@yuants/vendor-okx 0.23.24 → 0.23.26

package/dist/orders/submitOrder.js

@@ -0,0 +1,107 @@
+import { decodePath, formatTime, roundToStep } from '@yuants/utils';
+import { firstValueFrom, map } from 'rxjs';
+import { postTradeOrder } from '../api';
+import { productService } from '../product';
+import { spotMarketTickers$ } from '../quote';
+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: ${order_type}`);
+};
+export const submitOrder = async (credential, order) => {
+    var _a, _b, _c;
+    const [instType, instId] = decodePath(order.product_id);
+    // 交易数量，表示要购买或者出售的数量。
+    // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
+    // 当币币杠杆以市价买入时，指计价货币的数量。
+    // 当币币杠杆以市价卖出时，指交易货币的数量。
+    // 对于币币市价单，单位由 tgtCcy 决定
+    // 当交割、永续、期权买入和卖出时，指合约张数。
+    const mapOrderVolumeToSz = async (order) => {
+        if (instType === 'SWAP') {
+            return order.volume;
+        }
+        if (instType === 'MARGIN') {
+            if (order.order_type === 'LIMIT') {
+                return order.volume;
+            }
+            if (order.order_type === 'MAKER') {
+                return order.volume;
+            }
+            if (order.order_type === 'MARKET') {
+                if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
+                    return order.volume;
+                }
+                //
+                const price = await firstValueFrom(spotMarketTickers$.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.data[0].ordId;
+    }
+    throw `Failed to submit order: ${res.code} ${res.msg}`;
+};
+//# sourceMappingURL=submitOrder.js.map

package/dist/orders/submitOrder.js.map

@@ -0,0 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeOrder } from '../api';\nimport { productService } from '../product';\nimport { spotMarketTickers$ } from '../quote';\n\nconst 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\nconst 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\nconst 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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<string> => {\n  const [instType, instId] = decodePath(order.product_id);\n\n  // 交易数量，表示要购买或者出售的数量。\n  // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n  // 当币币杠杆以市价买入时，指计价货币的数量。\n  // 当币币杠杆以市价卖出时，指交易货币的数量。\n  // 对于币币市价单，单位由 tgtCcy 决定\n  // 当交割、永续、期权买入和卖出时，指合约张数。\n  const mapOrderVolumeToSz = async (order: IOrder) => {\n    if (instType === 'SWAP') {\n      return order.volume;\n    }\n    if (instType === 'MARGIN') {\n      if (order.order_type === 'LIMIT') {\n        return order.volume;\n      }\n      if (order.order_type === 'MAKER') {\n        return order.volume;\n      }\n      if (order.order_type === 'MARKET') {\n        if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n          return order.volume;\n        }\n        //\n        const price = await firstValueFrom(\n          spotMarketTickers$.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: 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 res.data[0].ordId;\n  }\n  throw `Failed to submit order: ${res.code} ${res.msg}`;\n};\n"]}

