@yuants/vendor-okx 0.25.1 → 0.27.0

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 (66) hide show
  1. package/dist/account-actions-with-credential.js +39 -0
  2. package/dist/account-actions-with-credential.js.map +1 -0
  3. package/dist/account.js +17 -53
  4. package/dist/account.js.map +1 -1
  5. package/dist/accountInfos/uid.js +32 -0
  6. package/dist/accountInfos/uid.js.map +1 -0
  7. package/dist/index.js +1 -1
  8. package/dist/index.js.map +1 -1
  9. package/dist/order-actions-with-credential.js +5 -3
  10. package/dist/order-actions-with-credential.js.map +1 -1
  11. package/dist/order-actions.js +2 -2
  12. package/dist/order-actions.js.map +1 -1
  13. package/dist/order.js +5 -4
  14. package/dist/order.js.map +1 -1
  15. package/dist/orders/listOrders.js +34 -0
  16. package/dist/orders/listOrders.js.map +1 -0
  17. package/dist/services.js +3 -3
  18. package/dist/services.js.map +1 -1
  19. package/dist/strategy-account.js +2 -2
  20. package/dist/strategy-account.js.map +1 -1
  21. package/dist/trade.js +3 -3
  22. package/dist/trade.js.map +1 -1
  23. package/dist/transfer.js +2 -3
  24. package/dist/transfer.js.map +1 -1
  25. package/lib/account-actions-with-credential.d.ts +2 -0
  26. package/lib/account-actions-with-credential.d.ts.map +1 -0
  27. package/lib/account-actions-with-credential.js +41 -0
  28. package/lib/account-actions-with-credential.js.map +1 -0
  29. package/lib/account.d.ts +0 -29
  30. package/lib/account.d.ts.map +1 -1
  31. package/lib/account.js +16 -54
  32. package/lib/account.js.map +1 -1
  33. package/lib/accountInfos/uid.d.ts +15 -0
  34. package/lib/accountInfos/uid.d.ts.map +1 -0
  35. package/lib/accountInfos/uid.js +42 -0
  36. package/lib/accountInfos/uid.js.map +1 -0
  37. package/lib/index.d.ts +1 -1
  38. package/lib/index.d.ts.map +1 -1
  39. package/lib/index.js +1 -1
  40. package/lib/index.js.map +1 -1
  41. package/lib/order-actions-with-credential.js +2 -0
  42. package/lib/order-actions-with-credential.js.map +1 -1
  43. package/lib/order-actions.js +2 -2
  44. package/lib/order-actions.js.map +1 -1
  45. package/lib/order.js +5 -4
  46. package/lib/order.js.map +1 -1
  47. package/lib/orders/listOrders.d.ts +4 -0
  48. package/lib/orders/listOrders.d.ts.map +1 -0
  49. package/lib/orders/listOrders.js +38 -0
  50. package/lib/orders/listOrders.js.map +1 -0
  51. package/lib/services.js +3 -3
  52. package/lib/services.js.map +1 -1
  53. package/lib/strategy-account.js +2 -2
  54. package/lib/strategy-account.js.map +1 -1
  55. package/lib/trade.js +3 -3
  56. package/lib/trade.js.map +1 -1
  57. package/lib/transfer.js +1 -2
  58. package/lib/transfer.js.map +1 -1
  59. package/package.json +3 -3
  60. package/temp/package-deps.json +17 -15
  61. package/dist/loan-account.js +0 -15
  62. package/dist/loan-account.js.map +0 -1
  63. package/lib/loan-account.d.ts +0 -2
  64. package/lib/loan-account.d.ts.map +0 -1
  65. package/lib/loan-account.js +0 -17
  66. package/lib/loan-account.js.map +0 -1
@@ -0,0 +1,39 @@
1
+ import { provideAccountActionsWithCredential } from '@yuants/data-account';
2
+ import { Terminal } from '@yuants/protocol';
3
+ import { getAccountIds } from './accountInfos/uid';
4
+ import { getEarningAccountInfo, getFundingAccountInfo, getLoanAccountInfo, getStrategyAccountInfo, getTradingAccountInfo, } from './accountInfos';
5
+ provideAccountActionsWithCredential(Terminal.fromNodeEnv(), 'OKX', {
6
+ type: 'object',
7
+ required: ['access_key', 'secret_key', 'passphrase'],
8
+ properties: {
9
+ access_key: { type: 'string' },
10
+ secret_key: { type: 'string' },
11
+ passphrase: { type: 'string' },
12
+ },
13
+ }, {
14
+ listAccounts: async (credential) => {
15
+ const accountIds = await getAccountIds(credential);
16
+ if (!accountIds)
17
+ throw new Error('Failed to get account IDs');
18
+ return Object.values(accountIds).map((account_id) => ({ account_id }));
19
+ },
20
+ getAccountInfo: async (credential, account_id) => {
21
+ const accountIds = await getAccountIds(credential);
22
+ if (!accountIds)
23
+ throw new Error('Failed to get account IDs');
24
+ switch (account_id) {
25
+ case accountIds.trading:
26
+ return getTradingAccountInfo(credential);
27
+ case accountIds.funding:
28
+ return getFundingAccountInfo(credential);
29
+ case accountIds.earning:
30
+ return getEarningAccountInfo(credential);
31
+ case accountIds.loan:
32
+ return getLoanAccountInfo(credential);
33
+ case accountIds.strategy:
34
+ return getStrategyAccountInfo(credential);
35
+ }
36
+ throw new Error(`Unsupported account_id: ${account_id}`);
37
+ },
38
+ });
39
+ //# sourceMappingURL=account-actions-with-credential.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"account-actions-with-credential.js","sourceRoot":"","sources":["../src/account-actions-with-credential.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mCAAmC,EAAE,MAAM,sBAAsB,CAAC;AAC3E,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAE5C,OAAO,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAC;AACnD,OAAO,EACL,qBAAqB,EACrB,qBAAqB,EACrB,kBAAkB,EAClB,sBAAsB,EACtB,qBAAqB,GACtB,MAAM,gBAAgB,CAAC;AAExB,mCAAmC,CACjC,QAAQ,CAAC,WAAW,EAAE,EACtB,KAAK,EACL;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC;IACpD,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD;IACE,YAAY,EAAE,KAAK,EAAE,UAAU,EAAE,EAAE;QACjC,MAAM,UAAU,GAAG,MAAM,aAAa,CAAC,UAAU,CAAC,CAAC;QACnD,IAAI,CAAC,UAAU;YAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;QAC9D,OAAO,MAAM,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC,GAAG,CAAC,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC,EAAE,UAAU,EAAE,CAAC,CAAC,CAAC;IACzE,CAAC;IACD,cAAc,EAAE,KAAK,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE;QAC/C,MAAM,UAAU,GAAG,MAAM,aAAa,CAAC,UAAU,CAAC,CAAC;QACnD,IAAI,CAAC,UAAU;YAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;QAC9D,QAAQ,UAAU,EAAE;YAClB,KAAK,UAAU,CAAC,OAAO;gBACrB,OAAO,qBAAqB,CAAC,UAAU,CAAC,CAAC;YAC3C,KAAK,UAAU,CAAC,OAAO;gBACrB,OAAO,qBAAqB,CAAC,UAAU,CAAC,CAAC;YAC3C,KAAK,UAAU,CAAC,OAAO;gBACrB,OAAO,qBAAqB,CAAC,UAAU,CAAC,CAAC;YAC3C,KAAK,UAAU,CAAC,IAAI;gBAClB,OAAO,kBAAkB,CAAC,UAAU,CAAC,CAAC;YACxC,KAAK,UAAU,CAAC,QAAQ;gBACtB,OAAO,sBAAsB,CAAC,UAAU,CAAC,CAAC;SAC7C;QACD,MAAM,IAAI,KAAK,CAAC,2BAA2B,UAAU,EAAE,CAAC,CAAC;IAC3D,CAAC;CACF,CACF,CAAC","sourcesContent":["import { provideAccountActionsWithCredential } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from './api/private-api';\nimport { getAccountIds } from './accountInfos/uid';\nimport {\n getEarningAccountInfo,\n getFundingAccountInfo,\n getLoanAccountInfo,\n getStrategyAccountInfo,\n getTradingAccountInfo,\n} from './accountInfos';\n\nprovideAccountActionsWithCredential<ICredential>(\n Terminal.fromNodeEnv(),\n 'OKX',\n {\n type: 'object',\n required: ['access_key', 'secret_key', 'passphrase'],\n properties: {\n access_key: { type: 'string' },\n secret_key: { type: 'string' },\n passphrase: { type: 'string' },\n },\n },\n {\n listAccounts: async (credential) => {\n const accountIds = await getAccountIds(credential);\n if (!accountIds) throw new Error('Failed to get account IDs');\n return Object.values(accountIds).map((account_id) => ({ account_id }));\n },\n getAccountInfo: async (credential, account_id) => {\n const accountIds = await getAccountIds(credential);\n if (!accountIds) throw new Error('Failed to get account IDs');\n switch (account_id) {\n case accountIds.trading:\n return getTradingAccountInfo(credential);\n case accountIds.funding:\n return getFundingAccountInfo(credential);\n case accountIds.earning:\n return getEarningAccountInfo(credential);\n case accountIds.loan:\n return getLoanAccountInfo(credential);\n case accountIds.strategy:\n return getStrategyAccountInfo(credential);\n }\n throw new Error(`Unsupported account_id: ${account_id}`);\n },\n },\n);\n"]}
package/dist/account.js CHANGED
@@ -1,80 +1,44 @@
1
- import { createCache } from '@yuants/cache';
2
1
  import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';
3
2
  import { providePendingOrdersService } from '@yuants/data-order';
4
3
  import { Terminal } from '@yuants/protocol';
5
- import { encodePath } from '@yuants/utils';
6
4
  import { defer } from 'rxjs';
7
- import { getEarningAccountInfo, getFundingAccountInfo, getTradingAccountInfo, marketIndexTickerUSDT$, } from './accountInfos';
8
- import { getAccountConfig, getDefaultCredential, getTradeOrdersPending } from './api/private-api';
5
+ import { getEarningAccountInfo, getFundingAccountInfo, getLoanAccountInfo, getTradingAccountInfo, marketIndexTickerUSDT$, } from './accountInfos';
6
+ import { getEarningAccountId, getFundingAccountId, getLoanAccountId, getTradingAccountId, } from './accountInfos/uid';
7
+ import { getDefaultCredential } from './api/private-api';
8
+ import { listOrders } from './orders/listOrders';
9
9
  const terminal = Terminal.fromNodeEnv();
10
10
  const credential = getDefaultCredential();
11
- export const accountConfigCache = createCache(() => getAccountConfig(credential), {
12
- expire: 100000,
13
- swrAfter: 10000,
14
- });
15
- export const accountUidCache = createCache(async () => {
16
- const config = await accountConfigCache.query('');
17
- return config === null || config === void 0 ? void 0 : config.data[0].uid;
18
- });
19
11
  defer(async () => {
20
- const uid = await accountUidCache.query('');
21
- const account_id = `okx/${uid}/trading`;
22
- providePendingOrdersService(terminal, account_id, async () => {
23
- const orders = await getTradeOrdersPending(credential, {});
24
- return orders.data.map((x) => {
25
- const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
26
- const order_direction = x.side === 'buy'
27
- ? x.posSide === 'long'
28
- ? 'OPEN_LONG'
29
- : 'CLOSE_SHORT'
30
- : x.posSide === 'short'
31
- ? 'OPEN_SHORT'
32
- : 'CLOSE_LONG';
33
- return {
34
- order_id: x.ordId,
35
- account_id,
36
- product_id: encodePath(x.instType, x.instId),
37
- submit_at: +x.cTime,
38
- filled_at: +x.fillTime,
39
- order_type,
40
- order_direction,
41
- volume: +x.sz,
