@yuants/vendor-okx 0.30.6 → 0.31.1

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/index.js CHANGED
@@ -15,4 +15,6 @@ import './trade';
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  import './transfer';
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  import './public-data/new-quote';
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  import './services/quotes';
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+ import './services/ohlc-service';
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+ import './services/interest-rate-service';
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  //# sourceMappingURL=index.js.map
package/dist/index.js.map CHANGED
@@ -1 +1 @@
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- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,yBAAyB,CAAC;AACjC,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,yBAAyB,CAAC;AACjC,OAAO,mBAAmB,CAAC","sourcesContent":["import './account';\nimport './account-actions-with-credential';\nimport './api-service';\nimport './experimental/exchange';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\nimport './public-data/new-quote';\nimport './services/quotes';\n"]}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,yBAAyB,CAAC;AACjC,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,yBAAyB,CAAC;AACjC,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC","sourcesContent":["import './account';\nimport './account-actions-with-credential';\nimport './api-service';\nimport './experimental/exchange';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\nimport './public-data/new-quote';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}
@@ -0,0 +1,84 @@
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+ import { provideInterestRateService } from '@yuants/exchange';
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+ import { Terminal } from '@yuants/protocol';
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+ import { decodePath, formatTime } from '@yuants/utils';
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+ import { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';
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+ const terminal = Terminal.fromNodeEnv();
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+ const INGEST_SERVICE_OPTIONS = {
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+ concurrent: 1,
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+ max_pending_requests: 20,
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+ ingress_token_capacity: 2,
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+ ingress_token_refill_interval: 1000,
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+ egress_token_capacity: 1,
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+ egress_token_refill_interval: 1000,
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+ };
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+ const fetchSwapFundingRateBackward = async (req) => {
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+ const [, instType, instId] = decodePath(req.product_id);
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+ if (instType !== 'SWAP' || !instId)
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+ throw new Error(`Unsupported product_id: ${req.product_id}`);
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+ const endedAtMs = req.time;
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+ const res = await getFundingRateHistory({ instId, after: `${endedAtMs}` });
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+ if (res.code !== '0') {
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+ throw new Error(`OKX getFundingRateHistory failed: ${res.code} ${res.msg}`);
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+ }
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+ return res.data
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+ .map((v) => {
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+ const ms = Number(v.fundingTime);
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+ const rate = Number(v.fundingRate);
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+ return {
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+ series_id: req.series_id,
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+ product_id: req.product_id,
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+ datasource_id: 'OKX',
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+ created_at: formatTime(ms),
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+ long_rate: `${-rate}`,
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+ short_rate: `${rate}`,
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+ settlement_price: '',
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+ };
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+ })
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+ .filter((x) => Date.parse(x.created_at) < endedAtMs);
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+ };
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+ const fetchMarginInterestRateBackward = async (req) => {
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+ const [, instType, instId] = decodePath(req.product_id);
