@yuants/vendor-okx 0.23.24 → 0.23.26
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/account.js +16 -138
- package/dist/account.js.map +1 -1
- package/dist/accountInfos/earning.js +15 -0
- package/dist/accountInfos/earning.js.map +1 -0
- package/dist/accountInfos/funding.js +46 -0
- package/dist/accountInfos/funding.js.map +1 -0
- package/dist/accountInfos/index.js +7 -0
- package/dist/accountInfos/index.js.map +1 -0
- package/dist/accountInfos/loan.js +46 -0
- package/dist/accountInfos/loan.js.map +1 -0
- package/dist/accountInfos/strategy.js +56 -0
- package/dist/accountInfos/strategy.js.map +1 -0
- package/dist/accountInfos/trading.js +84 -0
- package/dist/accountInfos/trading.js.map +1 -0
- package/dist/accountInfos/types.js +2 -0
- package/dist/accountInfos/types.js.map +1 -0
- package/dist/api.js +444 -402
- package/dist/api.js.map +1 -1
- package/dist/index.js +5 -4
- package/dist/index.js.map +1 -1
- package/dist/loan-account.js +4 -45
- package/dist/loan-account.js.map +1 -1
- package/dist/market-order.js +1 -1
- package/dist/market-order.js.map +1 -1
- package/dist/order-actions.js +39 -0
- package/dist/order-actions.js.map +1 -0
- package/dist/order.js +3 -3
- package/dist/order.js.map +1 -1
- package/dist/orders/cancelOrder.js +13 -0
- package/dist/orders/cancelOrder.js.map +1 -0
- package/dist/orders/modifyOrder.js +58 -0
- package/dist/orders/modifyOrder.js.map +1 -0
- package/dist/orders/submitOrder.js +107 -0
- package/dist/orders/submitOrder.js.map +1 -0
- package/dist/public-api.js.map +1 -1
- package/dist/quote.js.map +1 -1
- package/dist/services.js +3 -2
- package/dist/services.js.map +1 -1
- package/dist/strategy-account.js +8 -61
- package/dist/strategy-account.js.map +1 -1
- package/dist/trade.js +6 -5
- package/dist/trade.js.map +1 -1
- package/dist/transfer.js +279 -0
- package/dist/transfer.js.map +1 -0
- package/dist/websocket.js.map +1 -1
- package/lib/account.d.ts +4 -2
- package/lib/account.d.ts.map +1 -1
- package/lib/account.js +15 -138
- package/lib/account.js.map +1 -1
- package/lib/accountInfos/earning.d.ts +4 -0
- package/lib/accountInfos/earning.d.ts.map +1 -0
- package/lib/accountInfos/earning.js +19 -0
- package/lib/accountInfos/earning.js.map +1 -0
- package/lib/accountInfos/funding.d.ts +4 -0
- package/lib/accountInfos/funding.d.ts.map +1 -0
- package/lib/accountInfos/funding.js +50 -0
- package/lib/accountInfos/funding.js.map +1 -0
- package/lib/accountInfos/index.d.ts +8 -0
- package/lib/accountInfos/index.d.ts.map +1 -0
- package/lib/accountInfos/index.js +16 -0
- package/lib/accountInfos/index.js.map +1 -0
- package/lib/accountInfos/loan.d.ts +4 -0
- package/lib/accountInfos/loan.d.ts.map +1 -0
- package/lib/accountInfos/loan.js +50 -0
- package/lib/accountInfos/loan.js.map +1 -0
- package/lib/accountInfos/strategy.d.ts +4 -0
- package/lib/accountInfos/strategy.d.ts.map +1 -0
- package/lib/accountInfos/strategy.js +60 -0
- package/lib/accountInfos/strategy.js.map +1 -0
- package/lib/accountInfos/trading.d.ts +5 -0
- package/lib/accountInfos/trading.d.ts.map +1 -0
- package/lib/accountInfos/trading.js +88 -0
- package/lib/accountInfos/trading.js.map +1 -0
- package/lib/accountInfos/types.d.ts +6 -0
- package/lib/accountInfos/types.d.ts.map +1 -0
- package/lib/accountInfos/types.js +3 -0
- package/lib/accountInfos/types.js.map +1 -0
- package/lib/api.d.ts +1252 -1264
- package/lib/api.d.ts.map +1 -1
- package/lib/api.js +477 -404
- package/lib/api.js.map +1 -1
- package/lib/index.d.ts +5 -4
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +5 -4
- package/lib/index.js.map +1 -1
- package/lib/loan-account.js +3 -44
- package/lib/loan-account.js.map +1 -1
- package/lib/market-order.d.ts.map +1 -1
- package/lib/market-order.js +1 -1
- package/lib/market-order.js.map +1 -1
- package/lib/order-actions.d.ts +2 -0
- package/lib/order-actions.d.ts.map +1 -0
- package/lib/order-actions.js +41 -0
- package/lib/order-actions.js.map +1 -0
- package/lib/order.js +2 -2
- package/lib/order.js.map +1 -1
- package/lib/orders/cancelOrder.d.ts +4 -0
- package/lib/orders/cancelOrder.d.ts.map +1 -0
- package/lib/orders/cancelOrder.js +17 -0
- package/lib/orders/cancelOrder.js.map +1 -0
- package/lib/orders/modifyOrder.d.ts +4 -0
- package/lib/orders/modifyOrder.d.ts.map +1 -0
- package/lib/orders/modifyOrder.js +62 -0
- package/lib/orders/modifyOrder.js.map +1 -0
- package/lib/orders/submitOrder.d.ts +4 -0
- package/lib/orders/submitOrder.d.ts.map +1 -0
- package/lib/orders/submitOrder.js +111 -0
- package/lib/orders/submitOrder.js.map +1 -0
- package/lib/public-api.js.map +1 -1
- package/lib/quote.d.ts +1 -1
- package/lib/quote.d.ts.map +1 -1
- package/lib/quote.js.map +1 -1
- package/lib/services.js +2 -1
- package/lib/services.js.map +1 -1
- package/lib/strategy-account.d.ts +2 -2
- package/lib/strategy-account.d.ts.map +1 -1
- package/lib/strategy-account.js +7 -60
- package/lib/strategy-account.js.map +1 -1
- package/lib/trade.js +6 -5
- package/lib/trade.js.map +1 -1
- package/lib/transfer.d.ts +2 -0
- package/lib/transfer.d.ts.map +1 -0
- package/lib/transfer.js +281 -0
- package/lib/transfer.js.map +1 -0
- package/lib/websocket.js.map +1 -1
- package/package.json +13 -12
- package/temp/package-deps.json +40 -29
- package/dist/legacy_index.js +0 -563
- package/dist/legacy_index.js.map +0 -1
- package/dist/logger.js +0 -91
- package/dist/logger.js.map +0 -1
- package/lib/legacy_index.d.ts +0 -2
- package/lib/legacy_index.d.ts.map +0 -1
- package/lib/legacy_index.js +0 -565
- package/lib/legacy_index.js.map +0 -1
- package/lib/logger.d.ts +0 -21
- package/lib/logger.d.ts.map +0 -1
- package/lib/logger.js +0 -98
- package/lib/logger.js.map +0 -1
package/lib/account.js.map
CHANGED
