@yuants/vendor-okx 0.23.26 → 0.24.0

package/lib/strategy-account.js.map

@@ -1 +1 @@
-{"version":3,"file":"strategy-account.js","sourceRoot":"","sources":["../src/strategy-account.ts"],"names":[],"mappings":";;;AAAA,uDAAmF;AACnF,+CAA4C;AAC5C,+BAA6F;AAC7F,+BAAiF;AACjF,iDAAwD;AAExD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,UAAU,GAAG,IAAA,0BAAoB,GAAE,CAAC;AAE7B,QAAA,cAAc,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,sBAAgB,EAAC,UAAU,CAAC,CAAC,CAAC,IAAI,CAC1E,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACzB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEW,QAAA,WAAW,GAAG,sBAAc,CAAC,IAAI,CAC5C,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,EACzB,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,EAClB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEW,QAAA,kBAAkB,GAAG,mBAAW,CAAC,IAAI,CAChD,IAAA,UAAG,EAAC,CAAC,GAAG,EAAE,EAAE,CAAC,OAAO,GAAG,WAAW,CAAC,EACnC,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,iBAAiB,GAAG,MAAM,IAAA,qBAAc,EAAC,0BAAkB,CAAC,CAAC;IAInE,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,sBAAgB,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;AAEf,MAAM,GAAG,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,mBAAW,CAAC;KACjC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC;KACb,SAAS,CAAC,CAAC,GAAG,EAAE,EAAE;IACjB,IAAA,+BAAgB,EAAC,QAAQ,EAAE,EAAE,UAAU,EAAE,OAAO,GAAG,WAAW,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;AACtF,CAAC,CAAC,CAAC;AACL,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,SAAS,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,WAAW,EAAE,CAAC,CAAC","sourcesContent":["import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { defer, filter, first, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { getAccountConfig, getDefaultCredential, getGridPositions } from './api';\nimport { getStrategyAccountInfo } from './accountInfos';\n\nconst terminal = Terminal.fromNodeEnv();\nconst credential = getDefaultCredential();\n\nexport const accountConfig$ = defer(() => getAccountConfig(credential)).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nexport const accountUid$ = accountConfig$.pipe(\n  map((x) => x.data[0].uid),\n  filter((x) => !!x),\n  shareReplay(1),\n);\n\nexport const strategyAccountId$ = accountUid$.pipe(\n  map((uid) => `okx/${uid}/strategy`),\n  shareReplay(1),\n);\n\ndefer(async () => {\n  const strategyAccountId = await firstValueFrom(strategyAccountId$);\n\n  type InferPromise<T> = T extends Promise<infer U> ? U : T;\n\n  terminal.server.provideService<\n    { account_id: string; algoId: string },\n    InferPromise<ReturnType<typeof getGridPositions>>\n  >(\n    `OKX/QueryGridPositions`,\n    {\n      required: ['account_id', 'algoId'],\n      properties: {\n        account_id: { type: 'string', const: strategyAccountId },\n        algoId: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      //\n      return {\n        res: {\n          code: 0,\n          message: 'OK',\n          data: await getGridPositions(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),\n        },\n      };\n    },\n    {\n      egress_token_capacity: 20,\n      egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)\n    },\n  );\n\n  provideAccountInfoService(terminal, strategyAccountId, () => getStrategyAccountInfo(credential), {\n    auto_refresh_interval: 5000,\n  });\n}).subscribe();\n\nconst sub = defer(() => accountUid$)\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"]}

package/lib/transfer.js

@@ -6,12 +6,14 @@ const transfer_1 = require("@yuants/transfer");
 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 terminal = protocol_1.Terminal.fromNodeEnv();
-const credential = (0, api_1.getDefaultCredential)();
-const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAssetCurrencies)(credential), { expire: 3600000 });
+const credential = (0, private_api_1.getDefaultCredential)();
+const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, private_api_1.getAssetCurrencies)(credential), { expire: 3600000 });
 (0, rxjs_1.defer)(async () => {
-    const account_config = await (0, rxjs_1.firstValueFrom)(account_1.accountConfig$);
+    const account_config = await account_1.accountConfigCache.query('');
+    if (!account_config)
+        throw new Error('Failed to get account config');
     console.info((0, utils_1.formatTime)(Date.now()), 'AccountConfig', JSON.stringify(account_config));
     const { mainUid, uid } = account_config.data[0];
     const isMainAccount = mainUid === uid;
@@ -20,7 +22,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
     const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;
     // BLOCK_CHAIN: only available for main account
     if (isMainAccount) {
-        const depositAddressRes = await (0, api_1.getAssetDepositAddress)(credential, { ccy: 'USDT' });
+        const depositAddressRes = await (0, private_api_1.getAssetDepositAddress)(credential, { ccy: 'USDT' });
         console.info((0, utils_1.formatTime)(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));
         const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');
         for (const address of addresses) {
@@ -45,7 +47,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
                             return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };
                         const fee = +_fee;
                         const amt = Math.floor(order.current_amount - fee);
-                        const transferResult = await (0, api_1.postAssetWithdrawal)(credential, {
+                        const transferResult = await (0, private_api_1.postAssetWithdrawal)(credential, {
                             amt: `${amt}`,
                             ccy: 'USDT',
                             chain: 'USDT-TRC20',
@@ -62,7 +64,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
                     AWAIT_TX_ID: async (transferOrder) => {
                         var _a, _b;
                         const wdId = transferOrder.current_tx_context;
-                        const withdrawalHistory = await (0, api_1.getAssetWithdrawalHistory)(credential, { wdId });
+                        const withdrawalHistory = await (0, private_api_1.getAssetWithdrawalHistory)(credential, { wdId });
                         const txId = (_b = (_a = withdrawalHistory.data) === null || _a === void 0 ? void 0 : _a[0]) === null || _b === void 0 ? void 0 : _b.txId;
