@yuants/vendor-okx 0.27.11 → 0.28.0

package/lib/experimental/exchange.js

@@ -0,0 +1,48 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const private_api_1 = require("../api/private-api");
+const cancelOrder_1 = require("./cancelOrder");
+const getOrders_1 = require("./getOrders");
+const getPositions_1 = require("./getPositions");
+const modifyOrder_1 = require("./modifyOrder");
+const product_1 = require("./product");
+const submitOrder_1 = require("./submitOrder");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+(0, exchange_1.provideExchangeServices)(terminal, {
+    name: 'OKX',
+    credentialSchema: {
+        type: 'object',
+        required: ['access_key', 'secret_key', 'passphrase'],
+        properties: {
+            access_key: { type: 'string' },
+            secret_key: { type: 'string' },
+            passphrase: { type: 'string' },
+        },
+    },
+    getCredentialId: async function (credential) {
+        var _a, _b;
+        const accountConfig = await (0, private_api_1.getAccountConfig)(credential);
+        const uid = (_b = (_a = accountConfig.data) === null || _a === void 0 ? void 0 : _a[0]) === null || _b === void 0 ? void 0 : _b.uid;
+        if (!uid)
+            throw (0, utils_1.newError)('OKX_CREDENTIAL_INVALID', { credential });
+        return (0, utils_1.encodePath)('OKX', uid);
+    },
+    listProducts: product_1.listProducts,
+    getPositions: getPositions_1.getPositions,
+    getOrders: getOrders_1.getOrders,
+    getPositionsByProductId: async (credential, product_id) => {
+        const positions = await (0, getPositions_1.getPositions)(credential);
+        return positions.filter((x) => x.product_id === product_id);
+    },
+    getOrdersByProductId: async (credential, product_id) => {
+        const orders = await (0, getOrders_1.getOrders)(credential);
+        return orders.filter((x) => x.product_id === product_id);
+    },
+    submitOrder: submitOrder_1.submitOrder,
+    modifyOrder: modifyOrder_1.modifyOrder,
+    cancelOrder: cancelOrder_1.cancelOrder,
+});
+//# sourceMappingURL=exchange.js.map

package/lib/experimental/exchange.js.map

@@ -0,0 +1 @@
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package/lib/experimental/getOrders.d.ts

@@ -0,0 +1,4 @@
+import { IOrder } from '@yuants/data-order';
+import { ICredential } from '../api/private-api';
+export declare const getOrders: (credential: ICredential) => Promise<IOrder[]>;
+//# sourceMappingURL=getOrders.d.ts.map

package/lib/experimental/getOrders.d.ts.map

@@ -0,0 +1 @@
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package/lib/experimental/getOrders.js

@@ -0,0 +1,35 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getOrders = void 0;
+const utils_1 = require("@yuants/utils");
+const private_api_1 = require("../api/private-api");
+const getOrders = async function (credential) {
+    const orders = [];
+    const orderRes = await (0, private_api_1.getTradeOrdersPending)(credential, {});
+    for (const x of orderRes.data || []) {
+        const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
+        const order_direction = x.side === 'buy'
+            ? x.posSide === 'long'
+                ? 'OPEN_LONG'
+                : 'CLOSE_SHORT'
+            : x.posSide === 'short'
+                ? 'OPEN_SHORT'
+                : 'CLOSE_LONG';
+        orders.push({
+            order_id: x.ordId,
+            account_id: '',
+            product_id: (0, utils_1.encodePath)('OKX', x.instType, x.instId),
+            submit_at: +x.cTime,
+            filled_at: +x.fillTime,
+            order_type,
+            order_direction,
+            volume: +x.sz,
+            traded_volume: +x.accFillSz,
+            price: +x.px,
+            traded_price: +x.avgPx,
+        });
+    }
+    return orders;
+};
+exports.getOrders = getOrders;
+//# sourceMappingURL=getOrders.js.map

package/lib/experimental/getOrders.js.map

@@ -0,0 +1 @@
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package/lib/experimental/getPositions.d.ts

