@yuants/vendor-okx 0.22.14 → 0.22.15
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/websocket.js +7 -0
- package/dist/websocket.js.map +1 -1
- package/lib/websocket.d.ts.map +1 -1
- package/lib/websocket.js +7 -0
- package/lib/websocket.js.map +1 -1
- package/package.json +1 -1
- package/temp/package-deps.json +4 -4
package/dist/websocket.js
CHANGED
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@@ -1,11 +1,15 @@
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1
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+
import { PromRegistry } from '@yuants/protocol';
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import { encodePath, formatTime } from '@yuants/utils';
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import { catchError, defer, EMPTY, interval, Observable, tap, timeout } from 'rxjs';
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const MetricsWebSocketConnectionsGauge = PromRegistry.create('gauge', 'okx_websocket_connections', 'Number of active OKX WebSocket connections');
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5
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const MetricsWebSocketChannelGauge = PromRegistry.create('gauge', 'okx_websocket_channel', 'Number of OKX WebSocket channels subscribed');
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class OKXWsClient {
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constructor(path) {
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this.connected = false;
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this.baseURL = `wss://ws.okx.com:8443`;
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// this.instId = instId;
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this.ws = new WebSocket(`${this.baseURL}/${path}`);
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MetricsWebSocketConnectionsGauge.inc({ path });
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this.pendingSub = [];
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this.keepAlive = interval(25000)
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.pipe(tap(() => {
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@@ -32,6 +36,7 @@ class OKXWsClient {
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});
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this.ws.addEventListener('close', (event) => {
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console.error(formatTime(Date.now()), '❌ WS closed', event);
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MetricsWebSocketConnectionsGauge.dec({ path });
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});
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this.subscriptions = new Set();
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this.handlers = {}; // key: channel, value: callback
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@@ -73,6 +78,7 @@ class OKXWsClient {
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this.pendingSub.push(JSON.stringify(subMsg));
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console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);
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}
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MetricsWebSocketChannelGauge.inc({ channel });
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this.subscriptions.add(channelId);
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if (handler) {
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this.handlers[channelId] = handler;
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@@ -92,6 +98,7 @@ class OKXWsClient {
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if (this.subscriptions.size === 0) {
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this.keepAlive.unsubscribe();
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}
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MetricsWebSocketChannelGauge.dec({ channel });
