@yuants/vendor-okx 0.23.23 → 0.23.25

package/lib/transfer.js

@@ -0,0 +1,281 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const cache_1 = require("@yuants/cache");
+const protocol_1 = require("@yuants/protocol");
+const transfer_1 = require("@yuants/transfer");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const account_1 = require("./account");
+const api_1 = require("./api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const credential = (0, api_1.getDefaultCredential)();
+const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAssetCurrencies)(credential), { expire: 3600000 });
+(0, rxjs_1.defer)(async () => {
+    const account_config = await (0, rxjs_1.firstValueFrom)(account_1.accountConfig$);
+    console.info((0, utils_1.formatTime)(Date.now()), 'AccountConfig', JSON.stringify(account_config));
+    const { mainUid, uid } = account_config.data[0];
+    const isMainAccount = mainUid === uid;
+    const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;
+    const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;
+    const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;
+    // BLOCK_CHAIN: only available for main account
+    if (isMainAccount) {
+        const depositAddressRes = await (0, api_1.getAssetDepositAddress)(credential, { ccy: 'USDT' });
+        console.info((0, utils_1.formatTime)(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));
+        const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');
+        for (const address of addresses) {
+            (0, transfer_1.addAccountTransferAddress)({
+                terminal,
+                account_id: FUNDING_ACCOUNT_ID,
+                network_id: 'TRC20',
+                currency: 'USDT',
+                address: address.addr,
+                onApply: {
+                    INIT: async (order) => {
+                        var _a, _b;
+                        if (!order.current_amount ||
+                            order.current_amount < 3 // 最小提币额度
+                        ) {
+                            return { state: 'ERROR', message: 'Amount too small' };
+                        }
+                        const res = await cacheOfAssetCurrencies.query('');
+                        const theRes = (_a = res === null || res === void 0 ? void 0 : res.data) === null || _a === void 0 ? void 0 : _a.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');
+                        const _fee = theRes === null || theRes === void 0 ? void 0 : theRes.minFee;
+                        if (!_fee)
+                            return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };
+                        const fee = +_fee;
+                        const amt = Math.floor(order.current_amount - fee);
+                        const transferResult = await (0, api_1.postAssetWithdrawal)(credential, {
+                            amt: `${amt}`,
+                            ccy: 'USDT',
+                            chain: 'USDT-TRC20',
+                            fee: `${fee}`,
+                            dest: '4',
+                            toAddr: order.current_rx_address,
+                        });
+                        if (transferResult.code !== '0') {
+                            return { state: 'INIT', message: transferResult.msg };
+                        }
+                        const wdId = (_b = transferResult.data[0]) === null || _b === void 0 ? void 0 : _b.wdId;
+                        return { state: 'AWAIT_TX_ID', context: wdId };
+                    },
+                    AWAIT_TX_ID: async (transferOrder) => {
+                        var _a, _b;
+                        const wdId = transferOrder.current_tx_context;
+                        const withdrawalHistory = await (0, api_1.getAssetWithdrawalHistory)(credential, { wdId });
+                        const txId = (_b = (_a = withdrawalHistory.data) === null || _a === void 0 ? void 0 : _a[0]) === null || _b === void 0 ? void 0 : _b.txId;
+                        if (!txId) {
+                            return { state: 'AWAIT_TX_ID', context: wdId };
+                        }
+                        return { state: 'COMPLETE', transaction_id: txId };
+                    },
+                },
+                onEval: async (transferOrder) => {
+                    const checkResult = await (0, api_1.getAssetDepositHistory)(credential, {
