@yuants/vendor-okx 0.22.11 → 0.22.13
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.
- package/dist/trade.js +23 -2
- package/dist/trade.js.map +1 -1
- package/lib/trade.js +23 -2
- package/lib/trade.js.map +1 -1
- package/package.json +13 -13
- package/temp/package-deps.json +16 -16
package/dist/trade.js
CHANGED
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@@ -7,11 +7,26 @@ import { Terminal } from '@yuants/protocol';
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7
7
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const tradeParser = async (accountId, params) => {
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8
8
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const tradeList = [];
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9
9
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const result = await client.getAccountBillsArchive(params);
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10
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+
const productIdToProduct = new Map();
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11
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+
const productIdSet = new Set();
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10
12
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if (result.code === '0' && result.data) {
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11
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const data = result.data;
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12
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const mapTradeIdToBillList = new Map();
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13
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-
data.forEach((item) => {
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14
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-
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15
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+
data.forEach((item) => {
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16
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var _a;
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17
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productIdSet.add(encodePath(item.instType, item.instId));
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18
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+
mapTradeIdToBillList.set(item.tradeId, [...((_a = mapTradeIdToBillList.get(item.tradeId)) !== null && _a !== void 0 ? _a : []), item]);
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19
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+
});
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20
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const productList = await requestSQL(Terminal.fromNodeEnv(), `
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21
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select * from product where product_id in (${Array.from(productIdSet)
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22
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.map((productId) => escapeSQL(productId))
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23
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.join(',')})
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24
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`);
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25
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+
if (productList.length > 0) {
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26
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+
productList.forEach((p) => productIdToProduct.set(p.product_id, p));
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27
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+
}
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28
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+
mapTradeIdToBillList.forEach(async (v, tradeId) => {
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29
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var _a, _b;
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15
30
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if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP'))
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16
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return;
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17
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const trade = {
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@@ -69,6 +84,12 @@ const tradeParser = async (accountId, params) => {
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}
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});
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trade.created_at = formatTime(Number(trade.created_at));
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87
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+
if (productIdToProduct.has(trade.product_id)) {
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88
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trade.traded_value = (+trade.traded_value * +((_b = (_a = productIdToProduct.get(trade.product_id)) === null || _a === void 0 ? void 0 : _a.value_scale) !== null && _b !== void 0 ? _b : 1)).toString();
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89
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+
}
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90
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else {
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91
