@yuants/vendor-okx 0.29.6 → 0.29.8

package/dist/accountInfos/uid.js

@@ -1,8 +1,8 @@
 import { createCache } from '@yuants/cache';
 import { getAccountConfig } from '../api/private-api';
-const accountConfigCache = createCache((key) => getAccountConfig(JSON.parse(key)), {
-    expire: 100000,
-    swrAfter: 10000,
+export const accountConfigCache = createCache((key) => getAccountConfig(JSON.parse(key)), {
+    expire: 1000000,
+    swrAfter: 100000, // 100 秒后后台刷新
 });
 const accountUidCache = createCache(async (key) => {
     const config = await accountConfigCache.query(key);

package/dist/accountInfos/uid.js.map

@@ -1 +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"]}

package/dist/orders/submitOrder.js

@@ -1,5 +1,6 @@
-import { decodePath, formatTime, roundToStep } from '@yuants/utils';
+import { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';
 import { firstValueFrom, map } from 'rxjs';
+import { accountConfigCache } from '../accountInfos/uid';
 import { postTradeOrder } from '../api/private-api';
 import { productService } from '../public-data/product';
 import { spotMarketTickers$ } from '../public-data/quote';
@@ -14,17 +15,6 @@ const mapOrderDirectionToSide = (direction) => {
     }
     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':
@@ -37,7 +27,16 @@ const mapOrderTypeToOrdType = (order_type) => {
     throw new Error(`Unknown order type: ${order_type}`);
 };
 export const submitOrder = async (credential, order) => {
-    var _a, _b, _c;
+    var _a, _b, _c, _d;
+    const accountConfigRes = await accountConfigCache.query(JSON.stringify(credential));
+    if (!accountConfigRes)
+        throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });
+    if (!((_a = accountConfigRes.data) === null || _a === void 0 ? void 0 : _a[0]))
+        throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });
+    /**
+     * 是否为组合保证金模式
+     */
+    const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';
     const [instType, instId] = decodePath(order.product_id).slice(-2);
     // 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。
@@ -81,6 +80,19 @@ export const submitOrder = async (credential, order) => {
         }
         throw new Error(`Unknown instType: ${instType}`);
     };
+    const mapOrderDirectionToPosSide = (direction) => {
+        if (isPortfolioMarginMode)
+            return undefined;
+        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 params = {
         instId,
         tdMode: instType === 'SPOT' ? 'cash' : 'cross',
@@ -91,7 +103,7 @@ export const submitOrder = async (credential, order) => {
         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 : '')
+        reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_b = order.order_direction) !== null && _b !== void 0 ? _b : '')
             ? 'true'
             : undefined,
         px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
@@ -100,7 +112,7 @@ export const submitOrder = async (credential, order) => {
     };
     console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
     const res = await postTradeOrder(credential, params);
-    if (res.code === '0' && ((_c = (_b = res.data) === null || _b === void 0 ? void 0 : _b[0]) === null || _c === void 0 ? void 0 : _c.ordId)) {
+    if (res.code === '0' && ((_d = (_c = res.data) === null || _c === void 0 ? void 0 : _c[0]) === null || _d === void 0 ? void 0 : _d.ordId)) {
         return { order_id: res.data[0].ordId };
     }
     throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data

package/dist/orders/submitOrder.js.map

@@ -1 +1 @@
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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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n  // 交易数量，表示要购买或者出售的数量。\n  // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n  // 当币币杠杆以市价买入时，指计价货币的数量。\n  // 当币币杠杆以市价卖出时，指交易货币的数量。\n  // 对于币币市价单，单位由 tgtCcy 决定\n  // 当交割、永续、期权买入和卖出时，指合约张数。\n  const mapOrderVolumeToSz = async (order: IOrder) => {\n    if (instType === 'SWAP') {\n      return order.volume;\n    }\n    if (instType === 'MARGIN') {\n      if (order.order_type === 'LIMIT') {\n        return order.volume;\n      }\n      if (order.order_type === 'MAKER') {\n        return order.volume;\n      }\n      if (order.order_type === 'MARKET') {\n        if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n          return order.volume;\n        }\n        //\n        const price = await firstValueFrom(\n          spotMarketTickers$.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 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} ${x.sMsg}`)\n    .join('; ')}`;\n};\n"]}
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { accountConfigCache } from '../accountInfos/uid';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } 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"]}

