@yuants/vendor-okx 0.23.23 → 0.23.25

package/dist/order-actions.js

@@ -0,0 +1,211 @@
+import { Terminal } from '@yuants/protocol';
+import { decodePath, formatTime, roundToStep } from '@yuants/utils';
+import { defer, firstValueFrom, map } from 'rxjs';
+import { tradingAccountId$ } from './account';
+import { getDefaultCredential, postTradeAmendOrder, postTradeCancelOrder, postTradeOrder } from './api';
+import { productService } from './product';
+import { spotMarketTickers$ } from './quote';
+const terminal = Terminal.fromNodeEnv();
+const credential = getDefaultCredential();
+defer(async () => {
+    const tradingAccountId = await firstValueFrom(tradingAccountId$);
+    terminal.server.provideService('SubmitOrder', {
+        required: ['account_id'],
+        properties: {
+            account_id: { const: tradingAccountId },
+        },
+    }, async (msg) => {
+        var _a, _b, _c;
+        console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(msg));
+        const order = msg.req;
+        const [instType, instId] = decodePath(order.product_id);
+        const mapOrderDirectionToSide = (direction) => {
+            switch (direction) {
+                case 'OPEN_LONG':
+                case 'CLOSE_SHORT':
+                    return 'buy';
+                case 'OPEN_SHORT':
+                case 'CLOSE_LONG':
+                    return 'sell';
+            }
+            throw new Error(`Unknown direction: ${direction}`);
+        };
+        const mapOrderDirectionToPosSide = (direction) => {
+            switch (direction) {
+                case 'OPEN_LONG':
+                case 'CLOSE_LONG':
+                    return 'long';
+                case 'CLOSE_SHORT':
+                case 'OPEN_SHORT':
+                    return 'short';
+            }
+            throw new Error(`Unknown direction: ${direction}`);
+        };
+        const mapOrderTypeToOrdType = (order_type) => {
+            switch (order_type) {
+                case 'LIMIT':
+                    return 'limit';
+                case 'MARKET':
+                    return 'market';
+                case 'MAKER':
+                    return 'post_only';
+            }
+            throw new Error(`Unknown order type: ${order_type}`);
+        };
+        // 交易数量，表示要购买或者出售的数量。
+        // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
+        // 当币币杠杆以市价买入时，指计价货币的数量。
+        // 当币币杠杆以市价卖出时，指交易货币的数量。
+        // 对于币币市价单，单位由 tgtCcy 决定
+        // 当交割、永续、期权买入和卖出时，指合约张数。
+        const mapOrderVolumeToSz = async (order) => {
+            if (instType === 'SWAP') {
+                return order.volume;
+            }
+            if (instType === 'MARGIN') {
+                if (order.order_type === 'LIMIT') {
+                    return order.volume;
+                }
+                if (order.order_type === 'MAKER') {
+                    return order.volume;
+                }
+                if (order.order_type === 'MARKET') {
+                    if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
+                        return order.volume;
+                    }
+                    //
+                    const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
+                        ? +x[instId].askPx
+                        : +x[instId].bidPx)));
+                    if (!price) {
+                        throw new Error(`invalid tick: ${price}`);
+                    }
+                    console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);
+                    const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
+                    if (!theProduct) {
+                        throw new Error(`Unknown product: ${order.position_id}`);
+                    }
+                    return roundToStep(order.volume * price, theProduct.volume_step);
+                }
+                return 0;
+            }
+            if (instType === 'SPOT') {
+                return order.volume;
+            }
+            throw new Error(`Unknown instType: ${instType}`);
+        };
+        const params = {
+            instId,
+            tdMode: instType === 'SPOT' ? 'cash' : 'cross',
+            side: mapOrderDirectionToSide(order.order_direction),
+            posSide: instType === 'MARGIN' || instType === 'SPOT'
+                ? 'net'