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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\nimport { getMarketIndexTicker } from './public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const accountConfig$ = defer(() => client.getAccountConfig()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nconst subAccountUids$ = defer(() => client.getSubAccountList()).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n map((x) => x.data[0].uid),\n filter((x) => !!x),\n shareReplay(1),\n);\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const account_id = `okx/${uid}/trading`;\n providePendingOrdersService(\n terminal,\n account_id,\n async () => {\n const orders = await client.getTradeOrdersPending({});\n return orders.data.map((x) => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n return {\n order_id: x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n };\n });\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n\nconst marketIndexTickerUSDT$ = defer(() => getMarketIndexTicker({ quoteCcy: 'USDT' })).pipe(\n map((x) => {\n const mapInstIdToPrice = new Map<string, number>();\n x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));\n return mapInstIdToPrice;\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n);\n\nexport const tradingAccountId$ = accountUid$.pipe(\n map((uid) => `okx/${uid}/trading`),\n shareReplay(1),\n);\n\ndefer(async () => {\n const tradingAccountId = await firstValueFrom(tradingAccountId$);\n addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n provideAccountInfoService(\n terminal,\n tradingAccountId,\n async () => {\n const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([\n client.getAccountPositions({}),\n client.getAccountBalance({}),\n firstValueFrom(productService.mapProductIdToProduct$),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n let totalEquity = 0;\n let totalFree = 0;\n const positions: IPosition[] = [];\n\n balanceApi.data[0]?.details.forEach((detail) => {\n if (detail.ccy === 'USDT') {\n const balance = +(detail.cashBal ?? 0);\n const free = Math.min(\n balance, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const equity = +(detail.eq ?? 0) - +(detail.stgyEq ?? 0);\n totalEquity += equity;\n totalFree += free;\n } else {\n const volume = +(detail.cashBal ?? 0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;\n const delta_equity = volume * closable_price || 0;\n const delta_profit = +detail.totalPnl || 0;\n\n const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n positions.push({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n direction: 'LONG',\n volume: volume,\n free_volume: free_volume,\n position_price: +detail.accAvgPx,\n floating_profit: delta_profit,\n closable_price: closable_price,\n valuation: delta_equity,\n });\n\n totalEquity += delta_equity;\n }\n });\n positionsApi.data.forEach((x) => {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath(x.instType, x.instId);\n const closable_price = +x.last;\n const valuation =\n (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n valuation,\n });\n });\n return {\n money: {\n currency: 'USDT',\n equity: totalEquity,\n free: totalFree,\n },\n positions: positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const fundingAccountId = `okx/${uid}/funding/USDT`;\n\n provideAccountInfoService(\n terminal,\n fundingAccountId,\n async () => {\n const [assetBalances, marketIndexTickerUSDT] = await Promise.all([\n client.getAssetBalances({}),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n const positions: IPosition[] = [];\n let equity = 0;\n let free = 0;\n\n assetBalances.data.forEach((x) => {\n if (x.ccy === 'USDT') {\n const balance = +x.bal;\n equity += balance;\n free += balance;\n return;\n }\n\n const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;\n const valuation = price * +x.bal || 0;\n const productId = encodePath('SPOT', `${x.ccy}-USDT`);\n\n positions.push({\n datasource_id: 'OKX',\n position_id: productId,\n product_id: productId,\n direction: 'LONG',\n volume: +x.bal,\n free_volume: +x.bal,\n position_price: price,\n floating_profit: 0,\n closable_price: price,\n valuation,\n });\n\n equity += valuation;\n });\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const earningAccountId = `okx/${uid}/earning/USDT`;\n provideAccountInfoService(\n terminal,\n earningAccountId,\n async () => {\n const offers = await client.getFinanceSavingsBalance({});\n const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions: [],\n };\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n"]}
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{"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":";;;AAAA,uDAAmF;AACnF,mDAAiE;AACjE,+CAA4C;AAC5C,yCAA2C;AAC3C,+BAAsF;AACtF,+BAAsF;AACtF,iDAKwB;AAyFf,uGA1FP,qCAAsB,OA0FO;AAvF/B,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,IAAA,0BAAoB,GAAE,CAAC;AAE7B,QAAA,cAAc,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,sBAAgB,EAAC,UAAU,CAAC,CAAC,CAAC,IAAI,CAC1E,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACzB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEW,QAAA,WAAW,GAAG,sBAAc,CAAC,IAAI,CAC5C,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,EACzB,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,EAClB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,GAAG,GAAG,MAAM,IAAA,qBAAc,EAAC,mBAAW,CAAC,CAAC;IAC9C,MAAM,UAAU,GAAG,OAAO,GAAG,UAAU,CAAC;IACxC,IAAA,wCAA2B,EACzB,QAAQ,EACR,UAAU,EACV,KAAK,IAAI,EAAE;QACT,MAAM,MAAM,GAAG,MAAM,IAAA,2BAAqB,EAAC,UAAU,EAAE,EAAE,CAAC,CAAC;QAC3D,OAAO,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;YAC3B,MAAM,UAAU,GAAG,CAAC,CAAC,OAAO,KAAK,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC;YAEnG,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;gBACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;oBACpB,CAAC,CAAC,WAAW;oBACb,CAAC,CAAC,aAAa;gBACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;oBACvB,CAAC,CAAC,YAAY;oBACd,CAAC,CAAC,YAAY,CAAC;YACnB,OAAO;gBACL,QAAQ,EAAE,CAAC,CAAC,KAAK;gBACjB,UAAU;gBACV,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;gBAC5C,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;gBACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;gBACtB,UAAU;gBACV,eAAe;gBACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;gBACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;gBAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;gBACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;aACvB,CAAC;QACJ,CAAC,CAAC,CAAC;IACL,CAAC,EACD,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEF,QAAA,iBAAiB,GAAG,mBAAW,CAAC,IAAI,CAC/C,IAAA,UAAG,EAAC,CAAC,GAAG,EAAE,EAAE,CAAC,OAAO,GAAG,UAAU,CAAC,EAClC,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,IAAA,qBAAc,EAAC,yBAAiB,CAAC,CAAC;IACjE,IAAA,+BAAgB,EAAC,QAAQ,EAAE,EAAE,UAAU,EAAE,gBAAgB,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;IAE/E,IAAA,wCAAyB,EAAC,QAAQ,EAAE,gBAAgB,EAAE,GAAG,EAAE,CAAC,IAAA,oCAAqB,EAAC,UAAU,CAAC,EAAE;QAC7F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,GAAG,GAAG,MAAM,IAAA,qBAAc,EAAC,mBAAW,CAAC,CAAC;IAE9C,MAAM,gBAAgB,GAAG,OAAO,GAAG,eAAe,CAAC;IAEnD,IAAA,wCAAyB,EAAC,QAAQ,EAAE,gBAAgB,EAAE,GAAG,EAAE,CAAC,IAAA,oCAAqB,EAAC,UAAU,CAAC,EAAE;QAC7F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,GAAG,GAAG,MAAM,IAAA,qBAAc,EAAC,mBAAW,CAAC,CAAC;IAC9C,MAAM,gBAAgB,GAAG,OAAO,GAAG,eAAe,CAAC;IACnD,IAAA,wCAAyB,EAAC,QAAQ,EAAE,gBAAgB,EAAE,GAAG,EAAE,CAAC,IAAA,oCAAqB,EAAC,UAAU,CAAC,EAAE;QAC7F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';\nimport { providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { getAccountConfig, getDefaultCredential, getTradeOrdersPending } from './api';\nimport {\n getTradingAccountInfo,\n getFundingAccountInfo,\n getEarningAccountInfo,\n marketIndexTickerUSDT$,\n} from './accountInfos';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nexport const accountConfig$ = defer(() => getAccountConfig(credential)).pipe(\n repeat({ delay: 10_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n map((x) => x.data[0].uid),\n filter((x) => !!x),\n shareReplay(1),\n);\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const account_id = `okx/${uid}/trading`;\n providePendingOrdersService(\n terminal,\n account_id,\n async () => {\n const orders = await getTradeOrdersPending(credential, {});\n return orders.data.map((x) => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n return {\n order_id: x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n };\n });\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n\nexport const tradingAccountId$ = accountUid$.pipe(\n map((uid) => `okx/${uid}/trading`),\n shareReplay(1),\n);\n\ndefer(async () => {\n const tradingAccountId = await firstValueFrom(tradingAccountId$);\n addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n provideAccountInfoService(terminal, tradingAccountId, () => getTradingAccountInfo(credential), {\n auto_refresh_interval: 1000,\n });\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n\n const fundingAccountId = `okx/${uid}/funding/USDT`;\n\n provideAccountInfoService(terminal, fundingAccountId, () => getFundingAccountInfo(credential), {\n auto_refresh_interval: 1000,\n });\n}).subscribe();\n\ndefer(async () => {\n const uid = await firstValueFrom(accountUid$);\n const earningAccountId = `okx/${uid}/earning/USDT`;\n provideAccountInfoService(terminal, earningAccountId, () => getEarningAccountInfo(credential), {\n auto_refresh_interval: 5000,\n });\n}).subscribe();\n\n// 导出 marketIndexTickerUSDT$ 供其他模块使用\nexport { marketIndexTickerUSDT$ };\n"]}
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{"version":3,"file":"earning.d.ts","sourceRoot":"","sources":["../../src/accountInfos/earning.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAA4B,MAAM,QAAQ,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAE3C,eAAO,MAAM,qBAAqB,eAAsB,WAAW,KAAG,QAAQ,gBAAgB,CAa7F,CAAC"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getEarningAccountInfo = void 0;
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const api_1 = require("../api");
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const getEarningAccountInfo = async (credential) => {
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const offers = await (0, api_1.getFinanceSavingsBalance)(credential, {});
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const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);
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const free = equity;
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return {
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money: {
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currency: 'USDT',
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equity,
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free,
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},
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positions: [],
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};
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};
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exports.getEarningAccountInfo = getEarningAccountInfo;
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//# sourceMappingURL=earning.js.map
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{"version":3,"file":"earning.js","sourceRoot":"","sources":["../../src/accountInfos/earning.ts"],"names":[],"mappings":";;;AAAA,gCAA+D;AAGxD,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAA6B,EAAE;IAChG,MAAM,MAAM,GAAG,MAAM,IAAA,8BAAwB,EAAC,UAAU,EAAE,EAAE,CAAC,CAAC;IAC9D,MAAM,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,KAAK,MAAM,CAAC,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAC/F,MAAM,IAAI,GAAG,MAAM,CAAC;IAEpB,OAAO;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,MAAM;YAChB,MAAM;YACN,IAAI;SACL;QACD,SAAS,EAAE,EAAE;KACd,CAAC;AACJ,CAAC,CAAC;AAbW,QAAA,qBAAqB,yBAahC","sourcesContent":["import { ICredential, getFinanceSavingsBalance } from '../api';\nimport { IAccountInfoCore } from './types';\n\nexport const getEarningAccountInfo = async (credential: ICredential): Promise<IAccountInfoCore> => {\n const offers = await getFinanceSavingsBalance(credential, {});\n const equity = offers.data.filter((x) => x.ccy === 'USDT').reduce((acc, x) => acc + +x.amt, 0);\n const free = equity;\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions: [],\n };\n};\n"]}
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{"version":3,"file":"funding.d.ts","sourceRoot":"","sources":["../../src/accountInfos/funding.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,WAAW,EAAoB,MAAM,QAAQ,CAAC;AAEvD,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAE3C,eAAO,MAAM,qBAAqB,eAAsB,WAAW,KAAG,QAAQ,gBAAgB,CA8C7F,CAAC"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getFundingAccountInfo = void 0;
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const utils_1 = require("@yuants/utils");
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const rxjs_1 = require("rxjs");
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const api_1 = require("../api");
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const trading_1 = require("./trading");
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const getFundingAccountInfo = async (credential) => {
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const [assetBalances, marketIndexTickerUSDT] = await Promise.all([
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(0, api_1.getAssetBalances)(credential, {}),
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(0, rxjs_1.firstValueFrom)(trading_1.marketIndexTickerUSDT$),
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]);
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const positions = [];
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let equity = 0;
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let free = 0;
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assetBalances.data.forEach((x) => {
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if (x.ccy === 'USDT') {
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const balance = +x.bal;
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equity += balance;
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free += balance;
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return;
