@yuants/vendor-okx 0.23.25 → 0.24.0

package/dist/api/private-api.js.map

@@ -0,0 +1 @@
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{ encodeBase64, formatTime, HmacSHA256 } from '@yuants/utils';\n\n/**\n * API v5: https://www.okx.com/docs-v5/#overview\n */\n\nexport interface ICredential {\n  access_key: string;\n  secret_key: string;\n  passphrase: string;\n}\n\nexport const getDefaultCredential = (): ICredential => ({\n  access_key: process.env.ACCESS_KEY!,\n  secret_key: process.env.SECRET_KEY!,\n  passphrase: process.env.PASSPHRASE!,\n});\n\nexport async function request(\n  credential: ICredential,\n  method: string,\n  path: string,\n  params?: Record<string, unknown>,\n) {\n  const url = new URL('https://www.okx.com');\n  url.pathname = path;\n  if (method === 'GET' && params) {\n    for (const key in params) {\n      url.searchParams.set(key, String(params[key]));\n    }\n  }\n  const timestamp = formatTime(Date.now(), 'UTC').replace(' ', 'T');\n  const secret_key = credential.secret_key;\n  const body = method === 'GET' ? '' : JSON.stringify(params);\n  const signData = timestamp + method + url.pathname + url.search + body;\n  const str = encodeBase64(\n    await HmacSHA256(\n      //\n      new TextEncoder().encode(signData),\n      new TextEncoder().encode(secret_key),\n    ),\n  );\n\n  const headers = {\n    'Content-Type': 'application/json',\n    'OK-ACCESS-KEY': credential.access_key!,\n    'OK-ACCESS-SIGN': str,\n    'OK-ACCESS-TIMESTAMP': timestamp,\n    'OK-ACCESS-PASSPHRASE': credential.passphrase,\n  };\n\n  console.info(formatTime(Date.now()), method, url.href, JSON.stringify(headers), body, signData);\n  const res = await fetch(url.href, {\n    method,\n    headers,\n    body: body || undefined,\n  });\n\n  console.info(\n    formatTime(Date.now()),\n    'PrivateApiResponse',\n    credential.access_key,\n    method,\n    url.href,\n    res.status,\n  );\n\n  return res.json();\n}\n\n/**\n * 获取账户资产估值\n *\n * 查看账户资产估值\n *\n * 限速：1次/s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-account-asset-valuation\n */\nexport function getAssetValuation(\n  credential: ICredential,\n  params?: {\n    ccy?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: Array<{\n    details: {\n      classic: string;\n      earn: string;\n      funding: string;\n      trading: string;\n    };\n    totalBal: string;\n    ts: string;\n  }>;\n}> {\n  return request(credential, 'GET', '/api/v5/asset/asset-valuation', params);\n}\n\n/**\n * 查看账户配置\n * 查看当前账户的配置信息。\n *\n * 限速：5次/2s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-account-configuration\n */\nexport function getAccountConfig(credential: ICredential): Promise<{\n  code: string;\n  data: Array<{\n    acctLv: string;\n    autoLoan: boolean;\n    ctIsoMode: string;\n    greeksType: string;\n    level: string;\n    levelTmp: string;\n    mgnIsoMode: string;\n    posMode: string;\n    spotOffsetType: string;\n    uid: string;\n    label: string;\n    roleType: string;\n    traderInsts: unknown[];\n    spotRoleType: string;\n    spotTraderInsts: unknown[];\n    opAuth: string;\n    kycLv: string;\n    ip: string;\n    perm: string;\n    mainUid: string;\n  }>;\n  msg: string;\n}> {\n  return request(credential, 'GET', '/api/v5/account/config');\n}\n\n/**\n * 获取余币宝余额\n *\n * 限速：6次/s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#financial-product-savings-get-saving-balance\n */\nexport function getFinanceSavingsBalance(\n  credential: ICredential,\n  params: {\n    ccy?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    earnings: string;\n    redemptAmt: string;\n    rate: string;\n    ccy: string;\n    amt: string;\n    loanAmt: string;\n    pendingAmt: string;\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/finance/savings/balance', params);\n}\n\n/**\n * 余币宝申购/赎回\n *\n * 仅资金账户中的资产支持余币宝申购。\n *\n * 限速：6次/s\n *\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#financial-product-savings-post-savings-purchase-redemption\n */\nexport function postFinanceSavingsPurchaseRedempt(\n  credential: ICredential,\n  params: {\n    ccy: string;\n    amt: string;\n    side: string;\n    rate: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    ccy: string;\n    amt: string;\n    side: string;\n    rate: string;\n  }[];\n}> {\n  return request(credential, 'POST', '/api/v5/finance/savings/purchase-redempt', params);\n}\n\n/**\n * 提币\n *\n * 用户提币。普通子账户不支持提币。\n *\n * API只能提币到免认证地址/账户上，通过 WEB/APP 可以设置免认证地址。\n *\n * 关于标签：某些币种如XRP充币时同时需要一个充值地址和标签（又名memo/payment_id），标签是一种保证您的充币地址唯一性的数字串，与充币地址成对出现并一一对应。请您务必遵守正确的充值步骤，在提币时输入完整信息，否则将面临丢失币的风险！\n * 对于有标签的币种，如果是OKX用户间的提币，请走内部转账不要走链上提币。\n *\n * 限速：6次/s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-withdrawal\n */\nexport function postAssetWithdrawal(\n  credential: ICredential,\n  params: {\n    amt: string;\n    fee: string;\n    dest: string;\n    ccy: string;\n    chain?: string;\n    toAddr: string;\n    clientId?: string;\n    rcvrInfo?: {\n      walletType: string;\n      exchId: string;\n      rcvrFirstName: string;\n      rcvrLastName: string;\n    };\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: Array<{\n    amt: string;\n    wdId: string;\n    ccy: string;\n    clientId: string;\n    chain: string;\n  }>;\n}> {\n  return request(credential, 'POST', '/api/v5/asset/withdrawal', params);\n}\n\n/**\n * 获取充值地址信息\n *\n * 获取各个币种的充值地址，包括曾使用过的老地址。