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throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);
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92
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+
}
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tradeList.push(trade);
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});
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}
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package/dist/trade.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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{ defer, first, of, repeat, retry, tap, timeout } from 'rxjs';\nimport { client } from './api';\nimport { ITrade } from '@yuants/data-trade';\nimport { accountUid$ } from './account';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { Terminal } from '@yuants/protocol';\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n const tradeList: ITrade[] = [];\n const result = await client.getAccountBillsArchive(params);\n\n if (result.code === '0' && result.data) {\n const data = result.data;\n const mapTradeIdToBillList = new Map<string, typeof data>();\n data.forEach((item) =>\n mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]),\n );\n mapTradeIdToBillList.forEach((v, tradeId) => {\n if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n const trade: ITrade = {\n id: tradeId,\n account_id: accountId,\n product_id: '',\n direction: '',\n traded_volume: '',\n traded_price: '',\n traded_value: '',\n fee: '',\n fee_currency: '',\n created_at: '0',\n };\n\n v.forEach((bill) => {\n trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n trade.product_id = encodePath(bill.instType, bill.instId);\n trade.traded_price = bill.px;\n if (bill.instType === 'SWAP') {\n if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n trade.traded_volume = bill.sz;\n trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n }\n if (bill.instType === 'SPOT') {\n if (bill.subType === '1') {\n if (bill.ccy !== 'USDT') {\n trade.direction = 'OPEN_LONG';\n } else {\n trade.direction = 'CLOSE_LONG';\n }\n }\n\n if (bill.ccy !== 'USDT') {\n trade.traded_volume = bill.sz;\n }\n if (bill.ccy === 'USDT') {\n trade.traded_value = bill.sz;\n }\n }\n // fee\n if (bill.fee !== '0') {\n trade.fee = Math.abs(Number(bill.fee)).toString();\n trade.fee_currency = bill.ccy;\n }\n });\n trade.created_at = formatTime(Number(trade.created_at));\n tradeList.push(trade);\n });\n }\n return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n const currentTrade = await requestSQL<ITrade[]>(\n Terminal.fromNodeEnv(),\n `\n select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n `,\n );\n const params: Record<string, string> = {\n type: '2',\n begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n };\n if (currentTrade.length === 1) {\n params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n }\n console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n const tradeList = await tradeParser(accountId, params);\n console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n await requestSQL(\n Terminal.fromNodeEnv(),\n buildInsertManyIntoTableSQL(tradeList, 'trade', {\n columns: [\n 'id',\n 'account_id',\n 'product_id',\n 'traded_volume',\n 'traded_value',\n 'traded_price',\n 'direction',\n 'fee',\n 'fee_currency',\n 'created_at',\n ],\n conflictKeys: ['id'],\n }),\n );\n};\n\ndefer(() => accountUid$)\n .pipe(first())\n .subscribe((uid) => {\n const account_id = `okx/${uid}/trading`;\n console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定：10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n });\n"]}
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+
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{ defer, first, of, repeat, retry, tap, timeout } from 'rxjs';\nimport { client } from './api';\nimport { ITrade } from '@yuants/data-trade';\nimport { accountUid$ } from './account';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { Terminal } from '@yuants/protocol';\nimport { IProduct } from '@yuants/data-product';\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n const tradeList: ITrade[] = [];\n const result = await client.getAccountBillsArchive(params);\n const productIdToProduct = new Map<string, IProduct>();\n const productIdSet = new Set<string>();\n if (result.code === '0' && result.data) {\n const data = result.data;\n const mapTradeIdToBillList = new Map<string, typeof data>();\n data.forEach((item) => {\n productIdSet.add(encodePath(item.instType, item.instId));\n mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n });\n const productList = await requestSQL<IProduct[]>(\n Terminal.fromNodeEnv(),\n `\n select * from product where product_id in (${Array.from(productIdSet)\n .map((productId) => escapeSQL(productId))\n .join(',')})\n `,\n );\n if (productList.length > 0) {\n productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n }\n mapTradeIdToBillList.forEach(async (v, tradeId) => {\n if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n const trade: ITrade = {\n id: tradeId,\n account_id: accountId,\n product_id: '',\n direction: '',\n traded_volume: '',\n traded_price: '',\n traded_value: '',\n fee: '',\n fee_currency: '',\n created_at: '0',\n };\n\n v.forEach((bill) => {\n trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n trade.product_id = encodePath(bill.instType, bill.instId);\n trade.traded_price = bill.px;\n if (bill.instType === 'SWAP') {\n if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n trade.traded_volume = bill.sz;\n trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n }\n if (bill.instType === 'SPOT') {\n if (bill.subType === '1') {\n if (bill.ccy !