@yuants/vendor-okx 0.23.25 → 0.24.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/account.js +35 -144
- package/dist/account.js.map +1 -1
- package/dist/accountInfos/earning.js +15 -0
- package/dist/accountInfos/earning.js.map +1 -0
- package/dist/accountInfos/funding.js +46 -0
- package/dist/accountInfos/funding.js.map +1 -0
- package/dist/accountInfos/index.js +7 -0
- package/dist/accountInfos/index.js.map +1 -0
- package/dist/accountInfos/loan.js +46 -0
- package/dist/accountInfos/loan.js.map +1 -0
- package/dist/accountInfos/strategy.js +56 -0
- package/dist/accountInfos/strategy.js.map +1 -0
- package/dist/accountInfos/trading.js +84 -0
- package/dist/accountInfos/trading.js.map +1 -0
- package/dist/accountInfos/types.js +2 -0
- package/dist/accountInfos/types.js.map +1 -0
- package/dist/{api.js → api/private-api.js} +1 -1
- package/dist/api/private-api.js.map +1 -0
- package/dist/api/public-api.js.map +1 -0
- package/dist/api-service.js +1 -1
- package/dist/api-service.js.map +1 -1
- package/dist/index.js +5 -4
- package/dist/index.js.map +1 -1
- package/dist/loan-account.js +6 -48
- package/dist/loan-account.js.map +1 -1
- package/dist/order-actions-with-credential.js +69 -0
- package/dist/order-actions-with-credential.js.map +1 -0
- package/dist/order-actions.js +12 -184
- package/dist/order-actions.js.map +1 -1
- package/dist/order.js +4 -7
- package/dist/order.js.map +1 -1
- package/dist/orders/cancelOrder.js +13 -0
- package/dist/orders/cancelOrder.js.map +1 -0
- package/dist/orders/modifyOrder.js +58 -0
- package/dist/orders/modifyOrder.js.map +1 -0
- package/dist/orders/submitOrder.js +107 -0
- package/dist/orders/submitOrder.js.map +1 -0
- package/dist/{interest_rate.js → public-data/interest_rate.js} +1 -1
- package/dist/public-data/interest_rate.js.map +1 -0
- package/dist/{market-order.js → public-data/market-order.js} +1 -1
- package/dist/public-data/market-order.js.map +1 -0
- package/dist/{ohlc.js → public-data/ohlc.js} +3 -4
- package/dist/public-data/ohlc.js.map +1 -0
- package/dist/{product.js → public-data/product.js} +1 -1
- package/dist/public-data/product.js.map +1 -0
- package/dist/{quote.js → public-data/quote.js} +2 -3
- package/dist/public-data/quote.js.map +1 -0
- package/dist/services.js +4 -4
- package/dist/services.js.map +1 -1
- package/dist/strategy-account.js +9 -70
- package/dist/strategy-account.js.map +1 -1
- package/dist/trade.js +6 -8
- package/dist/trade.js.map +1 -1
- package/dist/transfer.js +6 -4
- package/dist/transfer.js.map +1 -1
- package/dist/utils/provideOHLCFromTimeBackwardService.js.map +1 -0
- package/dist/utils/provideSeriesFromTimeBackwardService.js.map +1 -0
- package/dist/ws.js.map +1 -1
- package/lib/account.d.ts +6 -3
- package/lib/account.d.ts.map +1 -1
- package/lib/account.js +38 -146
- package/lib/account.js.map +1 -1
- package/lib/accountInfos/earning.d.ts +4 -0
- package/lib/accountInfos/earning.d.ts.map +1 -0
- package/lib/accountInfos/earning.js +19 -0
- package/lib/accountInfos/earning.js.map +1 -0
- package/lib/accountInfos/funding.d.ts +4 -0
- package/lib/accountInfos/funding.d.ts.map +1 -0
- package/lib/accountInfos/funding.js +50 -0
- package/lib/accountInfos/funding.js.map +1 -0
- package/lib/accountInfos/index.d.ts +8 -0
- package/lib/accountInfos/index.d.ts.map +1 -0
- package/lib/accountInfos/index.js +16 -0
- package/lib/accountInfos/index.js.map +1 -0
- package/lib/accountInfos/loan.d.ts +4 -0
- package/lib/accountInfos/loan.d.ts.map +1 -0
- package/lib/accountInfos/loan.js +50 -0
- package/lib/accountInfos/loan.js.map +1 -0
- package/lib/accountInfos/strategy.d.ts +4 -0
- package/lib/accountInfos/strategy.d.ts.map +1 -0
- package/lib/accountInfos/strategy.js +60 -0
- package/lib/accountInfos/strategy.js.map +1 -0
- package/lib/accountInfos/trading.d.ts +5 -0
- package/lib/accountInfos/trading.d.ts.map +1 -0
- package/lib/accountInfos/trading.js +88 -0
- package/lib/accountInfos/trading.js.map +1 -0
- package/lib/accountInfos/types.d.ts +6 -0
- package/lib/accountInfos/types.d.ts.map +1 -0
- package/lib/accountInfos/types.js +3 -0
- package/lib/accountInfos/types.js.map +1 -0
- package/lib/{api.d.ts → api/private-api.d.ts} +1 -1
- package/lib/api/private-api.d.ts.map +1 -0
- package/lib/{api.js → api/private-api.js} +1 -1
- package/lib/api/private-api.js.map +1 -0
- package/lib/api/public-api.d.ts.map +1 -0
- package/lib/api/public-api.js.map +1 -0
- package/lib/api-service.js +1 -1
- package/lib/api-service.js.map +1 -1
- package/lib/index.d.ts +5 -4
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +5 -4
- package/lib/index.js.map +1 -1
- package/lib/loan-account.js +5 -47
- package/lib/loan-account.js.map +1 -1
- package/lib/order-actions-with-credential.d.ts +2 -0
- package/lib/order-actions-with-credential.d.ts.map +1 -0
- package/lib/order-actions-with-credential.js +71 -0
- package/lib/order-actions-with-credential.js.map +1 -0
- package/lib/order-actions.js +11 -183
- package/lib/order-actions.js.map +1 -1
- package/lib/order.d.ts.map +1 -1
- package/lib/order.js +4 -7
- package/lib/order.js.map +1 -1
- package/lib/orders/cancelOrder.d.ts +4 -0
- package/lib/orders/cancelOrder.d.ts.map +1 -0
- package/lib/orders/cancelOrder.js +17 -0
- package/lib/orders/cancelOrder.js.map +1 -0
- package/lib/orders/modifyOrder.d.ts +4 -0
- package/lib/orders/modifyOrder.d.ts.map +1 -0
- package/lib/orders/modifyOrder.js +62 -0
- package/lib/orders/modifyOrder.js.map +1 -0
- package/lib/orders/submitOrder.d.ts +4 -0
- package/lib/orders/submitOrder.d.ts.map +1 -0
- package/lib/orders/submitOrder.js +111 -0
- package/lib/orders/submitOrder.js.map +1 -0
- package/lib/public-data/interest_rate.d.ts.map +1 -0
- package/lib/{interest_rate.js → public-data/interest_rate.js} +1 -1
- package/lib/public-data/interest_rate.js.map +1 -0
- package/lib/public-data/market-order.d.ts.map +1 -0
- package/lib/{market-order.js → public-data/market-order.js} +1 -1
- package/lib/public-data/market-order.js.map +1 -0
- package/lib/public-data/ohlc.d.ts.map +1 -0
- package/lib/{ohlc.js → public-data/ohlc.js} +3 -4
- package/lib/public-data/ohlc.js.map +1 -0
- package/lib/public-data/product.d.ts.map +1 -0
- package/lib/{product.js → public-data/product.js} +1 -1
- package/{dist → lib/public-data}/product.js.map +1 -1
- package/lib/public-data/quote.d.ts.map +1 -0
- package/lib/{quote.js → public-data/quote.js} +2 -3
- package/lib/public-data/quote.js.map +1 -0
- package/lib/services.js +4 -4
- package/lib/services.js.map +1 -1
- package/lib/strategy-account.d.ts +1 -28
- package/lib/strategy-account.d.ts.map +1 -1
- package/lib/strategy-account.js +10 -72
- package/lib/strategy-account.js.map +1 -1
- package/lib/trade.js +6 -8
- package/lib/trade.js.map +1 -1
- package/lib/transfer.js +17 -15
- package/lib/transfer.js.map +1 -1
- package/lib/utils/provideOHLCFromTimeBackwardService.d.ts.map +1 -0
- package/lib/utils/provideOHLCFromTimeBackwardService.js.map +1 -0
- package/lib/utils/provideSeriesFromTimeBackwardService.d.ts.map +1 -0
- package/lib/utils/provideSeriesFromTimeBackwardService.js.map +1 -0
- package/lib/ws.d.ts +1 -1
- package/lib/ws.d.ts.map +1 -1
- package/lib/ws.js.map +1 -1
- package/package.json +14 -13
- package/temp/package-deps.json +48 -37
- package/dist/api.js.map +0 -1
- package/dist/interest_rate.js.map +0 -1
- package/dist/market-order.js.map +0 -1
- package/dist/ohlc.js.map +0 -1
- package/dist/provideOHLCFromTimeBackwardService.js.map +0 -1
- package/dist/provideSeriesFromTimeBackwardService.js.map +0 -1
- package/dist/public-api.js.map +0 -1
- package/dist/quote.js.map +0 -1
- package/dist/websocket.js +0 -157
- package/dist/websocket.js.map +0 -1
- package/lib/api.d.ts.map +0 -1
- package/lib/api.js.map +0 -1
- package/lib/interest_rate.d.ts.map +0 -1
- package/lib/interest_rate.js.map +0 -1
- package/lib/market-order.d.ts.map +0 -1
