@yuants/vendor-okx 0.23.25 → 0.24.0

package/lib/{interest_rate.js → public-data/interest_rate.js}

@@ -17,8 +17,8 @@ const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
+const public_api_1 = require("../api/public-api");
 const product_1 = require("./product");
-const public_api_1 = require("./public-api");
 (0, sql_1.createSQLWriter)(protocol_1.Terminal.fromNodeEnv(), {
     data$: product_1.productService.products$.pipe((0, rxjs_1.mergeAll)(), (0, rxjs_1.map)((x) => ({
         series_id: (0, utils_1.encodePath)(x.datasource_id, x.product_id),

package/lib/public-data/interest_rate.js.map

@@ -0,0 +1 @@
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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';\nimport { productService } from './product';\n\ncreateSQLWriter<ISeriesCollectingTask>(Terminal.fromNodeEnv(), {\n  data$: productService.products$.pipe(\n    mergeAll(),\n    map(\n      (x): ISeriesCollectingTask => ({\n        series_id: encodePath(x.datasource_id, x.product_id),\n        table_name: 'interest_rate',\n        cron_pattern: '0 * * * *', // 每小时执行一次\n        cron_timezone: 'UTC',\n        disabled: false,\n        replay_count: 0,\n      }),\n    ),\n  ),\n  tableName: 'series_collecting_task',\n  writeInterval: 1000,\n  conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['OKX'],\n  reversed: true,\n  serviceOptions: { concurrent: 1 },\n  queryFn: async function* ({ series_id, started_at, ended_at }) {\n    const start = started_at || 0;\n    const end = ended_at || Date.now();\n    const [datasource_id, product_id] = decodePath(series_id);\n    const [instType, instId] = decodePath(product_id);\n\n    if (instType === 'SWAP') {\n      let current_end = end;\n      while (true) {\n        // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点\n        const res = await getFundingRateHistory({\n          instId: instId,\n          after: `${current_end}`,\n        });\n        if (res.code !== '0') {\n          throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;\n        }\n        // 如果没有数据了，就退出\n        if (res.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));\n        const data = res.data.map(\n          (v): IInterestRate => ({\n            series_id: series_id,\n            product_id,\n            datasource_id,\n            created_at: formatTime(+v.fundingTime),\n            long_rate: `${-v.fundingRate}`,\n            short_rate: `${v.fundingRate}`,\n            settlement_price: '',\n          }),\n        );\n        yield data;\n        current_end = +res.data[res.data.length - 1].fundingTime;\n        if (current_end <= start) {\n          break;\n        }\n        // for API rate limit\n        await firstValueFrom(timer(1000));\n      }\n    }\n\n    if (instType === 'MARGIN') {\n      // MARGIN/BTC-USDT\n      const [base, quote] = instId.split('-');\n      let current_end = end;\n      while (true) {\n        const resBase = await getLendingRateHistory({ ccy: base, after: `${current_end}` });\n        const resQuote = await getLendingRateHistory({ ccy: quote, after: `${current_end}` });\n\n        if (resBase.code !== '0') {\n          throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;\n        }\n        if (resBase.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));\n\n        if (resQuote.code !== '0') {\n          throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;\n        }\n        if (resQuote.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));\n\n        // 做多时，借入 quote 的资金，做空时，借入 base 的资金\n        // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate\n\n        const mapTsToBaseRate = new Map<string, string>();\n        resBase.data.forEach((v) => {\n          mapTsToBaseRate.set(v.ts, v.rate);\n        });\n\n        const data: IInterestRate[] = [];\n\n        resQuote.data.forEach((v) => {\n          if (!mapTsToBaseRate.has(v.ts)) return;\n          const long_rate = +v.rate / 365 / 24; // 转换为小时利率\n          const short_rate = +mapTsToBaseRate.get(v.ts)! / 365 / 24; // 转换为小时利率\n          data.push({\n            series_id,\n            product_id,\n            datasource_id,\n            created_at: formatTime(+v.ts),\n            long_rate: `${-long_rate}`,\n            short_rate: `${-short_rate}`,\n            settlement_price: '',\n          });\n        });\n\n        yield data;\n        current_end = new Date(data[data.length - 1].created_at).getTime();\n        if (current_end <= start) {\n          break;\n        }\n        // for API rate limit\n        await firstValueFrom(timer(1000));\n      }\n    }\n  },\n});\n"]}

package/lib/public-data/market-order.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"market-order.d.ts","sourceRoot":"","sources":["../../src/public-data/market-order.ts"],"names":[],"mappings":"AAqCA,MAAM,WAAW,YAAY;IAC3B,IAAI,EAAE,CAAC,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,MAAM,CAAC,EAAE,CAAC;IAC/E,IAAI,EAAE,CAAC,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,MAAM,CAAC,EAAE,CAAC;IAC/E,EAAE,EAAE,MAAM,CAAC;IACX,SAAS,EAAE,MAAM,CAAC;IAClB,KAAK,EAAE,MAAM,CAAC;IACd,QAAQ,EAAE,MAAM,CAAC;CAClB"}

package/lib/{market-order.js → public-data/market-order.js}

@@ -3,7 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const ws_1 = require("./ws");
+const ws_1 = require("../ws");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 terminal.server.provideService('QueryMarketBooks', {
     required: ['product_id', 'datasource_id'],