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+ if (instType !== 'MARGIN' || !instId)
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+ throw new Error(`Unsupported product_id: ${req.product_id}`);
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+ const [base, quote] = instId.split('-');
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+ if (!base || !quote)
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+ throw new Error(`Invalid MARGIN instId: ${instId}`);
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+ const endedAtMs = req.time;
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+ const [resBase, resQuote] = await Promise.all([
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+ getLendingRateHistory({ ccy: base, after: `${endedAtMs}` }),
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+ getLendingRateHistory({ ccy: quote, after: `${endedAtMs}` }),
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+ ]);
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+ if (resBase.code !== '0')
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+ throw new Error(`OKX getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`);
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+ if (resQuote.code !== '0')
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+ throw new Error(`OKX getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`);
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+ const mapTsToBaseRate = new Map();
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+ resBase.data.forEach((v) => mapTsToBaseRate.set(v.ts, v.rate));
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+ const data = [];
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+ resQuote.data.forEach((v) => {
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+ const baseRate = mapTsToBaseRate.get(v.ts);
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+ if (!baseRate)
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+ return;
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+ const longRate = Number(v.rate) / 365 / 24;
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+ const shortRate = Number(baseRate) / 365 / 24;
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+ data.push({
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+ series_id: req.series_id,
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+ product_id: req.product_id,
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+ datasource_id: 'OKX',
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+ created_at: formatTime(+v.ts),
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+ long_rate: `${-longRate}`,
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+ short_rate: `${-shortRate}`,
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+ settlement_price: '',
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+ });
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+ });
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+ return data.filter((x) => Date.parse(x.created_at) < endedAtMs);
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+ };
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+ provideInterestRateService(terminal, {
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+ product_id_prefix: 'OKX/SWAP/',
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+ direction: 'backward',
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+ }, fetchSwapFundingRateBackward, INGEST_SERVICE_OPTIONS);
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+ provideInterestRateService(terminal, {
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+ product_id_prefix: 'OKX/MARGIN/',
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+ direction: 'backward',
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+ }, fetchMarginInterestRateBackward, INGEST_SERVICE_OPTIONS);
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+ //# sourceMappingURL=interest-rate-service.js.map
@@ -0,0 +1 @@
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+ 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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n concurrent: 1,\n max_pending_requests: 20,\n ingress_token_capacity: 2,\n ingress_token_refill_interval: 1000,\n egress_token_capacity: 1,\n egress_token_refill_interval: 1000,\n};\n\nconst fetchSwapFundingRateBackward = async (req: {\n product_id: string;\n time: number;\n series_id: string;\n}): Promise<IInterestRate[]> => {\n const [, instType, instId] = decodePath(req.product_id);\n if (instType !== 'SWAP' || !instId) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const endedAtMs = req.time;\n const res = await getFundingRateHistory({ instId, after: `${endedAtMs}` });\n if (res.code !== '0') {\n throw new Error(`OKX getFundingRateHistory failed: ${res.code} ${res.msg}`);\n }\n\n return res.data\n .map((v): IInterestRate => {\n const ms = Number(v.fundingTime);\n const rate = Number(v.fundingRate);\n return {\n series_id: req.series_id,\n product_id: req.product_id,\n datasource_id: 'OKX',\n created_at: formatTime(ms),\n long_rate: `${-rate}`,\n short_rate: `${rate}`,\n settlement_price: '',\n };\n })\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchMarginInterestRateBackward = async (req: {\n product_id: string;\n time: number;\n series_id: string;\n}): Promise<IInterestRate[]> => {\n const [, instType, instId] = decodePath(req.product_id);\n if (instType !