@yuants/vendor-okx 0.29.0 → 0.29.2

package/dist/experimental/exchange.js

@@ -2,12 +2,12 @@ import { provideExchangeServices } from '@yuants/exchange';
 import { Terminal } from '@yuants/protocol';
 import { encodePath, newError } from '@yuants/utils';
 import { getAccountConfig } from '../api/private-api';
-import { cancelOrder } from './cancelOrder';
+import { cancelOrder } from '../orders/cancelOrder';
+import { modifyOrder } from '../orders/modifyOrder';
+import { submitOrder } from '../orders/submitOrder';
 import { getOrders } from './getOrders';
 import { getPositions } from './getPositions';
-import { modifyOrder } from './modifyOrder';
 import { listProducts } from './product';
-import { submitOrder } from './submitOrder';
 const terminal = Terminal.fromNodeEnv();
 provideExchangeServices(terminal, {
     name: 'OKX',

package/dist/experimental/exchange.js.map

@@ -1 +1 @@
-{"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,eAAe,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAE5C,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 './cancelOrder';\nimport { getOrders } from './getOrders';\nimport { getPositions } from './getPositions';\nimport { modifyOrder } from './modifyOrder';\nimport { listProducts } from './product';\nimport { submitOrder } from './submitOrder';\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"]}
+{"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"]}

package/dist/index.js

@@ -13,4 +13,5 @@ import './services';
 import './strategy-account';
 import './trade';
 import './transfer';
+import './public-data/new-quote';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,yBAAyB,CAAC;AACjC,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC","sourcesContent":["import './account';\nimport './account-actions-with-credential';\nimport './api-service';\nimport './experimental/exchange';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,yBAAyB,CAAC;AACjC,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,yBAAyB,CAAC","sourcesContent":["import './account';\nimport './account-actions-with-credential';\nimport './api-service';\nimport './experimental/exchange';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\nimport './public-data/new-quote';\n"]}

package/dist/orders/cancelOrder.js

@@ -1,7 +1,7 @@
 import { decodePath } from '@yuants/utils';
 import { postTradeCancelOrder } from '../api/private-api';
 export const cancelOrder = async (credential, order) => {
-    const [, instId] = decodePath(order.product_id);
+    const [instId] = decodePath(order.product_id).slice(-1);
     const res = await postTradeCancelOrder(credential, {
         instId,
         ordId: order.order_id,

package/dist/orders/cancelOrder.js.map

@@ -1 +1 @@
-{"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,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAChD,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"]}
+{"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"]}

package/dist/orders/modifyOrder.js

@@ -4,7 +4,7 @@ import { postTradeAmendOrder } from '../api/private-api';
 import { productService } from '../public-data/product';
 import { spotMarketTickers$ } from '../public-data/quote';
 export const modifyOrder = async (credential, order) => {
-    const [instType, instId] = decodePath(order.product_id);
+    const [instType, instId] = decodePath(order.product_id).slice(-2);
     const params = {
         instId,
         ordId: order.order_id, // 使用现有订单ID

package/dist/orders/modifyOrder.js.map

@@ -1 +1 @@
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+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"]}
+{"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"]}

package/dist/orders/submitOrder.js

@@ -38,7 +38,7 @@ const mapOrderTypeToOrdType = (order_type) => {
 };
 export const submitOrder = async (credential, order) => {
     var _a, _b, _c;
-    const [instType, instId] = decodePath(order.product_id);
+    const [instType, instId] = decodePath(order.product_id).slice(-2);
     // 交易数量，表示要购买或者出售的数量。
     // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
     // 当币币杠杆以市价买入时，指计价货币的数量。
@@ -96,7 +96,7 @@ export const submitOrder = async (credential, order) => {
             : undefined,
         px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
         ccy: instType === 'MARGIN' ? 'USDT' : undefined,
-        tag: process.env.BROKER_TAG,
+        tag: process.env.BROKER_CODE,
     };
     console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
     const res = await postTradeOrder(credential, params);

package/dist/orders/submitOrder.js.map

@@ -1 +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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  const [instType, instId] = decodePath(order.product_id);\n\n  // 交易数量，表示要购买或者出售的数量。\n  // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n  // 当币币杠杆以市价买入时，指计价货币的数量。\n  // 当币币杠杆以市价卖出时，指交易货币的数量。\n  // 对于币币市价单，单位由 tgtCcy 决定\n  // 当交割、永续、期权买入和卖出时，指合约张数。\n  const mapOrderVolumeToSz = async (order: IOrder) => {\n    if (instType === 'SWAP') {\n      return order.volume;\n    }\n    if (instType === 'MARGIN') {\n      if (order.order_type === 'LIMIT') {\n        return order.volume;\n      }\n      if (order.order_type === 'MAKER') {\n        return order.volume;\n      }\n      if (order.order_type === 'MARKET') {\n        if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n          return order.volume;\n        }\n        //\n        const price = await firstValueFrom(\n          spotMarketTickers$.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_TAG,\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} ${x.sMsg}`)\n    .join('; ')}`;\n};\n"]}
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } 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/public-data/new-quote.js

