@yuants/vendor-okx 0.31.9 → 0.31.11

package/lib/services/interest-ledger-service.js

@@ -0,0 +1,35 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const exchange_1 = require("@yuants/exchange");
+const private_api_1 = require("../api/private-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const WINDOW_MS = 365 * 24 * 3600000;
+const fetchInterestRateLedgerBackward = async (req) => {
+    var _a;
+    const params = {};
+    params.end = req.time.toString();
+    params.begin = (req.time - WINDOW_MS).toString();
+    params.limit = 100;
+    params.type = req.ledger_type;
+    const res = await (0, private_api_1.getAccountBillsArchive)(req.credential.payload, params);
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : [])
+        .map((v) => {
+        const ms = Number(v.ts);
+        return {
+            id: v.billId,
+            product_id: (0, utils_1.encodePath)('OKX', v.instType, v.instId),
+            amount: v.balChg,
+            account_id: req.account_id,
+            currency: v.ccy,
+            created_at: (0, utils_1.formatTime)(ms),
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) <= req.time);
+};
+(0, exchange_1.provideInterestLedgerService)(terminal, {
+    direction: 'backward',
+    type: 'OKX',
+}, fetchInterestRateLedgerBackward);
+//# sourceMappingURL=interest-ledger-service.js.map

package/lib/services/interest-ledger-service.js.map

@@ -0,0 +1 @@
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package/lib/services/interest-rate-service.js.map

@@ -1 +1 @@
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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\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: `${-shortRate}`,\n      settlement_price: '',\n    });\n  });\n\n  return data.filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/SWAP/',\n    direction: 'backward',\n  },\n  fetchSwapFundingRateBackward,\n  {\n    egress_token_capacity: 10,\n    egress_token_refill_interval: 2000,\n  },\n);\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'OKX/MARGIN/',\n    direction: 'backward',\n  },\n  fetchMarginInterestRateBackward,\n  {\n    egress_token_capacity: 6,\n    egress_token_refill_interval: 1000,\n  },\n);\n"]}
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Number(v.fundingRate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'OKX',\n        created_at: formatTime(ms),\n        long_rate: `${-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: 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package/lib/services/ohlc-service.js.map

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{ IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\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  egress_token_capacity: 20,\n  egress_token_refill_interval: 2000,\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"]}
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{ IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\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  egress_token_capacity: 20,\n  egress_token_refill_interval: 2000,\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) < 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package/lib/services.js.map

@@ -1 +1 @@
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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('OKX', 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      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: ${account_id}`);\n  defer(() => getAccountTradeWithAccountId(account_id))\n    .pipe(\n      //\n      timeout(10_000), //  超时设定：10 秒\n      tap({\n        error: (err) => {\n          console.error(formatTime(Date.now()), 'getAccountTradeError', err);\n        },\n      }),\n      repeat({ delay: 30_000 }),\n      retry({ delay: 5000 }),\n    )\n    .subscribe();\n})();\n"]}
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{ IProduct } from '@yuants/data-product';\nimport { ITrade } from '@yuants/data-trade';\nimport { Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, repeat, retry, tap, timeout } from 'rxjs';\nimport { getAccountBillsArchive, getDefaultCredential } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nconst credential = getDefaultCredential();\n\nconst tradeParser = async (accountId: string, params: Record<string, string>): Promise<ITrade[]> => {\n  const tradeList: ITrade[] = [];\n  const result = await getAccountBillsArchive(credential, params);\n  const productIdToProduct = new Map<string, IProduct>();\n  const productIdSet = new Set<string>();\n  if (result.code === '0' && result.data) {\n    const data = result.data;\n    const mapTradeIdToBillList = new Map<string, typeof data>();\n    data.forEach((item) => {\n      productIdSet.add(encodePath('OKX', item.instType, item.instId));\n      mapTradeIdToBillList.set(item.tradeId, [...(mapTradeIdToBillList.get(item.tradeId) ?? []), item]);\n    });\n    if (productIdSet.size > 0) {\n      const productList = await requestSQL<IProduct[]>(\n        Terminal.fromNodeEnv(),\n        `\n        select * from product where product_id in (${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      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/transfer.js

@@ -51,7 +51,7 @@ const cacheOfAssetCurrencies = (0, cache_1.createCache)(() => (0, private_api_1.
                             ccy: 'USDT',
                             chain: 'USDT-TRC20',
                             fee: `${fee}`,
-                            dest: '4',
+                            dest: '4', // 链上提币
                             toAddr: order.current_rx_address,
                         });
                         if (transferResult.code !== '0') {

