@yuants/vendor-okx 0.23.23 → 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.
- package/dist/account.js +2 -1
- package/dist/account.js.map +1 -1
- package/dist/api-service.js +29 -0
- package/dist/api-service.js.map +1 -0
- package/dist/api.js +15 -122
- package/dist/api.js.map +1 -1
- package/dist/index.js +1 -0
- package/dist/index.js.map +1 -1
- package/dist/interest_rate.js +4 -4
- package/dist/interest_rate.js.map +1 -1
- package/dist/legacy_index.js +3 -2
- package/dist/legacy_index.js.map +1 -1
- package/dist/ohlc.js +3 -3
- package/dist/ohlc.js.map +1 -1
- package/dist/product.js +4 -4
- package/dist/product.js.map +1 -1
- package/dist/public-api.js +146 -0
- package/dist/public-api.js.map +1 -0
- package/dist/quote.js +80 -11
- package/dist/quote.js.map +1 -1
- package/lib/account.d.ts.map +1 -1
- package/lib/account.js +2 -1
- package/lib/account.js.map +1 -1
- package/lib/api-service.d.ts +2 -0
- package/lib/api-service.d.ts.map +1 -0
- package/lib/api-service.js +31 -0
- package/lib/api-service.js.map +1 -0
- package/lib/api.d.ts +27 -322
- package/lib/api.d.ts.map +1 -1
- package/lib/api.js +14 -124
- package/lib/api.js.map +1 -1
- package/lib/index.d.ts +1 -0
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +1 -0
- package/lib/index.js.map +1 -1
- package/lib/interest_rate.js +4 -4
- package/lib/interest_rate.js.map +1 -1
- package/lib/legacy_index.js +3 -2
- package/lib/legacy_index.js.map +1 -1
- package/lib/ohlc.js +3 -3
- package/lib/ohlc.js.map +1 -1
- package/lib/product.js +4 -4
- package/lib/product.js.map +1 -1
- package/lib/public-api.d.ts +359 -0
- package/lib/public-api.d.ts.map +1 -0
- package/lib/public-api.js +161 -0
- package/lib/public-api.js.map +1 -0
- package/lib/quote.d.ts.map +1 -1
- package/lib/quote.js +78 -9
- package/lib/quote.js.map +1 -1
- package/package.json +1 -1
- package/temp/package-deps.json +13 -11
package/dist/account.js
CHANGED
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@@ -5,6 +5,7 @@ import { encodePath } from '@yuants/utils';
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import { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';
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import { client } from './api';
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import { productService } from './product';
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+
import { getMarketIndexTicker } from './public-api';
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const terminal = Terminal.fromNodeEnv();
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export const accountConfig$ = defer(() => client.getAccountConfig()).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
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const subAccountUids$ = defer(() => client.getSubAccountList()).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
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@@ -39,7 +40,7 @@ defer(async () => {
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});
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}, { auto_refresh_interval: 5000 });
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}).subscribe();
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-
const marketIndexTickerUSDT$ = defer(() =>
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+
const marketIndexTickerUSDT$ = defer(() => getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe(map((x) => {
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const mapInstIdToPrice = new Map();
