@yuants/vendor-okx 0.23.25 → 0.24.0

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

@@ -0,0 +1 @@
+{"version":3,"file":"order-actions-with-credential.js","sourceRoot":"","sources":["../src/order-actions-with-credential.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAE5C,sDAAmD;AACnD,sDAAmD;AACnD,sDAAmD;AAEnD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;IACE,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;IACtC,UAAU,EAAE;QACV,UAAU,EAAE;YACV,IAAI,EAAE,QAAQ;YACd,OAAO,EAAE,OAAO;SACjB;QACD,UAAU,EAAE;YACV,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC;YACpD,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;gBAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;gBAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;aAC/B;SACF;KACF;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,QAAQ,GAAG,MAAM,IAAA,yBAAW,EAAC,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;IAChE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,EAAE,QAAQ,EAAE,EAAE,EAAE,CAAC;AACjE,CAAC,CACF,CAAC;AAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;IACE,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;IACtC,UAAU,EAAE;QACV,UAAU,EAAE;YACV,IAAI,EAAE,QAAQ;YACd,OAAO,EAAE,OAAO;SACjB;QACD,UAAU,EAAE;YACV,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC;YACpD,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;gBAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;gBAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;aAC/B;SACF;KACF;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,IAAA,yBAAW,EAAC,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;IAC/C,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CACF,CAAC;AAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;IACE,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;IACtC,UAAU,EAAE;QACV,UAAU,EAAE;YACV,IAAI,EAAE,QAAQ;YACd,OAAO,EAAE,OAAO;SACjB;QACD,UAAU,EAAE;YACV,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC;YACpD,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;gBAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;gBAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;aAC/B;SACF;KACF;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,IAAA,yBAAW,EAAC,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;IAC/C,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CACF,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from './api/private-api';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nterminal.server.provideService<IOrder & { credential: ICredential }, { order_id?: string }>(\n  'SubmitOrder',\n  {\n    required: ['account_id', 'credential'],\n    properties: {\n      account_id: {\n        type: 'string',\n        pattern: '^okx/',\n      },\n      credential: {\n        type: 'object',\n        required: ['access_key', 'secret_key', 'passphrase'],\n        properties: {\n          access_key: { type: 'string' },\n          secret_key: { type: 'string' },\n          passphrase: { type: 'string' },\n        },\n      },\n    },\n  },\n  async (msg) => {\n    const order_id = await submitOrder(msg.req.credential, msg.req);\n    return { res: { code: 0, message: 'OK', data: { order_id } } };\n  },\n);\n\nterminal.server.provideService<IOrder & { credential: ICredential }>(\n  'ModifyOrder',\n  {\n    required: ['account_id', 'credential'],\n    properties: {\n      account_id: {\n        type: 'string',\n        pattern: '^okx/',\n      },\n      credential: {\n        type: 'object',\n        required: ['access_key', 'secret_key', 'passphrase'],\n        properties: {\n          access_key: { type: 'string' },\n          secret_key: { type: 'string' },\n          passphrase: { type: 'string' },\n        },\n      },\n    },\n  },\n  async (msg) => {\n    await modifyOrder(msg.req.credential, msg.req);\n    return { res: { code: 0, message: 'OK' } };\n  },\n);\n\nterminal.server.provideService<IOrder & { credential: ICredential }>(\n  'CancelOrder',\n  {\n    required: ['account_id', 'credential'],\n    properties: {\n      account_id: {\n        type: 'string',\n        pattern: '^okx/',\n      },\n      credential: {\n        type: 'object',\n        required: ['access_key', 'secret_key', 'passphrase'],\n        properties: {\n          access_key: { type: 'string' },\n          secret_key: { type: 'string' },\n          passphrase: { type: 'string' },\n        },\n      },\n    },\n  },\n  async (msg) => {\n    await cancelOrder(msg.req.credential, msg.req);\n    return { res: { code: 0, message: 'OK' } };\n  },\n);\n"]}

