@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.
Files changed (52) hide show
  1. package/dist/account.js +2 -1
  2. package/dist/account.js.map +1 -1
  3. package/dist/api-service.js +29 -0
  4. package/dist/api-service.js.map +1 -0
  5. package/dist/api.js +15 -122
  6. package/dist/api.js.map +1 -1
  7. package/dist/index.js +1 -0
  8. package/dist/index.js.map +1 -1
  9. package/dist/interest_rate.js +4 -4
  10. package/dist/interest_rate.js.map +1 -1
  11. package/dist/legacy_index.js +3 -2
  12. package/dist/legacy_index.js.map +1 -1
  13. package/dist/ohlc.js +3 -3
  14. package/dist/ohlc.js.map +1 -1
  15. package/dist/product.js +4 -4
  16. package/dist/product.js.map +1 -1
  17. package/dist/public-api.js +146 -0
  18. package/dist/public-api.js.map +1 -0
  19. package/dist/quote.js +80 -11
  20. package/dist/quote.js.map +1 -1
  21. package/lib/account.d.ts.map +1 -1
  22. package/lib/account.js +2 -1
  23. package/lib/account.js.map +1 -1
  24. package/lib/api-service.d.ts +2 -0
  25. package/lib/api-service.d.ts.map +1 -0
  26. package/lib/api-service.js +31 -0
  27. package/lib/api-service.js.map +1 -0
  28. package/lib/api.d.ts +27 -322
  29. package/lib/api.d.ts.map +1 -1
  30. package/lib/api.js +14 -124
  31. package/lib/api.js.map +1 -1
  32. package/lib/index.d.ts +1 -0
  33. package/lib/index.d.ts.map +1 -1
  34. package/lib/index.js +1 -0
  35. package/lib/index.js.map +1 -1
  36. package/lib/interest_rate.js +4 -4
  37. package/lib/interest_rate.js.map +1 -1
  38. package/lib/legacy_index.js +3 -2
  39. package/lib/legacy_index.js.map +1 -1
  40. package/lib/ohlc.js +3 -3
  41. package/lib/ohlc.js.map +1 -1
  42. package/lib/product.js +4 -4
  43. package/lib/product.js.map +1 -1
  44. package/lib/public-api.d.ts +359 -0
  45. package/lib/public-api.d.ts.map +1 -0
  46. package/lib/public-api.js +161 -0
  47. package/lib/public-api.js.map +1 -0
  48. package/lib/quote.d.ts.map +1 -1
  49. package/lib/quote.js +78 -9
  50. package/lib/quote.js.map +1 -1
  51. package/package.json +1 -1
  52. package/temp/package-deps.json +13 -11
package/dist/interest_rate.js.map CHANGED
@@ -1 +1 @@
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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\n\ncreateSQLWriter<ISeriesCollectingTask>(Terminal.fromNodeEnv(), {\n data$: productService.products$.pipe(\n mergeAll(),\n map(\n (x): ISeriesCollectingTask => ({\n series_id: encodePath(x.datasource_id, x.product_id),\n table_name: 'interest_rate',\n cron_pattern: '0 * * * *', // 每小时执行一次\n cron_timezone: 'UTC',\n disabled: false,\n replay_count: 0,\n }),\n ),\n ),\n tableName: 'series_collecting_task',\n writeInterval: 1000,\n conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const start = started_at || 0;\n const end = ended_at || Date.now();\n const [datasource_id, product_id] = decodePath(series_id);\n const [instType, instId] = decodePath(product_id);\n\n if (instType === 'SWAP') {\n let current_end = end;\n while (true) {\n // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点\n const res = await client.getFundingRateHistory({\n instId: instId,\n after: `${current_end}`,\n });\n if (res.code !== '0') {\n throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;\n }\n // 如果没有数据了，就退出\n if (res.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));\n const data = res.data.map(\n (v): IInterestRate => ({\n series_id: series_id,\n product_id,\n datasource_id,\n created_at: formatTime(+v.fundingTime),\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n yield data;\n current_end = +res.data[res.data.length - 1].fundingTime;\n if (current_end <= start) {\n break;\n }\n // for API rate limit\n await firstValueFrom(timer(1000));\n }\n }\n\n if (instType === 'MARGIN') {\n // MARGIN/BTC-USDT\n const [base, quote] = instId.split('-');\n let current_end = end;\n while (true) {\n const resBase = await client.getLendingRateHistory({ ccy: base, after: `${current_end}` });\n const resQuote = await client.getLendingRateHistory({ ccy: quote, after: `${current_end}` });\n\n if (resBase.code !== '0') {\n throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;\n }\n if (resBase.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));\n\n if (resQuote.code !== '0') {\n throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;\n }\n if (resQuote.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));\n\n // 做多时，借入 quote 的资金，做空时，借入 base 的资金\n // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate\n\n const mapTsToBaseRate = new Map<string, string>();\n resBase.data.forEach((v) => {\n mapTsToBaseRate.set(v.ts, v.rate);\n });\n\n const data: IInterestRate[] = [];\n\n resQuote.data.forEach((v) => {\n if (!mapTsToBaseRate.has(v.ts)) return;\n const long_rate = +v.rate / 365 / 24; // 转换为小时利率\n const short_rate = +mapTsToBaseRate.get(v.ts)! / 365 / 24; // 转换为小时利率\n data.push({\n series_id,\n product_id,\n datasource_id,\n created_at: formatTime(+v.ts),\n long_rate: `${-long_rate}`,\n short_rate: `${-short_rate}`,\n settlement_price: '',\n });\n });\n\n yield data;\n current_end = new Date(data[data.length - 1].created_at).getTime();\n if (current_end <= start) {\n break;\n }\n // for API rate limit\n await firstValueFrom(timer(1000));\n }\n }\n },\n});\n"]}
1
+ 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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { productService } from './product';\nimport { getFundingRateHistory, getLendingRateHistory } from './public-api';\n\ncreateSQLWriter<ISeriesCollectingTask>(Terminal.fromNodeEnv(), {\n data$: productService.products$.pipe(\n mergeAll(),\n map(\n (x): ISeriesCollectingTask => ({\n series_id: encodePath(x.datasource_id, x.product_id),\n table_name: 'interest_rate',\n cron_pattern: '0 * * * *', // 每小时执行一次\n cron_timezone: 'UTC',\n disabled: false,\n replay_count: 0,\n }),\n ),\n ),\n tableName: 'series_collecting_task',\n writeInterval: 1000,\n conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const start = started_at || 0;\n const end = ended_at || Date.now();\n const [datasource_id, product_id] = decodePath(series_id);\n const [instType, instId] = decodePath(product_id);\n\n if (instType === 'SWAP') {\n let current_end = end;\n while (true) {\n // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点\n const res = await getFundingRateHistory({\n instId: instId,\n after: `${current_end}`,\n });\n if (res.code !== '0') {\n throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;\n }\n // 如果没有数据了，就退出\n if (res.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));\n const data = res.data.map(\n (v): IInterestRate => ({\n series_id: series_id,\n product_id,\n datasource_id,\n created_at: formatTime(+v.fundingTime),\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n yield data;\n current_end = +res.data[res.data.length - 1].fundingTime;\n if (current_end <= start) {\n break;\n }\n // for API rate limit\n await firstValueFrom(timer(1000));\n }\n }\n\n if (instType === 'MARGIN') {\n // MARGIN/BTC-USDT\n const [base, quote] = instId.split('-');\n let current_end = end;\n while (true) {\n const resBase = await getLendingRateHistory({ ccy: base, after: `${current_end}` });\n const resQuote = await getLendingRateHistory({ ccy: quote, after: `${current_end}` });\n\n if (resBase.code !== '0') {\n throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;\n }\n if (resBase.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));\n\n if (resQuote.code !== '0') {\n throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;\n }\n if (resQuote.data.length === 0) {\n break;\n }\n console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));\n\n // 做多时，借入 quote 的资金，做空时，借入 base 的资金\n // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate\n\n const mapTsToBaseRate = new Map<string, string>();\n resBase.data.forEach((v) => {\n mapTsToBaseRate.set(v.ts, v.rate);\n });\n\n const data: IInterestRate[] = [];\n\n resQuote.data.forEach((v) => {\n if (!mapTsToBaseRate.has(v.ts)) return;\n const long_rate = +v.rate / 365 / 24; // 转换为小时利率\n const short_rate = +mapTsToBaseRate.get(v.ts)! / 365 / 24; // 转换为小时利率\n data.push({\n series_id,\n product_id,\n datasource_id,\n created_at: formatTime(+v.ts),\n long_rate: `${-long_rate}`,\n short_rate: `${-short_rate}`,\n settlement_price: '',\n });\n });\n\n yield data;\n current_end = new Date(data[data.length - 1].created_at).getTime();\n if (current_end <= start) {\n break;\n }\n // for API rate limit\n await firstValueFrom(timer(1000));\n }\n }\n },\n});\n"]}
