@yuants/vendor-okx 0.23.24 → 0.23.25

package/dist/account.js

@@ -3,18 +3,19 @@ import { providePendingOrdersService } from '@yuants/data-order';
 import { Terminal } from '@yuants/protocol';
 import { encodePath } from '@yuants/utils';
 import { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';
-import { client } from './api';
+import { getAccountConfig, getAccountBalance, getAccountPositions, getAssetBalances, getFinanceSavingsBalance, getSubAccountList, getDefaultCredential, getTradeOrdersPending, } from './api';
 import { productService } from './product';
 import { getMarketIndexTicker } from './public-api';
 const terminal = Terminal.fromNodeEnv();
-export const accountConfig$ = defer(() => client.getAccountConfig()).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
-const subAccountUids$ = defer(() => client.getSubAccountList()).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
+const credential = getDefaultCredential();
+export const accountConfig$ = defer(() => getAccountConfig(credential)).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
+const subAccountUids$ = defer(() => getSubAccountList(credential)).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
 export const accountUid$ = accountConfig$.pipe(map((x) => x.data[0].uid), filter((x) => !!x), shareReplay(1));
 defer(async () => {
     const uid = await firstValueFrom(accountUid$);
     const account_id = `okx/${uid}/trading`;
     providePendingOrdersService(terminal, account_id, async () => {
-        const orders = await client.getTradeOrdersPending({});
+        const orders = await getTradeOrdersPending(credential, {});
         return orders.data.map((x) => {
             const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
             const order_direction = x.side === 'buy'
@@ -52,8 +53,8 @@ defer(async () => {
     provideAccountInfoService(terminal, tradingAccountId, async () => {
         var _a;
         const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([
-            client.getAccountPositions({}),
-            client.getAccountBalance({}),
+            getAccountPositions(credential, {}),
+            getAccountBalance(credential, {}),
             firstValueFrom(productService.mapProductIdToProduct$),
             firstValueFrom(marketIndexTickerUSDT$),
         ]);
@@ -128,7 +129,7 @@ defer(async () => {
     const fundingAccountId = `okx/${uid}/funding/USDT`;
     provideAccountInfoService(terminal, fundingAccountId, async () => {
         const [assetBalances, marketIndexTickerUSDT] = await Promise.all([
-            client.getAssetBalances({}),
+            getAssetBalances(credential, {}),
             firstValueFrom(marketIndexTickerUSDT$),
         ]);
         const positions = [];
@@ -172,7 +173,7 @@ defer(async () => {
     const uid = await firstValueFrom(accountUid$);
     const earningAccountId = `okx/${uid}/earning/USDT`;
     provideAccountInfoService(terminal, earningAccountId, async () => {
-        const offers = await client.getFinanceSavingsBalance({});
+        const offers = await getFinanceSavingsBalance(credential, {});
         const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);
         const free = equity;
         return {

package/dist/account.js.map

@@ -1 +1 @@
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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\nimport { getMarketIndexTicker } from './public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const accountConfig$ = defer(() => client.getAccountConfig()).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst subAccountUids$ = defer(() => client.getSubAccountList()).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n  map((x) => x.data[0].uid),\n  filter((x) => !!x),\n  shareReplay(1),\n);\n\ndefer(async () => {\n  const uid = await firstValueFrom(accountUid$);\n  const account_id = `okx/${uid}/trading`;\n  providePendingOrdersService(\n    terminal,\n    account_id,\n    async () => {\n      const orders = await client.getTradeOrdersPending({});\n      return orders.data.map((x) => {\n        const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n        const order_direction =\n          x.side === 'buy'\n            ? x.posSide === 'long'\n              ? 'OPEN_LONG'\n              : 'CLOSE_SHORT'\n            : x.posSide === 'short'\n            ? 