package/lib/public-data/market-order.js.map

@@ -0,0 +1 @@
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[]).sort((a, b) => +b[0] - +a[0]),\n            asks: Array.from(books?.asks.values() ?? []).sort((a, b) => +a[0] - +b[0]),\n          },\n        },\n      };\n    }\n    return { res: { code: 500, message: 'Server Error' } };\n  },\n);\n\nexport interface IWSOrderBook {\n  asks: [price: string, volume: string, abandon: string, order_number: string][];\n  bids: [price: string, volume: string, abandon: string, order_number: string][];\n  ts: string;\n  prevSeqId: number;\n  seqId: number;\n  checksum: number;\n}\n\nconst mapProductIdToMarketBooks = new Map<\n  string,\n  {\n    asks: Map<string, [price: string, volume: string, abandon: string, order_number: string]>;\n    bids: Map<string, [price: string, volume: string, abandon: string, order_number: string]>;\n    seqId: number;\n  }\n>();\n\nterminal.channel.publishChannel('MarketBooks', { pattern: `^OKX/` }, (id) => {\n  const [datasource_id, product_id] = decodePath(id);\n  const [, instId] = decodePath(product_id);\n  console.info(formatTime(Date.now()), `SubscribeMarketBooks`, id);\n\n  return useMarketBooks('books', instId).pipe(\n    map((data) => {\n      return data[0];\n    }),\n    tap({\n      next: (v) => {\n        if (!mapProductIdToMarketBooks.get(product_id)) {\n          mapProductIdToMarketBooks.set(product_id, {\n            seqId: v.seqId,\n            asks: new Map<string, [price: string, volume: string, abandon: string, order_number: string]>(),\n            bids: new Map<string, [price: string, volume: string, abandon: string, order_number: string]>(),\n          });\n        }\n        v.asks.map((ask) => mapProductIdToMarketBooks.get(product_id)?.asks.set(ask[0], ask));\n        v.bids.map((bid) => mapProductIdToMarketBooks.get(product_id)?.bids.set(bid[0], bid));\n      },\n      finalize: () => {\n        mapProductIdToMarketBooks.delete(product_id);\n      },\n    }),\n  );\n});\n"]}

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

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":""}

package/lib/{ohlc.js → public-data/ohlc.js}

@@ -17,10 +17,9 @@ const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const provideOHLCFromTimeBackwardService_1 = require("./provideOHLCFromTimeBackwardService");
-const public_api_1 = require("./public-api");
-const ws_1 = require("./ws");
-// import { useOHLC } from './websocket';
+const public_api_1 = require("../api/public-api");
+const provideOHLCFromTimeBackwardService_1 = require("../utils/provideOHLCFromTimeBackwardService");
+const ws_1 = require("../ws");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 // 时间粒度，默认值1m
 // 如 [1m/3m/5m/15m/30m/1H/2H/4H]

package/lib/public-data/ohlc.js.map

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{ IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, timer } from 'rxjs';\nimport { getHistoryCandles } from '../api/public-api';\nimport { provideOHLCFromTimeBackwardService } from '../utils/provideOHLCFromTimeBackwardService';\nimport { useOHLC } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n  PT1M: '1m',\n  PT3M: '3m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n\n  PT1H: '1H',\n  PT2H: '2H',\n  PT4H: '4H',\n  PT6H: '6H',\n  PT12H: '12H',\n\n  P1D: '1D',\n  P1W: '1W',\n  P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n  PT1M: 'candle1m',\n  PT3M: 'candle3m',\n  PT5M: 'candle5m',\n  PT15M: 'candle15m',\n  PT30M: 'candle30m',\n\n  PT1H: 'candle1H',\n  PT2H: 'candle2H',\n  PT4H: 'candle4H',\n  PT6H: 'candle6H',\n  PT12H: 'candle12H',\n\n  P1D: 'candle1D',\n  P1W: 'candle1W',\n  P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(terminal, {\n  tableName: 'ohlc',\n  series_id_prefix_parts: ['OKX'],\n  reversed: true,\n  serviceOptions: { concurrent: 1 },\n  queryFn: async function* ({ series_id, ended_at }) {\n    const [datasource_id, product_id, duration] = decodePath(series_id);\n    const offset = convertDurationToOffset(duration);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    if (!offset) {\n      throw 'duration is invalid';\n    }\n    const [instType, instId] = decodePath(product_id);\n    if (!instId) {\n      throw `invalid product_id: ${product_id}`;\n    }\n\n    const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n    if (!bar) {\n      throw `unsupported duration: ${duration}`;\n    }\n\n    let currentStartTime = ended_at;\n\n    while (true) {\n      // 向前翻页，时间降序，不含 after 时间点\n      const res = await getHistoryCandles({\n        instId,\n        bar,\n        after: `${currentStartTime}`,\n        limit: '100',\n      });\n      if (res.code !== '0') {\n        throw `API failed: ${res.code} ${res.msg}`;\n      }\n      if (res.data.length === 0) break;\n      currentStartTime = +res.data[res.data.length - 1][0];\n      const data = res.data.map(\n        (x): IOHLC => ({\n          series_id,\n          datasource_id,\n          product_id,\n          duration,\n          created_at: formatTime(+x[0]),\n          closed_at: formatTime(+x[0] + offset),\n          open: x[1],\n          high: x[2],\n          low: x[3],\n          close: x[4],\n          volume: x[5],\n          open_interest: '0',\n        }),\n      );\n      yield data;\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n\nterminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n  const [datasource_id, product_id, duration] = decodePath(series_id);\n  const [, instId] = decodePath(product_id);\n  const offset = convertDurationToOffset(duration);\n  if (!datasource_id) {\n    throw 'datasource_id is required';\n  }\n  if (!product_id) {\n    throw 'product_id is required';\n  }\n  if (!offset) {\n    throw 'duration is invalid';\n  }\n  const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n  console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n\n  return useOHLC(candleType, instId).pipe(\n    map((data): IOHLC => {\n      const created_at = Number(data[0][0]);\n      const closed_at = created_at + offset;\n      const open = data[0][1];\n      const high = data[0][2];\n      const low = data[0][3];\n      const close = data[0][4];\n      const volume = data[0][5];\n      return {\n        closed_at: formatTime(closed_at),\n        created_at: formatTime(created_at),\n        open,\n        high,\n        low,\n        close,\n        series_id,\n        datasource_id,\n        duration,\n        product_id,\n        volume,\n        open_interest: '0',\n      };\n    }),\n    writeToSQL({\n      tableName: 'ohlc',\n      conflictKeys: ['created_at', 'series_id'],\n      writeInterval: 1000,\n      terminal: Terminal.fromNodeEnv(),\n    }),\n  );\n});\n\nprovideOHLCFromTimeBackwardService({\n  terminal,\n  datasource_id: 'OKX',\n  supported_durations: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n  queryFn: async ({ series_id, datasource_id, product_id, duration, offset, time }) => {\n    const [instType, instId] = decodePath(product_id);\n    if (!instId) {\n      throw `invalid product_id: ${product_id}`;\n    }\n\n    const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n    if (!bar) {\n      throw `unsupported duration: ${duration}`;\n    }\n\n    // 从指定时间点向过去获取一页数据\n    const res = await getHistoryCandles({\n      instId,\n      bar,\n      after: `${new Date(time).getTime()}`, // 不包含该时间点 (标准的右开)\n      limit: `300`,\n    });\n\n    if (res.code !== '0') {\n      throw `API failed: ${res.code} ${res.msg}`;\n    }\n\n    return res.data.map(\n      (x): IOHLC => ({\n        series_id,\n        datasource_id,\n        product_id,\n        duration,\n        created_at: formatTime(+x[0]),\n        closed_at: formatTime(+x[0] + offset),\n        open: x[1],\n        high: x[2],\n        low: x[3],\n        close: x[4],\n        volume: x[5],\n        open_interest: '0',\n      }),\n    );\n  },\n  serviceOptions: {\n    // Rate limit: 20 requests per 2 seconds\n    egress_token_capacity: 20,\n    egress_token_refill_interval: 2000,\n  },\n});\n"]}

