@yuants/vendor-okx 0.29.6 → 0.29.7
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/uid.js +3 -3
- package/dist/accountInfos/uid.js.map +1 -1
- package/dist/orders/submitOrder.js +27 -15
- package/dist/orders/submitOrder.js.map +1 -1
- package/lib/accountInfos/uid.d.ts +26 -0
- package/lib/accountInfos/uid.d.ts.map +1 -1
- package/lib/accountInfos/uid.js +5 -5
- package/lib/accountInfos/uid.js.map +1 -1
- package/lib/orders/submitOrder.d.ts.map +1 -1
- package/lib/orders/submitOrder.js +26 -14
- package/lib/orders/submitOrder.js.map +1 -1
- package/package.json +1 -1
- package/temp/package-deps.json +5 -5
package/dist/accountInfos/uid.js
CHANGED
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@@ -1,8 +1,8 @@
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1
1
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import { createCache } from '@yuants/cache';
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2
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import { getAccountConfig } from '../api/private-api';
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3
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-
const accountConfigCache = createCache((key) => getAccountConfig(JSON.parse(key)), {
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4
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-
expire:
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5
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-
swrAfter:
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3
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+
export const accountConfigCache = createCache((key) => getAccountConfig(JSON.parse(key)), {
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expire: 1000000,
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swrAfter: 100000, // 100 秒后后台刷新
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});
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const accountUidCache = createCache(async (key) => {
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const config = await accountConfigCache.query(key);
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"uid.js","sourceRoot":"","sources":["../../src/accountInfos/uid.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAe,MAAM,oBAAoB,CAAC;AAEnE,MAAM,kBAAkB,GAAG,WAAW,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,EAAE;
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1
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+
{"version":3,"file":"uid.js","sourceRoot":"","sources":["../../src/accountInfos/uid.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAe,MAAM,oBAAoB,CAAC;AAEnE,MAAM,CAAC,MAAM,kBAAkB,GAAG,WAAW,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,EAAE;IACxF,MAAM,EAAE,OAAQ;IAChB,QAAQ,EAAE,MAAO,EAAE,aAAa;CACjC,CAAC,CAAC;AAEH,MAAM,eAAe,GAAG,WAAW,CAAC,KAAK,EAAE,GAAG,EAAE,EAAE;IAChD,MAAM,MAAM,GAAG,MAAM,kBAAkB,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACnD,OAAO,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,IAAI,CAAC,CAAC,EAAE,GAAG,CAAC;AAC7B,CAAC,CAAC,CAAC;AAEH,MAAM,cAAc,GAAG,WAAW,CAAC,KAAK,EAAE,GAAG,EAAE,EAAE;IAC/C,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAC7C,IAAI,CAAC,GAAG;QAAE,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;IAC/C,OAAO;QACL,OAAO,EAAE,OAAO,GAAG,UAAU;QAC7B,QAAQ,EAAE,OAAO,GAAG,WAAW;QAC/B,IAAI,EAAE,OAAO,GAAG,YAAY;QAC5B,OAAO,EAAE,OAAO,GAAG,eAAe;QAClC,OAAO,EAAE,OAAO,GAAG,eAAe;KACnC,CAAC;AACJ,CAAC,CAAC,CAAC;AAEH,MAAM,CAAC,MAAM,MAAM,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IACtD,OAAO,eAAe,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;AAC3D,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,aAAa,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAC7D,OAAO,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACnE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,OAAO,CAAC,CAAC;AAEpD,MAAM,CAAC,MAAM,oBAAoB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACpE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,QAAQ,CAAC,CAAC;AAErD,MAAM,CAAC,MAAM,gBAAgB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CAChE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,IAAI,CAAC,CAAC;AAEjD,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACnE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,OAAO,CAAC,CAAC;AAEpD,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACnE,aAAa,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,OAAO,CAAC,CAAC","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { getAccountConfig, ICredential } from '../api/private-api';\n\nexport const accountConfigCache = createCache((key) => getAccountConfig(JSON.parse(key)), {\n expire: 1000_000, // 缓存 1000 秒\n swrAfter: 100_000, // 100 秒后后台刷新\n});\n\nconst accountUidCache = createCache(async (key) => {\n const config = await accountConfigCache.query(key);\n return config?.data[0].uid;\n});\n\nconst accountIdCache = createCache(async (key) => {\n const uid = await accountUidCache.query(key);\n if (!uid) throw new Error('Failed to get UID');\n return {\n trading: `okx/${uid}/trading`,\n strategy: `okx/${uid}/strategy`,\n loan: `okx/${uid}/loan/USDT`,\n earning: `okx/${uid}/earning/USDT`,\n funding: `okx/${uid}/funding/USDT`,\n };\n});\n\nexport const getUid = async (credential: ICredential) => {\n return accountUidCache.query(JSON.stringify(credential));\n};\n\nexport const getAccountIds = async (credential: ICredential) => {\n return accountIdCache.query(JSON.stringify(credential));\n};\n\nexport const getTradingAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.trading);\n\nexport const getStrategyAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.strategy);\n\nexport const getLoanAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.loan);\n\nexport const getEarningAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.earning);\n\nexport const getFundingAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.funding);\n"]}
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@@ -1,5 +1,6 @@
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1
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-
import { decodePath, formatTime, roundToStep } from '@yuants/utils';
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import { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';
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import { firstValueFrom, map } from 'rxjs';
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import { accountConfigCache } from '../accountInfos/uid';
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import { postTradeOrder } from '../api/private-api';
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import { productService } from '../public-data/product';
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import { spotMarketTickers$ } from '../public-data/quote';
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@@ -14,17 +15,6 @@ const mapOrderDirectionToSide = (direction) => {
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}
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throw new Error(`Unknown direction: ${direction}`);
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};
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const mapOrderDirectionToPosSide = (direction) => {
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switch (direction) {
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case 'OPEN_LONG':
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case 'CLOSE_LONG':
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return 'long';
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case 'CLOSE_SHORT':
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case 'OPEN_SHORT':
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return 'short';
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}
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throw new Error(`Unknown direction: ${direction}`);
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};
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const mapOrderTypeToOrdType = (order_type) => {
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switch (order_type) {
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case 'LIMIT':
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@@ -37,7 +27,16 @@ const mapOrderTypeToOrdType = (order_type) => {
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throw new Error(`Unknown order type: ${order_type}`);
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};
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export const submitOrder = async (credential, order) => {
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var _a, _b, _c;
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var _a, _b, _c, _d;
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const accountConfigRes = await accountConfigCache.query(JSON.stringify(credential));
