertDurationToOffset, decodePath, encodePath, formatTime } from '@yuants/utils';
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+ import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
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  import { firstValueFrom, Observable, timer } from 'rxjs';
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  import { client } from './api';
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  import { OKXWsClient } from './websocket';
@@ -167,7 +167,6 @@ Terminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (ser
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  conflictKeys: ['created_at', 'series_id'],
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  writeInterval: 1000,
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  terminal: Terminal.fromNodeEnv(),
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- keyFn: (x) => encodePath(x.created_at, x.series_id),
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  }));
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  });
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  //# sourceMappingURL=ohlc.js.map
package/dist/ohlc.js.map CHANGED
@@ -1 +1 @@
1
- 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{ IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, Observable, of, timer } from 'rxjs';\nimport { client } from './api';\nimport { OKXWsClient } from './websocket';\nimport { writeToSQL } from '@yuants/sql';\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n PT1M: 'candle1m',\n PT3M: 'candle3m',\n PT5M: 'candle5m',\n PT15M: 'candle15m',\n PT30M: 'candle30m',\n\n PT1H: 'candle1H',\n PT2H: 'candle2H',\n PT4H: 'candle4H',\n PT6H: 'candle6H',\n PT12H: 'candle12H',\n\n P1D: 'candle1D',\n P1W: 'candle1W',\n P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(Terminal.fromNodeEnv(), {\n tableName: 'ohlc',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n let currentStartTime = ended_at;\n\n while (true) {\n // 向前翻页，时间降序，不含 after 时间点\n const res = await client.getHistoryCandles({\n instId,\n bar,\n after: `${currentStartTime}`,\n limit: '100',\n });\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n if (res.data.length === 0) break;\n currentStartTime = +res.data[res.data.length - 1][0];\n const data = res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n yield data;\n await firstValueFrom(timer(1000));\n }\n },\n});\n\nTerminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n // const [] = decodePath(args)\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const [, instId] = decodePath(product_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n return new Observable<IOHLC>((subscriber) => {\n console.info(formatTime(Date.now()), `subscribe`, candleType, instId);\n const okxBusinessWsClient = new OKXWsClient('ws/v5/business');\n okxBusinessWsClient.subscribe(candleType, instId, async (data: string[]) => {\n console.info(formatTime(Date.now()), `#######Data`, data);\n const created_at = Number(data[0]);\n const closed_at = created_at + offset;\n const open = data[1];\n const high = data[2];\n const low = data[3];\n const close = data[4];\n const volume = data[5];\n if (isNaN(closed_at)) {\n return;\n }\n const cancelData: IOHLC = {\n closed_at: formatTime(closed_at),\n created_at: formatTime(created_at),\n open,\n high,\n low,\n close,\n series_id,\n datasource_id,\n duration,\n product_id,\n volume,\n open_interest: '0',\n };\n subscriber.next(cancelData);\n });\n return () => {\n okxBusinessWsClient.unsubscribe(candleType, instId);\n };\n }).pipe(\n writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\n keyFn: (x) => encodePath(x.created_at, x.series_id),\n }),\n );\n});\n"]}
1
+ 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{ IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, Observable, of, timer } from 'rxjs';\nimport { client } from './api';\nimport { OKXWsClient } from './websocket';\nimport { writeToSQL } from '@yuants/sql';\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n PT1M: 'candle1m',\n PT3M: 'candle3m',\n PT5M: 'candle5m',\n PT15M: 'candle15m',\n PT30M: 'candle30m',\n\n PT1H: 'candle1H',\n PT2H: 'candle2H',\n PT4H: 'candle4H',\n PT6H: 'candle6H',\n PT12H: 'candle12H',\n\n P1D: 'candle1D',\n P1W: 'candle1W',\n P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(Terminal.fromNodeEnv(), {\n tableName: 'ohlc',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n let currentStartTime = ended_at;\n\n while (true) {\n // 向前翻页，时间降序，不含 after 时间点\n const res = await client.getHistoryCandles({\n instId,\n bar,\n after: `${currentStartTime}`,\n limit: '100',\n });\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n if (res.data.length === 0) break;\n currentStartTime = +res.data[res.data.length - 1][0];\n const data = res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n yield data;\n await firstValueFrom(timer(1000));\n }\n },\n});\n\nTerminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n // const [] = decodePath(args)\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const [, instId] = decodePath(product_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n return new Observable<IOHLC>((subscriber) => {\n console.info(formatTime(Date.now()), `subscribe`, candleType, instId);\n const okxBusinessWsClient = new OKXWsClient('ws/v5/business');\n okxBusinessWsClient.subscribe(candleType, instId, async (data: string[]) => {\n console.info(formatTime(Date.now()), `#######Data`, data);\n const created_at = Number(data[0]);\n const closed_at = created_at + offset;\n const open = data[1];\n const high = data[2];\n const low = data[3];\n const close = data[4];\n const volume = data[5];\n if (isNaN(closed_at)) {\n return;\n }\n const cancelData: IOHLC = {\n closed_at: formatTime(closed_at),\n created_at: formatTime(created_at),\n open,\n high,\n low,\n close,\n series_id,\n datasource_id,\n duration,\n product_id,\n volume,\n open_interest: '0',\n };\n subscriber.next(cancelData);\n });\n return () => {\n okxBusinessWsClient.unsubscribe(candleType, instId);\n };\n }).pipe(\n writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\n }),\n );\n});\n"]}
package/dist/order.js CHANGED
@@ -13,7 +13,6 @@ writeToSQL({
13
13
  terminal: Terminal.fromNodeEnv(),
14
14
  tableName: '"order"',
15
15
  writeInterval: 1000,
16
- keyFn: (order) => encodePath(order.account_id, order.order_id),
17
16
  columns: [
18
17
  'order_id',
19
18
  'account_id',
package/dist/order.js.map CHANGED
@@ -1 +1 @@
1
- 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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport {\n defer,\n firstValueFrom,\n from,\n map,\n merge,\n mergeMap,\n repeat,\n retry,\n shareReplay,\n Subject,\n tap,\n} from 'rxjs';\nimport { accountUid$ } from './account';\nimport { client } from './api';\n\nexport const order$ = new Subject<IOrder>();\n\norder$\n .pipe(\n //\n // mergeMap((x) => x),\n writeToSQL({\n terminal: Terminal.fromNodeEnv(),\n tableName: '\"order\"',\n writeInterval: 1000,\n keyFn: (order) => encodePath(order.account_id, order.order_id),\n columns: [\n 'order_id',\n 'account_id',\n 'product_id',\n 'position_id',\n 'order_type',\n 'order_direction',\n 'volume',\n 'submit_at',\n 'updated_at',\n 'filled_at',\n 'price',\n 'traded_volume',\n 'traded_price',\n 'order_status',\n 'comment',\n 'profit_correction',\n 'real_profit',\n 'inferred_base_currency_price',\n ],\n conflictKeys: ['account_id', 'order_id'],\n }),\n )\n .subscribe();\n\nconst makeOrder = (\n x: {\n ordType: string;\n side: string;\n posSide: string;\n instType: string;\n instId: string;\n cTime: string;\n uTime: string;\n fillTime: string;\n sz: string;\n accFillSz: string;\n px: string;\n avgPx: string;\n state: string;\n clOrdId: string;\n ordId: string;\n },\n account_id: string,\n): IOrder => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n const order_status = ['live', 'partially_filled'].includes(x.state)\n ? 'ACCEPTED'\n : x.state === 'filled'\n ? 'TRADED'\n : 'CANCELLED';\n return {\n order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n created_at: formatTime(+x.cTime),\n updated_at: formatTime(+x.uTime),\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n order_status,\n };\n};\n\n(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n const swapHistoryOrders = defer(() => client.getTradeOrdersHistory({ instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const swapPendingOrders = defer(() => client.getTradeOrdersPending({ instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n .pipe(\n //\n tap((x) => {\n order$.next(x);\n }),\n )\n .subscribe();\n})();\n"]}
1
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'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n const order_status = ['live', 'partially_filled'].includes(x.state)\n ? 'ACCEPTED'\n : x.state === 'filled'\n ? 'TRADED'\n : 'CANCELLED';\n return {\n order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n created_at: formatTime(+x.cTime),\n updated_at: formatTime(+x.uTime),\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n order_status,\n };\n};\n\n(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n const swapHistoryOrders = defer(() => client.getTradeOrdersHistory({ instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const swapPendingOrders = defer(() => client.getTradeOrdersPending({ instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n .pipe(\n //\n tap((x) => {\n order$.next(x);\n }),\n )\n .subscribe();\n})();\n"]}
package/dist/quote.js CHANGED
@@ -117,7 +117,6 @@ if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
117
117
  terminal: Terminal.fromNodeEnv(),
118
118
  writeInterval: 1000,
119
119
  tableName: 'quote',
120
- keyFn: (quote) => encodePath(quote.datasource_id, quote.product_id),
121
120
  conflictKeys: ['datasource_id', 'product_id'],
122
121
  }))
123
122
  .subscribe();
package/dist/quote.js.map CHANGED
@@ -1 +1 @@
1
