@yuants/vendor-okx 0.29.18 → 0.30.0

package/dist/index.js

@@ -14,4 +14,5 @@ import './strategy-account';
 import './trade';
 import './transfer';
 import './public-data/new-quote';
+import './services/quotes';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

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

package/dist/services/quotes.js

@@ -0,0 +1,70 @@
+import { provideQuoteService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { encodePath } from '@yuants/utils';
+import { getMarketTickers, getOpenInterest } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const normalizeUpdatedAt = (ts) => (ts ? Number(ts) : Date.now());
+provideQuoteService(terminal, {
+    product_id_prefix: 'OKX/SWAP/',
+    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await getMarketTickers({ instType: 'SWAP' });
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((ticker) => ({
+        product_id: encodePath('OKX', 'SWAP', ticker.instId),
+        updated_at: normalizeUpdatedAt(ticker.ts),
+        last_price: ticker.last,
+        ask_price: ticker.askPx,
+        ask_volume: ticker.askSz,
+        bid_price: ticker.bidPx,
+        bid_volume: ticker.bidSz,
+    }));
+});
+provideQuoteService(terminal, {
+    product_id_prefix: 'OKX/SPOT/',
+    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await getMarketTickers({ instType: 'SPOT' });
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((ticker) => ({
+        product_id: encodePath('OKX', 'SPOT', ticker.instId),
+        updated_at: normalizeUpdatedAt(ticker.ts),
+        last_price: ticker.last,
+        ask_price: ticker.askPx,
+        ask_volume: ticker.askSz,
+        bid_price: ticker.bidPx,
+        bid_volume: ticker.bidSz,
+    }));
+});
+provideQuoteService(terminal, {
+    product_id_prefix: 'OKX/MARGIN/',
+    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await getMarketTickers({ instType: 'SPOT' });
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((ticker) => ({
+        product_id: encodePath('OKX', 'MARGIN', ticker.instId),
+        updated_at: normalizeUpdatedAt(ticker.ts),
+        last_price: ticker.last,
+        ask_price: ticker.askPx,
+        ask_volume: ticker.askSz,
+        bid_price: ticker.bidPx,
+        bid_volume: ticker.bidSz,
+    }));
+});
+provideQuoteService(terminal, {
+    product_id_prefix: 'OKX/SWAP/',
+    fields: ['open_interest'],
+}, async () => {
+    var _a;
+    const res = await getOpenInterest({ instType: 'SWAP' });
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((entry) => {
+        var _a;
+        return ({
+            product_id: encodePath('OKX', 'SWAP', entry.instId),
+            updated_at: normalizeUpdatedAt(entry.ts),
+            open_interest: (_a = entry.oi) !== null && _a !== void 0 ? _a : '0',
+        });
+    });
+});
+//# sourceMappingURL=quotes.js.map

