npm - @yuants/vendor-okx - Versions diffs - 0.23.4 → 0.23.6 - Mend

@yuants/vendor-okx 0.23.4 → 0.23.6

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (26) hide show

package/dist/api.js CHANGED Viewed

@@ -457,6 +457,15 @@ export class OkxClient {
          * https://www.okx.com/docs-v5/zh/#order-book-trading-grid-trading-get-grid-algo-order-positions
          */
         this.getGridPositions = (param) => this.request('GET', '/api/v5/tradingBot/grid/positions', param);
+        /**
+         * GET / 获取产品深度
+         * 限速：40次/2s
+         * 限速规则：IP
+         * HTTP请求
+         *
+         * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book
+         */
+        this.getMarketBooks = (param) => this.request('GET', '/api/v5/market/books', param);
         if (config.auth.public_key && config.auth.secret_key && config.auth.passphrase) {
             this.noAuth = false;
         }

package/dist/api.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"api.js","sourceRoot":"","sources":["../src/api.ts"],"names":[],"mappings":"AACA,OAAO,EAAc,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,aAAa;AACb,OAAO,QAAQ,MAAM,WAAW,CAAC;AAEjC;;GAEG;AACH,MAAM,OAAO,SAAS;IAEpB,YACS,MAMN;QANM,WAAM,GAAN,MAAM,CAMZ;QARH,WAAM,GAAG,IAAI,CAAC;QAmDd;;;;;;;;;WASG;QACH,qBAAgB,GAAG,CAAC,MAInB,EAqBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,wBAAwB,EAAE,MAAM,CAAC,CAAC;QAE5D;;;;;;;;;WASG;QACH,sBAAiB,GAAG,CAAC,MAEpB,EAaE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;;WASG;QACH,oBAAe,GAAG,CAAC,MAKlB,EAUE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;WAQG;QACH,qBAAgB,GAAG,GAyBhB,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,wBAAwB,CAAC,CAAC;QAEpD;;;;;;;WAOG;QACH,6BAAwB,GAAG,GAiBxB,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,yCAAyC,CAAC,CAAC;QAErE;;;;;;;;;WASG;QACH,mBAAc,GAAG,CAAC,MAKjB,EAmCE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,4BAA4B,EAAE,MAAM,CAAC,CAAC;QAEhE;;;;;;;;WAQG;QACH,mBAAc,GAAG,CAAC,MAEjB,EAkBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,6BAA6B,EAAE,MAAM,CAAC,CAAC;QAEjE;;;;;;;;;WASG;QACH,0BAAqB,GAAG,CAAC,MAKxB,EAWE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,qCAAqC,EAAE,MAAM,CAAC,CAAC;QAEzE;;;;;;;;;WASG;QACH,+BAA0B,GAAG,CAAC,MAM7B,EAIE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,2CAA2C,EAAE,MAAM,CAAC,CAAC;QAE/E;;;;;;;;;;WAUG;QACH,sBAAiB,GAAG,CAAC,MAMpB,EAgBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,gCAAgC,EAAE,MAAM,CAAC,CAAC;QAEpE;;;;;;;WAOG;QACH,6BAAwB,GAAG,CAAC,MAE3B,EAYE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,iCAAiC,EAAE,MAAM,CAAC,CAAC;QAErE;;;;;;;;;;WAUG;QACH,sCAAiC,GAAG,CAAC,MAKpC,EASE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,0CAA0C,EAAE,MAAM,CAAC,CAAC;QAE/E;;;;;;;;;;;WAWG;QACH,0BAAqB,GAAG,CAAC,MAKxB,EASE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8CAA8C,EAAE,MAAM,CAAC,CAAC;QAElF;;;;;;;;;;;;;;WAcG;QACH,wBAAmB,GAAG,CAAC,MActB,EAUE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,0BAA0B,EAAE,MAAM,CAAC,CAAC;QAE/D;;;;;;;;;WASG;QACH,2BAAsB,GAAG,CAAC,MAEzB,EAYE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;;;WAUG;QACH,8BAAyB,GAAG,CAAC,MAU5B,EAoBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,kCAAkC,EAAE,MAAM,CAAC,CAAC;QAEtE;;;;;;;;;;WAUG;QACH,2BAAsB,GAAG,CAAC,MAUzB,EAiBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;;;;WAWG;QACH,qBAAgB,GAAG,CAAC,MAEnB,EASE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,wBAAwB,EAAE,MAAM,CAAC,CAAC;QAE5D;;;;;;;;;;;;;;;WAeG;QACH,sBAAiB,GAAG,CAAC,MAUpB,EAWE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,wBAAwB,EAAE,MAAM,CAAC,CAAC;QAE7D;;;;;;;;;;;WAWG;QACH,sBAAiB,GAAG,CAAC,MAEpB,EAqDE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,yBAAyB,EAAE,MAAM,CAAC,CAAC;QAE7D;;;;;;;;;;;;;WAaG;QACH,wBAAmB,GAAG,CAAC,MAItB,EAuEE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,2BAA2B,EAAE,MAAM,CAAC,CAAC;QAE/D;;;;;;WAMG;QACH,gCAA2B,GAAG,CAAC,MAI9B,EAwBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,qCAAqC,EAAE,MAAM,CAAC,CAAC;QAEzE;;;;;;WAMG;QACH,sCAAiC,GAAG,CAAC,MAKpC,EA4BE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,4CAA4C,EAAE,MAAM,CAAC,CAAC;QAEhF;;;;;;;;;;;;;;WAcG;QACH,mBAAc,GAAG,CAAC,MA+BjB,EAYE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,qBAAqB,EAAE,MAAM,CAAC,CAAC;QAE1D;;;;;;;;;;;;;;;;WAgBG;QACH,wBAAmB,GAAG,CAAC,MAuBtB,EAaE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,2BAA2B,EAAE,MAAM,CAAC,CAAC;QAEhE;;;;;;;;;WASG;QACH,0BAAqB,GAAG,CAAC,MAUxB,EAqDE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;WAQG;QACH,0BAAqB,GAAG,CAAC,MAaxB,EAwDE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;;;;;WAYG;QACH,yBAAoB,GAAG,CAAC,MAIvB,EAWE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,4BAA4B,EAAE,MAAM,CAAC,CAAC;QAEjE;;;;;;;;WAQG;QACH,sBAAiB,GAAG,CAAC,MAMpB,EAeE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;WAQG;QACH,iCAA4B,GAAG,CAAC,MAG/B,EAGE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,2CAA2C,EAAE,MAAM,CAAC,CAAC;QAEhF;;;;;;;;;;WAUG;QACH,0BAAqB,GAAG,CAAC,MAIxB,EAeE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;;;WAUG;QACH,uBAAkB,GAAG,CAAC,MAErB,EAiBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,0BAA0B,EAAE,MAAM,CAAC,CAAC;QAE9D;;;;;;;;WAQG;QACH,yBAAoB,GAAG,CAAC,MAGvB,EAaE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;WAQG;QACH,wBAAmB,GAAG,GAsBnB,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,yCAAyC,CAAC,CAAC;QAErE;;;;;;;;WAQG;QACH,oBAAe,GAAG,CAAC,MAalB,EAqCE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,uBAAuB,EAAE,MAAM,CAAC,CAAC;QAE3D;;;;;;;;WAQG;QACH,2BAAsB,GAAG,CAAC,MAazB,EAqCE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;WAQG;QACH,sBAAiB,GAAG,CAClB,MAuBQ,EAWP,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,oCAAoC,EAAE,MAAM,CAAC,CAAC;QAEzE;;;;;;;;WAQG;QACH,6BAAwB,GAAG,CAAC,KAQ3B,EA8DE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,6CAA6C,EAAE,KAAK,CAAC,CAAC;QAEhF;;;;;;;;WAQG;QACH,qBAAgB,GAAG,CAAC,KAGnB,EA2BE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,mCAAmC,EAAE,KAAK,CAAC,CAAC;QAxnDpE,IAAI,MAAM,CAAC,IAAI,CAAC,UAAU,IAAI,MAAM,CAAC,IAAI,CAAC,UAAU,IAAI,MAAM,CAAC,IAAI,CAAC,UAAU,EAAE;YAC9E,IAAI,CAAC,MAAM,GAAG,KAAK,CAAC;SACrB;IACH,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,MAAc,EAAE,IAAY,EAAE,MAAY;QACtD,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,qBAAqB,CAAC,CAAC;QAC3C,GAAG,CAAC,QAAQ,GAAG,IAAI,CAAC;QACpB,IAAI,MAAM,KAAK,KAAK,EAAE;YACpB,KAAK,MAAM,GAAG,IAAI,MAAM,EAAE;gBACxB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC;aACxC;SACF;QACD,IAAI,IAAI,CAAC,MAAM,EAAE;YACf,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC;YACvD,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;YAC9C,OAAO,GAAG,CAAC,IAAI,EAAE,CAAC;SACnB;QACD,MAAM,SAAS,GAAG,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,EAAE,KAAK,CAAC,CAAC,OAAO,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC;QAClE,MAAM,UAAU,GAAG,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,UAAU,CAAC;QAC/C,MAAM,IAAI,GAAG,MAAM,KAAK,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;QAC5D,MAAM,QAAQ,GAAG,SAAS,GAAG,MAAM,GAAG,GAAG,CAAC,QAAQ,GAAG,GAAG,CAAC,MAAM,GAAG,IAAI,CAAC;QACvE,MAAM,GAAG,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,SAAS,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAC,CAAC;QAErF,MAAM,OAAO,GAAG;YACd,cAAc,EAAE,kBAAkB;YAClC,eAAe,EAAE,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,UAAW;YAC7C,gBAAgB,EAAE,GAAG;YACrB,qBAAqB,EAAE,SAAS;YAChC,sBAAsB,EAAE,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,UAAU;SACpD,CAAC;QAEF,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,IAAI,EAAE,QAAQ,CAAC,CAAC;QAChG,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;YAChC,MAAM;YACN,OAAO;YACP,IAAI,EAAE,IAAI,IAAI,SAAS;SACxB,CAAC,CAAC;QACH,OAAO,GAAG,CAAC,IAAI,EAAE,CAAC;IACpB,CAAC;CAklDF;AAiDD,MAAM,CAAC,MAAM,MAAM,GAAG,IAAI,SAAS,CAAC;IAClC,IAAI,EAAE;QACJ,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,UAAW;QACnC,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,UAAW;QACnC,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,UAAW;KACpC;CACF,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { encodePath, formatTime } from '@yuants/utils';\n// @ts-ignore\nimport CryptoJS from 'crypto-js';\n\n/*\n API v5: https://www.okx.com/docs-v5/#overview\n /\nexport class OkxClient {\n noAuth = true;\n constructor(\n public config: {\n auth: {\n public_key: string;\n secret_key: string;\n passphrase: string;\n };\n },\n ) {\n if (config.auth.public_key && config.auth.secret_key && config.auth.passphrase) {\n this.noAuth = false;\n }\n }\n\n async request(method: string, path: string, params?: any) {\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 if (this.noAuth) {\n console.info(formatTime(Date.now()), method, url.href);\n const res = await fetch(url.href, { method });\n return res.json();\n }\n const timestamp = formatTime(Date.now(), 'UTC').replace(' ', 'T');\n const secret_key = this.config.auth.secret_key;\n const body = method === 'GET' ? '' : JSON.stringify(params);\n const signData = timestamp + method + url.pathname + url.search + body;\n const str = CryptoJS.enc.Base64.stringify(CryptoJS.HmacSHA256(signData, secret_key));\n\n const headers = {\n 'Content-Type': 'application/json',\n 'OK-ACCESS-KEY': this.config.auth.public_key!,\n 'OK-ACCESS-SIGN': str,\n 'OK-ACCESS-TIMESTAMP': timestamp,\n 'OK-ACCESS-PASSPHRASE': this.config.auth.