@yuants/vendor-okx 0.23.26 → 0.24.0

package/dist/api.js.map

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

package/dist/interest_rate.js.map

@@ -1 +0,0 @@
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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 { productService } from './product';\nimport { getFundingRateHistory, getLendingRateHistory } from './public-api';\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/dist/market-order.js.map

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[]).sort((a, b) => +b[0] - +a[0]),\n            asks: Array.from(books?.asks.values() ?? 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package/dist/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 { provideOHLCFromTimeBackwardService } from './provideOHLCFromTimeBackwardService';\nimport { getHistoryCandles } from './public-api';\nimport { useOHLC } from './ws';\n// import { useOHLC } from './websocket';\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/dist/provideOHLCFromTimeBackwardService.js.map

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package/dist/provideSeriesFromTimeBackwardService.js.map

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package/dist/public-api.js.map

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

@@ -1 +0,0 @@
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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 './public-api';\nimport { useOpenInterest, useTicker } from './ws';\n// import { useOpenInterest, useTicker } from './websocket';\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/dist/websocket.js

@@ -1,157 +0,0 @@
-import { PromRegistry, Terminal } from '@yuants/protocol';
-import { encodePath, formatTime } from '@yuants/utils';
-import { catchError, defer, EMPTY, interval, Observable, tap, timeout } from 'rxjs';
-const MetricsWebSocketConnectionsGauge = PromRegistry.create('gauge', 'okx_websocket_connections', 'Number of active OKX WebSocket connections');
-const MetricsWebSocketChannelGauge = PromRegistry.create('gauge', 'okx_websocket_channel', 'Number of OKX WebSocket channels subscribed');
-const terminal = Terminal.fromNodeEnv();
-class OKXWsClient {
-    constructor(path) {
-        this.connected = false;
-        this.baseURL = `wss://ws.okx.com:8443`;
-        // this.instId = instId;
-        this.ws = new WebSocket(`${this.baseURL}/${path}`);
-        MetricsWebSocketConnectionsGauge.inc({ path, terminal_id: terminal.terminal_id });
-        this.pendingSub = [];
-        this.keepAlive = interval(25000)
-            .pipe(tap(() => {
-            if (this.connected) {
-                this.ws.send('ping');
-            }
-        }))
-            .subscribe();
-        // this.ws.
-        this.ws.addEventListener('open', () => {
-            this.connected = true;
-            console.info(formatTime(Date.now()), '✅ WS connected');
-            while (this.pendingSub.length > 0) {
-                const msg = this.pendingSub.shift();
-                if (msg) {
-                    this.ws.send(msg);
-                    console.info(formatTime(Date.now()), `📩 Sent subscribe for ${msg}`);
-                }
-            }
-        });
-        this.ws.addEventListener('message', (raw) => this.handleMessage(raw));
-        this.ws.addEventListener('error', (raw) => {
-            console.error(formatTime(Date.now()), '❌ WS error', raw);
-        });
-        this.ws.addEventListener('close', (event) => {
-            console.error(formatTime(Date.now()), '❌ WS closed', event);
-            MetricsWebSocketConnectionsGauge.dec({ path });
-        });
-        this.subscriptions = new Set();
-        this.handlers = {}; // key: channel, value: callback
-    }
-    // 处理消息
-    handleMessage(raw) {
-        var _a, _b;
-        if (raw.data === 'pong') {
-            return;
-        }