+                        ccy: 'USDT',
+                        txId: transferOrder.current_transaction_id,
+                        type: '4',
+                    });
+                    if (checkResult.code !== '0') {
+                        return {
+                            state: 'INIT',
+                        };
+                    }
+                    if (checkResult.data[0].state !== '2') {
+                        return { state: 'PENDING' };
+                    }
+                    const received_amount = +checkResult.data[0].amt;
+                    return { state: 'COMPLETE', received_amount };
+                },
+            });
+        }
+    }
+    // Funding-Trading
+    {
+        const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal,
+            account_id: FUNDING_ACCOUNT_ID,
+            network_id: FUNDING_TRADING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'funding',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await (0, api_1.postAssetTransfer)(credential, {
+                        type: '0',
+                        ccy: 'USDT',
+                        amt: `${order.current_amount}`,
+                        from: '6',
+                        to: '18',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    const transaction_id = transferResult.data[0].transId;
+                    return { state: 'COMPLETE', transaction_id };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal,
+            account_id: TRADING_ACCOUNT_ID,
+            network_id: FUNDING_TRADING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'trading',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await (0, api_1.postAssetTransfer)(credential, {
+                        type: '0',
+                        ccy: order.currency,
+                        amt: `${order.current_amount}`,
+                        from: '18',
+                        to: '6',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    const transaction_id = transferResult.data[0].transId;
+                    return { state: 'COMPLETE', transaction_id };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+    }
+    // Funding-Earning
+    {
+        const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal,
+            account_id: FUNDING_ACCOUNT_ID,
+            network_id: FUNDING_EARNING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'funding',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await (0, api_1.postFinanceSavingsPurchaseRedempt)(credential, {
+                        ccy: 'USDT',
+                        amt: `${order.current_amount}`,
+                        side: 'purchase',
+                        rate: '0.01',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    return { state: 'COMPLETE', transaction_id: 'ok' };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal,
+            account_id: EARNING_ACCOUNT_ID,
+            network_id: FUNDING_EARNING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'earning',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await (0, api_1.postFinanceSavingsPurchaseRedempt)(credential, {
+                        ccy: 'USDT',
+                        amt: `${order.current_amount}`,
+                        side: 'redempt',
+                        rate: '0.01',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    return { state: 'COMPLETE', transaction_id: 'ok' };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+    }
+    // SubAccount
+    {
+        const getSubAccountNetworkId = (subUid) => `OKX/${mainUid}/SubAccount/${subUid}`;
+        if (isMainAccount) {
+            const subAcctsRes = await (0, api_1.getSubAccountList)(credential);
+            for (const item of subAcctsRes.data || []) {
+                (0, transfer_1.addAccountTransferAddress)({
+                    terminal,
+                    account_id: FUNDING_ACCOUNT_ID,
+                    network_id: getSubAccountNetworkId(item.uid),
+                    currency: 'USDT',
+                    address: 'main',
+                    onApply: {
+                        INIT: async (order) => {
+                            const transferResult = await (0, api_1.postAssetTransfer)(credential, {
+                                type: '1',
+                                ccy: 'USDT',