== 'USDT') {\n trade.direction = 'OPEN_LONG';\n } else {\n trade.direction = 'CLOSE_LONG';\n }\n }\n\n if (bill.ccy !== 'USDT') {\n trade.traded_volume = bill.sz;\n }\n if (bill.ccy === 'USDT') {\n trade.traded_value = bill.sz;\n }\n }\n // fee\n if (bill.fee !== '0') {\n trade.fee = Math.abs(Number(bill.fee)).toString();\n trade.fee_currency = bill.ccy;\n }\n });\n trade.created_at = formatTime(Number(trade.created_at));\n if (productIdToProduct.has(trade.product_id)) {\n trade.traded_value = (\n +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n ).toString();\n } else {\n throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n }\n tradeList.push(trade);\n });\n }\n return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n const currentTrade = await requestSQL<ITrade[]>(\n Terminal.fromNodeEnv(),\n `\n select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n `,\n );\n const params: Record<string, string> = {\n type: '2',\n begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n };\n if (currentTrade.length === 1) {\n params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n }\n console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n const tradeList = await tradeParser(accountId, params);\n console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n await requestSQL(\n Terminal.fromNodeEnv(),\n buildInsertManyIntoTableSQL(tradeList, 'trade', {\n columns: [\n 'id',\n 'account_id',\n 'product_id',\n 'traded_volume',\n 'traded_value',\n 'traded_price',\n 'direction',\n 'fee',\n 'fee_currency',\n 'created_at',\n ],\n conflictKeys: ['id'],\n }),\n );\n};\n\ndefer(() => accountUid$)\n .pipe(first())\n .subscribe((uid) => {\n const account_id = `okx/${uid}/trading`;\n console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定：10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n });\n"]}
|
package/lib/trade.js
CHANGED
|
@@ -9,11 +9,26 @@ const protocol_1 = require("@yuants/protocol");
|
|
|
9
9
|
const tradeParser = async (accountId, params) => {
|
|
10
10
|
const tradeList = [];
|
|
11
11
|
const result = await api_1.client.getAccountBillsArchive(params);
|
|
12
|
+
const productIdToProduct = new Map();
|
|
13
|
+
const productIdSet = new Set();
|
|
12
14
|
if (result.code === '0' && result.data) {
|
|
13
15
|
const data = result.data;
|
|
14
16
|
const mapTradeIdToBillList = new Map();
|
|
15
|
-
data.forEach((item) => {
|
|
16
|
-
|
|
17
|
+
data.forEach((item) => {
|
|
18
|
+
var _a;
|
|
19
|
+
productIdSet.add((0, utils_1.encodePath)(item.instType, item.instId));
|
|
20
|
+
mapTradeIdToBillList.set(item.tradeId, [...((_a = mapTradeIdToBillList.get(item.tradeId)) !== null && _a !== void 0 ? _a : []), item]);
|
|
21
|
+
});
|
|
22
|
+
const productList = await (0, sql_1.requestSQL)(protocol_1.Terminal.fromNodeEnv(), `
|
|
23
|
+
select * from product where product_id in (${Array.from(productIdSet)
|
|
24
|
+
.map((productId) => (0, sql_1.escapeSQL)(productId))
|
|
25
|
+
.join(',')})
|
|
26
|
+
`);
|
|
27
|
+
if (productList.length > 0) {
|
|
28
|
+
productList.forEach((p) => productIdToProduct.set(p.product_id, p));
|
|
29
|
+
}
|
|
30
|
+
mapTradeIdToBillList.forEach(async (v, tradeId) => {
|
|
31
|
+
var _a, _b;
|
|
17
32
|
if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP'))
|
|
18
33
|
return;
|
|
19
34
|
const trade = {
|
|
@@ -71,6 +86,12 @@ const tradeParser = async (accountId, params) => {
|
|
|
71
86
|
}
|
|
72
87
|
});
|
|
73
88
|
trade.created_at = (0, utils_1.formatTime)(Number(trade.created_at));
|
|
89
|
+
if (productIdToProduct.has(trade.product_id)) {
|
|
90
|
+
trade.traded_value = (+trade.traded_value * +((_b = (_a = productIdToProduct.get(trade.product_id)) === null || _a === void 0 ? void 0 : _a.value_scale) !== null && _b !== void 0 ? _b : 1)).toString();
|
|
91
|
+
}
|
|
92
|
+
else {
|
|
93
|
+
throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);
|
|
94
|
+
}
|
|
74
95
|
tradeList.push(trade);
|
|
75
96
|
});
|
|
76
97
|
}
|
package/lib/trade.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
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-
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{ defer, first, of, repeat, retry, tap, timeout } from 'rxjs';\nimport { client } from './api';\nimport { ITrade } from '@yuants/data-trade';\nimport { accountUid$ } from './account';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { Terminal } from '@yuants/protocol';\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n const tradeList: ITrade[] = [];\n const result = await client.getAccountBillsArchive(params);\n\n if (result.code === '0' && result.data) {\n const data = result.data;\n const mapTradeIdToBillList = new Map<string, typeof data>();\n data.forEach((item) =>\n mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]),\n );\n mapTradeIdToBillList.forEach((v, tradeId) => {\n if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n const trade: ITrade = {\n id: tradeId,\n account_id: accountId,\n product_id: '',\n direction: '',\n traded_volume: '',\n traded_price: '',\n traded_value: '',\n fee: '',\n fee_currency: '',\n created_at: '0',\n };\n\n v.forEach((bill) => {\n trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n trade.product_id = encodePath(bill.instType, bill.instId);\n trade.traded_price = bill.px;\n if (bill.instType === 'SWAP') {\n if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n trade.traded_volume = bill.sz;\n trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n }\n if (bill.instType === 'SPOT') {\n if (bill.subType === '1') {\n if (bill.ccy !