@@ -0,0 +1,4 @@
+import { IPosition } from '@yuants/data-account';
+import { ICredential } from '../api/private-api';
+export declare const getPositions: (credential: ICredential) => Promise<IPosition[]>;
+//# sourceMappingURL=getPositions.d.ts.map

package/lib/experimental/getPositions.d.ts.map

@@ -0,0 +1 @@
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package/lib/experimental/getPositions.js

@@ -0,0 +1,105 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPositions = void 0;
+const data_account_1 = require("@yuants/data-account");
+const utils_1 = require("@yuants/utils");
+const trading_1 = require("../accountInfos/trading");
+const private_api_1 = require("../api/private-api");
+const product_1 = require("./product");
+const getPositions = async (credential) => {
+    var _a, _b, _c, _d, _e, _f, _g, _h, _j;
+    const positions = [];
+    const [positionsApi, balanceApi, assetBalancesApi, offersApi, flexibleLoanInfoApi] = await Promise.all([
+        // Trading Accounts
+        (0, private_api_1.getAccountPositions)(credential, {}),
+        (0, private_api_1.getAccountBalance)(credential, {}),
+        // Funding Accounts
+        (0, private_api_1.getAssetBalances)(credential, {}),
+        // Earning Accounts
+        (0, private_api_1.getFinanceSavingsBalance)(credential, {}),
+        // Loan Accounts
+        (0, private_api_1.getFlexibleLoanInfo)(credential),
+    ]);
+    // 现货头寸
+    for (const detail of ((_b = (_a = balanceApi.data) === null || _a === void 0 ? void 0 : _a[0]) === null || _b === void 0 ? void 0 : _b.details) || []) {
+        const volume = +((_c = detail.cashBal) !== null && _c !== void 0 ? _c : 0);
+        const free_volume = Math.min(volume, // free should no more than balance if there is much profits
+        +((_d = detail.availEq) !== null && _d !== void 0 ? _d : 0));
+        const product_id = (0, utils_1.encodePath)('OKX', 'SPOT', `${detail.ccy}-USDT`);
+        positions.push((0, data_account_1.makeSpotPosition)({
+            position_id: product_id,
+            datasource_id: 'OKX',
+            product_id: product_id,
+            volume: volume,
+            free_volume: free_volume,
+            closable_price: (0, trading_1.getSpotPrice)(detail.ccy),
+        }));
+    }
+    for (const x of positionsApi.data || []) {
+        const direction = x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';
+        const volume = Math.abs(+x.pos);
+        const product_id = (0, utils_1.encodePath)('OKX', x.instType, x.instId);
+        const closable_price = +x.last;
+        const theProduct = await product_1.productCache.query(product_id);
+        const valuation = ((_e = theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) !== null && _e !== void 0 ? _e : 1) * volume * closable_price || 0;
+        positions.push({
+            position_id: x.posId,
+            datasource_id: 'OKX',
+            product_id,
+            direction,
+            volume: volume,
+            free_volume: +x.availPos,
+            closable_price,
+            position_price: +x.avgPx,
+            floating_profit: +x.upl,
+            valuation,
+        });
+    }
+    for (const x of assetBalancesApi.data || []) {
+        positions.push((0, data_account_1.makeSpotPosition)({
+            datasource_id: 'OKX',
+            position_id: (0, utils_1.encodePath)('OKX', 'FUNDING-ASSET', `${x.ccy}`),
+            product_id: (0, utils_1.encodePath)('OKX', 'FUNDING-ASSET', `${x.ccy}`),
+            volume: +x.bal,
+            free_volume: +x.bal,
+            closable_price: (0, trading_1.getSpotPrice)(x.ccy),
+        }));
+    }
+    for (const offer of offersApi.data || []) {
+        positions.push((0, data_account_1.makeSpotPosition)({
+            position_id: (0, utils_1.encodePath)('OKX', 'EARNING-ASSET', `${offer.ccy}`),
+            datasource_id: 'OKX',
+            product_id: (0, utils_1.encodePath)('OKX', 'EARNING-ASSET', `${offer.ccy}`),
+            volume: +offer.amt,
+            free_volume: +offer.amt,
+            closable_price: (0, trading_1.getSpotPrice)(offer.ccy),
+        }));
+    }
+    for (const loan of ((_g = (_f = flexibleLoanInfoApi.data) === null || _f === void 0 ? void 0 : _f[0]) === null || _g === void 0 ? void 0 : _g.loanData) || []) {
+        positions.push({
+            datasource_id: 'OKX',
+            position_id: (0, utils_1.encodePath)('OKX', 'LOAN', `${loan.ccy}`),
+            product_id: (0, utils_1.encodePath)('OKX', 'LOAN', `${loan.ccy}`),
+            volume: +loan.amt,
+            free_volume: +loan.amt,
+            direction: 'SHORT',
+            position_price: 0,
+            closable_price: (0, trading_1.getSpotPrice)(loan.ccy),
+            floating_profit: -(0, trading_1.getSpotPrice)(loan.ccy) * +loan.amt,
+            valuation: (0, trading_1.getSpotPrice)(loan.ccy) * +loan.amt,
+        });
+    }
+    for (const collateral of ((_j = (_h = flexibleLoanInfoApi.data) === null || _h === void 0 ? void 0 : _h[0]) === null || _j === void 0 ? void 0 : _j.collateralData) || []) {
+        positions.push((0, data_account_1.makeSpotPosition)({
+            position_id: (0, utils_1.encodePath)('OKX', 'COLLATERAL', `${collateral.ccy}`),
+            datasource_id: 'OKX',
+            product_id: (0, utils_1.encodePath)('OKX', 'COLLATERAL', `${collateral.ccy}`),
+            volume: +collateral.amt,
+            free_volume: +collateral.amt,
+            closable_price: (0, trading_1.getSpotPrice)(collateral.ccy),
+        }));
+    }
+    return positions;
+};
+exports.getPositions = getPositions;
+//# sourceMappingURL=getPositions.js.map

