npm - @yuants/vendor-okx - Versions diffs - 0.23.22 → 0.23.24 - Mend

@yuants/vendor-okx 0.23.22 → 0.23.24

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 (52) hide show

package/lib/api.js CHANGED Viewed

@@ -1,12 +1,7 @@
 "use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.client = exports.OkxClient = void 0;
 const utils_1 = require("@yuants/utils");
-// @ts-ignore
-const crypto_js_1 = __importDefault(require("crypto-js"));
 /**
  * API v5: https://www.okx.com/docs-v5/#overview
  */
@@ -14,17 +9,6 @@ class OkxClient {
     constructor(config) {
         this.config = config;
         this.noAuth = true;
-        /**
-         * 获取所有产品行情信息
-         *
-         * 获取产品行情信息
-         *
-         * 限速：20次/2s
-         * 限速规则：IP
-         *
-         * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-tickers
-         */
-        this.getMarketTickers = (params) => this.request('GET', '/api/v5/market/tickers', params);
         /**
          * 获取账户资产估值
          *
@@ -36,17 +20,6 @@ class OkxClient {
          * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-account-asset-valuation
          */
         this.getAssetValuation = (params) => this.request('GET', '/api/v5/asset/asset-valuation', params);
-        /**
-         * 获取持仓总量
-         *
-         * 查询单个交易产品的市场的持仓总量
-         *
-         * 限速：20次/2s
-         * 限速规则：IP + instrumentID
-         *
-         * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-open-interest
-         */
-        this.getOpenInterest = (params) => this.request('GET', '/api/v5/public/open-interest', params);
         /**
          * 查看账户配置
          * 查看当前账户的配置信息。
@@ -57,70 +30,6 @@ class OkxClient {
          * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-account-configuration
          */
         this.getAccountConfig = () => this.request('GET', '/api/v5/account/config');
-        /**
-         * 获取市场借币杠杆利率和借币限额
-         *
-         * 限速：2次/2s
-         * 限速规则：IP
-         *
-         * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-interest-rate-and-loan-quota
-         */
-        this.getInterestRateLoanQuota = () => this.request('GET', '/api/v5/public/interest-rate-loan-quota');
-        /**
-         * 获取交易产品基础信息
-         *
-         * 获取所有可交易产品的信息列表。
-         *
-         * 限速：20次/2s
-         * 限速规则：IP +instType
-         *
-         * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-instruments
-         */
-        this.getInstruments = (params) => this.request('GET', '/api/v5/public/instruments', params);
-        /**
-         * 获取永续合约当前资金费率
-         * 获取当前资金费率
-         *
-         * 限速：20次/2s
-         * 限速规则：IP +instrumentID
-         *
-         * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate
-         */
-        this.getFundingRate = (params) => this.request('GET', '/api/v5/public/funding-rate', params);
-        /**
-         * 获取永续合约历史资金费率
-         *
-         * 获取最近3个月的历史资金费率
-         *
-         * 限速：10次/2s
-         * 限速规则：IP +instrumentID
-         *
-         * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate-history
-         */
-        this.getFundingRateHistory = (params) => this.request('GET', '/api/v5/public/funding-rate-history', params);
-        /**
-         * 获取标记价格历史K线数据
-         *
-         * 获取最近几年的标记价格K线数据
-         *
-         * 限速：10次/2s
-         * 限速规则：IP
-         *
-         * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-mark-price-candlesticks-history
-         */
-        this.getHistoryMarkPriceCandles = (params) => this.request('GET', '/api/v5/market/history-mark-price-candles', params);
-        /**
-         * GET / 获取交易产品历史K线数据
-         *
-         * 获取最近几年的历史k线数据(1s k线支持查询最近3个月的数据)
-         *
-         * 限速：20次/2s
-         *
-         * 限速规则：IP
-         *
-         * 期权不支持 1s K线， 其他业务线 (币币, 杠杆, 交割和永续)支持
-         */
-        this.getHistoryCandles = (params) => this.request('GET', '/api/v5/market/history-candles', params);
         /**
          * 获取余币宝余额
          *
@@ -142,19 +51,6 @@ class OkxClient {
          * https://www.okx.com/docs-v5/zh/#financial-product-savings-post-savings-purchase-redemption
          */
         this.postFinanceSavingsPurchaseRedempt = (params) => this.request('POST', '/api/v5/finance/savings/purchase-redempt', params);
-        /**
-         * GET / 获取市场借贷历史（公共）
-         *
-         * 公共接口无须鉴权
-         *
-         * 返回2021年12月14日后的记录
-         *
-         * 限速：6次/s
-         * 限速规则：IP
-         *
-         * https://www.okx.com/docs-v5/zh/#financial-product-savings-get-public-borrow-history-public
-         */
-        this.getLendingRateHistory = (params) => this.request('GET', '/api/v5/finance/savings/lending-rate-history', params);
         /**
          * 提币
          *
@@ -264,6 +160,17 @@ class OkxClient {
          * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-positions
          */
         this.getAccountPositions = (params) => this.request('GET', '/api/v5/account/positions', params);
+        /**
+         * 获取最大可下单数量
+         *
+         * 获取最大可买卖/开仓数量，可对应下单时的 sz 字段
+         *
+         * 限速：20次/2s
+         * 限速规则：UserID
+         *
+         * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-maximum-tradable-size
+         */
+        this.getAccountMaxSize = (params) => this.request('GET', '/api/v5/account/max-size', params);
         /**
          * 赚币
          * GET / 查看项目
@@ -393,16 +300,6 @@ class OkxClient {
          * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-currencies
          */
         this.getAssetCurrencies = (params) => this.request('GET', '/api/v5/asset/currencies', params);
-        /**
-         * 获取指数行情数据
-         *
-         *
-         * 限速：20 次/2s
-         *
-         *
-         * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-index-tickers
-         */
-        this.getMarketIndexTicker = (params) => this.request('GET', '/api/v5/market/index-tickers', params);
         /**
          * GET / 借贷信息
          * 限速：5次/2s
@@ -463,15 +360,6 @@ class OkxClient {
          * https://www.okx.com/docs-v5/zh/#order-book-trading-grid-trading-get-grid-algo-order-positions
          */
         this.getGridPositions = (param) => this.request('GET', '/api/v5/tradingBot/grid/positions', param);
-        /**
-         * GET / 获取产品深度
-         * 限速：40次/2s
-         * 限速规则：IP
-         * HTTP请求
-         *
-         * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book
-         */
-        this.getMarketBooks = (param) => this.request('GET', '/api/v5/market/books', param);
         if (config.auth.public_key && config.auth.secret_key && config.auth.passphrase) {
             this.noAuth = false;
         }
@@ -493,7 +381,9 @@ class OkxClient {
         const secret_key = this.config.auth.secret_key;
         const body = method === 'GET' ? '' : JSON.stringify(params);
         const signData = timestamp + method + url.pathname + url.search + body;
-        const str = crypto_js_1.default.enc.Base64.stringify(crypto_js_1.default.HmacSHA256(signData, secret_key));
+        const str = (0, utils_1.encodeBase64)(await (0, utils_1.HmacSHA256)(
+        //
+        new TextEncoder().encode(signData), new TextEncoder().encode(secret_key)));
         const headers = {
             'Content-Type': 'application/json',
             'OK-ACCESS-KEY': this.config.auth.public_key,