+                : mapOrderDirectionToPosSide(order.order_direction),
+            ordType: mapOrderTypeToOrdType(order.order_type),
+            sz: (await mapOrderVolumeToSz(order)).toString(),
+            tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
+            reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
+                ? 'true'
+                : undefined,
+            px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
+            ccy: instType === 'MARGIN' ? 'USDT' : undefined,
+        };
+        console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
+        const res = await postTradeOrder(credential, params);
+        if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
+            return {
+                res: {
+                    code: 0,
+                    message: 'OK',
+                    data: {
+                        order_id: res.data[0].ordId,
+                    },
+                },
+            };
+        }
+        return { res: { code: +res.code, message: res.msg } };
+    });
+    terminal.server.provideService('ModifyOrder', {
+        required: ['account_id'],
+        properties: {
+            account_id: { const: tradingAccountId },
+        },
+    }, async (msg) => {
+        console.info(formatTime(Date.now()), 'ModifyOrder', JSON.stringify(msg));
+        const order = msg.req;
+        const [instType, instId] = decodePath(order.product_id);
+        const params = {
+            instId,
+            ordId: order.order_id, // 使用现有订单ID
+        };
+        // 如果需要修改价格
+        if (order.price !== undefined) {
+            params.newPx = order.price.toString();
+        }
+        // 如果需要修改数量
+        if (order.volume !== undefined) {
+            // 处理数量修改，类似于 SubmitOrder 中的逻辑
+            if (instType === 'SWAP') {
+                params.newSz = order.volume.toString();
+            }
+            else if (instType === 'SPOT') {
+                params.newSz = order.volume.toString();
+            }
+            else if (instType === 'MARGIN') {
+                if (order.order_type === 'LIMIT') {
+                    params.newSz = order.volume.toString();
+                }
+                if (order.order_type === 'MAKER') {
+                    params.newSz = order.volume.toString();
+                }
+                if (order.order_type === 'MARKET') {
+                    // 对于市价单，可能需要根据当前价格计算新的数量
+                    const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
+                        ? +x[instId].askPx
+                        : +x[instId].bidPx)));
+                    if (!price) {
+                        throw new Error(`invalid tick: ${price}`);
+                    }
+                    console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);
+                    const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
+                    if (!theProduct) {
+                        throw new Error(`Unknown product: ${order.position_id}`);
+                    }
+                    params.newSz = roundToStep(order.volume * price, theProduct.volume_step).toString();
+                }
+            }
+            else {
+                throw new Error(`Unknown instType: ${instType}`);
+            }
+        }
+        console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
+        const res = await postTradeAmendOrder(credential, params);
+        if (res.code !== '0') {
+            return {
+                res: {
+                    code: +res.code,
+                    message: res.msg,
+                },
+            };
+        }
+        return { res: { code: 0, message: 'OK' } };
+    });
+    terminal.server.provideService('CancelOrder', {
+        required: ['account_id'],
+        properties: {
+            account_id: { const: tradingAccountId },
+        },
+    }, (msg) => defer(async () => {
+        const order = msg.req;
+        const [instType, instId] = decodePath(order.product_id);
+        const res = await postTradeCancelOrder(credential, {
+            instId,
+            ordId: order.order_id,
+        });
+        if (res.code !== '0') {
+            return { res: { code: +res.code, message: res.msg } };
+        }
+        return { res: { code: 0, message: 'OK' } };
+    }));
+}).subscribe();
+//# sourceMappingURL=order-actions.js.map

