@yuants/vendor-okx 0.28.4 → 0.29.1
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/experimental/exchange.js +3 -3
- package/dist/experimental/exchange.js.map +1 -1
- package/dist/orders/cancelOrder.js +1 -1
- package/dist/orders/cancelOrder.js.map +1 -1
- package/dist/orders/modifyOrder.js +1 -1
- package/dist/orders/modifyOrder.js.map +1 -1
- package/dist/orders/submitOrder.js +2 -1
- package/dist/orders/submitOrder.js.map +1 -1
- package/dist/services.js +2 -1
- package/dist/services.js.map +1 -1
- package/lib/experimental/exchange.js +3 -3
- package/lib/experimental/exchange.js.map +1 -1
- package/lib/orders/cancelOrder.js +1 -1
- package/lib/orders/cancelOrder.js.map +1 -1
- package/lib/orders/modifyOrder.js +1 -1
- package/lib/orders/modifyOrder.js.map +1 -1
- package/lib/orders/submitOrder.d.ts.map +1 -1
- package/lib/orders/submitOrder.js +2 -1
- package/lib/orders/submitOrder.js.map +1 -1
- package/lib/services.js +2 -1
- package/lib/services.js.map +1 -1
- package/package.json +1 -1
- package/temp/package-deps.json +8 -11
- package/dist/experimental/cancelOrder.js +0 -13
- package/dist/experimental/cancelOrder.js.map +0 -1
- package/dist/experimental/modifyOrder.js +0 -58
- package/dist/experimental/modifyOrder.js.map +0 -1
- package/dist/experimental/submitOrder.js +0 -109
- package/dist/experimental/submitOrder.js.map +0 -1
- package/lib/experimental/cancelOrder.d.ts +0 -4
- package/lib/experimental/cancelOrder.d.ts.map +0 -1
- package/lib/experimental/cancelOrder.js +0 -17
- package/lib/experimental/cancelOrder.js.map +0 -1
- package/lib/experimental/modifyOrder.d.ts +0 -4
- package/lib/experimental/modifyOrder.d.ts.map +0 -1
- package/lib/experimental/modifyOrder.js +0 -62
- package/lib/experimental/modifyOrder.js.map +0 -1
- package/lib/experimental/submitOrder.d.ts +0 -6
- package/lib/experimental/submitOrder.d.ts.map +0 -1
- package/lib/experimental/submitOrder.js +0 -113
- package/lib/experimental/submitOrder.js.map +0 -1
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@@ -2,12 +2,12 @@ import { provideExchangeServices } from '@yuants/exchange';
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import { Terminal } from '@yuants/protocol';
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import { encodePath, newError } from '@yuants/utils';
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import { getAccountConfig } from '../api/private-api';
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import { cancelOrder } from '
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import { cancelOrder } from '../orders/cancelOrder';
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import { modifyOrder } from '../orders/modifyOrder';
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import { submitOrder } from '../orders/submitOrder';
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import { getOrders } from './getOrders';
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import { getPositions } from './getPositions';
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import { modifyOrder } from './modifyOrder';
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import { listProducts } from './product';
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import { submitOrder } from './submitOrder';
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const terminal = Terminal.fromNodeEnv();
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provideExchangeServices(terminal, {
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name: 'OKX',
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/experimental/exchange.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACrD,OAAO,EAAE,gBAAgB,EAAe,MAAM,oBAAoB,CAAC;AACnE,OAAO,EAAE,WAAW,EAAE,MAAM,
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+
{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/experimental/exchange.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACrD,OAAO,EAAE,gBAAgB,EAAe,MAAM,oBAAoB,CAAC;AACnE,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AACpD,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AACpD,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AACpD,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAEzC,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,uBAAuB,CAAc,QAAQ,EAAE;IAC7C,IAAI,EAAE,KAAK;IACX,gBAAgB,EAAE;QAChB,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC;QACpD,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF;IACD,eAAe,EAAE,KAAK,WAAW,UAAuB;;QACtD,MAAM,aAAa,GAAG,MAAM,gBAAgB,CAAC,UAAU,CAAC,CAAC;QACzD,MAAM,GAAG,GAAG,MAAA,MAAA,aAAa,CAAC,IAAI,0CAAG,CAAC,CAAC,0CAAE,GAAG,CAAC;QACzC,IAAI,CAAC,GAAG;YAAE,MAAM,QAAQ,CAAC,wBAAwB,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC;QACnE,OAAO,UAAU,CAAC,KAAK,EAAE,GAAG,CAAC,CAAC;IAChC,CAAC;IACD,YAAY,EAAE,YAAY;IAC1B,YAAY,EAAE,YAAY;IAC1B,SAAS;IACT,uBAAuB,EAAE,KAAK,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE;QACxD,MAAM,SAAS,GAAG,MAAM,YAAY,CAAC,UAAU,CAAC,CAAC;QACjD,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IAC9D,CAAC;IACD,oBAAoB,EAAE,KAAK,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE;QACrD,MAAM,MAAM,GAAG,MAAM,SAAS,CAAC,UAAU,CAAC,CAAC;QAC3C,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IAC3D,CAAC;IACD,WAAW,EAAE,WAAW;IACxB,WAAW,EAAE,WAAW;IACxB,WAAW,EAAE,WAAW;CACzB,CAAC,CAAC","sourcesContent":["import { provideExchangeServices } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, newError } from '@yuants/utils';\nimport { getAccountConfig, ICredential } from '../api/private-api';\nimport { cancelOrder } from '../orders/cancelOrder';\nimport { modifyOrder } from '../orders/modifyOrder';\nimport { submitOrder } from '../orders/submitOrder';\nimport { getOrders } from './getOrders';\nimport { getPositions } from './getPositions';\nimport { listProducts } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideExchangeServices<ICredential>(terminal, {\n name: 'OKX',\n credentialSchema: {\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 getCredentialId: async function (credential: ICredential): Promise<string> {\n const accountConfig = await getAccountConfig(credential);\n const uid = accountConfig.data?.[0]?.uid;\n if (!uid) throw newError('OKX_CREDENTIAL_INVALID', { credential });\n return encodePath('OKX', uid);\n },\n listProducts: listProducts,\n getPositions: getPositions,\n getOrders,\n getPositionsByProductId: async (credential, product_id) => {\n const positions = await getPositions(credential);\n return positions.filter((x) => x.product_id === product_id);\n },\n getOrdersByProductId: async (credential, product_id) => {\n const orders = await getOrders(credential);\n return orders.filter((x) => x.product_id === product_id);\n },\n submitOrder: submitOrder,\n modifyOrder: modifyOrder,\n cancelOrder: cancelOrder,\n});\n"]}
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@@ -1,7 +1,7 @@
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import { decodePath } from '@yuants/utils';
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import { postTradeCancelOrder } from '../api/private-api';
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export const cancelOrder = async (credential, order) => {
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const [
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const [instId] = decodePath(order.product_id).slice(-1);
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const res = await postTradeCancelOrder(credential, {
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instId,
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ordId: order.order_id,
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@@ -1 +1 @@
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-
{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../src/orders/cancelOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAe,oBAAoB,EAAE,MAAM,oBAAoB,CAAC;AAEvE,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,
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{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../src/orders/cancelOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAe,oBAAoB,EAAE,MAAM,oBAAoB,CAAC;AAEvE,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IACxD,MAAM,GAAG,GAAG,MAAM,oBAAoB,CAAC,UAAU,EAAE;QACjD,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS;KACvB,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,6BAA6B,GAAG,CAAC,IAAI,QAAQ,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { ICredential, postTradeCancelOrder } from '../api/private-api';\n\nexport const cancelOrder = async (credential: ICredential, order: IOrder) => {\n const [instId] = decodePath(order.product_id).slice(-1);\n const res = await postTradeCancelOrder(credential, {\n instId,\n ordId: order.order_id!,\n });\n if (res.code !== '0') {\n throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);\n }\n};\n"]}
