@yuants/vendor-aster 0.10.10 → 0.11.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,11 +1,18 @@
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  "use strict";
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+ var _a;
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  Object.defineProperty(exports, "__esModule", { value: true });
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  exports.getApiV1Klines = exports.getFApiV1Klines = exports.getFApiV1PremiumIndex = exports.getFApiV1TickerPrice = exports.getFApiV1OpenInterest = exports.getApiV1ExchangeInfo = exports.getFApiV1ExchangeInfo = exports.getFApiV1FundingRate = void 0;
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+ const http_services_1 = require("@yuants/http-services");
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  const protocol_1 = require("@yuants/protocol");
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  const utils_1 = require("@yuants/utils");
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  require("./client");
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  const MetricsAsterApiCallCounter = protocol_1.GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
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  const terminal = protocol_1.Terminal.fromNodeEnv();
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+ const shouldUseHttpProxy = process.env.USE_HTTP_PROXY === 'true';
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+ const fetchImpl = shouldUseHttpProxy ? http_services_1.fetch : (_a = globalThis.fetch) !== null && _a !== void 0 ? _a : http_services_1.fetch;
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+ if (shouldUseHttpProxy) {
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+ globalThis.fetch = http_services_1.fetch;
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+ }
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  const FutureBaseURL = 'https://fapi.asterdex.com';
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  const SpotBaseURL = 'https://sapi.asterdex.com';
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  const getKlinesRequestWeight = (limit) => {
@@ -28,9 +35,8 @@ const request = async (method, baseUrl, endpoint, params = {}) => {
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  }
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  console.info(url.toString());
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  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();
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- const res = (await fetch(url.toString(), {
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- method,
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- }).then((response) => response.json()));
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+ const response = (await fetchImpl(url.toString(), { method }));
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+ const res = (await response.json());
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  const maybeError = res;
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  if (typeof maybeError.code === 'number' && maybeError.code !== 0) {
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  throw JSON.stringify(res);
@@ -1 +1 @@
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- 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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { scopeError, tokenBucket } from '@yuants/utils';\n\nimport './client';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n 'aster_api_call',\n 'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\n\nconst FutureBaseURL = 'https://fapi.asterdex.com';\nconst SpotBaseURL = 'https://sapi.asterdex.com';\n\nconst getKlinesRequestWeight = (limit: number | undefined): number => {\n const resolvedLimit = limit ?? 500;\n if (resolvedLimit < 100) return 1;\n if (resolvedLimit < 500) return 2;\n if (resolvedLimit <= 1000) return 5;\n return 10;\n};\n\nconst request = async <T>(\n method: string,\n baseUrl: string,\n endpoint: string,\n params: Record<string, unknown> = {},\n): Promise<T> => {\n const url = new URL(baseUrl);\n url.pathname = endpoint;\n for (const [key, value] of Object.entries(params)) {\n if (value === undefined) continue;\n url.searchParams.set(key, `${value}`);\n }\n\n console.info(url.toString());\n MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n const res = (await fetch(url.toString(), {\n method,\n }).then((response) => response.json())) as unknown;\n\n const maybeError = res as { code?: number };\n if (typeof maybeError.code === 'number' && maybeError.code !