42
- traded_volume: +x.accFillSz,
43
- price: +x.px,
44
- traded_price: +x.avgPx,
45
- };
46
- });
47
- }, { auto_refresh_interval: 5000 });
12
+ const account_id = await getTradingAccountId(credential);
13
+ providePendingOrdersService(terminal, account_id, async () => listOrders(credential, account_id), {
14
+ auto_refresh_interval: 5000,
15
+ });
48
16
  }).subscribe();
49
- export const getTradingAccountId = async () => {
50
- const uid = await accountUidCache.query('');
51
- return `okx/${uid}/trading`;
52
- };
53
- export const getStrategyAccountId = async () => {
54
- const uid = await accountUidCache.query('');
55
- return `okx/${uid}/strategy`;
56
- };
57
17
  defer(async () => {
58
- const tradingAccountId = await getTradingAccountId();
18
+ const tradingAccountId = await getTradingAccountId(credential);
59
19
  addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });
60
20
  provideAccountInfoService(terminal, tradingAccountId, () => getTradingAccountInfo(credential), {
61
21
  auto_refresh_interval: 1000,
62
22
  });
63
23
  }).subscribe();
64
24
  defer(async () => {
65
- const uid = await accountUidCache.query('');
66
- const fundingAccountId = `okx/${uid}/funding/USDT`;
25
+ const fundingAccountId = await getFundingAccountId(credential);
67
26
  provideAccountInfoService(terminal, fundingAccountId, () => getFundingAccountInfo(credential), {
68
27
  auto_refresh_interval: 1000,
69
28
  });
70
29
  }).subscribe();
71
30
  defer(async () => {
72
- const uid = await accountUidCache.query('');
73
- const earningAccountId = `okx/${uid}/earning/USDT`;
31
+ const earningAccountId = await getEarningAccountId(credential);
74
32
  provideAccountInfoService(terminal, earningAccountId, () => getEarningAccountInfo(credential), {
75
33
  auto_refresh_interval: 5000,
76
34
  });
77
35
  }).subscribe();
36
+ defer(async () => {
37
+ const loanAccountId = await getLoanAccountId(credential);
38
+ provideAccountInfoService(Terminal.fromNodeEnv(), loanAccountId, () => getLoanAccountInfo(credential), {
39
+ auto_refresh_interval: 1000,
40
+ });
41
+ }).subscribe();
78
42
  // 导出 marketIndexTickerUSDT$ 供其他模块使用
79
43
  export { marketIndexTickerUSDT$ };
80
44
  //# sourceMappingURL=account.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AACjE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EACL,qBAAqB,EACrB,qBAAqB,EACrB,qBAAqB,EACrB,sBAAsB,GACvB,MAAM,gBAAgB,CAAC;AACxB,OAAO,EAAE,gBAAgB,EAAE,oBAAoB,EAAE,qBAAqB,EAAE,MAAM,mBAAmB,CAAC;AAElG,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,MAAM,CAAC,MAAM,kBAAkB,GAAG,WAAW,CAAC,GAAG,EAAE,CAAC,gBAAgB,CAAC,UAAU,CAAC,EAAE;IAChF,MAAM,EAAE,MAAO;IACf,QAAQ,EAAE,KAAM;CACjB,CAAC,CAAC;AAEH,MAAM,CAAC,MAAM,eAAe,GAAG,WAAW,CAAC,KAAK,IAAI,EAAE;IACpD,MAAM,MAAM,GAAG,MAAM,kBAAkB,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAClD,OAAO,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,IAAI,CAAC,CAAC,EAAE,GAAG,CAAC;AAC7B,CAAC,CAAC,CAAC;AAEH,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAC5C,MAAM,UAAU,GAAG,OAAO,GAAG,UAAU,CAAC;IACxC,2BAA2B,CACzB,QAAQ,EACR,UAAU,EACV,KAAK,IAAI,EAAE;QACT,MAAM,MAAM,GAAG,MAAM,qBAAqB,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC;QAC3D,OAAO,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;YAC3B,MAAM,UAAU,GAAG,CAAC,CAAC,OAAO,KAAK,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC;YAEnG,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;gBACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;oBACpB,CAAC,CAAC,WAAW;oBACb,CAAC,CAAC,aAAa;gBACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;oBACvB,CAAC,CAAC,YAAY;oBACd,CAAC,CAAC,YAAY,CAAC;YACnB,OAAO;gBACL,QAAQ,EAAE,CAAC,CAAC,KAAK;gBACjB,UAAU;gBACV,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;gBAC5C,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;gBACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;gBACtB,UAAU;gBACV,eAAe;gBACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;gBACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;gBAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;gBACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;aACvB,CAAC;QACJ,CAAC,CAAC,CAAC;IACL,CAAC,EACD,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,IAAI,EAAE;IAC5C,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAC5C,OAAO,OAAO,GAAG,UAAU,CAAC;AAC9B,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,oBAAoB,GAAG,KAAK,IAAI,EAAE;IAC7C,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAC5C,OAAO,OAAO,GAAG,WAAW,CAAC;AAC/B,CAAC,CAAC;AAEF,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,mBAAmB,EAAE,CAAC;IACrD,gBAAgB,CAAC,QAAQ,EAAE,EAAE,UAAU,EAAE,gBAAgB,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;IAE/E,yBAAyB,CAAC,QAAQ,EAAE,gBAAgB,EAAE,GAAG,EAAE,CAAC,qBAAqB,CAAC,UAAU,CAAC,EAAE;QAC7F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAE5C,MAAM,gBAAgB,GAAG,OAAO,GAAG,eAAe,CAAC;IAEnD,yBAAyB,CAAC,QAAQ,EAAE,gBAAgB,EAAE,GAAG,EAAE,CAAC,qBAAqB,CAAC,UAAU,CAAC,EAAE;QAC7F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAC5C,MAAM,gBAAgB,GAAG,OAAO,GAAG,eAAe,CAAC;IACnD,yBAAyB,CAAC,QAAQ,EAAE,gBAAgB,EAAE,GAAG,EAAE,CAAC,qBAAqB,CAAC,UAAU,CAAC,EAAE;QAC7F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,oCAAoC;AACpC,OAAO,EAAE,sBAAsB,EAAE,CAAC","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';\nimport { providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { defer } from 'rxjs';\nimport {\n getEarningAccountInfo,\n getFundingAccountInfo,\n getTradingAccountInfo,\n marketIndexTickerUSDT$,\n} from './accountInfos';\nimport { getAccountConfig, getDefaultCredential, getTradeOrdersPending } from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nexport const accountConfigCache = createCache(() => getAccountConfig(credential), {\n expire: 100_000,\n swrAfter: 10_000,\n});\n\nexport const accountUidCache = createCache(async () => {\n const config = await accountConfigCache.query('');\n return config?.data[0].uid;\n});\n\ndefer(async () => {\n const uid = await accountUidCache.query('');\n const account_id = `okx/${uid}/trading`;\n providePendingOrdersService(\n terminal,\n account_id,\n async () => {\n const orders = await getTradeOrdersPending(credential, {});\n return orders.data.map((x) => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n return {\n order_id: x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n };\n });\n },\n { auto_refresh_interval: 5000 },\n );\n}).subscribe();\n\nexport const getTradingAccountId = async () => {\n const uid = await accountUidCache.query('');\n return `okx/${uid}/trading`;\n};\n\nexport const getStrategyAccountId = async () => {\n const uid = await accountUidCache.query('');\n return `okx/${uid}/strategy`;\n};\n\ndefer(async () => {\n const tradingAccountId = await getTradingAccountId();\n addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n provideAccountInfoService(terminal, tradingAccountId, () => getTradingAccountInfo(credential), {\n auto_refresh_interval: 1000,\n });\n}).subscribe();\n\ndefer(async () => {\n const uid = await accountUidCache.query('');\n\n const fundingAccountId = `okx/${uid}/funding/USDT`;\n\n provideAccountInfoService(terminal, fundingAccountId, () => getFundingAccountInfo(credential), {\n auto_refresh_interval: 1000,\n });\n}).subscribe();\n\ndefer(async () => {\n const uid = await accountUidCache.query('');\n const earningAccountId = `okx/${uid}/earning/USDT`;\n provideAccountInfoService(terminal, earningAccountId, () => getEarningAccountInfo(credential), {\n auto_refresh_interval: 5000,\n });\n}).subscribe();\n\n// 导出 marketIndexTickerUSDT$ 供其他模块使用\nexport { marketIndexTickerUSDT$ };\n"]}
1
+ {"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AACjE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EACL,qBAAqB,EACrB,qBAAqB,EACrB,kBAAkB,EAClB,qBAAqB,EACrB,sBAAsB,GACvB,MAAM,gBAAgB,CAAC;AACxB,OAAO,EACL,mBAAmB,EACnB,mBAAmB,EACnB,gBAAgB,EAChB,mBAAmB,GACpB,MAAM,oBAAoB,CAAC;AAC5B,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,qBAAqB,CAAC;AAEjD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,UAAU,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;IACzD,2BAA2B,CAAC,QAAQ,EAAE,UAAU,EAAE,KAAK,IAAI,EAAE,CAAC,UAAU,CAAC,UAAU,EAAE,UAAU,CAAC,EAAE;QAChG,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;IAC/D,gBAAgB,CAAC,QAAQ,EAAE,EAAE,UAAU,EAAE,gBAAgB,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;IAE/E,yBAAyB,CAAC,QAAQ,EAAE,gBAAgB,EAAE,GAAG,EAAE,CAAC,qBAAqB,CAAC,UAAU,CAAC,EAAE;QAC7F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;IAE/D,yBAAyB,CAAC,QAAQ,EAAE,gBAAgB,EAAE,GAAG,EAAE,CAAC,qBAAqB,CAAC,UAAU,CAAC,EAAE;QAC7F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;IAC/D,yBAAyB,CAAC,QAAQ,EAAE,gBAAgB,EAAE,GAAG,EAAE,CAAC,qBAAqB,CAAC,UAAU,CAAC,EAAE;QAC7F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,aAAa,GAAG,MAAM,gBAAgB,CAAC,UAAU,CAAC,CAAC;IACzD,yBAAyB,CAAC,QAAQ,CAAC,WAAW,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE,CAAC,kBAAkB,CAAC,UAAU,CAAC,EAAE;QACrG,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;AAEf,oCAAoC;AACpC,OAAO,EAAE,sBAAsB,EAAE,CAAC","sourcesContent":["import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';\nimport { providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport {\n getEarningAccountInfo,\n getFundingAccountInfo,\n getLoanAccountInfo,\n getTradingAccountInfo,\n marketIndexTickerUSDT$,\n} from './accountInfos';\nimport {\n getEarningAccountId,\n getFundingAccountId,\n getLoanAccountId,\n getTradingAccountId,\n} from './accountInfos/uid';\nimport { getDefaultCredential } from './api/private-api';\nimport { listOrders } from './orders/listOrders';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n const account_id = await getTradingAccountId(credential);\n providePendingOrdersService(terminal, account_id, async () => listOrders(credential, account_id), {\n auto_refresh_interval: 5000,\n });\n}).subscribe();\n\ndefer(async () => {\n const tradingAccountId = await getTradingAccountId(credential);\n addAccountMarket(terminal, { account_id: tradingAccountId, market_id: 'OKX' });\n\n provideAccountInfoService(terminal, tradingAccountId, () => getTradingAccountInfo(credential), {\n auto_refresh_interval: 1000,\n });\n}).subscribe();\n\ndefer(async () => {\n const fundingAccountId = await getFundingAccountId(credential);\n\n provideAccountInfoService(terminal, fundingAccountId, () => getFundingAccountInfo(credential), {\n auto_refresh_interval: 1000,\n });\n}).subscribe();\n\ndefer(async () => {\n const earningAccountId = await getEarningAccountId(credential);\n provideAccountInfoService(terminal, earningAccountId, () => getEarningAccountInfo(credential), {\n auto_refresh_interval: 5000,\n });\n}).subscribe();\n\ndefer(async () => {\n const loanAccountId = await getLoanAccountId(credential);\n provideAccountInfoService(Terminal.fromNodeEnv(), loanAccountId, () => getLoanAccountInfo(credential), {\n auto_refresh_interval: 1000,\n });\n}).subscribe();\n\n// 导出 marketIndexTickerUSDT$ 供其他模块使用\nexport { marketIndexTickerUSDT$ };\n"]}