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@@ -4,7 +4,7 @@ import { postTradeAmendOrder } from '../api/private-api';
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import { productService } from '../public-data/product';
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import { spotMarketTickers$ } from '../public-data/quote';
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export const modifyOrder = async (credential, order) => {
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const [instType, instId] = decodePath(order.product_id);
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const [instType, instId] = decodePath(order.product_id).slice(-2);
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const params = {
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instId,
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ordId: order.order_id, // 使用现有订单ID
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@@ -1 +1 @@
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{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../src/orders/modifyOrder.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,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AACtE,OAAO,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAC;AACxD,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;
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{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../src/orders/modifyOrder.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,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AACtE,OAAO,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAC;AACxD,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAClE,MAAM,MAAM,GAKR;QACF,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS,EAAE,WAAW;KACpC,CAAC;IAEF,WAAW;IACX,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,EAAE;QAC7B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;KACvC;IAED,WAAW;IACX,IAAI,KAAK,CAAC,MAAM,KAAK,SAAS,EAAE;QAC9B,8BAA8B;QAC9B,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,MAAM,EAAE;YAC9B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,QAAQ,EAAE;YAChC,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,yBAAyB;gBACzB,MAAM,KAAK,GAAG,MAAM,cAAc,CAChC,kBAAkB,CAAC,IAAI,CACrB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACR,KAAK,CAAC,eAAe,KAAK,WAAW,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa;oBAC9E,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,MAAM,CAAC,KAAK,GAAG,WAAW,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC,QAAQ,EAAE,CAAC;aACtF;SACF;aAAM;YACL,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;SAClD;KACF;IAED,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;IAEtF,MAAM,GAAG,GAAG,MAAM,mBAAmB,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAC1D,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,4BAA4B,GAAG,CAAC,IAAI,SAAS,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { formatTime, decodePath, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeAmendOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } from '../public-data/quote';\n\nexport const modifyOrder = async (credential: ICredential, order: IOrder) => {\n const [instType, instId] = decodePath(order.product_id).slice(-2);\n const params: {\n instId: string;\n ordId: string;\n newPx?: string;\n newSz?: string;\n } = {\n instId,\n ordId: order.order_id!, // 使用现有订单ID\n };\n\n // 如果需要修改价格\n if (order.price !== undefined) {\n params.newPx = order.price.toString();\n }\n\n // 如果需要修改数量\n if (order.volume !== undefined) {\n // 处理数量修改，类似于 SubmitOrder 中的逻辑\n if (instType === 'SWAP') {\n params.newSz = order.volume.toString();\n } else if (instType === 'SPOT') {\n params.newSz = order.volume.toString();\n } else if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MAKER') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MARKET') {\n // 对于市价单，可能需要根据当前价格计算新的数量\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n }\n } else {\n throw new Error(`Unknown instType: ${instType}`);\n }\n }\n\n console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n const res = await postTradeAmendOrder(credential, params);\n if (res.code !== '0') {\n throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);\n }\n};\n"]}
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@@ -38,7 +38,7 @@ const mapOrderTypeToOrdType = (order_type) => {
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export const submitOrder = async (credential, order) => {
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var _a, _b, _c;
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const [instType, instId] = decodePath(order.product_id);
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const [instType, instId] = decodePath(order.product_id).slice(-2);
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// 交易数量，表示要购买或者出售的数量。
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// 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
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// 当币币杠杆以市价买入时，指计价货币的数量。
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@@ -96,6 +96,7 @@ export const submitOrder = async (credential, order) => {
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: undefined,
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px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
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ccy: instType === 'MARGIN' ? 'USDT' : undefined,
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tag: process.env.BROKER_CODE,
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};
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console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
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const res = await postTradeOrder(credential, params);
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-
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|
|
1
|
+
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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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n // 交易数量，表示要购买或者出售的数量。\n // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n // 当币币杠杆以市价买入时，指计价货币的数量。\n // 当币币杠杆以市价卖出时，指交易货币的数量。\n // 对于币币市价单，单位由 tgtCcy 决定\n // 当交割、永续、期权买入和卖出时，指合约张数。\n const mapOrderVolumeToSz = async (order: IOrder) => {\n if (instType === 'SWAP') {\n return order.volume;\n }\n if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n return order.volume;\n }\n if (order.order_type === 'MAKER') {\n return order.volume;\n }\n if (order.order_type === 'MARKET') {\n if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n return order.volume;\n }\n //\n const price = await firstValueFrom(\n spotMarketTickers$.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 tag: process.env.BROKER_CODE,\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/dist/services.js
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
import { Terminal } from '@yuants/protocol';
|
|
2
2
|
import { defer } from 'rxjs';
|
|
3
|
-
import { getDefaultCredential, postGridAlgoOrder } from './api/private-api';
|
|
4
3
|
import { getTradingAccountId } from './accountInfos/uid';
|
|
4
|
+
import { getDefaultCredential, postGridAlgoOrder } from './api/private-api';
|
|
5
5
|
const terminal = Terminal.fromNodeEnv();
|
|
6
6
|
const credential = getDefaultCredential();
|
|
7
7
|
defer(async () => {
|
|
@@ -13,6 +13,7 @@ defer(async () => {
|
|
|
13
13
|
},
|
|
14
14
|
}, async (msg) => {
|
|
15
15
|
if (msg.req) {
|
|
16
|
+
msg.req.tag = process.env.BROKER_CODE;
|
|
16
17
|
const result = await postGridAlgoOrder(credential, msg.req);
|
|
17
18
|
return { res: { code: 0, message: 'OK', data: result } };
|
|
18
19
|
}
|
package/dist/services.js.map
CHANGED
|
@@ -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,
|
|
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,oBAAoB,CAAC;AACzD,OAAO,EAAE,oBAAoB,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AAE5E,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;IAI/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,GAAG,CAAC,GAAG,CAAC,GAAG,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,CAAC;YACtC,MAAM,MAAM,GAAG,MAAM,iBAAiB,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAC5D,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 './accountInfos/uid';\nimport { getDefaultCredential, postGridAlgoOrder } from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n const tradingAccountId = await getTradingAccountId(credential);\n\n type Request = Parameters<typeof postGridAlgoOrder>[1];\n\n terminal.server.provideService<Request, any>(\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 msg.req.tag = process.env.BROKER_CODE;\n const result = await postGridAlgoOrder(credential, msg.req);\n return { res: { code: 0, message: 'OK', data: result } };\n }\n return { res: { code: 0, message: 'No Params' } };\n },\n );\n}).subscribe();\n"]}
