@yuants/vendor-aster 0.11.11 → 0.11.12
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.
- package/dist/api/private-api.js +16 -0
- package/dist/api/private-api.js.map +1 -1
- package/dist/services/exchange.js +11 -1
- package/dist/services/exchange.js.map +1 -1
- package/dist/services/orders/getOrderDetail.js +13 -0
- package/dist/services/orders/getOrderDetail.js.map +1 -0
- package/lib/api/private-api.d.ts +37 -0
- package/lib/api/private-api.d.ts.map +1 -1
- package/lib/api/private-api.js +18 -1
- package/lib/api/private-api.js.map +1 -1
- package/lib/services/exchange.js +10 -0
- package/lib/services/exchange.js.map +1 -1
- package/lib/services/orders/getOrderDetail.d.ts +26 -0
- package/lib/services/orders/getOrderDetail.d.ts.map +1 -0
- package/lib/services/orders/getOrderDetail.js +17 -0
- package/lib/services/orders/getOrderDetail.js.map +1 -0
- package/package.json +6 -6
- package/temp/build/typescript/ts_Ro1DJWVV.json +1 -1
- package/temp/package-deps.json +7 -6
- package/temp/test/jest/haste-map-0df2c1646479030bb486acc96d7e140a-62fc6fbbf847e4167de25f4822a8f953-1b0100527d0283bc2ce2729ac44cdebc +0 -0
- package/temp/test/jest/perf-cache-0df2c1646479030bb486acc96d7e140a-da39a3ee5e6b4b0d3255bfef95601890 +1 -1
package/dist/api/private-api.js
CHANGED
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@@ -314,4 +314,20 @@ export const getAccountTradeList = async (credential, params) => {
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acquireRateLimit('GET', url, endpoint, weight, requestContext);
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return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);
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};
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+
/**
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* 查询订单 (USER_DATA)
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*
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* 权重: 1
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*
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* https://github.com/asterdex/api-docs/blob/master/V1(Legacy)/%E4%B8%AD%E6%96%87/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%AE%A2%E5%8D%95-user_data
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*/
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export const getTradeOrderDetailById = async (credential, params) => {
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const endpoint = '/fapi/v1/order';
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const url = new URL(FutureBaseURL);
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url.pathname = endpoint;
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const weight = 5;
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const requestContext = await createRequestContext();
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acquireRateLimit('GET', url, endpoint, weight, requestContext);
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return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);
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};
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//# sourceMappingURL=private-api.js.map
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@@ -1 +1 @@
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1
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-
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{ fetch, selectHTTPProxyIpRoundRobinAsync } from '@yuants/http-services';\nimport {\n encodeHex,\n encodePath,\n formatTime,\n HmacSHA256,\n newError,\n scopeError,\n tokenBucket,\n} from '@yuants/utils';\n\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nimport { ASTER_TOKEN_BUCKET_OPTIONS_BY_ID } from './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;\nconst MISSING_PUBLIC_IP_LOG_INTERVAL = 3_600_000;\nconst missingPublicIpLogAtByTerminalId = new Map<string, number>();\n\nif (shouldUseHttpProxy) {\n globalThis.fetch = fetch;\n}\n\nexport interface ICredential {\n address: string;\n api_key: string;\n secret_key: string;\n}\n\ntype RequestContext = { ip: string };\n\nconst buildTokenBucketKey = (baseKey: string, ip: string): string => encodePath([baseKey, ip]);\n\nconst getTokenBucketOptions = (baseKey: string) => ASTER_TOKEN_BUCKET_OPTIONS_BY_ID[baseKey];\n\nconst resolveLocalPublicIp = (): string => {\n const ip = terminal.terminalInfo.tags?.public_ip?.trim();\n if (ip) return ip;\n const now = Date.now();\n const lastLoggedAt = missingPublicIpLogAtByTerminalId.get(terminal.terminal_id) ?? 