okx-api 3.0.5 → 3.0.7

package/dist/mjs/types/rest/request/account.d.ts

@@ -142,3 +142,9 @@ export interface SetMMPConfigRequest {
     frozenInterval: string;
     qtyLimit: string;
 }
+export interface SetSettleCurrencyRequest {
+    settleCcy: string;
+}
+export interface SetFeeTypeRequest {
+    feeType: '0' | '1';
+}

package/dist/mjs/types/rest/request/block-trading.d.ts

@@ -1,9 +1,23 @@
 import { OrderSide, RFQLeg } from '../shared.js';
+export interface AccountAllocationLeg {
+    sz: string;
+    instId: string;
+    tdMode?: string;
+    ccy?: string;
+    posSide?: string;
+}
+export interface AccountAllocation {
+    acct: string;
+    legs: AccountAllocationLeg[];
+}
 export interface CreateBlockRFQRequest {
     counterparties: string[];
     anonymous?: boolean;
     clRfqId?: string;
+    tag?: string;
+    allowPartialExecution?: boolean;
     legs: RFQLeg[];
+    acctAlloc?: AccountAllocation[];
 }
 export interface CancelBlockRFQRequest {
     rfqId?: string;

package/dist/mjs/types/rest/request/trade.d.ts

@@ -98,8 +98,9 @@ export interface AmendAlgoOrderRequest {
     attachAlgoOrds?: AlgoTriggerOrder[];
 }
 export interface CancelAlgoOrderRequest {
-    algoId: string;
     instId: string;
+    algoId?: string;
+    algoClOrdId?: string;
 }
 export interface ClosePositionRequest {
     instId: string;

package/dist/mjs/types/rest/response/private-account.d.ts

@@ -48,6 +48,7 @@ export interface AccountBalance {
     uTime: string;
     spotCopyTradingEq: string;
     upl: string;
+    frpType?: string;
 }
 export interface AccountPosition {
     adl: string;
@@ -156,6 +157,8 @@ export interface AccountBill {
     to: string;
     ts: string;
     type: string;
+    earnAmt?: string;
+    earnApr?: string;
 }
 export interface AccountHistoryBill {
     fileHref: string;
@@ -186,6 +189,9 @@ export interface AccountConfiguration {
     discountType: '0' | '1';
     enableSpotBorrow: boolean;
     spotBorrowAutoRepay: boolean;
+    feeType: string;
+    settleCcy: string;
+    settleCcyList: string[];
 }
 export interface AccountPositionModeResult {
     posMode: string;
@@ -446,3 +452,9 @@ export interface GetCollateralAssetsResult {
     ccy: string;
     collateralEnabled: boolean;
 }
+export interface SetSettleCurrencyResult {
+    settleCcy: string;
+}
+export interface SetFeeTypeResult {
+    feeType: string;
+}