@@ -0,0 +1,32 @@
1
+ import { createCache } from '@yuants/cache';
2
+ import { getAccountConfig } from '../api/private-api';
3
+ const accountConfigCache = createCache((key) => getAccountConfig(JSON.parse(key)), {
4
+ expire: 100000,
5
+ swrAfter: 10000,
6
+ });
7
+ const accountUidCache = createCache(async (key) => {
8
+ const config = await accountConfigCache.query(key);
9
+ return config === null || config === void 0 ? void 0 : config.data[0].uid;
10
+ });
11
+ const accountIdCache = createCache(async (key) => {
12
+ const uid = await accountUidCache.query(key);
13
+ return {
14
+ trading: `okx/${uid}/trading`,
15
+ strategy: `okx/${uid}/strategy`,
16
+ loan: `okx/${uid}/loan/USDT`,
17
+ earning: `okx/${uid}/earning/USDT`,
18
+ funding: `okx/${uid}/funding/USDT`,
19
+ };
20
+ });
21
+ export const getUid = async (credential) => {
22
+ return accountUidCache.query(JSON.stringify(credential));
23
+ };
24
+ export const getAccountIds = async (credential) => {
25
+ return accountIdCache.query(JSON.stringify(credential));
26
+ };
27
+ export const getTradingAccountId = async (credential) => getAccountIds(credential).then((x) => x.trading);
28
+ export const getStrategyAccountId = async (credential) => getAccountIds(credential).then((x) => x.strategy);
29
+ export const getLoanAccountId = async (credential) => getAccountIds(credential).then((x) => x.loan);
30
+ export const getEarningAccountId = async (credential) => getAccountIds(credential).then((x) => x.earning);
31
+ export const getFundingAccountId = async (credential) => getAccountIds(credential).then((x) => x.funding);
32
+ //# sourceMappingURL=uid.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"uid.js","sourceRoot":"","sources":["../../src/accountInfos/uid.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAe,MAAM,oBAAoB,CAAC;AAEnE,MAAM,kBAAkB,GAAG,WAAW,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,EAAE;IACjF,MAAM,EAAE,MAAO;IACf,QAAQ,EAAE,KAAM;CACjB,CAAC,CAAC;AAEH,MAAM,eAAe,GAAG,WAAW,CAAC,KAAK,EAAE,GAAG,EAAE,EAAE;IAChD,MAAM,MAAM,GAAG,MAAM,kBAAkB,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACnD,OAAO,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,IAAI,CAAC,CAAC,EAAE,GAAG,CAAC;AAC7B,CAAC,CAAC,CAAC;AAEH,MAAM,cAAc,GAAG,WAAW,CAAC,KAAK,EAAE,GAAG,EAAE,EAAE;IAC/C,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAC7C,OAAO;QACL,OAAO,EAAE,OAAO,GAAG,UAAU;QAC7B,QAAQ,EAAE,OAAO,GAAG,WAAW;QAC/B,IAAI,EAAE,OAAO,GAAG,YAAY;QAC5B,OAAO,EAAE,OAAO,GAAG,eAAe;QAClC,OAAO,EAAE,OAAO,GAAG,eAAe;KACnC,CAAC;AACJ,CAAC,CAAC,CAAC;AAEH,MAAM,CAAC,MAAM,MAAM,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IACtD,OAAO,eAAe,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;AAC3D,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,aAAa,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAC7D,OAAO,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACnE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,OAAO,CAAC,CAAC;AAEpD,MAAM,CAAC,MAAM,oBAAoB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACpE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,QAAQ,CAAC,CAAC;AAErD,MAAM,CAAC,MAAM,gBAAgB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CAChE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,IAAI,CAAC,CAAC;AAEjD,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACnE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,OAAO,CAAC,CAAC;AAEpD,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACnE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,OAAO,CAAC,CAAC","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { getAccountConfig, ICredential } from '../api/private-api';\n\nconst accountConfigCache = createCache((key) => getAccountConfig(JSON.parse(key)), {\n expire: 100_000,\n swrAfter: 10_000,\n});\n\nconst accountUidCache = createCache(async (key) => {\n const config = await accountConfigCache.query(key);\n return config?.data[0].uid;\n});\n\nconst accountIdCache = createCache(async (key) => {\n const uid = await accountUidCache.query(key);\n return {\n trading: `okx/${uid}/trading`,\n strategy: `okx/${uid}/strategy`,\n loan: `okx/${uid}/loan/USDT`,\n earning: `okx/${uid}/earning/USDT`,\n funding: `okx/${uid}/funding/USDT`,\n };\n});\n\nexport const getUid = async (credential: ICredential) => {\n return accountUidCache.query(JSON.stringify(credential));\n};\n\nexport const getAccountIds = async (credential: ICredential) => {\n return accountIdCache.query(JSON.stringify(credential));\n};\n\nexport const getTradingAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.trading);\n\nexport const getStrategyAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.strategy);\n\nexport const getLoanAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.loan);\n\nexport const getEarningAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.earning);\n\nexport const getFundingAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.funding);\n"]}
package/dist/index.js CHANGED
@@ -1,6 +1,6 @@
1
1
  import './account';
2
+ import './account-actions-with-credential';
2
3
  import './api-service';
3
- import './loan-account';
4
4
  import './order';
5
5
  import './order-actions';
6
6
  import './order-actions-with-credential';
package/dist/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,eAAe,CAAC;AACvB,OAAO,gBAAgB,CAAC;AACxB,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC","sourcesContent":["import './account';\nimport './api-service';\nimport './loan-account';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\n"]}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC","sourcesContent":["import './account';\nimport './account-actions-with-credential';\nimport './api-service';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\n"]}
@@ -1,6 +1,7 @@
1
1
  import { provideOrderActionsWithCredential } from '@yuants/data-order';
2
2
  import { Terminal } from '@yuants/protocol';
3
3
  import { cancelOrder } from './orders/cancelOrder';
4
+ import { listOrders } from './orders/listOrders';
4
5
  import { modifyOrder } from './orders/modifyOrder';
5
6
  import { submitOrder } from './orders/submitOrder';
6
7
  const terminal = Terminal.fromNodeEnv();
@@ -13,8 +14,9 @@ provideOrderActionsWithCredential(terminal, 'OKX', {
13
14
  passphrase: { type: 'string' },
14
15
  },
15
16
  }, {
16
- submitOrder,
17
- modifyOrder,
18
- cancelOrder,
17
+ submitOrder: submitOrder,
18
+ modifyOrder: modifyOrder,
19
+ cancelOrder: cancelOrder,
20
+ listOrders: listOrders,
19
21
  });
20
22
  //# sourceMappingURL=order-actions-with-credential.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"order-actions-with-credential.js","sourceRoot":"","sources":["../src/order-actions-with-credential.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iCAAiC,EAAE,MAAM,oBAAoB,CAAC;AACvE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAE5C,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,iCAAiC,CAC/B,QAAQ,EACR,KAAK,EACL;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC;IACpD,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD;IACE,WAAW;IACX,WAAW;IACX,WAAW;CACZ,CACF,CAAC","sourcesContent":["import { provideOrderActionsWithCredential } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from './api/private-api';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideOrderActionsWithCredential<ICredential>(\n terminal,\n 'OKX',\n {\n type: 'object',\n required: ['access_key', 'secret_key', 'passphrase'],\n properties: {\n access_key: { type: 'string' },\n secret_key: { type: 'string' },\n passphrase: { type: 'string' },\n },\n },\n {\n submitOrder,\n modifyOrder,\n cancelOrder,\n },\n);\n"]}
1
+ {"version":3,"file":"order-actions-with-credential.js","sourceRoot":"","sources":["../src/order-actions-with-credential.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iCAAiC,EAAE,MAAM,oBAAoB,CAAC;AACvE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAE5C,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,UAAU,EAAE,MAAM,qBAAqB,CAAC;AACjD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,iCAAiC,CAC/B,QAAQ,EACR,KAAK,EACL;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC;IACpD,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD;IACE,WAAW,EAAE,WAAW;IACxB,WAAW,EAAE,WAAW;IACxB,WAAW,EAAE,WAAW;IACxB,UAAU,EAAE,UAAU;CACvB,CACF,CAAC","sourcesContent":["import { provideOrderActionsWithCredential } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from './api/private-api';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { listOrders } from './orders/listOrders';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideOrderActionsWithCredential<ICredential>(\n terminal,\n 'OKX',\n {\n type: 'object',\n required: ['access_key', 'secret_key', 'passphrase'],\n properties: {\n access_key: { type: 'string' },\n secret_key: { type: 'string' },\n passphrase: { type: 'string' },\n },\n },\n {\n submitOrder: submitOrder,\n modifyOrder: modifyOrder,\n cancelOrder: cancelOrder,\n listOrders: listOrders,\n },\n);\n"]}
@@ -1,14 +1,14 @@
1
1
  import { Terminal } from '@yuants/protocol';
2
2
  import { defer } from 'rxjs';
3