package/dist/legacy_index.js CHANGED
@@ -5,6 +5,7 @@ import { defer, filter, firstValueFrom, from, map, mergeMap, repeat, retry, shar
5
5
  import { accountConfig$, tradingAccountId$ } from './account';
6
6
  import { client } from './api';
7
7
  import { productService } from './product';
8
+ import { getFundingRate, getInterestRateLoanQuota } from './public-api';
8
9
  import { spotMarketTickers$ } from './quote';
9
10
  const terminal = Terminal.fromNodeEnv();
10
11
  console.info(formatTime(Date.now()), 'Terminal', terminal.terminalInfo.terminal_id);
@@ -14,8 +15,8 @@ const memoizeMap = (fn) => {
14
15
  const cache = {};
15
16
  return ((...params) => { var _a; var _b; return ((_a = cache[_b = encodePath(params)]) !== null && _a !== void 0 ? _a : (cache[_b] = fn(...params))); });
16
17
  };
17
- const fundingRate$ = memoizeMap((product_id) => defer(() => client.getFundingRate({ instId: decodePath(product_id)[1] })).pipe(mergeMap((x) => x.data), repeat({ delay: 5000 }), retry({ delay: 5000 }), shareReplay(1)));
18
- const interestRateLoanQuota$ = defer(() => client.getInterestRateLoanQuota()).pipe(repeat({ delay: 60000 }), retry({ delay: 60000 }), shareReplay(1));
18
+ const fundingRate$ = memoizeMap((product_id) => defer(() => getFundingRate({ instId: decodePath(product_id)[1] })).pipe(mergeMap((x) => x.data), repeat({ delay: 5000 }), retry({ delay: 5000 }), shareReplay(1)));
19
+ const interestRateLoanQuota$ = defer(() => getInterestRateLoanQuota()).pipe(repeat({ delay: 60000 }), retry({ delay: 60000 }), shareReplay(1));
19
20
  const interestRateByCurrency$ = memoizeMap((currency) => interestRateLoanQuota$.pipe(mergeMap((x) => from(x.data || []).pipe(mergeMap((x) => x.basic), filter((x) => x.ccy === currency), map((x) => +x.rate))), shareReplay(1)));
20
21
  // provideTicks(terminal, 'OKX', (product_id) => {
21
22
  // const [instType, instId] = decodePath(product_id);
package/dist/legacy_index.js.map CHANGED
@@ -1 +1 @@
1
- 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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, from, map, mergeMap, repeat, retry, shareReplay } from 'rxjs';\nimport { accountConfig$, tradingAccountId$ } from './account';\nimport { client } from './api';\nimport { productService } from './product';\nimport { spotMarketTickers$ } from './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconsole.info(formatTime(Date.now()), 'Terminal', terminal.terminalInfo.terminal_id);\n\nconst resOfAssetCurrencies = defer(() => client.getAssetCurrencies()).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nresOfAssetCurrencies.subscribe(); // make it hot\n\nconst memoizeMap = <T extends (...params: any[]) => any>(fn: T): T => {\n const cache: Record<string, any> = {};\n return ((...params: any[]) => (cache[encodePath(params)] ??= fn(...params))) as T;\n};\n\nconst fundingRate$ = memoizeMap((product_id: string) =>\n defer(() => client.getFundingRate({ instId: decodePath(product_id)[1] })).pipe(\n mergeMap((x) => x.data),\n repeat({ delay: 5000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n ),\n);\n\nconst interestRateLoanQuota$ = defer(() => client.getInterestRateLoanQuota()).pipe(\n repeat({ delay: 60_000 }),\n retry({ delay: 60_000 }),\n shareReplay(1),\n);\n\nconst interestRateByCurrency$ = memoizeMap((currency: string) =>\n interestRateLoanQuota$.pipe(\n mergeMap((x) =>\n from(x.data || []).pipe(\n mergeMap((x) => x.basic),\n filter((x) => x.ccy === currency),\n map((x) => +x.rate),\n ),\n ),\n shareReplay(1),\n ),\n);\n\n// provideTicks(terminal, 'OKX', (product_id) => {\n// const [instType, instId] = decodePath(product_id);\n// if (instType === 'SWAP') {\n// return defer(async () => {\n// const products = await firstValueFrom(usdtSwapProducts$);\n// const theProduct = products.find((x) => x.product_id === product_id);\n// if (!theProduct) throw `No Found ProductID ${product_id}`;\n// const theTicker$ = swapMarketTickers$.pipe(\n// map((x) => x[instId]),\n// shareReplay(1),\n// );\n// return [of(theProduct), theTicker$, fundingRate$(product_id), swapOpenInterest$] as const;\n// }).pipe(\n// catchError(() => EMPTY),\n// mergeMap((x) =>\n// combineLatest(x).pipe(\n// map(([theProduct, ticker, fundingRate, swapOpenInterest]): ITick => {\n// return {\n// datasource_id: 'OKX',\n// product_id,\n// updated_at: Date.now(),\n// settlement_scheduled_at: +fundingRate.fundingTime,\n// price: +ticker.last,\n// ask: +ticker.askPx,\n// bid: +ticker.bidPx,\n// volume: +ticker.lastSz,\n// interest_rate_for_long: -+fundingRate.fundingRate,\n// interest_rate_for_short: +fundingRate.fundingRate,\n// open_interest: swapOpenInterest.get(instId),\n// };\n// }),\n// ),\n// ),\n// );\n// }\n// if (instType === 'MARGIN') {\n// return defer(async () => {\n// const products = await firstValueFrom(marginProducts$);\n// const theProduct = products.find((x) => x.product_id === product_id);\n// if (!theProduct) throw `No Found ProductID ${product_id}`;\n// const theTicker$ = spotMarketTickers$.pipe(\n// map((x) => x[instId]),\n// shareReplay(1),\n// );\n// return [\n// of(theProduct),\n// theTicker$,\n// interestRateByCurrency$(theProduct.base_currency!),\n// interestRateByCurrency$(theProduct.quote_currency!),\n// ] as const;\n// }).pipe(\n// catchError(() => EMPTY),\n// mergeMap((x) =>\n// combineLatest(x).pipe(\n// map(\n// ([theProduct, ticker, interestRateForBase, interestRateForQuote]): ITick => ({\n// datasource_id: 'OKX',\n// product_id,\n// updated_at: Date.now(),\n// price: +ticker.last,\n// volume: +ticker.lastSz,\n// // 在下一个整点扣除利息 See 如何计算利息 https://www.okx.com/zh-hans/help/how-to-calculate-borrowing-interest\n// settlement_scheduled_at: new Date().setMinutes(0, 0, 0) + 3600_000,\n// interest_rate_for_long: -interestRateForQuote / 24,\n// interest_rate_for_short: -interestRateForBase / 24,\n// }),\n// ),\n// ),\n// ),\n// );\n// }\n// return EMPTY;\n// });\n\ndefer(async () => {\n const account_config = await firstValueFrom(accountConfig$);\n console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n const { mainUid, uid } = account_config.data[0];\n const isMainAccount = mainUid === uid;\n\n const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n // BLOCK_CHAIN: only available for main account\n if (isMainAccount) {\n const depositAddressRes = await client.getAssetDepositAddress({ ccy: 'USDT' });\n console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n for (const address of addresses) {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: 'TRC20',\n currency: 'USDT',\n address: address.addr,\n onApply: {\n INIT: async (order) => {\n if (\n !order.current_amount ||\n order.current_amount < 3 // 最小提币额度\n ) {\n return { state: 'ERROR', message: 'Amount too small' };\n }\n const res = await firstValueFrom(resOfAssetCurrencies);\n const theRes = res.