@yuants/vendor-okx 0.23.25 → 0.23.26

package/dist/order-actions.js

@@ -1,10 +1,10 @@
 import { Terminal } from '@yuants/protocol';
-import { decodePath, formatTime, roundToStep } from '@yuants/utils';
-import { defer, firstValueFrom, map } from 'rxjs';
+import { defer, firstValueFrom } from 'rxjs';
 import { tradingAccountId$ } from './account';
-import { getDefaultCredential, postTradeAmendOrder, postTradeCancelOrder, postTradeOrder } from './api';
-import { productService } from './product';
-import { spotMarketTickers$ } from './quote';
+import { getDefaultCredential } from './api';
+import { cancelOrder } from './orders/cancelOrder';
+import { modifyOrder } from './orders/modifyOrder';
+import { submitOrder } from './orders/submitOrder';
 const terminal = Terminal.fromNodeEnv();
 const credential = getDefaultCredential();
 defer(async () => {
@@ -15,115 +15,7 @@ defer(async () => {
             account_id: { const: tradingAccountId },
         },
     }, async (msg) => {
-        var _a, _b, _c;
-        console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(msg));
-        const order = msg.req;
-        const [instType, instId] = decodePath(order.product_id);
-        const mapOrderDirectionToSide = (direction) => {
-            switch (direction) {
-                case 'OPEN_LONG':
-                case 'CLOSE_SHORT':
-                    return 'buy';
-                case 'OPEN_SHORT':
-                case 'CLOSE_LONG':
-                    return 'sell';
-            }
-            throw new Error(`Unknown direction: ${direction}`);
-        };
-        const mapOrderDirectionToPosSide = (direction) => {
-            switch (direction) {
-                case 'OPEN_LONG':
-                case 'CLOSE_LONG':
-                    return 'long';
-                case 'CLOSE_SHORT':
-                case 'OPEN_SHORT':
-                    return 'short';
-            }
-            throw new Error(`Unknown direction: ${direction}`);
-        };
-        const mapOrderTypeToOrdType = (order_type) => {
-            switch (order_type) {
-                case 'LIMIT':
-                    return 'limit';
-                case 'MARKET':
-                    return 'market';
-                case 'MAKER':
-                    return 'post_only';
-            }
-            throw new Error(`Unknown order type: ${order_type}`);
-        };
-        // 交易数量，表示要购买或者出售的数量。
-        // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
-        // 当币币杠杆以市价买入时，指计价货币的数量。
-        // 当币币杠杆以市价卖出时，指交易货币的数量。
-        // 对于币币市价单，单位由 tgtCcy 决定
-        // 当交割、永续、期权买入和卖出时，指合约张数。
-        const mapOrderVolumeToSz = async (order) => {
-            if (instType === 'SWAP') {
-                return order.volume;
-            }
-            if (instType === 'MARGIN') {
-                if (order.order_type === 'LIMIT') {
-                    return order.volume;
-                }
-                if (order.order_type === 'MAKER') {
-                    return order.volume;
-                }
-                if (order.order_type === 'MARKET') {
-                    if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
-                        return order.volume;
-                    }
-                    //
-                    const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
-                        ? +x[instId].askPx
-                        : +x[instId].bidPx)));
-                    if (!price) {
-                        throw new Error(`invalid tick: ${price}`);
-                    }
-                    console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);
-                    const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
-                    if (!theProduct) {
-                        throw new Error(`Unknown product: ${order.position_id}`);
-                    }
-                    return roundToStep(order.volume * price, theProduct.volume_step);
-                }
-                return 0;
-            }
-            if (instType === 'SPOT') {
-                return order.volume;
-            }
-            throw new Error(`Unknown instType: ${instType}`);
-        };
-        const params = {
-            instId,
-            tdMode: instType === 'SPOT' ? 'cash' : 'cross',
-            side: mapOrderDirectionToSide(order.order_direction),
-            posSide: instType === 'MARGIN' || instType === 'SPOT'
-                ? 'net'
-                : mapOrderDirectionToPosSide(order.order_direction),
-            ordType: mapOrderTypeToOrdType(order.order_type),
-            sz: (await mapOrderVolumeToSz(order)).toString(),
-            tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
-            reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
-                ? 'true'
-                : undefined,
-            px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
-            ccy: instType === 'MARGIN' ? 'USDT' : undefined,
-        };
-        console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
-        const res = await postTradeOrder(credential, params);
-        if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
-            return {
-                res: {
-                    code: 0,
-                    message: 'OK',
-                    data: {
-                        order_id: res.data[0].ordId,
-                    },
-                },
-            };
-        }
-        return { res: { code: +res.code, message: res.msg } };
+        return { res: { code: 0, message: 'OK', data: { order_id: await submitOrder(credential, msg.req) } } };
     });
     terminal.server.provideService('ModifyOrder', {
         required: ['account_id'],
@@ -131,63 +23,7 @@ defer(async () => {
             account_id: { const: tradingAccountId },
         },
     }, async (msg) => {
-        console.info(formatTime(Date.now()), 'ModifyOrder', JSON.stringify(msg));
-        const order = msg.req;
-        const [instType, instId] = decodePath(order.product_id);
-        const params = {
-            instId,
-            ordId: order.order_id, // 使用现有订单ID
-        };
-        // 如果需要修改价格
-        if (order.price !== undefined) {
-            params.newPx = order.price.toString();
-        }
-        // 如果需要修改数量
-        if (order.volume !== undefined) {
-            // 处理数量修改，类似于 SubmitOrder 中的逻辑
-            if (instType === 'SWAP') {
-                params.newSz = order.volume.toString();
-            }
-            else if (instType === 'SPOT') {
-                params.newSz = order.volume.toString();
-            }
-            else if (instType === 'MARGIN') {
-                if (order.order_type === 'LIMIT') {
-                    params.newSz = order.volume.toString();
-                }
-                if (order.order_type === 'MAKER') {
-                    params.newSz = order.volume.toString();
-                }
-                if (order.order_type === 'MARKET') {
-                    // 对于市价单，可能需要根据当前价格计算新的数量
-                    const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
-                        ? +x[instId].askPx
-                        : +x[instId].bidPx)));
-                    if (!price) {
-                        throw new Error(`invalid tick: ${price}`);
-                    }
-                    console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);
-                    const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
-                    if (!theProduct) {
-                        throw new Error(`Unknown product: ${order.position_id}`);
-                    }
-                    params.newSz = roundToStep(order.volume * price, theProduct.volume_step).toString();
-                }
-            }
-            else {
-                throw new Error(`Unknown instType: ${instType}`);
-            }
-        }
-        console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
-        const res = await postTradeAmendOrder(credential, params);
-        if (res.code !== '0') {
-            return {
-                res: {
-                    code: +res.code,
-                    message: res.msg,
-                },
-            };
-        }
+        await modifyOrder(credential, msg.req);
         return { res: { code: 0, message: 'OK' } };
     });
     terminal.server.provideService('CancelOrder', {
@@ -195,17 +31,9 @@ defer(async () => {
         properties: {
             account_id: { const: tradingAccountId },
         },
-    }, (msg) => defer(async () => {
-        const order = msg.req;
-        const [instType, instId] = decodePath(order.product_id);
-        const res = await postTradeCancelOrder(credential, {
-            instId,
-            ordId: order.order_id,
-        });
-        if (res.code !== '0') {
-            return { res: { code: +res.code, message: res.msg } };
-        }
+    }, async (msg) => {
+        await cancelOrder(credential, msg.req);
         return { res: { code: 0, message: 'OK' } };
-    }));
+    });
 }).subscribe();
 //# sourceMappingURL=order-actions.js.map