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delete this.handlers[channelId];
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console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);
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}
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package/dist/websocket.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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{ encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, interval, Observable, Subscription, tap, timeout } from 'rxjs';\n\nclass OKXWsClient {\n ws: WebSocket;\n connected: boolean = false;\n subscriptions: Set<string>;\n handlers: Record<string, Function>;\n pendingSub: string[];\n keepAlive: Subscription;\n\n baseURL: string = `wss://ws.okx.com:8443`;\n constructor(path: string) {\n // this.instId = instId;\n this.ws = new WebSocket(`${this.baseURL}/${path}`);\n this.pendingSub = [];\n this.keepAlive = interval(25000)\n .pipe(\n tap(() => {\n if (this.connected) {\n this.ws.send('ping');\n }\n }),\n )\n .subscribe();\n // this.ws.\n this.ws.addEventListener('open', () => {\n this.connected = true;\n console.info(formatTime(Date.now()), '✅ WS connected');\n while (this.pendingSub.length > 0) {\n const msg = this.pendingSub.shift();\n if (msg) {\n this.ws.send(msg);\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${msg}`);\n }\n }\n });\n\n this.ws.addEventListener('message', (raw) => this.handleMessage(raw));\n this.ws.addEventListener('error', (raw) => {\n console.error(formatTime(Date.now()), '❌ WS error', raw);\n });\n this.ws.addEventListener('close', (event) => {\n console.error(formatTime(Date.now()), '❌ WS closed', event);\n });\n this.subscriptions = new Set();\n this.handlers = {}; // key: channel, value: callback\n }\n\n // 处理消息\n handleMessage(raw: any) {\n if (raw.data === 'pong') {\n return;\n }\n const msg = JSON.parse(raw.data);\n if (msg.arg?.channel) {\n const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n const data = msg.data?.[0];\n if (data && this.handlers[channelId]) {\n this.handlers[channelId](data, msg.arg);\n }\n } else if (msg.event) {\n console.info(formatTime(Date.now()), 'Event:', msg);\n }\n }\n\n // 调用订阅\n subscribe(channel: string, instId?: string, handler?: Function) {\n const channelId = encodePath(channel, instId);\n if (this.subscriptions.has(channelId)) {\n console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n return;\n }\n\n const subMsg = {\n op: 'subscribe',\n args: [{ channel, instId }],\n };\n\n if (this.connected) {\n this.ws.send(JSON.stringify(subMsg));\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n } else {\n this.pendingSub.push(JSON.stringify(subMsg));\n console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);\n }\n this.subscriptions.add(channelId);\n if (handler) {\n this.handlers[channelId] = handler;\n }\n }\n\n // 取消订阅\n unsubscribe(channel: string, instId?: string) {\n const channelId = encodePath(channel, instId);\n if (!this.subscriptions.has(channelId)) return;\n\n const unSubMsg = {\n op: 'unsubscribe',\n args: [{ channel, instId }],\n };\n\n this.ws.send(JSON.stringify(unSubMsg));\n this.subscriptions.delete(channelId);\n if (this.subscriptions.size === 0) {\n this.keepAlive.unsubscribe();\n }\n delete this.handlers[channelId];\n console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n }\n}\n\nconst wsPool: {\n path: string;\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 = (path: string) => {\n const existing = wsPool.find((item) => item.path === path && !