okx-api 2.0.6 → 3.0.0-beta.0

package/{lib → dist/cjs}/rest-client.js

@@ -1,33 +1,11 @@
 "use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
 var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.RestClient = void 0;
-const BaseRestClient_1 = __importDefault(require("./util/BaseRestClient"));
-class RestClient extends BaseRestClient_1.default {
-    /**
-     * @public Creates an instance of the REST API client.
-     *
-     * @param credentials - Note: This parameter will be removed! Pass `null` here and use the restClientOptions parameter (3rd one) instead!
-     * @param environment - Note: This parameter will be removed! Pass `prod` here and use the restClientOptions parameter (3rd one) instead!
-     * @param restClientOptions
-     * @param requestOptions
-     * @returns
-     */
-    constructor(credentials, environment = 'prod', restClientOptions = {}, requestOptions = {}) {
-        super(Object.assign({ apiKey: credentials === null || credentials === void 0 ? void 0 : credentials.apiKey, apiSecret: credentials === null || credentials === void 0 ? void 0 : credentials.apiSecret, apiPass: credentials === null || credentials === void 0 ? void 0 : credentials.apiPass, market: environment }, restClientOptions), requestOptions);
-        return this;
-    }
+const BaseRestClient_js_1 = __importDefault(require("./util/BaseRestClient.js"));
+class RestClient extends BaseRestClient_js_1.default {
     /**
      *
      * Custom SDK functions
@@ -40,61 +18,56 @@ class RestClient extends BaseRestClient_1.default {
      * Final values might vary slightly, but it should be within few ms difference.
      * If you have any suggestions or improvements to this measurement, please create an issue or pull request on GitHub.
      */
-    fetchLatencySummary() {
-        return __awaiter(this, void 0, void 0, function* () {
-            const clientTimeReqStart = Date.now();
-            const serverTime = yield this.getServerTime();
-            const clientTimeReqEnd = Date.now();
-            console.log('serverTime', serverTime);
-            const serverTimeMs = serverTime;
-            const roundTripTime = clientTimeReqEnd - clientTimeReqStart;
-            const estimatedOneWayLatency = Math.floor(roundTripTime / 2);
-            // Adjust server time by adding estimated one-way latency
-            const adjustedServerTime = serverTimeMs + estimatedOneWayLatency;
-            // Calculate time difference between adjusted server time and local time
-            const timeDifference = adjustedServerTime - clientTimeReqEnd;
-            const result = {
-                localTime: clientTimeReqEnd,
-                serverTime: serverTimeMs,
-                roundTripTime,
-                estimatedOneWayLatency,
-                adjustedServerTime,
-                timeDifference,
-            };
-            console.log('Time synchronization results:');
-            console.log(result);
-            console.log(`Your approximate latency to exchange server:
+    async fetchLatencySummary() {
+        const clientTimeReqStart = Date.now();
+        const serverTime = await this.getServerTime();
+        const clientTimeReqEnd = Date.now();
+        console.log('serverTime', serverTime);
+        const serverTimeMs = serverTime;
+        const roundTripTime = clientTimeReqEnd - clientTimeReqStart;
+        const estimatedOneWayLatency = Math.floor(roundTripTime / 2);
+        // Adjust server time by adding estimated one-way latency
+        const adjustedServerTime = serverTimeMs + estimatedOneWayLatency;
+        // Calculate time difference between adjusted server time and local time
+        const timeDifference = adjustedServerTime - clientTimeReqEnd;
+        const result = {
+            localTime: clientTimeReqEnd,
+            serverTime: serverTimeMs,
+            roundTripTime,
+            estimatedOneWayLatency,
+            adjustedServerTime,
+            timeDifference,
+        };
+        console.log('Time synchronization results:');
+        console.log(result);
+        console.log(`Your approximate latency to exchange server:
       One way: ${estimatedOneWayLatency}ms.
       Round trip: ${roundTripTime}ms.
       `);
-            if (timeDifference > 500) {
-                console.warn(`WARNING! Time difference between server and client clock is greater than 500ms. It is currently ${timeDifference}ms.
+        if (timeDifference > 500) {
+            console.warn(`WARNING! Time difference between server and client clock is greater than 500ms. It is currently ${timeDifference}ms.
         Consider adjusting your system clock to avoid unwanted clock sync errors!
         Visit https://github.com/tiagosiebler/awesome-crypto-examples/wiki/Timestamp-for-this-request-is-outside-of-the-recvWindow for more information`);
-            }
-            else {
-                console.log(`Time difference between server and client clock is within acceptable range of 500ms. It is currently ${timeDifference}ms.`);
-            }
-            return result;
-        });
+        }
+        else {
+            console.log(`Time difference between server and client clock is within acceptable range of 500ms. It is currently ${timeDifference}ms.`);
+        }
+        return result;
     }
     /**
      *
      * OKX misc endpoints
      *
      */
-    getServerTime() {
-        var _a;
-        return __awaiter(this, void 0, void 0, function* () {
-            const response = yield this.get('/api/v5/public/time');
-            const timestamp = Array.isArray(response) ? Number((_a = response[0]) === null || _a === void 0 ? void 0 : _a.ts) : NaN;
-            if (!Array.isArray(response) ||
-                isNaN(timestamp) ||
-                typeof timestamp !== 'number') {
-                throw response;
-            }
-            return timestamp;
-        });
+    async getServerTime() {
+        const response = await this.get('/api/v5/public/time');
+        const timestamp = Array.isArray(response) ? Number(response[0]?.ts) : NaN;
+        if (!Array.isArray(response) ||
+            isNaN(timestamp) ||
+            typeof timestamp !== 'number') {
+            throw response;
+        }
+        return timestamp;
     }
     /**
      *