== 0) {\n throw JSON.stringify(res);\n }\n return res as T;\n};\n\n/**\n * 获取资金费率历史\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = (params: {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<\n {\n symbol: string;\n fundingRate: string;\n fundingTime: number;\n }[]\n> => {\n const endpoint = '/fapi/v1/fundingRate';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 1;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\nexport interface IAsterRateLimit {\n rateLimitType?: string;\n interval?: string;\n intervalNum?: number;\n limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\n symbols: {\n symbol: string;\n status: 'TRADING' | 'BREAK' | 'HALT';\n baseAsset: string;\n quoteAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n filters: {\n filterType: string;\n [key: string]: unknown;\n }[];\n }[];\n rateLimits?: IAsterRateLimit[];\n}\n\n/**\n * 获取交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n const endpoint = '/fapi/v1/exchangeInfo';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 1;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n const endpoint = '/api/v1/exchangeInfo';\n const url = new URL(SpotBaseURL);\n url.pathname = endpoint;\n const weight = 1;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n * 参考 Binance 风格接口:/fapi/v1/openInterest\n *\n * Weight: 1\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFApiV1OpenInterest = (params: {\n symbol: string;\n}): Promise<{\n symbol: string;\n openInterest: string;\n time: number;\n}> => {\n const endpoint = '/fapi/v1/openInterest';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 1;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取最新价格\n *\n * Weight: without symbol 2 (current implementation)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = (\n params: Record<string, never>,\n): Promise<\n {\n symbol: string;\n price: string;\n time?: number;\n }[]\n> => {\n const endpoint = '/fapi/v1/ticker/price';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 2;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取资金费率\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = (params: {\n symbol?: string;\n}): Promise<\n | {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n nextFundingTime: number;\n interestRate: string;\n time: number;\n }\n | {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n nextFundingTime: number;\n interestRate: string;\n time: number;\n }[]\n> => {\n const endpoint = '/fapi/v1/premiumIndex';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 1;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\nexport interface IAsterKline extends Array<string | number> {\n 0: number; // Open time\n 1: string; // Open\n 2: string; // High\n 3: string; // Low\n 4: string; // Close\n 5: string; // Volume\n 6: number; // Close time\n 7: string; // Quote asset volume\n 8: number; // Number of trades\n 9: string; // Taker buy base asset volume\n 10: string; // Taker buy quote asset volume\n 11: string; // Ignore\n}\n\n/**\n * 获取 K 线\n *\n * 参考 Binance 风格接口:/fapi/v1/klines\n *\n * Weight: by limit\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE\n */\nexport const getFApiV1Klines = (params: {\n symbol: string;\n interval: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IAsterKline[]> => {\n const endpoint = '/fapi/v1/klines';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = getKlinesRequestWeight(params?.limit);\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n limit: params?.limit,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货 K 线\n *\n * 参考 Binance 风格接口:/api/v1/klines\n *\n * Weight: not documented (temporary: follow futures limit table)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md\n */\nexport const getApiV1Klines = (params: {\n symbol: string;\n interval: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IAsterKline[]> => {\n const endpoint = '/api/v1/klines';\n const url = new URL(SpotBaseURL);\n url.pathname = endpoint;\n const weight = getKlinesRequestWeight(params?.limit);\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n limit: params?.limit,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', SpotBaseURL, endpoint, params);\n};\n"]}
1