package/dist/trade.js

@@ -47,7 +47,7 @@ const tradeParser = async (accountId, params) => {
             };
             v.forEach((bill) => {
                 trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();
-                trade.product_id = encodePath(bill.instType, bill.instId);
+                trade.product_id = encodePath('OKX', bill.instType, bill.instId);
                 trade.traded_price = bill.px;
                 if (bill.instType === 'SWAP') {
                     if (bill.subType === '1')

package/dist/trade.js.map

@@ -1 +1 @@
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{ IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, repeat, retry, tap, timeout } from 'rxjs';\nimport { getAccountBillsArchive, getDefaultCredential } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nconst credential = getDefaultCredential();\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n  const tradeList: ITrade[] = [];\n  const result = await getAccountBillsArchive(credential, params);\n  const productIdToProduct = new Map<string, IProduct>();\n  const productIdSet = new Set<string>();\n  if (result.code === '0' && result.data) {\n    const data = result.data;\n    const mapTradeIdToBillList = new Map<string, typeof data>();\n    data.forEach((item) => {\n      productIdSet.add(encodePath(item.instType, item.instId));\n      mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n    });\n    if (productIdSet.size > 0) {\n      const productList = await requestSQL<IProduct[]>(\n        Terminal.fromNodeEnv(),\n        `\n        select * from product where product_id in (${Array.from(productIdSet)\n          .map((productId) => escapeSQL(productId))\n          .join(',')})\n      `,\n      );\n      if (productList.length > 0) {\n        productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n      }\n    }\n    for (const [tradeId, v] of mapTradeIdToBillList) {\n      if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) continue;\n\n      const trade: ITrade = {\n        id: tradeId,\n        account_id: accountId,\n        product_id: '',\n        direction: '',\n        traded_volume: '',\n        traded_price: '',\n        traded_value: '',\n        post_volume: '',\n        fee: '',\n        fee_currency: '',\n        created_at: '0',\n      };\n\n      v.forEach((bill) => {\n        trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n        trade.product_id = encodePath(bill.instType, bill.instId);\n        trade.traded_price = bill.px;\n        if (bill.instType === 'SWAP') {\n          if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n          if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n          trade.traded_volume = bill.sz;\n          trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n        }\n        if (bill.instType === 'SPOT') {\n          if (bill.subType === '1') {\n            if (bill.ccy !== 'USDT') {\n              trade.direction = 'OPEN_LONG';\n            } else {\n              trade.direction = 'CLOSE_LONG';\n            }\n          }\n\n          if (bill.ccy !== 'USDT') {\n            trade.traded_volume = bill.sz;\n          }\n          if (bill.ccy === 'USDT') {\n            trade.traded_value = bill.sz;\n          }\n        }\n        // fee\n        if (bill.fee !== '0') {\n          trade.fee = Math.abs(Number(bill.fee)).toString();\n          trade.fee_currency = bill.ccy;\n        }\n      });\n      trade.created_at = formatTime(Number(trade.created_at));\n      if (productIdToProduct.has(trade.product_id)) {\n        trade.traded_value = (\n          +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n        ).toString();\n      } else {\n        throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n      }\n      tradeList.push(trade);\n    }\n  }\n  return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n  const currentTrade = await requestSQL<ITrade[]>(\n    Terminal.fromNodeEnv(),\n    `\n    select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n  `,\n  );\n  const params: Record<string, string> = {\n    type: '2',\n    begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n  };\n  if (currentTrade.length === 1) {\n    params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n  }\n  console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n  const tradeList = await tradeParser(accountId, params);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n  await requestSQL(\n    Terminal.fromNodeEnv(),\n    buildInsertManyIntoTableSQL(tradeList, 'trade', {\n      columns: [\n        'id',\n        'account_id',\n        'product_id',\n        'traded_volume',\n        'traded_value',\n        'traded_price',\n        'direction',\n        'fee',\n        'fee_currency',\n        'created_at',\n      ],\n      conflictKeys: ['id'],\n    }),\n  );\n};\n\n(async () => {\n  const account_id = await getTradingAccountId(credential);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n  defer(() => getAccountTradeWithAccountId(account_id))\n    .pipe(\n      //\n      timeout(10_000), //  超时设定：10 秒\n      tap({\n        error: (err) => {\n          console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n        },\n      }),\n      repeat({ delay: 30_000 }),\n      retry({ delay: 5000 }),\n    )\n    .subscribe();\n})();\n"]}