- 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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n defer,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n Observable,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport { OKXWsClient } from './websocket';\n\nconst wsPool: {\n client: OKXWsClient;\n requests: number;\n isFull: boolean;\n}[] = [];\n\n// ISSUE: 连接限制：3 次/秒 (基于IP)\n//\n// https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n//\n// 当订阅公有频道时，使用公有服务的地址；当订阅私有频道时，使用私有服务的地址\n//\n// 请求限制：\n//\n// 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\nconst getWsClient = () => {\n const existing = wsPool.find((item) => !item.isFull);\n if (existing) {\n existing.requests++;\n if (existing.requests >= 480) {\n existing.isFull = true;\n }\n return existing.client;\n }\n const newClient = new OKXWsClient('ws/v5/public');\n wsPool.push({ client: newClient, requests: 1, isFull: false });\n return newClient;\n};\n\nconst swapInstruments$ = defer(() => client.getInstruments({ instType: 'SWAP' })).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n map((x) => x.data),\n shareReplay(1),\n);\nconst spotInstruments$ = defer(() => client.getInstruments({ instType: 'SPOT' })).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n map((x) => x.data),\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\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n mergeMap((x) =>\n from(x.data).pipe(\n map((x) => [x.instId, x] as const),\n toArray(),\n map((x) => Object.fromEntries(x)),\n ),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nconst swapTicker$ = swapInstruments$.pipe(\n mergeMap((x) => {\n return new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('tickers', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n });\n }),\n share(),\n);\nconst spotTicker$ = spotInstruments$.pipe(\n mergeMap((x) => {\n console.info('SPOT INSTRUMENTS', x.length);\n return new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('tickers', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n });\n }),\n share(),\n);\n\nconst quote1$ = swapTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('SWAP', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\nconst quote2$ = spotTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('SPOT', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\n\nconst quote3$ = spotTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('MARGIN', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\n\nconst swapOpenInterestInner$ = swapInstruments$.pipe(\n mergeMap(\n (x) =>\n new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('open-interest', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n }),\n ),\n);\n\nconst swapOpenInterests$ = defer(() => client.getOpenInterest({ instType: 'SWAP' })).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterestInner$.pipe(\n map(\n (x): Partial<IQuote> => ({\n datasource_id: 'OKX',\n product_id: encodePath('SWAP', x.instId),\n open_interest: x.oi,\n }),\n ),\n share(),\n);\n\nconst quote$ = merge(\n //\n quote1$,\n quote2$,\n quote3$,\n quote4$,\n).pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(\n //\n scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n );\n }),\n share(),\n);\n\nTerminal.fromNodeEnv().channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n const [datasource_id, product_id] = decodePath(channel_id);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n return quote$.pipe(filter((x) => x.product_id === product_id));\n});\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n merge(quote1$, 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$).pipe(\n map((x) => new Map(x.data.map((x: any) => [x.instId, +x.oi] as const))),\n shareReplay(1),\n);\n"]}
1
+ 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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n defer,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n Observable,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport { OKXWsClient } from './websocket';\n\nconst wsPool: {\n client: OKXWsClient;\n requests: number;\n isFull: boolean;\n}[] = [];\n\n// ISSUE: 连接限制：3 次/秒 (基于IP)\n//\n// https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n//\n// 当订阅公有频道时，使用公有服务的地址；当订阅私有频道时，使用私有服务的地址\n//\n// 请求限制：\n//\n// 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\nconst getWsClient = () => {\n const existing = wsPool.find((item) => !item.isFull);\n if (existing) {\n existing.requests++;\n if (existing.requests >= 480) {\n existing.isFull = true;\n }\n return existing.client;\n }\n const newClient = new OKXWsClient('ws/v5/public');\n wsPool.push({ client: newClient, requests: 1, isFull: false });\n return newClient;\n};\n\nconst swapInstruments$ = defer(() => client.getInstruments({ instType: 'SWAP' })).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n map((x) => x.data),\n shareReplay(1),\n);\nconst spotInstruments$ = defer(() => client.getInstruments({ instType: 'SPOT' })).