package/dist/order-actions.js.map

@@ -1 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { defer, firstValueFrom, map } from 'rxjs';\nimport { tradingAccountId$ } from './account';\nimport { getDefaultCredential, postTradeAmendOrder, postTradeCancelOrder, postTradeOrder } from './api';\nimport { productService } from './product';\nimport { spotMarketTickers$ } from './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  terminal.server.provideService<IOrder, { order_id?: string }>(\n    'SubmitOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(msg));\n      const order = msg.req;\n      const [instType, instId] = decodePath(order.product_id);\n\n      const mapOrderDirectionToSide = (direction?: string) => {\n        switch (direction) {\n          case 'OPEN_LONG':\n          case 'CLOSE_SHORT':\n            return 'buy';\n          case 'OPEN_SHORT':\n          case 'CLOSE_LONG':\n            return 'sell';\n        }\n        throw new Error(`Unknown direction: ${direction}`);\n      };\n      const mapOrderDirectionToPosSide = (direction?: string) => {\n        switch (direction) {\n          case 'OPEN_LONG':\n          case 'CLOSE_LONG':\n            return 'long';\n          case 'CLOSE_SHORT':\n          case 'OPEN_SHORT':\n            return 'short';\n        }\n        throw new Error(`Unknown direction: ${direction}`);\n      };\n      const mapOrderTypeToOrdType = (order_type?: string) => {\n        switch (order_type) {\n          case 'LIMIT':\n            return 'limit';\n          case 'MARKET':\n            return 'market';\n          case 'MAKER':\n            return 'post_only';\n        }\n        throw new Error(`Unknown order type: ${order_type}`);\n      };\n\n      // 交易数量，表示要购买或者出售的数量。\n      // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n      // 当币币杠杆以市价买入时，指计价货币的数量。\n      // 当币币杠杆以市价卖出时，指交易货币的数量。\n      // 对于币币市价单，单位由 tgtCcy 决定\n      // 当交割、永续、期权买入和卖出时，指合约张数。\n      const mapOrderVolumeToSz = async (order: IOrder) => {\n        if (instType === 'SWAP') {\n          return order.volume;\n        }\n        if (instType === 'MARGIN') {\n          if (order.order_type === 'LIMIT') {\n            return order.volume;\n          }\n          if (order.order_type === 'MAKER') {\n            return order.volume;\n          }\n          if (order.order_type === 'MARKET') {\n            if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n              return order.volume;\n            }\n            //\n            const price = await firstValueFrom(\n              spotMarketTickers$.pipe(\n                map((x) =>\n                  mapOrderDirectionToPosSide(order.order_direction) === 'long'\n                    ? +x[instId].askPx\n                    : +x[instId].bidPx,\n                ),\n              ),\n            );\n            if (!price) {\n              throw new Error(`invalid tick: ${price}`);\n            }\n            console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n            const theProduct = await firstValueFrom(\n              productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n            );\n            if (!theProduct) {\n              throw new Error(`Unknown product: ${order.position_id}`);\n            }\n            return roundToStep(order.volume * price, theProduct.volume_step!);\n          }\n\n          return 0;\n        }\n\n        if (instType === 'SPOT') {\n          return order.volume;\n        }\n\n        throw new Error(`Unknown instType: ${instType}`);\n      };\n\n      const params = {\n        instId,\n        tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n        side: mapOrderDirectionToSide(order.order_direction),\n        posSide:\n          instType === 'MARGIN' || instType === 'SPOT'\n            ? 'net'\n            : mapOrderDirectionToPosSide(order.order_direction),\n        ordType: mapOrderTypeToOrdType(order.order_type),\n        sz: (await mapOrderVolumeToSz(order)).toString(),\n        tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n        reduceOnly:\n          instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n            ? 'true'\n            : undefined,\n        px:\n          order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n        ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n      };\n      console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n      const res = await postTradeOrder(credential, params);\n      if (res.code === '0' && res.data?.