package/lib/experimental/getPositions.js.map

@@ -0,0 +1 @@
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{ IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getSpotPrice } from '../accountInfos/trading';\nimport {\n  getAccountBalance,\n  getAccountPositions,\n  getAssetBalances,\n  getFinanceSavingsBalance,\n  getFlexibleLoanInfo,\n  ICredential,\n} from '../api/private-api';\nimport { productCache } from './product';\n\nexport const getPositions = async (credential: ICredential): Promise<IPosition[]> => {\n  const positions: IPosition[] = [];\n\n  const [positionsApi, balanceApi, assetBalancesApi, offersApi, flexibleLoanInfoApi] = await Promise.all([\n    // Trading Accounts\n    getAccountPositions(credential, {}),\n    getAccountBalance(credential, {}),\n    // Funding Accounts\n    getAssetBalances(credential, {}),\n    // Earning Accounts\n    getFinanceSavingsBalance(credential, {}),\n    // Loan Accounts\n    getFlexibleLoanInfo(credential),\n  ]);\n\n  // 现货头寸\n  for (const detail of balanceApi.data?.[0]?.details || []) {\n    const volume = +(detail.cashBal ?? 0);\n    const free_volume = Math.min(\n      volume, // free should no more than balance if there is much profits\n      +(detail.availEq ?? 0),\n    );\n\n    const product_id = encodePath('OKX', 'SPOT', `${detail.ccy}-USDT`);\n    positions.push(\n      makeSpotPosition({\n        position_id: product_id,\n        datasource_id: 'OKX',\n        product_id: product_id,\n        volume: volume,\n        free_volume: free_volume,\n        closable_price: getSpotPrice(detail.ccy),\n      }),\n    );\n  }\n  for (const x of positionsApi.data || []) {\n    const direction =\n      x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n    const volume = Math.abs(+x.pos);\n    const product_id = encodePath('OKX', x.instType, x.instId);\n    const closable_price = +x.last;\n    const theProduct = await productCache.query(product_id);\n    const valuation = (theProduct?.value_scale ?? 1) * volume * closable_price || 0;\n\n    positions.push({\n      position_id: x.posId,\n      datasource_id: 'OKX',\n      product_id,\n      direction,\n      volume: volume,\n      free_volume: +x.availPos,\n      closable_price,\n      position_price: +x.avgPx,\n      floating_profit: +x.upl,\n      valuation,\n    });\n  }\n\n  for (const x of assetBalancesApi.data || []) {\n    positions.push(\n      makeSpotPosition({\n        datasource_id: 'OKX',\n        position_id: encodePath('OKX', 'FUNDING-ASSET', `${x.ccy}`),\n        product_id: encodePath('OKX', 'FUNDING-ASSET', `${x.ccy}`),\n        volume: +x.bal,\n        free_volume: +x.bal,\n        closable_price: getSpotPrice(x.ccy),\n      }),\n    );\n  }\n\n  for (const offer of offersApi.data || []) {\n    positions.push(\n      makeSpotPosition({\n        position_id: encodePath('OKX', 'EARNING-ASSET', `${offer.ccy}`),\n        datasource_id: 'OKX',\n        product_id: encodePath('OKX', 'EARNING-ASSET', `${offer.ccy}`),\n        volume: +offer.amt,\n        free_volume: +offer.amt,\n        closable_price: getSpotPrice(offer.ccy),\n      }),\n    );\n  }\n\n  for (const loan of flexibleLoanInfoApi.data?.[0]?.loanData || []) {\n    positions.push({\n      datasource_id: 'OKX',\n      position_id: encodePath('OKX', 'LOAN', `${loan.ccy}`),\n      product_id: encodePath('OKX', 'LOAN', `${loan.ccy}`),\n      volume: +loan.amt,\n      free_volume: +loan.amt,\n      direction: 'SHORT',\n      position_price: 0,\n      closable_price: getSpotPrice(loan.ccy),\n      floating_profit: -getSpotPrice(loan.ccy) * +loan.amt,\n      valuation: getSpotPrice(loan.ccy) * +loan.amt,\n    });\n  }\n\n  for (const collateral of flexibleLoanInfoApi.data?.[0]?.collateralData || []) {\n    positions.push(\n      makeSpotPosition({\n        position_id: encodePath('OKX', 'COLLATERAL', `${collateral.ccy}`),\n        datasource_id: 'OKX',\n        product_id: encodePath('OKX', 'COLLATERAL', `${collateral.ccy}`),\n        volume: +collateral.amt,\n        free_volume: +collateral.amt,\n        closable_price: getSpotPrice(collateral.ccy),\n      }),\n    );\n  }\n\n  return positions;\n};\n"]}

package/lib/experimental/modifyOrder.d.ts

@@ -0,0 +1,4 @@
+import { IOrder } from '@yuants/data-order';
+import { ICredential } from '../api/private-api';
+export declare const modifyOrder: (credential: ICredential, order: IOrder) => Promise<void>;
+//# sourceMappingURL=modifyOrder.d.ts.map

package/lib/experimental/modifyOrder.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"modifyOrder.d.ts","sourceRoot":"","sources":["../../src/experimental/modifyOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAG5C,OAAO,EAAE,WAAW,EAAuB,MAAM,oBAAoB,CAAC;AAItE,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,kBAiEvE,CAAC"}