@@ -0,0 +1,192 @@
+import { Terminal } from '@yuants/protocol';
+import { writeToSQL } from '@yuants/sql';
+import { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';
+import { catchError, concatMap, defer, distinctUntilChanged, EMPTY, filter, first, firstValueFrom, from, groupBy, map, merge, mergeMap, reduce, repeat, retry, scan, share, shareReplay, switchMap, tap, toArray, } from 'rxjs';
+import { getInstruments, getMarketTickers, getOpenInterest } from '../api/public-api';
+import { useFundingRate, useOpenInterest, useTicker } from '../ws';
+const terminal = Terminal.fromNodeEnv();
+const swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(repeat({ delay: 3600000 }), retry({ delay: 10000 }), map((x) => x.data), shareReplay(1));
+const spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(repeat({ delay: 3600000 }), retry({ delay: 10000 }), map((x) => x.data), shareReplay(1));
+const shallowEqual = (a, b) => a.length === b.length && a.every((v, i) => v === b[i]);
+const spotInstIds$ = spotInstruments$.pipe(map((items) => items.map((item) => item.instId)), distinctUntilChanged(shallowEqual), shareReplay(1));
+const spotTickers$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(repeat({ delay: 5000 }), retry({ delay: 5000 }), shareReplay(1));
+// depend by SubmitOrders
+export const spotMarketTickers$ = defer(() => spotTickers$).pipe(mergeMap((x) => from(x.data).pipe(map((x) => [x.instId, x]), toArray(), map((x) => Object.fromEntries(x)))), repeat({ delay: 5000 }), retry({ delay: 5000 }), shareReplay(1));
+const spotTicker$ = spotInstruments$.pipe(tap((x) => {
+    console.info('SPOT INSTRUMENTS', x.length);
+}), listWatch((x) => x.instId, (x) => useTicker(x.instId), () => true), share());
+const quoteOfSwapFromRest$ = defer(() => getMarketTickers({ instType: 'SWAP' })).pipe(mergeMap((x) => x.data || []), map((x) => ({
+    datasource_id: 'OKX',
+    product_id: encodePath('OKX', x.instType, x.instId),
+    last_price: x.last,
+    ask_price: x.askPx,
+    bid_price: x.bidPx,
+    ask_volume: x.askSz,
+    bid_volume: x.bidSz,
+})), repeat({ delay: 1000 }), retry({ delay: 1000 }));
+const quoteOfSpotAndMarginFromRest$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(mergeMap((x) => x.data || []), mergeMap((x) => [
+    {
+        datasource_id: 'OKX',
+        product_id: encodePath('OKX', 'SPOT', x.instId),
+        last_price: x.last,
+        ask_price: x.askPx,
+        bid_price: x.bidPx,
+        ask_volume: x.askSz,
+        bid_volume: x.bidSz,
+    },
+    {
+        datasource_id: 'OKX',
+        product_id: encodePath('OKX', 'MARGIN', x.instId),
+        last_price: x.last,
+        ask_price: x.askPx,
+        bid_price: x.bidPx,
+        ask_volume: x.askSz,
+        bid_volume: x.bidSz,
+    },
+]), repeat({ delay: 1000 }), retry({ delay: 1000 }));
+const quoteOfSwapFromWs$ = swapInstruments$.pipe(listWatch((x) => x.instId, (x) => useTicker(x.instId), () => true), map((ticker) => ({
+    datasource_id: 'OKX',
+    product_id: encodePath('OKX', 'SWAP', ticker[0].instId),
+    last_price: ticker[0].last,
+    ask_price: ticker[0].askPx,
+    bid_price: ticker[0].bidPx,
+    ask_volume: ticker[0].askSz,
+    bid_volume: ticker[0].bidSz,
+})));
+const quoteOfSpotAndMarginFromWs$ = spotTicker$.pipe(mergeMap((ticker) => [
+    {
+        datasource_id: 'OKX',
+        product_id: encodePath('OKX', 'SPOT', ticker[0].instId),
+        last_price: ticker[0].last,
+        ask_price: ticker[0].askPx,
+        bid_price: ticker[0].bidPx,
+        ask_volume: ticker[0].askSz,
+        bid_volume: ticker[0].bidSz,
+    },
+    {
+        datasource_id: 'OKX',
+        product_id: encodePath('OKX', 'MARGIN', ticker[0].instId),
+        last_price: ticker[0].last,
+        ask_price: ticker[0].askPx,
+        bid_price: ticker[0].bidPx,
+        ask_volume: ticker[0].askSz,
+        bid_volume: ticker[0].bidSz,
+    },
+]));
+const swapOpenInterests$ = defer(() => getOpenInterest({ instType: 'SWAP' })).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
+const openInterestOfSwapFromWS$ = swapInstruments$.pipe(listWatch((x) => x.instId, (x) => useOpenInterest(x.instId), () => true), map((x) => ({
+    datasource_id: 'OKX',
+    product_id: encodePath('OKX', 'SWAP', x[0].instId),
+    open_interest: x[0].oi,
+})), share());
+const interestRateOfSwapFromWS$ = swapInstruments$.pipe(listWatch((x) => x.instId, (x) => useFundingRate(x.instId), () => true), map((x) => ({
+    datasource_id: 'OKX',