package/dist/services/quotes.js.map

@@ -0,0 +1 @@
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Number(ts) : Date.now());\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/SWAP/',\n    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],\n  },\n  async () => {\n    const res = await getMarketTickers({ instType: 'SWAP' });\n    return (res.data ?? []).map((ticker) => ({\n      product_id: encodePath('OKX', 'SWAP', ticker.instId),\n      updated_at: normalizeUpdatedAt(ticker.ts),\n      last_price: ticker.last,\n      ask_price: ticker.askPx,\n      ask_volume: ticker.askSz,\n      bid_price: ticker.bidPx,\n      bid_volume: ticker.bidSz,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/SPOT/',\n    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],\n  },\n  async () => {\n    const res = await getMarketTickers({ instType: 'SPOT' });\n    return (res.data ?? []).map((ticker) => ({\n      product_id: encodePath('OKX', 'SPOT', ticker.instId),\n      updated_at: normalizeUpdatedAt(ticker.ts),\n      last_price: ticker.last,\n      ask_price: ticker.askPx,\n      ask_volume: ticker.askSz,\n      bid_price: ticker.bidPx,\n      bid_volume: ticker.bidSz,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/MARGIN/',\n    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],\n  },\n  async () => {\n    const res = await getMarketTickers({ instType: 'SPOT' });\n    return (res.data ?? []).map((ticker) => ({\n      product_id: encodePath('OKX', 'MARGIN', ticker.instId),\n      updated_at: normalizeUpdatedAt(ticker.ts),\n      last_price: ticker.last,\n      ask_price: ticker.askPx,\n      ask_volume: ticker.askSz,\n      bid_price: ticker.bidPx,\n      bid_volume: ticker.bidSz,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/SWAP/',\n    fields: ['open_interest'],\n  },\n  async () => {\n    const res = await getOpenInterest({ instType: 'SWAP' });\n    return (res.data ?? []).map((entry) => ({\n      product_id: encodePath('OKX', 'SWAP', entry.instId),\n      updated_at: normalizeUpdatedAt(entry.ts),\n      open_interest: entry.oi ?? '0',\n    }));\n  },\n);\n"]}

package/lib/index.d.ts

@@ -14,4 +14,5 @@ import './strategy-account';
 import './trade';
 import './transfer';
 import './public-data/new-quote';
+import './services/quotes';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,yBAAyB,CAAC;AACjC,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,yBAAyB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,yBAAyB,CAAC;AACjC,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,yBAAyB,CAAC;AACjC,OAAO,mBAAmB,CAAC"}

package/lib/index.js

@@ -16,4 +16,5 @@ require("./strategy-account");
 require("./trade");
 require("./transfer");
 require("./public-data/new-quote");
+require("./services/quotes");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,6CAA2C;AAC3C,yBAAuB;AACvB,mCAAiC;AACjC,mBAAiB;AACjB,2BAAyB;AACzB,2CAAyC;AACzC,uCAAqC;AACrC,sCAAoC;AACpC,8BAA4B;AAC5B,+BAA6B;AAC7B,sBAAoB;AACpB,8BAA4B;AAC5B,mBAAiB;AACjB,sBAAoB;AACpB,mCAAiC","sourcesContent":["import './account';\nimport './account-actions-with-credential';\nimport './api-service';\nimport './experimental/exchange';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\nimport './public-data/new-quote';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,6CAA2C;AAC3C,yBAAuB;AACvB,mCAAiC;AACjC,mBAAiB;AACjB,2BAAyB;AACzB,2CAAyC;AACzC,uCAAqC;AACrC,sCAAoC;AACpC,8BAA4B;AAC5B,+BAA6B;AAC7B,sBAAoB;AACpB,8BAA4B;AAC5B,mBAAiB;AACjB,sBAAoB;AACpB,mCAAiC;AACjC,6BAA2B","sourcesContent":["import './account';\nimport './account-actions-with-credential';\nimport './api-service';\nimport './experimental/exchange';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\nimport './public-data/new-quote';\nimport './services/quotes';\n"]}

package/lib/services/quotes.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=quotes.d.ts.map

package/lib/services/quotes.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"quotes.d.ts","sourceRoot":"","sources":["../../src/services/quotes.ts"],"names":[],"mappings":""}