\n *\n * 限速：6次/s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-deposit-address\n */\nexport function getAssetDepositAddress(\n  credential: ICredential,\n  params: {\n    ccy: string;\n  },\n): Promise<{\n  code: string;\n  data: {\n    chain: string;\n    ctAddr: string;\n    ccy: string;\n    to: string;\n    addr: string;\n    verifiedName: string;\n    selected: boolean;\n  }[];\n  msg: string;\n}> {\n  return request(credential, 'GET', '/api/v5/asset/deposit-address', params);\n}\n\n/**\n * 获取提币记录\n *\n * 根据币种，提币状态，时间范围获取提币记录，按照时间倒序排列，默认返回100条数据。\n * 支持Websocket订阅，参考 提币信息频道。\n *\n * 限速：6 次/s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-withdrawal-history\n */\nexport function getAssetWithdrawalHistory(\n  credential: ICredential,\n  params: {\n    ccy?: string;\n    wdId?: string;\n    clientId?: string;\n    txId?: string;\n    type?: string;\n    state?: string;\n    after?: string;\n    before?: string;\n    limit?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    chain: string;\n    fee: string;\n    feeCcy: string;\n    ccy: string;\n    clientId: string;\n    amt: string;\n    txId: string;\n    from: string;\n    areaCodeFrom: string;\n    to: string;\n    areaCodeTo: string;\n    state: string;\n    ts: string;\n    nonTradableAsset: boolean;\n    wdId: string;\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/asset/withdrawal-history', params);\n}\n\n/**\n * 获取充值记录\n *\n * 根据币种，充值状态，时间范围获取充值记录，按照时间倒序排列，默认返回 100 条数据。\n * 支持Websocket订阅，参考 充值信息频道。\n *\n * 限速：6次/s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-deposit-history\n */\nexport function getAssetDepositHistory(\n  credential: ICredential,\n  params: {\n    ccy?: string;\n    depId?: string;\n    state?: string;\n    fromWdId?: string;\n    txId?: string;\n    type?: string;\n    after?: string;\n    before?: string;\n    limit?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    actualDepBlkConfirm: string;\n    amt: string;\n    areaCodeFrom: string;\n    ccy: string;\n    chain: string;\n    depId: string;\n    from: string;\n    fromWdId: string;\n    state: string;\n    to: string;\n    ts: string;\n    txId: string;\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/asset/deposit-history', params);\n}\n\n/**\n * 获取资金账户余额\n *\n * 获取资金账户所有资产列表，查询各币种的余额、冻结和可用等信息。\n *\n * 只返回余额大于0的币资产信息。\n *\n * 限速：6次/s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-balance\n */\nexport function getAssetBalances(\n  credential: ICredential,\n  params: {\n    ccy?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    availBal: string;\n    bal: string;\n    ccy: string;\n    frozenBal: string;\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/asset/balances', params);\n}\n\n/**\n * 资金划转\n *\n * 调用时，API Key 需要有交易权限。\n *\n * 支持母账户的资金账户划转到交易账户，母账户到子账户的资金账户和交易账户划转。\n *\n * 子账户默认可转出至母账户，划转到同一母账户下的其他子账户，需要先调用 设置子账户主动转出权限 接口进行授权。\n *\n * 请求失败不代表划转失败，建议以获取资金划转状态接口返回的状态为准。\n *\n * 限速：2 次/s\n * 限速规则：UserID + Currency\n *\n * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-funds-transfer\n */\nexport function postAssetTransfer(\n  credential: ICredential,\n  params: {\n    ccy: string;\n    type?: string;\n    amt: string;\n    from: string;\n    to: string;\n    subAcct?: string;\n    loanTrans?: boolean;\n    omitPosRisk?: string;\n    clientId?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    transId: string;\n    ccy: string;\n    clientId: string;\n    from: string;\n    amt: string;\n    to: string;\n  }[];\n}> {\n  return request(credential, 'POST', '/api/v5/asset/transfer', params);\n}\n\n/**\n * 查看账户余额\n *\n * 获取交易账户中资金余额信息。\n *\n * 免息额度和折算率都是公共数据，不在账户接口内展示\n *\n * 限速：10次/2s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-balance\n */\nexport function getAccountBalance(\n  credential: ICredential,\n  params: {\n    ccy?: string;\n  },\n): Promise<{\n  code: string;\n  data: {\n    adjEq: string;\n    borrowFroz: string;\n    details: {\n      availBal: string;\n      availEq: string;\n      borrowFroz: string;\n      cashBal: string;\n      ccy: string;\n      crossLiab: string;\n      disEq: string;\n      eq: string;\n      eqUsd: string;\n      fixedBal: string;\n      frozenBal: string;\n      imr: string;\n      interest: string;\n      isoEq: string;\n      isoLiab: string;\n      isoUpl: string;\n      liab: string;\n      maxLoan: string;\n      mgnRatio: string;\n      mmr: string;\n      notionalLever: string;\n      ordFrozen: string;\n      rewardBal: string;\n      spotInUseAmt: string;\n      spotIsoBal: string;\n      stgyEq: string;\n      twap: string;\n      uTime: string;\n      upl: string;\n      uplLiab: string;\n      openAvgPx: string;\n      spotUpl: string;\n      accAvgPx: string;\n      totalPnl: string;\n      spotBal: string;\n    }[];\n    imr: string;\n    isoEq: string;\n    mgnRatio: string;\n    mmr: string;\n    notionalUsd: string;\n    ordFroz: string;\n    totalEq: string;\n    uTime: string;\n    upl: string;\n  }[];\n  msg: string;\n}> {\n  return request(credential, 'GET', '/api/v5/account/balance', params);\n}\n\n/**\n * 查看持仓信息\n *\n * 获取该账户下拥有实际持仓的信息。账户为买卖模式会显示净持仓（net），账户为开平仓模式下会分别返回开多（long）或开空（short）的仓位。按照仓位创建时间倒序排列。\n *\n * 如果该 instId 拥有过仓位且当前持仓量为0，传 instId 时，如果当前存在有效的posId，会返回仓位信息，如果当前不存在有效的 posId 时，不会返回仓位信息；不传 instId 时，仓位信息不返回。