package/lib/transfer.js.map

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime } from '@yuants/utils';\nimport { defer } from 'rxjs';\nimport {\n  getAccountConfig,\n  getAssetCurrencies,\n  getAssetDepositAddress,\n  getAssetDepositHistory,\n  getAssetWithdrawalHistory,\n  getDefaultCredential,\n  getSubAccountList,\n  postAssetTransfer,\n  postAssetWithdrawal,\n  postFinanceSavingsPurchaseRedempt,\n} from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nconst cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600_000 });\n\ndefer(async () => {\n  const account_config = await getAccountConfig(credential);\n  if (!account_config) throw new Error('Failed to get account config');\n  console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n  const { mainUid, uid } = account_config.data[0];\n  const isMainAccount = mainUid === uid;\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  // BLOCK_CHAIN: only available for main account\n  if (isMainAccount) {\n    const depositAddressRes = await getAssetDepositAddress(credential, { ccy: 'USDT' });\n    console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n    const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n    for (const address of addresses) {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: 'TRC20',\n        currency: 'USDT',\n        address: address.addr,\n        onApply: {\n          INIT: async (order) => {\n            if (\n              !order.current_amount ||\n              order.current_amount < 3 // 最小提币额度\n            ) {\n              return { state: 'ERROR', message: 'Amount too small' };\n            }\n            const res = await cacheOfAssetCurrencies.query('');\n            const theRes = res?.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n            const _fee = theRes?.minFee;\n            if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n            const fee = +_fee;\n            const amt = Math.floor(order.current_amount - fee);\n            const transferResult = await postAssetWithdrawal(credential, {\n              amt: `${amt}`,\n              ccy: 'USDT',\n              chain: 'USDT-TRC20',\n              fee: `${fee}`,\n              dest: '4', // 链上提币\n              toAddr: order.current_rx_address!,\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const wdId = transferResult.data[0]?.wdId;\n            return { state: 'AWAIT_TX_ID', context: wdId };\n          },\n          AWAIT_TX_ID: async (transferOrder) => {\n            const wdId = transferOrder.current_tx_context;\n            const withdrawalHistory = await getAssetWithdrawalHistory(credential, { wdId });\n            const txId = withdrawalHistory.data?.[0]?.txId;\n            if (!txId) {\n              return { state: 'AWAIT_TX_ID', context: wdId };\n            }\n            return { state: 'COMPLETE', transaction_id: txId };\n          },\n        },\n        onEval: async (transferOrder) => {\n          const checkResult = await getAssetDepositHistory(credential, {\n            ccy: 'USDT',\n            txId: transferOrder.current_transaction_id,\n            type: '4',\n          });\n\n          if (checkResult.code !== '0') {\n            return {\n              state: 'INIT',\n            };\n          }\n\n          if (checkResult.data[0].state !== '2') {\n            return { state: 'PENDING' };\n          }\n          const received_amount = +checkResult.data[0].amt;\n          return { state: 'COMPLETE', received_amount };\n        },\n      });\n    }\n  }\n\n  // Funding-Trading\n  {\n    const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            from: '6',\n            to: '18',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: TRADING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'trading',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: order.currency,\n            amt: `${order.current_amount}`,\n            from: '18',\n            to: '6',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n  // Funding-Earning\n  {\n    const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'purchase',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: EARNING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'earning',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'redempt',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n\n  // SubAccount\n  {\n    const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n    if (isMainAccount) {\n      const subAcctsRes = await getSubAccountList(credential);\n      for (const item of subAcctsRes.data || []) {\n        addAccountTransferAddress({\n          terminal,\n          account_id: FUNDING_ACCOUNT_ID,\n          network_id: getSubAccountNetworkId(item.uid),\n          currency: 'USDT',\n          address: 'main',\n          onApply: {\n            INIT: async (order) => {\n              const transferResult = await postAssetTransfer(credential, {\n                type: '1',\n                ccy: 'USDT',\n                amt: `${order.current_amount}`,\n                from: '6',\n                to: '6',\n                subAcct: item.subAcct,\n              });\n              if (transferResult.code !== '0') {\n                return { state: 'INIT', message: transferResult.msg };\n              }\n              const transaction_id = transferResult.data[0].transId;\n              return { state: 'COMPLETE', transaction_id };\n            },\n          },\n          onEval: async (order) => {\n            // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n            // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n            // const received_amount = checkResult?.data?.[0]?.amt;\n            // if (!received_amount) {\n            //   return { state: 'INIT', message: checkResult.msg };\n            // }\n            // return { state: 'COMPLETE', received_amount: +received_amount };\n\n            return { state: 'COMPLETE', received_amount: order.current_amount };\n          },\n        });\n      }\n    }\n    // SubAccount API\n    else {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: getSubAccountNetworkId(uid),\n        currency: 'USDT',\n        address: 'sub',\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: '3',\n              ccy: 'USDT',\n              amt: `${order.current_amount}`,\n              from: '6',\n              to: '6',\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const transaction_id = transferResult.data[0].transId;\n            return { state: 'COMPLETE', transaction_id };\n          },\n        },\n        onEval: async (order) => {\n          // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n          // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n          // const received_amount = checkResult?.data?.[0]?.amt;\n          // if (!received_amount) {\n          //   return { state: 'INIT', message: checkResult.msg };\n          // }\n          // return { state: 'COMPLETE', received_amount: +received_amount };\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n    }\n  }\n}).subscribe();\n"]}
