@yuants/vendor-okx 0.23.24 → 0.23.26

package/dist/transfer.js

@@ -0,0 +1,279 @@
+import { createCache } from '@yuants/cache';
+import { Terminal } from '@yuants/protocol';
+import { addAccountTransferAddress } from '@yuants/transfer';
+import { formatTime } from '@yuants/utils';
+import { defer, firstValueFrom } from 'rxjs';
+import { accountConfig$ } from './account';
+import { getAssetCurrencies, getAssetDepositAddress, getAssetDepositHistory, getAssetWithdrawalHistory, getDefaultCredential, getSubAccountList, postAssetTransfer, postAssetWithdrawal, postFinanceSavingsPurchaseRedempt, } from './api';
+const terminal = Terminal.fromNodeEnv();
+const credential = getDefaultCredential();
+const cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600000 });
+defer(async () => {
+    const account_config = await firstValueFrom(accountConfig$);
+    console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));
+    const { mainUid, uid } = account_config.data[0];
+    const isMainAccount = mainUid === uid;
+    const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;
+    const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;
+    const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;
+    // BLOCK_CHAIN: only available for main account
+    if (isMainAccount) {
+        const depositAddressRes = await getAssetDepositAddress(credential, { ccy: 'USDT' });
+        console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));
+        const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');
+        for (const address of addresses) {
+            addAccountTransferAddress({
+                terminal,
+                account_id: FUNDING_ACCOUNT_ID,
+                network_id: 'TRC20',
+                currency: 'USDT',
+                address: address.addr,
+                onApply: {
+                    INIT: async (order) => {
+                        var _a, _b;
+                        if (!order.current_amount ||
+                            order.current_amount < 3 // 最小提币额度
+                        ) {
+                            return { state: 'ERROR', message: 'Amount too small' };
+                        }
+                        const res = await cacheOfAssetCurrencies.query('');
+                        const theRes = (_a = res === null || res === void 0 ? void 0 : res.data) === null || _a === void 0 ? void 0 : _a.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');
+                        const _fee = theRes === null || theRes === void 0 ? void 0 : theRes.minFee;
+                        if (!_fee)
+                            return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };
+                        const fee = +_fee;
+                        const amt = Math.floor(order.current_amount - fee);
+                        const transferResult = await postAssetWithdrawal(credential, {
+                            amt: `${amt}`,
+                            ccy: 'USDT',
+                            chain: 'USDT-TRC20',
+                            fee: `${fee}`,
+                            dest: '4',
+                            toAddr: order.current_rx_address,
+                        });
+                        if (transferResult.code !== '0') {
+                            return { state: 'INIT', message: transferResult.msg };
+                        }
+                        const wdId = (_b = transferResult.data[0]) === null || _b === void 0 ? void 0 : _b.wdId;
+                        return { state: 'AWAIT_TX_ID', context: wdId };
+                    },
+                    AWAIT_TX_ID: async (transferOrder) => {
+                        var _a, _b;
+                        const wdId = transferOrder.current_tx_context;
+                        const withdrawalHistory = await getAssetWithdrawalHistory(credential, { wdId });
+                        const txId = (_b = (_a = withdrawalHistory.data) === null || _a === void 0 ? void 0 : _a[0]) === null || _b === void 0 ? void 0 : _b.txId;
+                        if (!txId) {
+                            return { state: 'AWAIT_TX_ID', context: wdId };
+                        }
+                        return { state: 'COMPLETE', transaction_id: txId };
+                    },
+                },
+                onEval: async (transferOrder) => {
+                    const checkResult = await getAssetDepositHistory(credential, {
+                        ccy: 'USDT',
+                        txId: transferOrder.current_transaction_id,
+                        type: '4',
+                    });
+                    if (checkResult.code !== '0') {
+                        return {
+                            state: 'INIT',
+                        };
+                    }
+                    if (checkResult.data[0].state !== '2') {
+                        return { state: 'PENDING' };
+                    }
+                    const received_amount = +checkResult.data[0].amt;
+                    return { state: 'COMPLETE', received_amount };
+                },
+            });
+        }
+    }
+    // Funding-Trading
+    {
+        const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;
+        addAccountTransferAddress({
+            terminal,
+            account_id: FUNDING_ACCOUNT_ID,
+            network_id: FUNDING_TRADING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'funding',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await postAssetTransfer(credential, {
+                        type: '0',
+                        ccy: 'USDT',
+                        amt: `${order.current_amount}`,
+                        from: '6',
+                        to: '18',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    const transaction_id = transferResult.data[0].transId;
+                    return { state: 'COMPLETE', transaction_id };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+        addAccountTransferAddress({
+            terminal,
+            account_id: TRADING_ACCOUNT_ID,