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n map((x) => x.data),\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\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n mergeMap((x) =>\n from(x.data).pipe(\n map((x) => [x.instId, x] as const),\n toArray(),\n map((x) => Object.fromEntries(x)),\n ),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nconst swapTicker$ = swapInstruments$.pipe(\n mergeMap((x) => {\n return new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('tickers', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n });\n }),\n share(),\n);\nconst spotTicker$ = spotInstruments$.pipe(\n mergeMap((x) => {\n console.info('SPOT INSTRUMENTS', x.length);\n return new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('tickers', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n });\n }),\n share(),\n);\n\nconst quote1$ = swapTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('SWAP', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\nconst quote2$ = spotTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('SPOT', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\n\nconst quote3$ = spotTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('MARGIN', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\n\nconst swapOpenInterestInner$ = swapInstruments$.pipe(\n mergeMap(\n (x) =>\n new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('open-interest', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n }),\n ),\n);\n\nconst swapOpenInterests$ = defer(() => client.getOpenInterest({ instType: 'SWAP' })).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterestInner$.pipe(\n map(\n (x): Partial<IQuote> => ({\n datasource_id: 'OKX',\n product_id: encodePath('SWAP', x.instId),\n open_interest: x.oi,\n }),\n ),\n share(),\n);\n\nconst quote$ = merge(\n //\n quote1$,\n quote2$,\n quote3$,\n quote4$,\n).pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(\n //\n scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n );\n }),\n share(),\n);\n\nTerminal.fromNodeEnv().channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n const [datasource_id, product_id] = decodePath(channel_id);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n return quote$.pipe(filter((x) => x.product_id === product_id));\n});\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n merge(quote1$, quote2$, quote3$, quote4$)\n .pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n }),\n writeToSQL({\n terminal: Terminal.fromNodeEnv(),\n writeInterval: 1000,\n tableName: 'quote',\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n map((x) => new Map(x.data.map((x: any) => [x.instId, +x.oi] as const))),\n shareReplay(1),\n);\n"]}
package/lib/ohlc.js CHANGED
@@ -169,7 +169,6 @@ protocol_1.Terminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OK
169
169
  conflictKeys: ['created_at', 'series_id'],
170
170
  writeInterval: 1000,
171
171
  terminal: protocol_1.Terminal.fromNodeEnv(),
172
- keyFn: (x) => (0, utils_1.encodePath)(x.created_at, x.series_id),
173
172
  }));
174
173
  });
175
174
  //# sourceMappingURL=ohlc.js.map
package/lib/ohlc.js.map CHANGED
@@ -1 +1 @@
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{ IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, Observable, of, timer } from 'rxjs';\nimport { client } from './api';\nimport { OKXWsClient } from './websocket';\nimport { writeToSQL } from '@yuants/sql';\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n PT1M: 'candle1m',\n PT3M: 'candle3m',\n PT5M: 'candle5m',\n PT15M: 'candle15m',\n PT30M: 'candle30m',\n\n PT1H: 'candle1H',\n PT2H: 'candle2H',\n PT4H: 'candle4H',\n PT6H: 'candle6H',\n PT12H: 'candle12H',\n\n P1D: 'candle1D',\n P1W: 'candle1W',\n P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(Terminal.fromNodeEnv(), {\n tableName: 'ohlc',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n let currentStartTime = ended_at;\n\n while (true) {\n // 向前翻页，时间降序，不含 after 时间点\n const res = await client.getHistoryCandles({\n instId,\n bar,\n after: `${currentStartTime}`,\n limit: '100',\n });\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n if (res.data.length === 0) break;\n currentStartTime = +res.data[res.data.length - 1][0];\n const data = res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n yield data;\n await firstValueFrom(timer(1000));\n }\n },\n});\n\nTerminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n // const [] = decodePath(args)\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const [, instId] = decodePath(product_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n return new Observable<IOHLC>((subscriber) => {\n console.info(formatTime(Date.now()), `subscribe`, candleType, instId);\n const okxBusinessWsClient = new OKXWsClient('ws/v5/business');\n okxBusinessWsClient.subscribe(candleType, instId, async (data: string[]) => {\n console.info(formatTime(Date.now()), `#######Data`, data);\n const created_at = Number(data[0]);\n const closed_at = created_at + offset;\n const open = data[1];\n const high = data[2];\n const low = data[3];\n const close = data[4];\n const volume = data[5];\n if (isNaN(closed_at)) {\n return;\n }\n const cancelData: IOHLC = {\n closed_at: formatTime(closed_at),\n created_at: formatTime(created_at),\n open,\n high,\n low,\n close,\n series_id,\n datasource_id,\n duration,\n product_id,\n volume,\n open_interest: '0',\n };\n subscriber.next(cancelData);\n });\n return () => {\n okxBusinessWsClient.unsubscribe(candleType, instId);\n };\n }).pipe(\n writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\n keyFn: (x) => encodePath(x.created_at, x.series_id),\n }),\n );\n});\n"]}