package/dist/public-api.js.map

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

package/dist/quote.js.map

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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';\nimport {\n  catchError,\n  concatMap,\n  defer,\n  distinctUntilChanged,\n  EMPTY,\n  filter,\n  first,\n  firstValueFrom,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  reduce,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n  switchMap,\n  tap,\n  toArray,\n} from 'rxjs';\nimport { getInstruments, getMarketTickers, getOpenInterest, getPositionTiers } from './public-api';\nimport { useOpenInterest, useTicker } from './ws';\n// import { useOpenInterest, useTicker } from './websocket';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\nconst spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\n\nconst shallowEqual = (a: string[], b: string[]) => a.length === b.length && a.every((v, i) => v === b[i]);\n\nconst spotInstIds$ = spotInstruments$.pipe(\n  map((items) => items.map((item) => item.instId)),\n  distinctUntilChanged(shallowEqual),\n  shareReplay(1),\n);\n\nconst spotTickers$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n  mergeMap((x) =>\n    from(x.data).pipe(\n      map((x) => [x.instId, x] as const),\n      toArray(),\n      map((x) => Object.fromEntries(x)),\n    ),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nconst spotTicker$ = spotInstruments$.pipe(\n  tap((x) => {\n    console.info('SPOT INSTRUMENTS', x.length);\n  }),\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  share(),\n);\n\nconst quoteOfSwapFromRest$ = defer(() => getMarketTickers({ instType: 'SWAP' })).pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath(x.instType, x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSpotAndMarginFromRest$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  mergeMap((x) => x.data || []),\n  mergeMap((x): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n  ]),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSwapFromWs$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    }),\n  ),\n);\n\nconst quoteOfSpotAndMarginFromWs$ = spotTicker$.pipe(\n  mergeMap((ticker): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n  ]),\n);\n\nconst swapOpenInterests$ = defer(() => getOpenInterest({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst interestRateOfSwapFromWS$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useOpenInterest(x.instId),\n    () => true,\n  ),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', x[0].instId),\n      open_interest: x[0].oi,\n    }),\n  ),\n  share(),\n);\n\ntype PositionTiersResponse = Awaited<ReturnType<typeof getPositionTiers>>;\ntype PositionTiersEntry = PositionTiersResponse['data'];\n\nconst marginPositionTiersMap$ = defer(() =>\n  spotInstIds$.pipe(\n    first(),\n    map((instIds) => instIds.filter((id) => id.endsWith('USDT') || id.endsWith('USDC'))),\n    switchMap((instIds) => {\n      const total = instIds.length;\n      let processed = 0;\n      return from(instIds).pipe(\n        concatMap((instId) =>\n          defer(async () => {\n            const tiers = await terminal.client.requestForResponseData<\n              { instType: string; tdMode: string; instId: string },\n              PositionTiersResponse\n            >('OKX/PositionTiers', {\n              instType: 'MARGIN',\n              tdMode: 'cross',\n              instId,\n            });\n            if (!tiers?.data) {\n              throw new Error(`Failed to load position tiers for ${instId}: ${tiers.msg}`);\n            }\n            return {\n              instId,\n              tiers,\n            };\n          }).pipe(retry({ delay: 2000 })),\n        ),\n        reduce((map, { instId, tiers }) => {\n          processed += 1;\n          console.info(\n            formatTime(Date.now()),\n            `Loaded margin position tiers ${processed}/${total} (${instId})`,\n          );\n          if (tiers?.data) {\n            map.set(instId, tiers.data);\n          }\n          return map;\n        }, new Map<string, PositionTiersEntry>()),\n      );\n    }),\n  ),\n).pipe(\n  //\n  retry({ delay: 60_000 }),\n  repeat({ delay: 86400_000 }),\n  shareReplay(1),\n);\n\n// Margin 的 open interest 只依赖 position-tier：\n// 1) 启动时先拉全量 MARGIN 仓位档位并缓存，下次直接命中；\n// 2) 档位内只保留同 tier 杠杆最高的记录；\n// 3) 当前策略只使用 tier=1 的 quoteMaxLoan 作为持仓上限，不再混合 /account/max-size；\n// 4) 每个 instId 60 秒刷新一次，并在接口报错时 10 秒重试。