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{ IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, repeat, retry, tap, timeout } from 'rxjs';\nimport { getAccountBillsArchive, getDefaultCredential } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nconst credential = getDefaultCredential();\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n  const tradeList: ITrade[] = [];\n  const result = await getAccountBillsArchive(credential, params);\n  const productIdToProduct = new Map<string, IProduct>();\n  const productIdSet = new Set<string>();\n  if (result.code === '0' && result.data) {\n    const data = result.data;\n    const mapTradeIdToBillList = new Map<string, typeof data>();\n    data.forEach((item) => {\n      productIdSet.add(encodePath(item.instType, item.instId));\n      mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n    });\n    if (productIdSet.size > 0) {\n      const productList = await requestSQL<IProduct[]>(\n        Terminal.fromNodeEnv(),\n        `\n        select * from product where product_id in (${Array.from(productIdSet)\n          .map((productId) => escapeSQL(productId))\n          .join(',')})\n      `,\n      );\n      if (productList.length > 0) {\n        productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n      }\n    }\n    for (const [tradeId, v] of mapTradeIdToBillList) {\n      if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) continue;\n\n      const trade: ITrade = {\n        id: tradeId,\n        account_id: accountId,\n        product_id: '',\n        direction: '',\n        traded_volume: '',\n        traded_price: '',\n        traded_value: '',\n        post_volume: '',\n        fee: '',\n        fee_currency: '',\n        created_at: '0',\n      };\n\n      v.forEach((bill) => {\n        trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n        trade.product_id = encodePath('OKX', bill.instType, bill.instId);\n        trade.traded_price = bill.px;\n        if (bill.instType === 'SWAP') {\n          if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n          if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n          trade.traded_volume = bill.sz;\n          trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n        }\n        if (bill.instType === 'SPOT') {\n          if (bill.subType === '1') {\n            if (bill.ccy !== 'USDT') {\n              trade.direction = 'OPEN_LONG';\n            } else {\n              trade.direction = 'CLOSE_LONG';\n            }\n          }\n\n          if (bill.ccy !== 'USDT') {\n            trade.traded_volume = bill.sz;\n          }\n          if (bill.ccy === 'USDT') {\n            trade.traded_value = bill.sz;\n          }\n        }\n        // fee\n        if (bill.fee !== '0') {\n          trade.fee = Math.abs(Number(bill.fee)).toString();\n          trade.fee_currency = bill.ccy;\n        }\n      });\n      trade.created_at = formatTime(Number(trade.created_at));\n      if (productIdToProduct.has(trade.product_id)) {\n        trade.traded_value = (\n          +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n        ).toString();\n      } else {\n        throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n      }\n      tradeList.push(trade);\n    }\n  }\n  return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n  const currentTrade = await requestSQL<ITrade[]>(\n    Terminal.fromNodeEnv(),\n    `\n    select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n  `,\n  );\n  const params: Record<string, string> = {\n    type: '2',\n    begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n  };\n  if (currentTrade.length === 1) {\n    params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n  }\n  console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n  const tradeList = await tradeParser(accountId, params);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n  await requestSQL(\n    Terminal.fromNodeEnv(),\n    buildInsertManyIntoTableSQL(tradeList, 'trade', {\n      columns: [\n        'id',\n        'account_id',\n        'product_id',\n        'traded_volume',\n        'traded_value',\n        'traded_price',\n        'direction',\n        'fee',\n        'fee_currency',\n        'created_at',\n      ],\n      conflictKeys: ['id'],\n    }),\n  );\n};\n\n(async () => {\n  const account_id = await getTradingAccountId(credential);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n  defer(() => getAccountTradeWithAccountId(account_id))\n    .pipe(\n      //\n      timeout(10_000), //  超时设定：10 秒\n      tap({\n        error: (err) => {\n          console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n        },\n      }),\n      repeat({ delay: 30_000 }),\n      retry({ delay: 5000 }),\n    )\n    .subscribe();\n})();\n"]}