package/lib/services/quotes.js

@@ -0,0 +1,72 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const normalizeUpdatedAt = (ts) => (ts ? Number(ts) : Date.now());
+(0, exchange_1.provideQuoteService)(terminal, {
+    product_id_prefix: 'OKX/SWAP/',
+    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await (0, public_api_1.getMarketTickers)({ instType: 'SWAP' });
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((ticker) => ({
+        product_id: (0, utils_1.encodePath)('OKX', 'SWAP', ticker.instId),
+        updated_at: normalizeUpdatedAt(ticker.ts),
+        last_price: ticker.last,
+        ask_price: ticker.askPx,
+        ask_volume: ticker.askSz,
+        bid_price: ticker.bidPx,
+        bid_volume: ticker.bidSz,
+    }));
+});
+(0, exchange_1.provideQuoteService)(terminal, {
+    product_id_prefix: 'OKX/SPOT/',
+    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await (0, public_api_1.getMarketTickers)({ instType: 'SPOT' });
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((ticker) => ({
+        product_id: (0, utils_1.encodePath)('OKX', 'SPOT', ticker.instId),
+        updated_at: normalizeUpdatedAt(ticker.ts),
+        last_price: ticker.last,
+        ask_price: ticker.askPx,
+        ask_volume: ticker.askSz,
+        bid_price: ticker.bidPx,
+        bid_volume: ticker.bidSz,
+    }));
+});
+(0, exchange_1.provideQuoteService)(terminal, {
+    product_id_prefix: 'OKX/MARGIN/',
+    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await (0, public_api_1.getMarketTickers)({ instType: 'SPOT' });
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((ticker) => ({
+        product_id: (0, utils_1.encodePath)('OKX', 'MARGIN', ticker.instId),
+        updated_at: normalizeUpdatedAt(ticker.ts),
+        last_price: ticker.last,
+        ask_price: ticker.askPx,
+        ask_volume: ticker.askSz,
+        bid_price: ticker.bidPx,
+        bid_volume: ticker.bidSz,
+    }));
+});
+(0, exchange_1.provideQuoteService)(terminal, {
+    product_id_prefix: 'OKX/SWAP/',
+    fields: ['open_interest'],
+}, async () => {
+    var _a;
+    const res = await (0, public_api_1.getOpenInterest)({ instType: 'SWAP' });
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((entry) => {
+        var _a;
+        return ({
+            product_id: (0, utils_1.encodePath)('OKX', 'SWAP', entry.instId),
+            updated_at: normalizeUpdatedAt(entry.ts),
+            open_interest: (_a = entry.oi) !== null && _a !== void 0 ? _a : '0',
+        });
+    });
+});
+//# sourceMappingURL=quotes.js.map