- package/lib/market-order.js.map +0 -1
- package/lib/ohlc.d.ts.map +0 -1
- package/lib/ohlc.js.map +0 -1
- package/lib/product.d.ts.map +0 -1
- package/lib/product.js.map +0 -1
- package/lib/provideOHLCFromTimeBackwardService.d.ts.map +0 -1
- package/lib/provideOHLCFromTimeBackwardService.js.map +0 -1
- package/lib/provideSeriesFromTimeBackwardService.d.ts.map +0 -1
- package/lib/provideSeriesFromTimeBackwardService.js.map +0 -1
- package/lib/public-api.d.ts.map +0 -1
- package/lib/public-api.js.map +0 -1
- package/lib/quote.d.ts.map +0 -1
- package/lib/quote.js.map +0 -1
- package/lib/websocket.d.ts +0 -15
- package/lib/websocket.d.ts.map +0 -1
- package/lib/websocket.js +0 -163
- package/lib/websocket.js.map +0 -1
- /package/dist/{public-api.js → api/public-api.js} +0 -0
- /package/dist/{provideOHLCFromTimeBackwardService.js → utils/provideOHLCFromTimeBackwardService.js} +0 -0
- /package/dist/{provideSeriesFromTimeBackwardService.js → utils/provideSeriesFromTimeBackwardService.js} +0 -0
- /package/lib/{public-api.d.ts → api/public-api.d.ts} +0 -0
- /package/lib/{public-api.js → api/public-api.js} +0 -0
- /package/lib/{interest_rate.d.ts → public-data/interest_rate.d.ts} +0 -0
- /package/lib/{market-order.d.ts → public-data/market-order.d.ts} +0 -0
- /package/lib/{ohlc.d.ts → public-data/ohlc.d.ts} +0 -0
- /package/lib/{product.d.ts → public-data/product.d.ts} +0 -0
- /package/lib/{quote.d.ts → public-data/quote.d.ts} +0 -0
- /package/lib/{provideOHLCFromTimeBackwardService.d.ts → utils/provideOHLCFromTimeBackwardService.d.ts} +0 -0
- /package/lib/{provideOHLCFromTimeBackwardService.js → utils/provideOHLCFromTimeBackwardService.js} +0 -0
- /package/lib/{provideSeriesFromTimeBackwardService.d.ts → utils/provideSeriesFromTimeBackwardService.d.ts} +0 -0
- /package/lib/{provideSeriesFromTimeBackwardService.js → utils/provideSeriesFromTimeBackwardService.js} +0 -0
package/dist/strategy-account.js
CHANGED
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@@ -1,15 +1,14 @@
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import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';
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import { Terminal } from '@yuants/protocol';
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import {
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import {
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import {
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import { defer } from 'rxjs';
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import { getStrategyAccountId } from './account';
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import { getStrategyAccountInfo } from './accountInfos';
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import { getDefaultCredential, getGridPositions } from './api/private-api';
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const terminal = Terminal.fromNodeEnv();
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const credential = getDefaultCredential();
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export const accountConfig$ = defer(() => getAccountConfig(credential)).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
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export const accountUid$ = accountConfig$.pipe(map((x) => x.data[0].uid), filter((x) => !!x), shareReplay(1));
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export const strategyAccountId$ = accountUid$.pipe(map((uid) => `okx/${uid}/strategy`), shareReplay(1));
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defer(async () => {
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const strategyAccountId = await
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const strategyAccountId = await getStrategyAccountId();
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addAccountMarket(terminal, { account_id: strategyAccountId, market_id: 'OKX' });
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terminal.server.provideService(`OKX/QueryGridPositions`, {
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required: ['account_id', 'algoId'],
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properties: {
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@@ -29,68 +28,8 @@ defer(async () => {
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egress_token_capacity: 20,
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egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)
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});
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provideAccountInfoService(terminal, strategyAccountId,
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getGridOrdersAlgoPending(credential, {
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algoOrdType: 'contract_grid',
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}),
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]);
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let totalEquity = 0;
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const positions = [];
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const gridPositionsRes = await Promise.all(gridAlgoOrders.data.map((item) => terminal.client.requestForResponseData('OKX/QueryGridPositions', {
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account_id: strategyAccountId,
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algoId: item.algoId,
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})));
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gridPositionsRes.forEach((gridPositions, index) => {
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var _a, _b, _c, _d;
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let positionValuation = 0;
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const leverage = +((_a = gridAlgoOrders.data) === null || _a === void 0 ? void 0 : _a[index].actualLever);
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(_b = gridPositions === null || gridPositions === void 0 ? void 0 : gridPositions.data) === null || _b === void 0 ? void 0 : _b.forEach((position) => {
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var _a, _b, _c;
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if (+position.pos !== 0) {
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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 : '';
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const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';
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positions.push({
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position_id: encodePath(position.algoId, position.instId),
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datasource_id: 'OKX',
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product_id: encodePath(position.instType, position.instId),
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direction,
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volume: Math.abs(+position.pos),
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free_volume: +position.pos,
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position_price: +position.avgPx,
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floating_profit: +position.upl,
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closable_price: +position.last,
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valuation: +position.notionalUsd,
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});
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positionValuation += +position.notionalUsd;
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}
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});
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if (leverage === 0) {
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// 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