package/dist/cjs/rest-client.js.map

@@ -0,0 +1 @@
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package/dist/cjs/types/rest/client.d.ts

@@ -0,0 +1,36 @@
+import { APIMarket } from '../shared.js';
+export interface RestClientOptions {
+    apiKey?: string;
+    apiSecret?: string;
+    apiPass?: string;
+    /**
+     * The API group this client should connect to:
+     * - market: 'prod' (default: connects to OKX global) https://www.okx.com/docs-v5/en/#overview-production-trading-services
+     * - market: 'EEA' // also known as "my.okx.com" https://my.okx.com/docs-v5/en/#overview-production-trading-services
+     * - market: 'US' // also known as "app.okx.com" https://app.okx.com/docs-v5/en/#overview-production-trading-services
+     */
+    market?: APIMarket;
+    /**
+     * Set to `true` to use OKX's demo trading functionality
+     */
+    demoTrading?: boolean;
+    strict_param_validation?: boolean;
+    baseUrl?: string;
+    parse_exceptions?: boolean;
+    /**
+     * Enable keep alive for REST API requests (via axios).
+     */
+    keepAlive?: boolean;
+    /**
+     * When using HTTP KeepAlive, how often to send TCP KeepAlive packets over sockets being kept alive. Default = 1000.
+     * Only relevant if keepAlive is set to true.
+     * Default: 1000 (defaults comes from https agent)
+     */
+    keepAliveMsecs?: number;
+    /**
+     * Allows you to provide a custom "signMessage" function, e.g. to use node's much faster createHmac method
+     *
+     * Look in the examples folder for a demonstration on using node's createHmac instead.
+     */
+    customSignMessageFn?: (message: string, secret: string) => Promise<string>;
+}

package/{lib → dist/cjs}/types/rest/client.js.map

@@ -1 +1 @@
-{"version":3,"file":"client.js","sourceRoot":"","sources":["../../../src/types/rest/client.ts"],"names":[],"mappings":""}
+{"version":3,"file":"client.js","sourceRoot":"","sources":["../../../../src/types/rest/client.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/request/account.d.ts

@@ -1,4 +1,4 @@
-import { InstrumentType, MarginMode, PositionSide, WithdrawState } from '../shared';
+import { InstrumentType, MarginMode, PositionSide, WithdrawState } from '../shared.js';
 export interface SetLeverageRequest {
     instId?: string;
     ccy?: string;

package/dist/cjs/types/rest/request/account.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"account.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/account.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/request/block-trading.d.ts

@@ -1,4 +1,4 @@
-import { OrderSide, RFQLeg } from '../shared';
+import { OrderSide, RFQLeg } from '../shared.js';
 export interface CreateBlockRFQRequest {
     counterparties: string[];
     anonymous?: boolean;

package/dist/cjs/types/rest/request/block-trading.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"block-trading.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/block-trading.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/convert.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"convert.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/convert.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/copy-trading.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"copy-trading.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/copy-trading.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/funding.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"funding.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/funding.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/grid-trading.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"grid-trading.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/grid-trading.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/public.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"public.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/public.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/recurring-buy.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"recurring-buy.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/recurring-buy.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/request/shared.d.ts

@@ -1,4 +1,4 @@
-import { numberInString } from '../shared';
+import { numberInString } from '../shared.js';
 export interface PaginatedSymbolRequest {
     ccy?: string;
     after?: numberInString;

package/dist/cjs/types/rest/request/shared.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"shared.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/shared.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/signal-bot.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"signal-bot.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/signal-bot.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/simple-earn.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"simple-earn.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/simple-earn.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/spread-trading.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"spread-trading.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/spread-trading.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/request/subaccount.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"subaccount.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/subaccount.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/request/trade.d.ts