[0]?.ordId) {\n        return {\n          res: {\n            code: 0,\n            message: 'OK',\n            data: {\n              order_id: res.data[0].ordId,\n            },\n          },\n        };\n      }\n      return { res: { code: +res.code, message: res.msg } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'ModifyOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      console.info(formatTime(Date.now()), 'ModifyOrder', JSON.stringify(msg));\n      const order = msg.req;\n      const [instType, instId] = decodePath(order.product_id);\n\n      const params: {\n        instId: string;\n        ordId: string;\n        newPx?: string;\n        newSz?: string;\n      } = {\n        instId,\n        ordId: order.order_id!, // 使用现有订单ID\n      };\n\n      // 如果需要修改价格\n      if (order.price !== undefined) {\n        params.newPx = order.price.toString();\n      }\n\n      // 如果需要修改数量\n      if (order.volume !== undefined) {\n        // 处理数量修改，类似于 SubmitOrder 中的逻辑\n        if (instType === 'SWAP') {\n          params.newSz = order.volume.toString();\n        } else if (instType === 'SPOT') {\n          params.newSz = order.volume.toString();\n        } else if (instType === 'MARGIN') {\n          if (order.order_type === 'LIMIT') {\n            params.newSz = order.volume.toString();\n          }\n          if (order.order_type === 'MAKER') {\n            params.newSz = order.volume.toString();\n          }\n          if (order.order_type === 'MARKET') {\n            // 对于市价单，可能需要根据当前价格计算新的数量\n            const price = await firstValueFrom(\n              spotMarketTickers$.pipe(\n                map((x) =>\n                  order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n                    ? +x[instId].askPx\n                    : +x[instId].bidPx,\n                ),\n              ),\n            );\n            if (!price) {\n              throw new Error(`invalid tick: ${price}`);\n            }\n            console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n            const theProduct = await firstValueFrom(\n              productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n            );\n            if (!theProduct) {\n              throw new Error(`Unknown product: ${order.position_id}`);\n            }\n            params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n          }\n        } else {\n          throw new Error(`Unknown instType: ${instType}`);\n        }\n      }\n\n      console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n      const res = await postTradeAmendOrder(credential, params);\n      if (res.code !== '0') {\n        return {\n          res: {\n            code: +res.code,\n            message: res.msg,\n          },\n        };\n      }\n\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'CancelOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    (msg) =>\n      defer(async () => {\n        const order = msg.req;\n        const [instType, instId] = decodePath(order.product_id);\n        const res = await postTradeCancelOrder(credential, {\n          instId,\n          ordId: order.order_id!,\n        });\n        if (res.code !== '0') {\n          return { res: { code: +res.code, message: res.msg } };\n        }\n        return { res: { code: 0, message: 'OK' } };\n      }),\n  );\n}).subscribe();\n"]}
+{"version":3,"file":"order-actions.js","sourceRoot":"","sources":["../src/order-actions.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,iBAAiB,EAAE,MAAM,WAAW,CAAC;AAC9C,OAAO,EAAE,oBAAoB,EAAE,MAAM,OAAO,CAAC;AAC7C,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,cAAc,CAAC,iBAAiB,CAAC,CAAC;IACjE,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,EAAE,QAAQ,EAAE,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,EAAE,EAAE,CAAC;IACzG,CAAC,CACF,CAAC;IAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QACvC,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;IAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QACvC,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { defer, firstValueFrom } from 'rxjs';\nimport { tradingAccountId$ } from './account';\nimport { getDefaultCredential } from './api';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  terminal.server.provideService<IOrder, { order_id?: string }>(\n    'SubmitOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      return { res: { code: 0, message: 'OK', data: { order_id: await submitOrder(credential, msg.req) } } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'ModifyOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      await modifyOrder(credential, msg.req);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'CancelOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      await cancelOrder(credential, msg.req);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n}).subscribe();\n"]}