package/dist/order-actions.js.map

@@ -0,0 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { defer, firstValueFrom, map } from 'rxjs';\nimport { tradingAccountId$ } from './account';\nimport { getDefaultCredential, postTradeAmendOrder, postTradeCancelOrder, postTradeOrder } from './api';\nimport { productService } from './product';\nimport { spotMarketTickers$ } from './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  terminal.server.provideService<IOrder, { order_id?: string }>(\n    'SubmitOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(msg));\n      const order = msg.req;\n      const [instType, instId] = decodePath(order.product_id);\n\n      const mapOrderDirectionToSide = (direction?: string) => {\n        switch (direction) {\n          case 'OPEN_LONG':\n          case 'CLOSE_SHORT':\n            return 'buy';\n          case 'OPEN_SHORT':\n          case 'CLOSE_LONG':\n            return 'sell';\n        }\n        throw new Error(`Unknown direction: ${direction}`);\n      };\n      const mapOrderDirectionToPosSide = (direction?: string) => {\n        switch (direction) {\n          case 'OPEN_LONG':\n          case 'CLOSE_LONG':\n            return 'long';\n          case 'CLOSE_SHORT':\n          case 'OPEN_SHORT':\n            return 'short';\n        }\n        throw new Error(`Unknown direction: ${direction}`);\n      };\n      const mapOrderTypeToOrdType = (order_type?: string) => {\n        switch (order_type) {\n          case 'LIMIT':\n            return 'limit';\n          case 'MARKET':\n            return 'market';\n          case 'MAKER':\n            return 'post_only';\n        }\n        throw new Error(`Unknown order type: ${order_type}`);\n      };\n\n      // 交易数量，表示要购买或者出售的数量。\n      // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n      // 当币币杠杆以市价买入时，指计价货币的数量。\n      // 当币币杠杆以市价卖出时，指交易货币的数量。\n      // 对于币币市价单，单位由 tgtCcy 决定\n      // 当交割、永续、期权买入和卖出时，指合约张数。\n      const mapOrderVolumeToSz = async (order: IOrder) => {\n        if (instType === 'SWAP') {\n          return order.volume;\n        }\n        if (instType === 'MARGIN') {\n          if (order.order_type === 'LIMIT') {\n            return order.volume;\n          }\n          if (order.order_type === 'MAKER') {\n            return order.volume;\n          }\n          if (order.order_type === 'MARKET') {\n            if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n              return order.volume;\n            }\n            //\n            const price = await firstValueFrom(\n              spotMarketTickers$.pipe(\n                map((x) =>\n                  mapOrderDirectionToPosSide(order.order_direction) === 'long'\n                    ? +x[instId].askPx\n                    : +x[instId].bidPx,\n                ),\n              ),\n            );\n            if (!price) {\n              throw new Error(`invalid tick: ${price}`);\n            }\n            console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n            const theProduct = await firstValueFrom(\n              productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n            );\n            if (!theProduct) {\n              throw new Error(`Unknown product: ${order.position_id}`);\n            }\n            return roundToStep(order.volume * price, theProduct.volume_step!);\n          }\n\n          return 0;\n        }\n\n        if (instType === 'SPOT') {\n          return order.volume;\n        }\n\n        throw new Error(`Unknown instType: ${instType}`);\n      };\n\n      const params = {\n        instId,\n        tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n        side: mapOrderDirectionToSide(order.order_direction),\n        posSide:\n          instType === 'MARGIN' || instType === 'SPOT'\n            ? 'net'\n            : mapOrderDirectionToPosSide(order.order_direction),\n        ordType: mapOrderTypeToOrdType(order.order_type),\n        sz: (await mapOrderVolumeToSz(order)).toString(),\n        tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n        reduceOnly:\n          instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n            ? 'true'\n            : undefined,\n        px:\n          order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n        ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n      };\n      console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n      const res = await postTradeOrder(credential, params);\n      if (res.code === '0' && res.data?.[0]?.ordId) {\n        return {\n          res: {\n            code: 0,\n            message: 'OK',\n            data: {\n              order_id: res.data[0].ordId,\n            },\n          },\n        };\n      }\n      return { res: { code: +res.code, message: res.msg } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'ModifyOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      console.info(formatTime(Date.now()), 'ModifyOrder', JSON.stringify(msg));\n      const order = msg.req;\n      const [instType, instId] = decodePath(order.product_id);\n\n      const params: {\n        instId: string;\n        ordId: string;\n        newPx?: string;\n        newSz?: string;\n      } = {\n        instId,\n        ordId: order.order_id!, // 使用现有订单ID\n      };\n\n      // 如果需要修改价格\n      if (order.price !== undefined) {\n        params.newPx = order.price.toString();\n      }\n\n      // 如果需要修改数量\n      if (order.volume !== undefined) {\n        // 处理数量修改，类似于 SubmitOrder 中的逻辑\n        if (instType === 'SWAP') {\n          params.newSz = order.volume.toString();\n        } else if (instType === 'SPOT') {\n          params.newSz = order.volume.toString();\n        } else if (instType === 'MARGIN') {\n          if (order.order_type === 'LIMIT') {\n            params.newSz = order.volume.toString();\n          }\n          if (order.order_type === 'MAKER') {\n            params.newSz = order.volume.toString();\n          }\n          if (order.order_type === 'MARKET') {\n            // 对于市价单，可能需要根据当前价格计算新的数量\n            const price = await firstValueFrom(\n              spotMarketTickers$.pipe(\n                map((x) =>\n                  order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n                    ? +x[instId].askPx\n                    : +x[instId].bidPx,\n                ),\n              ),\n            );\n            if (!price) {\n              throw new Error(`invalid tick: ${price}`);\n            }\n            console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n            const theProduct = await firstValueFrom(\n              productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n            );\n            if (!theProduct) {\n              throw new Error(`Unknown product: ${order.position_id}`);\n            }\n            params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n          }\n        } else {\n          throw new Error(`Unknown instType: ${instType}`);\n        }\n      }\n\n      console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n      const res = await postTradeAmendOrder(credential, params);\n      if (res.code !== '0') {\n        return {\n          res: {\n            code: +res.code,\n            message: res.msg,\n          },\n        };\n      }\n\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'CancelOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    (msg) =>\n      defer(async () => {\n        const order = msg.req;\n        const [instType, instId] = decodePath(order.product_id);\n        const res = await postTradeCancelOrder(credential, {\n          instId,\n          ordId: order.order_id!,\n        });\n        if (res.code !== '0') {\n          return { res: { code: +res.code, message: res.msg } };\n        }\n        return { res: { code: 0, message: 'OK' } };\n      }),\n  );\n}).subscribe();\n"]}