== 'USDT') {\n trade.direction = 'OPEN_LONG';\n } else {\n trade.direction = 'CLOSE_LONG';\n }\n }\n\n if (bill.ccy !== 'USDT') {\n trade.traded_volume = bill.sz;\n }\n if (bill.ccy === 'USDT') {\n trade.traded_value = bill.sz;\n }\n }\n // fee\n if (bill.fee !== '0') {\n trade.fee = Math.abs(Number(bill.fee)).toString();\n trade.fee_currency = bill.ccy;\n }\n });\n trade.created_at = formatTime(Number(trade.created_at));\n tradeList.push(trade);\n });\n }\n return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n const currentTrade = await requestSQL<ITrade[]>(\n Terminal.fromNodeEnv(),\n `\n select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n `,\n );\n const params: Record<string, string> = {\n type: '2',\n begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n };\n if (currentTrade.length === 1) {\n params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n }\n console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n const tradeList = await tradeParser(accountId, params);\n console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n await requestSQL(\n Terminal.fromNodeEnv(),\n buildInsertManyIntoTableSQL(tradeList, 'trade', {\n columns: [\n 'id',\n 'account_id',\n 'product_id',\n 'traded_volume',\n 'traded_value',\n 'traded_price',\n 'direction',\n 'fee',\n 'fee_currency',\n 'created_at',\n ],\n conflictKeys: ['id'],\n }),\n );\n};\n\ndefer(() => accountUid$)\n .pipe(first())\n .subscribe((uid) => {\n const account_id = `okx/${uid}/trading`;\n console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定：10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n });\n"]}
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{ defer, first, of, repeat, retry, tap, timeout } from 'rxjs';\nimport { client } from './api';\nimport { ITrade } from '@yuants/data-trade';\nimport { accountUid$ } from './account';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { Terminal } from '@yuants/protocol';\nimport { IProduct } from '@yuants/data-product';\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n const tradeList: ITrade[] = [];\n const result = await client.getAccountBillsArchive(params);\n const productIdToProduct = new Map<string, IProduct>();\n const productIdSet = new Set<string>();\n if (result.code === '0' && result.data) {\n const data = result.data;\n const mapTradeIdToBillList = new Map<string, typeof data>();\n data.forEach((item) => {\n productIdSet.add(encodePath(item.instType, item.instId));\n mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n });\n const productList = await requestSQL<IProduct[]>(\n Terminal.fromNodeEnv(),\n `\n select * from product where product_id in (${Array.from(productIdSet)\n .map((productId) => escapeSQL(productId))\n .join(',')})\n `,\n );\n if (productList.length > 0) {\n productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n }\n mapTradeIdToBillList.forEach(async (v, tradeId) => {\n if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n const trade: ITrade = {\n id: tradeId,\n account_id: accountId,\n product_id: '',\n direction: '',\n traded_volume: '',\n traded_price: '',\n traded_value: '',\n fee: '',\n fee_currency: '',\n created_at: '0',\n };\n\n v.forEach((bill) => {\n trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n trade.product_id = encodePath(bill.instType, bill.instId);\n trade.traded_price = bill.px;\n if (bill.instType === 'SWAP') {\n if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n trade.traded_volume = bill.sz;\n trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n }\n if (bill.instType === 'SPOT') {\n if (bill.subType === '1') {\n if (bill.ccy !== 'USDT') {\n trade.direction = 'OPEN_LONG';\n } else {\n trade.direction = 'CLOSE_LONG';\n }\n }\n\n if (bill.ccy !== 'USDT') {\n trade.traded_volume = bill.sz;\n }\n if (bill.ccy === 'USDT') {\n trade.traded_value = bill.sz;\n }\n }\n // fee\n if (bill.fee !== '0') {\n trade.fee = Math.abs(Number(bill.fee)).toString();\n trade.fee_currency = bill.ccy;\n }\n });\n trade.created_at = formatTime(Number(trade.created_at));\n if (productIdToProduct.has(trade.product_id)) {\n trade.traded_value = (\n +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n ).toString();\n } else {\n throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n }\n tradeList.push(trade);\n });\n }\n return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n const currentTrade = await requestSQL<ITrade[]>(\n Terminal.fromNodeEnv(),\n `\n select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n `,\n );\n const params: Record<string, string> = {\n type: '2',\n begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n };\n if (currentTrade.length === 1) {\n params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n }\n console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n const tradeList = await tradeParser(accountId, params);\n console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n await requestSQL(\n Terminal.fromNodeEnv(),\n buildInsertManyIntoTableSQL(tradeList, 'trade', {\n columns: [\n 'id',\n 'account_id',\n 'product_id',\n 'traded_volume',\n 'traded_value',\n 'traded_price',\n 'direction',\n 'fee',\n 'fee_currency',\n 'created_at',\n ],\n conflictKeys: ['id'],\n }),\n );\n};\n\ndefer(() => accountUid$)\n .pipe(first())\n .subscribe((uid) => {\n const account_id = `okx/${uid}/trading`;\n console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定：10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n });\n"]}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/vendor-okx",
|
|
3
|
-
"version": "0.22.