+    product_id: encodePath('OKX', 'SWAP', x[0].instId),
+    interest_rate_long: `-${x[0].fundingRate}`,
+    interest_rate_short: x[0].fundingRate,
+    interest_rate_next_settled_at: x[0].fundingTime,
+})), share());
+const marginPositionTiersMap$ = defer(() => spotInstIds$.pipe(first(), map((instIds) => instIds.filter((id) => id.endsWith('USDT') || id.endsWith('USDC'))), switchMap((instIds) => {
+    const total = instIds.length;
+    let processed = 0;
+    return from(instIds).pipe(concatMap((instId) => defer(async () => {
+        const tiers = await terminal.client.requestForResponseData('OKX/PositionTiers', {
+            instType: 'MARGIN',
+            tdMode: 'cross',
+            instId,
+        });
+        if (!(tiers === null || tiers === void 0 ? void 0 : tiers.data)) {
+            throw new Error(`Failed to load position tiers for ${instId}: ${tiers.msg}`);
+        }
+        return {
+            instId,
+            tiers,
+        };
+    }).pipe(retry({ delay: 2000 }))), reduce((map, { instId, tiers }) => {
+        processed += 1;
+        console.info(formatTime(Date.now()), `Loaded margin position tiers ${processed}/${total} (${instId})`);
+        if (tiers === null || tiers === void 0 ? void 0 : tiers.data) {
+            map.set(instId, tiers.data);
+        }
+        return map;
+    }, new Map()));
+}))).pipe(
+//
+retry({ delay: 60000 }), repeat({ delay: 86400000 }), shareReplay(1));
+// Margin 的 open interest 只依赖 position-tier：
+// 1) 启动时先拉全量 MARGIN 仓位档位并缓存，下次直接命中；
+// 2) 档位内只保留同 tier 杠杆最高的记录；
+// 3) 当前策略只使用 tier=1 的 quoteMaxLoan 作为持仓上限，不再混合 /account/max-size；
+// 4) 每个 instId 60 秒刷新一次，并在接口报错时 10 秒重试。
+const marginOpenInterest$ = spotInstIds$.pipe(mergeMap((instIds) => from(instIds).pipe(mergeMap((instId) => defer(async () => {
+    var _a;
+    const tiersMap = await firstValueFrom(marginPositionTiersMap$);
+    const tiers = tiersMap.get(instId);
+    if (!(tiers === null || tiers === void 0 ? void 0 : tiers.length)) {
+        return null;
+    }
+    const tierByLevel = tiers
+        .filter((tier) => !tier.instId || tier.instId === instId)
+        .reduce((mapTierToTierInfo, tierInfo) => {
+        const existing = mapTierToTierInfo.get(tierInfo.tier);
+        if (!existing || +tierInfo.maxLever > +existing.maxLever) {
+            mapTierToTierInfo.set(tierInfo.tier, tierInfo);
+        }
+        return mapTierToTierInfo;
+    }, new Map());
+    // 获取一级杠杆的最大可借贷额度作为持仓量
+    const openInterest = +(((_a = tierByLevel.get('1')) === null || _a === void 0 ? void 0 : _a.quoteMaxLoan) || 0);
+    return {
+        instId,
+        openInterest,
+    };
+}).pipe(retry({ delay: 10000 }), repeat({ delay: 60000 }))))), filter((result) => result !== null), map(({ instId, openInterest }) => {
+    const partial = {
+        datasource_id: 'OKX',
+        product_id: encodePath('OKX', 'MARGIN', instId),
+    };
+    if (typeof openInterest === 'number' && Number.isFinite(openInterest)) {
+        partial.open_interest = `${openInterest}`;
+    }
+    return partial;
+}), share());
+marginOpenInterest$.subscribe();
+const quoteSources$ = [
+    quoteOfSwapFromWs$,
+    openInterestOfSwapFromWS$,
+    quoteOfSwapFromRest$,
+    quoteOfSpotAndMarginFromWs$,
+    quoteOfSpotAndMarginFromRest$,
+    marginOpenInterest$,
+    interestRateOfSwapFromWS$,
+];
+const quote$ = defer(() => merge(...quoteSources$.map((x$) => defer(() => x$).pipe(
+// 防止单个流关闭导致整体关闭
+catchError(() => EMPTY))))).pipe(groupBy((x) => encodePath(x.datasource_id, x.product_id)), mergeMap((group$) => {
+    return group$.pipe(
+    //
+    scan((acc, cur) => Object.assign(acc, cur), {}));
+}), share());
+// 合并不同来源的数据并进行合并，避免死锁
+if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
+    terminal.channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {
+        const [datasource_id, product_id] = decodePath(channel_id);
+        if (!datasource_id) {
+            throw 'datasource_id is required';
+        }
+        if (!product_id) {
+            throw 'product_id is required';
+        }
+        return quote$.pipe(filter((x) => x.product_id === product_id));
+    });
+    quote$
+        .pipe(writeToSQL({
+        terminal,
+        writeInterval: 1000,
+        tableName: 'quote',
+        conflictKeys: ['datasource_id', 'product_id'],
+    }))
+        .subscribe();
+}
+export const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(map((x) => new Map(x.data.map((x) => [x.instId, +x.oi]))), shareReplay(1));
+//# sourceMappingURL=new-quote.js.map