+                                amt: `${order.current_amount}`,
+                                from: '6',
+                                to: '6',
+                                subAcct: item.subAcct,
+                            });
+                            if (transferResult.code !== '0') {
+                                return { state: 'INIT', message: transferResult.msg };
+                            }
+                            const transaction_id = transferResult.data[0].transId;
+                            return { state: 'COMPLETE', transaction_id };
+                        },
+                    },
+                    onEval: async (order) => {
+                        // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’
+                        // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });
+                        // const received_amount = checkResult?.data?.[0]?.amt;
+                        // if (!received_amount) {
+                        //   return { state: 'INIT', message: checkResult.msg };
+                        // }
+                        // return { state: 'COMPLETE', received_amount: +received_amount };
+                        return { state: 'COMPLETE', received_amount: order.current_amount };
+                    },
+                });
+            }
+        }
+        // SubAccount API
+        else {
+            (0, transfer_1.addAccountTransferAddress)({
+                terminal,
+                account_id: FUNDING_ACCOUNT_ID,
+                network_id: getSubAccountNetworkId(uid),
+                currency: 'USDT',
+                address: 'sub',
+                onApply: {
+                    INIT: async (order) => {
+                        const transferResult = await (0, api_1.postAssetTransfer)(credential, {
+                            type: '3',
+                            ccy: 'USDT',
+                            amt: `${order.current_amount}`,
+                            from: '6',
+                            to: '6',
+                        });
+                        if (transferResult.code !== '0') {
+                            return { state: 'INIT', message: transferResult.msg };
+                        }
+                        const transaction_id = transferResult.data[0].transId;
+                        return { state: 'COMPLETE', transaction_id };
+                    },
+                },
+                onEval: async (order) => {
+                    // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’
+                    // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });
+                    // const received_amount = checkResult?.data?.[0]?.amt;
+                    // if (!received_amount) {
+                    //   return { state: 'INIT', message: checkResult.msg };
+                    // }
+                    // return { state: 'COMPLETE', received_amount: +received_amount };
+                    return { state: 'COMPLETE', received_amount: order.current_amount };
+                },
+            });
+        }
+    }
+}).subscribe();
+//# sourceMappingURL=transfer.js.map

package/lib/transfer.js.map

@@ -0,0 +1 @@
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{ createCache } from '@yuants/cache';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime } from '@yuants/utils';\nimport { defer, firstValueFrom } from 'rxjs';\nimport { accountConfig$ } from './account';\nimport {\n  getAssetCurrencies,\n  getAssetDepositAddress,\n  getAssetDepositHistory,\n  getAssetWithdrawalHistory,\n  getDefaultCredential,\n  getSubAccountList,\n  postAssetTransfer,\n  postAssetWithdrawal,\n  postFinanceSavingsPurchaseRedempt,\n} from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nconst cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600_000 });\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 getAssetDepositAddress(credential, { 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 cacheOfAssetCurrencies.query('');\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 postAssetWithdrawal(credential, {\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 getAssetWithdrawalHistory(credential, { 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 getAssetDepositHistory(credential, {\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/${uid}/Funding-Trading`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: 