@yuants/vendor-okx 0.23.23 → 0.23.25

package/dist/api.js.map

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

package/dist/index.js

@@ -1,12 +1,14 @@
 import './account';
+import './api-service';
 import './interest_rate';
-import './legacy_index';
 import './loan-account';
+import './market-order';
 import './ohlc';
 import './order';
+import './order-actions';
 import './quote';
-import './trade';
 import './services';
 import './strategy-account';
-import './market-order';
+import './trade';
+import './transfer';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,iBAAiB,CAAC;AACzB,OAAO,gBAAgB,CAAC;AACxB,OAAO,gBAAgB,CAAC;AACxB,OAAO,QAAQ,CAAC;AAChB,OAAO,SAAS,CAAC;AACjB,OAAO,SAAS,CAAC;AACjB,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,gBAAgB,CAAC","sourcesContent":["import './account';\nimport './interest_rate';\nimport './legacy_index';\nimport './loan-account';\nimport './ohlc';\nimport './order';\nimport './quote';\nimport './trade';\nimport './services';\nimport './strategy-account';\nimport './market-order';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,eAAe,CAAC;AACvB,OAAO,iBAAiB,CAAC;AACzB,OAAO,gBAAgB,CAAC;AACxB,OAAO,gBAAgB,CAAC;AACxB,OAAO,QAAQ,CAAC;AAChB,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC","sourcesContent":["import './account';\nimport './api-service';\nimport './interest_rate';\nimport './loan-account';\nimport './market-order';\nimport './ohlc';\nimport './order';\nimport './order-actions';\nimport './quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\n"]}

package/dist/interest_rate.js

@@ -15,8 +15,8 @@ import { Terminal } from '@yuants/protocol';
 import { createSQLWriter } from '@yuants/sql';
 import { decodePath, encodePath, formatTime } from '@yuants/utils';
 import { firstValueFrom, map, mergeAll, timer } from 'rxjs';
-import { client } from './api';
 import { productService } from './product';
+import { getFundingRateHistory, getLendingRateHistory } from './public-api';
 createSQLWriter(Terminal.fromNodeEnv(), {
     data$: productService.products$.pipe(mergeAll(), map((x) => ({
         series_id: encodePath(x.datasource_id, x.product_id),
@@ -45,7 +45,7 @@ createSeriesProvider(Terminal.fromNodeEnv(), {
                 let current_end = end;
                 while (true) {
                     // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点
-                    const res = yield __await(client.getFundingRateHistory({
+                    const res = yield __await(getFundingRateHistory({
                         instId: instId,
                         after: `${current_end}`,
                     }));
@@ -80,8 +80,8 @@ createSeriesProvider(Terminal.fromNodeEnv(), {
                 const [base, quote] = instId.split('-');
                 let current_end = end;
                 while (true) {
-                    const resBase = yield __await(client.getLendingRateHistory({ ccy: base, after: `${current_end}` }));
-                    const resQuote = yield __await(client.getLendingRateHistory({ ccy: quote, after: `${current_end}` }));
+                    const resBase = yield __await(getLendingRateHistory({ ccy: base, after: `${current_end}` }));
+                    const resQuote = yield __await(getLendingRateHistory({ ccy: quote, after: `${current_end}` }));
                     if (resBase.code !== '0') {
                         throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;
                     }

package/dist/interest_rate.js.map

@@ -1 +1 @@
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'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: `${-short_rate}`,\n            settlement_price: '',\n          });\n        });\n\n        yield data;\n        current_end = new Date(data[data.length - 1].created_at).getTime();\n        if (current_end <= start) {\n          break;\n        }\n        // for API rate limit\n        await firstValueFrom(timer(1000));\n      }\n    }\n  },\n});\n"]}
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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { productService } from './product';\nimport { getFundingRateHistory, getLendingRateHistory } from './public-api';\n\ncreateSQLWriter<ISeriesCollectingTask>(Terminal.fromNodeEnv(), {\n  data$: 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/loan-account.js

@@ -3,12 +3,13 @@ import { Terminal } from '@yuants/protocol';
 import { encodePath } from '@yuants/utils';
 import { defer, firstValueFrom } from 'rxjs';
 import { accountUid$ } from './account';
-import { client } from './api';
+import { getDefaultCredential, getFlexibleLoanInfo } from './api';
 defer(async () => {
     const uid = await firstValueFrom(accountUid$);
     const loanAccountId = `okx/${uid}/loan/USDT`;
+    const credential = getDefaultCredential();
     provideAccountInfoService(Terminal.fromNodeEnv(), loanAccountId, async () => {
-        const res = await client.getFlexibleLoanInfo();
+        const res = await getFlexibleLoanInfo(credential);
         const data = res.data[0];
         const positions = [];
         for (const loan of data.loanData) {

package/dist/loan-account.js.map

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package/dist/market-order.js

