@yuants/vendor-okx 0.23.10 → 0.23.11

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Files changed (7) hide show
  1. package/dist/account.js +4 -7
  2. package/dist/account.js.map +1 -1
  3. package/lib/account.d.ts.map +1 -1
  4. package/lib/account.js +4 -7
  5. package/lib/account.js.map +1 -1
  6. package/package.json +3 -3
  7. package/temp/package-deps.json +6 -6
package/dist/account.js CHANGED
@@ -1,4 +1,5 @@
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  import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';
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+ import { providePendingOrdersService } from '@yuants/data-order';
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  import { Terminal } from '@yuants/protocol';
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  import { encodePath } from '@yuants/utils';
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  import { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';
@@ -11,12 +12,9 @@ export const accountUid$ = accountConfig$.pipe(map((x) => x.data[0].uid), filter
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  defer(async () => {
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  const uid = await firstValueFrom(accountUid$);
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  const account_id = `okx/${uid}/trading`;
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- terminal.server.provideService('QueryPendingOrders', {
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- required: ['account_id'],
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- properties: { account_id: { type: 'string', const: account_id } },
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- }, async () => {
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+ providePendingOrdersService(terminal, account_id, async () => {
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  const orders = await client.getTradeOrdersPending({});
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- const data = orders.data.map((x) => {
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+ return orders.data.map((x) => {
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  const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
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  const order_direction = x.side === 'buy'
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  ? x.posSide === 'long'
@@ -39,8 +37,7 @@ defer(async () => {
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  traded_price: +x.avgPx,
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  };
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  });
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- return { res: { code: 0, message: 'OK', data } };
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- });
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+ }, { auto_refresh_interval: 5000 });
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  }).subscribe();
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  const marketIndexTickerUSDT$ = defer(() => client.getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe(map((x) => {
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  const mapInstIdToPrice = new Map();
package/dist/account.js.map CHANGED
@@ -1 +1 @@
1
- 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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const accountConfig$ = defer(() => client.getAccountConfig()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nconst subAccountUids$ = defer(() => client.getSubAccountList()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n map((x) => x.data[0].uid),\n filter((x) => !!x),\n shareReplay(1),\n);\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const account_id = `okx/${uid}/trading`;\n terminal.server.provideService(\n 'QueryPendingOrders',\n {\n required: ['account_id'],\n properties: { account_id: { type: 'string', const: account_id } },\n },\n async () => {\n const orders = await client.getTradeOrdersPending({});\n const data = orders.data.map((x): IOrder => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n return {\n order_id: x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n };\n });\n return { res: { code: 0, message: 'OK', data } };\n },\n );\n}).subscribe();\n\nconst marketIndexTickerUSDT$ = defer(() => client.getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe(\n map((x) => {\n const mapInstIdToPrice = new Map<string, number>();\n x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));\n return mapInstIdToPrice;\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nexport const tradingAccountId$ = accountUid$.pipe(\n map((uid) => `okx/${uid}/trading`),\n shareReplay(1),\n);\n\ndefer(async () => {\n const tradingAccountId = await firstValueFrom(tradingAccountId$);\n addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n provideAccountInfoService(\n terminal,\n tradingAccountId,\n async () => {\n const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([\n client.getAccountPositions({}),\n client.getAccountBalance({}),\n firstValueFrom(productService.mapProductIdToProduct$),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n let totalEquity = 0;\n let totalFree = 0;\n const positions: IPosition[] = [];\n\n balanceApi.data[0]?.details.forEach((detail) => {\n if (detail.ccy === 'USDT') {\n const balance = +(detail.cashBal ?? 