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}
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const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;
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const valuation = price * +x.bal || 0;
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const productId = (0, utils_1.encodePath)('SPOT', `${x.ccy}-USDT`);
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positions.push({
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datasource_id: 'OKX',
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position_id: productId,
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product_id: productId,
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direction: 'LONG',
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volume: +x.bal,
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free_volume: +x.bal,
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position_price: price,
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floating_profit: 0,
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closable_price: price,
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valuation,
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});
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equity += valuation;
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});
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return {
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money: {
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currency: 'USDT',
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equity,
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free,
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},
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positions,
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};
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};
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exports.getFundingAccountInfo = getFundingAccountInfo;
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//# sourceMappingURL=funding.js.map
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{"version":3,"file":"funding.js","sourceRoot":"","sources":["../../src/accountInfos/funding.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,+BAAsC;AACtC,gCAAuD;AACvD,uCAAmD;AAG5C,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAA6B,EAAE;IAChG,MAAM,CAAC,aAAa,EAAE,qBAAqB,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC/D,IAAA,sBAAgB,EAAC,UAAU,EAAE,EAAE,CAAC;QAChC,IAAA,qBAAc,EAAC,gCAAsB,CAAC;KACvC,CAAC,CAAC;IAEH,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,IAAI,IAAI,GAAG,CAAC,CAAC;IAEb,aAAa,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE;QAC/B,IAAI,CAAC,CAAC,GAAG,KAAK,MAAM,EAAE;YACpB,MAAM,OAAO,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC;YACvB,MAAM,IAAI,OAAO,CAAC;YAClB,IAAI,IAAI,OAAO,CAAC;YAChB,OAAO;SACR;QAED,MAAM,KAAK,GAAG,qBAAqB,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;QAC9D,MAAM,SAAS,GAAG,KAAK,GAAG,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC;QACtC,MAAM,SAAS,GAAG,IAAA,kBAAU,EAAC,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC;QAEtD,SAAS,CAAC,IAAI,CAAC;YACb,aAAa,EAAE,KAAK;YACpB,WAAW,EAAE,SAAS;YACtB,UAAU,EAAE,SAAS;YACrB,SAAS,EAAE,MAAM;YACjB,MAAM,EAAE,CAAC,CAAC,CAAC,GAAG;YACd,WAAW,EAAE,CAAC,CAAC,CAAC,GAAG;YACnB,cAAc,EAAE,KAAK;YACrB,eAAe,EAAE,CAAC;YAClB,cAAc,EAAE,KAAK;YACrB,SAAS;SACV,CAAC,CAAC;QAEH,MAAM,IAAI,SAAS,CAAC;IACtB,CAAC,CAAC,CAAC;IAEH,OAAO;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,MAAM;YAChB,MAAM;YACN,IAAI;SACL;QACD,SAAS;KACV,CAAC;AACJ,CAAC,CAAC;AA9CW,QAAA,qBAAqB,yBA8ChC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { firstValueFrom } from 'rxjs';\nimport { ICredential, getAssetBalances } from '../api';\nimport { marketIndexTickerUSDT$ } from './trading';\nimport { IAccountInfoCore } from './types';\n\nexport const getFundingAccountInfo = async (credential: ICredential): Promise<IAccountInfoCore> => {\n const [assetBalances, marketIndexTickerUSDT] = await Promise.all([\n getAssetBalances(credential, {}),\n firstValueFrom(marketIndexTickerUSDT$),\n ]);\n\n const positions: IPosition[] = [];\n let equity = 0;\n let free = 0;\n\n assetBalances.data.forEach((x) => {\n if (x.ccy === 'USDT') {\n const balance = +x.bal;\n equity += balance;\n free += balance;\n return;\n }\n\n const price = marketIndexTickerUSDT.get(`${x.ccy}-USDT`) || 0;\n const valuation = price * +x.bal || 0;\n const productId = encodePath('SPOT', `${x.ccy}-USDT`);\n\n positions.push({\n datasource_id: 'OKX',\n position_id: productId,\n product_id: productId,\n direction: 'LONG',\n volume: +x.bal,\n free_volume: +x.bal,\n position_price: price,\n floating_profit: 0,\n closable_price: price,\n valuation,\n });\n\n equity += valuation;\n });\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n};\n"]}
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1
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export { getTradingAccountInfo } from './trading';
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export { getFundingAccountInfo } from './funding';
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export { getLoanAccountInfo } from './loan';
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export { getEarningAccountInfo } from './earning';
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export { getStrategyAccountInfo } from './strategy';
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export { marketIndexTickerUSDT$ } from './trading';
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export { IAccountInfoCore } from './types';
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//# sourceMappingURL=index.d.ts.map
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1
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{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/accountInfos/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,qBAAqB,EAAE,MAAM,WAAW,CAAC;AAClD,OAAO,EAAE,qBAAqB,EAAE,MAAM,WAAW,CAAC;AAClD,OAAO,EAAE,kBAAkB,EAAE,MAAM,QAAQ,CAAC;AAC5C,OAAO,EAAE,qBAAqB,EAAE,MAAM,WAAW,CAAC;AAClD,OAAO,EAAE,sBAAsB,EAAE,MAAM,YAAY,CAAC;AACpD,OAAO,EAAE,sBAAsB,EAAE,MAAM,WAAW,CAAC;AACnD,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC"}
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"use strict";
|
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2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
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3
|
+
exports.marketIndexTickerUSDT$ = exports.getStrategyAccountInfo = exports.getEarningAccountInfo = exports.getLoanAccountInfo = exports.getFundingAccountInfo = exports.getTradingAccountInfo = void 0;
