@yuants/vendor-okx 0.27.6 → 0.27.8
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/orders/submitOrder.js +3 -1
- package/dist/orders/submitOrder.js.map +1 -1
- package/lib/orders/submitOrder.d.ts.map +1 -1
- package/lib/orders/submitOrder.js +3 -1
- package/lib/orders/submitOrder.js.map +1 -1
- package/package.json +17 -17
- package/temp/package-deps.json +21 -21
- package/dist/cli.js +0 -3
- package/dist/cli.js.map +0 -1
- package/lib/cli.d.ts +0 -3
- package/lib/cli.d.ts.map +0 -1
- package/lib/cli.js +0 -5
- package/lib/cli.js.map +0 -1
|
@@ -102,6 +102,8 @@ export const submitOrder = async (credential, order) => {
|
|
|
102
102
|
if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
|
|
103
103
|
return { order_id: res.data[0].ordId };
|
|
104
104
|
}
|
|
105
|
-
throw `Failed to submit order: ${res.code} ${res.msg}
|
|
105
|
+
throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data
|
|
106
|
+
.map((x) => `${x.sCode} ${x.sMsg}`)
|
|
107
|
+
.join('; ')}`;
|
|
106
108
|
};
|
|
107
109
|
//# sourceMappingURL=submitOrder.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAC3C,OAAO,EAAe,cAAc,EAAE,MAAM,oBAAoB,CAAC;AACjE,OAAO,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAC;AACxD,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,uBAAuB,GAAG,CAAC,SAAkB,EAAE,EAAE;IACrD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,aAAa;YAChB,OAAO,KAAK,CAAC;QACf,KAAK,YAAY,CAAC;QAClB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;KACjB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,0BAA0B,GAAG,CAAC,SAAkB,EAAE,EAAE;IACxD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;QAChB,KAAK,aAAa,CAAC;QACnB,KAAK,YAAY;YACf,OAAO,OAAO,CAAC;KAClB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,qBAAqB,GAAG,CAAC,UAAmB,EAAE,EAAE;IACpD,QAAQ,UAAU,EAAE;QAClB,KAAK,OAAO;YACV,OAAO,OAAO,CAAC;QACjB,KAAK,QAAQ;YACX,OAAO,QAAQ,CAAC;QAClB,KAAK,OAAO;YACV,OAAO,WAAW,CAAC;KACtB;IACD,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;AACvD,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAiC,EAAE;;IACzG,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAExD,qBAAqB;IACrB,6BAA6B;IAC7B,wBAAwB;IACxB,wBAAwB;IACxB,wBAAwB;IACxB,yBAAyB;IACzB,MAAM,kBAAkB,GAAG,KAAK,EAAE,KAAa,EAAE,EAAE;QACjD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QACD,IAAI,QAAQ,KAAK,QAAQ,EAAE;YACzB,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,EAAE;oBACpF,OAAO,KAAK,CAAC,MAAM,CAAC;iBACrB;gBACD,EAAE;gBACF,MAAM,KAAK,GAAG,MAAM,cAAc,CAChC,kBAAkB,CAAC,IAAI,CACrB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACR,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC,KAAK,MAAM;oBAC1D,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK;oBAClB,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK,CACrB,CACF,CACF,CAAC;gBACF,IAAI,CAAC,KAAK,EAAE;oBACV,MAAM,IAAI,KAAK,CAAC,iBAAiB,KAAK,EAAE,CAAC,CAAC;iBAC3C;gBACD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;gBACpE,MAAM,UAAU,GAAG,MAAM,cAAc,CACrC,cAAc,CAAC,sBAAsB,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,CAChF,CAAC;gBACF,IAAI,CAAC,UAAU,EAAE;oBACf,MAAM,IAAI,KAAK,CAAC,oBAAoB,KAAK,CAAC,WAAW,EAAE,CAAC,CAAC;iBAC1D;gBACD,OAAO,WAAW,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC;aACnE;YAED,OAAO,CAAC,CAAC;SACV;QAED,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QAED,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;IACnD,CAAC,CAAC;IAEF,MAAM,MAAM,GAAG;QACb,MAAM;QACN,MAAM,EAAE,QAAQ,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO;QAC9C,IAAI,EAAE,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC;QACpD,OAAO,EACL,QAAQ,KAAK,QAAQ,IAAI,QAAQ,KAAK,MAAM;YAC1C,CAAC,CAAC,KAAK;YACP,CAAC,CAAC,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC;QACvD,OAAO,EAAE,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC;QAChD,EAAE,EAAE,CAAC,MAAM,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,QAAQ,EAAE;QAChD,MAAM,EAAE,QAAQ,KAAK,MAAM,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,SAAS;QACrF,UAAU,EACR,QAAQ,KAAK,QAAQ,IAAI,CAAC,YAAY,EAAE,aAAa,CAAC,CAAC,QAAQ,CAAC,MAAA,KAAK,CAAC,eAAe,mCAAI,EAAE,CAAC;YAC1F,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,SAAS;QACf,EAAE,EAAE,KAAK,CAAC,UAAU,KAAK,OAAO,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,KAAM,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,SAAS;QACtG,GAAG,EAAE,QAAQ,KAAK,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS;KAChD,CAAC;IACF,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;IACtF,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACrD,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,KAAI,MAAA,MAAA,GAAG,CAAC,IAAI,0CAAG,CAAC,CAAC,0CAAE,KAAK,CAAA,EAAE;QAC5C,OAAO,EAAE,QAAQ,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,EAAE,CAAC;KACxC;IACD,MAAM,2BAA2B,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;
|
|
1
|
+
{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAC3C,OAAO,EAAe,cAAc,EAAE,MAAM,oBAAoB,CAAC;AACjE,OAAO,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAC;AACxD,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,uBAAuB,GAAG,CAAC,SAAkB,EAAE,EAAE;IACrD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,aAAa;YAChB,OAAO,KAAK,CAAC;QACf,KAAK,YAAY,CAAC;QAClB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;KACjB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,0BAA0B,GAAG,CAAC,SAAkB,EAAE,EAAE;IACxD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;QAChB,KAAK,aAAa,CAAC;QACnB,KAAK,YAAY;YACf,OAAO,OAAO,CAAC;KAClB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,qBAAqB,GAAG,CAAC,UAAmB,EAAE,EAAE;IACpD,QAAQ,UAAU,EAAE;QAClB,KAAK,OAAO;YACV,OAAO,OAAO,CAAC;QACjB,KAAK,QAAQ;YACX,OAAO,QAAQ,CAAC;QAClB,KAAK,OAAO;YACV,OAAO,WAAW,CAAC;KACtB;IACD,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;AACvD,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAiC,EAAE;;IACzG,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAExD,qBAAqB;IACrB,6BAA6B;IAC7B,wBAAwB;IACxB,wBAAwB;IACxB,wBAAwB;IACxB,yBAAyB;IACzB,MAAM,kBAAkB,GAAG,KAAK,EAAE,KAAa,EAAE,EAAE;QACjD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QACD,IAAI,QAAQ,KAAK,QAAQ,EAAE;YACzB,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,EAAE;oBACpF,OAAO,KAAK,CAAC,MAAM,CAAC;iBACrB;gBACD,EAAE;gBACF,MAAM,KAAK,GAAG,MAAM,cAAc,CAChC,kBAAkB,CAAC,IAAI,CACrB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACR,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC,KAAK,MAAM;oBAC1D,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK;oBAClB,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK,CACrB,CACF,CACF,CAAC;gBACF,IAAI,CAAC,KAAK,EAAE;oBACV,MAAM,IAAI,KAAK,CAAC,iBAAiB,KAAK,EAAE,CAAC,CAAC;iBAC3C;gBACD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;gBACpE,MAAM,UAAU,GAAG,MAAM,cAAc,CACrC,cAAc,CAAC,sBAAsB,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,CAChF,CAAC;gBACF,IAAI,CAAC,UAAU,EAAE;oBACf,MAAM,IAAI,KAAK,CAAC,oBAAoB,KAAK,CAAC,WAAW,EAAE,CAAC,CAAC;iBAC1D;gBACD,OAAO,WAAW,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC;aACnE;YAED,OAAO,CAAC,CAAC;SACV;QAED,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QAED,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;IACnD,CAAC,CAAC;IAEF,MAAM,MAAM,GAAG;QACb,MAAM;QACN,MAAM,EAAE,QAAQ,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO;QAC9C,IAAI,EAAE,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC;QACpD,OAAO,EACL,QAAQ,KAAK,QAAQ,IAAI,QAAQ,KAAK,MAAM;YAC1C,CAAC,CAAC,KAAK;YACP,CAAC,CAAC,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC;QACvD,OAAO,EAAE,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC;QAChD,EAAE,EAAE,CAAC,MAAM,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,QAAQ,EAAE;QAChD,MAAM,EAAE,QAAQ,KAAK,MAAM,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,SAAS;QACrF,UAAU,EACR,QAAQ,KAAK,QAAQ,IAAI,CAAC,YAAY,EAAE,aAAa,CAAC,CAAC,QAAQ,CAAC,MAAA,KAAK,CAAC,eAAe,mCAAI,EAAE,CAAC;YAC1F,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,SAAS;QACf,EAAE,EAAE,KAAK,CAAC,UAAU,KAAK,OAAO,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,KAAM,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,SAAS;QACtG,GAAG,EAAE,QAAQ,KAAK,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS;KAChD,CAAC;IACF,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;IACtF,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACrD,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,KAAI,MAAA,MAAA,GAAG,CAAC,IAAI,0CAAG,CAAC,CAAC,0CAAE,KAAK,CAAA,EAAE;QAC5C,OAAO,EAAE,QAAQ,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,EAAE,CAAC;KACxC;IACD,MAAM,2BAA2B,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,KAAK,GAAG,CAAC,IAAI;SAC9D,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,GAAG,CAAC,CAAC,KAAK,IAAI,CAAC,CAAC,IAAI,EAAE,CAAC;SAClC,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC;AAClB,CAAC,CAAC","sourcesContent":["import { 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"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAG5C,OAAO,EAAE,WAAW,EAAkB,MAAM,oBAAoB,CAAC;AAwCjE,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,KAAG,QAAQ;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,
|
|
1
|
+
{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAG5C,OAAO,EAAE,WAAW,EAAkB,MAAM,oBAAoB,CAAC;AAwCjE,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,KAAG,QAAQ;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAmFtG,CAAC"}
|
|
@@ -105,7 +105,9 @@ const submitOrder = async (credential, order) => {
|
|
|
105
105
|
if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
|
|
106
106
|
return { order_id: res.data[0].ordId };
|
|
107
107
|
}
|
|
108
|
-
throw `Failed to submit order: ${res.code} ${res.msg}
|
|
108
|
+
throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data
|
|
109
|
+
.map((x) => `${x.sCode} ${x.sMsg}`)
|
|
110
|
+
.join('; ')}`;
|
|
109
111
|
};
|
|
110
112
|
exports.submitOrder = submitOrder;
|
|
111
113
|
//# sourceMappingURL=submitOrder.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":";;;AACA,yCAAoE;AACpE,+BAA2C;AAC3C,oDAAiE;AACjE,oDAAwD;AACxD,gDAA0D;AAE1D,MAAM,uBAAuB,GAAG,CAAC,SAAkB,EAAE,EAAE;IACrD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,aAAa;YAChB,OAAO,KAAK,CAAC;QACf,KAAK,YAAY,CAAC;QAClB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;KACjB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,0BAA0B,GAAG,CAAC,SAAkB,EAAE,EAAE;IACxD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;QAChB,KAAK,aAAa,CAAC;QACnB,KAAK,YAAY;YACf,OAAO,OAAO,CAAC;KAClB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,qBAAqB,GAAG,CAAC,UAAmB,EAAE,EAAE;IACpD,QAAQ,UAAU,EAAE;QAClB,KAAK,OAAO;YACV,OAAO,OAAO,CAAC;QACjB,KAAK,QAAQ;YACX,OAAO,QAAQ,CAAC;QAClB,KAAK,OAAO;YACV,OAAO,WAAW,CAAC;KACtB;IACD,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;AACvD,CAAC,CAAC;AAEK,