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if (!accountConfigRes)
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throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });
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if (!((_a = accountConfigRes.data) === null || _a === void 0 ? void 0 : _a[0]))
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throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });
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/**
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* 是否为组合保证金模式
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*/
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const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';
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const [instType, instId] = decodePath(order.product_id).slice(-2);
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// 交易数量，表示要购买或者出售的数量。
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// 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
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@@ -81,6 +80,19 @@ export const submitOrder = async (credential, order) => {
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}
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throw new Error(`Unknown instType: ${instType}`);
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};
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const mapOrderDirectionToPosSide = (direction) => {
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if (isPortfolioMarginMode)
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return undefined;
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switch (direction) {
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case 'OPEN_LONG':
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case 'CLOSE_LONG':
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return 'long';
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case 'CLOSE_SHORT':
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case 'OPEN_SHORT':
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return 'short';
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}
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throw new Error(`Unknown direction: ${direction}`);
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};
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const params = {
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instId,
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tdMode: instType === 'SPOT' ? 'cash' : 'cross',
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@@ -91,7 +103,7 @@ export const submitOrder = async (credential, order) => {
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ordType: mapOrderTypeToOrdType(order.order_type),
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sz: (await mapOrderVolumeToSz(order)).toString(),
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tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
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reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((
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reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_b = order.order_direction) !== null && _b !== void 0 ? _b : '')
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? 'true'
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: undefined,
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px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
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@@ -100,7 +112,7 @@ export const submitOrder = async (credential, order) => {
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};
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console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
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const res = await postTradeOrder(credential, params);
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if (res.code === '0' && ((
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if (res.code === '0' && ((_d = (_c = res.data) === null || _c === void 0 ? void 0 : _c[0]) === null || _d === void 0 ? void 0 : _d.ordId)) {
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return { order_id: res.data[0].ordId };
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}