|
|
@@ -4,12 +4,12 @@ const exchange_1 = require("@yuants/exchange");
|
|
|
4
4
|
const protocol_1 = require("@yuants/protocol");
|
|
5
5
|
const utils_1 = require("@yuants/utils");
|
|
6
6
|
const private_api_1 = require("../api/private-api");
|
|
7
|
-
const cancelOrder_1 = require("
|
|
7
|
+
const cancelOrder_1 = require("../orders/cancelOrder");
|
|
8
|
+
const modifyOrder_1 = require("../orders/modifyOrder");
|
|
9
|
+
const submitOrder_1 = require("../orders/submitOrder");
|
|
8
10
|
const getOrders_1 = require("./getOrders");
|
|
9
11
|
const getPositions_1 = require("./getPositions");
|
|
10
|
-
const modifyOrder_1 = require("./modifyOrder");
|
|
11
12
|
const product_1 = require("./product");
|
|
12
|
-
const submitOrder_1 = require("./submitOrder");
|
|
13
13
|
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
14
14
|
(0, exchange_1.provideExchangeServices)(terminal, {
|
|
15
15
|
name: 'OKX',
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/experimental/exchange.ts"],"names":[],"mappings":";;AAAA,+CAA2D;AAC3D,+CAA4C;AAC5C,yCAAqD;AACrD,oDAAmE;AACnE
|
|
1
|
+
{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/experimental/exchange.ts"],"names":[],"mappings":";;AAAA,+CAA2D;AAC3D,+CAA4C;AAC5C,yCAAqD;AACrD,oDAAmE;AACnE,uDAAoD;AACpD,uDAAoD;AACpD,uDAAoD;AACpD,2CAAwC;AACxC,iDAA8C;AAC9C,uCAAyC;AAEzC,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAuB,EAAc,QAAQ,EAAE;IAC7C,IAAI,EAAE,KAAK;IACX,gBAAgB,EAAE;QAChB,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC;QACpD,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF;IACD,eAAe,EAAE,KAAK,WAAW,UAAuB;;QACtD,MAAM,aAAa,GAAG,MAAM,IAAA,8BAAgB,EAAC,UAAU,CAAC,CAAC;QACzD,MAAM,GAAG,GAAG,MAAA,MAAA,aAAa,CAAC,IAAI,0CAAG,CAAC,CAAC,0CAAE,GAAG,CAAC;QACzC,IAAI,CAAC,GAAG;YAAE,MAAM,IAAA,gBAAQ,EAAC,wBAAwB,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC;QACnE,OAAO,IAAA,kBAAU,EAAC,KAAK,EAAE,GAAG,CAAC,CAAC;IAChC,CAAC;IACD,YAAY,EAAE,sBAAY;IAC1B,YAAY,EAAE,2BAAY;IAC1B,SAAS,EAAT,qBAAS;IACT,uBAAuB,EAAE,KAAK,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE;QACxD,MAAM,SAAS,GAAG,MAAM,IAAA,2BAAY,EAAC,UAAU,CAAC,CAAC;QACjD,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IAC9D,CAAC;IACD,oBAAoB,EAAE,KAAK,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE;QACrD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,UAAU,CAAC,CAAC;QAC3C,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IAC3D,CAAC;IACD,WAAW,EAAE,yBAAW;IACxB,WAAW,EAAE,yBAAW;IACxB,WAAW,EAAE,yBAAW;CACzB,CAAC,CAAC","sourcesContent":["import { provideExchangeServices } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, newError } from '@yuants/utils';\nimport { getAccountConfig, ICredential } from '../api/private-api';\nimport { cancelOrder } from '../orders/cancelOrder';\nimport { modifyOrder } from '../orders/modifyOrder';\nimport { submitOrder } from '../orders/submitOrder';\nimport { getOrders } from './getOrders';\nimport { getPositions } from './getPositions';\nimport { listProducts } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideExchangeServices<ICredential>(terminal, {\n name: 'OKX',\n credentialSchema: {\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 getCredentialId: async function (credential: ICredential): Promise<string> {\n const accountConfig = await getAccountConfig(credential);\n const uid = accountConfig.data?.[0]?.uid;\n if (!uid) throw newError('OKX_CREDENTIAL_INVALID', { credential });\n return encodePath('OKX', uid);\n },\n listProducts: listProducts,\n getPositions: getPositions,\n getOrders,\n getPositionsByProductId: async (credential, product_id) => {\n const positions = await getPositions(credential);\n return positions.filter((x) => x.product_id === product_id);\n },\n getOrdersByProductId: async (credential, product_id) => {\n const orders = await getOrders(credential);\n return orders.filter((x) => x.product_id === product_id);\n },\n submitOrder: submitOrder,\n modifyOrder: modifyOrder,\n cancelOrder: cancelOrder,\n});\n"]}
|
|
@@ -4,7 +4,7 @@ exports.cancelOrder = void 0;
|
|
|
4
4
|
const utils_1 = require("@yuants/utils");
|
|
5
5
|
const private_api_1 = require("../api/private-api");
|
|
6
6
|
const cancelOrder = async (credential, order) => {
|
|
7
|
-
const [
|
|
7
|
+
const [instId] = (0, utils_1.decodePath)(order.product_id).slice(-1);
|
|
8
8
|
const res = await (0, private_api_1.postTradeCancelOrder)(credential, {
|
|
9
9
|
instId,
|
|
10
10
|
ordId: order.order_id,
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|
@@ -1 +1 @@
|
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1
|
-
{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../src/orders/cancelOrder.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,oDAAuE;AAEhE,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,
|
|
1
|
+
{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../src/orders/cancelOrder.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,oDAAuE;AAEhE,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IACxD,MAAM,GAAG,GAAG,MAAM,IAAA,kCAAoB,EAAC,UAAU,EAAE;QACjD,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS;KACvB,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,6BAA6B,GAAG,CAAC,IAAI,QAAQ,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC;AATW,QAAA,WAAW,eAStB","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { ICredential, postTradeCancelOrder } from '../api/private-api';\n\nexport const cancelOrder = async (credential: ICredential, order: IOrder) => {\n const [instId] = decodePath(order.product_id).slice(-1);\n const res = await postTradeCancelOrder(credential, {\n instId,\n ordId: order.order_id!,\n });\n if (res.code !== '0') {\n throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);\n }\n};\n"]}
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@@ -7,7 +7,7 @@ const private_api_1 = require("../api/private-api");
|
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7
7
|
const product_1 = require("../public-data/product");
|
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8
8
|
const quote_1 = require("../public-data/quote");
|
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9
9
|
const modifyOrder = async (credential, order) => {
|
|
10
|
-
const [instType, instId] = (0, utils_1.decodePath)(order.product_id);
|
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10
|
+
const [instType, instId] = (0, utils_1.decodePath)(order.product_id).slice(-2);
|
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11
11
|
const params = {
|
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instId,
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13
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|
ordId: order.order_id, // 使用现有订单ID
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@@ -1 +1 @@
|
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1
|
-
{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../src/orders/modifyOrder.ts"],"names":[],"mappings":";;;AACA,yCAAoE;AACpE,+BAA2C;AAC3C,oDAAsE;AACtE,oDAAwD;AACxD,gDAA0D;AAEnD,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;
|
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1
|
+
{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../src/orders/modifyOrder.ts"],"names":[],"mappings":";;;AACA,yCAAoE;AACpE,+BAA2C;AAC3C,oDAAsE;AACtE,oDAAwD;AACxD,gDAA0D;AAEnD,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAClE,MAAM,MAAM,GAKR;QACF,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS,EAAE,WAAW;KACpC,CAAC;IAEF,WAAW;IACX,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,EAAE;QAC7B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;KACvC;IAED,WAAW;IACX,IAAI,KAAK,CAAC,MAAM,KAAK,SAAS,EAAE;QAC9B,8BAA8B;QAC9B,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,MAAM,EAAE;YAC9B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,QAAQ,EAAE;YAChC,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,yBAAyB;gBACzB,MAAM,KAAK,GAAG,MAAM,IAAA,qBAAc,EAChC,0BAAkB,CAAC,IAAI,CACrB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CACR,KAAK,CAAC,eAAe,KAAK,WAAW,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa;oBAC9E,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,MAAM,CAAC,KAAK,GAAG,IAAA,mBAAW,EAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC,QAAQ,EAAE,CAAC;aACtF;SACF;aAAM;YACL,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;SAClD;KACF;IAED,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;IAEtF,MAAM,GAAG,GAAG,MAAM,IAAA,iCAAmB,EAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAC1D,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,4BAA4B,GAAG,CAAC,IAAI,SAAS,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC;AAjEW,QAAA,WAAW,eAiEtB","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { formatTime, decodePath, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeAmendOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } from '../public-data/quote';\n\nexport const modifyOrder = async (credential: ICredential, order: IOrder) => {\n const [instType, instId] = decodePath(order.product_id).slice(-2);\n const params: {\n instId: string;\n ordId: string;\n newPx?: string;\n newSz?: string;\n } = {\n instId,\n ordId: order.order_id!, // 使用现有订单ID\n };\n\n // 如果需要修改价格\n if (order.price !