== 'MARGIN' || !instId) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const [base, quote] = instId.split('-');\n if (!base || !quote) throw new Error(`Invalid MARGIN instId: ${instId}`);\n\n const endedAtMs = req.time;\n\n const [resBase, resQuote] = await Promise.all([\n getLendingRateHistory({ ccy: base, after: `${endedAtMs}` }),\n getLendingRateHistory({ ccy: quote, after: `${endedAtMs}` }),\n ]);\n\n if (resBase.code !== '0')\n throw new Error(`OKX getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`);\n if (resQuote.code !== '0')\n throw new Error(`OKX getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`);\n\n const mapTsToBaseRate = new Map<string, string>();\n resBase.data.forEach((v) => mapTsToBaseRate.set(v.ts, v.rate));\n\n const data: IInterestRate[] = [];\n resQuote.data.forEach((v) => {\n const baseRate = mapTsToBaseRate.get(v.ts);\n if (!baseRate) return;\n\n const longRate = Number(v.rate) / 365 / 24;\n const shortRate = Number(baseRate) / 365 / 24;\n\n data.push({\n series_id: req.series_id,\n product_id: req.product_id,\n datasource_id: 'OKX',\n created_at: formatTime(+v.ts),\n long_rate: `${-longRate}`,\n short_rate: `${-shortRate}`,\n settlement_price: '',\n });\n });\n\n return data.filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideInterestRateService(\n terminal,\n {\n product_id_prefix: 'OKX/SWAP/',\n direction: 'backward',\n },\n fetchSwapFundingRateBackward,\n INGEST_SERVICE_OPTIONS,\n);\n\nprovideInterestRateService(\n terminal,\n {\n product_id_prefix: 'OKX/MARGIN/',\n direction: 'backward',\n },\n fetchMarginInterestRateBackward,\n INGEST_SERVICE_OPTIONS,\n);\n"]}
@@ -0,0 +1,79 @@
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+ import { provideOHLCService } from '@yuants/exchange';
2
+ import { Terminal } from '@yuants/protocol';
3
+ import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
4
+ import { getHistoryCandles } from '../api/public-api';
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+ const terminal = Terminal.fromNodeEnv();
6
+ const INGEST_SERVICE_OPTIONS = {
7
+ concurrent: 1,
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+ max_pending_requests: 20,
9
+ ingress_token_capacity: 2,
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+ ingress_token_refill_interval: 1000,
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+ egress_token_capacity: 1,
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+ egress_token_refill_interval: 1000,
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+ };
14
+ const DURATION_TO_OKX_BAR_TYPE = {
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+ PT1M: '1m',
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+ PT3M: '3m',
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+ PT5M: '5m',
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+ PT15M: '15m',
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+ PT30M: '30m',
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+ PT1H: '1H',
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+ PT2H: '2H',
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+ PT4H: '4H',
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+ PT6H: '6H',
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+ PT12H: '12H',
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+ P1D: '1D',
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+ P1W: '1W',
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+ P1M: '1M',
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+ };
29
+ const fetchOHLCPageBackward = async (req) => {
30
+ const [, instType, instId] = decodePath(req.product_id);
31
+ if (!instType || !instId)
32
+ throw new Error(`Invalid product_id: ${req.product_id}`);
33
+ const bar = DURATION_TO_OKX_BAR_TYPE[req.duration];
34
+ if (!bar)
35
+ throw new Error(`Unsupported duration: ${req.duration}`);
36
+ const offset = convertDurationToOffset(req.duration);
37
+ const endedAtMs = req.time;
38
+ const res = await getHistoryCandles({
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+ instId,
40
+ bar,
41
+ after: `${endedAtMs}`,
42
+ limit: '300',
43
+ });
44
+ if (res.code !== '0') {
45
+ throw new Error(`OKX getHistoryCandles failed: ${res.code} ${res.msg}`);
46
+ }
47
+ return res.data
48
+ .map((x) => ({
49
+ series_id: req.series_id,
50
+ datasource_id: 'OKX',
51
+ product_id: req.product_id,
52
+ duration: req.duration,
53
+ created_at: formatTime(+x[0]),
54
+ closed_at: formatTime(+x[0] + offset),
55
+ open: x[1],
56
+ high: x[2],
57
+ low: x[3],
58
+ close: x[4],
59
+ volume: x[5],
60
+ open_interest: '0',
61
+ }))
62
+ .filter((x) => Date.parse(x.created_at) < endedAtMs);
63
+ };
64
+ provideOHLCService(terminal, {
65
+ product_id_prefix: 'OKX/SWAP/',
66
+ duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),
67
+ direction: 'backward',
68
+ }, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
69
+ provideOHLCService(terminal, {
70
+ product_id_prefix: 'OKX/SPOT/',