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

@@ -0,0 +1 @@
+{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":"AAQA,eAAO,MAAM,cAAc,sDA8F1B,CAAC"}

package/lib/{product.js → public-data/product.js}

@@ -4,7 +4,7 @@ exports.productService = void 0;
 const data_product_1 = require("@yuants/data-product");
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
-const public_api_1 = require("./public-api");
+const public_api_1 = require("../api/public-api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 // Provide QueryProducts service with the new design
 exports.productService = (0, data_product_1.provideQueryProductsService)(terminal, 'OKX', async (req) => {

package/{dist → lib/public-data}/product.js.map

@@ -1 +1 @@
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{ IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getInstruments } from './public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nexport const productService = provideQueryProductsService(\n  terminal,\n  'OKX',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    const products: IProduct[] = [];\n\n    // Get all instrument types in parallel\n    const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([\n      getInstruments({ instType: 'SWAP' }),\n      getInstruments({ instType: 'MARGIN' }),\n      getInstruments({ instType: 'SPOT' }),\n    ]);\n\n    // Get USDT swap products\n    for (const instrument of swapInstruments.data || []) {\n      if (instrument.ctType === 'linear' && instrument.settleCcy === 'USDT' && +instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          name: `${instrument.ctValCcy}-${instrument.settleCcy}-PERP`,\n          base_currency: instrument.ctValCcy,\n          quote_currency: instrument.settleCcy,\n          value_scale: +instrument.ctVal,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get margin products\n    for (const instrument of marginInstruments.data || []) {\n      if (+instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          base_currency: instrument.baseCcy,\n          quote_currency: instrument.quoteCcy,\n          value_scale: 1,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          name: `${instrument.baseCcy}-${instrument.quoteCcy}-MARGIN`,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get spot products\n    for (const instrument of spotInstruments.data || []) {\n      products.push({\n        datasource_id: 'OKX',\n        product_id: encodePath(instrument.instType, instrument.instId),\n        base_currency: instrument.baseCcy,\n        quote_currency: instrument.quoteCcy,\n        value_scale: 1,\n        volume_step: +instrument.lotSz,\n        price_step: +instrument.tickSz,\n        margin_rate: 1,\n        name: `${instrument.baseCcy}-${instrument.quoteCcy}-SPOT`,\n        value_scale_unit: '',\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'OKX',\n        no_interest_rate: true,\n      });\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}
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{ IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getInstruments } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nexport const productService = provideQueryProductsService(\n  terminal,\n  'OKX',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    const products: IProduct[] = [];\n\n    // Get all instrument types in parallel\n    const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([\n      getInstruments({ instType: 'SWAP' }),\n      getInstruments({ instType: 'MARGIN' }),\n      getInstruments({ instType: 'SPOT' }),\n    ]);\n\n    // Get USDT swap products\n    for (const instrument of swapInstruments.data || []) {\n      if (instrument.ctType === 'linear' && instrument.settleCcy === 'USDT' && +instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          name: `${instrument.ctValCcy}-${instrument.settleCcy}-PERP`,\n          base_currency: instrument.ctValCcy,\n          quote_currency: instrument.settleCcy,\n          value_scale: +instrument.ctVal,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get margin products\n    for (const instrument of marginInstruments.data || []) {\n      if (+instrument.lever > 0) {\n        products.push({\n          datasource_id: 'OKX',\n          product_id: encodePath(instrument.instType, instrument.instId),\n          base_currency: instrument.baseCcy,\n          quote_currency: instrument.quoteCcy,\n          value_scale: 1,\n          volume_step: +instrument.lotSz,\n          price_step: +instrument.tickSz,\n          margin_rate: 1 / +instrument.lever,\n          name: `${instrument.baseCcy}-${instrument.quoteCcy}-MARGIN`,\n          value_scale_unit: '',\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'OKX',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    // Get spot products\n    for (const instrument of spotInstruments.data || []) {\n      products.push({\n        datasource_id: 'OKX',\n        product_id: encodePath(instrument.instType, instrument.instId),\n        base_currency: instrument.baseCcy,\n        quote_currency: instrument.quoteCcy,\n        value_scale: 1,\n        volume_step: +instrument.lotSz,\n        price_step: +instrument.tickSz,\n        margin_rate: 1,\n        name: `${instrument.baseCcy}-${instrument.quoteCcy}-SPOT`,\n        value_scale_unit: '',\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'OKX',\n        no_interest_rate: true,\n      });\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}

