@yuants/vendor-okx 0.29.10 → 0.29.12
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/accountInfos/trading.js +1 -0
- package/dist/accountInfos/trading.js.map +1 -1
- package/dist/experimental/getPositions.js +1 -0
- package/dist/experimental/getPositions.js.map +1 -1
- package/lib/accountInfos/trading.d.ts.map +1 -1
- package/lib/accountInfos/trading.js +1 -0
- package/lib/accountInfos/trading.js.map +1 -1
- package/lib/experimental/getPositions.d.ts.map +1 -1
- package/lib/experimental/getPositions.js +1 -0
- package/lib/experimental/getPositions.js.map +1 -1
- package/package.json +1 -1
- package/temp/package-deps.json +5 -5
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0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n\n const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n positions.push(\n makeSpotPosition({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n volume: volume,\n free_volume: free_volume,\n closable_price: getSpotPrice(detail.ccy),\n }),\n );\n });\n positionsApi.data.forEach((x) => {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath(x.instType, x.instId);\n const closable_price = +x.last;\n const valuation =\n (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n valuation,\n });\n });\n return positions;\n};\n"]}
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0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n\n const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n positions.push(\n makeSpotPosition({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n volume: volume,\n free_volume: free_volume,\n closable_price: getSpotPrice(detail.ccy),\n }),\n );\n });\n positionsApi.data.forEach((x) => {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath(x.instType, x.instId);\n const closable_price = +x.last;\n const valuation =\n (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n liquidation_price: x.liqPx,\n valuation,\n });\n });\n return positions;\n};\n"]}
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{ IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getSpotPrice } from '../accountInfos/trading';\nimport {\n getAccountBalance,\n getAccountPositions,\n getAssetBalances,\n getFinanceSavingsBalance,\n getFlexibleLoanInfo,\n ICredential,\n} from '../api/private-api';\nimport { productCache } from './product';\n\nexport const getPositions = async (credential: ICredential): Promise<IPosition[]> => {\n const positions: IPosition[] = [];\n\n const [positionsApi, balanceApi, assetBalancesApi, offersApi, flexibleLoanInfoApi] = await Promise.all([\n // Trading Accounts\n getAccountPositions(credential, {}),\n getAccountBalance(credential, {}),\n // Funding Accounts\n getAssetBalances(credential, {}),\n // Earning Accounts\n getFinanceSavingsBalance(credential, {}),\n // Loan Accounts\n getFlexibleLoanInfo(credential),\n ]);\n\n // 现货头寸\n for (const detail of balanceApi.data?.[0]?.details || []) {\n const volume = +(detail.cashBal ?? 0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n\n const product_id = encodePath('OKX', 'SPOT', `${detail.ccy}-USDT`);\n positions.push(\n makeSpotPosition({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n volume: volume,\n free_volume: free_volume,\n closable_price: getSpotPrice(detail.ccy),\n }),\n );\n }\n for (const x of positionsApi.data || []) {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath('OKX', x.instType, x.instId);\n const closable_price = +x.last;\n const theProduct = await productCache.query(product_id);\n const valuation = (theProduct?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n valuation,\n });\n }\n\n for (const x of assetBalancesApi.data || []) {\n positions.push(\n makeSpotPosition({\n datasource_id: 'OKX',\n position_id: encodePath('OKX', 'FUNDING-ASSET', `${x.ccy}`),\n product_id: encodePath('OKX', 'FUNDING-ASSET', `${x.ccy}`),\n volume: +x.bal,\n free_volume: +x.bal,\n closable_price: getSpotPrice(x.ccy),\n }),\n );\n }\n\n for (const offer of offersApi.data || []) {\n positions.push(\n makeSpotPosition({\n position_id: encodePath('OKX', 'EARNING-ASSET', `${offer.ccy}`),\n datasource_id: 'OKX',\n product_id: encodePath('OKX', 'EARNING-ASSET', `${offer.ccy}`),\n volume: +offer.amt,\n free_volume: +offer.amt,\n closable_price: getSpotPrice(offer.ccy),\n }),\n );\n }\n\n for (const loan of flexibleLoanInfoApi.data?.