                         if (!txId) {
                             return { state: 'AWAIT_TX_ID', context: wdId };
@@ -71,7 +73,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
                     },
                 },
                 onEval: async (transferOrder) => {
-                    const checkResult = await (0, api_1.getAssetDepositHistory)(credential, {
+                    const checkResult = await (0, private_api_1.getAssetDepositHistory)(credential, {
                         ccy: 'USDT',
                         txId: transferOrder.current_transaction_id,
                         type: '4',
@@ -101,7 +103,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
             address: 'funding',
             onApply: {
                 INIT: async (order) => {
-                    const transferResult = await (0, api_1.postAssetTransfer)(credential, {
+                    const transferResult = await (0, private_api_1.postAssetTransfer)(credential, {
                         type: '0',
                         ccy: 'USDT',
                         amt: `${order.current_amount}`,
@@ -127,7 +129,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
             address: 'trading',
             onApply: {
                 INIT: async (order) => {
-                    const transferResult = await (0, api_1.postAssetTransfer)(credential, {
+                    const transferResult = await (0, private_api_1.postAssetTransfer)(credential, {
                         type: '0',
                         ccy: order.currency,
                         amt: `${order.current_amount}`,
@@ -157,7 +159,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
             address: 'funding',
             onApply: {
                 INIT: async (order) => {
-                    const transferResult = await (0, api_1.postFinanceSavingsPurchaseRedempt)(credential, {
+                    const transferResult = await (0, private_api_1.postFinanceSavingsPurchaseRedempt)(credential, {
                         ccy: 'USDT',
                         amt: `${order.current_amount}`,
                         side: 'purchase',
@@ -181,7 +183,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
             address: 'earning',
             onApply: {
                 INIT: async (order) => {
-                    const transferResult = await (0, api_1.postFinanceSavingsPurchaseRedempt)(credential, {
+                    const transferResult = await (0, private_api_1.postFinanceSavingsPurchaseRedempt)(credential, {
                         ccy: 'USDT',
                         amt: `${order.current_amount}`,
                         side: 'redempt',
@@ -202,7 +204,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
     {
         const getSubAccountNetworkId = (subUid) => `OKX/${mainUid}/SubAccount/${subUid}`;
         if (isMainAccount) {
-            const subAcctsRes = await (0, api_1.getSubAccountList)(credential);
+            const subAcctsRes = await (0, private_api_1.getSubAccountList)(credential);
             for (const item of subAcctsRes.data || []) {
                 (0, transfer_1.addAccountTransferAddress)({
                     terminal,
@@ -212,7 +214,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
                     address: 'main',
                     onApply: {
                         INIT: async (order) => {
-                            const transferResult = await (0, api_1.postAssetTransfer)(credential, {
+                            const transferResult = await (0, private_api_1.postAssetTransfer)(credential, {
                                 type: '1',
                                 ccy: 'USDT',
                                 amt: `${order.current_amount}`,
@@ -250,7 +252,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, api_1.getAsset
                 address: 'sub',
                 onApply: {
                     INIT: async (order) => {
-                        const transferResult = await (0, api_1.postAssetTransfer)(credential, {
+                        const transferResult = await (0, private_api_1.postAssetTransfer)(credential, {
                             type: '3',
                             ccy: 'USDT',
                             amt: `${order.current_amount}`,

package/lib/transfer.js.map

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime } from '@yuants/utils';\nimport { defer, firstValueFrom } from 'rxjs';\nimport { accountConfig$ } from './account';\nimport {\n  getAssetCurrencies,\n  getAssetDepositAddress,\n  getAssetDepositHistory,\n  getAssetWithdrawalHistory,\n  getDefaultCredential,\n  getSubAccountList,\n  postAssetTransfer,\n  postAssetWithdrawal,\n  postFinanceSavingsPurchaseRedempt,\n} from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nconst cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600_000 });\n\ndefer(async () => {\n  const account_config = await firstValueFrom(accountConfig$);\n  console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n  const { mainUid, uid } = account_config.data[0];\n  const isMainAccount = mainUid === uid;\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  // BLOCK_CHAIN: only available for main account\n  if (isMainAccount) {\n    const depositAddressRes = await getAssetDepositAddress(credential, { ccy: 'USDT' });\n    console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n    const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n    for (const address of addresses) {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: 'TRC20',\n        currency: 'USDT',\n        address: address.addr,\n        onApply: {\n          INIT: async (order) => {\n            if (\n              !order.current_amount ||\n              order.current_amount < 3 // 最小提币额度\n            ) {\n              return { state: 'ERROR', message: 'Amount too small' };\n            }\n            const res = await cacheOfAssetCurrencies.query('');\n            const theRes = res?.