@yuants/vendor-okx 0.23.6 → 0.23.8
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.
package/dist/strategy-account.js
CHANGED
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@@ -30,7 +30,7 @@ defer(async () => {
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datasource_id: 'OKX',
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product_id: encodePath(position.instType, position.instId),
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direction,
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volume: +position.pos,
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volume: Math.abs(+position.pos),
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free_volume: +position.pos,
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position_price: +position.avgPx,
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floating_profit: +position.upl,
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@@ -1 +1 @@
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1
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-
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1
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'';\n const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';\n positions.push({\n position_id: encodePath(position.algoId, position.instId),\n datasource_id: 'OKX',\n product_id: encodePath(position.instType, position.instId),\n direction,\n volume: Math.abs(+position.pos),\n free_volume: +position.pos,\n position_price: +position.avgPx,\n floating_profit: +position.upl,\n closable_price: +position.last,\n valuation: +position.notionalUsd,\n });\n\n // 历史提取金额不会从 investment, totalPnl 扣减\n // 计算净值需要通过仓位的名义价值和实际杠杆计算\n totalEquity += +position.notionalUsd / +gridAlgoOrders.data?.[index].actualLever;\n }\n });\n });\n\n return {\n money: {\n currency: 'USDT',\n equity: totalEquity,\n // TODO: 累计策略的可提取资金作为 free\n free: 0,\n },\n positions,\n };\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n\nconst sub = defer(() => accountUid$)\n .pipe(first())\n .subscribe((uid) => {\n addAccountMarket(terminal, { account_id: `okx/${uid}/strategy`, market_id: 'OKX' });\n });\ndefer(() => terminal.dispose$).subscribe(() => sub.unsubscribe());\n"]}
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package/lib/strategy-account.js
CHANGED
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@@ -33,7 +33,7 @@ exports.strategyAccountId$ = exports.accountUid$.pipe((0, rxjs_1.map)((uid) => `
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datasource_id: 'OKX',
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product_id: (0, utils_1.encodePath)(position.instType, position.instId),
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direction,
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volume: +position.pos,
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volume: Math.abs(+position.pos),
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free_volume: +position.pos,
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position_price: +position.avgPx,
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floating_profit: +position.upl,
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@@ -1 +1 @@
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'';\n const direction = directionRaw ? directionRaw.toUpperCase() : 'LONG';\n positions.push({\n position_id: encodePath(position.algoId, position.instId),\n datasource_id: 'OKX',\n product_id: encodePath(position.instType, position.instId),\n direction,\n volume: Math.abs(+position.pos),\n free_volume: +position.pos,\n position_price: +position.avgPx,\n floating_profit: +position.upl,\n closable_price: +position.last,\n valuation: +position.notionalUsd,\n });\n\n // 历史提取金额不会从 investment, totalPnl 扣减\n // 计算净值需要通过仓位的名义价值和实际杠杆计算\n totalEquity += +position.notionalUsd / +gridAlgoOrders.data?.[index].actualLever;\n }\n });\n });\n\n return {\n money: {\n currency: 'USDT',\n equity: totalEquity,\n // TODO: 累计策略的可提取资金作为 free\n free: 0,\n },\n positions,\n };\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n\nconst sub = defer(() => accountUid$)\n .pipe(first())\n .subscribe((uid) => {\n addAccountMarket(terminal, { account_id: `okx/${uid}/strategy`, market_id: 'OKX' });\n });\ndefer(() => terminal.dispose$).subscribe(() => sub.unsubscribe());\n"]}
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package/package.json
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{
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"name": "@yuants/vendor-okx",
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"version": "0.23.
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"version": "0.23.8",
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"bin": "lib/cli.js",
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"dependencies": {
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"@yuants/protocol": "0.46.1",
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"@yuants/transfer": "0.2.20",
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"@yuants/data-account": "0.
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"@yuants/data-account": "0.6.0",
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"@yuants/data-order": "0.2.17",
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"@yuants/utils": "0.8.0",
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"@yuants/sql": "0.9.11",
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{
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"apps/vendor-okx/CHANGELOG.json": "
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"apps/vendor-okx/CHANGELOG.md": "
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"apps/vendor-okx/CHANGELOG.json": "08ac32207e94e002355f681ce73378ed0b0367f5",
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"apps/vendor-okx/CHANGELOG.md": "6a7f46a496ccf3bfe5c47cd91369bc36ec335240",
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"apps/vendor-okx/README.md": "ac3d1f6c4c8d73066664699b0bb1b01db02e67a2",
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"apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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"apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
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"apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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"apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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"apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
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"apps/vendor-okx/package.json": "
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"apps/vendor-okx/package.json": "87e3455c3172755d9cbe606d5b522bbf90eb5737",
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"apps/vendor-okx/src/account.ts": "ecfbe5017d6b5d4d1bc833de9f48fe72db76bdb7",
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"apps/vendor-okx/src/api.ts": "1ed5d9e4a758523e5f97183a1e6377bed0d75493",
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"apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
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"apps/vendor-okx/src/provideSeriesFromTimeBackwardService.ts": "daf3c793eb4fc20e59a740bb69e50fadab5f62f0",
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"apps/vendor-okx/src/quote.ts": "e289161a274db61505efcdecfafb817e7376742f",
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"apps/vendor-okx/src/services.ts": "7b7df830a6d78b6de5cee44bbcec66f282ab53ab",
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"apps/vendor-okx/src/strategy-account.ts": "
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"apps/vendor-okx/src/strategy-account.ts": "b6d0f9b3588277cfe02d73410ec2de8773290a3c",
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"apps/vendor-okx/src/trade.ts": "5265a7215b803c5f357842e1ece7ddca53f7e7fc",
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"apps/vendor-okx/src/websocket.ts": "6c0199bbb9db714ec96b59d90b35b3c801975194",
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"apps/vendor-okx/src/ws.ts": "1a8cfac0a5e86139db4b6a8f8dfd6d2b0a82e729",
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"apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "0a6205550d411d42b6d36324572e5e2a0ba166b2",
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"libraries/protocol/temp/package-deps.json": "62bc1cb0a7d7ffadb33a35dfa823e03a48ad8572",
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"libraries/transfer/temp/package-deps.json": "6c45e5623e560e2602ecf792eea3e8a3141076cf",
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"libraries/data-account/temp/package-deps.json": "
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"libraries/data-account/temp/package-deps.json": "2d16f693e2605cfc57c2fb7c60ede9e9c2c5bfb0",
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"libraries/data-order/temp/package-deps.json": "55f1b82dd7d30da8d33d768584241d9a901aa22a",
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"libraries/utils/temp/package-deps.json": "56def945d0e67a9d0ca13447d2333155be0138f2",
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"libraries/sql/temp/package-deps.json": "5e5778a9e2daa9352ca5876b282d3aca297b5d01",
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