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x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));
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return mapInstIdToPrice;
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package/dist/account.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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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/${uid}/earning/USDT`;\n provideAccountInfoService(\n terminal,\n earningAccountId,\n async () => {\n const offers = await client.getFinanceSavingsBalance({});\n const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions: [],\n };\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n"]}
|
|
1
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+
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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\nimport { getMarketIndexTicker } from './public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const accountConfig$ = 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(() => 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"]}
|
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
import { Terminal } from '@yuants/protocol';
|
|
2
|
+
import { getPositionTiers } from './public-api';
|
|
3
|
+
const terminal = Terminal.fromNodeEnv();
|
|
4
|
+
terminal.server.provideService('OKX/PositionTiers', {
|
|
5
|
+
required: ['instType', 'tdMode'],
|
|
6
|
+
properties: {
|
|
7
|
+
instType: { type: 'string' },
|
|
8
|
+
tdMode: { type: 'string' },
|
|
9
|
+
instFamily: { type: 'string' },
|
|
10
|
+
instId: { type: 'string' },
|
|
11
|
+
uly: { type: 'string' },
|
|
12
|
+
ccy: { type: 'string' },
|
|
13
|
+
tier: { type: 'string' },
|
|
14
|
+
},
|
|
15
|
+
}, async (msg) => {
|
|
16
|
+
const data = await getPositionTiers(msg.req);
|
|
17
|
+
return {
|
|
18
|
+
res: {
|
|
19
|
+
code: 0,
|
|
20
|
+
message: 'OK',
|
|
21
|
+
data,
|
|
22
|
+
},
|
|
23
|
+
};
|
|
24
|
+
}, {
|
|
25
|
+
concurrent: 1,
|
|
26
|
+
egress_token_capacity: 10,
|
|
27
|
+
egress_token_refill_interval: 2100,
|
|
28
|
+
});
|
|
29
|
+
//# sourceMappingURL=api-service.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"api-service.js","sourceRoot":"","sources":["../src/api-service.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAE,MAAM,cAAc,CAAC;AAEhD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAY5B,mBAAmB,EACnB;IACE,QAAQ,EAAE,CAAC,UAAU,EAAE,QAAQ,CAAC;IAChC,UAAU,EAAE;QACV,QAAQ,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC5B,MAAM,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC1B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,MAAM,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC1B,GAAG,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QACvB,GAAG,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QACvB,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KACzB;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,IAAI,GAAG,MAAM,gBAAgB,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC7C,OAAO;QACL,GAAG,EAAE;YACH,IAAI,EAAE,CAAC;YACP,OAAO,EAAE,IAAI;YACb,IAAI;SACL;KACF,CAAC;AACJ,CAAC,EACD;IACE,UAAU,EAAE,CAAC;IACb,qBAAqB,EAAE,EAAE;IACzB,4BAA4B,EAAE,IAAI;CACnC,CACF,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { getPositionTiers } from './public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nterminal.server.provideService<\n {\n instType: string;\n tdMode: string;\n instFamily?: string;\n instId?: string;\n uly?: string;\n ccy?: string;\n tier?: string;\n },\n Awaited<ReturnType<typeof