'OPEN_SHORT'\n            : 'CLOSE_LONG';\n        return {\n          order_id: x.ordId,\n          account_id,\n          product_id: encodePath(x.instType, x.instId),\n          submit_at: +x.cTime,\n          filled_at: +x.fillTime,\n          order_type,\n          order_direction,\n          volume: +x.sz,\n          traded_volume: +x.accFillSz,\n          price: +x.px,\n          traded_price: +x.avgPx,\n        };\n      });\n    },\n    { auto_refresh_interval: 5000 },\n  );\n}).subscribe();\n\nconst marketIndexTickerUSDT$ = defer(() => getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe(\n  map((x) => {\n    const mapInstIdToPrice = new Map<string, number>();\n    x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));\n    return mapInstIdToPrice;\n  }),\n  repeat({ delay: 1000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nexport const tradingAccountId$ = accountUid$.pipe(\n  map((uid) => `okx/${uid}/trading`),\n  shareReplay(1),\n);\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n  provideAccountInfoService(\n    terminal,\n    tradingAccountId,\n    async () => {\n      const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([\n        client.getAccountPositions({}),\n        client.getAccountBalance({}),\n        firstValueFrom(productService.mapProductIdToProduct$),\n        firstValueFrom(marketIndexTickerUSDT$),\n      ]);\n\n      let totalEquity = 0;\n      let totalFree = 0;\n      const positions: IPosition[] = [];\n\n      balanceApi.data[0]?.details.forEach((detail) => {\n        if (detail.ccy === 'USDT') {\n          const balance = +(detail.cashBal ?? 0);\n          const free = Math.min(\n            balance, // free should no more than balance if there is much profits\n            +(detail.availEq ?? 0),\n          );\n          const equity = +(detail.eq ?? 0) - +(detail.stgyEq ?? 0);\n          totalEquity += equity;\n          totalFree += free;\n        } else {\n          const volume = +(detail.cashBal ?? 0);\n          const free_volume = Math.min(\n            volume, // free should no more than balance if there is much profits\n            +(detail.availEq ?? 0),\n          );\n          const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;\n          const delta_equity = volume * closable_price || 0;\n          const delta_profit = +detail.totalPnl || 0;\n\n          const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n          positions.push({\n            position_id: product_id,\n            datasource_id: 'OKX',\n            product_id: product_id,\n            direction: 'LONG',\n            volume: volume,\n            free_volume: free_volume,\n            position_price: +detail.accAvgPx,\n            floating_profit: delta_profit,\n            closable_price: closable_price,\n            valuation: delta_equity,\n          });\n\n          totalEquity += delta_equity;\n        }\n      });\n      positionsApi.data.forEach((x) => {\n        const direction =\n          x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n        const volume = Math.abs(+x.pos);\n        const product_id = encodePath(x.instType, x.instId);\n        const closable_price = +x.last;\n        const valuation =\n          (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n        positions.push({\n          position_id: x.posId,\n          datasource_id: 'OKX',\n          product_id,\n          direction,\n          volume: volume,\n          free_volume: +x.availPos,\n          closable_price,\n          position_price: +x.avgPx,\n          floating_profit: +x.upl,\n          valuation,\n        });\n      });\n      return {\n        money: {\n          currency: 'USDT',\n          equity: totalEquity,\n          free: totalFree,\n        },\n        positions: positions,\n      };\n    },\n    { auto_refresh_interval: 1000 },\n  );\n}).subscribe();\n\ndefer(async () => {\n  const uid = await firstValueFrom(accountUid$);\n\n  const fundingAccountId = `okx/${uid}/funding/USDT`;\n\n  provideAccountInfoService(\n    terminal,\n    fundingAccountId,\n    async () => {\n      const [assetBalances, marketIndexTickerUSDT] = await Promise.all([\n        client.getAssetBalances({}),\n        firstValueFrom(marketIndexTickerUSDT$),\n      ]);\n\n      const positions: IPosition[] = [];\n      let equity = 0;\n      let free = 0;\n\n      assetBalances.data.forEach((x) => {\n        if (x.ccy === 'USDT') {\n          const