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAiC,EAAE;;IACzG,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAExD,qBAAqB;IACrB,6BAA6B;IAC7B,wBAAwB;IACxB,wBAAwB;IACxB,wBAAwB;IACxB,yBAAyB;IACzB,MAAM,kBAAkB,GAAG,KAAK,EAAE,KAAa,EAAE,EAAE;QACjD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QACD,IAAI,QAAQ,KAAK,QAAQ,EAAE;YACzB,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,EAAE;oBACpF,OAAO,KAAK,CAAC,MAAM,CAAC;iBACrB;gBACD,EAAE;gBACF,MAAM,KAAK,GAAG,MAAM,IAAA,qBAAc,EAChC,0BAAkB,CAAC,IAAI,CACrB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CACR,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC,KAAK,MAAM;oBAC1D,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK;oBAClB,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK,CACrB,CACF,CACF,CAAC;gBACF,IAAI,CAAC,KAAK,EAAE;oBACV,MAAM,IAAI,KAAK,CAAC,iBAAiB,KAAK,EAAE,CAAC,CAAC;iBAC3C;gBACD,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;gBACpE,MAAM,UAAU,GAAG,MAAM,IAAA,qBAAc,EACrC,wBAAc,CAAC,sBAAsB,CAAC,IAAI,CAAC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,CAChF,CAAC;gBACF,IAAI,CAAC,UAAU,EAAE;oBACf,MAAM,IAAI,KAAK,CAAC,oBAAoB,KAAK,CAAC,WAAW,EAAE,CAAC,CAAC;iBAC1D;gBACD,OAAO,IAAA,mBAAW,EAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC;aACnE;YAED,OAAO,CAAC,CAAC;SACV;QAED,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QAED,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;IACnD,CAAC,CAAC;IAEF,MAAM,MAAM,GAAG;QACb,MAAM;QACN,MAAM,EAAE,QAAQ,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO;QAC9C,IAAI,EAAE,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC;QACpD,OAAO,EACL,QAAQ,KAAK,QAAQ,IAAI,QAAQ,KAAK,MAAM;YAC1C,CAAC,CAAC,KAAK;YACP,CAAC,CAAC,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC;QACvD,OAAO,EAAE,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC;QAChD,EAAE,EAAE,CAAC,MAAM,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,QAAQ,EAAE;QAChD,MAAM,EAAE,QAAQ,KAAK,MAAM,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,SAAS;QACrF,UAAU,EACR,QAAQ,KAAK,QAAQ,IAAI,CAAC,YAAY,EAAE,aAAa,CAAC,CAAC,QAAQ,CAAC,MAAA,KAAK,CAAC,eAAe,mCAAI,EAAE,CAAC;YAC1F,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,SAAS;QACf,EAAE,EAAE,KAAK,CAAC,UAAU,KAAK,OAAO,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,KAAM,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,SAAS;QACtG,GAAG,EAAE,QAAQ,KAAK,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS;KAChD,CAAC;IACF,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;IACtF,MAAM,GAAG,GAAG,MAAM,IAAA,4BAAc,EAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACrD,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,KAAI,MAAA,MAAA,GAAG,CAAC,IAAI,0CAAG,CAAC,CAAC,0CAAE,KAAK,CAAA,EAAE;QAC5C,OAAO,EAAE,QAAQ,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,EAAE,CAAC;KACxC;IACD,MAAM,2BAA2B,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;
|
|
1
|
+
{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":";;;AACA,yCAAoE;AACpE,+BAA2C;AAC3C,oDAAiE;AACjE,oDAAwD;AACxD,gDAA0D;AAE1D,MAAM,uBAAuB,GAAG,CAAC,SAAkB,EAAE,EAAE;IACrD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,aAAa;YAChB,OAAO,KAAK,CAAC;QACf,KAAK,YAAY,CAAC;QAClB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;KACjB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,0BAA0B,GAAG,CAAC,SAAkB,EAAE,EAAE;IACxD,QAAQ,SAAS,EAAE;QACjB,KAAK,WAAW,CAAC;QACjB,KAAK,YAAY;YACf,OAAO,MAAM,CAAC;QAChB,KAAK,aAAa,CAAC;QACnB,KAAK,YAAY;YACf,OAAO,OAAO,CAAC;KAClB;IACD,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;AACrD,CAAC,CAAC;AAEF,MAAM,qBAAqB,GAAG,CAAC,UAAmB,EAAE,EAAE;IACpD,QAAQ,UAAU,EAAE;QAClB