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{ createCache } from '@yuants/cache';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime } from '@yuants/utils';\nimport { defer } from 'rxjs';\nimport {\n  getAccountConfig,\n  getAssetCurrencies,\n  getAssetDepositAddress,\n  getAssetDepositHistory,\n  getAssetWithdrawalHistory,\n  getDefaultCredential,\n  getSubAccountList,\n  postAssetTransfer,\n  postAssetWithdrawal,\n  postFinanceSavingsPurchaseRedempt,\n} from './api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credential = getDefaultCredential();\n\nconst cacheOfAssetCurrencies = createCache(() => getAssetCurrencies(credential), { expire: 3600_000 });\n\ndefer(async () => {\n  const account_config = await getAccountConfig(credential);\n  if (!account_config) throw new Error('Failed to get account config');\n  console.info(formatTime(Date.now()), 'AccountConfig', JSON.stringify(account_config));\n  const { mainUid, uid } = account_config.data[0];\n  const isMainAccount = mainUid === uid;\n\n  const TRADING_ACCOUNT_ID = `okx/${uid}/trading`;\n  const FUNDING_ACCOUNT_ID = `okx/${uid}/funding/USDT`;\n  const EARNING_ACCOUNT_ID = `okx/${uid}/earning/USDT`;\n\n  // BLOCK_CHAIN: only available for main account\n  if (isMainAccount) {\n    const depositAddressRes = await getAssetDepositAddress(credential, { ccy: 'USDT' });\n    console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes.data));\n    const addresses = depositAddressRes.data.filter((v) => v.chain === 'USDT-TRC20' && v.to === '6');\n    for (const address of addresses) {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: 'TRC20',\n        currency: 'USDT',\n        address: address.addr,\n        onApply: {\n          INIT: async (order) => {\n            if (\n              !order.current_amount ||\n              order.current_amount < 3 // 最小提币额度\n            ) {\n              return { state: 'ERROR', message: 'Amount too small' };\n            }\n            const res = await cacheOfAssetCurrencies.query('');\n            const theRes = res?.data?.find((x) => x.ccy === 'USDT' && x.chain === 'USDT-TRC20');\n            const _fee = theRes?.minFee;\n            if (!_fee) return { state: 'ERROR', message: 'Currency Info not found, cannot get fee' };\n            const fee = +_fee;\n            const amt = Math.floor(order.current_amount - fee);\n            const transferResult = await postAssetWithdrawal(credential, {\n              amt: `${amt}`,\n              ccy: 'USDT',\n              chain: 'USDT-TRC20',\n              fee: `${fee}`,\n              dest: '4', // 链上提币\n              toAddr: order.current_rx_address!,\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const wdId = transferResult.data[0]?.wdId;\n            return { state: 'AWAIT_TX_ID', context: wdId };\n          },\n          AWAIT_TX_ID: async (transferOrder) => {\n            const wdId = transferOrder.current_tx_context;\n            const withdrawalHistory = await getAssetWithdrawalHistory(credential, { wdId });\n            const txId = withdrawalHistory.data?.[0]?.txId;\n            if (!txId) {\n              return { state: 'AWAIT_TX_ID', context: wdId };\n            }\n            return { state: 'COMPLETE', transaction_id: txId };\n          },\n        },\n        onEval: async (transferOrder) => {\n          const checkResult = await getAssetDepositHistory(credential, {\n            ccy: 'USDT',\n            txId: transferOrder.current_transaction_id,\n            type: '4',\n          });\n\n          if (checkResult.code !== '0') {\n            return {\n              state: 'INIT',\n            };\n          }\n\n          if (checkResult.data[0].state !== '2') {\n            return { state: 'PENDING' };\n          }\n          const received_amount = +checkResult.data[0].amt;\n          return { state: 'COMPLETE', received_amount };\n        },\n      });\n    }\n  }\n\n  // Funding-Trading\n  {\n    const FUNDING_TRADING_NETWORK_ID = `OKX/${uid}/Funding-Trading`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            from: '6',\n            to: '18',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: TRADING_ACCOUNT_ID,\n      network_id: FUNDING_TRADING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'trading',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postAssetTransfer(credential, {\n            type: '0',\n            ccy: order.currency,\n            amt: `${order.current_amount}`,\n            from: '18',\n            to: '6',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          const transaction_id = transferResult.data[0].transId;\n          return { state: 'COMPLETE', transaction_id };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n  // Funding-Earning\n  {\n    const FUNDING_EARNING_NETWORK_ID = `OKX/${uid}/Funding-Earning`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: FUNDING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'funding',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'purchase',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n    addAccountTransferAddress({\n      terminal,\n      account_id: EARNING_ACCOUNT_ID,\n      network_id: FUNDING_EARNING_NETWORK_ID,\n      currency: 'USDT',\n      address: 'earning',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postFinanceSavingsPurchaseRedempt(credential, {\n            ccy: 'USDT',\n            amt: `${order.current_amount}`,\n            side: 'redempt',\n            rate: '0.01',\n          });\n          if (transferResult.code !== '0') {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: 'ok' };\n        },\n      },\n      onEval: async (transferOrder) => {\n        return { state: 'COMPLETE', received_amount: transferOrder.current_amount };\n      },\n    });\n  }\n\n  // SubAccount\n  {\n    const getSubAccountNetworkId = (subUid: string) => `OKX/${mainUid}/SubAccount/${subUid}`;\n    if (isMainAccount) {\n      const subAcctsRes = await getSubAccountList(credential);\n      for (const item of subAcctsRes.data || []) {\n        addAccountTransferAddress({\n          terminal,\n          account_id: FUNDING_ACCOUNT_ID,\n          network_id: getSubAccountNetworkId(item.uid),\n          currency: 'USDT',\n          address: 'main',\n          onApply: {\n            INIT: async (order) => {\n              const transferResult = await postAssetTransfer(credential, {\n                type: '1',\n                ccy: 'USDT',\n                amt: `${order.current_amount}`,\n                from: '6',\n                to: '6',\n                subAcct: item.subAcct,\n              });\n              if (transferResult.code !== '0') {\n                return { state: 'INIT', message: transferResult.msg };\n              }\n              const transaction_id = transferResult.data[0].transId;\n              return { state: 'COMPLETE', transaction_id };\n            },\n          },\n          onEval: async (order) => {\n            // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n            // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n            // const received_amount = checkResult?.data?.[0]?.amt;\n            // if (!received_amount) {\n            //   return { state: 'INIT', message: checkResult.msg };\n            // }\n            // return { state: 'COMPLETE', received_amount: +received_amount };\n\n            return { state: 'COMPLETE', received_amount: order.current_amount };\n          },\n        });\n      }\n    }\n    // SubAccount API\n    else {\n      addAccountTransferAddress({\n        terminal,\n        account_id: FUNDING_ACCOUNT_ID,\n        network_id: getSubAccountNetworkId(uid),\n        currency: 'USDT',\n        address: 'sub',\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: '3',\n              ccy: 'USDT',\n              amt: `${order.current_amount}`,\n              from: '6',\n              to: '6',\n            });\n            if (transferResult.code !== '0') {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            const transaction_id = transferResult.data[0].transId;\n            return { state: 'COMPLETE', transaction_id };\n          },\n        },\n        onEval: async (order) => {\n          // ISSUE: OKX API Issue: transId is incorrect or transId does not match with ‘ type’\n          // const checkResult = await client.getAssetTransferState({ transId: order.current_transaction_id });\n          // const received_amount = checkResult?.data?.[0]?.amt;\n          // if (!received_amount) {\n          //   return { state: 'INIT', message: checkResult.msg };\n          // }\n          // return { state: 'COMPLETE', received_amount: +received_amount };\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n    }\n  }\n}).subscribe();\n"]}