'USDT',\n            amt: `${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 postAssetTransfer(credential, {\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 postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'purchase',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: EARNING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'earning',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${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 getSubAccountList(credential);\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 postAssetTransfer(credential, {\n                type: '1',\n                ccy: 'USDT',\n                amt: `${order.current_amount}`,\n                from: '6',\n                to: '6',\n                subAcct: item.subAcct,\n              });\n              if (transferResult.code !== '0') {\n                return { state: 'INIT', message: transferResult.msg };\n              }\n              const transaction_id = transferResult.data[0].transId;\n              return { state: 'COMPLETE', transaction_id };\n            },\n          },\n          onEval: async (order) => {\n            // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n            // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n            // const received_amount = checkResult?.data?.[0]?.amt;\n            // if (!received_amount) {\n            //   return { state: 'INIT', message: checkResult.msg };\n            // }\n            // return { state: 'COMPLETE', received_amount: +received_amount };\n\n            return { state: 'COMPLETE', received_amount: order.current_amount };\n          },\n        });\n      }\n    }\n    // SubAccount API\n    else {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: getSubAccountNetworkId(uid),\n        currency: 'USDT',\n        address: 'sub',\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: '3',\n              ccy: 'USDT',\n              amt: `${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"]}

package/lib/websocket.js.map

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}],\n    };\n\n    if (this.connected) {\n      this.ws.send(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n    } else {\n      this.pendingSub.push(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);\n    }\n    MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });\n    this.subscriptions.add(channelId);\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n  }\n\n  // 取消订阅\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    const unSubMsg = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n\n    this.ws.send(JSON.stringify(unSubMsg));\n    this.subscriptions.delete(channelId);\n    if (this.subscriptions.size === 0) {\n      this.keepAlive.unsubscribe();\n    }\n    MetricsWebSocketChannelGauge.dec({ channel });\n    delete this.handlers[channelId];\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n}\n\nconst wsPool: {\n  path: string;\n  client: OKXWsClient;\n  requests: number;\n  isFull: boolean;\n}[] = [];\n\n// ISSUE: 连接限制：3 次/秒 (基于IP)\n//\n// https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n//\n// 当订阅公有频道时，使用公有服务的地址；当订阅私有频道时，使用私有服务的地址\n//\n// 请求限制：\n//\n// 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\nconst getWsClient = (path: string) => {\n  const existing = wsPool.find((item) => item.path === path && !item.isFull);\n  if (existing) {\n    existing.requests++;\n    if (existing.requests >= 480) {\n      existing.isFull = true;\n    }\n    return existing.client;\n  }\n  const newClient = new OKXWsClient(path);\n  wsPool.push({ path, client: newClient, requests: 1, isFull: false });\n  return newClient;\n};\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n  defer(\n    () =>\n      new Observable<T>((subscriber) => {\n        const client = getWsClient(path);\n        client.subscribe(channel, instId, (data: T) => {\n          subscriber.next(data);\n        });\n        client.ws.addEventListener('error', (err) => {\n          subscriber.error(err);\n        });\n        client.ws.addEventListener('close', () => {\n          subscriber.error('WS Connection Closed');\n        });\n        subscriber.add(() => {\n          client.unsubscribe(channel, instId);\n        });\n      }),\n  ).pipe(\n    // 防止单个连接断开导致数据流关闭\n    timeout(60_000),\n    tap({\n      