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n            const _fee = theRes?.minFee;\n            if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n            const fee = +_fee;\n            const amt = Math.floor(order.current_amount - fee);\n            const transferResult = await postAssetWithdrawal(credential, {\n              amt: `${amt}`,\n              ccy: 'USDT',\n              chain: 'USDT-TRC20',\n              fee: `${fee}`,\n              dest: '4', // 链上提币\n              toAddr: order.current_rx_address!,\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const wdId = transferResult.data[0]?.wdId;\n            return { state: 'AWAIT_TX_ID', context: wdId };\n          },\n          AWAIT_TX_ID: async (transferOrder) => {\n            const wdId = transferOrder.current_tx_context;\n            const withdrawalHistory = await getAssetWithdrawalHistory(credential, { wdId });\n            const txId = withdrawalHistory.data?.[0]?.txId;\n            if (!txId) {\n              return { state: 'AWAIT_TX_ID', context: wdId };\n            }\n            return { state: 'COMPLETE', transaction_id: txId };\n          },\n        },\n        onEval: async (transferOrder) => {\n          const checkResult = await getAssetDepositHistory(credential, {\n            ccy: 'USDT',\n            txId: transferOrder.current_transaction_id,\n            type: '4',\n          });\n\n          if (checkResult.code !== '0') {\n            return {\n              state: 'INIT',\n            };\n          }\n\n          if (checkResult.data[0].state !== '2') {\n            return { state: 'PENDING' };\n          }\n          const received_amount = +checkResult.data[0].amt;\n          return { state: 'COMPLETE', received_amount };\n        },\n      });\n    }\n  }\n\n  // Funding-Trading\n  {\n    const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            from: '6',\n            to: '18',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: TRADING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'trading',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: order.currency,\n            amt: `${order.current_amount}`,\n            from: '18',\n            to: '6',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n  // Funding-Earning\n  {\n    const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'purchase',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: EARNING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'earning',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'redempt',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n\n  // SubAccount\n  {\n    const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n    if (isMainAccount) {\n      const subAcctsRes = await getSubAccountList(credential);\n      for (const item of subAcctsRes.data || []) {\n        addAccountTransferAddress({\n          terminal,\n          account_id: FUNDING_ACCOUNT_ID,\n          network_id: getSubAccountNetworkId(item.uid),\n          currency: 'USDT',\n          address: 'main',\n          onApply: {\n            INIT: async (order) => {\n              const transferResult = await postAssetTransfer(credential, {\n                type: '1',\n                ccy: 'USDT',\n                amt: `${order.current_amount}`,\n                from: '6',\n                to: '6',\n                subAcct: item.subAcct,\n              });\n              if (transferResult.code !== '0') {\n                return { state: 'INIT', message: transferResult.msg };\n              }\n              const transaction_id = transferResult.data[0].transId;\n              return { state: 'COMPLETE', transaction_id };\n            },\n          },\n          onEval: async (order) => {\n            // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n            // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n            // const received_amount = checkResult?.data?.[0]?.amt;\n            // if (!received_amount) {\n            //   return { state: 'INIT', message: checkResult.msg };\n            // }\n            // return { state: 'COMPLETE', received_amount: +received_amount };\n\n            return { state: 'COMPLETE', received_amount: order.current_amount };\n          },\n        });\n      }\n    }\n    // SubAccount API\n    else {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: getSubAccountNetworkId(uid),\n        currency: 'USDT',\n        address: 'sub',\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: '3',\n              ccy: 'USDT',\n              amt: `${order.current_amount}`,\n              from: '6',\n              to: '6',\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const transaction_id = transferResult.data[0].transId;\n            return { state: 'COMPLETE', transaction_id };\n          },\n        },\n        onEval: async (order) => {\n          // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n          // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n          // const received_amount = checkResult?.data?.[0]?.amt;\n          // if (!received_amount) {\n          //   return { state: 'INIT', message: checkResult.msg };\n          // }\n          // return { state: 'COMPLETE', received_amount: +received_amount };\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n    }\n  }\n}).subscribe();\n"]}
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{ createCache } from '@yuants/cache';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime } from '@yuants/utils';\nimport { defer } from 'rxjs';\nimport { accountConfigCache } from './account';\nimport {\n  getAssetCurrencies,\n  getAssetDepositAddress,\n  getAssetDepositHistory,\n  getAssetWithdrawalHistory,\n  getDefaultCredential,\n  getSubAccountList,\n  postAssetTransfer,\n  postAssetWithdrawal,\n  postFinanceSavingsPurchaseRedempt,\n} from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nconst cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600_000 });\n\ndefer(async () => {\n  const account_config = await accountConfigCache.query('');\n  if (!account_config) throw new Error('Failed to get account config');\n  console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n  const { mainUid, uid } = account_config.data[0];\n  const isMainAccount = mainUid === uid;\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  // BLOCK_CHAIN: only available for main account\n  if (isMainAccount) {\n    const depositAddressRes = await getAssetDepositAddress(credential, { ccy: 'USDT' });\n    console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n    const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n    for (const address of addresses) {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: 'TRC20',\n        currency: 'USDT',\n        address: address.addr,\n        onApply: {\n          INIT: async (order) => {\n            if (\n              !order.current_amount ||\n              order.current_amount < 3 // 最小提币额度\n            ) {\n              return { state: 'ERROR', message: 'Amount too small' };\n            }\n            const res = await cacheOfAssetCurrencies.query('');\n            const theRes = res?.