\nconst marginOpenInterest$ = spotInstIds$.pipe(\n  mergeMap((instIds) =>\n    from(instIds).pipe(\n      mergeMap((instId) =>\n        defer(async () => {\n          const tiersMap = await firstValueFrom(marginPositionTiersMap$);\n          const tiers = tiersMap.get(instId);\n          if (!tiers?.length) {\n            return null;\n          }\n\n          const tierByLevel = tiers\n            .filter((tier) => !tier.instId || tier.instId === instId)\n            .reduce((mapTierToTierInfo, tierInfo) => {\n              const existing = mapTierToTierInfo.get(tierInfo.tier);\n              if (!existing || +tierInfo.maxLever > +existing.maxLever) {\n                mapTierToTierInfo.set(tierInfo.tier, tierInfo);\n              }\n              return mapTierToTierInfo;\n            }, new Map<string, (typeof tiers)[number]>());\n          // 获取一级杠杆的最大可借贷额度作为持仓量\n          const openInterest = +(tierByLevel.get('1')?.quoteMaxLoan || 0);\n\n          return {\n            instId,\n            openInterest,\n          };\n        }).pipe(retry({ delay: 10_000 }), repeat({ delay: 60_000 })),\n      ),\n    ),\n  ),\n  filter((result): result is { instId: string; openInterest: number } => result !== null),\n  map(({ instId, openInterest }) => {\n    const partial: Partial<IQuote> = {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', instId),\n    };\n    if (typeof openInterest === 'number' && Number.isFinite(openInterest)) {\n      partial.open_interest = `${openInterest}`;\n    }\n    return partial;\n  }),\n  share(),\n);\n\nmarginOpenInterest$.subscribe();\n\nconst quoteSources$ = [\n  quoteOfSwapFromWs$,\n  interestRateOfSwapFromWS$,\n  quoteOfSwapFromRest$,\n  quoteOfSpotAndMarginFromWs$,\n  quoteOfSpotAndMarginFromRest$,\n  marginOpenInterest$,\n];\n\nconst quote$ = defer(() =>\n  merge(\n    ...quoteSources$.map((x$) =>\n      defer(() => x$).pipe(\n        // 防止单个流关闭导致整体关闭\n        catchError(() => EMPTY),\n      ),\n    ),\n  ),\n).pipe(\n  groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n  mergeMap((group$) => {\n    return group$.pipe(\n      //\n      scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n    );\n  }),\n  share(),\n);\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  terminal.channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n    const [datasource_id, product_id] = decodePath(channel_id);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    return quote$.pipe(filter((x) => x.product_id === product_id));\n  });\n\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n  map((x) => new Map(x.data.map((x: any) => [x.instId, +x.oi] as const))),\n  shareReplay(1),\n);\n"]}
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';\nimport {\n  catchError,\n  concatMap,\n  defer,\n  distinctUntilChanged,\n  EMPTY,\n  filter,\n  first,\n  firstValueFrom,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  reduce,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n  switchMap,\n  tap,\n  toArray,\n} from 'rxjs';\nimport { getInstruments, getMarketTickers, getOpenInterest, getPositionTiers } from './public-api';\nimport { useOpenInterest, useTicker } from './ws';\n// import { useOpenInterest, useTicker } from './websocket';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\nconst spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\n\nconst shallowEqual = (a: string[], b: string[]) => a.length === b.length && a.every((v, i) => v === b[i]);\n\nconst spotInstIds$ = spotInstruments$.pipe(\n  map((items) => items.map((item) => item.instId)),\n  distinctUntilChanged(shallowEqual),\n  shareReplay(1),\n);\n\nconst spotTickers$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n  mergeMap((x) =>\n    from(x.data).pipe(\n      map((x) => [x.instId, x] as const),\n      toArray(),\n      map((x) => Object.fromEntries(x)),\n    ),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nconst spotTicker$ = spotInstruments$.pipe(\n  tap((x) => {\n    console.info('SPOT INSTRUMENTS', x.length);\n  }),\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  share(),\n);\n\nconst quoteOfSwapFromRest$ = defer(() => getMarketTickers({ instType: 'SWAP' })).pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath(x.instType, x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSpotAndMarginFromRest$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  mergeMap((x) => x.data || []),\n  mergeMap((x): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n  ]),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSwapFromWs$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    }),\n  ),\n);\n\nconst quoteOfSpotAndMarginFromWs$ = spotTicker$.pipe(\n  mergeMap((ticker): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n  ]),\n);\n\nconst swapOpenInterests$ = defer(() => getOpenInterest({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst interestRateOfSwapFromWS$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useOpenInterest(x.instId),\n    () => true,\n  ),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', x[0].instId),\n      open_interest: x[0].oi,\n    }),\n  ),\n  share(),\n);\n\ntype PositionTiersResponse = Awaited<ReturnType<typeof getPositionTiers>>;\ntype PositionTiersEntry = PositionTiersResponse['data'];\n\nconst marginPositionTiersMap$ = defer(() =>\n  spotInstIds$.pipe(\n    first(),\n    map((instIds) => instIds.filter((id) => id.endsWith('USDT') || id.endsWith('USDC'))),\n    switchMap((instIds) => {\n      const total = instIds.length;\n      let processed = 0;\n      return from(instIds).pipe(\n        concatMap((instId) =>\n          defer(async () => {\n            const tiers = await terminal.client.requestForResponseData<\n              { instType: string; tdMode: string; instId: string },\n              PositionTiersResponse\n            >('OKX/PositionTiers', {\n              instType: 'MARGIN',\n              tdMode: 'cross',\n              instId,\n            });\n            if (!tiers?.data) {\n              throw new Error(`Failed to load position tiers for ${instId}: ${tiers.msg}`);\n            }\n            return {\n              instId,\n              tiers,\n            };\n          }).pipe(retry({ delay: 2000 })),\n        ),\n        reduce((map, { instId, tiers }) => {\n          processed += 1;\n          console.info(\n            formatTime(Date.now()),\n            `Loaded margin position tiers ${processed}/${total} (${instId})`,\n          );\n          if (tiers?.data) {\n            map.set(instId, tiers.data);\n          }\n          return map;\n        }, new Map<string, PositionTiersEntry>()),\n      );\n    }),\n  ),\n).pipe(\n  //\n  retry({ delay: 60_000 }),\n  repeat({ delay: 86400_000 }),\n  shareReplay(1),\n);\n\n// Margin 的 open interest 只依赖 position-tier：\n// 1) 启动时先拉全量 MARGIN 仓位档位并缓存，下次直接命中；\n// 2) 档位内只保留同 tier 杠杆最高的记录；\n// 3) 当前策略只使用 tier=1 的 quoteMaxLoan 作为持仓上限，不再混合 /account/max-size；\n// 4) 每个 instId 60 秒刷新一次，并在接口报错时 10 秒重试。\nconst marginOpenInterest$ = spotInstIds$.pipe(\n  mergeMap((instIds) =>\n    from(instIds).pipe(\n      mergeMap((instId) =>\n        defer(async () => {\n          const tiersMap = await firstValueFrom(marginPositionTiersMap$);\n          const tiers = tiersMap.get(instId);\n          if (!tiers?.length) {\n            return null;\n          }\n\n          const tierByLevel = tiers\n            .filter((tier) => !tier.instId || tier.instId === instId)\n            .reduce((mapTierToTierInfo, tierInfo) => {\n              const existing = mapTierToTierInfo.get(tierInfo.tier);\n              if (!existing || +tierInfo.maxLever > +existing.maxLever) {\n                mapTierToTierInfo.set(tierInfo.tier, tierInfo);\n              }\n              return mapTierToTierInfo;\n            }, new Map<string, (typeof tiers)[number]>());\n          // 获取一级杠杆的最大可借贷额度作为持仓量\n          const openInterest = +(tierByLevel.get('1')?.quoteMaxLoan || 0);\n\n          return {\n            instId,\n            openInterest,\n          };\n        }).pipe(retry({ delay: 10_000 }), repeat({ delay: 60_000 })),\n      ),\n    ),\n  ),\n  filter((result): result is { instId: string; openInterest: number } => result !== null),\n  map(({ instId, openInterest }) => {\n    const partial: Partial<IQuote> = {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', instId),\n    };\n    if (typeof openInterest === 'number' && Number.isFinite(openInterest)) {\n      partial.open_interest = `${openInterest}`;\n    }\n    return partial;\n  }),\n  share(),\n);\n\nmarginOpenInterest$.subscribe();\n\nconst quoteSources$ = [\n  quoteOfSwapFromWs$,\n  interestRateOfSwapFromWS$,\n  quoteOfSwapFromRest$,\n  quoteOfSpotAndMarginFromWs$,\n  quoteOfSpotAndMarginFromRest$,\n  marginOpenInterest$,\n];\n\nconst quote$ = defer(() =>\n  merge(\n    ...quoteSources$.map((x$) =>\n      defer(() => x$).pipe(\n        // 防止单个流关闭导致整体关闭\n        catchError(() => EMPTY),\n      ),\n    ),\n  ),\n).pipe(\n  groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n  mergeMap((group$) => {\n    return group$.pipe(\n      //\n      scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n    );\n  }),\n  share(),\n);\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  terminal.channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n    const [datasource_id, product_id] = decodePath(channel_id);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    return quote$.pipe(filter((x) => x.product_id === product_id));\n  });\n\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n  map((x) => new Map(x.data.map((x) => [x.instId, +x.oi] as const))),\n  shareReplay(1),\n);\n"]}