package/dist/public-data/new-quote.js.map

@@ -0,0 +1 @@
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';\nimport {\n  catchError,\n  concatMap,\n  defer,\n  distinctUntilChanged,\n  EMPTY,\n  filter,\n  first,\n  firstValueFrom,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  reduce,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n  switchMap,\n  tap,\n  toArray,\n} from 'rxjs';\nimport { getInstruments, getMarketTickers, getOpenInterest, getPositionTiers } from '../api/public-api';\nimport { useFundingRate, useOpenInterest, useTicker } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\nconst spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\n\nconst shallowEqual = (a: string[], b: string[]) => a.length === b.length && a.every((v, i) => v === b[i]);\n\nconst spotInstIds$ = spotInstruments$.pipe(\n  map((items) => items.map((item) => item.instId)),\n  distinctUntilChanged(shallowEqual),\n  shareReplay(1),\n);\n\nconst spotTickers$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n  mergeMap((x) =>\n    from(x.data).pipe(\n      map((x) => [x.instId, x] as const),\n      toArray(),\n      map((x) => Object.fromEntries(x)),\n    ),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nconst spotTicker$ = spotInstruments$.pipe(\n  tap((x) => {\n    console.info('SPOT INSTRUMENTS', x.length);\n  }),\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  share(),\n);\n\nconst quoteOfSwapFromRest$ = defer(() => getMarketTickers({ instType: 'SWAP' })).pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', x.instType, x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSpotAndMarginFromRest$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  mergeMap((x) => x.data || []),\n  mergeMap((x): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', 'SPOT', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', 'MARGIN', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n  ]),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSwapFromWs$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', 'SWAP', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    }),\n  ),\n);\n\nconst quoteOfSpotAndMarginFromWs$ = spotTicker$.pipe(\n  mergeMap((ticker): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', 'SPOT', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', 'MARGIN', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n  ]),\n);\n\nconst swapOpenInterests$ = defer(() => getOpenInterest({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst openInterestOfSwapFromWS$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useOpenInterest(x.instId),\n    () => true,\n  ),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', 'SWAP', x[0].instId),\n      open_interest: x[0].oi,\n    }),\n  ),\n  share(),\n);\n\nconst interestRateOfSwapFromWS$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useFundingRate(x.instId),\n    () => true,\n  ),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', 'SWAP', x[0].instId),\n      interest_rate_long: `-${x[0].fundingRate}`,\n      interest_rate_short: x[0].fundingRate,\n      interest_rate_next_settled_at: x[0].fundingTime,\n    }),\n  ),\n  share(),\n);\n\ntype PositionTiersResponse = Awaited<ReturnType<typeof getPositionTiers>>;\ntype PositionTiersEntry = PositionTiersResponse['data'];\n\nconst marginPositionTiersMap$ = defer(() =>\n  spotInstIds$.pipe(\n    first(),\n    map((instIds) => instIds.filter((id) => id.endsWith('USDT') || id.endsWith('USDC'))),\n    switchMap((instIds) => {\n      const total = instIds.length;\n      let processed = 0;\n      return from(instIds).pipe(\n        concatMap((instId) =>\n          defer(async () => {\n            const tiers = await terminal.client.requestForResponseData<\n              { instType: string; tdMode: string; instId: string },\n              PositionTiersResponse\n            >('OKX/PositionTiers', {\n              instType: 'MARGIN',\n              tdMode: 'cross',\n              instId,\n            });\n            if (!tiers?.data) {\n              throw new Error(`Failed to load position tiers for ${instId}: ${tiers.msg}`);\n            }\n            return {\n              instId,\n              tiers,\n            };\n          }).pipe(retry({ delay: 2000 })),\n        ),\n        reduce((map, { instId, tiers }) => {\n          processed += 1;\n          console.info(\n            formatTime(Date.now()),\n            `Loaded margin position tiers ${processed}/${total} (${instId})`,\n          );\n          if (tiers?.data) {\n            map.set(instId, tiers.data);\n          }\n          return map;\n        }, new Map<string, PositionTiersEntry>()),\n      );\n    }),\n  ),\n).pipe(\n  //\n  retry({ delay: 60_000 }),\n  repeat({ delay: 86400_000 }),\n  shareReplay(1),\n);\n\n// Margin 的 open interest 只依赖 position-tier：\n// 1) 启动时先拉全量 MARGIN 仓位档位并缓存，下次直接命中；\n// 2) 档位内只保留同 tier 杠杆最高的记录；\n// 3) 当前策略只使用 tier=1 的 quoteMaxLoan 作为持仓上限，不再混合 /account/max-size；\n// 4) 每个 instId 60 秒刷新一次，并在接口报错时 10 秒重试。\nconst marginOpenInterest$ = spotInstIds$.pipe(\n  mergeMap((instIds) =>\n    from(instIds).pipe(\n      mergeMap((instId) =>\n        defer(async () => {\n          const tiersMap = await firstValueFrom(marginPositionTiersMap$);\n          const tiers = tiersMap.get(instId);\n          if (!tiers?.length) {\n            return null;\n          }\n\n          const tierByLevel = tiers\n            .filter((tier) => !tier.instId || tier.instId === instId)\n            .reduce((mapTierToTierInfo, tierInfo) => {\n              const existing = mapTierToTierInfo.get(tierInfo.tier);\n              if (!existing || +tierInfo.maxLever > +existing.maxLever) {\n                mapTierToTierInfo.set(tierInfo.tier, tierInfo);\n              }\n              return mapTierToTierInfo;\n            }, new Map<string, (typeof tiers)[number]>());\n          // 获取一级杠杆的最大可借贷额度作为持仓量\n          const openInterest = +(tierByLevel.get('1')?.quoteMaxLoan || 0);\n\n          return {\n            instId,\n            openInterest,\n          };\n        }).pipe(retry({ delay: 10_000 }), repeat({ delay: 60_000 })),\n      ),\n    ),\n  ),\n  filter((result): result is { instId: string; openInterest: number } => result !== null),\n  map(({ instId, openInterest }) => {\n    const partial: Partial<IQuote> = {\n      datasource_id: 'OKX',\n      product_id: encodePath('OKX', 'MARGIN', instId),\n    };\n    if (typeof openInterest === 'number' && Number.isFinite(openInterest)) {\n      partial.open_interest = `${openInterest}`;\n    }\n    return partial;\n  }),\n  share(),\n);\n\nmarginOpenInterest$.subscribe();\n\nconst quoteSources$ = [\n  quoteOfSwapFromWs$,\n  openInterestOfSwapFromWS$,\n  quoteOfSwapFromRest$,\n  quoteOfSpotAndMarginFromWs$,\n  quoteOfSpotAndMarginFromRest$,\n  marginOpenInterest$,\n  interestRateOfSwapFromWS$,\n];\n\nconst quote$ = defer(() =>\n  merge(\n    ...quoteSources$.map((x$) =>\n      defer(() => x$).pipe(\n        // 防止单个流关闭导致整体关闭\n        catchError(() => EMPTY),\n      ),\n    ),\n  ),\n).pipe(\n  groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n  mergeMap((group$) => {\n    return group$.pipe(\n      //\n      scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n    );\n  }),\n  share(),\n);\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  terminal.channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n    const [datasource_id, product_id] = decodePath(channel_id);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    return quote$.pipe(filter((x) => x.product_id === product_id));\n  });\n\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n  map((x) => new Map(x.data.map((x) => [x.instId, +x.oi] as const))),\n  shareReplay(1),\n);\n"]}