+            network_id: FUNDING_TRADING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'trading',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await postAssetTransfer(credential, {
+                        type: '0',
+                        ccy: order.currency,
+                        amt: `${order.current_amount}`,
+                        from: '18',
+                        to: '6',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    const transaction_id = transferResult.data[0].transId;
+                    return { state: 'COMPLETE', transaction_id };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+    }
+    // Funding-Earning
+    {
+        const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;
+        addAccountTransferAddress({
+            terminal,
+            account_id: FUNDING_ACCOUNT_ID,
+            network_id: FUNDING_EARNING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'funding',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {
+                        ccy: 'USDT',
+                        amt: `${order.current_amount}`,
+                        side: 'purchase',
+                        rate: '0.01',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    return { state: 'COMPLETE', transaction_id: 'ok' };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+        addAccountTransferAddress({
+            terminal,
+            account_id: EARNING_ACCOUNT_ID,
+            network_id: FUNDING_EARNING_NETWORK_ID,
+            currency: 'USDT',
+            address: 'earning',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {
+                        ccy: 'USDT',
+                        amt: `${order.current_amount}`,
+                        side: 'redempt',
+                        rate: '0.01',
+                    });
+                    if (transferResult.code !== '0') {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    return { state: 'COMPLETE', transaction_id: 'ok' };
+                },
+            },
+            onEval: async (transferOrder) => {
+                return { state: 'COMPLETE', received_amount: transferOrder.current_amount };
+            },
+        });
+    }
+    // SubAccount
+    {
+        const getSubAccountNetworkId = (subUid) => `OKX/${mainUid}/SubAccount/${subUid}`;
+        if (isMainAccount) {
+            const subAcctsRes = await getSubAccountList(credential);
+            for (const item of subAcctsRes.data || []) {
+                addAccountTransferAddress({
+                    terminal,
+                    account_id: FUNDING_ACCOUNT_ID,
+                    network_id: getSubAccountNetworkId(item.uid),
+                    currency: 'USDT',
+                    address: 'main',
+                    onApply: {
+                        INIT: async (order) => {
+                            const transferResult = await postAssetTransfer(credential, {
+                                type: '1',
+                                ccy: 'USDT',
+                                amt: `${order.current_amount}`,
+                                from: '6',
+                                to: '6',
+                                subAcct: item.subAcct,
+                            });
+                            if (transferResult.code !== '0') {
+                                return { state: 'INIT', message: transferResult.msg };
+                            }
+                            const transaction_id = transferResult.data[0].transId;
+                            return { state: 'COMPLETE', transaction_id };
+                        },
+                    },
+                    onEval: async (order) => {
+                        // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’
+                        // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });
+                        // const received_amount = checkResult?.data?.[0]?.amt;
+                        // if (!received_amount) {
+                        //   return { state: 'INIT', message: checkResult.msg };
+                        // }
+                        // return { state: 'COMPLETE', received_amount: +received_amount };
+                        return { state: 'COMPLETE', received_amount: order.current_amount };
+                    },
+                });
+            }
+        }
+        // SubAccount API
+        else {
+            addAccountTransferAddress({
+                terminal,
+                account_id: FUNDING_ACCOUNT_ID,
+                network_id: getSubAccountNetworkId(uid),
+                currency: 'USDT',
+                address: 'sub',
+                onApply: {
+                    INIT: async (order) => {
+                        const transferResult = await postAssetTransfer(credential, {
+                            type: '3',
+                            ccy: 'USDT',
+                            amt: `${order.current_amount}`,
+                            from: '6',
+                            to: '6',
+                        });
+                        if (transferResult.code !== '0') {
+                            return { state: 'INIT', message: transferResult.msg };
+                        }
+                        const transaction_id = transferResult.data[0].transId;
+                        return { state: 'COMPLETE', transaction_id };
+                    },
+                },
+                onEval: async (order) => {
+                    // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’
+                    // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });
+                    // const received_amount = checkResult?.data?.[0]?.amt;
+                    // if (!received_amount) {
+                    //   return { state: 'INIT', message: checkResult.msg };
+                    // }
+                    // return { state: 'COMPLETE', received_amount: +received_amount };
+                    return { state: 'COMPLETE', received_amount: order.current_amount };
+                },
+            });
+        }
+    }
+}).subscribe();
+//# sourceMappingURL=transfer.js.map