package/dist/order.js

@@ -3,7 +3,7 @@ import { writeToSQL } from '@yuants/sql';
 import { encodePath, formatTime } from '@yuants/utils';
 import { defer, firstValueFrom, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap, } from 'rxjs';
 import { accountUid$ } from './account';
-import { client } from './api';
+import { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api';
 export const order$ = new Subject();
 order$
     .pipe(
@@ -72,8 +72,8 @@ const makeOrder = (x, account_id) => {
     const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;
     const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;
     const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;
-    const swapHistoryOrders = defer(() => client.getTradeOrdersHistory({ instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
-    const swapPendingOrders = defer(() => client.getTradeOrdersPending({ instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+    const swapHistoryOrders = defer(() => getTradeOrdersHistory(getDefaultCredential(), { instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+    const swapPendingOrders = defer(() => getTradeOrdersPending(getDefaultCredential(), { instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
     const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(
     //
     mergeMap((x) => from(x.data || []).pipe(

package/dist/order.js.map

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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport {\n  defer,\n  firstValueFrom,\n  from,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  shareReplay,\n  Subject,\n  tap,\n} from 'rxjs';\nimport { accountUid$ } from './account';\nimport { client } from './api';\n\nexport const order$ = new Subject<IOrder>();\n\norder$\n  .pipe(\n    //\n    // mergeMap((x) => x),\n    writeToSQL({\n      terminal: Terminal.fromNodeEnv(),\n      tableName: '\"order\"',\n      writeInterval: 1000,\n      columns: [\n        'order_id',\n        'account_id',\n        'product_id',\n        'position_id',\n        'order_type',\n        'order_direction',\n        'volume',\n        'submit_at',\n        'updated_at',\n        'filled_at',\n        'price',\n        'traded_volume',\n        'traded_price',\n        'order_status',\n        'comment',\n        'profit_correction',\n        'real_profit',\n        'inferred_base_currency_price',\n      ],\n      conflictKeys: ['account_id', 'order_id'],\n    }),\n  )\n  .subscribe();\n\nconst makeOrder = (\n  x: {\n    ordType: string;\n    side: string;\n    posSide: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    fillTime: string;\n    sz: string;\n    accFillSz: string;\n    px: string;\n    avgPx: string;\n    state: string;\n    clOrdId: string;\n    ordId: string;\n  },\n  account_id: string,\n): IOrder => {\n  const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const uid = await firstValueFrom(accountUid$);\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  const swapHistoryOrders = defer(() => client.getTradeOrdersHistory({ instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const swapPendingOrders = defer(() => client.getTradeOrdersPending({ instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}
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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport {\n  defer,\n  firstValueFrom,\n  from,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  shareReplay,\n  Subject,\n  tap,\n} from 'rxjs';\nimport { accountUid$ } from './account';\nimport { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api';\n\nexport const order$ = new Subject<IOrder>();\n\norder$\n  .pipe(\n    //\n    // mergeMap((x) => x),\n    writeToSQL({\n      terminal: Terminal.fromNodeEnv(),\n      tableName: '\"order\"',\n      writeInterval: 1000,\n      columns: [\n        'order_id',\n        'account_id',\n        'product_id',\n        'position_id',\n        'order_type',\n        'order_direction',\n        'volume',\n        'submit_at',\n        'updated_at',\n        'filled_at',\n        'price',\n        'traded_volume',\n        'traded_price',\n        'order_status',\n        'comment',\n        'profit_correction',\n        'real_profit',\n        'inferred_base_currency_price',\n      ],\n      conflictKeys: ['account_id', 'order_id'],\n    }),\n  )\n  .subscribe();\n\nconst makeOrder = (\n  x: {\n    ordType: string;\n    side: string;\n    posSide: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    fillTime: string;\n    sz: string;\n    accFillSz: string;\n    px: string;\n    avgPx: string;\n    state: string;\n    clOrdId: string;\n    ordId: string;\n  },\n  account_id: string,\n): IOrder => {\n  const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const uid = await firstValueFrom(accountUid$);\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  const swapHistoryOrders = defer(() =>\n    getTradeOrdersHistory(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const swapPendingOrders = defer(() =>\n    getTradeOrdersPending(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}