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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);
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}
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else {
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// 历史提取金额不会从 investment, totalPnl 扣减
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// 计算净值需要通过仓位的名义价值和实际杠杆计算
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totalEquity += positionValuation / leverage;
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}
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});
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return {
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money: {
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currency: 'USDT',
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equity: totalEquity,
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// TODO: 累计策略的可提取资金作为 free
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free: 0,
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},
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positions,
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};
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}, { auto_refresh_interval: 5000 });
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provideAccountInfoService(terminal, strategyAccountId, () => getStrategyAccountInfo(credential), {
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auto_refresh_interval: 5000,
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});
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}).subscribe();
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const sub = defer(() => accountUid$)
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.pipe(first())
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.subscribe((uid) => {
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addAccountMarket(terminal, { account_id: `okx/${uid}/strategy`, market_id: 'OKX' });
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});
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defer(() => terminal.dispose$).subscribe(() => sub.unsubscribe());
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//# sourceMappingURL=strategy-account.js.map
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@@ -1 +1 @@
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{"version":3,"file":"strategy-account.js","sourceRoot":"","sources":["../src/strategy-account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,
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+
{"version":3,"file":"strategy-account.js","sourceRoot":"","sources":["../src/strategy-account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,oBAAoB,EAAE,MAAM,WAAW,CAAC;AACjD,OAAO,EAAE,sBAAsB,EAAE,MAAM,gBAAgB,CAAC;AACxD,OAAO,EAAE,oBAAoB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAC;AAE3E,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,iBAAiB,GAAG,MAAM,oBAAoB,EAAE,CAAC;IAEvD,gBAAgB,CAAC,QAAQ,EAAE,EAAE,UAAU,EAAE,iBAAiB,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;IAEhF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,wBAAwB,EACxB;QACE,QAAQ,EAAE,CAAC,YAAY,EAAE,QAAQ,CAAC;QAClC,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,iBAAiB,EAAE;YACxD,MAAM,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC3B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,EAAE;QACF,OAAO;YACL,GAAG,EAAE;gBACH,IAAI,EAAE,CAAC;gBACP,OAAO,EAAE,IAAI;gBACb,IAAI,EAAE,MAAM,gBAAgB,CAAC,UAAU,EAAE,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,EAAE,CAAC;aACnG;SACF,CAAC;IACJ,CAAC,EACD;QACE,qBAAqB,EAAE,EAAE;QACzB,4BAA4B,EAAE,IAAI,EAAE,0BAA0B;KAC/D,CACF,CAAC;IAEF,yBAAyB,CAAC,QAAQ,EAAE,iBAAiB,EAAE,GAAG,EAAE,CAAC,sBAAsB,CAAC,UAAU,CAAC,EAAE;QAC/F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getStrategyAccountId } from './account';\nimport { getStrategyAccountInfo } from './accountInfos';\nimport { getDefaultCredential, getGridPositions } from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n const strategyAccountId = await getStrategyAccountId();\n\n addAccountMarket(terminal, { account_id: strategyAccountId, market_id: 'OKX' });\n\n terminal.server.provideService<\n { account_id: string; algoId: string },\n Awaited<ReturnType<typeof getGridPositions>>\n >(\n `OKX/QueryGridPositions`,\n {\n required: ['account_id', 'algoId'],\n properties: {\n account_id: { type: 'string', const: strategyAccountId },\n algoId: { type: 'string' },\n },\n },\n async (msg) => {\n //\n return {\n res: {\n code: 0,\n message: 'OK',\n data: await getGridPositions(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),\n },\n };\n },\n {\n egress_token_capacity: 20,\n egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)\n },\n );\n\n provideAccountInfoService(terminal, strategyAccountId, () => getStrategyAccountInfo(credential), {\n auto_refresh_interval: 5000,\n });\n}).subscribe();\n"]}
|
package/dist/trade.js
CHANGED
|
@@ -1,9 +1,9 @@
|
|
|
1
1
|
import { Terminal } from '@yuants/protocol';
|
|
2
2
|
import { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';
|
|
3
3
|
import { encodePath, formatTime } from '@yuants/utils';
|
|
4
|
-
import { defer,
|
|
5
|
-
import {
|
|
6
|
-
import { getAccountBillsArchive, getDefaultCredential } from './api';
|
|
4
|
+
import { defer, repeat, retry, tap, timeout } from 'rxjs';
|
|
5
|
+
import { getTradingAccountId } from './account';
|
|
6
|
+
import { getAccountBillsArchive, getDefaultCredential } from './api/private-api';
|
|
7
7
|
const tradeParser = async (accountId, params) => {
|
|
8
8
|
const tradeList = [];
|
|
9
9
|
const credential = getDefaultCredential();
|
|
@@ -130,10 +130,8 @@ const getAccountTradeWithAccountId = async (accountId) => {
|
|
|
130
130
|
conflictKeys: ['id'],
|
|
131
131
|
}));
|
|
132
132
|
};
|
|
133
|
-
|
|
134
|
-
|
|
135
|
-
.subscribe((uid) => {
|
|
136
|
-
const account_id = `okx/${uid}/trading`;
|
|
133
|
+
(async () => {
|
|
134
|
+
const account_id = await getTradingAccountId();
|
|
137
135
|
console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);
|
|
138
136
|
defer(() => getAccountTradeWithAccountId(account_id))
|
|
139
137
|
.pipe(
|
|
@@ -145,5 +143,5 @@ defer(() => accountUid$)
|
|
|
145
143
|
},
|
|
146
144
|
}), repeat({ delay: 30000 }), retry({ delay: 5000 }))
|
|
147
145
|
.subscribe();
|
|
148
|
-
});
|
|
146
|
+
})();
|
|
149
147
|
//# sourceMappingURL=trade.js.map
|
package/dist/trade.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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{ IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, first, repeat, retry, tap, timeout } from 'rxjs';\nimport { accountUid$ } from './account';\nimport { getAccountBillsArchive, getDefaultCredential } from './api';\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n const tradeList: ITrade[] = [];\n const credential = getDefaultCredential();\n const result = await getAccountBillsArchive(credential, params);\n const productIdToProduct = new Map<string, IProduct>();\n const productIdSet = new Set<string>();\n if (result.code === '0' && result.data) {\n const data = result.data;\n const mapTradeIdToBillList = new Map<string, typeof data>();\n data.forEach((item) => {\n productIdSet.add(encodePath(item.instType, item.instId));\n mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n });\n if (productIdSet.size > 0) {\n const productList = await requestSQL<IProduct[]>(\n Terminal.fromNodeEnv(),\n `\n select * from product where product_id in (${Array.from(productIdSet)\n .map((productId) => escapeSQL(productId))\n .join(',')})\n `,\n );\n if (productList.length > 0) {\n productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n }\n }\n mapTradeIdToBillList.forEach(async (v, tradeId) => {\n if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n const trade: ITrade = {\n id: tradeId,\n account_id: accountId,\n product_id: '',\n direction: '',\n traded_volume: '',\n traded_price: '',\n traded_value: '',\n post_volume: '',\n fee: '',\n fee_currency: '',\n created_at: '0',\n };\n\n v.forEach((bill) => {\n trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n trade.product_id = encodePath(bill.instType, bill.instId);\n trade.traded_price = bill.px;\n if (bill.instType === 'SWAP') {\n if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n trade.traded_volume = bill.sz;\n trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n }\n if (bill.instType === 'SPOT') {\n if (bill.subType === '1') {\n if (bill.ccy !