0);\n const free = Math.min(\n balance, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const equity = +(detail.eq ?? 0) - +(detail.stgyEq ?? 0);\n totalEquity += equity;\n totalFree += free;\n } else {\n const volume = +(detail.cashBal ?? 0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;\n const delta_equity = volume * closable_price || 0;\n const delta_profit = +detail.totalPnl || 0;\n\n const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n positions.push({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n direction: 'LONG',\n volume: volume,\n free_volume: free_volume,\n position_price: +detail.accAvgPx,\n floating_profit: delta_profit,\n closable_price: closable_price,\n valuation: delta_equity,\n });\n\n totalEquity += delta_equity;\n }\n });\n positionsApi.data.forEach((x) => {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath(x.instType, x.instId);\n const closable_price = +x.last;\n const valuation =\n (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n valuation,\n });\n });\n return {\n money: {\n currency: 'USDT',\n equity: totalEquity,\n free: totalFree,\n },\n positions: positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const fundingAccountId = `okx/${uid}/funding/USDT`;\n\n provideAccountInfoService(\n terminal,\n fundingAccountId,\n async () => {\n const [assetBalances, marketIndexTickerUSDT] = await Promise.all([\n client.getAssetBalances({}),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n const positions: IPosition[] = [];\n let equity = 0;\n let free = 0;\n\n assetBalances.data.forEach((x) => {\n if (x.ccy === 'USDT') {\n const balance = +x.bal;\n equity += balance;\n free += balance;\n return;\n }\n\n const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;\n const valuation = price * +x.bal || 0;\n const productId = encodePath('SPOT', `${x.ccy}-USDT`);\n\n positions.push({\n datasource_id: 'OKX',\n position_id: productId,\n product_id: productId,\n direction: 'LONG',\n volume: +x.bal,\n free_volume: +x.bal,\n position_price: price,\n floating_profit: 0,\n closable_price: price,\n valuation,\n });\n\n equity += valuation;\n });\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const earningAccountId = `okx/${uid}/earning/USDT`;\n provideAccountInfoService(\n terminal,\n earningAccountId,\n async () => {\n const offers = await client.getFinanceSavingsBalance({});\n const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions: [],\n };\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n"]}
1
+ 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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const accountConfig$ = defer(() => client.getAccountConfig()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nconst subAccountUids$ = defer(() => client.getSubAccountList()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n map((x) => x.data[0].uid),\n filter((x) => !!x),\n shareReplay(1),\n);\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const account_id = `okx/${uid}/trading`;\n providePendingOrdersService(\n terminal,\n account_id,\n async () => {\n const orders = await client.getTradeOrdersPending({});\n return orders.data.map((x) => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n return {\n order_id: x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n };\n });\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n\nconst marketIndexTickerUSDT$ = defer(() => client.getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe(\n map((x) => {\n const mapInstIdToPrice = new Map<string, number>();\n x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));\n return mapInstIdToPrice;\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nexport const tradingAccountId$ = accountUid$.pipe(\n map((uid) => `okx/${uid}/trading`),\n shareReplay(1),\n);\n\ndefer(async () => {\n const tradingAccountId = await firstValueFrom(tradingAccountId$);\n addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n provideAccountInfoService(\n terminal,\n tradingAccountId,\n async () => {\n const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([\n client.getAccountPositions({}),\n client.getAccountBalance({}),\n firstValueFrom(productService.mapProductIdToProduct$),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n let totalEquity = 0;\n let totalFree = 0;\n const positions: IPosition[] = [];\n\n balanceApi.data[0]?.details.forEach((detail) => {\n if (detail.ccy === 'USDT') {\n const balance = +(detail.cashBal ?? 0);\n const free = Math.min(\n balance, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const equity = +(detail.eq ?? 0) - +(detail.stgyEq ?? 0);\n totalEquity += equity;\n totalFree += free;\n } else {\n const volume = +(detail.cashBal ?? 