package/dist/services.js

@@ -1,10 +1,11 @@
 import { Terminal } from '@yuants/protocol';
 import { defer, firstValueFrom } from 'rxjs';
 import { tradingAccountId$ } from './account';
-import { client } from './api';
+import { getDefaultCredential, postGridAlgoOrder } from './api';
 const terminal = Terminal.fromNodeEnv();
 defer(async () => {
     const tradingAccountId = await firstValueFrom(tradingAccountId$);
+    const credential = getDefaultCredential();
     terminal.server.provideService('Grid/Algo-Order', {
         required: ['account_id'],
         properties: {
@@ -12,7 +13,7 @@ defer(async () => {
         },
     }, async (msg) => {
         if (msg.req) {
-            const result = await client.postGridAlgoOrder(msg.req);
+            const result = await postGridAlgoOrder(credential, msg.req);
             return { res: { code: 0, message: 'OK', data: result } };
         }
         return { res: { code: 0, message: 'No Params' } };

package/dist/services.js.map

@@ -1 +1 @@
-{"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,iBAAiB,EAAE,MAAM,WAAW,CAAC;AAC9C,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAE/B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,cAAc,CAAC,iBAAiB,CAAC,CAAC;IACjE,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,EAAE;YACX,MAAM,MAAM,GAAG,MAAM,MAAM,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAU,CAAC,CAAC;YAC9D,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC;IACpD,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { defer, firstValueFrom } from 'rxjs';\nimport { tradingAccountId$ } from './account';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  terminal.server.provideService(\n    'Grid/Algo-Order',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      if (msg.req) {\n        const result = await client.postGridAlgoOrder(msg.req as any);\n        return { res: { code: 0, message: 'OK', data: result } };\n      }\n      return { res: { code: 0, message: 'No Params' } };\n    },\n  );\n}).subscribe();\n"]}
+{"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,iBAAiB,EAAE,MAAM,WAAW,CAAC;AAC9C,OAAO,EAAE,oBAAoB,EAAE,iBAAiB,EAAE,MAAM,OAAO,CAAC;AAEhE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,cAAc,CAAC,iBAAiB,CAAC,CAAC;IACjE,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;IAE1C,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,EAAE;YACX,MAAM,MAAM,GAAG,MAAM,iBAAiB,CAAC,UAAU,EAAE,GAAG,CAAC,GAAU,CAAC,CAAC;YACnE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC;IACpD,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { defer, firstValueFrom } from 'rxjs';\nimport { tradingAccountId$ } from './account';\nimport { getDefaultCredential, postGridAlgoOrder } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  const credential = getDefaultCredential();\n\n  terminal.server.provideService(\n    'Grid/Algo-Order',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      if (msg.req) {\n        const result = await postGridAlgoOrder(credential, msg.req as any);\n        return { res: { code: 0, message: 'OK', data: result } };\n      }\n      return { res: { code: 0, message: 'No Params' } };\n    },\n  );\n}).subscribe();\n"]}

