@yuants/vendor-okx 0.33.8 → 0.33.10

package/dist/experimental/getOrders.js

@@ -1,10 +1,11 @@
 import { encodePath } from '@yuants/utils';
 import { getTradeOrdersPending } from '../api/private-api';
+import { mapOkxOrdTypeToOrderType } from '../orders/mapOkxOrdTypeToOrderType';
 export const getOrders = async function (credential) {
     const orders = [];
     const orderRes = await getTradeOrdersPending(credential, {});
     for (const x of orderRes.data || []) {
-        const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
+        const order_type = mapOkxOrdTypeToOrderType(x.ordType);
         const order_direction = x.side === 'buy'
             ? x.posSide === 'long'
                 ? 'OPEN_LONG'

package/dist/experimental/getOrders.js.map

@@ -1 +1 @@
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+{"version":3,"file":"getOrders.js","sourceRoot":"","sources":["../../src/experimental/getOrders.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAe,qBAAqB,EAAE,MAAM,oBAAoB,CAAC;AACxE,OAAO,EAAE,wBAAwB,EAAE,MAAM,oCAAoC,CAAC;AAE9E,MAAM,CAAC,MAAM,SAAS,GAAG,KAAK,WAAW,UAAuB;IAC9D,MAAM,MAAM,GAAa,EAAE,CAAC;IAC5B,MAAM,QAAQ,GAAG,MAAM,qBAAqB,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC;IAE7D,KAAK,MAAM,CAAC,IAAI,QAAQ,CAAC,IAAI,IAAI,EAAE,EAAE,CAAC;QACpC,MAAM,UAAU,GAAG,wBAAwB,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC;QAEvD,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;YACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;gBACpB,CAAC,CAAC,WAAW;gBACb,CAAC,CAAC,aAAa;YACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;gBACvB,CAAC,CAAC,YAAY;gBACd,CAAC,CAAC,YAAY,CAAC;QACnB,MAAM,CAAC,IAAI,CAAC;YACV,QAAQ,EAAE,CAAC,CAAC,KAAK;YACjB,UAAU,EAAE,EAAE;YACd,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;YACnD,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;YACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;YACtB,UAAU;YACV,eAAe;YACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;YACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;YAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;YACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;SACvB,CAAC,CAAC;IACL,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { encodePath } from '@yuants/utils';\nimport { ICredential, getTradeOrdersPending } from '../api/private-api';\nimport { mapOkxOrdTypeToOrderType } from '../orders/mapOkxOrdTypeToOrderType';\n\nexport const getOrders = async function (credential: ICredential): Promise<IOrder[]> {\n  const orders: IOrder[] = [];\n  const orderRes = await getTradeOrdersPending(credential, {});\n\n  for (const x of orderRes.data || []) {\n    const order_type = mapOkxOrdTypeToOrderType(x.ordType);\n\n    const order_direction =\n      x.side === 'buy'\n        ? x.posSide === 'long'\n          ? 'OPEN_LONG'\n          : 'CLOSE_SHORT'\n        : x.posSide === 'short'\n        ? 'OPEN_SHORT'\n        : 'CLOSE_LONG';\n    orders.push({\n      order_id: x.ordId,\n      account_id: '',\n      product_id: encodePath('OKX', x.instType, x.instId),\n      submit_at: +x.cTime,\n      filled_at: +x.fillTime,\n      order_type,\n      order_direction,\n      volume: +x.sz,\n      traded_volume: +x.accFillSz,\n      price: +x.px,\n      traded_price: +x.avgPx,\n    });\n  }\n\n  return orders;\n};\n"]}

package/dist/order.js

@@ -4,6 +4,7 @@ import { encodePath, formatTime } from '@yuants/utils';
 import { defer, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap } from 'rxjs';
 import { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api/private-api';
 import { getTradingAccountId } from './accountInfos/uid';
+import { mapOkxOrdTypeToOrderType } from './orders/mapOkxOrdTypeToOrderType';
 export const order$ = new Subject();
 const credential = getDefaultCredential();
 order$
@@ -38,7 +39,7 @@ writeToSQL({
 }))
     .subscribe();
 const makeOrder = (x, account_id) => {
-    const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
+    const order_type = mapOkxOrdTypeToOrderType(x.ordType);
     const order_direction = x.side === 'buy'
         ? x.posSide === 'long'
             ? 'OPEN_LONG'

package/dist/order.js.map

@@ -1 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap } from 'rxjs';\nimport { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\n\nexport const order$ = new Subject<IOrder>();\n\nconst credential = getDefaultCredential();\n\norder$\n  .pipe(\n    //\n    // mergeMap((x) => x),\n    writeToSQL({\n      terminal: Terminal.fromNodeEnv(),\n      tableName: '\"order\"',\n      writeInterval: 1000,\n      columns: [\n        'order_id',\n        'account_id',\n        'product_id',\n        'position_id',\n        'order_type',\n        'order_direction',\n        'volume',\n        'submit_at',\n        'updated_at',\n        'filled_at',\n        'price',\n        'traded_volume',\n        'traded_price',\n        'order_status',\n        'comment',\n        'profit_correction',\n        'real_profit',\n        'inferred_base_currency_price',\n      ],\n      conflictKeys: ['account_id', 'order_id'],\n    }),\n  )\n  .subscribe();\n\nconst makeOrder = (\n  x: {\n    ordType: string;\n    side: string;\n    posSide: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    fillTime: string;\n    sz: string;\n    accFillSz: string;\n    px: string;\n    avgPx: string;\n    state: string;\n    clOrdId: string;\n    ordId: string;\n  },\n  account_id: string,\n): IOrder => {\n  const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const TRADING_ACCOUNT_ID = await getTradingAccountId(credential);\n\n  const swapHistoryOrders = defer(() => getTradeOrdersHistory(credential, { instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const swapPendingOrders = defer(() => getTradeOrdersPending(credential, { instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}
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{ IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap } from 'rxjs';\nimport { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\nimport { mapOkxOrdTypeToOrderType } from './orders/mapOkxOrdTypeToOrderType';\n\nexport const order$ = new Subject<IOrder>();\n\nconst credential = getDefaultCredential();\n\norder$\n  .pipe(\n    //\n    // mergeMap((x) => x),\n    writeToSQL({\n      terminal: Terminal.fromNodeEnv(),\n      tableName: '\"order\"',\n      writeInterval: 1000,\n      columns: [\n        'order_id',\n        'account_id',\n        'product_id',\n        'position_id',\n        'order_type',\n        'order_direction',\n        'volume',\n        'submit_at',\n        'updated_at',\n        'filled_at',\n        'price',\n        'traded_volume',\n        'traded_price',\n        'order_status',\n        'comment',\n        'profit_correction',\n        'real_profit',\n        'inferred_base_currency_price',\n      ],\n      conflictKeys: ['account_id', 'order_id'],\n    }),\n  )\n  .subscribe();\n\nconst makeOrder = (\n  x: {\n    ordType: string;\n    side: string;\n    posSide: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    fillTime: string;\n    sz: string;\n    accFillSz: string;\n    px: string;\n    avgPx: string;\n    state: string;\n    clOrdId: string;\n    ordId: string;\n  },\n  account_id: string,\n): IOrder => {\n  const order_type = mapOkxOrdTypeToOrderType(x.ordType);\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const TRADING_ACCOUNT_ID = await getTradingAccountId(credential);\n\n  const swapHistoryOrders = defer(() => getTradeOrdersHistory(credential, { instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const swapPendingOrders = defer(() => getTradeOrdersPending(credential, { instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}