package/lib/experimental/modifyOrder.js

@@ -0,0 +1,62 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.modifyOrder = void 0;
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const private_api_1 = require("../api/private-api");
+const product_1 = require("../public-data/product");
+const quote_1 = require("../public-data/quote");
+const modifyOrder = async (credential, order) => {
+    const [, instType, instId] = (0, utils_1.decodePath)(order.product_id);
+    const params = {
+        instId,
+        ordId: order.order_id, // 使用现有订单ID
+    };
+    // 如果需要修改价格
+    if (order.price !== undefined) {
+        params.newPx = order.price.toString();
+    }
+    // 如果需要修改数量
+    if (order.volume !== undefined) {
+        // 处理数量修改，类似于 SubmitOrder 中的逻辑
+        if (instType === 'SWAP') {
+            params.newSz = order.volume.toString();
+        }
+        else if (instType === 'SPOT') {
+            params.newSz = order.volume.toString();
+        }
+        else if (instType === 'MARGIN') {
+            if (order.order_type === 'LIMIT') {
+                params.newSz = order.volume.toString();
+            }
+            if (order.order_type === 'MAKER') {
+                params.newSz = order.volume.toString();
+            }
+            if (order.order_type === 'MARKET') {
+                // 对于市价单，可能需要根据当前价格计算新的数量
+                const price = await (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.map)((x) => order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
+                    ? +x[instId].askPx
+                    : +x[instId].bidPx)));
+                if (!price) {
+                    throw new Error(`invalid tick: ${price}`);
+                }
+                console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'price', price);
+                const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
+                if (!theProduct) {
+                    throw new Error(`Unknown product: ${order.position_id}`);
+                }
+                params.newSz = (0, utils_1.roundToStep)(order.volume * price, theProduct.volume_step).toString();
+            }
+        }
+        else {
+            throw new Error(`Unknown instType: ${instType}`);
+        }
+    }
+    console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
+    const res = await (0, private_api_1.postTradeAmendOrder)(credential, params);
+    if (res.code !== '0') {
+        throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);
+    }
+};
+exports.modifyOrder = modifyOrder;
+//# sourceMappingURL=modifyOrder.js.map

package/lib/experimental/modifyOrder.js.map

@@ -0,0 +1 @@
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package/lib/experimental/product.d.ts

@@ -0,0 +1,4 @@
+import { IProduct } from '@yuants/data-product';
+export declare const productCache: import("@yuants/cache").ICache<IProduct>;
+export declare const listProducts: () => Promise<IProduct[]>;
+//# sourceMappingURL=product.d.ts.map

package/lib/experimental/product.d.ts.map

@@ -0,0 +1 @@
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package/lib/experimental/product.js

@@ -0,0 +1,94 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.listProducts = exports.productCache = void 0;
+const data_product_1 = require("@yuants/data-product");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+exports.productCache = (0, data_product_1.createClientProductCache)(terminal, { expire: 3600000 });