@@ -1,4 +1,4 @@
-import { AlgoOrderState, AlgoOrderType, AlgoPositionSide, InstrumentType, MarginMode, numberInString, OrderSide, OrderType, PositionSide, PriceTriggerType, TradeMode } from '../shared';
+import { AlgoOrderState, AlgoOrderType, AlgoPositionSide, InstrumentType, MarginMode, numberInString, OrderSide, OrderType, PositionSide, PriceTriggerType, TradeMode } from '../shared.js';
 export interface AlgoRecentHistoryRequest {
     ordType: AlgoOrderType;
     algoId?: string;

package/dist/cjs/types/rest/request/trade.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../../../../src/types/rest/request/trade.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/response/private-account.d.ts

@@ -1,4 +1,4 @@
-import { AccountLevel, MarginMode, PositionSide, WithdrawState } from '../shared';
+import { AccountLevel, MarginMode, PositionSide, WithdrawState } from '../shared.js';
 export interface AccountBalanceDetail {
     availBal: string;
     availEq: string;

package/dist/cjs/types/rest/response/private-account.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-account.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-account.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/response/private-block-trading.d.ts

@@ -1,4 +1,4 @@
-import { RFQLeg, RFQQuoteLegExtended } from '../shared';
+import { RFQLeg, RFQQuoteLegExtended } from '../shared.js';
 export interface BlockCounterParty {
     traderName: string;
     traderCode: string;

package/dist/cjs/types/rest/response/private-block-trading.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-block-trading.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-block-trading.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/response/private-copy-trading.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-copy-trading.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-copy-trading.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/response/private-flexible-loan.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-flexible-loan.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-flexible-loan.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/response/private-funding.d.ts

@@ -1,4 +1,4 @@
-import { ASSET_BILL_TYPE } from '../../../constants';
+import { ASSET_BILL_TYPE } from '../../../constants/funding.js';
 export interface FundingCurrency {
     ccy: string;
     name: string;

package/dist/cjs/types/rest/response/private-funding.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-funding.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-funding.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/response/private-recurring-buy.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-recurring-buy.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-recurring-buy.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/response/private-signal-bot.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-signal-bot.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-signal-bot.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/response/private-spread-trading.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-spread-trading.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-spread-trading.ts"],"names":[],"mappings":""}

package/dist/cjs/types/rest/response/private-subaccount.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-subaccount.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-subaccount.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/response/private-trade.d.ts

@@ -1,4 +1,4 @@
-import { AlgoOrderState, AlgoOrderType, AlgoPositionSide, numberInString, OrderState, OrderType, PositionSide } from '../shared';
+import { AlgoOrderState, AlgoOrderType, AlgoPositionSide, numberInString, OrderState, OrderType, PositionSide } from '../shared.js';
 export interface OrderResult {
     clOrdId: string;
     ordId: string;

package/dist/cjs/types/rest/response/private-trade.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"private-trade.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/private-trade.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/response/public-data.d.ts

@@ -1,4 +1,4 @@
-import { InstrumentType, numberInString } from '../shared';
+import { InstrumentType, numberInString } from '../shared.js';
 export interface Ticker {
     instType: InstrumentType;
     instId: string;

package/dist/cjs/types/rest/response/public-data.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"public-data.js","sourceRoot":"","sources":["../../../../../src/types/rest/response/public-data.ts"],"names":[],"mappings":""}

package/{lib → dist/cjs}/types/rest/shared.d.ts

@@ -12,7 +12,7 @@ export type GridAlgoSubOrderType = 'live' | 'filled';
 export type InstrumentType = 'SPOT' | 'MARGIN' | 'SWAP' | 'FUTURES' | 'OPTION';
 export type MarginMode = 'cross' | 'isolated';
 export type OrderSide = 'buy' | 'sell';
-export type OrderType = 'market' | 'limit' | 'post_only' | 'fok' | 'ioc' | 'optimal_limit_ioc';
+export type OrderType = 'market' | 'limit' | 'post_only' | 'fok' | 'ioc' | 'optimal_limit_ioc' | 'mmp' | 'mmp_and_post_only';
 export type OrderState = 'canceled' | 'live' | 'partially_filled' | 'filled' | 'mmp_canceled';
 export type PositionSide = 'net' | 'long' | 'short';
 export type PriceTriggerType = 'last' | 'index' | 'mark';
@@ -31,7 +31,7 @@ export interface RFQQuoteLegExtended {
     feeCcy: string;
     tradeId: string;
 }
-export type TradeMode = 'cross' | 'isolated' | 'cash';
+export type TradeMode = 'cross' | 'isolated' | 'cash' | 'spot_isolated';
 export interface TimestampObject {
     ts: numberInString;
 }

package/dist/cjs/types/rest/shared.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"shared.js","sourceRoot":"","sources":["../../../../src/types/rest/shared.ts"],"names":[],"mappings":""}