== 'USDT') {\n trade.direction = 'OPEN_LONG';\n } else {\n trade.direction = 'CLOSE_LONG';\n }\n }\n\n if (bill.ccy !== 'USDT') {\n trade.traded_volume = bill.sz;\n }\n if (bill.ccy === 'USDT') {\n trade.traded_value = bill.sz;\n }\n }\n // fee\n if (bill.fee !== '0') {\n trade.fee = Math.abs(Number(bill.fee)).toString();\n trade.fee_currency = bill.ccy;\n }\n });\n trade.created_at = formatTime(Number(trade.created_at));\n if (productIdToProduct.has(trade.product_id)) {\n trade.traded_value = (\n +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n ).toString();\n } else {\n throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n }\n tradeList.push(trade);\n });\n }\n return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n const currentTrade = await requestSQL<ITrade[]>(\n Terminal.fromNodeEnv(),\n `\n select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n `,\n );\n const params: Record<string, string> = {\n type: '2',\n begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n };\n if (currentTrade.length === 1) {\n params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n }\n console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n const tradeList = await tradeParser(accountId, params);\n console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n await requestSQL(\n Terminal.fromNodeEnv(),\n buildInsertManyIntoTableSQL(tradeList, 'trade', {\n columns: [\n 'id',\n 'account_id',\n 'product_id',\n 'traded_volume',\n 'traded_value',\n 'traded_price',\n 'direction',\n 'fee',\n 'fee_currency',\n 'created_at',\n ],\n conflictKeys: ['id'],\n }),\n );\n};\n\ndefer(() => accountUid$)\n .pipe(first())\n .subscribe((uid) => {\n const account_id = `okx/${uid}/trading`;\n console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定:10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n });\n"]}
|
|
1
|
+
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{ IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, repeat, retry, tap, timeout } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getAccountBillsArchive, getDefaultCredential } from './api/private-api';\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n const tradeList: ITrade[] = [];\n const credential = getDefaultCredential();\n const result = await getAccountBillsArchive(credential, params);\n const productIdToProduct = new Map<string, IProduct>();\n const productIdSet = new Set<string>();\n if (result.code === '0' && result.data) {\n const data = result.data;\n const mapTradeIdToBillList = new Map<string, typeof data>();\n data.forEach((item) => {\n productIdSet.add(encodePath(item.instType, item.instId));\n mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n });\n if (productIdSet.size > 0) {\n const productList = await requestSQL<IProduct[]>(\n Terminal.fromNodeEnv(),\n `\n select * from product where product_id in (${Array.from(productIdSet)\n .map((productId) => escapeSQL(productId))\n .join(',')})\n `,\n );\n if (productList.length > 0) {\n productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n }\n }\n mapTradeIdToBillList.forEach(async (v, tradeId) => {\n if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n const trade: ITrade = {\n id: tradeId,\n account_id: accountId,\n product_id: '',\n direction: '',\n traded_volume: '',\n traded_price: '',\n traded_value: '',\n post_volume: '',\n fee: '',\n fee_currency: '',\n created_at: '0',\n };\n\n v.forEach((bill) => {\n trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n trade.product_id = encodePath(bill.instType, bill.instId);\n trade.traded_price = bill.px;\n if (bill.instType === 'SWAP') {\n if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n trade.traded_volume = bill.sz;\n trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n }\n if (bill.instType === 'SPOT') {\n if (bill.subType === '1') {\n if (bill.ccy !== 'USDT') {\n trade.direction = 'OPEN_LONG';\n } else {\n trade.direction = 'CLOSE_LONG';\n }\n }\n\n if (bill.ccy !== 'USDT') {\n trade.traded_volume = bill.sz;\n }\n if (bill.ccy === 'USDT') {\n trade.traded_value = bill.sz;\n }\n }\n // fee\n if (bill.fee !== '0') {\n trade.fee = Math.abs(Number(bill.fee)).toString();\n trade.fee_currency = bill.ccy;\n }\n });\n trade.created_at = formatTime(Number(trade.created_at));\n if (productIdToProduct.has(trade.product_id)) {\n trade.traded_value = (\n +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n ).toString();\n } else {\n throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n }\n tradeList.push(trade);\n });\n }\n return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n const currentTrade = await requestSQL<ITrade[]>(\n Terminal.fromNodeEnv(),\n `\n select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n `,\n );\n const params: Record<string, string> = {\n type: '2',\n begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n };\n if (currentTrade.length === 1) {\n params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n }\n console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n const tradeList = await tradeParser(accountId, params);\n console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n await requestSQL(\n Terminal.fromNodeEnv(),\n buildInsertManyIntoTableSQL(tradeList, 'trade', {\n columns: [\n 'id',\n 'account_id',\n 'product_id',\n 'traded_volume',\n 'traded_value',\n 'traded_price',\n 'direction',\n 'fee',\n 'fee_currency',\n 'created_at',\n ],\n conflictKeys: ['id'],\n }),\n );\n};\n\n(async () => {\n const account_id = await getTradingAccountId();\n console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定:10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n})();\n"]}
|
package/dist/transfer.js
CHANGED
|
@@ -2,14 +2,16 @@ import { createCache } from '@yuants/cache';
|
|
|
2
2
|
import { Terminal } from '@yuants/protocol';
|
|
3
3
|
import { addAccountTransferAddress } from '@yuants/transfer';
|
|
4
4
|
import { formatTime } from '@yuants/utils';
|
|
5
|
-
import { defer
|
|
6
|
-
import {
|
|
7
|
-
import { getAssetCurrencies, getAssetDepositAddress, getAssetDepositHistory, getAssetWithdrawalHistory, getDefaultCredential, getSubAccountList, postAssetTransfer, postAssetWithdrawal, postFinanceSavingsPurchaseRedempt, } from './api';
|
|
5
|
+
import { defer } from 'rxjs';
|
|
6
|
+
import { accountConfigCache } from './account';
|
|
7
|
+
import { getAssetCurrencies, getAssetDepositAddress, getAssetDepositHistory, getAssetWithdrawalHistory, getDefaultCredential, getSubAccountList, postAssetTransfer, postAssetWithdrawal, postFinanceSavingsPurchaseRedempt, } from './api/private-api';
|
|
8
8
|
const terminal = Terminal.fromNodeEnv();
|
|
9
9
|
const credential = getDefaultCredential();
|
|
10
10
|
const cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600000 });
|
|
11
11
|
defer(async () => {
|
|
12
|
-
const account_config = await
|
|
12
|
+
const account_config = await accountConfigCache.query('');
|
|
13
|
+
if (!account_config)
|
|
14
|
+
throw new Error('Failed to get account config');
|
|
13
15
|
console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));
|
|
14
16
|
const { mainUid, uid } = account_config.data[0];
|
|
15
17
|
const isMainAccount = mainUid === uid;
|