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n            const _fee = theRes?.minFee;\n            if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n            const fee = +_fee;\n            const amt = Math.floor(order.current_amount - fee);\n            const transferResult = await postAssetWithdrawal(credential, {\n              amt: `${amt}`,\n              ccy: 'USDT',\n              chain: 'USDT-TRC20',\n              fee: `${fee}`,\n              dest: '4', // 链上提币\n              toAddr: order.current_rx_address!,\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const wdId = transferResult.data[0]?.wdId;\n            return { state: 'AWAIT_TX_ID', context: wdId };\n          },\n          AWAIT_TX_ID: async (transferOrder) => {\n            const wdId = transferOrder.current_tx_context;\n            const withdrawalHistory = await getAssetWithdrawalHistory(credential, { wdId });\n            const txId = withdrawalHistory.data?.[0]?.txId;\n            if (!txId) {\n              return { state: 'AWAIT_TX_ID', context: wdId };\n            }\n            return { state: 'COMPLETE', transaction_id: txId };\n          },\n        },\n        onEval: async (transferOrder) => {\n          const checkResult = await getAssetDepositHistory(credential, {\n            ccy: 'USDT',\n            txId: transferOrder.current_transaction_id,\n            type: '4',\n          });\n\n          if (checkResult.code !== '0') {\n            return {\n              state: 'INIT',\n            };\n          }\n\n          if (checkResult.data[0].state !== '2') {\n            return { state: 'PENDING' };\n          }\n          const received_amount = +checkResult.data[0].amt;\n          return { state: 'COMPLETE', received_amount };\n        },\n      });\n    }\n  }\n\n  // Funding-Trading\n  {\n    const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            from: '6',\n            to: '18',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: TRADING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'trading',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: order.currency,\n            amt: `${order.current_amount}`,\n            from: '18',\n            to: '6',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n  // Funding-Earning\n  {\n    const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'purchase',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: EARNING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'earning',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'redempt',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n\n  // SubAccount\n  {\n    const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n    if (isMainAccount) {\n      const subAcctsRes = await getSubAccountList(credential);\n      for (const item of subAcctsRes.data || []) {\n        addAccountTransferAddress({\n          terminal,\n          account_id: FUNDING_ACCOUNT_ID,\n          network_id: getSubAccountNetworkId(item.uid),\n          currency: 'USDT',\n          address: 'main',\n          onApply: {\n            INIT: async (order) => {\n              const transferResult = await postAssetTransfer(credential, {\n                type: '1',\n                ccy: 'USDT',\n                amt: `${order.current_amount}`,\n                from: '6',\n                to: '6',\n                subAcct: item.subAcct,\n              });\n              if (transferResult.code !== '0') {\n                return { state: 'INIT', message: transferResult.msg };\n              }\n              const transaction_id = transferResult.data[0].transId;\n              return { state: 'COMPLETE', transaction_id };\n            },\n          },\n          onEval: async (order) => {\n            // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n            // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n            // const received_amount = checkResult?.data?.[0]?.amt;\n            // if (!received_amount) {\n            //   return { state: 'INIT', message: checkResult.msg };\n            // }\n            // return { state: 'COMPLETE', received_amount: +received_amount };\n\n            return { state: 'COMPLETE', received_amount: order.current_amount };\n          },\n        });\n      }\n    }\n    // SubAccount API\n    else {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: getSubAccountNetworkId(uid),\n        currency: 'USDT',\n        address: 'sub',\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: '3',\n              ccy: 'USDT',\n              amt: `${order.current_amount}`,\n              from: '6',\n              to: '6',\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const transaction_id = transferResult.data[0].transId;\n            return { state: 'COMPLETE', transaction_id };\n          },\n        },\n        onEval: async (order) => {\n          // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n          // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n          // const received_amount = checkResult?.data?.[0]?.amt;\n          // if (!received_amount) {\n          //   return { state: 'INIT', message: checkResult.msg };\n          // }\n          // return { state: 'COMPLETE', received_amount: +received_amount };\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n    }\n  }\n}).subscribe();\n"]}

package/lib/utils/provideOHLCFromTimeBackwardService.d.ts.map

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package/lib/ws.d.ts

@@ -1,5 +1,5 @@
 import { Observable } from 'rxjs';
-import { IWSOrderBook } from './market-order';
+import { IWSOrderBook } from './public-data/market-order';
 export declare const useTicker: (instId: string) => Observable<{
     instId: string;
     last: string;

package/lib/ws.d.ts.map

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package/lib/ws.js.map