package/lib/api.js.map CHANGED Viewed

	@@ -1 +1 @@
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{ IPosition } from '@yuants/data-account';\nimport { encodePath, formatTime } from '@yuants/utils';\n// @ts-ignore\nimport CryptoJS from 'crypto-js';\n\n/*\n API v5: https://www.okx.com/docs-v5/#overview\n /\nexport class OkxClient {\n noAuth = true;\n constructor(\n public config: {\n auth: {\n public_key: string;\n secret_key: string;\n passphrase: string;\n };\n },\n ) {\n if (config.auth.public_key && config.auth.secret_key && config.auth.passphrase) {\n this.noAuth = false;\n }\n }\n\n async request(method: string, path: string, params?: any) {\n const url = new URL('https://www.okx.com');\n url.pathname = path;\n if (method === 'GET') {\n for (const key in params) {\n url.searchParams.set(key, params[key]);\n }\n }\n if (this.noAuth) {\n console.info(formatTime(Date.now()), method, url.href);\n const res = await fetch(url.href, { method });\n return res.json();\n }\n const timestamp = formatTime(Date.now(), 'UTC').replace(' ', 'T');\n const secret_key = this.config.auth.secret_key;\n const body = method === 'GET' ? '' : JSON.stringify(params);\n const signData = timestamp + method + url.pathname + url.search + body;\n const str = CryptoJS.enc.Base64.stringify(CryptoJS.HmacSHA256(signData, secret_key));\n\n const headers = {\n 'Content-Type': 'application/json',\n 'OK-ACCESS-KEY': this.config.auth.public_key!,\n 'OK-ACCESS-SIGN': str,\n 'OK-ACCESS-TIMESTAMP': timestamp,\n 'OK-ACCESS-PASSPHRASE': this.config.auth.passphrase,\n };\n\n console.info(formatTime(Date.now()), method, url.href, JSON.stringify(headers), body, signData);\n const res = await fetch(url.href, {\n method,\n headers,\n body: body \|\| undefined,\n });\n return res.json();\n }\n\n /\n 获取所有产品行情信息\n \n 获取产品行情信息\n \n 限速：20次/2s\n * 限速规则：IP\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-tickers\n /\n getMarketTickers = (params: {\n instType: string;\n uly?: string;\n instFamily?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n instType: string;\n instId: string;\n last: string;\n lastSz: string;\n askPx: string;\n askSz: string;\n bidPx: string;\n bidSz: string;\n open24h: string;\n high24h: string;\n low24h: string;\n volCcy24h: string;\n vol24h: string;\n sodUtc0: string;\n sodUtc8: string;\n ts: string;\n }>;\n }> => this.request('GET', '/api/v5/market/tickers', params);\n\n /\n 获取账户资产估值\n \n 查看账户资产估值\n \n 限速：1次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-account-asset-valuation\n /\n getAssetValuation = (params?: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n details: {\n classic: string;\n earn: string;\n funding: string;\n trading: string;\n };\n totalBal: string;\n ts: string;\n }>;\n }> => this.request('GET', '/api/v5/asset/asset-valuation', params);\n\n /\n 获取持仓总量\n \n 查询单个交易产品的市场的持仓总量\n \n 限速：20次/2s\n * 限速规则：IP + instrumentID\n \n https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-open-interest\n /\n getOpenInterest = (params: {\n instType: string;\n uly?: string;\n instFamily?: string;\n instId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n instType: string;\n instId: string;\n oi: string;\n oiCcy: string;\n ts: string;\n }[];\n }> => this.request('GET', '/api/v5/public/open-interest', params);\n\n /\n 查看账户配置\n * 查看当前账户的配置信息。\n \n 限速：5次/2s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-account-configuration\n /\n getAccountConfig = (): Promise<{\n code: string;\n data: Array<{\n acctLv: string;\n autoLoan: boolean;\n ctIsoMode: string;\n greeksType: string;\n level: string;\n levelTmp: string;\n mgnIsoMode: string;\n posMode: string;\n spotOffsetType: string;\n uid: string;\n label: string;\n roleType: string;\n traderInsts: any[];\n spotRoleType: string;\n spotTraderInsts: any[];\n opAuth: string;\n kycLv: string;\n ip: string;\n perm: string;\n mainUid: string;\n }>;\n msg: string;\n }> => this.request('GET', '/api/v5/account/config');\n\n /\n 获取市场借币杠杆利率和借币限额\n \n 限速：2次/2s\n * 限速规则：IP\n \n https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-interest-rate-and-loan-quota\n /\n getInterestRateLoanQuota = (): Promise<{\n code: string;\n data?: Array<{\n basic: Array<{\n ccy: string;\n rate: string;\n quota: string;\n }>;\n vip: Array<{\n loanQuotaCoef: string;\n level: string;\n }>;\n regular: Array<{\n loanQuotaCoef: string;\n level: string;\n }>;\n }>;\n }> => this.request('GET', '/api/v5/public/interest-rate-loan-quota');\n\n /\n 获取交易产品基础信息\n \n 获取所有可交易产品的信息列表。\n \n 限速：20次/2s\n * 限速规则：IP +instType\n \n https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-instruments\n /\n getInstruments = (params: {\n instType: string;\n uly?: string;\n instFamily?: string;\n instId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n alias: string;\n baseCcy: string;\n category: string;\n ctMult: string;\n ctType: string;\n ctVal: string;\n ctValCcy: string;\n expTime: string;\n instFamily: string;\n instId: string;\n instType: string;\n lever: string;\n listTime: string;\n lotSz: string;\n maxIcebergSz: string;\n maxLmtAmt: string;\n maxLmtSz: string;\n maxMktAmt: string;\n maxMktSz: string;\n maxStopSz: string;\n maxTriggerSz: string;\n maxTwapSz: string;\n minSz: string;\n optType: string;\n quoteCcy: string;\n settleCcy: string;\n state: string;\n stk: string;\n tickSz: string;\n uly: string;\n }>;\n }> => this.request('GET', '/api/v5/public/instruments', params);\n\n /\n 获取永续合约当前资金费率\n * 获取当前资金费率\n \n 限速：20次/2s\n * 限速规则：IP +instrumentID\n \n https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate\n /\n getFundingRate = (params: {\n instId: string;\n }): Promise<{\n code: string;\n data: Array<{\n fundingRate: string;\n fundingTime: string;\n instId: string;\n instType: string;\n method: string;\n maxFundingRate: string;\n minFundingRate: string;\n nextFundingRate: string;\n nextFundingTime: string;\n premium: string;\n settFundingRate: string;\n settState: string;\n ts: string;\n }>;\n msg: string;\n }> => this.request('GET', '/api/v5/public/funding-rate', params);\n\n /\n 获取永续合约历史资金费率\n \n 获取最近3个月的历史资金费率\n \n 限速：10次/2s\n * 限速规则：IP +instrumentID\n \n https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate-history\n /\n getFundingRateHistory = (params: {\n instId: string;\n before?: string;\n after?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n fundingRate: string;\n fundingTime: string;\n instId: string;\n instType: string;\n method: string;\n realizedRate: string;\n }>;\n }> => this.request('GET', '/api/v5/public/funding-rate-history', params);\n\n /\n 获取标记价格历史K线数据\n \n 获取最近几年的标记价格K线数据\n \n 限速：10次/2s\n * 限速规则：IP\n \n https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-mark-price-candlesticks-history\n /\n getHistoryMarkPriceCandles = (params: {\n instId: string;\n bar?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<[ts: string, o: string, h: string, l: string, c: string, confirm: string]>;\n }> => this.request('GET', '/api/v5/market/history-mark-price-candles', params);\n\n /\n GET / 获取交易产品历史K线数据\n \n 获取最近几年的历史k线数据(1s k线支持查询最近3个月的数据)\n \n 限速：20次/2s\n \n 限速规则：IP\n \n 期权不支持 1s K线，其他业务线 (币币, 杠杆, 交割和永续)支持\n /\n getHistoryCandles = (params: {\n instId: string;\n bar?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<\n [\n ts: string,\n o: string,\n h: string,\n l: string,\n c: string,\n vol: string,\n volCcy: string,\n volCcyQuote: string,\n confirm: string,\n ]\n >;\n }> => this.request('GET', '/api/v5/market/history-candles', params);\n\n /\n 获取余币宝余额\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#financial-product-savings-get-saving-balance\n /\n getFinanceSavingsBalance = (params: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n earnings: string;\n redemptAmt: string;\n rate: string;\n ccy: string;\n amt: string;\n loanAmt: string;\n pendingAmt: string;\n }[];\n }> => this.request('GET', '/api/v5/finance/savings/balance', params);\n\n /\n 余币宝申购/赎回\n \n 仅资金账户中的资产支持余币宝申购。\n \n 限速：6次/s\n \n 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#financial-product-savings-post-savings-purchase-redemption\n /\n postFinanceSavingsPurchaseRedempt = (params: {\n ccy: string;\n amt: string;\n side: string;\n rate: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ccy: string;\n amt: string;\n side: string;\n rate: string;\n }[];\n }> => this.request('POST', '/api/v5/finance/savings/purchase-redempt', params);\n\n /\n GET / 获取市场借贷历史（公共）\n \n 公共接口无须鉴权\n \n 返回2021年12月14日后的记录\n \n 限速：6次/s\n * 限速规则：IP\n \n https://www.okx.com/docs-v5/zh/#financial-product-savings-get-public-borrow-history-public\n /\n getLendingRateHistory = (params: {\n ccy?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n ccy: string;\n amt: string;\n rate: string;\n ts: string;\n }>;\n }> => this.request('GET', '/api/v5/finance/savings/lending-rate-history', params);\n\n /\n 提币\n \n 用户提币。普通子账户不支持提币。\n \n API只能提币到免认证地址/账户上，通过 WEB/APP 可以设置免认证地址。\n \n 关于标签：某些币种如XRP充币时同时需要一个充值地址和标签（又名memo/payment_id），标签是一种保证您的充币地址唯一性的数字串，与充币地址成对出现并一一对应。请您务必遵守正确的充值步骤，在提币时输入完整信息，否则将面临丢失币的风险！\n * 对于有标签的币种，如果是OKX用户间的提币，请走内部转账不要走链上提币。\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-withdrawal\n /\n postAssetWithdrawal = (params: {\n amt: string;\n fee: string;\n dest: string;\n ccy: string;\n chain?: string;\n toAddr: string;\n clientId?: string;\n rcvrInfo?: {\n walletType: string;\n exchId: string;\n rcvrFirstName: string;\n rcvrLastName: string;\n };\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n amt: string;\n wdId: string;\n ccy: string;\n clientId: string;\n chain: string;\n }>;\n }> => this.request('POST', '/api/v5/asset/withdrawal', params);\n\n /\n 获取充值地址信息\n \n 获取各个币种的充值地址，包括曾使用过的老地址。\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-deposit-address\n /\n getAssetDepositAddress = (params: {\n ccy: string;\n }): Promise<{\n code: string;\n data: {\n chain: string;\n ctAddr: string;\n ccy: string;\n to: string;\n addr: string;\n verifiedName: string;\n selected: boolean;\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/asset/deposit-address', params);\n\n /\n 获取提币记录\n \n 根据币种，提币状态，时间范围获取提币记录，按照时间倒序排列，默认返回100条数据。