package/dist/public-data/quote.js

@@ -3,7 +3,7 @@ import { writeToSQL } from '@yuants/sql';
 import { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';
 import { catchError, concatMap, defer, distinctUntilChanged, EMPTY, filter, first, firstValueFrom, from, groupBy, map, merge, mergeMap, reduce, repeat, retry, scan, share, shareReplay, switchMap, tap, toArray, } from 'rxjs';
 import { getInstruments, getMarketTickers, getOpenInterest } from '../api/public-api';
-import { useOpenInterest, useTicker } from '../ws';
+import { useFundingRate, useOpenInterest, useTicker } from '../ws';
 const terminal = Terminal.fromNodeEnv();
 const swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(repeat({ delay: 3600000 }), retry({ delay: 10000 }), map((x) => x.data), shareReplay(1));
 const spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(repeat({ delay: 3600000 }), retry({ delay: 10000 }), map((x) => x.data), shareReplay(1));
@@ -74,11 +74,18 @@ const quoteOfSpotAndMarginFromWs$ = spotTicker$.pipe(mergeMap((ticker) => [
     },
 ]));
 const swapOpenInterests$ = defer(() => getOpenInterest({ instType: 'SWAP' })).pipe(repeat({ delay: 10000 }), retry({ delay: 10000 }), shareReplay(1));
-const interestRateOfSwapFromWS$ = swapInstruments$.pipe(listWatch((x) => x.instId, (x) => useOpenInterest(x.instId), () => true), map((x) => ({
+const openInterestOfSwapFromWS$ = swapInstruments$.pipe(listWatch((x) => x.instId, (x) => useOpenInterest(x.instId), () => true), map((x) => ({
     datasource_id: 'OKX',
     product_id: encodePath('SWAP', x[0].instId),
     open_interest: x[0].oi,
 })), share());
+const interestRateOfSwapFromWS$ = swapInstruments$.pipe(listWatch((x) => x.instId, (x) => useFundingRate(x.instId), () => true), map((x) => ({
+    datasource_id: 'OKX',
+    product_id: encodePath('SWAP', x[0].instId),
+    interest_rate_long: `-${x[0].fundingRate}`,
+    interest_rate_short: x[0].fundingRate,
+    interest_rate_next_settled_at: x[0].fundingTime,
+})), share());
 const marginPositionTiersMap$ = defer(() => spotInstIds$.pipe(first(), map((instIds) => instIds.filter((id) => id.endsWith('USDT') || id.endsWith('USDC'))), switchMap((instIds) => {
     const total = instIds.length;
     let processed = 0;
@@ -146,11 +153,12 @@ const marginOpenInterest$ = spotInstIds$.pipe(mergeMap((instIds) => from(instIds
 marginOpenInterest$.subscribe();
 const quoteSources$ = [
     quoteOfSwapFromWs$,
-    interestRateOfSwapFromWS$,
+    openInterestOfSwapFromWS$,
     quoteOfSwapFromRest$,
     quoteOfSpotAndMarginFromWs$,
     quoteOfSpotAndMarginFromRest$,
     marginOpenInterest$,
+    interestRateOfSwapFromWS$,
 ];
 const quote$ = defer(() => merge(...quoteSources$.map((x$) => defer(() => x$).pipe(
 // 防止单个流关闭导致整体关闭