package/dist/transfer.js.map

@@ -0,0 +1 @@
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{ createCache } from '@yuants/cache';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime } from '@yuants/utils';\nimport { defer, firstValueFrom } from 'rxjs';\nimport { accountConfig$ } from './account';\nimport {\n  getAssetCurrencies,\n  getAssetDepositAddress,\n  getAssetDepositHistory,\n  getAssetWithdrawalHistory,\n  getDefaultCredential,\n  getSubAccountList,\n  postAssetTransfer,\n  postAssetWithdrawal,\n  postFinanceSavingsPurchaseRedempt,\n} from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nconst cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600_000 });\n\ndefer(async () => {\n  const account_config = await firstValueFrom(accountConfig$);\n  console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n  const { mainUid, uid } = account_config.data[0];\n  const isMainAccount = mainUid === uid;\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  // BLOCK_CHAIN: only available for main account\n  if (isMainAccount) {\n    const depositAddressRes = await getAssetDepositAddress(credential, { ccy: 'USDT' });\n    console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n    const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n    for (const address of addresses) {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: 'TRC20',\n        currency: 'USDT',\n        address: address.addr,\n        onApply: {\n          INIT: async (order) => {\n            if (\n              !order.current_amount ||\n              order.current_amount < 3 // 最小提币额度\n            ) {\n              return { state: 'ERROR', message: 'Amount too small' };\n            }\n            const res = await cacheOfAssetCurrencies.query('');\n            const theRes = res?.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n            const _fee = theRes?.minFee;\n            if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n            const fee = +_fee;\n            const amt = Math.floor(order.current_amount - fee);\n            const transferResult = await postAssetWithdrawal(credential, {\n              amt: `${amt}`,\n              ccy: 'USDT',\n              chain: 'USDT-TRC20',\n              fee: `${fee}`,\n              dest: '4', // 链上提币\n              toAddr: order.current_rx_address!,\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const wdId = transferResult.data[0]?.wdId;\n            return { state: 'AWAIT_TX_ID', context: wdId };\n          },\n          AWAIT_TX_ID: async (transferOrder) => {\n            const wdId = transferOrder.current_tx_context;\n            const withdrawalHistory = await getAssetWithdrawalHistory(credential, { wdId });\n            const txId = withdrawalHistory.data?.[0]?.txId;\n            if (!txId) {\n              return { state: 'AWAIT_TX_ID', context: wdId };\n            }\n            return { state: 'COMPLETE', transaction_id: txId };\n          },\n        },\n        onEval: async (transferOrder) => {\n          const checkResult = await getAssetDepositHistory(credential, {\n            ccy: 'USDT',\n            txId: transferOrder.current_transaction_id,\n            type: '4',\n          });\n\n          if (checkResult.code !== '0') {\n            return {\n              state: 'INIT',\n            };\n          }\n\n          if (checkResult.data[0].state !== '2') {\n            return { state: 'PENDING' };\n          }\n          const received_amount = +checkResult.data[0].amt;\n          return { state: 'COMPLETE', received_amount };\n        },\n      });\n    }\n  }\n\n  // Funding-Trading\n  {\n    const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            from: '6',\n            to: '18',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: TRADING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'trading',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: order.currency,\n            amt: `${order.current_amount}`,\n            from: '18',\n            to: '6',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n  // Funding-Earning\n  {\n    const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'purchase',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: EARNING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'earning',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'redempt',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n\n  // SubAccount\n  {\n    const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n    if (isMainAccount) {\n      const subAcctsRes = await getSubAccountList(credential);\n      for (const item of subAcctsRes.data || []) {\n        addAccountTransferAddress({\n          terminal,\n          account_id: FUNDING_ACCOUNT_ID,\n          network_id: getSubAccountNetworkId(item.uid),\n          currency: 'USDT',\n          address: 'main',\n          onApply: {\n            INIT: async (order) => {\n              const transferResult = await postAssetTransfer(credential, {\n                type: '1',\n                ccy: 'USDT',\n                amt: `${order.current_amount}`,\n                from: '6',\n                to: '6',\n                subAcct: item.subAcct,\n              });\n              if (transferResult.code !== '0') {\n                return { state: 'INIT', message: transferResult.msg };\n              }\n              const transaction_id = transferResult.data[0].transId;\n              return { state: 'COMPLETE', transaction_id };\n            },\n          },\n          onEval: async (order) => {\n            // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n            // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n            // const received_amount = checkResult?.data?.[0]?.amt;\n            // if (!received_amount) {\n            //   return { state: 'INIT', message: checkResult.msg };\n            // }\n            // return { state: 'COMPLETE', received_amount: +received_amount };\n\n            return { state: 'COMPLETE', received_amount: order.current_amount };\n          },\n        });\n      }\n    }\n    // SubAccount API\n    else {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: getSubAccountNetworkId(uid),\n        currency: 'USDT',\n        address: 'sub',\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: '3',\n              ccy: 'USDT',\n              amt: `${order.current_amount}`,\n              from: '6',\n              to: '6',\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const transaction_id = transferResult.data[0].transId;\n            return { state: 'COMPLETE', transaction_id };\n          },\n        },\n        onEval: async (order) => {\n          // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n          // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n          // const received_amount = checkResult?.data?.[0]?.amt;\n          // if (!received_amount) {\n          //   return { state: 'INIT', message: checkResult.msg };\n          // }\n          // return { state: 'COMPLETE', received_amount: +received_amount };\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n    }\n  }\n}).subscribe();\n"]}