package/lib/accountInfos/uid.d.ts

@@ -1,4 +1,30 @@
 import { ICredential } from '../api/private-api';
+export declare const accountConfigCache: import("@yuants/cache").ICache<{
+    code: string;
+    data: {
+        acctLv: string;
+        autoLoan: boolean;
+        ctIsoMode: string;
+        greeksType: string;
+        level: string;
+        levelTmp: string;
+        mgnIsoMode: string;
+        posMode: string;
+        spotOffsetType: string;
+        uid: string;
+        label: string;
+        roleType: string;
+        traderInsts: unknown[];
+        spotRoleType: string;
+        spotTraderInsts: unknown[];
+        opAuth: string;
+        kycLv: string;
+        ip: string;
+        perm: string;
+        mainUid: string;
+    }[];
+    msg: string;
+}>;
 export declare const getUid: (credential: ICredential) => Promise<string | undefined>;
 export declare const getAccountIds: (credential: ICredential) => Promise<{
     trading: string;

package/lib/accountInfos/uid.d.ts.map

@@ -1 +1 @@
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+{"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

@@ -1,14 +1,14 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getFundingAccountId = exports.getEarningAccountId = exports.getLoanAccountId = exports.getStrategyAccountId = exports.getTradingAccountId = exports.getAccountIds = exports.getUid = void 0;
+exports.getFundingAccountId = exports.getEarningAccountId = exports.getLoanAccountId = exports.getStrategyAccountId = exports.getTradingAccountId = exports.getAccountIds = exports.getUid = exports.accountConfigCache = void 0;
 const cache_1 = require("@yuants/cache");
 const private_api_1 = require("../api/private-api");
-const accountConfigCache = (0, cache_1.createCache)((key) => (0, private_api_1.getAccountConfig)(JSON.parse(key)), {
-    expire: 100000,
-    swrAfter: 10000,
+exports.accountConfigCache = (0, cache_1.createCache)((key) => (0, private_api_1.getAccountConfig)(JSON.parse(key)), {
+    expire: 1000000,
+    swrAfter: 100000, // 100 秒后后台刷新
 });
 const accountUidCache = (0, cache_1.createCache)(async (key) => {
-    const config = await accountConfigCache.query(key);
+    const config = await exports.accountConfigCache.query(key);
     return config === null || config === void 0 ? void 0 : config.data[0].uid;
 });
 const accountIdCache = (0, cache_1.createCache)(async (key) => {

package/lib/accountInfos/uid.js.map

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+{"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"]}

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

@@ -1 +1 @@
-{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../src/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAG5C,OAAO,EAAE,WAAW,EAAkB,MAAM,oBAAoB,CAAC;AAwCjE,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,KAAG,QAAQ;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAoFtG,CAAC"}
+{"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"}