package/dist/product.js

@@ -1,16 +1,16 @@
 import { provideQueryProductsService } from '@yuants/data-product';
 import { Terminal } from '@yuants/protocol';
 import { encodePath } from '@yuants/utils';
-import { client } from './api';
+import { getInstruments } from './public-api';
 const terminal = Terminal.fromNodeEnv();
 // Provide QueryProducts service with the new design
 export const productService = provideQueryProductsService(terminal, 'OKX', async (req) => {
     const products = [];
     // Get all instrument types in parallel
     const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([
-        client.getInstruments({ instType: 'SWAP' }),
-        client.getInstruments({ instType: 'MARGIN' }),
-        client.getInstruments({ instType: 'SPOT' }),
+        getInstruments({ instType: 'SWAP' }),
+        getInstruments({ instType: 'MARGIN' }),
+        getInstruments({ instType: 'SPOT' }),
     ]);
     // Get USDT swap products
     for (const instrument of swapInstruments.data || []) {

package/dist/product.js.map

@@ -1 +1 @@
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{ IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nexport const productService = provideQueryProductsService(\n  terminal,\n  'OKX',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    const products: IProduct[] = [];\n\n    // Get all instrument types in parallel\n    const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([\n      client.getInstruments({ instType: 'SWAP' }),\n      client.getInstruments({ instType: 'MARGIN' }),\n      client.getInstruments({ instType: 'SPOT' }),\n    ]);\n\n    // Get USDT swap products\n    for (const instrument of swapInstruments.data || []) {\n      if (instrument.ctType === 'linear' && instrument.settleCcy === 'USDT' && +instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          name: `${instrument.ctValCcy}-${instrument.settleCcy}-PERP`,\n          base_currency: instrument.ctValCcy,\n          quote_currency: instrument.settleCcy,\n          value_scale: +instrument.ctVal,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get margin products\n    for (const instrument of marginInstruments.data || []) {\n      if (+instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          base_currency: instrument.baseCcy,\n          quote_currency: instrument.quoteCcy,\n          value_scale: 1,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          name: `${instrument.baseCcy}-${instrument.quoteCcy}-MARGIN`,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get spot products\n    for (const instrument of spotInstruments.data || []) {\n      products.push({\n        datasource_id: 'OKX',\n        product_id: encodePath(instrument.instType, instrument.instId),\n        base_currency: instrument.baseCcy,\n        quote_currency: instrument.quoteCcy,\n        value_scale: 1,\n        volume_step: +instrument.lotSz,\n        price_step: +instrument.tickSz,\n        margin_rate: 1,\n        name: `${instrument.baseCcy}-${instrument.quoteCcy}-SPOT`,\n        value_scale_unit: '',\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'OKX',\n        no_interest_rate: true,\n      });\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}
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{ IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getInstruments } from './public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nexport const productService = provideQueryProductsService(\n  terminal,\n  'OKX',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    const products: IProduct[] = [];\n\n    // Get all instrument types in parallel\n    const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([\n      getInstruments({ instType: 'SWAP' }),\n      getInstruments({ instType: 'MARGIN' }),\n      getInstruments({ instType: 'SPOT' }),\n    ]);\n\n    // Get USDT swap products\n    for (const instrument of swapInstruments.data || []) {\n      if (instrument.ctType === 'linear' && instrument.settleCcy === 'USDT' && +instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          name: `${instrument.ctValCcy}-${instrument.settleCcy}-PERP`,\n          base_currency: instrument.ctValCcy,\n          quote_currency: instrument.settleCcy,\n          value_scale: +instrument.ctVal,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get margin products\n    for (const instrument of marginInstruments.data || []) {\n      if (+instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          base_currency: instrument.baseCcy,\n          quote_currency: instrument.quoteCcy,\n          value_scale: 1,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          name: `${instrument.baseCcy}-${instrument.quoteCcy}-MARGIN`,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get spot products\n    for (const instrument of spotInstruments.data || []) {\n      products.push({\n        datasource_id: 'OKX',\n        product_id: encodePath(instrument.instType, instrument.instId),\n        base_currency: instrument.baseCcy,\n        quote_currency: instrument.quoteCcy,\n        value_scale: 1,\n        volume_step: +instrument.lotSz,\n        price_step: +instrument.tickSz,\n        margin_rate: 1,\n        name: `${instrument.baseCcy}-${instrument.quoteCcy}-SPOT`,\n        value_scale_unit: '',\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'OKX',\n        no_interest_rate: true,\n      });\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}