package/lib/tsdoc-metadata.json

@@ -5,7 +5,7 @@
   "toolPackages": [
     {
       "packageName": "@microsoft/api-extractor",
-      "packageVersion": "7.30.1"
+      "packageVersion": "7.55.2"
     }
   ]
 }

package/lib/utils/provideOHLCFromTimeBackwardService.d.ts.map

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package/lib/utils/provideOHLCFromTimeBackwardService.js.map

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package/lib/utils/provideSeriesFromTimeBackwardService.d.ts

@@ -17,6 +17,6 @@ export declare const provideSeriesFromTimeBackwardService: <T extends {
         series_id: string;
         time: string;
     }) => Promise<T[]>;
-    serviceOptions?: IServiceOptions | undefined;
+    serviceOptions?: IServiceOptions;
 }) => void;
 //# sourceMappingURL=provideSeriesFromTimeBackwardService.d.ts.map

package/lib/utils/provideSeriesFromTimeBackwardService.d.ts.map

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package/lib/utils/provideSeriesFromTimeBackwardService.js.map

@@ -1 +1 @@
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package/lib/ws.d.ts

@@ -13,7 +13,7 @@ export declare const useOpenInterest: (instId: string) => Observable<{
     oi: string;
 }[]>;
 export declare const useOHLC: (candleType: string, instId: string) => Observable<string[][]>;
-export declare const useMarketBooks: (channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt', instId: string) => Observable<IWSOrderBook[]>;
+export declare const useMarketBooks: (channel: "books" | "books5" | "bbo-tbt" | "books-l2-tbt" | "books50-l2-tbt", instId: string) => Observable<IWSOrderBook[]>;
 export declare const useFundingRate: (instId: string) => Observable<{
     fundingRate: string;
     fundingTime: string;

package/lib/ws.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../src/ws.ts"],"names":[],"mappings":"AAEA,OAAO,EAKL,UAAU,EAKX,MAAM,MAAM,CAAC;AACd,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAC;AA8T1D,eAAO,MAAM,SAAS,GAAI,QAAQ,MAAM;YAG1B,MAAM;UACR,MAAM;WACL,MAAM;WACN,MAAM;WACN,MAAM;WACN,MAAM;IAKhB,CAAC;AAEJ,eAAO,MAAM,eAAe,GAAI,QAAQ,MAAM;YAGhC,MAAM;QACV,MAAM;IAKb,CAAC;AAEJ,eAAO,MAAM,OAAO,GAAI,YAAY,MAAM,EAAE,QAAQ,MAAM,2BAIvD,CAAC;AAEJ,eAAO,MAAM,cAAc,GACzB,SAAS,OAAO,GAAG,QAAQ,GAAG,SAAS,GAAG,cAAc,GAAG,gBAAgB,EAC3E,QAAQ,MAAM,+BAKb,CAAC;AAEJ,eAAO,MAAM,cAAc,GAAI,QAAQ,MAAM;iBAG1B,MAAM;iBACN,MAAM;YACX,MAAM;cACJ,MAAM;YACR,MAAM;oBACE,MAAM;oBACN,MAAM;qBACL,MAAM;qBACN,MAAM;aACd,MAAM;qBACE,MAAM;eACZ,MAAM;QACb,MAAM;IAKb,CAAC"}