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throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data
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{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;
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+
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { accountConfigCache } from '../accountInfos/uid';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } 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 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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n const accountConfigRes = await accountConfigCache.query(JSON.stringify(credential));\n if (!accountConfigRes) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n if (!accountConfigRes.data?.[0]) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n\n /**\n * 是否为组合保证金模式\n */\n const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';\n\n const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n // 交易数量，表示要购买或者出售的数量。\n // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n // 当币币杠杆以市价买入时，指计价货币的数量。\n // 当币币杠杆以市价卖出时，指交易货币的数量。\n // 对于币币市价单，单位由 tgtCcy 决定\n // 当交割、永续、期权买入和卖出时，指合约张数。\n const mapOrderVolumeToSz = async (order: IOrder) => {\n if (instType === 'SWAP') {\n return order.volume;\n }\n if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n return order.volume;\n }\n if (order.order_type === 'MAKER') {\n return order.volume;\n }\n if (order.order_type === 'MARKET') {\n if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n return order.volume;\n }\n //\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n mapOrderDirectionToPosSide(order.order_direction) === 'long'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n return roundToStep(order.volume * price, theProduct.volume_step!);\n }\n\n return 0;\n }\n\n if (instType === 'SPOT') {\n return order.volume;\n }\n\n throw new Error(`Unknown instType: ${instType}`);\n };\n\n const mapOrderDirectionToPosSide = (direction?: string) => {\n if (isPortfolioMarginMode) return undefined;\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\n const params = {\n instId,\n tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n side: mapOrderDirectionToSide(order.order_direction),\n posSide:\n instType === 'MARGIN' || instType === 'SPOT'\n ? 'net'\n : mapOrderDirectionToPosSide(order.order_direction),\n ordType: mapOrderTypeToOrdType(order.order_type),\n sz: (await mapOrderVolumeToSz(order)).toString(),\n tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n reduceOnly:\n instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n ? 'true'\n : undefined,\n px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n tag: process.env.BROKER_CODE,\n };\n console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n const res = await postTradeOrder(credential, params);\n if (res.code === '0' && res.data?.[0]?.ordId) {\n return { order_id: res.data[0].ordId };\n }\n throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data\n .map((x) => `${x.sCode} ${x.sMsg}`)\n .join('; ')}`;\n};\n"]}
|
|
@@ -1,4 +1,30 @@
|
|
|
1
1
|
import { ICredential } from '../api/private-api';
|
|
2
|
+
export declare const accountConfigCache: import("@yuants/cache").ICache<{
|
|
3
|
+
code: string;
|
|
4
|
+
data: {
|
|
5
|
+
acctLv: string;
|
|
6
|
+
autoLoan: boolean;
|
|
7
|
+
ctIsoMode: string;
|
|
8
|
+
greeksType: string;
|
|
9
|
+
level: string;
|
|
10
|
+
levelTmp: string;
|
|
11
|
+
mgnIsoMode: string;
|
|
12
|
+
posMode: string;
|
|
13
|
+
spotOffsetType: string;
|
|
14
|
+
uid: string;
|
|
15
|
+
label: string;
|
|
16
|
+
roleType: string;
|
|
17
|
+
traderInsts: unknown[];
|
|
18
|
+
spotRoleType: string;
|
|
19
|
+
spotTraderInsts: unknown[];
|
|
20
|
+
opAuth: string;
|
|
21
|
+
kycLv: string;
|
|
22
|
+
ip: string;
|
|
23
|
+
perm: string;
|
|
24
|
+
mainUid: string;
|
|
25
|
+
}[];
|
|
26
|
+
msg: string;
|
|
27
|
+
}>;
|
|
2
28
|
export declare const getUid: (credential: ICredential) => Promise<string | undefined>;
|
|
3
29
|
export declare const getAccountIds: (credential: ICredential) => Promise<{
|
|
4
30
|
trading: string;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"uid.d.ts","sourceRoot":"","sources":["../../src/accountInfos/uid.ts"],"names":[],"mappings":"AACA,OAAO,EAAoB,WAAW,EAAE,MAAM,oBAAoB,CAAC;
|
|
1
|
+