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{ IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, Observable, of, timer } from 'rxjs';\nimport { client } from './api';\nimport { OKXWsClient } from './websocket';\nimport { writeToSQL } from '@yuants/sql';\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n PT1M: 'candle1m',\n PT3M: 'candle3m',\n PT5M: 'candle5m',\n PT15M: 'candle15m',\n PT30M: 'candle30m',\n\n PT1H: 'candle1H',\n PT2H: 'candle2H',\n PT4H: 'candle4H',\n PT6H: 'candle6H',\n PT12H: 'candle12H',\n\n P1D: 'candle1D',\n P1W: 'candle1W',\n P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(Terminal.fromNodeEnv(), {\n tableName: 'ohlc',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n let currentStartTime = ended_at;\n\n while (true) {\n // 向前翻页，时间降序，不含 after 时间点\n const res = await client.getHistoryCandles({\n instId,\n bar,\n after: `${currentStartTime}`,\n limit: '100',\n });\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n if (res.data.length === 0) break;\n currentStartTime = +res.data[res.data.length - 1][0];\n const data = res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n yield data;\n await firstValueFrom(timer(1000));\n }\n },\n});\n\nTerminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n // const [] = decodePath(args)\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const [, instId] = decodePath(product_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n return new Observable<IOHLC>((subscriber) => {\n console.info(formatTime(Date.now()), `subscribe`, candleType, instId);\n const okxBusinessWsClient = new OKXWsClient('ws/v5/business');\n okxBusinessWsClient.subscribe(candleType, instId, async (data: string[]) => {\n console.info(formatTime(Date.now()), `#######Data`, data);\n const created_at = Number(data[0]);\n const closed_at = created_at + offset;\n const open = data[1];\n const high = data[2];\n const low = data[3];\n const close = data[4];\n const volume = data[5];\n if (isNaN(closed_at)) {\n return;\n }\n const cancelData: IOHLC = {\n closed_at: formatTime(closed_at),\n created_at: formatTime(created_at),\n open,\n high,\n low,\n close,\n series_id,\n datasource_id,\n duration,\n product_id,\n volume,\n open_interest: '0',\n };\n subscriber.next(cancelData);\n });\n return () => {\n okxBusinessWsClient.unsubscribe(candleType, instId);\n };\n }).pipe(\n writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\n }),\n );\n});\n"]}
package/lib/order.js CHANGED
@@ -16,7 +16,6 @@ exports.order$
16
16
  terminal: protocol_1.Terminal.fromNodeEnv(),
17
17
  tableName: '"order"',
18
18
  writeInterval: 1000,
19
- keyFn: (order) => (0, utils_1.encodePath)(order.account_id, order.order_id),
20
19
  columns: [
21
20
  'order_id',
22
21
  'account_id',
package/lib/order.js.map CHANGED
@@ -1 +1 @@
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'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n const order_status = ['live', 'partially_filled'].includes(x.state)\n ? 'ACCEPTED'\n : x.state === 'filled'\n ? 'TRADED'\n : 'CANCELLED';\n return {\n order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n created_at: formatTime(+x.cTime),\n updated_at: formatTime(+x.uTime),\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n order_status,\n };\n};\n\n(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n const swapHistoryOrders = defer(() => client.getTradeOrdersHistory({ instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const swapPendingOrders = defer(() => client.getTradeOrdersPending({ instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n .pipe(\n //\n tap((x) => {\n order$.next(x);\n }),\n )\n .subscribe();\n})();\n"]}
1
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'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n const order_status = ['live', 'partially_filled'].includes(x.state)\n ? 'ACCEPTED'\n : x.state === 'filled'\n ? 'TRADED'\n : 'CANCELLED';\n return {\n order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n created_at: formatTime(+x.cTime),\n updated_at: formatTime(+x.uTime),\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n order_status,\n };\n};\n\n(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n const swapHistoryOrders = defer(() => client.getTradeOrdersHistory({ instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const swapPendingOrders = defer(() => client.getTradeOrdersPending({ instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n .pipe(\n //\n tap((x) => {\n order$.next(x);\n }),\n )\n .subscribe();\n})();\n"]}
package/lib/quote.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":"AAIA,OAAO,EAQL,UAAU,EAOX,MAAM,MAAM,CAAC;AAqDd,eAAO,MAAM,kBAAkB;;;;;;;;;;;;;;;;;;;EAW9B,CAAC;AA+IF,eAAO,MAAM,iBAAiB,8BAG7B,CAAC"}