package/dist/orders/cancelOrder.js

@@ -0,0 +1,13 @@
+import { decodePath } from '@yuants/utils';
+import { postTradeCancelOrder } from '../api';
+export const cancelOrder = async (credential, order) => {
+    const [, instId] = decodePath(order.product_id);
+    const res = await postTradeCancelOrder(credential, {
+        instId,
+        ordId: order.order_id,
+    });
+    if (res.code !== '0') {
+        throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);
+    }
+};
+//# sourceMappingURL=cancelOrder.js.map

package/dist/orders/cancelOrder.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../src/orders/cancelOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAe,oBAAoB,EAAE,MAAM,QAAQ,CAAC;AAE3D,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAChD,MAAM,GAAG,GAAG,MAAM,oBAAoB,CAAC,UAAU,EAAE;QACjD,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS;KACvB,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,6BAA6B,GAAG,CAAC,IAAI,QAAQ,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { ICredential, postTradeCancelOrder } from '../api';\n\nexport const cancelOrder = async (credential: ICredential, order: IOrder) => {\n  const [, instId] = decodePath(order.product_id);\n  const res = await postTradeCancelOrder(credential, {\n    instId,\n    ordId: order.order_id!,\n  });\n  if (res.code !== '0') {\n    throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);\n  }\n};\n"]}