package/dist/websocket.js.map

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

package/lib/account.d.ts

@@ -1,3 +1,4 @@
+import { marketIndexTickerUSDT$ } from './accountInfos';
 export declare const accountConfig$: import("rxjs").Observable<{
     code: string;
     data: {
@@ -13,9 +14,9 @@ export declare const accountConfig$: import("rxjs").Observable<{
         uid: string;
         label: string;
         roleType: string;
-        traderInsts: any[];
+        traderInsts: unknown[];
         spotRoleType: string;
-        spotTraderInsts: any[];
+        spotTraderInsts: unknown[];
         opAuth: string;
         kycLv: string;
         ip: string;
@@ -26,4 +27,5 @@ export declare const accountConfig$: import("rxjs").Observable<{
 }>;
 export declare const accountUid$: import("rxjs").Observable<string>;
 export declare const tradingAccountId$: import("rxjs").Observable<string>;
+export { marketIndexTickerUSDT$ };
 //# sourceMappingURL=account.d.ts.map

package/lib/account.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAWA,eAAO,MAAM,cAAc;;;;;;;;;;;;;;;;;;;;;;;;;EAI1B,CAAC;AAQF,eAAO,MAAM,WAAW,mCAIvB,CAAC;AAmDF,eAAO,MAAM,iBAAiB,mCAG7B,CAAC"}
+{"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAMA,OAAO,EAIL,sBAAsB,EACvB,MAAM,gBAAgB,CAAC;AAMxB,eAAO,MAAM,cAAc;;;;;;;;;;;;;;;;;;;;;;;;;EAI1B,CAAC;AAEF,eAAO,MAAM,WAAW,mCAIvB,CAAC;AAwCF,eAAO,MAAM,iBAAiB,mCAG7B,CAAC;AA8BF,OAAO,EAAE,sBAAsB,EAAE,CAAC"}