-        const msg = JSON.parse(raw.data);
-        if ((_a = msg.arg) === null || _a === void 0 ? void 0 : _a.channel) {
-            const channelId = encodePath(msg.arg.channel, msg.arg.instId);
-            const data = (_b = msg.data) === null || _b === void 0 ? void 0 : _b[0];
-            if (data && this.handlers[channelId]) {
-                this.handlers[channelId](data, msg.arg);
-            }
-        }
-        else if (msg.event) {
-            console.info(formatTime(Date.now()), 'Event:', msg);
-        }
-    }
-    // 调用订阅
-    subscribe(channel, instId, handler) {
-        const channelId = encodePath(channel, instId);
-        if (this.subscriptions.has(channelId)) {
-            console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);
-            return;
-        }
-        const subMsg = {
-            op: 'subscribe',
-            args: [{ channel, instId }],
-        };
-        if (this.connected) {
-            this.ws.send(JSON.stringify(subMsg));
-            console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);
-        }
-        else {
-            this.pendingSub.push(JSON.stringify(subMsg));
-            console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);
-        }
-        MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });
-        this.subscriptions.add(channelId);
-        if (handler) {
-            this.handlers[channelId] = handler;
-        }
-    }
-    // 取消订阅
-    unsubscribe(channel, instId) {
-        const channelId = encodePath(channel, instId);
-        if (!this.subscriptions.has(channelId))
-            return;
-        const unSubMsg = {
-            op: 'unsubscribe',
-            args: [{ channel, instId }],
-        };
-        this.ws.send(JSON.stringify(unSubMsg));
-        this.subscriptions.delete(channelId);
-        if (this.subscriptions.size === 0) {
-            this.keepAlive.unsubscribe();
-        }
-        MetricsWebSocketChannelGauge.dec({ channel });
-        delete this.handlers[channelId];
-        console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);
-    }
-}
-const wsPool = [];
-// ISSUE: 连接限制：3 次/秒 (基于IP)
-//
-// https://www.okx.com/docs-v5/zh/#overview-websocket-connect
-//
-// 当订阅公有频道时，使用公有服务的地址；当订阅私有频道时，使用私有服务的地址
-//
-// 请求限制：
-//
-// 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
-const getWsClient = (path) => {
-    const existing = wsPool.find((item) => item.path === path && !item.isFull);
-    if (existing) {
-        existing.requests++;
-        if (existing.requests >= 480) {
-            existing.isFull = true;
-        }
-        return existing.client;
-    }
-    const newClient = new OKXWsClient(path);
-    wsPool.push({ path, client: newClient, requests: 1, isFull: false });
-    return newClient;
-};
-const fromWsChannelAndInstId = (path, channel, instId) => defer(() => new Observable((subscriber) => {
-    const client = getWsClient(path);
-    client.subscribe(channel, instId, (data) => {
-        subscriber.next(data);
-    });
-    client.ws.addEventListener('error', (err) => {
-        subscriber.error(err);
-    });
-    client.ws.addEventListener('close', () => {
-        subscriber.error('WS Connection Closed');
-    });
-    subscriber.add(() => {
-        client.unsubscribe(channel, instId);
-    });
-})).pipe(
-// 防止单个连接断开导致数据流关闭
-timeout(60000), tap({
-    error: (err) => {
-        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);
-    },
-}), 
-// 暂时不太确定是否能支持 retry
-// retry({ delay: 1000 }),
-catchError(() => EMPTY));
-export const useTicker = (instId) => fromWsChannelAndInstId('ws/v5/public', 'tickers', instId);
-export const useOpenInterest = (instId) => fromWsChannelAndInstId('ws/v5/public', 'open-interest', instId);
-export const useOHLC = (candleType, instId) => fromWsChannelAndInstId('ws/v5/business', candleType, instId);
-//# sourceMappingURL=websocket.js.map