package/lib/ws.js

@@ -8,6 +8,30 @@ const MetricsWebSocketConnectionsGauge = protocol_1.GlobalPrometheusRegistry.gau
 const MetricsWebSocketChannelGauge = protocol_1.GlobalPrometheusRegistry.gauge('okx_websocket_channel', 'Number of OKX WebSocket channels subscribed');
 const terminal = protocol_1.Terminal.fromNodeEnv();
 class OKXWsClient {
+    // ISSUE: 连接限制：3 次/秒 (基于IP)
+    // https://www.okx.com/docs-v5/zh/#overview-websocket-connect
+    // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时
+    static GetWsClient(path) {
+        var _a;
+        const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);
+        if (existing && !existing.client.isClosed()) {
+            existing.requests++;
+            if (existing.requests >= 480) {
+                existing.isFull = true;
+            }
+            return existing.client;
+        }
+        const client = ((_a = existing === null || existing === void 0 ? void 0 : existing.client) === null || _a === void 0 ? void 0 : _a.isClosed()) ? existing.client.revive() : new OKXWsClient(path);
+        if (existing) {
+            existing.client = client;
+            existing.requests = 1;
+            existing.isFull = false;
+        }
+        else {
+            OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });
+        }
+        return client;
+    }
     constructor(path) {
         this.baseURL = `wss://ws.okx.com:8443`;
         this.connectStatus = 'closed';
@@ -75,30 +99,6 @@ class OKXWsClient {
         this.initSocket();
         this.startKeepAlive();
     }
-    // ISSUE: 连接限制：3 次/秒 (基于IP)
-    // https://www.okx.com/docs-v5/zh/#overview-websocket-connect
-    // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时
-    static GetWsClient(path) {
-        var _a;
-        const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);
-        if (existing && !existing.client.isClosed()) {
-            existing.requests++;
-            if (existing.requests >= 480) {
-                existing.isFull = true;
-            }
-            return existing.client;
-        }
-        const client = ((_a = existing === null || existing === void 0 ? void 0 : existing.client) === null || _a === void 0 ? void 0 : _a.isClosed()) ? existing.client.revive() : new OKXWsClient(path);
-        if (existing) {
-            existing.client = client;
-            existing.requests = 1;
-            existing.isFull = false;
-        }
-        else {
-            OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });
-        }
-        return client;
-    }
     revive() {
         this.initSocket();
         this.startKeepAlive();