== undefined) {\n params.newPx = order.price.toString();\n }\n\n // 如果需要修改数量\n if (order.volume !== undefined) {\n // 处理数量修改，类似于 SubmitOrder 中的逻辑\n if (instType === 'SWAP') {\n params.newSz = order.volume.toString();\n } else if (instType === 'SPOT') {\n params.newSz = order.volume.toString();\n } else if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MAKER') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MARKET') {\n // 对于市价单，可能需要根据当前价格计算新的数量\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n }\n } else {\n throw new Error(`Unknown instType: ${instType}`);\n }\n }\n\n console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n const res = await postTradeAmendOrder(credential, params);\n if (res.code !== '0') {\n throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);\n }\n};\n"]}
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@@ -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,
|
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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,CAoFtG,CAAC"}
|
|
@@ -41,7 +41,7 @@ const mapOrderTypeToOrdType = (order_type) => {
|
|
|
41
41
|
};
|
|
42
42
|
const submitOrder = async (credential, order) => {
|
|
43
43
|
var _a, _b, _c;
|
|
44
|
-
const [instType, instId] = (0, utils_1.decodePath)(order.product_id);
|
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44
|
+
const [instType, instId] = (0, utils_1.decodePath)(order.product_id).slice(-2);
|
|
45
45
|
// 交易数量，表示要购买或者出售的数量。
|
|
46
46
|
// 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
|
|
47
47
|
// 当币币杠杆以市价买入时，指计价货币的数量。
|
|
@@ -99,6 +99,7 @@ const submitOrder = async (credential, order) => {
|
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99
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|
: undefined,
|
|
100
100
|
px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
|
|
101
101
|
ccy: instType === 'MARGIN' ? 'USDT' : undefined,
|
|
102
|
+
tag: process.env.BROKER_CODE,
|
|
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103
|
};
|
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104
|
console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
|
|
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105
|
const res = await (0, private_api_1.postTradeOrder)(credential, params);
|
|
@@ -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;
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1
|
+
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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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n // 交易数量，表示要购买或者出售的数量。\n // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n // 当币币杠杆以市价买入时，指计价货币的数量。\n // 当币币杠杆以市价卖出时，指交易货币的数量。\n // 对于币币市价单，单位由 tgtCcy 决定\n // 当交割、永续、期权买入和卖出时，指合约张数。\n const mapOrderVolumeToSz = async (order: IOrder) => {\n if (instType === 'SWAP') {\n return order.volume;\n }\n if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n return order.volume;\n }\n if (order.order_type === 'MAKER') {\n return order.volume;\n }\n if (order.order_type === 'MARKET') {\n if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n return order.volume;\n }\n //\n const price = await firstValueFrom(\n spotMarketTickers$.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 tag: process.env.BROKER_CODE,\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/services.js
CHANGED
|
@@ -2,8 +2,8 @@
|
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
const protocol_1 = require("@yuants/protocol");
|
|
4
4
|
const rxjs_1 = require("rxjs");
|
|
5
|
-
const private_api_1 = require("./api/private-api");
|
|
6
5
|
const uid_1 = require("./accountInfos/uid");
|
|
6
|
+
const private_api_1 = require("./api/private-api");
|
|
7
7
|
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
8
8
|
const credential = (0, private_api_1.getDefaultCredential)();
|
|
9
9
|
(0, rxjs_1.defer)(async () => {
|
|
@@ -15,6 +15,7 @@ const credential = (0, private_api_1.getDefaultCredential)();
|
|
|
15
15
|
},
|
|
16
16
|
}, async (msg) => {
|
|
17
17
|
if (msg.req) {
|
|
18
|
+
msg.req.tag = process.env.BROKER_CODE;
|
|
18
19
|
const result = await (0, private_api_1.postGridAlgoOrder)(credential, msg.req);
|
|
19
20
|
return { res: { code: 0, message: 'OK', data: result } };
|
|
20
21
|
}
|
package/lib/services.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":";;AAAA,+CAA4C;AAC5C,+BAA6B;AAC7B,
|
|
1
|
+
{"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":";;AAAA,+CAA4C;AAC5C,+BAA6B;AAC7B,4CAAyD;AACzD,mDAA4E;AAE5E,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,UAAU,GAAG,IAAA,kCAAoB,GAAE,CAAC;AAE1C,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,MAAM,gBAAgB,GAAG,MAAM,IAAA,yBAAmB,EAAC,UAAU,CAAC,CAAC;IAI/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,GAAG,CAAC,GAAG,CAAC,GAAG,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,CAAC;YACtC,MAAM,MAAM,GAAG,MAAM,IAAA,+BAAiB,EAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAC5D,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 './accountInfos/uid';\nimport { getDefaultCredential, postGridAlgoOrder } from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst credential = getDefaultCredential();\n\ndefer(async () => {\n const tradingAccountId = await getTradingAccountId(credential);\n\n type Request = Parameters<typeof postGridAlgoOrder>[1];\n\n terminal.server.provideService<Request, any>(\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 msg.req.tag = process.env.BROKER_CODE;\n const result = await postGridAlgoOrder(credential, msg.req);\n return { res: { code: 0, message: 'OK', data: result } };\n }\n return { res: { code: 0, message: 'No Params' } };\n },\n );\n}).subscribe();\n"]}
|
package/package.json
CHANGED
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": "96e11227a2922723344689b2a35a032617e765d5",
|
|
3
|
+
"apps/vendor-okx/CHANGELOG.md": "2cdf45546d6c7943fe5b8fbf6ac5760f06db8ed2",
|
|
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": "1d18b3e95dd1f4d1b539eaeab489dad7e04ddbd1",
|
|
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",
|
|
@@ -21,27 +21,24 @@
|
|
|
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/experimental/
|
|
25
|
-
"apps/vendor-okx/src/experimental/exchange.ts": "98e379e8a7615975460639666cc0e282de0dfaa0",
|
|
24
|
+
"apps/vendor-okx/src/experimental/exchange.ts": "df5c9dc9e4d4210be7367f1c23dc63dc4d82cb6f",
|
|
26
25
|
"apps/vendor-okx/src/experimental/getOrders.ts": "f89b8334fa55163a78f91cf675cea8c7c869d4a7",
|
|
27
26
|
"apps/vendor-okx/src/experimental/getPositions.ts": "1cbbe0873a4dc1358eb43e5a1f62cc132bcd58e2",
|
|
28
|
-
"apps/vendor-okx/src/experimental/modifyOrder.ts": "5e1e31188f3cba216ba8d9eda08f4c2c2655d9d9",
|
|
29
27
|
"apps/vendor-okx/src/experimental/product.ts": "808bb037c1559ead2260a6b1eb2552f246da45c6",
|
|
30
|
-
"apps/vendor-okx/src/experimental/submitOrder.ts": "343ec45f3793ccaebc644883579d251b63549309",
|
|
31
28
|
"apps/vendor-okx/src/index.ts": "9432e574a30efe43cc1ddba8a2def12c992c4430",
|
|
32
29
|
"apps/vendor-okx/src/order-actions-with-credential.ts": "f58b164c57a776db0fd0ad3a9f7197603ab2f66e",
|
|
33
30
|
"apps/vendor-okx/src/order-actions.ts": "18907924c81ab679bf8a58142fcbc3addd160a94",
|
|
34
31
|
"apps/vendor-okx/src/order.ts": "342f08dbc4a760e5f29bdaa1fe840872219f9ab5",
|
|
35
|
-
"apps/vendor-okx/src/orders/cancelOrder.ts": "
|
|
32
|
+
"apps/vendor-okx/src/orders/cancelOrder.ts": "9a6c6d976caddd896ce08afac1dd2e4e24879b54",
|
|
36
33
|
"apps/vendor-okx/src/orders/listOrders.ts": "c4739eb4c0f54391164a7d8e6c7fde44b41cb268",
|
|
37
|
-
"apps/vendor-okx/src/orders/modifyOrder.ts": "
|
|
38
|
-
"apps/vendor-okx/src/orders/submitOrder.ts": "
|
|
34
|
+
"apps/vendor-okx/src/orders/modifyOrder.ts": "9101b5049743f302b0f0ad84f929ed8a88040bad",
|
|
35
|
+
"apps/vendor-okx/src/orders/submitOrder.ts": "564c8a659091dfb9676de753f0fceef1ec8ee168",
|
|
39
36
|
"apps/vendor-okx/src/public-data/interest_rate.ts": "f3171f2753955d500ae00ce7e263ea26e05e5421",
|
|
40
37
|
"apps/vendor-okx/src/public-data/market-order.ts": "c7269e9fe1f339b320e8b4cd98652854446a245c",
|
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38
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"apps/vendor-okx/src/public-data/ohlc.ts": "0b5a568e30b3070f74b0e64614e8c1cc9ba507fb",
|