package/dist/orders/listOrders.js

@@ -1,12 +1,13 @@
 import { encodePath } from '@yuants/utils';
 import { getAccountIds } from '../accountInfos/uid';
 import { getTradeOrdersPending } from '../api/private-api';
+import { mapOkxOrdTypeToOrderType } from './mapOkxOrdTypeToOrderType';
 export const listOrders = async (credential, account_id) => {
     const accountIds = await getAccountIds(credential);
     if ((accountIds === null || accountIds === void 0 ? void 0 : accountIds.trading) === account_id) {
         const orderRes = await getTradeOrdersPending(credential, {});
         return orderRes.data.map((x) => {
-            const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
+            const order_type = mapOkxOrdTypeToOrderType(x.ordType);
             const order_direction = x.side === 'buy'
                 ? x.posSide === 'long'
                     ? 'OPEN_LONG'

package/dist/orders/listOrders.js.map

@@ -1 +1 @@
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package/dist/orders/mapOkxOrdTypeToOrderType.js

@@ -0,0 +1,17 @@
+export const mapOkxOrdTypeToOrderType = (ordType) => {
+    switch (ordType) {
+        case 'market':
+            return 'MARKET';
+        case 'limit':
+            return 'LIMIT';
+        case 'post_only':
+            return 'MAKER';
+        case 'ioc':
+            return 'IOC';
+        case 'fok':
+            return 'FOK';
+        default:
+            return 'UNKNOWN';
+    }
+};
+//# sourceMappingURL=mapOkxOrdTypeToOrderType.js.map

package/dist/orders/mapOkxOrdTypeToOrderType.js.map

@@ -0,0 +1 @@
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package/dist/orders/mapOrderTypeToOrdType.js

@@ -0,0 +1,16 @@
+export const mapOrderTypeToOrdType = (orderType) => {
+    switch (orderType) {
+        case 'LIMIT':
+            return 'limit';
+        case 'MARKET':
+            return 'market';
+        case 'MAKER':
+            return 'post_only';
+        case 'IOC':
+            return 'ioc';
+        case 'FOK':
+            return 'fok';
+    }
+    throw new Error(`Unknown order type: ${orderType}`);
+};
+//# sourceMappingURL=mapOrderTypeToOrdType.js.map

package/dist/orders/mapOrderTypeToOrdType.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"mapOrderTypeToOrdType.js","sourceRoot":"","sources":["../../src/orders/mapOrderTypeToOrdType.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,qBAAqB,GAAG,CAAC,SAAkB,EAAE,EAAE;IAC1D,QAAQ,SAAS,EAAE,CAAC;QAClB,KAAK,OAAO;YACV,OAAO,OAAO,CAAC;QACjB,KAAK,QAAQ;YACX,OAAO,QAAQ,CAAC;QAClB,KAAK,OAAO;YACV,OAAO,WAAW,CAAC;QACrB,KAAK,KAAK;YACR,OAAO,KAAK,CAAC;QACf,KAAK,KAAK;YACR,OAAO,KAAK,CAAC;IACjB,CAAC;IAED,MAAM,IAAI,KAAK,CAAC,uBAAuB,SAAS,EAAE,CAAC,CAAC;AACtD,CAAC,CAAC","sourcesContent":["export const mapOrderTypeToOrdType = (orderType?: string) => {\n  switch (orderType) {\n    case 'LIMIT':\n      return 'limit';\n    case 'MARKET':\n      return 'market';\n    case 'MAKER':\n      return 'post_only';\n    case 'IOC':\n      return 'ioc';\n    case 'FOK':\n      return 'fok';\n  }\n\n  throw new Error(`Unknown order type: ${orderType}`);\n};\n"]}