0;\n if (now - lastLoggedAt > MISSING_PUBLIC_IP_LOG_INTERVAL) {\n missingPublicIpLogAtByTerminalId.set(terminal.terminal_id, now);\n console.info(formatTime(Date.now()), 'missing terminal public_ip tag, fallback to public-ip-unknown');\n }\n return 'public-ip-unknown';\n};\n\nconst createRequestContext = async (): Promise<RequestContext> => {\n if (shouldUseHttpProxy) {\n const ip = await selectHTTPProxyIpRoundRobinAsync(terminal);\n return { ip };\n }\n return { ip: resolveLocalPublicIp() };\n};\n\nconst acquireRateLimit = (\n method: string,\n url: URL,\n endpoint: string,\n weight: number,\n requestContext: RequestContext,\n) => {\n const bucketKey = buildTokenBucketKey(url.host, requestContext.ip);\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method, endpoint, host: url.host, path: url.pathname, bucketId: bucketKey, weight },\n () => tokenBucket(bucketKey, getTokenBucketOptions(url.host)).acquireSync(weight),\n );\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 requestContext: RequestContext,\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('request', method, url.host, url.pathname);\n MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n const response = await fetchImpl(\n url.toString(),\n shouldUseHttpProxy\n ? {\n method,\n headers: {\n 'X-MBX-APIKEY': credential.api_key,\n },\n labels: requestContext.ip ? { ip: requestContext.ip } : undefined,\n terminal,\n }\n : {\n method,\n headers: {\n 'X-MBX-APIKEY': credential.api_key,\n },\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/future/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/future/minute', requestContext.ip);\n scopeError(\n 'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/future/minute')).acquireSync(weight),\n );\n return request(credential, 'POST', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: buildTokenBucketKey(url.host, requestContext.ip),\n weight,\n hasSymbol: !!params?.symbol,\n },\n () =>\n tokenBucket(\n buildTokenBucketKey(url.host, requestContext.ip),\n getTokenBucketOptions(url.host),\n ).acquireSync(weight),\n );\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: buildTokenBucketKey(url.host, requestContext.ip),\n weight,\n hasSymbol: !!params?.symbol,\n },\n () =>\n tokenBucket(\n buildTokenBucketKey(url.host, requestContext.ip),\n getTokenBucketOptions(url.host),\n ).acquireSync(weight),\n );\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/future/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/future/minute', requestContext.ip);\n scopeError(\n 'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/future/minute')).acquireSync(weight),\n );\n return request(credential, 'DELETE', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/spot/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/spot/minute', requestContext.ip);\n scopeError(\n 'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/spot/minute')).acquireSync(weight),\n );\n return request(credential, 'POST', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/spot/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/spot/minute', requestContext.ip);\n scopeError(\n 'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/spot/minute')).acquireSync(weight),\n );\n return request(credential, 'DELETE', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\n};\n"]}
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{ fetch, selectHTTPProxyIpRoundRobinAsync } from '@yuants/http-services';\nimport {\n encodeHex,\n encodePath,\n formatTime,\n HmacSHA256,\n newError,\n scopeError,\n tokenBucket,\n} from '@yuants/utils';\n\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nimport { ASTER_TOKEN_BUCKET_OPTIONS_BY_ID } from './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;\nconst MISSING_PUBLIC_IP_LOG_INTERVAL = 3_600_000;\nconst missingPublicIpLogAtByTerminalId = new Map<string, number>();\n\nif (shouldUseHttpProxy) {\n globalThis.fetch = fetch;\n}\n\nexport interface ICredential {\n address: string;\n api_key: string;\n secret_key: string;\n}\n\ntype RequestContext = { ip: string };\n\nconst buildTokenBucketKey = (baseKey: string, ip: string): string => encodePath([baseKey, ip]);\n\nconst getTokenBucketOptions = (baseKey: string) => ASTER_TOKEN_BUCKET_OPTIONS_BY_ID[baseKey];\n\nconst resolveLocalPublicIp = (): string => {\n const ip = terminal.terminalInfo.tags?.public_ip?.trim();\n if (ip) return ip;\n const now = Date.now();\n const lastLoggedAt = missingPublicIpLogAtByTerminalId.get(terminal.terminal_id) ?? 