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n const _fee = theRes?.minFee;\n if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n const fee = +_fee;\n const amt = Math.floor(order.current_amount - fee);\n const transferResult = await client.postAssetWithdrawal({\n amt: `${amt}`,\n ccy: 'USDT',\n chain: 'USDT-TRC20',\n fee: `${fee}`,\n dest: '4', // 链上提币\n toAddr: order.current_rx_address!,\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const wdId = transferResult.data[0]?.wdId;\n return { state: 'AWAIT_TX_ID', context: wdId };\n },\n AWAIT_TX_ID: async (transferOrder) => {\n const wdId = transferOrder.current_tx_context;\n const withdrawalHistory = await client.getAssetWithdrawalHistory({ wdId });\n const txId = withdrawalHistory.data?.[0]?.txId;\n if (!txId) {\n return { state: 'AWAIT_TX_ID', context: wdId };\n }\n return { state: 'COMPLETE', transaction_id: txId };\n },\n },\n onEval: async (transferOrder) => {\n const checkResult = await client.getAssetDepositHistory({\n ccy: 'USDT',\n txId: transferOrder.current_transaction_id,\n type: '4',\n });\n\n if (checkResult.code !== '0') {\n return {\n state: 'INIT',\n };\n }\n\n if (checkResult.data[0].state !== '2') {\n return { state: 'PENDING' };\n }\n const received_amount = +checkResult.data[0].amt;\n return { state: 'COMPLETE', received_amount };\n },\n });\n }\n }\n\n // Funding-Trading\n {\n const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: FUNDING_TRADING_NETWORK_ID,\n currency: 'USDT',\n address: 'funding',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postAssetTransfer({\n type: '0',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '18',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: TRADING_ACCOUNT_ID,\n network_id: FUNDING_TRADING_NETWORK_ID,\n currency: 'USDT',\n address: 'trading',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postAssetTransfer({\n type: '0',\n ccy: order.currency,\n amt: `${order.current_amount}`,\n from: '18',\n to: '6',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n }\n // Funding-Earning\n {\n const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: FUNDING_EARNING_NETWORK_ID,\n currency: 'USDT',\n address: 'funding',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postFinanceSavingsPurchaseRedempt({\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n side: 'purchase',\n rate: '0.01',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n return { state: 'COMPLETE', transaction_id: 'ok' };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: EARNING_ACCOUNT_ID,\n network_id: FUNDING_EARNING_NETWORK_ID,\n currency: 'USDT',\n address: 'earning',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postFinanceSavingsPurchaseRedempt({\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n side: 'redempt',\n rate: '0.01',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n return { state: 'COMPLETE', transaction_id: 'ok' };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n }\n\n // SubAccount\n {\n const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n if (isMainAccount) {\n const subAcctsRes = await client.getSubAccountList();\n for (const item of subAcctsRes.data || []) {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: getSubAccountNetworkId(item.uid),\n currency: 'USDT',\n address: 'main',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postAssetTransfer({\n type: '1',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '6',\n subAcct: item.subAcct,\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (order) => {\n // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n // const received_amount = checkResult?.data?.[0]?.amt;\n // if (!received_amount) {\n // return { state: 'INIT', message: checkResult.msg };\n // }\n // return { state: 'COMPLETE', received_amount: +received_amount };\n\n return { state: 'COMPLETE', received_amount: order.current_amount };\n },\n });\n }\n }\n // SubAccount API\n else {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: getSubAccountNetworkId(uid),\n currency: 'USDT',\n address: 'sub',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postAssetTransfer({\n type: '3',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '6',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (order) => {\n // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n // const received_amount = checkResult?.data?.[0]?.amt;\n // if (!received_amount) {\n // return { state: 'INIT', message: checkResult.msg };\n // }\n // return { state: 'COMPLETE', received_amount: +received_amount };\n return { state: 'COMPLETE', received_amount: order.current_amount };\n },\n });\n }\n }\n}).subscribe();\n\ndefer(async () => {\n const tradingAccountId = await firstValueFrom(tradingAccountId$);\n terminal.server.provideService<IOrder, { order_id?: string }>(\n 'SubmitOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(msg));\n const order = msg.req;\n const [instType, instId] = decodePath(order.product_id);\n\n const mapOrderDirectionToSide = (direction?: string) => {\n switch (direction) {\n case 'OPEN_LONG':\n case 'CLOSE_SHORT':\n return 'buy';\n case 'OPEN_SHORT':\n case 'CLOSE_LONG':\n return 'sell';\n }\n throw new Error(`Unknown direction: ${direction}`);\n };\n const mapOrderDirectionToPosSide = (direction?: string) => {\n switch (direction) {\n case 'OPEN_LONG':\n case 'CLOSE_LONG':\n return 'long';\n case 'CLOSE_SHORT':\n case 'OPEN_SHORT':\n return 'short';\n }\n throw new Error(`Unknown direction: ${direction}`);\n };\n const mapOrderTypeToOrdType = (order_type?: string) => {\n switch (order_type) {\n case 'LIMIT':\n return 'limit';\n case 'MARKET':\n return 'market';\n case 'MAKER':\n return 'post_only';\n }\n throw new Error(`Unknown order type: ${order_type}`);\n };\n\n // 交易数量，表示要购买或者出售的数量。\n // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n // 当币币杠杆以市价买入时，指计价货币的数量。\n // 当币币杠杆以市价卖出时，指交易货币的数量。\n // 对于币币市价单，单位由 tgtCcy 决定\n // 当交割、永续、期权买入和卖出时，指合约张数。\n const mapOrderVolumeToSz = async (order: IOrder) => {\n if (instType === 'SWAP') {\n return order.volume;\n }\n if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n return order.volume;\n }\n if (order.order_type === 'MAKER') {\n return order.volume;\n }\n if (order.order_type === 'MARKET') {\n if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n return order.volume;\n }\n //\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n mapOrderDirectionToPosSide(order.order_direction) === 'long'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n return roundToStep(order.volume * price, theProduct.volume_step!);\n }\n\n return 0;\n }\n\n if (instType === 'SPOT') {\n return order.volume;\n }\n\n throw new Error(`Unknown instType: ${instType}`);\n };\n\n const params = {\n instId,\n tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n side: mapOrderDirectionToSide(order.order_direction),\n posSide:\n instType === 'MARGIN' || instType === 'SPOT'\n ? 