71
+ duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),
72
+ direction: 'backward',
73
+ }, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
74
+ provideOHLCService(terminal, {
75
+ product_id_prefix: 'OKX/MARGIN/',
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+ duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),
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+ direction: 'backward',
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+ }, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
79
+ //# sourceMappingURL=ohlc-service.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,kBAAkB,CAAC;AAEtD,OAAO,EAAmB,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC7D,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AAEtD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,sBAAsB,GAAoB;IAC9C,UAAU,EAAE,CAAC;IACb,oBAAoB,EAAE,EAAE;IACxB,sBAAsB,EAAE,CAAC;IACzB,6BAA6B,EAAE,IAAI;IACnC,qBAAqB,EAAE,CAAC;IACxB,4BAA4B,EAAE,IAAI;CACnC,CAAC;AAEF,MAAM,wBAAwB,GAA2B;IACvD,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IAEZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IAEZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,MAAM,qBAAqB,GAAG,KAAK,EAAE,GAKpC,EAAoB,EAAE;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,CAAC,QAAQ,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,uBAAuB,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEnF,MAAM,GAAG,GAAG,wBAAwB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACnD,IAAI,CAAC,GAAG;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEnE,MAAM,MAAM,GAAG,uBAAuB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACrD,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAE3B,MAAM,GAAG,GAAG,MAAM,iBAAiB,CAAC;QAClC,MAAM;QACN,GAAG;QACH,KAAK,EAAE,GAAG,SAAS,EAAE;QACrB,KAAK,EAAE,KAAK;KACb,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;QACpB,MAAM,IAAI,KAAK,CAAC,iCAAiC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KACzE;IAED,OAAO,GAAG,CAAC,IAAI;SACZ,GAAG,CACF,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;QACb,SAAS,EAAE,GAAG,CAAC,SAAS;QACxB,aAAa,EAAE,KAAK;QACpB,UAAU,EAAE,GAAG,CAAC,UAAU;QAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;QACtB,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAC7B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;QACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;QACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;QACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;QACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;QACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;QACZ,aAAa,EAAE,GAAG;KACnB,CAAC,CACH;SACA,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,wBAAwB,CAAC;IACpD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,EACrB,sBAAsB,CACvB,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,wBAAwB,CAAC;IACpD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,EACrB,sBAAsB,CACvB,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,wBAAwB,CAAC;IACpD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,EACrB,sBAAsB,CACvB,CAAC","sourcesContent":["import { provideOHLCService } from '@yuants/exchange';\nimport { IOHLC } from '@yuants/data-ohlc';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getHistoryCandles } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n concurrent: 1,\n max_pending_requests: 20,\n ingress_token_capacity: 2,\n ingress_token_refill_interval: 1000,\n egress_token_capacity: 1,\n egress_token_refill_interval: 1000,\n};\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst fetchOHLCPageBackward = async (req: {\n product_id: string;\n duration: string;\n time: number;\n series_id: string;\n}): Promise<IOHLC[]> => {\n const [, instType, instId] = decodePath(req.product_id);\n if (!instType || !instId) throw new Error(`Invalid product_id: ${req.product_id}`);\n\n const bar = DURATION_TO_OKX_BAR_TYPE[req.duration];\n if (!bar) throw new Error(`Unsupported duration: ${req.duration}`);\n\n const offset = convertDurationToOffset(req.duration);\n const endedAtMs = req.time;\n\n const res = await getHistoryCandles({\n instId,\n bar,\n after: `${endedAtMs}`,\n limit: '300',\n });\n if (res.code !== '0') {\n throw new Error(`OKX getHistoryCandles failed: ${res.code} ${res.msg}`);\n }\n\n return res.data\n .map(\n (x): IOHLC => ({\n series_id: req.series_id,\n datasource_id: 'OKX',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n )\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'OKX/SWAP/',\n duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'OKX/SPOT/',\n duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'OKX/MARGIN/',\n duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n INGEST_SERVICE_OPTIONS,\n);\n"]}
package/lib/index.d.ts CHANGED
@@ -15,4 +15,6 @@ import './trade';
15
15
  import './transfer';
16
16
  import './public-data/new-quote';
17
17
  import './services/quotes';
18
+ import './services/ohlc-service';
19
+ import './services/interest-rate-service';
18
20