0;\n if (now - lastLoggedAt > MISSING_PUBLIC_IP_LOG_INTERVAL) {\n missingPublicIpLogAtByTerminalId.set(terminal.terminal_id, now);\n console.info(formatTime(Date.now()), 'missing terminal public_ip tag, fallback to public-ip-unknown');\n }\n return 'public-ip-unknown';\n};\n\nconst createRequestContext = async (): Promise<RequestContext> => {\n if (shouldUseHttpProxy) {\n const ip = await selectHTTPProxyIpRoundRobinAsync(terminal);\n return { ip };\n }\n return { ip: resolveLocalPublicIp() };\n};\n\nconst acquireRateLimit = (\n method: string,\n url: URL,\n endpoint: string,\n weight: number,\n requestContext: RequestContext,\n) => {\n const bucketKey = buildTokenBucketKey(url.host, requestContext.ip);\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method, endpoint, host: url.host, path: url.pathname, bucketId: bucketKey, weight },\n () => tokenBucket(bucketKey, getTokenBucketOptions(url.host)).acquireSync(weight),\n );\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 requestContext: RequestContext,\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('request', method, url.host, url.pathname);\n MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n const response = await fetchImpl(\n url.toString(),\n shouldUseHttpProxy\n ? {\n method,\n headers: {\n 'X-MBX-APIKEY': credential.api_key,\n },\n labels: requestContext.ip ? { ip: requestContext.ip } : undefined,\n terminal,\n }\n : {\n method,\n headers: {\n 'X-MBX-APIKEY': credential.api_key,\n },\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/future/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/future/minute', requestContext.ip);\n scopeError(\n 'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/future/minute')).acquireSync(weight),\n );\n return request(credential, 'POST', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: buildTokenBucketKey(url.host, requestContext.ip),\n weight,\n hasSymbol: !!params?.symbol,\n },\n () =>\n tokenBucket(\n buildTokenBucketKey(url.host, requestContext.ip),\n getTokenBucketOptions(url.host),\n ).acquireSync(weight),\n );\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: buildTokenBucketKey(url.host, requestContext.ip),\n weight,\n hasSymbol: !!params?.symbol,\n },\n () =>\n tokenBucket(\n buildTokenBucketKey(url.host, requestContext.ip),\n getTokenBucketOptions(url.host),\n ).acquireSync(weight),\n );\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/future/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/future/minute', requestContext.ip);\n scopeError(\n 'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/future/minute')).acquireSync(weight),\n );\n return request(credential, 'DELETE', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/spot/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/spot/minute', requestContext.ip);\n scopeError(\n 'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/spot/minute')).acquireSync(weight),\n );\n return request(credential, 'POST', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/spot/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/spot/minute', requestContext.ip);\n scopeError(\n 'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/spot/minute')).acquireSync(weight),\n );\n return request(credential, 'DELETE', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\n};\n\n/**\n * 查询订单 (USER_DATA)\n *\n * 权重: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/V1(Legacy)/%E4%B8%AD%E6%96%87/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%AE%A2%E5%8D%95-user_data\n */\nexport const getTradeOrderDetailById = async (\n credential: ICredential,\n params: {\n symbol: string;\n orderId?: number;\n origClientOrderId?: string;\n timestamp: number;\n recvWindow?: number;\n },\n): Promise<{\n clientOrderId: string; // 用户自定义的订单号\n cumQty: string;\n cumQuote: string; // 成交金额\n executedQty: string; // 成交量\n orderId: number; // 系统订单号\n origQty: string; // 原始委托数量\n price: string; // 委托价格\n reduceOnly: false; // 仅减仓\n side: string; // 买卖方向\n positionSide: string; // 持仓方向\n status: string; // 订单状态\n stopPrice: string; // 触发价，对`TRAILING_STOP_MARKET`无效\n closePosition: boolean; // 是否条件全平仓\n symbol: string; // 交易对\n timeInForce: string; // 有效方法\n origType: string; // 触发前订单类型\n type: string; // 订单类型\n activatePrice: string; // 跟踪止损激活价格, 仅`TRAILING_STOP_MARKET` 订单返回此字段\n priceRate: string; // 跟踪止损回调比例, 仅`TRAILING_STOP_MARKET` 订单返回此字段\n updateTime: number; // 更新时间\n workingType: string; // 条件价格触发类型\n priceProtect: boolean; // 是否开启条件单触发保护\n}> => {\n const endpoint = '/fapi/v1/order';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 5;\n const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\n};\n"]}
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import { provideExchangeServices } from '@yuants/exchange';
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import { decodePath } from '@yuants/utils';
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import { listOrders, listPrepOrders, listSpotOrders } from './orders/listOrders';
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const [_, __, symbol] = decodePath(product_id); // ASTER/USDT-FUTURES/ADAUSDT
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{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;
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|
+