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

@@ -0,0 +1 @@
+{"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../../src/public-data/quote.ts"],"names":[],"mappings":"AA6DA,eAAO,MAAM,kBAAkB;;;;;;;;;;;;;;;;;;;EAW9B,CAAC;AAsRF,eAAO,MAAM,iBAAiB,gDAG7B,CAAC"}

package/lib/{quote.js → public-data/quote.js}

@@ -5,9 +5,8 @@ const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const public_api_1 = require("./public-api");
-const ws_1 = require("./ws");
-// import { useOpenInterest, useTicker } from './websocket';
+const public_api_1 = require("../api/public-api");
+const ws_1 = require("../ws");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 const swapInstruments$ = (0, rxjs_1.defer)(() => (0, public_api_1.getInstruments)({ instType: 'SWAP' })).pipe((0, rxjs_1.repeat)({ delay: 3600000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.map)((x) => x.data), (0, rxjs_1.shareReplay)(1));
 const spotInstruments$ = (0, rxjs_1.defer)(() => (0, public_api_1.getInstruments)({ instType: 'SPOT' })).pipe((0, rxjs_1.repeat)({ delay: 3600000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.map)((x) => x.data), (0, rxjs_1.shareReplay)(1));

package/lib/public-data/quote.js.map

@@ -0,0 +1 @@
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';\nimport {\n  catchError,\n  concatMap,\n  defer,\n  distinctUntilChanged,\n  EMPTY,\n  filter,\n  first,\n  firstValueFrom,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  reduce,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n  switchMap,\n  tap,\n  toArray,\n} from 'rxjs';\nimport { getInstruments, getMarketTickers, getOpenInterest, getPositionTiers } from '../api/public-api';\nimport { useOpenInterest, useTicker } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\nconst spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\n\nconst shallowEqual = (a: string[], b: string[]) => a.length === b.length && a.every((v, i) => v === b[i]);\n\nconst spotInstIds$ = spotInstruments$.pipe(\n  map((items) => items.map((item) => item.instId)),\n  distinctUntilChanged(shallowEqual),\n  shareReplay(1),\n);\n\nconst spotTickers$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n  mergeMap((x) =>\n    from(x.data).pipe(\n      map((x) => [x.instId, x] as const),\n      toArray(),\n      map((x) => Object.fromEntries(x)),\n    ),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nconst spotTicker$ = spotInstruments$.pipe(\n  tap((x) => {\n    console.info('SPOT INSTRUMENTS', x.length);\n  }),\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  share(),\n);\n\nconst quoteOfSwapFromRest$ = defer(() => getMarketTickers({ instType: 'SWAP' })).pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath(x.instType, x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSpotAndMarginFromRest$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  mergeMap((x) => x.data || []),\n  mergeMap((x): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n  ]),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSwapFromWs$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    }),\n  ),\n);\n\nconst quoteOfSpotAndMarginFromWs$ = spotTicker$.pipe(\n  mergeMap((ticker): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n  ]),\n);\n\nconst swapOpenInterests$ = defer(() => getOpenInterest({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst interestRateOfSwapFromWS$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useOpenInterest(x.instId),\n    () => true,\n  ),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', x[0].instId),\n      open_interest: x[0].oi,\n    }),\n  ),\n  share(),\n);\n\ntype PositionTiersResponse = Awaited<ReturnType<typeof getPositionTiers>>;\ntype PositionTiersEntry = PositionTiersResponse['data'];\n\nconst marginPositionTiersMap$ = defer(() =>\n  spotInstIds$.pipe(\n    first(),\n    map((instIds) => instIds.filter((id) => id.endsWith('USDT') || id.endsWith('USDC'))),\n    switchMap((instIds) => {\n      const total = instIds.length;\n      let processed = 0;\n      return from(instIds).pipe(\n        concatMap((instId) =>\n          defer(async () => {\n            const tiers = await terminal.client.requestForResponseData<\n              { instType: string; tdMode: string; instId: string },\n              PositionTiersResponse\n            >('OKX/PositionTiers', {\n              instType: 'MARGIN',\n              tdMode: 'cross',\n              instId,\n            });\n            if (!tiers?.data) {\n              throw new Error(`Failed to load position tiers for ${instId}: ${tiers.msg}`);\n            }\n            return {\n              instId,\n              tiers,\n            };\n          }).pipe(retry({ delay: 2000 })),\n        ),\n        reduce((map, { instId, tiers }) => {\n          processed += 1;\n          console.info(\n            formatTime(Date.now()),\n            `Loaded margin position tiers ${processed}/${total} (${instId})`,\n          );\n          if (tiers?.data) {\n            map.set(instId, tiers.data);\n          }\n          return map;\n        }, new Map<string, PositionTiersEntry>()),\n      );\n    }),\n  ),\n).pipe(\n  //\n  retry({ delay: 60_000 }),\n  repeat({ delay: 86400_000 }),\n  shareReplay(1),\n);\n\n// Margin 的 open interest 只依赖 position-tier：\n// 1) 启动时先拉全量 MARGIN 仓位档位并缓存，下次直接命中；\n// 2) 档位内只保留同 tier 杠杆最高的记录；\n// 3) 当前策略只使用 tier=1 的 quoteMaxLoan 作为持仓上限，不再混合 /account/max-size；\n// 4) 每个 instId 60 秒刷新一次，并在接口报错时 10 秒重试。\nconst marginOpenInterest$ = spotInstIds$.pipe(\n  mergeMap((instIds) =>\n    from(instIds).pipe(\n      mergeMap((instId) =>\n        defer(async () => {\n          const tiersMap = await firstValueFrom(marginPositionTiersMap$);\n          const tiers = tiersMap.get(instId);\n          if (!tiers?.length) {\n            return null;\n          }\n\n          const tierByLevel = tiers\n            .filter((tier) => !tier.instId || tier.instId === instId)\n            .reduce((mapTierToTierInfo, tierInfo) => {\n              const existing = mapTierToTierInfo.get(tierInfo.tier);\n              if (!existing || +tierInfo.maxLever > +existing.maxLever) {\n                mapTierToTierInfo.set(tierInfo.tier, tierInfo);\n              }\n              return mapTierToTierInfo;\n            }, new Map<string, (typeof tiers)[number]>());\n          // 获取一级杠杆的最大可借贷额度作为持仓量\n          const openInterest = +(tierByLevel.get('1')?.quoteMaxLoan || 0);\n\n          return {\n            instId,\n            openInterest,\n          };\n        }).pipe(retry({ delay: 10_000 }), repeat({ delay: 60_000 })),\n      ),\n    ),\n  ),\n  filter((result): result is { instId: string; openInterest: number } => result !== null),\n  map(({ instId, openInterest }) => {\n    const partial: Partial<IQuote> = {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', instId),\n    };\n    if (typeof openInterest === 'number' && Number.isFinite(openInterest)) {\n      partial.open_interest = `${openInterest}`;\n    }\n    return partial;\n  }),\n  share(),\n);\n\nmarginOpenInterest$.subscribe();\n\nconst quoteSources$ = [\n  quoteOfSwapFromWs$,\n  interestRateOfSwapFromWS$,\n  quoteOfSwapFromRest$,\n  quoteOfSpotAndMarginFromWs$,\n  quoteOfSpotAndMarginFromRest$,\n  marginOpenInterest$,\n];\n\nconst quote$ = defer(() =>\n  merge(\n    ...quoteSources$.map((x$) =>\n      defer(() => x$).pipe(\n        // 防止单个流关闭导致整体关闭\n        catchError(() => EMPTY),\n      ),\n    ),\n  ),\n).pipe(\n  groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n  mergeMap((group$) => {\n    return group$.pipe(\n      //\n      scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n    );\n  }),\n  share(),\n);\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  terminal.channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n    const [datasource_id, product_id] = decodePath(channel_id);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    return quote$.pipe(filter((x) => x.product_id === product_id));\n  });\n\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n  map((x) => new Map(x.data.map((x) => [x.instId, +x.oi] as const))),\n  shareReplay(1),\n);\n"]}

package/lib/services.js

@@ -3,11 +3,11 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const protocol_1 = require("@yuants/protocol");
 const rxjs_1 = require("rxjs");
 const account_1 = require("./account");
-const api_1 = require("./api");
+const private_api_1 = require("./api/private-api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 (0, rxjs_1.defer)(async () => {
-    const tradingAccountId = await (0, rxjs_1.firstValueFrom)(account_1.tradingAccountId$);
-    const credential = (0, api_1.getDefaultCredential)();
+    const tradingAccountId = await (0, account_1.getTradingAccountId)();
+    const credential = (0, private_api_1.getDefaultCredential)();
     terminal.server.provideService('Grid/Algo-Order', {
         required: ['account_id'],
         properties: {
@@ -15,7 +15,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
         },
     }, async (msg) => {
         if (msg.req) {
-            const result = await (0, api_1.postGridAlgoOrder)(credential, msg.req);
+            const result = await (0, private_api_1.postGridAlgoOrder)(credential, msg.req);
             return { res: { code: 0, message: 'OK', data: result } };
         }
         return { res: { code: 0, message: 'No Params' } };