- import { getTradingAccountId } from './account';
4
3
  import { getDefaultCredential } from './api/private-api';
5
4
  import { cancelOrder } from './orders/cancelOrder';
6
5
  import { modifyOrder } from './orders/modifyOrder';
7
6
  import { submitOrder } from './orders/submitOrder';
7
+ import { getTradingAccountId } from './accountInfos/uid';
8
8
  const terminal = Terminal.fromNodeEnv();
9
9
  const credential = getDefaultCredential();
10
10
  defer(async () => {
11
- const tradingAccountId = await getTradingAccountId();
11
+ const tradingAccountId = await getTradingAccountId(credential);
12
12
  terminal.server.provideService('SubmitOrder', {
13
13
  required: ['account_id'],
14
14
  properties: {
@@ -1 +1 @@
1
- {"version":3,"file":"order-actions.js","sourceRoot":"","sources":["../src/order-actions.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAChD,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AACzD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,mBAAmB,EAAE,CAAC;IACrD,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC;IAC3F,CAAC,CACF,CAAC;IAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QACvC,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;IAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QACvC,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getDefaultCredential } from './api/private-api';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n const tradingAccountId = await getTradingAccountId();\n terminal.server.provideService<IOrder, { order_id?: string }>(\n 'SubmitOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n return { res: { code: 0, message: 'OK', data: await submitOrder(credential, msg.req) } };\n },\n );\n\n terminal.server.provideService<IOrder>(\n 'ModifyOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n await modifyOrder(credential, msg.req);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n\n terminal.server.provideService<IOrder>(\n 'CancelOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n await cancelOrder(credential, msg.req);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n}).subscribe();\n"]}
1
+ {"version":3,"file":"order-actions.js","sourceRoot":"","sources":["../src/order-actions.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AACzD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;IAC/D,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC;IAC3F,CAAC,CACF,CAAC;IAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QACvC,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;IAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QACvC,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getDefaultCredential } from './api/private-api';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n const tradingAccountId = await getTradingAccountId(credential);\n terminal.server.provideService<IOrder, { order_id?: string }>(\n 'SubmitOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n return { res: { code: 0, message: 'OK', data: await submitOrder(credential, msg.req) } };\n },\n );\n\n terminal.server.provideService<IOrder>(\n 'ModifyOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n await modifyOrder(credential, msg.req);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n\n terminal.server.provideService<IOrder>(\n 'CancelOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n await cancelOrder(credential, msg.req);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n}).subscribe();\n"]}
package/dist/order.js CHANGED
@@ -2,9 +2,10 @@ import { Terminal } from '@yuants/protocol';
2
2
  import { writeToSQL } from '@yuants/sql';
3
3
  import { encodePath, formatTime } from '@yuants/utils';
4
4
  import { defer, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap } from 'rxjs';
5
- import { getTradingAccountId } from './account';
6
5
  import { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api/private-api';
6
+ import { getTradingAccountId } from './accountInfos/uid';
7
7
  export const order$ = new Subject();
8
+ const credential = getDefaultCredential();
8
9
  order$
9
10
  .pipe(
10
11
  //
@@ -68,9 +69,9 @@ const makeOrder = (x, account_id) => {
68
69
  };
69
70
  };
70
71
  (async () => {
71
- const TRADING_ACCOUNT_ID = await getTradingAccountId();
72
- const swapHistoryOrders = defer(() => getTradeOrdersHistory(getDefaultCredential(), { instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
73
- const swapPendingOrders = defer(() => getTradeOrdersPending(getDefaultCredential(), { instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
72
+ const TRADING_ACCOUNT_ID = await getTradingAccountId(credential);
73
+ const swapHistoryOrders = defer(() => getTradeOrdersHistory(credential, { instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
74
+ const swapPendingOrders = defer(() => getTradeOrdersPending(credential, { instType: 'SWAP' })).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
74
75
  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(
75
76
  //
76
77
  mergeMap((x) => from(x.data || []).pipe(
package/dist/order.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"order.js","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,OAAO,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AACnG,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAChD,OAAO,EAAE,oBAAoB,EAAE,qBAAqB,EAAE,qBAAqB,EAAE,MAAM,mBAAmB,CAAC;AAEvG,MAAM,CAAC,MAAM,MAAM,GAAG,IAAI,OAAO,EAAU,CAAC;AAE5C,MAAM;KACH,IAAI;AACH,EAAE;AACF,sBAAsB;AACtB,UAAU,CAAC;IACT,QAAQ,EAAE,QAAQ,CAAC,WAAW,EAAE;IAChC,SAAS,EAAE,SAAS;IACpB,aAAa,EAAE,IAAI;IACnB,OAAO,EAAE;QACP,UAAU;QACV,YAAY;QACZ,YAAY;QACZ,aAAa;QACb,YAAY;QACZ,iBAAiB;QACjB,QAAQ;QACR,WAAW;QACX,YAAY;QACZ,WAAW;QACX,OAAO;QACP,eAAe;QACf,cAAc;QACd,cAAc;QACd,SAAS;QACT,mBAAmB;QACnB,aAAa;QACb,8BAA8B;KAC/B;IACD,YAAY,EAAE,CAAC,YAAY,EAAE,UAAU,CAAC;CACzC,CAAC,CACH;KACA,SAAS,EAAE,CAAC;AAEf,MAAM,SAAS,GAAG,CAChB,CAgBC,EACD,UAAkB,EACV,EAAE;IACV,MAAM,UAAU,GAAG,CAAC,CAAC,OAAO,KAAK,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC;IACnG,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;QACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;YACpB,CAAC,CAAC,WAAW;YACb,CAAC,CAAC,aAAa;QACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;YACvB,CAAC,CAAC,YAAY;YACd,CAAC,CAAC,YAAY,CAAC;IACnB,MAAM,YAAY,GAAG,CAAC,MAAM,EAAE,kBAAkB,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC;QACjE,CAAC,CAAC,UAAU;QACZ,CAAC,CAAC,CAAC,CAAC,KAAK,KAAK,QAAQ;YACtB,CAAC,CAAC,QAAQ;YACV,CAAC,CAAC,WAAW,CAAC;IAChB,OAAO;QACL,QAAQ,EAAE,CAAC,CAAC,OAAO,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK;QAChD,UAAU;QACV,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;QAC5C,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;QACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;QACtB,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU;QACV,eAAe;QACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;QACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;QAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;QACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;QACtB,YAAY;KACb,CAAC;AACJ,CAAC,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,kBAAkB,GAAG,MAAM,mBAAmB,EAAE,CAAC;IAEvD,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CACnC,qBAAqB,CAAC,oBAAoB,EAAE,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CACpE,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC;IAExE,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CACnC,qBAAqB,CAAC,oBAAoB,EAAE,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CACpE,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC;IAExE,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,KAAK,CAAC,uBAAuB,EAAE,uBAAuB,CAAC;SACpD,IAAI;IACH,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;QACR,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACjB,CAAC,CAAC,CACH;SACA,SAAS,EAAE,CAAC;AACjB,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api/private-api';\n\nexport const order$ = new Subject<IOrder>();\n\norder$\n .pipe(\n //\n // mergeMap((x) => x),\n writeToSQL({\n terminal: Terminal.fromNodeEnv(),\n tableName: '\"order\"',\n writeInterval: 1000,\n columns: [\n 'order_id',\n 'account_id',\n 'product_id',\n 'position_id',\n 'order_type',\n 'order_direction',\n 'volume',\n 'submit_at',\n 'updated_at',\n 'filled_at',\n 'price',\n 'traded_volume',\n 'traded_price',\n 'order_status',\n 'comment',\n 'profit_correction',\n 'real_profit',\n 'inferred_base_currency_price',\n ],\n conflictKeys: ['account_id', 'order_id'],\n }),\n )\n .subscribe();\n\nconst makeOrder = (\n x: {\n ordType: string;\n side: string;\n posSide: string;\n instType: string;\n instId: string;\n cTime: string;\n uTime: string;\n fillTime: string;\n sz: string;\n accFillSz: string;\n px: string;\n avgPx: string;\n state: string;\n clOrdId: string;\n ordId: string;\n },\n account_id: string,\n): IOrder => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n const order_status = ['live', 'partially_filled'].includes(x.state)\n ? 'ACCEPTED'\n : x.state === 'filled'\n ? 'TRADED'\n : 'CANCELLED';\n return {\n order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n created_at: formatTime(+x.cTime),\n updated_at: formatTime(+x.uTime),\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n order_status,\n };\n};\n\n(async () => {\n const TRADING_ACCOUNT_ID = await getTradingAccountId();\n\n const swapHistoryOrders = defer(() =>\n getTradeOrdersHistory(getDefaultCredential(), { instType: 'SWAP' }),\n ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n const swapPendingOrders = defer(() =>\n getTradeOrdersPending(getDefaultCredential(), { instType: 'SWAP' }),\n ).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));\n\n const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n .pipe(\n //\n tap((x) => {\n order$.next(x);\n }),\n )\n .subscribe();\n})();\n"]}
1