package/lib/orders/submitOrder.js

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.submitOrder = void 0;
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
+const uid_1 = require("../accountInfos/uid");
 const private_api_1 = require("../api/private-api");
 const product_1 = require("../public-data/product");
 const quote_1 = require("../public-data/quote");
@@ -17,17 +18,6 @@ const mapOrderDirectionToSide = (direction) => {
     }
     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':
@@ -40,7 +30,16 @@ const mapOrderTypeToOrdType = (order_type) => {
     throw new Error(`Unknown order type: ${order_type}`);
 };
 const submitOrder = async (credential, order) => {
-    var _a, _b, _c;
+    var _a, _b, _c, _d;
+    const accountConfigRes = await uid_1.accountConfigCache.query(JSON.stringify(credential));
+    if (!accountConfigRes)
+        throw (0, utils_1.newError)('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });
+    if (!((_a = accountConfigRes.data) === null || _a === void 0 ? void 0 : _a[0]))
+        throw (0, utils_1.newError)('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });
+    /**
+     * 是否为组合保证金模式
+     */
+    const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';
     const [instType, instId] = (0, utils_1.decodePath)(order.product_id).slice(-2);
     // 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。
@@ -84,6 +83,19 @@ const submitOrder = async (credential, order) => {
         }
         throw new Error(`Unknown instType: ${instType}`);
     };
+    const mapOrderDirectionToPosSide = (direction) => {
+        if (isPortfolioMarginMode)
+            return undefined;
+        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 params = {
         instId,
         tdMode: instType === 'SPOT' ? 'cash' : 'cross',
@@ -94,7 +106,7 @@ const submitOrder = async (credential, order) => {
         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 : '')
+        reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_b = order.order_direction) !== null && _b !== void 0 ? _b : '')
             ? 'true'
             : undefined,
         px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
@@ -103,7 +115,7 @@ const submitOrder = async (credential, order) => {
     };
     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)) {
+    if (res.code === '0' && ((_d = (_c = res.data) === null || _c === void 0 ? void 0 : _c[0]) === null || _d === void 0 ? void 0 : _d.ordId)) {
         return { order_id: res.data[0].ordId };
     }
     throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data

package/lib/orders/submitOrder.js.map

@@ -1 +1 @@
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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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n  // 交易数量，表示要购买或者出售的数量。\n  // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n  // 当币币杠杆以市价买入时，指计价货币的数量。\n  // 当币币杠杆以市价卖出时，指交易货币的数量。\n  // 对于币币市价单，单位由 tgtCcy 决定\n  // 当交割、永续、期权买入和卖出时，指合约张数。\n  const mapOrderVolumeToSz = async (order: IOrder) => {\n    if (instType === 'SWAP') {\n      return order.volume;\n    }\n    if (instType === 'MARGIN') {\n      if (order.order_type === 'LIMIT') {\n        return order.volume;\n      }\n      if (order.order_type === 'MAKER') {\n        return order.volume;\n      }\n      if (order.order_type === 'MARKET') {\n        if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n          return order.volume;\n        }\n        //\n        const price = await firstValueFrom(\n          spotMarketTickers$.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 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} ${x.sMsg}`)\n    .join('; ')}`;\n};\n"]}
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { accountConfigCache } from '../accountInfos/uid';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } 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"]}

package/lib/trade.js

@@ -49,7 +49,7 @@ const tradeParser = async (accountId, params) => {
             };
             v.forEach((bill) => {
                 trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();
-                trade.product_id = (0, utils_1.encodePath)(bill.instType, bill.instId);
+                trade.product_id = (0, utils_1.encodePath)('OKX', bill.instType, bill.instId);
                 trade.traded_price = bill.px;
                 if (bill.instType === 'SWAP') {
                     if (bill.subType === '1')