package/dist/transfer.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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{ createCache } from '@yuants/cache';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime } from '@yuants/utils';\nimport { defer, firstValueFrom } from 'rxjs';\nimport { accountConfig$ } from './account';\nimport {\n getAssetCurrencies,\n getAssetDepositAddress,\n getAssetDepositHistory,\n getAssetWithdrawalHistory,\n getDefaultCredential,\n getSubAccountList,\n postAssetTransfer,\n postAssetWithdrawal,\n postFinanceSavingsPurchaseRedempt,\n} from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nconst cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600_000 });\n\ndefer(async () => {\n const account_config = await firstValueFrom(accountConfig$);\n console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n const { mainUid, uid } = account_config.data[0];\n const isMainAccount = mainUid === uid;\n\n const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n // BLOCK_CHAIN: only available for main account\n if (isMainAccount) {\n const depositAddressRes = await getAssetDepositAddress(credential, { ccy: 'USDT' });\n console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n for (const address of addresses) {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: 'TRC20',\n currency: 'USDT',\n address: address.addr,\n onApply: {\n INIT: async (order) => {\n if (\n !order.current_amount ||\n order.current_amount < 3 // 最小提币额度\n ) {\n return { state: 'ERROR', message: 'Amount too small' };\n }\n const res = await cacheOfAssetCurrencies.query('');\n const theRes = res?.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n const _fee = theRes?.minFee;\n if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n const fee = +_fee;\n const amt = Math.floor(order.current_amount - fee);\n const transferResult = await postAssetWithdrawal(credential, {\n amt: `${amt}`,\n ccy: 'USDT',\n chain: 'USDT-TRC20',\n fee: `${fee}`,\n dest: '4', // 链上提币\n toAddr: order.current_rx_address!,\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const wdId = transferResult.data[0]?.wdId;\n return { state: 'AWAIT_TX_ID', context: wdId };\n },\n AWAIT_TX_ID: async (transferOrder) => {\n const wdId = transferOrder.current_tx_context;\n const withdrawalHistory = await getAssetWithdrawalHistory(credential, { wdId });\n const txId = withdrawalHistory.data?.[0]?.txId;\n if (!txId) {\n return { state: 'AWAIT_TX_ID', context: wdId };\n }\n return { state: 'COMPLETE', transaction_id: txId };\n },\n },\n onEval: async (transferOrder) => {\n const checkResult = await getAssetDepositHistory(credential, {\n ccy: 'USDT',\n txId: transferOrder.current_transaction_id,\n type: '4',\n });\n\n if (checkResult.code !== '0') {\n return {\n state: 'INIT',\n };\n }\n\n if (checkResult.data[0].state !== '2') {\n return { state: 'PENDING' };\n }\n const received_amount = +checkResult.data[0].amt;\n return { state: 'COMPLETE', received_amount };\n },\n });\n }\n }\n\n // Funding-Trading\n {\n const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: FUNDING_TRADING_NETWORK_ID,\n currency: 'USDT',\n address: 'funding',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postAssetTransfer(credential, {\n type: '0',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '18',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: TRADING_ACCOUNT_ID,\n network_id: FUNDING_TRADING_NETWORK_ID,\n currency: 'USDT',\n address: 'trading',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postAssetTransfer(credential, {\n type: '0',\n ccy: order.currency,\n amt: `${order.current_amount}`,\n from: '18',\n to: '6',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n }\n // Funding-Earning\n {\n const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: FUNDING_EARNING_NETWORK_ID,\n currency: 'USDT',\n address: 'funding',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n side: 'purchase',\n rate: '0.01',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n return { state: 'COMPLETE', transaction_id: 'ok' };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: EARNING_ACCOUNT_ID,\n network_id: FUNDING_EARNING_NETWORK_ID,\n currency: 'USDT',\n address: 'earning',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n side: 'redempt',\n rate: '0.01',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n return { state: 'COMPLETE', transaction_id: 'ok' };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n }\n\n // SubAccount\n {\n const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n if (isMainAccount) {\n const subAcctsRes = await getSubAccountList(credential);\n for (const item of subAcctsRes.data || []) {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: getSubAccountNetworkId(item.uid),\n currency: 'USDT',\n address: 'main',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postAssetTransfer(credential, {\n type: '1',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '6',\n subAcct: item.subAcct,\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (order) => {\n // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n // const received_amount = checkResult?.data?.[0]?.amt;\n // if (!received_amount) {\n // return { state: 'INIT', message: checkResult.msg };\n // }\n // return { state: 'COMPLETE', received_amount: +received_amount };\n\n return { state: 'COMPLETE', received_amount: order.current_amount };\n },\n });\n }\n }\n // SubAccount API\n else {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: getSubAccountNetworkId(uid),\n currency: 'USDT',\n address: 'sub',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postAssetTransfer(credential, {\n type: '3',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '6',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (order) => {\n // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n // const received_amount = checkResult?.data?.[0]?.amt;\n // if (!received_amount) {\n // return { state: 'INIT', message: checkResult.msg };\n // }\n // return { state: 'COMPLETE', received_amount: +received_amount };\n return { state: 'COMPLETE', received_amount: order.current_amount };\n },\n });\n }\n }\n}).subscribe();\n"]}
|
|
1
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+
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{ createCache } from '@yuants/cache';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime } from '@yuants/utils';\nimport { defer } from 'rxjs';\nimport { accountConfigCache } from './account';\nimport {\n getAssetCurrencies,\n getAssetDepositAddress,\n getAssetDepositHistory,\n getAssetWithdrawalHistory,\n getDefaultCredential,\n getSubAccountList,\n postAssetTransfer,\n postAssetWithdrawal,\n postFinanceSavingsPurchaseRedempt,\n} from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nconst cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600_000 });\n\ndefer(async () => {\n const account_config = await accountConfigCache.query('');\n if (!account_config) throw new Error('Failed to get account config');\n console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n const { mainUid, uid } = account_config.data[0];\n const isMainAccount = mainUid === uid;\n\n const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n // BLOCK_CHAIN: only available for main account\n if (isMainAccount) {\n const depositAddressRes = await getAssetDepositAddress(credential, { ccy: 'USDT' });\n console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n for (const address of addresses) {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: 'TRC20',\n currency: 'USDT',\n address: address.addr,\n onApply: {\n INIT: async (order) => {\n if (\n !order.current_amount ||\n order.current_amount < 3 // 最小提币额度\n ) {\n return { state: 'ERROR', message: 'Amount too small' };\n }\n const res = await cacheOfAssetCurrencies.query('');\n const theRes = res?.