\n *\n * 逐仓交易设置中，如果设置为自主划转模式，逐仓转入保证金后，会生成一个持仓量为0的仓位\n *\n * 限速：10次/2s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-positions\n */\nexport function getAccountPositions(\n  credential: ICredential,\n  params: {\n    instType?: string;\n    instId?: string;\n    posId?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    adl: string;\n    availPos: string;\n    avgPx: string;\n    cTime: string;\n    ccy: string;\n    deltaBS: string;\n    deltaPA: string;\n    gammaBS: string;\n    gammaPA: string;\n    imr: string;\n    instId: string;\n    instType: string;\n    interest: string;\n    idxPx: string;\n    last: string;\n    usdPx: string;\n    bePx: string;\n    lever: string;\n    liab: string;\n    liabCcy: string;\n    liqPx: string;\n    markPx: string;\n    margin: string;\n    mgnMode: string;\n    mgnRatio: string;\n    mmr: string;\n    notionalUsd: string;\n    optVal: string;\n    pTime: string;\n    pos: string;\n    posCcy: string;\n    posId: string;\n    posSide: string;\n    spotInUseAmt: string;\n    spotInUseCcy: string;\n    thetaBS: string;\n    thetaPA: string;\n    tradeId: string;\n    bizRefId: string;\n    bizRefType: string;\n    quoteBal: string;\n    baseBal: string;\n    baseBorrowed: string;\n    baseInterest: string;\n    quoteBorrowed: string;\n    quoteInterest: string;\n    uTime: string;\n    upl: string;\n    uplLastPx: string;\n    uplRatio: string;\n    uplRatioLastPx: string;\n    vegaBS: string;\n    vegaPA: string;\n    realizedPnl: string;\n    pnl: string;\n    fee: string;\n    fundingFee: string;\n    liqPenalty: string;\n    closeOrderAlgo: {\n      algoId: string;\n      slTriggerPx: string;\n      slTriggerPxType: string;\n      tpTriggerPx: string;\n      tpTriggerPxType: string;\n      closeFraction: string;\n    }[];\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/account/positions', params);\n}\n\n/**\n * 获取最大可下单数量\n *\n * 获取最大可买卖/开仓数量，可对应下单时的 sz 字段\n *\n * 限速：20次/2s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-maximum-tradable-size\n */\nexport function getAccountMaxSize(\n  credential: ICredential,\n  params: {\n    instId: string;\n    tdMode: string;\n    ccy?: string;\n    px?: string;\n    leverage?: string;\n    tradeQuoteCcy?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: Array<{\n    instId: string;\n    ccy: string;\n    maxBuy: string;\n    maxSell: string;\n  }>;\n}> {\n  return request(credential, 'GET', '/api/v5/account/max-size', params);\n}\n\n/**\n * 赚币\n * GET / 查看项目\n *\n * 限速：3次/s\n * 限速规则：UserID\n */\nexport function getFinanceStakingDeFiOffers(\n  credential: ICredential,\n  params: {\n    productId?: string;\n    protocolType?: string;\n    ccy?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    ccy: string;\n    productId: string;\n    protocol: string;\n    protocolType: string;\n    term: string;\n    apy: string;\n    earlyRedeem: boolean;\n    investData: {\n      ccy: string;\n      bal: string;\n      minAmt: string;\n      maxAmt: string;\n    }[];\n    earningData: {\n      ccy: string;\n      earningType: string;\n    }[];\n    state: string;\n    earningCcy?: string[];\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/finance/staking-defi/offers', params);\n}\n\n/**\n * 赚币\n * GET / 查看活跃订单\n *\n * 限速：3次/s\n * 限速规则：UserID\n */\nexport function getFinanceStakingDeFiOrdersActive(\n  credential: ICredential,\n  params: {\n    productId?: string;\n    protocolType?: string;\n    ccy?: string;\n    state?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    ordId: string;\n    state: string;\n    ccy: string;\n    protocol: string;\n    protocolType: string;\n    term: string;\n    apy: string;\n    investData: {\n      ccy: string;\n      amt: string;\n      minAmt?: string;\n      maxAmt?: string;\n    }[];\n    earningData: {\n      ccy: string;\n      earningType: string;\n      earnings: string;\n    }[];\n    purchasedTime: string;\n    estSettlementTime: string;\n    cancelRedemptionDeadline: string;\n    tag: string;\n    earningCcy?: string[];\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/finance/staking-defi/orders-active', params);\n}\n\n/**\n * 下单\n *\n * 只有当您的账户有足够的资金才能下单。\n *\n * 限速：60次/2s\n *\n * 跟单交易带单产品的限速：4次/2s\n *\n * 限速规则（期权以外）：UserID + Instrument ID\n *\n * 限速规则（只限期权）：UserID + Instrument Family\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-trade-post-place-order\n */\nexport function postTradeOrder(\n  credential: ICredential,\n  params: {\n    instId: string;\n    tdMode: string;\n    ccy?: string;\n    clOrdId?: string;\n    tag?: string;\n    side: string;\n    posSide?: string;\n    ordType: string;\n    sz: string;\n    px?: string;\n    pxUsd?: string;\n    pxVol?: string;\n    reduceOnly?: string;\n    tgtCcy?: string;\n    banAmend?: string;\n    quickMgnType?: string;\n    stpId?: string;\n    stpMode?: string;\n    attachAlgoOrds?: Array<{\n      attachAlgoClOrdId?: string;\n      tpTriggerPx?: string;\n      tpOrdPx?: string;\n      tpOrdKind?: string;\n      slTriggerPx?: string;\n      slOrdPx?: string;\n      tpTriggerPxType?: string;\n      slTriggerPxType?: string;\n      sz?: string;\n      amendPxOnTriggerType?: string;\n    }>;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    clOrdId: string;\n    ordId: string;\n    tag: string;\n    sCode: string;\n    sMsg: string;\n  }[];\n  inTime: string;\n  outTime: string;\n}> {\n  return request(credential, 'POST', '/api/v5/trade/order', params);\n}\n\n/**\n * 修改订单\n *\n * 修改当前未成交的挂单\n *\n * 限速：60次/2s\n *\n * 跟单交易带单员带单产品的限速：4个/2s\n *\n * 限速规则：User ID + Instrument ID\n *\n * 权限：交易\n *\n * 该接口限速同时受到 子账户限速 及 基于成交比率的子账户限速 限速规则的影响。