package/dist/mjs/types/rest/response/private-block-trading.d.ts

@@ -4,6 +4,19 @@ export interface BlockCounterParty {
     traderCode: string;
     type: never;
 }
+export interface AccountAllocationLegResult {
+    instId: string;
+    sz: string;
+    tdMode: string;
+    ccy: string;
+    posSide: string;
+}
+export interface AccountAllocationResult {
+    acct: string;
+    sCode: string;
+    sMsg: string;
+    legs: AccountAllocationLegResult[];
+}
 export interface CreateRFQResult {
     cTime: string;
     uTime: string;
@@ -14,6 +27,8 @@ export interface CreateRFQResult {
     validUntil: string;
     counterparties: string[];
     legs: Required<RFQLeg>[];
+    groupId?: string;
+    acctAlloc?: AccountAllocationResult[];
 }
 export interface CancelBlockRFQResult {
     rfqId: string;
@@ -21,6 +36,20 @@ export interface CancelBlockRFQResult {
     sCode: string;
     sMsg: string;
 }
+export interface AccountAllocationLegExecutionResult {
+    instId: string;
+    sz: string;
+    fee: string;
+    feeCcy: string;
+    tradeId: string;
+}
+export interface AccountAllocationExecutionResult {
+    acct: string;
+    blockTdId: string;
+    sCode: string;
+    sMsg: string;
+    legs: AccountAllocationLegExecutionResult[];
+}
 export interface ExecuteBlockQuoteResult {
     blockTdId: string;
     rfqId: string;
@@ -30,7 +59,9 @@ export interface ExecuteBlockQuoteResult {
     tTraderCode: string;
     mTraderCode: string;
     cTime: string;
+    tag?: string;
     legs: RFQQuoteLegExtended[];
+    acctAlloc?: AccountAllocationExecutionResult[];
 }
 export interface CreatedBlockQuoteLeg {
     px: string;
@@ -66,6 +97,9 @@ export interface BlockRFQResult {
     legs: Required<RFQLeg>[];
     cTime: string;
     uTime: string;
+    allowPartialExecution?: boolean;
+    groupId?: string;
+    acctAlloc?: AccountAllocationResult[];
 }
 export interface BlockQuoteLeg {
     px: string;
@@ -93,6 +127,45 @@ export interface BlockMakerInstrumentData {
     maxBlockSz?: string;
     makerPxBand?: string;
 }
+export interface AccountAllocationTradeLegResult {
+    instId: string;
+    sz: string;
+    tradeId: string;
+    fee: string;
+    feeCcy: string;
+}
+export interface AccountAllocationTradeResult {
+    blockTdId: string;
+    errorCode: string;
+    acct: string;
+    legs: AccountAllocationTradeLegResult[];
+}
+export interface BlockTradeLeg {
+    instId: string;
+    side: string;
+    sz: string;
+    px: string;
+    tradeId: string;
+    fee: string;
+    feeCcy: string;
+    tradeQuoteCcy?: string;
+}
+export interface BlockTradeResult {
+    rfqId: string;
+    clRfqId: string;
+    quoteId: string;
+    clQuoteId: string;
+    blockTdId: string;
+    tag: string;
+    isSuccessful: boolean;
+    errorCode: string;
+    cTime: string;
+    tTraderCode: string;
+    mTraderCode: string;
+    legs: BlockTradeLeg[];
+    groupId?: string;
+    acctAlloc?: AccountAllocationTradeResult[];
+}
 export interface BlockMakerInstrumentSettings {
     instType: string;
     includeALL: boolean;
@@ -110,15 +183,17 @@ export interface BlockMMPConfig {
     countLimit: string;
     timeInterval: string;
 }
-export interface PublicBlockTrade {
+export interface PublicBlockTradeLeg {
     instId: string;
     tradeId: string;
     px: string;
     sz: string;
     side: 'buy' | 'sell';
-    fillVol?: string;
-    fwdPx?: string;
-    idxPx?: string;
-    markPx?: string;
-    ts: string;
+}
+export interface PublicBlockTrade {
+    blockTdId: string;
+    groupId?: string;
+    legs: PublicBlockTradeLeg[];
+    strategy?: string;
+    cTime: string;
 }

package/dist/mjs/types/rest/response/public-data.d.ts

@@ -70,6 +70,7 @@ export interface Trade {
     px: string;
     tradeId: string;
     ts: string;
+    source?: string;
 }
 export interface Instrument {
     instType: InstrumentType;

package/dist/mjs/util/BaseWSClient.d.ts

@@ -91,7 +91,7 @@ export declare abstract class BaseWebsocketClient<TWSKey extends string, TWSRequ
     protected abstract sendPongEvent(wsKey: TWSKey, ws: WebSocket): void;
     protected abstract isWsPing(data: any): boolean;
     protected abstract isWsPong(data: any): boolean;
-    protected abstract getWsAuthRequestEvent(wsKey: TWSKey): Promise<object>;
+    protected abstract getWsAuthRequestEvent(wsKey: TWSKey, skipPublicWsKeyCheck: boolean): Promise<object | null>;
     protected abstract isPrivateTopicRequest(request: WsTopicRequest<string>, wsKey: TWSKey): boolean;
     protected abstract getPrivateWSKeys(): TWSKey[];
     protected abstract getWsUrl(wsKey: TWSKey): Promise<string>;
@@ -137,6 +137,11 @@ export declare abstract class BaseWebsocketClient<TWSKey extends string, TWSRequ
     getWsStore(): WsStore<TWSKey, WsTopicRequest<string>>;
     close(wsKey: TWSKey, force?: boolean): void;
     closeAll(force?: boolean): void;
+    /**
+     * Closes a connection, if it's even open. If open, this will trigger a reconnect asynchronously.
+     * If closed, trigger a reconnect immediately
+     */
+    executeReconnectableClose(wsKey: TWSKey, reason: string): void;
     isConnected(wsKey: TWSKey): boolean;
     /**
      * Request connection to a specific websocket, instead of waiting for automatic connection.
@@ -194,5 +199,5 @@ export declare abstract class BaseWebsocketClient<TWSKey extends string, TWSRequ
     /**
      * Promise-driven method to assert that a ws has been successfully authenticated (will await until auth is confirmed)
      */
-    assertIsAuthenticated(wsKey: TWSKey): Promise<unknown>;
+    assertIsAuthenticated(wsKey: TWSKey, skipPublicWsKeyCheck: boolean): Promise<unknown>;
 }