package/dist/orders/modifyOrder.js

@@ -0,0 +1,58 @@
+import { formatTime, decodePath, roundToStep } from '@yuants/utils';
+import { firstValueFrom, map } from 'rxjs';
+import { postTradeAmendOrder } from '../api';
+import { productService } from '../product';
+import { spotMarketTickers$ } from '../quote';
+export const modifyOrder = async (credential, order) => {
+    const [instType, instId] = decodePath(order.product_id);
+    const params = {
+        instId,
+        ordId: order.order_id, // 使用现有订单ID
+    };
+    // 如果需要修改价格
+    if (order.price !== undefined) {
+        params.newPx = order.price.toString();
+    }
+    // 如果需要修改数量
+    if (order.volume !== undefined) {
+        // 处理数量修改，类似于 SubmitOrder 中的逻辑
+        if (instType === 'SWAP') {
+            params.newSz = order.volume.toString();
+        }
+        else if (instType === 'SPOT') {
+            params.newSz = order.volume.toString();
+        }
+        else if (instType === 'MARGIN') {
+            if (order.order_type === 'LIMIT') {
+                params.newSz = order.volume.toString();
+            }
+            if (order.order_type === 'MAKER') {
+                params.newSz = order.volume.toString();
+            }
+            if (order.order_type === 'MARKET') {
+                // 对于市价单，可能需要根据当前价格计算新的数量
+                const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
+                    ? +x[instId].askPx
+                    : +x[instId].bidPx)));
+                if (!price) {
+                    throw new Error(`invalid tick: ${price}`);
+                }
+                console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);
+                const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
+                if (!theProduct) {
+                    throw new Error(`Unknown product: ${order.position_id}`);
+                }
+                params.newSz = roundToStep(order.volume * price, theProduct.volume_step).toString();
+            }
+        }
+        else {
+            throw new Error(`Unknown instType: ${instType}`);
+        }
+    }
+    console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
+    const res = await postTradeAmendOrder(credential, params);
+    if (res.code !== '0') {
+        throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);
+    }
+};
+//# sourceMappingURL=modifyOrder.js.map

package/dist/orders/modifyOrder.js.map

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+x[instId].askPx\n                : +x[instId].bidPx,\n            ),\n          ),\n        );\n        if (!price) {\n          throw new Error(`invalid tick: ${price}`);\n        }\n        console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n        const theProduct = await firstValueFrom(\n          productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n        );\n        if (!theProduct) {\n          throw new Error(`Unknown product: ${order.position_id}`);\n        }\n        params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n      }\n    } else {\n      throw new Error(`Unknown instType: ${instType}`);\n    }\n  }\n\n  console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n  const res = await postTradeAmendOrder(credential, params);\n  if (res.code !== '0') {\n    throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);\n  }\n};\n"]}

package/dist/orders/submitOrder.js

@@ -0,0 +1,107 @@
+import { decodePath, formatTime, roundToStep } from '@yuants/utils';
+import { firstValueFrom, map } from 'rxjs';
+import { postTradeOrder } from '../api';
+import { productService } from '../product';
+import { spotMarketTickers$ } from '../quote';
+const mapOrderDirectionToSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_SHORT':
+            return 'buy';
+        case 'OPEN_SHORT':
+        case 'CLOSE_LONG':
+            return 'sell';
+    }
+    throw new Error(`Unknown direction: ${direction}`);
+};
+const mapOrderDirectionToPosSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_LONG':
+            return 'long';
+        case 'CLOSE_SHORT':
+        case 'OPEN_SHORT':
+            return 'short';
+    }
+    throw new Error(`Unknown direction: ${direction}`);
+};
+const mapOrderTypeToOrdType = (order_type) => {
+    switch (order_type) {
+        case 'LIMIT':
+            return 'limit';
+        case 'MARKET':
+            return 'market';
+        case 'MAKER':
+            return 'post_only';
+    }
+    throw new Error(`Unknown order type: ${order_type}`);
+};
+export const submitOrder = async (credential, order) => {
+    var _a, _b, _c;
+    const [instType, instId] = decodePath(order.product_id);
+    // 交易数量，表示要购买或者出售的数量。
+    // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
+    // 当币币杠杆以市价买入时，指计价货币的数量。
+    // 当币币杠杆以市价卖出时，指交易货币的数量。
+    // 对于币币市价单，单位由 tgtCcy 决定
+    // 当交割、永续、期权买入和卖出时，指合约张数。
+    const mapOrderVolumeToSz = async (order) => {
+        if (instType === 'SWAP') {
+            return order.volume;
+        }
+        if (instType === 'MARGIN') {
+            if (order.order_type === 'LIMIT') {
+                return order.volume;
+            }
+            if (order.order_type === 'MAKER') {
+                return order.volume;
+            }
+            if (order.order_type === 'MARKET') {
+                if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
+                    return order.volume;
+                }
+                //
+                const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
+                    ? +x[instId].askPx
+                    : +x[instId].bidPx)));
+                if (!price) {
+                    throw new Error(`invalid tick: ${price}`);
+                }
+                console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);
+                const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
+                if (!theProduct) {
+                    throw new Error(`Unknown product: ${order.position_id}`);
+                }
+                return roundToStep(order.volume * price, theProduct.volume_step);
+            }
+            return 0;
+        }
+        if (instType === 'SPOT') {
+            return order.volume;
+        }
+        throw new Error(`Unknown instType: ${instType}`);
+    };
+    const params = {
+        instId,
+        tdMode: instType === 'SPOT' ? 'cash' : 'cross',
+        side: mapOrderDirectionToSide(order.order_direction),
+        posSide: instType === 'MARGIN' || instType === 'SPOT'
+            ? 'net'
+            : mapOrderDirectionToPosSide(order.order_direction),
+        ordType: mapOrderTypeToOrdType(order.order_type),
+        sz: (await mapOrderVolumeToSz(order)).toString(),
+        tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
+        reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
+            ? 'true'
+            : undefined,
+        px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
+        ccy: instType === 'MARGIN' ? 'USDT' : undefined,
+    };
+    console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
+    const res = await postTradeOrder(credential, params);
+    if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
+        return res.data[0].ordId;
+    }
+    throw `Failed to submit order: ${res.code} ${res.msg}`;
+};
+//# sourceMappingURL=submitOrder.js.map