package/dist/public-api.js

@@ -0,0 +1,146 @@
+import { formatTime } from '@yuants/utils';
+/**
+ * 基础公共请求函数
+ */
+async function publicRequest(method, path, params) {
+    const url = new URL('https://www.okx.com');
+    url.pathname = path;
+    if (method === 'GET') {
+        for (const key in params) {
+            url.searchParams.set(key, params[key]);
+        }
+    }
+    console.info(formatTime(Date.now()), method, url.href);
+    const res = await fetch(url.href, { method });
+    return res.json();
+}
+/**
+ * 获取所有产品行情信息
+ *
+ * 获取产品行情信息
+ *
+ * 限速：20次/2s
+ * 限速规则：IP
+ *
+ * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-tickers
+ */
+export const getMarketTickers = (params) => publicRequest('GET', '/api/v5/market/tickers', params);
+/**
+ * 获取交易产品基础信息
+ *
+ * 获取所有可交易产品的信息列表。
+ *
+ * 限速：20次/2s
+ * 限速规则：IP +instType
+ *
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-instruments
+ */
+export const getInstruments = (params) => publicRequest('GET', '/api/v5/public/instruments', params);
+/**
+ * 获取永续合约当前资金费率
+ *
+ * 获取当前资金费率
+ *
+ * 限速：20次/2s
+ * 限速规则：IP +instrumentID
+ *
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate
+ */
+export const getFundingRate = (params) => publicRequest('GET', '/api/v5/public/funding-rate', params);
+/**
+ * 获取永续合约历史资金费率
+ *
+ * 获取最近3个月的历史资金费率
+ *
+ * 限速：10次/2s
+ * 限速规则：IP +instrumentID
+ *
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate-history
+ */
+export const getFundingRateHistory = (params) => publicRequest('GET', '/api/v5/public/funding-rate-history', params);
+/**
+ * 获取标记价格历史K线数据
+ *
+ * 获取最近几年的标记价格K线数据
+ *
+ * 限速：10次/2s
+ * 限速规则：IP
+ *
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-mark-price-candlesticks-history
+ */
+export const getHistoryMarkPriceCandles = (params) => publicRequest('GET', '/api/v5/market/history-mark-price-candles', params);
+/**
+ * 获取交易产品历史K线数据
+ *
+ * 获取最近几年的历史k线数据(1s k线支持查询最近3个月的数据)
+ *
+ * 限速：20次/2s
+ * 限速规则：IP
+ *
+ * 期权不支持 1s K线， 其他业务线 (币币, 杠杆, 交割和永续)支持
+ *
+ * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-candlesticks-history
+ */
+export const getHistoryCandles = (params) => publicRequest('GET', '/api/v5/market/history-candles', params);
+/**
+ * 获取持仓总量
+ *
+ * 查询单个交易产品的市场的持仓总量
+ *
+ * 限速：20次/2s
+ * 限速规则：IP + instrumentID
+ *
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-open-interest
+ */
+export const getOpenInterest = (params) => publicRequest('GET', '/api/v5/public/open-interest', params);
+/**
+ * 获取市场借币杠杆利率和借币限额
+ *
+ * 限速：2次/2s
+ * 限速规则：IP
+ *
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-interest-rate-and-loan-quota
+ */
+export const getInterestRateLoanQuota = () => publicRequest('GET', '/api/v5/public/interest-rate-loan-quota');
+/**
+ * 获取市场借贷历史（公共）
+ *
+ * 公共接口无须鉴权
+ *
+ * 返回2021年12月14日后的记录
+ *
+ * 限速：6次/s
+ * 限速规则：IP
+ *
+ * https://www.okx.com/docs-v5/zh/#financial-product-savings-get-public-borrow-history-public
+ */
+export const getLendingRateHistory = (params) => publicRequest('GET', '/api/v5/finance/savings/lending-rate-history', params);
+/**
+ * 获取指数行情数据
+ *
+ * 限速：20次/2s
+ *
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-index-tickers
+ */
+export const getMarketIndexTicker = (params) => publicRequest('GET', '/api/v5/market/index-tickers', params);
+/**
+ * 获取产品深度
+ *
+ * 限速：40次/2s
+ * 限速规则：IP
+ *
+ * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book
+ */
+export const getMarketBooks = (params) => publicRequest('GET', '/api/v5/market/books', params);
+/**
+ * 获取衍生品仓位档位
+ *
+ * 获取全部仓位档位对应信息
+ *
+ * 限速：10次/2s
+ * 限速规则：IP
+ *
+ * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-position-tiers
+ */
+export const getPositionTiers = (params) => publicRequest('GET', '/api/v5/public/position-tiers', params);
+//# sourceMappingURL=public-api.js.map