+const listProducts = async () => {
+    const products = [];
+    // Get all instrument types in parallel
+    const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([
+        (0, public_api_1.getInstruments)({ instType: 'SWAP' }),
+        (0, public_api_1.getInstruments)({ instType: 'MARGIN' }),
+        (0, public_api_1.getInstruments)({ instType: 'SPOT' }),
+    ]);
+    // Get USDT swap products
+    for (const instrument of swapInstruments.data || []) {
+        if (instrument.ctType === 'linear' && +instrument.lever > 0) {
+            products.push({
+                datasource_id: 'OKX',
+                product_id: (0, utils_1.encodePath)('OKX', instrument.instType, instrument.instId),
+                name: `${instrument.ctValCcy}-${instrument.settleCcy}-PERP`,
+                base_currency: instrument.ctValCcy,
+                quote_currency: instrument.settleCcy,
+                value_scale: +instrument.ctVal,
+                volume_step: +instrument.lotSz,
+                price_step: +instrument.tickSz,
+                margin_rate: 1 / +instrument.lever,
+                value_scale_unit: '',
+                value_based_cost: 0,
+                volume_based_cost: 0,
+                max_position: 0,
+                max_volume: 0,
+                allow_long: true,
+                allow_short: true,
+                market_id: 'OKX',
+                no_interest_rate: false,
+            });
+        }
+    }
+    // Get margin products
+    for (const instrument of marginInstruments.data || []) {
+        if (+instrument.lever > 0) {
+            products.push({
+                datasource_id: 'OKX',
+                product_id: (0, utils_1.encodePath)('OKX', instrument.instType, instrument.instId),
+                base_currency: instrument.baseCcy,
+                quote_currency: instrument.quoteCcy,
+                value_scale: 1,
+                volume_step: +instrument.lotSz,
+                price_step: +instrument.tickSz,
+                margin_rate: 1 / +instrument.lever,
+                name: `${instrument.baseCcy}-${instrument.quoteCcy}-MARGIN`,
+                value_scale_unit: '',
+                value_based_cost: 0,
+                volume_based_cost: 0,
+                max_position: 0,
+                max_volume: 0,
+                allow_long: true,
+                allow_short: true,
+                market_id: 'OKX',
+                no_interest_rate: false,
+            });
+        }
+    }
+    // Get spot products
+    for (const instrument of spotInstruments.data || []) {
+        products.push({
+            datasource_id: 'OKX',
+            product_id: (0, utils_1.encodePath)('OKX', instrument.instType, instrument.instId),
+            base_currency: instrument.baseCcy,
+            quote_currency: instrument.quoteCcy,
+            value_scale: 1,
+            volume_step: +instrument.lotSz,
+            price_step: +instrument.tickSz,
+            margin_rate: 1,
+            name: `${instrument.baseCcy}-${instrument.quoteCcy}-SPOT`,
+            value_scale_unit: '',
+            value_based_cost: 0,
+            volume_based_cost: 0,
+            max_position: 0,
+            max_volume: 0,
+            allow_long: true,
+            allow_short: true,
+            market_id: 'OKX',
+            no_interest_rate: true,
+        });
+    }
+    return products;
+};
+exports.listProducts = listProducts;
+//# sourceMappingURL=product.js.map