getPositionTiers>>\n>(\n 'OKX/PositionTiers',\n {\n required: ['instType', 'tdMode'],\n properties: {\n instType: { type: 'string' },\n tdMode: { type: 'string' },\n instFamily: { type: 'string' },\n instId: { type: 'string' },\n uly: { type: 'string' },\n ccy: { type: 'string' },\n tier: { type: 'string' },\n },\n },\n async (msg) => {\n const data = await getPositionTiers(msg.req);\n return {\n res: {\n code: 0,\n message: 'OK',\n data,\n },\n };\n },\n {\n concurrent: 1,\n egress_token_capacity: 10,\n egress_token_refill_interval: 2100,\n },\n);\n"]}
|
package/dist/api.js
CHANGED
|
@@ -1,6 +1,4 @@
|
|
|
1
|
-
import { formatTime } from '@yuants/utils';
|
|
2
|
-
// @ts-ignore
|
|
3
|
-
import CryptoJS from 'crypto-js';
|
|
1
|
+
import { encodeBase64, formatTime, HmacSHA256 } from '@yuants/utils';
|
|
4
2
|
/**
|
|
5
3
|
* API v5: https://www.okx.com/docs-v5/#overview
|
|
6
4
|
*/
|
|
@@ -8,17 +6,6 @@ export class OkxClient {
|
|
|
8
6
|
constructor(config) {
|
|
9
7
|
this.config = config;
|
|
10
8
|
this.noAuth = true;
|
|
11
|
-
/**
|
|
12
|
-
* 获取所有产品行情信息
|
|
13
|
-
*
|
|
14
|
-
* 获取产品行情信息
|
|
15
|
-
*
|
|
16
|
-
* 限速:20次/2s
|
|
17
|
-
* 限速规则:IP
|
|
18
|
-
*
|
|
19
|
-
* https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-tickers
|
|
20
|
-
*/
|
|
21
|
-
this.getMarketTickers = (params) => this.request('GET', '/api/v5/market/tickers', params);
|
|
22
9
|
/**
|
|
23
10
|
* 获取账户资产估值
|
|
24
11
|
*
|
|
@@ -30,17 +17,6 @@ export class OkxClient {
|
|
|
30
17
|
* https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-account-asset-valuation
|
|
31
18
|
*/
|
|
32
19
|
this.getAssetValuation = (params) => this.request('GET', '/api/v5/asset/asset-valuation', params);
|
|
33
|
-
/**
|
|
34
|
-
* 获取持仓总量
|
|
35
|
-
*
|
|
36
|
-
* 查询单个交易产品的市场的持仓总量
|
|
37
|
-
*
|
|
38
|
-
* 限速:20次/2s
|
|
39
|
-
* 限速规则:IP + instrumentID
|
|
40
|
-
*
|
|
41
|
-
* https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-open-interest
|
|
42
|
-
*/
|
|
43
|
-
this.getOpenInterest = (params) => this.request('GET', '/api/v5/public/open-interest', params);
|
|
44
20
|
/**
|
|
45
21
|
* 查看账户配置
|
|
46
22
|
* 查看当前账户的配置信息。
|
|
@@ -51,70 +27,6 @@ export class OkxClient {
|
|
|
51
27
|
* https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-account-configuration
|
|
52
28
|
*/
|
|
53
29
|
this.getAccountConfig = () => this.request('GET', '/api/v5/account/config');
|
|
54
|
-
/**
|
|
55
|
-
* 获取市场借币杠杆利率和借币限额
|
|
56
|
-
*
|
|
57
|
-
* 限速:2次/2s
|
|
58
|
-
* 限速规则:IP
|
|
59
|
-
*
|
|
60
|
-
* https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-interest-rate-and-loan-quota
|
|
61
|
-
*/
|
|
62
|
-
this.getInterestRateLoanQuota = () => this.request('GET', '/api/v5/public/interest-rate-loan-quota');
|
|
63
|
-
/**
|
|
64
|
-
* 获取交易产品基础信息
|
|
65
|
-
*
|
|
66
|
-
* 获取所有可交易产品的信息列表。
|
|
67
|
-
*
|
|
68
|
-
* 限速:20次/2s
|
|
69
|
-
* 限速规则:IP +instType
|
|
70
|
-
*
|
|
71
|
-
* https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-instruments
|
|
72
|
-
*/
|
|
73
|
-
this.getInstruments = (params) => this.request('GET', '/api/v5/public/instruments', params);
|
|
74
|
-
/**
|
|
75
|
-
* 获取永续合约当前资金费率
|
|
76
|
-
* 获取当前资金费率
|
|
77
|
-
*
|
|
78
|
-
* 限速:20次/2s
|
|
79
|
-
* 限速规则:IP +instrumentID
|
|
80
|
-
*
|
|
81
|
-
* https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate
|
|
82
|
-
*/
|
|
83
|
-
this.getFundingRate = (params) => this.request('GET', '/api/v5/public/funding-rate', params);
|
|
84
|
-
/**
|
|
85
|
-
* 获取永续合约历史资金费率
|
|
86
|
-
*
|
|
87
|
-
* 获取最近3个月的历史资金费率
|
|
88
|
-
*
|
|
89
|
-
* 限速:10次/2s