package/dist/strategy-account.js

@@ -1,10 +1,11 @@
 import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';
 import { Terminal } from '@yuants/protocol';
-import { encodePath } from '@yuants/utils';
 import { defer, filter, first, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';
-import { client } from './api';
+import { getAccountConfig, getDefaultCredential, getGridPositions } from './api';
+import { getStrategyAccountInfo } from './accountInfos';
 const terminal = Terminal.fromNodeEnv();
-export const accountConfig$ = defer(() => client.getAccountConfig()).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));
 export const accountUid$ = accountConfig$.pipe(map((x) => x.data[0].uid), filter((x) => !!x), shareReplay(1));
 export const strategyAccountId$ = accountUid$.pipe(map((uid) => `okx/${uid}/strategy`), shareReplay(1));
 defer(async () => {
@@ -21,70 +22,16 @@ defer(async () => {
             res: {
                 code: 0,
                 message: 'OK',
-                data: await client.getGridPositions({ algoOrdType: 'contract_grid', algoId: msg.req.algoId }),
+                data: await getGridPositions(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),
             },
         };
     }, {
         egress_token_capacity: 20,
         egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)
     });
-    provideAccountInfoService(terminal, strategyAccountId, async () => {
-        // TODO: 需要分页获取所有的网格订单 (每页 100 条)
-        const [gridAlgoOrders] = await Promise.all([
-            client.getGridOrdersAlgoPending({
-                algoOrdType: 'contract_grid',
-            }),
-        ]);
-        let totalEquity = 0;
-        const positions = [];
-        const gridPositionsRes = await Promise.all(gridAlgoOrders.data.map((item) => terminal.client.requestForResponseData('OKX/QueryGridPositions', {
-            account_id: strategyAccountId,
-            algoId: item.algoId,
-        })));
-        gridPositionsRes.forEach((gridPositions, index) => {
-            var _a, _b, _c, _d;
-            let positionValuation = 0;
-            const leverage = +((_a = gridAlgoOrders.data) === null || _a === void 0 ? void 0 : _a[index].actualLever);
-            (_b = gridPositions === null || gridPositions === void 0 ? void 0 : gridPositions.data) === null || _b === void 0 ? void 0 : _b.forEach((position) => {
-                var _a, _b, _c;
-                if (+position.pos !== 0) {
-                    const directionRaw = (_c = (_b = (_a = gridAlgoOrders.data) === null || _a === void 0 ? void 0 : _a[index]) === null || _b === void 0 ? void 0 : _b.direction) !== null && _c !== void 0 ? _c : '';
-                    const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';
-                    positions.push({
-                        position_id: encodePath(position.algoId, position.instId),
-                        datasource_id: 'OKX',
-                        product_id: encodePath(position.instType, position.instId),
-                        direction,
-                        volume: Math.abs(+position.pos),
-                        free_volume: +position.pos,
-                        position_price: +position.avgPx,
-                        floating_profit: +position.upl,
-                        closable_price: +position.last,
-                        valuation: +position.notionalUsd,
-                    });
-                    positionValuation += +position.notionalUsd;
-                }
-            });
-            if (leverage === 0) {
-                // 实际杠杆为 0，说明没有持仓，直接把投资金额和累计盈亏算到净值里
-                totalEquity += +((_c = gridAlgoOrders.data) === null || _c === void 0 ? void 0 : _c[index].investment) + +((_d = gridAlgoOrders.data) === null || _d === void 0 ? void 0 : _d[index].totalPnl);
-            }
-            else {
-                // 历史提取金额不会从 investment, totalPnl 扣减
-                // 计算净值需要通过仓位的名义价值和实际杠杆计算
-                totalEquity += positionValuation / leverage;
-            }
-        });
-        return {
-            money: {
-                currency: 'USDT',
-                equity: totalEquity,
-                // TODO: 累计策略的可提取资金作为 free
-                free: 0,
-            },
-            positions,
-        };
-    }, { auto_refresh_interval: 5000 });
+    provideAccountInfoService(terminal, strategyAccountId, () => getStrategyAccountInfo(credential), {
+        auto_refresh_interval: 5000,
+    });
 }).subscribe();
 const sub = defer(() => accountUid$)
     .pipe(first())