\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-trade-post-amend-order\n */\nexport function postTradeAmendOrder(\n  credential: ICredential,\n  params: {\n    instId: string;\n    cxIOnFail?: boolean;\n    ordId?: string;\n    clOrdId?: string;\n    reqId?: string;\n    newSz?: string;\n    newPx?: string;\n    newPxUsd?: string;\n    newPxVol?: string;\n    attachAlgoOrds?: Array<{\n      attachAlgoId?: string;\n      attachAlgoClOrdId?: string;\n      newTpTriggerPx?: string;\n      newTpOrdPx?: string;\n      newTpOrdKind?: string;\n      newSlTriggerPx?: string;\n      newSlOrdPx?: string;\n      newTpTriggerPxType?: string;\n      newSlTriggerPxType?: string;\n      sz?: string;\n      amendPxOnTriggerType?: string;\n    }>;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    clOrdId: string;\n    ordId: string;\n    ts: string;\n    reqId: string;\n    sCode: string;\n    sMsg: string;\n  }[];\n  inTime: string;\n  outTime: string;\n}> {\n  return request(credential, 'POST', '/api/v5/trade/amend-order', params);\n}\n\n/**\n * 获取未成交订单列表\n *\n * 获取当前账户下所有未成交订单信息\n *\n * 限速：60次/2s\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-trade-get-order-list\n */\nexport function getTradeOrdersPending(\n  credential: ICredential,\n  params: {\n    instType?: string;\n    uly?: string;\n    instFamily?: string;\n    instId?: string;\n    ordType?: string;\n    state?: string;\n    after?: string;\n    before?: string;\n    limit?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    accFillSz: string;\n    avgPx: string;\n    cTime: string;\n    category: string;\n    ccy: string;\n    clOrdId: string;\n    fee: string;\n    feeCcy: string;\n    fillPx: string;\n    fillSz: string;\n    fillTime: string;\n    instId: string;\n    instType: string;\n    lever: string;\n    ordId: string;\n    ordType: string;\n    pnl: string;\n    posSide: string;\n    px: string;\n    pxUsd: string;\n    pxVol: string;\n    pxType: string;\n    rebate: string;\n    rebateCcy: string;\n    side: string;\n    attachAlgoClOrdId: string;\n    slOrdPx: string;\n    slTriggerPx: string;\n    slTriggerPxType: string;\n    attachAlgoOrds: unknown[];\n    source: string;\n    state: string;\n    stpId: string;\n    stpMode: string;\n    sz: string;\n    tag: string;\n    tdMode: string;\n    tgtCcy: string;\n    tpOrdPx: string;\n    tpTriggerPx: string;\n    tpTriggerPxType: string;\n    tradeId: string;\n    reduceOnly: string;\n    quickMgnType: string;\n    algoClOrdId: string;\n    algoId: string;\n    isTpLimit: string;\n    uTime: string;\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/trade/orders-pending', params);\n}\n\n/**\n * 获取历史订单记录（近七天）\n *\n * 获取最近7天挂单，且完成的订单数据，包括7天以前挂单，但近7天才成交的订单数据。按照订单创建时间倒序排序。\n *\n * 已经撤销的未成交单 只保留2小时\n * 限速：40次/2s\n * 限速规则：User ID\n */\nexport function getTradeOrdersHistory(\n  credential: ICredential,\n  params: {\n    instType: string;\n    uly?: string;\n    instFamily?: string;\n    instId?: string;\n    ordType?: string;\n    state?: string;\n    category?: string;\n    after?: string;\n    before?: string;\n    begin?: string;\n    end?: string;\n    limit?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: Array<{\n    instType: string;\n    instId: string;\n    tgtCcy: string;\n    ccy: string;\n    ordId: string;\n    clOrdId: string;\n    tag: string;\n    px: string;\n    pxUsd: string;\n    pxVol: string;\n    pxType: string;\n    sz: string;\n    ordType: string;\n    side: string;\n    posSide: string;\n    tdMode: string;\n    accFillSz: string;\n    fillPx: string;\n    tradeId: string;\n    fillSz: string;\n    fillTime: string;\n    avgPx: string;\n    state: string;\n    lever: string;\n    attachAlgoClOrdId: string;\n    tpTriggerPx: string;\n    tpTriggerPxType: string;\n    tpOrdPx: string;\n    slTriggerPx: string;\n    slTriggerPxType: string;\n    slOrdPx: string;\n    attachAlgoOrds: unknown[];\n    linkedAlgoOrd: unknown[];\n    stpId: string;\n    stpMode: string;\n    feeCcy: string;\n    fee: string;\n    rebateCcy: string;\n    source: string;\n    rebate: string;\n    pnl: string;\n    category: string;\n    reduceOnly: string;\n    cancelSource: string;\n    cancelSourceReason: string;\n    algoClOrdId: string;\n    algoId: string;\n    isTpLimit: string;\n    uTime: string;\n    cTime: string;\n    tradeQuoteCcy: string;\n  }>;\n}> {\n  return request(credential, 'GET', '/api/v5/trade/orders-history', params);\n}\n\n/**\n * 撤单\n *\n * 撤销之前下的未完成订单。\n *\n * 限速：60次/2s\n *\n * 限速规则（期权以外）：UserID + Instrument ID\n *\n * 限速规则（只限期权）：UserID + Instrument Family\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-trade-post-cancel-order\n */\nexport function postTradeCancelOrder(\n  credential: ICredential,\n  params: {\n    instId: string;\n    ordId?: string;\n    clOrdId?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    clOrdId: string;\n    ordId: string;\n    sCode: string;\n    sMsg: string;\n  }[];\n  inTime: string;\n  outTime: string;\n}> {\n  return request(credential, 'POST', '/api/v5/trade/cancel-order', params);\n}\n\n/**\n * 查看子账户列表\n *\n * 仅适用于母账户。