@@ -1,7 +1,7 @@
 import { Terminal } from '@yuants/protocol';
 import { decodePath, formatTime } from '@yuants/utils';
-import { useMarketBooks } from './ws';
 import { map, tap } from 'rxjs';
+import { useMarketBooks } from './ws';
 const terminal = Terminal.fromNodeEnv();
 terminal.server.provideService('QueryMarketBooks', {
     required: ['product_id', 'datasource_id'],

package/dist/market-order.js.map

@@ -1 +1 @@
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[]).sort((a, b) => +b[0] - +a[0]),\n            asks: Array.from(books?.asks.values() ?? []).sort((a, b) => +a[0] - +b[0]),\n          },\n        },\n      };\n    }\n    return { res: { code: 500, message: 'Server Error' } };\n  },\n);\n\nexport interface IWSOrderBook {\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  prevSeqId: number;\n  seqId: number;\n  checksum: number;\n}\n\nconst mapProductIdToMarketBooks = new Map<\n  string,\n  {\n    asks: Map<string, [price: string, volume: string, abandon: string, order_number: string]>;\n    bids: Map<string, [price: string, volume: string, abandon: string, order_number: string]>;\n    seqId: number;\n  }\n>();\n\nterminal.channel.publishChannel('MarketBooks', { pattern: `^OKX/` }, (id) => {\n  const [datasource_id, product_id] = decodePath(id);\n  const [, instId] = decodePath(product_id);\n  console.info(formatTime(Date.now()), `SubscribeMarketBooks`, id);\n\n  return useMarketBooks('books', instId).pipe(\n    map((data) => {\n      return data[0];\n    }),\n    tap({\n      next: (v) => {\n        if (!mapProductIdToMarketBooks.get(product_id)) {\n          mapProductIdToMarketBooks.set(product_id, {\n            seqId: v.seqId,\n            asks: new Map<string, [price: string, volume: string, abandon: string, order_number: string]>(),\n            bids: new Map<string, [price: string, volume: string, abandon: string, order_number: string]>(),\n          });\n        }\n        v.asks.map((ask) => mapProductIdToMarketBooks.get(product_id)?.asks.set(ask[0], ask));\n        v.bids.map((bid) => mapProductIdToMarketBooks.get(product_id)?.bids.set(bid[0], bid));\n      },\n      finalize: () => {\n        mapProductIdToMarketBooks.delete(product_id);\n      },\n    }),\n  );\n});\n"]}
+{"version":3,"file":"market-order.js","sourceRoot":"","sources":["../src/market-order.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,GAAG,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAChC,OAAO,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAEtC,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,kBAAkB,EAClB;IACE,QAAQ,EAAE,CAAC,YAAY,EAAE,eAAe,CAAC;IACzC,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,aAAa,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,KAAK,EAAE;KAChD;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;;IACZ,MAAM,EAAE,EAAE,GAAG,GAAG,EAAE,UAAU,EAAE,GAAG,GAAG,CAAC,GAA0C,CAAC;IAChF,MAAM,KAAK,GAAG,yBAAyB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAExD,IAAI,KAAK,EAAE;QACT,OAAO;YACL,GAAG,EAAE;gBACH,IAAI,EAAE,CAAC;gBACP,OAAO,EAAE,IAAI;gBACb,IAAI,EAAE;oBACJ,KAAK,EAAE,KAAK,CAAC,KAAK;oBAClB,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,MAAA,KAAK,CAAC,IAAI,CAAC,MAAM,EAAE,mCAAI,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBACzE,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,MAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,IAAI,CAAC,MAAM,EAAE,mCAAI,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;iBAC3E;aACF;SACF,CAAC;KACH;IACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,GAAG,EAAE,OAAO,EAAE,cAAc,EAAE,EAAE,CAAC;AACzD,CAAC,CACF,CAAC;AAWF,MAAM,yBAAyB,GAAG,IAAI,GAAG,EAOtC,CAAC;AAEJ,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,aAAa,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,EAAE,EAAE,EAAE;IAC1E,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,EAAE,CAAC,CAAC;IACnD,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC1C,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,sBAAsB,EAAE,EAAE,CAAC,CAAC;IAEjE,OAAO,cAAc,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC,IAAI,CACzC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE;QACX,OAAO,IAAI,CAAC,CAAC,CAAC,CAAC;IACjB,CAAC,CAAC,EACF,GAAG,CAAC;QACF,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE;YACV,IAAI,CAAC,yBAAyB,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE;gBAC9C,yBAAyB,CAAC,GAAG,CAAC,UAAU,EAAE;oBACxC,KAAK,EAAE,CAAC,CAAC,KAAK;oBACd,IAAI,EAAE,IAAI,GAAG,EAAkF;oBAC/F,IAAI,EAAE,IAAI,GAAG,EAAkF;iBAChG,CAAC,CAAC;aACJ;YACD,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,WAAC,OAAA,MAAA,yBAAyB,CAAC,GAAG,CAAC,UAAU,CAAC,0CAAE,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,CAAA,EAAA,CAAC,CAAC;YACtF,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,WAAC,OAAA,MAAA,yBAAyB,CAAC,GAAG,CAAC,UAAU,CAAC,0CAAE,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,CAAA,EAAA,CAAC,CAAC;QACxF,CAAC;QACD,QAAQ,EAAE,GAAG,EAAE;YACb,yBAAyB,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAC/C,CAAC;KACF,CAAC,CACH,CAAC;AACJ,CAAC,CAAC,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { map, tap } from 'rxjs';\nimport { useMarketBooks } from './ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\nterminal.server.provideService(\n  'QueryMarketBooks',\n  {\n    required: ['product_id', 'datasource_id'],\n    properties: {\n      product_id: { type: 'string' },\n      datasource_id: { type: 'string', const: 'OKX' },\n    },\n  },\n  async (msg) => {\n    const { sz = '1', product_id } = msg.req as { sz?: string; product_id: string };\n    const books = mapProductIdToMarketBooks.get(product_id);\n\n    if (books) {\n      return {\n        res: {\n          code: 0,\n          message: 'OK',\n          data: {\n            seqId: books.seqId,\n            bids: Array.from(books.bids.values() ?? []).sort((a, b) => +b[0] - +a[0]),\n            asks: Array.from(books?.asks.values() ?? []).sort((a, b) => +a[0] - +b[0]),\n          },\n        },\n      };\n    }\n    return { res: { code: 500, message: 'Server Error' } };\n  },\n);\n\nexport interface IWSOrderBook {\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  prevSeqId: number;\n  seqId: number;\n  checksum: number;\n}\n\nconst mapProductIdToMarketBooks = new Map<\n  string,\n  {\n    asks: Map<string, [price: string, volume: string, abandon: string, order_number: string]>;\n    bids: Map<string, [price: string, volume: string, abandon: string, order_number: string]>;\n    seqId: number;\n  }\n>();\n\nterminal.channel.publishChannel('MarketBooks', { pattern: `^OKX/` }, (id) => {\n  const [datasource_id, product_id] = decodePath(id);\n  const [, instId] = decodePath(product_id);\n  console.info(formatTime(Date.now()), `SubscribeMarketBooks`, id);\n\n  return useMarketBooks('books', instId).pipe(\n    map((data) => {\n      return data[0];\n    }),\n    tap({\n      next: (v) => {\n        if (!mapProductIdToMarketBooks.get(product_id)) {\n          mapProductIdToMarketBooks.set(product_id, {\n            seqId: v.seqId,\n            asks: new Map<string, [price: string, volume: string, abandon: string, order_number: string]>(),\n            bids: new Map<string, [price: string, volume: string, abandon: string, order_number: string]>(),\n          });\n        }\n        v.asks.map((ask) => mapProductIdToMarketBooks.get(product_id)?.asks.set(ask[0], ask));\n        v.bids.map((bid) => mapProductIdToMarketBooks.get(product_id)?.bids.set(bid[0], bid));\n      },\n      finalize: () => {\n        mapProductIdToMarketBooks.delete(product_id);\n      },\n    }),\n  );\n});\n"]}