package/lib/order-actions.js

@@ -1,131 +1,23 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const protocol_1 = require("@yuants/protocol");
-const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const account_1 = require("./account");
-const api_1 = require("./api");
-const product_1 = require("./product");
-const quote_1 = require("./quote");
+const private_api_1 = require("./api/private-api");
+const cancelOrder_1 = require("./orders/cancelOrder");
+const modifyOrder_1 = require("./orders/modifyOrder");
+const submitOrder_1 = require("./orders/submitOrder");
 const terminal = protocol_1.Terminal.fromNodeEnv();
-const credential = (0, api_1.getDefaultCredential)();
+const credential = (0, private_api_1.getDefaultCredential)();
 (0, rxjs_1.defer)(async () => {
-    const tradingAccountId = await (0, rxjs_1.firstValueFrom)(account_1.tradingAccountId$);
+    const tradingAccountId = await (0, account_1.getTradingAccountId)();
     terminal.server.provideService('SubmitOrder', {
         required: ['account_id'],
         properties: {
             account_id: { const: tradingAccountId },
         },
     }, async (msg) => {
-        var _a, _b, _c;
-        console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', JSON.stringify(msg));
-        const order = msg.req;
-        const [instType, instId] = (0, utils_1.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: ${order_type}`);
-        };
-        // 交易数量，表示要购买或者出售的数量。
-        // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
-        // 当币币杠杆以市价买入时，指计价货币的数量。
-        // 当币币杠杆以市价卖出时，指交易货币的数量。
-        // 对于币币市价单，单位由 tgtCcy 决定
-        // 当交割、永续、期权买入和卖出时，指合约张数。
-        const mapOrderVolumeToSz = async (order) => {
-            if (instType === 'SWAP') {
-                return order.volume;
-            }
-            if (instType === 'MARGIN') {
-                if (order.order_type === 'LIMIT') {
-                    return order.volume;
-                }
-                if (order.order_type === 'MAKER') {
-                    return order.volume;
-                }
-                if (order.order_type === 'MARKET') {
-                    if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
-                        return order.volume;
-                    }
-                    //
-                    const price = await (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.map)((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
-                        ? +x[instId].askPx
-                        : +x[instId].bidPx)));
-                    if (!price) {
-                        throw new Error(`invalid tick: ${price}`);
-                    }
-                    console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'price', price);
-                    const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
-                    if (!theProduct) {
-                        throw new Error(`Unknown product: ${order.position_id}`);
-                    }
-                    return (0, utils_1.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((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
-        const res = await (0, api_1.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 (0, submitOrder_1.submitOrder)(credential, msg.req) } } };
     });
     terminal.server.provideService('ModifyOrder', {
         required: ['account_id'],
@@ -133,63 +25,7 @@ const credential = (0, api_1.getDefaultCredential)();
             account_id: { const: tradingAccountId },
         },
     }, async (msg) => {
-        console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', JSON.stringify(msg));
-        const order = msg.req;
-        const [instType, instId] = (0, utils_1.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 (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.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: ${price}`);
-                    }
-                    console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'price', price);
-                    const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
-                    if (!theProduct) {
-                        throw new Error(`Unknown product: ${order.position_id}`);
-                    }
-                    params.newSz = (0, utils_1.roundToStep)(order.volume * price, theProduct.volume_step).toString();
-                }
-            }
-            else {
-                throw new Error(`Unknown instType: ${instType}`);
-            }
-        }
-        console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
-        const res = await (0, api_1.postTradeAmendOrder)(credential, params);
-        if (res.code !== '0') {
-            return {
-                res: {
-                    code: +res.code,
-                    message: res.msg,
-                },
-            };
-        }
+        await (0, modifyOrder_1.modifyOrder)(credential, msg.req);
         return { res: { code: 0, message: 'OK' } };
     });
     terminal.server.provideService('CancelOrder', {
@@ -197,17 +33,9 @@ const credential = (0, api_1.getDefaultCredential)();
         properties: {
             account_id: { const: tradingAccountId },
         },
-    }, (msg) => (0, rxjs_1.defer)(async () => {
-        const order = msg.req;
-        const [instType, instId] = (0, utils_1.decodePath)(order.product_id);
-        const res = await (0, api_1.postTradeCancelOrder)(credential, {
-            instId,
-            ordId: order.order_id,
-        });
-        if (res.code !== '0') {
-            return { res: { code: +res.code, message: res.msg } };
-        }
+    }, async (msg) => {
+        await (0, cancelOrder_1.cancelOrder)(credential, msg.req);
         return { res: { code: 0, message: 'OK' } };
-    }));
+    });
 }).subscribe();
 //# sourceMappingURL=order-actions.js.map