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 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 /\n 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 high24h: string;\n low24h: string;\n volCcy24h: string;\n vol24h: string;\n sodUtc0: string;\n sodUtc8: string;\n ts: string;\n }>;\n }> => this.request('GET', '/api/v5/market/tickers', params);\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 /\n getAssetValuation = (params?: {\n ccy?: string;\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 }> => this.request('GET', '/api/v5/asset/asset-valuation', 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 /\n 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 }> => this.request('GET', '/api/v5/public/open-interest', params);\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 /\n getAccountConfig = (): 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: any[];\n spotRoleType: string;\n spotTraderInsts: any[];\n opAuth: string;\n kycLv: string;\n ip: string;\n perm: string;\n mainUid: string;\n }>;\n msg: string;\n }> => this.request('GET', '/api/v5/account/config');\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 /\n 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 }> => this.request('GET', '/api/v5/public/interest-rate-loan-quota');\n\n /\n 获取交易产品基础信息\n \n 获取所有可交易产品的信息列表。\n \n 限速：20次/2s\n * 限速规则：IP +instType\n \n https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-instruments\n /\n getInstruments = (params: {\n instType: string;\n uly?: string;\n instFamily?: string;\n instId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n alias: string;\n baseCcy: string;\n category: string;\n ctMult: string;\n ctType: string;\n ctVal: string;\n ctValCcy: string;\n expTime: string;\n instFamily: string;\n instId: string;\n instType: string;\n lever: string;\n listTime: string;\n lotSz: string;\n maxIcebergSz: string;\n maxLmtAmt: string;\n maxLmtSz: string;\n maxMktAmt: string;\n maxMktSz: string;\n 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 }> => this.request('GET', '/api/v5/public/instruments', params);\n\n /\n 获取永续合约当前资金费率\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 /\n 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 }> => this.request('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 /\n 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 }> => this.request('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 /\n 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 }> => this.request('GET', '/api/v5/market/history-mark-price-candles', params);\n\n /\n GET / 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 \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 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 }> => this.request('GET', '/api/v5/market/history-candles', params);\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 /\n getFinanceSavingsBalance = (params: {\n ccy?: string;\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 }> => this.request('GET', '/api/v5/finance/savings/balance', params);\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 /\n postFinanceSavingsPurchaseRedempt = (params: {\n ccy: string;\n amt: string;\n side: string;\n rate: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ccy: string;\n amt: string;\n side: string;\n rate: string;\n }[];\n }> => this.request('POST', '/api/v5/finance/savings/purchase-redempt', params);\n\n /\n GET / 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 /\n 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 }> => this.request('GET', '/api/v5/finance/savings/lending-rate-history', params);\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 /\n postAssetWithdrawal = (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 }): 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 }> => this.request('POST', '/api/v5/asset/withdrawal', params);\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 /\n getAssetDepositAddress = (params: {\n ccy: string;\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 }> => this.request('GET', '/api/v5/asset/deposit-address', params);\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 /\n getAssetWithdrawalHistory = (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 }): 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 }> => this.request('GET', '/api/v5/asset/withdrawal-history', params);\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 /\n getAssetDepositHistory = (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 }): 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 }> => this.request('GET', '/api/v5/asset/deposit-history', params);\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 /\n getAssetBalances = (params: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n availBal: string;\n bal: string;\n ccy: string;\n frozenBal: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/balances', params);\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 /\n postAssetTransfer = (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 }): 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 }> => this.request('POST', '/api/v5/asset/transfer', params);\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 /\n getAccountBalance = (params: {\n ccy?: string;\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 }> => this.request('GET', '/api/v5/account/balance', params);\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 /\n getAccountPositions = (params: {\n instType?: string;\n instId?: string;\n posId?: string;\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 }> => this.request('GET', '/api/v5/account/positions', params);\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 /\n getFinanceStakingDeFiOffers = (params: {\n productId?: string;\n protocolType?: string;\n ccy?: string;\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 }> => this.request('GET', '/api/v5/finance/staking-defi/offers', params);\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 /\n getFinanceStakingDeFiOrdersActive = (params: {\n productId?: string;\n protocolType?: string;\n ccy?: string;\n state?: string;\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 }> => this.request('GET', '/api/v5/finance/staking-defi/orders-active', params);\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 /\n postTradeOrder = (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 }): 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 }> => this.request('POST', '/api/v5/trade/order', params);\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 /\n postTradeAmendOrder = (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 }): 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 }> => this.request('POST', '/api/v5/trade/amend-order', params);\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 /\n getTradeOrdersPending = (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 }): 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: any[];\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 }> => this.request('GET', '/api/v5/trade/orders-pending', params);\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 /\n getTradeOrdersHistory = (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 }): 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: any[];\n linkedAlgoOrd: any[];\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 }> => this.request('GET', '/api/v5/trade/orders-history', params);\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 /\n postTradeCancelOrder = (params: {\n instId: string;\n ordId?: string;\n clOrdId?: string;\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 }> => this.request('POST', '/api/v5/trade/cancel-order', params);\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 /\n getSubAccountList = (params?: {\n enable?: string;\n subAct?: string;\n after?: string;\n before?: string;\n limit?: string;\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 }> => this.request('GET', '/api/v5/users/subaccount/list', params);\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 /\n postSetSubAccountTransferOut = (params: {\n subAcct: string;\n canTransOut: boolean;\n }): Promise<{\n subAcct: string;\n canTransOut: boolean;\n }> => this.request('POST', '/api/v5/users/subaccount/set-transfer-out', params);\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 /\n getAssetTransferState = (params: {\n transId?: string;\n clientId?: string;\n type?: string;\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 }> => this.request('GET', '/api/v5/asset/transfer-state', params);\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 /\n getAssetCurrencies = (params?: {\n ccy?: string;\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 }> => this.request('GET', '/api/v5/asset/currencies', params);\n\n /\n 获取指数行情数据\n \n \n * 限速：20 次/2s\n \n \n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-index-tickers\n /\n 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 }> => this.request('GET', '/api/v5/market/index-tickers', params);\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 /\n getFlexibleLoanInfo = (): 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 }> => this.request('GET', '/api/v5/finance/flexible-loan/loan-info');\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 /\n getAccountBills = (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 }): 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 }> => this.request('GET', '/api/v5/account/bills', params);\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 /\n getAccountBillsArchive = (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 }): 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 }> => this.request('GET', '/api/v5/account/bills-archive', params);\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 /\n postGridAlgoOrder = (\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 }> => this.request('POST', '/api/v5/tradingBot/grid/order-algo', params);\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 /\n getGridOrdersAlgoPending = (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 }): 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 }> => this.request('GET', '/api/v5/tradingBot/grid/orders-algo-pending', param);\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 */\n getGridPositions = (param: {\n algoOrdType: 'contract_grid';\n algoId: string;\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 }> => this.request('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\nexport const client = new OkxClient({\n auth: {\n public_key: process.env.ACCESS_KEY!,\n secret_key: process.env.SECRET_KEY!,\n passphrase: process.env.PASSPHRASE!,\n },\n});\n"]}