'net'\n : mapOrderDirectionToPosSide(order.order_direction),\n ordType: mapOrderTypeToOrdType(order.order_type),\n sz: (await mapOrderVolumeToSz(order)).toString(),\n tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n reduceOnly:\n instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n ? 'true'\n : undefined,\n px:\n order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n };\n console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n const res = await client.postTradeOrder(params);\n if (res.code === '0' && res.data?.[0]?.ordId) {\n return {\n res: {\n code: 0,\n message: 'OK',\n data: {\n order_id: res.data[0].ordId,\n },\n },\n };\n }\n return { res: { code: +res.code, message: res.msg } };\n },\n );\n\n terminal.server.provideService<IOrder>(\n 'ModifyOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n console.info(formatTime(Date.now()), 'ModifyOrder', JSON.stringify(msg));\n const order = msg.req;\n const [instType, instId] = decodePath(order.product_id);\n\n const params: any = {\n instId,\n ordId: order.order_id, // 使用现有订单ID\n };\n\n // 如果需要修改价格\n if (order.price !== undefined) {\n params.newPx = order.price.toString();\n }\n\n // 如果需要修改数量\n if (order.volume !== undefined) {\n // 处理数量修改，类似于 SubmitOrder 中的逻辑\n if (instType === 'SWAP') {\n params.newSz = order.volume.toString();\n } else if (instType === 'SPOT') {\n params.newSz = order.volume.toString();\n } else if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MAKER') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MARKET') {\n // 对于市价单，可能需要根据当前价格计算新的数量\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n }\n } else {\n throw new Error(`Unknown instType: ${instType}`);\n }\n }\n\n console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n const res = await client.postTradeAmendOrder(params);\n if (res.code !== '0') {\n return {\n res: {\n code: +res.code,\n message: res.msg,\n },\n };\n }\n\n return { res: { code: 0, message: 'OK' } };\n },\n );\n\n terminal.server.provideService<IOrder>(\n 'CancelOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n (msg) =>\n defer(async () => {\n const order = msg.req;\n const [instType, instId] = decodePath(order.product_id);\n const res = await client.postTradeCancelOrder({\n instId,\n ordId: order.order_id,\n });\n if (res.code !== '0') {\n return { res: { code: +res.code, message: res.msg } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n );\n}).subscribe();\n"]}
1
+ 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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, from, map, mergeMap, repeat, retry, shareReplay } from 'rxjs';\nimport { accountConfig$, tradingAccountId$ } from './account';\nimport { client } from './api';\nimport { productService } from './product';\nimport { getFundingRate, getInterestRateLoanQuota } from './public-api';\nimport { spotMarketTickers$ } from './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconsole.info(formatTime(Date.now()), 'Terminal', terminal.terminalInfo.terminal_id);\n\nconst resOfAssetCurrencies = defer(() => client.getAssetCurrencies()).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nresOfAssetCurrencies.subscribe(); // make it hot\n\nconst memoizeMap = <T extends (...params: any[]) => any>(fn: T): T => {\n const cache: Record<string, any> = {};\n return ((...params: any[]) => (cache[encodePath(params)] ??= fn(...params))) as T;\n};\n\nconst fundingRate$ = memoizeMap((product_id: string) =>\n defer(() => getFundingRate({ instId: decodePath(product_id)[1] })).pipe(\n mergeMap((x) => x.data),\n repeat({ delay: 5000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n ),\n);\n\nconst interestRateLoanQuota$ = defer(() => getInterestRateLoanQuota()).pipe(\n repeat({ delay: 60_000 }),\n retry({ delay: 60_000 }),\n shareReplay(1),\n);\n\nconst interestRateByCurrency$ = memoizeMap((currency: string) =>\n interestRateLoanQuota$.pipe(\n mergeMap((x) =>\n from(x.data || []).pipe(\n mergeMap((x) => x.basic),\n filter((x) => x.ccy === currency),\n map((x) => +x.rate),\n ),\n ),\n shareReplay(1),\n ),\n);\n\n// provideTicks(terminal, 'OKX', (product_id) => {\n// const [instType, instId] = decodePath(product_id);\n// if (instType === 'SWAP') {\n// return defer(async () => {\n// const products = await firstValueFrom(usdtSwapProducts$);\n// const theProduct = products.find((x) => x.product_id === product_id);\n// if (!theProduct) throw `No Found ProductID ${product_id}`;\n// const theTicker$ = swapMarketTickers$.pipe(\n// map((x) => x[instId]),\n// shareReplay(1),\n// );\n// return [of(theProduct), theTicker$, fundingRate$(product_id), swapOpenInterest$] as const;\n// }).pipe(\n// catchError(() => EMPTY),\n// mergeMap((x) =>\n// combineLatest(x).pipe(\n// map(([theProduct, ticker, fundingRate, swapOpenInterest]): ITick => {\n// return {\n// datasource_id: 'OKX',\n// product_id,\n// updated_at: Date.now(),\n// settlement_scheduled_at: +fundingRate.fundingTime,\n// price: +ticker.last,\n// ask: +ticker.askPx,\n// bid: +ticker.bidPx,\n// volume: +ticker.lastSz,\n// interest_rate_for_long: -+fundingRate.fundingRate,\n// interest_rate_for_short: +fundingRate.fundingRate,\n// open_interest: swapOpenInterest.get(instId),\n// };\n// }),\n// ),\n// ),\n// );\n// }\n// if (instType === 'MARGIN') {\n// return defer(async () => {\n// const products = await firstValueFrom(marginProducts$);\n// const theProduct = products.find((x) => x.product_id === product_id);\n// if (!theProduct) throw `No Found ProductID ${product_id}`;\n// const theTicker$ = spotMarketTickers$.pipe(\n// map((x) => x[instId]),\n// shareReplay(1),\n// );\n// return [\n// of(theProduct),\n// theTicker$,\n// interestRateByCurrency$(theProduct.base_currency!),\n// interestRateByCurrency$(theProduct.quote_currency!),\n// ] as const;\n// }).pipe(\n// catchError(() => EMPTY),\n// mergeMap((x) =>\n// combineLatest(x).pipe(\n// map(\n// ([theProduct, ticker, interestRateForBase, interestRateForQuote]): ITick => ({\n// datasource_id: 'OKX',\n// product_id,\n// updated_at: Date.now(),\n// price: +ticker.last,\n// volume: +ticker.lastSz,\n// // 在下一个整点扣除利息 See 如何计算利息 https://www.okx.com/zh-hans/help/how-to-calculate-borrowing-interest\n// settlement_scheduled_at: new Date().setMinutes(0, 0, 0) + 3600_000,\n// interest_rate_for_long: -interestRateForQuote / 24,\n// interest_rate_for_short: -interestRateForBase / 24,\n// }),\n// ),\n// ),\n// ),\n// );\n// }\n// return EMPTY;\n// });\n\ndefer(async () => {\n const account_config = await firstValueFrom(accountConfig$);\n console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n const { mainUid, uid } = account_config.data[0];\n const isMainAccount = mainUid === uid;\n\n const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n // BLOCK_CHAIN: only available for main account\n if (isMainAccount) {\n const depositAddressRes = await client.getAssetDepositAddress({ ccy: 'USDT' });\n console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n for (const address of addresses) {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: 'TRC20',\n currency: 'USDT',\n address: address.addr,\n onApply: {\n INIT: async (order) => {\n if (\n !order.current_amount ||\n order.current_amount < 3 // 最小提币额度\n ) {\n return { state: 'ERROR', message: 'Amount too small' };\n }\n const res = await firstValueFrom(resOfAssetCurrencies);\n const theRes = res.