1
+ {"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":"AAIA,OAAO,EAQL,UAAU,EAOX,MAAM,MAAM,CAAC;AAqDd,eAAO,MAAM,kBAAkB;;;;;;;;;;;;;;;;;;;EAW9B,CAAC;AA8IF,eAAO,MAAM,iBAAiB,8BAG7B,CAAC"}
package/lib/quote.js CHANGED
@@ -120,7 +120,6 @@ if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
120
120
  terminal: protocol_1.Terminal.fromNodeEnv(),
121
121
  writeInterval: 1000,
122
122
  tableName: 'quote',
123
- keyFn: (quote) => (0, utils_1.encodePath)(quote.datasource_id, quote.product_id),
124
123
  conflictKeys: ['datasource_id', 'product_id'],
125
124
  }))
126
125
  .subscribe();
package/lib/quote.js.map CHANGED
@@ -1 +1 @@
1
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n defer,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n Observable,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport { OKXWsClient } from './websocket';\n\nconst wsPool: {\n client: OKXWsClient;\n requests: number;\n isFull: boolean;\n}[] = [];\n\n// ISSUE: 连接限制：3 次/秒 (基于IP)\n//\n// https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n//\n// 当订阅公有频道时，使用公有服务的地址；当订阅私有频道时，使用私有服务的地址\n//\n// 请求限制：\n//\n// 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\nconst getWsClient = () => {\n const existing = wsPool.find((item) => !item.isFull);\n if (existing) {\n existing.requests++;\n if (existing.requests >= 480) {\n existing.isFull = true;\n }\n return existing.client;\n }\n const newClient = new OKXWsClient('ws/v5/public');\n wsPool.push({ client: newClient, requests: 1, isFull: false });\n return newClient;\n};\n\nconst swapInstruments$ = defer(() => client.getInstruments({ instType: 'SWAP' })).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n map((x) => x.data),\n shareReplay(1),\n);\nconst spotInstruments$ = defer(() => client.getInstruments({ instType: 'SPOT' })).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n map((x) => x.data),\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\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n mergeMap((x) =>\n from(x.data).pipe(\n map((x) => [x.instId, x] as const),\n toArray(),\n map((x) => Object.fromEntries(x)),\n ),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nconst swapTicker$ = swapInstruments$.pipe(\n mergeMap((x) => {\n return new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('tickers', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n });\n }),\n share(),\n);\nconst spotTicker$ = spotInstruments$.pipe(\n mergeMap((x) => {\n console.info('SPOT INSTRUMENTS', x.length);\n return new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('tickers', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n });\n }),\n share(),\n);\n\nconst quote1$ = swapTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('SWAP', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\nconst quote2$ = spotTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('SPOT', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\n\nconst quote3$ = spotTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('MARGIN', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\n\nconst swapOpenInterestInner$ = swapInstruments$.pipe(\n mergeMap(\n (x) =>\n new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('open-interest', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n }),\n ),\n);\n\nconst swapOpenInterests$ = defer(() => client.getOpenInterest({ instType: 'SWAP' })).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterestInner$.pipe(\n map(\n (x): Partial<IQuote> => ({\n datasource_id: 'OKX',\n product_id: encodePath('SWAP', x.instId),\n open_interest: x.oi,\n }),\n ),\n share(),\n);\n\nconst quote$ = merge(\n //\n quote1$,\n quote2$,\n quote3$,\n quote4$,\n).pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(\n //\n scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n );\n }),\n share(),\n);\n\nTerminal.fromNodeEnv().channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n const [datasource_id, product_id] = decodePath(channel_id);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n return quote$.pipe(filter((x) => x.product_id === product_id));\n});\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n merge(quote1$, 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$).pipe(\n map((x) => new Map(x.data.map((x: any) => [x.instId, +x.oi] as const))),\n shareReplay(1),\n);\n"]}