package/dist/public-api.js.map

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{ formatTime } from '@yuants/utils';\n\n/**\n * 基础公共请求函数\n */\nasync function publicRequest(method: string, path: string, params?: Record<string, string>) {\n  const url = new URL('https://www.okx.com');\n  url.pathname = path;\n  if (method === 'GET') {\n    for (const key in params) {\n      url.searchParams.set(key, params[key]);\n    }\n  }\n\n  console.info(formatTime(Date.now()), method, url.href);\n  const res = await fetch(url.href, { method });\n  return res.json();\n}\n\n/**\n * 获取所有产品行情信息\n *\n * 获取产品行情信息\n *\n * 限速：20次/2s\n * 限速规则：IP\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-tickers\n */\nexport const getMarketTickers = (params: {\n  instType: string;\n  uly?: string;\n  instFamily?: string;\n}): Promise<{\n  code: string;\n  msg: string;\n  data: Array<{\n    instType: string;\n    instId: string;\n    last: string;\n    lastSz: string;\n    askPx: string;\n    askSz: string;\n    bidPx: string;\n    bidSz: string;\n    open24h: string;\n    high24h: string;\n    low24h: string;\n    volCcy24h: string;\n    vol24h: string;\n    sodUtc0: string;\n    sodUtc8: string;\n    ts: string;\n  }>;\n}> => publicRequest('GET', '/api/v5/market/tickers', params);\n\n/**\n * 获取交易产品基础信息\n *\n * 获取所有可交易产品的信息列表。\n *\n * 限速：20次/2s\n * 限速规则：IP +instType\n *\n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-instruments\n */\nexport const getInstruments = (params: {\n  instType: string;\n  uly?: string;\n  instFamily?: string;\n  instId?: string;\n}): Promise<{\n  code: string;\n  msg: string;\n  data: Array<{\n    alias: string;\n    baseCcy: string;\n    category: string;\n    ctMult: string;\n    ctType: string;\n    ctVal: string;\n    ctValCcy: string;\n    expTime: string;\n    instFamily: string;\n    instId: string;\n    instType: string;\n    lever: string;\n    listTime: string;\n    lotSz: string;\n    maxIcebergSz: string;\n    maxLmtAmt: string;\n    maxLmtSz: string;\n    maxMktAmt: string;\n    maxMktSz: string;\n    maxStopSz: string;\n    maxTriggerSz: string;\n    maxTwapSz: string;\n    minSz: string;\n    optType: string;\n    quoteCcy: string;\n    settleCcy: string;\n    state: string;\n    stk: string;\n    tickSz: string;\n    uly: string;\n  }>;\n}> => publicRequest('GET', '/api/v5/public/instruments', params);\n\n/**\n * 获取永续合约当前资金费率\n *\n * 获取当前资金费率\n *\n * 限速：20次/2s\n * 限速规则：IP +instrumentID\n *\n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate\n */\nexport const getFundingRate = (params: {\n  instId: string;\n}): Promise<{\n  code: string;\n  data: Array<{\n    fundingRate: string;\n    fundingTime: string;\n    instId: string;\n    instType: string;\n    method: string;\n    maxFundingRate: string;\n    minFundingRate: string;\n    nextFundingRate: string;\n    nextFundingTime: string;\n    premium: string;\n    settFundingRate: string;\n    settState: string;\n    ts: string;\n  }>;\n  msg: string;\n}> => publicRequest('GET', '/api/v5/public/funding-rate', params);\n\n/**\n * 获取永续合约历史资金费率\n *\n * 获取最近3个月的历史资金费率\n *\n * 限速：10次/2s\n * 限速规则：IP +instrumentID\n *\n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-funding-rate-history\n */\nexport const getFundingRateHistory = (params: {\n  instId: string;\n  before?: string;\n  after?: string;\n  limit?: string;\n}): Promise<{\n  code: string;\n  msg: string;\n  data: Array<{\n    fundingRate: string;\n    fundingTime: string;\n    instId: string;\n    instType: string;\n    method: string;\n    realizedRate: string;\n  }>;\n}> => publicRequest('GET', '/api/v5/public/funding-rate-history', params);\n\n/**\n * 获取标记价格历史K线数据\n *\n * 获取最近几年的标记价格K线数据\n *\n * 限速：10次/2s\n * 限速规则：IP\n *\n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-mark-price-candlesticks-history\n */\nexport const getHistoryMarkPriceCandles = (params: {\n  instId: string;\n  bar?: string;\n  after?: string;\n  before?: string;\n  limit?: string;\n}): Promise<{\n  code: string;\n  msg: string;\n  data: Array<[ts: string, o: string, h: string, l: string, c: string, confirm: string]>;\n}> => publicRequest('GET', '/api/v5/market/history-mark-price-candles', params);\n\n/**\n * 获取交易产品历史K线数据\n *\n * 获取最近几年的历史k线数据(1s k线支持查询最近3个月的数据)\n *\n * 限速：20次/2s\n * 限速规则：IP\n *\n * 期权不支持 1s K线， 其他业务线 (币币, 杠杆, 交割和永续)支持\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-candlesticks-history\n */\nexport const getHistoryCandles = (params: {\n  instId: string;\n  bar?: string;\n  after?: string;\n  before?: string;\n  limit?: string;\n}): Promise<{\n  code: string;\n  msg: string;\n  data: Array<\n    [\n      ts: string,\n      o: string,\n      h: string,\n      l: string,\n      c: string,\n      vol: string,\n      volCcy: string,\n      volCcyQuote: string,\n      confirm: string,\n    ]\n  >;\n}> => publicRequest('GET', '/api/v5/market/history-candles', params);\n\n/**\n * 获取持仓总量\n *\n * 查询单个交易产品的市场的持仓总量\n *\n * 限速：20次/2s\n * 限速规则：IP + instrumentID\n *\n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-open-interest\n */\nexport const getOpenInterest = (params: {\n  instType: string;\n  uly?: string;\n  instFamily?: string;\n  instId?: string;\n}): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    instType: string;\n    instId: string;\n    oi: string;\n    oiCcy: string;\n    ts: string;\n  }[];\n}> => publicRequest('GET', '/api/v5/public/open-interest', params);\n\n/**\n * 获取市场借币杠杆利率和借币限额\n *\n * 限速：2次/2s\n * 限速规则：IP\n *\n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-interest-rate-and-loan-quota\n */\nexport const getInterestRateLoanQuota = (): Promise<{\n  code: string;\n  data?: Array<{\n    basic: Array<{\n      ccy: string;\n      rate: string;\n      quota: string;\n    }>;\n    vip: Array<{\n      loanQuotaCoef: string;\n      level: string;\n    }>;\n    regular: Array<{\n      loanQuotaCoef: string;\n      level: string;\n    }>;\n  }>;\n}> => publicRequest('GET', '/api/v5/public/interest-rate-loan-quota');\n\n/**\n * 获取市场借贷历史（公共）\n *\n * 公共接口无须鉴权\n *\n * 返回2021年12月14日后的记录\n *\n * 限速：6次/s\n * 限速规则：IP\n *\n * https://www.okx.com/docs-v5/zh/#financial-product-savings-get-public-borrow-history-public\n */\nexport const getLendingRateHistory = (params: {\n  ccy?: string;\n  after?: string;\n  before?: string;\n  limit?: string;\n}): Promise<{\n  code: string;\n  msg: string;\n  data: Array<{\n    ccy: string;\n    amt: string;\n    rate: string;\n    ts: string;\n  }>;\n}> => publicRequest('GET', '/api/v5/finance/savings/lending-rate-history', params);\n\n/**\n * 获取指数行情数据\n *\n * 限速：20次/2s\n *\n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-index-tickers\n */\nexport const getMarketIndexTicker = (params?: {\n  quoteCcy?: string;\n  instId?: string;\n}): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    instId: string;\n    idxPx: string;\n    high24h: string;\n    sodUtc0: string;\n    open24h: string;\n    low24h: string;\n    sodUtc8: string;\n    ts: string;\n  }[];\n}> => publicRequest('GET', '/api/v5/market/index-tickers', params);\n\n/**\n * 获取产品深度\n *\n * 限速：40次/2s\n * 限速规则：IP\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book\n */\nexport const getMarketBooks = (params: {\n  sz?: string;\n  instId: string;\n}): Promise<{\n  code: string;\n  data: {\n    asks: [price: string, volume: string, abandon: string, order_number: string][];\n    bids: [price: string, volume: string, abandon: string, order_number: string][];\n    ts: string;\n  }[];\n  msg: string;\n}> => publicRequest('GET', '/api/v5/market/books', params);\n\n/**\n * 获取衍生品仓位档位\n *\n * 获取全部仓位档位对应信息\n *\n * 限速：10次/2s\n * 限速规则：IP\n *\n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-position-tiers\n */\nexport const getPositionTiers = (params: {\n  instType: string;\n  tdMode: string;\n  instFamily?: string;\n  instId?: string;\n  uly?: string;\n  ccy?: string;\n  tier?: string;\n}): Promise<{\n  code: string;\n  msg: string;\n  data: Array<{\n    uly: string;\n    instFamily: string;\n    instId: string;\n    tier: string;\n    minSz: string;\n    maxSz: string;\n    mmr: string;\n    imr: string;\n    maxLever: string;\n    optMgnFactor: string;\n    quoteMaxLoan: string;\n    baseMaxLoan: string;\n  }>;\n}> => publicRequest('GET', '/api/v5/public/position-tiers', params);\n"]}