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n const _fee = theRes?.minFee;\n if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n const fee = +_fee;\n const amt = Math.floor(order.current_amount - fee);\n const transferResult = await client.postAssetWithdrawal({\n amt: `${amt}`,\n ccy: 'USDT',\n chain: 'USDT-TRC20',\n fee: `${fee}`,\n dest: '4', // 链上提币\n toAddr: order.current_rx_address!,\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const wdId = transferResult.data[0]?.wdId;\n return { state: 'AWAIT_TX_ID', context: wdId };\n },\n AWAIT_TX_ID: async (transferOrder) => {\n const wdId = transferOrder.current_tx_context;\n const withdrawalHistory = await client.getAssetWithdrawalHistory({ wdId });\n const txId = withdrawalHistory.data?.[0]?.txId;\n if (!txId) {\n return { state: 'AWAIT_TX_ID', context: wdId };\n }\n return { state: 'COMPLETE', transaction_id: txId };\n },\n },\n onEval: async (transferOrder) => {\n const checkResult = await client.getAssetDepositHistory({\n ccy: 'USDT',\n txId: transferOrder.current_transaction_id,\n type: '4',\n });\n\n if (checkResult.code !== '0') {\n return {\n state: 'INIT',\n };\n }\n\n if (checkResult.data[0].state !== '2') {\n return { state: 'PENDING' };\n }\n const received_amount = +checkResult.data[0].amt;\n return { state: 'COMPLETE', received_amount };\n },\n });\n }\n }\n\n // Funding-Trading\n {\n const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: FUNDING_TRADING_NETWORK_ID,\n currency: 'USDT',\n address: 'funding',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postAssetTransfer({\n type: '0',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '18',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: TRADING_ACCOUNT_ID,\n network_id: FUNDING_TRADING_NETWORK_ID,\n currency: 'USDT',\n address: 'trading',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postAssetTransfer({\n type: '0',\n ccy: order.currency,\n amt: `${order.current_amount}`,\n from: '18',\n to: '6',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n }\n // Funding-Earning\n {\n const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: FUNDING_EARNING_NETWORK_ID,\n currency: 'USDT',\n address: 'funding',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postFinanceSavingsPurchaseRedempt({\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n side: 'purchase',\n rate: '0.01',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n return { state: 'COMPLETE', transaction_id: 'ok' };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: EARNING_ACCOUNT_ID,\n network_id: FUNDING_EARNING_NETWORK_ID,\n currency: 'USDT',\n address: 'earning',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postFinanceSavingsPurchaseRedempt({\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n side: 'redempt',\n rate: '0.01',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n return { state: 'COMPLETE', transaction_id: 'ok' };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n }\n\n // SubAccount\n {\n const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n if (isMainAccount) {\n const subAcctsRes = await client.getSubAccountList();\n for (const item of subAcctsRes.data || []) {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: getSubAccountNetworkId(item.uid),\n currency: 'USDT',\n address: 'main',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postAssetTransfer({\n type: '1',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '6',\n subAcct: item.subAcct,\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (order) => {\n // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n // const received_amount = checkResult?.data?.[0]?.amt;\n // if (!received_amount) {\n // return { state: 'INIT', message: checkResult.msg };\n // }\n // return { state: 'COMPLETE', received_amount: +received_amount };\n\n return { state: 'COMPLETE', received_amount: order.current_amount };\n },\n });\n }\n }\n // SubAccount API\n else {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: getSubAccountNetworkId(uid),\n currency: 'USDT',\n address: 'sub',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postAssetTransfer({\n type: '3',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '6',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (order) => {\n // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n // const received_amount = checkResult?.data?.[0]?.amt;\n // if (!received_amount) {\n // return { state: 'INIT', message: checkResult.msg };\n // }\n // return { state: 'COMPLETE', received_amount: +received_amount };\n return { state: 'COMPLETE', received_amount: order.current_amount };\n },\n });\n }\n }\n}).subscribe();\n\ndefer(async () => {\n const tradingAccountId = await firstValueFrom(tradingAccountId$);\n terminal.server.provideService<IOrder, { order_id?: string }>(\n 'SubmitOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(msg));\n const order = msg.req;\n const [instType, instId] = decodePath(order.product_id);\n\n const mapOrderDirectionToSide = (direction?: string) => {\n switch (direction) {\n case 'OPEN_LONG':\n case 'CLOSE_SHORT':\n return 'buy';\n case 'OPEN_SHORT':\n case 'CLOSE_LONG':\n return 'sell';\n }\n throw new Error(`Unknown direction: ${direction}`);\n };\n const mapOrderDirectionToPosSide = (direction?: string) => {\n switch (direction) {\n case 'OPEN_LONG':\n case 'CLOSE_LONG':\n return 'long';\n case 'CLOSE_SHORT':\n case 'OPEN_SHORT':\n return 'short';\n }\n throw new Error(`Unknown direction: ${direction}`);\n };\n const mapOrderTypeToOrdType = (order_type?: string) => {\n switch (order_type) {\n case 'LIMIT':\n return 'limit';\n case 'MARKET':\n return 'market';\n case 'MAKER':\n return 'post_only';\n }\n throw new Error(`Unknown order type: ${order_type}`);\n };\n\n // 交易数量，表示要购买或者出售的数量。\n // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n // 当币币杠杆以市价买入时，指计价货币的数量。\n // 当币币杠杆以市价卖出时，指交易货币的数量。\n // 对于币币市价单，单位由 tgtCcy 决定\n // 当交割、永续、期权买入和卖出时，指合约张数。\n const mapOrderVolumeToSz = async (order: IOrder) => {\n if (instType === 'SWAP') {\n return order.volume;\n }\n if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n return order.volume;\n }\n if (order.order_type === 'MAKER') {\n return order.volume;\n }\n if (order.order_type === 'MARKET') {\n if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n return order.volume;\n }\n //\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n mapOrderDirectionToPosSide(order.order_direction) === 'long'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n return roundToStep(order.volume * price, theProduct.volume_step!);\n }\n\n return 0;\n }\n\n if (instType === 'SPOT') {\n return order.volume;\n }\n\n throw new Error(`Unknown instType: ${instType}`);\n };\n\n const params = {\n instId,\n tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n side: mapOrderDirectionToSide(order.order_direction),\n posSide:\n instType === 'MARGIN' || instType === 'SPOT'\n ? 'net'\n : mapOrderDirectionToPosSide(order.order_direction),\n ordType: mapOrderTypeToOrdType(order.order_type),\n sz: (await mapOrderVolumeToSz(order)).toString(),\n tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n reduceOnly:\n instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n ? 'true'\n : undefined,\n px:\n order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n };\n console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n const res = await client.postTradeOrder(params);\n if (res.code === '0' && res.data?.