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(path);\n wsPool.push({ path, client: newClient, requests: 1, isFull: false });\n return newClient;\n};\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n defer(\n () =>\n new Observable<T>((subscriber) => {\n const client = getWsClient(path);\n client.subscribe(channel, instId, (data: T) => {\n subscriber.next(data);\n });\n client.ws.addEventListener('error', (err) => {\n subscriber.error(err);\n });\n client.ws.addEventListener('close', () => {\n subscriber.error('WS Connection Closed');\n });\n subscriber.add(() => {\n client.unsubscribe(channel, instId);\n });\n }),\n ).pipe(\n // 防止单个连接断开导致数据流关闭\n timeout(60_000),\n tap({\n error: (err) => {\n console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n },\n }),\n // 暂时不太确定是否能支持 retry\n // retry({ delay: 1000 }),\n catchError(() => EMPTY),\n );\n\nexport const useTicker = (instId: string) =>\n fromWsChannelAndInstId<{\n instId: string;\n last: string;\n askPx: string;\n bidPx: string;\n askSz: string;\n bidSz: string;\n }>('ws/v5/public', 'tickers', instId);\n\nexport const useOpenInterest = (instId: string) =>\n fromWsChannelAndInstId<{\n instId: string;\n oi: string; // open interest\n }>('ws/v5/public', 'open-interest', instId);\n\nexport const useOHLC = (candleType: string, instId: string) =>\n fromWsChannelAndInstId<string[]>('ws/v5/business', candleType, instId);\n"]}
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+
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{ PromRegistry } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, interval, Observable, Subscription, tap, timeout } from 'rxjs';\n\nconst MetricsWebSocketConnectionsGauge = PromRegistry.create(\n 'gauge',\n 'okx_websocket_connections',\n 'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = PromRegistry.create(\n 'gauge',\n 'okx_websocket_channel',\n 'Number of OKX WebSocket channels subscribed',\n);\n\nclass OKXWsClient {\n ws: WebSocket;\n connected: boolean = false;\n subscriptions: Set<string>;\n handlers: Record<string, Function>;\n pendingSub: string[];\n keepAlive: Subscription;\n\n baseURL: string = `wss://ws.okx.com:8443`;\n constructor(path: string) {\n // this.instId = instId;\n this.ws = new WebSocket(`${this.baseURL}/${path}`);\n\n MetricsWebSocketConnectionsGauge.inc({ path });\n\n this.pendingSub = [];\n this.keepAlive = interval(25000)\n .pipe(\n tap(() => {\n if (this.connected) {\n this.ws.send('ping');\n }\n }),\n )\n .subscribe();\n // this.ws.\n this.ws.addEventListener('open', () => {\n this.connected = true;\n console.info(formatTime(Date.now()), '✅ WS connected');\n while (this.pendingSub.length > 0) {\n const msg = this.pendingSub.shift();\n if (msg) {\n this.ws.send(msg);\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${msg}`);\n }\n }\n });\n\n this.ws.addEventListener('message', (raw) => this.handleMessage(raw));\n this.ws.addEventListener('error', (raw) => {\n console.error(formatTime(Date.now()), '❌ WS error', raw);\n });\n this.ws.addEventListener('close', (event) => {\n console.error(formatTime(Date.now()), '❌ WS closed', event);\n\n MetricsWebSocketConnectionsGauge.dec({ path });\n });\n this.subscriptions = new Set();\n this.handlers = {}; // key: channel, value: callback\n }\n\n // 处理消息\n handleMessage(raw: any) {\n if (raw.data === 'pong') {\n return;\n }\n const msg = JSON.parse(raw.data);\n if (msg.arg?.channel) {\n const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n const data = msg.data?.[0];\n if (data && this.handlers[channelId]) {\n this.handlers[channelId](data, msg.arg);\n }\n } else if (msg.event) {\n console.info(formatTime(Date.now()), 'Event:', msg);\n }\n }\n\n // 调用订阅\n subscribe(channel: string, instId?: string, handler?: Function) {\n const channelId = encodePath(channel, instId);\n if (this.subscriptions.has(channelId)) {\n console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n return;\n }\n\n const subMsg = {\n op: 'subscribe',\n args: [{ channel, instId }],\n };\n\n if (this.connected) {\n this.ws.send(JSON.stringify(subMsg));\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n } else {\n this.pendingSub.push(JSON.stringify(subMsg));\n console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);\n }\n MetricsWebSocketChannelGauge.inc({ channel });\n this.subscriptions.add(channelId);\n if (handler) {\n this.handlers[channelId] = handler;\n }\n }\n\n // 取消订阅\n unsubscribe(channel: string, instId?: string) {\n const channelId = encodePath(channel, instId);\n if (!this.subscriptions.has(channelId)) return;\n\n const unSubMsg = {\n op: 'unsubscribe',\n args: [{ channel, instId }],\n };\n\n this.ws.send(JSON.stringify(unSubMsg));\n this.subscriptions.delete(channelId);\n if (this.subscriptions.size === 0) {\n this.keepAlive.unsubscribe();\n }\n MetricsWebSocketChannelGauge.dec({ channel });\n delete this.handlers[channelId];\n console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n }\n}\n\nconst wsPool: {\n path: string;\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 = (path: string) => {\n const existing = wsPool.find((item) => item.path === path && !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(path);\n wsPool.push({ path, client: newClient, requests: 1, isFull: false });\n return newClient;\n};\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n defer(\n () =>\n new Observable<T>((subscriber) => {\n const client = getWsClient(path);\n client.subscribe(channel, instId, (data: T) => {\n subscriber.next(data);\n });\n client.ws.addEventListener('error', (err) => {\n subscriber.error(err);\n });\n client.ws.addEventListener('close', () => {\n subscriber.error('WS Connection Closed');\n });\n subscriber.add(() => {\n client.unsubscribe(channel, instId);\n });\n }),\n ).pipe(\n // 防止单个连接断开导致数据流关闭\n timeout(60_000),\n tap({\n error: (err) => {\n console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n },\n }),\n // 暂时不太确定是否能支持 retry\n // retry({ delay: 1000 }),\n catchError(() => EMPTY),\n );\n\nexport const useTicker = (instId: string) =>\n fromWsChannelAndInstId<{\n instId: string;\n last: string;\n askPx: string;\n bidPx: string;\n askSz: string;\n bidSz: string;\n }>('ws/v5/public', 'tickers', instId);\n\nexport const useOpenInterest = (instId: string) =>\n fromWsChannelAndInstId<{\n instId: string;\n oi: string; // open interest\n }>('ws/v5/public', 'open-interest', instId);\n\nexport const useOHLC = (candleType: string, instId: string) =>\n fromWsChannelAndInstId<string[]>('ws/v5/business', candleType, instId);\n"]}
|
package/lib/websocket.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"websocket.d.ts","sourceRoot":"","sources":["../src/websocket.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"websocket.d.ts","sourceRoot":"","sources":["../src/websocket.ts"],"names":[],"mappings":"AAEA,OAAO,EAAsC,UAAU,EAA8B,MAAM,MAAM,CAAC;AA+LlG,eAAO,MAAM,SAAS,WAAY,MAAM;YAE5B,MAAM;UACR,MAAM;WACL,MAAM;WACN,MAAM;WACN,MAAM;WACN,MAAM;EACsB,CAAC;AAExC,eAAO,MAAM,eAAe,WAAY,MAAM;YAElC,MAAM;QACV,MAAM;EAC+B,CAAC;AAE9C,eAAO,MAAM,OAAO,eAAgB,MAAM,UAAU,MAAM,yBACc,CAAC"}
|
package/lib/websocket.js
CHANGED
|
@@ -1,14 +1,18 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.useOHLC = exports.useOpenInterest = exports.useTicker = void 0;
|
|
4
|
+
const protocol_1 = require("@yuants/protocol");
|
|
4
5
|
const utils_1 = require("@yuants/utils");
|
|
5
6
|
const rxjs_1 = require("rxjs");
|
|
7
|
+
const MetricsWebSocketConnectionsGauge = protocol_1.PromRegistry.create('gauge', 'okx_websocket_connections', 'Number of active OKX WebSocket connections');
|
|
8
|
+
const MetricsWebSocketChannelGauge = protocol_1.PromRegistry.create('gauge', 'okx_websocket_channel', 'Number of OKX WebSocket channels subscribed');
|
|
6
9
|
class OKXWsClient {
|
|
7
10
|
constructor(path) {
|
|
8
11
|
this.connected = false;
|
|
9
12
|
this.baseURL = `wss://ws.okx.com:8443`;
|
|
10
13
|
// this.instId = instId;
|
|
11
14
|
this.ws = new WebSocket(`${this.baseURL}/${path}`);
|
|
15
|
+
MetricsWebSocketConnectionsGauge.inc({ path });
|
|
12
16
|
this.pendingSub = [];
|
|
13
17
|
this.keepAlive = (0, rxjs_1.interval)(25000)
|
|
14
18
|
.pipe((0, rxjs_1.tap)(() => {
|
|
@@ -35,6 +39,7 @@ class OKXWsClient {
|
|
|
35
39
|
});
|
|
36
40
|
this.ws.addEventListener('close', (event) => {
|
|
37
41
|
console.error((0, utils_1.formatTime)(Date.now()), '❌ WS closed', event);
