@yuants/vendor-okx 0.29.0 → 0.29.2

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

@@ -1 +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 { 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/lib/services.js

@@ -15,7 +15,7 @@ const credential = (0, private_api_1.getDefaultCredential)();
         },
     }, async (msg) => {
         if (msg.req) {
-            msg.req.tag = process.env.BROKER_TAG;
+            msg.req.tag = process.env.BROKER_CODE;
             const result = await (0, private_api_1.postGridAlgoOrder)(credential, msg.req);
             return { res: { code: 0, message: 'OK', data: result } };
         }

package/lib/services.js.map

@@ -1 +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,UAAU,CAAC;YACrC,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_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,+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/lib/ws.d.ts

@@ -14,4 +14,19 @@ export declare const useOpenInterest: (instId: string) => Observable<{
 }[]>;
 export declare const useOHLC: (candleType: string, instId: string) => Observable<string[][]>;
 export declare const useMarketBooks: (channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt', instId: string) => Observable<IWSOrderBook[]>;
+export declare const useFundingRate: (instId: string) => Observable<{
+    fundingRate: string;
+    fundingTime: string;
+    instId: string;
+    instType: string;
+    method: string;
+    maxFundingRate: string;
+    minFundingRate: string;
+    nextFundingRate: string;
+    nextFundingTime: string;
+    premium: string;
+    settFundingRate: string;
+    settState: string;
+    ts: string;
+}[]>;
 //# sourceMappingURL=ws.d.ts.map

package/lib/ws.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../src/ws.ts"],"names":[],"mappings":"AAEA,OAAO,EAA8C,UAAU,EAA8B,MAAM,MAAM,CAAC;AAC1G,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAC;AAgS1D,eAAO,MAAM,SAAS,WAAY,MAAM;YAG1B,MAAM;UACR,MAAM;WACL,MAAM;WACN,MAAM;WACN,MAAM;WACN,MAAM;IAKhB,CAAC;AAEJ,eAAO,MAAM,eAAe,WAAY,MAAM;YAGhC,MAAM;QACV,MAAM;IAKb,CAAC;AAEJ,eAAO,MAAM,OAAO,eAAgB,MAAM,UAAU,MAAM,2BAIvD,CAAC;AAEJ,eAAO,MAAM,cAAc,YAChB,OAAO,GAAG,QAAQ,GAAG,SAAS,GAAG,cAAc,GAAG,gBAAgB,UACnE,MAAM,+BAKb,CAAC;AAEJ,eAAO,MAAM,cAAc,WAAY,MAAM;iBAG1B,MAAM;iBACN,MAAM;YACX,MAAM;cACJ,MAAM;YACR,MAAM;oBACE,MAAM;oBACN,MAAM;qBACL,MAAM;qBACN,MAAM;aACd,MAAM;qBACE,MAAM;eACZ,MAAM;QACb,MAAM;IAKb,CAAC"}

package/lib/ws.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useMarketBooks = exports.useOHLC = exports.useOpenInterest = exports.useTicker = void 0;
+exports.useFundingRate = exports.useMarketBooks = exports.useOHLC = exports.useOpenInterest = exports.useTicker = void 0;
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
@@ -249,4 +249,8 @@ const useMarketBooks = (channel, instId) => fromWsChannelAndInstId('ws/v5/public
 //
 (0, rxjs_1.filter)((data) => data.length > 0));
 exports.useMarketBooks = useMarketBooks;
+const useFundingRate = (instId) => fromWsChannelAndInstId('ws/v5/public', 'funding-rate', instId).pipe(
+//
+(0, rxjs_1.filter)((data) => data.length > 0));
+exports.useFundingRate = useFundingRate;
 //# sourceMappingURL=ws.js.map