package/lib/trade.js.map

@@ -1 +1 @@
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{ IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, repeat, retry, tap, timeout } from 'rxjs';\nimport { getAccountBillsArchive, getDefaultCredential } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nconst credential = getDefaultCredential();\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n  const tradeList: ITrade[] = [];\n  const result = await getAccountBillsArchive(credential, params);\n  const productIdToProduct = new Map<string, IProduct>();\n  const productIdSet = new Set<string>();\n  if (result.code === '0' && result.data) {\n    const data = result.data;\n    const mapTradeIdToBillList = new Map<string, typeof data>();\n    data.forEach((item) => {\n      productIdSet.add(encodePath(item.instType, item.instId));\n      mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n    });\n    if (productIdSet.size > 0) {\n      const productList = await requestSQL<IProduct[]>(\n        Terminal.fromNodeEnv(),\n        `\n        select * from product where product_id in (${Array.from(productIdSet)\n          .map((productId) => escapeSQL(productId))\n          .join(',')})\n      `,\n      );\n      if (productList.length > 0) {\n        productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n      }\n    }\n    for (const [tradeId, v] of mapTradeIdToBillList) {\n      if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) continue;\n\n      const trade: ITrade = {\n        id: tradeId,\n        account_id: accountId,\n        product_id: '',\n        direction: '',\n        traded_volume: '',\n        traded_price: '',\n        traded_value: '',\n        post_volume: '',\n        fee: '',\n        fee_currency: '',\n        created_at: '0',\n      };\n\n      v.forEach((bill) => {\n        trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n        trade.product_id = encodePath(bill.instType, bill.instId);\n        trade.traded_price = bill.px;\n        if (bill.instType === 'SWAP') {\n          if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n          if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n          trade.traded_volume = bill.sz;\n          trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n        }\n        if (bill.instType === 'SPOT') {\n          if (bill.subType === '1') {\n            if (bill.ccy !== 'USDT') {\n              trade.direction = 'OPEN_LONG';\n            } else {\n              trade.direction = 'CLOSE_LONG';\n            }\n          }\n\n          if (bill.ccy !== 'USDT') {\n            trade.traded_volume = bill.sz;\n          }\n          if (bill.ccy === 'USDT') {\n            trade.traded_value = bill.sz;\n          }\n        }\n        // fee\n        if (bill.fee !== '0') {\n          trade.fee = Math.abs(Number(bill.fee)).toString();\n          trade.fee_currency = bill.ccy;\n        }\n      });\n      trade.created_at = formatTime(Number(trade.created_at));\n      if (productIdToProduct.has(trade.product_id)) {\n        trade.traded_value = (\n          +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n        ).toString();\n      } else {\n        throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n      }\n      tradeList.push(trade);\n    }\n  }\n  return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n  const currentTrade = await requestSQL<ITrade[]>(\n    Terminal.fromNodeEnv(),\n    `\n    select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n  `,\n  );\n  const params: Record<string, string> = {\n    type: '2',\n    begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n  };\n  if (currentTrade.length === 1) {\n    params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n  }\n  console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n  const tradeList = await tradeParser(accountId, params);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n  await requestSQL(\n    Terminal.fromNodeEnv(),\n    buildInsertManyIntoTableSQL(tradeList, 'trade', {\n      columns: [\n        'id',\n        'account_id',\n        'product_id',\n        'traded_volume',\n        'traded_value',\n        'traded_price',\n        'direction',\n        'fee',\n        'fee_currency',\n        'created_at',\n      ],\n      conflictKeys: ['id'],\n    }),\n  );\n};\n\n(async () => {\n  const account_id = await getTradingAccountId(credential);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n  defer(() => getAccountTradeWithAccountId(account_id))\n    .pipe(\n      //\n      timeout(10_000), //  超时设定：10 秒\n      tap({\n        error: (err) => {\n          console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n        },\n      }),\n      repeat({ delay: 30_000 }),\n      retry({ delay: 5000 }),\n    )\n    .subscribe();\n})();\n"]}