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39
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"apps/vendor-okx/src/public-data/product.ts": "9caa1b0d9fa621800870ef47086767f6f5810ad9",
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"apps/vendor-okx/src/public-data/quote.ts": "4ab43a1d668393d90ae90ec1221de51a28101b32",
|
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"apps/vendor-okx/src/services.ts": "
|
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"apps/vendor-okx/src/services.ts": "aeaf5f9d0a87347be6150b28961c5a7c0886b1d8",
|
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"apps/vendor-okx/src/strategy-account.ts": "2d8f913e19c4402eab249291aaab0b77bc4d9ff8",
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"apps/vendor-okx/src/trade.ts": "cbb88bc535b8377ecd54a18e39082923fd5a4fda",
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"apps/vendor-okx/src/transfer.ts": "381e4bf18846c8f79d3e970277d8800a2f94dacd",
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@@ -1,13 +0,0 @@
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import { decodePath } from '@yuants/utils';
|
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import { postTradeCancelOrder } from '../api/private-api';
|
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export const cancelOrder = async (credential, order) => {
|
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const [, , instId] = decodePath(order.product_id);
|
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const res = await postTradeCancelOrder(credential, {
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instId,
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ordId: order.order_id,
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});
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if (res.code !== '0') {
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throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);
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}
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};
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//# sourceMappingURL=cancelOrder.js.map
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{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../src/experimental/cancelOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAe,oBAAoB,EAAE,MAAM,oBAAoB,CAAC;AAEvE,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,EAAE,AAAD,EAAG,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAClD,MAAM,GAAG,GAAG,MAAM,oBAAoB,CAAC,UAAU,EAAE;QACjD,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS;KACvB,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,6BAA6B,GAAG,CAAC,IAAI,QAAQ,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { ICredential, postTradeCancelOrder } from '../api/private-api';\n\nexport const cancelOrder = async (credential: ICredential, order: IOrder) => {\n const [, , instId] = decodePath(order.product_id);\n const res = await postTradeCancelOrder(credential, {\n instId,\n ordId: order.order_id!,\n });\n if (res.code !== '0') {\n throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);\n }\n};\n"]}
|
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@@ -1,58 +0,0 @@
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import { formatTime, decodePath, roundToStep } from '@yuants/utils';
|
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import { firstValueFrom, map } from 'rxjs';
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import { postTradeAmendOrder } from '../api/private-api';
|
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import { productService } from '../public-data/product';
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import { spotMarketTickers$ } from '../public-data/quote';
|
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export const modifyOrder = async (credential, order) => {
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const [, instType, instId] = decodePath(order.product_id);
|
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const params = {
|
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instId,
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ordId: order.order_id, // 使用现有订单ID
|
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};
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// 如果需要修改价格
|
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if (order.price !== undefined) {
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params.newPx = order.price.toString();
|
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}
|
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// 如果需要修改数量
|
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if (order.volume !== undefined) {
|
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// 处理数量修改，类似于 SubmitOrder 中的逻辑
|
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if (instType === 'SWAP') {
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params.newSz = order.volume.toString();
|
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}
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else if (instType === 'SPOT') {
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params.newSz = order.volume.toString();
|
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}
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|
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else if (instType === 'MARGIN') {
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|
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if (order.order_type === 'LIMIT') {
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params.newSz = order.volume.toString();
|
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}
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if (order.order_type === 'MAKER') {
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params.newSz = order.volume.toString();
|
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}
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if (order.order_type === 'MARKET') {
|
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|
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// 对于市价单，可能需要根据当前价格计算新的数量
|
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|
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const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
|
|
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|
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? +x[instId].askPx
|
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: +x[instId].bidPx)));
|
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if (!price) {
|
|
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|
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throw new Error(`invalid tick: ${price}`);
|
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|
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}
|
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console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);
|
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const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
|
|
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|
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if (!theProduct) {
|
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|
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throw new Error(`Unknown product: ${order.position_id}`);
|
|
44
|
-
}
|
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45
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params.newSz = roundToStep(order.volume * price, theProduct.volume_step).toString();
|
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|
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}
|
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|
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}
|
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else {
|
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throw new Error(`Unknown instType: ${instType}`);
|
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|
-
}
|
|
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|
-
}
|
|
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|
-
console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
|
|
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|
-
const res = await postTradeAmendOrder(credential, params);
|
|
54
|
-
if (res.code !== '0') {
|
|
55
|
-
throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);
|
|
56
|
-
}
|
|
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|
-
};
|
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//# sourceMappingURL=modifyOrder.js.map
|
|
@@ -1 +0,0 @@
|
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1
|
-