@@ -1 +1 @@
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{ PromRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, interval, Observable, Subscription, tap, timeout } from 'rxjs';\nimport { IWSOrderBook } from './market-order';\n\nconst MetricsWebSocketConnectionsGauge = PromRegistry.create(\n  'gauge',\n  'okx_websocket_connections',\n  'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = PromRegistry.create(\n  'gauge',\n  'okx_websocket_channel',\n  'Number of OKX WebSocket channels subscribed',\n);\n\ntype ConnectStatus = 'connecting' | 'connected' | 'closed' | 'reconnecting';\nconst terminal = Terminal.fromNodeEnv();\n\nclass OKXWsClient {\n  private static readonly pool: {\n    path: string;\n    client: OKXWsClient;\n    requests: number;\n    isFull: boolean;\n  }[] = [];\n\n  // ISSUE: 连接限制：3 次/秒 (基于IP)\n  // https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n  // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\n  static GetWsClient(path: string): OKXWsClient {\n    const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);\n    if (existing && !existing.client.isClosed()) {\n      existing.requests++;\n      if (existing.requests >= 480) {\n        existing.isFull = true;\n      }\n      return existing.client;\n    }\n\n    const client = existing?.client?.isClosed() ? existing.client.revive() : new OKXWsClient(path);\n    if (existing) {\n      existing.client = client;\n      existing.requests = 1;\n      existing.isFull = false;\n    } else {\n      OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });\n    }\n    return client;\n  }\n\n  private readonly baseURL: string = `wss://ws.okx.com:8443`;\n  private readonly path: string;\n  private ws!: WebSocket;\n  private connectStatus: ConnectStatus = 'closed';\n  private keepAlive?: Subscription;\n  private readonly subscriptions = new Map<\n    string,\n    {\n      channel: string;\n      instId?: string;\n    }\n  >();\n  private readonly handlers: Record<string, Function> = {};\n  private readonly connectionListeners: Record<'error' | 'close', Set<EventListener>> = {\n    error: new Set(),\n    close: new Set(),\n  };\n\n  private readonly handleOpen = () => {\n    this.connectStatus = 'connected';\n    console.info(formatTime(Date.now()), '✅ WS connected');\n    for (const { channel, instId } of this.subscriptions.values()) {\n      this.sendSubscribeMessage(channel, instId);\n    }\n  };\n\n  private readonly handleMessage = (raw: MessageEvent) => {\n    if (raw.data === 'pong') {\n      return;\n    }\n    const msg = JSON.parse(raw.data);\n    if (msg.arg?.channel) {\n      const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n      const data = msg.data;\n      const handler = this.handlers[channelId];\n      if (data && handler) {\n        handler(data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info(formatTime(Date.now()), 'Event:', msg);\n    }\n  };\n\n  private readonly handleError = (event: Event) => {\n    console.error(formatTime(Date.now()), '❌ WS error', event);\n  };\n\n  private readonly handleClose = (event: CloseEvent) => {\n    console.error(formatTime(Date.now()), '❌ WS closed', event);\n    MetricsWebSocketConnectionsGauge.dec({ path: this.path });\n\n    const closedSocket = event.target as WebSocket;\n    if (closedSocket !== this.ws) {\n      return;\n    }\n\n    if (this.connectStatus === 'reconnecting') {\n      return;\n    }\n\n    this.connectStatus = 'closed';\n\n    if (this.subscriptions.size === 0) {\n      return;\n    }\n\n    this.connectStatus = 'reconnecting';\n    setTimeout(() => {\n      if (this.connectStatus === 'connecting' || this.connectStatus === 'connected') {\n        return;\n      }\n      if (this.subscriptions.size === 0) {\n        this.connectStatus = 'closed';\n        return;\n      }\n      this.initSocket();\n    }, 1000);\n  };\n\n  constructor(path: string) {\n    this.path = path;\n    this.initSocket();\n    this.startKeepAlive();\n  }\n\n  private revive(): OKXWsClient {\n    this.initSocket();\n    this.startKeepAlive();\n    return this;\n  }\n\n  private initSocket() {\n    this.connectStatus = 'connecting';\n    this.ws = new WebSocket(`${this.baseURL}/${this.path}`);\n    MetricsWebSocketConnectionsGauge.inc({ path: this.path, terminal_id: terminal.terminal_id });\n\n    this.ws.addEventListener('open', this.handleOpen);\n    this.ws.addEventListener('message', this.handleMessage);\n    this.ws.addEventListener('error', this.handleError);\n    this.ws.addEventListener('close', this.handleClose);\n\n    for (const listener of this.connectionListeners.error) {\n      this.ws.addEventListener('error', listener);\n    }\n    for (const listener of this.connectionListeners.close) {\n      this.ws.addEventListener('close', listener);\n    }\n  }\n\n  private startKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      return;\n    }\n    this.keepAlive = interval(25_000)\n      .pipe(\n        tap(() => {\n          if (this.connectStatus === 'connected') {\n            this.ws.send('ping');\n          }\n        }),\n      )\n      .subscribe();\n  }\n\n  private stopKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      this.keepAlive.unsubscribe();\n    }\n  }\n\n  private isClosed() {\n    return this.ws?.readyState === WebSocket.CLOSING || this.ws?.readyState === WebSocket.CLOSED;\n  }\n\n  private sendSubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n  }\n\n  private sendUnsubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n\n  addConnectionListener(type: 'error' | 'close', listener: EventListener): () => void {\n    this.connectionListeners[type].add(listener);\n    this.ws.addEventListener(type, listener);\n    return () => {\n      this.connectionListeners[type].delete(listener);\n      this.ws.removeEventListener(type, listener);\n    };\n  }\n\n  subscribe(channel: string, instId?: string, handler?: Function) {\n    const channelId = encodePath(channel, instId);\n    if (this.subscriptions.has(channelId)) {\n      console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n      return;\n    }\n\n    this.subscriptions.set(channelId, { channel, instId });\n    MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });\n\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n\n    this.startKeepAlive();\n\n    