@yuants/exchange 0.0.0

package/dist/exchange.d.ts

@@ -0,0 +1,159 @@
+import { IOrder } from '@yuants/data-order';
+import { IPosition } from '@yuants/data-account';
+import { IProduct } from '@yuants/data-product';
+import { IResponse } from '@yuants/protocol';
+import { JSONSchema7 } from 'json-schema';
+import { Terminal } from '@yuants/protocol';
+
+/**
+ * Cancel order
+ *
+ * @public
+ */
+export declare const cancelOrder: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, order: IOrder) => Promise<IResponse<void>>;
+
+/**
+ * Get credential ID
+ *
+ * @public
+ */
+export declare const getCredentialId: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}) => Promise<IResponse<string>>;
+
+/**
+ * Get orders
+ *
+ * @public
+ */
+export declare const getOrders: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, product_id?: string) => Promise<IResponse<IOrder[]>>;
+
+/**
+ * Get positions
+ *
+ * @public
+ */
+export declare const getPositions: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, product_id?: string) => Promise<IResponse<IPosition[]>>;
+
+/**
+ * Exchange Interface
+ *
+ * @public
+ */
+export declare interface IExchange<T = any> {
+    /**
+     * Exchange name / type (e.g. 'Binance', 'OKX')
+     */
+    name: string;
+    /**
+     * JSON Schema for the credential payload
+     */
+    credentialSchema: JSONSchema7;
+    /**
+     * Get credential ID from credential
+     *
+     * @param credential - The credential object
+     */
+    getCredentialId(credential: T): Promise<string>;
+    /**
+     * List all products
+     */
+    listProducts(): Promise<IProduct[]>;
+    /**
+     * Get all positions
+     *
+     * @param credential - The credential object
+     */
+    getPositions(credential: T): Promise<IPosition[]>;
+    /**
+     * Get all orders
+     *
+     * @param credential - The credential object
+     */
+    getOrders(credential: T): Promise<IOrder[]>;
+    /**
+     * Get positions by product_id
+     *
+     * @param credential - The credential object
+     * @param product_id - The product ID
+     */
+    getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;
+    /**
+     * Get orders by product_id
+     *
+     * @param credential - The credential object
+     * @param product_id - The product ID
+     */
+    getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;
+    /**
+     * Submit an order
+     *
+     * @param credential - The credential object
+     * @param order - The order object
+     */
+    submitOrder(credential: T, order: IOrder): Promise<{
+        order_id: string;
+    }>;
+    /**
+     * Modify an order
+     *
+     * @param credential - The credential object
+     * @param order - The order object
+     */
+    modifyOrder(credential: T, order: IOrder): Promise<void>;
+    /**
+     * Cancel an order
+     *
+     * @param credential - The credential object
+     * @param order - The order object
+     */
+    cancelOrder(credential: T, order: IOrder): Promise<void>;
+}
+
+/**
+ * List products
+ *
+ * @public
+ */
+export declare const listProducts: (terminal: Terminal) => Promise<IResponse<IProduct[]>>;
+
+/**
+ * Modify order
+ *
+ * @public
+ */
+export declare const modifyOrder: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, order: IOrder) => Promise<IResponse<void>>;
+
+/**
+ * Provide exchange services
+ *
+ * @public
+ */
+export declare const provideExchangeServices: <T>(terminal: Terminal, exchange: IExchange<T>) => void;
+
+/**
+ * Submit order
+ *
+ * @public
+ */
+export declare const submitOrder: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, order: IOrder) => Promise<IResponse<{
+    order_id: string;
+}>>;
+
+export { }

package/dist/index.js

@@ -0,0 +1,159 @@
+const makeCredentialSchema = (type, payloadSchema) => {
+    return {
+        type: 'object',
+        required: ['type', 'payload'],
+        properties: {
+            type: { type: 'string', const: type },
+            payload: payloadSchema,
+        },
+    };
+};
+/**
+ * Provide exchange services
+ *
+ * @public
+ */
+export const provideExchangeServices = (terminal, exchange) => {
+    const { name: type, credentialSchema } = exchange;
+    // GetCredentialId
+    terminal.server.provideService('GetCredentialId', {
+        type: 'object',
+        required: ['credential'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+        },
+    }, async (msg) => {
+        const credentialId = await exchange.getCredentialId(msg.req.credential.payload);
+        return { res: { code: 0, message: 'OK', data: credentialId } };
+    });
+    // ListProducts
+    terminal.server.provideService('ListProducts', {}, async () => {
+        const products = await exchange.listProducts();