1	+ {"version":3,"file":"api.js","sourceRoot":"","sources":["../src/api.ts"],"names":[],"mappings":"AACA,OAAO,EAAc,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,aAAa;AACb,OAAO,QAAQ,MAAM,WAAW,CAAC;AAEjC;;GAEG;AACH,MAAM,OAAO,SAAS;IAEpB,YACS,MAMN;QANM,WAAM,GAAN,MAAM,CAMZ;QARH,WAAM,GAAG,IAAI,CAAC;QAmDd;;;;;;;;;WASG;QACH,qBAAgB,GAAG,CAAC,MAInB,EAqBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,wBAAwB,EAAE,MAAM,CAAC,CAAC;QAE5D;;;;;;;;;WASG;QACH,sBAAiB,GAAG,CAAC,MAEpB,EAaE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;;WASG;QACH,oBAAe,GAAG,CAAC,MAKlB,EAUE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;WAQG;QACH,qBAAgB,GAAG,GAyBhB,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,wBAAwB,CAAC,CAAC;QAEpD;;;;;;;WAOG;QACH,6BAAwB,GAAG,GAiBxB,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,yCAAyC,CAAC,CAAC;QAErE;;;;;;;;;WASG;QACH,mBAAc,GAAG,CAAC,MAKjB,EAmCE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,4BAA4B,EAAE,MAAM,CAAC,CAAC;QAEhE;;;;;;;;WAQG;QACH,mBAAc,GAAG,CAAC,MAEjB,EAkBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,6BAA6B,EAAE,MAAM,CAAC,CAAC;QAEjE;;;;;;;;;WASG;QACH,0BAAqB,GAAG,CAAC,MAKxB,EAWE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,qCAAqC,EAAE,MAAM,CAAC,CAAC;QAEzE;;;;;;;;;WASG;QACH,+BAA0B,GAAG,CAAC,MAM7B,EAIE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,2CAA2C,EAAE,MAAM,CAAC,CAAC;QAE/E;;;;;;;;;;WAUG;QACH,sBAAiB,GAAG,CAAC,MAMpB,EAgBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,gCAAgC,EAAE,MAAM,CAAC,CAAC;QAEpE;;;;;;;WAOG;QACH,6BAAwB,GAAG,CAAC,MAE3B,EAYE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,iCAAiC,EAAE,MAAM,CAAC,CAAC;QAErE;;;;;;;;;;WAUG;QACH,sCAAiC,GAAG,CAAC,MAKpC,EASE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,0CAA0C,EAAE,MAAM,CAAC,CAAC;QAE/E;;;;;;;;;;;WAWG;QACH,0BAAqB,GAAG,CAAC,MAKxB,EASE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8CAA8C,EAAE,MAAM,CAAC,CAAC;QAElF;;;;;;;;;;;;;;WAcG;QACH,wBAAmB,GAAG,CAAC,MActB,EAUE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,0BAA0B,EAAE,MAAM,CAAC,CAAC;QAE/D;;;;;;;;;WASG;QACH,2BAAsB,GAAG,CAAC,MAEzB,EAYE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;;;WAUG;QACH,8BAAyB,GAAG,CAAC,MAU5B,EAoBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,kCAAkC,EAAE,MAAM,CAAC,CAAC;QAEtE;;;;;;;;;;WAUG;QACH,2BAAsB,GAAG,CAAC,MAUzB,EAiBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;;;;WAWG;QACH,qBAAgB,GAAG,CAAC,MAEnB,EASE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,wBAAwB,EAAE,MAAM,CAAC,CAAC;QAE5D;;;;;;;;;;;;;;;WAeG;QACH,sBAAiB,GAAG,CAAC,MAUpB,EAWE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,wBAAwB,EAAE,MAAM,CAAC,CAAC;QAE7D;;;;;;;;;;;WAWG;QACH,sBAAiB,GAAG,CAAC,MAEpB,EAqDE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,yBAAyB,EAAE,MAAM,CAAC,CAAC;QAE7D;;;;;;;;;;;;;WAaG;QACH,wBAAmB,GAAG,CAAC,MAItB,EAuEE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,2BAA2B,EAAE,MAAM,CAAC,CAAC;QAE/D;;;;;;WAMG;QACH,gCAA2B,GAAG,CAAC,MAI9B,EAwBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,qCAAqC,EAAE,MAAM,CAAC,CAAC;QAEzE;;;;;;WAMG;QACH,sCAAiC,GAAG,CAAC,MAKpC,EA4BE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,4CAA4C,EAAE,MAAM,CAAC,CAAC;QAEhF;;;;;;;;;;;;;;WAcG;QACH,mBAAc,GAAG,CAAC,MA+BjB,EAYE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,qBAAqB,EAAE,MAAM,CAAC,CAAC;QAE1D;;;;;;;;;;;;;;;;WAgBG;QACH,wBAAmB,GAAG,CAAC,MAuBtB,EAaE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,2BAA2B,EAAE,MAAM,CAAC,CAAC;QAEhE;;;;;;;;;WASG;QACH,0BAAqB,GAAG,CAAC,MAUxB,EAqDE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;WAQG;QACH,0BAAqB,GAAG,CAAC,MAaxB,EAwDE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;;;;;WAYG;QACH,yBAAoB,GAAG,CAAC,MAIvB,EAWE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,4BAA4B,EAAE,MAAM,CAAC,CAAC;QAEjE;;;;;;;;WAQG;QACH,sBAAiB,GAAG,CAAC,MAMpB,EAeE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;WAQG;QACH,iCAA4B,GAAG,CAAC,MAG/B,EAGE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,2CAA2C,EAAE,MAAM,CAAC,CAAC;QAEhF;;;;;;;;;;WAUG;QACH,0BAAqB,GAAG,CAAC,MAIxB,EAeE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;;;WAUG;QACH,uBAAkB,GAAG,CAAC,MAErB,EAiBE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,0BAA0B,EAAE,MAAM,CAAC,CAAC;QAE9D;;;;;;;;WAQG;QACH,yBAAoB,GAAG,CAAC,MAGvB,EAaE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,8BAA8B,EAAE,MAAM,CAAC,CAAC;QAElE;;;;;;;;WAQG;QACH,wBAAmB,GAAG,GAsBnB,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,yCAAyC,CAAC,CAAC;QAErE;;;;;;;;WAQG;QACH,oBAAe,GAAG,CAAC,MAalB,EAqCE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,uBAAuB,EAAE,MAAM,CAAC,CAAC;QAE3D;;;;;;;;WAQG;QACH,2BAAsB,GAAG,CAAC,MAazB,EAqCE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,+BAA+B,EAAE,MAAM,CAAC,CAAC;QAEnE;;;;;;;;WAQG;QACH,sBAAiB,GAAG,CAClB,MAuBQ,EAWP,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,oCAAoC,EAAE,MAAM,CAAC,CAAC;QAEzE;;;;;;;;WAQG;QACH,6BAAwB,GAAG,CAAC,KAQ3B,EA8DE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,6CAA6C,EAAE,KAAK,CAAC,CAAC;QAEhF;;;;;;;;WAQG;QACH,qBAAgB,GAAG,CAAC,KAGnB,EA2BE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,mCAAmC,EAAE,KAAK,CAAC,CAAC;QAEtE;;;;;;;WAOG;QACH,mBAAc,GAAG,CAAC,KAGjB,EAQE,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,sBAAsB,EAAE,KAAK,CAAC,CAAC;QA7oDvD,IAAI,MAAM,CAAC,IAAI,CAAC,UAAU,IAAI,MAAM,CAAC,IAAI,CAAC,UAAU,IAAI,MAAM,CAAC,IAAI,CAAC,UAAU,EAAE;YAC9E,IAAI,CAAC,MAAM,GAAG,KAAK,CAAC;SACrB;IACH,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,MAAc,EAAE,IAAY,EAAE,MAAY;QACtD,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,qBAAqB,CAAC,CAAC;QAC3C,GAAG,CAAC,QAAQ,GAAG,IAAI,CAAC;QACpB,IAAI,MAAM,KAAK,KAAK,EAAE;YACpB,KAAK,MAAM,GAAG,IAAI,MAAM,EAAE;gBACxB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC;aACxC;SACF;QACD,IAAI,IAAI,CAAC,MAAM,EAAE;YACf,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC;YACvD,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;YAC9C,OAAO,GAAG,CAAC,IAAI,EAAE,CAAC;SACnB;QACD,MAAM,SAAS,GAAG,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,EAAE,KAAK,CAAC,CAAC,OAAO,CAAC,GAAG,EAAE,GAAG,CAAC,CAAC;QAClE,MAAM,UAAU,GAAG,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,UAAU,CAAC;QAC/C,MAAM,IAAI,GAAG,MAAM,KAAK,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;QAC5D,MAAM,QAAQ,GAAG,SAAS,GAAG,MAAM,GAAG,GAAG,CAAC,QAAQ,GAAG,GAAG,CAAC,MAAM,GAAG,IAAI,CAAC;QACvE,MAAM,GAAG,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,SAAS,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAC,CAAC;QAErF,MAAM,OAAO,GAAG;YACd,cAAc,EAAE,kBAAkB;YAClC,eAAe,EAAE,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,UAAW;YAC7C,gBAAgB,EAAE,GAAG;YACrB,qBAAqB,EAAE,SAAS;YAChC,sBAAsB,EAAE,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,UAAU;SACpD,CAAC;QAEF,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,IAAI,EAAE,QAAQ,CAAC,CAAC;QAChG,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;YAChC,MAAM;YACN,OAAO;YACP,IAAI,EAAE,IAAI,IAAI,SAAS;SACxB,CAAC,CAAC;QACH,OAAO,GAAG,CAAC,IAAI,EAAE,CAAC;IACpB,CAAC;CAumDF;AAiDD,MAAM,CAAC,MAAM,MAAM,GAAG,IAAI,SAAS,CAAC;IAClC,IAAI,EAAE;QACJ,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,UAAW;QACnC,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,UAAW;QACnC,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,UAAW;KACpC;CACF,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { encodePath, formatTime } from '@yuants/utils';\n// @ts-ignore\nimport CryptoJS from 'crypto-js';\n\n/*\n API v5: https://www.okx.com/docs-v5/#overview\n /\nexport class OkxClient {\n noAuth = true;\n constructor(\n public config: {\n auth: {\n public_key: string;\n secret_key: string;\n passphrase: string;\n };\n },\n ) {\n if (config.auth.public_key && config.auth.secret_key && config.auth.passphrase) {\n this.noAuth = false;\n }\n }\n\n async request(method: string, path: string, params?: any) {\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 if (this.noAuth) {\n console.info(formatTime(Date.now()), method, url.href);\n const res = await fetch(url.href, { method });\n return res.json();\n }\n const timestamp = formatTime(Date.now(), 'UTC').replace(' ', 'T');\n const secret_key = this.config.auth.secret_key;\n const body = method === 'GET' ? '' : JSON.stringify(params);\n const signData = timestamp + method + url.pathname + url.search + body;\n const str = CryptoJS.enc.Base64.stringify(CryptoJS.HmacSHA256(signData, secret_key));\n\n const headers = {\n 'Content-Type': 'application/json',\n 'OK-ACCESS-KEY': this.config.auth.public_key!,\n 'OK-ACCESS-SIGN': str,\n 'OK-ACCESS-TIMESTAMP': timestamp,\n 'OK-ACCESS-PASSPHRASE': this.config.auth.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 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 /\n 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 high24h: string;\n low24h: string;\n volCcy24h: string;\n vol24h: string;\n sodUtc0: string;\n sodUtc8: string;\n ts: string;\n }>;\n }> => this.request('GET', '/api/v5/market/tickers', params);\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 /\n getAssetValuation = (params?: {\n ccy?: string;\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 }> => this.request('GET', '/api/v5/asset/asset-valuation', 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 /\n 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 }> => this.request('GET', '/api/v5/public/open-interest', params);\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 /\n getAccountConfig = (): 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: any[];\n spotRoleType: string;\n spotTraderInsts: any[];\n opAuth: string;\n kycLv: string;\n ip: string;\n perm: string;\n mainUid: string;\n }>;\n msg: string;\n }> => this.request('GET', '/api/v5/account/config');\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 /\n 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 }> => this.request('GET', '/api/v5/public/interest-rate-loan-quota');\n\n /\n 获取交易产品基础信息\n \n 获取所有可交易产品的信息列表。