|
|
90
|
-
* 限速规则:IP +instrumentID
|
|
91
|
-
*
|
|
92
|
-
* https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate-history
|
|
93
|
-
*/
|
|
94
|
-
this.getFundingRateHistory = (params) => this.request('GET', '/api/v5/public/funding-rate-history', params);
|
|
95
|
-
/**
|
|
96
|
-
* 获取标记价格历史K线数据
|
|
97
|
-
*
|
|
98
|
-
* 获取最近几年的标记价格K线数据
|
|
99
|
-
*
|
|
100
|
-
* 限速:10次/2s
|
|
101
|
-
* 限速规则:IP
|
|
102
|
-
*
|
|
103
|
-
* https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-mark-price-candlesticks-history
|
|
104
|
-
*/
|
|
105
|
-
this.getHistoryMarkPriceCandles = (params) => this.request('GET', '/api/v5/market/history-mark-price-candles', params);
|
|
106
|
-
/**
|
|
107
|
-
* GET / 获取交易产品历史K线数据
|
|
108
|
-
*
|
|
109
|
-
* 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)
|
|
110
|
-
*
|
|
111
|
-
* 限速:20次/2s
|
|
112
|
-
*
|
|
113
|
-
* 限速规则:IP
|
|
114
|
-
*
|
|
115
|
-
* 期权不支持 1s K线, 其他业务线 (币币, 杠杆, 交割和永续)支持
|
|
116
|
-
*/
|
|
117
|
-
this.getHistoryCandles = (params) => this.request('GET', '/api/v5/market/history-candles', params);
|
|
118
30
|
/**
|
|
119
31
|
* 获取余币宝余额
|
|
120
32
|
*
|
|
@@ -136,19 +48,6 @@ export class OkxClient {
|
|
|
136
48
|
* https://www.okx.com/docs-v5/zh/#financial-product-savings-post-savings-purchase-redemption
|
|
137
49
|
*/
|
|
138
50
|
this.postFinanceSavingsPurchaseRedempt = (params) => this.request('POST', '/api/v5/finance/savings/purchase-redempt', params);
|
|
139
|
-
/**
|
|
140
|
-
* GET / 获取市场借贷历史(公共)
|
|
141
|
-
*
|
|
142
|
-
* 公共接口无须鉴权
|
|
143
|
-
*
|
|
144
|
-
* 返回2021年12月14日后的记录
|
|
145
|
-
*
|
|
146
|
-
* 限速:6次/s
|
|
147
|
-
* 限速规则:IP
|
|
148
|
-
*
|
|
149
|
-
* https://www.okx.com/docs-v5/zh/#financial-product-savings-get-public-borrow-history-public
|
|
150
|
-
*/
|
|
151
|
-
this.getLendingRateHistory = (params) => this.request('GET', '/api/v5/finance/savings/lending-rate-history', params);
|
|
152
51
|
/**
|
|
153
52
|
* 提币
|
|
154
53
|
*
|
|
@@ -258,6 +157,17 @@ export class OkxClient {
|
|
|
258
157
|
* https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-positions
|
|
259
158
|
*/
|
|
260
159
|
this.getAccountPositions = (params) => this.request('GET', '/api/v5/account/positions', params);
|
|
160
|
+
/**
|
|
161
|
+
* 获取最大可下单数量
|
|
162
|
+
*
|
|
163
|
+
* 获取最大可买卖/开仓数量,可对应下单时的 sz 字段
|
|
164
|
+
*
|
|
165
|
+
* 限速:20次/2s
|
|
166
|
+
* 限速规则:UserID
|
|
167
|
+
*
|
|
168
|
+
* https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-maximum-tradable-size
|
|
169
|
+
*/
|
|
170
|
+
this.getAccountMaxSize = (params) => this.request('GET', '/api/v5/account/max-size', params);
|
|
261
171
|
/**
|
|
262
172
|
* 赚币
|
|
263
173
|
* GET / 查看项目
|
|
@@ -387,16 +297,6 @@ export class OkxClient {
|
|
|
387
297
|
* https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-currencies
|
|
388
298
|
*/
|
|
389
299
|
this.getAssetCurrencies = (params) => this.request('GET', '/api/v5/asset/currencies', params);
|
|
390
|
-
/**
|
|
391
|
-
* 获取指数行情数据
|
|
392
|
-
*
|
|
393
|
-
*
|
|
394
|
-
* 限速:20 次/2s
|
|
395
|
-
*
|
|
396
|
-
*
|
|
397
|
-
* https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-index-tickers
|
|
398
|
-
*/
|
|
399
|
-
this.getMarketIndexTicker = (params) => this.request('GET', '/api/v5/market/index-tickers', params);
|
|
400
300
|
/**
|
|
401
301
|
* GET / 借贷信息
|
|
402
302
|
* 限速:5次/2s
|
|
@@ -457,15 +357,6 @@ export class OkxClient {
|
|
|
457
357
|
* https://www.okx.com/docs-v5/zh/#order-book-trading-grid-trading-get-grid-algo-order-positions
|
|
458
358
|
*/
|
|
459
359
|
