@yuants/vendor-aster 0.10.7 → 0.10.10

package/dist/api/private-api.js

@@ -234,4 +234,19 @@ export const getAccountIncome = (credential, params) => {
     scopeError('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket(url.host).acquireSync(weight));
     return request(credential, 'GET', FutureBaseURL, endpoint, params);
 };
+/**
+ * 账户成交历史 (USER_DATA)
+ *
+ * 权重: 5
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E6%88%90%E4%BA%A4%E5%8E%86%E5%8F%B2-user_data
+ */
+export const getAccountTradeList = (credential, params) => {
+    const endpoint = '/fapi/v1/userTrades';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    scopeError('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket(url.host).acquireSync(weight));
+    return request(credential, 'GET', FutureBaseURL, endpoint, params);
+};
 //# sourceMappingURL=private-api.js.map

package/dist/api/private-api.js.map

@@ -1 +1 @@
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{ encodeHex, HmacSHA256, newError, scopeError, tokenBucket } from '@yuants/utils';\n\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nimport './client';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\n\nexport interface ICredential {\n  address: string;\n  api_key: string;\n  secret_key: string;\n}\n\nexport interface IAsterFutureOpenOrder {\n  orderId: number;\n  clientOrderId: string;\n  price: string;\n  origQty: string;\n  executedQty: string;\n  status: string;\n  timeInForce: string;\n  type: string;\n  side: 'BUY' | 'SELL';\n  updateTime: number;\n  avgPrice: string;\n  reduceOnly?: boolean;\n  closePosition?: boolean;\n  positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n  workingType?: string;\n  priceProtect?: boolean;\n  origType?: string;\n  stopPrice?: string;\n  symbol: string;\n}\n\nexport interface IAsterSpotOpenOrder {\n  orderId: number;\n  clientOrderId: string;\n  price: string;\n  origQty: string;\n  executedQty: string;\n  cummulativeQuoteQty?: string;\n  status: string;\n  timeInForce: string;\n  type: string;\n  side: 'BUY' | 'SELL';\n  stopPrice?: string;\n  icebergQty?: string;\n  time: number;\n  updateTime: number;\n  isWorking?: boolean;\n  avgPrice?: string;\n  symbol: string;\n}\n\nconst request = async <T>(\n  credential: ICredential,\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, `${value}`);\n  }\n\n  url.searchParams.set('timestamp', `${Date.now()}`);\n  const msg = url.search.slice(1); // 去掉开头的 '?'\n  const signature = encodeHex(\n    await HmacSHA256(new TextEncoder().encode(msg), new TextEncoder().encode(credential.secret_key)),\n  );\n  url.searchParams.set('signature', signature);\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const response = await fetch(url.toString(), {\n    method,\n    headers: {\n      'X-MBX-APIKEY': credential.api_key,\n    },\n  });\n\n  const resText = await response.text();\n\n  try {\n    const res = JSON.parse(resText);\n\n    if (res.code && res.code !== 0) {\n      throw resText;\n    }\n    return res;\n  } catch (e) {\n    throw newError(\n      'ASTER_API_ERROR',\n      {\n        status: response.status,\n        statusText: response.statusText,\n        resText,\n        params,\n      },\n      e,\n    );\n  }\n};\n\nconst FutureBaseURL = 'https://fapi.asterdex.com';\nconst SpotBaseURL = 'https://sapi.asterdex.com';\n\n/**\n * 获取账户信息\n *\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AFv4-user_data\n */\nexport const getFApiV4Account = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<{\n  feeTier: number;\n  canTrade: boolean;\n  canDeposit: boolean;\n  canWithdraw: boolean;\n  updateTime: number;\n  totalInitialMargin: string;\n  totalMaintMargin: string;\n  totalWalletBalance: string;\n  totalUnrealizedProfit: string;\n  totalMarginBalance: string;\n  totalPositionInitialMargin: string;\n  totalOpenOrderInitialMargin: string;\n  totalCrossWalletBalance: string;\n  totalCrossUnPnl: string;\n  availableBalance: string;\n  maxWithdrawAmount: string;\n  assets: {\n    asset: string;\n    walletBalance: string;\n    unrealizedProfit: string;\n    marginBalance: string;\n    maintMargin: string;\n    initialMargin: string;\n    positionInitialMargin: string;\n    openOrderInitialMargin: string;\n    maxWithdrawAmount: string;\n    crossWalletBalance: string;\n    crossUnPnl: string;\n    availableBalance: string;\n    marginAvailable: boolean;\n    updateTime: number;\n  }[];\n  positions: {\n    symbol: string;\n    initialMargin: string;\n    maintMargin: string;\n    unrealizedProfit: string;\n    positionInitialMargin: string;\n    openOrderInitialMargin: string;\n    leverage: string;\n    isolated: boolean;\n    entryPrice: string;\n    maxNotional: string;\n    positionSide: 'BOTH' | 'LONG' | 'SHORT';\n    positionAmt: string;\n    notional: string;\n    isolatedWallet: string;\n    updateTime: number;\n  }[];\n}> => {\n  const endpoint = '/fapi/v4/account';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\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(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 用户持仓风险V2 (USER_DATA)\n *\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E7%94%A8%E6%88%B7%E6%8C%81%E4%BB%93%E9%A3%8E%E9%99%A9v2-user_data\n */\nexport const getFApiV2PositionRisk = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<\n  {\n    entryPrice: string;\n    marginType: string;\n    isAutoAddMargin: string;\n    isolatedMargin: string;\n    leverage: string;\n    liquidationPrice: string;\n    markPrice: string;\n    maxNotionalValue: string;\n    positionAmt: string;\n    symbol: string;\n    unRealizedProfit: string;\n    positionSide: string;\n    updateTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v2/positionRisk';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\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(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2840-L2855\n */\nexport const getFApiV2Balance = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<\n  {\n    accountAlias: string;\n    asset: string;\n    balance: string;\n    crossWalletBalance: string;\n    crossUnPnl: string;\n    availableBalance: string;\n    maxWithdrawAmount: string;\n    marginAvailable: boolean;\n    updateTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v2/balance';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\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(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1 by order\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#post-fapiv1order-%E7%9A%84%E7%A4%BA%E4%BE%8B\n */\nexport const postFApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n    type:\n      | 'MARKET'\n      | 'LIMIT'\n      | 'STOP'\n      | 'STOP_MARKET'\n      | 'TAKE_PROFIT'\n      | 'TAKE_PROFIT_MARKET'\n      | 'TRAILING_STOP_MARKET';\n    reduceOnly?: 'true' | 'false';\n    quantity?: number;\n    price?: number;\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/fapi/v1/order';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/minute').acquireSync(weight),\n  );\n  return request(credential, 'POST', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 查询当前挂单 (永续)\n *\n * Weight: with symbol 1, without symbol 40\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2728-L2766\n */\nexport const getFApiV1OpenOrders = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<IAsterFutureOpenOrder[]> => {\n  const endpoint = '/fapi/v1/openOrders';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = params?.symbol ? 