package/dist/public-data/quote.js.map

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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';\nimport {\n  catchError,\n  concatMap,\n  defer,\n  distinctUntilChanged,\n  EMPTY,\n  filter,\n  first,\n  firstValueFrom,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  reduce,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n  switchMap,\n  tap,\n  toArray,\n} from 'rxjs';\nimport { getInstruments, getMarketTickers, getOpenInterest, getPositionTiers } from '../api/public-api';\nimport { useOpenInterest, useTicker } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\nconst spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\n\nconst shallowEqual = (a: string[], b: string[]) => a.length === b.length && a.every((v, i) => v === b[i]);\n\nconst spotInstIds$ = spotInstruments$.pipe(\n  map((items) => items.map((item) => item.instId)),\n  distinctUntilChanged(shallowEqual),\n  shareReplay(1),\n);\n\nconst spotTickers$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n  mergeMap((x) =>\n    from(x.data).pipe(\n      map((x) => [x.instId, x] as const),\n      toArray(),\n      map((x) => Object.fromEntries(x)),\n    ),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nconst spotTicker$ = spotInstruments$.pipe(\n  tap((x) => {\n    console.info('SPOT INSTRUMENTS', x.length);\n  }),\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  share(),\n);\n\nconst quoteOfSwapFromRest$ = defer(() => getMarketTickers({ instType: 'SWAP' })).pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath(x.instType, x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSpotAndMarginFromRest$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  mergeMap((x) => x.data || []),\n  mergeMap((x): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n  ]),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSwapFromWs$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    }),\n  ),\n);\n\nconst quoteOfSpotAndMarginFromWs$ = spotTicker$.pipe(\n  mergeMap((ticker): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n  ]),\n);\n\nconst swapOpenInterests$ = defer(() => getOpenInterest({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst interestRateOfSwapFromWS$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useOpenInterest(x.instId),\n    () => true,\n  ),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', x[0].instId),\n      open_interest: x[0].oi,\n    }),\n  ),\n  share(),\n);\n\ntype PositionTiersResponse = Awaited<ReturnType<typeof getPositionTiers>>;\ntype PositionTiersEntry = PositionTiersResponse['data'];\n\nconst marginPositionTiersMap$ = defer(() =>\n  spotInstIds$.pipe(\n    first(),\n    map((instIds) => instIds.filter((id) => id.endsWith('USDT') || id.endsWith('USDC'))),\n    switchMap((instIds) => {\n      const total = instIds.length;\n      let processed = 0;\n      return from(instIds).pipe(\n        concatMap((instId) =>\n          defer(async () => {\n            const tiers = await terminal.client.requestForResponseData<\n              { instType: string; tdMode: string; instId: string },\n              PositionTiersResponse\n            >('OKX/PositionTiers', {\n              instType: 'MARGIN',\n              tdMode: 'cross',\n              instId,\n            });\n            if (!tiers?.data) {\n              throw new Error(`Failed to load position tiers for ${instId}: ${tiers.msg}`);\n            }\n            return {\n              instId,\n              tiers,\n            };\n          }).pipe(retry({ delay: 2000 })),\n        ),\n        reduce((map, { instId, tiers }) => {\n          processed += 1;\n          console.info(\n            formatTime(Date.now()),\n            `Loaded margin position tiers ${processed}/${total} (${instId})`,\n          );\n          if (tiers?.data) {\n            map.set(instId, tiers.data);\n          }\n          return map;\n        }, new Map<string, PositionTiersEntry>()),\n      );\n    }),\n  ),\n).pipe(\n  //\n  retry({ delay: 60_000 }),\n  repeat({ delay: 86400_000 }),\n  shareReplay(1),\n);\n\n// Margin 的 open interest 只依赖 position-tier：\n// 1) 启动时先拉全量 MARGIN 仓位档位并缓存，下次直接命中；\n// 2) 档位内只保留同 tier 杠杆最高的记录；\n// 3) 当前策略只使用 tier=1 的 quoteMaxLoan 作为持仓上限，不再混合 /account/max-size；\n// 4) 每个 instId 60 秒刷新一次，并在接口报错时 10 秒重试。\nconst marginOpenInterest$ = spotInstIds$.pipe(\n  mergeMap((instIds) =>\n    from(instIds).pipe(\n      mergeMap((instId) =>\n        defer(async () => {\n          const tiersMap = await firstValueFrom(marginPositionTiersMap$);\n          const tiers = tiersMap.get(instId);\n          if (!tiers?.length) {\n            return null;\n          }\n\n          const tierByLevel = tiers\n            .filter((tier) => !tier.instId || tier.instId === instId)\n            .reduce((mapTierToTierInfo, tierInfo) => {\n              const existing = mapTierToTierInfo.get(tierInfo.tier);\n              if (!existing || +tierInfo.maxLever > +existing.maxLever) {\n                mapTierToTierInfo.set(tierInfo.tier, tierInfo);\n              }\n              return mapTierToTierInfo;\n            }, new Map<string, (typeof tiers)[number]>());\n          // 获取一级杠杆的最大可借贷额度作为持仓量\n          const openInterest = +(tierByLevel.get('1')?.quoteMaxLoan || 0);\n\n          return {\n            instId,\n            openInterest,\n          };\n        }).pipe(retry({ delay: 10_000 }), repeat({ delay: 60_000 })),\n      ),\n    ),\n  ),\n  filter((result): result is { instId: string; openInterest: number } => result !