@yuants/vendor-okx 0.30.3 → 0.30.4
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.
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@@ -37,6 +37,10 @@ export const submitOrder = async (credential, order) => {
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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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+
/**
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* 是否为单向持仓模式(买卖模式)
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*/
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const isSingleSideMode = accountConfigRes.data[0].posMode === 'net_mode';
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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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@@ -97,8 +101,8 @@ export const submitOrder = async (credential, order) => {
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instId,
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tdMode: instType === 'SPOT' ? 'cash' : 'cross',
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side: mapOrderDirectionToSide(order.order_direction),
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posSide: instType === 'MARGIN' || instType === 'SPOT'
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?
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posSide: isSingleSideMode || instType === 'MARGIN' || instType === 'SPOT'
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? undefined
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: mapOrderDirectionToPosSide(order.order_direction),
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ordType: mapOrderTypeToOrdType(order.order_type),
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sz: (await mapOrderVolumeToSz(order)).toString(),
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@@ -1 +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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n const accountConfigRes = await accountConfigCache.query(JSON.stringify(credential));\n if (!accountConfigRes) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n if (!accountConfigRes.data?.[0]) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n\n /**\n * 是否为组合保证金模式\n */\n const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';\n /**\n * 是否为单向持仓模式(买卖模式)\n */\n const isSingleSideMode = accountConfigRes.data[0].posMode === 'net_mode';\n\n const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n // 交易数量，表示要购买或者出售的数量。\n // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n // 当币币杠杆以市价买入时，指计价货币的数量。\n // 当币币杠杆以市价卖出时，指交易货币的数量。\n // 对于币币市价单，单位由 tgtCcy 决定\n // 当交割、永续、期权买入和卖出时，指合约张数。\n const mapOrderVolumeToSz = async (order: IOrder) => {\n if (instType === 'SWAP') {\n return order.volume;\n }\n if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n return order.volume;\n }\n if (order.order_type === 'MAKER') {\n return order.volume;\n }\n if (order.order_type === 'MARKET') {\n if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n return order.volume;\n }\n //\n const price = await firstValueFrom(\n spotMarketTickers$.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 isSingleSideMode || instType === 'MARGIN' || instType === 'SPOT'\n ? undefined\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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{"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,
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{"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,CA8GtG,CAAC"}
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const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';
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/**
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* 是否为单向持仓模式(买卖模式)
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*/
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const isSingleSideMode = accountConfigRes.data[0].posMode === 'net_mode';
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const [instType, instId] = (0, utils_1.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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instId,
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tdMode: instType === 'SPOT' ? 'cash' : 'cross',
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side: mapOrderDirectionToSide(order.order_direction),
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posSide: instType === 'MARGIN' || instType === 'SPOT'
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posSide: isSingleSideMode || instType === 'MARGIN' || instType === 'SPOT'
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? undefined
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: mapOrderDirectionToPosSide(order.order_direction),
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ordType: mapOrderTypeToOrdType(order.order_type),
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sz: (await mapOrderVolumeToSz(order)).toString(),
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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: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n const accountConfigRes = await accountConfigCache.query(JSON.stringify(credential));\n if (!accountConfigRes) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n if (!accountConfigRes.data?.[0]) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n\n /**\n * 是否为组合保证金模式\n */\n const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';\n /**\n * 是否为单向持仓模式(买卖模式)\n */\n const isSingleSideMode = accountConfigRes.data[0].posMode === 'net_mode';\n\n const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n // 交易数量，表示要购买或者出售的数量。\n // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n // 当币币杠杆以市价买入时，指计价货币的数量。\n // 当币币杠杆以市价卖出时，指交易货币的数量。\n // 对于币币市价单，单位由 tgtCcy 决定\n // 当交割、永续、期权买入和卖出时，指合约张数。\n const mapOrderVolumeToSz = async (order: IOrder) => {\n if (instType === 'SWAP') {\n return order.volume;\n }\n if (instType === 'MARGIN') {\n if (order.order_type === 'LIMIT') {\n return order.volume;\n }\n if (order.order_type === 'MAKER') {\n return order.volume;\n }\n if (order.order_type === 'MARKET') {\n if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n return order.volume;\n }\n //\n const price = await firstValueFrom(\n spotMarketTickers$.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 isSingleSideMode || instType === 'MARGIN' || instType === 'SPOT'\n ? undefined\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
CHANGED
package/temp/package-deps.json
CHANGED
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@@ -1,13 +1,13 @@
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1
1
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{
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"apps/vendor-okx/CHANGELOG.json": "
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-
"apps/vendor-okx/CHANGELOG.md": "
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2
|
+
"apps/vendor-okx/CHANGELOG.json": "84f5c6c962c9e9bfe29ec2e50bca8f15cea11171",
|
|
3
|
+
"apps/vendor-okx/CHANGELOG.md": "76caa268ad3ade48839a14e03314754ef23acb5b",
|
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4
4
|
"apps/vendor-okx/README.md": "68caeb8e383d77ece973cd70f4b167b86abb54c3",
|
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5
5
|
"apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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6
6
|
"apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
|
7
7
|
"apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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|
8
8
|
"apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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9
9
|
"apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
|
|
10
|
-
"apps/vendor-okx/package.json": "
|
|
10
|
+
"apps/vendor-okx/package.json": "2183e298760cbbab9198ffdc046a5d7800894e4c",
|
|
11
11
|
"apps/vendor-okx/src/account-actions-with-credential.ts": "1a2de787b588e98ceef60b3ffb951f298504bf12",
|
|
12
12
|
"apps/vendor-okx/src/account.ts": "672014c974457b438cf026f763d6eecfe585c82b",
|
|
13
13
|
"apps/vendor-okx/src/accountInfos/earning.ts": "62aaeb3b62fa9197d07ee14155625530cdb9b1cd",
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@@ -32,7 +32,7 @@
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|
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32
32
|
"apps/vendor-okx/src/orders/cancelOrder.ts": "9a6c6d976caddd896ce08afac1dd2e4e24879b54",
|
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33
33
|
"apps/vendor-okx/src/orders/listOrders.ts": "c4739eb4c0f54391164a7d8e6c7fde44b41cb268",
|
|
34
34
|
"apps/vendor-okx/src/orders/modifyOrder.ts": "9101b5049743f302b0f0ad84f929ed8a88040bad",
|
|
35
|
-
"apps/vendor-okx/src/orders/submitOrder.ts": "
|
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35
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+
"apps/vendor-okx/src/orders/submitOrder.ts": "abf283641c9b1ef893b9de9737a3870485744a39",
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|
36
36
|
"apps/vendor-okx/src/public-data/interest_rate.ts": "f3171f2753955d500ae00ce7e263ea26e05e5421",
|
|
37
37
|
"apps/vendor-okx/src/public-data/market-order.ts": "c7269e9fe1f339b320e8b4cd98652854446a245c",
|
|
38
38
|
"apps/vendor-okx/src/public-data/new-quote.ts": "1f49de0f24902b5ff921478b65126e4b2a9ec1c4",
|