package/lib/ws.js.map

@@ -1 +1 @@
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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, interval, Observable, Subscription, tap, timeout } from 'rxjs';\nimport { IWSOrderBook } from './public-data/market-order';\n\nconst MetricsWebSocketConnectionsGauge = GlobalPrometheusRegistry.gauge(\n  'okx_websocket_connections',\n  'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = GlobalPrometheusRegistry.gauge(\n  'okx_websocket_channel',\n  'Number of OKX WebSocket channels subscribed',\n);\n\ntype ConnectStatus = 'connecting' | 'connected' | 'closed' | 'reconnecting';\nconst terminal = Terminal.fromNodeEnv();\n\nclass OKXWsClient {\n  private static readonly pool: {\n    path: string;\n    client: OKXWsClient;\n    requests: number;\n    isFull: boolean;\n  }[] = [];\n\n  // ISSUE: 连接限制：3 次/秒 (基于IP)\n  // https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n  // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\n  static GetWsClient(path: string): OKXWsClient {\n    const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);\n    if (existing && !existing.client.isClosed()) {\n      existing.requests++;\n      if (existing.requests >= 480) {\n        existing.isFull = true;\n      }\n      return existing.client;\n    }\n\n    const client = existing?.client?.isClosed() ? existing.client.revive() : new OKXWsClient(path);\n    if (existing) {\n      existing.client = client;\n      existing.requests = 1;\n      existing.isFull = false;\n    } else {\n      OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });\n    }\n    return client;\n  }\n\n  private readonly baseURL: string = `wss://ws.okx.com:8443`;\n  private readonly path: string;\n  private ws!: WebSocket;\n  private connectStatus: ConnectStatus = 'closed';\n  private keepAlive?: Subscription;\n  private readonly subscriptions = new Map<\n    string,\n    {\n      channel: string;\n      instId?: string;\n    }\n  >();\n  private readonly handlers: Record<string, Function> = {};\n  private readonly connectionListeners: Record<'error' | 'close', Set<EventListener>> = {\n    error: new Set(),\n    close: new Set(),\n  };\n\n  private readonly handleOpen = () => {\n    this.connectStatus = 'connected';\n    console.info(formatTime(Date.now()), '✅ WS connected');\n    for (const { channel, instId } of this.subscriptions.values()) {\n      this.sendSubscribeMessage(channel, instId);\n    }\n  };\n\n  private readonly handleMessage = (raw: MessageEvent) => {\n    if (raw.data === 'pong') {\n      return;\n    }\n    const msg = JSON.parse(raw.data);\n    if (msg.arg?.channel) {\n      const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n      const data = msg.data;\n      const handler = this.handlers[channelId];\n      if (data && handler) {\n        handler(data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info(formatTime(Date.now()), 'Event:', msg);\n    }\n  };\n\n  private readonly handleError = (event: Event) => {\n    console.error(formatTime(Date.now()), '❌ WS error', event);\n  };\n\n  private readonly handleClose = (event: CloseEvent) => {\n    console.error(formatTime(Date.now()), '❌ WS closed', event);\n    MetricsWebSocketConnectionsGauge.labels({ path: this.path }).dec();\n\n    const closedSocket = event.target as WebSocket;\n    if (closedSocket !== this.ws) {\n      return;\n    }\n\n    if (this.connectStatus === 'reconnecting') {\n      return;\n    }\n\n    this.connectStatus = 'closed';\n\n    if (this.subscriptions.size === 0) {\n      return;\n    }\n\n    this.connectStatus = 'reconnecting';\n    setTimeout(() => {\n      if (this.connectStatus === 'connecting' || this.connectStatus === 'connected') {\n        return;\n      }\n      if (this.subscriptions.size === 0) {\n        this.connectStatus = 'closed';\n        return;\n      }\n      this.initSocket();\n    }, 1000);\n  };\n\n  constructor(path: string) {\n    this.path = path;\n    this.initSocket();\n    this.startKeepAlive();\n  }\n\n  private revive(): OKXWsClient {\n    this.initSocket();\n    this.startKeepAlive();\n    return this;\n  }\n\n  private initSocket() {\n    this.connectStatus = 'connecting';\n    this.ws = new WebSocket(`${this.baseURL}/${this.path}`);\n    MetricsWebSocketConnectionsGauge.labels({ path: this.path, terminal_id: terminal.terminal_id }).inc();\n\n    this.ws.addEventListener('open', this.handleOpen);\n    this.ws.addEventListener('message', this.handleMessage);\n    this.ws.addEventListener('error', this.handleError);\n    this.ws.addEventListener('close', this.handleClose);\n\n    