\n \n 限速：20次/2s\n * 限速规则：IP +instType\n \n https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-instruments\n /\n getInstruments = (params: {\n instType: string;\n uly?: string;\n instFamily?: string;\n instId?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: Array<{\n alias: string;\n baseCcy: string;\n category: string;\n ctMult: string;\n ctType: string;\n ctVal: string;\n ctValCcy: string;\n expTime: string;\n instFamily: string;\n instId: string;\n instType: string;\n lever: string;\n listTime: string;\n lotSz: string;\n maxIcebergSz: string;\n maxLmtAmt: string;\n maxLmtSz: string;\n maxMktAmt: string;\n maxMktSz: string;\n 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 }> => this.request('GET', '/api/v5/public/instruments', params);\n\n /\n 获取永续合约当前资金费率\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 /\n 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 }> => this.request('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 /\n 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 }> => this.request('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 /\n 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 }> => this.request('GET', '/api/v5/market/history-mark-price-candles', params);\n\n /\n GET / 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 \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 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 }> => this.request('GET', '/api/v5/market/history-candles', params);\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 /\n getFinanceSavingsBalance = (params: {\n ccy?: string;\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 }> => this.request('GET', '/api/v5/finance/savings/balance', params);\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 /\n postFinanceSavingsPurchaseRedempt = (params: {\n ccy: string;\n amt: string;\n side: string;\n rate: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n ccy: string;\n amt: string;\n side: string;\n rate: string;\n }[];\n }> => this.request('POST', '/api/v5/finance/savings/purchase-redempt', params);\n\n /\n GET / 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 /\n 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 }> => this.request('GET', '/api/v5/finance/savings/lending-rate-history', params);\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 /\n postAssetWithdrawal = (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 }): 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 }> => this.request('POST', '/api/v5/asset/withdrawal', params);\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 /\n getAssetDepositAddress = (params: {\n ccy: string;\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 }> => this.request('GET', '/api/v5/asset/deposit-address', params);\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 /\n getAssetWithdrawalHistory = (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 }): 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 }> => this.request('GET', '/api/v5/asset/withdrawal-history', params);\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 /\n getAssetDepositHistory = (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 }): 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 }> => this.request('GET', '/api/v5/asset/deposit-history', params);\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 /\n getAssetBalances = (params: {\n ccy?: string;\n }): Promise<{\n code: string;\n msg: string;\n data: {\n availBal: string;\n bal: string;\n ccy: string;\n frozenBal: string;\n }[];\n }> => this.request('GET', '/api/v5/asset/balances', params);\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 /\n postAssetTransfer = (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 }): 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 }> => this.request('POST', '/api/v5/asset/transfer', params);\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 /\n getAccountBalance = (params: {\n ccy?: string;\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 }> => this.request('GET', '/api/v5/account/balance', params);\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 /\n getAccountPositions = (params: {\n instType?: string;\n instId?: string;\n posId?: string;\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 }> => this.request('GET', '/api/v5/account/positions', params);\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 /\n getFinanceStakingDeFiOffers = (params: {\n productId?: string;\n protocolType?: string;\n ccy?: string;\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 }> => this.request('GET', '/api/v5/finance/staking-defi/offers', params);\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 /\n getFinanceStakingDeFiOrdersActive = (params: {\n productId?: string;\n protocolType?: string;\n ccy?: string;\n state?: string;\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 }> => this.request('GET', '/api/v5/finance/staking-defi/orders-active', params);\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 /\n postTradeOrder = (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 }): 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 }> => this.request('POST', '/api/v5/trade/order', params);\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 /\n postTradeAmendOrder = (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 }): 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 }> => this.request('POST', '/api/v5/trade/amend-order', params);\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 /\n getTradeOrdersPending = (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 }): 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: any[];\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 }> => this.request('GET', '/api/v5/trade/orders-pending', params);\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 /\n getTradeOrdersHistory = (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 }): 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: any[];\n linkedAlgoOrd: any[];\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 }> => this.request('GET', '/api/v5/trade/orders-history', params);\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 /\n postTradeCancelOrder = (params: {\n instId: string;\n ordId?: string;\n clOrdId?: string;\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 }> => this.request('POST', '/api/v5/trade/cancel-order', params);\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 /\n getSubAccountList = (params?: {\n enable?: string;\n subAct?: string;\n after?: string;\n before?: string;\n limit?: string;\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 }> => this.request('GET', '/api/v5/users/subaccount/list', params);\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 /\n postSetSubAccountTransferOut = (params: {\n subAcct: string;\n canTransOut: boolean;\n }): Promise<{\n subAcct: string;\n canTransOut: boolean;\n }> => this.request('POST', '/api/v5/users/subaccount/set-transfer-out', params);\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 /\n getAssetTransferState = (params: {\n transId?: string;\n clientId?: string;\n type?: string;\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 }> => this.request('GET', '/api/v5/asset/transfer-state', params);\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 /\n getAssetCurrencies = (params?: {\n ccy?: string;\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 }> => this.request('GET', '/api/v5/asset/currencies', params);\n\n /\n 获取指数行情数据\n \n \n * 限速：20 次/2s\n \n \n * https://www.okx.com/docs-v5/zh/#public-data-rest-api-get-index-tickers\n /\n 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 }> => this.request('GET', '/api/v5/market/index-tickers', params);\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 /\n getFlexibleLoanInfo = (): 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 }> => this.request('GET', '/api/v5/finance/flexible-loan/loan-info');\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 /\n getAccountBills = (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 }): 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 }> => this.request('GET', '/api/v5/account/bills', params);\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 /\n getAccountBillsArchive = (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 }): 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 }> => this.request('GET', '/api/v5/account/bills-archive', params);\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 /\n postGridAlgoOrder = (\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 }> => this.request('POST', '/api/v5/tradingBot/grid/order-algo', params);\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 /\n getGridOrdersAlgoPending = (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 }): 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 }> => this.request('GET', '/api/v5/tradingBot/grid/orders-algo-pending', param);\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 /\n getGridPositions = (param: {\n algoOrdType: 'contract_grid';\n algoId: string;\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 }> => this.request('GET', '/api/v5/tradingBot/grid/positions', param);\n\n /\n GET / 获取产品深度\n * 限速：40次/2s\n * 限速规则：IP\n * HTTP请求\n \n https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book\n */\n getMarketBooks = (param: {\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 }> => this.request('GET', '/api/v5/market/books', 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\nexport const client = new OkxClient({\n auth: {\n public_key: process.env.ACCESS_KEY!,\n secret_key: process.env.SECRET_KEY!,\n passphrase: process.env.PASSPHRASE!,\n },\n});\n"]}