package/lib/order-actions.js.map

@@ -1 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { defer, firstValueFrom, map } from 'rxjs';\nimport { tradingAccountId$ } from './account';\nimport { getDefaultCredential, postTradeAmendOrder, postTradeCancelOrder, postTradeOrder } from './api';\nimport { productService } from './product';\nimport { spotMarketTickers$ } from './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  terminal.server.provideService<IOrder, { order_id?: string }>(\n    'SubmitOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(msg));\n      const order = msg.req;\n      const [instType, instId] = decodePath(order.product_id);\n\n      const mapOrderDirectionToSide = (direction?: string) => {\n        switch (direction) {\n          case 'OPEN_LONG':\n          case 'CLOSE_SHORT':\n            return 'buy';\n          case 'OPEN_SHORT':\n          case 'CLOSE_LONG':\n            return 'sell';\n        }\n        throw new Error(`Unknown direction: ${direction}`);\n      };\n      const mapOrderDirectionToPosSide = (direction?: string) => {\n        switch (direction) {\n          case 'OPEN_LONG':\n          case 'CLOSE_LONG':\n            return 'long';\n          case 'CLOSE_SHORT':\n          case 'OPEN_SHORT':\n            return 'short';\n        }\n        throw new Error(`Unknown direction: ${direction}`);\n      };\n      const mapOrderTypeToOrdType = (order_type?: string) => {\n        switch (order_type) {\n          case 'LIMIT':\n            return 'limit';\n          case 'MARKET':\n            return 'market';\n          case 'MAKER':\n            return 'post_only';\n        }\n        throw new Error(`Unknown order type: ${order_type}`);\n      };\n\n      // 交易数量，表示要购买或者出售的数量。\n      // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n      // 当币币杠杆以市价买入时，指计价货币的数量。\n      // 当币币杠杆以市价卖出时，指交易货币的数量。\n      // 对于币币市价单，单位由 tgtCcy 决定\n      // 当交割、永续、期权买入和卖出时，指合约张数。\n      const mapOrderVolumeToSz = async (order: IOrder) => {\n        if (instType === 'SWAP') {\n          return order.volume;\n        }\n        if (instType === 'MARGIN') {\n          if (order.order_type === 'LIMIT') {\n            return order.volume;\n          }\n          if (order.order_type === 'MAKER') {\n            return order.volume;\n          }\n          if (order.order_type === 'MARKET') {\n            if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n              return order.volume;\n            }\n            //\n            const price = await firstValueFrom(\n              spotMarketTickers$.pipe(\n                map((x) =>\n                  mapOrderDirectionToPosSide(order.order_direction) === 'long'\n                    ? +x[instId].askPx\n                    : +x[instId].bidPx,\n                ),\n              ),\n            );\n            if (!price) {\n              throw new Error(`invalid tick: ${price}`);\n            }\n            console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n            const theProduct = await firstValueFrom(\n              productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n            );\n            if (!theProduct) {\n              throw new Error(`Unknown product: ${order.position_id}`);\n            }\n            return roundToStep(order.volume * price, theProduct.volume_step!);\n          }\n\n          return 0;\n        }\n\n        if (instType === 'SPOT') {\n          return order.volume;\n        }\n\n        throw new Error(`Unknown instType: ${instType}`);\n      };\n\n      const params = {\n        instId,\n        tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n        side: mapOrderDirectionToSide(order.order_direction),\n        posSide:\n          instType === 'MARGIN' || instType === 'SPOT'\n            ? 'net'\n            : mapOrderDirectionToPosSide(order.order_direction),\n        ordType: mapOrderTypeToOrdType(order.order_type),\n        sz: (await mapOrderVolumeToSz(order)).toString(),\n        tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n        reduceOnly:\n          instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n            ? 'true'\n            : undefined,\n        px:\n          order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n        ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n      };\n      console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n      const res = await postTradeOrder(credential, params);\n      if (res.code === '0' && res.data?.