package/lib/experimental/product.js.map

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{ createClientProductCache, IProduct } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getInstruments } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const productCache = createClientProductCache(terminal, { expire: 3600_000 });\n\nexport const listProducts = async (): Promise<IProduct[]> => {\n  const products: IProduct[] = [];\n\n  // Get all instrument types in parallel\n  const [swapInstruments, marginInstruments, spotInstruments] = await Promise.all([\n    getInstruments({ instType: 'SWAP' }),\n    getInstruments({ instType: 'MARGIN' }),\n    getInstruments({ instType: 'SPOT' }),\n  ]);\n\n  // Get USDT swap products\n  for (const instrument of swapInstruments.data || []) {\n    if (instrument.ctType === 'linear' && +instrument.lever > 0) {\n      products.push({\n        datasource_id: 'OKX',\n        product_id: encodePath('OKX', instrument.instType, instrument.instId),\n        name: `${instrument.ctValCcy}-${instrument.settleCcy}-PERP`,\n        base_currency: instrument.ctValCcy,\n        quote_currency: instrument.settleCcy,\n        value_scale: +instrument.ctVal,\n        volume_step: +instrument.lotSz,\n        price_step: +instrument.tickSz,\n        margin_rate: 1 / +instrument.lever,\n        value_scale_unit: '',\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'OKX',\n        no_interest_rate: false,\n      });\n    }\n  }\n\n  // Get margin products\n  for (const instrument of marginInstruments.data || []) {\n    if (+instrument.lever > 0) {\n      products.push({\n        datasource_id: 'OKX',\n        product_id: encodePath('OKX', instrument.instType, instrument.instId),\n        base_currency: instrument.baseCcy,\n        quote_currency: instrument.quoteCcy,\n        value_scale: 1,\n        volume_step: +instrument.lotSz,\n        price_step: +instrument.tickSz,\n        margin_rate: 1 / +instrument.lever,\n        name: `${instrument.baseCcy}-${instrument.quoteCcy}-MARGIN`,\n        value_scale_unit: '',\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'OKX',\n        no_interest_rate: false,\n      });\n    }\n  }\n\n  // Get spot products\n  for (const instrument of spotInstruments.data || []) {\n    products.push({\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', instrument.instType, instrument.instId),\n      base_currency: instrument.baseCcy,\n      quote_currency: instrument.quoteCcy,\n      value_scale: 1,\n      volume_step: +instrument.lotSz,\n      price_step: +instrument.tickSz,\n      margin_rate: 1,\n      name: `${instrument.baseCcy}-${instrument.quoteCcy}-SPOT`,\n      value_scale_unit: '',\n      value_based_cost: 0,\n      volume_based_cost: 0,\n      max_position: 0,\n      max_volume: 0,\n      allow_long: true,\n      allow_short: true,\n      market_id: 'OKX',\n      no_interest_rate: true,\n    });\n  }\n  return products;\n};\n"]}