package/dist/index.js CHANGED Viewed

@@ -8,4 +8,5 @@ import './quote';
 import './trade';
 import './services';
 import './strategy-account';
+import './market-order';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,iBAAiB,CAAC;AACzB,OAAO,gBAAgB,CAAC;AACxB,OAAO,gBAAgB,CAAC;AACxB,OAAO,QAAQ,CAAC;AAChB,OAAO,SAAS,CAAC;AACjB,OAAO,SAAS,CAAC;AACjB,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC","sourcesContent":["import './account';\nimport './interest_rate';\nimport './legacy_index';\nimport './loan-account';\nimport './ohlc';\nimport './order';\nimport './quote';\nimport './trade';\nimport './services';\nimport './strategy-account';\n"]}
1	+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,iBAAiB,CAAC;AACzB,OAAO,gBAAgB,CAAC;AACxB,OAAO,gBAAgB,CAAC;AACxB,OAAO,QAAQ,CAAC;AAChB,OAAO,SAAS,CAAC;AACjB,OAAO,SAAS,CAAC;AACjB,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,gBAAgB,CAAC","sourcesContent":["import './account';\nimport './interest_rate';\nimport './legacy_index';\nimport './loan-account';\nimport './ohlc';\nimport './order';\nimport './quote';\nimport './trade';\nimport './services';\nimport './strategy-account';\nimport './market-order';\n"]}

package/dist/market-order.js ADDED Viewed

@@ -0,0 +1,33 @@
+import { Terminal } from '@yuants/protocol';
+import { client } from './api';
+import { decodePath, formatTime } from '@yuants/utils';
+import { useMarketBooks } from './ws';
+import { map } from 'rxjs';
+const terminal = Terminal.fromNodeEnv();
+terminal.server.provideService('QueryMarketBooks', {
+    required: ['product_id', 'datasource_id'],
+    properties: {
+        product_id: { type: 'string' },
+        datasource_id: { type: 'string', const: 'OKX' },
+    },
+}, async (msg) => {
+    const { sz = '1', product_id } = msg.req;
+    const [, instId] = decodePath(product_id);
+    const result = await client.getMarketBooks({
+        sz,
+        instId,
+    });
+    if (result.code === '0') {
+        return { res: { code: 0, message: 'OK', data: result.data } };
+    }
+    return { res: { code: 500, message: 'Server Error' } };
+});
+terminal.channel.publishChannel('MarketBooks', { pattern: `^OKX/` }, (id) => {
+    const [datasource_id, product_id] = decodePath(id);
+    const [, instId] = decodePath(product_id);
+    console.info(formatTime(Date.now()), `SubscribeMarketBooks`, id);
+    return useMarketBooks('books', instId).pipe(map((data) => {
+        return data[0];
+    }));
+});
+//# sourceMappingURL=market-order.js.map

package/dist/market-order.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"market-order.js","sourceRoot":"","sources":["../src/market-order.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAC/B,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AACtC,OAAO,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAE3B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,kBAAkB,EAClB;IACE,QAAQ,EAAE,CAAC,YAAY,EAAE,eAAe,CAAC;IACzC,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,aAAa,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,KAAK,EAAE;KAChD;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,EAAE,EAAE,GAAG,GAAG,EAAE,UAAU,EAAE,GAAG,GAAG,CAAC,GAA0C,CAAC;IAChF,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC1C,MAAM,MAAM,GAAG,MAAM,MAAM,CAAC,cAAc,CAAC;QACzC,EAAE;QACF,MAAM;KACP,CAAC,CAAC;IACH,IAAI,MAAM,CAAC,IAAI,KAAK,GAAG,EAAE;QACvB,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,CAAC,IAAI,EAAE,EAAE,CAAC;KAC/D;IACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,GAAG,EAAE,OAAO,EAAE,cAAc,EAAE,EAAE,CAAC;AACzD,CAAC,CACF,CAAC;AAEF,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,aAAa,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,EAAE,EAAE,EAAE;IAC1E,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,EAAE,CAAC,CAAC;IACnD,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC1C,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,sBAAsB,EAAE,EAAE,CAAC,CAAC;IAEjE,OAAO,cAAc,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC,IAAI,CACzC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE;QACX,OAAO,IAAI,CAAC,CAAC,CAAC,CAAC;IACjB,CAAC,CAAC,CACH,CAAC;AACJ,CAAC,CAAC,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { client } from './api';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { useMarketBooks } from './ws';\nimport { map } from 'rxjs';\n\nconst terminal = Terminal.fromNodeEnv();\n\nterminal.server.provideService(\n 'QueryMarketBooks',\n {\n required: ['product_id', 'datasource_id'],\n properties: {\n product_id: { type: 'string' },\n datasource_id: { type: 'string', const: 'OKX' },\n },\n },\n async (msg) => {\n const { sz = '1', product_id } = msg.req as { sz?: string; product_id: string };\n const [, instId] = decodePath(product_id);\n const result = await client.getMarketBooks({\n sz,\n instId,\n });\n if (result.code === '0') {\n return { res: { code: 0, message: 'OK', data: result.data } };\n }\n return { res: { code: 500, message: 'Server Error' } };\n },\n);\n\nterminal.channel.publishChannel('MarketBooks', { pattern: `^OKX/` }, (id) => {\n const [datasource_id, product_id] = decodePath(id);\n const [, instId] = decodePath(product_id);\n console.info(formatTime(Date.now()), `SubscribeMarketBooks`, id);\n\n return useMarketBooks('books', instId).pipe(\n map((data) => {\n return data[0];\n }),\n );\n});\n"]}

package/dist/ws.js CHANGED Viewed

@@ -239,4 +239,7 @@ filter((data) => data.length > 0));
 export const useOHLC = (candleType, instId) => fromWsChannelAndInstId('ws/v5/business', candleType, instId).pipe(
 //
 filter((data) => data.length > 0));
+export const useMarketBooks = (channel, instId) => fromWsChannelAndInstId('ws/v5/public', channel, instId).pipe(
+//
+filter((data) => data.length > 0));
 //# sourceMappingURL=ws.js.map