package/lib/ws.js.map

@@ -1 +1 @@
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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport {\n  catchError,\n  EMPTY,\n  filter,\n  interval,\n  Observable,\n  shareReplay,\n  Subscription,\n  tap,\n  timeout,\n} from 'rxjs';\nimport { IWSOrderBook } from './public-data/market-order';\n\nconst MetricsWebSocketConnectionsGauge = GlobalPrometheusRegistry.gauge(\n  'okx_websocket_connections',\n  'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = GlobalPrometheusRegistry.gauge(\n  'okx_websocket_channel',\n  'Number of OKX WebSocket channels subscribed',\n);\n\ntype ConnectStatus = 'connecting' | 'connected' | 'closed' | 'reconnecting';\nconst terminal = Terminal.fromNodeEnv();\n\nclass OKXWsClient {\n  private static readonly pool: {\n    path: string;\n    client: OKXWsClient;\n    requests: number;\n    isFull: boolean;\n  }[] = [];\n\n  // ISSUE: 连接限制：3 次/秒 (基于IP)\n  // https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n  // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\n  static GetWsClient(path: string): OKXWsClient {\n    const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);\n    if (existing && !existing.client.isClosed()) {\n      existing.requests++;\n      if (existing.requests >= 480) {\n        existing.isFull = true;\n      }\n      return existing.client;\n    }\n\n    const client = existing?.client?.isClosed() ? existing.client.revive() : new OKXWsClient(path);\n    if (existing) {\n      existing.client = client;\n      existing.requests = 1;\n      existing.isFull = false;\n    } else {\n      OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });\n    }\n    return client;\n  }\n\n  private readonly baseURL: string = `wss://ws.okx.com:8443`;\n  private readonly path: string;\n  private ws!: WebSocket;\n  private connectStatus: ConnectStatus = 'closed';\n  private keepAlive?: Subscription;\n  private readonly subscriptions = new Map<\n    string,\n    {\n      channel: string;\n      instId?: string;\n    }\n  >();\n  private readonly handlers: Record<string, Function> = {};\n  private readonly connectionListeners: Record<'error' | 'close', Set<EventListener>> = {\n    error: new Set(),\n    close: new Set(),\n  };\n\n  private readonly handleOpen = () => {\n    this.connectStatus = 'connected';\n    console.info(formatTime(Date.now()), '✅ WS connected');\n    for (const { channel, instId } of this.subscriptions.values()) {\n      this.sendSubscribeMessage(channel, instId);\n    }\n  };\n\n  private readonly handleMessage = (raw: MessageEvent) => {\n    if (raw.data === 'pong') {\n      return;\n    }\n    const msg = JSON.parse(raw.data);\n    if (msg.arg?.channel) {\n      const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n      const data = msg.data;\n      const handler = this.handlers[channelId];\n      if (data && handler) {\n        handler(data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info(formatTime(Date.now()), 'Event:', msg);\n    }\n  };\n\n  private readonly handleError = (event: Event) => {\n    console.error(formatTime(Date.now()), '❌ WS error', event);\n  };\n\n  private readonly handleClose = (event: CloseEvent) => {\n    console.error(formatTime(Date.now()), '❌ WS closed', event);\n    MetricsWebSocketConnectionsGauge.labels({ path: this.path }).dec();\n\n    const closedSocket = event.target as WebSocket;\n    if (closedSocket !== this.ws) {\n      return;\n    }\n\n    if (this.connectStatus === 'reconnecting') {\n      return;\n    }\n\n    this.connectStatus = 'closed';\n\n    if (this.subscriptions.size === 0) {\n      return;\n    }\n\n    this.connectStatus = 'reconnecting';\n    setTimeout(() => {\n      if (this.connectStatus === 'connecting' || this.connectStatus === 'connected') {\n        return;\n      }\n      if (this.subscriptions.size === 0) {\n        this.connectStatus = 'closed';\n        return;\n      }\n      this.initSocket();\n    }, 1000);\n  };\n\n  constructor(path: string) {\n    this.path = path;\n    this.initSocket();\n    this.startKeepAlive();\n  }\n\n  private revive(): OKXWsClient {\n    this.initSocket();\n    this.startKeepAlive();\n    return this;\n  }\n\n  private initSocket() {\n    this.connectStatus = 'connecting';\n    this.ws = new WebSocket(`${this.baseURL}/${this.path}`);\n    MetricsWebSocketConnectionsGauge.labels({ path: this.path, terminal_id: terminal.terminal_id }).inc();\n\n    this.ws.addEventListener('open', this.handleOpen);\n    this.ws.addEventListener('message', this.handleMessage);\n    this.ws.addEventListener('error', this.handleError);\n    this.ws.addEventListener('close', this.handleClose);\n\n    for (const listener of this.connectionListeners.error) {\n      this.ws.addEventListener('error', listener);\n    }\n    for (const listener of this.connectionListeners.close) {\n      this.ws.addEventListener('close', listener);\n    }\n  }\n\n  private startKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      return;\n    }\n    this.keepAlive = interval(25_000)\n      .pipe(\n        tap(() => {\n          if (this.connectStatus === 'connected') {\n            this.ws.send('ping');\n          }\n        }),\n      )\n      .subscribe();\n  }\n\n  private stopKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      this.keepAlive.unsubscribe();\n    }\n  }\n\n  private isClosed() {\n    return this.ws?.readyState === WebSocket.CLOSING || this.ws?.readyState === WebSocket.CLOSED;\n  }\n\n  private sendSubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n  }\n\n  private sendUnsubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n\n  addConnectionListener(type: 'error' | 'close', listener: EventListener): () => void {\n    this.connectionListeners[type].add(listener);\n    this.ws.addEventListener(type, listener);\n    return () => {\n      this.connectionListeners[type].delete(listener);\n      this.ws.removeEventListener(type, listener);\n    };\n  }\n\n  subscribe(channel: string, instId?: string, handler?: Function) {\n    const channelId = encodePath(channel, instId);\n    if (this.subscriptions.has(channelId)) {\n      console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n      return;\n    }\n\n    this.subscriptions.set(channelId, { channel, instId });\n    MetricsWebSocketChannelGauge.labels({ channel, terminal_id: terminal.terminal_id }).inc();\n\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n\n    this.startKeepAlive();\n\n    if (this.connectStatus === 'connected') {\n      this.sendSubscribeMessage(channel, instId);\n    } else if (this.isClosed()) {\n      this.initSocket();\n    } else {\n      console.info(formatTime(Date.now()), `📩 Queued subscribe for ${channelId} waiting for connection`);\n    }\n  }\n\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    