error: (err) => {\n        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n      },\n    }),\n    // 暂时不太确定是否能支持 retry\n    // retry({ delay: 1000 }),\n    catchError(() => EMPTY),\n  );\n\nexport const useTicker = (instId: string) =>\n  fromWsChannelAndInstId<{\n    instId: string;\n    last: string;\n    askPx: string;\n    bidPx: string;\n    askSz: string;\n    bidSz: string;\n  }>('ws/v5/public', 'tickers', instId);\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<{\n    instId: string;\n    oi: string; // open interest\n  }>('ws/v5/public', 'open-interest', instId);\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[]>('ws/v5/business', candleType, instId);\n"]}
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terminal.terminal_id });\n\n    this.pendingSub = [];\n    this.keepAlive = interval(25000)\n      .pipe(\n        tap(() => {\n          if (this.connected) {\n            this.ws.send('ping');\n          }\n        }),\n      )\n      .subscribe();\n    // this.ws.\n    this.ws.addEventListener('open', () => {\n      this.connected = true;\n      console.info(formatTime(Date.now()), '✅ WS connected');\n      while (this.pendingSub.length > 0) {\n        const msg = this.pendingSub.shift();\n        if (msg) {\n          this.ws.send(msg);\n          console.info(formatTime(Date.now()), `📩 Sent subscribe for ${msg}`);\n        }\n      }\n    });\n\n    this.ws.addEventListener('message', (raw) => this.handleMessage(raw));\n    this.ws.addEventListener('error', (raw) => {\n      console.error(formatTime(Date.now()), '❌ WS error', raw);\n    });\n    this.ws.addEventListener('close', (event) => {\n      console.error(formatTime(Date.now()), '❌ WS closed', event);\n\n      MetricsWebSocketConnectionsGauge.dec({ path });\n    });\n    this.subscriptions = new Set();\n    this.handlers = {}; // key: channel, value: callback\n  }\n\n  // 处理消息\n  handleMessage(raw: { data: string }) {\n    if (raw.data === 'pong') {\n      return;\n    }\n    const msg = JSON.parse(raw.data);\n    if (msg.arg?.channel) {\n      const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n      const data = msg.data?.[0];\n      if (data && this.handlers[channelId]) {\n        this.handlers[channelId](data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info(formatTime(Date.now()), 'Event:', msg);\n    }\n  }\n\n  // 调用订阅\n  subscribe(channel: string, instId?: string, handler?: Function) {\n    const channelId = encodePath(channel, instId);\n    if (this.subscriptions.has(channelId)) {\n      console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n      return;\n    }\n\n    const subMsg = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n\n    if (this.connected) {\n      this.ws.send(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n    } else {\n      this.pendingSub.push(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);\n    }\n    MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });\n    this.subscriptions.add(channelId);\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n  }\n\n  // 取消订阅\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    const unSubMsg = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n\n    this.ws.send(JSON.stringify(unSubMsg));\n    this.subscriptions.delete(channelId);\n    if (this.subscriptions.size === 0) {\n      this.keepAlive.unsubscribe();\n    }\n    MetricsWebSocketChannelGauge.dec({ channel });\n    delete this.handlers[channelId];\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n}\n\nconst wsPool: {\n  path: string;\n  client: OKXWsClient;\n  requests: number;\n  isFull: boolean;\n}[] = [];\n\n// ISSUE: 连接限制：3 次/秒 (基于IP)\n//\n// https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n//\n// 当订阅公有频道时，使用公有服务的地址；当订阅私有频道时，使用私有服务的地址\n//\n// 请求限制：\n//\n// 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\nconst getWsClient = (path: string) => {\n  const existing = wsPool.find((item) => item.path === path && !item.isFull);\n  if (existing) {\n    existing.requests++;\n    if (existing.requests >= 480) {\n      existing.isFull = true;\n    }\n    return existing.client;\n  }\n  const newClient = new OKXWsClient(path);\n  wsPool.push({ path, client: newClient, requests: 1, isFull: false });\n  return newClient;\n};\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n  defer(\n    () =>\n      new Observable<T>((subscriber) => {\n        