[0]?.ordId) {\n        return {\n          res: {\n            code: 0,\n            message: 'OK',\n            data: {\n              order_id: res.data[0].ordId,\n            },\n          },\n        };\n      }\n      return { res: { code: +res.code, message: res.msg } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'ModifyOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      console.info(formatTime(Date.now()), 'ModifyOrder', JSON.stringify(msg));\n      const order = msg.req;\n      const [instType, instId] = decodePath(order.product_id);\n\n      const params: {\n        instId: string;\n        ordId: string;\n        newPx?: string;\n        newSz?: string;\n      } = {\n        instId,\n        ordId: order.order_id!, // 使用现有订单ID\n      };\n\n      // 如果需要修改价格\n      if (order.price !== undefined) {\n        params.newPx = order.price.toString();\n      }\n\n      // 如果需要修改数量\n      if (order.volume !== undefined) {\n        // 处理数量修改，类似于 SubmitOrder 中的逻辑\n        if (instType === 'SWAP') {\n          params.newSz = order.volume.toString();\n        } else if (instType === 'SPOT') {\n          params.newSz = order.volume.toString();\n        } else if (instType === 'MARGIN') {\n          if (order.order_type === 'LIMIT') {\n            params.newSz = order.volume.toString();\n          }\n          if (order.order_type === 'MAKER') {\n            params.newSz = order.volume.toString();\n          }\n          if (order.order_type === 'MARKET') {\n            // 对于市价单，可能需要根据当前价格计算新的数量\n            const price = await firstValueFrom(\n              spotMarketTickers$.pipe(\n                map((x) =>\n                  order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n                    ? +x[instId].askPx\n                    : +x[instId].bidPx,\n                ),\n              ),\n            );\n            if (!price) {\n              throw new Error(`invalid tick: ${price}`);\n            }\n            console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n            const theProduct = await firstValueFrom(\n              productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n            );\n            if (!theProduct) {\n              throw new Error(`Unknown product: ${order.position_id}`);\n            }\n            params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n          }\n        } else {\n          throw new Error(`Unknown instType: ${instType}`);\n        }\n      }\n\n      console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n      const res = await postTradeAmendOrder(credential, params);\n      if (res.code !== '0') {\n        return {\n          res: {\n            code: +res.code,\n            message: res.msg,\n          },\n        };\n      }\n\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'CancelOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    (msg) =>\n      defer(async () => {\n        const order = msg.req;\n        const [instType, instId] = decodePath(order.product_id);\n        const res = await postTradeCancelOrder(credential, {\n          instId,\n          ordId: order.order_id!,\n        });\n        if (res.code !== '0') {\n          return { res: { code: +res.code, message: res.msg } };\n        }\n        return { res: { code: 0, message: 'OK' } };\n      }),\n  );\n}).subscribe();\n"]}
+{"version":3,"file":"order-actions.js","sourceRoot":"","sources":["../src/order-actions.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,+BAA6B;AAC7B,uCAAgD;AAChD,mDAAyD;AACzD,sDAAmD;AACnD,sDAAmD;AACnD,sDAAmD;AAEnD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,IAAA,kCAAoB,GAAE,CAAC;AAE1C,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,IAAA,6BAAmB,GAAE,CAAC;IACrD,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,EAAE,QAAQ,EAAE,MAAM,IAAA,yBAAW,EAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,EAAE,EAAE,CAAC;IACzG,CAAC,CACF,CAAC;IAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,IAAA,yBAAW,EAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QACvC,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;IAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,IAAA,yBAAW,EAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QACvC,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getDefaultCredential } from './api/private-api';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n  const tradingAccountId = await getTradingAccountId();\n  terminal.server.provideService<IOrder, { order_id?: string }>(\n    'SubmitOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      return { res: { code: 0, message: 'OK', data: { order_id: await submitOrder(credential, msg.req) } } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'ModifyOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      await modifyOrder(credential, msg.req);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  terminal.server.provideService<IOrder>(\n    'CancelOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      await cancelOrder(credential, msg.req);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n}).subscribe();\n"]}