package/dist/orders/submitOrder.js.map

@@ -0,0 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeOrder } from '../api';\nimport { productService } from '../product';\nimport { spotMarketTickers$ } from '../quote';\n\nconst mapOrderDirectionToSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 'buy';\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return 'sell';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderDirectionToPosSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_LONG':\n      return 'long';\n    case 'CLOSE_SHORT':\n    case 'OPEN_SHORT':\n      return 'short';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderTypeToOrdType = (order_type?: string) => {\n  switch (order_type) {\n    case 'LIMIT':\n      return 'limit';\n    case 'MARKET':\n      return 'market';\n    case 'MAKER':\n      return 'post_only';\n  }\n  throw new Error(`Unknown order type: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<string> => {\n  const [instType, instId] = decodePath(order.product_id);\n\n  // 交易数量，表示要购买或者出售的数量。\n  // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n  // 当币币杠杆以市价买入时，指计价货币的数量。\n  // 当币币杠杆以市价卖出时，指交易货币的数量。\n  // 对于币币市价单，单位由 tgtCcy 决定\n  // 当交割、永续、期权买入和卖出时，指合约张数。\n  const mapOrderVolumeToSz = async (order: IOrder) => {\n    if (instType === 'SWAP') {\n      return order.volume;\n    }\n    if (instType === 'MARGIN') {\n      if (order.order_type === 'LIMIT') {\n        return order.volume;\n      }\n      if (order.order_type === 'MAKER') {\n        return order.volume;\n      }\n      if (order.order_type === 'MARKET') {\n        if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n          return order.volume;\n        }\n        //\n        const price = await firstValueFrom(\n          spotMarketTickers$.pipe(\n            map((x) =>\n              mapOrderDirectionToPosSide(order.order_direction) === 'long'\n                ? +x[instId].askPx\n                : +x[instId].bidPx,\n            ),\n          ),\n        );\n        if (!price) {\n          throw new Error(`invalid tick: ${price}`);\n        }\n        console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n        const theProduct = await firstValueFrom(\n          productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n        );\n        if (!theProduct) {\n          throw new Error(`Unknown product: ${order.position_id}`);\n        }\n        return roundToStep(order.volume * price, theProduct.volume_step!);\n      }\n\n      return 0;\n    }\n\n    if (instType === 'SPOT') {\n      return order.volume;\n    }\n\n    throw new Error(`Unknown instType: ${instType}`);\n  };\n\n  const params = {\n    instId,\n    tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n    side: mapOrderDirectionToSide(order.order_direction),\n    posSide:\n      instType === 'MARGIN' || instType === 'SPOT'\n        ? 'net'\n        : mapOrderDirectionToPosSide(order.order_direction),\n    ordType: mapOrderTypeToOrdType(order.order_type),\n    sz: (await mapOrderVolumeToSz(order)).toString(),\n    tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n    reduceOnly:\n      instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n        ? 'true'\n        : undefined,\n    px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n    ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n  };\n  console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n  const res = await postTradeOrder(credential, params);\n  if (res.code === '0' && res.data?.[0]?.ordId) {\n    return res.data[0].ordId;\n  }\n  throw `Failed to submit order: ${res.code} ${res.msg}`;\n};\n"]}