package/lib/experimental/submitOrder.d.ts

@@ -0,0 +1,6 @@
+import { IOrder } from '@yuants/data-order';
+import { ICredential } from '../api/private-api';
+export declare const submitOrder: (credential: ICredential, order: IOrder) => Promise<{
+    order_id: string;
+}>;
+//# sourceMappingURL=submitOrder.d.ts.map

package/lib/experimental/submitOrder.d.ts.map

@@ -0,0 +1 @@
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package/lib/experimental/submitOrder.js

@@ -0,0 +1,113 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.submitOrder = void 0;
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const private_api_1 = require("../api/private-api");
+const product_1 = require("../public-data/product");
+const quote_1 = require("../public-data/quote");
+const mapOrderDirectionToSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_SHORT':
+            return 'buy';
+        case 'OPEN_SHORT':
+        case 'CLOSE_LONG':
+            return 'sell';
+    }
+    throw new Error(`Unknown direction: ${direction}`);
+};
+const mapOrderDirectionToPosSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_LONG':
+            return 'long';
+        case 'CLOSE_SHORT':
+        case 'OPEN_SHORT':
+            return 'short';
+    }
+    throw new Error(`Unknown direction: ${direction}`);
+};
+const mapOrderTypeToOrdType = (order_type) => {
+    switch (order_type) {
+        case 'LIMIT':
+            return 'limit';
+        case 'MARKET':
+            return 'market';
+        case 'MAKER':
+            return 'post_only';
+    }
+    throw new Error(`Unknown order type: ${order_type}`);
+};
+const submitOrder = async (credential, order) => {
+    var _a, _b, _c;
+    const [, instType, instId] = (0, utils_1.decodePath)(order.product_id);
+    // 交易数量，表示要购买或者出售的数量。
+    // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
+    // 当币币杠杆以市价买入时，指计价货币的数量。
+    // 当币币杠杆以市价卖出时，指交易货币的数量。
+    // 对于币币市价单，单位由 tgtCcy 决定
+    // 当交割、永续、期权买入和卖出时，指合约张数。
+    const mapOrderVolumeToSz = async (order) => {
+        if (instType === 'SWAP') {
+            return order.volume;
+        }
+        if (instType === 'MARGIN') {
+            if (order.order_type === 'LIMIT') {
+                return order.volume;
+            }
+            if (order.order_type === 'MAKER') {
+                return order.volume;
+            }
+            if (order.order_type === 'MARKET') {
+                if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
+                    return order.volume;
+                }
+                //
+                const price = await (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.map)((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
+                    ? +x[instId].askPx
+                    : +x[instId].bidPx)));
+                if (!price) {
+                    throw new Error(`invalid tick: ${price}`);
+                }
+                console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'price', price);
+                const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
+                if (!theProduct) {
+                    throw new Error(`Unknown product: ${order.position_id}`);
+                }
+                return (0, utils_1.roundToStep)(order.volume * price, theProduct.volume_step);
+            }
+            return 0;
+        }
+        if (instType === 'SPOT') {
+            return order.volume;
+        }
+        throw new Error(`Unknown instType: ${instType}`);
+    };
+    const params = {
+        instId,
+        tdMode: instType === 'SPOT' ? 'cash' : 'cross',
+        side: mapOrderDirectionToSide(order.order_direction),
+        posSide: instType === 'MARGIN' || instType === 'SPOT'
+            ? 'net'
+            : mapOrderDirectionToPosSide(order.order_direction),
+        ordType: mapOrderTypeToOrdType(order.order_type),
+        sz: (await mapOrderVolumeToSz(order)).toString(),
+        tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
+        reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
+            ? 'true'
+            : undefined,
+        px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
+        ccy: instType === 'MARGIN' ? 'USDT' : undefined,
+    };
+    console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
+    const res = await (0, private_api_1.postTradeOrder)(credential, params);
+    if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
+        return { order_id: res.data[0].ordId };
+    }
+    throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data
+        .map((x) => `${x.sCode} ${x.sMsg}`)
+        .join('; ')}`;
+};
+exports.submitOrder = submitOrder;
+//# sourceMappingURL=submitOrder.js.map