1 : 40;\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      hasSymbol: !!params?.symbol,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 查询当前挂单 (现货)\n *\n * Weight: with symbol 1, without symbol 40\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1196-L1234\n */\nexport const getApiV1OpenOrders = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<IAsterSpotOpenOrder[]> => {\n  const endpoint = '/api/v1/openOrders';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = params?.symbol ? 1 : 40;\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      hasSymbol: !!params?.symbol,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2498-L2516\n */\nexport const deleteFApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/fapi/v1/order';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/minute').acquireSync(weight),\n  );\n  return request(credential, 'DELETE', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取账户信息 (现货)\n *\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data\n */\nexport const getApiV1Account = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<{\n  feeTier: number;\n  canTrade: boolean;\n  canDeposit: boolean;\n  canWithdraw: boolean;\n  canBurnAsset: boolean;\n  updateTime: number;\n  balances: {\n    asset: string;\n    free: string;\n    locked: string;\n  }[];\n}> => {\n  const endpoint = '/api/v1/account';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\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(credential, 'GET', SpotBaseURL, 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-spot-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getApiV1TickerPrice = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<\n  {\n    symbol: string;\n    price: string;\n    time: number;\n  }[]\n> => {\n  const endpoint = '/api/v1/ticker/price';\n  const url = new URL(SpotBaseURL);\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(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#post-apiv1order-%E7%9A%84%E7%A4%BA%E4%BE%8B\n */\nexport const postApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET';\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX';\n    quantity?: number;\n    quoteOrderQty?: number;\n    price?: number;\n  },\n): Promise<{\n  orderId: number;\n}> => {\n  const endpoint = '/api/v1/order';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/minute').acquireSync(weight),\n  );\n  return request(credential, 'POST', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 取消有效订单 (现货)\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1040-L1074\n */\nexport const deleteApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/api/v1/order';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/minute').acquireSync(weight),\n  );\n  return request(credential, 'DELETE', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取账户损益资金流水(USER_DATA)\n *\n * 权重: 30\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%8E%B7%E5%8F%96%E8%B4%A6%E6%88%B7%E6%8D%9F%E7%9B%8A%E8%B5%84%E9%87%91%E6%B5%81%E6%B0%B4user_data\n */\nexport const getAccountIncome = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n    incomeType?: string;\n    startTime?: number;\n    endTime?: number;\n    recvWindow?: number;\n    limit?: number;\n    timestamp: number;\n  },\n): Promise<\n  {\n    symbol: string;\n    incomeType: string;\n    income: string;\n    asset: string;\n    info: string;\n    time: number;\n    tranId: string;\n    tradeId: string;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/income';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 30;\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(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n"]}
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number;\n  clientOrderId: string;\n  price: string;\n  origQty: string;\n  executedQty: string;\n  cummulativeQuoteQty?: string;\n  status: string;\n  timeInForce: string;\n  type: string;\n  side: 'BUY' | 'SELL';\n  stopPrice?: string;\n  icebergQty?: string;\n  time: number;\n  updateTime: number;\n  isWorking?: boolean;\n  avgPrice?: string;\n  symbol: string;\n}\n\nconst request = async <T>(\n  credential: ICredential,\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, `${value}`);\n  }\n\n  url.searchParams.set('timestamp', `${Date.now()}`);\n  const msg = url.search.slice(1); // 去掉开头的 '?'\n  const signature = encodeHex(\n    await HmacSHA256(new TextEncoder().encode(msg), new TextEncoder().encode(credential.secret_key)),\n  );\n  url.searchParams.set('signature', signature);\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const response = await fetch(url.toString(), {\n    method,\n    headers: {\n      'X-MBX-APIKEY': credential.api_key,\n    },\n  });\n\n  const resText = await response.text();\n\n  try {\n    const res = JSON.parse(resText);\n\n    if (res.code && res.code !== 0) {\n      throw resText;\n    }\n    return res;\n  } catch (e) {\n    throw newError(\n      'ASTER_API_ERROR',\n      {\n        status: response.status,\n        statusText: response.statusText,\n        resText,\n        params,\n      },\n      e,\n    );\n  }\n};\n\nconst FutureBaseURL = 'https://fapi.asterdex.com';\nconst SpotBaseURL = 'https://sapi.asterdex.com';\n\n/**\n * 获取账户信息\n *\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AFv4-user_data\n */\nexport const getFApiV4Account = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<{\n  feeTier: number;\n  canTrade: boolean;\n  canDeposit: boolean;\n  canWithdraw: boolean;\n  updateTime: number;\n  totalInitialMargin: string;\n  totalMaintMargin: string;\n  totalWalletBalance: string;\n  totalUnrealizedProfit: string;\n  totalMarginBalance: string;\n  totalPositionInitialMargin: string;\n  totalOpenOrderInitialMargin: string;\n  totalCrossWalletBalance: string;\n  totalCrossUnPnl: string;\n  availableBalance: string;\n  maxWithdrawAmount: string;\n  assets: {\n    asset: string;\n    walletBalance: string;\n    unrealizedProfit: string;\n    marginBalance: string;\n    maintMargin: string;\n    initialMargin: string;\n    positionInitialMargin: string;\n    openOrderInitialMargin: string;\n    maxWithdrawAmount: string;\n    crossWalletBalance: string;\n    crossUnPnl: string;\n    availableBalance: string;\n    marginAvailable: boolean;\n    updateTime: number;\n  }[];\n  positions: {\n    symbol: string;\n    