  //# sourceMappingURL=index.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,yBAAyB,CAAC;AACjC,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,yBAAyB,CAAC;AACjC,OAAO,mBAAmB,CAAC"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,mCAAmC,CAAC;AAC3C,OAAO,eAAe,CAAC;AACvB,OAAO,yBAAyB,CAAC;AACjC,OAAO,SAAS,CAAC;AACjB,OAAO,iBAAiB,CAAC;AACzB,OAAO,iCAAiC,CAAC;AACzC,OAAO,6BAA6B,CAAC;AACrC,OAAO,4BAA4B,CAAC;AACpC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,YAAY,CAAC;AACpB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,SAAS,CAAC;AACjB,OAAO,YAAY,CAAC;AACpB,OAAO,yBAAyB,CAAC;AACjC,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC"}
package/lib/index.js CHANGED
@@ -17,4 +17,6 @@ require("./trade");
17
17
  require("./transfer");
18
18
  require("./public-data/new-quote");
19
19
  require("./services/quotes");
20
+ require("./services/ohlc-service");
21
+ require("./services/interest-rate-service");
20
22
  //# sourceMappingURL=index.js.map
package/lib/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,6CAA2C;AAC3C,yBAAuB;AACvB,mCAAiC;AACjC,mBAAiB;AACjB,2BAAyB;AACzB,2CAAyC;AACzC,uCAAqC;AACrC,sCAAoC;AACpC,8BAA4B;AAC5B,+BAA6B;AAC7B,sBAAoB;AACpB,8BAA4B;AAC5B,mBAAiB;AACjB,sBAAoB;AACpB,mCAAiC;AACjC,6BAA2B","sourcesContent":["import './account';\nimport './account-actions-with-credential';\nimport './api-service';\nimport './experimental/exchange';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\nimport './public-data/new-quote';\nimport './services/quotes';\n"]}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,6CAA2C;AAC3C,yBAAuB;AACvB,mCAAiC;AACjC,mBAAiB;AACjB,2BAAyB;AACzB,2CAAyC;AACzC,uCAAqC;AACrC,sCAAoC;AACpC,8BAA4B;AAC5B,+BAA6B;AAC7B,sBAAoB;AACpB,8BAA4B;AAC5B,mBAAiB;AACjB,sBAAoB;AACpB,mCAAiC;AACjC,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C","sourcesContent":["import './account';\nimport './account-actions-with-credential';\nimport './api-service';\nimport './experimental/exchange';\nimport './order';\nimport './order-actions';\nimport './order-actions-with-credential';\nimport './public-data/interest_rate';\nimport './public-data/market-order';\nimport './public-data/ohlc';\nimport './public-data/quote';\nimport './services';\nimport './strategy-account';\nimport './trade';\nimport './transfer';\nimport './public-data/new-quote';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=interest-rate-service.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"interest-rate-service.d.ts","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":""}
@@ -0,0 +1,86 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const exchange_1 = require("@yuants/exchange");
4
+ const protocol_1 = require("@yuants/protocol");
5
+ const utils_1 = require("@yuants/utils");
6
+ const public_api_1 = require("../api/public-api");
7
+ const terminal = protocol_1.Terminal.fromNodeEnv();
8
+ const INGEST_SERVICE_OPTIONS = {
9
+ concurrent: 1,
10
+ max_pending_requests: 20,
11
+ ingress_token_capacity: 2,
12
+ ingress_token_refill_interval: 1000,
13
+ egress_token_capacity: 1,
14
+ egress_token_refill_interval: 1000,
15
+ };
16
+ const fetchSwapFundingRateBackward = async (req) => {
17
+ const [, instType, instId] = (0, utils_1.decodePath)(req.product_id);
18
+ if (instType !== 'SWAP' || !instId)
19
+ throw new Error(`Unsupported product_id: ${req.product_id}`);
20
+ const endedAtMs = req.time;
21
+ const res = await (0, public_api_1.getFundingRateHistory)({ instId, after: `${endedAtMs}` });
22
+ if (res.code !== '0') {
23
+ throw new Error(`OKX getFundingRateHistory failed: ${res.code} ${res.msg}`);
24
+ }
25
+ return res.data
26
+ .map((v) => {
27
+ const ms = Number(v.fundingTime);
28
+ const rate = Number(v.fundingRate);
29
+ return {
30
+ series_id: req.series_id,
31
+ product_id: req.product_id,
32
+ datasource_id: 'OKX',
33
+ created_at: (0, utils_1.formatTime)(ms),
34
+ long_rate: `${-rate}`,
35
+ short_rate: `${rate}`,
36
+ settlement_price: '',
37
+ };
38
+ })
39
+ .filter((x) => Date.parse(x.created_at) < endedAtMs);
40
+ };
41
+ const fetchMarginInterestRateBackward = async (req) => {
42
+ const [, instType, instId] = (0, utils_1.decodePath)(req.product_id);
43
+ if (instType !== 'MARGIN' || !instId)
44
+ throw new Error(`Unsupported product_id: ${req.product_id}`);
45
+ const [base, quote] = instId.split('-');
46
+ if (!base || !quote)
47
+ throw new Error(`Invalid MARGIN instId: ${instId}`);
48
+ const endedAtMs = req.time;
49
+ const [resBase, resQuote] = await Promise.all([
50
+ (0, public_api_1.getLendingRateHistory)({ ccy: base, after: `${endedAtMs}` }),
51
+ (0, public_api_1.getLendingRateHistory)({ ccy: quote, after: `${endedAtMs}` }),
52
+ ]);
53
+ if (resBase.code !== '0')
54
+ throw new Error(`OKX getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`);
55
+ if (resQuote.code !== '0')
56
+ throw new Error(`OKX getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`);
57
+ const mapTsToBaseRate = new Map();
58
+ resBase.data.forEach((v) => mapTsToBaseRate.set(v.ts, v.rate));
59
+ const data = [];
60
+ resQuote.data.forEach((v) => {
61
+ const baseRate = mapTsToBaseRate.get(v.ts);
62
+ if (!baseRate)
63
+ return;
64
+ const longRate = Number(v.rate) / 365 / 24;
65
+ const shortRate = Number(baseRate) / 365 / 24;
66
+ data.push({
67
+ series_id: req.series_id,
68
+ product_id: req.product_id,
69
+ datasource_id: 'OKX',
70
+ created_at: (0, utils_1.formatTime)(+v.ts),
71
+ long_rate: `${-longRate}`,
72