[0]?.loanData || []) {\n positions.push({\n datasource_id: 'OKX',\n position_id: encodePath('OKX', 'LOAN', `${loan.ccy}`),\n product_id: encodePath('OKX', 'LOAN', `${loan.ccy}`),\n volume: +loan.amt,\n free_volume: +loan.amt,\n direction: 'SHORT',\n position_price: 0,\n closable_price: getSpotPrice(loan.ccy),\n floating_profit: -getSpotPrice(loan.ccy) * +loan.amt,\n valuation: getSpotPrice(loan.ccy) * +loan.amt,\n });\n }\n\n for (const collateral of flexibleLoanInfoApi.data?.[0]?.collateralData || []) {\n positions.push(\n makeSpotPosition({\n position_id: encodePath('OKX', 'COLLATERAL', `${collateral.ccy}`),\n datasource_id: 'OKX',\n product_id: encodePath('OKX', 'COLLATERAL', `${collateral.ccy}`),\n volume: +collateral.amt,\n free_volume: +collateral.amt,\n closable_price: getSpotPrice(collateral.ccy),\n }),\n );\n }\n\n return positions;\n};\n"]}
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1
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+
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{ IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getSpotPrice } from '../accountInfos/trading';\nimport {\n getAccountBalance,\n getAccountPositions,\n getAssetBalances,\n getFinanceSavingsBalance,\n getFlexibleLoanInfo,\n ICredential,\n} from '../api/private-api';\nimport { productCache } from './product';\n\nexport const getPositions = async (credential: ICredential): Promise<IPosition[]> => {\n const positions: IPosition[] = [];\n\n const [positionsApi, balanceApi, assetBalancesApi, offersApi, flexibleLoanInfoApi] = await Promise.all([\n // Trading Accounts\n getAccountPositions(credential, {}),\n getAccountBalance(credential, {}),\n // Funding Accounts\n getAssetBalances(credential, {}),\n // Earning Accounts\n getFinanceSavingsBalance(credential, {}),\n // Loan Accounts\n getFlexibleLoanInfo(credential),\n ]);\n\n // 现货头寸\n for (const detail of balanceApi.data?.[0]?.details || []) {\n const volume = +(detail.cashBal ?? 0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n\n const product_id = encodePath('OKX', 'SPOT', `${detail.ccy}-USDT`);\n positions.push(\n makeSpotPosition({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n volume: volume,\n free_volume: free_volume,\n closable_price: getSpotPrice(detail.ccy),\n }),\n );\n }\n for (const x of positionsApi.data || []) {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath('OKX', x.instType, x.instId);\n const closable_price = +x.last;\n const theProduct = await productCache.query(product_id);\n const valuation = (theProduct?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n liquidation_price: x.liqPx,\n valuation,\n });\n }\n\n for (const x of assetBalancesApi.data || []) {\n positions.push(\n makeSpotPosition({\n datasource_id: 'OKX',\n position_id: encodePath('OKX', 'FUNDING-ASSET', `${x.ccy}`),\n product_id: encodePath('OKX', 'FUNDING-ASSET', `${x.ccy}`),\n volume: +x.bal,\n free_volume: +x.bal,\n closable_price: getSpotPrice(x.ccy),\n }),\n );\n }\n\n for (const offer of offersApi.data || []) {\n positions.push(\n makeSpotPosition({\n position_id: encodePath('OKX', 'EARNING-ASSET', `${offer.ccy}`),\n datasource_id: 'OKX',\n product_id: encodePath('OKX', 'EARNING-ASSET', `${offer.ccy}`),\n volume: +offer.amt,\n free_volume: +offer.amt,\n closable_price: getSpotPrice(offer.ccy),\n }),\n );\n }\n\n for (const loan of flexibleLoanInfoApi.data?.[0]?.loanData || []) {\n positions.push({\n datasource_id: 'OKX',\n position_id: encodePath('OKX', 'LOAN', `${loan.ccy}`),\n product_id: encodePath('OKX', 'LOAN', `${loan.ccy}`),\n volume: +loan.amt,\n free_volume: +loan.amt,\n direction: 'SHORT',\n position_price: 0,\n closable_price: getSpotPrice(loan.ccy),\n floating_profit: -getSpotPrice(loan.ccy) * +loan.amt,\n valuation: getSpotPrice(loan.ccy) * +loan.amt,\n });\n }\n\n for (const collateral of flexibleLoanInfoApi.data?.[0]?.collateralData || []) {\n positions.push(\n makeSpotPosition({\n position_id: encodePath('OKX', 'COLLATERAL', `${collateral.ccy}`),\n datasource_id: 'OKX',\n product_id: encodePath('OKX', 'COLLATERAL', `${collateral.ccy}`),\n volume: +collateral.amt,\n free_volume: +collateral.amt,\n closable_price: getSpotPrice(collateral.ccy),\n }),\n );\n }\n\n return positions;\n};\n"]}