+        return { res: { code: 0, message: 'OK', data: products } };
+    });
+    // GetPositions
+    terminal.server.provideService('GetPositions', {
+        type: 'object',
+        required: ['credential'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            product_id: { type: 'string' },
+        },
+    }, async (msg) => {
+        if (msg.req.product_id) {
+            const positions = await exchange.getPositionsByProductId(msg.req.credential.payload, msg.req.product_id);
+            return { res: { code: 0, message: 'OK', data: positions } };
+        }
+        const positions = await exchange.getPositions(msg.req.credential.payload);
+        return { res: { code: 0, message: 'OK', data: positions } };
+    });
+    // GetOrders
+    terminal.server.provideService('GetOrders', {
+        type: 'object',
+        required: ['credential'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            product_id: { type: 'string' },
+        },
+    }, async (msg) => {
+        if (msg.req.product_id) {
+            const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);
+            return { res: { code: 0, message: 'OK', data: orders } };
+        }
+        const orders = await exchange.getOrders(msg.req.credential.payload);
+        return { res: { code: 0, message: 'OK', data: orders } };
+    });
+    // SubmitOrder
+    terminal.server.provideService('SubmitOrder', {
+        type: 'object',
+        required: ['credential', 'order'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            order: { type: 'object' },
+        },
+    }, async (msg) => {
+        const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);
+        return { res: { code: 0, message: 'OK', data: result } };
+    });
+    // ModifyOrder
+    terminal.server.provideService('ModifyOrder', {
+        type: 'object',
+        required: ['credential', 'order'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            order: { type: 'object' },
+        },
+    }, async (msg) => {
+        await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);
+        return { res: { code: 0, message: 'OK' } };
+    });
+    // CancelOrder
+    terminal.server.provideService('CancelOrder', {
+        type: 'object',
+        required: ['credential', 'order'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            order: { type: 'object' },
+        },
+    }, async (msg) => {
+        await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);
+        return { res: { code: 0, message: 'OK' } };
+    });
+};
+/**
+ * Get credential ID
+ *
+ * @public
+ */
+export const getCredentialId = async (terminal, credential) => {
+    return terminal.client.requestForResponse('GetCredentialId', { credential });
+};
+/**
+ * List products
+ *
+ * @public
+ */
+export const listProducts = async (terminal) => {
+    return terminal.client.requestForResponse('ListProducts', {});
+};
+/**
+ * Get positions
+ *
+ * @public
+ */
+export const getPositions = async (terminal, credential, product_id) => {
+    return terminal.client.requestForResponse('GetPositions', { credential, product_id });
+};
+/**
+ * Get orders
+ *
+ * @public
+ */
+export const getOrders = async (terminal, credential, product_id) => {
+    return terminal.client.requestForResponse('GetOrders', { credential, product_id });
+};
+/**
+ * Submit order
+ *
+ * @public
+ */
+export const submitOrder = async (terminal, credential, order) => {
+    return terminal.client.requestForResponse('SubmitOrder', { credential, order });
+};
+/**
+ * Modify order
+ *
+ * @public
+ */
+export const modifyOrder = async (terminal, credential, order) => {
+    return terminal.client.requestForResponse('ModifyOrder', { credential, order });
+};
+/**
+ * Cancel order
+ *
+ * @public
+ */
+export const cancelOrder = async (terminal, credential, order) => {
+    return terminal.client.requestForResponse('CancelOrder', { credential, order });
+};
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAyFA,MAAM,oBAAoB,GAAG,CAAC,IAAY,EAAE,aAA0B,EAAe,EAAE;IACrF,OAAO;QACL,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,MAAM,EAAE,SAAS,CAAC;QAC7B,UAAU,EAAE;YACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,IAAI,EAAE;YACrC,OAAO,EAAE,aAAa;SACvB;KACF,CAAC;AACJ,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,uBAAuB,GAAG,CAAI,QAAkB,EAAE,QAAsB,EAAE,EAAE;IACvF,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,gBAAgB,EAAE,GAAG,QAAQ,CAAC;IAElD,kBAAkB;IAClB,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;SACzD;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,YAAY,GAAG,MAAM,QAAQ,CAAC,eAAe,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QAChF,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,YAAY,EAAE,EAAE,CAAC;IACjE,CAAC,