package/dist/ws.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"ws.js","sourceRoot":"","sources":["../src/ws.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC1D,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,UAAU,EAAE,KAAK,EAAE,KAAK,EAAE,MAAM,EAAE,QAAQ,EAAE,UAAU,EAAgB,GAAG,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AAE1G,MAAM,gCAAgC,GAAG,YAAY,CAAC,MAAM,CAC1D,OAAO,EACP,2BAA2B,EAC3B,4CAA4C,CAC7C,CAAC;AAEF,MAAM,4BAA4B,GAAG,YAAY,CAAC,MAAM,CACtD,OAAO,EACP,uBAAuB,EACvB,6CAA6C,CAC9C,CAAC;AAGF,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,WAAW;IA+Gf,YAAY,IAAY;QA/EP,YAAO,GAAW,uBAAuB,CAAC;QAGnD,kBAAa,GAAkB,QAAQ,CAAC;QAE/B,kBAAa,GAAG,IAAI,GAAG,EAMrC,CAAC;QACa,aAAQ,GAA6B,EAAE,CAAC;QACxC,wBAAmB,GAAkD;YACpF,KAAK,EAAE,IAAI,GAAG,EAAE;YAChB,KAAK,EAAE,IAAI,GAAG,EAAE;SACjB,CAAC;QAEe,eAAU,GAAG,GAAG,EAAE;YACjC,IAAI,CAAC,aAAa,GAAG,WAAW,CAAC;YACjC,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,gBAAgB,CAAC,CAAC;YACvD,KAAK,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE,IAAI,IAAI,CAAC,aAAa,CAAC,MAAM,EAAE,EAAE;gBAC7D,IAAI,CAAC,oBAAoB,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;aAC5C;QACH,CAAC,CAAC;QAEe,kBAAa,GAAG,CAAC,GAAiB,EAAE,EAAE;;YACrD,IAAI,GAAG,CAAC,IAAI,KAAK,MAAM,EAAE;gBACvB,OAAO;aACR;YACD,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;YACjC,IAAI,MAAA,GAAG,CAAC,GAAG,0CAAE,OAAO,EAAE;gBACpB,MAAM,SAAS,GAAG,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;gBAC9D,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC;gBACtB,MAAM,OAAO,GAAG,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC;gBACzC,IAAI,IAAI,IAAI,OAAO,EAAE;oBACnB,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;iBACxB;aACF;iBAAM,IAAI,GAAG,CAAC,KAAK,EAAE;gBACpB,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,QAAQ,EAAE,GAAG,CAAC,CAAC;aACrD;QACH,CAAC,CAAC;QAEe,gBAAW,GAAG,CAAC,KAAY,EAAE,EAAE;YAC9C,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,YAAY,EAAE,KAAK,CAAC,CAAC;QAC7D,CAAC,CAAC;QAEe,gBAAW,GAAG,CAAC,KAAiB,EAAE,EAAE;YACnD,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,KAAK,CAAC,CAAC;YAC5D,gCAAgC,CAAC,GAAG,CAAC,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC;YAE1D,MAAM,YAAY,GAAG,KAAK,CAAC,MAAmB,CAAC;YAC/C,IAAI,YAAY,KAAK,IAAI,CAAC,EAAE,EAAE;gBAC5B,OAAO;aACR;YAED,IAAI,IAAI,CAAC,aAAa,KAAK,cAAc,EAAE;gBACzC,OAAO;aACR;YAED,IAAI,CAAC,aAAa,GAAG,QAAQ,CAAC;YAE9B,IAAI,IAAI,CAAC,aAAa,CAAC,IAAI,KAAK,CAAC,EAAE;gBACjC,OAAO;aACR;YAED,IAAI,CAAC,aAAa,GAAG,cAAc,CAAC;YACpC,UAAU,CAAC,GAAG,EAAE;gBACd,IAAI,IAAI,CAAC,aAAa,KAAK,YAAY,IAAI,IAAI,CAAC,aAAa,KAAK,WAAW,EAAE;oBAC7E,OAAO;iBACR;gBACD,IAAI,IAAI,CAAC,aAAa,CAAC,IAAI,KAAK,CAAC,EAAE;oBACjC,IAAI,CAAC,aAAa,GAAG,QAAQ,CAAC;oBAC9B,OAAO;iBACR;gBACD,IAAI,CAAC,UAAU,EAAE,CAAC;YACpB,CAAC,EAAE,IAAI,CAAC,CAAC;QACX,CAAC,CAAC;QAGA,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC;QACjB,IAAI,CAAC,UAAU,EAAE,CAAC;QAClB,IAAI,CAAC,cAAc,EAAE,CAAC;IACxB,CAAC;IA3GD,2BAA2B;IAC3B,6DAA6D;IAC7D,wCAAwC;IACxC,MAAM,CAAC,WAAW,CAAC,IAAY;;QAC7B,MAAM,QAAQ,GAAG,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,IAAI,KAAK,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QACrF,IAAI,QAAQ,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,QAAQ,EAAE,EAAE;YAC3C,QAAQ,CAAC,QAAQ,EAAE,CAAC;YACpB,IAAI,QAAQ,CAAC,QAAQ,IAAI,GAAG,EAAE;gBAC5B,QAAQ,CAAC,MAAM,GAAG,IAAI,CAAC;aACxB;YACD,OAAO,QAAQ,CAAC,MAAM,CAAC;SACxB;QAED,MAAM,MAAM,GAAG,CAAA,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,MAAM,0CAAE,QAAQ,EAAE,EAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,WAAW,CAAC,IAAI,CAAC,CAAC;QAC/F,IAAI,QAAQ,EAAE;YACZ,QAAQ,CAAC,MAAM,GAAG,MAAM,CAAC;YACzB,QAAQ,CAAC,QAAQ,GAAG,CAAC,CAAC;YACtB,QAAQ,CAAC,MAAM,GAAG,KAAK,CAAC;SACzB;aAAM;YACL,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,CAAC,EAAE,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC;SACrE;QACD,OAAO,MAAM,CAAC;IAChB,CAAC;IAuFO,MAAM;QACZ,IAAI,CAAC,UAAU,EAAE,CAAC;QAClB,IAAI,CAAC,cAAc,EAAE,CAAC;QACtB,OAAO,IAAI,CAAC;IACd,CAAC;IAEO,UAAU;QAChB,IAAI,CAAC,aAAa,GAAG,YAAY,CAAC;QAClC,IAAI,CAAC,EAAE,GAAG,IAAI,SAAS,CAAC,GAAG,IAAI,CAAC,OAAO,IAAI,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC;QACxD,gCAAgC,CAAC,GAAG,CAAC,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAE7F,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,MAAM,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QAClD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,SAAS,EAAE,IAAI,CAAC,aAAa,CAAC,CAAC;QACxD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QACpD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QAEpD,KAAK,MAAM,QAAQ,IAAI,IAAI,CAAC,mBAAmB,CAAC,KAAK,EAAE;YACrD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;SAC7C;QACD,KAAK,MAAM,QAAQ,IAAI,IAAI,CAAC,mBAAmB,CAAC,KAAK,EAAE;YACrD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;SAC7C;IACH,CAAC;IAEO,cAAc;QACpB,IAAI,IAAI,CAAC,SAAS,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,EAAE;YAC5C,OAAO;SACR;QACD,IAAI,CAAC,SAAS,GAAG,QAAQ,CAAC,KAAM,CAAC;aAC9B,IAAI,CACH,GAAG,CAAC,GAAG,EAAE;YACP,IAAI,IAAI,CAAC,aAAa,KAAK,WAAW,EAAE;gBACtC,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;aACtB;QACH,CAAC,CAAC,CACH;aACA,SAAS,EAAE,CAAC;IACjB,CAAC;IAEO,aAAa;QACnB,IAAI,IAAI,CAAC,SAAS,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,EAAE;YAC5C,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC;SAC9B;IACH,CAAC;IAEO,QAAQ;;QACd,OAAO,CAAA,MAAA,IAAI,CAAC,EAAE,0CAAE,UAAU,MAAK,SAAS,CAAC,OAAO,IAAI,CAAA,MAAA,IAAI,CAAC,EAAE,0CAAE,UAAU,MAAK,SAAS,CAAC,MAAM,CAAC;IAC/F,CAAC;IAEO,oBAAoB,CAAC,OAAe,EAAE,MAAe;QAC3D,MAAM,OAAO,GAAG;YACd,EAAE,EAAE,WAAW;YACf,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,MAAM,EAAE,CAAC;SAC5B,CAAC;QACF,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;QACtC,MAAM,SAAS,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,yBAAyB,SAAS,EAAE,CAAC,CAAC;IAC7E,CAAC;IAEO,sBAAsB,CAAC,OAAe,EAAE,MAAe;QAC7D,MAAM,OAAO,GAAG;YACd,EAAE,EAAE,aAAa;YACjB,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,MAAM,EAAE,CAAC;SAC5B,CAAC;QACF,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;QACtC,MAAM,SAAS,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,2BAA2B,SAAS,EAAE,CAAC,CAAC;IAC/E,CAAC;IAED,qBAAqB,CAAC,IAAuB,EAAE,QAAuB;QACpE,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;QAC7C,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;QACzC,OAAO,GAAG,EAAE;YACV,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;YAChD,IAAI,CAAC,EAAE,CAAC,mBAAmB,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;QAC9C,CAAC,CAAC;IACJ,CAAC;IAED,SAAS,CAAC,OAAe,EAAE,MAAe,EAAE,OAAkB;QAC5D,MAAM,SAAS,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,IAAI,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,SAAS,CAAC,EAAE;YACrC,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,0BAA0B,SAAS,EAAE,CAAC,CAAC;YAC5E,OAAO;SACR;QAED,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,SAAS,EAAE,EAAE,OAAO,EAAE,MAAM,EAAE,CAAC,CAAC;QACvD,4BAA4B,CAAC,GAAG,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAEjF,IAAI,OAAO,EAAE;YACX,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,GAAG,OAAO,CAAC;SACpC;QAED,IAAI,CAAC,cAAc,EAAE,CAAC;QAEtB,IAAI,IAAI,CAAC,aAAa,KAAK,WAAW,EAAE;YACtC,IAAI,CAAC,oBAAoB,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