package/lib/account.js

@@ -1,23 +1,23 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.tradingAccountId$ = exports.accountUid$ = exports.accountConfig$ = void 0;
+exports.marketIndexTickerUSDT$ = exports.tradingAccountId$ = exports.accountUid$ = exports.accountConfig$ = void 0;
 const data_account_1 = require("@yuants/data-account");
 const data_order_1 = require("@yuants/data-order");
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const api_1 = require("./api");
-const product_1 = require("./product");
-const public_api_1 = require("./public-api");
+const accountInfos_1 = require("./accountInfos");
+Object.defineProperty(exports, "marketIndexTickerUSDT$", { enumerable: true, get: function () { return accountInfos_1.marketIndexTickerUSDT$; } });
 const terminal = protocol_1.Terminal.fromNodeEnv();
-exports.accountConfig$ = (0, rxjs_1.defer)(() => api_1.client.getAccountConfig()).pipe((0, rxjs_1.repeat)({ delay: 10000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.shareReplay)(1));
-const subAccountUids$ = (0, rxjs_1.defer)(() => api_1.client.getSubAccountList()).pipe((0, rxjs_1.repeat)({ delay: 10000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.shareReplay)(1));
+const credential = (0, api_1.getDefaultCredential)();
+exports.accountConfig$ = (0, rxjs_1.defer)(() => (0, api_1.getAccountConfig)(credential)).pipe((0, rxjs_1.repeat)({ delay: 10000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.shareReplay)(1));
 exports.accountUid$ = exports.accountConfig$.pipe((0, rxjs_1.map)((x) => x.data[0].uid), (0, rxjs_1.filter)((x) => !!x), (0, rxjs_1.shareReplay)(1));
 (0, rxjs_1.defer)(async () => {
     const uid = await (0, rxjs_1.firstValueFrom)(exports.accountUid$);
     const account_id = `okx/${uid}/trading`;
     (0, data_order_1.providePendingOrdersService)(terminal, account_id, async () => {
-        const orders = await api_1.client.getTradeOrdersPending({});
+        const orders = await (0, api_1.getTradeOrdersPending)(credential, {});
         return orders.data.map((x) => {
             const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
             const order_direction = x.side === 'buy'
@@ -43,149 +43,26 @@ exports.accountUid$ = exports.accountConfig$.pipe((0, rxjs_1.map)((x) => x.data[
         });
     }, { auto_refresh_interval: 5000 });
 }).subscribe();
-const marketIndexTickerUSDT$ = (0, rxjs_1.defer)(() => (0, public_api_1.getMarketIndexTicker)({ quoteCcy: 'USDT' })).pipe((0, rxjs_1.map)((x) => {
-    const mapInstIdToPrice = new Map();
-    x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));
-    return mapInstIdToPrice;
-}), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1));
 exports.tradingAccountId$ = exports.accountUid$.pipe((0, rxjs_1.map)((uid) => `okx/${uid}/trading`), (0, rxjs_1.shareReplay)(1));
 (0, rxjs_1.defer)(async () => {
     const tradingAccountId = await (0, rxjs_1.firstValueFrom)(exports.tradingAccountId$);
     (0, data_account_1.addAccountMarket)(terminal, { account_id: tradingAccountId, market_id: 'OKX' });
-    (0, data_account_1.provideAccountInfoService)(terminal, tradingAccountId, async () => {
-        var _a;
-        const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([
-            api_1.client.getAccountPositions({}),
-            api_1.client.getAccountBalance({}),
-            (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$),
-            (0, rxjs_1.firstValueFrom)(marketIndexTickerUSDT$),
-        ]);
-        let totalEquity = 0;
-        let totalFree = 0;
-        const positions = [];
-        (_a = balanceApi.data[0]) === null || _a === void 0 ? void 0 : _a.details.forEach((detail) => {
-            var _a, _b, _c, _d, _e, _f;
-            if (detail.ccy === 'USDT') {
-                const balance = +((_a = detail.cashBal) !== null && _a !== void 0 ? _a : 0);
-                const free = Math.min(balance, // free should no more than balance if there is much profits
-                +((_b = detail.availEq) !== null && _b !== void 0 ? _b : 0));
-                const equity = +((_c = detail.eq) !== null && _c !== void 0 ? _c : 0) - +((_d = detail.stgyEq) !== null && _d !== void 0 ? _d : 0);
-                totalEquity += equity;
-                totalFree += free;
-            }
-            else {
-                const volume = +((_e = detail.cashBal) !== null && _e !== void 0 ? _e : 0);
-                const free_volume = Math.min(volume, // free should no more than balance if there is much profits
-                +((_f = detail.availEq) !== null && _f !== void 0 ? _f : 0));
-                const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;
-                const delta_equity = volume * closable_price || 0;
-                const delta_profit = +detail.totalPnl || 0;