,KAAK,OAAO;YACV,OAAO,OAAO,CAAC;QACjB,KAAK,QAAQ;YACX,OAAO,QAAQ,CAAC;QAClB,KAAK,OAAO;YACV,OAAO,WAAW,CAAC;KACtB;IACD,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;AACvD,CAAC,CAAC;AAEK,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAiC,EAAE;;IACzG,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAExD,qBAAqB;IACrB,6BAA6B;IAC7B,wBAAwB;IACxB,wBAAwB;IACxB,wBAAwB;IACxB,yBAAyB;IACzB,MAAM,kBAAkB,GAAG,KAAK,EAAE,KAAa,EAAE,EAAE;QACjD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QACD,IAAI,QAAQ,KAAK,QAAQ,EAAE;YACzB,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,OAAO,KAAK,CAAC,MAAM,CAAC;aACrB;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY,EAAE;oBACpF,OAAO,KAAK,CAAC,MAAM,CAAC;iBACrB;gBACD,EAAE;gBACF,MAAM,KAAK,GAAG,MAAM,IAAA,qBAAc,EAChC,0BAAkB,CAAC,IAAI,CACrB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CACR,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC,KAAK,MAAM;oBAC1D,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK;oBAClB,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,KAAK,CACrB,CACF,CACF,CAAC;gBACF,IAAI,CAAC,KAAK,EAAE;oBACV,MAAM,IAAI,KAAK,CAAC,iBAAiB,KAAK,EAAE,CAAC,CAAC;iBAC3C;gBACD,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;gBACpE,MAAM,UAAU,GAAG,MAAM,IAAA,qBAAc,EACrC,wBAAc,CAAC,sBAAsB,CAAC,IAAI,CAAC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,CAChF,CAAC;gBACF,IAAI,CAAC,UAAU,EAAE;oBACf,MAAM,IAAI,KAAK,CAAC,oBAAoB,KAAK,CAAC,WAAW,EAAE,CAAC,CAAC;iBAC1D;gBACD,OAAO,IAAA,mBAAW,EAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC;aACnE;YAED,OAAO,CAAC,CAAC;SACV;QAED,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,OAAO,KAAK,CAAC,MAAM,CAAC;SACrB;QAED,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;IACnD,CAAC,CAAC;IAEF,MAAM,MAAM,GAAG;QACb,MAAM;QACN,MAAM,EAAE,QAAQ,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO;QAC9C,IAAI,EAAE,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC;QACpD,OAAO,EACL,QAAQ,KAAK,QAAQ,IAAI,QAAQ,KAAK,MAAM;YAC1C,CAAC,CAAC,KAAK;YACP,CAAC,CAAC,0BAA0B,CAAC,KAAK,CAAC,eAAe,CAAC;QACvD,OAAO,EAAE,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC;QAChD,EAAE,EAAE,CAAC,MAAM,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,QAAQ,EAAE;QAChD,MAAM,EAAE,QAAQ,KAAK,MAAM,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,SAAS;QACrF,UAAU,EACR,QAAQ,KAAK,QAAQ,IAAI,CAAC,YAAY,EAAE,aAAa,CAAC,CAAC,QAAQ,CAAC,MAAA,KAAK,CAAC,eAAe,mCAAI,EAAE,CAAC;YAC1F,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,SAAS;QACf,EAAE,EAAE,KAAK,CAAC,UAAU,KAAK,OAAO,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,KAAM,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,SAAS;QACtG,GAAG,EAAE,QAAQ,KAAK,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS;KAChD,CAAC;IACF,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;IACtF,MAAM,GAAG,GAAG,MAAM,IAAA,4BAAc,EAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACrD,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,KAAI,MAAA,MAAA,GAAG,CAAC,IAAI,0CAAG,CAAC,CAAC,0CAAE,KAAK,CAAA,EAAE;QAC5C,OAAO,EAAE,QAAQ,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,EAAE,CAAC;KACxC;IACD,MAAM,2BAA2B,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,KAAK,GAAG,CAAC,IAAI;SAC9D,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,GAAG,CAAC,CAAC,KAAK,IAAI,CAAC,CAAC,IAAI,EAAE,CAAC;SAClC,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC;AAClB,CAAC,CAAC;AAnFW,QAAA,WAAW,eAmFtB","sourcesContent":["import { 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/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/vendor-okx",
|
|
3
|
-
"version": "0.27.