\n *\n * 限速：2次/2s\n *\n * 限速规则：UserID\n */\nexport function getSubAccountList(\n  credential: ICredential,\n  params?: {\n    enable?: string;\n    subAct?: string;\n    after?: string;\n    before?: string;\n    limit?: string;\n  },\n): Promise<{\n  data: {\n    type: string;\n    enable: string;\n    subAcct: string;\n    uid: string;\n    label: string;\n    mobile: string;\n    gAuth: boolean;\n    frozenFunc: string[];\n    canTransOut: boolean;\n    ts: string;\n  }[];\n  code: string;\n  msg: string;\n}> {\n  return request(credential, 'GET', '/api/v5/users/subaccount/list', params);\n}\n\n/**\n * 设置子账户主动转出权限\n *\n * 设置子账户转出权限（仅适用于母账户），默认可转出至母账户。\n *\n * 限速：1次/s\n *\n * 限速规则：UserID\n */\nexport function postSetSubAccountTransferOut(\n  credential: ICredential,\n  params: {\n    subAcct: string;\n    canTransOut: boolean;\n  },\n): Promise<{\n  subAcct: string;\n  canTransOut: boolean;\n}> {\n  return request(credential, 'POST', '/api/v5/users/subaccount/set-transfer-out', params);\n}\n\n/**\n * 获取资金划转状态\n *\n * 获取最近2个星期内的资金划转状态数据\n *\n * 限速：10 次/s\n *\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-funds-transfer-state\n */\nexport function getAssetTransferState(\n  credential: ICredential,\n  params: {\n    transId?: string;\n    clientId?: string;\n    type?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    transId: string;\n    clientId: string;\n    ccy: string;\n    amt: string;\n    type: string;\n    from: string;\n    to: string;\n    subAcct: string;\n    // success | pending | failed\n    state: string;\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/asset/transfer-state', params);\n}\n\n/**\n * 获取币种列表\n *\n * 获取当前用户KYC实体支持的币种列表。\n *\n * 限速：6 次/s\n *\n * 限速规则：UserID\n *\n * https://www.okx.com/docs-v5/zh/#funding-account-rest-api-get-currencies\n */\nexport function getAssetCurrencies(\n  credential: ICredential,\n  params?: {\n    ccy?: string;\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    ccy: string;\n    name: string;\n    chain: string;\n    canWd: boolean;\n    canInternal: boolean;\n    minWd: string;\n    maxWd: string;\n    wdTickSz: string;\n    wdQuota: string;\n    usedWdQuota: string;\n    minFee: string;\n    maxFee: string;\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/asset/currencies', params);\n}\n\n/**\n * GET / 借贷信息\n * 限速：5次/2s\n * 限速规则：User ID\n * 权限：读取\n * HTTP请求\n *\n * https://www.okx.com/docs-v5/zh/#financial-product-flexible-loan-get-loan-info\n */\nexport function getFlexibleLoanInfo(credential: ICredential): Promise<{\n  code: string;\n  data: {\n    collateralData: {\n      amt: string;\n      ccy: string;\n    }[];\n    collateralNotionalUsd: string;\n    curLTV: string;\n    liqLTV: string;\n    loanData: {\n      amt: string;\n      ccy: string;\n    }[];\n    loanNotionalUsd: string;\n    marginCallLTV: string;\n    riskWarningData: {\n      instId: string;\n      liqPx: string;\n    };\n  }[];\n  msg: string;\n}> {\n  return request(credential, 'GET', '/api/v5/finance/flexible-loan/loan-info');\n}\n\n/**\n * 账单流水查询（近七天）\n *\n *\n * 限速：5次/s\n *\n *\n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-bills-details-last-7-days\n */\nexport function getAccountBills(\n  credential: ICredential,\n  params?: {\n    instType?: string;\n    instId?: string;\n    ccy?: string;\n    mgnMode?: 'isolated' | 'cross';\n    ctType?: 'linear' | 'inverse';\n    type?: AccountBillType;\n    subType?: string;\n    after?: string; //请求此id之前（更旧的数据）的分页内容，传的值为对应接口的billId\n    before?: string; //请求此id之后（更新的数据）的分页内容，传的值为对应接口的billId\n    begin?: string; //筛选的开始时间戳 ts，Unix 时间戳为毫秒数格式，如 1597026383085\n    end?: string;\n    limit?: string; //分页返回的结果集数量，最大为100，不填默认返回100条\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    instType: string;\n    billId: string;\n    type: string;\n    subType: string;\n    ts: string;\n    balChg: string;\n    posBalChg: string;\n    bal: string;\n    posBal: string;\n    sz: string;\n    px: string;\n    ccy: string;\n    pnl: string;\n    fee: string;\n    mgnMode: 'isolated' | 'cross' | 'cash' | '';\n    instId: string;\n    ordId: string;\n    execType: string;\n    from: string;\n    to: string;\n    notes: string;\n    interest: string;\n    tag: string;\n    fillTime: string;\n    tradeId: string;\n    clOrdId: string;\n    fillIdxPx: string;\n    fillMarkPx: string;\n    fillPxVol: string;\n    fillPxUsd: string;\n    fillMarkVol: string;\n    fillFwdPx: string;\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/account/bills', params);\n}\n\n/**\n * 账单流水查询（近三个月）\n *\n *\n * 限速：5次/2s\n *\n *\n * https://www.okx.com/docs-v5/zh/#trading-account-rest-api-get-bills-details-last-3-months\n */\nexport function getAccountBillsArchive(\n  credential: ICredential,\n  params?: {\n    instType?: string;\n    instId?: string;\n    ccy?: string;\n    mgnMode?: 'isolated' | 'cross';\n    ctType?: 'linear' | 'inverse';\n    type?: AccountBillType;\n    subType?: string;\n    after?: string; //请求此id之前（更旧的数据）的分页内容，传的值为对应接口的billId\n    before?: string; //请求此id之后（更新的数据）的分页内容，传的值为对应接口的billId\n    begin?: string; //筛选的开始时间戳 ts，Unix 时间戳为毫秒数格式，如 1597026383085\n    end?: string;\n    limit?: string; //分页返回的结果集数量，最大为100，不填默认返回100条\n  },\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    instType: string;\n    billId: string;\n    type: string;\n    subType: string;\n    ts: string;\n    