\n * 支持Websocket订阅，参考提币信息频道。\n \n 限速：6 次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-withdrawal-history\n /\n getAssetWithdrawalHistory = (params: {\n ccy?: string;\n wdId?: string;\n clientId?: string;\n txId?: string;\n type?: string;\n state?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n chain: string;\n fee: string;\n feeCcy: string;\n ccy: string;\n clientId: string;\n amt: string;\n txId: string;\n from: string;\n areaCodeFrom: string;\n to: string;\n areaCodeTo: string;\n state: string;\n ts: string;\n nonTradableAsset: boolean;\n wdId: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/withdrawal-history', params);\n\n /\n 获取充值记录\n \n 根据币种，充值状态，时间范围获取充值记录，按照时间倒序排列，默认返回 100 条数据。\n * 支持Websocket订阅，参考充值信息频道。\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-deposit-history\n /\n getAssetDepositHistory = (params: {\n ccy?: string;\n depId?: string;\n state?: string;\n fromWdId?: string;\n txId?: string;\n type?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n actualDepBlkConfirm: string;\n amt: string;\n areaCodeFrom: string;\n ccy: string;\n chain: string;\n depId: string;\n from: string;\n fromWdId: string;\n state: string;\n to: string;\n ts: string;\n txId: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/deposit-history', params);\n\n /\n 获取资金账户余额\n \n 获取资金账户所有资产列表，查询各币种的余额、冻结和可用等信息。\n \n 只返回余额大于0的币资产信息。\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-balance\n /\n getAssetBalances = (params: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n availBal: string;\n bal: string;\n ccy: string;\n frozenBal: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/balances', params);\n\n /\n 资金划转\n \n 调用时，API Key 需要有交易权限。\n \n 支持母账户的资金账户划转到交易账户，母账户到子账户的资金账户和交易账户划转。\n \n 子账户默认可转出至母账户，划转到同一母账户下的其他子账户，需要先调用设置子账户主动转出权限接口进行授权。\n \n 请求失败不代表划转失败，建议以获取资金划转状态接口返回的状态为准。\n \n 限速：2 次/s\n * 限速规则：UserID + Currency\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-funds-transfer\n /\n postAssetTransfer = (params: {\n ccy: string;\n type?: string;\n amt: string;\n from: string;\n to: string;\n subAcct?: string;\n loanTrans?: boolean;\n omitPosRisk?: string;\n clientId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n transId: string;\n ccy: string;\n clientId: string;\n from: string;\n amt: string;\n to: string;\n }[];\n }> => this.request('POST', '/api/v5/asset/transfer', params);\n\n /\n 查看账户余额\n \n 获取交易账户中资金余额信息。\n \n 免息额度和折算率都是公共数据，不在账户接口内展示\n \n 限速：10次/2s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-balance\n /\n getAccountBalance = (params: {\n ccy?: string;\n }): Promise<{\n code: string;\n data: {\n adjEq: string;\n borrowFroz: string;\n details: {\n availBal: string;\n availEq: string;\n borrowFroz: string;\n cashBal: string;\n ccy: string;\n crossLiab: string;\n disEq: string;\n eq: string;\n eqUsd: string;\n fixedBal: string;\n frozenBal: string;\n imr: string;\n interest: string;\n isoEq: string;\n isoLiab: string;\n isoUpl: string;\n liab: string;\n maxLoan: string;\n mgnRatio: string;\n mmr: string;\n notionalLever: string;\n ordFrozen: string;\n rewardBal: string;\n spotInUseAmt: string;\n spotIsoBal: string;\n stgyEq: string;\n twap: string;\n uTime: string;\n upl: string;\n uplLiab: string;\n openAvgPx: string;\n spotUpl: string;\n accAvgPx: string;\n totalPnl: string;\n spotBal: string;\n }[];\n imr: string;\n isoEq: string;\n mgnRatio: string;\n mmr: string;\n notionalUsd: string;\n ordFroz: string;\n totalEq: string;\n uTime: string;\n upl: string;\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/account/balance', params);\n\n /\n 查看持仓信息\n \n 获取该账户下拥有实际持仓的信息。账户为买卖模式会显示净持仓（net），账户为开平仓模式下会分别返回开多（long）或开空（short）的仓位。按照仓位创建时间倒序排列。\n \n 如果该 instId 拥有过仓位且当前持仓量为0，传 instId 时，如果当前存在有效的posId，会返回仓位信息，如果当前不存在有效的 posId 时，不会返回仓位信息；不传 instId 时，仓位信息不返回。\n \n 逐仓交易设置中，如果设置为自主划转模式，逐仓转入保证金后，会生成一个持仓量为0的仓位\n \n 限速：10次/2s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-positions\n /\n getAccountPositions = (params: {\n instType?: string;\n instId?: string;\n posId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n adl: string;\n availPos: string;\n avgPx: string;\n cTime: string;\n ccy: string;\n deltaBS: string;\n deltaPA: string;\n gammaBS: string;\n gammaPA: string;\n imr: string;\n instId: string;\n instType: string;\n interest: string;\n idxPx: string;\n last: string;\n usdPx: string;\n bePx: string;\n lever: string;\n liab: string;\n liabCcy: string;\n liqPx: string;\n markPx: string;\n margin: string;\n mgnMode: string;\n mgnRatio: string;\n mmr: string;\n notionalUsd: string;\n optVal: string;\n pTime: string;\n pos: string;\n posCcy: string;\n posId: string;\n posSide: string;\n spotInUseAmt: string;\n spotInUseCcy: string;\n thetaBS: string;\n thetaPA: string;\n tradeId: string;\n bizRefId: string;\n bizRefType: string;\n quoteBal: string;\n baseBal: string;\n baseBorrowed: string;\n baseInterest: string;\n quoteBorrowed: string;\n quoteInterest: string;\n uTime: string;\n upl: string;\n uplLastPx: string;\n uplRatio: string;\n uplRatioLastPx: string;\n vegaBS: string;\n vegaPA: string;\n realizedPnl: string;\n pnl: string;\n fee: string;\n fundingFee: string;\n liqPenalty: string;\n closeOrderAlgo: {\n algoId: string;\n slTriggerPx: string;\n slTriggerPxType: string;\n tpTriggerPx: string;\n tpTriggerPxType: string;\n closeFraction: string;\n }[];\n }[];\n }> => this.request('GET', '/api/v5/account/positions', params);\n\n /\n 赚币\n * GET / 查看项目\n \n 限速：3次/s\n * 限速规则：UserID\n /\n getFinanceStakingDeFiOffers = (params: {\n productId?: string;\n protocolType?: string;\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ccy: string;\n productId: string;\n protocol: string;\n protocolType: string;\n term: string;\n apy: string;\n earlyRedeem: boolean;\n investData: {\n ccy: string;\n bal: string;\n minAmt: string;\n maxAmt: string;\n }[];\n earningData: {\n ccy: string;\n earningType: string;\n }[];\n state: string;\n earningCcy?: string[];\n }[];\n }> => this.request('GET', '/api/v5/finance/staking-defi/offers', params);\n\n /\n 赚币\n * GET / 查看活跃订单\n \n 限速：3次/s\n * 限速规则：UserID\n /\n getFinanceStakingDeFiOrdersActive = (params: {\n productId?: string;\n protocolType?: string;\n ccy?: string;\n state?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ordId: string;\n state: string;\n ccy: string;\n protocol: string;\n protocolType: string;\n term: string;\n apy: string;\n investData: {\n ccy: string;\n amt: string;\n minAmt?: string;\n maxAmt?: string;\n }[];\n earningData: {\n ccy: string;\n earningType: string;\n earnings: string;\n }[];\n purchasedTime: string;\n estSettlementTime: string;\n cancelRedemptionDeadline: string;\n tag: string;\n earningCcy?: string[];\n }[];\n }> => this.request('GET', '/api/v5/finance/staking-defi/orders-active', params);\n\n /\n 下单\n \n 只有当您的账户有足够的资金才能下单。\n \n 限速：60次/2s\n \n 跟单交易带单产品的限速：4次/2s\n \n 限速规则（期权以外）：UserID + Instrument ID\n \n 限速规则（只限期权）：UserID + Instrument Family\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-trade-post-place-order\n /\n postTradeOrder = (params: {\n instId: string;\n tdMode: string;\n ccy?: string;\n clOrdId?: string;\n tag?: string;\n side: string;\n posSide?: string;\n ordType: string;\n sz: string;\n px?: string;\n pxUsd?: string;\n pxVol?: string;\n reduceOnly?: string;\n tgtCcy?: string;\n banAmend?: string;\n quickMgnType?: string;\n stpId?: string;\n stpMode?: string;\n attachAlgoOrds?: Array<{\n attachAlgoClOrdId?: string;\n tpTriggerPx?: string;\n tpOrdPx?: string;\n tpOrdKind?: string;\n slTriggerPx?: string;\n slOrdPx?: string;\n tpTriggerPxType?: string;\n slTriggerPxType?: string;\n sz?: string;\n amendPxOnTriggerType?: string;\n }>;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n clOrdId: string;\n ordId: string;\n tag: string;\n sCode: string;\n sMsg: string;\n }[];\n inTime: string;\n outTime: string;\n }> => this.request('POST', '/api/v5/trade/order', params);\n\n /\n 修改订单\n \n 修改当前未成交的挂单\n \n 限速：60次/2s\n \n 跟单交易带单员带单产品的限速：4个/2s\n \n 限速规则：User ID + Instrument ID\n \n 权限：交易\n \n 该接口限速同时受到子账户限速及基于成交比率的子账户限速限速规则的影响。\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-trade-post-amend-order\n /\n postTradeAmendOrder = (params: {\n instId: string;\n cxIOnFail?: boolean;\n ordId?: string;\n clOrdId?: string;\n reqId?: string;\n newSz?: string;\n newPx?: string;\n newPxUsd?: string;\n newPxVol?: string;\n attachAlgoOrds?: Array<{\n attachAlgoId?: string;\n attachAlgoClOrdId?: string;\n newTpTriggerPx?: string;\n newTpOrdPx?: string;\n newTpOrdKind?: string;\n newSlTriggerPx?: string;\n newSlOrdPx?: string;\n newTpTriggerPxType?: string;\n newSlTriggerPxType?: string;\n sz?: string;\n amendPxOnTriggerType?: string;\n }>;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n clOrdId: string;\n ordId: string;\n ts: string;\n reqId: string;\n sCode: string;\n sMsg: string;\n }[];\n inTime: string;\n outTime: string;\n }> => this.request('POST', '/api/v5/trade/amend-order', params);\n\n /\n 获取未成交订单列表\n \n 获取当前账户下所有未成交订单信息\n \n 限速：60次/2s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-trade-get-order-list\n /\n getTradeOrdersPending = (params: {\n instType?: string;\n uly?: string;\n instFamily?: string;\n instId?: string;\n ordType?: string;\n state?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n accFillSz: string;\n avgPx: string;\n cTime: string;\n category: string;\n ccy: string;\n clOrdId: string;\n fee: string;\n feeCcy: string;\n fillPx: string;\n fillSz: string;\n fillTime: string;\n instId: string;\n instType: string;\n lever: string;\n ordId: string;\n ordType: string;\n pnl: string;\n posSide: string;\n px: string;\n pxUsd: string;\n pxVol: string;\n pxType: string;\n rebate: string;\n rebateCcy: string;\n side: string;\n attachAlgoClOrdId: string;\n slOrdPx: string;\n slTriggerPx: string;\n slTriggerPxType: string;\n attachAlgoOrds: any[];\n source: string;\n state: string;\n stpId: string;\n stpMode: string;\n sz: string;\n tag: string;\n tdMode: string;\n tgtCcy: string;\n tpOrdPx: string;\n tpTriggerPx: string;\n tpTriggerPxType: string;\n tradeId: string;\n reduceOnly: string;\n quickMgnType: string;\n algoClOrdId: string;\n algoId: string;\n isTpLimit: string;\n uTime: string;\n }[];\n }> => this.request('GET', '/api/v5/trade/orders-pending', params);\n\n /\n 获取历史订单记录（近七天）\n \n 获取最近7天挂单，且完成的订单数据，包括7天以前挂单，但近7天才成交的订单数据。