+ {"version":3,"file":"order.js","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,OAAO,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AACnG,OAAO,EAAE,oBAAoB,EAAE,qBAAqB,EAAE,qBAAqB,EAAE,MAAM,mBAAmB,CAAC;AACvG,OAAO,EAAE,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AAEzD,MAAM,CAAC,MAAM,MAAM,GAAG,IAAI,OAAO,EAAU,CAAC;AAE5C,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,MAAM;KACH,IAAI;AACH,EAAE;AACF,sBAAsB;AACtB,UAAU,CAAC;IACT,QAAQ,EAAE,QAAQ,CAAC,WAAW,EAAE;IAChC,SAAS,EAAE,SAAS;IACpB,aAAa,EAAE,IAAI;IACnB,OAAO,EAAE;QACP,UAAU;QACV,YAAY;QACZ,YAAY;QACZ,aAAa;QACb,YAAY;QACZ,iBAAiB;QACjB,QAAQ;QACR,WAAW;QACX,YAAY;QACZ,WAAW;QACX,OAAO;QACP,eAAe;QACf,cAAc;QACd,cAAc;QACd,SAAS;QACT,mBAAmB;QACnB,aAAa;QACb,8BAA8B;KAC/B;IACD,YAAY,EAAE,CAAC,YAAY,EAAE,UAAU,CAAC;CACzC,CAAC,CACH;KACA,SAAS,EAAE,CAAC;AAEf,MAAM,SAAS,GAAG,CAChB,CAgBC,EACD,UAAkB,EACV,EAAE;IACV,MAAM,UAAU,GAAG,CAAC,CAAC,OAAO,KAAK,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC;IACnG,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;QACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;YACpB,CAAC,CAAC,WAAW;YACb,CAAC,CAAC,aAAa;QACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;YACvB,CAAC,CAAC,YAAY;YACd,CAAC,CAAC,YAAY,CAAC;IACnB,MAAM,YAAY,GAAG,CAAC,MAAM,EAAE,kBAAkB,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC;QACjE,CAAC,CAAC,UAAU;QACZ,CAAC,CAAC,CAAC,CAAC,KAAK,KAAK,QAAQ;YACtB,CAAC,CAAC,QAAQ;YACV,CAAC,CAAC,WAAW,CAAC;IAChB,OAAO;QACL,QAAQ,EAAE,CAAC,CAAC,OAAO,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK;QAChD,UAAU;QACV,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;QAC5C,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;QACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;QACtB,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU;QACV,eAAe;QACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;QACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;QAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;QACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;QACtB,YAAY;KACb,CAAC;AACJ,CAAC,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,kBAAkB,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;IAEjE,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,qBAAqB,CAAC,UAAU,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CACjG,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;IAEF,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,qBAAqB,CAAC,UAAU,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CACjG,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;IAEF,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,KAAK,CAAC,uBAAuB,EAAE,uBAAuB,CAAC;SACpD,IAAI;IACH,EAAE;IACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;QACR,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACjB,CAAC,CAAC,CACH;SACA,SAAS,EAAE,CAAC;AACjB,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap } from 'rxjs';\nimport { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nexport const order$ = new Subject<IOrder>();\n\nconst credential = getDefaultCredential();\n\norder$\n .pipe(\n //\n // mergeMap((x) => x),\n writeToSQL({\n terminal: Terminal.fromNodeEnv(),\n tableName: '\"order\"',\n writeInterval: 1000,\n columns: [\n 'order_id',\n 'account_id',\n 'product_id',\n 'position_id',\n 'order_type',\n 'order_direction',\n 'volume',\n 'submit_at',\n 'updated_at',\n 'filled_at',\n 'price',\n 'traded_volume',\n 'traded_price',\n 'order_status',\n 'comment',\n 'profit_correction',\n 'real_profit',\n 'inferred_base_currency_price',\n ],\n conflictKeys: ['account_id', 'order_id'],\n }),\n )\n .subscribe();\n\nconst makeOrder = (\n x: {\n ordType: string;\n side: string;\n posSide: string;\n instType: string;\n instId: string;\n cTime: string;\n uTime: string;\n fillTime: string;\n sz: string;\n accFillSz: string;\n px: string;\n avgPx: string;\n state: string;\n clOrdId: string;\n ordId: string;\n },\n account_id: string,\n): IOrder => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n const order_status = ['live', 'partially_filled'].includes(x.state)\n ? 'ACCEPTED'\n : x.state === 'filled'\n ? 'TRADED'\n : 'CANCELLED';\n return {\n order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n created_at: formatTime(+x.cTime),\n updated_at: formatTime(+x.uTime),\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n order_status,\n };\n};\n\n(async () => {\n const TRADING_ACCOUNT_ID = await getTradingAccountId(credential);\n\n const swapHistoryOrders = defer(() => getTradeOrdersHistory(credential, { instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const swapPendingOrders = defer(() => getTradeOrdersPending(credential, { instType: 'SWAP' })).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n //\n mergeMap((x) =>\n from(x.data || []).pipe(\n //\n map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n ),\n ),\n );\n\n merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n .pipe(\n //\n tap((x) => {\n order$.next(x);\n }),\n )\n .subscribe();\n})();\n"]}
@@ -0,0 +1,34 @@
1
+ import { encodePath } from '@yuants/utils';
2
+ import { getAccountIds } from '../accountInfos/uid';
3
+ import { getTradeOrdersPending } from '../api/private-api';
4
+ export const listOrders = async (credential, account_id) => {
5
+ const accountIds = await getAccountIds(credential);
6
+ if ((accountIds === null || accountIds === void 0 ? void 0 : accountIds.trading) === account_id) {
7
+ const orderRes = await getTradeOrdersPending(credential, {});
8
+ return orderRes.data.map((x) => {
9
+ const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
10
+ const order_direction = x.side === 'buy'
11
+ ? x.posSide === 'long'
12
+ ? 'OPEN_LONG'
13
+ : 'CLOSE_SHORT'
14
+ : x.posSide === 'short'
15
+ ? 'OPEN_SHORT'
16
+ : 'CLOSE_LONG';
17
+ return {
18
+ order_id: x.ordId,
19
+ account_id,
20
+ product_id: encodePath(x.instType, x.instId),
21
+ submit_at: +x.cTime,
22
+ filled_at: +x.fillTime,
23
+ order_type,
24
+ order_direction,
25
+ volume: +x.sz,
26
+ traded_volume: +x.accFillSz,
27
+ price: +x.px,
28
+ traded_price: +x.avgPx,
29
+ };
30
+ });
31
+ }
32
+ throw new Error(`Account ID ${account_id} not found or not a trading account`);
33
+ };
34
+ //# sourceMappingURL=listOrders.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../src/orders/listOrders.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,aAAa,EAAuB,MAAM,qBAAqB,CAAC;AACzE,OAAO,EAAE,qBAAqB,EAAe,MAAM,oBAAoB,CAAC;AAExE,MAAM,CAAC,MAAM,UAAU,GAAG,KAAK,EAAE,UAAuB,EAAE,UAAkB,EAAqB,EAAE;IACjG,MAAM,UAAU,GAAG,MAAM,aAAa,CAAC,UAAU,CAAC,CAAC;IACnD,IAAI,CAAA,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,OAAO,MAAK,UAAU,EAAE;QACtC,MAAM,QAAQ,GAAG,MAAM,qBAAqB,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC;QAC7D,OAAO,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;YAC7B,MAAM,UAAU,GAAG,CAAC,CAAC,OAAO,KAAK,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC;YAEnG,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;gBACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;oBACpB,CAAC,CAAC,WAAW;oBACb,CAAC,CAAC,aAAa;gBACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;oBACvB,CAAC,CAAC,YAAY;oBACd,CAAC,CAAC,YAAY,CAAC;YACnB,OAAO;gBACL,QAAQ,EAAE,CAAC,CAAC,KAAK;gBACjB,UAAU;gBACV,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;gBAC5C,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;gBACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;gBACtB,UAAU;gBACV,eAAe;gBACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;gBACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;gBAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;gBACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;aACvB,CAAC;QACJ,CAAC,CAAC,CAAC;KACJ;IACD,MAAM,IAAI,KAAK,CAAC,cAAc,UAAU,qCAAqC,CAAC,CAAC;AACjF,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { encodePath } from '@yuants/utils';\nimport { getAccountIds, getTradingAccountId } from '../accountInfos/uid';\nimport { getTradeOrdersPending, ICredential } from '../api/private-api';\n\nexport const listOrders = async (credential: ICredential, account_id: string): Promise<IOrder[]> => {\n const accountIds = await getAccountIds(credential);\n if (accountIds?.trading === account_id) {\n const orderRes = await getTradeOrdersPending(credential, {});\n return orderRes.data.map((x) => {\n const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n\n const order_direction =\n x.side === 'buy'\n ? x.posSide === 'long'\n ? 'OPEN_LONG'\n : 'CLOSE_SHORT'\n : x.posSide === 'short'\n ? 'OPEN_SHORT'\n : 'CLOSE_LONG';\n return {\n order_id: x.ordId,\n account_id,\n product_id: encodePath(x.instType, x.instId),\n submit_at: +x.cTime,\n filled_at: +x.fillTime,\n order_type,\n order_direction,\n volume: +x.sz,\n traded_volume: +x.accFillSz,\n price: +x.px,\n traded_price: +x.avgPx,\n };\n });\n }\n throw new Error(`Account ID ${account_id} not found or not a trading account`);\n};\n"]}
package/dist/services.js CHANGED
@@ -1,11 +1,11 @@
1
1
  import { Terminal } from '@yuants/protocol';
2
2
  import { defer } from 'rxjs';
3
- import { getTradingAccountId } from './account';
4
3
  import { getDefaultCredential, postGridAlgoOrder } from './api/private-api';
4
+ import { getTradingAccountId } from './accountInfos/uid';
5
5
  const terminal = Terminal.fromNodeEnv();
6
+ const credential = getDefaultCredential();
6
7
  defer(async () => {
7
- const tradingAccountId = await getTradingAccountId();
8
- const credential = getDefaultCredential();
8
+ const tradingAccountId = await getTradingAccountId(credential);
9
9
  terminal.server.provideService('Grid/Algo-Order', {
10
10
  required: ['account_id'],
11
11
  properties: {
@@ -1 +1 @@
1
- {"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAChD,OAAO,EAAE,oBAAoB,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AAE5E,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,mBAAmB,EAAE,CAAC;IACrD,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;IAE1C,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,EAAE;YACX,MAAM,MAAM,GAAG,MAAM,iBAAiB,CAAC,UAAU,EAAE,GAAG,CAAC,GAAU,CAAC,CAAC;YACnE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC;IACpD,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getDefaultCredential, postGridAlgoOrder } from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ndefer(async () => {\n const tradingAccountId = await getTradingAccountId();\n const credential = getDefaultCredential();\n\n terminal.server.provideService(\n 'Grid/Algo-Order',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n if (msg.req) {\n const result = await postGridAlgoOrder(credential, msg.req as any);\n return { res: { code: 0, message: 'OK', data: result } };\n }\n return { res: { code: 0, message: 'No Params' } };\n },\n );\n}).subscribe();\n"]}