+ short_rate: `${-shortRate}`,
73
+ settlement_price: '',
74
+ });
75
+ });
76
+ return data.filter((x) => Date.parse(x.created_at) < endedAtMs);
77
+ };
78
+ (0, exchange_1.provideInterestRateService)(terminal, {
79
+ product_id_prefix: 'OKX/SWAP/',
80
+ direction: 'backward',
81
+ }, fetchSwapFundingRateBackward, INGEST_SERVICE_OPTIONS);
82
+ (0, exchange_1.provideInterestRateService)(terminal, {
83
+ product_id_prefix: 'OKX/MARGIN/',
84
+ direction: 'backward',
85
+ }, fetchMarginInterestRateBackward, INGEST_SERVICE_OPTIONS);
86
+ //# sourceMappingURL=interest-rate-service.js.map
@@ -0,0 +1 @@
1
+ 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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n concurrent: 1,\n max_pending_requests: 20,\n ingress_token_capacity: 2,\n ingress_token_refill_interval: 1000,\n egress_token_capacity: 1,\n egress_token_refill_interval: 1000,\n};\n\nconst fetchSwapFundingRateBackward = async (req: {\n product_id: string;\n time: number;\n series_id: string;\n}): Promise<IInterestRate[]> => {\n const [, instType, instId] = decodePath(req.product_id);\n if (instType !== 'SWAP' || !instId) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const endedAtMs = req.time;\n const res = await getFundingRateHistory({ instId, after: `${endedAtMs}` });\n if (res.code !== '0') {\n throw new Error(`OKX getFundingRateHistory failed: ${res.code} ${res.msg}`);\n }\n\n return res.data\n .map((v): IInterestRate => {\n const ms = Number(v.fundingTime);\n const rate = Number(v.fundingRate);\n return {\n series_id: req.series_id,\n product_id: req.product_id,\n datasource_id: 'OKX',\n created_at: formatTime(ms),\n long_rate: `${-rate}`,\n short_rate: `${rate}`,\n settlement_price: '',\n };\n })\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchMarginInterestRateBackward = async (req: {\n product_id: string;\n time: number;\n series_id: string;\n}): Promise<IInterestRate[]> => {\n const [, instType, instId] = decodePath(req.product_id);\n if (instType !== 'MARGIN' || !instId) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const [base, quote] = instId.split('-');\n if (!base || !quote) throw new Error(`Invalid MARGIN instId: ${instId}`);\n\n const endedAtMs = req.time;\n\n const [resBase, resQuote] = await Promise.all([\n getLendingRateHistory({ ccy: base, after: `${endedAtMs}` }),\n getLendingRateHistory({ ccy: quote, after: `${endedAtMs}` }),\n ]);\n\n if (resBase.code !== '0')\n throw new Error(`OKX getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`);\n if (resQuote.code !== '0')\n throw new Error(`OKX getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`);\n\n const mapTsToBaseRate = new Map<string, string>();\n resBase.data.forEach((v) => mapTsToBaseRate.set(v.ts, v.rate));\n\n const data: IInterestRate[] = [];\n resQuote.data.forEach((v) => {\n const baseRate = mapTsToBaseRate.get(v.ts);\n if (!baseRate) return;\n\n const longRate = Number(v.rate) / 365 / 24;\n const shortRate = Number(baseRate) / 365 / 24;\n\n data.push({\n series_id: req.series_id,\n product_id: req.product_id,\n datasource_id: 'OKX',\n created_at: formatTime(+v.ts),\n long_rate: `${-longRate}`,\n short_rate: `${-shortRate}`,\n settlement_price: '',\n });\n });\n\n return data.filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideInterestRateService(\n terminal,\n {\n product_id_prefix: 'OKX/SWAP/',\n direction: 'backward',\n },\n fetchSwapFundingRateBackward,\n INGEST_SERVICE_OPTIONS,\n);\n\nprovideInterestRateService(\n terminal,\n {\n product_id_prefix: 'OKX/MARGIN/',\n direction: 'backward',\n },\n fetchMarginInterestRateBackward,\n INGEST_SERVICE_OPTIONS,\n);\n"]}
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=ohlc-service.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"ohlc-service.d.ts","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":""}
@@ -0,0 +1,81 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const exchange_1 = require("@yuants/exchange");
4
+ const protocol_1 = require("@yuants/protocol");
5
+ const utils_1 = require("@yuants/utils");
6
+ const public_api_1 = require("../api/public-api");
7
+ const terminal = protocol_1.Terminal.fromNodeEnv();
8
+ const INGEST_SERVICE_OPTIONS = {
9
+ concurrent: 1,
10
+ max_pending_requests: 20,
11
+ ingress_token_capacity: 2,
12
+ ingress_token_refill_interval: 1000,
13
+ egress_token_capacity: 1,
14
+ egress_token_refill_interval: 1000,
15
+ };
16
+ const DURATION_TO_OKX_BAR_TYPE = {
17
+ PT1M: '1m',
18
+ PT3M: '3m',
19
+ PT5M: '5m',
20
+ PT15M: '15m',
21
+ PT30M: '30m',
22
+ PT1H: '1H',
23
+ PT2H: '2H',
24
+ PT4H: '4H',
25
+ PT6H: '6H',
26
+ PT12H: '12H',
27
+ P1D: '1D',
28
+ P1W: '1W',
29
+ P1M: '1M',
30
+ };
31
+ const fetchOHLCPageBackward = async (req) => {
32
+ const [, instType, instId] = (0, utils_1.decodePath)(req.product_id);
33
+ if (!instType || !instId)
34
+ throw new Error(`Invalid product_id: ${req.product_id}`);
35
+ const bar = DURATION_TO_OKX_BAR_TYPE[req.duration];
36
+ if (!bar)
37
+ throw new Error(`Unsupported duration: ${req.duration}`);
38
+ const offset = (0, utils_1.convertDurationToOffset)(req.duration);
39
+ const endedAtMs = req.time;
40
+ const res = await (0, public_api_1.getHistoryCandles)({
41