package/lib/services.js.map

@@ -1 +1 @@
-{"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":";;AAAA,+CAA4C;AAC5C,+BAA6C;AAC7C,uCAA8C;AAC9C,+BAAgE;AAEhE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,IAAA,qBAAc,EAAC,2BAAiB,CAAC,CAAC;IACjE,MAAM,UAAU,GAAG,IAAA,0BAAoB,GAAE,CAAC;IAE1C,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;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,IAAI,GAAG,CAAC,GAAG,EAAE;YACX,MAAM,MAAM,GAAG,MAAM,IAAA,uBAAiB,EAAC,UAAU,EAAE,GAAG,CAAC,GAAU,CAAC,CAAC;YACnE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC;IACpD,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { defer, firstValueFrom } from 'rxjs';\nimport { tradingAccountId$ } from './account';\nimport { getDefaultCredential, postGridAlgoOrder } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ndefer(async () => {\n  const tradingAccountId = await firstValueFrom(tradingAccountId$);\n  const credential = getDefaultCredential();\n\n  terminal.server.provideService(\n    'Grid/Algo-Order',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      if (msg.req) {\n        const result = await postGridAlgoOrder(credential, msg.req as any);\n        return { res: { code: 0, message: 'OK', data: result } };\n      }\n      return { res: { code: 0, message: 'No Params' } };\n    },\n  );\n}).subscribe();\n"]}
+{"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":";;AAAA,+CAA4C;AAC5C,+BAA6B;AAC7B,uCAAgD;AAChD,mDAA4E;AAE5E,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,IAAA,6BAAmB,GAAE,CAAC;IACrD,MAAM,UAAU,GAAG,IAAA,kCAAoB,GAAE,CAAC;IAE1C,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;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,IAAI,GAAG,CAAC,GAAG,EAAE;YACX,MAAM,MAAM,GAAG,MAAM,IAAA,+BAAiB,EAAC,UAAU,EAAE,GAAG,CAAC,GAAU,CAAC,CAAC;YACnE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC;IACpD,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getDefaultCredential, postGridAlgoOrder } from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ndefer(async () => {\n  const tradingAccountId = await getTradingAccountId();\n  const credential = getDefaultCredential();\n\n  terminal.server.provideService(\n    'Grid/Algo-Order',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: { const: tradingAccountId },\n      },\n    },\n    async (msg) => {\n      if (msg.req) {\n        const result = await postGridAlgoOrder(credential, msg.req as any);\n        return { res: { code: 0, message: 'OK', data: result } };\n      }\n      return { res: { code: 0, message: 'No Params' } };\n    },\n  );\n}).subscribe();\n"]}

package/lib/strategy-account.d.ts

@@ -1,29 +1,2 @@
-export declare const accountConfig$: import("rxjs").Observable<{
-    code: string;
-    data: {
-        acctLv: string;
-        autoLoan: boolean;
-        ctIsoMode: string;
-        greeksType: string;
-        level: string;
-        levelTmp: string;
-        mgnIsoMode: string;
-        posMode: string;
-        spotOffsetType: string;
-        uid: string;
-        label: string;
-        roleType: string;
-        traderInsts: unknown[];
-        spotRoleType: string;
-        spotTraderInsts: unknown[];
-        opAuth: string;
-        kycLv: string;
-        ip: string;
-        perm: string;
-        mainUid: string;
-    }[];
-    msg: string;
-}>;
-export declare const accountUid$: import("rxjs").Observable<string>;
-export declare const strategyAccountId$: import("rxjs").Observable<string>;
+export {};
 //# sourceMappingURL=strategy-account.d.ts.map

package/lib/strategy-account.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"strategy-account.d.ts","sourceRoot":"","sources":["../src/strategy-account.ts"],"names":[],"mappings":"AASA,eAAO,MAAM,cAAc;;;;;;;;;;;;;;;;;;;;;;;;;EAI1B,CAAC;AAEF,eAAO,MAAM,WAAW,mCAIvB,CAAC;AAEF,eAAO,MAAM,kBAAkB,mCAG9B,CAAC"}
+{"version":3,"file":"strategy-account.d.ts","sourceRoot":"","sources":["../src/strategy-account.ts"],"names":[],"mappings":""}