{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../src/experimental/modifyOrder.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,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AACtE,OAAO,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAC;AACxD,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAC1D,MAAM,MAAM,GAKR;QACF,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS,EAAE,WAAW;KACpC,CAAC;IAEF,WAAW;IACX,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,EAAE;QAC7B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;KACvC;IAED,WAAW;IACX,IAAI,KAAK,CAAC,MAAM,KAAK,SAAS,EAAE;QAC9B,8BAA8B;QAC9B,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,MAAM,EAAE;YAC9B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,QAAQ,EAAE;YAChC,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,yBAAyB;gBACzB,MAAM,KAAK,GAAG,MAAM,cAAc,CAChC,kBAAkB,CAAC,IAAI,CACrB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CACR,KAAK,CAAC,eAAe,KAAK,WAAW,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa;oBAC9E,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,MAAM,CAAC,KAAK,GAAG,WAAW,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC,QAAQ,EAAE,CAAC;aACtF;SACF;aAAM;YACL,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;SAClD;KACF;IAED,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC;IAEtF,MAAM,GAAG,GAAG,MAAM,mBAAmB,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAC1D,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,4BAA4B,GAAG,CAAC,IAAI,SAAS,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { formatTime, decodePath, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeAmendOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } from '../public-data/quote';\n\nexport const modifyOrder = async (credential: ICredential, order: IOrder) => {\n const [, instType, instId] = decodePath(order.product_id);\n const params: {\n instId: string;\n ordId: string;\n newPx?: string;\n newSz?: string;\n } = {\n instId,\n ordId: order.order_id!, // 使用现有订单ID\n };\n\n // 如果需要修改价格\n if (order.price !== undefined) {\n params.newPx = order.price.toString();\n }\n\n // 如果需要修改数量\n if (order.volume !== undefined) {\n // 处理数量修改，类似于 SubmitOrder 中的逻辑\n if (instType === 'SWAP') {\n params.newSz = order.volume.toString();\n } else if (instType === 'SPOT') {\n params.newSz = order.volume.toString();\n } else if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MAKER') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MARKET') {\n // 对于市价单，可能需要根据当前价格计算新的数量\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n }\n } else {\n throw new Error(`Unknown instType: ${instType}`);\n }\n }\n\n console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n const res = await postTradeAmendOrder(credential, params);\n if (res.code !== '0') {\n throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);\n }\n};\n"]}
|
|
@@ -1,109 +0,0 @@
|
|
|
1
|
-
import { decodePath, formatTime, roundToStep } from '@yuants/utils';
|
|
2
|
-
import { firstValueFrom, map } from 'rxjs';
|
|
3
|
-
import { postTradeOrder } from '../api/private-api';
|
|
4
|
-
import { productService } from '../public-data/product';
|
|
5
|
-
import { spotMarketTickers$ } from '../public-data/quote';
|
|
6
|
-
const mapOrderDirectionToSide = (direction) => {
|
|
7
|
-
switch (direction) {
|
|
8
|
-
case 'OPEN_LONG':
|
|
9
|
-
case 'CLOSE_SHORT':
|
|
10
|
-
return 'buy';
|
|
11
|
-
case 'OPEN_SHORT':
|
|
12
|
-
case 'CLOSE_LONG':
|
|
13
|
-
return 'sell';
|
|
14
|
-
}
|
|
15
|
-
throw new Error(`Unknown direction: ${direction}`);
|
|
16
|
-
};
|
|
17
|
-
const mapOrderDirectionToPosSide = (direction) => {
|
|
18
|
-
switch (direction) {
|
|
19
|
-
case 'OPEN_LONG':
|
|
20
|
-
case 'CLOSE_LONG':
|
|
21
|
-
return 'long';
|
|
22
|
-
case 'CLOSE_SHORT':
|
|
23
|
-
case 'OPEN_SHORT':
|
|
24
|
-
return 'short';
|
|
25
|
-
}
|
|
26
|
-
throw new Error(`Unknown direction: ${direction}`);
|
|
27
|
-
};
|
|
28
|
-
const mapOrderTypeToOrdType = (order_type) => {
|
|
29
|
-
switch (order_type) {
|
|
30
|
-
case 'LIMIT':
|
|
31
|
-
return 'limit';
|
|
32
|
-
case 'MARKET':
|
|
33
|
-
return 'market';
|
|
34
|
-
case 'MAKER':
|
|
35
|
-
return 'post_only';
|
|
36
|
-
}
|
|
37
|
-
throw new Error(`Unknown order type: ${order_type}`);
|
|
38
|
-
};
|
|
39
|
-
export const submitOrder = async (credential, order) => {
|
|
40
|
-
var _a, _b, _c;
|
|
41
|
-
const [, instType, instId] = decodePath(order.product_id);
|
|
42
|
-
// 交易数量，表示要购买或者出售的数量。
|
|
43
|
-
// 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
|
|
44
|
-
// 当币币杠杆以市价买入时，指计价货币的数量。
|
|
45
|
-
// 当币币杠杆以市价卖出时，指交易货币的数量。
|
|
46
|
-
// 对于币币市价单，单位由 tgtCcy 决定
|
|
47
|
-
// 当交割、永续、期权买入和卖出时，指合约张数。
|
|
48
|
-
const mapOrderVolumeToSz = async (order) => {
|
|
49
|
-
if (instType === 'SWAP') {
|
|
50
|
-
return order.volume;
|
|
51
|
-
}
|
|
52
|
-
if (instType === 'MARGIN') {
|
|
53
|
-
if (order.order_type === 'LIMIT') {
|
|
54
|
-
return order.volume;
|
|
55
|
-
}
|
|
56
|
-
if (order.order_type === 'MAKER') {
|
|
57
|
-
return order.volume;
|
|
58
|
-
}
|
|
59
|
-
if (order.order_type === 'MARKET') {
|
|
60
|
-
if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
|
|
61
|
-
return order.volume;
|
|
62
|
-
}
|
|
63
|
-
//
|
|
64
|
-
const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
|
|
65
|
-
? +x[instId].askPx
|
|
66
|
-
: +x[instId].bidPx)));
|
|
67
|
-
if (!price) {
|
|
68
|
-
throw new Error(`invalid tick: ${price}`);
|
|
69
|
-
}
|
|
70
|
-
console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);
|
|
71
|
-
const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
|
|
72
|
-
if (!theProduct) {
|
|
73
|
-
throw new Error(`Unknown product: ${order.position_id}`);
|
|
74
|
-
}
|
|
75
|
-
return roundToStep(order.volume * price, theProduct.volume_step);
|
|
76
|
-
}
|
|
77
|
-
return 0;
|
|
78
|
-
}
|
|
79
|
-
if (instType === 'SPOT') {
|
|
80
|
-
return order.volume;
|
|
81
|
-
}
|
|
82
|
-
throw new Error(`Unknown instType: ${instType}`);
|
|
83
|
-
};
|
|
84
|
-
const params = {
|
|
85
|
-
instId,
|
|
86
|
-
tdMode: instType === 'SPOT' ? 'cash' : 'cross',
|
|
87
|
-
side: mapOrderDirectionToSide(order.order_direction),
|
|
88
|
-
posSide: instType === 'MARGIN' || instType === 'SPOT'
|
|
89
|
-
? 'net'
|
|
90
|
-
: mapOrderDirectionToPosSide(order.order_direction),
|
|
91
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ordType: mapOrderTypeToOrdType(order.order_type),
|
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sz: (await mapOrderVolumeToSz(order)).toString(),
|
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tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
|
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reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
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? 'true'
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: undefined,
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px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
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ccy: instType === 'MARGIN' ? 'USDT' : undefined,
|
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};
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console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
|
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const res = await postTradeOrder(credential, params);
|
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if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
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throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data
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.map((x) => `${x.sCode} ${x.sMsg}`)
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.join('; ')}`;
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};
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//# sourceMappingURL=submitOrder.js.map
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@@ -1 +0,0 @@
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{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../src/experimental/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,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAE1D,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} ${x.sMsg}`)\n .join('; ')}`;\n};\n"]}
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{"version":3,"file":"cancelOrder.d.ts","sourceRoot":"","sources":["../../src/experimental/cancelOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAE5C,OAAO,EAAE,WAAW,EAAwB,MAAM,oBAAoB,CAAC;AAEvE,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,kBASvE,CAAC"}
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const private_api_1 = require("../api/private-api");
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const cancelOrder = async (credential, order) => {
|