1
+ {"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,oBAAoB,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AAC5E,OAAO,EAAE,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;IAE/D,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE;SACxC;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,EAAE;YACX,MAAM,MAAM,GAAG,MAAM,iBAAiB,CAAC,UAAU,EAAE,GAAG,CAAC,GAAU,CAAC,CAAC;YACnE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC;IACpD,CAAC,CACF,CAAC;AACJ,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getDefaultCredential, postGridAlgoOrder } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nconst terminal = Terminal.fromNodeEnv();\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n const tradingAccountId = await getTradingAccountId(credential);\n\n terminal.server.provideService(\n 'Grid/Algo-Order',\n {\n required: ['account_id'],\n properties: {\n account_id: { const: tradingAccountId },\n },\n },\n async (msg) => {\n if (msg.req) {\n const result = await postGridAlgoOrder(credential, msg.req as any);\n return { res: { code: 0, message: 'OK', data: result } };\n }\n return { res: { code: 0, message: 'No Params' } };\n },\n );\n}).subscribe();\n"]}
@@ -1,13 +1,13 @@
1
1
  import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';
2
2
  import { Terminal } from '@yuants/protocol';
3
3
  import { defer } from 'rxjs';
4
- import { getStrategyAccountId } from './account';
5
4
  import { getStrategyAccountInfo } from './accountInfos';
6
5
  import { getDefaultCredential, getGridPositions } from './api/private-api';
6
+ import { getStrategyAccountId } from './accountInfos/uid';
7
7
  const terminal = Terminal.fromNodeEnv();
8
8
  const credential = getDefaultCredential();
9
9
  defer(async () => {
10
- const strategyAccountId = await getStrategyAccountId();
10
+ const strategyAccountId = await getStrategyAccountId(credential);
11
11
  addAccountMarket(terminal, { account_id: strategyAccountId, market_id: 'OKX' });
12
12
  terminal.server.provideService(`OKX/QueryGridPositions`, {
13
13
  required: ['account_id', 'algoId'],
@@ -1 +1 @@
1
- {"version":3,"file":"strategy-account.js","sourceRoot":"","sources":["../src/strategy-account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,oBAAoB,EAAE,MAAM,WAAW,CAAC;AACjD,OAAO,EAAE,sBAAsB,EAAE,MAAM,gBAAgB,CAAC;AACxD,OAAO,EAAE,oBAAoB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAC;AAE3E,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,iBAAiB,GAAG,MAAM,oBAAoB,EAAE,CAAC;IAEvD,gBAAgB,CAAC,QAAQ,EAAE,EAAE,UAAU,EAAE,iBAAiB,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;IAEhF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,wBAAwB,EACxB;QACE,QAAQ,EAAE,CAAC,YAAY,EAAE,QAAQ,CAAC;QAClC,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,iBAAiB,EAAE;YACxD,MAAM,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC3B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,EAAE;QACF,OAAO;YACL,GAAG,EAAE;gBACH,IAAI,EAAE,CAAC;gBACP,OAAO,EAAE,IAAI;gBACb,IAAI,EAAE,MAAM,gBAAgB,CAAC,UAAU,EAAE,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,EAAE,CAAC;aACnG;SACF,CAAC;IACJ,CAAC,EACD;QACE,qBAAqB,EAAE,EAAE;QACzB,4BAA4B,EAAE,IAAI,EAAE,0BAA0B;KAC/D,CACF,CAAC;IAEF,yBAAyB,CAAC,QAAQ,EAAE,iBAAiB,EAAE,GAAG,EAAE,CAAC,sBAAsB,CAAC,UAAU,CAAC,EAAE;QAC/F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getStrategyAccountId } from './account';\nimport { getStrategyAccountInfo } from './accountInfos';\nimport { getDefaultCredential, getGridPositions } from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n const strategyAccountId = await getStrategyAccountId();\n\n addAccountMarket(terminal, { account_id: strategyAccountId, market_id: 'OKX' });\n\n terminal.server.provideService<\n { account_id: string; algoId: string },\n Awaited<ReturnType<typeof getGridPositions>>\n >(\n `OKX/QueryGridPositions`,\n {\n required: ['account_id', 'algoId'],\n properties: {\n account_id: { type: 'string', const: strategyAccountId },\n algoId: { type: 'string' },\n },\n },\n async (msg) => {\n //\n return {\n res: {\n code: 0,\n message: 'OK',\n data: await getGridPositions(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),\n },\n };\n },\n {\n egress_token_capacity: 20,\n egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)\n },\n );\n\n provideAccountInfoService(terminal, strategyAccountId, () => getStrategyAccountInfo(credential), {\n auto_refresh_interval: 5000,\n });\n}).subscribe();\n"]}
1
+ {"version":3,"file":"strategy-account.js","sourceRoot":"","sources":["../src/strategy-account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,sBAAsB,EAAE,MAAM,gBAAgB,CAAC;AACxD,OAAO,EAAE,oBAAoB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAC;AAC3E,OAAO,EAAE,oBAAoB,EAAE,MAAM,oBAAoB,CAAC;AAE1D,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,iBAAiB,GAAG,MAAM,oBAAoB,CAAC,UAAU,CAAC,CAAC;IAEjE,gBAAgB,CAAC,QAAQ,EAAE,EAAE,UAAU,EAAE,iBAAiB,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;IAEhF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,wBAAwB,EACxB;QACE,QAAQ,EAAE,CAAC,YAAY,EAAE,QAAQ,CAAC;QAClC,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,iBAAiB,EAAE;YACxD,MAAM,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC3B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,EAAE;QACF,OAAO;YACL,GAAG,EAAE;gBACH,IAAI,EAAE,CAAC;gBACP,OAAO,EAAE,IAAI;gBACb,IAAI,EAAE,MAAM,gBAAgB,CAAC,UAAU,EAAE,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,EAAE,GAAG,CAAC,GAAG,CAAC,MAAM,EAAE,CAAC;aACnG;SACF,CAAC;IACJ,CAAC,EACD;QACE,qBAAqB,EAAE,EAAE;QACzB,4BAA4B,EAAE,IAAI,EAAE,0BAA0B;KAC/D,CACF,CAAC;IAEF,yBAAyB,CAAC,QAAQ,EAAE,iBAAiB,EAAE,GAAG,EAAE,CAAC,sBAAsB,CAAC,UAAU,CAAC,EAAE;QAC/F,qBAAqB,EAAE,IAAI;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC","sourcesContent":["import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { defer } from 'rxjs';\nimport { getStrategyAccountInfo } from './accountInfos';\nimport { getDefaultCredential, getGridPositions } from './api/private-api';\nimport { getStrategyAccountId } from './accountInfos/uid';\n\nconst terminal = Terminal.fromNodeEnv();\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n const strategyAccountId = await getStrategyAccountId(credential);\n\n addAccountMarket(terminal, { account_id: strategyAccountId, market_id: 'OKX' });\n\n terminal.server.provideService<\n { account_id: string; algoId: string },\n Awaited<ReturnType<typeof getGridPositions>>\n >(\n `OKX/QueryGridPositions`,\n {\n required: ['account_id', 'algoId'],\n properties: {\n account_id: { type: 'string', const: strategyAccountId },\n algoId: { type: 'string' },\n },\n },\n async (msg) => {\n //\n return {\n res: {\n code: 0,\n message: 'OK',\n data: await getGridPositions(credential, { algoOrdType: 'contract_grid', algoId: msg.req.algoId }),\n },\n };\n },\n {\n egress_token_capacity: 20,\n egress_token_refill_interval: 4000, // 每 4 秒恢复 20 个令牌 (双倍冗余限流)\n },\n );\n\n provideAccountInfoService(terminal, strategyAccountId, () => getStrategyAccountInfo(credential), {\n auto_refresh_interval: 5000,\n });\n}).subscribe();\n"]}
package/dist/trade.js CHANGED
@@ -2,11 +2,11 @@ import { Terminal } from '@yuants/protocol';
2
2
  import { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';
3
3
  import { encodePath, formatTime } from '@yuants/utils';
4
4
  import { defer, repeat, retry, tap, timeout } from 'rxjs';
5
- import { getTradingAccountId } from './account';
6
5
  import { getAccountBillsArchive, getDefaultCredential } from './api/private-api';
6
+ import { getTradingAccountId } from './accountInfos/uid';
7
+ const credential = getDefaultCredential();
7
8
  const tradeParser = async (accountId, params) => {
8
9
  const tradeList = [];
9
- const credential = getDefaultCredential();
10
10
  const result = await getAccountBillsArchive(credential, params);
11
11
  const productIdToProduct = new Map();
12
12
  const productIdSet = new Set();
@@ -131,7 +131,7 @@ const getAccountTradeWithAccountId = async (accountId) => {
131
131
  }));
132
132
  };
133
133
  (async () => {
134
- const account_id = await getTradingAccountId();
134
+ const account_id = await getTradingAccountId(credential);
135
135
  console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);
136
136
  defer(() => getAccountTradeWithAccountId(account_id))
137
137
  .pipe(
