@yuants/exchange 0.1.1 → 0.2.0

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Files changed (11) hide show
  1. package/dist/exchange.d.ts +1 -1
  2. package/dist/index.js +9 -3
  3. package/dist/index.js.map +1 -1
  4. package/lib/index.d.ts +1 -1
  5. package/lib/index.d.ts.map +1 -1
  6. package/lib/index.js +9 -3
  7. package/lib/index.js.map +1 -1
  8. package/package.json +5 -5
  9. package/temp/exchange.api.json +1 -1
  10. package/temp/exchange.api.md +1 -1
  11. package/temp/package-deps.json +9 -9
package/dist/exchange.d.ts CHANGED
@@ -125,7 +125,7 @@ export declare interface IExchange<T = any> {
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  *
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  * @public
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  */
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- export declare const listProducts: (terminal: Terminal) => Promise<IResponse<IProduct[]>>;
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+ export declare const listProducts: (terminal: Terminal, type: string) => Promise<IResponse<IProduct[]>>;
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  /**
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  * Modify order
package/dist/index.js CHANGED
@@ -27,7 +27,13 @@ export const provideExchangeServices = (terminal, exchange) => {
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  return { res: { code: 0, message: 'OK', data: credentialId } };
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  });
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  // ListProducts
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- terminal.server.provideService('ListProducts', {}, async () => {
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+ terminal.server.provideService('ListProducts', {
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+ type: 'object',
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+ required: ['type'],
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+ properties: {
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+ type: { const: exchange.name },
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+ },
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+ }, async () => {
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  const products = await exchange.listProducts();
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  return { res: { code: 0, message: 'OK', data: products } };
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  });
@@ -113,8 +119,8 @@ export const getCredentialId = async (terminal, credential) => {
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  *
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  * @public
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  */
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- export const listProducts = async (terminal) => {
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- return terminal.client.requestForResponse('ListProducts', {});
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+ export const listProducts = async (terminal, type) => {
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+ return terminal.client.requestForResponse('ListProducts', { type });
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  };
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  /**
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  * Get positions
package/dist/index.js.map CHANGED
@@ -1 +1 @@
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{ 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"]}
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{ 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[]>(\n 'ListProducts',\n {\n type: 'object',\n required: ['type'],\n properties: {\n type: { const: exchange.name },\n },\n },\n async () => {\n const products = await exchange.listProducts();\n return { res: { code: 0, message: 'OK', data: products } };\n },\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, type: string): Promise<IResponse<IProduct[]>> => {\n return terminal.client.requestForResponse('ListProducts', { type });\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 CHANGED
@@ -97,7 +97,7 @@ export declare const getCredentialId: <T>(terminal: Terminal, credential: {
97
97
  *
98
98
  * @public
99
99
  */
100
- export declare const listProducts: (terminal: Terminal) => Promise<IResponse<IProduct[]>>;
100
+ export declare const listProducts: (terminal: Terminal, type: string) => Promise<IResponse<IProduct[]>>;
101
101
  /**
102
102
  * Get positions
103
103
  *
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package/lib/index.js CHANGED
@@ -30,7 +30,13 @@ const provideExchangeServices = (terminal, exchange) => {
30
30
  return { res: { code: 0, message: 'OK', data: credentialId } };
31
31
  });
32
32
  // ListProducts
33
- terminal.server.provideService('ListProducts', {}, async () => {
33
+ terminal.server.provideService('ListProducts', {
34
+ type: 'object',
35
+ required: ['type'],
36
+ properties: {
37
+ type: { const: exchange.name },
38
+ },
39
+ }, async () => {
34
40
  const products = await exchange.listProducts();
35
41
  return { res: { code: 0, message: 'OK', data: products } };
36
42
  });
@@ -118,8 +124,8 @@ exports.getCredentialId = getCredentialId;
118
124
  *
119
125
  * @public
120
126
  */
121
- const listProducts = async (terminal) => {
122
- return terminal.client.requestForResponse('ListProducts', {});
127
+ const listProducts = async (terminal, type) => {
128
+ return terminal.client.requestForResponse('ListProducts', { type });
123
129
  };
124
130
  exports.listProducts = listProducts;
125
131
  /**
package/lib/index.js.map CHANGED
@@ -1 +1 @@
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{ 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"]}
1
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{ 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[]>(\n 'ListProducts',\n {\n type: 'object',\n required: ['type'],\n properties: {\n type: { const: exchange.name },\n },\n },\n async () => {\n const products = await exchange.listProducts();\n return { res: { code: 0, message: 'OK', data: products } };\n },\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, type: string): Promise<IResponse<IProduct[]>> => {\n return terminal.client.requestForResponse('ListProducts', { type });\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/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/exchange",
3
- "version": "0.1.1",
3
+ "version": "0.2.0",
4
4
  "main": "lib/index.js",
5
5
  "module": "dist/index.js",
6
6
  "files": [
@@ -24,10 +24,10 @@
24
24
  "typescript": "~4.7.4"
25
25
  },
26
26
  "dependencies": {
27
- "@yuants/protocol": "0.53.1",
28
- "@yuants/data-account": "0.8.3",
29
- "@yuants/data-order": "0.6.5",
30
- "@yuants/data-product": "0.4.20",
27
+ "@yuants/protocol": "0.53.2",
28
+ "@yuants/data-account": "0.8.4",
29
+ "@yuants/data-order": "0.6.6",
30
+ "@yuants/data-product": "0.4.21",
31
31
  "rxjs": "~7.5.6"
32
32
  },
33
33
  "scripts": {
package/temp/exchange.api.json CHANGED
@@ -1069,7 +1069,7 @@
1069
1069
  },
1070
1070
  {
1071
1071
  "kind": "Content",
1072
- "text": ") => "
1072
+ "text": ", type: string) => "
1073
1073
  },
1074
1074
  {
1075
1075
  "kind": "Reference",
package/temp/exchange.api.md CHANGED
@@ -53,7 +53,7 @@ export interface IExchange<T = any> {
53
53
  }
54
54
 