if (this.connectStatus === 'connected') {\n      this.sendSubscribeMessage(channel, instId);\n    } else if (this.isClosed()) {\n      this.initSocket();\n    } else {\n      console.info(formatTime(Date.now()), `📩 Queued subscribe for ${channelId} waiting for connection`);\n    }\n  }\n\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    if (this.connectStatus === 'connected') {\n      this.sendUnsubscribeMessage(channel, instId);\n    }\n    this.subscriptions.delete(channelId);\n    MetricsWebSocketChannelGauge.dec({ channel });\n    delete this.handlers[channelId];\n\n    if (this.subscriptions.size === 0) {\n      this.stopKeepAlive();\n      if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) {\n        this.ws.close();\n      }\n    }\n  }\n}\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n  defer(\n    () =>\n      new Observable<T>((subscriber) => {\n        const client = OKXWsClient.GetWsClient(path);\n        client.subscribe(channel, instId, (data: T) => {\n          subscriber.next(data);\n        });\n        const removeError = client.addConnectionListener('error', (err) => {\n          subscriber.error(err);\n        });\n        const removeClose = client.addConnectionListener('close', () => {\n          subscriber.error('WS Connection Closed');\n        });\n        subscriber.add(() => {\n          removeError();\n          removeClose();\n          client.unsubscribe(channel, instId);\n        });\n      }),\n  ).pipe(\n    // 防止单个连接断开导致数据流关闭\n    timeout(60_000),\n    tap({\n      error: (err) => {\n        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n      },\n    }),\n    // 暂时不太确定是否能支持 retry\n    // retry({ delay: 1000 }),\n    catchError(() => EMPTY),\n  );\n\nexport const useTicker = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      last: string;\n      askPx: string;\n      bidPx: string;\n      askSz: string;\n      bidSz: string;\n    }[]\n  >('ws/v5/public', 'tickers', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      oi: string; // open interest\n    }[]\n  >('ws/v5/public', 'open-interest', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[][]>('ws/v5/business', candleType, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useMarketBooks = (\n  channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt',\n  instId: string,\n) =>\n  fromWsChannelAndInstId<IWSOrderBook[]>('ws/v5/public', channel, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n"]}
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{ PromRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, interval, Observable, Subscription, tap, timeout } from 'rxjs';\nimport { IWSOrderBook } from './public-data/market-order';\n\nconst MetricsWebSocketConnectionsGauge = PromRegistry.create(\n  'gauge',\n  'okx_websocket_connections',\n  'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = PromRegistry.create(\n  'gauge',\n  'okx_websocket_channel',\n  'Number of OKX WebSocket channels subscribed',\n);\n\ntype ConnectStatus = 'connecting' | 'connected' | 'closed' | 'reconnecting';\nconst terminal = Terminal.fromNodeEnv();\n\nclass OKXWsClient {\n  private static readonly pool: {\n    path: string;\n    client: OKXWsClient;\n    requests: number;\n    isFull: boolean;\n  }[] = [];\n\n  // ISSUE: 连接限制：3 次/秒 (基于IP)\n  // https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n  // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\n  static GetWsClient(path: string): OKXWsClient {\n    const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);\n    if (existing && !existing.client.isClosed()) {\n      existing.requests++;\n      if (existing.requests >= 480) {\n        existing.isFull = true;\n      }\n      return existing.client;\n    }\n\n    const client = existing?.client?.isClosed() ? existing.client.revive() : new OKXWsClient(path);\n    if (existing) {\n      existing.client = client;\n      existing.requests = 1;\n      existing.isFull = false;\n    } else {\n      OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });\n    }\n    return client;\n  }\n\n  private readonly baseURL: string = `wss://ws.okx.com:8443`;\n  private readonly path: string;\n  private ws!: WebSocket;\n  private connectStatus: ConnectStatus = 'closed';\n  private keepAlive?: Subscription;\n  private readonly subscriptions = new Map<\n    string,\n    {\n      channel: string;\n      instId?: string;\n    }\n  >();\n  private readonly handlers: Record<string, Function> = {};\n  private readonly connectionListeners: Record<'error' | 'close', Set<EventListener>> = {\n    error: new Set(),\n    close: new Set(),\n  };\n\n  private readonly handleOpen = () => {\n    this.connectStatus = 'connected';\n    console.info(formatTime(Date.now()), '✅ WS connected');\n    for (const { channel, instId } of this.subscriptions.values()) {\n      this.sendSubscribeMessage(channel, instId);\n    }\n  };\n\n  private readonly handleMessage = (raw: MessageEvent) => {\n    if (raw.data === 'pong') {\n      return;\n    }\n    const msg = JSON.parse(raw.data);\n    if (msg.arg?.channel) {\n      const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n      const data = msg.data;\n      const handler = this.handlers[channelId];\n      if (data && handler) {\n        handler(data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info(formatTime(Date.now()), 'Event:', msg);\n    }\n  };\n\n  private readonly handleError = (event: Event) => {\n    console.error(formatTime(Date.now()), '❌ WS error', event);\n  };\n\n  private readonly handleClose = (event: CloseEvent) => {\n    console.error(formatTime(Date.now()), '❌ WS closed', event);\n    MetricsWebSocketConnectionsGauge.dec({ path: this.path });\n\n    const closedSocket = event.target as WebSocket;\n    if (closedSocket !