按照订单创建时间倒序排序。\n \n 已经撤销的未成交单只保留2小时\n * 限速：40次/2s\n * 限速规则：User ID\n /\n getTradeOrdersHistory = (params: {\n instType: string;\n uly?: string;\n instFamily?: string;\n instId?: string;\n ordType?: string;\n state?: string;\n category?: string;\n after?: string;\n before?: string;\n begin?: string;\n end?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n instType: string;\n instId: string;\n tgtCcy: string;\n ccy: string;\n ordId: string;\n clOrdId: string;\n tag: string;\n px: string;\n pxUsd: string;\n pxVol: string;\n pxType: string;\n sz: string;\n ordType: string;\n side: string;\n posSide: string;\n tdMode: string;\n accFillSz: string;\n fillPx: string;\n tradeId: string;\n fillSz: string;\n fillTime: string;\n avgPx: string;\n state: string;\n lever: string;\n attachAlgoClOrdId: string;\n tpTriggerPx: string;\n tpTriggerPxType: string;\n tpOrdPx: string;\n slTriggerPx: string;\n slTriggerPxType: string;\n slOrdPx: string;\n attachAlgoOrds: any[];\n linkedAlgoOrd: any[];\n stpId: string;\n stpMode: string;\n feeCcy: string;\n fee: string;\n rebateCcy: string;\n source: string;\n rebate: string;\n pnl: string;\n category: string;\n reduceOnly: string;\n cancelSource: string;\n cancelSourceReason: string;\n algoClOrdId: string;\n algoId: string;\n isTpLimit: string;\n uTime: string;\n cTime: string;\n tradeQuoteCcy: string;\n }>;\n }> => this.request('GET', '/api/v5/trade/orders-history', params);\n\n /\n 撤单\n \n 撤销之前下的未完成订单。\n \n 限速：60次/2s\n \n 限速规则（期权以外）：UserID + Instrument ID\n \n 限速规则（只限期权）：UserID + Instrument Family\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-trade-post-cancel-order\n /\n postTradeCancelOrder = (params: {\n instId: string;\n ordId?: string;\n clOrdId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n clOrdId: string;\n ordId: string;\n sCode: string;\n sMsg: string;\n }[];\n inTime: string;\n outTime: string;\n }> => this.request('POST', '/api/v5/trade/cancel-order', params);\n\n /\n 查看子账户列表\n \n 仅适用于母账户。\n \n 限速：2次/2s\n \n 限速规则：UserID\n /\n getSubAccountList = (params?: {\n enable?: string;\n subAct?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n data: {\n type: string;\n enable: string;\n subAcct: string;\n uid: string;\n label: string;\n mobile: string;\n gAuth: boolean;\n frozenFunc: string[];\n canTransOut: boolean;\n ts: string;\n }[];\n code: string;\n msg: string;\n }> => this.request('GET', '/api/v5/users/subaccount/list', params);\n\n /\n 设置子账户主动转出权限\n \n 设置子账户转出权限（仅适用于母账户），默认可转出至母账户。\n \n 限速：1次/s\n \n 限速规则：UserID\n /\n postSetSubAccountTransferOut = (params: {\n subAcct: string;\n canTransOut: boolean;\n }): Promise<{\n subAcct: string;\n canTransOut: boolean;\n }> => this.request('POST', '/api/v5/users/subaccount/set-transfer-out', params);\n\n /\n 获取资金划转状态\n \n 获取最近2个星期内的资金划转状态数据\n \n 限速：10 次/s\n \n 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-funds-transfer-state\n /\n getAssetTransferState = (params: {\n transId?: string;\n clientId?: string;\n type?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n transId: string;\n clientId: string;\n ccy: string;\n amt: string;\n type: string;\n from: string;\n to: string;\n subAcct: string;\n // success \| pending \| failed\n state: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/transfer-state', params);\n\n /\n 获取币种列表\n \n 获取当前用户KYC实体支持的币种列表。\n \n 限速：6 次/s\n \n 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-currencies\n /\n getAssetCurrencies = (params?: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ccy: string;\n name: string;\n chain: string;\n canWd: boolean;\n canInternal: boolean;\n minWd: string;\n maxWd: string;\n wdTickSz: string;\n wdQuota: string;\n usedWdQuota: string;\n minFee: string;\n maxFee: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/currencies', params);\n\n /\n 获取指数行情数据\n \n \n * 限速：20 次/2s\n \n \n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-index-tickers\n /\n getMarketIndexTicker = (params?: {\n quoteCcy?: string;\n instId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n instId: string;\n idxPx: string;\n high24h: string;\n sodUtc0: string;\n open24h: string;\n low24h: string;\n sodUtc8: string;\n ts: string;\n }[];\n }> => this.request('GET', '/api/v5/market/index-tickers', params);\n\n /\n GET / 借贷信息\n * 限速：5次/2s\n * 限速规则：User ID\n * 权限：读取\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/#financial-product-flexible-loan-get-loan-info\n /\n getFlexibleLoanInfo = (): Promise<{\n code: string;\n data: {\n collateralData: {\n amt: string;\n ccy: string;\n }[];\n collateralNotionalUsd: string;\n curLTV: string;\n liqLTV: string;\n loanData: {\n amt: string;\n ccy: string;\n }[];\n loanNotionalUsd: string;\n marginCallLTV: string;\n riskWarningData: {\n instId: string;\n liqPx: string;\n };\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/finance/flexible-loan/loan-info');\n\n /\n 账单流水查询（近七天）\n \n \n * 限速：5次/s\n \n \n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-bills-details-last-7-days\n /\n getAccountBills = (params?: {\n instType?: string;\n instId?: string;\n ccy?: string;\n mgnMode?: 'isolated' \| 'cross';\n ctType?: 'linear' \| 'inverse';\n type?: AccountBillType;\n subType?: string;\n after?: string; //请求此id之前（更旧的数据）的分页内容，传的值为对应接口的billId\n before?: string; //请求此id之后（更新的数据）的分页内容，传的值为对应接口的billId\n begin?: string; //筛选的开始时间戳 ts，Unix 时间戳为毫秒数格式，如 1597026383085\n end?: string;\n limit?: string; //分页返回的结果集数量，最大为100，不填默认返回100条\n }): Promise<{\n code: string;\n msg: string;\n data: {\n instType: string;\n billId: string;\n type: string;\n subType: string;\n ts: string;\n balChg: string;\n posBalChg: string;\n bal: string;\n posBal: string;\n sz: string;\n px: string;\n ccy: string;\n pnl: string;\n fee: string;\n mgnMode: 'isolated' \| 'cross' \| 'cash' \| '';\n instId: string;\n ordId: string;\n execType: string;\n from: string;\n to: string;\n notes: string;\n interest: string;\n tag: string;\n fillTime: string;\n tradeId: string;\n clOrdId: string;\n fillIdxPx: string;\n fillMarkPx: string;\n fillPxVol: string;\n fillPxUsd: string;\n fillMarkVol: string;\n fillFwdPx: string;\n }[];\n }> => this.request('GET', '/api/v5/account/bills', params);\n\n /\n 账单流水查询（近三个月）\n \n \n * 限速：5次/2s\n \n \n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-bills-details-last-3-months\n /\n getAccountBillsArchive = (params?: {\n instType?: string;\n instId?: string;\n ccy?: string;\n mgnMode?: 'isolated' \| 'cross';\n ctType?: 'linear' \| 'inverse';\n type?: AccountBillType;\n subType?: string;\n after?: string; //请求此id之前（更旧的数据）的分页内容，传的值为对应接口的billId\n before?: string; //请求此id之后（更新的数据）的分页内容，传的值为对应接口的billId\n begin?: string; //筛选的开始时间戳 ts，Unix 时间戳为毫秒数格式，如 1597026383085\n end?: string;\n limit?: string; //分页返回的结果集数量，最大为100，不填默认返回100条\n }): Promise<{\n code: string;\n msg: string;\n data: {\n instType: string;\n billId: string;\n type: string;\n subType: string;\n ts: string;\n balChg: string;\n posBalChg: string;\n bal: string;\n posBal: string;\n sz: string;\n px: string;\n ccy: string;\n pnl: string;\n fee: string;\n mgnMode: 'isolated' \| 'cross' \| 'cash' \| '';\n instId: string;\n ordId: string;\n execType: string;\n from: string;\n to: string;\n notes: string;\n interest: string;\n tag: string;\n fillTime: string;\n tradeId: string;\n clOrdId: string;\n fillIdxPx: string;\n fillMarkPx: string;\n fillPxVol: string;\n fillPxUsd: string;\n fillMarkVol: string;\n fillFwdPx: string;\n }[];\n }> => this.request('GET', '/api/v5/account/bills-archive', params);\n\n /\n POST / 网格策略委托下单\n * 限速：20次/2s\n * 限速规则：User ID + Instrument ID\n * 权限：交易\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/?language=shell#order-book-trading-grid-trading-post-place-grid-algo-order\n /\n postGridAlgoOrder = (\n params: {\n instId: string;\n algoOrdType: string;\n maxPx: string;\n minPx: string;\n gridNum: string;\n runType?: string;\n tpTriggerPx?: string;\n slTriggerPx?: string;\n algoClOrdId?: string;\n tag?: string;\n profitSharingRatio?: string;\n triggerParams?: {\n triggerAction: string;\n triggerStrategy: string;\n timeframe?: string;\n thold?: string;\n triggerCond?: string;\n timePeriod?: string;\n delaySeconds?: string;\n triggerPx?: string;\n stopType?: string;\n }[];\n } & Grid,\n ): Promise<{\n code: string;\n msg: string;\n data: {\n algoId: string;\n algoClOrdId: string;\n sCode: string;\n sMsg: string;\n tag: string;\n }[];\n }> => this.request('POST', '/api/v5/tradingBot/grid/order-algo', params);\n\n /\n GET / 获取未完成网格策略委托单列表\n * 限速：20次/2s\n * 限速规则：User ID\n * 权限：读取\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-grid-trading-get-grid-algo-order-list\n /\n getGridOrdersAlgoPending = (param: {\n algoOrdType: 'grid' \| 'contract_grid';\n algoId?: string;\n instId?: string;\n instType?