package/dist/strategy-account.js

@@ -1,8 +1,8 @@
 import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';
 import { Terminal } from '@yuants/protocol';
-import { encodePath } from '@yuants/utils';
 import { defer, filter, first, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';
-import { getAccountConfig, getDefaultCredential, getGridOrdersAlgoPending, getGridPositions } from './api';
+import { getAccountConfig, getDefaultCredential, getGridPositions } from './api';
+import { getStrategyAccountInfo } from './accountInfos';
 const terminal = Terminal.fromNodeEnv();
 const credential = getDefaultCredential();
 export const accountConfig$ = defer(() => getAccountConfig(credential)).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
@@ -29,63 +29,9 @@ defer(async () => {
         egress_token_capacity: 20,
         egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)
     });
-    provideAccountInfoService(terminal, strategyAccountId, async () => {
-        // TODO: 需要分页获取所有的网格订单 (每页 100 条)
-        const [gridAlgoOrders] = await Promise.all([
-            getGridOrdersAlgoPending(credential, {
-                algoOrdType: 'contract_grid',
-            }),
-        ]);
-        let totalEquity = 0;
-        const positions = [];
-        const gridPositionsRes = await Promise.all(gridAlgoOrders.data.map((item) => terminal.client.requestForResponseData('OKX/QueryGridPositions', {
-            account_id: strategyAccountId,
-            algoId: item.algoId,
-        })));
-        gridPositionsRes.forEach((gridPositions, index) => {
-            var _a, _b, _c, _d;
-            let positionValuation = 0;
-            const leverage = +((_a = gridAlgoOrders.data) === null || _a === void 0 ? void 0 : _a[index].actualLever);
-            (_b = gridPositions === null || gridPositions === void 0 ? void 0 : gridPositions.data) === null || _b === void 0 ? void 0 : _b.forEach((position) => {
-                var _a, _b, _c;
-                if (+position.pos !== 0) {
-                    const directionRaw = (_c = (_b = (_a = gridAlgoOrders.data) === null || _a === void 0 ? void 0 : _a[index]) === null || _b === void 0 ? void 0 : _b.direction) !== null && _c !== void 0 ? _c : '';
-                    const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';
-                    positions.push({
-                        position_id: encodePath(position.algoId, position.instId),
-                        datasource_id: 'OKX',
-                        product_id: encodePath(position.instType, position.instId),
-                        direction,
-                        volume: Math.abs(+position.pos),
-                        free_volume: +position.pos,
-                        position_price: +position.avgPx,
-                        floating_profit: +position.upl,
-                        closable_price: +position.last,
-                        valuation: +position.notionalUsd,
-                    });
-                    positionValuation += +position.notionalUsd;
-                }
-            });
-            if (leverage === 0) {
-                // 实际杠杆为 0，说明没有持仓，直接把投资金额和累计盈亏算到净值里
-                totalEquity += +((_c = gridAlgoOrders.data) === null || _c === void 0 ? void 0 : _c[index].investment) + +((_d = gridAlgoOrders.data) === null || _d === void 0 ? void 0 : _d[index].totalPnl);
-            }
-            else {
-                // 历史提取金额不会从 investment, totalPnl 扣减
-                // 计算净值需要通过仓位的名义价值和实际杠杆计算
-                totalEquity += positionValuation / leverage;
-            }
-        });
-        return {
-            money: {
-                currency: 'USDT',
-                equity: totalEquity,
-                // TODO: 累计策略的可提取资金作为 free
-                free: 0,
-            },
-            positions,
-        };
-    }, { auto_refresh_interval: 5000 });
+    provideAccountInfoService(terminal, strategyAccountId, () => getStrategyAccountInfo(credential), {
+        auto_refresh_interval: 5000,
+    });
 }).subscribe();
 const sub = defer(() => accountUid$)
     .pipe(first())