initialMargin: string;\n    maintMargin: string;\n    unrealizedProfit: string;\n    positionInitialMargin: string;\n    openOrderInitialMargin: string;\n    leverage: string;\n    isolated: boolean;\n    entryPrice: string;\n    maxNotional: string;\n    positionSide: 'BOTH' | 'LONG' | 'SHORT';\n    positionAmt: string;\n    notional: string;\n    isolatedWallet: string;\n    updateTime: number;\n  }[];\n}> => {\n  const endpoint = '/fapi/v4/account';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\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(credential, 'GET', FutureBaseURL, endpoint, 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tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2840-L2855\n */\nexport const getFApiV2Balance = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<\n  {\n    accountAlias: string;\n    asset: string;\n    balance: string;\n    crossWalletBalance: string;\n    crossUnPnl: string;\n    availableBalance: string;\n    maxWithdrawAmount: string;\n    marginAvailable: boolean;\n    updateTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v2/balance';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\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(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1 by order\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#post-fapiv1order-%E7%9A%84%E7%A4%BA%E4%BE%8B\n */\nexport const postFApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n    type:\n      | 'MARKET'\n      | 'LIMIT'\n      | 'STOP'\n      | 'STOP_MARKET'\n      | 'TAKE_PROFIT'\n      | 'TAKE_PROFIT_MARKET'\n      | 'TRAILING_STOP_MARKET';\n    reduceOnly?: 'true' | 'false';\n    quantity?: number;\n    price?: number;\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/fapi/v1/order';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/minute').acquireSync(weight),\n  );\n  return request(credential, 'POST', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 查询当前挂单 (永续)\n *\n * Weight: with symbol 1, without symbol 40\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2728-L2766\n */\nexport const getFApiV1OpenOrders = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<IAsterFutureOpenOrder[]> => {\n  const endpoint = '/fapi/v1/openOrders';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = params?.symbol ? 1 : 40;\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      hasSymbol: !!params?.symbol,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 查询当前挂单 (现货)\n *\n * Weight: with symbol 1, without symbol 40\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1196-L1234\n */\nexport const getApiV1OpenOrders = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<IAsterSpotOpenOrder[]> => {\n  const endpoint = '/api/v1/openOrders';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = params?.symbol ? 1 : 40;\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      hasSymbol: !!params?.symbol,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2498-L2516\n */\nexport const deleteFApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/fapi/v1/order';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/minute').acquireSync(weight),\n  );\n  return request(credential, 'DELETE', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取账户信息 (现货)\n *\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data\n */\nexport const getApiV1Account = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<{\n  feeTier: number;\n  canTrade: boolean;\n  canDeposit: boolean;\n  canWithdraw: boolean;\n  canBurnAsset: boolean;\n  updateTime: number;\n  balances: {\n    asset: string;\n    free: string;\n    locked: string;\n  }[];\n}> => {\n  const endpoint = '/api/v1/account';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\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(credential, 'GET', SpotBaseURL, 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-spot-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getApiV1TickerPrice = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<\n  {\n    symbol: string;\n    price: string;\n    time: number;\n  }[]\n> => {\n  const endpoint = '/api/v1/ticker/price';\n  const url = new URL(SpotBaseURL);\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(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#post-apiv1order-%E7%9A%84%E7%A4%BA%E4%BE%8B\n */\nexport const postApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET';\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX';\n    quantity?: number;\n    quoteOrderQty?: number;\n    price?: number;\n  },\n): Promise<{\n  orderId: number;\n}> => {\n  const endpoint = '/api/v1/order';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/minute').acquireSync(weight),\n  );\n  return request(credential, 'POST', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 取消有效订单 (现货)\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1040-L1074\n */\nexport const deleteApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/api/v1/order';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/minute').acquireSync(weight),\n  );\n  return request(credential, 'DELETE', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取账户损益资金流水(USER_DATA)\n *\n * 权重: 30\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%8E%B7%E5%8F%96%E8%B4%A6%E6%88%B7%E6%8D%9F%E7%9B%8A%E8%B5%84%E9%87%91%E6%B5%81%E6%B0%B4user_data\n */\nexport const getAccountIncome = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n    incomeType?: string;\n    startTime?: number;\n    endTime?: number;\n    recvWindow?: number;\n    limit?: number;\n    timestamp: number;\n  },\n): Promise<\n  {\n    symbol: string;\n    incomeType: string;\n    income: string;\n    asset: string;\n    info: string;\n    time: number;\n    tranId: string;\n    tradeId: string;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/income';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 30;\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(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 账户成交历史 (USER_DATA)\n *\n * 权重: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E6%88%90%E4%BA%A4%E5%8E%86%E5%8F%B2-user_data\n */\nexport const getAccountTradeList = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    timestamp: number;\n    fromId?: number;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n    recvWindow?: number;\n  },\n): Promise<\n  {\n    symbol: string;\n    id: number;\n    orderId: number;\n    side: string;\n    price: string;\n    qty: string;\n    realizedPnl: string;\n    quoteQty: string;\n    commission: string;\n    commissionAsset: string;\n    time: number;\n    buyer: boolean;\n    maker: boolean;\n    positionSide: string;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/userTrades';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\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(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n"]}