balChg: string;\n    posBalChg: string;\n    bal: string;\n    posBal: string;\n    sz: string;\n    px: string;\n    ccy: string;\n    pnl: string;\n    fee: string;\n    mgnMode: 'isolated' | 'cross' | 'cash' | '';\n    instId: string;\n    ordId: string;\n    execType: string;\n    from: string;\n    to: string;\n    notes: string;\n    interest: string;\n    tag: string;\n    fillTime: string;\n    tradeId: string;\n    clOrdId: string;\n    fillIdxPx: string;\n    fillMarkPx: string;\n    fillPxVol: string;\n    fillPxUsd: string;\n    fillMarkVol: string;\n    fillFwdPx: string;\n  }[];\n}> {\n  return request(credential, 'GET', '/api/v5/account/bills-archive', params);\n}\n\n/**\n * POST /  网格策略委托下单\n * 限速：20次/2s\n * 限速规则：User ID + Instrument ID\n * 权限：交易\n * HTTP请求\n *\n * https://www.okx.com/docs-v5/zh/?language=shell#order-book-trading-grid-trading-post-place-grid-algo-order\n */\nexport function postGridAlgoOrder(\n  credential: ICredential,\n  params: {\n    instId: string;\n    algoOrdType: string;\n    maxPx: string;\n    minPx: string;\n    gridNum: string;\n    runType?: string;\n    tpTriggerPx?: string;\n    slTriggerPx?: string;\n    algoClOrdId?: string;\n    tag?: string;\n    profitSharingRatio?: string;\n    triggerParams?: {\n      triggerAction: string;\n      triggerStrategy: string;\n      timeframe?: string;\n      thold?: string;\n      triggerCond?: string;\n      timePeriod?: string;\n      delaySeconds?: string;\n      triggerPx?: string;\n      stopType?: string;\n    }[];\n  } & Grid,\n): Promise<{\n  code: string;\n  msg: string;\n  data: {\n    algoId: string;\n    algoClOrdId: string;\n    sCode: string;\n    sMsg: string;\n    tag: string;\n  }[];\n}> {\n  return request(credential, 'POST', '/api/v5/tradingBot/grid/order-algo', params);\n}\n\n/**\n * GET / 获取未完成网格策略委托单列表\n * 限速：20次/2s\n * 限速规则：User ID\n * 权限：读取\n * HTTP请求\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-grid-trading-get-grid-algo-order-list\n */\nexport function getGridOrdersAlgoPending(\n  credential: ICredential,\n  param: {\n    algoOrdType: 'grid' | 'contract_grid';\n    algoId?: string;\n    instId?: string;\n    instType?: string;\n    after?: string;\n    before?: string;\n    limit?: string;\n  },\n): Promise<{\n  code: string;\n  data: {\n    algoId: string;\n    algoClOrdId: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    algoOrdType: 'grid' | 'contract_grid';\n    state: 'starting' | 'running' | 'stopping' | 'pending_signal' | 'no_close_position';\n    rebateTrans: {\n      rebate: string;\n      rebateCcy: string;\n    }[];\n    triggerParams: {\n      triggerAction: string;\n      triggerStrategy: string;\n      delaySeconds: string;\n      triggerTime: string;\n      triggerType: string;\n      timeframe: string;\n      thold: string;\n      triggerCond: 'cross_up' | 'cross_down' | 'above' | 'below' | 'cross';\n      timePeriod: string;\n      triggerPx: string;\n      stopType: string;\n    }[];\n    maxPx: string;\n    minPx: string;\n    gridNum: string;\n    runType: '1' | '2';\n    tpTriggerPx: string;\n    slTriggerPx: string;\n    arbitrageNum: string;\n    totalPnl: string;\n    pnlRatio: string;\n    investment: string;\n    gridProfit: string;\n    floatProfit: string;\n    cancelType: '0' | '1' | '2' | '3' | '4' | '5' | '6';\n    stopType: '1' | '2';\n    quoteSz: string;\n    baseSz: SpotGrid;\n    direction: string;\n    basePos: string;\n    sz: string;\n    lever: string;\n    actualLever: string;\n    liqPx: string;\n    uly: string;\n    instFamily: string;\n    ordFrozen: string;\n    availEq: string;\n    tag: string;\n    profitSharingRatio: string;\n    copyType: string;\n    fee: string;\n    fundingFee: string;\n    tradeQuoteCcy: string;\n  }[];\n  msg: string;\n}> {\n  return request(credential, 'GET', '/api/v5/tradingBot/grid/orders-algo-pending', param);\n}\n\n/**\n * GET / 获取网格策略委托持仓\n * 限速：20次/2s\n * 限速规则：User ID\n * 权限：读取\n * HTTP请求\n *\n * https://www.okx.com/docs-v5/zh/#order-book-trading-grid-trading-get-grid-algo-order-positions\n */\nexport function getGridPositions(\n  credential: ICredential,\n  param: {\n    algoOrdType: 'contract_grid';\n    algoId: string;\n  },\n): Promise<{\n  code: string;\n  data: {\n    algoId: string;\n    algoClOrdId: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    avgPx: string;\n    ccy: string;\n    lever: string;\n    liqPx: string;\n    posSide: string;\n    pos: string;\n    mgnMode: string;\n    mgnRatio: string;\n    imr: string;\n    mmr: string;\n    upl: string;\n    uplRatio: string;\n    last: string;\n    notionalUsd: string;\n    adl: string;\n    markPx: string;\n  }[];\n  msg: string;\n}> {\n  return request(credential, 'GET', '/api/v5/tradingBot/grid/positions', param);\n}\n\ntype SpotGrid = {\n  quoteSz?: string;\n  baseSz?: string;\n  tradeQuoteCcy?: string;\n};\n\ntype SwapGrid = {\n  sz: string;\n  direction: string;\n  lever: string;\n  basePos?: string;\n  tpRatio?: string;\n  slRatio?: string;\n};\n\ntype Grid = SpotGrid | SwapGrid;\n\ntype AccountBillType =\n  | '1'\n  | '2'\n  | '3'\n  | '4'\n  | '5'\n  | '6'\n  | '7'\n  | '8'\n  | '9'\n  | '10'\n  | '11'\n  | '12'\n  | '13'\n  | '14'\n  | '15'\n  | '16'\n  | '22'\n  | '24'\n  | '26'\n  | '27'\n  | '28'\n  | '29'\n  | '30'\n  | '32'\n  | '33'\n  | '34'\n  | '250'\n  | '251';\n"]}