for (const listener of this.connectionListeners.error) {\n      this.ws.addEventListener('error', listener);\n    }\n    for (const listener of this.connectionListeners.close) {\n      this.ws.addEventListener('close', listener);\n    }\n  }\n\n  private startKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      return;\n    }\n    this.keepAlive = interval(25_000)\n      .pipe(\n        tap(() => {\n          if (this.connectStatus === 'connected') {\n            this.ws.send('ping');\n          }\n        }),\n      )\n      .subscribe();\n  }\n\n  private stopKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      this.keepAlive.unsubscribe();\n    }\n  }\n\n  private isClosed() {\n    return this.ws?.readyState === WebSocket.CLOSING || this.ws?.readyState === WebSocket.CLOSED;\n  }\n\n  private sendSubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n  }\n\n  private sendUnsubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n\n  addConnectionListener(type: 'error' | 'close', listener: EventListener): () => void {\n    this.connectionListeners[type].add(listener);\n    this.ws.addEventListener(type, listener);\n    return () => {\n      this.connectionListeners[type].delete(listener);\n      this.ws.removeEventListener(type, listener);\n    };\n  }\n\n  subscribe(channel: string, instId?: string, handler?: Function) {\n    const channelId = encodePath(channel, instId);\n    if (this.subscriptions.has(channelId)) {\n      console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n      return;\n    }\n\n    this.subscriptions.set(channelId, { channel, instId });\n    MetricsWebSocketChannelGauge.labels({ channel, terminal_id: terminal.terminal_id }).inc();\n\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n\n    this.startKeepAlive();\n\n    if (this.connectStatus === 'connected') {\n      this.sendSubscribeMessage(channel, instId);\n    } else if (this.isClosed()) {\n      this.initSocket();\n    } else {\n      console.info(formatTime(Date.now()), `📩 Queued subscribe for ${channelId} waiting for connection`);\n    }\n  }\n\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    if (this.connectStatus === 'connected') {\n      this.sendUnsubscribeMessage(channel, instId);\n    }\n    this.subscriptions.delete(channelId);\n    MetricsWebSocketChannelGauge.labels({ channel }).dec();\n    delete this.handlers[channelId];\n\n    if (this.subscriptions.size === 0) {\n      this.stopKeepAlive();\n      if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) {\n        this.ws.close();\n      }\n    }\n  }\n}\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n  defer(\n    () =>\n      new Observable<T>((subscriber) => {\n        const client = OKXWsClient.GetWsClient(path);\n        client.subscribe(channel, instId, (data: T) => {\n          subscriber.next(data);\n        });\n        const removeError = client.addConnectionListener('error', (err) => {\n          subscriber.error(err);\n        });\n        const removeClose = client.addConnectionListener('close', () => {\n          subscriber.error('WS Connection Closed');\n        });\n        subscriber.add(() => {\n          removeError();\n          removeClose();\n          client.unsubscribe(channel, instId);\n        });\n      }),\n  ).pipe(\n    // 防止单个连接断开导致数据流关闭\n    timeout(60_000),\n    tap({\n      error: (err) => {\n        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n      },\n    }),\n    // 暂时不太确定是否能支持 retry\n    // retry({ delay: 1000 }),\n    catchError(() => EMPTY),\n  );\n\nexport const useTicker = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      last: string;\n      askPx: string;\n      bidPx: string;\n      askSz: string;\n      bidSz: string;\n    }[]\n  >('ws/v5/public', 'tickers', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      oi: string; // open interest\n    }[]\n  >('ws/v5/public', 'open-interest', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[][]>('ws/v5/business', candleType, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useMarketBooks = (\n  channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt',\n  instId: string,\n) =>\n  fromWsChannelAndInstId<IWSOrderBook[]>('ws/v5/public', channel, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n"]}