package/dist/services/orders/submitOrder.js

@@ -1,5 +1,6 @@
 import { decodePath, roundToStep } from '@yuants/utils';
 import { getApiV1TickerPrice, postApiV1Order, postFApiV1Order } from '../../api/private-api';
+import { fetchTradeHistory } from '../trade-history';
 const parseProductId = (productId) => {
     if (!productId) {
         return { category: undefined, symbol: undefined };
@@ -47,6 +48,9 @@ const handleSubmitOrderOfSpot = async (credential, order) => {
     if (!res.orderId) {
         throw new Error('Failed to retrieve order ID from response');
     }
+    if (type === 'MARKET') {
+        fetchTradeHistory(credential, order.product_id, resolvedSymbol);
+    }
     return { order_id: '' + res.orderId };
 };
 const handleSubmitOrderOfPerp = async (credential, order) => {
@@ -87,6 +91,9 @@ const handleSubmitOrderOfPerp = async (credential, order) => {
     const orderId = (_d = (_b = (_a = res === null || res === void 0 ? void 0 : res.orderId) !== null && _a !== void 0 ? _a : res === null || res === void 0 ? void 0 : res.order_id) !== null && _b !== void 0 ? _b : (_c = res === null || res === void 0 ? void 0 : res.data) === null || _c === void 0 ? void 0 : _c.orderId) !== null && _d !== void 0 ? _d : (_e = res === null || res === void 0 ? void 0 : res.data) === null || _e === void 0 ? void 0 : _e.order_id;
     if (!orderId)
         throw new Error('Failed to retrieve order ID from response');
+    if (type === 'MARKET') {
+        fetchTradeHistory(credential, order.product_id, symbol);
+    }
     return { order_id: `${orderId}` };
 };
 export const handleSubmitOrder = async (credential, order) => {