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0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n\n const product_id = encodePath('SPOT', `${detail.ccy}-USDT`);\n positions.push(\n makeSpotPosition({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n volume: volume,\n free_volume: free_volume,\n closable_price: getSpotPrice(detail.ccy),\n }),\n );\n });\n positionsApi.data.forEach((x) => {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath(x.instType, x.instId);\n const closable_price = +x.last;\n const valuation =\n (mapProductIdToProduct.get(product_id)?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n liquidation_price: x.liqPx,\n valuation,\n });\n });\n return positions;\n};\n"]}
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1
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{ IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getSpotPrice } from '../accountInfos/trading';\nimport {\n getAccountBalance,\n getAccountPositions,\n getAssetBalances,\n getFinanceSavingsBalance,\n getFlexibleLoanInfo,\n ICredential,\n} from '../api/private-api';\nimport { productCache } from './product';\n\nexport const getPositions = async (credential: ICredential): Promise<IPosition[]> => {\n const positions: IPosition[] = [];\n\n const [positionsApi, balanceApi, assetBalancesApi, offersApi, flexibleLoanInfoApi] = await Promise.all([\n // Trading Accounts\n getAccountPositions(credential, {}),\n getAccountBalance(credential, {}),\n // Funding Accounts\n getAssetBalances(credential, {}),\n // Earning Accounts\n getFinanceSavingsBalance(credential, {}),\n // Loan Accounts\n getFlexibleLoanInfo(credential),\n ]);\n\n // 现货头寸\n for (const detail of balanceApi.data?.[0]?.details || []) {\n const volume = +(detail.cashBal ?? 0);\n const free_volume = Math.min(\n volume, // free should no more than balance if there is much profits\n +(detail.availEq ?? 0),\n );\n\n const product_id = encodePath('OKX', 'SPOT', `${detail.ccy}-USDT`);\n positions.push(\n makeSpotPosition({\n position_id: product_id,\n datasource_id: 'OKX',\n product_id: product_id,\n volume: volume,\n free_volume: free_volume,\n closable_price: getSpotPrice(detail.ccy),\n }),\n );\n }\n for (const x of positionsApi.data || []) {\n const direction =\n x.posSide === 'long' ? 'LONG' : x.posSide === 'short' ? 'SHORT' : +x.pos > 0 ? 'LONG' : 'SHORT';\n const volume = Math.abs(+x.pos);\n const product_id = encodePath('OKX', x.instType, x.instId);\n const closable_price = +x.last;\n const theProduct = await productCache.query(product_id);\n const valuation = (theProduct?.value_scale ?? 1) * volume * closable_price || 0;\n\n positions.push({\n position_id: x.posId,\n datasource_id: 'OKX',\n product_id,\n direction,\n volume: volume,\n free_volume: +x.availPos,\n closable_price,\n position_price: +x.avgPx,\n floating_profit: +x.upl,\n liquidation_price: x.liqPx,\n valuation,\n });\n }\n\n for (const x of assetBalancesApi.data || []) {\n positions.push(\n makeSpotPosition({\n datasource_id: 'OKX',\n position_id: encodePath('OKX', 'FUNDING-ASSET', `${x.ccy}`),\n product_id: encodePath('OKX', 'FUNDING-ASSET', `${x.ccy}`),\n volume: +x.bal,\n free_volume: +x.bal,\n closable_price: getSpotPrice(x.ccy),\n }),\n );\n }\n\n for (const offer of offersApi.data || []) {\n positions.push(\n makeSpotPosition({\n position_id: encodePath('OKX', 'EARNING-ASSET', `${offer.ccy}`),\n datasource_id: 'OKX',\n product_id: encodePath('OKX', 'EARNING-ASSET', `${offer.ccy}`),\n volume: +offer.amt,\n free_volume: +offer.amt,\n closable_price: getSpotPrice(offer.ccy),\n }),\n );\n }\n\n for (const loan of flexibleLoanInfoApi.data?.[0]?.loanData || []) {\n positions.push({\n datasource_id: 'OKX',\n position_id: encodePath('OKX', 'LOAN', `${loan.ccy}`),\n product_id: encodePath('OKX', 'LOAN', `${loan.ccy}`),\n volume: +loan.amt,\n free_volume: +loan.amt,\n direction: 'SHORT',\n position_price: 0,\n closable_price: getSpotPrice(loan.ccy),\n floating_profit: -getSpotPrice(loan.ccy) * +loan.amt,\n valuation: getSpotPrice(loan.ccy) * +loan.amt,\n });\n }\n\n for (const collateral of flexibleLoanInfoApi.data?.[0]?.collateralData || []) {\n positions.push(\n makeSpotPosition({\n position_id: encodePath('OKX', 'COLLATERAL', `${collateral.ccy}`),\n datasource_id: 'OKX',\n product_id: encodePath('OKX', 'COLLATERAL', `${collateral.ccy}`),\n volume: +collateral.amt,\n free_volume: +collateral.amt,\n closable_price: getSpotPrice(collateral.ccy),\n }),\n );\n }\n\n return positions;\n};\n"]}