CACF,CAAC;IAEF,eAAe;IACf,QAAQ,CAAC,MAAM,CAAC,cAAc,CAAmB,cAAc,EAAE,EAAE,EAAE,KAAK,IAAI,EAAE;QAC9E,MAAM,QAAQ,GAAG,MAAM,QAAQ,CAAC,YAAY,EAAE,CAAC;QAC/C,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,EAAE,EAAE,CAAC;IAC7D,CAAC,CAAC,CAAC;IAEH,eAAe;IACf,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,cAAc,EACd;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE;YACtB,MAAM,SAAS,GAAG,MAAM,QAAQ,CAAC,uBAAuB,CACtD,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAC1B,GAAG,CAAC,GAAG,CAAC,UAAU,CACnB,CAAC;YACF,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,SAAS,EAAE,EAAE,CAAC;SAC7D;QACD,MAAM,SAAS,GAAG,MAAM,QAAQ,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QAC1E,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,SAAS,EAAE,EAAE,CAAC;IAC9D,CAAC,CACF,CAAC;IAEF,YAAY;IACZ,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,WAAW,EACX;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE;YACtB,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,oBAAoB,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YACnG,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,SAAS,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QACpE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;IAC3D,CAAC,CACF,CAAC;IAEF,cAAc;IACd,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,aAAa,EACb;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,OAAO,CAAC;QACjC,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACrF,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;IAC3D,CAAC,CACF,CAAC;IAEF,cAAc;IACd,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,OAAO,CAAC;QACjC,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,QAAQ,CAAC,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACtE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;IAEF,cAAc;IACd,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,OAAO,CAAC;QACjC,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,QAAQ,CAAC,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACtE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;AACJ,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,eAAe,GAAG,KAAK,EAClC,QAAkB,EAClB,UAAwC,EACZ,EAAE;IAC9B,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,iBAAiB,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC;AAC/E,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAAE,QAAkB,EAAkC,EAAE;IACvF,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,cAAc,EAAE,EAAE,CAAC,CAAC;AAChE,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAC/B,QAAkB,EAClB,UAAwC,EACxC,UAAmB,EACc,EAAE;IACnC,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,cAAc,EAAE,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC,CAAC;AACxF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,SAAS,GAAG,KAAK,EAC5B,QAAkB,EAClB,UAAwC,EACxC,UAAmB,EACW,EAAE;IAChC,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,WAAW,EAAE,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC,CAAC;AACrF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,QAAkB,EAClB,UAAwC,EACxC,KAAa,EAC6B,EAAE;IAC5C,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,aAAa,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;AAClF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,QAAkB,EAClB,UAAwC,EACxC,KAAa,EACa,EAAE;IAC5B,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,aAAa,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;AAClF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,QAAkB,EAClB,UAAwC,EACxC,KAAa,EACa,EAAE;IAC5B,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,aAAa,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;AAClF,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { IProduct } from '@yuants/data-product';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { JSONSchema7 } from 'json-schema';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n  /**\n   * Exchange name / type (e.g. 'Binance', 'OKX')\n   */\n  name: string;\n\n  /**\n   * JSON Schema for the credential payload\n   */\n  credentialSchema: JSONSchema7;\n\n  /**\n   * Get credential ID from credential\n   *\n   * @param credential - The credential object\n   */\n  getCredentialId(credential: T): Promise<string>;\n\n  /**\n   * List all products\n   */\n  listProducts(): Promise<IProduct[]>;\n\n  /**\n   * Get all positions\n   *\n   * @param credential - The credential object\n   */\n  getPositions(credential: T): Promise<IPosition[]>;\n\n  /**\n   * Get all orders\n   *\n   * @param credential - The credential object\n   */\n  getOrders(credential: T): Promise<IOrder[]>;\n\n  /**\n   * Get positions by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n  /**\n   * Get orders by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n  /**\n   * Submit an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n  /**\n   * Modify an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n  /**\n   * Cancel an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n  return {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string', const: type },\n      payload: payloadSchema,\n    },\n  };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n  const { name: type, credentialSchema } = exchange;\n\n  // GetCredentialId\n  terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n    'GetCredentialId',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n      },\n    },\n    async (msg) => {\n      const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: credentialId } };\n    },\n  );\n\n  // ListProducts\n  terminal.server.provideService<void, IProduct[]>('ListProducts', {}, async () => {\n    const products = await exchange.listProducts();\n    return { res: { code: 0, message: 'OK', data: products } };\n  });\n\n  // GetPositions\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; product_id?: string },\n    IPosition[]\n  >(\n    'GetPositions',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const positions = await exchange.getPositionsByProductId(\n          msg.req.credential.payload,\n          msg.req.product_id,\n        );\n        return { res: { code: 0, message: 'OK', data: positions } };\n      }\n      const positions = await exchange.getPositions(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: positions } };\n    },\n  );\n\n  // GetOrders\n  terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n    'GetOrders',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n        return { res: { code: 0, message: 'OK', data: orders } };\n      }\n      const orders = await exchange.getOrders(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: orders } };\n    },\n  );\n\n  // SubmitOrder\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; order: IOrder },\n    { order_id: string }\n  >(\n    'SubmitOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK', data: result } };\n    },\n  );\n\n  // ModifyOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'ModifyOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  // CancelOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'CancelOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n  return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal): Promise<IResponse<IProduct[]>> => {\n  return terminal.client.requestForResponse('ListProducts', {});\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n  return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n  return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n  return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}

package/lib/index.d.ts

@@ -0,0 +1,148 @@
+import { IPosition } from '@yuants/data-account';
+import { IOrder } from '@yuants/data-order';
+import { IProduct } from '@yuants/data-product';
+import { IResponse, Terminal } from '@yuants/protocol';
+import { JSONSchema7 } from 'json-schema';
+/**
+ * Exchange Interface
+ *
+ * @public
+ */
+export interface IExchange<T = any> {
+    /**
+     * Exchange name / type (e.g. 'Binance', 'OKX')
+     */
+    name: string;
+    /**
+     * JSON Schema for the credential payload
+     */
+    credentialSchema: JSONSchema7;
+    /**
+     * Get credential ID from credential
+     *
+     * @param credential - The credential object
+     */
+    getCredentialId(credential: T): Promise<string>;
+    /**
+     * List all products
+     */
+    listProducts(): Promise<IProduct[]>;
+    /**
+     * Get all positions
+     *
+     * @param credential - The credential object
+     */
+    getPositions(credential: T): Promise<IPosition[]>;
+    /**
+     * Get all orders
+     *
+     * @param credential - The credential object
+     */
+    getOrders(credential: T): Promise<IOrder[]>;
+    /**
+     * Get positions by product_id
+     *
+     * @param credential - The credential object
+     * @param product_id - The product ID
+     */
+    getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;
+    /**
+     * Get orders by product_id
+     *
+     * @param credential - The credential object
+     * @param product_id - The product ID
+     */
+    getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;
+    /**
+     * Submit an order
+     *
+     * @param credential - The credential object
+     * @param order - The order object
+     */
+    submitOrder(credential: T, order: IOrder): Promise<{
+        order_id: string;
+    }>;
+    /**
+     * Modify an order
+     *
+     * @param credential - The credential object
+     * @param order - The order object
+     */
+    modifyOrder(credential: T, order: IOrder): Promise<void>;
+    /**
+     * Cancel an order
+     *