if (this.connectStatus === 'connected') {\n      this.sendUnsubscribeMessage(channel, instId);\n    }\n    this.subscriptions.delete(channelId);\n    MetricsWebSocketChannelGauge.labels({ channel }).dec();\n    delete this.handlers[channelId];\n\n    if (this.subscriptions.size === 0) {\n      this.stopKeepAlive();\n      if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) {\n        this.ws.close();\n      }\n    }\n  }\n}\n\n// 全局缓存：存储已创建的 WebSocket Observable，实现订阅复用\n// key: encodePath(path, channel, instId)\n// value: shared Observable\nconst wsObservableCache = new Map<string, Observable<any>>();\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) => {\n  const cacheKey = encodePath(path, channel, instId);\n\n  // 检查缓存中是否已存在该订阅\n  const cached = wsObservableCache.get(cacheKey);\n  if (cached) {\n    console.info(formatTime(Date.now()), `♻️ Reusing cached subscription: ${cacheKey}`);\n    return cached as Observable<T>;\n  }\n\n  // 创建新的 Observable\n  const observable$ = new Observable<T>((subscriber) => {\n    const client = OKXWsClient.GetWsClient(path);\n    client.subscribe(channel, instId, (data: T) => {\n      subscriber.next(data);\n    });\n    const removeError = client.addConnectionListener('error', (err) => {\n      subscriber.error(err);\n    });\n    const removeClose = client.addConnectionListener('close', () => {\n      subscriber.error('WS Connection Closed');\n    });\n    subscriber.add(() => {\n      removeError();\n      removeClose();\n      client.unsubscribe(channel, instId);\n    });\n  }).pipe(\n    // 防止单个连接断开导致数据流关闭\n    timeout(60_000),\n    tap({\n      error: (err) => {\n        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n      },\n    }),\n    // 暂时不太确定是否能支持 retry\n    // retry({ delay: 1000 }),\n    catchError(() => EMPTY),\n    // 🔑 关键：使用 shareReplay 实现订阅复用\n    // - bufferSize: 1 - 缓存最新的一个值，新订阅者可以立即获得最新数据\n    // - refCount: true - 当所有订阅者都取消订阅时，自动取消上游订阅并清理资源\n    shareReplay({ bufferSize: 1, refCount: true }),\n    // 当订阅完全结束时，从缓存中移除\n    tap({\n      finalize: () => {\n        console.info(formatTime(Date.now()), `🗑️ Removing from cache: ${cacheKey}`);\n        wsObservableCache.delete(cacheKey);\n      },\n    }),\n  );\n\n  // 存入缓存\n  wsObservableCache.set(cacheKey, observable$);\n  console.info(formatTime(Date.now()), `📦 Cached new subscription: ${cacheKey}`);\n\n  return observable$;\n};\n\nexport const useTicker = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      last: string;\n      askPx: string;\n      bidPx: string;\n      askSz: string;\n      bidSz: string;\n    }[]\n  >('ws/v5/public', 'tickers', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      oi: string; // open interest\n    }[]\n  >('ws/v5/public', 'open-interest', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[][]>('ws/v5/business', candleType, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useMarketBooks = (\n  channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt',\n  instId: string,\n) =>\n  fromWsChannelAndInstId<IWSOrderBook[]>('ws/v5/public', channel, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useFundingRate = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      fundingRate: string;\n      fundingTime: string;\n      instId: string;\n      instType: string;\n      method: string;\n      maxFundingRate: string;\n      minFundingRate: string;\n      nextFundingRate: string;\n      nextFundingTime: string;\n      premium: string;\n      settFundingRate: string;\n      settState: string;\n      ts: string;\n    }[]\n  >('ws/v5/public', 'funding-rate', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n"]}
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https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n  // 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\n  static GetWsClient(path: string): OKXWsClient {\n    const existing = OKXWsClient.pool.find((item) => item.path === path && !item.isFull);\n    if (existing && !existing.client.isClosed()) {\n      existing.requests++;\n      if (existing.requests >= 480) {\n        existing.isFull = true;\n      }\n      return existing.client;\n    }\n\n    const client = existing?.client?.isClosed() ? existing.client.revive() : new OKXWsClient(path);\n    if (existing) {\n      existing.client = client;\n      existing.requests = 1;\n      existing.isFull = false;\n    } else {\n      OKXWsClient.pool.push({ path, client, requests: 1, isFull: false });\n    }\n    return client;\n  }\n\n  private readonly baseURL: string = `wss://ws.okx.com:8443`;\n  private readonly path: string;\n  private ws!: WebSocket;\n  private connectStatus: ConnectStatus = 'closed';\n  private keepAlive?: Subscription;\n  private readonly subscriptions = new Map<\n    string,\n    {\n      channel: string;\n      instId?: string;\n    }\n  >();\n  private readonly handlers: Record<string, Function> = {};\n  private readonly connectionListeners: Record<'error' | 'close', Set<EventListener>> = {\n    error: new Set(),\n    close: new Set(),\n  };\n\n  private readonly handleOpen = () => {\n    this.connectStatus = 'connected';\n    console.info(formatTime(Date.now()), '✅ WS connected');\n    for (const { channel, instId } of this.subscriptions.values()) {\n      this.sendSubscribeMessage(channel, instId);\n    }\n  };\n\n  private readonly handleMessage = (raw: MessageEvent) => {\n    if (raw.data === 'pong') {\n      return;\n    }\n    const msg = JSON.parse(raw.data);\n    if (msg.arg?.channel) {\n      const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n      const data = msg.data;\n      const handler = this.handlers[channelId];\n      if (data && handler) {\n        handler(data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info(formatTime(Date.now()), 'Event:', msg);\n    }\n  };\n\n  private readonly handleError = (event: Event) => {\n    console.error(formatTime(Date.now()), '❌ WS error', event);\n  };\n\n  private readonly handleClose = (event: CloseEvent) => {\n    console.error(formatTime(Date.now()), '❌ WS closed', event);\n    MetricsWebSocketConnectionsGauge.labels({ path: this.path }).dec();\n\n    const closedSocket = event.target as WebSocket;\n    if (closedSocket !