;SAC5C;aAAM,IAAI,IAAI,CAAC,QAAQ,EAAE,EAAE;YAC1B,IAAI,CAAC,UAAU,EAAE,CAAC;SACnB;aAAM;YACL,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,2BAA2B,SAAS,yBAAyB,CAAC,CAAC;SACrG;IACH,CAAC;IAED,WAAW,CAAC,OAAe,EAAE,MAAe;QAC1C,MAAM,SAAS,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,IAAI,CAAC,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,SAAS,CAAC;YAAE,OAAO;QAE/C,IAAI,IAAI,CAAC,aAAa,KAAK,WAAW,EAAE;YACtC,IAAI,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;SAC9C;QACD,IAAI,CAAC,aAAa,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;QACrC,4BAA4B,CAAC,GAAG,CAAC,EAAE,OAAO,EAAE,CAAC,CAAC;QAC9C,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC;QAEhC,IAAI,IAAI,CAAC,aAAa,CAAC,IAAI,KAAK,CAAC,EAAE;YACjC,IAAI,CAAC,aAAa,EAAE,CAAC;YACrB,IAAI,IAAI,CAAC,EAAE,CAAC,UAAU,KAAK,SAAS,CAAC,IAAI,IAAI,IAAI,CAAC,EAAE,CAAC,UAAU,KAAK,SAAS,CAAC,UAAU,EAAE;gBACxF,IAAI,CAAC,EAAE,CAAC,KAAK,EAAE,CAAC;aACjB;SACF;IACH,CAAC;;AA5OuB,gBAAI,GAKtB,EAAE,CAAC;AA0OX,MAAM,sBAAsB,GAAG,CAAI,IAAY,EAAE,OAAe,EAAE,MAAc,EAAE,EAAE,CAClF,KAAK,CACH,GAAG,EAAE,CACH,IAAI,UAAU,CAAI,CAAC,UAAU,EAAE,EAAE;IAC/B,MAAM,MAAM,GAAG,WAAW,CAAC,WAAW,CAAC,IAAI,CAAC,CAAC;IAC7C,MAAM,CAAC,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,CAAC,IAAO,EAAE,EAAE;QAC5C,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IACxB,CAAC,CAAC,CAAC;IACH,MAAM,WAAW,GAAG,MAAM,CAAC,qBAAqB,CAAC,OAAO,EAAE,CAAC,GAAG,EAAE,EAAE;QAChE,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACxB,CAAC,CAAC,CAAC;IACH,MAAM,WAAW,GAAG,MAAM,CAAC,qBAAqB,CAAC,OAAO,EAAE,GAAG,EAAE;QAC7D,UAAU,CAAC,KAAK,CAAC,sBAAsB,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;IACH,UAAU,CAAC,GAAG,CAAC,GAAG,EAAE;QAClB,WAAW,EAAE,CAAC;QACd,WAAW,EAAE,CAAC;QACd,MAAM,CAAC,WAAW,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CACL,CAAC,IAAI;AACJ,kBAAkB;AAClB,OAAO,CAAC,KAAM,CAAC,EACf,GAAG,CAAC;IACF,KAAK,EAAE,CAAC,GAAG,EAAE,EAAE;QACb,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,oBAAoB,EAAE,OAAO,EAAE,MAAM,EAAE,GAAG,CAAC,CAAC;IACnF,CAAC;CACF,CAAC;AACF,oBAAoB;AACpB,0BAA0B;AAC1B,UAAU,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,CACxB,CAAC;AAEJ,MAAM,CAAC,MAAM,SAAS,GAAG,CAAC,MAAc,EAAE,EAAE,CAC1C,sBAAsB,CASpB,cAAc,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,IAAI;AACvC,EAAE;AACF,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAClC,CAAC;AAEJ,MAAM,CAAC,MAAM,eAAe,GAAG,CAAC,MAAc,EAAE,EAAE,CAChD,sBAAsB,CAKpB,cAAc,EAAE,eAAe,EAAE,MAAM,CAAC,CAAC,IAAI;AAC7C,EAAE;AACF,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAClC,CAAC;AAEJ,MAAM,CAAC,MAAM,OAAO,GAAG,CAAC,UAAkB,EAAE,MAAc,EAAE,EAAE,CAC5D,sBAAsB,CAAa,gBAAgB,EAAE,UAAU,EAAE,MAAM,CAAC,CAAC,IAAI;AAC3E,EAAE;AACF,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAClC,CAAC","sourcesContent":["import { PromRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, 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\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"]}
1	+ {"version":3,"file":"ws.js","sourceRoot":"","sources":["../src/ws.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC1D,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,UAAU,EAAE,KAAK,EAAE,KAAK,EAAE,MAAM,EAAE,QAAQ,EAAE,UAAU,EAAgB,GAAG,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AAE1G,MAAM,gCAAgC,GAAG,YAAY,CAAC,MAAM,CAC1D,OAAO,EACP,2BAA2B,EAC3B,4CAA4C,CAC7C,CAAC;AAEF,MAAM,4BAA4B,GAAG,YAAY,CAAC,MAAM,CACtD,OAAO,EACP,uBAAuB,EACvB,6CAA6C,CAC9C,CAAC;AAGF,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,WAAW;IA+Gf,YAAY,IAAY;QA/EP,YAAO,GAAW,uBAAuB,CAAC;QAGnD,kBAAa,GAAkB,QAAQ,CAAC;QAE/B,kBAAa,GAAG,IAAI,GAAG,EAMrC,CAAC;QACa,aAAQ,GAA6B,EAAE,CAAC;QACxC,wBAAmB,GAAkD;YACpF,KAAK,EAAE,IAAI,GAAG,EAAE;YAChB,KAAK,EAAE,IAAI,GAAG,EAAE;SACjB,CAAC;QAEe,eAAU,GAAG,GAAG,EAAE;YACjC,IAAI,CAAC,aAAa,GAAG,WAAW,CAAC;YACjC,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,gBAAgB,CAAC,CAAC;YACvD,KAAK,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE,IAAI,IAAI,CAAC,aAAa,CAAC,MAAM,EAAE,EAAE;gBAC7D,IAAI,CAAC,oBAAoB,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;aAC5C;QACH,CAAC,CAAC;QAEe,kBAAa,GAAG,CAAC,GAAiB,EAAE,EAAE;;YACrD,IAAI,GAAG,CAAC,IAAI,KAAK,MAAM,EAAE;gBACvB,OAAO;aACR;YACD,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;YACjC,IAAI,MAAA,GAAG,CAAC,GAAG,0CAAE,OAAO,EAAE;gBACpB,MAAM,SAAS,GAAG,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;gBAC9D,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC;gBACtB,MAAM,OAAO,GAAG,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC;gBACzC,IAAI,IAAI,IAAI,OAAO,EAAE;oBACnB,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;iBACxB;aACF;iBAAM,IAAI,GAAG,CAAC,KAAK,EAAE;gBACpB,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,QAAQ,EAAE,GAAG,CAAC,CAAC;aACrD;QACH,CAAC,CAAC;QAEe,gBAAW,GAAG,CAAC,KAAY,EAAE,EAAE;YAC9C,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,YAAY,EAAE,KAAK,CAAC,CAAC;QAC7D,CAAC,CAAC;QAEe,gBAAW,GAAG,CAAC,KAAiB,EAAE,EAAE;YACnD,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,KAAK,CAAC,CAAC;YAC5D,gCAAgC,CAAC,GAAG,CAAC,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC;YAE1D,MAAM,YAAY,GAAG,KAAK,CAAC,MAAmB,CAAC;YAC/C,IAAI,YAAY,KAAK,IAAI,CAAC,EAAE,EAAE;gBAC5B,OAAO;aACR;YAED,IAAI,IAAI,CAAC,aAAa,KAAK,cAAc,EAAE;gBACzC,OAAO;aACR;YAED,IAAI,CAAC,aAAa,GAAG,QAAQ,CAAC;YAE9B,IAAI,IAAI,CAAC,aAAa,CAAC,IAAI,KAAK,CAAC,EAAE;gBACjC,OAAO;aACR;YAED,IAAI,CAAC,aAAa,GAAG,cAAc,CAAC;YACpC,UAAU,CAAC,GAAG,EAAE;gBACd,IAAI,IAAI,CAAC,aAAa,KAAK,YAAY,IAAI,IAAI,CAAC,aAAa,KAAK,WAAW,EAAE;oBAC7E,OAAO;iBACR;gBACD,IAAI,IAAI,CAAC,aAAa,CAAC,IAAI,KAAK,CAAC,EAAE;oBACjC,IAAI,CAAC,aAAa,GAAG,QAAQ,CAAC;oBAC9B,OAAO;iBACR;gBACD,IAAI,CAAC,UAAU,EAAE,CAAC;YACpB,CAAC,EAAE,IAAI,CAAC,CAAC;QACX,CAAC,CAAC;QAGA,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC;QACjB,IAAI,CAAC,UAAU,EAAE,CAAC;QAClB,IAAI,CAAC,cAAc,EAAE,CAAC;IACxB,CAAC;IA3GD,2BAA2B;IAC3B,6DAA6D;IAC7D,wCAAwC;IACxC,MAAM,CAAC,WAAW,CAAC,IAAY;;QAC7B,MAAM,QAAQ,GAAG,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,IAAI,KAAK,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QACrF,IAAI,QAAQ,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,QAAQ,EAAE,EAAE;YAC3C,QAAQ,CAAC,QAAQ,EAAE,CAAC;YACpB,IAAI,QAAQ,CAAC,QAAQ,IAAI,GAAG,EAAE;gBAC5B,QAAQ,CAAC,MAAM,GAAG,IAAI,CAAC;aACxB;YACD,OAAO,QAAQ,CAAC,MAAM,CAAC;SACxB;QAED,MAAM,MAAM,GAAG,CAAA,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,MAAM,0CAAE,QAAQ,EAAE,EAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,WAAW,CAAC,IAAI,CAAC,CAAC;QAC/F,IAAI,QAAQ,EAAE;YACZ,QAAQ,CAAC,MAAM,GAAG,MAAM,CAAC;YACzB,QAAQ,CAAC,QAAQ,GAAG,CAAC,CAAC;YACtB,QAAQ,CAAC,MAAM,GAAG,KAAK,CAAC;SACzB;aAAM;YACL,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,CAAC,EAAE,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC;SACrE;QACD,OAAO,MAAM,CAAC;IAChB,CAAC;IAuFO,MAAM;QACZ,IAAI,CAAC,UAAU,EAAE,CAAC;QAClB,IAAI,CAAC,cAAc,EAAE,CAAC;QACtB,OAAO,IAAI,CAAC;IACd,CAAC;IAEO,UAAU;QAChB,IAAI,CAAC,aAAa,GAAG,YAAY,CAAC;QAClC,IAAI,CAAC,EAAE,GAAG,IAAI,SAAS,CAAC,GAAG,IAAI,CAAC,OAAO,IAAI,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC;QACxD,gCAAgC,CAAC,GAAG,CAAC,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAE7F,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,MAAM,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