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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, interval, Observable, Subscription, tap, timeout } from 'rxjs';\nimport { IWSOrderBook } from './public-data/market-order';\n\nconst MetricsWebSocketConnectionsGauge = GlobalPrometheusRegistry.gauge(\n  'okx_websocket_connections',\n  'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = GlobalPrometheusRegistry.gauge(\n  'okx_websocket_channel',\n  'Number of OKX WebSocket channels subscribed',\n);\n\ntype ConnectStatus = 'connecting' | 'connected' | 'closed' | 'reconnecting';\nconst terminal = Terminal.fromNodeEnv();\n\nclass OKXWsClient {\n  private static readonly pool: {\n    path: string;\n    client: OKXWsClient;\n    requests: number;\n    isFull: boolean;\n  }[] = [];\n\n  // ISSUE: 连接限制：3 次/秒 (基于IP)\n  // https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n  // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\n  static GetWsClient(path: string): OKXWsClient {\n    const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);\n    if (existing && !existing.client.isClosed()) {\n      existing.requests++;\n      if (existing.requests >= 480) {\n        existing.isFull = true;\n      }\n      return existing.client;\n    }\n\n    const client = existing?.client?.isClosed() ? existing.client.revive() : new OKXWsClient(path);\n    if (existing) {\n      existing.client = client;\n      existing.requests = 1;\n      existing.isFull = false;\n    } else {\n      OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });\n    }\n    return client;\n  }\n\n  private readonly baseURL: string = `wss://ws.okx.com:8443`;\n  private readonly path: string;\n  private ws!: WebSocket;\n  private connectStatus: ConnectStatus = 'closed';\n  private keepAlive?: Subscription;\n  private readonly subscriptions = new Map<\n    string,\n    {\n      channel: string;\n      instId?: string;\n    }\n  >();\n  private readonly handlers: Record<string, Function> = {};\n  private readonly connectionListeners: Record<'error' | 'close', Set<EventListener>> = {\n    error: new Set(),\n    close: new Set(),\n  };\n\n  private readonly handleOpen = () => {\n    this.connectStatus = 'connected';\n    console.info(formatTime(Date.now()), '✅ WS connected');\n    for (const { channel, instId } of this.subscriptions.values()) {\n      this.sendSubscribeMessage(channel, instId);\n    }\n  };\n\n  private readonly handleMessage = (raw: MessageEvent) => {\n    if (raw.data === 'pong') {\n      return;\n    }\n    const msg = JSON.parse(raw.data);\n    if (msg.arg?.channel) {\n      const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n      const data = msg.data;\n      const handler = this.handlers[channelId];\n      if (data && handler) {\n        handler(data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info(formatTime(Date.now()), 'Event:', msg);\n    }\n  };\n\n  private readonly handleError = (event: Event) => {\n    console.error(formatTime(Date.now()), '❌ WS error', event);\n  };\n\n  private readonly handleClose = (event: CloseEvent) => {\n    console.error(formatTime(Date.now()), '❌ WS closed', event);\n    MetricsWebSocketConnectionsGauge.labels({ path: this.path }).dec();\n\n    const closedSocket = event.target as WebSocket;\n    if (closedSocket !== this.ws) {\n      return;\n    }\n\n    if (this.connectStatus === 'reconnecting') {\n      return;\n    }\n\n    this.connectStatus = 'closed';\n\n    if (this.subscriptions.size === 0) {\n      return;\n    }\n\n    this.connectStatus = 'reconnecting';\n    setTimeout(() => {\n      if (this.connectStatus === 'connecting' || this.connectStatus === 'connected') {\n        return;\n      }\n      if (this.subscriptions.size === 0) {\n        this.connectStatus = 'closed';\n        return;\n      }\n      this.initSocket();\n    }, 1000);\n  };\n\n  constructor(path: string) {\n    this.path = path;\n    this.initSocket();\n    this.startKeepAlive();\n  }\n\n  private revive(): OKXWsClient {\n    this.initSocket();\n    this.startKeepAlive();\n    return this;\n  }\n\n  private initSocket() {\n    this.connectStatus = 'connecting';\n    this.ws = new WebSocket(`${this.baseURL}/${this.path}`);\n    MetricsWebSocketConnectionsGauge.labels({ path: this.path, terminal_id: terminal.terminal_id }).inc();\n\n    this.ws.addEventListener('open', this.handleOpen);\n    this.ws.addEventListener('message', this.handleMessage);\n    this.ws.addEventListener('error', this.handleError);\n    this.ws.addEventListener('close', this.handleClose);\n\n    for (const listener of this.connectionListeners.error) {\n      this.ws.addEventListener('error', listener);\n    }\n    for (const listener of this.connectionListeners.close) {\n      this.ws.addEventListener('close', listener);\n    }\n  }\n\n  private startKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      