@yuants/vendor-okx 0.29.0 → 0.29.2

package/lib/experimental/modifyOrder.d.ts

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

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

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

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

package/lib/experimental/modifyOrder.js.map

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package/lib/experimental/submitOrder.d.ts

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

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

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

@@ -1,114 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.submitOrder = void 0;
-const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
-const private_api_1 = require("../api/private-api");
-const product_1 = require("../public-data/product");
-const quote_1 = require("../public-data/quote");
-const mapOrderDirectionToSide = (direction) => {
-    switch (direction) {
-        case 'OPEN_LONG':
-        case 'CLOSE_SHORT':
-            return 'buy';
-        case 'OPEN_SHORT':
-        case 'CLOSE_LONG':
-            return 'sell';
-    }
-    throw new Error(`Unknown direction: ${direction}`);
-};
-const mapOrderDirectionToPosSide = (direction) => {
-    switch (direction) {
-        case 'OPEN_LONG':
-        case 'CLOSE_LONG':
-            return 'long';
-        case 'CLOSE_SHORT':
-        case 'OPEN_SHORT':
-            return 'short';
-    }
-    throw new Error(`Unknown direction: ${direction}`);
-};
-const mapOrderTypeToOrdType = (order_type) => {
-    switch (order_type) {
-        case 'LIMIT':
-            return 'limit';
-        case 'MARKET':
-            return 'market';
-        case 'MAKER':
-            return 'post_only';
-    }
-    throw new Error(`Unknown order type: ${order_type}`);
-};
-const submitOrder = async (credential, order) => {
-    var _a, _b, _c;
-    const [, instType, instId] = (0, utils_1.decodePath)(order.product_id);
-    // 交易数量，表示要购买或者出售的数量。
-    // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
-    // 当币币杠杆以市价买入时，指计价货币的数量。
-    // 当币币杠杆以市价卖出时，指交易货币的数量。
-    // 对于币币市价单，单位由 tgtCcy 决定
-    // 当交割、永续、期权买入和卖出时，指合约张数。
-    const mapOrderVolumeToSz = async (order) => {
-        if (instType === 'SWAP') {
-            return order.volume;
-        }
-        if (instType === 'MARGIN') {
-            if (order.order_type === 'LIMIT') {
-                return order.volume;
-            }
-            if (order.order_type === 'MAKER') {
-                return order.volume;
-            }
-            if (order.order_type === 'MARKET') {
-                if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {
-                    return order.volume;
-                }
-                //
-                const price = await (0, rxjs_1.firstValueFrom)(quote_1.spotMarketTickers$.pipe((0, rxjs_1.map)((x) => mapOrderDirectionToPosSide(order.order_direction) === 'long'
-                    ? +x[instId].askPx
-                    : +x[instId].bidPx)));
-                if (!price) {
-                    throw new Error(`invalid tick: ${price}`);
-                }
-                console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'price', price);
-                const theProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$.pipe((0, rxjs_1.map)((x) => x.get(order.product_id))));
-                if (!theProduct) {
-                    throw new Error(`Unknown product: ${order.position_id}`);
-                }
-                return (0, utils_1.roundToStep)(order.volume * price, theProduct.volume_step);
-            }
-            return 0;
-        }
-        if (instType === 'SPOT') {
-            return order.volume;
-        }
-        throw new Error(`Unknown instType: ${instType}`);
-    };
-    const params = {
-        instId,
-        tdMode: instType === 'SPOT' ? 'cash' : 'cross',
-        side: mapOrderDirectionToSide(order.order_direction),
-        posSide: instType === 'MARGIN' || instType === 'SPOT'
-            ? 'net'
-            : mapOrderDirectionToPosSide(order.order_direction),
-        ordType: mapOrderTypeToOrdType(order.order_type),
-        sz: (await mapOrderVolumeToSz(order)).toString(),
-        tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
-        reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_a = order.order_direction) !== null && _a !== void 0 ? _a : '')
-            ? 'true'
-            : undefined,
-        px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
-        ccy: instType === 'MARGIN' ? 'USDT' : undefined,
-        tag: process.env.BROKER_TAG,
-    };
-    console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
-    const res = await (0, private_api_1.postTradeOrder)(credential, params);
-    if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
-        return { order_id: res.data[0].ordId };
-    }
-    throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data
-        .map((x) => `${x.sCode} ${x.sMsg}`)
-        .join('; ')}`;
-};
-exports.submitOrder = submitOrder;
-//# sourceMappingURL=submitOrder.js.map

package/lib/experimental/submitOrder.js.map

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