package/lib/order.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAI5C,OAAO,EAAiE,OAAO,EAAO,MAAM,MAAM,CAAC;AAInG,eAAO,MAAM,MAAM,iBAAwB,CAAC"}

package/lib/order.js

@@ -6,7 +6,7 @@ const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const account_1 = require("./account");
-const api_1 = require("./api");
+const private_api_1 = require("./api/private-api");
 exports.order$ = new rxjs_1.Subject();
 exports.order$
     .pipe(
@@ -71,12 +71,9 @@ const makeOrder = (x, account_id) => {
     };
 };
 (async () => {
-    const uid = await (0, rxjs_1.firstValueFrom)(account_1.accountUid$);
-    const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;
-    const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;
-    const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;
-    const swapHistoryOrders = (0, rxjs_1.defer)(() => (0, api_1.getTradeOrdersHistory)((0, api_1.getDefaultCredential)(), { instType: 'SWAP' })).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
-    const swapPendingOrders = (0, rxjs_1.defer)(() => (0, api_1.getTradeOrdersPending)((0, api_1.getDefaultCredential)(), { instType: 'SWAP' })).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
+    const TRADING_ACCOUNT_ID = await (0, account_1.getTradingAccountId)();
+    const swapHistoryOrders = (0, rxjs_1.defer)(() => (0, private_api_1.getTradeOrdersHistory)((0, private_api_1.getDefaultCredential)(), { instType: 'SWAP' })).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
+    const swapPendingOrders = (0, rxjs_1.defer)(() => (0, private_api_1.getTradeOrdersPending)((0, private_api_1.getDefaultCredential)(), { instType: 'SWAP' })).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
     const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(
     //
     (0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x.data || []).pipe(

package/lib/order.js.map

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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport {\n  defer,\n  firstValueFrom,\n  from,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  shareReplay,\n  Subject,\n  tap,\n} from 'rxjs';\nimport { accountUid$ } from './account';\nimport { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api';\n\nexport const order$ = new Subject<IOrder>();\n\norder$\n  .pipe(\n    //\n    // mergeMap((x) => x),\n    writeToSQL({\n      terminal: Terminal.fromNodeEnv(),\n      tableName: '\"order\"',\n      writeInterval: 1000,\n      columns: [\n        'order_id',\n        'account_id',\n        'product_id',\n        'position_id',\n        'order_type',\n        'order_direction',\n        'volume',\n        'submit_at',\n        'updated_at',\n        'filled_at',\n        'price',\n        'traded_volume',\n        'traded_price',\n        'order_status',\n        'comment',\n        'profit_correction',\n        'real_profit',\n        'inferred_base_currency_price',\n      ],\n      conflictKeys: ['account_id', 'order_id'],\n    }),\n  )\n  .subscribe();\n\nconst makeOrder = (\n  x: {\n    ordType: string;\n    side: string;\n    posSide: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    fillTime: string;\n    sz: string;\n    accFillSz: string;\n    px: string;\n    avgPx: string;\n    state: string;\n    clOrdId: string;\n    ordId: string;\n  },\n  account_id: string,\n): IOrder => {\n  const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const uid = await firstValueFrom(accountUid$);\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  const swapHistoryOrders = defer(() =>\n    getTradeOrdersHistory(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const swapPendingOrders = defer(() =>\n    getTradeOrdersPending(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}
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'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const TRADING_ACCOUNT_ID = await getTradingAccountId();\n\n  const swapHistoryOrders = defer(() =>\n    getTradeOrdersHistory(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const swapPendingOrders = defer(() =>\n    getTradeOrdersPending(getDefaultCredential(), { instType: 'SWAP' }),\n  ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}