return;\n    }\n    this.keepAlive = interval(25_000)\n      .pipe(\n        tap(() => {\n          if (this.connectStatus === 'connected') {\n            this.ws.send('ping');\n          }\n        }),\n      )\n      .subscribe();\n  }\n\n  private stopKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      this.keepAlive.unsubscribe();\n    }\n  }\n\n  private isClosed() {\n    return this.ws?.readyState === WebSocket.CLOSING || this.ws?.readyState === WebSocket.CLOSED;\n  }\n\n  private sendSubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n  }\n\n  private sendUnsubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n\n  addConnectionListener(type: 'error' | 'close', listener: EventListener): () => void {\n    this.connectionListeners[type].add(listener);\n    this.ws.addEventListener(type, listener);\n    return () => {\n      this.connectionListeners[type].delete(listener);\n      this.ws.removeEventListener(type, listener);\n    };\n  }\n\n  subscribe(channel: string, instId?: string, handler?: Function) {\n    const channelId = encodePath(channel, instId);\n    if (this.subscriptions.has(channelId)) {\n      console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n      return;\n    }\n\n    this.subscriptions.set(channelId, { channel, instId });\n    MetricsWebSocketChannelGauge.labels({ channel, terminal_id: terminal.terminal_id }).inc();\n\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n\n    this.startKeepAlive();\n\n    if (this.connectStatus === 'connected') {\n      this.sendSubscribeMessage(channel, instId);\n    } else if (this.isClosed()) {\n      this.initSocket();\n    } else {\n      console.info(formatTime(Date.now()), `📩 Queued subscribe for ${channelId} waiting for connection`);\n    }\n  }\n\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    if (this.connectStatus === 'connected') {\n      this.sendUnsubscribeMessage(channel, instId);\n    }\n    this.subscriptions.delete(channelId);\n    MetricsWebSocketChannelGauge.labels({ channel }).dec();\n    delete this.handlers[channelId];\n\n    if (this.subscriptions.size === 0) {\n      this.stopKeepAlive();\n      if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) {\n        this.ws.close();\n      }\n    }\n  }\n}\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n  defer(\n    () =>\n      new Observable<T>((subscriber) => {\n        const client = OKXWsClient.GetWsClient(path);\n        client.subscribe(channel, instId, (data: T) => {\n          subscriber.next(data);\n        });\n        const removeError = client.addConnectionListener('error', (err) => {\n          subscriber.error(err);\n        });\n        const removeClose = client.addConnectionListener('close', () => {\n          subscriber.error('WS Connection Closed');\n        });\n        subscriber.add(() => {\n          removeError();\n          removeClose();\n          client.unsubscribe(channel, instId);\n        });\n      }),\n  ).pipe(\n    // 防止单个连接断开导致数据流关闭\n    timeout(60_000),\n    tap({\n      error: (err) => {\n        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n      },\n    }),\n    // 暂时不太确定是否能支持 retry\n    // retry({ delay: 1000 }),\n    catchError(() => EMPTY),\n  );\n\nexport const useTicker = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      last: string;\n      askPx: string;\n      bidPx: string;\n      askSz: string;\n      bidSz: string;\n    }[]\n  >('ws/v5/public', 'tickers', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      oi: string; // open interest\n    }[]\n  >('ws/v5/public', 'open-interest', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[][]>('ws/v5/business', candleType, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useMarketBooks = (\n  channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt',\n  instId: string,\n) =>\n  fromWsChannelAndInstId<IWSOrderBook[]>('ws/v5/public', channel, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useFundingRate = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      fundingRate: string;\n      fundingTime: string;\n      instId: string;\n      instType: string;\n      method: string;\n      maxFundingRate: string;\n      minFundingRate: string;\n      nextFundingRate: string;\n      nextFundingTime: string;\n      premium: string;\n      settFundingRate: string;\n      settState: string;\n      ts: string;\n    }[]\n  >('ws/v5/public', 'funding-rate', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-okx",
-	"version": "0.29.0",
+	"version": "0.29.2",
 	"main": "lib/index.js",
 	"files": [
 		"dist",