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n data: {\n algoId: string;\n algoClOrdId: string;\n instType: string;\n instId: string;\n cTime: string;\n uTime: string;\n algoOrdType: 'grid' \| 'contract_grid';\n state: 'starting' \| 'running' \| 'stopping' \| 'pending_signal' \| 'no_close_position';\n rebateTrans: {\n rebate: string;\n rebateCcy: string;\n }[];\n triggerParams: {\n triggerAction: string;\n triggerStrategy: string;\n delaySeconds: string;\n triggerTime: string;\n triggerType: string;\n timeframe: string;\n thold: string;\n triggerCond: 'cross_up' \| 'cross_down' \| 'above' \| 'below' \| 'cross';\n timePeriod: string;\n triggerPx: string;\n stopType: string;\n }[];\n maxPx: string;\n minPx: string;\n gridNum: string;\n runType: '1' \| '2';\n tpTriggerPx: string;\n slTriggerPx: string;\n arbitrageNum: string;\n totalPnl: string;\n pnlRatio: string;\n investment: string;\n gridProfit: string;\n floatProfit: string;\n cancelType: '0' \| '1' \| '2' \| '3' \| '4' \| '5' \| '6';\n stopType: '1' \| '2';\n quoteSz: string;\n baseSz: SpotGrid;\n direction: string;\n basePos: string;\n sz: string;\n lever: string;\n actualLever: string;\n liqPx: string;\n uly: string;\n instFamily: string;\n ordFrozen: string;\n availEq: string;\n tag: string;\n profitSharingRatio: string;\n copyType: string;\n fee: string;\n fundingFee: string;\n tradeQuoteCcy: string;\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/tradingBot/grid/orders-algo-pending', param);\n\n /\n GET / 获取网格策略委托持仓\n * 限速：20次/2s\n * 限速规则：User ID\n * 权限：读取\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-grid-trading-get-grid-algo-order-positions\n /\n getGridPositions = (param: {\n algoOrdType: 'contract_grid';\n algoId: string;\n }): Promise<{\n code: string;\n data: {\n algoId: string;\n algoClOrdId: string;\n instType: string;\n instId: string;\n cTime: string;\n uTime: string;\n avgPx: string;\n ccy: string;\n lever: string;\n liqPx: string;\n posSide: string;\n pos: string;\n mgnMode: string;\n mgnRatio: string;\n imr: string;\n mmr: string;\n upl: string;\n uplRatio: string;\n last: string;\n notionalUsd: string;\n adl: string;\n markPx: string;\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/tradingBot/grid/positions', param);\n\n /\n GET / 获取产品深度\n * 限速：40次/2s\n * 限速规则：IP\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book\n */\n getMarketBooks = (param: {\n sz?: string;\n instId: string;\n }): Promise<{\n code: string;\n data: {\n asks: [price: string, volume: string, abandon: string, order_number: string][];\n bids: [price: string, volume: string, abandon: string, order_number: string][];\n ts: string;\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/market/books', param);\n}\n\ntype SpotGrid = {\n quoteSz?: string;\n baseSz?: string;\n tradeQuoteCcy?: string;\n};\n\ntype SwapGrid = {\n sz: string;\n direction: string;\n lever: string;\n basePos?: string;\n tpRatio?: string;\n slRatio?: string;\n};\n\ntype Grid = SpotGrid \| SwapGrid;\n\ntype AccountBillType =\n \| '1'\n \| '2'\n \| '3'\n \| '4'\n \| '5'\n \| '6'\n \| '7'\n \| '8'\n \| '9'\n \| '10'\n \| '11'\n \| '12'\n \| '13'\n \| '14'\n \| '15'\n \| '16'\n \| '22'\n \| '24'\n \| '26'\n \| '27'\n \| '28'\n \| '29'\n \| '30'\n \| '32'\n \| '33'\n \| '34'\n \| '250'\n \| '251';\n\nexport const client = new OkxClient({\n auth: {\n public_key: process.env.ACCESS_KEY!,\n secret_key: process.env.SECRET_KEY!,\n passphrase: process.env.PASSPHRASE!,\n },\n});\n"]}
1	+ 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{ encodeBase64, formatTime, HmacSHA256 } from '@yuants/utils';\n\n/*\n API v5: https://www.okx.com/docs-v5/#overview\n /\nexport class OkxClient {\n noAuth = true;\n constructor(\n public config: {\n auth: {\n public_key: string;\n secret_key: string;\n passphrase: string;\n };\n },\n ) {\n if (config.auth.public_key && config.auth.secret_key && config.auth.passphrase) {\n this.noAuth = false;\n }\n }\n\n async request(method: string, path: string, params?: any) {\n const url = new URL('https://www.okx.com');\n url.pathname = path;\n if (method === 'GET') {\n for (const key in params) {\n url.searchParams.set(key, params[key]);\n }\n }\n if (this.noAuth) {\n console.info(formatTime(Date.now()), method, url.href);\n const res = await fetch(url.href, { method });\n return res.json();\n }\n const timestamp = formatTime(Date.now(), 'UTC').replace(' ', 'T');\n const secret_key = this.config.auth.secret_key;\n const body = method === 'GET' ? '' : JSON.stringify(params);\n const signData = timestamp + method + url.pathname + url.search + body;\n const str = encodeBase64(\n await HmacSHA256(\n //\n new TextEncoder().encode(signData),\n new TextEncoder().encode(secret_key),\n ),\n );\n\n const headers = {\n 'Content-Type': 'application/json',\n 'OK-ACCESS-KEY': this.config.auth.public_key!,\n 'OK-ACCESS-SIGN': str,\n 'OK-ACCESS-TIMESTAMP': timestamp,\n 'OK-ACCESS-PASSPHRASE': this.config.auth.passphrase,\n };\n\n console.info(formatTime(Date.now()), method, url.href, JSON.stringify(headers), body, signData);\n const res = await fetch(url.href, {\n method,\n headers,\n body: body \|\| undefined,\n });\n return res.json();\n }\n\n /\n 获取账户资产估值\n \n 查看账户资产估值\n \n 限速：1次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-account-asset-valuation\n /\n getAssetValuation = (params?: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n details: {\n classic: string;\n earn: string;\n funding: string;\n trading: string;\n };\n totalBal: string;\n ts: string;\n }>;\n }> => this.request('GET', '/api/v5/asset/asset-valuation', params);\n\n /\n 查看账户配置\n * 查看当前账户的配置信息。\n \n 限速：5次/2s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-account-configuration\n /\n getAccountConfig = (): Promise<{\n code: string;\n data: Array<{\n acctLv: string;\n autoLoan: boolean;\n ctIsoMode: string;\n greeksType: string;\n level: string;\n levelTmp: string;\n mgnIsoMode: string;\n posMode: string;\n spotOffsetType: string;\n uid: string;\n label: string;\n roleType: string;\n traderInsts: any[];\n spotRoleType: string;\n spotTraderInsts: any[];\n opAuth: string;\n kycLv: string;\n ip: string;\n perm: string;\n mainUid: string;\n }>;\n msg: string;\n }> => this.request('GET', '/api/v5/account/config');\n\n /\n 获取余币宝余额\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#financial-product-savings-get-saving-balance\n /\n getFinanceSavingsBalance = (params: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n earnings: string;\n redemptAmt: string;\n rate: string;\n ccy: string;\n amt: string;\n loanAmt: string;\n pendingAmt: string;\n }[];\n }> => this.request('GET', '/api/v5/finance/savings/balance', params);\n\n /\n 余币宝申购/赎回\n \n 仅资金账户中的资产支持余币宝申购。\n \n 限速：6次/s\n \n 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#financial-product-savings-post-savings-purchase-redemption\n /\n postFinanceSavingsPurchaseRedempt = (params: {\n ccy: string;\n amt: string;\n side: string;\n rate: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ccy: string;\n amt: string;\n side: string;\n rate: string;\n }[];\n }> => this.request('POST', '/api/v5/finance/savings/purchase-redempt', params);\n\n /\n 提币\n \n 用户提币。普通子账户不支持提币。\n \n API只能提币到免认证地址/账户上，通过 WEB/APP 可以设置免认证地址。\n \n 关于标签：某些币种如XRP充币时同时需要一个充值地址和标签（又名memo/payment_id），标签是一种保证您的充币地址唯一性的数字串，与充币地址成对出现并一一对应。请您务必遵守正确的充值步骤，在提币时输入完整信息，否则将面临丢失币的风险！\n * 对于有标签的币种，如果是OKX用户间的提币，请走内部转账不要走链上提币。\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-withdrawal\n /\n postAssetWithdrawal = (params: {\n amt: string;\n fee: string;\n dest: string;\n ccy: string;\n chain?: string;\n toAddr: string;\n clientId?: string;\n rcvrInfo?: {\n walletType: string;\n exchId: string;\n rcvrFirstName: string;\n rcvrLastName: string;\n };\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n amt: string;\n wdId: string;\n ccy: string;\n clientId: string;\n chain: string;\n }>;\n }> => this.request('POST', '/api/v5/asset/withdrawal', params);\n\n /\n 获取充值地址信息\n \n 获取各个币种的充值地址，包括曾使用过的老地址。\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-deposit-address\n /\n getAssetDepositAddress = (params: {\n ccy: string;\n }): Promise<{\n code: string;\n data: {\n chain: string;\n ctAddr: string;\n ccy: string;\n to: string;\n addr: string;\n verifiedName: string;\n selected: boolean;\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/asset/deposit-address', params);\n\n /\n 获取提币记录\n \n 根据币种，提币状态，时间范围获取提币记录，按照时间倒序排列，默认返回100条数据。\n * 支持Websocket订阅，参考提币信息频道。\n \n 限速：6 次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-withdrawal-history\n /\n getAssetWithdrawalHistory = (params: {\n ccy?: string;\n wdId?: string;\n clientId?: string;\n txId?: string;\n type?: string;\n state?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n chain: string;\n fee: string;\n feeCcy: string;\n ccy: string;\n clientId: string;\n amt: string;\n txId: string;\n from: string;\n areaCodeFrom: string;\n to: string;\n areaCodeTo: string;\n state: string;\n ts: string;\n nonTradableAsset: boolean;\n wdId: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/withdrawal-history', params);\n\n /\n 获取充值记录\n \n 根据币种，充值状态，时间范围获取充值记录，按照时间倒序排列，默认返回 100 条数据。\n * 支持Websocket订阅，参考充值信息频道。\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-deposit-history\n /\n getAssetDepositHistory = (params: {\n ccy?: string;\n depId?: string;\n state?: string;\n fromWdId?: string;\n txId?: string;\n type?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n actualDepBlkConfirm: string;\n amt: string;\n areaCodeFrom: string;\n ccy: string;\n chain: string;\n depId: string;\n from: string;\n fromWdId: string;\n state: string;\n to: string;\n ts: string;\n txId: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/deposit-history', params);\n\n /\n 获取资金账户余额\n \n 获取资金账户所有资产列表，查询各币种的余额、冻结和可用等信息。\n \n 只返回余额大于0的币资产信息。\n \n 限速：6次/s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-balance\n /\n getAssetBalances = (params: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n availBal: string;\n bal: string;\n ccy: string;\n frozenBal: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/balances', params);\n\n /\n 资金划转\n \n 调用时，API Key 需要有交易权限。\n \n 支持母账户的资金账户划转到交易账户，母账户到子账户的资金账户和交易账户划转。\n \n 子账户默认可转出至母账户，划转到同一母账户下的其他子账户，需要先调用设置子账户主动转出权限接口进行授权。\n \n 请求失败不代表划转失败，建议以获取资金划转状态接口返回的状态为准。\n \n 限速：2 次/s\n * 限速规则：UserID + Currency\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-funds-transfer\n /\n postAssetTransfer = (params: {\n ccy: string;\n type?: string;\n amt: string;\n from: string;\n to: string;\n subAcct?: string;\n loanTrans?: boolean;\n omitPosRisk?: string;\n clientId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n transId: string;\n ccy: string;\n clientId: string;\n from: string;\n amt: string;\n to: string;\n }[];\n }> => this.request('POST', '/api/v5/asset/transfer', params);\n\n /\n 查看账户余额\n \n 获取交易账户中资金余额信息。