+ 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{ fetch } from '@yuants/http-services';\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { scopeError, tokenBucket } from '@yuants/utils';\n\nimport './client';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n 'aster_api_call',\n 'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\nconst shouldUseHttpProxy = process.env.USE_HTTP_PROXY === 'true';\nconst fetchImpl = shouldUseHttpProxy ? fetch : globalThis.fetch ?? fetch;\n\nif (shouldUseHttpProxy) {\n globalThis.fetch = fetch;\n}\n\nconst FutureBaseURL = 'https://fapi.asterdex.com';\nconst SpotBaseURL = 'https://sapi.asterdex.com';\n\nconst getKlinesRequestWeight = (limit: number | undefined): number => {\n const resolvedLimit = limit ?? 500;\n if (resolvedLimit < 100) return 1;\n if (resolvedLimit < 500) return 2;\n if (resolvedLimit <= 1000) return 5;\n return 10;\n};\n\nconst request = async <T>(\n method: string,\n baseUrl: string,\n endpoint: string,\n params: Record<string, unknown> = {},\n): Promise<T> => {\n const url = new URL(baseUrl);\n url.pathname = endpoint;\n for (const [key, value] of Object.entries(params)) {\n if (value === undefined) continue;\n url.searchParams.set(key, `${value}`);\n }\n\n console.info(url.toString());\n MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n const response = (await fetchImpl(url.toString(), { method })) as Response;\n const res = (await response.json()) as unknown;\n\n const maybeError = res as { code?: number };\n if (typeof maybeError.code === 'number' && maybeError.code !== 0) {\n throw JSON.stringify(res);\n }\n return res as T;\n};\n\n/**\n * 获取资金费率历史\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = (params: {\n symbol?: string;\n startTime?: number;\n endTime?: 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IAsterRateLimit[];\n}\n\n/**\n * 获取交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n const endpoint = '/fapi/v1/exchangeInfo';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 1;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n const endpoint = '/api/v1/exchangeInfo';\n const url = new URL(SpotBaseURL);\n url.pathname = endpoint;\n const weight = 1;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n * 参考 Binance 风格接口:/fapi/v1/openInterest\n *\n * Weight: 1\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFApiV1OpenInterest = (params: {\n symbol: string;\n}): Promise<{\n symbol: string;\n openInterest: string;\n time: number;\n}> => {\n const endpoint = '/fapi/v1/openInterest';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 1;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取最新价格\n *\n * Weight: without symbol 2 (current implementation)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = (\n params: Record<string, never>,\n): Promise<\n {\n symbol: string;\n price: string;\n time?: number;\n }[]\n> => {\n const endpoint = '/fapi/v1/ticker/price';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 2;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取资金费率\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = (params: {\n symbol?: string;\n}): Promise<\n | {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n nextFundingTime: number;\n interestRate: string;\n time: number;\n }\n | {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n nextFundingTime: number;\n interestRate: string;\n time: number;\n }[]\n> => {\n const endpoint = '/fapi/v1/premiumIndex';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 1;\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\nexport interface IAsterKline extends Array<string | number> {\n 0: number; // Open time\n 1: string; // Open\n 2: string; // High\n 3: string; // Low\n 4: string; // Close\n 5: string; // Volume\n 6: number; // Close time\n 7: string; // Quote asset volume\n 8: number; // Number of trades\n 9: string; // Taker buy base asset volume\n 10: string; // Taker buy quote asset volume\n 11: string; // Ignore\n}\n\n/**\n * 获取 K 线\n *\n * 参考 Binance 风格接口:/fapi/v1/klines\n *\n * Weight: by limit\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE\n */\nexport const getFApiV1Klines = (params: {\n symbol: string;\n interval: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IAsterKline[]> => {\n const endpoint = '/fapi/v1/klines';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = getKlinesRequestWeight(params?.limit);\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n limit: params?.limit,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货 K 线\n *\n * 参考 Binance 风格接口:/api/v1/klines\n *\n * Weight: not documented (temporary: follow futures limit table)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md\n */\nexport const getApiV1Klines = (params: {\n symbol: string;\n interval: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IAsterKline[]> => {\n const endpoint = '/api/v1/klines';\n const url = new URL(SpotBaseURL);\n url.pathname = endpoint;\n const weight = getKlinesRequestWeight(params?.limit);\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n limit: params?.limit,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return request('GET', SpotBaseURL, endpoint, params);\n};\n"]}