package/temp/package-deps.json

@@ -1,13 +1,13 @@
 {
-    "apps/vendor-okx/CHANGELOG.json": "b372c1ad7665d3424445834c6f91fbc1565b8695",
-    "apps/vendor-okx/CHANGELOG.md": "2c57a21cc39e5b5d3d40a4c4dd059787e0f4a927",
+    "apps/vendor-okx/CHANGELOG.json": "5dbb9eb6a88d8fda2acffeec8b47e01a27705b87",
+    "apps/vendor-okx/CHANGELOG.md": "09f58fed9de3a1711f8fcdca449fa8f31516e9c7",
     "apps/vendor-okx/README.md": "68caeb8e383d77ece973cd70f4b167b86abb54c3",
     "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
-    "apps/vendor-okx/package.json": "5a652b575a9c2ef027f1bf19204d52cd67b048f0",
+    "apps/vendor-okx/package.json": "314748c28be95721346ae98c593f3cc4b9347095",
     "apps/vendor-okx/src/account-actions-with-credential.ts": "1a2de787b588e98ceef60b3ffb951f298504bf12",
     "apps/vendor-okx/src/account.ts": "672014c974457b438cf026f763d6eecfe585c82b",
     "apps/vendor-okx/src/accountInfos/earning.ts": "62aaeb3b62fa9197d07ee14155625530cdb9b1cd",
@@ -21,33 +21,31 @@
     "apps/vendor-okx/src/api-service.ts": "f1d977b144b1096965c5990260d9e6c81b08cb8c",
     "apps/vendor-okx/src/api/private-api.ts": "73ab6b99249ebb73769e903cc356627eaf19b433",
     "apps/vendor-okx/src/api/public-api.ts": "05b9cddafd09b5c9f65ce4eaeab42832e7d60449",
-    "apps/vendor-okx/src/experimental/cancelOrder.ts": "6c4b53b5ad5edad0b5ae5de8e40be87d9de0839b",
-    "apps/vendor-okx/src/experimental/exchange.ts": "98e379e8a7615975460639666cc0e282de0dfaa0",
+    "apps/vendor-okx/src/experimental/exchange.ts": "df5c9dc9e4d4210be7367f1c23dc63dc4d82cb6f",
     "apps/vendor-okx/src/experimental/getOrders.ts": "f89b8334fa55163a78f91cf675cea8c7c869d4a7",
     "apps/vendor-okx/src/experimental/getPositions.ts": "1cbbe0873a4dc1358eb43e5a1f62cc132bcd58e2",
-    "apps/vendor-okx/src/experimental/modifyOrder.ts": "5e1e31188f3cba216ba8d9eda08f4c2c2655d9d9",
     "apps/vendor-okx/src/experimental/product.ts": "808bb037c1559ead2260a6b1eb2552f246da45c6",
-    "apps/vendor-okx/src/experimental/submitOrder.ts": "bfeca4a4819d407ea80317e9b7e18090b44d1181",
-    "apps/vendor-okx/src/index.ts": "9432e574a30efe43cc1ddba8a2def12c992c4430",
+    "apps/vendor-okx/src/index.ts": "4bad32deb2845ce1314dd849bbd2780619b296f3",
     "apps/vendor-okx/src/order-actions-with-credential.ts": "f58b164c57a776db0fd0ad3a9f7197603ab2f66e",
     "apps/vendor-okx/src/order-actions.ts": "18907924c81ab679bf8a58142fcbc3addd160a94",
     "apps/vendor-okx/src/order.ts": "342f08dbc4a760e5f29bdaa1fe840872219f9ab5",
-    "apps/vendor-okx/src/orders/cancelOrder.ts": "db8741b6f4ec9caa01bc01748ff297bb1f8b58a7",
+    "apps/vendor-okx/src/orders/cancelOrder.ts": "9a6c6d976caddd896ce08afac1dd2e4e24879b54",
     "apps/vendor-okx/src/orders/listOrders.ts": "c4739eb4c0f54391164a7d8e6c7fde44b41cb268",
-    "apps/vendor-okx/src/orders/modifyOrder.ts": "ab30a4b204bcf08c2762541a4bbbf01d0e0f2d1a",
-    "apps/vendor-okx/src/orders/submitOrder.ts": "5a161696cda8ae6618745786e7c4f29358cd19ae",
+    "apps/vendor-okx/src/orders/modifyOrder.ts": "9101b5049743f302b0f0ad84f929ed8a88040bad",
+    "apps/vendor-okx/src/orders/submitOrder.ts": "564c8a659091dfb9676de753f0fceef1ec8ee168",
     "apps/vendor-okx/src/public-data/interest_rate.ts": "f3171f2753955d500ae00ce7e263ea26e05e5421",
     "apps/vendor-okx/src/public-data/market-order.ts": "c7269e9fe1f339b320e8b4cd98652854446a245c",
+    "apps/vendor-okx/src/public-data/new-quote.ts": "6ed5cb051267717949129f296844987fb737f52c",
     "apps/vendor-okx/src/public-data/ohlc.ts": "0b5a568e30b3070f74b0e64614e8c1cc9ba507fb",
     "apps/vendor-okx/src/public-data/product.ts": "9caa1b0d9fa621800870ef47086767f6f5810ad9",
-    "apps/vendor-okx/src/public-data/quote.ts": "4ab43a1d668393d90ae90ec1221de51a28101b32",
-    "apps/vendor-okx/src/services.ts": "9c8c077ad7c7e865ad466b4fd9093c2988bb08b6",
+    "apps/vendor-okx/src/public-data/quote.ts": "e6a73bb79acbdd57fc5bd0f422a335dc64bf5df3",
+    "apps/vendor-okx/src/services.ts": "aeaf5f9d0a87347be6150b28961c5a7c0886b1d8",
     "apps/vendor-okx/src/strategy-account.ts": "2d8f913e19c4402eab249291aaab0b77bc4d9ff8",
     "apps/vendor-okx/src/trade.ts": "cbb88bc535b8377ecd54a18e39082923fd5a4fda",
     "apps/vendor-okx/src/transfer.ts": "381e4bf18846c8f79d3e970277d8800a2f94dacd",
     "apps/vendor-okx/src/utils/provideOHLCFromTimeBackwardService.ts": "3a44206410b5b73683f2395d6c551549b553d7bd",
     "apps/vendor-okx/src/utils/provideSeriesFromTimeBackwardService.ts": "daf3c793eb4fc20e59a740bb69e50fadab5f62f0",
-    "apps/vendor-okx/src/ws.ts": "67e46658d3424cc6bf98e534b86036f33607640d",
+    "apps/vendor-okx/src/ws.ts": "c3e29df777a8d900b0ee2e28ff77c32e0fc541ee",
     "apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "38417f6f35b760ade667d08782f1175046c7b64d",
     "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",