|
|
3
|
+
"version": "0.27.8",
|
|
4
4
|
"main": "lib/index.js",
|
|
5
5
|
"files": [
|
|
6
6
|
"dist",
|
|
@@ -8,22 +8,22 @@
|
|
|
8
8
|
"temp"
|
|
9
9
|
],
|
|
10
10
|
"dependencies": {
|
|
11
|
-
"@yuants/protocol": "0.
|
|
12
|
-
"@yuants/transfer": "0.2.
|
|
13
|
-
"@yuants/data-account": "0.8.
|
|
14
|
-
"@yuants/data-order": "0.6.
|
|
15
|
-
"@yuants/utils": "0.
|
|
16
|
-
"@yuants/cache": "0.3.
|
|
17
|
-
"@yuants/sql": "0.9.
|
|
18
|
-
"@yuants/secret": "0.3.
|
|
19
|
-
"@yuants/data-series": "0.3.
|
|
20
|
-
"@yuants/data-product": "0.4.
|
|
21
|
-
"@yuants/data-ohlc": "0.4.
|
|
22
|
-
"@yuants/data-interest-rate": "0.1.
|
|
23
|
-
"@yuants/data-quote": "0.2.
|
|
24
|
-
"@yuants/data-trade": "0.1.
|
|
11
|
+
"@yuants/protocol": "0.53.1",
|
|
12
|
+
"@yuants/transfer": "0.2.38",
|
|
13
|
+
"@yuants/data-account": "0.8.3",
|
|
14
|
+
"@yuants/data-order": "0.6.5",
|
|
15
|
+
"@yuants/utils": "0.14.0",
|
|
16
|
+
"@yuants/cache": "0.3.3",
|
|
17
|
+
"@yuants/sql": "0.9.29",
|
|
18
|
+
"@yuants/secret": "0.3.12",
|
|
19
|
+
"@yuants/data-series": "0.3.50",
|
|
20
|
+
"@yuants/data-product": "0.4.20",
|
|
21
|
+
"@yuants/data-ohlc": "0.4.21",
|
|
22
|
+
"@yuants/data-interest-rate": "0.1.47",
|
|
23
|
+
"@yuants/data-quote": "0.2.42",
|
|
24
|
+
"@yuants/data-trade": "0.1.20",
|
|
25
|
+
"@yuants/exchange": "0.1.1",
|
|
25
26
|
"rxjs": "~7.5.6",
|
|
26
|
-
"crypto-js": "^4.2.0",
|
|
27
27
|
"ws": "~8.8.1"
|
|
28
28
|
},
|
|
29
29
|
"devDependencies": {
|
|
@@ -33,7 +33,7 @@
|
|
|
33
33
|
"@rushstack/heft-node-rig": "~1.10.7",
|
|
34
34
|
"@types/heft-jest": "1.0.3",
|
|
35
35
|
"@types/node": "22",
|
|
36
|
-
"@yuants/extension": "0.2.