+     * @param credential - The credential object
+     * @param order - The order object
+     */
+    cancelOrder(credential: T, order: IOrder): Promise<void>;
+}
+/**
+ * Provide exchange services
+ *
+ * @public
+ */
+export declare const provideExchangeServices: <T>(terminal: Terminal, exchange: IExchange<T>) => void;
+/**
+ * Get credential ID
+ *
+ * @public
+ */
+export declare const getCredentialId: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}) => Promise<IResponse<string>>;
+/**
+ * List products
+ *
+ * @public
+ */
+export declare const listProducts: (terminal: Terminal) => Promise<IResponse<IProduct[]>>;
+/**
+ * Get positions
+ *
+ * @public
+ */
+export declare const getPositions: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, product_id?: string) => Promise<IResponse<IPosition[]>>;
+/**
+ * Get orders
+ *
+ * @public
+ */
+export declare const getOrders: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, product_id?: string) => Promise<IResponse<IOrder[]>>;
+/**
+ * Submit order
+ *
+ * @public
+ */
+export declare const submitOrder: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, order: IOrder) => Promise<IResponse<{
+    order_id: string;
+}>>;
+/**
+ * Modify order
+ *
+ * @public
+ */
+export declare const modifyOrder: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, order: IOrder) => Promise<IResponse<void>>;
+/**
+ * Cancel order
+ *
+ * @public
+ */
+export declare const cancelOrder: <T>(terminal: Terminal, credential: {
+    type: string;
+    payload: T;
+}, order: IOrder) => Promise<IResponse<void>>;
+//# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AACjD,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAC5C,OAAO,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAChD,OAAO,EAAE,SAAS,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AACvD,OAAO,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAE1C;;;;GAIG;AACH,MAAM,WAAW,SAAS,CAAC,CAAC,GAAG,GAAG;IAChC;;OAEG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;OAEG;IACH,gBAAgB,EAAE,WAAW,CAAC;IAE9B;;;;OAIG;IACH,eAAe,CAAC,UAAU,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC;IAEhD;;OAEG;IACH,YAAY,IAAI,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEpC;;;;OAIG;IACH,YAAY,CAAC,UAAU,EAAE,CAAC,GAAG,OAAO,CAAC,SAAS,EAAE,CAAC,CAAC;IAElD;;;;OAIG;IACH,SAAS,CAAC,UAAU,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;IAE5C;;;;;OAKG;IACH,uBAAuB,CAAC,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,MAAM,GAAG,OAAO,CAAC,SAAS,EAAE,CAAC,CAAC;IAEjF;;;;;OAKG;IACH,oBAAoB,CAAC,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,MAAM,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;IAE3E;;;;;OAKG;IACH,WAAW,CAAC,UAAU,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC;QAAE,QAAQ,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC;IAEzE;;;;;OAKG;IACH,WAAW,CAAC,UAAU,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IAEzD;;;;;OAKG;IACH,WAAW,CAAC,UAAU,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CAC1D;AAaD;;;;GAIG;AACH,eAAO,MAAM,uBAAuB,gBAAiB,QAAQ,iCA8H5D,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,eAAe,gBAChB,QAAQ;UACE,MAAM;;MACzB,QAAQ,UAAU,MAAM,CAAC,CAE3B,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,YAAY,aAAoB,QAAQ,KAAG,QAAQ,UAAU,QAAQ,EAAE,CAAC,CAEpF,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,YAAY,gBACb,QAAQ;UACE,MAAM;;gBACb,MAAM,KAClB,QAAQ,UAAU,SAAS,EAAE,CAAC,CAEhC,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,SAAS,gBACV,QAAQ;UACE,MAAM;;gBACb,MAAM,KAClB,QAAQ,UAAU,MAAM,EAAE,CAAC,CAE7B,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,WAAW,gBACZ,QAAQ;UACE,MAAM;;UACnB,MAAM,KACZ,QAAQ,UAAU;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAAC,CAEzC,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,WAAW,gBACZ,QAAQ;UACE,MAAM;;UACnB,MAAM,KACZ,QAAQ,UAAU,IAAI,CAAC,CAEzB,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,WAAW,gBACZ,QAAQ;UACE,MAAM;;UACnB,MAAM,KACZ,QAAQ,UAAU,IAAI,CAAC,CAEzB,CAAC"}

package/lib/index.js

@@ -0,0 +1,170 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.cancelOrder = exports.modifyOrder = exports.submitOrder = exports.getOrders = exports.getPositions = exports.listProducts = exports.getCredentialId = exports.provideExchangeServices = void 0;
+const makeCredentialSchema = (type, payloadSchema) => {
+    return {
+        type: 'object',
+        required: ['type', 'payload'],
+        properties: {
+            type: { type: 'string', const: type },
+            payload: payloadSchema,
+        },
+    };
+};
+/**
+ * Provide exchange services
+ *
+ * @public
+ */
+const provideExchangeServices = (terminal, exchange) => {
+    const { name: type, credentialSchema } = exchange;
+    // GetCredentialId
+    terminal.server.provideService('GetCredentialId', {
+        type: 'object',