package/dist/mjs/util/BaseWSClient.js

@@ -4,7 +4,7 @@ import WebSocket from 'isomorphic-ws';
 import { isMessageEvent, } from '../types/websockets/ws-events.js';
 import { DefaultLogger } from './logger.js';
 import { checkWebCryptoAPISupported } from './webCryptoAPI.js';
-import { getNormalisedTopicRequests, PRIVATE_CHANNELS, safeTerminateWs, WS_LOGGER_CATEGORY, } from './websocket-util.js';
+import { getNormalisedTopicRequests, PRIVATE_CHANNELS, PUBLIC_CHANNELS_WITH_AUTH, safeTerminateWs, WS_LOGGER_CATEGORY, } from './websocket-util.js';
 import WsStore from './WsStore.js';
 import { WsConnectionStateEnum } from './WsStore.types.js';
 /**
@@ -136,7 +136,11 @@ export class BaseWebsocketClient extends EventEmitter {
             // Queue immediate auth if so
             for (const topicRequest of normalisedTopicRequests) {
                 if (PRIVATE_CHANNELS.includes(topicRequest.topic)) {
-                    await this.assertIsAuthenticated(wsKey);
+                    await this.assertIsAuthenticated(wsKey, false);
+                    break;
+                }
+                if (PUBLIC_CHANNELS_WITH_AUTH.includes(topicRequest.topic)) {
+                    await this.assertIsAuthenticated(wsKey, true);
                     break;
                 }
             }
@@ -218,6 +222,30 @@ export class BaseWebsocketClient extends EventEmitter {
             this.close(key, force);
         });
     }
+    /**
+     * Closes a connection, if it's even open. If open, this will trigger a reconnect asynchronously.
+     * If closed, trigger a reconnect immediately
+     */
+    executeReconnectableClose(wsKey, reason) {
+        this.logger.info(`${reason} - closing socket to reconnect`, {
+            ...WS_LOGGER_CATEGORY,
+            wsKey,
+            reason,
+        });
+        this.clearTimers(wsKey);
+        const wasOpen = this.wsStore.isWsOpen(wsKey);
+        if (wasOpen) {
+            safeTerminateWs(this.wsStore.getWs(wsKey), true);
+        }
+        if (!wasOpen) {
+            this.logger.info(`${reason} - socket already closed - trigger immediate reconnect`, {
+                ...WS_LOGGER_CATEGORY,
+                wsKey,
+                reason,
+            });
+            this.reconnectWithDelay(wsKey, this.options.reconnectTimeout);
+        }
+    }
     isConnected(wsKey) {
         return this.wsStore.isConnectionState(wsKey, WsConnectionStateEnum.CONNECTED);
     }
@@ -297,23 +325,23 @@ export class BaseWebsocketClient extends EventEmitter {
         this.emit('exception', { ...error, wsKey });
     }
     /** Get a signature, build the auth request and send it */
-    async sendAuthRequest(wsKey) {
+    async sendAuthRequest(wsKey, skipPublicWsKeyCheck) {
         try {
             this.logger.trace('Sending auth request...', {
                 ...WS_LOGGER_CATEGORY,
                 wsKey,
             });
             await this.assertIsConnected(wsKey);
+            const request = await this.getWsAuthRequestEvent(wsKey, skipPublicWsKeyCheck);
             if (!this.wsStore.getAuthenticationInProgressPromise(wsKey)) {
                 this.wsStore.createAuthenticationInProgressPromise(wsKey, false);
             }
-            const request = await this.getWsAuthRequestEvent(wsKey);
             // console.log('ws auth req', request);
             this.tryWsSend(wsKey, JSON.stringify(request));
             return this.wsStore.getAuthenticationInProgressPromise(wsKey)?.promise;
         }
         catch (e) {
-            this.logger.trace(e, { ...WS_LOGGER_CATEGORY, wsKey });
+            this.logger.error(e, { ...WS_LOGGER_CATEGORY, wsKey });
         }
     }
     reconnectWithDelay(wsKey, connectionDelayMs) {
@@ -536,10 +564,18 @@ export class BaseWebsocketClient extends EventEmitter {
         // Some websockets require an auth packet to be sent after opening the connection
         if (this.isAuthOnConnectWsKey(wsKey) &&
             this.options.authPrivateConnectionsOnConnect) {
-            await this.assertIsAuthenticated(wsKey);
+            await this.assertIsAuthenticated(wsKey, false);
+        }
+        const topicsForWsKey = [...this.wsStore.getTopics(wsKey)];
+        // Guard to assert auth for some of the public topics that require it
+        for (const topicRequest of topicsForWsKey) {
+            if (PUBLIC_CHANNELS_WITH_AUTH.includes(topicRequest.topic)) {
+                await this.assertIsAuthenticated(wsKey, true);
+                break;
+            }
         }
         // Reconnect to topics known before it connected
-        const { privateReqs, publicReqs } = this.sortTopicRequestsIntoPublicPrivate([...this.wsStore.getTopics(wsKey)], wsKey);
+        const { privateReqs, publicReqs } = this.sortTopicRequestsIntoPublicPrivate(topicsForWsKey, wsKey);
         // Request sub to public topics, if any
         this.requestSubscribeTopics(wsKey, publicReqs);
         // Request sub to private topics, if auth on connect isn't needed
@@ -746,7 +782,7 @@ export class BaseWebsocketClient extends EventEmitter {
     /**
      * Promise-driven method to assert that a ws has been successfully authenticated (will await until auth is confirmed)
      */
-    async assertIsAuthenticated(wsKey) {
+    async assertIsAuthenticated(wsKey, skipPublicWsKeyCheck) {
         const isConnected = this.getWsStore().isConnectionState(wsKey, WsConnectionStateEnum.CONNECTED);
         if (!isConnected) {
             this.logger.trace('assertIsAuthenticated(): connecting...');
@@ -767,7 +803,7 @@ export class BaseWebsocketClient extends EventEmitter {
         }
         // Start authentication, it should automatically store/return a promise.
         this.logger.trace('assertIsAuthenticated(): authenticating...');
-        await this.sendAuthRequest(wsKey);
+        await this.sendAuthRequest(wsKey, skipPublicWsKeyCheck);
         this.logger.trace('assertIsAuthenticated(): newly authenticated!');
     }
 }