0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;\n const delta_equity = volume * closable_price || 0;\n const delta_profit = +detail.totalPnl || 0;\n\n const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n positions.push({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n direction: 'LONG',\n volume: volume,\n free_volume: free_volume,\n position_price: +detail.accAvgPx,\n floating_profit: delta_profit,\n closable_price: closable_price,\n valuation: delta_equity,\n });\n\n totalEquity += delta_equity;\n }\n });\n positionsApi.data.forEach((x) => {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath(x.instType, x.instId);\n const closable_price = +x.last;\n const valuation =\n (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n valuation,\n });\n });\n return {\n money: {\n currency: 'USDT',\n equity: totalEquity,\n free: totalFree,\n },\n positions: positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const fundingAccountId = `okx/${uid}/funding/USDT`;\n\n provideAccountInfoService(\n terminal,\n fundingAccountId,\n async () => {\n const [assetBalances, marketIndexTickerUSDT] = await Promise.all([\n client.getAssetBalances({}),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n const positions: IPosition[] = [];\n let equity = 0;\n let free = 0;\n\n assetBalances.data.forEach((x) => {\n if (x.ccy === 'USDT') {\n const balance = +x.bal;\n equity += balance;\n free += balance;\n return;\n }\n\n const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;\n const valuation = price * +x.bal || 0;\n const productId = encodePath('SPOT', `${x.ccy}-USDT`);\n\n positions.push({\n datasource_id: 'OKX',\n position_id: productId,\n product_id: productId,\n direction: 'LONG',\n volume: +x.bal,\n free_volume: +x.bal,\n position_price: price,\n floating_profit: 0,\n closable_price: price,\n valuation,\n });\n\n equity += valuation;\n });\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const earningAccountId = `okx/${uid}/earning/USDT`;\n provideAccountInfoService(\n terminal,\n earningAccountId,\n async () => {\n const offers = await client.getFinanceSavingsBalance({});\n const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions: [],\n };\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n"]}
package/lib/account.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAUA,eAAO,MAAM,cAAc;;;;;;;;;;;;;;;;;;;;;;;;;EAI1B,CAAC;AAQF,eAAO,MAAM,WAAW,mCAIvB,CAAC;AAsDF,eAAO,MAAM,iBAAiB,mCAG7B,CAAC"}
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+ {"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAUA,eAAO,MAAM,cAAc;;;;;;;;;;;;;;;;;;;;;;;;;EAI1B,CAAC;AAQF,eAAO,MAAM,WAAW,mCAIvB,CAAC;AAmDF,eAAO,MAAM,iBAAiB,mCAG7B,CAAC"}
package/lib/account.js CHANGED
@@ -2,6 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.tradingAccountId$ = exports.accountUid$ = exports.accountConfig$ = void 0;
4
4
  const data_account_1 = require("@yuants/data-account");
5
+ const data_order_1 = require("@yuants/data-order");
5
6
  const protocol_1 = require("@yuants/protocol");
6
7
  const utils_1 = require("@yuants/utils");
7
8
  const rxjs_1 = require("rxjs");
@@ -14,12 +15,9 @@ exports.accountUid$ = exports.accountConfig$.pipe((0, rxjs_1.map)((x) => x.data[
14
15
  (0, rxjs_1.defer)(async () => {
15
16
  const uid = await (0, rxjs_1.firstValueFrom)(exports.accountUid$);
16
17
  const account_id = `okx/${uid}/trading`;
17
- terminal.server.provideService('QueryPendingOrders', {
18
- required: ['account_id'],
19
- properties: { account_id: { type: 'string', const: account_id } },
20
- }, async () => {
18
+ (0, data_order_1.providePendingOrdersService)(terminal, account_id, async () => {
21
19
  const orders = await api_1.client.getTradeOrdersPending({});
22
- const data = orders.data.map((x) => {
20
+ return orders.data.map((x) => {
23
21
  const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
24
22
  const order_direction = x.side === 'buy'
25
23
  ? x.posSide === 'long'
@@ -42,8 +40,7 @@ exports.accountUid$ = exports.accountConfig$.pipe((0, rxjs_1.map)((x) => x.data[
42
40
  traded_price: +x.avgPx,
43
41
  };
44
42
  });
45
- return { res: { code: 0, message: 'OK', data } };
46
- });
43
+ }, { auto_refresh_interval: 5000 });
47
44
  }).subscribe();
48
45
  const marketIndexTickerUSDT$ = (0, rxjs_1.defer)(() => api_1.client.getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe((0, rxjs_1.map)((x) => {
49
46
  const mapInstIdToPrice = new Map();
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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const accountConfig$ = defer(() => client.getAccountConfig()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nconst subAccountUids$ = defer(() => client.getSubAccountList()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n map((x) => x.data[0].uid),\n filter((x) => !!x),\n shareReplay(1),\n);\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const account_id = `okx/${uid}/trading`;\n terminal.server.provideService(\n 'QueryPendingOrders',\n {\n required: ['account_id'],\n properties: { account_id: { type: 'string', const: account_id } },\n },\n async () => {\n const orders = await client.getTradeOrdersPending({});\n const data = orders.data.map((x): IOrder => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n return {\n order_id: x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n };\n });\n return { res: { code: 0, message: 'OK', data } };\n },\n );\n}).subscribe();\n\nconst marketIndexTickerUSDT$ = defer(() => client.getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe(\n