+        required: ['credential'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+        },
+    }, async (msg) => {
+        const credentialId = await exchange.getCredentialId(msg.req.credential.payload);
+        return { res: { code: 0, message: 'OK', data: credentialId } };
+    });
+    // ListProducts
+    terminal.server.provideService('ListProducts', {}, async () => {
+        const products = await exchange.listProducts();
+        return { res: { code: 0, message: 'OK', data: products } };
+    });
+    // GetPositions
+    terminal.server.provideService('GetPositions', {
+        type: 'object',
+        required: ['credential'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            product_id: { type: 'string' },
+        },
+    }, async (msg) => {
+        if (msg.req.product_id) {
+            const positions = await exchange.getPositionsByProductId(msg.req.credential.payload, msg.req.product_id);
+            return { res: { code: 0, message: 'OK', data: positions } };
+        }
+        const positions = await exchange.getPositions(msg.req.credential.payload);
+        return { res: { code: 0, message: 'OK', data: positions } };
+    });
+    // GetOrders
+    terminal.server.provideService('GetOrders', {
+        type: 'object',
+        required: ['credential'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            product_id: { type: 'string' },
+        },
+    }, async (msg) => {
+        if (msg.req.product_id) {
+            const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);
+            return { res: { code: 0, message: 'OK', data: orders } };
+        }
+        const orders = await exchange.getOrders(msg.req.credential.payload);
+        return { res: { code: 0, message: 'OK', data: orders } };
+    });
+    // SubmitOrder
+    terminal.server.provideService('SubmitOrder', {
+        type: 'object',
+        required: ['credential', 'order'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            order: { type: 'object' },
+        },
+    }, async (msg) => {
+        const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);
+        return { res: { code: 0, message: 'OK', data: result } };
+    });
+    // ModifyOrder
+    terminal.server.provideService('ModifyOrder', {
+        type: 'object',
+        required: ['credential', 'order'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            order: { type: 'object' },
+        },
+    }, async (msg) => {
+        await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);
+        return { res: { code: 0, message: 'OK' } };
+    });
+    // CancelOrder
+    terminal.server.provideService('CancelOrder', {
+        type: 'object',
+        required: ['credential', 'order'],
+        properties: {
+            credential: makeCredentialSchema(type, credentialSchema),
+            order: { type: 'object' },
+        },
+    }, async (msg) => {
+        await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);
+        return { res: { code: 0, message: 'OK' } };
+    });
+};
+exports.provideExchangeServices = provideExchangeServices;
+/**
+ * Get credential ID
+ *
+ * @public
+ */
+const getCredentialId = async (terminal, credential) => {
+    return terminal.client.requestForResponse('GetCredentialId', { credential });
+};
+exports.getCredentialId = getCredentialId;
+/**
+ * List products
+ *
+ * @public
+ */
+const listProducts = async (terminal) => {
+    return terminal.client.requestForResponse('ListProducts', {});
+};
+exports.listProducts = listProducts;
+/**
+ * Get positions
+ *
+ * @public
+ */
+const getPositions = async (terminal, credential, product_id) => {
+    return terminal.client.requestForResponse('GetPositions', { credential, product_id });
+};
+exports.getPositions = getPositions;
+/**
+ * Get orders
+ *
+ * @public
+ */
+const getOrders = async (terminal, credential, product_id) => {
+    return terminal.client.requestForResponse('GetOrders', { credential, product_id });
+};
+exports.getOrders = getOrders;
+/**
+ * Submit order
+ *
+ * @public
+ */
+const submitOrder = async (terminal, credential, order) => {
+    return terminal.client.requestForResponse('SubmitOrder', { credential, order });
+};
+exports.submitOrder = submitOrder;
+/**
+ * Modify order
+ *
+ * @public
+ */
+const modifyOrder = async (terminal, credential, order) => {
+    return terminal.client.requestForResponse('ModifyOrder', { credential, order });
+};
+exports.modifyOrder = modifyOrder;
+/**
+ * Cancel order
+ *
+ * @public
+ */
+const cancelOrder = async (terminal, credential, order) => {
+    return terminal.client.requestForResponse('CancelOrder', { credential, order });
+};
+exports.cancelOrder = cancelOrder;
+//# sourceMappingURL=index.js.map