[0]?.ordId) {\n return {\n res: {\n code: 0,\n message: 'OK',\n data: {\n order_id: res.data[0].ordId,\n },\n },\n };\n }\n return { res: { code: +res.code, message: res.msg } };\n },\n );\n\n terminal.server.provideService<IOrder>(\n 'ModifyOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n console.info(formatTime(Date.now()), 'ModifyOrder', JSON.stringify(msg));\n const order = msg.req;\n const [instType, instId] = decodePath(order.product_id);\n\n const params: any = {\n instId,\n ordId: order.order_id, // 使用现有订单ID\n };\n\n // 如果需要修改价格\n if (order.price !== undefined) {\n params.newPx = order.price.toString();\n }\n\n // 如果需要修改数量\n if (order.volume !== undefined) {\n // 处理数量修改，类似于 SubmitOrder 中的逻辑\n if (instType === 'SWAP') {\n params.newSz = order.volume.toString();\n } else if (instType === 'SPOT') {\n params.newSz = order.volume.toString();\n } else if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MAKER') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MARKET') {\n // 对于市价单，可能需要根据当前价格计算新的数量\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n }\n } else {\n throw new Error(`Unknown instType: ${instType}`);\n }\n }\n\n console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n const res = await client.postTradeAmendOrder(params);\n if (res.code !== '0') {\n return {\n res: {\n code: +res.code,\n message: res.msg,\n },\n };\n }\n\n return { res: { code: 0, message: 'OK' } };\n },\n );\n\n terminal.server.provideService<IOrder>(\n 'CancelOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n (msg) =>\n defer(async () => {\n const order = msg.req;\n const [instType, instId] = decodePath(order.product_id);\n const res = await client.postTradeCancelOrder({\n instId,\n ordId: order.order_id,\n });\n if (res.code !== '0') {\n return { res: { code: +res.code, message: res.msg } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n );\n}).subscribe();\n"]}
package/dist/ohlc.js CHANGED
@@ -15,8 +15,8 @@ import { Terminal } from '@yuants/protocol';
15
15
  import { writeToSQL } from '@yuants/sql';
16
16
  import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
17
17
  import { firstValueFrom, map, timer } from 'rxjs';
18
- import { client } from './api';
19
18
  import { provideOHLCFromTimeBackwardService } from './provideOHLCFromTimeBackwardService';
19
+ import { getHistoryCandles } from './public-api';
20
20
  import { useOHLC } from './ws';
21
21
  // import { useOHLC } from './websocket';
22
22
  const terminal = Terminal.fromNodeEnv();
@@ -83,7 +83,7 @@ createSeriesProvider(terminal, {
83
83
  let currentStartTime = ended_at;
84
84
  while (true) {
85
85
  // 向前翻页，时间降序，不含 after 时间点
86
- const res = yield __await(client.getHistoryCandles({
86
+ const res = yield __await(getHistoryCandles({
87
87
  instId,
88
88
  bar,
89
89
  after: `${currentStartTime}`,
@@ -173,7 +173,7 @@ provideOHLCFromTimeBackwardService({
173
173
  throw `unsupported duration: ${duration}`;
174
174
  }
175
175
  // 从指定时间点向过去获取一页数据
176
- const res = await client.getHistoryCandles({
176
+ const res = await getHistoryCandles({
177
177
  instId,
178
178
  bar,
179
179
  after: `${new Date(time).getTime()}`,
package/dist/ohlc.js.map CHANGED
@@ -1 +1 @@
1
- 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{ IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, timer } from 'rxjs';\nimport { client } from './api';\nimport { provideOHLCFromTimeBackwardService } from './provideOHLCFromTimeBackwardService';\nimport { useOHLC } from './ws';\n// import { useOHLC } from './websocket';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n PT1M: 'candle1m',\n PT3M: 'candle3m',\n PT5M: 'candle5m',\n PT15M: 'candle15m',\n PT30M: 'candle30m',\n\n PT1H: 'candle1H',\n PT2H: 'candle2H',\n PT4H: 'candle4H',\n PT6H: 'candle6H',\n PT12H: 'candle12H',\n\n P1D: 'candle1D',\n P1W: 'candle1W',\n P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(terminal, {\n tableName: 'ohlc',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n let currentStartTime = ended_at;\n\n while (true) {\n // 向前翻页，时间降序，不含 after 时间点\n const res = await client.getHistoryCandles({\n instId,\n bar,\n after: `${currentStartTime}`,\n limit: '100',\n });\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n if (res.data.length === 0) break;\n currentStartTime = +res.data[res.data.length - 1][0];\n const data = res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n yield data;\n await firstValueFrom(timer(1000));\n }\n },\n});\n\nterminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const [, instId] = decodePath(product_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n\n return useOHLC(candleType, instId).pipe(\n map((data): IOHLC => {\n const created_at = Number(data[0][0]);\n const closed_at = created_at + offset;\n const open = data[0][1];\n const high = data[0][2];\n const low = data[0][3];\n const close = data[0][4];\n const volume = data[0][5];\n return {\n closed_at: formatTime(closed_at),\n created_at: formatTime(created_at),\n open,\n high,\n low,\n close,\n series_id,\n datasource_id,\n duration,\n product_id,\n volume,\n open_interest: '0',\n };\n }),\n writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\n }),\n );\n});\n\nprovideOHLCFromTimeBackwardService({\n terminal,\n datasource_id: 'OKX',\n supported_durations: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n queryFn: async ({ series_id, datasource_id, product_id, duration, offset, time }) => {\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n // 从指定时间点向过去获取一页数据\n const res = await client.getHistoryCandles({\n instId,\n bar,\n after: `${new Date(time).getTime()}`, // 不包含该时间点 (标准的右开)\n limit: `300`,\n });\n\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n\n return res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n },\n serviceOptions: {\n // Rate limit: 20 requests per 2 seconds\n egress_token_capacity: 20,\n egress_token_refill_interval: 2000,\n },\n});\n"]}
1
+ 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{ IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, timer } from 'rxjs';\nimport { provideOHLCFromTimeBackwardService } from './provideOHLCFromTimeBackwardService';\nimport { getHistoryCandles } from './public-api';\nimport { useOHLC } from './ws';\n// import { useOHLC } from './websocket';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n PT1M: 'candle1m',\n PT3M: 'candle3m',\n PT5M: 'candle5m',\n PT15M: 'candle15m',\n PT30M: 'candle30m',\n\n PT1H: 'candle1H',\n PT2H: 'candle2H',\n PT4H: 'candle4H',\n PT6H: 'candle6H',\n PT12H: 'candle12H',\n\n P1D: 'candle1D',\n P1W: 'candle1W',\n P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(terminal, {\n tableName: 'ohlc',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n let currentStartTime = ended_at;\n\n while (true) {\n // 向前翻页，时间降序，不含 after 时间点\n const res = await getHistoryCandles({\n instId,\n bar,\n after: `${currentStartTime}`,\n limit: '100',\n });\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n if (res.data.length === 0) break;\n currentStartTime = +res.data[res.data.length - 1][0];\n const data = res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n yield data;\n await firstValueFrom(timer(1000));\n }\n },\n});\n\nterminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const [, instId] = decodePath(product_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n\n return useOHLC(candleType, instId).pipe(\n map((data): IOHLC => {\n const