== this.ws) {\n      return;\n    }\n\n    if (this.connectStatus === 'reconnecting') {\n      return;\n    }\n\n    this.connectStatus = 'closed';\n\n    if (this.subscriptions.size === 0) {\n      return;\n    }\n\n    this.connectStatus = 'reconnecting';\n    setTimeout(() => {\n      if (this.connectStatus === 'connecting' || this.connectStatus === 'connected') {\n        return;\n      }\n      if (this.subscriptions.size === 0) {\n        this.connectStatus = 'closed';\n        return;\n      }\n      this.initSocket();\n    }, 1000);\n  };\n\n  constructor(path: string) {\n    this.path = path;\n    this.initSocket();\n    this.startKeepAlive();\n  }\n\n  private revive(): OKXWsClient {\n    this.initSocket();\n    this.startKeepAlive();\n    return this;\n  }\n\n  private initSocket() {\n    this.connectStatus = 'connecting';\n    this.ws = new WebSocket(`${this.baseURL}/${this.path}`);\n    MetricsWebSocketConnectionsGauge.inc({ path: this.path, terminal_id: terminal.terminal_id });\n\n    this.ws.addEventListener('open', this.handleOpen);\n    this.ws.addEventListener('message', this.handleMessage);\n    this.ws.addEventListener('error', this.handleError);\n    this.ws.addEventListener('close', this.handleClose);\n\n    for (const listener of this.connectionListeners.error) {\n      this.ws.addEventListener('error', listener);\n    }\n    for (const listener of this.connectionListeners.close) {\n      this.ws.addEventListener('close', listener);\n    }\n  }\n\n  private startKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      return;\n    }\n    this.keepAlive = interval(25_000)\n      .pipe(\n        tap(() => {\n          if (this.connectStatus === 'connected') {\n            this.ws.send('ping');\n          }\n        }),\n      )\n      .subscribe();\n  }\n\n  private stopKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      this.keepAlive.unsubscribe();\n    }\n  }\n\n  private isClosed() {\n    return this.ws?.readyState === WebSocket.CLOSING || this.ws?.readyState === WebSocket.CLOSED;\n  }\n\n  private sendSubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n  }\n\n  private sendUnsubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n\n  addConnectionListener(type: 'error' | 'close', listener: EventListener): () => void {\n    this.connectionListeners[type].add(listener);\n    this.ws.addEventListener(type, listener);\n    return () => {\n      this.connectionListeners[type].delete(listener);\n      this.ws.removeEventListener(type, listener);\n    };\n  }\n\n  subscribe(channel: string, instId?: string, handler?: Function) {\n    const channelId = encodePath(channel, instId);\n    if (this.subscriptions.has(channelId)) {\n      console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n      return;\n    }\n\n    this.subscriptions.set(channelId, { channel, instId });\n    MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });\n\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n\n    this.startKeepAlive();\n\n    if (this.connectStatus === 'connected') {\n      this.sendSubscribeMessage(channel, instId);\n    } else if (this.isClosed()) {\n      this.initSocket();\n    } else {\n      console.info(formatTime(Date.now()), `📩 Queued subscribe for ${channelId} waiting for connection`);\n    }\n  }\n\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    if (this.connectStatus === 'connected') {\n      this.sendUnsubscribeMessage(channel, instId);\n    }\n    this.subscriptions.delete(channelId);\n    MetricsWebSocketChannelGauge.dec({ channel });\n    delete this.handlers[channelId];\n\n    if (this.subscriptions.size === 0) {\n      this.stopKeepAlive();\n      if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) {\n        this.ws.close();\n      }\n    }\n  }\n}\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n  defer(\n    () =>\n      new Observable<T>((subscriber) => {\n        const client = OKXWsClient.GetWsClient(path);\n        client.subscribe(channel, instId, (data: T) => {\n          subscriber.next(data);\n        });\n        const removeError = client.addConnectionListener('error', (err) => {\n          subscriber.error(err);\n        });\n        const removeClose = client.addConnectionListener('close', () => {\n          subscriber.error('WS Connection Closed');\n        });\n        subscriber.add(() => {\n          removeError();\n          removeClose();\n          client.unsubscribe(channel, instId);\n        });\n      }),\n  ).pipe(\n    // 防止单个连接断开导致数据流关闭\n    timeout(60_000),\n    tap({\n      error: (err) => {\n        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n      },\n    }),\n    // 暂时不太确定是否能支持 retry\n    // retry({ delay: 1000 }),\n    catchError(() => EMPTY),\n  );\n\nexport const useTicker = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      last: string;\n      askPx: string;\n      bidPx: string;\n      askSz: string;\n      bidSz: string;\n    }[]\n  >('ws/v5/public', 'tickers', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      oi: string; // open interest\n    }[]\n  >('ws/v5/public', 'open-interest', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[][]>('ws/v5/business', candleType, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useMarketBooks = (\n  channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt',\n  instId: string,\n) =>\n  fromWsChannelAndInstId<IWSOrderBook[]>('ws/v5/public', channel, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-okx",
-	"version": "0.23.26",
+	"version": "0.24.0",
 	"bin": "lib/cli.js",
 	"main": "lib/index.js",
 	"files": [
@@ -16,6 +16,7 @@
 		"@yuants/utils": "0.11.0",
 		"@yuants/cache": "0.3.0",
 		"@yuants/sql": "0.9.24",
+		"@yuants/secret": "0.3.7",
 		"@yuants/data-series": "0.3.45",
 		"@yuants/data-product": "0.4.15",
 		"@yuants/data-ohlc": "0.4.16",

package/temp/package-deps.json

@@ -1,47 +1,47 @@
 {
-    "apps/vendor-okx/CHANGELOG.json": "010ffdab5701ba146833116295b9f94b1ef01ae7",
-    "apps/vendor-okx/CHANGELOG.md": "aa14ccfb2cc6e9c9a056b10377c5ad0277831be1",
+    "apps/vendor-okx/CHANGELOG.json": "d41862159a41a28103e19edd274c32be90938fad",
+    "apps/vendor-okx/CHANGELOG.md": "fbb2094900c1aa103b4861b49a0b39ea369410d7",
     "apps/vendor-okx/README.md": "ac3d1f6c4c8d73066664699b0bb1b01db02e67a2",
     "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
-    "apps/vendor-okx/package.json": "61e42c630aac1f5ae95a7966a0f6281771997b83",
-    "apps/vendor-okx/src/account.ts": "70d23dc3cf097b5bb43c07322e1a1429e89074c0",
-    "apps/vendor-okx/src/accountInfos/earning.ts": "d1afa6c128c628ebb787860c84f6cee037782fe1",
-    "apps/vendor-okx/src/accountInfos/funding.ts": "8ddb44633e8d76975b69695ad1ebcd80b0242fd2",
+    "apps/vendor-okx/package.json": "92278c0186d8ed64bddd790b8d79c1ea7db760ff",
+    "apps/vendor-okx/src/account.ts": "8ebbeb106e1cc935ea153af2e56303e21fd00901",