|
|
42
|
+
MetricsWebSocketConnectionsGauge.dec({ path });
|
|
38
43
|
});
|
|
39
44
|
this.subscriptions = new Set();
|
|
40
45
|
this.handlers = {}; // key: channel, value: callback
|
|
@@ -76,6 +81,7 @@ class OKXWsClient {
|
|
|
76
81
|
this.pendingSub.push(JSON.stringify(subMsg));
|
|
77
82
|
console.info((0, utils_1.formatTime)(Date.now()), `📩 add subscribe for ${channelId} to pending list`);
|
|
78
83
|
}
|
|
84
|
+
MetricsWebSocketChannelGauge.inc({ channel });
|
|
79
85
|
this.subscriptions.add(channelId);
|
|
80
86
|
if (handler) {
|
|
81
87
|
this.handlers[channelId] = handler;
|
|
@@ -95,6 +101,7 @@ class OKXWsClient {
|
|
|
95
101
|
if (this.subscriptions.size === 0) {
|
|
96
102
|
this.keepAlive.unsubscribe();
|
|
97
103
|
}
|
|
104
|
+
MetricsWebSocketChannelGauge.dec({ channel });
|
|
98
105
|
delete this.handlers[channelId];
|
|
99
106
|
console.info((0, utils_1.formatTime)(Date.now()), `📩 Sent unsubscribe for ${channelId}`);
|
|
100
107
|
}
|
package/lib/websocket.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
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-
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{ encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, interval, Observable, Subscription, tap, timeout } from 'rxjs';\n\nclass OKXWsClient {\n ws: WebSocket;\n connected: boolean = false;\n subscriptions: Set<string>;\n handlers: Record<string, Function>;\n pendingSub: string[];\n keepAlive: Subscription;\n\n baseURL: string = `wss://ws.okx.com:8443`;\n constructor(path: string) {\n // this.instId = instId;\n this.ws = new WebSocket(`${this.baseURL}/${path}`);\n this.pendingSub = [];\n this.keepAlive = interval(25000)\n .pipe(\n tap(() => {\n if (this.connected) {\n this.ws.send('ping');\n }\n }),\n )\n .subscribe();\n // this.ws.\n this.ws.addEventListener('open', () => {\n this.connected = true;\n console.info(formatTime(Date.now()), '✅ WS connected');\n while (this.pendingSub.length > 0) {\n const msg = this.pendingSub.shift();\n if (msg) {\n this.ws.send(msg);\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${msg}`);\n }\n }\n });\n\n this.ws.addEventListener('message', (raw) => this.handleMessage(raw));\n this.ws.addEventListener('error', (raw) => {\n console.error(formatTime(Date.now()), '❌ WS error', raw);\n });\n this.ws.addEventListener('close', (event) => {\n console.error(formatTime(Date.now()), '❌ WS closed', event);\n });\n this.subscriptions = new Set();\n this.handlers = {}; // key: channel, value: callback\n }\n\n // 处理消息\n handleMessage(raw: any) {\n if (raw.data === 'pong') {\n return;\n }\n const msg = JSON.parse(raw.data);\n if (msg.arg?.channel) {\n const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n const data = msg.data?.[0];\n if (data && this.handlers[channelId]) {\n this.handlers[channelId](data, msg.arg);\n }\n } else if (msg.event) {\n console.info(formatTime(Date.now()), 'Event:', msg);\n }\n }\n\n // 调用订阅\n subscribe(channel: string, instId?: string, handler?: Function) {\n const channelId = encodePath(channel, instId);\n if (this.subscriptions.has(channelId)) {\n console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n return;\n }\n\n const subMsg = {\n op: 'subscribe',\n args: [{ channel, instId }],\n };\n\n if (this.connected) {\n this.ws.send(JSON.stringify(subMsg));\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n } else {\n this.pendingSub.push(JSON.stringify(subMsg));\n console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);\n }\n this.subscriptions.add(channelId);\n if (handler) {\n this.handlers[channelId] = handler;\n }\n }\n\n // 取消订阅\n unsubscribe(channel: string, instId?: string) {\n const channelId = encodePath(channel, instId);\n if (!this.subscriptions.has(channelId)) return;\n\n const unSubMsg = {\n op: 'unsubscribe',\n args: [{ channel, instId }],\n };\n\n this.ws.send(JSON.stringify(unSubMsg));\n this.subscriptions.delete(channelId);\n if (this.subscriptions.size === 0) {\n this.keepAlive.unsubscribe();\n }\n delete this.handlers[channelId];\n console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n }\n}\n\nconst wsPool: {\n path: string;\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 = (path: string) => {\n const existing = wsPool.find((item) => item.path === path && !