== this.ws) {\n      return;\n    }\n\n    if (this.connectStatus === 'reconnecting') {\n      return;\n    }\n\n    this.connectStatus = 'closed';\n\n    if (this.subscriptions.size === 0) {\n      return;\n    }\n\n    this.connectStatus = 'reconnecting';\n    setTimeout(() => {\n      if (this.connectStatus === 'connecting' || this.connectStatus === 'connected') {\n        return;\n      }\n      if (this.subscriptions.size === 0) {\n        this.connectStatus = 'closed';\n        return;\n      }\n      this.initSocket();\n    }, 1000);\n  };\n\n  constructor(path: string) {\n    this.path = path;\n    this.initSocket();\n    this.startKeepAlive();\n  }\n\n  private revive(): OKXWsClient {\n    this.initSocket();\n    this.startKeepAlive();\n    return this;\n  }\n\n  private initSocket() {\n    this.connectStatus = 'connecting';\n    this.ws = new WebSocket(`${this.baseURL}/${this.path}`);\n    MetricsWebSocketConnectionsGauge.labels({ path: this.path, terminal_id: terminal.terminal_id }).inc();\n\n    this.ws.addEventListener('open', this.handleOpen);\n    this.ws.addEventListener('message', this.handleMessage);\n    this.ws.addEventListener('error', this.handleError);\n    this.ws.addEventListener('close', this.handleClose);\n\n    for (const listener of this.connectionListeners.error) {\n      this.ws.addEventListener('error', listener);\n    }\n    for (const listener of this.connectionListeners.close) {\n      this.ws.addEventListener('close', listener);\n    }\n  }\n\n  private startKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      return;\n    }\n    this.keepAlive = interval(25_000)\n      .pipe(\n        tap(() => {\n          if (this.connectStatus === 'connected') {\n            this.ws.send('ping');\n          }\n        }),\n      )\n      .subscribe();\n  }\n\n  private stopKeepAlive() {\n    if (this.keepAlive && !this.keepAlive.closed) {\n      this.keepAlive.unsubscribe();\n    }\n  }\n\n  private isClosed() {\n    return this.ws?.readyState === WebSocket.CLOSING || this.ws?.readyState === WebSocket.CLOSED;\n  }\n\n  private sendSubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n  }\n\n  private sendUnsubscribeMessage(channel: string, instId?: string) {\n    const message = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n    this.ws.send(JSON.stringify(message));\n    const channelId = encodePath(channel, instId);\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n\n  addConnectionListener(type: 'error' | 'close', listener: EventListener): () => void {\n    this.connectionListeners[type].add(listener);\n    this.ws.addEventListener(type, listener);\n    return () => {\n      this.connectionListeners[type].delete(listener);\n      this.ws.removeEventListener(type, listener);\n    };\n  }\n\n  subscribe(channel: string, instId?: string, handler?: Function) {\n    const channelId = encodePath(channel, instId);\n    if (this.subscriptions.has(channelId)) {\n      console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n      return;\n    }\n\n    this.subscriptions.set(channelId, { channel, instId });\n    MetricsWebSocketChannelGauge.labels({ channel, terminal_id: terminal.terminal_id }).inc();\n\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n\n    this.startKeepAlive();\n\n    if (this.connectStatus === 'connected') {\n      this.sendSubscribeMessage(channel, instId);\n    } else if (this.isClosed()) {\n      this.initSocket();\n    } else {\n      console.info(formatTime(Date.now()), `📩 Queued subscribe for ${channelId} waiting for connection`);\n    }\n  }\n\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    if (this.connectStatus === 'connected') {\n      this.sendUnsubscribeMessage(channel, instId);\n    }\n    this.subscriptions.delete(channelId);\n    MetricsWebSocketChannelGauge.labels({ channel }).dec();\n    delete this.handlers[channelId];\n\n    if (this.subscriptions.size === 0) {\n      this.stopKeepAlive();\n      if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) {\n        this.ws.close();\n      }\n    }\n  }\n}\n\n// 全局缓存：存储已创建的 WebSocket Observable，实现订阅复用\n// key: encodePath(path, channel, instId)\n// value: shared Observable\nconst wsObservableCache = new Map<string, Observable<any>>();\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) => {\n  const cacheKey = encodePath(path, channel, instId);\n\n  // 检查缓存中是否已存在该订阅\n  const cached = wsObservableCache.get(cacheKey);\n  if (cached) {\n    console.info(formatTime(Date.now()), `♻️ Reusing cached subscription: ${cacheKey}`);\n    return cached as Observable<T>;\n  }\n\n  // 创建新的 Observable\n  const observable$ = new Observable<T>((subscriber) => {\n    const client = OKXWsClient.GetWsClient(path);\n    client.subscribe(channel, instId, (data: T) => {\n      subscriber.next(data);\n    });\n    const removeError = client.addConnectionListener('error', (err) => {\n      subscriber.error(err);\n    });\n    const removeClose = client.addConnectionListener('close', () => {\n      subscriber.error('WS Connection Closed');\n    });\n    subscriber.add(() => {\n      removeError();\n      removeClose();\n      client.unsubscribe(channel, instId);\n    });\n  }).pipe(\n    // 防止单个连接断开导致数据流关闭\n    timeout(60_000),\n    tap({\n      error: (err) => {\n        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n      },\n    }),\n    // 暂时不太确定是否能支持 retry\n    // retry({ delay: 1000 }),\n    catchError(() => EMPTY),\n    // 🔑 关键：使用 shareReplay 实现订阅复用\n    // - bufferSize: 1 - 缓存最新的一个值，新订阅者可以立即获得最新数据\n    // - refCount: true - 当所有订阅者都取消订阅时，自动取消上游订阅并清理资源\n    shareReplay({ bufferSize: 1, refCount: true }),\n    // 当订阅完全结束时，从缓存中移除\n    tap({\n      finalize: () => {\n        console.info(formatTime(Date.now()), `🗑️ Removing from cache: ${cacheKey}`);\n        wsObservableCache.delete(cacheKey);\n      },\n    }),\n  );\n\n  // 存入缓存\n  wsObservableCache.set(cacheKey, observable$);\n  console.info(formatTime(Date.now()), `📦 Cached new subscription: ${cacheKey}`);\n\n  return observable$;\n};\n\nexport const useTicker = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      last: string;\n      askPx: string;\n      bidPx: string;\n      askSz: string;\n      bidSz: string;\n    }[]\n  >('ws/v5/public', 'tickers', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      instId: string;\n      oi: string; // open interest\n    }[]\n  >('ws/v5/public', 'open-interest', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[][]>('ws/v5/business', candleType, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useMarketBooks = (\n  channel: 'books' | 'books5' | 'bbo-tbt' | 'books-l2-tbt' | 'books50-l2-tbt',\n  instId: string,\n) =>\n  fromWsChannelAndInstId<IWSOrderBook[]>('ws/v5/public', channel, instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n\nexport const useFundingRate = (instId: string) =>\n  fromWsChannelAndInstId<\n    {\n      fundingRate: string;\n      fundingTime: string;\n      instId: string;\n      instType: string;\n      method: string;\n      maxFundingRate: string;\n      minFundingRate: string;\n      nextFundingRate: string;\n      nextFundingTime: string;\n      premium: string;\n      settFundingRate: string;\n      settState: string;\n      ts: string;\n    }[]\n  >('ws/v5/public', 'funding-rate', instId).pipe(\n    //\n    filter((data) => data.length > 0),\n  );\n"]}