package/dist/services/orders/submitOrder.js.map

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{ IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 3) {\n    return { category: parts[1], symbol: parts.slice(2).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${order.product_id}\"`);\n  }\n\n  const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n  if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n  const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n    order.order_direction!\n  ];\n  if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  const price = order.price;\n\n  let quantity: number | undefined = order.volume;\n  let quoteOrderQty: number | undefined;\n\n  if (type === 'MARKET' && side === 'BUY') {\n    const spotPrice = await getApiV1TickerPrice(credential, {});\n    const thePrice = spotPrice.find((x) => x.symbol === resolvedSymbol)?.price;\n    if (!thePrice) throw new Error(`Cannot get price for symbol ${resolvedSymbol}`);\n    quantity = undefined;\n    quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n  }\n\n  const res = await postApiV1Order(credential, {\n    symbol: resolvedSymbol,\n    type,\n    side,\n    timeInForce,\n    price,\n    quantity,\n    quoteOrderQty,\n  });\n\n  if (!res.orderId) {\n    throw new Error('Failed to retrieve order ID from response');\n  }\n\n  return { order_id: '' + res.orderId };\n};\n\nconst handleSubmitOrderOfPerp: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  if (!symbol) {\n    throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n  }\n\n  const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n    order.order_direction!\n  ];\n  if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n  const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n  if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n  const quantity = order.volume;\n  const price = order.price;\n\n  const isPositionSingleSide = true; // FIXME: Aster 永续合约仅支持单向持仓模式\n\n  const positionSide = isPositionSingleSide\n    ? undefined\n    : order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'\n    ? 'LONG'\n    : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n    ? 'SHORT'\n    : undefined;\n\n  const reduceOnly =\n    order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  //\n  const res = await postFApiV1Order(credential, {\n    symbol,\n    side,\n    type,\n    quantity,\n    price,\n    timeInForce,\n    positionSide,\n    reduceOnly,\n  });\n\n  const orderId =\n    (res as any)?.orderId ??\n    (res as any)?.order_id ??\n    (res as any)?.data?.orderId ??\n    (res as any)?.data?.order_id;\n\n  if (!orderId) throw new Error('Failed to retrieve order ID from response');\n\n  return { order_id: `${orderId}` };\n};\n\nexport const handleSubmitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const [_, instType] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT\n  if (instType === 'SPOT') {\n    return handleSubmitOrderOfSpot(credential, order);\n  }\n  if (instType === 'PERP') {\n    return handleSubmitOrderOfPerp(credential, order);\n  }\n  throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);\n};\n"]}
+{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACxD,OAAO,EAAE,mBAAmB,EAAe,cAAc,EAAE,eAAe,EAAE,MAAM,uBAAuB,CAAC;AAC1G,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AAErD,MAAM,cAAc,GAAG,CAAC,SAAkB,EAAE,EAAE;IAC5C,IAAI,CAAC,SAAS,EAAE,CAAC;QACf,OAAO,EAAE,QAAQ,EAAE,SAA+B,EAAE,MAAM,EAAE,SAA+B,EAAE,CAAC;IAChG,CAAC;IACD,MAAM,KAAK,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;IACpC,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,EAAE,CAAC;QACtB,OAAO,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC;IAClE,CAAC;IACD,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC;AACnD,CAAC,CAAC;AAEF,MAAM,uBAAuB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;;IACpG,MAAM,EAAE,MAAM,EAAE,GAAG,cAAc,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACpD,MAAM,cAAc,GAAG,MAAM,aAAN,MAAM,cAAN,MAAM,GAAI,KAAK,CAAC,UAAU,CAAC;IAClD,IAAI,CAAC,cAAc,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,2DAA2D,KAAK,CAAC,UAAU,GAAG,CAAC,CAAC;IAClG,CAAC;IAED,MAAM,IAAI,GAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,OAAO,EAAY,CAAC,KAAK,CAAC,UAAW,CAAC,CAAC;IAChG,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAE1E,MAAM,IAAI,GAAI,EAAE,SAAS,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,WAAW,EAAE,KAAK,EAAY,CACtG,KAAK,CAAC,eAAgB,CACvB,CAAC;IACF,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC;IAEpF,MAAM,WAAW,GAAG,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAE5G,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IAE1B,IAAI,QAAQ,GAAuB,KAAK,CAAC,MAAM,CAAC;IAChD,IAAI,aAAiC,CAAC;IAEtC,IAAI,IAAI,KAAK,QAAQ,IAAI,IAAI,KAAK,KAAK,EAAE,CAAC;QACxC,MAAM,SAAS,GAAG,MAAM,mBAAmB,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC;QAC5D,MAAM,QAAQ,GAAG,MAAA,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,cAAc,CAAC,0CAAE,KAAK,CAAC;QAC3E,IAAI,CAAC,QAAQ;YAAE,MAAM,IAAI,KAAK,CAAC,+BAA+B,cAAc,EAAE,CAAC,CAAC;QAChF,QAAQ,GAAG,SAAS,CAAC;QACrB,aAAa,GAAG,WAAW,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC9D,CAAC;IAED,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,UAAU,EAAE;QAC3C,MAAM,EAAE,cAAc;QACtB,IAAI;QACJ,IAAI;QACJ,WAAW;QACX,KAAK;QACL,QAAQ;QACR,aAAa;KACd,CAAC,CAAC;IAEH,IAAI,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC;QACjB,MAAM,IAAI,KAAK,CAAC,2CAA2C,CAAC,CAAC;IAC/D,CAAC;IACD,IAAI,IAAI,KAAK,QAAQ,EAAE,CAAC;QACtB,iBAAiB,CAAC,UAAU,EAAE,KAAK,CAAC,UAAU,EAAE,cAAc,CAAC,CAAC;IAClE,CAAC;IACD,OAAO,EAAE,QAAQ,EAAE,EAAE,GAAG,GAAG,CAAC,OAAO,EAAE,CAAC;AACxC,CAAC,CAAC;AAEF,MAAM,uBAAuB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;;IACpG,MAAM,EAAE,MAAM,EAAE,GAAG,cAAc,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACpD,IAAI,CAAC,MAAM,EAAE,CAAC;QACZ,MAAM,IAAI,KAAK,CAAC,qDAAqD,KAAK,CAAC,UAAU,GAAG,CAAC,CAAC;IAC5F,CAAC;IAED,MAAM,IAAI,GAAI,EAAE,SAAS,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,WAAW,EAAE,KAAK,EAAY,CACtG,KAAK,CAAC,eAAgB,CACvB,CAAC;IACF,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC;IAEpF,MAAM,IAAI,GAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,OAAO,EAAY,CAAC,KAAK,CAAC,UAAW,CAAC,CAAC;IAChG,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAE1E,MAAM,QAAQ,GAAG,KAAK,CAAC,MAAM,CAAC;IAC9B,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IAE1B,MAAM,oBAAoB,GAAG,IAAI,CAAC,CAAC,6BAA6B;IAEhE,MAAM,YAAY,GAAG,oBAAoB;QACvC,CAAC,CAAC,SAAS;QACX,CAAC,CAAC,KAAK,CAAC,eAAe,KAAK,WAAW,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY;YACjF,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa;gBACnF,CAAC,CAAC,OAAO;gBACT,CAAC,CAAC,SAAS,CAAC;IAEd,MAAM,UAAU,GACd,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC;IAEzG,MAAM,WAAW,GAAG,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAE5G,EAAE;IACF,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,UAAU,EAAE;QAC5C,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,QAAQ;QACR,KAAK;QACL,WAAW;QACX,YAAY;QACZ,UAAU;KACX,CAAC,CAAC;IAEH,MAAM,OAAO,GACX,MAAA,MAAA,MAAC,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,OAAO,mCACpB,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,QAAQ,mCACtB,MAAC,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,IAAI,0CAAE,OAAO,mCAC3B,MAAC,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,IAAI,0CAAE,QAAQ,CAAC;IAE/B,IAAI,CAAC,OAAO;QAAE,MAAM,IAAI,KAAK,CAAC,2CAA2C,CAAC,CAAC;IAC3E,IAAI,IAAI,KAAK,QAAQ,EAAE,CAAC;QACtB,iBAAiB,CAAC,UAAU,EAAE,KAAK,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAC1D,CAAC;IACD,OAAO,EAAE,QAAQ,EAAE,GAAG,OAAO,EAAE,EAAE,CAAC;AACpC,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,iBAAiB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IACrG,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;IAClF,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;QACxB,OAAO,uBAAuB,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IACpD,CAAC;IACD,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;QACxB,OAAO,uBAAuB,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IACpD,CAAC;IACD,MAAM,IAAI,KAAK,CAAC,2CAA2C,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;AACjF,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\nimport { fetchTradeHistory } from '../trade-history';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 3) {\n    return { category: parts[1], symbol: parts.slice(2).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${order.product_id}\"`);\n  }\n\n  const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n  if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n  const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n    order.order_direction!\n  ];\n  if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  const price = order.price;\n\n  let quantity: number | undefined = order.volume;\n  let quoteOrderQty: number | undefined;\n\n  if (type === 'MARKET' && side === 'BUY') {\n    const spotPrice = await getApiV1TickerPrice(credential, {});\n    const thePrice = spotPrice.find((x) => x.symbol === resolvedSymbol)?.price;\n    if (!thePrice) throw new Error(`Cannot get price for symbol ${resolvedSymbol}`);\n    quantity = undefined;\n    quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n  }\n\n  const res = await postApiV1Order(credential, {\n    symbol: resolvedSymbol,\n    type,\n    side,\n    timeInForce,\n    price,\n    quantity,\n    quoteOrderQty,\n  });\n\n  if (!res.orderId) {\n    throw new Error('Failed to retrieve order ID from response');\n  }\n  if (type === 'MARKET') {\n    fetchTradeHistory(credential, order.product_id, resolvedSymbol);\n  }\n  return { order_id: '' + res.orderId };\n};\n\nconst handleSubmitOrderOfPerp: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  if (!symbol) {\n    throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n  }\n\n  const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n    order.order_direction!\n  ];\n  if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n  const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n  if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n  const quantity = order.volume;\n  const price = order.price;\n\n  const isPositionSingleSide = true; // FIXME: Aster 永续合约仅支持单向持仓模式\n\n  const positionSide = isPositionSingleSide\n    ? undefined\n    : order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'\n    ? 'LONG'\n    : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n    ? 'SHORT'\n    : undefined;\n\n  const reduceOnly =\n    order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  //\n  const res = await postFApiV1Order(credential, {\n    symbol,\n    side,\n    type,\n    quantity,\n    price,\n    timeInForce,\n    positionSide,\n    reduceOnly,\n  });\n\n  const orderId =\n    (res as any)?.orderId ??\n    (res as any)?.order_id ??\n    (res as any)?.data?.orderId ??\n    (res as any)?.data?.order_id;\n\n  if (!orderId) throw new Error('Failed to retrieve order ID from response');\n  if (type === 'MARKET') {\n    fetchTradeHistory(credential, order.product_id, symbol);\n  }\n  return { order_id: `${orderId}` };\n};\n\nexport const handleSubmitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const [_, instType] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT\n  if (instType === 'SPOT') {\n    return handleSubmitOrderOfSpot(credential, order);\n  }\n  if (instType === 'PERP') {\n    return handleSubmitOrderOfPerp(credential, order);\n  }\n  throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);\n};\n"]}