package/dist/api/public-api.js.map

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

package/dist/api-service.js

@@ -1,5 +1,5 @@
 import { Terminal } from '@yuants/protocol';
-import { getPositionTiers } from './public-api';
+import { getPositionTiers } from './api/public-api';
 const terminal = Terminal.fromNodeEnv();
 terminal.server.provideService('OKX/PositionTiers', {
     required: ['instType', 'tdMode'],

package/dist/api-service.js.map

@@ -1 +1 @@
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+{"version":3,"file":"api-service.js","sourceRoot":"","sources":["../src/api-service.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAE,MAAM,kBAAkB,CAAC;AAEpD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAY5B,mBAAmB,EACnB;IACE,QAAQ,EAAE,CAAC,UAAU,EAAE,QAAQ,CAAC;IAChC,UAAU,EAAE;QACV,QAAQ,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC5B,MAAM,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC1B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,MAAM,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC1B,GAAG,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QACvB,GAAG,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QACvB,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KACzB;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,IAAI,GAAG,MAAM,gBAAgB,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC7C,OAAO;QACL,GAAG,EAAE;YACH,IAAI,EAAE,CAAC;YACP,OAAO,EAAE,IAAI;YACb,IAAI;SACL;KACF,CAAC;AACJ,CAAC,EACD;IACE,UAAU,EAAE,CAAC;IACb,qBAAqB,EAAE,EAAE;IACzB,4BAA4B,EAAE,IAAI;CACnC,CACF,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { getPositionTiers } from './api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nterminal.server.provideService<\n  {\n    instType: string;\n    tdMode: string;\n    instFamily?: string;\n    instId?: string;\n    uly?: string;\n    ccy?: string;\n    tier?: string;\n  },\n  Awaited<ReturnType<typeof getPositionTiers>>\n>(\n  'OKX/PositionTiers',\n  {\n    required: ['instType', 'tdMode'],\n    properties: {\n      instType: { type: 'string' },\n      tdMode: { type: 'string' },\n      instFamily: { type: 'string' },\n      instId: { type: 'string' },\n      uly: { type: 'string' },\n      ccy: { type: 'string' },\n      tier: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const data = await getPositionTiers(msg.req);\n    return {\n      res: {\n        code: 0,\n        message: 'OK',\n        data,\n      },\n    };\n  },\n  {\n    concurrent: 1,\n    egress_token_capacity: 10,\n    egress_token_refill_interval: 2100,\n  },\n);\n"]}

package/dist/index.js

@@ -1,12 +1,13 @@
 import './account';
 import './api-service';
-import './interest_rate';
 import './loan-account';
-import './market-order';
-import './ohlc';
 import './order';
 import './order-actions';
-import './quote';
+import './order-actions-with-credential';
+import './public-data/interest_rate';
+import './public-data/market-order';
+import './public-data/ohlc';
+import './public-data/quote';
 import './services';
 import './strategy-account';
 import './trade';

package/dist/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,eAAe,CAAC;AACvB,OAAO,gBAAgB,CAAC;AACxB,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC","sourcesContent":["import './account';\nimport './api-service';\nimport './loan-account';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\n"]}