package/dist/strategy-account.js.map

@@ -1 +1 @@
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U : T;\n\n  terminal.server.provideService<\n    { account_id: string; algoId: string },\n    InferPromise<ReturnType<typeof client.getGridPositions>>\n  >(\n    `OKX/QueryGridPositions`,\n    {\n      required: ['account_id', 'algoId'],\n      properties: {\n        account_id: { type: 'string', const: strategyAccountId },\n        algoId: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      //\n      return {\n        res: {\n          code: 0,\n          message: 'OK',\n          data: await client.getGridPositions({ algoOrdType: 'contract_grid', algoId: msg.req.algoId }),\n        },\n      };\n    },\n    {\n      egress_token_capacity: 20,\n      egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)\n    },\n  );\n\n  provideAccountInfoService(\n    terminal,\n    strategyAccountId,\n    async () => {\n      // TODO: 需要分页获取所有的网格订单 (每页 100 条)\n      const [gridAlgoOrders] = await Promise.all([\n        client.getGridOrdersAlgoPending({\n          algoOrdType: 'contract_grid',\n        }),\n      ]);\n\n      let totalEquity = 0;\n      const positions: IPosition[] = [];\n\n      const gridPositionsRes = await Promise.all(\n        gridAlgoOrders.data.map((item) =>\n          terminal.client.requestForResponseData<\n            { account_id: string; algoId: string },\n            InferPromise<ReturnType<typeof client.getGridPositions>>\n          >('OKX/QueryGridPositions', {\n            account_id: strategyAccountId,\n            algoId: item.algoId,\n          }),\n        ),\n      );\n\n      gridPositionsRes.forEach((gridPositions, index) => {\n        let positionValuation = 0;\n        const leverage = +gridAlgoOrders.data?.[index].actualLever;\n        gridPositions?.data?.forEach((position) => {\n          if (+position.pos !== 0) {\n            const directionRaw = gridAlgoOrders.data?.[index]?.direction ?? '';\n            const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';\n            positions.push({\n              position_id: encodePath(position.algoId, position.instId),\n              datasource_id: 'OKX',\n              product_id: encodePath(position.instType, position.instId),\n              direction,\n              volume: Math.abs(+position.pos),\n              free_volume: +position.pos,\n              position_price: +position.avgPx,\n              floating_profit: +position.upl,\n              closable_price: +position.last,\n              valuation: +position.notionalUsd,\n            });\n            positionValuation += +position.notionalUsd;\n          }\n        });\n        if (leverage === 0) {\n          // 实际杠杆为 0，说明没有持仓，直接把投资金额和累计盈亏算到净值里\n          totalEquity += +gridAlgoOrders.data?.[index].investment + +gridAlgoOrders.data?.[index].totalPnl;\n        } else {\n          // 历史提取金额不会从 investment, totalPnl 扣减\n          // 计算净值需要通过仓位的名义价值和实际杠杆计算\n          totalEquity += positionValuation / leverage;\n        }\n      });\n\n      return {\n        money: {\n          currency: 'USDT',\n          equity: totalEquity,\n          // TODO: 累计策略的可提取资金作为 free\n          free: 0,\n        },\n        positions,\n      };\n    },\n    { auto_refresh_interval: 5000 },\n  );\n}).subscribe();\n\nconst sub = defer(() => accountUid$)\n  .pipe(first())\n  .subscribe((uid) => {\n    addAccountMarket(terminal, { account_id: `okx/${uid}/strategy`, market_id: 'OKX' });\n  });\ndefer(() => terminal.dispose$).subscribe(() => sub.unsubscribe());\n"]}
+{"version":3,"file":"strategy-account.js","sourceRoot":"","sources":["../src/strategy-account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,cAAc,EAAE,GAAG,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,MAAM,CAAC;AAC7F,OAAO,EAAE,gBAAgB,EAAE,oBAAoB,EAAE,gBAAgB,EAAE,MAAM,OAAO,CAAC;AACjF,OAAO,EAAE,sBAAsB,EAAE,MAAM,gBAAgB,CAAC;AAExD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,MAAM,CAAC,MAAM,cAAc,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,gBAAgB,CAAC,UAAU,CAAC,CAAC,CAAC,IAAI,CAC1E,MAAM,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACzB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAAG,cAAc,CAAC,IAAI,CAC5C,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,EACzB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,EAClB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,CAAC,MAAM,kBAAkB,GAAG,WAAW,CAAC,IAAI,CAChD,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,OAAO,GAAG,WAAW,CAAC,EACnC,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,iBAAiB,GAAG,MAAM,cAAc,CAAC,kBAAkB,CAAC,CAAC;IAInE,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,wBAAwB,EACxB;QACE,QAAQ,EAAE,CAAC,YAAY,EAAE,QAAQ,CAAC;QAClC,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,iBAAiB,EAAE;YACxD,MAAM,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC3B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,EAAE;QACF,OAAO;YACL,GAAG,EAAE;gBACH,IAAI,EAAE,CAAC;gBACP,OAAO,EAAE,IAAI;gBACb,IAAI,EAAE,MAAM,gBAAgB,CAAC,UAAU,EAAE,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,EAAE,CAAC;aACnG;SACF,CAAC;IACJ,CAAC,EACD;QACE,qBAAqB,EAAE,EAAE;QACzB,4BAA4B,EAAE,IAAI,EAAE,0BAA0B;KAC/D,CACF,CAAC;IAEF,yBAAyB,CAAC,QAAQ,EAAE,iBAAiB,EAAE,GAAG,EAAE,CAAC,sBAAsB,CAAC,UAAU,CAAC,EAAE;QAC/F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,MAAM,GAAG,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,WAAW,CAAC;KACjC,IAAI,CAAC,KAAK,EAAE,CAAC;KACb,SAAS,CAAC,CAAC,GAAG,EAAE,EAAE;IACjB,gBAAgB,CAAC,QAAQ,EAAE,EAAE,UAAU,EAAE,OAAO,GAAG,WAAW,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;AACtF,CAAC,CAAC,CAAC;AACL,KAAK,CAAC,GAAG,EAAE,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,SAAS,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,WAAW,EAAE,CAAC,CAAC","sourcesContent":["import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { defer, filter, first, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { getAccountConfig, getDefaultCredential, getGridPositions } from './api';\nimport { getStrategyAccountInfo } from './accountInfos';\n\nconst terminal = Terminal.fromNodeEnv();\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\nexport const accountUid$ = accountConfig$.pipe(\n  map((x) => x.data[0].uid),\n  filter((x) => !!x),\n  shareReplay(1),\n);\n\nexport const strategyAccountId$ = accountUid$.pipe(\n  map((uid) => `okx/${uid}/strategy`),\n  shareReplay(1),\n);\n\ndefer(async () => {\n  const strategyAccountId = await firstValueFrom(strategyAccountId$);\n\n  type InferPromise<T> = T extends Promise<infer U> ? U : T;\n\n  terminal.server.provideService<\n    { account_id: string; algoId: string },\n    InferPromise<ReturnType<typeof getGridPositions>>\n  >(\n    `OKX/QueryGridPositions`,\n    {\n      required: ['account_id', 'algoId'],\n      properties: {\n        account_id: { type: 'string', const: strategyAccountId },\n        algoId: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      //\n      return {\n        res: {\n          code: 0,\n          message: 'OK',\n          data: await getGridPositions(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),\n        },\n      };\n    },\n    {\n      egress_token_capacity: 20,\n      egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)\n    },\n  );\n\n  provideAccountInfoService(terminal, strategyAccountId, () => getStrategyAccountInfo(credential), {\n    auto_refresh_interval: 5000,\n  });\n}).subscribe();\n\nconst sub = defer(() => accountUid$)\n  .pipe(first())\n  .subscribe((uid) => {\n    addAccountMarket(terminal, { account_id: `okx/${uid}/strategy`, market_id: 'OKX' });\n  });\ndefer(() => terminal.dispose$).subscribe(() => sub.unsubscribe());\n"]}