package/dist/trade.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"trade.js","sourceRoot":"","sources":["../src/trade.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,2BAA2B,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACjF,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,GAAG,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AAC1D,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAChD,OAAO,EAAE,sBAAsB,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AAEjF,MAAM,WAAW,GAAG,KAAK,EAAE,SAAiB,EAAE,MAA8B,EAAqB,EAAE;IACjG,MAAM,SAAS,GAAa,EAAE,CAAC;IAC/B,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;IAC1C,MAAM,MAAM,GAAG,MAAM,sBAAsB,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAChE,MAAM,kBAAkB,GAAG,IAAI,GAAG,EAAoB,CAAC;IACvD,MAAM,YAAY,GAAG,IAAI,GAAG,EAAU,CAAC;IACvC,IAAI,MAAM,CAAC,IAAI,KAAK,GAAG,IAAI,MAAM,CAAC,IAAI,EAAE;QACtC,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC;QACzB,MAAM,oBAAoB,GAAG,IAAI,GAAG,EAAuB,CAAC;QAC5D,IAAI,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE;;YACpB,YAAY,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC;YACzD,oBAAoB,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,GAAG,CAAC,MAAA,oBAAoB,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,mCAAI,EAAE,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;QACpG,CAAC,CAAC,CAAC;QACH,IAAI,YAAY,CAAC,IAAI,GAAG,CAAC,EAAE;YACzB,MAAM,WAAW,GAAG,MAAM,UAAU,CAClC,QAAQ,CAAC,WAAW,EAAE,EACtB;qDAC6C,KAAK,CAAC,IAAI,CAAC,YAAY,CAAC;iBAClE,GAAG,CAAC,CAAC,SAAS,EAAE,EAAE,CAAC,SAAS,CAAC,SAAS,CAAC,CAAC;iBACxC,IAAI,CAAC,GAAG,CAAC;OACb,CACA,CAAC;YACF,IAAI,WAAW,CAAC,MAAM,GAAG,CAAC,EAAE;gBAC1B,WAAW,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,kBAAkB,CAAC,GAAG,CAAC,CAAC,CAAC,UAAU,EAAE,CAAC,CAAC,CAAC,CAAC;aACrE;SACF;QACD,oBAAoB,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC,EAAE,OAAO,EAAE,EAAE;;YAChD,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,KAAK,MAAM,IAAI,CAAC,CAAC,MAAM,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,KAAK,MAAM,CAAC;gBAAE,OAAO;YAExF,MAAM,KAAK,GAAW;gBACpB,EAAE,EAAE,OAAO;gBACX,UAAU,EAAE,SAAS;gBACrB,UAAU,EAAE,EAAE;gBACd,SAAS,EAAE,EAAE;gBACb,aAAa,EAAE,EAAE;gBACjB,YAAY,EAAE,EAAE;gBAChB,YAAY,EAAE,EAAE;gBAChB,WAAW,EAAE,EAAE;gBACf,GAAG,EAAE,EAAE;gBACP,YAAY,EAAE,EAAE;gBAChB,UAAU,EAAE,GAAG;aAChB,CAAC;YAEF,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE;gBACjB,KAAK,CAAC,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;gBAClF,KAAK,CAAC,UAAU,GAAG,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;gBAC1D,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC,EAAE,CAAC;gBAC7B,IAAI,IAAI,CAAC,QAAQ,KAAK,MAAM,EAAE;oBAC5B,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,WAAW,CAAC;oBACxD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,YAAY,CAAC;oBACzD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,WAAW,CAAC;oBACxD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,YAAY,CAAC;oBACzD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,YAAY,CAAC;oBACzD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,aAAa,CAAC;oBAC1D,KAAK,CAAC,aAAa,GAAG,IAAI,CAAC,EAAE,CAAC;oBAC9B,KAAK,CAAC,YAAY,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;iBACrE;gBACD,IAAI,IAAI,CAAC,QAAQ,KAAK,MAAM,EAAE;oBAC5B,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG,EAAE;wBACxB,IAAI,IAAI,CAAC,GAAG,KAAK,MAAM,EAAE;4BACvB,KAAK,CAAC,SAAS,GAAG,WAAW,CAAC;yBAC/B;6BAAM;4BACL,KAAK,CAAC,SAAS,GAAG,YAAY,CAAC;yBAChC;qBACF;oBAED,IAAI,IAAI,CAAC,GAAG,KAAK,MAAM,EAAE;wBACvB,KAAK,CAAC,aAAa,GAAG,IAAI,CAAC,EAAE,CAAC;qBAC/B;oBACD,IAAI,IAAI,CAAC,GAAG,KAAK,MAAM,EAAE;wBACvB,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC,EAAE,CAAC;qBAC9B;iBACF;gBACD,MAAM;gBACN,IAAI,IAAI,CAAC,GAAG,KAAK,GAAG,EAAE;oBACpB,KAAK,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;oBAClD,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC;iBAC/B;YACH,CAAC,CAAC,CAAC;YACH,KAAK,CAAC,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC;YACxD,IAAI,kBAAkB,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE;gBAC5C,KAAK,CAAC,YAAY,GAAG,CACnB,CAAC,KAAK,CAAC,YAAY,GAAG,CAAC,CAAC,MAAA,MAAA,kBAAkB,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,0CAAE,WAAW,mCAAI,CAAC,CAAC,CACpF,CAAC,QAAQ,EAAE,CAAC;aACd;iBAAM;gBACL,MAAM,IAAI,KAAK,CAAC,sCAAsC,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;aAC3E;YACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QACxB,CAAC,CAAC,CAAC;KACJ;IACD,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAEF,MAAM,4BAA4B,GAAG,KAAK,EAAE,SAAiB,EAAE,EAAE;;IAC/D,MAAM,YAAY,GAAG,MAAM,UAAU,CACnC,QAAQ,CAAC,WAAW,EAAE,EACtB;2CACuC,SAAS,CAAC,SAAS,CAAC;GAC5D,CACA,CAAC;IACF,MAAM,MAAM,GAA2B;QACrC,IAAI,EAAE,GAAG;QACT,KAAK,EAAE,CAAC,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,IAAI,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,QAAQ,EAAE;KACxE,CAAC;IACF,IAAI,YAAY,CAAC,MAAM,KAAK,CAAC,EAAE;QAC7B,MAAM,CAAC,OAAO,CAAC,GAAG,IAAI,IAAI,CAAC,MAAA,YAAY,CAAC,CAAC,CAAC,CAAC,UAAU,mCAAI,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE,CAAC;KAClF;IACD,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,iBAAiB,EAAE,WAAW,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;IAC5F,MAAM,SAAS,GAAG,MAAM,WAAW,CAAC,SAAS,EAAE,MAAM,CAAC,CAAC;IACvD,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,iBAAiB,EAAE,cAAc,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;IAClG,MAAM,UAAU,CACd,QAAQ,CAAC,WAAW,EAAE,EACtB,2BAA2B,CAAC,SAAS,EAAE,OAAO,EAAE;QAC9C,OAAO,EAAE;YACP,IAAI;YACJ,YAAY;YACZ,YAAY;YACZ,eAAe;YACf,cAAc;YACd,cAAc;YACd,WAAW;YACX,KAAK;YACL,cAAc;YACd,YAAY;SACb;QACD,YAAY,EAAE,CAAC,IAAI,CAAC;KACrB,CAAC,CACH,CAAC;AACJ,CAAC,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,UAAU,GAAG,MAAM,mBAAmB,EAAE,CAAC;IAC/C,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,iBAAiB,EAAE,cAAc,UAAU,EAAE,CAAC,CAAC;IACnF,KAAK,CAAC,GAAG,EAAE,CAAC,4BAA4B,CAAC,UAAU,CAAC,CAAC;SAClD,IAAI;IACH,EAAE;IACF,OAAO,CAAC,KAAM,CAAC,EAAE,aAAa;IAC9B,GAAG,CAAC;QACF,KAAK,EAAE,CAAC,GAAG,EAAE,EAAE;YACb,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,sBAAsB,EAAE,GAAG,CAAC,CAAC;QACrE,CAAC;KACF,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACzB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB;SACA,SAAS,EAAE,CAAC;AACjB,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, repeat, retry, tap, timeout } from 'rxjs';\nimport { getTradingAccountId } from './account';\nimport { getAccountBillsArchive, getDefaultCredential } from './api/private-api';\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n const tradeList: ITrade[] = [];\n const credential = getDefaultCredential();\n const result = await getAccountBillsArchive(credential, params);\n const productIdToProduct = new Map<string, IProduct>();\n const productIdSet = new Set<string>();\n if (result.code === '0' && result.data) {\n const data = result.data;\n const mapTradeIdToBillList = new Map<string, typeof data>();\n data.forEach((item) => {\n productIdSet.add(encodePath(item.instType, item.instId));\n mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n });\n if (productIdSet.size > 0) {\n const productList = await requestSQL<IProduct[]>(\n Terminal.fromNodeEnv(),\n `\n select * from product where product_id in (${Array.from(productIdSet)\n .map((productId) => escapeSQL(productId))\n .join(',')})\n `,\n );\n if (productList.length > 0) {\n productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n }\n }\n mapTradeIdToBillList.forEach(async (v, tradeId) => {\n if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n const trade: ITrade = {\n id: tradeId,\n account_id: accountId,\n product_id: '',\n direction: '',\n traded_volume: '',\n traded_price: '',\n traded_value: '',\n post_volume: '',\n fee: '',\n fee_currency: '',\n created_at: '0',\n };\n\n v.forEach((bill) => {\n trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n trade.product_id = encodePath(bill.instType, bill.instId);\n trade.traded_price = bill.px;\n if (bill.instType === 'SWAP') {\n if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n trade.traded_volume = bill.sz;\n trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n }\n if (bill.instType === 'SPOT') {\n if (bill.subType === '1') {\n if (bill.ccy !== 'USDT') {\n trade.direction = 'OPEN_LONG';\n } else {\n trade.direction = 'CLOSE_LONG';\n }\n }\n\n if (bill.ccy !== 'USDT') {\n trade.traded_volume = bill.sz;\n }\n if (bill.ccy === 'USDT') {\n trade.traded_value = bill.sz;\n }\n }\n // fee\n if (bill.fee !== '0') {\n trade.fee = Math.abs(Number(bill.fee)).toString();\n trade.fee_currency = bill.ccy;\n }\n });\n trade.created_at = formatTime(Number(trade.created_at));\n if (productIdToProduct.has(trade.product_id)) {\n trade.traded_value = (\n +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n ).toString();\n } else {\n throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n }\n tradeList.push(trade);\n });\n }\n return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n const currentTrade = await requestSQL<ITrade[]>(\n Terminal.fromNodeEnv(),\n `\n select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n `,\n );\n const params: Record<string, string> = {\n type: '2',\n begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n };\n if (currentTrade.length === 1) {\n params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n }\n console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n const tradeList = await tradeParser(accountId, params);\n console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n await requestSQL(\n Terminal.fromNodeEnv(),\n buildInsertManyIntoTableSQL(tradeList, 'trade', {\n columns: [\n 'id',\n 'account_id',\n 'product_id',\n 'traded_volume',\n 'traded_value',\n 'traded_price',\n 'direction',\n 'fee',\n 'fee_currency',\n 'created_at',\n ],\n conflictKeys: ['id'],\n }),\n );\n};\n\n(async () => {\n const account_id = await getTradingAccountId();\n console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定:10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n})();\n"]}
1