== null),\n  map(({ instId, openInterest }) => {\n    const partial: Partial<IQuote> = {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', instId),\n    };\n    if (typeof openInterest === 'number' && Number.isFinite(openInterest)) {\n      partial.open_interest = `${openInterest}`;\n    }\n    return partial;\n  }),\n  share(),\n);\n\nmarginOpenInterest$.subscribe();\n\nconst quoteSources$ = [\n  quoteOfSwapFromWs$,\n  interestRateOfSwapFromWS$,\n  quoteOfSwapFromRest$,\n  quoteOfSpotAndMarginFromWs$,\n  quoteOfSpotAndMarginFromRest$,\n  marginOpenInterest$,\n];\n\nconst quote$ = defer(() =>\n  merge(\n    ...quoteSources$.map((x$) =>\n      defer(() => x$).pipe(\n        // 防止单个流关闭导致整体关闭\n        catchError(() => EMPTY),\n      ),\n    ),\n  ),\n).pipe(\n  groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n  mergeMap((group$) => {\n    return group$.pipe(\n      //\n      scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n    );\n  }),\n  share(),\n);\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  terminal.channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n    const [datasource_id, product_id] = decodePath(channel_id);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    return quote$.pipe(filter((x) => x.product_id === product_id));\n  });\n\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n  map((x) => new Map(x.data.map((x) => [x.instId, +x.oi] as const))),\n  shareReplay(1),\n);\n"]}
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime, listWatch } from '@yuants/utils';\nimport {\n  catchError,\n  concatMap,\n  defer,\n  distinctUntilChanged,\n  EMPTY,\n  filter,\n  first,\n  firstValueFrom,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  reduce,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n  switchMap,\n  tap,\n  toArray,\n} from 'rxjs';\nimport { getInstruments, getMarketTickers, getOpenInterest, getPositionTiers } from '../api/public-api';\nimport { useFundingRate, useOpenInterest, useTicker } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst swapInstruments$ = defer(() => getInstruments({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\nconst spotInstruments$ = defer(() => getInstruments({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 10_000 }),\n  map((x) => x.data),\n  shareReplay(1),\n);\n\nconst shallowEqual = (a: string[], b: string[]) => a.length === b.length && a.every((v, i) => v === b[i]);\n\nconst spotInstIds$ = spotInstruments$.pipe(\n  map((items) => items.map((item) => item.instId)),\n  distinctUntilChanged(shallowEqual),\n  shareReplay(1),\n);\n\nconst spotTickers$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\n// depend by SubmitOrders\nexport const spotMarketTickers$ = defer(() => spotTickers$).pipe(\n  mergeMap((x) =>\n    from(x.data).pipe(\n      map((x) => [x.instId, x] as const),\n      toArray(),\n      map((x) => Object.fromEntries(x)),\n    ),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nconst spotTicker$ = spotInstruments$.pipe(\n  tap((x) => {\n    console.info('SPOT INSTRUMENTS', x.length);\n  }),\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  share(),\n);\n\nconst quoteOfSwapFromRest$ = defer(() => getMarketTickers({ instType: 'SWAP' })).pipe(\n  mergeMap((x) => x.data || []),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath(x.instType, x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSpotAndMarginFromRest$ = defer(() => getMarketTickers({ instType: 'SPOT' })).pipe(\n  mergeMap((x) => x.data || []),\n  mergeMap((x): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', x.instId),\n      last_price: x.last,\n      ask_price: x.askPx,\n      bid_price: x.bidPx,\n      ask_volume: x.askSz,\n      bid_volume: x.bidSz,\n    },\n  ]),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteOfSwapFromWs$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useTicker(x.instId),\n    () => true,\n  ),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    }),\n  ),\n);\n\nconst quoteOfSpotAndMarginFromWs$ = spotTicker$.pipe(\n  mergeMap((ticker): Partial<IQuote>[] => [\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('SPOT', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n    {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', ticker[0].instId),\n      last_price: ticker[0].last,\n      ask_price: ticker[0].askPx,\n      bid_price: ticker[0].bidPx,\n      ask_volume: ticker[0].askSz,\n      bid_volume: ticker[0].bidSz,\n    },\n  ]),\n);\n\nconst swapOpenInterests$ = defer(() => getOpenInterest({ instType: 'SWAP' })).pipe(\n  repeat({ delay: 10_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nconst openInterestOfSwapFromWS$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useOpenInterest(x.instId),\n    () => true,\n  ),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', x[0].instId),\n      open_interest: x[0].oi,\n    }),\n  ),\n  share(),\n);\n\nconst interestRateOfSwapFromWS$ = swapInstruments$.pipe(\n  listWatch(\n    (x) => x.instId,\n    (x) => useFundingRate(x.instId),\n    () => true,\n  ),\n  map(\n    (x): Partial<IQuote> => ({\n      datasource_id: 'OKX',\n      product_id: encodePath('SWAP', x[0].instId),\n      interest_rate_long: `-${x[0].fundingRate}`,\n      interest_rate_short: x[0].fundingRate,\n      interest_rate_next_settled_at: x[0].fundingTime,\n    }),\n  ),\n  share(),\n);\n\ntype PositionTiersResponse = Awaited<ReturnType<typeof getPositionTiers>>;\ntype PositionTiersEntry = PositionTiersResponse['data'];\n\nconst marginPositionTiersMap$ = defer(() =>\n  spotInstIds$.pipe(\n    first(),\n    map((instIds) => instIds.filter((id) => id.endsWith('USDT') || id.endsWith('USDC'))),\n    