|
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4
|
+
var trading_1 = require("./trading");
|
|
5
|
+
Object.defineProperty(exports, "getTradingAccountInfo", { enumerable: true, get: function () { return trading_1.getTradingAccountInfo; } });
|
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6
|
+
var funding_1 = require("./funding");
|
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7
|
+
Object.defineProperty(exports, "getFundingAccountInfo", { enumerable: true, get: function () { return funding_1.getFundingAccountInfo; } });
|
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8
|
+
var loan_1 = require("./loan");
|
|
9
|
+
Object.defineProperty(exports, "getLoanAccountInfo", { enumerable: true, get: function () { return loan_1.getLoanAccountInfo; } });
|
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var earning_1 = require("./earning");
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Object.defineProperty(exports, "getEarningAccountInfo", { enumerable: true, get: function () { return earning_1.getEarningAccountInfo; } });
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var strategy_1 = require("./strategy");
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Object.defineProperty(exports, "getStrategyAccountInfo", { enumerable: true, get: function () { return strategy_1.getStrategyAccountInfo; } });
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var trading_2 = require("./trading");
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Object.defineProperty(exports, "marketIndexTickerUSDT$", { enumerable: true, get: function () { return trading_2.marketIndexTickerUSDT$; } });
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//# sourceMappingURL=index.js.map
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/accountInfos/index.ts"],"names":[],"mappings":";;;AAAA,qCAAkD;AAAzC,gHAAA,qBAAqB,OAAA;AAC9B,qCAAkD;AAAzC,gHAAA,qBAAqB,OAAA;AAC9B,+BAA4C;AAAnC,0GAAA,kBAAkB,OAAA;AAC3B,qCAAkD;AAAzC,gHAAA,qBAAqB,OAAA;AAC9B,uCAAoD;AAA3C,kHAAA,sBAAsB,OAAA;AAC/B,qCAAmD;AAA1C,iHAAA,sBAAsB,OAAA","sourcesContent":["export { getTradingAccountInfo } from './trading';\nexport { getFundingAccountInfo } from './funding';\nexport { getLoanAccountInfo } from './loan';\nexport { getEarningAccountInfo } from './earning';\nexport { getStrategyAccountInfo } from './strategy';\nexport { marketIndexTickerUSDT$ } from './trading';\nexport { IAccountInfoCore } from './types';\n"]}
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{"version":3,"file":"loan.d.ts","sourceRoot":"","sources":["../../src/accountInfos/loan.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,WAAW,EAAuB,MAAM,QAAQ,CAAC;AAC1D,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAE3C,eAAO,MAAM,kBAAkB,eAAsB,WAAW,KAAG,QAAQ,gBAAgB,CA4C1F,CAAC"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getLoanAccountInfo = void 0;
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const utils_1 = require("@yuants/utils");
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const api_1 = require("../api");
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const getLoanAccountInfo = async (credential) => {
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const res = await (0, api_1.getFlexibleLoanInfo)(credential);
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const data = res.data[0];
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const positions = [];
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for (const loan of data.loanData) {
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positions.push({
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datasource_id: 'OKX',
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product_id: `SPOT/${loan.ccy}-USDT`,
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volume: +loan.amt,
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free_volume: +loan.amt,
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position_id: (0, utils_1.encodePath)('loan', loan.ccy),
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direction: 'SHORT',
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position_price: 0,
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closable_price: 0,
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floating_profit: 0,
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valuation: 0,
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});
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}
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for (const collateral of data.collateralData) {
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positions.push({
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datasource_id: 'OKX',
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product_id: `SPOT/${collateral.ccy}-USDT`,
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volume: +collateral.amt,
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free_volume: +collateral.amt,
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position_id: (0, utils_1.encodePath)('collateral', collateral.ccy),
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direction: 'LONG',
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position_price: 0,
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closable_price: 0,
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floating_profit: 0,
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valuation: 0,
|
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});
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}
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const equity = +data.collateralNotionalUsd - +data.loanNotionalUsd;
|
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const free = equity - +data.collateralNotionalUsd;
|
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return {
|
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money: {
|
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currency: 'USDT',
|
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equity,
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free,
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},
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positions,
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};
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};
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exports.getLoanAccountInfo = getLoanAccountInfo;
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//# sourceMappingURL=loan.js.map