package/lib/services/quotes.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quotes.js","sourceRoot":"","sources":["../../src/services/quotes.ts"],"names":[],"mappings":";;AAAA,+CAAuD;AACvD,+CAA4C;AAC5C,yCAA2C;AAC3C,kDAAsE;AAEtE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,kBAAkB,GAAG,CAAC,EAAW,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC;AAE3E,IAAA,8BAAmB,EACjB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,MAAM,EAAE,CAAC,YAAY,EAAE,WAAW,EAAE,YAAY,EAAE,WAAW,EAAE,YAAY,CAAC;CAC7E,EACD,KAAK,IAAI,EAAE;;IACT,MAAM,GAAG,GAAG,MAAM,IAAA,6BAAgB,EAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;IACzD,OAAO,CAAC,MAAA,GAAG,CAAC,IAAI,mCAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;QACvC,UAAU,EAAE,IAAA,kBAAU,EAAC,KAAK,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;QACpD,UAAU,EAAE,kBAAkB,CAAC,MAAM,CAAC,EAAE,CAAC;QACzC,UAAU,EAAE,MAAM,CAAC,IAAI;QACvB,SAAS,EAAE,MAAM,CAAC,KAAK;QACvB,UAAU,EAAE,MAAM,CAAC,KAAK;QACxB,SAAS,EAAE,MAAM,CAAC,KAAK;QACvB,UAAU,EAAE,MAAM,CAAC,KAAK;KACzB,CAAC,CAAC,CAAC;AACN,CAAC,CACF,CAAC;AAEF,IAAA,8BAAmB,EACjB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,MAAM,EAAE,CAAC,YAAY,EAAE,WAAW,EAAE,YAAY,EAAE,WAAW,EAAE,YAAY,CAAC;CAC7E,EACD,KAAK,IAAI,EAAE;;IACT,MAAM,GAAG,GAAG,MAAM,IAAA,6BAAgB,EAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;IACzD,OAAO,CAAC,MAAA,GAAG,CAAC,IAAI,mCAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;QACvC,UAAU,EAAE,IAAA,kBAAU,EAAC,KAAK,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;QACpD,UAAU,EAAE,kBAAkB,CAAC,MAAM,CAAC,EAAE,CAAC;QACzC,UAAU,EAAE,MAAM,CAAC,IAAI;QACvB,SAAS,EAAE,MAAM,CAAC,KAAK;QACvB,UAAU,EAAE,MAAM,CAAC,KAAK;QACxB,SAAS,EAAE,MAAM,CAAC,KAAK;QACvB,UAAU,EAAE,MAAM,CAAC,KAAK;KACzB,CAAC,CAAC,CAAC;AACN,CAAC,CACF,CAAC;AAEF,IAAA,8BAAmB,EACjB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,MAAM,EAAE,CAAC,YAAY,EAAE,WAAW,EAAE,YAAY,EAAE,WAAW,EAAE,YAAY,CAAC;CAC7E,EACD,KAAK,IAAI,EAAE;;IACT,MAAM,GAAG,GAAG,MAAM,IAAA,6BAAgB,EAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;IACzD,OAAO,CAAC,MAAA,GAAG,CAAC,IAAI,mCAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;QACvC,UAAU,EAAE,IAAA,kBAAU,EAAC,KAAK,EAAE,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC;QACtD,UAAU,EAAE,kBAAkB,CAAC,MAAM,CAAC,EAAE,CAAC;QACzC,UAAU,EAAE,MAAM,CAAC,IAAI;QACvB,SAAS,EAAE,MAAM,CAAC,KAAK;QACvB,UAAU,EAAE,MAAM,CAAC,KAAK;QACxB,SAAS,EAAE,MAAM,CAAC,KAAK;QACvB,UAAU,EAAE,MAAM,CAAC,KAAK;KACzB,CAAC,CAAC,CAAC;AACN,CAAC,CACF,CAAC;AAEF,IAAA,8BAAmB,EACjB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,MAAM,EAAE,CAAC,eAAe,CAAC;CAC1B,EACD,KAAK,IAAI,EAAE;;IACT,MAAM,GAAG,GAAG,MAAM,IAAA,4BAAe,EAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;IACxD,OAAO,CAAC,MAAA,GAAG,CAAC,IAAI,mCAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE;;QAAC,OAAA,CAAC;YACtC,UAAU,EAAE,IAAA,kBAAU,EAAC,KAAK,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC;YACnD,UAAU,EAAE,kBAAkB,CAAC,KAAK,CAAC,EAAE,CAAC;YACxC,aAAa,EAAE,MAAA,KAAK,CAAC,EAAE,mCAAI,GAAG;SAC/B,CAAC,CAAA;KAAA,CAAC,CAAC;AACN,CAAC,CACF,CAAC","sourcesContent":["import { provideQuoteService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getMarketTickers, getOpenInterest } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst normalizeUpdatedAt = (ts?: string) => (ts ? Number(ts) : Date.now());\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/SWAP/',\n    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],\n  },\n  async () => {\n    const res = await getMarketTickers({ instType: 'SWAP' });\n    return (res.data ?? []).map((ticker) => ({\n      product_id: encodePath('OKX', 'SWAP', ticker.instId),\n      updated_at: normalizeUpdatedAt(ticker.ts),\n      last_price: ticker.last,\n      ask_price: ticker.askPx,\n      ask_volume: ticker.askSz,\n      bid_price: ticker.bidPx,\n      bid_volume: ticker.bidSz,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/SPOT/',\n    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],\n  },\n  async () => {\n    const res = await getMarketTickers({ instType: 'SPOT' });\n    return (res.data ?? []).map((ticker) => ({\n      product_id: encodePath('OKX', 'SPOT', ticker.instId),\n      updated_at: normalizeUpdatedAt(ticker.ts),\n      last_price: ticker.last,\n      ask_price: ticker.askPx,\n      ask_volume: ticker.askSz,\n      bid_price: ticker.bidPx,\n      bid_volume: ticker.bidSz,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/MARGIN/',\n    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],\n  },\n  async () => {\n    const res = await getMarketTickers({ instType: 'SPOT' });\n    return (res.data ?? []).map((ticker) => ({\n      product_id: encodePath('OKX', 'MARGIN', ticker.instId),\n      updated_at: normalizeUpdatedAt(ticker.ts),\n      last_price: ticker.last,\n      ask_price: ticker.askPx,\n      ask_volume: ticker.askSz,\n      bid_price: ticker.bidPx,\n      bid_volume: ticker.bidSz,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/SWAP/',\n    fields: ['open_interest'],\n  },\n  async () => {\n    const res = await getOpenInterest({ instType: 'SWAP' });\n    return (res.data ?? []).map((entry) => ({\n      product_id: encodePath('OKX', 'SWAP', entry.instId),\n      updated_at: normalizeUpdatedAt(entry.ts),\n      open_interest: entry.oi ?? '0',\n    }));\n  },\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-okx",
-	"version": "0.29.18",
+	"version": "0.30.0",
 	"main": "lib/index.js",
 	"files": [
 		"dist",