{"version":3,"file":"uid.d.ts","sourceRoot":"","sources":["../../src/accountInfos/uid.ts"],"names":[],"mappings":"AACA,OAAO,EAAoB,WAAW,EAAE,MAAM,oBAAoB,CAAC;AAEnE,eAAO,MAAM,kBAAkB;;;;;;;;;;;;;;;;;;;;;;;;;EAG7B,CAAC;AAmBH,eAAO,MAAM,MAAM,eAAsB,WAAW,gCAEnD,CAAC;AAEF,eAAO,MAAM,aAAa,eAAsB,WAAW;;;;;;cAE1D,CAAC;AAEF,eAAO,MAAM,mBAAmB,eAAsB,WAAW,oBACd,CAAC;AAEpD,eAAO,MAAM,oBAAoB,eAAsB,WAAW,oBACd,CAAC;AAErD,eAAO,MAAM,gBAAgB,eAAsB,WAAW,oBACd,CAAC;AAEjD,eAAO,MAAM,mBAAmB,eAAsB,WAAW,oBACd,CAAC;AAEpD,eAAO,MAAM,mBAAmB,eAAsB,WAAW,oBACd,CAAC"}
|
package/lib/accountInfos/uid.js
CHANGED
|
@@ -1,14 +1,14 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.getFundingAccountId = exports.getEarningAccountId = exports.getLoanAccountId = exports.getStrategyAccountId = exports.getTradingAccountId = exports.getAccountIds = exports.getUid = void 0;
|
|
3
|
+
exports.getFundingAccountId = exports.getEarningAccountId = exports.getLoanAccountId = exports.getStrategyAccountId = exports.getTradingAccountId = exports.getAccountIds = exports.getUid = exports.accountConfigCache = void 0;
|
|
4
4
|
const cache_1 = require("@yuants/cache");
|
|
5
5
|
const private_api_1 = require("../api/private-api");
|
|
6
|
-
|
|
7
|
-
expire:
|
|
8
|
-
swrAfter:
|
|
6
|
+
exports.accountConfigCache = (0, cache_1.createCache)((key) => (0, private_api_1.getAccountConfig)(JSON.parse(key)), {
|
|
7
|
+
expire: 1000000,
|
|
8
|
+
swrAfter: 100000, // 100 秒后后台刷新
|
|
9
9
|
});
|
|
10
10
|
const accountUidCache = (0, cache_1.createCache)(async (key) => {
|
|
11
|
-
const config = await accountConfigCache.query(key);
|
|
11
|
+
const config = await exports.accountConfigCache.query(key);
|
|
12
12
|
return config === null || config === void 0 ? void 0 : config.data[0].uid;
|
|
13
13
|
});
|
|
14
14
|
const accountIdCache = (0, cache_1.createCache)(async (key) => {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"uid.js","sourceRoot":"","sources":["../../src/accountInfos/uid.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAC5C,oDAAmE;
|
|
1
|
+
{"version":3,"file":"uid.js","sourceRoot":"","sources":["../../src/accountInfos/uid.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAC5C,oDAAmE;AAEtD,QAAA,kBAAkB,GAAG,IAAA,mBAAW,EAAC,CAAC,GAAG,EAAE,EAAE,CAAC,IAAA,8BAAgB,EAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,EAAE;IACxF,MAAM,EAAE,OAAQ;IAChB,QAAQ,EAAE,MAAO,EAAE,aAAa;CACjC,CAAC,CAAC;AAEH,MAAM,eAAe,GAAG,IAAA,mBAAW,EAAC,KAAK,EAAE,GAAG,EAAE,EAAE;IAChD,MAAM,MAAM,GAAG,MAAM,0BAAkB,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACnD,OAAO,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,IAAI,CAAC,CAAC,EAAE,GAAG,CAAC;AAC7B,CAAC,CAAC,CAAC;AAEH,MAAM,cAAc,GAAG,IAAA,mBAAW,EAAC,KAAK,EAAE,GAAG,EAAE,EAAE;IAC/C,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAC7C,IAAI,CAAC,GAAG;QAAE,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;IAC/C,OAAO;QACL,OAAO,EAAE,OAAO,GAAG,UAAU;QAC7B,QAAQ,EAAE,OAAO,GAAG,WAAW;QAC/B,IAAI,EAAE,OAAO,GAAG,YAAY;QAC5B,OAAO,EAAE,OAAO,GAAG,eAAe;QAClC,OAAO,EAAE,OAAO,GAAG,eAAe;KACnC,CAAC;AACJ,CAAC,CAAC,CAAC;AAEI,MAAM,MAAM,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IACtD,OAAO,eAAe,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;AAC3D,CAAC,CAAC;AAFW,QAAA,MAAM,UAEjB;AAEK,MAAM,aAAa,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAC7D,OAAO,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;AAC1D,CAAC,CAAC;AAFW,QAAA,aAAa,iBAExB;AAEK,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACnE,IAAA,qBAAa,EAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,OAAO,CAAC,CAAC;AADvC,QAAA,mBAAmB,uBACoB;AAE7C,MAAM,oBAAoB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACpE,IAAA,qBAAa,EAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,QAAQ,CAAC,CAAC;AADxC,QAAA,oBAAoB,wBACoB;AAE9C,MAAM,gBAAgB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CAChE,IAAA,qBAAa,EAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,IAAI,CAAC,CAAC;AADpC,QAAA,gBAAgB,oBACoB;AAE1C,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACnE,IAAA,qBAAa,EAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,OAAO,CAAC,CAAC;AADvC,QAAA,mBAAmB,uBACoB;AAE7C,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE,CACnE,IAAA,qBAAa,EAAC,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAE,CAAC,OAAO,CAAC,CAAC;AADvC,QAAA,mBAAmB,uBACoB","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { getAccountConfig, ICredential } from '../api/private-api';\n\nexport const accountConfigCache = createCache((key) => getAccountConfig(JSON.parse(key)), {\n expire: 1000_000, // 