package/dist/mjs/util/BaseWSClient.js.map

@@ -1 +1 @@
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package/dist/mjs/util/websocket-util.d.ts

@@ -83,6 +83,7 @@ export declare const PUBLIC_WS_KEYS: WsKey[];
 export declare function getDemoWsKey(wsKey: WsKey): WsKey;
 /** Used to automatically determine if a sub request should be to the public or private ws (when there's two) */
 export declare const PRIVATE_CHANNELS: string[];
+export declare const PUBLIC_CHANNELS_WITH_AUTH: string[];
 /** Determine which WsKey (ws connection) to route an event to */
 export declare function getWsKeyForTopicChannel(market: APIMarket, channel: WsChannel, isPrivate?: boolean): WsKey;
 /**

package/dist/mjs/util/websocket-util.js

@@ -207,6 +207,11 @@ export const PRIVATE_CHANNELS = [
     'grid-positions',
     'grid-sub-orders',
 ];
+export const PUBLIC_CHANNELS_WITH_AUTH = [
+    // While these are market data topics on the PUBLIC channel, they do require the public connection to be authenticated to subscribe to these. See #140.
+    'books-l2-tbt',
+    'books50-l2-tpt',
+];
 /**
  * The following channels only support the new business wss endpoint:
  * https://www.okx.com/help-center/changes-to-v5-api-websocket-subscription-parameter-and-url

package/dist/mjs/util/websocket-util.js.map

@@ -1 +1 @@
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package/dist/mjs/websocket-client-legacy.d.ts

@@ -53,7 +53,7 @@ export declare class WebsocketClientLegacy extends EventEmitter {
     private ping;
     /**
      * Closes a connection, if it's even open. If open, this will trigger a reconnect asynchronously.
-     * If closed, trigger a reconnect immediately
+     * If closed, trigger a reconnect immediately.
      */
     private executeReconnectableClose;
     private clearTimers;

package/dist/mjs/websocket-client-legacy.js

@@ -268,7 +268,7 @@ export class WebsocketClientLegacy extends EventEmitter {
     }
     /**
      * Closes a connection, if it's even open. If open, this will trigger a reconnect asynchronously.
-     * If closed, trigger a reconnect immediately
+     * If closed, trigger a reconnect immediately.
      */
     executeReconnectableClose(wsKey, reason) {
         this.logger.info(`${reason} - closing socket to reconnect`, {

package/dist/mjs/websocket-client.d.ts

@@ -59,7 +59,7 @@ export declare class WebsocketClient extends BaseWebsocketClient<WsKey, WsReques
      */
     protected getWsRequestEvents(operation: WSOperation, requests: WsTopicRequest<string, object>[]): Promise<MidflightWsRequestEvent<WsRequestOperationOKX<object>>[]>;
     private signMessage;
-    protected getWsAuthRequestEvent(wsKey: WsKey): Promise<WsRequestOperationOKX<WsAuthRequestArg>>;
+    protected getWsAuthRequestEvent(wsKey: WsKey, skipIsPublicWsKeyCheck: boolean): Promise<WsRequestOperationOKX<WsAuthRequestArg> | null>;
     private getWsAuthSignature;
     /**
      * Abstraction called to sort ws events into emittable event types (response to a request, data update, etc)