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{ IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, repeat, retry, tap, timeout } from 'rxjs';\nimport { getAccountBillsArchive, getDefaultCredential } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nconst credential = getDefaultCredential();\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n  const tradeList: ITrade[] = [];\n  const result = await getAccountBillsArchive(credential, params);\n  const productIdToProduct = new Map<string, IProduct>();\n  const productIdSet = new Set<string>();\n  if (result.code === '0' && result.data) {\n    const data = result.data;\n    const mapTradeIdToBillList = new Map<string, typeof data>();\n    data.forEach((item) => {\n      productIdSet.add(encodePath(item.instType, item.instId));\n      mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n    });\n    if (productIdSet.size > 0) {\n      const productList = await requestSQL<IProduct[]>(\n        Terminal.fromNodeEnv(),\n        `\n        select * from product where product_id in (${Array.from(productIdSet)\n          .map((productId) => escapeSQL(productId))\n          .join(',')})\n      `,\n      );\n      if (productList.length > 0) {\n        productList.forEach((p) => productIdToProduct.set(p.product_id, p));\n      }\n    }\n    for (const [tradeId, v] of mapTradeIdToBillList) {\n      if (!((v[0].instType === 'SPOT' && v.length === 2) || v[0].instType === 'SWAP')) continue;\n\n      const trade: ITrade = {\n        id: tradeId,\n        account_id: accountId,\n        product_id: '',\n        direction: '',\n        traded_volume: '',\n        traded_price: '',\n        traded_value: '',\n        post_volume: '',\n        fee: '',\n        fee_currency: '',\n        created_at: '0',\n      };\n\n      v.forEach((bill) => {\n        trade.created_at = Math.max(Number(trade.created_at), Number(bill.ts)).toString();\n        trade.product_id = encodePath('OKX', bill.instType, bill.instId);\n        trade.traded_price = bill.px;\n        if (bill.instType === 'SWAP') {\n          if (bill.subType === '1') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '2') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '3') trade.direction = 'OPEN_LONG';\n          if (bill.subType === '4') trade.direction = 'OPEN_SHORT';\n          if (bill.subType === '5') trade.direction = 'CLOSE_LONG';\n          if (bill.subType === '6') trade.direction = 'CLOSE_SHORT';\n          trade.traded_volume = bill.sz;\n          trade.traded_value = (Number(bill.sz) * Number(bill.px)).toString();\n        }\n        if (bill.instType === 'SPOT') {\n          if (bill.subType === '1') {\n            if (bill.ccy !== 'USDT') {\n              trade.direction = 'OPEN_LONG';\n            } else {\n              trade.direction = 'CLOSE_LONG';\n            }\n          }\n\n          if (bill.ccy !== 'USDT') {\n            trade.traded_volume = bill.sz;\n          }\n          if (bill.ccy === 'USDT') {\n            trade.traded_value = bill.sz;\n          }\n        }\n        // fee\n        if (bill.fee !== '0') {\n          trade.fee = Math.abs(Number(bill.fee)).toString();\n          trade.fee_currency = bill.ccy;\n        }\n      });\n      trade.created_at = formatTime(Number(trade.created_at));\n      if (productIdToProduct.has(trade.product_id)) {\n        trade.traded_value = (\n          +trade.traded_value * +(productIdToProduct.get(trade.product_id)?.value_scale ?? 1)\n        ).toString();\n      } else {\n        throw new Error(`Not Found Product With Product Id: ${trade.product_id}`);\n      }\n      tradeList.push(trade);\n    }\n  }\n  return tradeList;\n};\n\nconst getAccountTradeWithAccountId = async (accountId: string) => {\n  const currentTrade = await requestSQL<ITrade[]>(\n    Terminal.fromNodeEnv(),\n    `\n    select * from trade where account_id=${escapeSQL(accountId)} order by created_at desc limit 1;\n  `,\n  );\n  const params: Record<string, string> = {\n    type: '2',\n    begin: (new Date().getTime() - 1000 * 60 * 60 * 24 * 30 * 3).toString(),\n  };\n  if (currentTrade.length === 1) {\n    params['begin'] = new Date(currentTrade[0].created_at ?? 0).getTime().toString();\n  }\n  console.log(formatTime(Date.now()), 'getAccountTrade', `params: ${JSON.stringify(params)}`);\n  const tradeList = await tradeParser(accountId, params);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `tradeList: ${JSON.stringify(tradeList)}`);\n  await requestSQL(\n    Terminal.fromNodeEnv(),\n    buildInsertManyIntoTableSQL(tradeList, 'trade', {\n      columns: [\n        'id',\n        'account_id',\n        'product_id',\n        'traded_volume',\n        'traded_value',\n        'traded_price',\n        'direction',\n        'fee',\n        'fee_currency',\n        'created_at',\n      ],\n      conflictKeys: ['id'],\n    }),\n  );\n};\n\n(async () => {\n  const account_id = await getTradingAccountId(credential);\n  console.log(formatTime(Date.now()), 'getAccountTrade', `AccountID: ${account_id}`);\n  defer(() => getAccountTradeWithAccountId(account_id))\n    .pipe(\n      //\n      timeout(10_000), //  超时设定：10 秒\n      tap({\n        error: (err) => {\n          console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n        },\n      }),\n      repeat({ delay: 30_000 }),\n      retry({ delay: 5000 }),\n    )\n    .subscribe();\n})();\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-okx",
-	"version": "0.29.6",
+	"version": "0.29.8",
 	"main": "lib/index.js",
 	"files": [
 		"dist",