package/temp/package-deps.json

@@ -1,13 +1,13 @@
 {
-    "apps/vendor-okx/CHANGELOG.json": "66aee5b6551f664e22dfdcf4d46e72995fc37743",
-    "apps/vendor-okx/CHANGELOG.md": "c2a6a56c2b3a0141cbd8208d8b5caab4416db5ba",
+    "apps/vendor-okx/CHANGELOG.json": "52cf284004bfdec7481f4bb1505c81031a4ecc96",
+    "apps/vendor-okx/CHANGELOG.md": "1cef29b11836b1a90e16181c10a7633635e54b81",
     "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": "b83434d6a0ba50306bdfc58231a9dc38016a9772",
+    "apps/vendor-okx/package.json": "7a3b24f1a0cf5297ede1cd885d2eae73dd841568",
     "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",
@@ -25,7 +25,7 @@
     "apps/vendor-okx/src/experimental/getOrders.ts": "f89b8334fa55163a78f91cf675cea8c7c869d4a7",
     "apps/vendor-okx/src/experimental/getPositions.ts": "5fe0bd5ebc3db151be7ae897aaad256dea878122",
     "apps/vendor-okx/src/experimental/product.ts": "808bb037c1559ead2260a6b1eb2552f246da45c6",
-    "apps/vendor-okx/src/index.ts": "4bad32deb2845ce1314dd849bbd2780619b296f3",
+    "apps/vendor-okx/src/index.ts": "f59f1ff5f6c97ae517621d46c0ef5a46bcef3070",
     "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",
@@ -40,6 +40,7 @@
     "apps/vendor-okx/src/public-data/product.ts": "9caa1b0d9fa621800870ef47086767f6f5810ad9",
     "apps/vendor-okx/src/public-data/quote.ts": "da471098f6c59376f7221bf6fc3d2625eeacecee",
     "apps/vendor-okx/src/services.ts": "aeaf5f9d0a87347be6150b28961c5a7c0886b1d8",
+    "apps/vendor-okx/src/services/quotes.ts": "2f2278acf1884c8c8b29f9bb79221955b2eb8016",
     "apps/vendor-okx/src/strategy-account.ts": "2d8f913e19c4402eab249291aaab0b77bc4d9ff8",
     "apps/vendor-okx/src/trade.ts": "17a2afcdbf2ec69944a73d3d097660675dbe09a4",
     "apps/vendor-okx/src/transfer.ts": "381e4bf18846c8f79d3e970277d8800a2f94dacd",