this.getGridPositions = (param) => this.request('GET', '/api/v5/tradingBot/grid/positions', param);
|
|
460
|
-
/**
|
|
461
|
-
* GET / 获取产品深度
|
|
462
|
-
* 限速:40次/2s
|
|
463
|
-
* 限速规则:IP
|
|
464
|
-
* HTTP请求
|
|
465
|
-
*
|
|
466
|
-
* https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book
|
|
467
|
-
*/
|
|
468
|
-
this.getMarketBooks = (param) => this.request('GET', '/api/v5/market/books', param);
|
|
469
360
|
if (config.auth.public_key && config.auth.secret_key && config.auth.passphrase) {
|
|
470
361
|
this.noAuth = false;
|
|
471
362
|
}
|
|
@@ -487,7 +378,9 @@ export class OkxClient {
|
|
|
487
378
|
const secret_key = this.config.auth.secret_key;
|
|
488
379
|
const body = method === 'GET' ? '' : JSON.stringify(params);
|
|
489
380
|
const signData = timestamp + method + url.pathname + url.search + body;
|
|
490
|
-
const str =
|
|
381
|
+
const str = encodeBase64(await HmacSHA256(
|
|
382
|
+
//
|
|
383
|
+
new TextEncoder().encode(signData), new TextEncoder().encode(secret_key)));
|
|
491
384
|
const headers = {
|
|
492
385
|
'Content-Type': 'application/json',
|
|
493
386
|
'OK-ACCESS-KEY': this.config.auth.public_key,
|
package/dist/api.js.map
CHANGED
|
@@ -1 +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"]}
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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"]}
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package/dist/index.js
CHANGED
package/dist/index.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"index.js","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","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,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","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/dist/interest_rate.js
CHANGED
|
@@ -15,8 +15,8 @@ import { Terminal } from '@yuants/protocol';
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|
|
15
15
|
import { createSQLWriter } from '@yuants/sql';
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|
16
16
|
import { decodePath, encodePath, formatTime } from '@yuants/utils';
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|
17
17
|
import { firstValueFrom, map, mergeAll, timer } from 'rxjs';
|
|
18
|
-
import { client } from './api';
|
|
19
18
|
import { productService } from './product';
|
|
19
|
+
import { getFundingRateHistory, getLendingRateHistory } from './public-api';
|
|
20
20
|
createSQLWriter(Terminal.fromNodeEnv(), {
|
|
21
21
|
data$: productService.products$.pipe(mergeAll(), map((x) => ({
|
|
22
22
|
series_id: encodePath(x.datasource_id, x.product_id),
|
|
@@ -45,7 +45,7 @@ createSeriesProvider(Terminal.fromNodeEnv(), {
|
|
|
45
45
|
let current_end = end;
|
|
46
46
|
while (true) {
|
|
47
47
|
// 接口行为备注:向前翻页,时间降序,不含 after 当前时间点
|
|
48
|
-
const res = yield __await(
|
|
48
|
+
const res = yield __await(getFundingRateHistory({
|
|
49
49
|
instId: instId,
|
|
50
50
|
after: `${current_end}`,
|
|
51
51
|
}));
|
|
@@ -80,8 +80,8 @@ createSeriesProvider(Terminal.fromNodeEnv(), {
|
|
|
80
80
|
const [base, quote] = instId.split('-');
|
|
81
81
|
let current_end = end;
|
|
82
82
|
while (true) {
|
|
83
|
-
const resBase = yield __await(
|
|
84
|
-
const resQuote = yield __await(
|
|
83
|
+
const resBase = yield __await(getLendingRateHistory({ ccy: base, after: `${current_end}` }));
|
|
84
|
+
const resQuote = yield __await(getLendingRateHistory({ ccy: quote, after: `${current_end}` }));
|
|
85
85
|
if (resBase.code !== '0') {
|
|
86
86
|
throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;
|
|
87
87
|
}
|