map((x) => {\n const mapInstIdToPrice = new Map<string, number>();\n x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));\n return mapInstIdToPrice;\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nexport const tradingAccountId$ = accountUid$.pipe(\n map((uid) => `okx/${uid}/trading`),\n shareReplay(1),\n);\n\ndefer(async () => {\n const tradingAccountId = await firstValueFrom(tradingAccountId$);\n addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n provideAccountInfoService(\n terminal,\n tradingAccountId,\n async () => {\n const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([\n client.getAccountPositions({}),\n client.getAccountBalance({}),\n firstValueFrom(productService.mapProductIdToProduct$),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n let totalEquity = 0;\n let totalFree = 0;\n const positions: IPosition[] = [];\n\n balanceApi.data[0]?.details.forEach((detail) => {\n if (detail.ccy === 'USDT') {\n const balance = +(detail.cashBal ?? 0);\n const free = Math.min(\n balance, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const equity = +(detail.eq ?? 0) - +(detail.stgyEq ?? 0);\n totalEquity += equity;\n totalFree += free;\n } else {\n const volume = +(detail.cashBal ?? 0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;\n const delta_equity = volume * closable_price || 0;\n const delta_profit = +detail.totalPnl || 0;\n\n const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n positions.push({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n direction: 'LONG',\n volume: volume,\n free_volume: free_volume,\n position_price: +detail.accAvgPx,\n floating_profit: delta_profit,\n closable_price: closable_price,\n valuation: delta_equity,\n });\n\n totalEquity += delta_equity;\n }\n });\n positionsApi.data.forEach((x) => {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath(x.instType, x.instId);\n const closable_price = +x.last;\n const valuation =\n (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n valuation,\n });\n });\n return {\n money: {\n currency: 'USDT',\n equity: totalEquity,\n free: totalFree,\n },\n positions: positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const fundingAccountId = `okx/${uid}/funding/USDT`;\n\n provideAccountInfoService(\n terminal,\n fundingAccountId,\n async () => {\n const [assetBalances, marketIndexTickerUSDT] = await Promise.all([\n client.getAssetBalances({}),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n const positions: IPosition[] = [];\n let equity = 0;\n let free = 0;\n\n assetBalances.data.forEach((x) => {\n if (x.ccy === 'USDT') {\n const balance = +x.bal;\n equity += balance;\n free += balance;\n return;\n }\n\n const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;\n const valuation = price * +x.bal || 0;\n const productId = encodePath('SPOT', `${x.ccy}-USDT`);\n\n positions.push({\n datasource_id: 'OKX',\n position_id: productId,\n product_id: productId,\n direction: 'LONG',\n volume: +x.bal,\n free_volume: +x.bal,\n position_price: price,\n floating_profit: 0,\n closable_price: price,\n valuation,\n });\n\n equity += valuation;\n });\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const earningAccountId = `okx/${uid}/earning/USDT`;\n provideAccountInfoService(\n terminal,\n earningAccountId,\n async () => {\n const offers = await client.getFinanceSavingsBalance({});\n const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions: [],\n };\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n"]}
1
+ 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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const accountConfig$ = defer(() => client.getAccountConfig()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nconst subAccountUids$ = defer(() => client.getSubAccountList()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n map((x) => x.data[0].uid),\n filter((x) => !!x),\n shareReplay(1),\n);\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const account_id = `okx/${uid}/trading`;\n providePendingOrdersService(\n terminal,\n account_id,\n async () => {\n const orders = await client.getTradeOrdersPending({});\n return orders.data.map((x) => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n return {\n order_id: x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n };\n });\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n\nconst marketIndexTickerUSDT$ = defer(() => client.getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe(\n map((x) => {\n const mapInstIdToPrice = new Map<string, number>();\n x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));\n return mapInstIdToPrice;\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nexport const tradingAccountId$ = accountUid$.pipe(\n map((uid) => `okx/${uid}/trading`),\n shareReplay(1),\n);\n\ndefer(async () => {\n const tradingAccountId = await firstValueFrom(tradingAccountId$);\n addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n provideAccountInfoService(\n terminal,\n tradingAccountId,\n async () => {\n const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([\n client.getAccountPositions({}),\n client.getAccountBalance({}),\n firstValueFrom(productService.mapProductIdToProduct$),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n let totalEquity = 0;\n let totalFree = 0;\n const positions: IPosition[] = [];\n\n balanceApi.data[0]?.details.forEach((detail) => {\n if (detail.ccy === 'USDT') {\n const balance = +(detail.cashBal ?? 