缓存 1000 秒\n swrAfter: 100_000, // 100 秒后后台刷新\n});\n\nconst accountUidCache = createCache(async (key) => {\n const config = await accountConfigCache.query(key);\n return config?.data[0].uid;\n});\n\nconst accountIdCache = createCache(async (key) => {\n const uid = await accountUidCache.query(key);\n if (!uid) throw new Error('Failed to get UID');\n return {\n trading: `okx/${uid}/trading`,\n strategy: `okx/${uid}/strategy`,\n loan: `okx/${uid}/loan/USDT`,\n earning: `okx/${uid}/earning/USDT`,\n funding: `okx/${uid}/funding/USDT`,\n };\n});\n\nexport const getUid = async (credential: ICredential) => {\n return accountUidCache.query(JSON.stringify(credential));\n};\n\nexport const getAccountIds = async (credential: ICredential) => {\n return accountIdCache.query(JSON.stringify(credential));\n};\n\nexport const getTradingAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.trading);\n\nexport const getStrategyAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.strategy);\n\nexport const getLoanAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.loan);\n\nexport const getEarningAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.earning);\n\nexport const getFundingAccountId = async (credential: ICredential) =>\n getAccountIds(credential).then((x) => x!.funding);\n"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;
|
|
1
|
+
{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAI5C,OAAO,EAAE,WAAW,EAAkB,MAAM,oBAAoB,CAAC;AA4BjE,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,KAAG,QAAQ;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CA0GtG,CAAC"}
|
|
@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
3
3
|
exports.submitOrder = void 0;
|
|
4
4
|
const utils_1 = require("@yuants/utils");
|
|
5
5
|
const rxjs_1 = require("rxjs");
|
|
6
|
+
const uid_1 = require("../accountInfos/uid");
|
|
6
7
|
const private_api_1 = require("../api/private-api");
|
|
7
8
|
const product_1 = require("../public-data/product");
|
|
8
9
|
const quote_1 = require("../public-data/quote");
|
|
@@ -17,17 +18,6 @@ const mapOrderDirectionToSide = (direction) => {
|
|
|
17
18
|
}
|
|
18
19
|
throw new Error(`Unknown direction: ${direction}`);
|
|
19
20
|
};
|
|
20
|
-
const mapOrderDirectionToPosSide = (direction) => {
|
|
21
|
-
switch (direction) {
|
|
22
|
-
case 'OPEN_LONG':
|
|
23
|
-
case 'CLOSE_LONG':
|
|
24
|
-
return 'long';
|
|
25
|
-
case 'CLOSE_SHORT':
|
|
26
|
-
case 'OPEN_SHORT':
|
|
27
|
-
return 'short';
|
|
28
|
-
}
|
|
29
|
-
throw new Error(`Unknown direction: ${direction}`);
|
|
30
|
-
};
|
|
31
21
|
const mapOrderTypeToOrdType = (order_type) => {
|
|
32
22
|
switch (order_type) {
|
|
33
23
|
case 'LIMIT':
|
|
@@ -40,7 +30,16 @@ const mapOrderTypeToOrdType = (order_type) => {
|
|
|
40
30
|
throw new Error(`Unknown order type: ${order_type}`);
|
|
41
31
|
};
|
|
42
32
|
const submitOrder = async (credential, order) => {
|
|
43
|
-
var _a, _b, _c;
|
|
33
|
+
var _a, _b, _c, _d;
|
|
34
|
+
const accountConfigRes = await uid_1.accountConfigCache.query(JSON.stringify(credential));
|
|
35
|
+
if (!accountConfigRes)
|
|
36
|
+
throw (0, utils_1.newError)('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });
|
|
37
|
+
if (!((_a = accountConfigRes.data) === null || _a === void 0 ? void 0 : _a[0]))
|
|
38
|
+
throw (0, utils_1.newError)('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });
|
|
39
|
+
/**
|
|
40
|
+
* 是否为组合保证金模式
|
|
41
|
+
*/
|
|
42
|
+
const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';
|
|
44
43
|
const [instType, instId] = (0, utils_1.decodePath)(order.product_id).slice(-2);
|
|
45
44
|
// 交易数量，表示要购买或者出售的数量。
|
|
46
45
|
// 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。
|
|
@@ -84,6 +83,19 @@ const submitOrder = async (credential, order) => {
|
|
|
84
83
|
}
|
|
85
84
|
throw new Error(`Unknown instType: ${instType}`);
|
|
86
85
|
};
|
|
86
|
+
const mapOrderDirectionToPosSide = (direction) => {
|
|
87
|
+
if (isPortfolioMarginMode)
|
|
88
|
+
return undefined;
|
|
89
|
+
switch (direction) {
|
|
90
|
+
case 'OPEN_LONG':
|
|
91
|
+
case 'CLOSE_LONG':
|
|
92
|
+
return 'long';
|
|
93
|
+
case 'CLOSE_SHORT':
|
|
94
|
+
case 'OPEN_SHORT':
|
|
95
|
+
return 'short';
|
|
96
|
+
}
|
|
97
|
+
throw new Error(`Unknown direction: ${direction}`);
|
|
98
|
+
};
|
|
87
99
|
const params = {
|
|
88
100
|
instId,
|
|
89
101
|
tdMode: instType === 'SPOT' ? 'cash' : 'cross',
|
|