package/lib/orders/cancelOrder.d.ts

@@ -0,0 +1,4 @@
+import { IOrder } from '@yuants/data-order';
+import { ICredential } from '../api/private-api';
+export declare const cancelOrder: (credential: ICredential, order: IOrder) => Promise<void>;
+//# sourceMappingURL=cancelOrder.d.ts.map

package/lib/orders/cancelOrder.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"cancelOrder.d.ts","sourceRoot":"","sources":["../../src/orders/cancelOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAE5C,OAAO,EAAE,WAAW,EAAwB,MAAM,oBAAoB,CAAC;AAEvE,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,kBASvE,CAAC"}

package/lib/orders/cancelOrder.js

@@ -0,0 +1,17 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.cancelOrder = void 0;
+const utils_1 = require("@yuants/utils");
+const private_api_1 = require("../api/private-api");
+const cancelOrder = async (credential, order) => {
+    const [, instId] = (0, utils_1.decodePath)(order.product_id);
+    const res = await (0, private_api_1.postTradeCancelOrder)(credential, {
+        instId,
+        ordId: order.order_id,
+    });
+    if (res.code !== '0') {
+        throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);
+    }
+};
+exports.cancelOrder = cancelOrder;
+//# sourceMappingURL=cancelOrder.js.map

package/lib/orders/cancelOrder.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../src/orders/cancelOrder.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,oDAAuE;AAEhE,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAChD,MAAM,GAAG,GAAG,MAAM,IAAA,kCAAoB,EAAC,UAAU,EAAE;QACjD,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS;KACvB,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,6BAA6B,GAAG,CAAC,IAAI,QAAQ,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC;AATW,QAAA,WAAW,eAStB","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { ICredential, postTradeCancelOrder } from '../api/private-api';\n\nexport const cancelOrder = async (credential: ICredential, order: IOrder) => {\n  const [, instId] = decodePath(order.product_id);\n  const res = await postTradeCancelOrder(credential, {\n    instId,\n    ordId: order.order_id!,\n  });\n  if (res.code !== '0') {\n    throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);\n  }\n};\n"]}

package/lib/orders/modifyOrder.d.ts

@@ -0,0 +1,4 @@
+import { IOrder } from '@yuants/data-order';
+import { ICredential } from '../api/private-api';
+export declare const modifyOrder: (credential: ICredential, order: IOrder) => Promise<void>;
+//# sourceMappingURL=modifyOrder.d.ts.map

package/lib/orders/modifyOrder.d.ts.map

@@ -0,0 +1 @@
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package/lib/orders/modifyOrder.js