package/dist/trade.js

@@ -1,12 +1,13 @@
+import { Terminal } from '@yuants/protocol';
+import { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';
+import { encodePath, formatTime } from '@yuants/utils';
 import { defer, first, repeat, retry, tap, timeout } from 'rxjs';
-import { client } from './api';
 import { accountUid$ } from './account';
-import { encodePath, formatTime } from '@yuants/utils';
-import { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';
-import { Terminal } from '@yuants/protocol';
+import { getAccountBillsArchive, getDefaultCredential } from './api';
 const tradeParser = async (accountId, params) => {
     const tradeList = [];
-    const result = await client.getAccountBillsArchive(params);
+    const credential = getDefaultCredential();
+    const result = await getAccountBillsArchive(credential, params);
     const productIdToProduct = new Map();
     const productIdSet = new Set();
     if (result.code === '0' && result.data) {

package/dist/trade.js.map

@@ -1 +1 @@
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{ defer, first, of, repeat, retry, tap, timeout } from 'rxjs';\nimport { client } from './api';\nimport { ITrade } from '@yuants/data-trade';\nimport { accountUid$ } from './account';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { Terminal } from '@yuants/protocol';\nimport { IProduct } from '@yuants/data-product';\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n  const tradeList: ITrade[] = [];\n  const result = await client.getAccountBillsArchive(params);\n  const productIdToProduct = new Map<string, IProduct>();\n  const productIdSet = new Set<string>();\n  if (result.code === '0' && result.data) {\n    const data = result.data;\n    const mapTradeIdToBillList = new Map<string, typeof data>();\n    data.forEach((item) => {\n      productIdSet.add(encodePath(item.instType, item.instId));\n      mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n    });\n    if (productIdSet.size > 0) {\n      const productList = await requestSQL<IProduct[]>(\n        Terminal.fromNodeEnv(),\n        `\n        select * from product where product_id in (${Array.from(productIdSet)\n          .map((productId) => escapeSQL(productId))\n          .join(',')})\n      `,\n      );\n      if (productList.length > 0) {\n        productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n      }\n    }\n    mapTradeIdToBillList.forEach(async (v, tradeId) => {\n      if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n      const trade: ITrade = {\n        id: tradeId,\n        account_id: accountId,\n        product_id: '',\n        direction: '',\n        traded_volume: '',\n        traded_price: '',\n        traded_value: '',\n        post_volume: '',\n        fee: '',\n        fee_currency: '',\n        created_at: '0',\n      };\n\n      v.forEach((bill) => {\n        trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n        trade.product_id = encodePath(bill.instType, bill.instId);\n        trade.traded_price = bill.px;\n        if (bill.instType === 'SWAP') {\n          if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n          if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n          trade.traded_volume = bill.sz;\n          trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n        }\n        if (bill.instType === 'SPOT') {\n          if (bill.subType === '1') {\n            if (bill.ccy !== 'USDT') {\n              trade.direction = 'OPEN_LONG';\n            } else {\n              trade.direction = 'CLOSE_LONG';\n            }\n          }\n\n          if (bill.ccy !== 'USDT') {\n            trade.traded_volume = bill.sz;\n          }\n          if (bill.ccy === 'USDT') {\n            trade.traded_value = bill.sz;\n          }\n        }\n        // fee\n        if (bill.fee !== '0') {\n          trade.fee = Math.abs(Number(bill.fee)).toString();\n          trade.fee_currency = bill.ccy;\n        }\n      });\n      trade.created_at = formatTime(Number(trade.created_at));\n      if (productIdToProduct.has(trade.product_id)) {\n        trade.traded_value = (\n          +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n        ).toString();\n      } else {\n        throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n      }\n      tradeList.push(trade);\n    });\n  }\n  return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n  const currentTrade = await requestSQL<ITrade[]>(\n    Terminal.fromNodeEnv(),\n    `\n    select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n  `,\n  );\n  const params: Record<string, string> = {\n    type: '2',\n    begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n  };\n  if (currentTrade.length === 1) {\n    params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n  }\n  console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n  const tradeList = await tradeParser(accountId, params);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n  await requestSQL(\n    Terminal.fromNodeEnv(),\n    buildInsertManyIntoTableSQL(tradeList, 'trade', {\n      columns: [\n        'id',\n        'account_id',\n        'product_id',\n        'traded_volume',\n        'traded_value',\n        'traded_price',\n        'direction',\n        'fee',\n        'fee_currency',\n        'created_at',\n      ],\n      conflictKeys: ['id'],\n    }),\n  );\n};\n\ndefer(() => accountUid$)\n  .pipe(first())\n  .subscribe((uid) => {\n    const account_id = `okx/${uid}/trading`;\n    console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n    defer(() => getAccountTradeWithAccountId(account_id))\n      .pipe(\n        //\n        timeout(10_000), //  超时设定：10 秒\n        tap({\n          error: (err) => {\n            console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n          },\n        }),\n        repeat({ delay: 30_000 }),\n        retry({ delay: 5000 }),\n      )\n      .subscribe();\n  });\n"]}
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productIdSet.add(encodePath(item.instType, item.instId));\n      mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n    });\n    if (productIdSet.size > 0) {\n      const productList = await requestSQL<IProduct[]>(\n        Terminal.fromNodeEnv(),\n        `\n        select * from product where product_id in (${Array.from(productIdSet)\n          .map((productId) => escapeSQL(productId))\n          .join(',')})\n      `,\n      );\n      if (productList.length > 0) {\n        productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n      }\n    }\n    mapTradeIdToBillList.forEach(async (v, tradeId) => {\n      if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n      const trade: ITrade = {\n        id: tradeId,\n        account_id: accountId,\n        product_id: '',\n        direction: '',\n        traded_volume: '',\n        traded_price: '',\n        traded_value: '',\n        post_volume: '',\n        fee: '',\n        fee_currency: '',\n        created_at: '0',\n      };\n\n      v.forEach((bill) => {\n        trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n        trade.product_id = encodePath(bill.instType, bill.instId);\n        trade.traded_price = bill.px;\n        if (bill.instType === 'SWAP') {\n          if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n          if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n          trade.traded_volume = bill.sz;\n          trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n        }\n        if (bill.instType === 'SPOT') {\n          if (bill.subType === '1') {\n            if (bill.ccy !== 'USDT') {\n              trade.direction = 'OPEN_LONG';\n            } else {\n              trade.direction = 'CLOSE_LONG';\n            }\n          }\n\n          if (bill.ccy !== 'USDT') {\n            trade.traded_volume = bill.sz;\n          }\n          if (bill.ccy === 'USDT') {\n            trade.traded_value = bill.sz;\n          }\n        }\n        // fee\n        if (bill.fee !== '0') {\n          trade.fee = Math.abs(Number(bill.fee)).toString();\n          trade.fee_currency = bill.ccy;\n        }\n      });\n      trade.created_at = formatTime(Number(trade.created_at));\n      if (productIdToProduct.has(trade.product_id)) {\n        trade.traded_value = (\n          +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n        ).toString();\n      } else {\n        throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n      }\n      tradeList.push(trade);\n    });\n  }\n  return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n  const currentTrade = await requestSQL<ITrade[]>(\n    Terminal.fromNodeEnv(),\n    `\n    select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n  `,\n  );\n  const params: Record<string, string> = {\n    type: '2',\n    begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n  };\n  if (currentTrade.length === 1) {\n    params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n  }\n  console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n  const tradeList = await tradeParser(accountId, params);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n  await requestSQL(\n    Terminal.fromNodeEnv(),\n    buildInsertManyIntoTableSQL(tradeList, 'trade', {\n      columns: [\n        'id',\n        'account_id',\n        'product_id',\n        'traded_volume',\n        'traded_value',\n        'traded_price',\n        'direction',\n        'fee',\n        'fee_currency',\n        'created_at',\n      ],\n      conflictKeys: ['id'],\n    }),\n  );\n};\n\ndefer(() => accountUid$)\n  .pipe(first())\n  .subscribe((uid) => {\n    const account_id = `okx/${uid}/trading`;\n    console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n    defer(() => getAccountTradeWithAccountId(account_id))\n      .pipe(\n        //\n        timeout(10_000), //  超时设定：10 秒\n        tap({\n          error: (err) => {\n            console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n          },\n        }),\n        repeat({ delay: 30_000 }),\n        retry({ delay: 5000 }),\n      )\n      .subscribe();\n  });\n"]}