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n const _fee = theRes?.minFee;\n if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n const fee = +_fee;\n const amt = Math.floor(order.current_amount - fee);\n const transferResult = await postAssetWithdrawal(credential, {\n amt: `${amt}`,\n ccy: 'USDT',\n chain: 'USDT-TRC20',\n fee: `${fee}`,\n dest: '4', // 链上提币\n toAddr: order.current_rx_address!,\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const wdId = transferResult.data[0]?.wdId;\n return { state: 'AWAIT_TX_ID', context: wdId };\n },\n AWAIT_TX_ID: async (transferOrder) => {\n const wdId = transferOrder.current_tx_context;\n const withdrawalHistory = await getAssetWithdrawalHistory(credential, { wdId });\n const txId = withdrawalHistory.data?.[0]?.txId;\n if (!txId) {\n return { state: 'AWAIT_TX_ID', context: wdId };\n }\n return { state: 'COMPLETE', transaction_id: txId };\n },\n },\n onEval: async (transferOrder) => {\n const checkResult = await getAssetDepositHistory(credential, {\n ccy: 'USDT',\n txId: transferOrder.current_transaction_id,\n type: '4',\n });\n\n if (checkResult.code !== '0') {\n return {\n state: 'INIT',\n };\n }\n\n if (checkResult.data[0].state !== '2') {\n return { state: 'PENDING' };\n }\n const received_amount = +checkResult.data[0].amt;\n return { state: 'COMPLETE', received_amount };\n },\n });\n }\n }\n\n // Funding-Trading\n {\n const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: FUNDING_TRADING_NETWORK_ID,\n currency: 'USDT',\n address: 'funding',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postAssetTransfer(credential, {\n type: '0',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '18',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: TRADING_ACCOUNT_ID,\n network_id: FUNDING_TRADING_NETWORK_ID,\n currency: 'USDT',\n address: 'trading',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postAssetTransfer(credential, {\n type: '0',\n ccy: order.currency,\n amt: `${order.current_amount}`,\n from: '18',\n to: '6',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n }\n // Funding-Earning\n {\n const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: FUNDING_EARNING_NETWORK_ID,\n currency: 'USDT',\n address: 'funding',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n side: 'purchase',\n rate: '0.01',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n return { state: 'COMPLETE', transaction_id: 'ok' };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: EARNING_ACCOUNT_ID,\n network_id: FUNDING_EARNING_NETWORK_ID,\n currency: 'USDT',\n address: 'earning',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n side: 'redempt',\n rate: '0.01',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n return { state: 'COMPLETE', transaction_id: 'ok' };\n },\n },\n onEval: async (transferOrder) => {\n return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n },\n });\n }\n\n // SubAccount\n {\n const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n if (isMainAccount) {\n const subAcctsRes = await getSubAccountList(credential);\n for (const item of subAcctsRes.data || []) {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: getSubAccountNetworkId(item.uid),\n currency: 'USDT',\n address: 'main',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postAssetTransfer(credential, {\n type: '1',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '6',\n subAcct: item.subAcct,\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (order) => {\n // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n // const received_amount = checkResult?.data?.[0]?.amt;\n // if (!received_amount) {\n // return { state: 'INIT', message: checkResult.msg };\n // }\n // return { state: 'COMPLETE', received_amount: +received_amount };\n\n return { state: 'COMPLETE', received_amount: order.current_amount };\n },\n });\n }\n }\n // SubAccount API\n else {\n addAccountTransferAddress({\n terminal,\n account_id: FUNDING_ACCOUNT_ID,\n network_id: getSubAccountNetworkId(uid),\n currency: 'USDT',\n address: 'sub',\n onApply: {\n INIT: async (order) => {\n const transferResult = await postAssetTransfer(credential, {\n type: '3',\n ccy: 'USDT',\n amt: `${order.current_amount}`,\n from: '6',\n to: '6',\n });\n if (transferResult.code !== '0') {\n return { state: 'INIT', message: transferResult.msg };\n }\n const transaction_id = transferResult.data[0].transId;\n return { state: 'COMPLETE', transaction_id };\n },\n },\n onEval: async (order) => {\n // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n // const received_amount = checkResult?.data?.[0]?.amt;\n // if (!received_amount) {\n // return { state: 'INIT', message: checkResult.msg };\n // }\n // return { state: 'COMPLETE', received_amount: +received_amount };\n return { state: 'COMPLETE', received_amount: order.current_amount };\n },\n });\n }\n }\n}).subscribe();\n"]}
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{ PromRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, interval, Observable, Subscription, tap, timeout } from 'rxjs';\nimport { IWSOrderBook } from './market-order';\n\nconst MetricsWebSocketConnectionsGauge = PromRegistry.create(\n 'gauge',\n 'okx_websocket_connections',\n 'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = PromRegistry.create(\n 'gauge',\n 'okx_websocket_channel',\n 'Number of OKX WebSocket channels subscribed',\n);\n\ntype ConnectStatus = 'connecting' | 'connected' | 'closed' | 'reconnecting';\nconst terminal = Terminal.fromNodeEnv();\n\nclass OKXWsClient {\n private static readonly pool: {\n path: string;\n client: OKXWsClient;\n requests: number;\n isFull: boolean;\n }[] = [];\n\n // ISSUE: 连接限制:3 次/秒 (基于IP)\n // https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\n static GetWsClient(path: string): OKXWsClient {\n const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);\n if (existing && !existing.client.isClosed()) {\n existing.requests++;\n if (existing.requests >= 480) {\n existing.isFull = true;\n }\n return existing.client;\n }\n\n const client = existing?.client?.isClosed() ? existing.client.revive() : new OKXWsClient(path);\n if (existing) {\n existing.client = client;\n existing.requests = 1;\n existing.isFull = false;\n } else {\n OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });\n }\n return client;\n }\n\n private readonly baseURL: string = `wss://ws.okx.com:8443`;\n private readonly path: string;\n private ws!: WebSocket;\n private connectStatus: ConnectStatus = 'closed';\n private keepAlive?: Subscription;\n private readonly subscriptions = new Map<\n string,\n {\n channel: string;\n instId?: string;\n }\n >();\n private readonly handlers: Record<string, Function> = {};\n private readonly connectionListeners: Record<'error' | 'close', Set<EventListener>> = {\n error: new Set(),\n close: new Set(),\n };\n\n private readonly handleOpen = () => {\n this.connectStatus = 'connected';\n console.info(formatTime(Date.now()), '✅ WS connected');\n for (const { channel, instId } of this.subscriptions.values()) {\n this.sendSubscribeMessage(channel, instId);\n }\n };\n\n private readonly handleMessage = (raw: MessageEvent) => {\n if (raw.data === 'pong') {\n return;\n }\n const msg = JSON.parse(raw.data);\n if (msg.arg?.channel) {\n const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n const data = msg.data;\n const handler = this.handlers[channelId];\n if (data && handler) {\n handler(data, msg.arg);\n }\n } else if (msg.event) {\n console.info(formatTime(Date.now()), 'Event:', msg);\n }\n };\n\n private readonly handleError = (event: Event) => {\n console.error(formatTime(Date.now()), '❌ WS error', event);\n };\n\n private readonly handleClose = (event: CloseEvent) => {\n console.error(formatTime(Date.now()), '❌ WS closed', event);\n MetricsWebSocketConnectionsGauge.dec({ path: this.path });\n\n const closedSocket = event.target as WebSocket;\n if (closedSocket !