QAClD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,SAAS,EAAE,IAAI,CAAC,aAAa,CAAC,CAAC;QACxD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QACpD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QAEpD,KAAK,MAAM,QAAQ,IAAI,IAAI,CAAC,mBAAmB,CAAC,KAAK,EAAE;YACrD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;SAC7C;QACD,KAAK,MAAM,QAAQ,IAAI,IAAI,CAAC,mBAAmB,CAAC,KAAK,EAAE;YACrD,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;SAC7C;IACH,CAAC;IAEO,cAAc;QACpB,IAAI,IAAI,CAAC,SAAS,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,EAAE;YAC5C,OAAO;SACR;QACD,IAAI,CAAC,SAAS,GAAG,QAAQ,CAAC,KAAM,CAAC;aAC9B,IAAI,CACH,GAAG,CAAC,GAAG,EAAE;YACP,IAAI,IAAI,CAAC,aAAa,KAAK,WAAW,EAAE;gBACtC,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;aACtB;QACH,CAAC,CAAC,CACH;aACA,SAAS,EAAE,CAAC;IACjB,CAAC;IAEO,aAAa;QACnB,IAAI,IAAI,CAAC,SAAS,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,EAAE;YAC5C,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC;SAC9B;IACH,CAAC;IAEO,QAAQ;;QACd,OAAO,CAAA,MAAA,IAAI,CAAC,EAAE,0CAAE,UAAU,MAAK,SAAS,CAAC,OAAO,IAAI,CAAA,MAAA,IAAI,CAAC,EAAE,0CAAE,UAAU,MAAK,SAAS,CAAC,MAAM,CAAC;IAC/F,CAAC;IAEO,oBAAoB,CAAC,OAAe,EAAE,MAAe;QAC3D,MAAM,OAAO,GAAG;YACd,EAAE,EAAE,WAAW;YACf,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,MAAM,EAAE,CAAC;SAC5B,CAAC;QACF,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;QACtC,MAAM,SAAS,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,yBAAyB,SAAS,EAAE,CAAC,CAAC;IAC7E,CAAC;IAEO,sBAAsB,CAAC,OAAe,EAAE,MAAe;QAC7D,MAAM,OAAO,GAAG;YACd,EAAE,EAAE,aAAa;YACjB,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,MAAM,EAAE,CAAC;SAC5B,CAAC;QACF,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;QACtC,MAAM,SAAS,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,2BAA2B,SAAS,EAAE,CAAC,CAAC;IAC/E,CAAC;IAED,qBAAqB,CAAC,IAAuB,EAAE,QAAuB;QACpE,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;QAC7C,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;QACzC,OAAO,GAAG,EAAE;YACV,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;YAChD,IAAI,CAAC,EAAE,CAAC,mBAAmB,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;QAC9C,CAAC,CAAC;IACJ,CAAC;IAED,SAAS,CAAC,OAAe,EAAE,MAAe,EAAE,OAAkB;QAC5D,MAAM,SAAS,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,IAAI,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,SAAS,CAAC,EAAE;YACrC,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,0BAA0B,SAAS,EAAE,CAAC,CAAC;YAC5E,OAAO;SACR;QAED,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,SAAS,EAAE,EAAE,OAAO,EAAE,MAAM,EAAE,CAAC,CAAC;QACvD,4BAA4B,CAAC,GAAG,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAEjF,IAAI,OAAO,EAAE;YACX,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,GAAG,OAAO,CAAC;SACpC;QAED,IAAI,CAAC,cAAc,EAAE,CAAC;QAEtB,IAAI,IAAI,CAAC,aAAa,KAAK,WAAW,EAAE;YACtC,IAAI,CAAC,oBAAoB,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;SAC5C;aAAM,IAAI,IAAI,CAAC,QAAQ,EAAE,EAAE;YAC1B,IAAI,CAAC,UAAU,EAAE,CAAC;SACnB;aAAM;YACL,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,2BAA2B,SAAS,yBAAyB,CAAC,CAAC;SACrG;IACH,CAAC;IAED,WAAW,CAAC,OAAe,EAAE,MAAe;QAC1C,MAAM,SAAS,GAAG,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC9C,IAAI,CAAC,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,SAAS,CAAC;YAAE,OAAO;QAE/C,IAAI,IAAI,CAAC,aAAa,KAAK,WAAW,EAAE;YACtC,IAAI,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;SAC9C;QACD,IAAI,CAAC,aAAa,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;QACrC,4BAA4B,CAAC,GAAG,CAAC,EAAE,OAAO,EAAE,CAAC,CAAC;QAC9C,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC;QAEhC,IAAI,IAAI,CAAC,aAAa,CAAC,IAAI,KAAK,CAAC,EAAE;YACjC,IAAI,CAAC,aAAa,EAAE,CAAC;YACrB,IAAI,IAAI,CAAC,EAAE,CAAC,UAAU,KAAK,SAAS,CAAC,IAAI,IAAI,IAAI,CAAC,EAAE,CAAC,UAAU,KAAK,SAAS,CAAC,UAAU,EAAE;gBACxF,IAAI,CAAC,EAAE,CAAC,KAAK,EAAE,CAAC;aACjB;SACF;IACH,CAAC;;AA5OuB,gBAAI,GAKtB,EAAE,CAAC;AA0OX,MAAM,sBAAsB,GAAG,CAAI,IAAY,EAAE,OAAe,EAAE,MAAc,EAAE,EAAE,CAClF,KAAK,CACH,GAAG,EAAE,CACH,IAAI,UAAU,CAAI,CAAC,UAAU,EAAE,EAAE;IAC/B,MAAM,MAAM,GAAG,WAAW,CAAC,WAAW,CAAC,IAAI,CAAC,CAAC;IAC7C,MAAM,CAAC,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,CAAC,IAAO,EAAE,EAAE;QAC5C,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IACxB,CAAC,CAAC,CAAC;IACH,MAAM,WAAW,GAAG,MAAM,CAAC,qBAAqB,CAAC,OAAO,EAAE,CAAC,GAAG,EAAE,EAAE;QAChE,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACxB,CAAC,CAAC,CAAC;IACH,MAAM,WAAW,GAAG,MAAM,CAAC,qBAAqB,CAAC,OAAO,EAAE,GAAG,EAAE;QAC7D,UAAU,CAAC,KAAK,CAAC,sBAAsB,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;IACH,UAAU,CAAC,GAAG,CAAC,GAAG,EAAE;QAClB,WAAW,EAAE,CAAC;QACd,WAAW,EAAE,CAAC;QACd,MAAM,CAAC,WAAW,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CACL,CAAC,IAAI;AACJ,kBAAkB;AAClB,OAAO,CAAC,KAAM,CAAC,EACf,GAAG,CAAC;IACF,KAAK,EAAE,CAAC,GAAG,EAAE,EAAE;QACb,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,oBAAoB,EAAE,OAAO,EAAE,MAAM,EAAE,GAAG,CAAC,CAAC;IACnF,CAAC;CACF,CAAC;AACF,oBAAoB;AACpB,0BAA0B;AAC1B,UAAU,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,CACxB,CAAC;AAEJ,MAAM,CAAC,MAAM,SAAS,GAAG,CAAC,MAAc,EAAE,EAAE,CAC1C,sBAAsB,CASpB,cAAc,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,IAAI;AACvC,EAAE;AACF,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAClC,CAAC;AAEJ,MAAM,CAAC,MAAM,eAAe,GAAG,CAAC,MAAc,EAAE,EAAE,CAChD,sBAAsB,CAKpB,cAAc,EAAE,eAAe,EAAE,MAAM,CAAC,CAAC,IAAI;AAC7C,EAAE;AACF,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAClC,CAAC;AAEJ,MAAM,CAAC,MAAM,OAAO,GAAG,CAAC,UAAkB,EAAE,MAAc,EAAE,EAAE,CAC5D,sBAAsB,CAAa,gBAAgB,EAAE,UAAU,EAAE,MAAM,CAAC,CAAC,IAAI;AAC3E,EAAE;AACF,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAClC,CAAC;AAEJ,MAAM,CAAC,MAAM,cAAc,GAAG,CAC5B,OAA2E,EAC3E,MAAc,EACd,EAAE,CACF,sBAAsB,CASpB,cAAc,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC,IAAI;AACrC,EAAE;AACF,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAClC,CAAC","sourcesContent":["import { PromRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, 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\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<\n {\n asks: [price: string, volume: string, abandon: string, order_number: string][];\n bids: [price: string, volume: string, abandon: string, order_number: string][];\n ts: string;\n prevSeqId: number;\n seqId: number;\n checksum: number;\n }[]\n >('ws/v5/public', channel, instId).pipe(\n //\n filter((data) => data.length > 0),\n );\n"]}

package/lib/api.d.ts CHANGED Viewed

@@ -1591,6 +1591,26 @@ export declare class OkxClient {
         }[];
         msg: string;
     }>;
+    /**
+     * GET / 获取产品深度
+     * 限速：40次/2s
+     * 限速规则：IP
+     * HTTP请求
+     *
+     * https://www.okx.com/docs-v5/zh/#order-book-trading-market-data-get-order-book
+     */
+    getMarketBooks: (param: {
+        sz?: string;
+        instId: string;
+    }) => Promise<{
+        code: string;
+        data: {
+            asks: [price: string, volume: string, abandon: string, order_number: string][];
+            bids: [price: string, volume: string, abandon: string, order_number: string][];
+            ts: string;
+        }[];
+        msg: string;
+    }>;
 }
 declare type SpotGrid = {
     quoteSz?: string;