\n \n 免息额度和折算率都是公共数据，不在账户接口内展示\n \n 限速：10次/2s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-balance\n /\n getAccountBalance = (params: {\n ccy?: string;\n }): Promise<{\n code: string;\n data: {\n adjEq: string;\n borrowFroz: string;\n details: {\n availBal: string;\n availEq: string;\n borrowFroz: string;\n cashBal: string;\n ccy: string;\n crossLiab: string;\n disEq: string;\n eq: string;\n eqUsd: string;\n fixedBal: string;\n frozenBal: string;\n imr: string;\n interest: string;\n isoEq: string;\n isoLiab: string;\n isoUpl: string;\n liab: string;\n maxLoan: string;\n mgnRatio: string;\n mmr: string;\n notionalLever: string;\n ordFrozen: string;\n rewardBal: string;\n spotInUseAmt: string;\n spotIsoBal: string;\n stgyEq: string;\n twap: string;\n uTime: string;\n upl: string;\n uplLiab: string;\n openAvgPx: string;\n spotUpl: string;\n accAvgPx: string;\n totalPnl: string;\n spotBal: string;\n }[];\n imr: string;\n isoEq: string;\n mgnRatio: string;\n mmr: string;\n notionalUsd: string;\n ordFroz: string;\n totalEq: string;\n uTime: string;\n upl: string;\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/account/balance', params);\n\n /\n 查看持仓信息\n \n 获取该账户下拥有实际持仓的信息。账户为买卖模式会显示净持仓（net），账户为开平仓模式下会分别返回开多（long）或开空（short）的仓位。按照仓位创建时间倒序排列。\n \n 如果该 instId 拥有过仓位且当前持仓量为0，传 instId 时，如果当前存在有效的posId，会返回仓位信息，如果当前不存在有效的 posId 时，不会返回仓位信息；不传 instId 时，仓位信息不返回。\n \n 逐仓交易设置中，如果设置为自主划转模式，逐仓转入保证金后，会生成一个持仓量为0的仓位\n \n 限速：10次/2s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-positions\n /\n getAccountPositions = (params: {\n instType?: string;\n instId?: string;\n posId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n adl: string;\n availPos: string;\n avgPx: string;\n cTime: string;\n ccy: string;\n deltaBS: string;\n deltaPA: string;\n gammaBS: string;\n gammaPA: string;\n imr: string;\n instId: string;\n instType: string;\n interest: string;\n idxPx: string;\n last: string;\n usdPx: string;\n bePx: string;\n lever: string;\n liab: string;\n liabCcy: string;\n liqPx: string;\n markPx: string;\n margin: string;\n mgnMode: string;\n mgnRatio: string;\n mmr: string;\n notionalUsd: string;\n optVal: string;\n pTime: string;\n pos: string;\n posCcy: string;\n posId: string;\n posSide: string;\n spotInUseAmt: string;\n spotInUseCcy: string;\n thetaBS: string;\n thetaPA: string;\n tradeId: string;\n bizRefId: string;\n bizRefType: string;\n quoteBal: string;\n baseBal: string;\n baseBorrowed: string;\n baseInterest: string;\n quoteBorrowed: string;\n quoteInterest: string;\n uTime: string;\n upl: string;\n uplLastPx: string;\n uplRatio: string;\n uplRatioLastPx: string;\n vegaBS: string;\n vegaPA: string;\n realizedPnl: string;\n pnl: string;\n fee: string;\n fundingFee: string;\n liqPenalty: string;\n closeOrderAlgo: {\n algoId: string;\n slTriggerPx: string;\n slTriggerPxType: string;\n tpTriggerPx: string;\n tpTriggerPxType: string;\n closeFraction: string;\n }[];\n }[];\n }> => this.request('GET', '/api/v5/account/positions', params);\n\n /\n 获取最大可下单数量\n \n 获取最大可买卖/开仓数量，可对应下单时的 sz 字段\n \n 限速：20次/2s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-maximum-tradable-size\n /\n getAccountMaxSize = (params: {\n instId: string;\n tdMode: string;\n ccy?: string;\n px?: string;\n leverage?: string;\n tradeQuoteCcy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n instId: string;\n ccy: string;\n maxBuy: string;\n maxSell: string;\n }>;\n }> => this.request('GET', '/api/v5/account/max-size', params);\n\n /\n 赚币\n * GET / 查看项目\n \n 限速：3次/s\n * 限速规则：UserID\n /\n getFinanceStakingDeFiOffers = (params: {\n productId?: string;\n protocolType?: string;\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ccy: string;\n productId: string;\n protocol: string;\n protocolType: string;\n term: string;\n apy: string;\n earlyRedeem: boolean;\n investData: {\n ccy: string;\n bal: string;\n minAmt: string;\n maxAmt: string;\n }[];\n earningData: {\n ccy: string;\n earningType: string;\n }[];\n state: string;\n earningCcy?: string[];\n }[];\n }> => this.request('GET', '/api/v5/finance/staking-defi/offers', params);\n\n /\n 赚币\n * GET / 查看活跃订单\n \n 限速：3次/s\n * 限速规则：UserID\n /\n getFinanceStakingDeFiOrdersActive = (params: {\n productId?: string;\n protocolType?: string;\n ccy?: string;\n state?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ordId: string;\n state: string;\n ccy: string;\n protocol: string;\n protocolType: string;\n term: string;\n apy: string;\n investData: {\n ccy: string;\n amt: string;\n minAmt?: string;\n maxAmt?: string;\n }[];\n earningData: {\n ccy: string;\n earningType: string;\n earnings: string;\n }[];\n purchasedTime: string;\n estSettlementTime: string;\n cancelRedemptionDeadline: string;\n tag: string;\n earningCcy?: string[];\n }[];\n }> => this.request('GET', '/api/v5/finance/staking-defi/orders-active', params);\n\n /\n 下单\n \n 只有当您的账户有足够的资金才能下单。\n \n 限速：60次/2s\n \n 跟单交易带单产品的限速：4次/2s\n \n 限速规则（期权以外）：UserID + Instrument ID\n \n 限速规则（只限期权）：UserID + Instrument Family\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-trade-post-place-order\n /\n postTradeOrder = (params: {\n instId: string;\n tdMode: string;\n ccy?: string;\n clOrdId?: string;\n tag?: string;\n side: string;\n posSide?: string;\n ordType: string;\n sz: string;\n px?: string;\n pxUsd?: string;\n pxVol?: string;\n reduceOnly?: string;\n tgtCcy?: string;\n banAmend?: string;\n quickMgnType?: string;\n stpId?: string;\n stpMode?: string;\n attachAlgoOrds?: Array<{\n attachAlgoClOrdId?: string;\n tpTriggerPx?: string;\n tpOrdPx?: string;\n tpOrdKind?: string;\n slTriggerPx?: string;\n slOrdPx?: string;\n tpTriggerPxType?: string;\n slTriggerPxType?: string;\n sz?: string;\n amendPxOnTriggerType?: string;\n }>;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n clOrdId: string;\n ordId: string;\n tag: string;\n sCode: string;\n sMsg: string;\n }[];\n inTime: string;\n outTime: string;\n }> => this.request('POST', '/api/v5/trade/order', params);\n\n /\n 修改订单\n \n 修改当前未成交的挂单\n \n 限速：60次/2s\n \n 跟单交易带单员带单产品的限速：4个/2s\n \n 限速规则：User ID + Instrument ID\n \n 权限：交易\n \n 该接口限速同时受到子账户限速及基于成交比率的子账户限速限速规则的影响。\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-trade-post-amend-order\n /\n postTradeAmendOrder = (params: {\n instId: string;\n cxIOnFail?: boolean;\n ordId?: string;\n clOrdId?: string;\n reqId?: string;\n newSz?: string;\n newPx?: string;\n newPxUsd?: string;\n newPxVol?: string;\n attachAlgoOrds?: Array<{\n attachAlgoId?: string;\n attachAlgoClOrdId?: string;\n newTpTriggerPx?: string;\n newTpOrdPx?: string;\n newTpOrdKind?: string;\n newSlTriggerPx?: string;\n newSlOrdPx?: string;\n newTpTriggerPxType?: string;\n newSlTriggerPxType?: string;\n sz?: string;\n amendPxOnTriggerType?: string;\n }>;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n clOrdId: string;\n ordId: string;\n ts: string;\n reqId: string;\n sCode: string;\n sMsg: string;\n }[];\n inTime: string;\n outTime: string;\n }> => this.request('POST', '/api/v5/trade/amend-order', params);\n\n /\n 获取未成交订单列表\n \n 获取当前账户下所有未成交订单信息\n \n 限速：60次/2s\n * 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-trade-get-order-list\n /\n getTradeOrdersPending = (params: {\n instType?: string;\n uly?: string;\n instFamily?: string;\n instId?: string;\n ordType?: string;\n state?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n accFillSz: string;\n avgPx: string;\n cTime: string;\n category: string;\n ccy: string;\n clOrdId: string;\n fee: string;\n feeCcy: string;\n fillPx: string;\n fillSz: string;\n fillTime: string;\n instId: string;\n instType: string;\n lever: string;\n ordId: string;\n ordType: string;\n pnl: string;\n posSide: string;\n px: string;\n pxUsd: string;\n pxVol: string;\n pxType: string;\n rebate: string;\n rebateCcy: string;\n side: string;\n attachAlgoClOrdId: string;\n slOrdPx: string;\n slTriggerPx: string;\n slTriggerPxType: string;\n attachAlgoOrds: any[];\n source: string;\n state: string;\n stpId: string;\n stpMode: string;\n sz: string;\n tag: string;\n tdMode: string;\n tgtCcy: string;\n tpOrdPx: string;\n tpTriggerPx: string;\n tpTriggerPxType: string;\n tradeId: string;\n reduceOnly: string;\n quickMgnType: string;\n algoClOrdId: string;\n algoId: string;\n isTpLimit: string;\n uTime: string;\n }[];\n }> => this.request('GET', '/api/v5/trade/orders-pending', params);\n\n /\n 获取历史订单记录（近七天）\n \n 获取最近7天挂单，且完成的订单数据，包括7天以前挂单，但近7天才成交的订单数据。按照订单创建时间倒序排序。\n \n 已经撤销的未成交单只保留2小时\n * 限速：40次/2s\n * 限速规则：User ID\n /\n getTradeOrdersHistory = (params: {\n instType: string;\n uly?: string;\n instFamily?: string;\n instId?: string;\n ordType?: string;\n state?: string;\n category?: string;\n after?: string;\n before?: string;\n begin?: string;\n end?: string;\n limit?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n instType: string;\n instId: string;\n tgtCcy: string;\n ccy: string;\n ordId: string;\n clOrdId: string;\n tag: string;\n px: string;\n pxUsd: string;\n pxVol: string;\n pxType: string;\n sz: string;\n ordType: string;\n side: string;\n posSide: string;\n tdMode: string;\n accFillSz: string;\n fillPx: string;\n tradeId: string;\n fillSz: string;\n fillTime: string;\n avgPx: string;\n state: string;\n lever: string;\n attachAlgoClOrdId: string;\n tpTriggerPx: string;\n tpTriggerPxType: string;\n tpOrdPx: string;\n slTriggerPx: string;\n slTriggerPxType: string;\n slOrdPx: string;\n attachAlgoOrds: any[];\n linkedAlgoOrd: any[];\n stpId: string;\n stpMode: string;\n feeCcy: string;\n fee: string;\n rebateCcy: string;\n source: string;\n rebate: string;\n pnl: string;\n category: string;\n reduceOnly: string;\n cancelSource: string;\n cancelSourceReason: string;\n algoClOrdId: string;\n algoId: string;\n isTpLimit: string;\n uTime: string;\n cTime: string;\n tradeQuoteCcy: string;\n }>;\n }> => this.request('GET', '/api/v5/trade/orders-history', params);\n\n /\n 撤单\n \n 撤销之前下的未完成订单。