package/dist/services/trade-history.js

@@ -0,0 +1,123 @@
+import { Terminal } from '@yuants/protocol';
+import { encodePath, formatTime, resourcePool } from '@yuants/utils';
+// import { ICredential, isApiError } from '../api/client';
+import { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';
+import { getAccountTradeList } from '../api/private-api';
+import { Subject, groupBy, mergeMap, debounceTime } from 'rxjs';
+const terminal = Terminal.fromNodeEnv();
+const queueMap = new Map();
+const request$ = new Subject();
+request$
+    .pipe(groupBy((req) => `${req.accountId}-${req.productId}`), mergeMap((group) => group.pipe(debounceTime(10000))), mergeMap((req) => fetchTradeHistoryActual(req.credential, req.accountId, req.productId, req.symbol).catch((e) => {
+    console.error(formatTime(Date.now()), 'FetchTradeHistoryError', e);
+})))
+    .subscribe();
+export const fetchTradeHistory = async (credential, productId, symbol) => {
+    const accountId = encodePath('ASTER', credential.address);
+    request$.next({ credential, accountId, productId, symbol });
+};
+const fetchTradeHistoryActual = async (credential, accountId, productId, symbol) => {
+    try {
+        resourcePool(`${accountId}-${productId}`, { capacity: 1 }).acquireSync(1);
+        await fetchTradeData(credential, accountId, productId, symbol).finally(() => {
+            resourcePool(`${accountId}-${productId}`, { capacity: 1 }).release(1);
+            if (queueMap.get(`${accountId}-${productId}`)) {
+                queueMap.delete(`${accountId}-${productId}`);
+                request$.next({ credential, accountId, productId, symbol });
+            }
+        });
+    }
+    catch (error) {
+        queueMap.set(`${accountId}-${productId}`, true);
+        console.error(formatTime(Date.now()), 'FetchTradeHistoryActualError', error instanceof Error ? error.message : error);
+    }
+};
+const fetchTradeData = async (credential, accountId, productId, symbol, fromId) => {
+    try {
+        const params = {
+            symbol,
+            limit: 1000,
+            timestamp: Date.now(),
+        };
+        if (fromId) {
+            params.fromId = fromId;
+        }
+        else {
+            const lastTrade = await requestSQL(terminal, `select origin from trade_history where account_id = ${escapeSQL(accountId)} and product_id = ${escapeSQL(productId)} order by created_at desc limit 1`);
+            if (lastTrade && lastTrade[0]) {
+                params.fromId = Number(lastTrade[0].origin.id);
+            }
+        }
+        const trades = await getAccountTradeList(credential, params);
+        if (!Array.isArray(trades)) {
+            throw new Error('GetAccountTradeListFailed');
+        }
+        const formatTrades = trades.map((v) => {
+            let direction = 'OPEN_LONG';
+            if (v.side === 'SELL') {
+                if (v.positionSide === 'LONG') {
+                    direction = 'CLOSE_LONG';
+                }
+                else if (v.positionSide === 'SHORT') {
+                    direction = 'OPEN_SHORT';
+                }
+                else if (v.positionSide === 'BOTH') {
+                    direction = 'CLOSE_LONG';
+                }
+                else {
+                    direction = 'OPEN_SHORT';
+                }
+            }
+            else {
+                if (v.positionSide === 'LONG') {
+                    direction = 'OPEN_LONG';
+                }
+                else if (v.positionSide === 'SHORT') {
+                    direction = 'CLOSE_SHORT';
+                }
+                else if (v.positionSide === 'BOTH') {
+                    direction = 'OPEN_LONG';
+                }
+                else {
+                    direction = 'CLOSE_SHORT';
+                }
+            }
+            return {
+                id: v.id.toString(),
+                account_id: accountId,
+                product_id: productId,
+                size: v.qty,
+                price: v.price,
+                created_at: formatTime(Number(v.time)),
+                pnl: v.realizedPnl,
+                fee: v.commission,
+                fee_currency: v.commissionAsset,
+                direction,
+                origin: v,
+            };
+        });
+        await requestSQL(terminal, buildInsertManyIntoTableSQL(formatTrades, 'trade_history', {
+            columns: [
+                'id',
+                'account_id',
+                'product_id',
+                'size',
+                'price',
+                'created_at',
+                'pnl',
+                'fee',
+                'fee_currency',
+                'direction',
+                'origin',
+            ],
+            conflictKeys: ['id', 'account_id'],
+        }));
+        if (trades.length === params.limit) {
+            await fetchTradeData(credential, accountId, productId, symbol, trades[trades.length - 1].id);
+        }
+    }
+    catch (e) {
+        console.error(formatTime(Date.now()), 'FetchTradeDataError', e instanceof Error ? e.message : e);
+    }
+};
+//# sourceMappingURL=trade-history.js.map