|
|
3
|
+
"version": "0.22.13",
|
|
4
4
|
"bin": "lib/cli.js",
|
|
5
5
|
"main": "lib/index.js",
|
|
6
6
|
"files": [
|
|
@@ -9,19 +9,19 @@
|
|
|
9
9
|
"temp"
|
|
10
10
|
],
|
|
11
11
|
"dependencies": {
|
|
12
|
-
"@yuants/protocol": "0.
|
|
13
|
-
"@yuants/transfer": "0.2.
|
|
14
|
-
"@yuants/data-account": "0.4.
|
|
15
|
-
"@yuants/data-order": "0.2.
|
|
12
|
+
"@yuants/protocol": "0.44.0",
|
|
13
|
+
"@yuants/transfer": "0.2.16",
|
|
14
|
+
"@yuants/data-account": "0.4.5",
|
|
15
|
+
"@yuants/data-order": "0.2.13",
|
|
16
16
|
"@yuants/utils": "0.8.0",
|
|
17
|
-
"@yuants/sql": "0.9.
|
|
18
|
-
"@yuants/data-series": "0.3.
|
|
19
|
-
"@yuants/data-product": "0.2.
|
|
20
|
-
"@yuants/data-ohlc": "0.3.
|
|
21
|
-
"@yuants/data-interest-rate": "0.1.
|
|
22
|
-
"@yuants/data-quote": "0.2.
|
|
23
|
-
"@yuants/data-trade": "0.0.
|
|
24
|
-
"@yuants/secret": "0.2.
|
|
17
|
+
"@yuants/sql": "0.9.7",
|
|
18
|
+
"@yuants/data-series": "0.3.28",
|
|
19
|
+
"@yuants/data-product": "0.2.17",
|
|
20
|
+
"@yuants/data-ohlc": "0.3.24",
|
|
21
|
+
"@yuants/data-interest-rate": "0.1.25",
|
|
22
|
+
"@yuants/data-quote": "0.2.20",
|
|
23
|
+
"@yuants/data-trade": "0.0.13",
|
|
24
|
+
"@yuants/secret": "0.2.11",
|
|
25
25
|
"rxjs": "~7.5.6",
|
|
26
26
|
"crypto-js": "^4.2.0",
|
|
27
27
|
"ws": "~8.8.1"
|
package/temp/package-deps.json
CHANGED
|
@@ -1,13 +1,13 @@
|
|
|
1
1
|
{
|
|
2
|
-
"apps/vendor-okx/CHANGELOG.json": "
|
|
3
|
-
"apps/vendor-okx/CHANGELOG.md": "
|
|
2
|
+
"apps/vendor-okx/CHANGELOG.json": "59479fd45156830887c2c564c781cbd53075d5a8",
|
|
3
|
+
"apps/vendor-okx/CHANGELOG.md": "294a56fbe964ac04b0585f835d9f6cab93e24ba3",
|
|
4
4
|
"apps/vendor-okx/README.md": "ac3d1f6c4c8d73066664699b0bb1b01db02e67a2",
|
|
5
5
|
"apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
|
|
6
6
|
"apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
|
7
7
|
"apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
8
8
|
"apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
9
9
|
"apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
|
|
10
|
-
"apps/vendor-okx/package.json": "
|
|
10
|
+
"apps/vendor-okx/package.json": "fc72b2749a3e89aa62afd5abd7524fe5fa0afd92",
|
|
11
11
|
"apps/vendor-okx/src/account.ts": "02d5860d8432ecd5a4c31ed70fb860131fef21c0",
|
|
12
12
|
"apps/vendor-okx/src/api.ts": "36fa856ff6ce83b9ccf5b5f4319850065afe3226",
|
|
13
13
|
"apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
|
|
@@ -22,23 +22,23 @@
|
|
|
22
22
|
"apps/vendor-okx/src/product.ts": "a2e7feb86bc01fe3b1af6dcb9a9ebfba6be91434",
|
|
23
23
|
"apps/vendor-okx/src/quote.ts": "38293b3781eb52ab2f82cdc8c467fc5e6c732c10",
|
|
24
24
|
"apps/vendor-okx/src/services.ts": "7b7df830a6d78b6de5cee44bbcec66f282ab53ab",