+ instId,
42
+ bar,
43
+ after: `${endedAtMs}`,
44
+ limit: '300',
45
+ });
46
+ if (res.code !== '0') {
47
+ throw new Error(`OKX getHistoryCandles failed: ${res.code} ${res.msg}`);
48
+ }
49
+ return res.data
50
+ .map((x) => ({
51
+ series_id: req.series_id,
52
+ datasource_id: 'OKX',
53
+ product_id: req.product_id,
54
+ duration: req.duration,
55
+ created_at: (0, utils_1.formatTime)(+x[0]),
56
+ closed_at: (0, utils_1.formatTime)(+x[0] + offset),
57
+ open: x[1],
58
+ high: x[2],
59
+ low: x[3],
60
+ close: x[4],
61
+ volume: x[5],
62
+ open_interest: '0',
63
+ }))
64
+ .filter((x) => Date.parse(x.created_at) < endedAtMs);
65
+ };
66
+ (0, exchange_1.provideOHLCService)(terminal, {
67
+ product_id_prefix: 'OKX/SWAP/',
68
+ duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),
69
+ direction: 'backward',
70
+ }, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
71
+ (0, exchange_1.provideOHLCService)(terminal, {
72
+ product_id_prefix: 'OKX/SPOT/',
73
+ duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),
74
+ direction: 'backward',
75
+ }, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
76
+ (0, exchange_1.provideOHLCService)(terminal, {
77
+ product_id_prefix: 'OKX/MARGIN/',
78
+ duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),
79
+ direction: 'backward',
80
+ }, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
81
+ //# sourceMappingURL=ohlc-service.js.map
@@ -0,0 +1 @@
1
+ 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{ provideOHLCService } from '@yuants/exchange';\nimport { IOHLC } from '@yuants/data-ohlc';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getHistoryCandles } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n concurrent: 1,\n max_pending_requests: 20,\n ingress_token_capacity: 2,\n ingress_token_refill_interval: 1000,\n egress_token_capacity: 1,\n egress_token_refill_interval: 1000,\n};\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst fetchOHLCPageBackward = async (req: {\n product_id: string;\n duration: string;\n time: number;\n series_id: string;\n}): Promise<IOHLC[]> => {\n const [, instType, instId] = decodePath(req.product_id);\n if (!instType || !instId) throw new Error(`Invalid product_id: ${req.product_id}`);\n\n const bar = DURATION_TO_OKX_BAR_TYPE[req.duration];\n if (!bar) throw new Error(`Unsupported duration: ${req.duration}`);\n\n const offset = convertDurationToOffset(req.duration);\n const endedAtMs = req.time;\n\n const res = await getHistoryCandles({\n instId,\n bar,\n after: `${endedAtMs}`,\n limit: '300',\n });\n if (res.code !== '0') {\n throw new Error(`OKX getHistoryCandles failed: ${res.code} ${res.msg}`);\n }\n\n return res.data\n .map(\n (x): IOHLC => ({\n series_id: req.series_id,\n datasource_id: 'OKX',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n )\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'OKX/SWAP/',\n duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'OKX/SPOT/',\n duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'OKX/MARGIN/',\n duration_list: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n INGEST_SERVICE_OPTIONS,\n);\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-okx",
3
- "version": "0.30.6",
3
+ "version": "0.31.1",
4
4
  "main": "lib/index.js",
5
5
  "files": [
6
6
  "dist",
@@ -8,20 +8,20 @@
8
8
  "temp"
9
9
  ],
10
10
  "dependencies": {
11
- "@yuants/protocol": "0.53.3",
12
- "@yuants/transfer": "0.2.40",
13
- "@yuants/data-account": "0.11.0",
14
- "@yuants/data-order": "0.7.1",
15
- "@yuants/utils": "0.15.0",
16
- "@yuants/cache": "0.3.4",
17
- "@yuants/sql": "0.9.31",
18
- "@yuants/data-series": "0.3.53",
19
- "@yuants/data-product": "0.5.1",
20
- "@yuants/data-ohlc": "0.4.23",
21
- "@yuants/data-interest-rate": "0.1.49",
22
- "@yuants/data-quote": "0.4.0",
23
- "@yuants/data-trade": "0.1.22",
24
- "@yuants/exchange": "0.8.0",
11
+ "@yuants/protocol": "0.53.4",
12
+ "@yuants/transfer": "0.2.41",
13
+ "@yuants/data-account": "0.11.1",
14
+ "@yuants/data-order": "0.7.2",
15
+ "@yuants/utils": "0.16.0",
16
+ "@yuants/cache": "0.3.5",
17
+ "@yuants/sql": "0.9.32",
18
+ "@yuants/data-series": "0.3.54",
19
+ "@yuants/data-product": "0.5.2",
20
+ "@yuants/data-ohlc": "0.5.0",
21
+ "@yuants/data-interest-rate": "0.2.0",
22
+ "@yuants/data-quote": "0.4.1",
23
+ "@yuants/data-trade": "0.1.23",
24
+ "@yuants/exchange": "0.8.2",
25
25
  "rxjs": "~7.5.6",
26
26
  "ws": "~8.8.1"
27
27
  },
@@ -32,7 +32,7 @@
32
32
  "@rushstack/heft-node-rig": "~1.10.7",
33
33
  "@types/heft-jest": "1.0.3",
34
34
  "@types/node": "22",
35
- "@yuants/extension": "0.2.32",
35
+ "@yuants/extension": "0.2.33",
36
36
  "@yuants/tool-kit": "0.2.1",
37
37
  "typescript": "~4.7.4",
38
38
  "ts-node": "~10.9.2",
@@ -1,13 +1,13 @@
1
1
  {
2
- "apps/vendor-okx/CHANGELOG.json": "79fa6827cc5fe6f053c1a6c18b14b264940f12c7",
3
- "apps/vendor-okx/CHANGELOG.md": "ad79f2f5b961858d1eb5b6bd68363bb5a1afb57c",
2
+ "apps/vendor-okx/CHANGELOG.json": "4a0f07c9d9729f0ba0ee0872a1ab6cedaf3f4989",
3
+ "apps/vendor-okx/CHANGELOG.md": "0bb67e3cd781b53f48c7e0b7eea675ac93be2e0f",
4
4
  "apps/vendor-okx/README.md": "68caeb8e383d77ece973cd70f4b167b86abb54c3",
5
5
  "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
6
6