package/dist/experimental/cancelOrder.js

@@ -1,13 +0,0 @@
-import { decodePath } from '@yuants/utils';
-import { postTradeCancelOrder } from '../api/private-api';
-export const cancelOrder = async (credential, order) => {
-    const [, , instId] = decodePath(order.product_id);
-    const res = await postTradeCancelOrder(credential, {
-        instId,
-        ordId: order.order_id,
-    });
-    if (res.code !== '0') {
-        throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);
-    }
-};
-//# sourceMappingURL=cancelOrder.js.map

package/dist/experimental/cancelOrder.js.map

@@ -1 +0,0 @@
-{"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"]}

package/dist/experimental/modifyOrder.js

@@ -1,58 +0,0 @@
-import { formatTime, decodePath, roundToStep } from '@yuants/utils';
-import { firstValueFrom, map } from 'rxjs';
-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 params = {
-        instId,
-        ordId: order.order_id, // 使用现有订单ID
-    };
-    // 如果需要修改价格
-    if (order.price !== undefined) {
-        params.newPx = order.price.toString();
-    }
-    // 如果需要修改数量
-    if (order.volume !== undefined) {
-        // 处理数量修改，类似于 SubmitOrder 中的逻辑
-        if (instType === 'SWAP') {
-            params.newSz = order.volume.toString();
-        }
-        else if (instType === 'SPOT') {
-            params.newSz = order.volume.toString();
-        }
-        else if (instType === 'MARGIN') {
-            if (order.order_type === 'LIMIT') {
-                params.newSz = order.volume.toString();
-            }
-            if (order.order_type === 'MAKER') {
-                params.newSz = order.volume.toString();
-            }
-            if (order.order_type === 'MARKET') {
-                // 对于市价单，可能需要根据当前价格计算新的数量
-                const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
-                    ? +x[instId].askPx
-                    : +x[instId].bidPx)));
-                if (!price) {
-                    throw new Error(`invalid tick: ${price}`);
-                }
-                console.info(formatTime(Date.now()), 'ModifyOrder', 'price', price);
-                const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
-                if (!theProduct) {
-                    throw new Error(`Unknown product: ${order.position_id}`);
-                }
-                params.newSz = roundToStep(order.volume * price, theProduct.volume_step).toString();
-            }
-        }
-        else {
-            throw new Error(`Unknown instType: ${instType}`);
-        }
-    }
-    console.info(formatTime(Date.now()), 'ModifyOrder', 'params', JSON.stringify(params));
-    const res = await postTradeAmendOrder(credential, params);
-    if (res.code !== '0') {
-        throw new Error(`ModifyOrder failed: code=${res.code}, msg=${res.msg}`);
-    }
-};
-//# sourceMappingURL=modifyOrder.js.map

package/dist/experimental/modifyOrder.js.map

@@ -1 +0,0 @@
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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"]}

