npm - @yuants/vendor-okx - Versions diffs - 0.22.16 → 0.22.17 - Mend

@yuants/vendor-okx 0.22.16 → 0.22.17

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 (11) hide show

package/dist/trade.js CHANGED Viewed

@@ -17,13 +17,15 @@ const tradeParser = async (accountId, params) => {
             productIdSet.add(encodePath(item.instType, item.instId));
             mapTradeIdToBillList.set(item.tradeId, [...((_a = mapTradeIdToBillList.get(item.tradeId)) !== null && _a !== void 0 ? _a : []), item]);
         });
-        const productList = await requestSQL(Terminal.fromNodeEnv(), `
-      select * from product where product_id in (${Array.from(productIdSet)
-            .map((productId) => escapeSQL(productId))
-            .join(',')})
-    `);
-        if (productList.length > 0) {
-            productList.forEach((p) => productIdToProduct.set(p.product_id, p));
+        if (productIdSet.size > 0) {
+            const productList = await requestSQL(Terminal.fromNodeEnv(), `
+        select * from product where product_id in (${Array.from(productIdSet)
+                .map((productId) => escapeSQL(productId))
+                .join(',')})
+      `);
+            if (productList.length > 0) {
+                productList.forEach((p) => productIdToProduct.set(p.product_id, p));
+            }
         }
         mapTradeIdToBillList.forEach(async (v, tradeId) => {
             var _a, _b;

package/dist/trade.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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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: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定：10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n });\n"]}
1	+ 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{ defer, first, of, repeat, retry, tap, timeout } from 'rxjs';\nimport { client } from './api';\nimport { ITrade } from '@yuants/data-trade';\nimport { accountUid$ } 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 if (productIdSet.size > 0) {\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 }\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/dist/websocket.js CHANGED Viewed

@@ -1,15 +1,16 @@
-import { PromRegistry } from '@yuants/protocol';
+import { PromRegistry, Terminal } from '@yuants/protocol';
 import { encodePath, formatTime } from '@yuants/utils';
 import { catchError, defer, EMPTY, interval, Observable, tap, timeout } from 'rxjs';
 const MetricsWebSocketConnectionsGauge = PromRegistry.create('gauge', 'okx_websocket_connections', 'Number of active OKX WebSocket connections');
 const MetricsWebSocketChannelGauge = PromRegistry.create('gauge', 'okx_websocket_channel', 'Number of OKX WebSocket channels subscribed');
+const terminal = Terminal.fromNodeEnv();
 class OKXWsClient {
     constructor(path) {
         this.connected = false;
         this.baseURL = `wss://ws.okx.com:8443`;
         // this.instId = instId;
         this.ws = new WebSocket(`${this.baseURL}/${path}`);
-        MetricsWebSocketConnectionsGauge.inc({ path });
+        MetricsWebSocketConnectionsGauge.inc({ path, terminal_id: terminal.terminal_id });
         this.pendingSub = [];
         this.keepAlive = interval(25000)
             .pipe(tap(() => {
@@ -78,7 +79,7 @@ class OKXWsClient {
             this.pendingSub.push(JSON.stringify(subMsg));
             console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);
         }
-        MetricsWebSocketChannelGauge.inc({ channel });
+        MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });
         this.subscriptions.add(channelId);
         if (handler) {
             this.handlers[channelId] = handler;

package/dist/websocket.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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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"]}
1	+ 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{ PromRegistry, Terminal } 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\nconst terminal = Terminal.fromNodeEnv();\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, terminal_id: terminal.terminal_id });\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, terminal_id: terminal.terminal_id });\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/trade.js CHANGED Viewed

@@ -19,13 +19,15 @@ const tradeParser = async (accountId, params) => {
             productIdSet.add((0, utils_1.encodePath)(item.instType, item.instId));
             mapTradeIdToBillList.set(item.tradeId, [...((_a = mapTradeIdToBillList.get(item.tradeId)) !== null && _a !== void 0 ? _a : []), item]);
         });
-        const productList = await (0, sql_1.requestSQL)(protocol_1.Terminal.fromNodeEnv(), `
-      select * from product where product_id in (${Array.from(productIdSet)
-            .map((productId) => (0, sql_1.escapeSQL)(productId))
-            .join(',')})
-    `);
-        if (productList.length > 0) {
-            productList.forEach((p) => productIdToProduct.set(p.product_id, p));
+        if (productIdSet.size > 0) {
+            const productList = await (0, sql_1.requestSQL)(protocol_1.Terminal.fromNodeEnv(), `
+        select * from product where product_id in (${Array.from(productIdSet)
+                .map((productId) => (0, sql_1.escapeSQL)(productId))
+                .join(',')})
+      `);
+            if (productList.length > 0) {
+                productList.forEach((p) => productIdToProduct.set(p.product_id, p));
+            }
         }
         mapTradeIdToBillList.forEach(async (v, tradeId) => {
             var _a, _b;

package/lib/trade.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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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: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定：10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n });\n"]}
1	+ 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{ defer, first, of, repeat, retry, tap, timeout } from 'rxjs';\nimport { client } from './api';\nimport { ITrade } from '@yuants/data-trade';\nimport { accountUid$ } 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 if (productIdSet.size > 0) {\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 }\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/websocket.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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"}
1	+ {"version":3,"file":"websocket.d.ts","sourceRoot":"","sources":["../src/websocket.ts"],"names":[],"mappings":"AAEA,OAAO,EAAsC,UAAU,EAA8B,MAAM,MAAM,CAAC;AAiMlG,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 Viewed