@@ -1 +1 @@
1
- {"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAEnE,OAAO,EAKL,WAAW,EACZ,MAAM,uBAAuB,CAAC;AA6B/B,eAAO,MAAM,YAAY,GAAU,YAAY,WAAW,yBAuEzD,CAAC"}
1
+ {"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAGnE,OAAO,EAKL,WAAW,EACZ,MAAM,uBAAuB,CAAC;AAoC/B,eAAO,MAAM,YAAY,GAAU,YAAY,WAAW,yBAuEzD,CAAC"}
@@ -1,15 +1,22 @@
1
1
  "use strict";
2
+ var _a;
2
3
  Object.defineProperty(exports, "__esModule", { value: true });
3
4
  exports.getPositions = void 0;
4
5
  const cache_1 = require("@yuants/cache");
5
6
  const data_account_1 = require("@yuants/data-account");
7
+ const http_services_1 = require("@yuants/http-services");
6
8
  const utils_1 = require("@yuants/utils");
7
9
  const private_api_1 = require("../../api/private-api");
8
10
  const product_1 = require("../markets/product");
11
+ const shouldUseHttpProxy = process.env.USE_HTTP_PROXY === 'true';
12
+ const fetchImpl = shouldUseHttpProxy ? http_services_1.fetch : (_a = globalThis.fetch) !== null && _a !== void 0 ? _a : http_services_1.fetch;
13
+ if (shouldUseHttpProxy) {
14
+ globalThis.fetch = http_services_1.fetch;
15
+ }
9
16
  // ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko
10
- const asBNBPrice = (0, cache_1.createCache)(() => fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')
17
+ const asBNBPrice = (0, cache_1.createCache)(() => fetchImpl('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')
11
18
  .then((res) => res.json())
12
- .then((data) => data['astherus-staked-bnb'].usd), {
19
+ .then((data) => { var _a, _b; return (_b = (_a = data['astherus-staked-bnb']) === null || _a === void 0 ? void 0 : _a.usd) !== null && _b !== void 0 ? _b : 0; }), {
13
20
  expire: 60000, // 1 minute
14
21
  });
15
22
  const spotProductMapCache = (0, cache_1.createCache)(async () => {
@@ -1 +1 @@
1
- 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{ createCache } from '@yuants/cache';\nimport { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport {\n getApiV1Account,\n getApiV1TickerPrice,\n getFApiV2PositionRisk,\n getFApiV4Account,\n ICredential,\n} from '../../api/private-api';\nimport { listProducts } from '../markets/product';\n\n// ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko\nconst asBNBPrice = createCache(\n () =>\n fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')\n .then((res) => res.json())\n .then((data) => data['astherus-staked-bnb'].usd as number),\n {\n expire: 60_000, // 1 minute\n },\n);\n\nconst spotProductMapCache = createCache(\n async () => {\n const products = await listProducts();\n const map = new Map<string, string>();\n for (const product of products) {\n const [, instType] = product.product_id.split('/');\n if (instType === 'SPOT') {\n map.set(product.base_currency, product.product_id);\n }\n }\n return map;\n },\n { expire: 86_400_000 },\n);\n\nexport const getPositions = async (credential: ICredential) => {\n const positions: IPosition[] = [];\n const [x, prices, prep, positionRisk, spotProductMap] = await Promise.all([\n getApiV1Account(credential, {}),\n getApiV1TickerPrice(credential, {}),\n getFApiV4Account(credential, {}),\n getFApiV2PositionRisk(credential, {}),\n spotProductMapCache.query(''),\n ]);\n\n const resolvedSpotProductMap = spotProductMap ?? new Map<string, string>();\n\n for (const b of x.balances) {\n const thePrice = b.asset === 'USDT' ? 1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n positions.push(\n makeSpotPosition({\n position_id: b.asset,\n datasource_id: 'ASTER',\n product_id: resolvedSpotProductMap.get(b.asset) ?? encodePath('ASTER', 'SPOT', b.asset),\n volume: +b.free + +b.locked,\n free_volume: +b.free,\n closable_price: +thePrice,\n }),\n );\n }\n\n for (const b of prep.assets) {\n if (+b.walletBalance === 0) continue;\n let thePrice = 0;\n if (b.asset === 'USDT') {\n thePrice = 1;\n } else if (b.asset === 'ASBNB') {\n const _p = await asBNBPrice.query('').catch(() => 0);\n if (_p) {\n thePrice = _p;\n }\n } else {\n thePrice = +(prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0);\n }\n\n positions.push(\n makeSpotPosition({\n position_id: encodePath(b.asset, 'ASSET'),\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP-ASSET', b.asset),\n volume: +b.walletBalance,\n free_volume: +b.walletBalance,\n closable_price: thePrice,\n }),\n );\n }\n\n for (const p of prep.positions) {\n if (+p.positionAmt === 0) continue;\n positions.push({\n position_id: p.symbol,\n product_id: encodePath('ASTER', 'PERP', p.symbol),\n datasource_id: 'ASTER',\n direction: p.positionSide === 'BOTH' ? (+p.positionAmt > 0 ? 'LONG' : 'SHORT') : p.positionSide,\n volume: Math.abs(+p.positionAmt),\n free_volume: Math.abs(+p.positionAmt),\n position_price: +p.entryPrice,\n closable_price: Math.abs(+p.notional / +p.positionAmt),\n floating_profit: +p.unrealizedProfit,\n // TODO: optimize find performance\n liquidation_price: positionRisk.find((r) => r.symbol === p.symbol)?.liquidationPrice,\n valuation: Math.abs(+p.notional),\n });\n }\n\n return positions;\n};\n"]}