balance = +x.bal;\n          equity += balance;\n          free += balance;\n          return;\n        }\n\n        const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;\n        const valuation = price * +x.bal || 0;\n        const productId = encodePath('SPOT', `${x.ccy}-USDT`);\n\n        positions.push({\n          datasource_id: 'OKX',\n          position_id: productId,\n          product_id: productId,\n          direction: 'LONG',\n          volume: +x.bal,\n          free_volume: +x.bal,\n          position_price: price,\n          floating_profit: 0,\n          closable_price: price,\n          valuation,\n        });\n\n        equity += valuation;\n      });\n\n      return {\n        money: {\n          currency: 'USDT',\n          equity,\n          free,\n        },\n        positions,\n      };\n    },\n    { auto_refresh_interval: 1000 },\n  );\n}).subscribe();\n\ndefer(async () => {\n  const uid = await firstValueFrom(accountUid$);\n  const earningAccountId = `okx/${uid}/earning/USDT`;\n  provideAccountInfoService(\n    terminal,\n    earningAccountId,\n    async () => {\n      const offers = await client.getFinanceSavingsBalance({});\n      const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);\n      const free = equity;\n      return {\n        money: {\n          currency: 'USDT',\n          equity,\n          free,\n        },\n        positions: [],\n      };\n    },\n    { auto_refresh_interval: 5000 },\n  );\n}).subscribe();\n"]}
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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport {\n  getAccountConfig,\n  getAccountBalance,\n  getAccountPositions,\n  getAssetBalances,\n  getFinanceSavingsBalance,\n  getSubAccountList,\n  getDefaultCredential,\n  getTradeOrdersPending,\n} from './api';\nimport { productService } from './product';\nimport { getMarketIndexTicker } from './public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nexport const accountConfig$ = defer(() => getAccountConfig(credential)).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst subAccountUids$ = defer(() => getSubAccountList(credential)).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n  map((x) => x.data[0].uid),\n  filter((x) => !!x),\n  shareReplay(1),\n);\n\ndefer(async () => {\n  const uid = await firstValueFrom(accountUid$);\n  const account_id = `okx/${uid}/trading`;\n  providePendingOrdersService(\n    terminal,\n    account_id,\n    async () => {\n      const orders = await getTradeOrdersPending(credential, {});\n      return orders.data.map((x) => {\n        const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n        const order_direction =\n          x.side === 'buy'\n            ? x.posSide === 'long'\n              ? 'OPEN_LONG'\n              : 'CLOSE_SHORT'\n            : x.posSide === 'short'\n            ? 'OPEN_SHORT'\n            : 'CLOSE_LONG';\n        return {\n          order_id: x.ordId,\n          account_id,\n          product_id: encodePath(x.instType, x.instId),\n          submit_at: +x.cTime,\n          filled_at: +x.fillTime,\n          order_type,\n          order_direction,\n          volume: +x.sz,\n          traded_volume: +x.accFillSz,\n          price: +x.px,\n          traded_price: +x.avgPx,\n        };\n      });\n    },\n    { auto_refresh_interval: 5000 },\n  );\n}).subscribe();\n\nconst marketIndexTickerUSDT$ = defer(() => getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe(\n  map((x) => {\n    const mapInstIdToPrice = new Map<string, number>();\n    x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));\n    return mapInstIdToPrice;\n  }),\n  repeat({ delay: 1000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nexport const tradingAccountId$ = accountUid$.pipe(\n  map((uid) => `okx/${uid}/trading`),\n  shareReplay(1),\n);\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n  provideAccountInfoService(\n    terminal,\n    tradingAccountId,\n    async () => {\n      const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([\n        getAccountPositions(credential, {}),\n        getAccountBalance(credential, {}),\n        firstValueFrom(productService.mapProductIdToProduct$),\n        firstValueFrom(marketIndexTickerUSDT$),\n      ]);\n\n      let totalEquity = 0;\n      let totalFree = 0;\n      const positions: IPosition[] = [];\n\n      balanceApi.data[0]?.details.forEach((detail) => {\n        if (detail.ccy === 'USDT') {\n          const balance = +(detail.cashBal ?? 