package/dist/experimental/submitOrder.js

@@ -1,110 +0,0 @@
-import { decodePath, formatTime, roundToStep } from '@yuants/utils';
-import { firstValueFrom, map } from 'rxjs';
-import { postTradeOrder } from '../api/private-api';
-import { productService } from '../public-data/product';
-import { spotMarketTickers$ } from '../public-data/quote';
-const mapOrderDirectionToSide = (direction) => {
-    switch (direction) {
-        case 'OPEN_LONG':
-        case 'CLOSE_SHORT':
-            return 'buy';
-        case 'OPEN_SHORT':
-        case 'CLOSE_LONG':
-            return 'sell';
-    }
-    throw new Error(`Unknown direction: ${direction}`);
-};
-const mapOrderDirectionToPosSide = (direction) => {
-    switch (direction) {
-        case 'OPEN_LONG':
-        case 'CLOSE_LONG':
-            return 'long';
-        case 'CLOSE_SHORT':
-        case 'OPEN_SHORT':
-            return 'short';
-    }
-    throw new Error(`Unknown direction: ${direction}`);
-};
-const mapOrderTypeToOrdType = (order_type) => {
-    switch (order_type) {
-        case 'LIMIT':
-            return 'limit';
-        case 'MARKET':
-            return 'market';
-        case 'MAKER':
-            return 'post_only';
-    }
-    throw new Error(`Unknown order type: ${order_type}`);
-};
-export const submitOrder = async (credential, order) => {
-    var _a, _b, _c;
-    const [, instType, instId] = decodePath(order.product_id);
-    // 交易数量，表示要购买或者出售的数量。
-    // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
-    // 当币币杠杆以市价买入时，指计价货币的数量。
-    // 当币币杠杆以市价卖出时，指交易货币的数量。
-    // 对于币币市价单，单位由 tgtCcy 决定
-    // 当交割、永续、期权买入和卖出时，指合约张数。
-    const mapOrderVolumeToSz = async (order) => {
-        if (instType === 'SWAP') {
-            return order.volume;
-        }
-        if (instType === 'MARGIN') {
-            if (order.order_type === 'LIMIT') {
-                return order.volume;
-            }
-            if (order.order_type === 'MAKER') {
-                return order.volume;
-            }
-            if (order.order_type === 'MARKET') {
-                if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
-                    return order.volume;
-                }
-                //
-                const price = await firstValueFrom(spotMarketTickers$.pipe(map((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
-                    ? +x[instId].askPx
-                    : +x[instId].bidPx)));
-                if (!price) {
-                    throw new Error(`invalid tick: ${price}`);
-                }
-                console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);
-                const theProduct = await firstValueFrom(productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))));
-                if (!theProduct) {
-                    throw new Error(`Unknown product: ${order.position_id}`);
-                }
-                return roundToStep(order.volume * price, theProduct.volume_step);
-            }
-            return 0;
-        }
-        if (instType === 'SPOT') {
-            return order.volume;
-        }
-        throw new Error(`Unknown instType: ${instType}`);
-    };
-    const params = {
-        instId,
-        tdMode: instType === 'SPOT' ? 'cash' : 'cross',
-        side: mapOrderDirectionToSide(order.order_direction),
-        posSide: instType === 'MARGIN' || instType === 'SPOT'
-            ? 'net'
-            : mapOrderDirectionToPosSide(order.order_direction),
-        ordType: mapOrderTypeToOrdType(order.order_type),
-        sz: (await mapOrderVolumeToSz(order)).toString(),
-        tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
-        reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
-            ? 'true'
-            : undefined,
-        px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
-        ccy: instType === 'MARGIN' ? 'USDT' : undefined,
-        tag: process.env.BROKER_TAG,
-    };
-    console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
-    const res = await postTradeOrder(credential, params);
-    if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
-        return { order_id: res.data[0].ordId };
-    }
-    throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data
-        .map((x) => `${x.sCode} ${x.sMsg}`)
-        .join('; ')}`;
-};
-//# sourceMappingURL=submitOrder.js.map

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

package/lib/experimental/cancelOrder.d.ts

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

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

@@ -1 +0,0 @@
-{"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"}

package/lib/experimental/cancelOrder.js

@@ -1,17 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.cancelOrder = void 0;
-const utils_1 = require("@yuants/utils");
-const private_api_1 = require("../api/private-api");
-const cancelOrder = async (credential, order) => {
-    const [, , instId] = (0, utils_1.decodePath)(order.product_id);
-    const res = await (0, private_api_1.postTradeCancelOrder)(credential, {
-        instId,
-        ordId: order.order_id,
-    });
-    if (res.code !== '0') {
-        throw new Error(`Cancel order failed: code=${res.code} msg=${res.msg}`);
-    }
-};
-exports.cancelOrder = cancelOrder;
-//# sourceMappingURL=cancelOrder.js.map

package/lib/experimental/cancelOrder.js.map

@@ -1 +0,0 @@
-{"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"]}