package/dist/cjs/types/shared.d.ts

@@ -0,0 +1,13 @@
+export interface APICredentials {
+    apiKey: string;
+    apiSecret: string;
+    apiPass: string;
+}
+/**
+ * The API Market represents the OKX Domain that you have signed up for. At this time, there are 3 supported domain groups:
+ *
+ * - GLOBAL, otherwise known as "www.okx.com".
+ * - EEA, otherwise known as "my.okx.com".
+ * - US, otherwise known as "app.okx.com".
+ */
+export type APIMarket = 'prod' | 'GLOBAL' | 'EEA' | 'US';

package/{lib → dist/cjs}/types/shared.js.map

@@ -1 +1 @@
-{"version":3,"file":"shared.js","sourceRoot":"","sources":["../../src/types/shared.ts"],"names":[],"mappings":""}
+{"version":3,"file":"shared.js","sourceRoot":"","sources":["../../../src/types/shared.ts"],"names":[],"mappings":""}

package/dist/cjs/types/websockets/ws-api-request.d.ts

@@ -0,0 +1,61 @@
+import { numberInString, OrderSide, OrderType, PositionSide, TradeMode } from '../rest/shared.js';
+export interface WSAPIPlaceOrderRequestV5 {
+    instId: string;
+    tdMode: TradeMode;
+    ccy?: string;
+    clOrdId?: string;
+    tag?: string;
+    side: OrderSide;
+    posSide?: PositionSide;
+    ordType: OrderType;
+    /** Quantity to buy or sell */
+    sz: numberInString;
+    px?: numberInString;
+    pxUsd?: numberInString;
+    pxVol?: numberInString;
+    reduceOnly?: boolean;
+    /** A spot buy on BTC-USDT with "base_ccy" would mean the QTY (sz) is in USDT */
+    tgtCcy?: 'base_ccy' | 'quote_ccy';
+    banAmend?: boolean;
+    tradeQuoteCcy?: string;
+    stpMode?: 'cancel_maker' | 'cancel_taker' | 'cancel_both';
+}
+export interface WSAPIAmendOrderRequestV5 {
+    instId: string;
+    cxlOnFail?: boolean;
+    ordId?: string;
+    clOrdId?: string;
+    reqId?: string;
+    newSz?: string;
+    newPx?: string;
+    newPxUsd?: string;
+    newPxVol?: string;
+}
+export interface WSAPIMassCancelOrdersRequestV5 {
+    instType: string;
+    instFamily: string;
+    lockInterval?: string;
+}
+export interface WSAPIPlaceSpreadOrderRequestV5 {
+    sprdId: string;
+    clOrdId?: string;
+    tag?: string;
+    side: OrderSide;
+    ordType: OrderType;
+    sz: numberInString;
+    px?: numberInString;
+}
+export interface WSAPIAmendSpreadOrderRequestV5 {
+    ordId?: string;
+    clOrdId?: string;
+    reqId?: string;
+    newSz?: string;
+    newPx?: string;
+}
+export interface WSAPICancelSpreadOrderRequestV5 {
+    ordId?: string;
+    clOrdId?: string;
+}
+export interface WSAPISpreadMassCancelOrdersRequestV5 {
+    sprdId?: string;
+}

package/dist/cjs/types/websockets/ws-api-request.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=ws-api-request.js.map

package/dist/cjs/types/websockets/ws-api-request.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ws-api-request.js","sourceRoot":"","sources":["../../../../src/types/websockets/ws-api-request.ts"],"names":[],"mappings":""}

package/dist/cjs/types/websockets/ws-api-response.d.ts

@@ -0,0 +1,28 @@
+import { numberInString } from '../rest/shared.js';
+export interface WSAPICancelOrderResultV5 {
+    clOrdId: string;
+    ordId: string;
+    ts: numberInString;
+    sCode: string;
+    sMsg: string;
+}
+export interface WSAPISpreadPlaceOrderResultV5 {
+    clOrdId: string;
+    ordId: string;
+    tag: string;
+    sCode: numberInString;
+    sMsg: string;
+}
+export interface WSAPISpreadAmendOrderResultV5 {
+    clOrdId: string;
+    ordId: string;
+    reqId: string;
+    sCode: string;
+    sMsg: string;
+}
+export interface WSAPISpreadCancelOrderResultV5 {
+    clOrdId: string;
+    ordId: string;
+    sCode: string;
+    sMsg: string;
+}

package/dist/cjs/types/websockets/ws-api-response.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=ws-api-response.js.map

package/dist/cjs/types/websockets/ws-api-response.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ws-api-response.js","sourceRoot":"","sources":["../../../../src/types/websockets/ws-api-response.ts"],"names":[],"mappings":""}