== this.ws) {\n return;\n }\n\n if (this.connectStatus === 'reconnecting') {\n return;\n }\n\n this.connectStatus = 'closed';\n\n if (this.subscriptions.size === 0) {\n return;\n }\n\n this.connectStatus = 'reconnecting';\n setTimeout(() => {\n if (this.connectStatus === 'connecting' || this.connectStatus === 'connected') {\n return;\n }\n if (this.subscriptions.size === 0) {\n this.connectStatus = 'closed';\n return;\n }\n this.initSocket();\n }, 1000);\n };\n\n constructor(path: string) {\n this.path = path;\n this.initSocket();\n this.startKeepAlive();\n }\n\n private revive(): OKXWsClient {\n this.initSocket();\n this.startKeepAlive();\n return this;\n }\n\n private initSocket() {\n this.connectStatus = 'connecting';\n this.ws = new WebSocket(`${this.baseURL}/${this.path}`);\n MetricsWebSocketConnectionsGauge.inc({ path: this.path, terminal_id: terminal.terminal_id });\n\n this.ws.addEventListener('open', this.handleOpen);\n this.ws.addEventListener('message', this.handleMessage);\n this.ws.addEventListener('error', this.handleError);\n this.ws.addEventListener('close', this.handleClose);\n\n for (const listener of this.connectionListeners.error) {\n this.ws.addEventListener('error', listener);\n }\n for (const listener of this.connectionListeners.close) {\n this.ws.addEventListener('close', listener);\n }\n }\n\n private startKeepAlive() {\n if (this.keepAlive && !this.keepAlive.closed) {\n return;\n }\n this.keepAlive = interval(25_000)\n .pipe(\n tap(() => {\n if (this.connectStatus === 'connected') {\n this.ws.send('ping');\n }\n }),\n )\n .subscribe();\n }\n\n private stopKeepAlive() {\n if (this.keepAlive && !this.keepAlive.closed) {\n this.keepAlive.unsubscribe();\n }\n }\n\n private isClosed() {\n return this.ws?.readyState === WebSocket.CLOSING || this.ws?.readyState === WebSocket.CLOSED;\n }\n\n private sendSubscribeMessage(channel: string, instId?: string) {\n const message = {\n op: 'subscribe',\n args: [{ channel, instId }],\n };\n this.ws.send(JSON.stringify(message));\n const channelId = encodePath(channel, instId);\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n }\n\n private sendUnsubscribeMessage(channel: string, instId?: string) {\n const message = {\n op: 'unsubscribe',\n args: [{ channel, instId }],\n };\n this.ws.send(JSON.stringify(message));\n const channelId = encodePath(channel, instId);\n console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n }\n\n addConnectionListener(type: 'error' | 'close', listener: EventListener): () => void {\n this.connectionListeners[type].add(listener);\n this.ws.addEventListener(type, listener);\n return () => {\n this.connectionListeners[type].delete(listener);\n this.ws.removeEventListener(type, listener);\n };\n }\n\n subscribe(channel: string, instId?: string, handler?: Function) {\n const channelId = encodePath(channel, instId);\n if (this.subscriptions.has(channelId)) {\n console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n return;\n }\n\n this.subscriptions.set(channelId, { channel, instId });\n MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });\n\n if (handler) {\n this.handlers[channelId] = handler;\n }\n\n this.startKeepAlive();\n\n if (this.connectStatus === 'connected') {\n this.sendSubscribeMessage(channel, instId);\n } else if (this.isClosed()) {\n this.initSocket();\n } else {\n console.info(formatTime(Date.now()), `📩 Queued subscribe for ${channelId} waiting for connection`);\n }\n }\n\n unsubscribe(channel: string, instId?: string) {\n const channelId = encodePath(channel, instId);\n if (!this.subscriptions.has(channelId)) return;\n\n if (this.connectStatus === 'connected') {\n this.sendUnsubscribeMessage(channel, instId);\n }\n this.subscriptions.delete(channelId);\n MetricsWebSocketChannelGauge.dec({ channel });\n delete this.handlers[channelId];\n\n if (this.subscriptions.size === 0) {\n this.stopKeepAlive();\n if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) {\n this.ws.close();\n }\n }\n }\n}\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n defer(\n () =>\n new Observable<T>((subscriber) => {\n const client = OKXWsClient.GetWsClient(path);\n client.subscribe(channel, instId, (data: T) => {\n subscriber.next(data);\n });\n const removeError = client.addConnectionListener('error', (err) => {\n subscriber.error(err);\n });\n const removeClose = client.addConnectionListener('close', () => {\n subscriber.error('WS Connection Closed');\n });\n subscriber.add(() => {\n removeError();\n removeClose();\n client.unsubscribe(channel, instId);\n });\n }),\n ).pipe(\n // 防止单个连接断开导致数据流关闭\n timeout(60_000),\n tap({\n error: (err) => {\n console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n },\n }),\n // 暂时不太确定是否能支持 retry\n // retry({ delay: 1000 }),\n catchError(() => EMPTY),\n );\n\nexport const useTicker = (instId: string) =>\n fromWsChannelAndInstId<\n {\n instId: string;\n last: string;\n askPx: string;\n bidPx: string;\n askSz: string;\n bidSz: string;\n }[]\n >('ws/v5/public', 'tickers', instId).pipe(\n //\n filter((data) => data.length > 0),\n );\n\nexport const useOpenInterest = (instId: string) =>\n fromWsChannelAndInstId<\n {\n instId: string;\n oi: string; // open interest\n }[]\n >('ws/v5/public', 'open-interest', instId).pipe(\n //\n filter((data) => data.length > 0),\n );\n\nexport const useOHLC = (candleType: string, instId: string) =>\n fromWsChannelAndInstId<string[][]>('ws/v5/business', candleType, instId).pipe(\n //\n filter((data) => data.length > 0),\n );\n\nexport const useMarketBooks = (\n channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt',\n instId: string,\n) =>\n fromWsChannelAndInstId<IWSOrderBook[]>('ws/v5/public', channel, instId).pipe(\n //\n filter((data) => data.length > 0),\n );\n"]}
|
|
1
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+
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{ PromRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, interval, Observable, Subscription, tap, timeout } from 'rxjs';\nimport { IWSOrderBook } from './public-data/market-order';\n\nconst MetricsWebSocketConnectionsGauge = PromRegistry.create(\n 'gauge',\n 'okx_websocket_connections',\n 'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = PromRegistry.create(\n 'gauge',\n 'okx_websocket_channel',\n 'Number of OKX WebSocket channels subscribed',\n);\n\ntype ConnectStatus = 'connecting' | 'connected' | 'closed' | 'reconnecting';\nconst terminal = Terminal.fromNodeEnv();\n\nclass OKXWsClient {\n private static readonly pool: {\n path: string;\n client: OKXWsClient;\n requests: number;\n isFull: boolean;\n }[] = [];\n\n // ISSUE: 连接限制:3 次/秒 (基于IP)\n // https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\n static GetWsClient(path: string): OKXWsClient {\n const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);\n if (existing && !existing.client.isClosed()) {\n existing.requests++;\n if (existing.requests >= 480) {\n existing.isFull = true;\n }\n return existing.client;\n }\n\n const client = existing?.client?.isClosed() ? existing.client.revive() : new OKXWsClient(path);\n if (existing) {\n existing.client = client;\n existing.requests = 1;\n existing.isFull = false;\n } else {\n OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });\n }\n return client;\n }\n\n private readonly baseURL: string = `wss://ws.okx.com:8443`;\n private readonly path: string;\n private ws!: WebSocket;\n private connectStatus: ConnectStatus = 'closed';\n private keepAlive?: Subscription;\n private readonly subscriptions = new Map<\n string,\n {\n channel: string;\n instId?: string;\n }\n >();\n private readonly handlers: Record<string, Function> = {};\n private readonly connectionListeners: Record<'error' | 'close', Set<EventListener>> = {\n error: new Set(),\n close: new Set(),\n };\n\n private readonly handleOpen = () => {\n this.connectStatus = 'connected';\n console.info(formatTime(Date.now()), '✅ WS connected');\n for (const { channel, instId } of this.subscriptions.values()) {\n this.sendSubscribeMessage(channel, instId);\n }\n };\n\n private readonly handleMessage = (raw: MessageEvent) => {\n if (raw.data === 'pong') {\n return;\n }\n const msg = JSON.parse(raw.data);\n if (msg.arg?.channel) {\n const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n const data = msg.data;\n const handler = this.handlers[channelId];\n if (data && handler) {\n handler(data, msg.arg);\n }\n } else if (msg.event) {\n console.info(formatTime(Date.now()), 'Event:', msg);\n }\n };\n\n private readonly handleError = (event: Event) => {\n console.error(formatTime(Date.now()), '❌ WS error', event);\n };\n\n private readonly handleClose = (event: CloseEvent) => {\n console.error(formatTime(Date.now()), '❌ WS closed', event);\n MetricsWebSocketConnectionsGauge.dec({ path: this.path });\n\n const closedSocket = event.target as WebSocket;\n if (closedSocket !== this.ws) {\n return;\n }\n\n if (this.connectStatus === 'reconnecting') {\n return;\n }\n\n this.connectStatus = 'closed';\n\n if (this.subscriptions.size === 0) {\n return;\n }\n\n this.connectStatus = 'reconnecting';\n setTimeout(() => {\n if (this.connectStatus === 'connecting' || this.connectStatus === 'connected') {\n return;\n }\n if (this.subscriptions.size === 0) {\n this.connectStatus = 'closed';\n return;\n }\n this.initSocket();\n }, 1000);\n };\n\n constructor(path: string) {\n this.path = path;\n this.initSocket();\n this.startKeepAlive();\n }\n\n private revive(): OKXWsClient {\n this.initSocket();\n this.startKeepAlive();\n return this;\n }\n\n private initSocket() {\n this.connectStatus = 'connecting';\n this.ws = new WebSocket(`${this.baseURL}/${this.path}`);\n MetricsWebSocketConnectionsGauge.inc({ path: this.path, terminal_id: terminal.terminal_id });\n\n this.ws.addEventListener('open', this.handleOpen);\n this.ws.addEventListener('message', this.handleMessage);\n this.ws.addEventListener('error', this.handleError);\n this.ws.addEventListener('close', this.handleClose);\n\n for (const listener of this.connectionListeners.error) {\n this.ws.addEventListener('error', listener);\n }\n for (const listener of this.connectionListeners.close) {\n this.ws.addEventListener('close', listener);\n }\n }\n\n private startKeepAlive() {\n if (this.keepAlive && !this.keepAlive.closed) {\n return;\n }\n this.keepAlive = interval(25_000)\n .pipe(\n tap(() => {\n if (this.connectStatus === 'connected') {\n this.ws.send('ping');\n }\n }),\n )\n .subscribe();\n }\n\n private stopKeepAlive() {\n if (this.keepAlive && !this.keepAlive.closed) {\n this.keepAlive.unsubscribe();\n }\n }\n\n private isClosed() {\n return this.ws?.readyState === WebSocket.CLOSING || this.ws?.readyState === WebSocket.CLOSED;\n }\n\n private sendSubscribeMessage(channel: string, instId?: string) {\n const message = {\n op: 'subscribe',\n args: [{ channel, instId }],\n };\n this.ws.send(JSON.stringify(message));\n const channelId = encodePath(channel, instId);\n console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n }\n\n private sendUnsubscribeMessage(channel: string, instId?: string) {\n const message = {\n op: 'unsubscribe',\n args: [{ channel, instId }],\n };\n this.ws.send(JSON.stringify(message));\n const channelId = encodePath(channel, instId);\n console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n }\n\n addConnectionListener(type: 'error' | 'close', listener: EventListener): () => void {\n this.connectionListeners[type].add(listener);\n this.ws.addEventListener(type, listener);\n return () => {\n this.connectionListeners[type].delete(listener);\n this.ws.removeEventListener(type, listener);\n };\n }\n\n subscribe(channel: string, instId?: string, handler?: Function) {\n const channelId = encodePath(channel, instId);\n if (this.subscriptions.has(channelId)) {\n console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n return;\n }\n\n this.subscriptions.set(channelId, { channel, instId });\n MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });\n\n if (handler) {\n this.handlers[channelId] = handler;\n }\n\n this.startKeepAlive();\n\n if (this.connectStatus === 'connected') {\n this.sendSubscribeMessage(channel, instId);\n } else if (this.isClosed()) {\n this.initSocket();\n } else {\n console.info(formatTime(Date.now()), `📩 Queued subscribe for ${channelId} waiting for connection`);\n }\n }\n\n unsubscribe(channel: string, instId?: string) {\n const channelId = encodePath(channel, instId);\n if (!this.subscriptions.has(channelId)) return;\n\n if (this.connectStatus === 'connected') {\n this.sendUnsubscribeMessage(channel, instId);\n }\n this.subscriptions.delete(channelId);\n MetricsWebSocketChannelGauge.dec({ channel });\n delete this.handlers[channelId];\n\n if (this.subscriptions.size === 0) {\n this.stopKeepAlive();\n if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) {\n this.ws.close();\n }\n }\n }\n}\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n defer(\n () =>\n new Observable<T>((subscriber) => {\n const client = OKXWsClient.GetWsClient(path);\n client.subscribe(channel, instId, (data: T) => {\n subscriber.next(data);\n });\n const removeError = client.addConnectionListener('error', (err) => {\n subscriber.error(err);\n });\n const removeClose = client.addConnectionListener('close', () => {\n subscriber.error('WS Connection Closed');\n });\n subscriber.add(() => {\n removeError();\n removeClose();\n client.unsubscribe(channel, instId);\n });\n }),\n ).pipe(\n // 防止单个连接断开导致数据流关闭\n timeout(60_000),\n tap({\n error: (err) => {\n console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n },\n }),\n // 暂时不太确定是否能支持 retry\n // retry({ delay: 1000 }),\n catchError(() => EMPTY),\n );\n\nexport const useTicker = (instId: string) =>\n fromWsChannelAndInstId<\n {\n instId: string;\n last: string;\n askPx: string;\n bidPx: string;\n askSz: string;\n bidSz: string;\n }[]\n >('ws/v5/public', 'tickers', instId).pipe(\n //\n filter((data) => data.length > 0),\n );\n\nexport const useOpenInterest = (instId: string) =>\n fromWsChannelAndInstId<\n {\n instId: string;\n oi: string; // open interest\n }[]\n >('ws/v5/public', 'open-interest', instId).pipe(\n //\n filter((data) => data.length > 0),\n );\n\nexport const useOHLC = (candleType: string, instId: string) =>\n fromWsChannelAndInstId<string[][]>('ws/v5/business', candleType, instId).pipe(\n //\n filter((data) => data.length > 0),\n );\n\nexport const useMarketBooks = (\n channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt',\n instId: string,\n) =>\n fromWsChannelAndInstId<IWSOrderBook[]>('ws/v5/public', channel, instId).pipe(\n //\n filter((data) => data.length > 0),\n );\n"]}
|
package/lib/account.d.ts
CHANGED
|
@@ -1,4 +1,5 @@
|
|
|
1
|
-
|
|
1
|
+
import { marketIndexTickerUSDT$ } from './accountInfos';
|
|
2
|
+
export declare const accountConfigCache: import("@yuants/cache").ICache<{
|
|
2
3
|
code: string;
|
|
3
4
|
data: {
|
|
4
5
|
acctLv: string;
|
|
@@ -24,6 +25,8 @@ export declare const accountConfig$: import("rxjs").Observable<{
|
|
|
24
25
|
}[];
|
|
25
26
|
msg: string;
|
|
26
27
|
}>;
|
|
27
|
-
export declare const
|
|
28
|
-
export declare const
|
|
28
|
+
export declare const accountUidCache: import("@yuants/cache").ICache<string>;
|
|
29
|
+
export declare const getTradingAccountId: () => Promise<string>;
|
|
30
|
+
export declare const getStrategyAccountId: () => Promise<string>;
|
|
31
|
+
export { marketIndexTickerUSDT$ };
|
|
29
32
|
//# sourceMappingURL=account.d.ts.map
|
package/lib/account.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAMA,OAAO,EAIL,sBAAsB,EACvB,MAAM,gBAAgB,CAAC;AAOxB,eAAO,MAAM,kBAAkB;;;;;;;;;;;;;;;;;;;;;;;;;EAG7B,CAAC;AAEH,eAAO,MAAM,eAAe,wCAG1B,CAAC;AAwCH,eAAO,MAAM,mBAAmB,uBAG/B,CAAC;AAEF,eAAO,MAAM,oBAAoB,uBAGhC,CAAC;AA8BF,OAAO,EAAE,sBAAsB,EAAE,CAAC"}
|