-                const product_id = (0, utils_1.encodePath)('SPOT', `${detail.ccy}-USDT`);
-                positions.push({
-                    position_id: product_id,
-                    datasource_id: 'OKX',
-                    product_id: product_id,
-                    direction: 'LONG',
-                    volume: volume,
-                    free_volume: free_volume,
-                    position_price: +detail.accAvgPx,
-                    floating_profit: delta_profit,
-                    closable_price: closable_price,
-                    valuation: delta_equity,
-                });
-                totalEquity += delta_equity;
-            }
-        });
-        positionsApi.data.forEach((x) => {
-            var _a, _b;
-            const direction = x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';
-            const volume = Math.abs(+x.pos);
-            const product_id = (0, utils_1.encodePath)(x.instType, x.instId);
-            const closable_price = +x.last;
-            const valuation = ((_b = (_a = mapProductIdToProduct.get(product_id)) === null || _a === void 0 ? void 0 : _a.value_scale) !== null && _b !== void 0 ? _b : 1) * volume * closable_price || 0;
-            positions.push({
-                position_id: x.posId,
-                datasource_id: 'OKX',
-                product_id,
-                direction,
-                volume: volume,
-                free_volume: +x.availPos,
-                closable_price,
-                position_price: +x.avgPx,
-                floating_profit: +x.upl,
-                valuation,
-            });
-        });
-        return {
-            money: {
-                currency: 'USDT',
-                equity: totalEquity,
-                free: totalFree,
-            },
-            positions: positions,
-        };
-    }, { auto_refresh_interval: 1000 });
+    (0, data_account_1.provideAccountInfoService)(terminal, tradingAccountId, () => (0, accountInfos_1.getTradingAccountInfo)(credential), {
+        auto_refresh_interval: 1000,
+    });
 }).subscribe();
 (0, rxjs_1.defer)(async () => {
     const uid = await (0, rxjs_1.firstValueFrom)(exports.accountUid$);
     const fundingAccountId = `okx/${uid}/funding/USDT`;
-    (0, data_account_1.provideAccountInfoService)(terminal, fundingAccountId, async () => {
-        const [assetBalances, marketIndexTickerUSDT] = await Promise.all([
-            api_1.client.getAssetBalances({}),
-            (0, rxjs_1.firstValueFrom)(marketIndexTickerUSDT$),
-        ]);
-        const positions = [];
-        let equity = 0;
-        let free = 0;
-        assetBalances.data.forEach((x) => {
-            if (x.ccy === 'USDT') {
-                const balance = +x.bal;
-                equity += balance;
-                free += balance;
-                return;
-            }
-            const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;
-            const valuation = price * +x.bal || 0;
-            const productId = (0, utils_1.encodePath)('SPOT', `${x.ccy}-USDT`);
-            positions.push({
-                datasource_id: 'OKX',
-                position_id: productId,
-                product_id: productId,
-                direction: 'LONG',
-                volume: +x.bal,
-                free_volume: +x.bal,
-                position_price: price,
-                floating_profit: 0,
-                closable_price: price,
-                valuation,
-            });
-            equity += valuation;
-        });
-        return {
-            money: {
-                currency: 'USDT',
-                equity,
-                free,
-            },
-            positions,
-        };
-    }, { auto_refresh_interval: 1000 });
+    (0, data_account_1.provideAccountInfoService)(terminal, fundingAccountId, () => (0, accountInfos_1.getFundingAccountInfo)(credential), {
+        auto_refresh_interval: 1000,
+    });
 }).subscribe();
 (0, rxjs_1.defer)(async () => {
     const uid = await (0, rxjs_1.firstValueFrom)(exports.accountUid$);
     const earningAccountId = `okx/${uid}/earning/USDT`;
-    (0, data_account_1.provideAccountInfoService)(terminal, earningAccountId, async () => {
-        const offers = await api_1.client.getFinanceSavingsBalance({});
-        const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);
-        const free = equity;
-        return {
-            money: {
-                currency: 'USDT',
-                equity,
-                free,
-            },
-            positions: [],
-        };
-    }, { auto_refresh_interval: 5000 });
+    (0, data_account_1.provideAccountInfoService)(terminal, earningAccountId, () => (0, accountInfos_1.getEarningAccountInfo)(credential), {
+        auto_refresh_interval: 5000,
+    });
 }).subscribe();
 //# sourceMappingURL=account.js.map