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{"version":3,"file":"loan.js","sourceRoot":"","sources":["../../src/accountInfos/loan.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,gCAA0D;AAGnD,MAAM,kBAAkB,GAAG,KAAK,EAAE,UAAuB,EAA6B,EAAE;IAC7F,MAAM,GAAG,GAAG,MAAM,IAAA,yBAAmB,EAAC,UAAU,CAAC,CAAC;IAClD,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAEzB,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,KAAK,MAAM,IAAI,IAAI,IAAI,CAAC,QAAQ,EAAE;QAChC,SAAS,CAAC,IAAI,CAAC;YACb,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,QAAQ,IAAI,CAAC,GAAG,OAAO;YACnC,MAAM,EAAE,CAAC,IAAI,CAAC,GAAG;YACjB,WAAW,EAAE,CAAC,IAAI,CAAC,GAAG;YACtB,WAAW,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC;YACzC,SAAS,EAAE,OAAO;YAClB,cAAc,EAAE,CAAC;YACjB,cAAc,EAAE,CAAC;YACjB,eAAe,EAAE,CAAC;YAClB,SAAS,EAAE,CAAC;SACb,CAAC,CAAC;KACJ;IACD,KAAK,MAAM,UAAU,IAAI,IAAI,CAAC,cAAc,EAAE;QAC5C,SAAS,CAAC,IAAI,CAAC;YACb,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,QAAQ,UAAU,CAAC,GAAG,OAAO;YACzC,MAAM,EAAE,CAAC,UAAU,CAAC,GAAG;YACvB,WAAW,EAAE,CAAC,UAAU,CAAC,GAAG;YAC5B,WAAW,EAAE,IAAA,kBAAU,EAAC,YAAY,EAAE,UAAU,CAAC,GAAG,CAAC;YACrD,SAAS,EAAE,MAAM;YACjB,cAAc,EAAE,CAAC;YACjB,cAAc,EAAE,CAAC;YACjB,eAAe,EAAE,CAAC;YAClB,SAAS,EAAE,CAAC;SACb,CAAC,CAAC;KACJ;IACD,MAAM,MAAM,GAAG,CAAC,IAAI,CAAC,qBAAqB,GAAG,CAAC,IAAI,CAAC,eAAe,CAAC;IACnE,MAAM,IAAI,GAAG,MAAM,GAAG,CAAC,IAAI,CAAC,qBAAqB,CAAC;IAElD,OAAO;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,MAAM;YAChB,MAAM;YACN,IAAI;SACL;QACD,SAAS;KACV,CAAC;AACJ,CAAC,CAAC;AA5CW,QAAA,kBAAkB,sBA4C7B","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { ICredential, getFlexibleLoanInfo } from '../api';\nimport { IAccountInfoCore } from './types';\n\nexport const getLoanAccountInfo = async (credential: ICredential): Promise<IAccountInfoCore> => {\n const res = await getFlexibleLoanInfo(credential);\n const data = res.data[0];\n\n const positions: IPosition[] = [];\n for (const loan of data.loanData) {\n positions.push({\n datasource_id: 'OKX',\n product_id: `SPOT/${loan.ccy}-USDT`,\n volume: +loan.amt,\n free_volume: +loan.amt,\n position_id: encodePath('loan', loan.ccy),\n direction: 'SHORT',\n position_price: 0,\n closable_price: 0,\n floating_profit: 0,\n valuation: 0,\n });\n }\n for (const collateral of data.collateralData) {\n positions.push({\n datasource_id: 'OKX',\n product_id: `SPOT/${collateral.ccy}-USDT`,\n volume: +collateral.amt,\n free_volume: +collateral.amt,\n position_id: encodePath('collateral', collateral.ccy),\n direction: 'LONG',\n position_price: 0,\n closable_price: 0,\n floating_profit: 0,\n valuation: 0,\n });\n }\n const equity = +data.collateralNotionalUsd - +data.loanNotionalUsd;\n const free = equity - +data.collateralNotionalUsd;\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n};\n"]}
|
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|
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1
|
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{"version":3,"file":"strategy.d.ts","sourceRoot":"","sources":["../../src/accountInfos/strategy.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,WAAW,EAA8C,MAAM,QAAQ,CAAC;AACjF,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAE3C,eAAO,MAAM,sBAAsB,eAAsB,WAAW,KAAG,QAAQ,gBAAgB,CAyD9F,CAAC"}
|
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|
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1
|
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"use strict";
|
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2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
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3
|
+
exports.getStrategyAccountInfo = void 0;
|
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4
|
+
const utils_1 = require("@yuants/utils");
|
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5
|
+
const api_1 = require("../api");
|
|
6
|
+
const getStrategyAccountInfo = async (credential) => {
|
|
7
|
+
// TODO: 需要分页获取所有的网格订单 (每页 100 条)
|
|
8
|
+
const [gridAlgoOrders] = await Promise.all([
|
|
9
|
+
(0, api_1.getGridOrdersAlgoPending)(credential, {
|
|
10
|
+
algoOrdType: 'contract_grid',
|
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11
|
+
}),
|
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12
|
+
]);
|
|
13
|
+
let totalEquity = 0;
|
|
14
|
+
const positions = [];
|
|
15
|
+
const gridPositionsRes = await Promise.all(gridAlgoOrders.data.map((item) => (0, api_1.getGridPositions)(credential, { algoOrdType: 'contract_grid', algoId: item.algoId })));
|
|
16
|
+
gridPositionsRes.forEach((gridPositions, index) => {
|
|
17
|
+
var _a, _b, _c, _d;
|
|
18
|
+
let positionValuation = 0;
|
|
19
|
+
const leverage = +((_a = gridAlgoOrders.data) === null || _a === void 0 ? void 0 : _a[index].actualLever);
|
|
20
|
+
(_b = gridPositions === null || gridPositions === void 0 ? void 0 : gridPositions.data) === null || _b === void 0 ? void 0 : _b.forEach((position) => {
|
|
21
|
+
var _a, _b, _c;
|
|
22
|
+
if (+position.pos !== 0) {
|
|
23
|
+
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 : '';
|
|
24
|
+
const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';
|
|
25
|
+
positions.push({
|
|
26
|
+
position_id: (0, utils_1.encodePath)(position.algoId, position.instId),
|
|
27
|
+
datasource_id: 'OKX',
|
|
28
|
+
product_id: (0, utils_1.encodePath)(position.instType, position.instId),
|
|
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|
+
direction,
|
|
30
|
+
volume: Math.abs(+position.pos),
|
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|
+
free_volume: +position.pos,
|
|
32
|
+
position_price: +position.avgPx,
|
|
33
|
+
floating_profit: +position.upl,
|
|
34
|
+
closable_price: +position.last,
|
|
35
|
+
valuation: +position.notionalUsd,
|
|
36
|
+
});
|
|
37
|
+
positionValuation += +position.notionalUsd;
|
|
38
|
+
}
|
|
39
|
+
});
|
|
40
|
+
if (leverage === 0) {
|
|
41
|
+
// 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
|
|
42
|
+
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);
|
|
43
|
+
}
|
|
44
|
+
else {
|
|
45
|
+
// 历史提取金额不会从 investment, totalPnl 扣减
|
|
46
|
+
// 计算净值需要通过仓位的名义价值和实际杠杆计算
|
|
47
|
+
totalEquity += positionValuation / leverage;
|
|
48
|
+
}
|
|
49
|
+
});
|
|
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|
+
return {
|
|
51
|
+
money: {
|
|
52
|
+
currency: 'USDT',
|
|
53
|
+
equity: totalEquity,
|
|
54
|
+
free: 0, // TODO: 累计策略的可提取资金作为 free
|
|
55
|
+
},
|
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|
+
positions,
|
|
57
|
+
};
|
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|
+
};
|
|
59
|
+
exports.getStrategyAccountInfo = getStrategyAccountInfo;
|
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|
+
//# sourceMappingURL=strategy.js.map
|
|
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|
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|