const client = getWsClient(path);\n        client.subscribe(channel, instId, (data: T) => {\n          subscriber.next(data);\n        });\n        client.ws.addEventListener('error', (err) => {\n          subscriber.error(err);\n        });\n        client.ws.addEventListener('close', () => {\n          subscriber.error('WS Connection Closed');\n        });\n        subscriber.add(() => {\n          client.unsubscribe(channel, instId);\n        });\n      }),\n  ).pipe(\n    // 防止单个连接断开导致数据流关闭\n    timeout(60_000),\n    tap({\n      error: (err) => {\n        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n      },\n    }),\n    // 暂时不太确定是否能支持 retry\n    // retry({ delay: 1000 }),\n    catchError(() => EMPTY),\n  );\n\nexport const useTicker = (instId: string) =>\n  fromWsChannelAndInstId<{\n    instId: string;\n    last: string;\n    askPx: string;\n    bidPx: string;\n    askSz: string;\n    bidSz: string;\n  }>('ws/v5/public', 'tickers', instId);\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<{\n    instId: string;\n    oi: string; // open interest\n  }>('ws/v5/public', 'open-interest', instId);\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[]>('ws/v5/business', candleType, instId);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-okx",
-	"version": "0.23.23",
+	"version": "0.23.25",
 	"bin": "lib/cli.js",
 	"main": "lib/index.js",
 	"files": [
@@ -9,18 +9,19 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.50.2",
-		"@yuants/transfer": "0.2.31",
-		"@yuants/data-account": "0.6.12",
-		"@yuants/data-order": "0.3.10",
+		"@yuants/protocol": "0.50.3",
+		"@yuants/transfer": "0.2.32",
+		"@yuants/data-account": "0.6.13",
+		"@yuants/data-order": "0.3.11",
 		"@yuants/utils": "0.11.0",
-		"@yuants/sql": "0.9.22",
-		"@yuants/data-series": "0.3.43",
-		"@yuants/data-product": "0.4.13",
-		"@yuants/data-ohlc": "0.4.14",
-		"@yuants/data-interest-rate": "0.1.40",
-		"@yuants/data-quote": "0.2.35",
-		"@yuants/data-trade": "0.1.13",
+		"@yuants/cache": "0.2.4",
+		"@yuants/sql": "0.9.23",
+		"@yuants/data-series": "0.3.44",
+		"@yuants/data-product": "0.4.14",
+		"@yuants/data-ohlc": "0.4.15",
+		"@yuants/data-interest-rate": "0.1.41",
+		"@yuants/data-quote": "0.2.36",
+		"@yuants/data-trade": "0.1.14",
 		"rxjs": "~7.5.6",
 		"crypto-js": "^4.2.0",
 		"ws": "~8.8.1"

package/temp/package-deps.json

@@ -1,47 +1,50 @@
 {
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-    "apps/vendor-okx/CHANGELOG.md": "95c71c1c6c766cf2f1cf46fce18e14a0c3acfab5",
+    "apps/vendor-okx/CHANGELOG.json": "093f9ca746d9ae42a6ed9513f9dede0235113c9c",
+    "apps/vendor-okx/CHANGELOG.md": "0741fa1d76287cb1974c1d4a2c01f6aa6b59ce33",
     "apps/vendor-okx/README.md": "ac3d1f6c4c8d73066664699b0bb1b01db02e67a2",
     "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
-    "apps/vendor-okx/package.json": "72649df523520fd9db0fe1f633762135456b435e",
-    "apps/vendor-okx/src/account.ts": "dc7dcb268cda38869c8ba4af5dbdb608aa1cbe77",
-    "apps/vendor-okx/src/api.ts": "1ed5d9e4a758523e5f97183a1e6377bed0d75493",
+    "apps/vendor-okx/package.json": "60e48be7359f3847ddf6f9e6f53a5bc94d25ceff",
+    "apps/vendor-okx/src/account.ts": "453707bb506f45bd69f0d47beb7108982ba0c1a7",
+    "apps/vendor-okx/src/api-service.ts": "9f236b61d28781eb75ef3d572e75e3b95e4e305a",
+    "apps/vendor-okx/src/api.ts": "ed9ad3c6052f0968cf612b474d9301d2316f4a04",
     "apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
-    "apps/vendor-okx/src/index.ts": "21c3f194a9572692a949bb307005baf87141fbfb",
-    "apps/vendor-okx/src/interest_rate.ts": "cf3a12813e8703add74de929d5ddda0bf3e7b45f",
-    "apps/vendor-okx/src/legacy_index.ts": "e46abcfaa52f957ce5e8c42ca26cd0fc2c576965",
-    "apps/vendor-okx/src/loan-account.ts": "fa37d6e51a992443ddba130e5136de7a58c34286",
-    "apps/vendor-okx/src/logger.ts": "d25d427e74f46819a601e0cb17d5358b22c8db7b",
-    "apps/vendor-okx/src/market-order.ts": "68b5d1bbf56348e06f3091bb5aeb4b9e322b25cb",
-    "apps/vendor-okx/src/ohlc.ts": "01861f583022bf33803bd8d376296d170c4aa8f5",
-    "apps/vendor-okx/src/order.ts": "945865088271a194eb1c684af0f10e6b54d89f6b",
-    "apps/vendor-okx/src/product.ts": "d5aea86778190d0a73f0a61c3b2cf178f3b57df9",
+    "apps/vendor-okx/src/index.ts": "cf3479fcc512941fa3e8550ff06cbe1467bfe705",
+    "apps/vendor-okx/src/interest_rate.ts": "192ab4c5fb4cc1075bda57ba3ca6d21b4e5714a9",