|
|
36
|
+
"@yuants/extension": "0.2.31",
|
|
37
37
|
"@yuants/tool-kit": "0.2.1",
|
|
38
38
|
"typescript": "~4.7.4",
|
|
39
39
|
"ts-node": "~10.9.2",
|
package/temp/package-deps.json
CHANGED
|
@@ -1,13 +1,13 @@
|
|
|
1
1
|
{
|
|
2
|
-
"apps/vendor-okx/CHANGELOG.json": "
|
|
3
|
-
"apps/vendor-okx/CHANGELOG.md": "
|
|
2
|
+
"apps/vendor-okx/CHANGELOG.json": "4ce2995bf5caeeca88e00b86f3f6967e007fa349",
|
|
3
|
+
"apps/vendor-okx/CHANGELOG.md": "db60d99e22d247c6b495281f6c263629555020f9",
|
|
4
4
|
"apps/vendor-okx/README.md": "68caeb8e383d77ece973cd70f4b167b86abb54c3",
|
|
5
5
|
"apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
|
|
6
6
|
"apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
|
7
7
|
"apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
8
8
|
"apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
9
9
|
"apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
|
|
10
|
-
"apps/vendor-okx/package.json": "
|
|
10
|
+
"apps/vendor-okx/package.json": "c6043e519cfd48d4bc00afa9b22a981b37f041bf",
|
|
11
11
|
"apps/vendor-okx/src/account-actions-with-credential.ts": "1a2de787b588e98ceef60b3ffb951f298504bf12",
|
|
12
12
|
"apps/vendor-okx/src/account.ts": "672014c974457b438cf026f763d6eecfe585c82b",
|
|
13
13
|
"apps/vendor-okx/src/accountInfos/earning.ts": "62aaeb3b62fa9197d07ee14155625530cdb9b1cd",
|
|
@@ -21,7 +21,6 @@
|
|
|
21
21
|
"apps/vendor-okx/src/api-service.ts": "f1d977b144b1096965c5990260d9e6c81b08cb8c",
|
|
22
22
|
"apps/vendor-okx/src/api/private-api.ts": "73ab6b99249ebb73769e903cc356627eaf19b433",
|
|
23
23
|
"apps/vendor-okx/src/api/public-api.ts": "05b9cddafd09b5c9f65ce4eaeab42832e7d60449",
|
|
24
|
-
"apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
|
|
25
24
|
"apps/vendor-okx/src/index.ts": "59493ae3757a3daca854330895f15fb0b18d2bc3",
|
|
26
25
|
"apps/vendor-okx/src/order-actions-with-credential.ts": "f58b164c57a776db0fd0ad3a9f7197603ab2f66e",
|
|
27
26
|
"apps/vendor-okx/src/order-actions.ts": "18907924c81ab679bf8a58142fcbc3addd160a94",
|
|
@@ -29,7 +28,7 @@
|
|
|
29
28
|
"apps/vendor-okx/src/orders/cancelOrder.ts": "db8741b6f4ec9caa01bc01748ff297bb1f8b58a7",
|
|
30
29
|
"apps/vendor-okx/src/orders/listOrders.ts": "c4739eb4c0f54391164a7d8e6c7fde44b41cb268",
|
|
31
30
|
"apps/vendor-okx/src/orders/modifyOrder.ts": "ab30a4b204bcf08c2762541a4bbbf01d0e0f2d1a",
|
|
32
|
-
"apps/vendor-okx/src/orders/submitOrder.ts": "
|
|
31
|
+
"apps/vendor-okx/src/orders/submitOrder.ts": "d9200e3cfb2dd2bef090cab768e61c15e5d044d7",
|
|
33
32
|
"apps/vendor-okx/src/public-data/interest_rate.ts": "cd7e761728f504e4bf2b8c791e2bde19810ec46a",
|
|
34
33
|
"apps/vendor-okx/src/public-data/market-order.ts": "c7269e9fe1f339b320e8b4cd98652854446a245c",
|
|
35
34
|
"apps/vendor-okx/src/public-data/ohlc.ts": "0b5a568e30b3070f74b0e64614e8c1cc9ba507fb",
|
|
@@ -43,21 +42,22 @@
|
|
|
43
42
|
"apps/vendor-okx/src/utils/provideSeriesFromTimeBackwardService.ts": "daf3c793eb4fc20e59a740bb69e50fadab5f62f0",
|
|
44
43
|
"apps/vendor-okx/src/ws.ts": "67e46658d3424cc6bf98e534b86036f33607640d",
|
|
45
44
|
"apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
|
|
46
|
-
"apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "
|
|
47
|
-
"libraries/protocol/temp/package-deps.json": "
|
|
48
|
-