package/dist/orders/order-type-mapping.test.js

@@ -0,0 +1,171 @@
+import { encodePath } from '@yuants/utils';
+jest.mock('../accountInfos/uid', () => ({
+    accountConfigCache: {
+        query: jest.fn(),
+    },
+    getAccountIds: jest.fn(),
+}));
+jest.mock('../api/private-api', () => ({
+    postTradeOrder: jest.fn(),
+    getTradeOrdersPending: jest.fn(),
+}));
+jest.mock('../public-data/product', () => ({
+    productService: {
+        mapProductIdToProduct$: {
+            pipe: jest.fn(),
+        },
+    },
+}));
+jest.mock('../public-data/quote', () => ({
+    spotMarketTickers$: {
+        pipe: jest.fn(),
+    },
+}));
+import { accountConfigCache } from '../accountInfos/uid';
+import { getAccountIds } from '../accountInfos/uid';
+import { getTradeOrdersPending, postTradeOrder } from '../api/private-api';
+import { getOrders } from '../experimental/getOrders';
+import { listOrders } from './listOrders';
+import { mapOkxOrdTypeToOrderType } from './mapOkxOrdTypeToOrderType';
+import { mapOrderTypeToOrdType } from './mapOrderTypeToOrdType';
+import { submitOrder } from './submitOrder';
+const mockedAccountConfigCache = jest.mocked(accountConfigCache);
+const mockedGetAccountIds = jest.mocked(getAccountIds);
+const mockedGetTradeOrdersPending = jest.mocked(getTradeOrdersPending);
+const mockedPostTradeOrder = jest.mocked(postTradeOrder);
+describe('mapOrderTypeToOrdType', () => {
+    test('maps IOC and FOK to OKX ordType values', () => {
+        expect(mapOrderTypeToOrdType('IOC')).toBe('ioc');
+        expect(mapOrderTypeToOrdType('FOK')).toBe('fok');
+    });
+});
+describe('mapOkxOrdTypeToOrderType', () => {
+    test('maps OKX ordType values back to Yuan order types', () => {
+        expect(mapOkxOrdTypeToOrderType('market')).toBe('MARKET');
+        expect(mapOkxOrdTypeToOrderType('limit')).toBe('LIMIT');
+        expect(mapOkxOrdTypeToOrderType('post_only')).toBe('MAKER');
+        expect(mapOkxOrdTypeToOrderType('ioc')).toBe('IOC');
+        expect(mapOkxOrdTypeToOrderType('fok')).toBe('FOK');
+    });
+    test('returns UNKNOWN for unsupported ordType', () => {
+        expect(mapOkxOrdTypeToOrderType('not_a_real_okx_ord_type')).toBe('UNKNOWN');
+    });
+});
+describe('submitOrder', () => {
+    beforeEach(() => {
+        jest.resetAllMocks();
+        mockedAccountConfigCache.query.mockResolvedValue({
+            code: '0',
+            msg: '',
+            data: [{ acctLv: '1', posMode: 'net_mode' }],
+        });
+        mockedPostTradeOrder.mockResolvedValue({
+            code: '0',
+            msg: '',
+            data: [{ ordId: 'order-1', clOrdId: '', tag: '', sCode: '0', sMsg: '' }],
+            inTime: '',
+            outTime: '',
+        });
+    });
+    test.each([
+        ['IOC', 'ioc'],
+        ['FOK', 'fok'],
+    ])('maps %s orders to OKX ordType %s when submitting', async (orderType, ordType) => {
+        await expect(submitOrder({ access_key: 'ak', secret_key: 'sk', passphrase: 'pp' }, {
+            account_id: 'okx/test/trading',
+            product_id: encodePath('MARGIN', 'BTC-USDT'),
+            order_type: orderType,
+            order_direction: 'OPEN_LONG',
+            volume: 1,
+            price: 12345,
+        })).resolves.toEqual({ order_id: 'order-1' });
+        expect(mockedPostTradeOrder).toHaveBeenCalledWith({ access_key: 'ak', secret_key: 'sk', passphrase: 'pp' }, expect.objectContaining({ ordType, px: '12345', sz: '1' }));
+    });
+});
+describe('order readback mapping', () => {
+    beforeEach(() => {
+        jest.resetAllMocks();
+    });
+    test('listOrders maps IOC and FOK ordType values via shared readback mapping', async () => {
+        mockedGetAccountIds.mockResolvedValue({ trading: 'okx/test/trading' });
+        mockedGetTradeOrdersPending.mockResolvedValue({
+            code: '0',
+            msg: '',
+            data: [
+                {
+                    ordId: 'ioc-order',
+                    ordType: 'ioc',
+                    side: 'buy',
+                    posSide: 'long',
+                    instType: 'SWAP',
+                    instId: 'BTC-USDT-SWAP',
+                    cTime: '1',
+                    fillTime: '0',
+                    sz: '2',
+                    accFillSz: '1',
+                    px: '100',
+                    avgPx: '101',
+                },
+                {
+                    ordId: 'fok-order',
+                    ordType: 'fok',
+                    side: 'sell',
+                    posSide: 'short',
+                    instType: 'SWAP',
+                    instId: 'ETH-USDT-SWAP',
+                    cTime: '2',
+                    fillTime: '0',
+                    sz: '3',
+                    accFillSz: '0',
+                    px: '200',
+                    avgPx: '0',
+                },
+            ],
+        });
+        await expect(listOrders({ access_key: 'ak', secret_key: 'sk', passphrase: 'pp' }, 'okx/test/trading')).resolves.toMatchObject([
+            { order_id: 'ioc-order', order_type: 'IOC' },
+            { order_id: 'fok-order', order_type: 'FOK' },
+        ]);
+    });
+    test('getOrders maps IOC and FOK ordType values via shared readback mapping', async () => {
+        mockedGetTradeOrdersPending.mockResolvedValue({
+            code: '0',
+            msg: '',
+            data: [
+                {
+                    ordId: 'ioc-order',
+                    ordType: 'ioc',
+                    side: 'buy',
+                    posSide: 'long',
+                    instType: 'SWAP',
+                    instId: 'BTC-USDT-SWAP',
+                    cTime: '1',
+                    fillTime: '0',
+                    sz: '2',
+                    accFillSz: '1',
+                    px: '100',
+                    avgPx: '101',
+                },
+                {
+                    ordId: 'fok-order',
+                    ordType: 'fok',
+                    side: 'sell',
+                    posSide: 'short',
+                    instType: 'SWAP',
+                    instId: 'ETH-USDT-SWAP',
+                    cTime: '2',
+                    fillTime: '0',
+                    sz: '3',
+                    accFillSz: '0',
+                    px: '200',
+                    avgPx: '0',
+                },
+            ],
+        });
+        await expect(getOrders({ access_key: 'ak', secret_key: 'sk', passphrase: 'pp' })).resolves.toMatchObject([
+            { order_id: 'ioc-order', order_type: 'IOC' },
+            { order_id: 'fok-order', order_type: 'FOK' },
+        ]);
+    });
+});
+//# sourceMappingURL=order-type-mapping.test.js.map

package/dist/orders/order-type-mapping.test.js.map

@@ -0,0 +1 @@
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{ encodePath } from '@yuants/utils';\n\njest.mock('../accountInfos/uid', () => ({\n  accountConfigCache: {\n    query: jest.fn(),\n  },\n  getAccountIds: jest.fn(),\n}));\n\njest.mock('../api/private-api', () => ({\n  postTradeOrder: jest.fn(),\n  getTradeOrdersPending: jest.fn(),\n}));\n\njest.mock('../public-data/product', () => ({\n  productService: {\n    mapProductIdToProduct$: {\n      pipe: jest.fn(),\n    },\n  },\n}));\n\njest.mock('../public-data/quote', () => ({\n  spotMarketTickers$: {\n    pipe: jest.fn(),\n  },\n}));\n\nimport { accountConfigCache } from '../accountInfos/uid';\nimport { getAccountIds } from '../accountInfos/uid';\nimport { getTradeOrdersPending, postTradeOrder } from '../api/private-api';\nimport { getOrders } from '../experimental/getOrders';\nimport { listOrders } from './listOrders';\nimport { mapOkxOrdTypeToOrderType } from './mapOkxOrdTypeToOrderType';\nimport { mapOrderTypeToOrdType } from './mapOrderTypeToOrdType';\nimport { submitOrder } from './submitOrder';\n\nconst mockedAccountConfigCache = jest.mocked(accountConfigCache);\nconst mockedGetAccountIds = jest.mocked(getAccountIds);\nconst mockedGetTradeOrdersPending = jest.mocked(getTradeOrdersPending);\nconst mockedPostTradeOrder = jest.mocked(postTradeOrder);\n\ndescribe('mapOrderTypeToOrdType', () => {\n  test('maps IOC and FOK to OKX ordType values', () => {\n    expect(mapOrderTypeToOrdType('IOC')).toBe('ioc');\n    expect(mapOrderTypeToOrdType('FOK')).toBe('fok');\n  });\n});\n\ndescribe('mapOkxOrdTypeToOrderType', () => {\n  test('maps OKX ordType values back to Yuan order types', () => {\n    expect(mapOkxOrdTypeToOrderType('market')).toBe('MARKET');\n    expect(mapOkxOrdTypeToOrderType('limit')).toBe('LIMIT');\n    expect(mapOkxOrdTypeToOrderType('post_only')).toBe('MAKER');\n    expect(mapOkxOrdTypeToOrderType('ioc')).toBe('IOC');\n    expect(mapOkxOrdTypeToOrderType('fok')).toBe('FOK');\n  });\n\n  test('returns UNKNOWN for unsupported ordType', () => {\n    expect(mapOkxOrdTypeToOrderType('not_a_real_okx_ord_type')).toBe('UNKNOWN');\n  });\n});\n\ndescribe('submitOrder', () => {\n  beforeEach(() => {\n    jest.resetAllMocks();\n\n    mockedAccountConfigCache.query.mockResolvedValue({\n      code: '0',\n      msg: '',\n      data: [{ acctLv: '1', posMode: 'net_mode' }],\n    } as never);\n\n    mockedPostTradeOrder.mockResolvedValue({\n      code: '0',\n      msg: '',\n      data: [{ ordId: 'order-1', clOrdId: '', tag: '', sCode: '0', sMsg: '' }],\n      inTime: '',\n      outTime: '',\n    });\n  });\n\n  test.each([\n    ['IOC', 'ioc'],\n    ['FOK', 'fok'],\n  ])('maps %s orders to OKX ordType %s when submitting', async (orderType, ordType) => {\n    await expect(\n      submitOrder(\n        { access_key: 'ak', secret_key: 'sk', passphrase: 'pp' },\n        {\n          account_id: 'okx/test/trading',\n          product_id: encodePath('MARGIN', 'BTC-USDT'),\n          order_type: orderType,\n          order_direction: 'OPEN_LONG',\n          volume: 1,\n          price: 12345,\n        },\n      ),\n    ).resolves.toEqual({ order_id: 'order-1' });\n\n    expect(mockedPostTradeOrder).toHaveBeenCalledWith(\n      { access_key: 'ak', secret_key: 'sk', passphrase: 'pp' },\n      expect.objectContaining({ ordType, px: '12345', sz: '1' }),\n    );\n  });\n});\n\ndescribe('order readback mapping', () => {\n  beforeEach(() => {\n    jest.resetAllMocks();\n  });\n\n  test('listOrders maps IOC and FOK ordType values via shared readback mapping', async () => {\n    mockedGetAccountIds.mockResolvedValue({ trading: 'okx/test/trading' } as never);\n    mockedGetTradeOrdersPending.mockResolvedValue({\n      code: '0',\n      msg: '',\n      data: [\n        {\n          ordId: 'ioc-order',\n          ordType: 'ioc',\n          side: 'buy',\n          posSide: 'long',\n          instType: 'SWAP',\n          instId: 'BTC-USDT-SWAP',\n          cTime: '1',\n          fillTime: '0',\n          sz: '2',\n          accFillSz: '1',\n          px: '100',\n          avgPx: '101',\n        },\n        {\n          ordId: 'fok-order',\n          ordType: 'fok',\n          side: 'sell',\n          posSide: 'short',\n          instType: 'SWAP',\n          instId: 'ETH-USDT-SWAP',\n          cTime: '2',\n          fillTime: '0',\n          sz: '3',\n          accFillSz: '0',\n          px: '200',\n          avgPx: '0',\n        },\n      ],\n    } as never);\n\n    await expect(\n      listOrders({ access_key: 'ak', secret_key: 'sk', passphrase: 'pp' }, 'okx/test/trading'),\n    ).resolves.toMatchObject([\n      { order_id: 'ioc-order', order_type: 'IOC' },\n      { order_id: 'fok-order', order_type: 'FOK' },\n    ]);\n  });\n\n  test('getOrders maps IOC and FOK ordType values via shared readback mapping', async () => {\n    mockedGetTradeOrdersPending.mockResolvedValue({\n      code: '0',\n      msg: '',\n      data: [\n        {\n          ordId: 'ioc-order',\n          ordType: 'ioc',\n          side: 'buy',\n          posSide: 'long',\n          instType: 'SWAP',\n          instId: 'BTC-USDT-SWAP',\n          cTime: '1',\n          fillTime: '0',\n          sz: '2',\n          accFillSz: '1',\n          px: '100',\n          avgPx: '101',\n        },\n        {\n          ordId: 'fok-order',\n          ordType: 'fok',\n          side: 'sell',\n          posSide: 'short',\n          instType: 'SWAP',\n          instId: 'ETH-USDT-SWAP',\n          cTime: '2',\n          fillTime: '0',\n          sz: '3',\n          accFillSz: '0',\n          px: '200',\n          avgPx: '0',\n        },\n      ],\n    } as never);\n\n    await expect(getOrders({ access_key: 'ak', secret_key: 'sk', passphrase: 'pp' })).resolves.toMatchObject([\n      { order_id: 'ioc-order', order_type: 'IOC' },\n      { order_id: 'fok-order', order_type: 'FOK' },\n    ]);\n  });\n});\n"]}

package/dist/orders/submitOrder.js

@@ -4,6 +4,7 @@ import { accountConfigCache } from '../accountInfos/uid';
 import { postTradeOrder } from '../api/private-api';
 import { productService } from '../public-data/product';
 import { spotMarketTickers$ } from '../public-data/quote';
+import { mapOrderTypeToOrdType } from './mapOrderTypeToOrdType';
 const mapOrderDirectionToSide = (direction) => {
     switch (direction) {
         case 'OPEN_LONG':
@@ -15,17 +16,7 @@ const mapOrderDirectionToSide = (direction) => {
     }
     throw new Error(`Unknown direction: ${direction}`);
 };
-const mapOrderTypeToOrdType = (order_type) => {
-    switch (order_type) {
-        case 'LIMIT':
-            return 'limit';
-        case 'MARKET':
-            return 'market';
-        case 'MAKER':
-            return 'post_only';
-    }
-    throw new Error(`Unknown order type: ${order_type}`);
-};
+const isPricedOrderType = (orderType) => ['LIMIT', 'MAKER', 'IOC', 'FOK'].includes(orderType !== null && orderType !== void 0 ? orderType : '');
 export const submitOrder = async (credential, order) => {
     var _a, _b, _c, _d;
     const accountConfigRes = await accountConfigCache.query(JSON.stringify(credential));
@@ -53,10 +44,7 @@ export const submitOrder = async (credential, order) => {
             return order.volume;
         }
         if (instType === 'MARGIN') {
-            if (order.order_type === 'LIMIT') {
-                return order.volume;
-            }
-            if (order.order_type === 'MAKER') {
+            if (isPricedOrderType(order.order_type)) {
                 return order.volume;
             }
             if (order.order_type === 'MARKET') {
@@ -110,7 +98,7 @@ export const submitOrder = async (credential, order) => {
         reduceOnly: instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes((_b = order.order_direction) !== null && _b !== void 0 ? _b : '')
             ? 'true'
             : undefined,
-        px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price.toString() : undefined,
+        px: isPricedOrderType(order.order_type) ? order.price.toString() : undefined,
         ccy: instType === 'MARGIN' ? 'USDT' : undefined,
         tag: process.env.BROKER_CODE,
     };

package/dist/orders/submitOrder.js.map

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["import { IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { accountConfigCache } from '../accountInfos/uid';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } from '../public-data/quote';\n\nconst mapOrderDirectionToSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 'buy';\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return 'sell';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderTypeToOrdType = (order_type?: string) => {\n  switch (order_type) {\n    case 'LIMIT':\n      return 'limit';\n    case 'MARKET':\n      return 'market';\n    case 'MAKER':\n      return 'post_only';\n  }\n  throw new Error(`Unknown order type: ${order_type}`);\n};\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  const accountConfigRes = await accountConfigCache.query(JSON.stringify(credential));\n  if (!accountConfigRes) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n  if (!accountConfigRes.data?.[0]) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n\n  /**\n   * 是否为组合保证金模式\n   */\n  const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';\n  /**\n   * 是否为单向持仓模式(买卖模式)\n   */\n  const isSingleSideMode = accountConfigRes.data[0].posMode === 'net_mode';\n\n  const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n  // 交易数量，表示要购买或者出售的数量。\n  // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n  // 当币币杠杆以市价买入时，指计价货币的数量。\n  // 当币币杠杆以市价卖出时，指交易货币的数量。\n  // 对于币币市价单，单位由 tgtCcy 决定\n  // 当交割、永续、期权买入和卖出时，指合约张数。\n  const mapOrderVolumeToSz = async (order: IOrder) => {\n    if (instType === 'SWAP') {\n      return order.volume;\n    }\n    if (instType === 'MARGIN') {\n      if (order.order_type === 'LIMIT') {\n        return order.volume;\n      }\n      if (order.order_type === 'MAKER') {\n        return order.volume;\n      }\n      if (order.order_type === 'MARKET') {\n        if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n          return order.volume;\n        }\n        //\n        const price = await firstValueFrom(\n          spotMarketTickers$.pipe(\n            map((x) =>\n              mapOrderDirectionToPosSide(order.order_direction) === 'long'\n                ? +x[instId].askPx\n                : +x[instId].bidPx,\n            ),\n          ),\n        );\n        if (!price) {\n          throw new Error(`invalid tick: ${price}`);\n        }\n        console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n        const theProduct = await firstValueFrom(\n          productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n        );\n        if (!theProduct) {\n          throw new Error(`Unknown product: ${order.position_id}`);\n        }\n        return roundToStep(order.volume * price, theProduct.volume_step!);\n      }\n\n      return 0;\n    }\n\n    if (instType === 'SPOT') {\n      return order.volume;\n    }\n\n    throw new Error(`Unknown instType: ${instType}`);\n  };\n\n  const mapOrderDirectionToPosSide = (direction?: string) => {\n    if (isPortfolioMarginMode) return undefined;\n    switch (direction) {\n      case 'OPEN_LONG':\n      case 'CLOSE_LONG':\n        return 'long';\n      case 'CLOSE_SHORT':\n      case 'OPEN_SHORT':\n        return 'short';\n    }\n    throw new Error(`Unknown direction: ${direction}`);\n  };\n\n  const params = {\n    instId,\n    tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n    side: mapOrderDirectionToSide(order.order_direction),\n    posSide:\n      isSingleSideMode || instType === 'MARGIN' || instType === 'SPOT'\n        ? undefined\n        : mapOrderDirectionToPosSide(order.order_direction),\n    ordType: mapOrderTypeToOrdType(order.order_type),\n    sz: (await mapOrderVolumeToSz(order)).toString(),\n    tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n    reduceOnly:\n      instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n        ? 'true'\n        : undefined,\n    px: order.order_type === 'LIMIT' || order.order_type === 'MAKER' ? order.price!.toString() : undefined,\n    ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n    tag: process.env.BROKER_CODE,\n  };\n  console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n  const res = await postTradeOrder(credential, params);\n  if (res.code === '0' && res.data?.[0]?.ordId) {\n    return { order_id: res.data[0].ordId };\n  }\n  throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data\n    .map((x) => `${x.sCode} ${x.sMsg}`)\n    .join('; ')}`;\n};\n"]}
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport { firstValueFrom, map } from 'rxjs';\nimport { accountConfigCache } from '../accountInfos/uid';\nimport { ICredential, postTradeOrder } from '../api/private-api';\nimport { productService } from '../public-data/product';\nimport { spotMarketTickers$ } from '../public-data/quote';\nimport { mapOrderTypeToOrdType } from './mapOrderTypeToOrdType';\n\nconst mapOrderDirectionToSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 'buy';\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return 'sell';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst isPricedOrderType = (orderType?: string) => ['LIMIT', 'MAKER', 'IOC', 'FOK'].includes(orderType ?? '');\n\nexport const submitOrder = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  const accountConfigRes = await accountConfigCache.query(JSON.stringify(credential));\n  if (!accountConfigRes) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n  if (!accountConfigRes.data?.[0]) throw newError('ACCOUNT_CONFIG_FETCH_ERROR', { accountConfigRes });\n\n  /**\n   * 是否为组合保证金模式\n   */\n  const isPortfolioMarginMode = accountConfigRes.data[0].acctLv === '4';\n  /**\n   * 是否为单向持仓模式(买卖模式)\n   */\n  const isSingleSideMode = accountConfigRes.data[0].posMode === 'net_mode';\n\n  const [instType, instId] = decodePath(order.product_id).slice(-2);\n\n  // 交易数量，表示要购买或者出售的数量。\n  // 当币币/币币杠杆以限价买入和卖出时，指交易货币数量。\n  // 当币币杠杆以市价买入时，指计价货币的数量。\n  // 当币币杠杆以市价卖出时，指交易货币的数量。\n  // 对于币币市价单，单位由 tgtCcy 决定\n  // 当交割、永续、期权买入和卖出时，指合约张数。\n  const mapOrderVolumeToSz = async (order: IOrder) => {\n    if (instType === 'SWAP') {\n      return order.volume;\n    }\n    if (instType === 'MARGIN') {\n      if (isPricedOrderType(order.order_type)) {\n        return order.volume;\n      }\n      if (order.order_type === 'MARKET') {\n        if (order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_LONG') {\n          return order.volume;\n        }\n        //\n        const price = await firstValueFrom(\n          spotMarketTickers$.pipe(\n            map((x) =>\n              mapOrderDirectionToPosSide(order.order_direction) === 'long'\n                ? +x[instId].askPx\n                : +x[instId].bidPx,\n            ),\n          ),\n        );\n        if (!price) {\n          throw new Error(`invalid tick: ${price}`);\n        }\n        console.info(formatTime(Date.now()), 'SubmitOrder', 'price', price);\n        const theProduct = await firstValueFrom(\n          productService.mapProductIdToProduct$.pipe(map((x) => x.get(order.product_id))),\n        );\n        if (!theProduct) {\n          throw new Error(`Unknown product: ${order.position_id}`);\n        }\n        return roundToStep(order.volume * price, theProduct.volume_step!);\n      }\n\n      return 0;\n    }\n\n    if (instType === 'SPOT') {\n      return order.volume;\n    }\n\n    throw new Error(`Unknown instType: ${instType}`);\n  };\n\n  const mapOrderDirectionToPosSide = (direction?: string) => {\n    if (isPortfolioMarginMode) return undefined;\n    switch (direction) {\n      case 'OPEN_LONG':\n      case 'CLOSE_LONG':\n        return 'long';\n      case 'CLOSE_SHORT':\n      case 'OPEN_SHORT':\n        return 'short';\n    }\n    throw new Error(`Unknown direction: ${direction}`);\n  };\n\n  const params = {\n    instId,\n    tdMode: instType === 'SPOT' ? 'cash' : 'cross',\n    side: mapOrderDirectionToSide(order.order_direction),\n    posSide:\n      isSingleSideMode || instType === 'MARGIN' || instType === 'SPOT'\n        ? undefined\n        : mapOrderDirectionToPosSide(order.order_direction),\n    ordType: mapOrderTypeToOrdType(order.order_type),\n    sz: (await mapOrderVolumeToSz(order)).toString(),\n    tgtCcy: instType === 'SPOT' && order.order_type === 'MARKET' ? 'base_ccy' : undefined,\n    reduceOnly:\n      instType === 'MARGIN' && ['CLOSE_LONG', 'CLOSE_SHORT'].includes(order.order_direction ?? '')\n        ? 'true'\n        : undefined,\n    px: isPricedOrderType(order.order_type) ? order.price!.toString() : undefined,\n    ccy: instType === 'MARGIN' ? 'USDT' : undefined,\n    tag: process.env.BROKER_CODE,\n  };\n  console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n  const res = await postTradeOrder(credential, params);\n  if (res.code === '0' && res.data?.[0]?.ordId) {\n    return { order_id: res.data[0].ordId };\n  }\n  throw `Failed to submit order: ${res.code} ${res.msg}: ${res.data\n    .map((x) => `${x.sCode} ${x.sMsg}`)\n    .join('; ')}`;\n};\n"]}

package/lib/experimental/getOrders.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"getOrders.d.ts","sourceRoot":"","sources":["../../src/experimental/getOrders.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAE5C,OAAO,EAAE,WAAW,EAAyB,MAAM,oBAAoB,CAAC;AAGxE,eAAO,MAAM,SAAS,GAAmB,YAAY,WAAW,KAAG,OAAO,CAAC,MAAM,EAAE,CA+BlF,CAAC"}

package/lib/experimental/getOrders.js

@@ -3,11 +3,12 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.getOrders = void 0;
 const utils_1 = require("@yuants/utils");
 const private_api_1 = require("../api/private-api");
+const mapOkxOrdTypeToOrderType_1 = require("../orders/mapOkxOrdTypeToOrderType");
 const getOrders = async function (credential) {
     const orders = [];
     const orderRes = await (0, private_api_1.getTradeOrdersPending)(credential, {});
     for (const x of orderRes.data || []) {
-        const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
+        const order_type = (0, mapOkxOrdTypeToOrderType_1.mapOkxOrdTypeToOrderType)(x.ordType);
         const order_direction = x.side === 'buy'
             ? x.posSide === 'long'
                 ? 'OPEN_LONG'

package/lib/experimental/getOrders.js.map

@@ -1 +1 @@
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+{"version":3,"file":"getOrders.js","sourceRoot":"","sources":["../../src/experimental/getOrders.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,oDAAwE;AACxE,iFAA8E;AAEvE,MAAM,SAAS,GAAG,KAAK,WAAW,UAAuB;IAC9D,MAAM,MAAM,GAAa,EAAE,CAAC;IAC5B,MAAM,QAAQ,GAAG,MAAM,IAAA,mCAAqB,EAAC,UAAU,EAAE,EAAE,CAAC,CAAC;IAE7D,KAAK,MAAM,CAAC,IAAI,QAAQ,CAAC,IAAI,IAAI,EAAE,EAAE,CAAC;QACpC,MAAM,UAAU,GAAG,IAAA,mDAAwB,EAAC,CAAC,CAAC,OAAO,CAAC,CAAC;QAEvD,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;YACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;gBACpB,CAAC,CAAC,WAAW;gBACb,CAAC,CAAC,aAAa;YACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;gBACvB,CAAC,CAAC,YAAY;gBACd,CAAC,CAAC,YAAY,CAAC;QACnB,MAAM,CAAC,IAAI,CAAC;YACV,QAAQ,EAAE,CAAC,CAAC,KAAK;YACjB,UAAU,EAAE,EAAE;YACd,UAAU,EAAE,IAAA,kBAAU,EAAC,KAAK,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;YACnD,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;YACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;YACtB,UAAU;YACV,eAAe;YACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;YACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;YAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;YACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;SACvB,CAAC,CAAC;IACL,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC,CAAC;AA/BW,QAAA,SAAS,aA+BpB","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { encodePath } from '@yuants/utils';\nimport { ICredential, getTradeOrdersPending } from '../api/private-api';\nimport { mapOkxOrdTypeToOrderType } from '../orders/mapOkxOrdTypeToOrderType';\n\nexport const getOrders = async function (credential: ICredential): Promise<IOrder[]> {\n  const orders: IOrder[] = [];\n  const orderRes = await getTradeOrdersPending(credential, {});\n\n  for (const x of orderRes.data || []) {\n    const order_type = mapOkxOrdTypeToOrderType(x.ordType);\n\n    const order_direction =\n      x.side === 'buy'\n        ? x.posSide === 'long'\n          ? 'OPEN_LONG'\n          : 'CLOSE_SHORT'\n        : x.posSide === 'short'\n        ? 'OPEN_SHORT'\n        : 'CLOSE_LONG';\n    orders.push({\n      order_id: x.ordId,\n      account_id: '',\n      product_id: encodePath('OKX', x.instType, x.instId),\n      submit_at: +x.cTime,\n      filled_at: +x.fillTime,\n      order_type,\n      order_direction,\n      volume: +x.sz,\n      traded_volume: +x.accFillSz,\n      price: +x.px,\n      traded_price: +x.avgPx,\n    });\n  }\n\n  return orders;\n};\n"]}

package/lib/order.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAI5C,OAAO,EAAiE,OAAO,EAAO,MAAM,MAAM,CAAC;AAInG,eAAO,MAAM,MAAM,iBAAwB,CAAC"}
+{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAI5C,OAAO,EAAiE,OAAO,EAAO,MAAM,MAAM,CAAC;AAKnG,eAAO,MAAM,MAAM,iBAAwB,CAAC"}

package/lib/order.js

@@ -7,6 +7,7 @@ const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const private_api_1 = require("./api/private-api");
 const uid_1 = require("./accountInfos/uid");
+const mapOkxOrdTypeToOrderType_1 = require("./orders/mapOkxOrdTypeToOrderType");
 exports.order$ = new rxjs_1.Subject();
 const credential = (0, private_api_1.getDefaultCredential)();
 exports.order$
@@ -41,7 +42,7 @@ exports.order$
 }))
     .subscribe();
 const makeOrder = (x, account_id) => {
-    const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
+    const order_type = (0, mapOkxOrdTypeToOrderType_1.mapOkxOrdTypeToOrderType)(x.ordType);
     const order_direction = x.side === 'buy'
         ? x.posSide === 'long'
             ? 'OPEN_LONG'

package/lib/order.js.map

@@ -1 +1 @@
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'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const TRADING_ACCOUNT_ID = await getTradingAccountId(credential);\n\n  const swapHistoryOrders = defer(() => getTradeOrdersHistory(credential, { instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const swapPendingOrders = defer(() => getTradeOrdersPending(credential, { instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}
+{"version":3,"file":"order.js","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":";;;AACA,+CAA4C;AAC5C,qCAAyC;AACzC,yCAAuD;AACvD,+BAAmG;AACnG,mDAAuG;AACvG,4CAAyD;AACzD,gFAA6E;AAEhE,QAAA,MAAM,GAAG,IAAI,cAAO,EAAU,CAAC;AAE5C,MAAM,UAAU,GAAG,IAAA,kCAAoB,GAAE,CAAC;AAE1C,cAAM;KACH,IAAI;AACH,EAAE;AACF,sBAAsB;AACtB,IAAA,gBAAU,EAAC;IACT,QAAQ,EAAE,mBAAQ,CAAC,WAAW,EAAE;IAChC,SAAS,EAAE,SAAS;IACpB,aAAa,EAAE,IAAI;IACnB,OAAO,EAAE;QACP,UAAU;QACV,YAAY;QACZ,YAAY;QACZ,aAAa;QACb,YAAY;QACZ,iBAAiB;QACjB,QAAQ;QACR,WAAW;QACX,YAAY;QACZ,WAAW;QACX,OAAO;QACP,eAAe;QACf,cAAc;QACd,cAAc;QACd,SAAS;QACT,mBAAmB;QACnB,aAAa;QACb,8BAA8B;KAC/B;IACD,YAAY,EAAE,CAAC,YAAY,EAAE,UAAU,CAAC;CACzC,CAAC,CACH;KACA,SAAS,EAAE,CAAC;AAEf,MAAM,SAAS,GAAG,CAChB,CAgBC,EACD,UAAkB,EACV,EAAE;IACV,MAAM,UAAU,GAAG,IAAA,mDAAwB,EAAC,CAAC,CAAC,OAAO,CAAC,CAAC;IACvD,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;QACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;YACpB,CAAC,CAAC,WAAW;YACb,CAAC,CAAC,aAAa;QACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;YACvB,CAAC,CAAC,YAAY;YACd,CAAC,CAAC,YAAY,CAAC;IACnB,MAAM,YAAY,GAAG,CAAC,MAAM,EAAE,kBAAkB,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC;QACjE,CAAC,CAAC,UAAU;QACZ,CAAC,CAAC,CAAC,CAAC,KAAK,KAAK,QAAQ;YACtB,CAAC,CAAC,QAAQ;YACV,CAAC,CAAC,WAAW,CAAC;IAChB,OAAO;QACL,QAAQ,EAAE,CAAC,CAAC,OAAO,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK;QAChD,UAAU;QACV,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;QAC5C,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;QACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;QACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,KAAK,CAAC;QAChC,UAAU;QACV,eAAe;QACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;QACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;QAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;QACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;QACtB,YAAY;KACb,CAAC;AACJ,CAAC,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,kBAAkB,GAAG,MAAM,IAAA,yBAAmB,EAAC,UAAU,CAAC,CAAC;IAEjE,MAAM,iBAAiB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,mCAAqB,EAAC,UAAU,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CACjG,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;IAEF,MAAM,iBAAiB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,mCAAqB,EAAC,UAAU,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CACjG,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;IAEF,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAA,WAAI,EAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,IAAI;IACpD,EAAE;IACF,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAA,WAAI,EAAC,CAAC,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,IAAI;IACrB,EAAE;IACF,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,EAAE,kBAAkB,CAAC,CAAC,CAC7C,CACF,CACF,CAAC;IAEF,IAAA,YAAK,EAAC,uBAAuB,EAAE,uBAAuB,CAAC;SACpD,IAAI;IACH,EAAE;IACF,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE;QACR,cAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACjB,CAAC,CAAC,CACH;SACA,SAAS,EAAE,CAAC;AACjB,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, merge, mergeMap, repeat, retry, shareReplay, Subject, tap } from 'rxjs';\nimport { getDefaultCredential, getTradeOrdersHistory, getTradeOrdersPending } from './api/private-api';\nimport { getTradingAccountId } from './accountInfos/uid';\nimport { mapOkxOrdTypeToOrderType } from './orders/mapOkxOrdTypeToOrderType';\n\nexport const order$ = new Subject<IOrder>();\n\nconst credential = getDefaultCredential();\n\norder$\n  .pipe(\n    //\n    // mergeMap((x) => x),\n    writeToSQL({\n      terminal: Terminal.fromNodeEnv(),\n      tableName: '\"order\"',\n      writeInterval: 1000,\n      columns: [\n        'order_id',\n        'account_id',\n        'product_id',\n        'position_id',\n        'order_type',\n        'order_direction',\n        'volume',\n        'submit_at',\n        'updated_at',\n        'filled_at',\n        'price',\n        'traded_volume',\n        'traded_price',\n        'order_status',\n        'comment',\n        'profit_correction',\n        'real_profit',\n        'inferred_base_currency_price',\n      ],\n      conflictKeys: ['account_id', 'order_id'],\n    }),\n  )\n  .subscribe();\n\nconst makeOrder = (\n  x: {\n    ordType: string;\n    side: string;\n    posSide: string;\n    instType: string;\n    instId: string;\n    cTime: string;\n    uTime: string;\n    fillTime: string;\n    sz: string;\n    accFillSz: string;\n    px: string;\n    avgPx: string;\n    state: string;\n    clOrdId: string;\n    ordId: string;\n  },\n  account_id: string,\n): IOrder => {\n  const order_type = mapOkxOrdTypeToOrderType(x.ordType);\n  const order_direction =\n    x.side === 'buy'\n      ? x.posSide === 'long'\n        ? 'OPEN_LONG'\n        : 'CLOSE_SHORT'\n      : x.posSide === 'short'\n      ? 'OPEN_SHORT'\n      : 'CLOSE_LONG';\n  const order_status = ['live', 'partially_filled'].includes(x.state)\n    ? 'ACCEPTED'\n    : x.state === 'filled'\n    ? 'TRADED'\n    : 'CANCELLED';\n  return {\n    order_id: x.clOrdId !== '' ? x.clOrdId : x.ordId,\n    account_id,\n    product_id: encodePath(x.instType, x.instId),\n    submit_at: +x.cTime,\n    filled_at: +x.fillTime,\n    created_at: formatTime(+x.cTime),\n    updated_at: formatTime(+x.uTime),\n    order_type,\n    order_direction,\n    volume: +x.sz,\n    traded_volume: +x.accFillSz,\n    price: +x.px,\n    traded_price: +x.avgPx,\n    order_status,\n  };\n};\n\n(async () => {\n  const TRADING_ACCOUNT_ID = await getTradingAccountId(credential);\n\n  const swapHistoryOrders = defer(() => getTradeOrdersHistory(credential, { instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const swapPendingOrders = defer(() => getTradeOrdersPending(credential, { instType: 'SWAP' })).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const ordersFromHistoryOrder$ = swapHistoryOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  const ordersFromPendingOrder$ = swapPendingOrders.pipe(\n    //\n    mergeMap((x) =>\n      from(x.data || []).pipe(\n        //\n        map((x) => makeOrder(x, TRADING_ACCOUNT_ID)),\n      ),\n    ),\n  );\n\n  merge(ordersFromHistoryOrder$, ordersFromPendingOrder$)\n    .pipe(\n      //\n      tap((x) => {\n        order$.next(x);\n      }),\n    )\n    .subscribe();\n})();\n"]}

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

@@ -1 +1 @@
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+{"version":3,"file":"listOrders.d.ts","sourceRoot":"","sources":["../../src/orders/listOrders.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAG5C,OAAO,EAAyB,WAAW,EAAE,MAAM,oBAAoB,CAAC;AAGxE,eAAO,MAAM,UAAU,GAAU,YAAY,WAAW,EAAE,YAAY,MAAM,KAAG,OAAO,CAAC,MAAM,EAAE,CA+B9F,CAAC"}

package/lib/orders/listOrders.js

@@ -4,12 +4,13 @@ exports.listOrders = void 0;
 const utils_1 = require("@yuants/utils");
 const uid_1 = require("../accountInfos/uid");
 const private_api_1 = require("../api/private-api");
+const mapOkxOrdTypeToOrderType_1 = require("./mapOkxOrdTypeToOrderType");
 const listOrders = async (credential, account_id) => {
     const accountIds = await (0, uid_1.getAccountIds)(credential);
     if ((accountIds === null || accountIds === void 0 ? void 0 : accountIds.trading) === account_id) {
         const orderRes = await (0, private_api_1.getTradeOrdersPending)(credential, {});
         return orderRes.data.map((x) => {
-            const order_type = x.ordType === 'market' ? 'MARKET' : x.ordType === 'limit' ? 'LIMIT' : 'UNKNOWN';
+            const order_type = (0, mapOkxOrdTypeToOrderType_1.mapOkxOrdTypeToOrderType)(x.ordType);
             const order_direction = x.side === 'buy'
                 ? x.posSide === 'long'
                     ? 'OPEN_LONG'

package/lib/orders/listOrders.js.map

@@ -1 +1 @@
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+{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../src/orders/listOrders.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,6CAAyE;AACzE,oDAAwE;AACxE,yEAAsE;AAE/D,MAAM,UAAU,GAAG,KAAK,EAAE,UAAuB,EAAE,UAAkB,EAAqB,EAAE;IACjG,MAAM,UAAU,GAAG,MAAM,IAAA,mBAAa,EAAC,UAAU,CAAC,CAAC;IACnD,IAAI,CAAA,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,OAAO,MAAK,UAAU,EAAE,CAAC;QACvC,MAAM,QAAQ,GAAG,MAAM,IAAA,mCAAqB,EAAC,UAAU,EAAE,EAAE,CAAC,CAAC;QAC7D,OAAO,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;YAC7B,MAAM,UAAU,GAAG,IAAA,mDAAwB,EAAC,CAAC,CAAC,OAAO,CAAC,CAAC;YAEvD,MAAM,eAAe,GACnB,CAAC,CAAC,IAAI,KAAK,KAAK;gBACd,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,MAAM;oBACpB,CAAC,CAAC,WAAW;oBACb,CAAC,CAAC,aAAa;gBACjB,CAAC,CAAC,CAAC,CAAC,OAAO,KAAK,OAAO;oBACvB,CAAC,CAAC,YAAY;oBACd,CAAC,CAAC,YAAY,CAAC;YACnB,OAAO;gBACL,QAAQ,EAAE,CAAC,CAAC,KAAK;gBACjB,UAAU;gBACV,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;gBAC5C,SAAS,EAAE,CAAC,CAAC,CAAC,KAAK;gBACnB,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ;gBACtB,UAAU;gBACV,eAAe;gBACf,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE;gBACb,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS;gBAC3B,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE;gBACZ,YAAY,EAAE,CAAC,CAAC,CAAC,KAAK;aACvB,CAAC;QACJ,CAAC,CAAC,CAAC;IACL,CAAC;IACD,MAAM,IAAI,KAAK,CAAC,cAAc,UAAU,qCAAqC,CAAC,CAAC;AACjF,CAAC,CAAC;AA/BW,QAAA,UAAU,cA+BrB","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { encodePath } from '@yuants/utils';\nimport { getAccountIds, getTradingAccountId } from '../accountInfos/uid';\nimport { getTradeOrdersPending, ICredential } from '../api/private-api';\nimport { mapOkxOrdTypeToOrderType } from './mapOkxOrdTypeToOrderType';\n\nexport const listOrders = async (credential: ICredential, account_id: string): Promise<IOrder[]> => {\n  const accountIds = await getAccountIds(credential);\n  if (accountIds?.trading === account_id) {\n    const orderRes = await getTradeOrdersPending(credential, {});\n    return orderRes.data.map((x) => {\n      const order_type = mapOkxOrdTypeToOrderType(x.ordType);\n\n      const order_direction =\n        x.side === 'buy'\n          ? x.posSide === 'long'\n            ? 'OPEN_LONG'\n            : 'CLOSE_SHORT'\n          : x.posSide === 'short'\n          ? 'OPEN_SHORT'\n          : 'CLOSE_LONG';\n      return {\n        order_id: x.ordId,\n        account_id,\n        product_id: encodePath(x.instType, x.instId),\n        submit_at: +x.cTime,\n        filled_at: +x.fillTime,\n        order_type,\n        order_direction,\n        volume: +x.sz,\n        traded_volume: +x.accFillSz,\n        price: +x.px,\n        traded_price: +x.avgPx,\n      };\n    });\n  }\n  throw new Error(`Account ID ${account_id} not found or not a trading account`);\n};\n"]}

package/lib/orders/mapOkxOrdTypeToOrderType.d.ts

@@ -0,0 +1,2 @@
+export declare const mapOkxOrdTypeToOrderType: (ordType?: string) => "MARKET" | "LIMIT" | "MAKER" | "IOC" | "FOK" | "UNKNOWN";
+//# sourceMappingURL=mapOkxOrdTypeToOrderType.d.ts.map

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

@@ -0,0 +1 @@
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