package/temp/package-deps.json

@@ -1,13 +1,13 @@
 {
-    "apps/vendor-okx/CHANGELOG.json": "347053c59e46dd97f7ef46447997cc049e2b7979",
-    "apps/vendor-okx/CHANGELOG.md": "f82f60a78c4430fce22899f4a97f6c50b7051f09",
+    "apps/vendor-okx/CHANGELOG.json": "476462034b7370c0df35543839908a6dbfa43910",
+    "apps/vendor-okx/CHANGELOG.md": "3f789dccc780be0adf05c97490aa5c8492b6e6e2",
     "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": "1a8de4f66a4d81584513977126f2bf04d74ac068",
+    "apps/vendor-okx/package.json": "f44b810af2547cc6ce35946cd6dcec67f08f84fe",
     "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",
@@ -17,7 +17,7 @@
     "apps/vendor-okx/src/accountInfos/strategy.ts": "176add92022ad1fb43bad61880c5053aaa9fd5be",
     "apps/vendor-okx/src/accountInfos/trading.ts": "60ded8fdeb5c448fea467d3eb10aa9dab752f903",
     "apps/vendor-okx/src/accountInfos/types.ts": "c3c1096c3ad6849f6f679f1dfe0badb3ae876e41",
-    "apps/vendor-okx/src/accountInfos/uid.ts": "348b64b205771143974e5ac5f5a7d06e9391a9f9",
+    "apps/vendor-okx/src/accountInfos/uid.ts": "6dd95c14f0493ef3f7d2dcbf4f01a1c181817999",
     "apps/vendor-okx/src/api-service.ts": "f1d977b144b1096965c5990260d9e6c81b08cb8c",
     "apps/vendor-okx/src/api/private-api.ts": "73ab6b99249ebb73769e903cc356627eaf19b433",
     "apps/vendor-okx/src/api/public-api.ts": "05b9cddafd09b5c9f65ce4eaeab42832e7d60449",
@@ -32,7 +32,7 @@
     "apps/vendor-okx/src/orders/cancelOrder.ts": "9a6c6d976caddd896ce08afac1dd2e4e24879b54",
     "apps/vendor-okx/src/orders/listOrders.ts": "c4739eb4c0f54391164a7d8e6c7fde44b41cb268",
     "apps/vendor-okx/src/orders/modifyOrder.ts": "9101b5049743f302b0f0ad84f929ed8a88040bad",
-    "apps/vendor-okx/src/orders/submitOrder.ts": "564c8a659091dfb9676de753f0fceef1ec8ee168",
+    "apps/vendor-okx/src/orders/submitOrder.ts": "626ff6d2f14d22e0b3a3ffa447d33a78d9d0a38b",
     "apps/vendor-okx/src/public-data/interest_rate.ts": "f3171f2753955d500ae00ce7e263ea26e05e5421",
     "apps/vendor-okx/src/public-data/market-order.ts": "c7269e9fe1f339b320e8b4cd98652854446a245c",
     "apps/vendor-okx/src/public-data/new-quote.ts": "c184aae2008fcbceabc32fbc944b05d3dfb9b2a3",
@@ -41,7 +41,7 @@
     "apps/vendor-okx/src/public-data/quote.ts": "84db94c5af399e03b630037eb13382eb38b8c1e4",
     "apps/vendor-okx/src/services.ts": "aeaf5f9d0a87347be6150b28961c5a7c0886b1d8",
     "apps/vendor-okx/src/strategy-account.ts": "2d8f913e19c4402eab249291aaab0b77bc4d9ff8",
-    "apps/vendor-okx/src/trade.ts": "cbb88bc535b8377ecd54a18e39082923fd5a4fda",
+    "apps/vendor-okx/src/trade.ts": "dac18a969af0b92bb474b9e1b6ff3b6598f8ae0a",
     "apps/vendor-okx/src/transfer.ts": "381e4bf18846c8f79d3e970277d8800a2f94dacd",
     "apps/vendor-okx/src/utils/provideOHLCFromTimeBackwardService.ts": "3a44206410b5b73683f2395d6c551549b553d7bd",
     "apps/vendor-okx/src/utils/provideSeriesFromTimeBackwardService.ts": "daf3c793eb4fc20e59a740bb69e50fadab5f62f0",