package/lib/strategy-account.js

@@ -1,18 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.strategyAccountId$ = exports.accountUid$ = exports.accountConfig$ = void 0;
 const data_account_1 = require("@yuants/data-account");
 const protocol_1 = require("@yuants/protocol");
-const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const api_1 = require("./api");
+const account_1 = require("./account");
+const accountInfos_1 = require("./accountInfos");
+const private_api_1 = require("./api/private-api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
-const credential = (0, api_1.getDefaultCredential)();
-exports.accountConfig$ = (0, rxjs_1.defer)(() => (0, api_1.getAccountConfig)(credential)).pipe((0, rxjs_1.repeat)({ delay: 10000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.shareReplay)(1));
-exports.accountUid$ = exports.accountConfig$.pipe((0, rxjs_1.map)((x) => x.data[0].uid), (0, rxjs_1.filter)((x) => !!x), (0, rxjs_1.shareReplay)(1));
-exports.strategyAccountId$ = exports.accountUid$.pipe((0, rxjs_1.map)((uid) => `okx/${uid}/strategy`), (0, rxjs_1.shareReplay)(1));
+const credential = (0, private_api_1.getDefaultCredential)();
 (0, rxjs_1.defer)(async () => {
-    const strategyAccountId = await (0, rxjs_1.firstValueFrom)(exports.strategyAccountId$);
+    const strategyAccountId = await (0, account_1.getStrategyAccountId)();
+    (0, data_account_1.addAccountMarket)(terminal, { account_id: strategyAccountId, market_id: 'OKX' });
     terminal.server.provideService(`OKX/QueryGridPositions`, {
         required: ['account_id', 'algoId'],
         properties: {
@@ -25,75 +23,15 @@ exports.strategyAccountId$ = exports.accountUid$.pipe((0, rxjs_1.map)((uid) => `
             res: {
                 code: 0,
                 message: 'OK',
-                data: await (0, api_1.getGridPositions)(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),
+                data: await (0, private_api_1.getGridPositions)(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),
             },
         };
     }, {
         egress_token_capacity: 20,
         egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)
     });
-    (0, data_account_1.provideAccountInfoService)(terminal, strategyAccountId, async () => {
-        // TODO: 需要分页获取所有的网格订单 (每页 100 条)
-        const [gridAlgoOrders] = await Promise.all([
-            (0, api_1.getGridOrdersAlgoPending)(credential, {
-                algoOrdType: 'contract_grid',
-            }),
-        ]);
-        let totalEquity = 0;
-        const positions = [];
-        const gridPositionsRes = await Promise.all(gridAlgoOrders.data.map((item) => terminal.client.requestForResponseData('OKX/QueryGridPositions', {
-            account_id: strategyAccountId,
-            algoId: item.algoId,
-        })));
-        gridPositionsRes.forEach((gridPositions, index) => {
-            var _a, _b, _c, _d;
-            let positionValuation = 0;
-            const leverage = +((_a = gridAlgoOrders.data) === null || _a === void 0 ? void 0 : _a[index].actualLever);
-            (_b = gridPositions === null || gridPositions === void 0 ? void 0 : gridPositions.data) === null || _b === void 0 ? void 0 : _b.forEach((position) => {
-                var _a, _b, _c;
-                if (+position.pos !== 0) {
-                    const directionRaw = (_c = (_b = (_a = gridAlgoOrders.data) === null || _a === void 0 ? void 0 : _a[index]) === null || _b === void 0 ? void 0 : _b.direction) !== null && _c !== void 0 ? _c : '';
-                    const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';
-                    positions.push({
-                        position_id: (0, utils_1.encodePath)(position.algoId, position.instId),
-                        datasource_id: 'OKX',
-                        product_id: (0, utils_1.encodePath)(position.instType, position.instId),
-                        direction,
-                        volume: Math.abs(+position.pos),
-                        free_volume: +position.pos,
-                        position_price: +position.avgPx,
-                        floating_profit: +position.upl,
-                        closable_price: +position.last,
-                        valuation: +position.notionalUsd,
-                    });
-                    positionValuation += +position.notionalUsd;
-                }
-            });
-            if (leverage === 0) {
-                // 实际杠杆为 0，说明没有持仓，直接把投资金额和累计盈亏算到净值里
-                totalEquity += +((_c = gridAlgoOrders.data) === null || _c === void 0 ? void 0 : _c[index].investment) + +((_d = gridAlgoOrders.data) === null || _d === void 0 ? void 0 : _d[index].totalPnl);
-            }
-            else {
-                // 历史提取金额不会从 investment, totalPnl 扣减
-                // 计算净值需要通过仓位的名义价值和实际杠杆计算
-                totalEquity += positionValuation / leverage;
-            }
-        });
-        return {
-            money: {
-                currency: 'USDT',
-                equity: totalEquity,
-                // TODO: 累计策略的可提取资金作为 free
-                free: 0,
-            },
-            positions,
-        };
-    }, { auto_refresh_interval: 5000 });
+    (0, data_account_1.provideAccountInfoService)(terminal, strategyAccountId, () => (0, accountInfos_1.getStrategyAccountInfo)(credential), {
+        auto_refresh_interval: 5000,
+    });
 }).subscribe();
-const sub = (0, rxjs_1.defer)(() => exports.accountUid$)
-    .pipe((0, rxjs_1.first)())
-    .subscribe((uid) => {
-    (0, data_account_1.addAccountMarket)(terminal, { account_id: `okx/${uid}/strategy`, market_id: 'OKX' });
-});
-(0, rxjs_1.defer)(() => terminal.dispose$).subscribe(() => sub.unsubscribe());
 //# sourceMappingURL=strategy-account.js.map