"libraries/transfer/temp/package-deps.json": "
|
|
49
|
-
"libraries/data-account/temp/package-deps.json": "
|
|
50
|
-
"libraries/data-order/temp/package-deps.json": "
|
|
51
|
-
"libraries/utils/temp/package-deps.json": "
|
|
52
|
-
"libraries/cache/temp/package-deps.json": "
|
|
53
|
-
"libraries/sql/temp/package-deps.json": "
|
|
54
|
-
"libraries/secret/temp/package-deps.json": "
|
|
55
|
-
"libraries/data-series/temp/package-deps.json": "
|
|
56
|
-
"libraries/data-product/temp/package-deps.json": "
|
|
57
|
-
"libraries/data-ohlc/temp/package-deps.json": "
|
|
58
|
-
"libraries/data-interest-rate/temp/package-deps.json": "
|
|
59
|
-
"libraries/data-quote/temp/package-deps.json": "
|
|
60
|
-
"libraries/data-trade/temp/package-deps.json": "
|
|
61
|
-
"libraries/
|
|
45
|
+
"apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "38417f6f35b760ade667d08782f1175046c7b64d",
|
|
46
|
+
"libraries/protocol/temp/package-deps.json": "14095036ed251977cb3fb362a7e23d8786aaa4c9",
|
|
47
|
+
"libraries/transfer/temp/package-deps.json": "0be7967706065779def1ef1e7f68a9794690599a",
|
|
48
|
+
"libraries/data-account/temp/package-deps.json": "eb3d9ccad211a998fef9e0230e164407bf1b95fc",
|
|
49
|
+
"libraries/data-order/temp/package-deps.json": "cf5b85fc4c5160f51023f7fbdc68a7ed9db5573a",
|
|
50
|
+
"libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
|
|
51
|
+
"libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
|
|
52
|
+
"libraries/sql/temp/package-deps.json": "95cd7209bf6002d530eb37960bac77c793afadd0",
|
|
53
|
+
"libraries/secret/temp/package-deps.json": "23f923765c6fe352db5b6171f1fb247be9fb983c",
|
|
54
|
+
"libraries/data-series/temp/package-deps.json": "d70ec6d1ca7342204a35a1c3619481e226239e73",
|
|
55
|
+
"libraries/data-product/temp/package-deps.json": "60b8abf6f95edc29268f10f0d64331e2f034a3e5",
|
|
56
|
+
"libraries/data-ohlc/temp/package-deps.json": "959dd21977a31d4d9b623425c4c443d33729416d",
|
|
57
|
+
"libraries/data-interest-rate/temp/package-deps.json": "92396227ed3aab2f407bf93c515cf340ac796932",
|
|
58
|
+
"libraries/data-quote/temp/package-deps.json": "5a46a556f6eb8f2c682b092ee4703207e226ea8a",
|
|
59
|
+
"libraries/data-trade/temp/package-deps.json": "0b7571903c8bdbb304e9547f1d05cbf26bbc522a",
|
|
60
|
+
"libraries/exchange/temp/package-deps.json": "68091305dec4ea0dc245f4314f1d474a2c3247d8",
|
|
61
|
+
"libraries/extension/temp/package-deps.json": "9569c553c2f9a7d50b70d8f101fc2d3825aaccb9",
|
|
62
62
|
"tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
|
|
63
63
|
}
|
package/dist/cli.js
DELETED
package/dist/cli.js.map
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"cli.js","sourceRoot":"","sources":["../src/cli.ts"],"names":[],"mappings":";AACA,OAAO,SAAS,CAAC","sourcesContent":["#!/usr/bin/env node\nimport './index';\n"]}
|
package/lib/cli.d.ts
DELETED
package/lib/cli.d.ts.map
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"cli.d.ts","sourceRoot":"","sources":["../src/cli.ts"],"names":[],"mappings":";AACA,OAAO,SAAS,CAAC"}
|
package/lib/cli.js
DELETED
package/lib/cli.js.map
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"cli.js","sourceRoot":"","sources":["../src/cli.ts"],"names":[],"mappings":";;;AACA,mBAAiB","sourcesContent":["#!/usr/bin/env node\nimport './index';\n"]}
|