package/dist/websocket.js.map

@@ -1 +0,0 @@
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{ PromRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, interval, Observable, Subscription, tap, timeout } from 'rxjs';\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\nconst terminal = Terminal.fromNodeEnv();\n\nclass OKXWsClient {\n  ws: WebSocket;\n  connected: boolean = false;\n  subscriptions: Set<string>;\n  handlers: Record<string, Function>;\n  pendingSub: string[];\n  keepAlive: Subscription;\n\n  baseURL: string = `wss://ws.okx.com:8443`;\n  constructor(path: string) {\n    // this.instId = instId;\n    this.ws = new WebSocket(`${this.baseURL}/${path}`);\n\n    MetricsWebSocketConnectionsGauge.inc({ path, terminal_id: terminal.terminal_id });\n\n    this.pendingSub = [];\n    this.keepAlive = interval(25000)\n      .pipe(\n        tap(() => {\n          if (this.connected) {\n            this.ws.send('ping');\n          }\n        }),\n      )\n      .subscribe();\n    // this.ws.\n    this.ws.addEventListener('open', () => {\n      this.connected = true;\n      console.info(formatTime(Date.now()), '✅ WS connected');\n      while (this.pendingSub.length > 0) {\n        const msg = this.pendingSub.shift();\n        if (msg) {\n          this.ws.send(msg);\n          console.info(formatTime(Date.now()), `📩 Sent subscribe for ${msg}`);\n        }\n      }\n    });\n\n    this.ws.addEventListener('message', (raw) => this.handleMessage(raw));\n    this.ws.addEventListener('error', (raw) => {\n      console.error(formatTime(Date.now()), '❌ WS error', raw);\n    });\n    this.ws.addEventListener('close', (event) => {\n      console.error(formatTime(Date.now()), '❌ WS closed', event);\n\n      MetricsWebSocketConnectionsGauge.dec({ path });\n    });\n    this.subscriptions = new Set();\n    this.handlers = {}; // key: channel, value: callback\n  }\n\n  // 处理消息\n  handleMessage(raw: { data: string }) {\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?.[0];\n      if (data && this.handlers[channelId]) {\n        this.handlers[channelId](data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info(formatTime(Date.now()), 'Event:', msg);\n    }\n  }\n\n  // 调用订阅\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    const subMsg = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n\n    if (this.connected) {\n      this.ws.send(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n    } else {\n      this.pendingSub.push(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);\n    }\n    MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });\n    this.subscriptions.add(channelId);\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n  }\n\n  // 取消订阅\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    const unSubMsg = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n\n    this.ws.send(JSON.stringify(unSubMsg));\n    this.subscriptions.delete(channelId);\n    if (this.subscriptions.size === 0) {\n      this.keepAlive.unsubscribe();\n    }\n    MetricsWebSocketChannelGauge.dec({ channel });\n    delete this.handlers[channelId];\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n}\n\nconst wsPool: {\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//\n// https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n//\n// 当订阅公有频道时，使用公有服务的地址；当订阅私有频道时，使用私有服务的地址\n//\n// 请求限制：\n//\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\nconst getWsClient = (path: string) => {\n  const existing = wsPool.find((item) => item.path === path && !item.isFull);\n  if (existing) {\n    existing.requests++;\n    if (existing.requests >= 480) {\n      existing.isFull = true;\n    }\n    return existing.client;\n  }\n  const newClient = new OKXWsClient(path);\n  wsPool.push({ path, client: newClient, requests: 1, isFull: false });\n  return newClient;\n};\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n  defer(\n    () =>\n      new Observable<T>((subscriber) => {\n        const client = getWsClient(path);\n        client.subscribe(channel, instId, (data: T) => {\n          subscriber.next(data);\n        });\n        client.ws.addEventListener('error', (err) => {\n          subscriber.error(err);\n        });\n        client.ws.addEventListener('close', () => {\n          subscriber.error('WS Connection Closed');\n        });\n        subscriber.add(() => {\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    instId: string;\n    last: string;\n    askPx: string;\n    bidPx: string;\n    askSz: string;\n    bidSz: string;\n  }>('ws/v5/public', 'tickers', instId);\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<{\n    instId: string;\n    oi: string; // open interest\n  }>('ws/v5/public', 'open-interest', instId);\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[]>('ws/v5/business', candleType, instId);\n"]}

package/lib/api.d.ts.map

@@ -1 +0,0 @@
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