0);\n const free = Math.min(\n balance, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const equity = +(detail.eq ?? 0) - +(detail.stgyEq ?? 0);\n totalEquity += equity;\n totalFree += free;\n } else {\n const volume = +(detail.cashBal ?? 0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;\n const delta_equity = volume * closable_price || 0;\n const delta_profit = +detail.totalPnl || 0;\n\n const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n positions.push({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n direction: 'LONG',\n volume: volume,\n free_volume: free_volume,\n position_price: +detail.accAvgPx,\n floating_profit: delta_profit,\n closable_price: closable_price,\n valuation: delta_equity,\n });\n\n totalEquity += delta_equity;\n }\n });\n positionsApi.data.forEach((x) => {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath(x.instType, x.instId);\n const closable_price = +x.last;\n const valuation =\n (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n valuation,\n });\n });\n return {\n money: {\n currency: 'USDT',\n equity: totalEquity,\n free: totalFree,\n },\n positions: positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const fundingAccountId = `okx/${uid}/funding/USDT`;\n\n provideAccountInfoService(\n terminal,\n fundingAccountId,\n async () => {\n const [assetBalances, marketIndexTickerUSDT] = await Promise.all([\n client.getAssetBalances({}),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n const positions: IPosition[] = [];\n let equity = 0;\n let free = 0;\n\n assetBalances.data.forEach((x) => {\n if (x.ccy === 'USDT') {\n const balance = +x.bal;\n equity += balance;\n free += balance;\n return;\n }\n\n const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;\n const valuation = price * +x.bal || 0;\n const productId = encodePath('SPOT', `${x.ccy}-USDT`);\n\n positions.push({\n datasource_id: 'OKX',\n position_id: productId,\n product_id: productId,\n direction: 'LONG',\n volume: +x.bal,\n free_volume: +x.bal,\n position_price: price,\n floating_profit: 0,\n closable_price: price,\n valuation,\n });\n\n equity += valuation;\n });\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const earningAccountId = `okx/${uid}/earning/USDT`;\n provideAccountInfoService(\n terminal,\n earningAccountId,\n async () => {\n const offers = await client.getFinanceSavingsBalance({});\n const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions: [],\n };\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-okx",
3
- "version": "0.23.10",
3
+ "version": "0.23.11",
4
4
  "bin": "lib/cli.js",
5
5
  "main": "lib/index.js",
6
6
  "files": [
@@ -11,8 +11,8 @@
11
11
  "dependencies": {
12
12
  "@yuants/protocol": "0.46.2",
13
13
  "@yuants/transfer": "0.2.21",
14
- "@yuants/data-account": "0.6.1",
15
- "@yuants/data-order": "0.2.18",
14
+ "@yuants/data-account": "0.6.2",
15
+ "@yuants/data-order": "0.3.0",
16
16
  "@yuants/utils": "0.8.0",
17
17
  "@yuants/sql": "0.9.12",
18
18
  "@yuants/data-series": "0.3.33",
package/temp/package-deps.json CHANGED
@@ -1,14 +1,14 @@
1
1
  {
2
- "apps/vendor-okx/CHANGELOG.json": "948b848b5b56b883f70e43dbb6daa1cae1a5a820",
3
- "apps/vendor-okx/CHANGELOG.md": "f1e3dedde2cbda8c2afd2d032ed6f2ca86563e31",
2
+ "apps/vendor-okx/CHANGELOG.json": "5b6e10748f8287ffe07d3d589110f3de626e7fc6",
3
+ "apps/vendor-okx/CHANGELOG.md": "8d194c2208b29f35251f58a7d93aaaac784464ea",
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": "93702e9eac5126b43ba7c9adc3affa441c31d723",
11
- "apps/vendor-okx/src/account.ts": "ecfbe5017d6b5d4d1bc833de9f48fe72db76bdb7",
10
+ "apps/vendor-okx/package.json": "e0a2c0d98bf7e5de715ced7396501fda69f1697f",
11
+ "apps/vendor-okx/src/account.ts": "dc7dcb268cda38869c8ba4af5dbdb608aa1cbe77",
12
12
  "apps/vendor-okx/src/api.ts": "1ed5d9e4a758523e5f97183a1e6377bed0d75493",
13
13
  "apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
14
14
  "apps/vendor-okx/src/cluster.ts": "9971d8d5e6af16e09d2d1fe5e9f05ccee87281e8",
@@ -33,8 +33,8 @@
33
33
  "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "0a6205550d411d42b6d36324572e5e2a0ba166b2",
34
34
  "libraries/protocol/temp/package-deps.json": "691b94fb96f424bb2239117397eebca4a9e085f6",
35
35
  "libraries/transfer/temp/package-deps.json": "96631873c1fff91f3bfce20b29e0d770f42aab2a",
36
- "libraries/data-account/temp/package-deps.json": "fae2b5f777de5dea0c4f480473442076199b5327",
37
- "libraries/data-order/temp/package-deps.json": "bdba432851fde19665c1d22310143a179f250cdc",
36
+ "libraries/data-account/temp/package-deps.json": "8c708fcefe6026fdaf48a0b5a93741afb56a78dd",
37
+ "libraries/data-order/temp/package-deps.json": "9c9dbc28e667eb14695abc8b2d81980f2e8c54b8",
38
38
  "libraries/utils/temp/package-deps.json": "56def945d0e67a9d0ca13447d2333155be0138f2",
39
39
  "libraries/sql/temp/package-deps.json": "5386a5ba76a11d2579929a1f89943678cf2d84a3",
40
40
  "libraries/data-series/temp/package-deps.json": "53b68d280dcea89e9c6b0adfada639977342e03c",