@@ -94,7 +106,7 @@ const submitOrder = async (credential, order) => {
|
|
|
94
106
|
ordType: mapOrderTypeToOrdType(order.order_type),
|
|
95
107
|
sz: (await mapOrderVolumeToSz(order)).toString(),
|
|
96
108
|
tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,
|
|
97
|
-
reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((
|
|
109
|
+
reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_b = order.order_direction) !== null && _b !== void 0 ? _b : '')
|
|
98
110
|
? 'true'
|
|
99
111
|
: undefined,
|
|
100
112
|
px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
|
|
@@ -103,7 +115,7 @@ const submitOrder = async (credential, order) => {
|
|
|
103
115
|
};
|
|
104
116
|
console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
|
|
105
117
|
const res = await (0, private_api_1.postTradeOrder)(credential, params);
|
|
106
|
-
if (res.code === '0' && ((
|
|
118
|
+
if (res.code === '0' && ((_d = (_c = res.data) === null || _c === void 0 ? void 0 : _c[0]) === null || _d === void 0 ? void 0 : _d.ordId)) {
|
|
107
119
|
return { order_id: res.data[0].ordId };
|
|
108
120
|
}
|
|
109
121
|
throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":";;;AACA,
|
|
1
|
+
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { accountConfigCache } from '../accountInfos/uid';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } 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 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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n const accountConfigRes = await accountConfigCache.query(JSON.stringify(credential));\n if (!accountConfigRes) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n if (!accountConfigRes.data?.[0]) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n\n /**\n * 是否为组合保证金模式\n */\n const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';\n\n const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n // 交易数量，表示要购买或者出售的数量。\n // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n // 当币币杠杆以市价买入时，指计价货币的数量。\n // 当币币杠杆以市价卖出时，指交易货币的数量。\n // 对于币币市价单，单位由 tgtCcy 决定\n // 当交割、永续、期权买入和卖出时，指合约张数。\n const mapOrderVolumeToSz = async (order: IOrder) => {\n if (instType === 'SWAP') {\n return order.volume;\n }\n if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n return order.volume;\n }\n if (order.order_type === 'MAKER') {\n return order.volume;\n }\n if (order.order_type === 'MARKET') {\n if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n return order.volume;\n }\n //\n const price = await firstValueFrom(\n spotMarketTickers$.pipe(\n map((x) =>\n mapOrderDirectionToPosSide(order.order_direction) === 'long'\n ? +x[instId].askPx\n : +x[instId].bidPx,\n ),\n ),\n );\n if (!price) {\n throw new Error(`invalid tick: ${price}`);\n }\n console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n const theProduct = await firstValueFrom(\n productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n );\n if (!theProduct) {\n throw new Error(`Unknown product: ${order.position_id}`);\n }\n return roundToStep(order.volume * price, theProduct.volume_step!);\n }\n\n return 0;\n }\n\n if (instType === 'SPOT') {\n return order.volume;\n }\n\n throw new Error(`Unknown instType: ${instType}`);\n };\n\n const mapOrderDirectionToPosSide = (direction?: string) => {\n if (isPortfolioMarginMode) return undefined;\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\n const params = {\n instId,\n tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n side: mapOrderDirectionToSide(order.order_direction),\n posSide:\n instType === 'MARGIN' || instType === 'SPOT'\n ? 'net'\n : mapOrderDirectionToPosSide(order.order_direction),\n ordType: mapOrderTypeToOrdType(order.order_type),\n sz: (await mapOrderVolumeToSz(order)).toString(),\n tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n reduceOnly:\n instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n ? 'true'\n : undefined,\n px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n tag: process.env.BROKER_CODE,\n };\n console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n const res = await postTradeOrder(credential, params);\n if (res.code === '0' && res.data?.[0]?.ordId) {\n return { order_id: res.data[0].ordId };\n }\n throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data\n .map((x) => `${x.sCode} ${x.sMsg}`)\n .join('; ')}`;\n};\n"]}
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package/package.json