package/dist/loan-account.js

@@ -1,56 +1,14 @@
 import { provideAccountInfoService } from '@yuants/data-account';
 import { Terminal } from '@yuants/protocol';
-import { encodePath } from '@yuants/utils';
-import { defer, firstValueFrom } from 'rxjs';
-import { accountUid$ } from './account';
-import { getDefaultCredential, getFlexibleLoanInfo } from './api';
+import { defer } from 'rxjs';
+import { accountUidCache } from './account';
+import { getLoanAccountInfo } from './accountInfos';
+import { getDefaultCredential } from './api/private-api';
 defer(async () => {
-    const uid = await firstValueFrom(accountUid$);
+    const uid = await accountUidCache.query('');
     const loanAccountId = `okx/${uid}/loan/USDT`;
     const credential = getDefaultCredential();
-    provideAccountInfoService(Terminal.fromNodeEnv(), loanAccountId, async () => {
-        const res = await getFlexibleLoanInfo(credential);
-        const data = res.data[0];
-        const positions = [];
-        for (const loan of data.loanData) {
-            positions.push({
-                datasource_id: 'OKX',
-                product_id: `SPOT/${loan.ccy}-USDT`,
-                volume: +loan.amt,
-                free_volume: +loan.amt,
-                position_id: encodePath('loan', loan.ccy),
-                direction: 'SHORT',
-                position_price: 0,
-                closable_price: 0,
-                floating_profit: 0,
-                valuation: 0,
-            });
-        }
-        for (const collateral of data.collateralData) {
-            positions.push({
-                datasource_id: 'OKX',
-                product_id: `SPOT/${collateral.ccy}-USDT`,
-                volume: +collateral.amt,
-                free_volume: +collateral.amt,
-                position_id: encodePath('collateral', collateral.ccy),
-                direction: 'LONG',
-                position_price: 0,
-                closable_price: 0,
-                floating_profit: 0,
-                valuation: 0,
-            });
-        }
-        const equity = +data.collateralNotionalUsd - +data.loanNotionalUsd;
-        const free = equity - +data.collateralNotionalUsd;
-        return {
-            money: {
-                currency: 'USDT',
-                equity,
-                free,
-            },
-            positions,
-        };
-    }, {
+    provideAccountInfoService(Terminal.fromNodeEnv(), loanAccountId, () => getLoanAccountInfo(credential), {
         auto_refresh_interval: 1000,
     });
 }).subscribe();

package/dist/loan-account.js.map

@@ -1 +1 @@
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+{"version":3,"file":"loan-account.js","sourceRoot":"","sources":["../src/loan-account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AACjE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,eAAe,EAAE,MAAM,WAAW,CAAC;AAC5C,OAAO,EAAE,kBAAkB,EAAE,MAAM,gBAAgB,CAAC;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AAEzD,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAC5C,MAAM,aAAa,GAAG,OAAO,GAAG,YAAY,CAAC;IAC7C,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;IAE1C,yBAAyB,CAAC,QAAQ,CAAC,WAAW,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE,CAAC,kBAAkB,CAAC,UAAU,CAAC,EAAE;QACrG,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { accountUidCache } from './account';\nimport { getLoanAccountInfo } from './accountInfos';\nimport { getDefaultCredential } from './api/private-api';\n\ndefer(async () => {\n  const uid = await accountUidCache.query('');\n  const loanAccountId = `okx/${uid}/loan/USDT`;\n  const credential = getDefaultCredential();\n\n  provideAccountInfoService(Terminal.fromNodeEnv(), loanAccountId, () => getLoanAccountInfo(credential), {\n    auto_refresh_interval: 1000,\n  });\n}).subscribe();\n"]}

package/dist/order-actions-with-credential.js

@@ -0,0 +1,69 @@
+import { Terminal } from '@yuants/protocol';
+import { cancelOrder } from './orders/cancelOrder';
+import { modifyOrder } from './orders/modifyOrder';
+import { submitOrder } from './orders/submitOrder';
+const terminal = Terminal.fromNodeEnv();
+terminal.server.provideService('SubmitOrder', {
+    required: ['account_id', 'credential'],
+    properties: {
+        account_id: {
+            type: 'string',
+            pattern: '^okx/',
+        },
+        credential: {
+            type: 'object',
+            required: ['access_key', 'secret_key', 'passphrase'],
+            properties: {
+                access_key: { type: 'string' },
+                secret_key: { type: 'string' },
+                passphrase: { type: 'string' },
+            },
+        },
+    },
+}, async (msg) => {
+    const order_id = await submitOrder(msg.req.credential, msg.req);
+    return { res: { code: 0, message: 'OK', data: { order_id } } };
+});
+terminal.server.provideService('ModifyOrder', {
+    required: ['account_id', 'credential'],
+    properties: {
+        account_id: {
+            type: 'string',
+            pattern: '^okx/',
+        },
+        credential: {
+            type: 'object',
+            required: ['access_key', 'secret_key', 'passphrase'],
+            properties: {
+                access_key: { type: 'string' },
+                secret_key: { type: 'string' },
+                passphrase: { type: 'string' },
+            },
+        },
+    },
+}, async (msg) => {
+    await modifyOrder(msg.req.credential, msg.req);
+    return { res: { code: 0, message: 'OK' } };
+});
+terminal.server.provideService('CancelOrder', {
+    required: ['account_id', 'credential'],
+    properties: {
+        account_id: {
+            type: 'string',
+            pattern: '^okx/',
+        },
+        credential: {
+            type: 'object',
+            required: ['access_key', 'secret_key', 'passphrase'],
+            properties: {
+                access_key: { type: 'string' },
+                secret_key: { type: 'string' },
+                passphrase: { type: 'string' },
+            },
+        },
+    },
+}, async (msg) => {
+    await cancelOrder(msg.req.credential, msg.req);
+    return { res: { code: 0, message: 'OK' } };
+});
+//# sourceMappingURL=order-actions-with-credential.js.map

package/dist/order-actions-with-credential.js.map

@@ -0,0 +1 @@
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package/dist/order-actions.js

@@ -1,129 +1,21 @@
 import { Terminal } from '@yuants/protocol';
-import { decodePath, formatTime, roundToStep } from '@yuants/utils';
-import { defer, firstValueFrom, map } from 'rxjs';
-import { tradingAccountId$ } from './account';
-import { getDefaultCredential, postTradeAmendOrder, postTradeCancelOrder, postTradeOrder } from './api';
-import { productService } from './product';
-import { spotMarketTickers$ } from './quote';
+import { defer } from 'rxjs';
+import { getTradingAccountId } from './account';
+import { getDefaultCredential } from './api/private-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 () => {
-    const tradingAccountId = await firstValueFrom(tradingAccountId$);
+    const tradingAccountId = await getTradingAccountId();
     terminal.server.provideService('SubmitOrder', {
         required: ['account_id'],
         properties: {
             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"]}
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