package/dist/strategy-account.js.map

@@ -1 +1 @@
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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, first, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { getAccountConfig, getDefaultCredential, getGridOrdersAlgoPending, getGridPositions } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst credential = getDefaultCredential();\n\nexport const accountConfig$ = defer(() => getAccountConfig(credential)).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n  map((x) => x.data[0].uid),\n  filter((x) => !!x),\n  shareReplay(1),\n);\n\nexport const strategyAccountId$ = accountUid$.pipe(\n  map((uid) => `okx/${uid}/strategy`),\n  shareReplay(1),\n);\n\ndefer(async () => {\n  const strategyAccountId = await firstValueFrom(strategyAccountId$);\n\n  type InferPromise<T> = T extends Promise<infer U> ? U : T;\n\n  terminal.server.provideService<\n    { account_id: string; algoId: string },\n    InferPromise<ReturnType<typeof getGridPositions>>\n  >(\n    `OKX/QueryGridPositions`,\n    {\n      required: ['account_id', 'algoId'],\n      properties: {\n        account_id: { type: 'string', const: strategyAccountId },\n        algoId: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      //\n      return {\n        res: {\n          code: 0,\n          message: 'OK',\n          data: await getGridPositions(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),\n        },\n      };\n    },\n    {\n      egress_token_capacity: 20,\n      egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)\n    },\n  );\n\n  provideAccountInfoService(\n    terminal,\n    strategyAccountId,\n    async () => {\n      // TODO: 需要分页获取所有的网格订单 (每页 100 条)\n      const [gridAlgoOrders] = await Promise.all([\n        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          terminal.client.requestForResponseData<\n            { account_id: string; algoId: string },\n            InferPromise<ReturnType<typeof getGridPositions>>\n          >('OKX/QueryGridPositions', {\n            account_id: strategyAccountId,\n            algoId: item.algoId,\n          }),\n        ),\n      );\n\n      gridPositionsRes.forEach((gridPositions, index) => {\n        let positionValuation = 0;\n        const leverage = +gridAlgoOrders.data?.[index].actualLever;\n        gridPositions?.data?.forEach((position) => {\n          if (+position.pos !== 0) {\n            const directionRaw = gridAlgoOrders.data?.[index]?.direction ?? '';\n            const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';\n            positions.push({\n              position_id: encodePath(position.algoId, position.instId),\n              datasource_id: 'OKX',\n              product_id: encodePath(position.instType, position.instId),\n              direction,\n              volume: Math.abs(+position.pos),\n              free_volume: +position.pos,\n              position_price: +position.avgPx,\n              floating_profit: +position.upl,\n              closable_price: +position.last,\n              valuation: +position.notionalUsd,\n            });\n            positionValuation += +position.notionalUsd;\n          }\n        });\n        if (leverage === 0) {\n          // 实际杠杆为 0，说明没有持仓，直接把投资金额和累计盈亏算到净值里\n          totalEquity += +gridAlgoOrders.data?.[index].investment + +gridAlgoOrders.data?.[index].totalPnl;\n        } else {\n          // 历史提取金额不会从 investment, totalPnl 扣减\n          // 计算净值需要通过仓位的名义价值和实际杠杆计算\n          totalEquity += positionValuation / leverage;\n        }\n      });\n\n      return {\n        money: {\n          currency: 'USDT',\n          equity: totalEquity,\n          // TODO: 累计策略的可提取资金作为 free\n          free: 0,\n        },\n        positions,\n      };\n    },\n    { auto_refresh_interval: 5000 },\n  );\n}).subscribe();\n\nconst sub = defer(() => accountUid$)\n  .pipe(first())\n  .subscribe((uid) => {\n    addAccountMarket(terminal, { account_id: `okx/${uid}/strategy`, market_id: 'OKX' });\n  });\ndefer(() => terminal.dispose$).subscribe(() => sub.unsubscribe());\n"]}
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package/lib/account.d.ts

@@ -1,3 +1,4 @@
+import { marketIndexTickerUSDT$ } from './accountInfos';
 export declare const accountConfig$: import("rxjs").Observable<{
     code: string;
     data: {
@@ -26,4 +27,5 @@ export declare const accountConfig$: 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 @@
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+{"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"}