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package/temp/package-deps.json
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{
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"apps/vendor-okx/CHANGELOG.md": "
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"apps/vendor-okx/CHANGELOG.json": "ac9a0c60f6f78b6d86837f32cbf7c7b86165f256",
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"apps/vendor-okx/CHANGELOG.md": "dd6422ae7ca2b319284128d886eece12ecd2d5ca",
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"apps/vendor-okx/README.md": "68caeb8e383d77ece973cd70f4b167b86abb54c3",
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5
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"apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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"apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
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"apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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"apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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"apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
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"apps/vendor-okx/package.json": "
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"apps/vendor-okx/package.json": "f1a64c9e536c25bac2f2f22b8b213864b7ab674f",
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11
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"apps/vendor-okx/src/account-actions-with-credential.ts": "1a2de787b588e98ceef60b3ffb951f298504bf12",
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"apps/vendor-okx/src/account.ts": "672014c974457b438cf026f763d6eecfe585c82b",
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"apps/vendor-okx/src/accountInfos/earning.ts": "62aaeb3b62fa9197d07ee14155625530cdb9b1cd",
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"apps/vendor-okx/src/accountInfos/strategy.ts": "176add92022ad1fb43bad61880c5053aaa9fd5be",
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"apps/vendor-okx/src/accountInfos/trading.ts": "60ded8fdeb5c448fea467d3eb10aa9dab752f903",
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"apps/vendor-okx/src/accountInfos/types.ts": "c3c1096c3ad6849f6f679f1dfe0badb3ae876e41",
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-
"apps/vendor-okx/src/accountInfos/uid.ts": "
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"apps/vendor-okx/src/accountInfos/uid.ts": "6dd95c14f0493ef3f7d2dcbf4f01a1c181817999",
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21
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"apps/vendor-okx/src/api-service.ts": "f1d977b144b1096965c5990260d9e6c81b08cb8c",
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"apps/vendor-okx/src/api/private-api.ts": "73ab6b99249ebb73769e903cc356627eaf19b433",
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"apps/vendor-okx/src/api/public-api.ts": "05b9cddafd09b5c9f65ce4eaeab42832e7d60449",
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@@ -32,7 +32,7 @@
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"apps/vendor-okx/src/orders/cancelOrder.ts": "9a6c6d976caddd896ce08afac1dd2e4e24879b54",
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33
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"apps/vendor-okx/src/orders/listOrders.ts": "c4739eb4c0f54391164a7d8e6c7fde44b41cb268",
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"apps/vendor-okx/src/orders/modifyOrder.ts": "9101b5049743f302b0f0ad84f929ed8a88040bad",
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"apps/vendor-okx/src/orders/submitOrder.ts": "
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"apps/vendor-okx/src/orders/submitOrder.ts": "626ff6d2f14d22e0b3a3ffa447d33a78d9d0a38b",
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"apps/vendor-okx/src/public-data/interest_rate.ts": "f3171f2753955d500ae00ce7e263ea26e05e5421",
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37
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"apps/vendor-okx/src/public-data/market-order.ts": "c7269e9fe1f339b320e8b4cd98652854446a245c",
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38
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"apps/vendor-okx/src/public-data/new-quote.ts": "c184aae2008fcbceabc32fbc944b05d3dfb9b2a3",
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