created_at = Number(data[0][0]);\n const closed_at = created_at + offset;\n const open = data[0][1];\n const high = data[0][2];\n const low = data[0][3];\n const close = data[0][4];\n const volume = data[0][5];\n return {\n closed_at: formatTime(closed_at),\n created_at: formatTime(created_at),\n open,\n high,\n low,\n close,\n series_id,\n datasource_id,\n duration,\n product_id,\n volume,\n open_interest: '0',\n };\n }),\n writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\n }),\n );\n});\n\nprovideOHLCFromTimeBackwardService({\n terminal,\n datasource_id: 'OKX',\n supported_durations: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n queryFn: async ({ series_id, datasource_id, product_id, duration, offset, time }) => {\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n // 从指定时间点向过去获取一页数据\n const res = await getHistoryCandles({\n instId,\n bar,\n after: `${new Date(time).getTime()}`, // 不包含该时间点 (标准的右开)\n limit: `300`,\n });\n\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n\n return res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n },\n serviceOptions: {\n // Rate limit: 20 requests per 2 seconds\n egress_token_capacity: 20,\n egress_token_refill_interval: 2000,\n },\n});\n"]}
package/dist/product.js CHANGED
@@ -1,16 +1,16 @@
1
1
  import { provideQueryProductsService } from '@yuants/data-product';
2
2
  import { Terminal } from '@yuants/protocol';
3
3
  import { encodePath } from '@yuants/utils';
4
- import { client } from './api';
4
+ import { getInstruments } from './public-api';
5
5
  const terminal = Terminal.fromNodeEnv();
6
6
  // Provide QueryProducts service with the new design
7
7
  export const productService = provideQueryProductsService(terminal, 'OKX', async (req) => {
8
8
  const products = [];
9
9
  // Get all instrument types in parallel
10
10
  const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([
11
- client.getInstruments({ instType: 'SWAP' }),
12
- client.getInstruments({ instType: 'MARGIN' }),
13
- client.getInstruments({ instType: 'SPOT' }),
11
+ getInstruments({ instType: 'SWAP' }),
12
+ getInstruments({ instType: 'MARGIN' }),
13
+ getInstruments({ instType: 'SPOT' }),
14
14
  ]);
15
15
  // Get USDT swap products
16
16
  for (const instrument of swapInstruments.data || []) {
package/dist/product.js.map CHANGED
@@ -1 +1 @@
1
- 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{ IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nexport const productService = provideQueryProductsService(\n terminal,\n 'OKX',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n const products: IProduct[] = [];\n\n // Get all instrument types in parallel\n const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([\n client.getInstruments({ instType: 'SWAP' }),\n client.getInstruments({ instType: 'MARGIN' }),\n client.getInstruments({ instType: 'SPOT' }),\n ]);\n\n // Get USDT swap products\n for (const instrument of swapInstruments.data || []) {\n if (instrument.ctType === 'linear' && instrument.settleCcy === 'USDT' && +instrument.lever > 0) {\n products.push({\n datasource_id: 'OKX',\n product_id: encodePath(instrument.instType, instrument.instId),\n name: `${instrument.ctValCcy}-${instrument.settleCcy}-PERP`,\n base_currency: instrument.ctValCcy,\n quote_currency: instrument.settleCcy,\n value_scale: +instrument.ctVal,\n volume_step: +instrument.lotSz,\n price_step: +instrument.tickSz,\n margin_rate: 1 / +instrument.lever,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'OKX',\n no_interest_rate: false,\n });\n }\n }\n\n // Get margin products\n for (const instrument of marginInstruments.data || []) {\n if (+instrument.lever > 0) {\n products.push({\n datasource_id: 'OKX',\n product_id: encodePath(instrument.instType, instrument.instId),\n base_currency: instrument.baseCcy,\n quote_currency: instrument.quoteCcy,\n value_scale: 1,\n volume_step: +instrument.lotSz,\n price_step: +instrument.tickSz,\n margin_rate: 1 / +instrument.lever,\n name: `${instrument.baseCcy}-${instrument.quoteCcy}-MARGIN`,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'OKX',\n no_interest_rate: false,\n });\n }\n }\n\n // Get spot products\n for (const instrument of spotInstruments.data || []) {\n products.push({\n datasource_id: 'OKX',\n product_id: encodePath(instrument.instType, instrument.instId),\n base_currency: instrument.baseCcy,\n quote_currency: instrument.quoteCcy,\n value_scale: 1,\n volume_step: +instrument.lotSz,\n price_step: +instrument.tickSz,\n margin_rate: 1,\n name: `${instrument.baseCcy}-${instrument.quoteCcy}-SPOT`,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'OKX',\n no_interest_rate: true,\n });\n }\n\n return products;\n },\n {\n auto_refresh_interval: 3600_000,\n },\n);\n"]}
1
+ 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{ IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getInstruments } from './public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nexport const productService = provideQueryProductsService(\n terminal,\n 'OKX',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n const products: IProduct[] = [];\n\n // Get all instrument types in parallel\n const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([\n getInstruments({ instType: 'SWAP' }),\n getInstruments({ instType: 'MARGIN' }),\n getInstruments({ instType: 'SPOT' }),\n ]);\n\n // Get USDT swap products\n for (const instrument of swapInstruments.data || []) {\n if (instrument.ctType === 'linear' && instrument.settleCcy === 'USDT' && +instrument.lever > 0) {\n products.push({\n datasource_id: 'OKX',\n product_id: encodePath(instrument.instType, instrument.instId),\n name: `${instrument.ctValCcy}-${instrument.settleCcy}-PERP`,\n base_currency: instrument.ctValCcy,\n quote_currency: instrument.settleCcy,\n value_scale: +instrument.ctVal,\n volume_step: +instrument.lotSz,\n price_step: +instrument.tickSz,\n margin_rate: 1 / +instrument.lever,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'OKX',\n no_interest_rate: false,\n });\n }\n }\n\n // Get margin products\n for (const instrument of marginInstruments.data || []) {\n if (+instrument.lever > 0) {\n products.push({\n datasource_id: 'OKX',\n product_id: encodePath(instrument.instType, instrument.instId),\n base_currency: instrument.baseCcy,\n quote_currency: instrument.quoteCcy,\n value_scale: 1,\n volume_step: +instrument.lotSz,\n price_step: +instrument.tickSz,\n margin_rate: 1 / +instrument.lever,\n name: `${instrument.baseCcy}-${instrument.quoteCcy}-MARGIN`,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'OKX',\n no_interest_rate: false,\n });\n }\n }\n\n // Get spot products\n for (const instrument of spotInstruments.data || []) {\n products.push({\n datasource_id: 'OKX',\n product_id: encodePath(instrument.instType, instrument.instId),\n base_currency: instrument.baseCcy,\n quote_currency: instrument.quoteCcy,\n value_scale: 1,\n volume_step: +instrument.lotSz,\n price_step: +instrument.tickSz,\n margin_rate: 1,\n name: `${instrument.baseCcy}-${instrument.quoteCcy}-SPOT`,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'OKX',\n no_interest_rate: true,\n });\n }\n\n return products;\n },\n {\n auto_refresh_interval: 3600_000,\n },\n);\n"]}
package/dist/public-api.js ADDED
@@ -0,0 +1,146 @@
1
+ import { formatTime } from '@yuants/utils';
2
+ /**
3
+ * 基础公共请求函数
4
+ */
5
+ async function publicRequest(method, path, params) {
6
+ const url = new URL('https://www.okx.com');