|
|
25
|
-
"apps/vendor-okx/src/trade.ts": "
|
|
25
|
+
"apps/vendor-okx/src/trade.ts": "7e9f345bda2c9584d25a0ba0f0224eb2839f0ec1",
|
|
26
26
|
"apps/vendor-okx/src/websocket.ts": "bf3d19090361e96a81ecafb47b9d00bff88193c7",
|
|
27
27
|
"apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
|
|
28
28
|
"apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "0a6205550d411d42b6d36324572e5e2a0ba166b2",
|
|
29
|
-
"libraries/protocol/temp/package-deps.json": "
|
|
30
|
-
"libraries/transfer/temp/package-deps.json": "
|
|
31
|
-
"libraries/data-account/temp/package-deps.json": "
|
|
32
|
-
"libraries/data-order/temp/package-deps.json": "
|
|
29
|
+
"libraries/protocol/temp/package-deps.json": "8eafdac8b7fcbd384da0c4d631d4232ca6e57772",
|
|
30
|
+
"libraries/transfer/temp/package-deps.json": "e0b34d4194569952115135c95fa12960ddfd3fe7",
|
|
31
|
+
"libraries/data-account/temp/package-deps.json": "3551b99eefd7b25554e1dde345cafccd37c7c928",
|
|
32
|
+
"libraries/data-order/temp/package-deps.json": "bbd94675f86f13a9a6d866e7a245810c8125f8cd",
|
|
33
33
|
"libraries/utils/temp/package-deps.json": "c0ccd6946461153e7eb1b04a3061e075788fad2a",
|
|
34
|
-
"libraries/sql/temp/package-deps.json": "
|
|
35
|
-
"libraries/data-series/temp/package-deps.json": "
|
|
36
|
-
"libraries/data-product/temp/package-deps.json": "
|
|
37
|
-
"libraries/data-ohlc/temp/package-deps.json": "
|
|
38
|
-
"libraries/data-interest-rate/temp/package-deps.json": "
|
|
39
|
-
"libraries/data-quote/temp/package-deps.json": "
|
|
40
|
-
"libraries/data-trade/temp/package-deps.json": "
|
|
41
|
-
"libraries/secret/temp/package-deps.json": "
|
|
34
|
+
"libraries/sql/temp/package-deps.json": "da0e17fb9630241beb52c1e3d124b369ddbe37b4",
|
|
35
|
+
"libraries/data-series/temp/package-deps.json": "fc6408d3f9ac43e4695e096950633ba9b357f6a3",
|
|
36
|
+
"libraries/data-product/temp/package-deps.json": "a59164cb062c82db4350b210ee75a7a2aa6f7022",
|
|
37
|
+
"libraries/data-ohlc/temp/package-deps.json": "660bf98a9ff523a7c5ad6d4f9f17a2b8547f6a73",
|
|
38
|
+
"libraries/data-interest-rate/temp/package-deps.json": "1c404b9ff7652d0102472b8ec143e4e373af5d85",
|
|
39
|
+
"libraries/data-quote/temp/package-deps.json": "efa2325cfab464f32c6850e32485209d0cc0ad91",
|
|
40
|
+
"libraries/data-trade/temp/package-deps.json": "fb3d9695e7e6fd224e0347e763be2a0f15c54f49",
|
|
41
|
+
"libraries/secret/temp/package-deps.json": "4d73b17329f5401eb64f675e70a93b811c7838af",
|
|
42
42
|
"libraries/extension/temp/package-deps.json": "abcd1ce716b9fd88f33173d01f02c4c3a9462009",
|
|
43
43
|
"tools/toolkit/temp/package-deps.json": "3bef053db16659f0cdaceea64c8a8580c0131633"
|
|
44
44
|
}
|