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const [, , instId] = (0, utils_1.decodePath)(order.product_id);
|
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|
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});
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throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);
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{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../src/experimental/cancelOrder.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,oDAAuE;AAEhE,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,EAAE,AAAD,EAAG,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAClD,MAAM,GAAG,GAAG,MAAM,IAAA,kCAAoB,EAAC,UAAU,EAAE;QACjD,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS;KACvB,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,6BAA6B,GAAG,CAAC,IAAI,QAAQ,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC;AATW,QAAA,WAAW,eAStB","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { ICredential, postTradeCancelOrder } from '../api/private-api';\n\nexport const cancelOrder = async (credential: ICredential, order: IOrder) => {\n const [, , instId] = decodePath(order.product_id);\n const res = await postTradeCancelOrder(credential, {\n instId,\n ordId: order.order_id!,\n });\n if (res.code !== '0') {\n throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);\n }\n};\n"]}
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{"version":3,"file":"modifyOrder.d.ts","sourceRoot":"","sources":["../../src/experimental/modifyOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAG5C,OAAO,EAAE,WAAW,EAAuB,MAAM,oBAAoB,CAAC;AAItE,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,kBAiEvE,CAAC"}
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const modifyOrder = async (credential, order) => {
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const params = {
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};
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// 如果需要修改数量
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// 处理数量修改，类似于 SubmitOrder 中的逻辑
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if (instType === 'SWAP') {
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params.newSz = order.volume.toString();
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}
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}
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if (order.order_type === 'MARKET') {
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// 对于市价单，可能需要根据当前价格计算新的数量
|
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|
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const price = await (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.map)((x) => order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
|
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? +x[instId].askPx
|
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throw new Error(`invalid tick: ${price}`);
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console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'price', price);
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const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
|
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|
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}
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console.info((0, utils_1.formatTime)(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
|
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|
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const res = await (0, private_api_1.postTradeAmendOrder)(credential, params);
|
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if (res.code !== '0') {
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throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);
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}
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};
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exports.modifyOrder = modifyOrder;
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//# sourceMappingURL=modifyOrder.js.map
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{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../src/experimental/modifyOrder.ts"],"names":[],"mappings":";;;AACA,yCAAoE;AACpE,+BAA2C;AAC3C,oDAAsE;AACtE,oDAAwD;AACxD,gDAA0D;AAEnD,MAAM,WAAW,GAAG,KAAK,EAAE,UAAuB,EAAE,KAAa,EAAE,EAAE;IAC1E,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAC1D,MAAM,MAAM,GAKR;QACF,MAAM;QACN,KAAK,EAAE,KAAK,CAAC,QAAS,EAAE,WAAW;KACpC,CAAC;IAEF,WAAW;IACX,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,EAAE;QAC7B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;KACvC;IAED,WAAW;IACX,IAAI,KAAK,CAAC,MAAM,KAAK,SAAS,EAAE;QAC9B,8BAA8B;QAC9B,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,MAAM,EAAE;YAC9B,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;SACxC;aAAM,IAAI,QAAQ,KAAK,QAAQ,EAAE;YAChC,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,OAAO,EAAE;gBAChC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC;aACxC;YACD,IAAI,KAAK,CAAC,UAAU,KAAK,QAAQ,EAAE;gBACjC,yBAAyB;gBACzB,MAAM,KAAK,GAAG,MAAM,IAAA,qBAAc,EAChC,0BAAkB,CAAC,IAAI,CACrB,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CACR,KAAK,CAAC,eAAe,KAAK,WAAW,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa;oBAC9E,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,MAAM,CAAC,KAAK,GAAG,IAAA,mBAAW,EAAC,KAAK,CAAC,MAAM,GAAG,KAAK,EAAE,UAAU,CAAC,WAAY,CAAC,CAAC,QAAQ,EAAE,CAAC;aACtF;SACF;aAAM;YACL,MAAM,IAAI,KAAK,CAAC,qBAAqB,QAAQ,EAAE,CAAC,CAAC;SAClD;KACF;IAED,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;IAEtF,MAAM,GAAG,GAAG,MAAM,IAAA,iCAAmB,EAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAC1D,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,4BAA4B,GAAG,CAAC,IAAI,SAAS,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;AACH,CAAC,CAAC;AAjEW,QAAA,WAAW,eAiEtB","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { formatTime, decodePath, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeAmendOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } from '../public-data/quote';\n\nexport const modifyOrder = async (credential: ICredential, order: IOrder) => {\n const [, instType, instId] = decodePath(order.product_id);\n const params: {\n instId: string;\n ordId: string;\n newPx?: string;\n newSz?: string;\n } = {\n instId,\n ordId: order.order_id!, // 使用现有订单ID\n };\n\n // 如果需要修改价格\n if (order.price !== undefined) {\n params.newPx = order.price.toString();\n }\n\n // 如果需要修改数量\n if (order.volume !== undefined) {\n // 处理数量修改，类似于 SubmitOrder 中的逻辑\n if (instType === 'SWAP') {\n params.newSz = order.volume.toString();\n } else if (instType === 'SPOT') {\n params.newSz = order.volume.toString();\n } else if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MAKER') {\n params.newSz = order.volume.toString();\n }\n if (order.order_type === 'MARKET') {\n // 对于市价单，可能需要根据当前价格计算新的数量\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n params.newSz = roundToStep(order.volume * price, theProduct.volume_step!).toString();\n }\n } else {\n throw new Error(`Unknown instType: ${instType}`);\n }\n }\n\n console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));\n\n const res = await postTradeAmendOrder(credential, params);\n if (res.code !== '0') {\n throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);\n }\n};\n"]}
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{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../src/experimental/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"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.submitOrder = void 0;
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const utils_1 = require("@yuants/utils");
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const rxjs_1 = require("rxjs");
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const private_api_1 = require("../api/private-api");
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const product_1 = require("../public-data/product");
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const quote_1 = require("../public-data/quote");
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const mapOrderDirectionToSide = (direction) => {
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switch (direction) {
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case 'OPEN_LONG':
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case 'CLOSE_SHORT':
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return 'buy';
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case 'OPEN_SHORT':
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case 'CLOSE_LONG':
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return 'sell';
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}
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throw new Error(`Unknown direction: ${direction}`);