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(path);\n wsPool.push({ path, client: newClient, requests: 1, isFull: false });\n return newClient;\n};\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n defer(\n () =>\n new Observable<T>((subscriber) => {\n const client = getWsClient(path);\n client.subscribe(channel, instId, (data: T) => {\n subscriber.next(data);\n });\n client.ws.addEventListener('error', (err) => {\n subscriber.error(err);\n });\n client.ws.addEventListener('close', () => {\n subscriber.error('WS Connection Closed');\n });\n subscriber.add(() => {\n client.unsubscribe(channel, instId);\n });\n }),\n ).pipe(\n // 防止单个连接断开导致数据流关闭\n timeout(60_000),\n tap({\n error: (err) => {\n console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n },\n }),\n // 暂时不太确定是否能支持 retry\n // retry({ delay: 1000 }),\n catchError(() => EMPTY),\n );\n\nexport const useTicker = (instId: string) =>\n fromWsChannelAndInstId<{\n instId: string;\n last: string;\n askPx: string;\n bidPx: string;\n askSz: string;\n bidSz: string;\n }>('ws/v5/public', 'tickers', instId);\n\nexport const useOpenInterest = (instId: string) =>\n fromWsChannelAndInstId<{\n instId: string;\n oi: string; // open interest\n }>('ws/v5/public', 'open-interest', instId);\n\nexport const useOHLC = (candleType: string, instId: string) =>\n fromWsChannelAndInstId<string[]>('ws/v5/business', candleType, instId);\n"]}
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+
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{ PromRegistry } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, interval, Observable, Subscription, tap, timeout } from 'rxjs';\n\nconst MetricsWebSocketConnectionsGauge = PromRegistry.create(\n 'gauge',\n 'okx_websocket_connections',\n 'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = PromRegistry.create(\n 'gauge',\n 'okx_websocket_channel',\n 'Number of OKX WebSocket channels subscribed',\n);\n\nclass OKXWsClient {\n ws: WebSocket;\n connected: boolean = false;\n subscriptions: Set<string>;\n handlers: Record<string, Function>;\n pendingSub: string[];\n keepAlive: Subscription;\n\n baseURL: string = `wss://ws.okx.com:8443`;\n constructor(path: string) {\n // this.instId = instId;\n this.ws = new WebSocket(`${this.baseURL}/${path}`);\n\n MetricsWebSocketConnectionsGauge.inc({ path });\n\n this.pendingSub = [];\n this.keepAlive = interval(25000)\n .pipe(\n tap(() => {\n if (this.connected) {\n this.ws.send('ping');\n }\n }),\n )\n .subscribe();\n // this.ws.\n this.ws.addEventListener('open', () => {\n this.connected = true;\n console.info(formatTime(Date.now()), '✅ WS connected');\n while (this.pendingSub.length > 0) {\n const msg = this.pendingSub.shift();\n if (msg) {\n this.ws.send(msg);\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${msg}`);\n }\n }\n });\n\n this.ws.addEventListener('message', (raw) => this.handleMessage(raw));\n this.ws.addEventListener('error', (raw) => {\n console.error(formatTime(Date.now()), '❌ WS error', raw);\n });\n this.ws.addEventListener('close', (event) => {\n console.error(formatTime(Date.now()), '❌ WS closed', event);\n\n MetricsWebSocketConnectionsGauge.dec({ path });\n });\n this.subscriptions = new Set();\n this.handlers = {}; // key: channel, value: callback\n }\n\n // 处理消息\n handleMessage(raw: any) {\n if (raw.data === 'pong') {\n return;\n }\n const msg = JSON.parse(raw.data);\n if (msg.arg?.channel) {\n const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n const data = msg.data?.