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n defer,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n Observable,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport { OKXWsClient } from './websocket';\n\nconst wsPool: {\n client: OKXWsClient;\n requests: number;\n isFull: boolean;\n}[] = [];\n\n// ISSUE: 连接限制：3 次/秒 (基于IP)\n//\n// https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n//\n// 当订阅公有频道时，使用公有服务的地址；当订阅私有频道时，使用私有服务的地址\n//\n// 请求限制：\n//\n// 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\nconst getWsClient = () => {\n const existing = wsPool.find((item) => !item.isFull);\n if (existing) {\n existing.requests++;\n if (existing.requests >= 480) {\n existing.isFull = true;\n }\n return existing.client;\n }\n const newClient = new OKXWsClient('ws/v5/public');\n wsPool.push({ client: newClient, requests: 1, isFull: false });\n return newClient;\n};\n\nconst swapInstruments$ = defer(() => client.getInstruments({ instType: 'SWAP' })).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n map((x) => x.data),\n shareReplay(1),\n);\nconst spotInstruments$ = defer(() => client.getInstruments({ instType: 'SPOT' })).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n map((x) => x.data),\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\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n mergeMap((x) =>\n from(x.data).pipe(\n map((x) => [x.instId, x] as const),\n toArray(),\n map((x) => Object.fromEntries(x)),\n ),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nconst swapTicker$ = swapInstruments$.pipe(\n mergeMap((x) => {\n return new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('tickers', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n });\n }),\n share(),\n);\nconst spotTicker$ = spotInstruments$.pipe(\n mergeMap((x) => {\n console.info('SPOT INSTRUMENTS', x.length);\n return new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('tickers', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n });\n }),\n share(),\n);\n\nconst quote1$ = swapTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('SWAP', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\nconst quote2$ = spotTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('SPOT', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\n\nconst quote3$ = spotTicker$.pipe(\n map((ticker) => ({\n datasource_id: 'OKX',\n product_id: encodePath('MARGIN', ticker.instId),\n last_price: ticker.last,\n ask_price: ticker.askPx,\n bid_price: ticker.bidPx,\n ask_volume: ticker.askSz,\n bid_volume: ticker.bidSz,\n })),\n share(),\n);\n\nconst swapOpenInterestInner$ = swapInstruments$.pipe(\n mergeMap(\n (x) =>\n new Observable<any>((subscriber) => {\n for (const inst of x) {\n getWsClient().subscribe('open-interest', inst.instId, (data: any) => {\n subscriber.next(data);\n });\n }\n }),\n ),\n);\n\nconst swapOpenInterests$ = defer(() => client.getOpenInterest({ instType: 'SWAP' })).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterestInner$.pipe(\n map(\n (x): Partial<IQuote> => ({\n datasource_id: 'OKX',\n product_id: encodePath('SWAP', x.instId),\n open_interest: x.oi,\n }),\n ),\n share(),\n);\n\nconst quote$ = merge(\n //\n quote1$,\n quote2$,\n quote3$,\n quote4$,\n).pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(\n //\n scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n );\n }),\n share(),\n);\n\nTerminal.fromNodeEnv().channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n const [datasource_id, product_id] = decodePath(channel_id);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n return quote$.pipe(filter((x) => x.product_id === product_id));\n});\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n merge(quote1$, quote2$, quote3$, quote4$)\n .pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n }),\n writeToSQL({\n terminal: Terminal.fromNodeEnv(),\n writeInterval: 1000,\n tableName: 'quote',\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n map((x) => new Map(x.data.map((x: any) => [x.instId, +x.oi] as const))),\n shareReplay(1),\n);\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-okx",
3
- "version": "0.20.5",
3
+ "version": "0.20.6",
4
4
  "bin": "lib/cli.js",
5
5
  "main": "lib/index.js",
6
6
  "files": [
@@ -10,18 +10,18 @@
10
10
  ],
11
11
  "dependencies": {
12
12
  "@yuants/protocol": "0.39.1",
13
- "@yuants/transfer": "0.2.8",
14
- "@yuants/data-account": "0.3.9",
15
- "@yuants/data-order": "0.2.5",
13
+ "@yuants/transfer": "0.2.9",
14
+ "@yuants/data-account": "0.3.10",
15
+ "@yuants/data-order": "0.2.6",
16
16
  "@yuants/utils": "0.7.1",
17
- "@yuants/sql": "0.8.7",
18
- "@yuants/data-series": "0.3.20",
19
- "@yuants/data-product": "0.2.9",
20
- "@yuants/data-ohlc": "0.3.16",
21
- "@yuants/data-interest-rate": "0.1.17",
22
- "@yuants/data-quote": "0.2.12",
23
- "@yuants/data-trade": "0.0.5",
24
- "@yuants/secret": "0.2.3",
17
+ "@yuants/sql": "0.9.0",
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+ "@yuants/data-series": "0.3.21",
19
+ "@yuants/data-product": "0.2.10",
20
+ "@yuants/data-ohlc": "0.3.17",
21
+ "@yuants/data-interest-rate": "0.1.18",
22
+ "@yuants/data-quote": "0.2.13",
23
+ "@yuants/data-trade": "0.0.6",
24
+ "@yuants/secret": "0.2.4",
25
25
  "rxjs": "~7.5.6",
26
26
  "crypto-js": "^4.2.0",
27
27
  "ws": "~8.8.1"
package/temp/image-tag CHANGED
@@ -1 +1 @@
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- sha-5724b39daae0765fa76aeb86daaa1d4aa5c6ab10
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+ sha-c51233acb5ff09efa88fe102476f30feebb0c603
package/temp/package-deps.json CHANGED
@@ -1,6 +1,6 @@
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1
  {
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- "apps/vendor-okx/CHANGELOG.json": "a3749eecc862ee15d851e171f3c23d42151ecd34",
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- "apps/vendor-okx/CHANGELOG.md": "6fb2f1f129406437e5b3e6a72d13053aa33a2af5",
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+ "apps/vendor-okx/CHANGELOG.json": "8a4fa44f01e75fce9447a098a2dca6a532f1645c",
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+ "apps/vendor-okx/CHANGELOG.md": "8e1153fe1fc7569b010f303088eda03fa7c46868",
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  "apps/vendor-okx/README.md": "ac3d1f6c4c8d73066664699b0bb1b01db02e67a2",
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  "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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  "apps/vendor-okx/build/Dockerfile": "e625b9593e496c343297c9ce133d6cc4be9617a7",
@@ -8,7 +8,7 @@
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  "apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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+ "apps/vendor-okx/package.json": "d4c2a5a49e582f6eb3f5a6e0f90af64d2c7275df",
12
12
  "apps/vendor-okx/src/account.ts": "7e8bb44845269a401a850aff2e5bf170b0811bd8",
13
13
  "apps/vendor-okx/src/api.ts": "ffcb8471e644c24089b266c88a83224abe177c6a",
14
14
  "apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
@@ -19,27 +19,27 @@
19
19
  "apps/vendor-okx/src/legacy_index.ts": "1bf031b9f8f870a099d74867292b257346344e4d",
20
20
  "apps/vendor-okx/src/loan-account.ts": "5e7662b41b90ba307ce1e5689b3613e84ff9ab0b",
21
21
  "apps/vendor-okx/src/logger.ts": "d25d427e74f46819a601e0cb17d5358b22c8db7b",
22
- "apps/vendor-okx/src/ohlc.ts": "5db7fba55a52898c1a2ef256b5972ac3d18a1c92",
23
- "apps/vendor-okx/src/order.ts": "09509ae5af4b212cc1c99c55c436b3b0ce8bda33",
22
+ "apps/vendor-okx/src/ohlc.ts": "7a8375fc004931ba411e900195ef936372a0400f",
23
+ "apps/vendor-okx/src/order.ts": "945865088271a194eb1c684af0f10e6b54d89f6b",
24
24
  "apps/vendor-okx/src/product.ts": "a2e7feb86bc01fe3b1af6dcb9a9ebfba6be91434",
25
- "apps/vendor-okx/src/quote.ts": "d707e47749a5f6cbeff94934ba520624f15b0a4f",
25
+ "apps/vendor-okx/src/quote.ts": "bf32976c929ccd70e244989a255a9fddf4fee10e",
26
26
  "apps/vendor-okx/src/trade.ts": "37deab9dc9ff2924ccf464124005822d776aa6fc",
27
27
  "apps/vendor-okx/src/websocket.ts": "bf3d19090361e96a81ecafb47b9d00bff88193c7",
28
28
  "apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
29
29
  "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "0a6205550d411d42b6d36324572e5e2a0ba166b2",
30
30
  "libraries/protocol/temp/package-deps.json": "9dd08f362a18e682103da293f1644d0be511dccb",
31
- "libraries/transfer/temp/package-deps.json": "a81e87872e38481e5212939ab0efde33b7fc5ac2",
32
- "libraries/data-account/temp/package-deps.json": "7ab036e5d2d0a357f7172898d1bcf707ccc2f2cf",
33
- "libraries/data-order/temp/package-deps.json": "3abb7b19458259bf45bb80a489ad59e8420388a6",
31
+ "libraries/transfer/temp/package-deps.json": "c419b1c288471f5bee32fc5de0c0268387526156",
32
+ "libraries/data-account/temp/package-deps.json": "c5c6eb88f71f51de98c4a9f541fe9344c1e50d30",
33
+ "libraries/data-order/temp/package-deps.json": "a25e8ca2e0f17347d55ed5f92259e3d127734fa1",
34
34
  "libraries/utils/temp/package-deps.json": "a8bc223d16ba49e526dfa5dff4b12043b9d69797",
35
- "libraries/sql/temp/package-deps.json": "f48e0ab5231bd2b5cb46f1ea81127b9f52bce805",
36
- "libraries/data-series/temp/package-deps.json": "119eb9cf5b6f73069f0dd51407b2d11d71d5c1df",
37
- "libraries/data-product/temp/package-deps.json": "88aa98e55a065c53676aeb4a3c7fde8b818027a3",
38
- "libraries/data-ohlc/temp/package-deps.json": "1faf7cb62958df7ef9570e6cc2d956c712232cbb",
39
- "libraries/data-interest-rate/temp/package-deps.json": "43b8aedd1f0b1e9d21a506acc63c62e9aeb7cf4b",
40
- "libraries/data-quote/temp/package-deps.json": "fe5bde490058399bf878e49a3ce6e74361a78133",
41
- "libraries/data-trade/temp/package-deps.json": "3101849c2e2aa44d3ae667c1ffe746bf1d123c5b",
42
- "libraries/secret/temp/package-deps.json": "060f4c8c5843d18785e34de7703cead7de558144",
35
+ "libraries/sql/temp/package-deps.json": "d347d47dfab59676b5e403405cc51c4b67ba1587",
36
+ "libraries/data-series/temp/package-deps.json": "aaafbf4054f878174832d643c9cd53516a3a18d5",
37
+ "libraries/data-product/temp/package-deps.json": "132c4d7ae32e2ef9cac9ba6de58a464e53be5822",
38
+ "libraries/data-ohlc/temp/package-deps.json": "67fc51dd7a495daa51c37ab6245bf24836e34d21",
39
+ "libraries/data-interest-rate/temp/package-deps.json": "0c9266aab90a84e5a58dfbc02bba086596bd485f",
40
+ "libraries/data-quote/temp/package-deps.json": "93bc3efacc3bfb5abe9f25cf7e8f323d4f43d844",
41
+ "libraries/data-trade/temp/package-deps.json": "a2c97b7bb29d0f2c73c41440938cf29e7a43f945",
42
+ "libraries/secret/temp/package-deps.json": "50836bd8c097c3239a200b3075df28737942f680",
43
43
  "libraries/extension/temp/package-deps.json": "ab7027477e102e1ee21a68d54473d801d4430c98",
44
44
  "tools/toolkit/temp/package-deps.json": "3bef053db16659f0cdaceea64c8a8580c0131633"
45
45
  }