package/lib/strategy-account.js.map

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U : T;\n\n  terminal.server.provideService<\n    { account_id: string; algoId: string },\n    InferPromise<ReturnType<typeof getGridPositions>>\n  >(\n    `OKX/QueryGridPositions`,\n    {\n      required: ['account_id', 'algoId'],\n      properties: {\n        account_id: { type: 'string', const: strategyAccountId },\n        algoId: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      //\n      return {\n        res: {\n          code: 0,\n          message: 'OK',\n          data: await getGridPositions(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),\n        },\n      };\n    },\n    {\n      egress_token_capacity: 20,\n      egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)\n    },\n  );\n\n  provideAccountInfoService(\n    terminal,\n    strategyAccountId,\n    async () => {\n      // TODO: 需要分页获取所有的网格订单 (每页 100 条)\n      const [gridAlgoOrders] = await Promise.all([\n        getGridOrdersAlgoPending(credential, {\n          algoOrdType: 'contract_grid',\n        }),\n      ]);\n\n      let totalEquity = 0;\n      const positions: IPosition[] = [];\n\n      const gridPositionsRes = await Promise.all(\n        gridAlgoOrders.data.map((item) =>\n          terminal.client.requestForResponseData<\n            { account_id: string; algoId: string },\n            InferPromise<ReturnType<typeof getGridPositions>>\n          >('OKX/QueryGridPositions', {\n            account_id: strategyAccountId,\n            algoId: item.algoId,\n          }),\n        ),\n      );\n\n      gridPositionsRes.forEach((gridPositions, index) => {\n        let positionValuation = 0;\n        const leverage = +gridAlgoOrders.data?.[index].actualLever;\n        gridPositions?.data?.forEach((position) => {\n          if (+position.pos !== 0) {\n            const directionRaw = gridAlgoOrders.data?.[index]?.direction ?? '';\n            const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';\n            positions.push({\n              position_id: encodePath(position.algoId, position.instId),\n              datasource_id: 'OKX',\n              product_id: encodePath(position.instType, position.instId),\n              direction,\n              volume: Math.abs(+position.pos),\n              free_volume: +position.pos,\n              position_price: +position.avgPx,\n              floating_profit: +position.upl,\n              closable_price: +position.last,\n              valuation: +position.notionalUsd,\n            });\n            positionValuation += +position.notionalUsd;\n          }\n        });\n        if (leverage === 0) {\n          // 实际杠杆为 0，说明没有持仓，直接把投资金额和累计盈亏算到净值里\n          totalEquity += +gridAlgoOrders.data?.[index].investment + +gridAlgoOrders.data?.[index].totalPnl;\n        } else {\n          // 历史提取金额不会从 investment, totalPnl 扣减\n          // 计算净值需要通过仓位的名义价值和实际杠杆计算\n          totalEquity += positionValuation / leverage;\n        }\n      });\n\n      return {\n        money: {\n          currency: 'USDT',\n          equity: totalEquity,\n          // TODO: 累计策略的可提取资金作为 free\n          free: 0,\n        },\n        positions,\n      };\n    },\n    { auto_refresh_interval: 5000 },\n  );\n}).subscribe();\n\nconst sub = defer(() => accountUid$)\n  .pipe(first())\n  .subscribe((uid) => {\n    addAccountMarket(terminal, { account_id: `okx/${uid}/strategy`, market_id: 'OKX' });\n  });\ndefer(() => terminal.dispose$).subscribe(() => sub.unsubscribe());\n"]}
+{"version":3,"file":"strategy-account.js","sourceRoot":"","sources":["../src/strategy-account.ts"],"names":[],"mappings":";;AAAA,uDAAmF;AACnF,+CAA4C;AAC5C,+BAA6B;AAC7B,uCAAiD;AACjD,iDAAwD;AACxD,mDAA2E;AAE3E,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,UAAU,GAAG,IAAA,kCAAoB,GAAE,CAAC;AAE1C,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,iBAAiB,GAAG,MAAM,IAAA,8BAAoB,GAAE,CAAC;IAEvD,IAAA,+BAAgB,EAAC,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,IAAA,8BAAgB,EAAC,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,IAAA,wCAAyB,EAAC,QAAQ,EAAE,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAA,qCAAsB,EAAC,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/lib/trade.js

@@ -5,11 +5,11 @@ 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");
 const tradeParser = async (accountId, params) => {
     const tradeList = [];
-    const credential = (0, api_1.getDefaultCredential)();
-    const result = await (0, api_1.getAccountBillsArchive)(credential, params);
+    const credential = (0, private_api_1.getDefaultCredential)();
+    const result = await (0, private_api_1.getAccountBillsArchive)(credential, params);
     const productIdToProduct = new Map();
     const productIdSet = new Set();
     if (result.code === '0' && result.data) {
@@ -132,10 +132,8 @@ const getAccountTradeWithAccountId = async (accountId) => {
         conflictKeys: ['id'],
     }));
 };
-(0, rxjs_1.defer)(() => account_1.accountUid$)
-    .pipe((0, rxjs_1.first)())
-    .subscribe((uid) => {
-    const account_id = `okx/${uid}/trading`;
+(async () => {
+    const account_id = await (0, account_1.getTradingAccountId)();
     console.log((0, utils_1.formatTime)(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);
     (0, rxjs_1.defer)(() => getAccountTradeWithAccountId(account_id))
         .pipe(
@@ -147,5 +145,5 @@ const getAccountTradeWithAccountId = async (accountId) => {
         },
     }), (0, rxjs_1.repeat)({ delay: 30000 }), (0, rxjs_1.retry)({ delay: 5000 }))
         .subscribe();
-});
+})();
 //# sourceMappingURL=trade.js.map

package/lib/trade.js.map

@@ -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: ${account_id}`);\n    defer(() => getAccountTradeWithAccountId(account_id))\n      .pipe(\n        //\n        timeout(10_000), //  超时设定：10 秒\n        tap({\n          error: (err) => {\n            console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n          },\n        }),\n        repeat({ delay: 30_000 }),\n        retry({ delay: 5000 }),\n      )\n      .subscribe();\n  });\n"]}
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{ IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, repeat, retry, tap, timeout } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getAccountBillsArchive, getDefaultCredential } from './api/private-api';\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n  const tradeList: ITrade[] = [];\n  const credential = getDefaultCredential();\n  const result = await getAccountBillsArchive(credential, params);\n  const productIdToProduct = new Map<string, IProduct>();\n  const productIdSet = new Set<string>();\n  if (result.code === '0' && result.data) {\n    const data = result.data;\n    const mapTradeIdToBillList = new Map<string, typeof data>();\n    data.forEach((item) => {\n      productIdSet.add(encodePath(item.instType, item.instId));\n      mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n    });\n    if (productIdSet.size > 0) {\n      const productList = await requestSQL<IProduct[]>(\n        Terminal.fromNodeEnv(),\n        `\n        select * from product where product_id in (${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"]}