package/lib/experimental/submitOrder.js.map

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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } from '../public-data/quote';\n\nconst mapOrderDirectionToSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 'buy';\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return 'sell';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderDirectionToPosSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_LONG':\n      return 'long';\n    case 'CLOSE_SHORT':\n    case 'OPEN_SHORT':\n      return 'short';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderTypeToOrdType = (order_type?: string) => {\n  switch (order_type) {\n    case 'LIMIT':\n      return 'limit';\n    case 'MARKET':\n      return 'market';\n    case 'MAKER':\n      return 'post_only';\n  }\n  throw new Error(`Unknown order type: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  const [, instType, instId] = decodePath(order.product_id);\n\n  // 交易数量，表示要购买或者出售的数量。\n  // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n  // 当币币杠杆以市价买入时，指计价货币的数量。\n  // 当币币杠杆以市价卖出时，指交易货币的数量。\n  // 对于币币市价单，单位由 tgtCcy 决定\n  // 当交割、永续、期权买入和卖出时，指合约张数。\n  const mapOrderVolumeToSz = async (order: IOrder) => {\n    if (instType === 'SWAP') {\n      return order.volume;\n    }\n    if (instType === 'MARGIN') {\n      if (order.order_type === 'LIMIT') {\n        return order.volume;\n      }\n      if (order.order_type === 'MAKER') {\n        return order.volume;\n      }\n      if (order.order_type === 'MARKET') {\n        if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n          return order.volume;\n        }\n        //\n        const price = await firstValueFrom(\n          spotMarketTickers$.pipe(\n            map((x) =>\n              mapOrderDirectionToPosSide(order.order_direction) === 'long'\n                ? +x[instId].askPx\n                : +x[instId].bidPx,\n            ),\n          ),\n        );\n        if (!price) {\n          throw new Error(`invalid tick: ${price}`);\n        }\n        console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n        const theProduct = await firstValueFrom(\n          productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n        );\n        if (!theProduct) {\n          throw new Error(`Unknown product: ${order.position_id}`);\n        }\n        return roundToStep(order.volume * price, theProduct.volume_step!);\n      }\n\n      return 0;\n    }\n\n    if (instType === 'SPOT') {\n      return order.volume;\n    }\n\n    throw new Error(`Unknown instType: ${instType}`);\n  };\n\n  const params = {\n    instId,\n    tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n    side: mapOrderDirectionToSide(order.order_direction),\n    posSide:\n      instType === 'MARGIN' || instType === 'SPOT'\n        ? 'net'\n        : mapOrderDirectionToPosSide(order.order_direction),\n    ordType: mapOrderTypeToOrdType(order.order_type),\n    sz: (await mapOrderVolumeToSz(order)).toString(),\n    tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n    reduceOnly:\n      instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n        ? 'true'\n        : undefined,\n    px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n    ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n  };\n  console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n  const res = await postTradeOrder(credential, params);\n  if (res.code === '0' && res.data?.[0]?.ordId) {\n    return { order_id: res.data[0].ordId };\n  }\n  throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data\n    .map((x) => `${x.sCode} ${x.sMsg}`)\n    .join('; ')}`;\n};\n"]}

package/lib/index.d.ts

@@ -1,6 +1,7 @@
 import './account';
 import './account-actions-with-credential';
 import './api-service';
+import './experimental/exchange';
 import './order';
 import './order-actions';
 import './order-actions-with-credential';

package/lib/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,yBAAyB,CAAC;AACjC,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"}

package/lib/index.js

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 require("./account");
 require("./account-actions-with-credential");
 require("./api-service");
+require("./experimental/exchange");
 require("./order");
 require("./order-actions");
 require("./order-actions-with-credential");