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{"version":3,"file":"strategy.js","sourceRoot":"","sources":["../../src/accountInfos/strategy.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,gCAAiF;AAG1E,MAAM,sBAAsB,GAAG,KAAK,EAAE,UAAuB,EAA6B,EAAE;IACjG,iCAAiC;IACjC,MAAM,CAAC,cAAc,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACzC,IAAA,8BAAwB,EAAC,UAAU,EAAE;YACnC,WAAW,EAAE,eAAe;SAC7B,CAAC;KACH,CAAC,CAAC;IAEH,IAAI,WAAW,GAAG,CAAC,CAAC;IACpB,MAAM,SAAS,GAAgB,EAAE,CAAC;IAElC,MAAM,gBAAgB,GAAG,MAAM,OAAO,CAAC,GAAG,CACxC,cAAc,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAC/B,IAAA,sBAAgB,EAAC,UAAU,EAAE,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,CAAC,CACpF,CACF,CAAC;IAEF,gBAAgB,CAAC,OAAO,CAAC,CAAC,aAAa,EAAE,KAAK,EAAE,EAAE;;QAChD,IAAI,iBAAiB,GAAG,CAAC,CAAC;QAC1B,MAAM,QAAQ,GAAG,CAAC,CAAA,MAAA,cAAc,CAAC,IAAI,0CAAG,KAAK,EAAE,WAAW,CAAA,CAAC;QAC3D,MAAA,aAAa,aAAb,aAAa,uBAAb,aAAa,CAAE,IAAI,0CAAE,OAAO,CAAC,CAAC,QAAQ,EAAE,EAAE;;YACxC,IAAI,CAAC,QAAQ,CAAC,GAAG,KAAK,CAAC,EAAE;gBACvB,MAAM,YAAY,GAAG,MAAA,MAAA,MAAA,cAAc,CAAC,IAAI,0CAAG,KAAK,CAAC,0CAAE,SAAS,mCAAI,EAAE,CAAC;gBACnE,MAAM,SAAS,GAAG,YAAY,CAAC,CAAC,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC;gBACrE,SAAS,CAAC,IAAI,CAAC;oBACb,WAAW,EAAE,IAAA,kBAAU,EAAC,QAAQ,CAAC,MAAM,EAAE,QAAQ,CAAC,MAAM,CAAC;oBACzD,aAAa,EAAE,KAAK;oBACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ,CAAC,MAAM,CAAC;oBAC1D,SAAS;oBACT,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,GAAG,CAAC;oBAC/B,WAAW,EAAE,CAAC,QAAQ,CAAC,GAAG;oBAC1B,cAAc,EAAE,CAAC,QAAQ,CAAC,KAAK;oBAC/B,eAAe,EAAE,CAAC,QAAQ,CAAC,GAAG;oBAC9B,cAAc,EAAE,CAAC,QAAQ,CAAC,IAAI;oBAC9B,SAAS,EAAE,CAAC,QAAQ,CAAC,WAAW;iBACjC,CAAC,CAAC;gBACH,iBAAiB,IAAI,CAAC,QAAQ,CAAC,WAAW,CAAC;aAC5C;QACH,CAAC,CAAC,CAAC;QACH,IAAI,QAAQ,KAAK,CAAC,EAAE;YAClB,mCAAmC;YACnC,WAAW,IAAI,CAAC,CAAA,MAAA,cAAc,CAAC,IAAI,0CAAG,KAAK,EAAE,UAAU,CAAA,GAAG,CAAC,CAAA,MAAA,cAAc,CAAC,IAAI,0CAAG,KAAK,EAAE,QAAQ,CAAA,CAAC;SAClG;aAAM;YACL,oCAAoC;YACpC,yBAAyB;YACzB,WAAW,IAAI,iBAAiB,GAAG,QAAQ,CAAC;SAC7C;IACH,CAAC,CAAC,CAAC;IAEH,OAAO;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,MAAM;YAChB,MAAM,EAAE,WAAW;YACnB,IAAI,EAAE,CAAC,EAAE,0BAA0B;SACpC;QACD,SAAS;KACV,CAAC;AACJ,CAAC,CAAC;AAzDW,QAAA,sBAAsB,0BAyDjC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { ICredential, getGridOrdersAlgoPending, getGridPositions } from '../api';\nimport { IAccountInfoCore } from './types';\n\nexport const getStrategyAccountInfo = async (credential: ICredential): Promise<IAccountInfoCore> => {\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 getGridOrdersAlgoPending(credential, {\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 getGridPositions(credential, { algoOrdType: 'contract_grid', algoId: item.algoId }),\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 free: 0, // TODO: 累计策略的可提取资金作为 free\n },\n positions,\n };\n};\n"]}
|
|
@@ -0,0 +1,5 @@
|
|
|
1
|
+
import { ICredential } from '../api';
|
|
2
|
+
import { IAccountInfoCore } from './types';
|
|
3
|
+
export declare const marketIndexTickerUSDT$: import("rxjs").Observable<Map<string, number>>;
|
|
4
|
+
export declare const getTradingAccountInfo: (credential: ICredential) => Promise<IAccountInfoCore>;
|
|
5
|
+
//# sourceMappingURL=trading.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
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{"version":3,"file":"trading.d.ts","sourceRoot":"","sources":["../../src/accountInfos/trading.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,WAAW,EAA0C,MAAM,QAAQ,CAAC;AAG7E,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAE3C,eAAO,MAAM,sBAAsB,gDASlC,CAAC;AAEF,eAAO,MAAM,qBAAqB,eAAsB,WAAW,KAAG,QAAQ,gBAAgB,CA+E7F,CAAC"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getTradingAccountInfo = exports.marketIndexTickerUSDT$ = void 0;
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const utils_1 = require("@yuants/utils");
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const rxjs_1 = require("rxjs");
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const api_1 = require("../api");
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const product_1 = require("../product");
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const public_api_1 = require("../public-api");
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exports.marketIndexTickerUSDT$ = (0, rxjs_1.defer)(() => (0, public_api_1.getMarketIndexTicker)({ quoteCcy: 'USDT' })).pipe((0, rxjs_1.map)((x) => {
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const mapInstIdToPrice = new Map();
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x.data.forEach((inst) => mapInstIdToPrice.set(inst.instId, Number(inst.idxPx)));
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return mapInstIdToPrice;
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}), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1));
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const getTradingAccountInfo = async (credential) => {
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var _a;
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const [positionsApi, balanceApi, mapProductIdToProduct, marketIndexTickerUSDT] = await Promise.all([
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(0, api_1.getAccountPositions)(credential, {}),
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(0, api_1.getAccountBalance)(credential, {}),
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(0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$),
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(0, rxjs_1.firstValueFrom)(exports.marketIndexTickerUSDT$),
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]);
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let totalEquity = 0;
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let totalFree = 0;
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const positions = [];
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(_a = balanceApi.data[0]) === null || _a === void 0 ? void 0 : _a.details.forEach((detail) => {
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var _a, _b, _c, _d, _e, _f;
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if (detail.ccy === 'USDT') {
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const balance = +((_a = detail.cashBal) !== null && _a !== void 0 ? _a : 0);
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const free = Math.min(balance, // free should no more than balance if there is much profits
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+((_b = detail.availEq) !== null && _b !== void 0 ? _b : 0));