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};
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const mapOrderDirectionToPosSide = (direction) => {
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switch (direction) {
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case 'OPEN_LONG':
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case 'CLOSE_LONG':
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return 'long';
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case 'CLOSE_SHORT':
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case 'OPEN_SHORT':
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return 'short';
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}
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throw new Error(`Unknown direction: ${direction}`);
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};
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const mapOrderTypeToOrdType = (order_type) => {
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switch (order_type) {
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case 'LIMIT':
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return 'limit';
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case 'MARKET':
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return 'market';
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case 'MAKER':
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return 'post_only';
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}
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throw new Error(`Unknown order type: ${order_type}`);
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};
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const submitOrder = async (credential, order) => {
|
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var _a, _b, _c;
|
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const [, instType, instId] = (0, utils_1.decodePath)(order.product_id);
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// 交易数量，表示要购买或者出售的数量。
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// 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
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// 当币币杠杆以市价买入时，指计价货币的数量。
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// 当币币杠杆以市价卖出时，指交易货币的数量。
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// 对于币币市价单，单位由 tgtCcy 决定
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// 当交割、永续、期权买入和卖出时，指合约张数。
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const mapOrderVolumeToSz = async (order) => {
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if (instType === 'SWAP') {
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return order.volume;
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}
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if (instType === 'MARGIN') {
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if (order.order_type === 'LIMIT') {
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return order.volume;
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}
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if (order.order_type === 'MAKER') {
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return order.volume;
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}
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if (order.order_type === 'MARKET') {
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if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
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return order.volume;
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}
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//
|
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const price = await (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.map)((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
|
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? +x[instId].askPx
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: +x[instId].bidPx)));
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if (!price) {
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throw new Error(`invalid tick: ${price}`);
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}
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console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'price', price);
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const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
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if (!theProduct) {
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throw new Error(`Unknown product: ${order.position_id}`);
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}
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return (0, utils_1.roundToStep)(order.volume * price, theProduct.volume_step);
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}
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return 0;
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}
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if (instType === 'SPOT') {
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return order.volume;
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}
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throw new Error(`Unknown instType: ${instType}`);
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};
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const params = {
|
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instId,
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tdMode: instType === 'SPOT' ? 'cash' : 'cross',
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side: mapOrderDirectionToSide(order.order_direction),
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posSide: instType === 'MARGIN' || instType === 'SPOT'
|
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|
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? 'net'
|
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|
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: mapOrderDirectionToPosSide(order.order_direction),
|
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|
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ordType: mapOrderTypeToOrdType(order.order_type),
|
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|
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sz: (await mapOrderVolumeToSz(order)).toString(),
|
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|
-
tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
|
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|
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reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
|
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|
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? 'true'
|
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|
-
: undefined,
|
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|
-
px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
|
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|
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ccy: instType === 'MARGIN' ? 'USDT' : undefined,
|
|
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|
-
};
|
|
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|
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console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
|
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|
-
const res = await (0, private_api_1.postTradeOrder)(credential, params);
|
|
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|
-
if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
|
|
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|
-
return { order_id: res.data[0].ordId };
|
|
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|
-
}
|
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|
-
throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data
|
|
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|
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.map((x) => `${x.sCode} ${x.sMsg}`)
|
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|
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.join('; ')}`;
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|
-
};
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|
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exports.submitOrder = submitOrder;
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//# sourceMappingURL=submitOrder.js.map
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@@ -1 +0,0 @@
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } 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"]}
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