[0];\n if (data && this.handlers[channelId]) {\n this.handlers[channelId](data, msg.arg);\n }\n } else if (msg.event) {\n console.info(formatTime(Date.now()), 'Event:', msg);\n }\n }\n\n // 调用订阅\n subscribe(channel: string, instId?: string, handler?: Function) {\n const channelId = encodePath(channel, instId);\n if (this.subscriptions.has(channelId)) {\n console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n return;\n }\n\n const subMsg = {\n op: 'subscribe',\n args: [{ channel, instId }],\n };\n\n if (this.connected) {\n this.ws.send(JSON.stringify(subMsg));\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n } else {\n this.pendingSub.push(JSON.stringify(subMsg));\n console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);\n }\n MetricsWebSocketChannelGauge.inc({ channel });\n this.subscriptions.add(channelId);\n if (handler) {\n this.handlers[channelId] = handler;\n }\n }\n\n // 取消订阅\n unsubscribe(channel: string, instId?: string) {\n const channelId = encodePath(channel, instId);\n if (!this.subscriptions.has(channelId)) return;\n\n const unSubMsg = {\n op: 'unsubscribe',\n args: [{ channel, instId }],\n };\n\n this.ws.send(JSON.stringify(unSubMsg));\n this.subscriptions.delete(channelId);\n if (this.subscriptions.size === 0) {\n this.keepAlive.unsubscribe();\n }\n MetricsWebSocketChannelGauge.dec({ channel });\n delete this.handlers[channelId];\n console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n }\n}\n\nconst wsPool: {\n path: string;\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 = (path: string) => {\n const existing = wsPool.find((item) => item.path === path && !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(path);\n wsPool.push({ path, client: newClient, requests: 1, isFull: false });\n return newClient;\n};\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n defer(\n () =>\n new Observable<T>((subscriber) => {\n const client = getWsClient(path);\n client.subscribe(channel, instId, (data: T) => {\n subscriber.next(data);\n });\n client.ws.addEventListener('error', (err) => {\n subscriber.error(err);\n });\n client.ws.addEventListener('close', () => {\n subscriber.error('WS Connection Closed');\n });\n subscriber.add(() => {\n client.unsubscribe(channel, instId);\n });\n }),\n ).pipe(\n // 防止单个连接断开导致数据流关闭\n timeout(60_000),\n tap({\n error: (err) => {\n console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n },\n }),\n // 暂时不太确定是否能支持 retry\n // retry({ delay: 1000 }),\n catchError(() => EMPTY),\n );\n\nexport const useTicker = (instId: string) =>\n fromWsChannelAndInstId<{\n instId: string;\n last: string;\n askPx: string;\n bidPx: string;\n askSz: string;\n bidSz: string;\n }>('ws/v5/public', 'tickers', instId);\n\nexport const useOpenInterest = (instId: string) =>\n fromWsChannelAndInstId<{\n instId: string;\n oi: string; // open interest\n }>('ws/v5/public', 'open-interest', instId);\n\nexport const useOHLC = (candleType: string, instId: string) =>\n fromWsChannelAndInstId<string[]>('ws/v5/business', candleType, instId);\n"]}
|
package/package.json
CHANGED
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": "48cdd4fa9cd76a0cc78ac300584addd87ba4e821",
|
|
3
|
+
"apps/vendor-okx/CHANGELOG.md": "bd5a5bc0d3ddba8bb37050c6dfcd7b396e0ddf98",
|
|
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": "2be4a4fcc56113c309c4724394451a99550315eb",
|
|
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",
|
|
@@ -23,7 +23,7 @@
|
|
|
23
23
|
"apps/vendor-okx/src/quote.ts": "40b3a637b9348f380d6461b50ccc07eaea3fb635",
|
|
24
24
|
"apps/vendor-okx/src/services.ts": "7b7df830a6d78b6de5cee44bbcec66f282ab53ab",
|
|
25
25
|
"apps/vendor-okx/src/trade.ts": "7e9f345bda2c9584d25a0ba0f0224eb2839f0ec1",
|
|
26
|
-
"apps/vendor-okx/src/websocket.ts": "
|
|
26
|
+
"apps/vendor-okx/src/websocket.ts": "060aa81c4f9a57a939927de4497fb46302963812",
|
|
27
27
|
"apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
|
|
28
28
|
"apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "0a6205550d411d42b6d36324572e5e2a0ba166b2",
|
|
29
29
|
"libraries/protocol/temp/package-deps.json": "ff231b7689ff7d151498b496f70944d4598fcf33",
|