+ {"version":3,"file":"trade.js","sourceRoot":"","sources":["../src/trade.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,2BAA2B,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACjF,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,GAAG,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AAC1D,OAAO,EAAE,sBAAsB,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AACjF,OAAO,EAAE,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AAEzD,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAE1C,MAAM,WAAW,GAAG,KAAK,EAAE,SAAiB,EAAE,MAA8B,EAAqB,EAAE;IACjG,MAAM,SAAS,GAAa,EAAE,CAAC;IAC/B,MAAM,MAAM,GAAG,MAAM,sBAAsB,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAChE,MAAM,kBAAkB,GAAG,IAAI,GAAG,EAAoB,CAAC;IACvD,MAAM,YAAY,GAAG,IAAI,GAAG,EAAU,CAAC;IACvC,IAAI,MAAM,CAAC,IAAI,KAAK,GAAG,IAAI,MAAM,CAAC,IAAI,EAAE;QACtC,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC;QACzB,MAAM,oBAAoB,GAAG,IAAI,GAAG,EAAuB,CAAC;QAC5D,IAAI,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE;;YACpB,YAAY,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC;YACzD,oBAAoB,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,GAAG,CAAC,MAAA,oBAAoB,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,mCAAI,EAAE,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;QACpG,CAAC,CAAC,CAAC;QACH,IAAI,YAAY,CAAC,IAAI,GAAG,CAAC,EAAE;YACzB,MAAM,WAAW,GAAG,MAAM,UAAU,CAClC,QAAQ,CAAC,WAAW,EAAE,EACtB;qDAC6C,KAAK,CAAC,IAAI,CAAC,YAAY,CAAC;iBAClE,GAAG,CAAC,CAAC,SAAS,EAAE,EAAE,CAAC,SAAS,CAAC,SAAS,CAAC,CAAC;iBACxC,IAAI,CAAC,GAAG,CAAC;OACb,CACA,CAAC;YACF,IAAI,WAAW,CAAC,MAAM,GAAG,CAAC,EAAE;gBAC1B,WAAW,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,kBAAkB,CAAC,GAAG,CAAC,CAAC,CAAC,UAAU,EAAE,CAAC,CAAC,CAAC,CAAC;aACrE;SACF;QACD,oBAAoB,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC,EAAE,OAAO,EAAE,EAAE;;YAChD,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,KAAK,MAAM,IAAI,CAAC,CAAC,MAAM,KAAK,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,KAAK,MAAM,CAAC;gBAAE,OAAO;YAExF,MAAM,KAAK,GAAW;gBACpB,EAAE,EAAE,OAAO;gBACX,UAAU,EAAE,SAAS;gBACrB,UAAU,EAAE,EAAE;gBACd,SAAS,EAAE,EAAE;gBACb,aAAa,EAAE,EAAE;gBACjB,YAAY,EAAE,EAAE;gBAChB,YAAY,EAAE,EAAE;gBAChB,WAAW,EAAE,EAAE;gBACf,GAAG,EAAE,EAAE;gBACP,YAAY,EAAE,EAAE;gBAChB,UAAU,EAAE,GAAG;aAChB,CAAC;YAEF,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE;gBACjB,KAAK,CAAC,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;gBAClF,KAAK,CAAC,UAAU,GAAG,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;gBAC1D,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC,EAAE,CAAC;gBAC7B,IAAI,IAAI,CAAC,QAAQ,KAAK,MAAM,EAAE;oBAC5B,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,WAAW,CAAC;oBACxD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,YAAY,CAAC;oBACzD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,WAAW,CAAC;oBACxD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,YAAY,CAAC;oBACzD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,YAAY,CAAC;oBACzD,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG;wBAAE,KAAK,CAAC,SAAS,GAAG,aAAa,CAAC;oBAC1D,KAAK,CAAC,aAAa,GAAG,IAAI,CAAC,EAAE,CAAC;oBAC9B,KAAK,CAAC,YAAY,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;iBACrE;gBACD,IAAI,IAAI,CAAC,QAAQ,KAAK,MAAM,EAAE;oBAC5B,IAAI,IAAI,CAAC,OAAO,KAAK,GAAG,EAAE;wBACxB,IAAI,IAAI,CAAC,GAAG,KAAK,MAAM,EAAE;4BACvB,KAAK,CAAC,SAAS,GAAG,WAAW,CAAC;yBAC/B;6BAAM;4BACL,KAAK,CAAC,SAAS,GAAG,YAAY,CAAC;yBAChC;qBACF;oBAED,IAAI,IAAI,CAAC,GAAG,KAAK,MAAM,EAAE;wBACvB,KAAK,CAAC,aAAa,GAAG,IAAI,CAAC,EAAE,CAAC;qBAC/B;oBACD,IAAI,IAAI,CAAC,GAAG,KAAK,MAAM,EAAE;wBACvB,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC,EAAE,CAAC;qBAC9B;iBACF;gBACD,MAAM;gBACN,IAAI,IAAI,CAAC,GAAG,KAAK,GAAG,EAAE;oBACpB,KAAK,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;oBAClD,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC;iBAC/B;YACH,CAAC,CAAC,CAAC;YACH,KAAK,CAAC,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC;YACxD,IAAI,kBAAkB,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE;gBAC5C,KAAK,CAAC,YAAY,GAAG,CACnB,CAAC,KAAK,CAAC,YAAY,GAAG,CAAC,CAAC,MAAA,MAAA,kBAAkB,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,0CAAE,WAAW,mCAAI,CAAC,CAAC,CACpF,CAAC,QAAQ,EAAE,CAAC;aACd;iBAAM;gBACL,MAAM,IAAI,KAAK,CAAC,sCAAsC,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;aAC3E;YACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QACxB,CAAC,CAAC,CAAC;KACJ;IACD,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAEF,MAAM,4BAA4B,GAAG,KAAK,EAAE,SAAiB,EAAE,EAAE;;IAC/D,MAAM,YAAY,GAAG,MAAM,UAAU,CACnC,QAAQ,CAAC,WAAW,EAAE,EACtB;2CACuC,SAAS,CAAC,SAAS,CAAC;GAC5D,CACA,CAAC;IACF,MAAM,MAAM,GAA2B;QACrC,IAAI,EAAE,GAAG;QACT,KAAK,EAAE,CAAC,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,IAAI,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,QAAQ,EAAE;KACxE,CAAC;IACF,IAAI,YAAY,CAAC,MAAM,KAAK,CAAC,EAAE;QAC7B,MAAM,CAAC,OAAO,CAAC,GAAG,IAAI,IAAI,CAAC,MAAA,YAAY,CAAC,CAAC,CAAC,CAAC,UAAU,mCAAI,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE,CAAC;KAClF;IACD,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,iBAAiB,EAAE,WAAW,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;IAC5F,MAAM,SAAS,GAAG,MAAM,WAAW,CAAC,SAAS,EAAE,MAAM,CAAC,CAAC;IACvD,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,iBAAiB,EAAE,cAAc,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;IAClG,MAAM,UAAU,CACd,QAAQ,CAAC,WAAW,EAAE,EACtB,2BAA2B,CAAC,SAAS,EAAE,OAAO,EAAE;QAC9C,OAAO,EAAE;YACP,IAAI;YACJ,YAAY;YACZ,YAAY;YACZ,eAAe;YACf,cAAc;YACd,cAAc;YACd,WAAW;YACX,KAAK;YACL,cAAc;YACd,YAAY;SACb;QACD,YAAY,EAAE,CAAC,IAAI,CAAC;KACrB,CAAC,CACH,CAAC;AACJ,CAAC,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,UAAU,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;IACzD,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,iBAAiB,EAAE,cAAc,UAAU,EAAE,CAAC,CAAC;IACnF,KAAK,CAAC,GAAG,EAAE,CAAC,4BAA4B,CAAC,UAAU,CAAC,CAAC;SAClD,IAAI;IACH,EAAE;IACF,OAAO,CAAC,KAAM,CAAC,EAAE,aAAa;IAC9B,GAAG,CAAC;QACF,KAAK,EAAE,CAAC,GAAG,EAAE,EAAE;YACb,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,sBAAsB,EAAE,GAAG,CAAC,CAAC;QACrE,CAAC;KACF,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACzB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB;SACA,SAAS,EAAE,CAAC;AACjB,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, repeat, retry, tap, timeout } from 'rxjs';\nimport { getAccountBillsArchive, getDefaultCredential } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nconst credential = getDefaultCredential();\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n const tradeList: ITrade[] = [];\n const result = await getAccountBillsArchive(credential, params);\n const productIdToProduct = new Map<string, IProduct>();\n const productIdSet = new Set<string>();\n if (result.code === '0' && result.data) {\n const data = result.data;\n const mapTradeIdToBillList = new Map<string, typeof data>();\n data.forEach((item) => {\n productIdSet.add(encodePath(item.instType, item.instId));\n mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n });\n if (productIdSet.size > 0) {\n const productList = await requestSQL<IProduct[]>(\n Terminal.fromNodeEnv(),\n `\n select * from product where product_id in (${Array.from(productIdSet)\n .map((productId) => escapeSQL(productId))\n .join(',')})\n `,\n );\n if (productList.length > 0) {\n productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n }\n }\n mapTradeIdToBillList.forEach(async (v, tradeId) => {\n if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) return;\n\n const trade: ITrade = {\n id: tradeId,\n account_id: accountId,\n product_id: '',\n direction: '',\n traded_volume: '',\n traded_price: '',\n traded_value: '',\n post_volume: '',\n fee: '',\n fee_currency: '',\n created_at: '0',\n };\n\n v.forEach((bill) => {\n trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n trade.product_id = encodePath(bill.instType, bill.instId);\n trade.traded_price = bill.px;\n if (bill.instType === 'SWAP') {\n if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n trade.traded_volume = bill.sz;\n trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n }\n if (bill.instType === 'SPOT') {\n if (bill.subType === '1') {\n if (bill.ccy !== 'USDT') {\n trade.direction = 'OPEN_LONG';\n } else {\n trade.direction = 'CLOSE_LONG';\n }\n }\n\n if (bill.ccy !== 'USDT') {\n trade.traded_volume = bill.sz;\n }\n if (bill.ccy === 'USDT') {\n trade.traded_value = bill.sz;\n }\n }\n // fee\n if (bill.fee !== '0') {\n trade.fee = Math.abs(Number(bill.fee)).toString();\n trade.fee_currency = bill.ccy;\n }\n });\n trade.created_at = formatTime(Number(trade.created_at));\n if (productIdToProduct.has(trade.product_id)) {\n trade.traded_value = (\n +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n ).toString();\n } else {\n throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n }\n tradeList.push(trade);\n });\n }\n return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n const currentTrade = await requestSQL<ITrade[]>(\n Terminal.fromNodeEnv(),\n `\n select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n `,\n );\n const params: Record<string, string> = {\n type: '2',\n begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n };\n if (currentTrade.length === 1) {\n params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n }\n console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n const tradeList = await tradeParser(accountId, params);\n console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n await requestSQL(\n Terminal.fromNodeEnv(),\n buildInsertManyIntoTableSQL(tradeList, 'trade', {\n columns: [\n 'id',\n 'account_id',\n 'product_id',\n 'traded_volume',\n 'traded_value',\n 'traded_price',\n 'direction',\n 'fee',\n 'fee_currency',\n 'created_at',\n ],\n conflictKeys: ['id'],\n }),\n );\n};\n\n(async () => {\n const account_id = await getTradingAccountId(credential);\n console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n defer(() => getAccountTradeWithAccountId(account_id))\n .pipe(\n //\n timeout(10_000), // 超时设定:10 秒\n tap({\n error: (err) => {\n console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n },\n }),\n repeat({ delay: 30_000 }),\n retry({ delay: 5000 }),\n )\n .subscribe();\n})();\n"]}
package/dist/transfer.js CHANGED
@@ -3,13 +3,12 @@ import { Terminal } from '@yuants/protocol';
3
3
  import { addAccountTransferAddress } from '@yuants/transfer';
4
4
  import { formatTime } from '@yuants/utils';
5
5
  import { defer } from 'rxjs';
6
- import { accountConfigCache } from './account';
7
- import { getAssetCurrencies, getAssetDepositAddress, getAssetDepositHistory, getAssetWithdrawalHistory, getDefaultCredential, getSubAccountList, postAssetTransfer, postAssetWithdrawal, postFinanceSavingsPurchaseRedempt, } from './api/private-api';
6
+ import { getAccountConfig, getAssetCurrencies, getAssetDepositAddress, getAssetDepositHistory, getAssetWithdrawalHistory, getDefaultCredential, getSubAccountList, postAssetTransfer, postAssetWithdrawal, postFinanceSavingsPurchaseRedempt, } from './api/private-api';
8
7
  const terminal = Terminal.fromNodeEnv();
9
8
  const credential = getDefaultCredential();
10
9
  const cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600000 });
11
10
  defer(async () => {
12
- const account_config = await accountConfigCache.query('');
11
+ const account_config = await getAccountConfig(credential);
13
12
  if (!account_config)
14
13
  throw new Error('Failed to get account config');
15
14
  console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));