\n \n 限速：60次/2s\n \n 限速规则（期权以外）：UserID + Instrument ID\n \n 限速规则（只限期权）：UserID + Instrument Family\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-trade-post-cancel-order\n /\n postTradeCancelOrder = (params: {\n instId: string;\n ordId?: string;\n clOrdId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n clOrdId: string;\n ordId: string;\n sCode: string;\n sMsg: string;\n }[];\n inTime: string;\n outTime: string;\n }> => this.request('POST', '/api/v5/trade/cancel-order', params);\n\n /\n 查看子账户列表\n \n 仅适用于母账户。\n \n 限速：2次/2s\n \n 限速规则：UserID\n /\n getSubAccountList = (params?: {\n enable?: string;\n subAct?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n data: {\n type: string;\n enable: string;\n subAcct: string;\n uid: string;\n label: string;\n mobile: string;\n gAuth: boolean;\n frozenFunc: string[];\n canTransOut: boolean;\n ts: string;\n }[];\n code: string;\n msg: string;\n }> => this.request('GET', '/api/v5/users/subaccount/list', params);\n\n /\n 设置子账户主动转出权限\n \n 设置子账户转出权限（仅适用于母账户），默认可转出至母账户。\n \n 限速：1次/s\n \n 限速规则：UserID\n /\n postSetSubAccountTransferOut = (params: {\n subAcct: string;\n canTransOut: boolean;\n }): Promise<{\n subAcct: string;\n canTransOut: boolean;\n }> => this.request('POST', '/api/v5/users/subaccount/set-transfer-out', params);\n\n /\n 获取资金划转状态\n \n 获取最近2个星期内的资金划转状态数据\n \n 限速：10 次/s\n \n 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-funds-transfer-state\n /\n getAssetTransferState = (params: {\n transId?: string;\n clientId?: string;\n type?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n transId: string;\n clientId: string;\n ccy: string;\n amt: string;\n type: string;\n from: string;\n to: string;\n subAcct: string;\n // success \| pending \| failed\n state: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/transfer-state', params);\n\n /\n 获取币种列表\n \n 获取当前用户KYC实体支持的币种列表。\n \n 限速：6 次/s\n \n 限速规则：UserID\n \n https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-currencies\n /\n getAssetCurrencies = (params?: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ccy: string;\n name: string;\n chain: string;\n canWd: boolean;\n canInternal: boolean;\n minWd: string;\n maxWd: string;\n wdTickSz: string;\n wdQuota: string;\n usedWdQuota: string;\n minFee: string;\n maxFee: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/currencies', params);\n\n /\n GET / 借贷信息\n * 限速：5次/2s\n * 限速规则：User ID\n * 权限：读取\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/#financial-product-flexible-loan-get-loan-info\n /\n getFlexibleLoanInfo = (): Promise<{\n code: string;\n data: {\n collateralData: {\n amt: string;\n ccy: string;\n }[];\n collateralNotionalUsd: string;\n curLTV: string;\n liqLTV: string;\n loanData: {\n amt: string;\n ccy: string;\n }[];\n loanNotionalUsd: string;\n marginCallLTV: string;\n riskWarningData: {\n instId: string;\n liqPx: string;\n };\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/finance/flexible-loan/loan-info');\n\n /\n 账单流水查询（近七天）\n \n \n * 限速：5次/s\n \n \n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-bills-details-last-7-days\n /\n getAccountBills = (params?: {\n instType?: string;\n instId?: string;\n ccy?: string;\n mgnMode?: 'isolated' \| 'cross';\n ctType?: 'linear' \| 'inverse';\n type?: AccountBillType;\n subType?: string;\n after?: string; //请求此id之前（更旧的数据）的分页内容，传的值为对应接口的billId\n before?: string; //请求此id之后（更新的数据）的分页内容，传的值为对应接口的billId\n begin?: string; //筛选的开始时间戳 ts，Unix 时间戳为毫秒数格式，如 1597026383085\n end?: string;\n limit?: string; //分页返回的结果集数量，最大为100，不填默认返回100条\n }): Promise<{\n code: string;\n msg: string;\n data: {\n instType: string;\n billId: string;\n type: string;\n subType: string;\n ts: string;\n balChg: string;\n posBalChg: string;\n bal: string;\n posBal: string;\n sz: string;\n px: string;\n ccy: string;\n pnl: string;\n fee: string;\n mgnMode: 'isolated' \| 'cross' \| 'cash' \| '';\n instId: string;\n ordId: string;\n execType: string;\n from: string;\n to: string;\n notes: string;\n interest: string;\n tag: string;\n fillTime: string;\n tradeId: string;\n clOrdId: string;\n fillIdxPx: string;\n fillMarkPx: string;\n fillPxVol: string;\n fillPxUsd: string;\n fillMarkVol: string;\n fillFwdPx: string;\n }[];\n }> => this.request('GET', '/api/v5/account/bills', params);\n\n /\n 账单流水查询（近三个月）\n \n \n * 限速：5次/2s\n \n \n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-bills-details-last-3-months\n /\n getAccountBillsArchive = (params?: {\n instType?: string;\n instId?: string;\n ccy?: string;\n mgnMode?: 'isolated' \| 'cross';\n ctType?: 'linear' \| 'inverse';\n type?: AccountBillType;\n subType?: string;\n after?: string; //请求此id之前（更旧的数据）的分页内容，传的值为对应接口的billId\n before?: string; //请求此id之后（更新的数据）的分页内容，传的值为对应接口的billId\n begin?: string; //筛选的开始时间戳 ts，Unix 时间戳为毫秒数格式，如 1597026383085\n end?: string;\n limit?: string; //分页返回的结果集数量，最大为100，不填默认返回100条\n }): Promise<{\n code: string;\n msg: string;\n data: {\n instType: string;\n billId: string;\n type: string;\n subType: string;\n ts: string;\n balChg: string;\n posBalChg: string;\n bal: string;\n posBal: string;\n sz: string;\n px: string;\n ccy: string;\n pnl: string;\n fee: string;\n mgnMode: 'isolated' \| 'cross' \| 'cash' \| '';\n instId: string;\n ordId: string;\n execType: string;\n from: string;\n to: string;\n notes: string;\n interest: string;\n tag: string;\n fillTime: string;\n tradeId: string;\n clOrdId: string;\n fillIdxPx: string;\n fillMarkPx: string;\n fillPxVol: string;\n fillPxUsd: string;\n fillMarkVol: string;\n fillFwdPx: string;\n }[];\n }> => this.request('GET', '/api/v5/account/bills-archive', params);\n\n /\n POST / 网格策略委托下单\n * 限速：20次/2s\n * 限速规则：User ID + Instrument ID\n * 权限：交易\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/?language=shell#order-book-trading-grid-trading-post-place-grid-algo-order\n /\n postGridAlgoOrder = (\n params: {\n instId: string;\n algoOrdType: string;\n maxPx: string;\n minPx: string;\n gridNum: string;\n runType?: string;\n tpTriggerPx?: string;\n slTriggerPx?: string;\n algoClOrdId?: string;\n tag?: string;\n profitSharingRatio?: string;\n triggerParams?: {\n triggerAction: string;\n triggerStrategy: string;\n timeframe?: string;\n thold?: string;\n triggerCond?: string;\n timePeriod?: string;\n delaySeconds?: string;\n triggerPx?: string;\n stopType?: string;\n }[];\n } & Grid,\n ): Promise<{\n code: string;\n msg: string;\n data: {\n algoId: string;\n algoClOrdId: string;\n sCode: string;\n sMsg: string;\n tag: string;\n }[];\n }> => this.request('POST', '/api/v5/tradingBot/grid/order-algo', params);\n\n /\n GET / 获取未完成网格策略委托单列表\n * 限速：20次/2s\n * 限速规则：User ID\n * 权限：读取\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-grid-trading-get-grid-algo-order-list\n /\n getGridOrdersAlgoPending = (param: {\n algoOrdType: 'grid' \| 'contract_grid';\n algoId?: string;\n instId?: string;\n instType?: string;\n after?: string;\n before?: string;\n limit?: string;\n }): Promise<{\n code: string;\n data: {\n algoId: string;\n algoClOrdId: string;\n instType: string;\n instId: string;\n cTime: string;\n uTime: string;\n algoOrdType: 'grid' \| 'contract_grid';\n state: 'starting' \| 'running' \| 'stopping' \| 'pending_signal' \| 'no_close_position';\n rebateTrans: {\n rebate: string;\n rebateCcy: string;\n }[];\n triggerParams: {\n triggerAction: string;\n triggerStrategy: string;\n delaySeconds: string;\n triggerTime: string;\n triggerType: string;\n timeframe: string;\n thold: string;\n triggerCond: 'cross_up' \| 'cross_down' \| 'above' \| 'below' \| 'cross';\n timePeriod: string;\n triggerPx: string;\n stopType: string;\n }[];\n maxPx: string;\n minPx: string;\n gridNum: string;\n runType: '1' \| '2';\n tpTriggerPx: string;\n slTriggerPx: string;\n arbitrageNum: string;\n totalPnl: string;\n pnlRatio: string;\n investment: string;\n gridProfit: string;\n floatProfit: string;\n cancelType: '0' \| '1' \| '2' \| '3' \| '4' \| '5' \| '6';\n stopType: '1' \| '2';\n quoteSz: string;\n baseSz: SpotGrid;\n direction: string;\n basePos: string;\n sz: string;\n lever: string;\n actualLever: string;\n liqPx: string;\n uly: string;\n instFamily: string;\n ordFrozen: string;\n availEq: string;\n tag: string;\n profitSharingRatio: string;\n copyType: string;\n fee: string;\n fundingFee: string;\n tradeQuoteCcy: string;\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/tradingBot/grid/orders-algo-pending', param);\n\n /\n GET / 获取网格策略委托持仓\n * 限速：20次/2s\n * 限速规则：User ID\n * 权限：读取\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-grid-trading-get-grid-algo-order-positions\n */\n getGridPositions = (param: {\n algoOrdType: 'contract_grid';\n algoId: string;\n }): Promise<{\n code: string;\n data: {\n algoId: string;\n algoClOrdId: string;\n instType: string;\n instId: string;\n cTime: string;\n uTime: string;\n avgPx: string;\n ccy: string;\n lever: string;\n liqPx: string;\n posSide: string;\n pos: string;\n mgnMode: string;\n mgnRatio: string;\n imr: string;\n mmr: string;\n upl: string;\n uplRatio: string;\n last: string;\n notionalUsd: string;\n adl: string;\n markPx: string;\n }[];\n msg: string;\n }> => this.request('GET', '/api/v5/tradingBot/grid/positions', param);\n}\n\ntype SpotGrid = {\n quoteSz?: string;\n baseSz?: string;\n tradeQuoteCcy?: string;\n};\n\ntype SwapGrid = {\n sz: string;\n direction: string;\n lever: string;\n basePos?: string;\n tpRatio?: string;\n slRatio?: string;\n};\n\ntype Grid = SpotGrid \| SwapGrid;\n\ntype AccountBillType =\n \| '1'\n \| '2'\n \| '3'\n \| '4'\n \| '5'\n \| '6'\n \| '7'\n \| '8'\n \| '9'\n \| '10'\n \| '11'\n \| '12'\n \| '13'\n \| '14'\n \| '15'\n \| '16'\n \| '22'\n \| '24'\n \| '26'\n \| '27'\n \| '28'\n \| '29'\n \| '30'\n \| '32'\n \| '33'\n \| '34'\n \| '250'\n \| '251';\n\nexport const client = new OkxClient({\n auth: {\n public_key: process.env.ACCESS_KEY!,\n secret_key: process.env.SECRET_KEY!,\n passphrase: process.env.PASSPHRASE!,\n },\n});\n"]}