+    "apps/vendor-okx/src/accountInfos/earning.ts": "fbf76a6c2010a371dfc3bdde81dc90ae572473ed",
+    "apps/vendor-okx/src/accountInfos/funding.ts": "d9e4e1a104ec6350effc91838b5d9390bae34241",
     "apps/vendor-okx/src/accountInfos/index.ts": "272c4a49a94749b17d83bfb1f39a9bd932707288",
-    "apps/vendor-okx/src/accountInfos/loan.ts": "688b1f3cd8937f9b9da4a986e478c3e8efbfeebb",
-    "apps/vendor-okx/src/accountInfos/strategy.ts": "dd8a931aa9a85a416c491642a5e6663e8965244c",
-    "apps/vendor-okx/src/accountInfos/trading.ts": "9108ed4cf31b86d554db6ccff089c9176688dd06",
+    "apps/vendor-okx/src/accountInfos/loan.ts": "fce96d033084d7aa884d6128b153ded68d854423",
+    "apps/vendor-okx/src/accountInfos/strategy.ts": "aa9898612c7122545d8c7474955029e4929e04f0",
+    "apps/vendor-okx/src/accountInfos/trading.ts": "febb902e2b8f0f5d0e1071244b18a90a245bfde6",
     "apps/vendor-okx/src/accountInfos/types.ts": "c3c1096c3ad6849f6f679f1dfe0badb3ae876e41",
-    "apps/vendor-okx/src/api-service.ts": "9f236b61d28781eb75ef3d572e75e3b95e4e305a",
-    "apps/vendor-okx/src/api.ts": "ed9ad3c6052f0968cf612b474d9301d2316f4a04",
+    "apps/vendor-okx/src/api-service.ts": "f1d977b144b1096965c5990260d9e6c81b08cb8c",
+    "apps/vendor-okx/src/api/private-api.ts": "ed9ad3c6052f0968cf612b474d9301d2316f4a04",
+    "apps/vendor-okx/src/api/public-api.ts": "05b9cddafd09b5c9f65ce4eaeab42832e7d60449",
     "apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
-    "apps/vendor-okx/src/index.ts": "cf3479fcc512941fa3e8550ff06cbe1467bfe705",
-    "apps/vendor-okx/src/interest_rate.ts": "192ab4c5fb4cc1075bda57ba3ca6d21b4e5714a9",
-    "apps/vendor-okx/src/loan-account.ts": "cba4bc9fa7c4f965f6a1196b4d03925abdf77aea",
-    "apps/vendor-okx/src/market-order.ts": "80c8881dc460ca03c655f513adb0653b675f28b3",
-    "apps/vendor-okx/src/ohlc.ts": "535f802ef8f3df1468d0e45ba5b7f1b8fa78940c",
-    "apps/vendor-okx/src/order-actions.ts": "0d2348a6082cba9a125204a668cfc8bce64358e8",
-    "apps/vendor-okx/src/order.ts": "305edb35b895fa7afa187250cf08d50084c978f7",
-    "apps/vendor-okx/src/orders/cancelOrder.ts": "5c89d1860c93a0a6de113e5ae398300ec8da6cef",
-    "apps/vendor-okx/src/orders/modifyOrder.ts": "48d6df204967c831f4bee3d05429d56c02ab0f20",
-    "apps/vendor-okx/src/orders/submitOrder.ts": "dea1824cea155e41fc062c3cbe8a3f3ced7bab8f",
-    "apps/vendor-okx/src/product.ts": "2dfbe23705894e3b2d3883aa69c7a989d32ca1d9",
-    "apps/vendor-okx/src/provideOHLCFromTimeBackwardService.ts": "3a44206410b5b73683f2395d6c551549b553d7bd",
-    "apps/vendor-okx/src/provideSeriesFromTimeBackwardService.ts": "daf3c793eb4fc20e59a740bb69e50fadab5f62f0",
-    "apps/vendor-okx/src/public-api.ts": "05b9cddafd09b5c9f65ce4eaeab42832e7d60449",
-    "apps/vendor-okx/src/quote.ts": "6ebc494a6d739edfa79cab2f88576df5b0798138",
-    "apps/vendor-okx/src/services.ts": "cda765de4da97a532eb7652ea66764e9ba9afe6c",
-    "apps/vendor-okx/src/strategy-account.ts": "6a224521d192a69c6d9051fde87d2a95a506afae",
-    "apps/vendor-okx/src/trade.ts": "06a443dc3cd8caf016211f85599d063a1a12c63b",
-    "apps/vendor-okx/src/transfer.ts": "e2284568d755b87904160d832e25affc90f4f35c",
-    "apps/vendor-okx/src/websocket.ts": "3614db6be5dc7dba842ae4dfdd0a7c8de201b21a",
-    "apps/vendor-okx/src/ws.ts": "7aa1561c8c524dee838817eaeda5031d389ec877",
+    "apps/vendor-okx/src/index.ts": "9da8bd730e68bf5ab12dd9357f4214606e050eb1",
+    "apps/vendor-okx/src/loan-account.ts": "b5f656ec36d50bc0e394a2387429c59b5f4006c2",
+    "apps/vendor-okx/src/order-actions-with-credential.ts": "8288d8e08fa48f5a6183c3aa6592d0bec4cf8005",
+    "apps/vendor-okx/src/order-actions.ts": "f960ee43d42d342e7559c0369490e9d35eca44e0",
+    "apps/vendor-okx/src/order.ts": "284241de8704c75af2f085fb33b98da3ee891541",
+    "apps/vendor-okx/src/orders/cancelOrder.ts": "db8741b6f4ec9caa01bc01748ff297bb1f8b58a7",
+    "apps/vendor-okx/src/orders/modifyOrder.ts": "ab30a4b204bcf08c2762541a4bbbf01d0e0f2d1a",
+    "apps/vendor-okx/src/orders/submitOrder.ts": "e3419ea3bc41fa548839b454d4a67be48f2015a6",
+    "apps/vendor-okx/src/public-data/interest_rate.ts": "cd7e761728f504e4bf2b8c791e2bde19810ec46a",
+    "apps/vendor-okx/src/public-data/market-order.ts": "c7269e9fe1f339b320e8b4cd98652854446a245c",
+    "apps/vendor-okx/src/public-data/ohlc.ts": "0b5a568e30b3070f74b0e64614e8c1cc9ba507fb",
+    "apps/vendor-okx/src/public-data/product.ts": "9caa1b0d9fa621800870ef47086767f6f5810ad9",
+    "apps/vendor-okx/src/public-data/quote.ts": "4ab43a1d668393d90ae90ec1221de51a28101b32",
+    "apps/vendor-okx/src/services.ts": "7d501389900d010444aeff4b32eb3796fe1e1b11",
+    "apps/vendor-okx/src/strategy-account.ts": "9e5201d5243f62053d3e53976d5d152ed0cffb69",
+    "apps/vendor-okx/src/trade.ts": "2a374557b0fe6955fb0a1ab36f21b41cf9ea50d3",
+    "apps/vendor-okx/src/transfer.ts": "5ac6726abf15cd9cfd86ce03ecf8d4c6ca96edb7",
+    "apps/vendor-okx/src/utils/provideOHLCFromTimeBackwardService.ts": "3a44206410b5b73683f2395d6c551549b553d7bd",
+    "apps/vendor-okx/src/utils/provideSeriesFromTimeBackwardService.ts": "daf3c793eb4fc20e59a740bb69e50fadab5f62f0",
+    "apps/vendor-okx/src/ws.ts": "7adcc389d81fa4002fb9f9e2e1aa7518ac028a95",
     "apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
-    "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "41772be396e5468b5ef42f47388dc75c7a566c7b",
+    "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "d2bbb3cc7c98f79d7add8c772fbe32efcb48b7b7",
     "libraries/protocol/temp/package-deps.json": "35bc77333a1c85db1cd130579963e8cefa00f56c",
     "libraries/transfer/temp/package-deps.json": "708a4caf79d042cad56a39f0b00d399bca04af40",
     "libraries/data-account/temp/package-deps.json": "1063c689ee00118b3bf78dec1fe00efe0a258db3",
@@ -49,6 +49,7 @@
     "libraries/utils/temp/package-deps.json": "c58f1ca8f498315d9a0219ca8c498299a41d297b",
     "libraries/cache/temp/package-deps.json": "49789a92426969daa31f0c956bb56bd783929765",
     "libraries/sql/temp/package-deps.json": "e3b6f24485a429fb24cacbf0d6150f55ca394706",
+    "libraries/secret/temp/package-deps.json": "bbe4e23ec9af2d56dc12126c245914bec5a248cd",
     "libraries/data-series/temp/package-deps.json": "d5269fad8f63460b1b5f29ba701ad3a9457e0061",
     "libraries/data-product/temp/package-deps.json": "0a4e14971c7dc350b84712fb16c07fefad351619",
     "libraries/data-ohlc/temp/package-deps.json": "6e10227e1c394ad0b5a71e0f810914760e9b7956",