@@ -6,13 +6,14 @@ const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const MetricsWebSocketConnectionsGauge = protocol_1.PromRegistry.create('gauge', 'okx_websocket_connections', 'Number of active OKX WebSocket connections');
 const MetricsWebSocketChannelGauge = protocol_1.PromRegistry.create('gauge', 'okx_websocket_channel', 'Number of OKX WebSocket channels subscribed');
+const terminal = protocol_1.Terminal.fromNodeEnv();
 class OKXWsClient {
     constructor(path) {
         this.connected = false;
         this.baseURL = `wss://ws.okx.com:8443`;
         // this.instId = instId;
         this.ws = new WebSocket(`${this.baseURL}/${path}`);
-        MetricsWebSocketConnectionsGauge.inc({ path });
+        MetricsWebSocketConnectionsGauge.inc({ path, terminal_id: terminal.terminal_id });
         this.pendingSub = [];
         this.keepAlive = (0, rxjs_1.interval)(25000)
             .pipe((0, rxjs_1.tap)(() => {
@@ -81,7 +82,7 @@ class OKXWsClient {
             this.pendingSub.push(JSON.stringify(subMsg));
             console.info((0, utils_1.formatTime)(Date.now()), `📩 add subscribe for ${channelId} to pending list`);
         }
-        MetricsWebSocketChannelGauge.inc({ channel });
+        MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });
         this.subscriptions.add(channelId);
         if (handler) {
             this.handlers[channelId] = handler;

package/lib/websocket.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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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"]}
1	+ 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{ PromRegistry, Terminal } 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\nconst terminal = Terminal.fromNodeEnv();\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, terminal_id: terminal.terminal_id });\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, terminal_id: terminal.terminal_id });\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 Viewed

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-okx",
-	"version": "0.22.16",
+	"version": "0.22.17",
 	"bin": "lib/cli.js",
 	"main": "lib/index.js",
 	"files": [

package/temp/package-deps.json CHANGED Viewed

@@ -1,13 +1,13 @@
 {
-    "apps/vendor-okx/CHANGELOG.json": "d4ce222125b9ce7e9a4af1d18cec78928b23df66",
-    "apps/vendor-okx/CHANGELOG.md": "97f6bb177cf81d5b67290f2dd21e566b0371ab48",
+    "apps/vendor-okx/CHANGELOG.json": "3ae77b14d8b3d576465e7f597c7052ea964d325e",
+    "apps/vendor-okx/CHANGELOG.md": "26281edebbe13d8484355a1191376d40cf164534",
     "apps/vendor-okx/README.md": "ac3d1f6c4c8d73066664699b0bb1b01db02e67a2",
     "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
-    "apps/vendor-okx/package.json": "9a733398dd18e1fad573a1c037680ae4a61d2783",
+    "apps/vendor-okx/package.json": "539e2953a5329d80bdea1e82c0e75d33451a2233",
     "apps/vendor-okx/src/account.ts": "a5d141e20b48f57ded83d35d395abb438ed11848",
     "apps/vendor-okx/src/api.ts": "a818895fddbfe76eab517cd0bbba9fafe6c0c2cc",
     "apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
@@ -23,8 +23,8 @@
     "apps/vendor-okx/src/quote.ts": "40b3a637b9348f380d6461b50ccc07eaea3fb635",
     "apps/vendor-okx/src/services.ts": "7b7df830a6d78b6de5cee44bbcec66f282ab53ab",
     "apps/vendor-okx/src/strategy-account.ts": "b5669b8b9338792597d16ed611e8569b59266fe4",
-    "apps/vendor-okx/src/trade.ts": "7e9f345bda2c9584d25a0ba0f0224eb2839f0ec1",
-    "apps/vendor-okx/src/websocket.ts": "060aa81c4f9a57a939927de4497fb46302963812",
+    "apps/vendor-okx/src/trade.ts": "beab4381745eb173faf11ccedd3e80636659e3e9",
+    "apps/vendor-okx/src/websocket.ts": "6c0199bbb9db714ec96b59d90b35b3c801975194",
     "apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "0a6205550d411d42b6d36324572e5e2a0ba166b2",
     "libraries/protocol/temp/package-deps.json": "ff231b7689ff7d151498b496f70944d4598fcf33",