|
package/package.json
CHANGED
package/temp/package-deps.json
CHANGED
|
@@ -1,13 +1,13 @@
|
|
|
1
1
|
{
|
|
2
|
-
"apps/vendor-okx/CHANGELOG.json": "
|
|
3
|
-
"apps/vendor-okx/CHANGELOG.md": "
|
|
2
|
+
"apps/vendor-okx/CHANGELOG.json": "2c1be394fd415553470426085d26582a38d774ea",
|
|
3
|
+
"apps/vendor-okx/CHANGELOG.md": "649c75138642fdfa8711d6b355f9983f0b8312b9",
|
|
4
4
|
"apps/vendor-okx/README.md": "68caeb8e383d77ece973cd70f4b167b86abb54c3",
|
|
5
5
|
"apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
|
|
6
6
|
"apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
|
7
7
|
"apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
8
8
|
"apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
9
9
|
"apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
|
|
10
|
-
"apps/vendor-okx/package.json": "
|
|
10
|
+
"apps/vendor-okx/package.json": "4ae8f4a5a64c8c0e8df6b4a72df43bac6ed81706",
|
|
11
11
|
"apps/vendor-okx/src/account-actions-with-credential.ts": "1a2de787b588e98ceef60b3ffb951f298504bf12",
|
|
12
12
|
"apps/vendor-okx/src/account.ts": "672014c974457b438cf026f763d6eecfe585c82b",
|
|
13
13
|
"apps/vendor-okx/src/accountInfos/earning.ts": "62aaeb3b62fa9197d07ee14155625530cdb9b1cd",
|
|
@@ -15,7 +15,7 @@
|
|
|
15
15
|
"apps/vendor-okx/src/accountInfos/index.ts": "272c4a49a94749b17d83bfb1f39a9bd932707288",
|
|
16
16
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"apps/vendor-okx/src/accountInfos/loan.ts": "693df52e7f9f3d1e1ae3179e5c4c4572db9597f1",
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17
17
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"apps/vendor-okx/src/accountInfos/strategy.ts": "176add92022ad1fb43bad61880c5053aaa9fd5be",
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18
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-
"apps/vendor-okx/src/accountInfos/trading.ts": "
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18
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+
"apps/vendor-okx/src/accountInfos/trading.ts": "57ba84894f697be94dff619cd302a56d49057d6f",
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19
19
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"apps/vendor-okx/src/accountInfos/types.ts": "c3c1096c3ad6849f6f679f1dfe0badb3ae876e41",
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20
20
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"apps/vendor-okx/src/accountInfos/uid.ts": "6dd95c14f0493ef3f7d2dcbf4f01a1c181817999",
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21
21
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"apps/vendor-okx/src/api-service.ts": "f1d977b144b1096965c5990260d9e6c81b08cb8c",
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@@ -23,7 +23,7 @@
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23
23
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"apps/vendor-okx/src/api/public-api.ts": "05b9cddafd09b5c9f65ce4eaeab42832e7d60449",
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24
24
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"apps/vendor-okx/src/experimental/exchange.ts": "df5c9dc9e4d4210be7367f1c23dc63dc4d82cb6f",
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25
25
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"apps/vendor-okx/src/experimental/getOrders.ts": "f89b8334fa55163a78f91cf675cea8c7c869d4a7",
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26
|
-
"apps/vendor-okx/src/experimental/getPositions.ts": "
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26
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+
"apps/vendor-okx/src/experimental/getPositions.ts": "5fe0bd5ebc3db151be7ae897aaad256dea878122",
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27
27
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"apps/vendor-okx/src/experimental/product.ts": "808bb037c1559ead2260a6b1eb2552f246da45c6",
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28
28
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"apps/vendor-okx/src/index.ts": "4bad32deb2845ce1314dd849bbd2780619b296f3",
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29
29
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"apps/vendor-okx/src/order-actions-with-credential.ts": "f58b164c57a776db0fd0ad3a9f7197603ab2f66e",
|