switchMap((instIds) => {\n      const total = instIds.length;\n      let processed = 0;\n      return from(instIds).pipe(\n        concatMap((instId) =>\n          defer(async () => {\n            const tiers = await terminal.client.requestForResponseData<\n              { instType: string; tdMode: string; instId: string },\n              PositionTiersResponse\n            >('OKX/PositionTiers', {\n              instType: 'MARGIN',\n              tdMode: 'cross',\n              instId,\n            });\n            if (!tiers?.data) {\n              throw new Error(`Failed to load position tiers for ${instId}: ${tiers.msg}`);\n            }\n            return {\n              instId,\n              tiers,\n            };\n          }).pipe(retry({ delay: 2000 })),\n        ),\n        reduce((map, { instId, tiers }) => {\n          processed += 1;\n          console.info(\n            formatTime(Date.now()),\n            `Loaded margin position tiers ${processed}/${total} (${instId})`,\n          );\n          if (tiers?.data) {\n            map.set(instId, tiers.data);\n          }\n          return map;\n        }, new Map<string, PositionTiersEntry>()),\n      );\n    }),\n  ),\n).pipe(\n  //\n  retry({ delay: 60_000 }),\n  repeat({ delay: 86400_000 }),\n  shareReplay(1),\n);\n\n// Margin 的 open interest 只依赖 position-tier：\n// 1) 启动时先拉全量 MARGIN 仓位档位并缓存，下次直接命中；\n// 2) 档位内只保留同 tier 杠杆最高的记录；\n// 3) 当前策略只使用 tier=1 的 quoteMaxLoan 作为持仓上限，不再混合 /account/max-size；\n// 4) 每个 instId 60 秒刷新一次，并在接口报错时 10 秒重试。\nconst marginOpenInterest$ = spotInstIds$.pipe(\n  mergeMap((instIds) =>\n    from(instIds).pipe(\n      mergeMap((instId) =>\n        defer(async () => {\n          const tiersMap = await firstValueFrom(marginPositionTiersMap$);\n          const tiers = tiersMap.get(instId);\n          if (!tiers?.length) {\n            return null;\n          }\n\n          const tierByLevel = tiers\n            .filter((tier) => !tier.instId || tier.instId === instId)\n            .reduce((mapTierToTierInfo, tierInfo) => {\n              const existing = mapTierToTierInfo.get(tierInfo.tier);\n              if (!existing || +tierInfo.maxLever > +existing.maxLever) {\n                mapTierToTierInfo.set(tierInfo.tier, tierInfo);\n              }\n              return mapTierToTierInfo;\n            }, new Map<string, (typeof tiers)[number]>());\n          // 获取一级杠杆的最大可借贷额度作为持仓量\n          const openInterest = +(tierByLevel.get('1')?.quoteMaxLoan || 0);\n\n          return {\n            instId,\n            openInterest,\n          };\n        }).pipe(retry({ delay: 10_000 }), repeat({ delay: 60_000 })),\n      ),\n    ),\n  ),\n  filter((result): result is { instId: string; openInterest: number } => result !== null),\n  map(({ instId, openInterest }) => {\n    const partial: Partial<IQuote> = {\n      datasource_id: 'OKX',\n      product_id: encodePath('MARGIN', instId),\n    };\n    if (typeof openInterest === 'number' && Number.isFinite(openInterest)) {\n      partial.open_interest = `${openInterest}`;\n    }\n    return partial;\n  }),\n  share(),\n);\n\nmarginOpenInterest$.subscribe();\n\nconst quoteSources$ = [\n  quoteOfSwapFromWs$,\n  openInterestOfSwapFromWS$,\n  quoteOfSwapFromRest$,\n  quoteOfSpotAndMarginFromWs$,\n  quoteOfSpotAndMarginFromRest$,\n  marginOpenInterest$,\n  interestRateOfSwapFromWS$,\n];\n\nconst quote$ = defer(() =>\n  merge(\n    ...quoteSources$.map((x$) =>\n      defer(() => x$).pipe(\n        // 防止单个流关闭导致整体关闭\n        catchError(() => EMPTY),\n      ),\n    ),\n  ),\n).pipe(\n  groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n  mergeMap((group$) => {\n    return group$.pipe(\n      //\n      scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n    );\n  }),\n  share(),\n);\n\n// 合并不同来源的数据并进行合并，避免死锁\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  terminal.channel.publishChannel('quote', { pattern: `^OKX/` }, (channel_id) => {\n    const [datasource_id, product_id] = decodePath(channel_id);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    return quote$.pipe(filter((x) => x.product_id === product_id));\n  });\n\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nexport const swapOpenInterest$ = defer(() => swapOpenInterests$).pipe(\n  map((x) => new Map(x.data.map((x) => [x.instId, +x.oi] as const))),\n  shareReplay(1),\n);\n"]}

package/dist/services.js

@@ -13,7 +13,7 @@ defer(async () => {
         },
     }, async (msg) => {
         if (msg.req) {
-            msg.req.tag = process.env.BROKER_TAG;
+            msg.req.tag = process.env.BROKER_CODE;
             const result = await postGridAlgoOrder(credential, msg.req);
             return { res: { code: 0, message: 'OK', data: result } };
         }

package/dist/services.js.map

@@ -1 +1 @@
-{"version":3,"file":"services.js","sourceRoot":"","sources":["../src/services.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7B,OAAO,EAAE,mBAAmB,EAAE,MAAM,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,UAAU,CAAC;YACrC,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_TAG;\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"]}
+{"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"]}

package/dist/ws.js

@@ -242,4 +242,7 @@ filter((data) => data.length > 0));
 export const useMarketBooks = (channel, instId) => fromWsChannelAndInstId('ws/v5/public', channel, instId).pipe(
 //
 filter((data) => data.length > 0));
+export const useFundingRate = (instId) => fromWsChannelAndInstId('ws/v5/public', 'funding-rate', instId).pipe(
+//
+filter((data) => data.length > 0));
 //# sourceMappingURL=ws.js.map