package/lib/index.d.ts CHANGED Viewed

@@ -9,4 +9,5 @@ import './trade';
 import './services';
 import './strategy-account';
 import './market-order';
+import './api-service';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,iBAAiB,CAAC;AACzB,OAAO,gBAAgB,CAAC;AACxB,OAAO,gBAAgB,CAAC;AACxB,OAAO,QAAQ,CAAC;AAChB,OAAO,SAAS,CAAC;AACjB,OAAO,SAAS,CAAC;AACjB,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,gBAAgB,CAAC;AACxB,OAAO,eAAe,CAAC"}

package/lib/index.js CHANGED Viewed

@@ -11,4 +11,5 @@ require("./trade");
 require("./services");
 require("./strategy-account");
 require("./market-order");
+require("./api-service");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,2BAAyB;AACzB,0BAAwB;AACxB,0BAAwB;AACxB,kBAAgB;AAChB,mBAAiB;AACjB,mBAAiB;AACjB,mBAAiB;AACjB,sBAAoB;AACpB,8BAA4B;AAC5B,0BAAwB","sourcesContent":["import './account';\nimport './interest_rate';\nimport './legacy_index';\nimport './loan-account';\nimport './ohlc';\nimport './order';\nimport './quote';\nimport './trade';\nimport './services';\nimport './strategy-account';\nimport './market-order';\n"]}
1	+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,2BAAyB;AACzB,0BAAwB;AACxB,0BAAwB;AACxB,kBAAgB;AAChB,mBAAiB;AACjB,mBAAiB;AACjB,mBAAiB;AACjB,sBAAoB;AACpB,8BAA4B;AAC5B,0BAAwB;AACxB,yBAAuB","sourcesContent":["import './account';\nimport './interest_rate';\nimport './legacy_index';\nimport './loan-account';\nimport './ohlc';\nimport './order';\nimport './quote';\nimport './trade';\nimport './services';\nimport './strategy-account';\nimport './market-order';\nimport './api-service';\n"]}

package/lib/interest_rate.js CHANGED Viewed

@@ -17,8 +17,8 @@ const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const api_1 = require("./api");
 const product_1 = require("./product");
+const public_api_1 = require("./public-api");
 (0, sql_1.createSQLWriter)(protocol_1.Terminal.fromNodeEnv(), {
     data$: product_1.productService.products$.pipe((0, rxjs_1.mergeAll)(), (0, rxjs_1.map)((x) => ({
         series_id: (0, utils_1.encodePath)(x.datasource_id, x.product_id),
@@ -47,7 +47,7 @@ const product_1 = require("./product");
                 let current_end = end;
                 while (true) {
                     // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点
-                    const res = yield __await(api_1.client.getFundingRateHistory({
+                    const res = yield __await((0, public_api_1.getFundingRateHistory)({
                         instId: instId,
                         after: `${current_end}`,
                     }));
@@ -82,8 +82,8 @@ const product_1 = require("./product");
                 const [base, quote] = instId.split('-');
                 let current_end = end;
                 while (true) {
-                    const resBase = yield __await(api_1.client.getLendingRateHistory({ ccy: base, after: `${current_end}` }));
-                    const resQuote = yield __await(api_1.client.getLendingRateHistory({ ccy: quote, after: `${current_end}` }));
+                    const resBase = yield __await((0, public_api_1.getLendingRateHistory)({ ccy: base, after: `${current_end}` }));
+                    const resQuote = yield __await((0, public_api_1.getLendingRateHistory)({ ccy: quote, after: `${current_end}` }));
                     if (resBase.code !== '0') {
                         throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;
                     }

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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { ~~client~~ } from './~~api~~';\nimport { ~~productService~~ } from './~~product~~';\n\ncreateSQLWriter<ISeriesCollectingTask>(Terminal.fromNodeEnv(), {\n data$: productService.products$.pipe(\n mergeAll(),\n map(\n (x): ISeriesCollectingTask => ({\n series_id: encodePath(x.datasource_id, x.product_id),\n table_name: 'interest_rate',\n cron_pattern: '0 * * * ', // 每小时执行一次\n cron_timezone: 'UTC',\n disabled: false,\n replay_count: 0,\n }),\n ),\n ),\n tableName: 'series_collecting_task',\n writeInterval: 1000,\n conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function ({ series_id, started_at, ended_at }) {\n const start = started_at \|\| 0;\n const end = ended_at \|\| Date.now();\n const [datasource_id, product_id] = decodePath(series_id);\n const [instType, instId] = decodePath(product_id);\n\n if (instType === 'SWAP') {\n let current_end = end;\n while (true) {\n // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点\n const res = await ~~client.~~getFundingRateHistory({\n instId: instId,\n after: `${current_end}`,\n });\n if (res.code !== '0') {\n throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;\n }\n // 如果没有数据了，就退出\n if (res.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));\n const data = res.data.map(\n (v): IInterestRate => ({\n series_id: series_id,\n product_id,\n datasource_id,\n created_at: formatTime(+v.fundingTime),\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n yield data;\n current_end = +res.data[res.data.length - 1].fundingTime;\n if (current_end <= start) {\n break;\n }\n // for API rate limit\n await firstValueFrom(timer(1000));\n }\n }\n\n if (instType === 'MARGIN') {\n // MARGIN/BTC-USDT\n const [base, quote] = instId.split('-');\n let current_end = end;\n while (true) {\n const resBase = await ~~client.~~getLendingRateHistory({ ccy: base, after: `${current_end}` });\n const resQuote = await ~~client.~~getLendingRateHistory({ ccy: quote, after: `${current_end}` });\n\n if (resBase.code !== '0') {\n throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;\n }\n if (resBase.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));\n\n if (resQuote.code !== '0') {\n throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;\n }\n if (resQuote.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));\n\n // 做多时，借入 quote 的资金，做空时，借入 base 的资金\n // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate\n\n const mapTsToBaseRate = new Map<string, string>();\n resBase.data.forEach((v) => {\n mapTsToBaseRate.set(v.ts, v.rate);\n });\n\n const data: IInterestRate[] = [];\n\n resQuote.data.forEach((v) => {\n if (!mapTsToBaseRate.has(v.ts)) return;\n const long_rate = +v.rate / 365 / 24; // 转换为小时利率\n const short_rate = +mapTsToBaseRate.get(v.ts)! / 365 / 24; // 转换为小时利率\n data.push({\n series_id,\n product_id,\n datasource_id,\n created_at: formatTime(+v.ts),\n long_rate: `${-long_rate}`,\n short_rate: `${-short_rate}`,\n settlement_price: '',\n });\n });\n\n yield data;\n current_end = new Date(data[data.length - 1].created_at).getTime();\n if (current_end <= start) {\n break;\n }\n // for API rate limit\n await firstValueFrom(timer(1000));\n }\n }\n },\n});\n"]}
1	+ 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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { productService } from './product';\nimport { getFundingRateHistory, getLendingRateHistory } from './public-api';\n\ncreateSQLWriter<ISeriesCollectingTask>(Terminal.fromNodeEnv(), {\n data$: productService.products$.pipe(\n mergeAll(),\n map(\n (x): ISeriesCollectingTask => ({\n series_id: encodePath(x.datasource_id, x.product_id),\n table_name: 'interest_rate',\n cron_pattern: '0 * * * ', // 每小时执行一次\n cron_timezone: 'UTC',\n disabled: false,\n replay_count: 0,\n }),\n ),\n ),\n tableName: 'series_collecting_task',\n writeInterval: 1000,\n conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function ({ series_id, started_at, ended_at }) {\n const start = started_at \|\| 0;\n const end = ended_at \|\| Date.now();\n const [datasource_id, product_id] = decodePath(series_id);\n const [instType, instId] = decodePath(product_id);\n\n if (instType === 'SWAP') {\n let current_end = end;\n while (true) {\n // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点\n const res = await getFundingRateHistory({\n instId: instId,\n after: `${current_end}`,\n });\n if (res.code !== '0') {\n throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;\n }\n // 如果没有数据了，就退出\n if (res.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));\n const data = res.data.map(\n (v): IInterestRate => ({\n series_id: series_id,\n product_id,\n datasource_id,\n created_at: formatTime(+v.fundingTime),\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n yield data;\n current_end = +res.data[res.data.length - 1].fundingTime;\n if (current_end <= start) {\n break;\n }\n // for API rate limit\n await firstValueFrom(timer(1000));\n }\n }\n\n if (instType === 'MARGIN') {\n // MARGIN/BTC-USDT\n const [base, quote] = instId.split('-');\n let current_end = end;\n while (true) {\n const resBase = await getLendingRateHistory({ ccy: base, after: `${current_end}` });\n const resQuote = await getLendingRateHistory({ ccy: quote, after: `${current_end}` });\n\n if (resBase.code !== '0') {\n throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;\n }\n if (resBase.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));\n\n if (resQuote.code !== '0') {\n throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;\n }\n if (resQuote.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));\n\n // 做多时，借入 quote 的资金，做空时，借入 base 的资金\n // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate\n\n const mapTsToBaseRate = new Map<string, string>();\n resBase.data.forEach((v) => {\n mapTsToBaseRate.set(v.ts, v.rate);\n });\n\n const data: IInterestRate[] = [];\n\n resQuote.data.forEach((v) => {\n if (!mapTsToBaseRate.has(v.ts)) return;\n const long_rate = +v.rate / 365 / 24; // 转换为小时利率\n const short_rate = +mapTsToBaseRate.get(v.ts)! / 365 / 24; // 转换为小时利率\n data.push({\n series_id,\n product_id,\n datasource_id,\n created_at: formatTime(+v.ts),\n long_rate: `${-long_rate}`,\n short_rate: `${-short_rate}`,\n settlement_price: '',\n });\n });\n\n yield data;\n current_end = new Date(data[data.length - 1].created_at).getTime();\n if (current_end <= start) {\n break;\n }\n // for API rate limit\n await firstValueFrom(timer(1000));\n }\n }\n },\n});\n"]}

package/lib/legacy_index.js CHANGED Viewed

@@ -7,6 +7,7 @@ const rxjs_1 = require("rxjs");
 const account_1 = require("./account");
 const api_1 = require("./api");
 const product_1 = require("./product");
+const public_api_1 = require("./public-api");
 const quote_1 = require("./quote");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 console.info((0, utils_1.formatTime)(Date.now()), 'Terminal', terminal.terminalInfo.terminal_id);
@@ -16,8 +17,8 @@ const memoizeMap = (fn) => {
     const cache = {};
     return ((...params) => { var _a; var _b; return ((_a = cache[_b = (0, utils_1.encodePath)(params)]) !== null && _a !== void 0 ? _a : (cache[_b] = fn(...params))); });
 };
-const fundingRate$ = memoizeMap((product_id) => (0, rxjs_1.defer)(() => api_1.client.getFundingRate({ instId: (0, utils_1.decodePath)(product_id)[1] })).pipe((0, rxjs_1.mergeMap)((x) => x.data), (0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1)));
-const interestRateLoanQuota$ = (0, rxjs_1.defer)(() => api_1.client.getInterestRateLoanQuota()).pipe((0, rxjs_1.repeat)({ delay: 60000 }), (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)(1));
+const fundingRate$ = memoizeMap((product_id) => (0, rxjs_1.defer)(() => (0, public_api_1.getFundingRate)({ instId: (0, utils_1.decodePath)(product_id)[1] })).pipe((0, rxjs_1.mergeMap)((x) => x.data), (0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1)));
+const interestRateLoanQuota$ = (0, rxjs_1.defer)(() => (0, public_api_1.getInterestRateLoanQuota)()).pipe((0, rxjs_1.repeat)({ delay: 60000 }), (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)(1));
 const interestRateByCurrency$ = memoizeMap((currency) => interestRateLoanQuota$.pipe((0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x.data || []).pipe((0, rxjs_1.mergeMap)((x) => x.basic), (0, rxjs_1.filter)((x) => x.ccy === currency), (0, rxjs_1.map)((x) => +x.rate))), (0, rxjs_1.shareReplay)(1)));
 // provideTicks(terminal, 'OKX', (product_id) => {
 //   const [instType, instId] = decodePath(product_id);