55
55
  // @public
56
- export const listProducts: (terminal: Terminal) => Promise<IResponse<IProduct[]>>;
56
+ export const listProducts: (terminal: Terminal, type: string) => Promise<IResponse<IProduct[]>>;
57
57
 
58
58
  // @public
59
59
  export const modifyOrder: <T>(terminal: Terminal, credential: {
package/temp/package-deps.json CHANGED
@@ -1,18 +1,18 @@
1
1
  {
2
- "libraries/exchange/CHANGELOG.json": "0e12ff15667df0461657203ffc70e07587c69fbc",
3
- "libraries/exchange/CHANGELOG.md": "8dbe118c29e7901cf42427e6f41b2f03cfa6cb73",
2
+ "libraries/exchange/CHANGELOG.json": "11d7f884ef0f36fe7ba74daf5daad84ce1e2d826",
3
+ "libraries/exchange/CHANGELOG.md": "2ff664435689a1eb94d539ef4169428d34527ba2",
4
4
  "libraries/exchange/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
5
5
  "libraries/exchange/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
6
6
  "libraries/exchange/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
7
7
  "libraries/exchange/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
8
- "libraries/exchange/etc/exchange.api.md": "ab7138054a66abc7e98f67a3153f4c67784c4cf9",
9
- "libraries/exchange/package.json": "83d1be38e591fcdb1cdaef3e89c846aec2e09c99",
10
- "libraries/exchange/src/index.ts": "cccf20974a118376387c240804d4308aac90671e",
8
+ "libraries/exchange/etc/exchange.api.md": "bbd88b1f693916f855340a6af809250c3e22bf1c",
9
+ "libraries/exchange/package.json": "518c90b443172f9d4258b438f3b4397a81284ace",
10
+ "libraries/exchange/src/index.ts": "4a6deaff909e26d54b5992b654c0b45d95a1b64a",
11
11
  "libraries/exchange/tsconfig.json": "22f94ca28b507f8ddcc21b9053158eefd3f726a9",
12
12
  "libraries/exchange/.rush/temp/shrinkwrap-deps.json": "fe334dae90ed51c3a990a52a0c70ad89e394ef85",
13
- "libraries/protocol/temp/package-deps.json": "14095036ed251977cb3fb362a7e23d8786aaa4c9",
14
- "libraries/data-account/temp/package-deps.json": "eb3d9ccad211a998fef9e0230e164407bf1b95fc",
15
- "libraries/data-order/temp/package-deps.json": "cf5b85fc4c5160f51023f7fbdc68a7ed9db5573a",
16
- "libraries/data-product/temp/package-deps.json": "60b8abf6f95edc29268f10f0d64331e2f034a3e5",
13
+ "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
14
+ "libraries/data-account/temp/package-deps.json": "ae6b0c69040d0d1989525e843717b6e303d95ef2",
15
+ "libraries/data-order/temp/package-deps.json": "2adac9fc0423f9b1b7ddaa8946ab7af374cc22e1",
16
+ "libraries/data-product/temp/package-deps.json": "8caccae65af24afde5d0e602eb24f57c22c7efd2",
17
17
  "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
18
18
  }