+    "apps/vendor-okx/src/loan-account.ts": "e211bd87561fec290292a9d4230055eac702fdde",
+    "apps/vendor-okx/src/market-order.ts": "80c8881dc460ca03c655f513adb0653b675f28b3",
+    "apps/vendor-okx/src/ohlc.ts": "535f802ef8f3df1468d0e45ba5b7f1b8fa78940c",
+    "apps/vendor-okx/src/order-actions.ts": "bc5159944f2078117b94a3807b73a5d7180fb73d",
+    "apps/vendor-okx/src/order.ts": "305edb35b895fa7afa187250cf08d50084c978f7",
+    "apps/vendor-okx/src/product.ts": "2dfbe23705894e3b2d3883aa69c7a989d32ca1d9",
     "apps/vendor-okx/src/provideOHLCFromTimeBackwardService.ts": "3a44206410b5b73683f2395d6c551549b553d7bd",
     "apps/vendor-okx/src/provideSeriesFromTimeBackwardService.ts": "daf3c793eb4fc20e59a740bb69e50fadab5f62f0",
-    "apps/vendor-okx/src/quote.ts": "e289161a274db61505efcdecfafb817e7376742f",
-    "apps/vendor-okx/src/services.ts": "7b7df830a6d78b6de5cee44bbcec66f282ab53ab",
-    "apps/vendor-okx/src/strategy-account.ts": "48e1533b6fd42ff621a789eb991cf094a4a9ee64",
-    "apps/vendor-okx/src/trade.ts": "5265a7215b803c5f357842e1ece7ddca53f7e7fc",
-    "apps/vendor-okx/src/websocket.ts": "6c0199bbb9db714ec96b59d90b35b3c801975194",
+    "apps/vendor-okx/src/public-api.ts": "05b9cddafd09b5c9f65ce4eaeab42832e7d60449",
+    "apps/vendor-okx/src/quote.ts": "6ebc494a6d739edfa79cab2f88576df5b0798138",
+    "apps/vendor-okx/src/services.ts": "cda765de4da97a532eb7652ea66764e9ba9afe6c",
+    "apps/vendor-okx/src/strategy-account.ts": "3d477a597466754bfed079319eb5f9d92df85daf",
+    "apps/vendor-okx/src/trade.ts": "06a443dc3cd8caf016211f85599d063a1a12c63b",
+    "apps/vendor-okx/src/transfer.ts": "e2284568d755b87904160d832e25affc90f4f35c",
+    "apps/vendor-okx/src/websocket.ts": "3614db6be5dc7dba842ae4dfdd0a7c8de201b21a",
     "apps/vendor-okx/src/ws.ts": "7aa1561c8c524dee838817eaeda5031d389ec877",
     "apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
-    "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "eec75f84f913f6d956cbd3436df448790c76a85d",
-    "libraries/protocol/temp/package-deps.json": "927e493d72c10154de2879f2d0c89fb1e8726487",
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-    "libraries/data-account/temp/package-deps.json": "c29b11fcb30dc5bf813894995bd958142783ee13",
-    "libraries/data-order/temp/package-deps.json": "e97eced62e0ec43de4519dd383c4b8948282fbb3",
+    "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "41772be396e5468b5ef42f47388dc75c7a566c7b",
+    "libraries/protocol/temp/package-deps.json": "d5619e41337bc3cb7603dad78c3a2487fb6b4246",
+    "libraries/transfer/temp/package-deps.json": "7b16b33d2d5114bfd6b9a2eb1ddf3938041ca1b0",
+    "libraries/data-account/temp/package-deps.json": "a0e200bac55f413109ee3a2d49da850d8e3e8e04",
+    "libraries/data-order/temp/package-deps.json": "5fd2327799b8e5d6b4813bd508799c8c0d5f820e",
     "libraries/utils/temp/package-deps.json": "c58f1ca8f498315d9a0219ca8c498299a41d297b",
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-    "libraries/data-series/temp/package-deps.json": "9525d8c8a2933830845fd34551d11897a8cf31fc",
-    "libraries/data-product/temp/package-deps.json": "a056c3df6e19e1e51bc814ed1f09541d63b2afe7",
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-    "libraries/data-interest-rate/temp/package-deps.json": "53722b7498258ac7069e609c627047ae8b40f474",
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-    "libraries/data-trade/temp/package-deps.json": "945632ba0f45327c28d8ab12fe052c3e38397327",
+    "libraries/cache/temp/package-deps.json": "b00b0ced57796602fd9432b4a906bf7859714443",
+    "libraries/sql/temp/package-deps.json": "676b90e32d2cf44d01f4e14ec0bdea08fa2a425a",
+    "libraries/data-series/temp/package-deps.json": "fca1fdd3f626f5db5d8e2cc69ec8c81e543541a4",
+    "libraries/data-product/temp/package-deps.json": "8a3d9080547bcd7a2515acf9f7e44bd49e585c96",
+    "libraries/data-ohlc/temp/package-deps.json": "42af211cdf8342985283a0035f235a5d9ad61283",
+    "libraries/data-interest-rate/temp/package-deps.json": "bdbfdd4ec4288222a78ca75bbd59d20d7f59a340",
+    "libraries/data-quote/temp/package-deps.json": "147a06007483a4798d54c606846902d903829345",
+    "libraries/data-trade/temp/package-deps.json": "b6c32f1fc23ff4cce8b0951ae3d0e0736e021bb1",
     "libraries/extension/temp/package-deps.json": "fd20507284f9fd74b4de6f9855c8cead9cc132e8",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }