okx-api 1.1.4 → 1.1.7

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Files changed (8) hide show
  1. package/lib/rest-client.d.ts +4 -2
  2. package/lib/rest-client.js +6 -0
  3. package/lib/rest-client.js.map +1 -1
  4. package/lib/types/rest/request/trade.d.ts +22 -3
  5. package/lib/types/rest/response/private-trade.d.ts +129 -32
  6. package/lib/types/rest/response/public-data.d.ts +5 -1
  7. package/lib/types/rest/shared.d.ts +4 -1
  8. package/package.json +1 -1
package/lib/rest-client.d.ts CHANGED
@@ -1,6 +1,6 @@
1
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  import { AxiosRequestConfig } from 'axios';
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  import BaseRestClient from './util/BaseRestClient';
3
- import { ContractGridDirection, GridAlgoOrderType, GridAlgoSubOrderType, InstrumentType, MarginMode, numberInString, Ticker, AlgoOrderRequest, AmendOrderRequest, CancelAlgoOrderRequest, OrderIdRequest, ClosePositionRequest, OrderRequest, OrderHistoryRequest, FillsHistoryRequest, AlgoRecentHistoryRequest, AlgoLongHistoryRequest, PaginatedSymbolRequest, OrderResult, CancelledOrderResult, AmendedOrder, ClosedPositions, OrderDetails, OrderListItem, HistoricOrder, OrderFill, AlgoOrderResult, AlgoOrderListItem, HistoricAlgoOrder, BlockCounterParty, CreateBlockRFQRequest, CreateRFQResult, CancelBlockRFQRequest, CancelBlockQuoteResult, CancelMultipleBlockRFQRequest, TimestampObject, ExecuteBlockQuoteResult, ExecuteBlockQuoteRequest, CreateBlockQuoteRequest, CreateBlockQuoteResult, CancelBlockRFQResult, CancelBlockQuoteRequest, CancelMultipleBlockQuoteRequest, BlockRFQResult, GetBlockRFQSParams, GetBlockQuoteParams, GetBlockQuoteResult, FundingCurrency, FundingBalance, AccountAssetValuation, FundTransferResult, FundTransferState, AssetBillDetails, AccountBalance, GetPositionsParams, AccountPosition, GetHistoricPositionParams, HistoricAccountPosition, AccountPositionRisk, AccountBill, AccountConfiguration, AccountPositionModeResult, AccountLeverageResult, AccountMaxOrderAmount, AccountMaxTradableAmount, AccountChangeMarginResult, AccountLeverage, AccountMaxLoan, AccountFeeRate, AccountIsolatedMode, SubAccount, SubAccountAPIReset, SubAccountBalances, SubAccountTransferResult, IndexTicker, OrderBook, Candle, CandleNoVolume, Trade, Pagination, APIResponse, GetGridAlgoOrdersRequest, FundsTransferRequest, WithdrawRequest, WithdrawResponse, ConvertTradeRequest, ConvertQuoteEstimateRequest, SetLeverageRequest, ChangePositionMarginRequest, SubAccountTransferRequest, GridAlgoOrderRequest, StopGridAlgoOrderRequest, APICredentials, RestClientOptions, APIMarket, Instrument } from './types';
3
+ import { ContractGridDirection, GridAlgoOrderType, GridAlgoSubOrderType, InstrumentType, MarginMode, numberInString, Ticker, AmendOrderRequest, CancelAlgoOrderRequest, OrderIdRequest, ClosePositionRequest, OrderRequest, OrderHistoryRequest, FillsHistoryRequest, AlgoRecentHistoryRequest, AlgoLongHistoryRequest, PaginatedSymbolRequest, OrderResult, CancelledOrderResult, AmendedOrder, ClosedPositions, OrderDetails, OrderListItem, HistoricOrder, OrderFill, AlgoOrderResult, AlgoOrderListItem, HistoricAlgoOrder, BlockCounterParty, CreateBlockRFQRequest, CreateRFQResult, CancelBlockRFQRequest, CancelBlockQuoteResult, CancelMultipleBlockRFQRequest, TimestampObject, ExecuteBlockQuoteResult, ExecuteBlockQuoteRequest, CreateBlockQuoteRequest, CreateBlockQuoteResult, CancelBlockRFQResult, CancelBlockQuoteRequest, CancelMultipleBlockQuoteRequest, BlockRFQResult, GetBlockRFQSParams, GetBlockQuoteParams, GetBlockQuoteResult, FundingCurrency, FundingBalance, AccountAssetValuation, FundTransferResult, FundTransferState, AssetBillDetails, AccountBalance, GetPositionsParams, AccountPosition, GetHistoricPositionParams, HistoricAccountPosition, AccountPositionRisk, AccountBill, AccountConfiguration, AccountPositionModeResult, AccountLeverageResult, AccountMaxOrderAmount, AccountMaxTradableAmount, AccountChangeMarginResult, AccountLeverage, AccountMaxLoan, AccountFeeRate, AccountIsolatedMode, SubAccount, SubAccountAPIReset, SubAccountBalances, SubAccountTransferResult, IndexTicker, OrderBook, Candle, CandleNoVolume, Trade, Pagination, APIResponse, GetGridAlgoOrdersRequest, FundsTransferRequest, WithdrawRequest, WithdrawResponse, ConvertTradeRequest, ConvertQuoteEstimateRequest, SetLeverageRequest, ChangePositionMarginRequest, SubAccountTransferRequest, GridAlgoOrderRequest, StopGridAlgoOrderRequest, APICredentials, RestClientOptions, APIMarket, Instrument, PosMode, AlgoOrderDetailsRequest, AlgoOrderDetailsResult, AmendAlgoOrderRequest, AmendAlgoOrderResult, AlgoOrderRequest } from './types';
4
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  import { ASSET_BILL_TYPE } from './constants';
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  export declare class RestClient extends BaseRestClient {
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  /**
@@ -39,6 +39,8 @@ export declare class RestClient extends BaseRestClient {
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  */
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  getFillsHistory(params: FillsHistoryRequest): Promise<OrderFill[]>;
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  placeAlgoOrder(params: AlgoOrderRequest): Promise<AlgoOrderResult[]>;
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+ getAlgoOrderDetails(params: AlgoOrderDetailsRequest): Promise<AlgoOrderDetailsResult[]>;
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+ amendAlgoOrder(params: AmendAlgoOrderRequest): Promise<AmendAlgoOrderResult[]>;
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  cancelAlgoOrder(params: CancelAlgoOrderRequest[]): Promise<AlgoOrderResult[]>;
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  cancelAdvanceAlgoOrder(params: CancelAlgoOrderRequest[]): Promise<AlgoOrderResult[]>;
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  getAlgoOrderList(params: AlgoRecentHistoryRequest): Promise<AlgoOrderListItem[]>;
@@ -148,7 +150,7 @@ export declare class RestClient extends BaseRestClient {
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  /** Last 3 months */
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  getBillsArchive(params?: any): Promise<AccountBill[]>;
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  getAccountConfiguration(): Promise<AccountConfiguration[]>;
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- setPositionMode(posMode: 'long_short_mode' | 'net'): Promise<AccountPositionModeResult[]>;
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+ setPositionMode(posMode: PosMode): Promise<AccountPositionModeResult[]>;
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  setLeverage(params: SetLeverageRequest): Promise<AccountLeverageResult[]>;
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  /** Max buy/sell amount or open amount */
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  getMaxBuySellAmount(params: {
package/lib/rest-client.js CHANGED
@@ -95,6 +95,12 @@ class RestClient extends BaseRestClient_1.default {
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  placeAlgoOrder(params) {
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  return this.postPrivate('/api/v5/trade/order-algo', params);
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  }
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+ getAlgoOrderDetails(params) {
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+ return this.getPrivate('/api/v5/trade/order-algo', params);
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+ }
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+ amendAlgoOrder(params) {
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+ return this.postPrivate('/api/v5/trade/amend-algos', params);
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+ }
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  cancelAlgoOrder(params) {
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  return this.postPrivate('/api/v5/trade/cancel-algos', params);
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  }
package/lib/rest-client.js.map CHANGED
@@ -1 +1 @@
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package/lib/types/rest/request/trade.d.ts CHANGED
@@ -1,4 +1,4 @@
1
- import { TradeMode, OrderSide, PositionSide, AlgoOrderType, numberInString, PriceTriggerType, OrderType, MarginMode, InstrumentType, AlgoState } from '../shared';
1
+ import { TradeMode, OrderSide, PositionSide, AlgoOrderType, numberInString, PriceTriggerType, OrderType, MarginMode, InstrumentType, AlgoOrderState, AlgoPositionSide } from '../shared';
2
2
  export interface AlgoRecentHistoryRequest {
3
3
  ordType: AlgoOrderType;
4
4
  algoId?: string;
@@ -10,7 +10,7 @@ export interface AlgoRecentHistoryRequest {
10
10
  }
11
11
  export interface AlgoLongHistoryRequest {
12
12
  ordType: AlgoOrderType;
13
- state?: AlgoState;
13
+ state?: AlgoOrderState;
14
14
  algoId?: string;
15
15
  instType?: InstrumentType;
16
16
  instId?: string;
@@ -23,8 +23,9 @@ export interface AlgoOrderRequest {
23
23
  tdMode: TradeMode;
24
24
  ccy?: string;
25
25
  side: OrderSide;
26
- posSide?: Omit<PositionSide, 'net'>;
26
+ posSide?: AlgoPositionSide;
27
27
  ordType: AlgoOrderType;
28
+ algoClOrdId?: string;
28
29
  sz: numberInString;
29
30
  tag?: string;
30
31
  reduceOnly?: boolean;
@@ -56,6 +57,24 @@ export interface AmendOrderRequest {
56
57
  newSz?: string;
57
58
  newPx?: string;
58
59
  }
60
+ export interface AlgoOrderDetailsRequest {
61
+ algoId: string;
62
+ algoClOrdId: string;
63
+ }
64
+ export interface AmendAlgoOrderRequest {
65
+ instId: string;
66
+ algoId?: string;
67
+ algoClOrdId?: string;
68
+ cxlOnFail?: boolean;
69
+ reqId?: string;
70
+ newSz?: string;
71
+ newTpTriggerPx?: string;
72
+ newTpOrdPx?: string;
73
+ newSlTriggerPx?: string;
74
+ newSlOrdPx?: string;
75
+ newTpTriggerPxType?: 'last' | 'index' | 'mark';
76
+ newSlTriggerPxType?: 'last' | 'index' | 'mark';
77
+ }
59
78
  export interface CancelAlgoOrderRequest {
60
79
  algoId: string;
61
80
  instId: string;
package/lib/types/rest/response/private-trade.d.ts CHANGED
@@ -1,4 +1,4 @@
1
- import { PositionSide, numberInString } from '../shared';
1
+ import { AlgoOrderState, AlgoOrderType, AlgoPositionSide, OrderState, OrderType, PositionSide, numberInString } from '../shared';
2
2
  export interface OrderResult {
3
3
  clOrdId: string;
4
4
  ordId: string;
@@ -33,7 +33,7 @@ export interface OrderDetails {
33
33
  px: string;
34
34
  sz: string;
35
35
  pnl: string;
36
- ordType: string;
36
+ ordType: OrderType;
37
37
  side: string;
38
38
  posSide: PositionSide;
39
39
  tdMode: string;
@@ -42,7 +42,7 @@ export interface OrderDetails {
42
42
  tradeId: string;
43
43
  fillSz: string;
44
44
  fillTime: string;
45
- state: string;
45
+ state: OrderState;
46
46
  avgPx: string;
47
47
  lever: string;
48
48
  tpTriggerPx: string;
@@ -76,17 +76,24 @@ export interface OrderListItem {
76
76
  instType: string;
77
77
  lever: string;
78
78
  ordId: string;
79
- ordType: string;
79
+ ordType: OrderType;
80
80
  pnl: string;
81
81
  posSide: PositionSide;
82
82
  px: string;
83
+ pxUsd: string;
84
+ pxVol: string;
85
+ pxType: string;
83
86
  rebate: string;
84
87
  rebateCcy: string;
85
88
  side: string;
89
+ attachAlgoClOrdId: string;
86
90
  slOrdPx: string;
87
91
  slTriggerPx: string;
88
92
  slTriggerPxType: string;
89
- state: string;
93
+ attachAlgoOrds: any[];
94
+ state: OrderState;
95
+ stpId: string;
96
+ stpMode: string;
90
97
  sz: string;
91
98
  tag: string;
92
99
  tgtCcy: string;
@@ -96,6 +103,10 @@ export interface OrderListItem {
96
103
  tpTriggerPx: string;
97
104
  tpTriggerPxType: string;
98
105
  tradeId: string;
106
+ reduceOnly: string;
107
+ quickMgnType: string;
108
+ algoClOrdId: string;
109
+ algoId: string;
99
110
  uTime: string;
100
111
  }
101
112
  export interface HistoricOrder {
@@ -106,8 +117,11 @@ export interface HistoricOrder {
106
117
  clOrdId: string;
107
118
  tag: string;
108
119
  px: string;
120
+ pxUsd: string;
121
+ pxVol: string;
122
+ pxType: string;
109
123
  sz: string;
110
- ordType: string;
124
+ ordType: OrderType;
111
125
  side: string;
112
126
  posSide: PositionSide;
113
127
  tdMode: string;
@@ -116,15 +130,19 @@ export interface HistoricOrder {
116
130
  tradeId: string;
117
131
  fillSz: string;
118
132
  fillTime: string;
119
- state: string;
133
+ state: OrderState;
120
134
  avgPx: string;
121
135
  lever: string;
136
+ attachAlgoClOrdId: string;
122
137
  tpTriggerPx: string;
123
138
  tpTriggerPxType: string;
124
139
  tpOrdPx: string;
125
140
  slTriggerPx: string;
126
141
  slTriggerPxType: string;
127
142
  slOrdPx: string;
143
+ attachAlgoOrds: any[];
144
+ stpId: string;
145
+ stpMode: string;
128
146
  feeCcy: string;
129
147
  fee: string;
130
148
  rebateCcy: string;
@@ -133,6 +151,11 @@ export interface HistoricOrder {
133
151
  tgtCcy: string;
134
152
  pnl: string;
135
153
  category: string;
154
+ reduceOnly: string;
155
+ cancelSource: string;
156
+ cancelSourceReason: string;
157
+ algoClOrdId: string;
158
+ algoId: string;
136
159
  uTime: string;
137
160
  cTime: string;
138
161
  }
@@ -155,19 +178,27 @@ export interface OrderFill {
155
178
  }
156
179
  export interface AlgoOrderResult {
157
180
  algoId: string;
181
+ algoClOrdId: string;
158
182
  sCode: string;
159
183
  sMsg: string;
160
184
  }
161
- export interface AlgoOrderListItem {
185
+ export interface AmendAlgoOrderResult extends AlgoOrderResult {
186
+ reqId: string;
187
+ }
188
+ export interface AlgoOrderDetailsResult {
162
189
  instType: string;
163
190
  instId: string;
164
191
  ordId: string;
192
+ ordIdList: string[];
165
193
  ccy: string;
194
+ clOrdId: string;
166
195
  algoId: string;
196
+ attachAlgoOrds: any[];
167
197
  sz: string;
198
+ closeFraction: string;
168
199
  ordType: string;
169
200
  side: string;
170
- posSide: PositionSide;
201
+ posSide: string;
171
202
  tdMode: string;
172
203
  tgtCcy: string;
173
204
  state: string;
@@ -177,7 +208,6 @@ export interface AlgoOrderListItem {
177
208
  tpOrdPx: string;
178
209
  slTriggerPx: string;
179
210
  slTriggerPxType: string;
180
- slOrdPx: string;
181
211
  triggerPx: string;
182
212
  triggerPxType: string;
183
213
  ordPx: string;
@@ -188,48 +218,115 @@ export interface AlgoOrderListItem {
188
218
  pxSpread: string;
189
219
  pxLimit: string;
190
220
  szLimit: string;
221
+ tag: string;
191
222
  timeInterval: string;
192
- triggerTime: string;
193
223
  callbackRatio: string;
194
224
  callbackSpread: string;
195
225
  activePx: string;
196
226
  moveTriggerPx: string;
227
+ reduceOnly: string;
228
+ triggerTime: string;
229
+ last: string;
230
+ failCode: string;
231
+ algoClOrdId: string;
232
+ amendPxOnTriggerType: string;
197
233
  cTime: string;
198
234
  }
199
- export interface HistoricAlgoOrder {
200
- instType: string;
235
+ export interface AlgoOrderListItem {
236
+ activePx: string;
237
+ actualPx: string;
238
+ actualSide: string;
239
+ actualSz: string;
240
+ algoId: string;
241
+ attachAlgoOrds: any[];
242
+ cTime: string;
243
+ callbackRatio: string;
244
+ callbackSpread: string;
245
+ ccy: string;
246
+ clOrdId: string;
201
247
  instId: string;
248
+ instType: string;
249
+ lever: string;
250
+ moveTriggerPx: string;
202
251
  ordId: string;
203
- ccy: string;
204
- algoId: string;
205
- sz: string;
206
- ordType: string;
252
+ ordIdList: any[];
253
+ ordPx: string;
254
+ ordType: AlgoOrderType;
255
+ posSide: AlgoPositionSide;
256
+ pxLimit: string;
257
+ pxSpread: string;
258
+ pxVar: string;
207
259
  side: string;
208
- posSide: PositionSide;
260
+ slOrdPx: string;
261
+ slTriggerPx: string;
262
+ slTriggerPxType: string;
263
+ state: AlgoOrderState;
264
+ sz: string;
265
+ closeFraction: string;
266
+ szLimit: string;
267
+ tag: string;
209
268
  tdMode: string;
210
269
  tgtCcy: string;
211
- state: string;
212
- lever: string;
270
+ timeInterval: string;
271
+ tpOrdPx: string;
213
272
  tpTriggerPx: string;
214
273
  tpTriggerPxType: string;
215
- tpOrdPx: string;
216
- slTriggerPx: string;
217
- slTriggerPxType: string;
218
274
  triggerPx: string;
275
+ reduceOnly: string;
219
276
  triggerPxType: string;
220
- ordPx: string;
221
- actualSz: string;
277
+ quickMgnType: string;
278
+ last: string;
279
+ failCode: string;
280
+ algoClOrdId: string;
281
+ triggerTime: string;
282
+ amendPxOnTriggerType: string;
283
+ }
284
+ export interface HistoricAlgoOrder {
285
+ activePx: string;
222
286
  actualPx: string;
223
287
  actualSide: string;
224
- pxVar: string;
225
- pxSpread: string;
226
- pxLimit: string;
227
- szLimit: string;
228
- timeInterval: string;
288
+ actualSz: string;
289
+ algoClOrdId: string;
290
+ algoId: string;
291
+ attachAlgoOrds: any[];
292
+ cTime: string;
229
293
  callbackRatio: string;
230
294
  callbackSpread: string;
231
- activePx: string;
295
+ ccy: string;
296
+ clOrdId: string;
297
+ closeFraction: string;
298
+ failCode: string;
299
+ instId: string;
300
+ instType: string;
301
+ last: string;
302
+ lever: string;
232
303
  moveTriggerPx: string;
304
+ ordId: string;
305
+ ordIdList: string[];
306
+ ordPx: string;
307
+ ordType: AlgoOrderType;
308
+ posSide: AlgoPositionSide;
309
+ pxLimit: string;
310
+ pxSpread: string;
311
+ pxVar: string;
312
+ quickMgnType: string;
313
+ reduceOnly: string;
314
+ side: string;
315
+ slOrdPx: string;
316
+ slTriggerPx: string;
317
+ slTriggerPxType: string;
318
+ state: AlgoOrderState;
319
+ sz: string;
320
+ szLimit: string;
321
+ tag: string;
322
+ tdMode: string;
323
+ tgtCcy: string;
324
+ timeInterval: string;
325
+ tpOrdPx: string;
326
+ tpTriggerPx: string;
327
+ tpTriggerPxType: string;
328
+ triggerPx: string;
329
+ triggerPxType: string;
233
330
  triggerTime: string;
234
- cTime: string;
331
+ amendPxOnTriggerType: string;
235
332
  }
package/lib/types/rest/response/public-data.d.ts CHANGED
@@ -43,6 +43,8 @@ declare type lowPrice = string;
43
43
  declare type closePrice = string;
44
44
  declare type vol = string;
45
45
  declare type volCcy = string;
46
+ declare type volCcyQuote = string;
47
+ declare type confirm = string;
46
48
  export declare type Candle = [
47
49
  timestamp,
48
50
  openPrice,
@@ -50,7 +52,9 @@ export declare type Candle = [
50
52
  lowPrice,
51
53
  closePrice,
52
54
  vol,
53
- volCcy
55
+ volCcy,
56
+ volCcyQuote,
57
+ confirm
54
58
  ];
55
59
  export declare type CandleNoVolume = [
56
60
  timestamp,
package/lib/types/rest/shared.d.ts CHANGED
@@ -5,13 +5,15 @@ export interface APIResponse<T> {
5
5
  data: T;
6
6
  }
7
7
  export declare type AlgoOrderType = 'conditional' | 'oco' | 'trigger' | 'move_order_stop' | 'iceberg' | 'twap';
8
- export declare type AlgoState = 'effective' | 'canceled' | 'order_failed';
8
+ export declare type AlgoOrderState = 'live' | 'pause' | 'partially_effective' | 'effective' | 'canceled' | 'order_failed' | 'partially_failed';
9
+ export declare type AlgoPositionSide = 'long' | 'short';
9
10
  export declare type ContractGridDirection = 'long' | 'short' | 'neutral';
10
11
  export declare type GridAlgoSubOrderType = 'live' | 'filled';
11
12
  export declare type InstrumentType = 'SPOT' | 'MARGIN' | 'SWAP' | 'FUTURES' | 'OPTION';
12
13
  export declare type MarginMode = 'cross' | 'isolated';
13
14
  export declare type OrderSide = 'buy' | 'sell';
14
15
  export declare type OrderType = 'market' | 'limit' | 'post_only' | 'fok' | 'ioc' | 'optimal_limit_ioc';
16
+ export declare type OrderState = 'canceled' | 'live' | 'partially_filled' | 'filled' | 'mmp_canceled';
15
17
  export declare type PositionSide = 'net' | 'long' | 'short';
16
18
  export declare type PriceTriggerType = 'last' | 'index' | 'mark';
17
19
  export interface RFQLeg {
@@ -38,3 +40,4 @@ export interface Pagination {
38
40
  before?: string;
39
41
  limit?: string;
40
42
  }
43
+ export declare type PosMode = 'long_short_mode' | 'net_mode';
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "okx-api",
3
- "version": "1.1.4",
3
+ "version": "1.1.7",
4
4
  "description": "Complete & robust Node.js SDK for OKX's REST APIs and WebSockets, with TypeScript & end-to-end tests",
5
5
  "main": "lib/index.js",
6
6
  "types": "lib/index.d.ts",