7
+ url.pathname = path;
8
+ if (method === 'GET') {
9
+ for (const key in params) {
10
+ url.searchParams.set(key, params[key]);
11
+ }
12
+ }
13
+ console.info(formatTime(Date.now()), method, url.href);
14
+ const res = await fetch(url.href, { method });
15
+ return res.json();
16
+ }
17
+ /**
18
+ * 获取所有产品行情信息
19
+ *
20
+ * 获取产品行情信息
21
+ *
22
+ * 限速：20次/2s
23
+ * 限速规则：IP
24
+ *
25
+ * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-tickers
26
+ */
27
+ export const getMarketTickers = (params) => publicRequest('GET', '/api/v5/market/tickers', params);
28
+ /**
29
+ * 获取交易产品基础信息
30
+ *
31
+ * 获取所有可交易产品的信息列表。
32
+ *
33
+ * 限速：20次/2s
34
+ * 限速规则：IP +instType
35
+ *
36
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-instruments
37
+ */
38
+ export const getInstruments = (params) => publicRequest('GET', '/api/v5/public/instruments', params);
39
+ /**
40
+ * 获取永续合约当前资金费率
41
+ *
42
+ * 获取当前资金费率
43
+ *
44
+ * 限速：20次/2s
45
+ * 限速规则：IP +instrumentID
46
+ *
47
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate
48
+ */
49
+ export const getFundingRate = (params) => publicRequest('GET', '/api/v5/public/funding-rate', params);
50
+ /**
51
+ * 获取永续合约历史资金费率
52
+ *
53
+ * 获取最近3个月的历史资金费率
54
+ *
55
+ * 限速：10次/2s
56
+ * 限速规则：IP +instrumentID
57
+ *
58
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate-history
59
+ */
60
+ export const getFundingRateHistory = (params) => publicRequest('GET', '/api/v5/public/funding-rate-history', params);
61
+ /**
62
+ * 获取标记价格历史K线数据
63
+ *
64
+ * 获取最近几年的标记价格K线数据
65
+ *
66
+ * 限速：10次/2s
67
+ * 限速规则：IP
68
+ *
69
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-mark-price-candlesticks-history
70
+ */
71
+ export const getHistoryMarkPriceCandles = (params) => publicRequest('GET', '/api/v5/market/history-mark-price-candles', params);
72
+ /**
73
+ * 获取交易产品历史K线数据
74
+ *
75
+ * 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)
76
+ *
77
+ * 限速：20次/2s
78
+ * 限速规则：IP
79
+ *
80
+ * 期权不支持 1s K线， 其他业务线 (币币, 杠杆, 交割和永续)支持
81
+ *
82
+ * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-candlesticks-history
83
+ */
84
+ export const getHistoryCandles = (params) => publicRequest('GET', '/api/v5/market/history-candles', params);
85
+ /**
86
+ * 获取持仓总量
87
+ *
88
+ * 查询单个交易产品的市场的持仓总量
89
+ *
90
+ * 限速：20次/2s
91
+ * 限速规则：IP + instrumentID
92
+ *
93
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-open-interest
94
+ */
95
+ export const getOpenInterest = (params) => publicRequest('GET', '/api/v5/public/open-interest', params);
96
+ /**
97
+ * 获取市场借币杠杆利率和借币限额
98
+ *
99
+ * 限速：2次/2s
100
+ * 限速规则：IP
101
+ *
102
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-interest-rate-and-loan-quota
103
+ */
104
+ export const getInterestRateLoanQuota = () => publicRequest('GET', '/api/v5/public/interest-rate-loan-quota');
105
+ /**
106
+ * 获取市场借贷历史（公共）
107
+ *
108
+ * 公共接口无须鉴权
109
+ *
110
+ * 返回2021年12月14日后的记录
111
+ *
112
+ * 限速：6次/s
113
+ * 限速规则：IP
114
+ *
115
+ * https://www.okx.com/docs-v5/zh/#financial-product-savings-get-public-borrow-history-public
116
+ */
117
+ export const getLendingRateHistory = (params) => publicRequest('GET', '/api/v5/finance/savings/lending-rate-history', params);
118
+ /**
119
+ * 获取指数行情数据
120
+ *
121
+ * 限速：20次/2s
122
+ *
123
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-index-tickers
124
+ */
125
+ export const getMarketIndexTicker = (params) => publicRequest('GET', '/api/v5/market/index-tickers', params);
126
+ /**
127
+ * 获取产品深度
128
+ *
129
+ * 限速：40次/2s
130
+ * 限速规则：IP
131
+ *
132
+ * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book
133
+ */
134
+ export const getMarketBooks = (params) => publicRequest('GET', '/api/v5/market/books', params);
135
+ /**
136
+ * 获取衍生品仓位档位
137
+ *
138
+ * 获取全部仓位档位对应信息
139
+ *
140
+ * 限速：10次/2s
141
+ * 限速规则：IP
142
+ *
143
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-position-tiers
144
+ */
145
+ export const getPositionTiers = (params) => publicRequest('GET', '/api/v5/public/position-tiers', params);
146
+ //# sourceMappingURL=public-api.js.map
package/dist/public-api.js.map ADDED
@@ -0,0 +1 @@
1
+ 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{ formatTime } from '@yuants/utils';\n\n/**\n * 基础公共请求函数\n */\nasync function publicRequest(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\n console.info(formatTime(Date.now()), method, url.href);\n const res = await fetch(url.href, { method });\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 */\nexport const 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}> => publicRequest('GET', '/api/v5/market/tickers', params);\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 */\nexport const 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}> => publicRequest('GET', '/api/v5/public/instruments', params);\n\n/**\n * 获取永续合约当前资金费率\n *\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 */\nexport const 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}> => publicRequest('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 */\nexport const 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}> => publicRequest('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 */\nexport const 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}> => publicRequest('GET', '/api/v5/market/history-mark-price-candles', params);\n\n/**\n * 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 * 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 * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-candlesticks-history\n */\nexport const 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}> => publicRequest('GET', '/api/v5/market/history-candles', 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 */\nexport const 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}> => publicRequest('GET', '/api/v5/public/open-interest', params);\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 */\nexport const 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}> => publicRequest('GET', '/api/v5/public/interest-rate-loan-quota');\n\n/**\n * 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 */\nexport const 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}> => publicRequest('GET', '/api/v5/finance/savings/lending-rate-history', params);\n\n/**\n * 获取指数行情数据\n *\n * 限速：20次/2s\n *\n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-index-tickers\n */\nexport const 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}> => publicRequest('GET', '/api/v5/market/index-tickers', params);\n\n/**\n * 获取产品深度\n *\n * 限速：40次/2s\n * 限速规则：IP\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book\n */\nexport const getMarketBooks = (params: {\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}> => publicRequest('GET', '/api/v5/market/books', params);\n\n/**\n * 获取衍生品仓位档位\n *\n * 获取全部仓位档位对应信息\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-position-tiers\n */\nexport const getPositionTiers = (params: {\n instType: string;\n tdMode: string;\n instFamily?: string;\n instId?: string;\n uly?: string;\n ccy?: string;\n tier?: string;\n}): Promise<{\n code: string;\n msg: string;\n data: Array<{\n uly: string;\n instFamily: string;\n instId: string;\n tier: string;\n minSz: string;\n maxSz: string;\n mmr: string;\n imr: string;\n maxLever: string;\n optMgnFactor: string;\n quoteMaxLoan: string;\n baseMaxLoan: string;\n }>;\n}> => publicRequest('GET', '/api/v5/public/position-tiers', params);\n"]}