  "apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
7
7
  "apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
8
8
  "apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
9
9
  "apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
10
- "apps/vendor-okx/package.json": "4f6db5f3cfed52876e3c4a9a81a051c5ce9ecbfb",
10
+ "apps/vendor-okx/package.json": "b6ac80845d22b6286ee3759b114e3bdf45487317",
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",
@@ -25,7 +25,7 @@
25
25
  "apps/vendor-okx/src/experimental/getOrders.ts": "f89b8334fa55163a78f91cf675cea8c7c869d4a7",
26
26
  "apps/vendor-okx/src/experimental/getPositions.ts": "5fe0bd5ebc3db151be7ae897aaad256dea878122",
27
27
  "apps/vendor-okx/src/experimental/product.ts": "808bb037c1559ead2260a6b1eb2552f246da45c6",
28
- "apps/vendor-okx/src/index.ts": "f59f1ff5f6c97ae517621d46c0ef5a46bcef3070",
28
+ "apps/vendor-okx/src/index.ts": "59cc7955ae001a71f0c1b61b858536e40587d6a0",
29
29
  "apps/vendor-okx/src/order-actions-with-credential.ts": "f58b164c57a776db0fd0ad3a9f7197603ab2f66e",
30
30
  "apps/vendor-okx/src/order-actions.ts": "18907924c81ab679bf8a58142fcbc3addd160a94",
31
31
  "apps/vendor-okx/src/order.ts": "342f08dbc4a760e5f29bdaa1fe840872219f9ab5",
@@ -40,6 +40,8 @@
40
40
  "apps/vendor-okx/src/public-data/product.ts": "9caa1b0d9fa621800870ef47086767f6f5810ad9",
41
41
  "apps/vendor-okx/src/public-data/quote.ts": "da471098f6c59376f7221bf6fc3d2625eeacecee",
42
42
  "apps/vendor-okx/src/services.ts": "aeaf5f9d0a87347be6150b28961c5a7c0886b1d8",
43
+ "apps/vendor-okx/src/services/interest-rate-service.ts": "b368f881e9bf7a44497153d39e4e1c8ec0ce42a8",
44
+ "apps/vendor-okx/src/services/ohlc-service.ts": "6ee7b3ac7d6e91d97d3eba2bc72365155044d005",
43
45
  "apps/vendor-okx/src/services/quotes.ts": "2f2278acf1884c8c8b29f9bb79221955b2eb8016",
44
46
  "apps/vendor-okx/src/strategy-account.ts": "2d8f913e19c4402eab249291aaab0b77bc4d9ff8",
45
47
  "apps/vendor-okx/src/trade.ts": "17a2afcdbf2ec69944a73d3d097660675dbe09a4",
@@ -49,20 +51,20 @@
49
51
  "apps/vendor-okx/src/ws.ts": "5e8fe8c97c7da92c08ddf07ab47faf7976433ca3",
50
52
  "apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
51
53
  "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "c9b5d11ff2d36318a68aca38e2baeffbaf3bfc4c",
52
- "libraries/protocol/temp/package-deps.json": "c94931cb0eab7180d90a06d740c1a97c0ac0c6b6",
53
- "libraries/transfer/temp/package-deps.json": "7b0db8291734d10d4f1d9c2c25d9e3918cabc79e",
54
- "libraries/data-account/temp/package-deps.json": "d49586cd2fc2d6d025e585e5a5dd04d37c41263c",
55
- "libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
56
- "libraries/utils/temp/package-deps.json": "7f1eab07acae68df931b001594a522f050ace396",
57
- "libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
58
- "libraries/sql/temp/package-deps.json": "041074e0102f9a01820c0fddcf82b9eaee226c79",
59
- "libraries/data-series/temp/package-deps.json": "a94e2f373c448a6205ee6c47e41d9283a76ee352",
60
- "libraries/data-product/temp/package-deps.json": "899bba8ace3f04b2035488ff9059e40732ef1d97",
61
- "libraries/data-ohlc/temp/package-deps.json": "8415ee90c49d7e84faaa2565cc1122fdacf73dab",
62
- "libraries/data-interest-rate/temp/package-deps.json": "5a1011b097b18b96c2d8c932d874f69472621efd",
63
- "libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
64
- "libraries/data-trade/temp/package-deps.json": "95dcb14d4678f4a4165dd214ae5286bb8fd94eaf",
65
- "libraries/exchange/temp/package-deps.json": "98f6e1318166102a07cf64b69399b35cb4575222",
66
- "libraries/extension/temp/package-deps.json": "3e0a81b0c863c2daf342dfaf284b8fd7d18c8562",
54
+ "libraries/protocol/temp/package-deps.json": "a30b39ceb4cd530ed6bc4e97433f995b026b26d9",
55
+ "libraries/transfer/temp/package-deps.json": "6d0942aa4c50b35a8e47a500fe494fb4a08a99e5",
56
+ "libraries/data-account/temp/package-deps.json": "363f171a8ec4ae558e4b20626b06bc8ae145ce8a",
57
+ "libraries/data-order/temp/package-deps.json": "daedd350fe85f0564f7739c73689fb09664132de",
58
+ "libraries/utils/temp/package-deps.json": "7a9e2336d7ad44e827d81e9722767d6cdf99fc1f",
59
+ "libraries/cache/temp/package-deps.json": "2e6c6db8f750a2e173a3c4b9a57d22fbd6f9181d",
60
+ "libraries/sql/temp/package-deps.json": "252d819797cb0a4bbc579075867624b05b19dabb",
61
+ "libraries/data-series/temp/package-deps.json": "71b373ec83ce1188001e341aefaca704aa4a5c38",
62
+ "libraries/data-product/temp/package-deps.json": "4f525fda6d65677f9fbdcd1b4480970dd6ff9e5b",
63
+ "libraries/data-ohlc/temp/package-deps.json": "2115e384567d1b0958c085f455da9bed5a638780",
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+ "libraries/data-interest-rate/temp/package-deps.json": "0aa2057c1c5c432be87e97b8df22984bdcab307c",
65
+ "libraries/data-quote/temp/package-deps.json": "07e342d9dba4d5f5d89b62c74f079425b560cb1f",
66
+ "libraries/data-trade/temp/package-deps.json": "d37700374a5c9414728040fafe27ee9f07d0d601",
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+ "libraries/exchange/temp/package-deps.json": "5267eb70cd2e7df4a645f94133ad3428b52c567e",
68
+ "libraries/extension/temp/package-deps.json": "fcddc4a668ecf969ca593c67ff02543fe69a6829",
67
69
  "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
68
70
  }