package/dist/ohlc.js

@@ -15,8 +15,8 @@ import { Terminal } from '@yuants/protocol';
 import { writeToSQL } from '@yuants/sql';
 import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
 import { firstValueFrom, map, timer } from 'rxjs';
-import { client } from './api';
 import { provideOHLCFromTimeBackwardService } from './provideOHLCFromTimeBackwardService';
+import { getHistoryCandles } from './public-api';
 import { useOHLC } from './ws';
 // import { useOHLC } from './websocket';
 const terminal = Terminal.fromNodeEnv();
@@ -83,7 +83,7 @@ createSeriesProvider(terminal, {
             let currentStartTime = ended_at;
             while (true) {
                 // 向前翻页，时间降序，不含 after 时间点
-                const res = yield __await(client.getHistoryCandles({
+                const res = yield __await(getHistoryCandles({
                     instId,
                     bar,
                     after: `${currentStartTime}`,
@@ -173,7 +173,7 @@ provideOHLCFromTimeBackwardService({
             throw `unsupported duration: ${duration}`;
         }
         // 从指定时间点向过去获取一页数据
-        const res = await client.getHistoryCandles({
+        const res = await getHistoryCandles({
             instId,
             bar,
             after: `${new Date(time).getTime()}`,

package/dist/ohlc.js.map

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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"]}
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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"]}