@@ -0,0 +1,62 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.modifyOrder = void 0;
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const private_api_1 = require("../api/private-api");
+const product_1 = require("../public-data/product");
+const quote_1 = require("../public-data/quote");
+const modifyOrder = async (credential, order) => {
+    const [instType, instId] = (0, utils_1.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 (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.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: ${price}`);
+                }
+                console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'price', price);
+                const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
+                if (!theProduct) {
+                    throw new Error(`Unknown product: ${order.position_id}`);
+                }
+                params.newSz = (0, utils_1.roundToStep)(order.volume * price, theProduct.volume_step).toString();
+            }
+        }
+        else {
+            throw new Error(`Unknown instType: ${instType}`);
+        }
+    }
+    console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
+    const res = await (0, private_api_1.postTradeAmendOrder)(credential, params);
+    if (res.code !== '0') {
+        throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);
+    }
+};
+exports.modifyOrder = modifyOrder;
+//# sourceMappingURL=modifyOrder.js.map

package/lib/orders/modifyOrder.js.map

@@ -0,0 +1 @@
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package/lib/orders/submitOrder.d.ts

@@ -0,0 +1,4 @@
+import { IOrder } from '@yuants/data-order';
+import { ICredential } from '../api/private-api';
+export declare const submitOrder: (credential: ICredential, order: IOrder) => Promise<string>;
+//# sourceMappingURL=submitOrder.d.ts.map

package/lib/orders/submitOrder.d.ts.map

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package/lib/orders/submitOrder.js

@@ -0,0 +1,111 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.submitOrder = void 0;
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const private_api_1 = require("../api/private-api");
+const product_1 = require("../public-data/product");
+const quote_1 = require("../public-data/quote");
+const mapOrderDirectionToSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_SHORT':
+            return 'buy';
+        case 'OPEN_SHORT':
+        case 'CLOSE_LONG':
+            return 'sell';
+    }
+    throw new Error(`Unknown direction: ${direction}`);
+};
+const mapOrderDirectionToPosSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_LONG':
+            return 'long';
+        case 'CLOSE_SHORT':
+        case 'OPEN_SHORT':
+            return 'short';
+    }
+    throw new Error(`Unknown direction: ${direction}`);
+};
+const mapOrderTypeToOrdType = (order_type) => {
+    switch (order_type) {
+        case 'LIMIT':
+            return 'limit';
+        case 'MARKET':
+            return 'market';
+        case 'MAKER':
+            return 'post_only';
+    }
+    throw new Error(`Unknown order type: ${order_type}`);
+};
+const submitOrder = async (credential, order) => {
+    var _a, _b, _c;
+    const [instType, instId] = (0, utils_1.decodePath)(order.product_id);
+    // 交易数量，表示要购买或者出售的数量。
+    // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
+    // 当币币杠杆以市价买入时，指计价货币的数量。
+    // 当币币杠杆以市价卖出时，指交易货币的数量。
+    // 对于币币市价单，单位由 tgtCcy 决定
+    // 当交割、永续、期权买入和卖出时，指合约张数。
+    const mapOrderVolumeToSz = async (order) => {
+        if (instType === 'SWAP') {
+            return order.volume;
+        }
+        if (instType === 'MARGIN') {
+            if (order.order_type === 'LIMIT') {
+                return order.volume;
+            }
+            if (order.order_type === 'MAKER') {
+                return order.volume;
+            }
+            if (order.order_type === 'MARKET') {
+                if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
+                    return order.volume;
+                }
+                //
+                const price = await (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.map)((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
+                    ? +x[instId].askPx
+                    : +x[instId].bidPx)));
+                if (!price) {
+                    throw new Error(`invalid tick: ${price}`);
+                }
+                console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'price', price);
+                const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
+                if (!theProduct) {
+                    throw new Error(`Unknown product: ${order.position_id}`);
+                }
+                return (0, utils_1.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((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
+    const res = await (0, private_api_1.postTradeOrder)(credential, params);
+    if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
+        return res.data[0].ordId;
+    }
+    throw `Failed to submit order: ${res.code} ${res.msg}`;
+};
+exports.submitOrder = submitOrder;
+//# sourceMappingURL=submitOrder.js.map

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

package/lib/public-data/interest_rate.d.ts.map

@@ -0,0 +1 @@
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