1
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fetch : globalThis.fetch ?? fetch;\n\nif (shouldUseHttpProxy) {\n globalThis.fetch = fetch;\n}\n\n// ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko\nconst asBNBPrice = createCache<number>(\n () =>\n fetchImpl('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')\n .then((res: Response) => res.json())\n .then((data: { 'astherus-staked-bnb'?: { usd?: number } }) => data['astherus-staked-bnb']?.usd ?? 0),\n {\n expire: 60_000, // 1 minute\n },\n);\n\nconst spotProductMapCache = createCache(\n async () => {\n const products = await listProducts();\n const map = new Map<string, string>();\n for (const product of products) {\n const [, instType] = product.product_id.split('/');\n if (instType === 'SPOT') {\n map.set(product.base_currency, product.product_id);\n }\n }\n return map;\n },\n { expire: 86_400_000 },\n);\n\nexport const getPositions = async (credential: ICredential) => {\n const positions: IPosition[] = [];\n const [x, prices, prep, positionRisk, spotProductMap] = await Promise.all([\n getApiV1Account(credential, {}),\n getApiV1TickerPrice(credential, {}),\n getFApiV4Account(credential, {}),\n getFApiV2PositionRisk(credential, {}),\n spotProductMapCache.query(''),\n ]);\n\n const resolvedSpotProductMap = spotProductMap ?? new Map<string, string>();\n\n for (const b of x.balances) {\n const thePrice = b.asset === 'USDT' ? 1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n positions.push(\n makeSpotPosition({\n position_id: b.asset,\n datasource_id: 'ASTER',\n product_id: resolvedSpotProductMap.get(b.asset) ?? encodePath('ASTER', 'SPOT', b.asset),\n volume: +b.free + +b.locked,\n free_volume: +b.free,\n closable_price: +thePrice,\n }),\n );\n }\n\n for (const b of prep.assets) {\n if (+b.walletBalance === 0) continue;\n let thePrice = 0;\n if (b.asset === 'USDT') {\n thePrice = 1;\n } else if (b.asset === 'ASBNB') {\n const _p = await asBNBPrice.query('').catch(() => 0);\n if (_p) {\n thePrice = _p;\n }\n } else {\n thePrice = +(prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0);\n }\n\n positions.push(\n makeSpotPosition({\n position_id: encodePath(b.asset, 'ASSET'),\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP-ASSET', b.asset),\n volume: +b.walletBalance,\n free_volume: +b.walletBalance,\n closable_price: thePrice,\n }),\n );\n }\n\n for (const p of prep.positions) {\n if (+p.positionAmt === 0) continue;\n positions.push({\n position_id: p.symbol,\n product_id: encodePath('ASTER', 'PERP', p.symbol),\n datasource_id: 'ASTER',\n direction: p.positionSide === 'BOTH' ? (+p.positionAmt > 0 ? 'LONG' : 'SHORT') : p.positionSide,\n volume: Math.abs(+p.positionAmt),\n free_volume: Math.abs(+p.positionAmt),\n position_price: +p.entryPrice,\n closable_price: Math.abs(+p.notional / +p.positionAmt),\n floating_profit: +p.unrealizedProfit,\n // TODO: optimize find performance\n liquidation_price: positionRisk.find((r) => r.symbol === p.symbol)?.liquidationPrice,\n valuation: Math.abs(+p.notional),\n });\n }\n\n return positions;\n};\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-aster",
3
- "version": "0.10.10",
3
+ "version": "0.11.1",
4
4
  "main": "lib/index.js",
5
5
  "files": [
6
6
  "dist",
@@ -10,18 +10,19 @@
10
10
  "dependencies": {
11
11
  "rxjs": "~7.5.6",
12
12
  "@yuants/protocol": "0.54.2",
13
- "@yuants/cache": "0.3.13",
14
13
  "@yuants/data-account": "0.11.9",
14
+ "@yuants/cache": "0.3.13",
15
15
  "@yuants/utils": "0.19.5",
16
+ "@yuants/http-services": "0.2.3",
16
17
  "@yuants/data-series": "0.3.62",
17
18
  "@yuants/sql": "0.9.40",
18
- "@yuants/data-ohlc": "0.6.5",
19
19
  "@yuants/data-product": "0.5.10",
20
+ "@yuants/data-trade": "0.1.35",
21
+ "@yuants/data-ohlc": "0.6.5",
20
22
  "@yuants/data-order": "0.7.10",
21
23
  "@yuants/data-interest-rate": "0.2.10",
22
- "@yuants/data-quote": "0.4.9",
23
- "@yuants/data-trade": "0.1.35",
24
24
  "@yuants/transfer": "0.2.49",
25
+ "@yuants/data-quote": "0.4.9",
25
26
  "@yuants/exchange": "0.8.20"
26
27
  },
27
28
  "devDependencies": {