package/dist/services/trade-history.js.map

@@ -0,0 +1 @@
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{ Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime, resourcePool } from '@yuants/utils';\n// import { ICredential, isApiError } from '../api/client';\nimport { buildInsertManyIntoTableSQL, escapeSQL, requestSQL } from '@yuants/sql';\nimport { ITradeHistory } from '@yuants/data-trade';\nimport { getAccountTradeList, ICredential } from '../api/private-api';\nimport { Subject, groupBy, mergeMap, debounceTime } from 'rxjs';\n\nconst terminal = Terminal.fromNodeEnv();\n\ninterface IFetchTradeHistoryRequest {\n  credential: ICredential;\n  accountId: string;\n  productId: string;\n  symbol: string;\n}\n\nconst queueMap = new Map<string, boolean>();\n\nconst request$ = new Subject<IFetchTradeHistoryRequest>();\n\nrequest$\n  .pipe(\n    groupBy((req) => `${req.accountId}-${req.productId}`),\n    mergeMap((group) => group.pipe(debounceTime(10000))),\n    mergeMap((req) =>\n      fetchTradeHistoryActual(req.credential, req.accountId, req.productId, req.symbol).catch((e) => {\n        console.error(formatTime(Date.now()), 'FetchTradeHistoryError', e);\n      }),\n    ),\n  )\n  .subscribe();\n\nexport const fetchTradeHistory = async (credential: ICredential, productId: string, symbol: string) => {\n  const accountId = encodePath('ASTER', credential.address);\n  request$.next({ credential, accountId, productId, symbol });\n};\n\nconst fetchTradeHistoryActual = async (\n  credential: ICredential,\n  accountId: string,\n  productId: string,\n  symbol: string,\n) => {\n  try {\n    resourcePool(`${accountId}-${productId}`, { capacity: 1 }).acquireSync(1);\n    await fetchTradeData(credential, accountId, productId, symbol).finally(() => {\n      resourcePool(`${accountId}-${productId}`, { capacity: 1 }).release(1);\n      if (queueMap.get(`${accountId}-${productId}`)) {\n        queueMap.delete(`${accountId}-${productId}`);\n        request$.next({ credential, accountId, productId, symbol });\n      }\n    });\n  } catch (error) {\n    queueMap.set(`${accountId}-${productId}`, true);\n    console.error(\n      formatTime(Date.now()),\n      'FetchTradeHistoryActualError',\n      error instanceof Error ? error.message : error,\n    );\n  }\n};\n\nconst fetchTradeData = async (\n  credential: ICredential,\n  accountId: string,\n  productId: string,\n  symbol: string,\n  fromId?: number,\n) => {\n  try {\n    const params: any = {\n      symbol,\n      limit: 1000,\n      timestamp: Date.now(),\n    };\n\n    if (fromId) {\n      params.fromId = fromId;\n    } else {\n      const lastTrade = await requestSQL<ITradeHistory[]>(\n        terminal,\n        `select origin from trade_history where account_id = ${escapeSQL(\n          accountId,\n        )} and product_id = ${escapeSQL(productId)} order by created_at desc limit 1`,\n      );\n\n      if (lastTrade && lastTrade[0]) {\n        params.fromId = Number(lastTrade[0].origin.id);\n      }\n    }\n\n    const trades = await getAccountTradeList(credential, params);\n    if (!Array.isArray(trades)) {\n      throw new Error('GetAccountTradeListFailed');\n    }\n    const formatTrades = trades.map((v) => {\n      let direction = 'OPEN_LONG';\n      if (v.side === 'SELL') {\n        if (v.positionSide === 'LONG') {\n          direction = 'CLOSE_LONG';\n        } else if (v.positionSide === 'SHORT') {\n          direction = 'OPEN_SHORT';\n        } else if (v.positionSide === 'BOTH') {\n          direction = 'CLOSE_LONG';\n        } else {\n          direction = 'OPEN_SHORT';\n        }\n      } else {\n        if (v.positionSide === 'LONG') {\n          direction = 'OPEN_LONG';\n        } else if (v.positionSide === 'SHORT') {\n          direction = 'CLOSE_SHORT';\n        } else if (v.positionSide === 'BOTH') {\n          direction = 'OPEN_LONG';\n        } else {\n          direction = 'CLOSE_SHORT';\n        }\n      }\n      return {\n        id: v.id.toString(),\n        account_id: accountId,\n        product_id: productId,\n        size: v.qty,\n        price: v.price,\n        created_at: formatTime(Number(v.time)),\n        pnl: v.realizedPnl,\n        fee: v.commission,\n        fee_currency: v.commissionAsset,\n        direction,\n        origin: v,\n      };\n    });\n    await requestSQL(\n      terminal,\n      buildInsertManyIntoTableSQL(formatTrades, 'trade_history', {\n        columns: [\n          'id',\n          'account_id',\n          'product_id',\n          'size',\n          'price',\n          'created_at',\n          'pnl',\n          'fee',\n          'fee_currency',\n          'direction',\n          'origin',\n        ],\n        conflictKeys: ['id', 'account_id'],\n      }),\n    );\n    if (trades.length === params.limit) {\n      await fetchTradeData(credential, accountId, productId, symbol, trades[trades.length - 1].id);\n    }\n  } catch (e) {\n    console.error(formatTime(Date.now()), 'FetchTradeDataError', e instanceof Error ? e.message : e);\n  }\n};\n"]}

package/lib/api/private-api.d.ts

@@ -272,4 +272,35 @@ export declare const getAccountIncome: (credential: ICredential, params: {
     tranId: string;
     tradeId: string;
 }[]>;
+/**
+ * 账户成交历史 (USER_DATA)
+ *
+ * 权重: 5
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E6%88%90%E4%BA%A4%E5%8E%86%E5%8F%B2-user_data
+ */
+export declare const getAccountTradeList: (credential: ICredential, params: {
+    symbol: string;
+    timestamp: number;
+    fromId?: number;
+    startTime?: number;
+    endTime?: number;
+    limit?: number;
+    recvWindow?: number;
+}) => Promise<{
+    symbol: string;
+    id: number;
+    orderId: number;
+    side: string;
+    price: string;
+    qty: string;
+    realizedPnl: string;
+    quoteQty: string;
+    commission: string;
+    commissionAsset: string;
+    time: number;
+    buyer: boolean;
+    maker: boolean;
+    positionSide: string;
+}[]>;
 //# sourceMappingURL=private-api.d.ts.map

package/lib/api/private-api.d.ts.map

@@ -1 +1 @@
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package/lib/api/private-api.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getAccountIncome = exports.deleteApiV1Order = exports.postApiV1Order = exports.getApiV1TickerPrice = exports.getApiV1Account = exports.deleteFApiV1Order = exports.getApiV1OpenOrders = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV2Balance = exports.getFApiV2PositionRisk = exports.getFApiV4Account = void 0;
+exports.getAccountTradeList = exports.getAccountIncome = exports.deleteApiV1Order = exports.postApiV1Order = exports.getApiV1TickerPrice = exports.getApiV1Account = exports.deleteFApiV1Order = exports.getApiV1OpenOrders = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV2Balance = exports.getFApiV2PositionRisk = exports.getFApiV4Account = void 0;
 const utils_1 = require("@yuants/utils");
 const protocol_1 = require("@yuants/protocol");
 require("./client");
@@ -249,4 +249,20 @@ const getAccountIncome = (credential, params) => {
     return request(credential, 'GET', FutureBaseURL, endpoint, params);
 };
 exports.getAccountIncome = getAccountIncome;
+/**
+ * 账户成交历史 (USER_DATA)
+ *
+ * 权重: 5
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E6%88%90%E4%BA%A4%E5%8E%86%E5%8F%B2-user_data
+ */
+const getAccountTradeList = (credential, params) => {
+    const endpoint = '/fapi/v1/userTrades';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    (0, utils_1.scopeError)('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request(credential, 'GET', FutureBaseURL, endpoint, params);
+};
+exports.getAccountTradeList = getAccountTradeList;
 //# sourceMappingURL=private-api.js.map