0);\n          const free = Math.min(\n            balance, // free should no more than balance if there is much profits\n            +(detail.availEq ?? 0),\n          );\n          const equity = +(detail.eq ?? 0) - +(detail.stgyEq ?? 0);\n          totalEquity += equity;\n          totalFree += free;\n        } else {\n          const volume = +(detail.cashBal ?? 0);\n          const free_volume = Math.min(\n            volume, // free should no more than balance if there is much profits\n            +(detail.availEq ?? 0),\n          );\n          const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;\n          const delta_equity = volume * closable_price || 0;\n          const delta_profit = +detail.totalPnl || 0;\n\n          const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n          positions.push({\n            position_id: product_id,\n            datasource_id: 'OKX',\n            product_id: product_id,\n            direction: 'LONG',\n            volume: volume,\n            free_volume: free_volume,\n            position_price: +detail.accAvgPx,\n            floating_profit: delta_profit,\n            closable_price: closable_price,\n            valuation: delta_equity,\n          });\n\n          totalEquity += delta_equity;\n        }\n      });\n      positionsApi.data.forEach((x) => {\n        const direction =\n          x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n        const volume = Math.abs(+x.pos);\n        const product_id = encodePath(x.instType, x.instId);\n        const closable_price = +x.last;\n        const valuation =\n          (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n        positions.push({\n          position_id: x.posId,\n          datasource_id: 'OKX',\n          product_id,\n          direction,\n          volume: volume,\n          free_volume: +x.availPos,\n          closable_price,\n          position_price: +x.avgPx,\n          floating_profit: +x.upl,\n          valuation,\n        });\n      });\n      return {\n        money: {\n          currency: 'USDT',\n          equity: totalEquity,\n          free: totalFree,\n        },\n        positions: positions,\n      };\n    },\n    { auto_refresh_interval: 1000 },\n  );\n}).subscribe();\n\ndefer(async () => {\n  const uid = await firstValueFrom(accountUid$);\n\n  const fundingAccountId = `okx/${uid}/funding/USDT`;\n\n  provideAccountInfoService(\n    terminal,\n    fundingAccountId,\n    async () => {\n      const [assetBalances, marketIndexTickerUSDT] = await Promise.all([\n        getAssetBalances(credential, {}),\n        firstValueFrom(marketIndexTickerUSDT$),\n      ]);\n\n      const positions: IPosition[] = [];\n      let equity = 0;\n      let free = 0;\n\n      assetBalances.data.forEach((x) => {\n        if (x.ccy === 'USDT') {\n          const balance = +x.bal;\n          equity += balance;\n          free += balance;\n          return;\n        }\n\n        const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;\n        const valuation = price * +x.bal || 0;\n        const productId = encodePath('SPOT', `${x.ccy}-USDT`);\n\n        positions.push({\n          datasource_id: 'OKX',\n          position_id: productId,\n          product_id: productId,\n          direction: 'LONG',\n          volume: +x.bal,\n          free_volume: +x.bal,\n          position_price: price,\n          floating_profit: 0,\n          closable_price: price,\n          valuation,\n        });\n\n        equity += valuation;\n      });\n\n      return {\n        money: {\n          currency: 'USDT',\n          equity,\n          free,\n        },\n        positions,\n      };\n    },\n    { auto_refresh_interval: 1000 },\n  );\n}).subscribe();\n\ndefer(async () => {\n  const uid = await firstValueFrom(accountUid$);\n  const earningAccountId = `okx/${uid}/earning/USDT`;\n  provideAccountInfoService(\n    terminal,\n    earningAccountId,\n    async () => {\n      const offers = await getFinanceSavingsBalance(credential, {});\n      const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);\n      const free = equity;\n      return {\n        money: {\n          currency: 'USDT',\n          equity,\n          free,\n        },\n        positions: [],\n      };\n    },\n    { auto_refresh_interval: 5000 },\n  );\n}).subscribe();\n"]}