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const equity = +((_c = detail.eq) !== null && _c !== void 0 ? _c : 0) - +((_d = detail.stgyEq) !== null && _d !== void 0 ? _d : 0);
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totalEquity += equity;
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totalFree += free;
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}
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else {
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const volume = +((_e = detail.cashBal) !== null && _e !== void 0 ? _e : 0);
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const free_volume = Math.min(volume, // free should no more than balance if there is much profits
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+((_f = detail.availEq) !== null && _f !== void 0 ? _f : 0));
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const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;
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const delta_equity = volume * closable_price || 0;
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const delta_profit = +detail.totalPnl || 0;
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const product_id = (0, utils_1.encodePath)('SPOT', `${detail.ccy}-USDT`);
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positions.push({
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position_id: product_id,
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datasource_id: 'OKX',
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product_id: product_id,
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direction: 'LONG',
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volume: volume,
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free_volume: free_volume,
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position_price: +detail.accAvgPx,
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floating_profit: delta_profit,
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closable_price: closable_price,
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valuation: delta_equity,
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});
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totalEquity += delta_equity;
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}
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});
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positionsApi.data.forEach((x) => {
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var _a, _b;
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const direction = x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';
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const volume = Math.abs(+x.pos);
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const product_id = (0, utils_1.encodePath)(x.instType, x.instId);
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const closable_price = +x.last;
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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;
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positions.push({
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position_id: x.posId,
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datasource_id: 'OKX',
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product_id,
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direction,
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volume: volume,
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free_volume: +x.availPos,
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closable_price,
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position_price: +x.avgPx,
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floating_profit: +x.upl,
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valuation,
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});
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});
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return {
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money: {
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currency: 'USDT',
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equity: totalEquity,
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free: totalFree,
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},
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positions: positions,
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};
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};
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exports.getTradingAccountInfo = getTradingAccountInfo;
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//# sourceMappingURL=trading.js.map
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0);\n const free = Math.min(\n balance, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const equity = +(detail.eq ?? 0) - +(detail.stgyEq ?? 0);\n totalEquity += equity;\n totalFree += free;\n } else {\n const volume = +(detail.cashBal ?? 0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n const closable_price = marketIndexTickerUSDT.get(detail.ccy + '-USDT') || 0;\n const delta_equity = volume * closable_price || 0;\n const delta_profit = +detail.totalPnl || 0;\n\n const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n positions.push({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n direction: 'LONG',\n volume: volume,\n free_volume: free_volume,\n position_price: +detail.accAvgPx,\n floating_profit: delta_profit,\n closable_price: closable_price,\n valuation: delta_equity,\n });\n\n totalEquity += delta_equity;\n }\n });\n positionsApi.data.forEach((x) => {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath(x.instType, x.instId);\n const closable_price = +x.last;\n const valuation =\n (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n valuation,\n });\n });\n return {\n money: {\n currency: 'USDT',\n equity: totalEquity,\n free: totalFree,\n },\n positions: positions,\n };\n};\n"]}
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{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/accountInfos/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAEhE,MAAM,WAAW,gBAAgB;IAC/B,KAAK,EAAE,IAAI,CAAC,aAAa,EAAE,UAAU,GAAG,QAAQ,GAAG,MAAM,CAAC,CAAC;IAC3D,SAAS,EAAE,SAAS,EAAE,CAAC;CACxB"}
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{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/accountInfos/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IAccountMoney, IPosition } from '@yuants/data-account';\n\nexport interface IAccountInfoCore {\n money: Pick<IAccountMoney, 'currency' | 'equity' | 'free'>;\n positions: IPosition[];\n}\n"]}
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