{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACrD,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AACjD,OAAO,EAAE,eAAe,EAAE,MAAM,oBAAoB,CAAC;AACrD,OAAO,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAC;AAC/C,OAAO,EAAE,UAAU,EAAE,cAAc,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AACjF,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAEzD,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AACzD,OAAO,EAAE,mBAAmB,EAAE,MAAM,yBAAyB,CAAC;AAE9D,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,uBAAuB,CAAc,QAAQ,EAAE;IAC7C,IAAI,EAAE,OAAO;IACb,gBAAgB,EAAE;QAChB,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,SAAS,EAAE,YAAY,EAAE,SAAS,CAAC;QAC9C,UAAU,EAAE;YACV,OAAO,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC3B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,OAAO,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC5B;KACF;IACD,eAAe;IACf,YAAY;IACZ,YAAY,EAAE,YAAY;IAC1B,SAAS,EAAE,UAAU;IACrB,uBAAuB,EAAE,KAAK,WAC5B,UAAuB,EACvB,UAAkB;QAElB,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC,CAAC,qBAAqB;QACnE,MAAM,SAAS,GAAG,MAAM,YAAY,CAAC,UAAU,CAAC,CAAC;QACjD,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IAC5E,CAAC;IACD,oBAAoB,EAAE,KAAK,WAAW,UAAuB,EAAE,UAAkB;QAC/E,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;QAC5E,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;YACxB,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,UAAU,CAAC,CAAC;YAChD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QACnE,CAAC;QACD,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;YACxB,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,UAAU,CAAC,CAAC;YAChD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QACnE,CAAC;QACD,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;IACvD,CAAC;IACD,WAAW,EAAE,iBAAiB;IAC9B,WAAW,EAAE,GAAG,EAAE;QAChB,MAAM,IAAI,KAAK,CAAC,iBAAiB,CAAC,CAAC;IACrC,CAAC;IACD,WAAW,EAAE,iBAAiB;IAC9B,iBAAiB,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,EAAE,EAAE;QAC9C,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,MAAkD,CAAC;QACpF,IAAI,CAAC,UAAU,IAAI,CAAC,QAAQ,EAAE,CAAC;YAC7B,MAAM,QAAQ,CAAC,sCAAsC,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;QACrE,CAAC;QACD,MAAM,CAAC,CAAC,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC,CAAC,6BAA6B;QAC7E,MAAM,KAAK,GAAG,MAAM,mBAAmB,CAAC,UAAU,EAAE,MAAM,EAAE,QAAQ,CAAC,CAAC;QACtE,OAAO,KAAK,CAAC;IACf,CAAC;CACF,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { provideExchangeServices } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, newError } from '@yuants/utils';\nimport { listProducts } from './markets/product';\nimport { getCredentialId } from './accounts/profile';\nimport { getPositions } from './accounts/spot';\nimport { listOrders, listPrepOrders, listSpotOrders } from './orders/listOrders';\nimport { handleSubmitOrder } from './orders/submitOrder';\nimport { ICredential } from '../api/private-api';\nimport { handleCancelOrder } from './orders/cancelOrder';\nimport { getTradeOrderDetail } from './orders/getOrderDetail';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideExchangeServices<ICredential>(terminal, {\n name: 'ASTER',\n credentialSchema: {\n type: 'object',\n required: ['address', 'secret_key', 'api_key'],\n properties: {\n address: { type: 'string' },\n secret_key: { type: 'string' },\n api_key: { type: 'string' },\n },\n },\n getCredentialId,\n listProducts,\n getPositions: getPositions,\n getOrders: listOrders,\n getPositionsByProductId: async function (\n credential: ICredential,\n product_id: string,\n ): Promise<IPosition[]> {\n const [_, instType] = decodePath(product_id); // ASTER/PERP/ADAUSDT\n const positions = await getPositions(credential);\n return positions.filter((position) => position.product_id === product_id);\n },\n getOrdersByProductId: async function (credential: ICredential, product_id: string): Promise<IOrder[]> {\n const [_, instType] = decodePath(product_id); // BITGET/USDT-FUTURES/BTCUSDT\n if (instType === 'SPOT') {\n const orders = await listSpotOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n }\n if (instType === 'PERP') {\n const orders = await listPrepOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n }\n throw new Error(`Unsupported instType: ${instType}`);\n },\n submitOrder: handleSubmitOrder,\n modifyOrder: () => {\n throw new Error('Not implemented');\n },\n cancelOrder: handleCancelOrder,\n getOrderByOrderId: async (credential, params) => {\n const { product_id, order_id } = params as { product_id: string; order_id: number };\n if (!product_id || !order_id) {\n throw newError('ASTER_GET_ORDER_BY_ID_MISSING_PARAMS', { params });\n }\n const [_, __, symbol] = decodePath(product_id); // ASTER/USDT-FUTURES/ADAUSDT\n const order = await getTradeOrderDetail(credential, symbol, order_id);\n return order;\n },\n});\n"]}
|
|
@@ -0,0 +1,13 @@
|
|
|
1
|
+
import { getTradeOrderDetailById } from '../../api/private-api';
|
|
2
|
+
export const getTradeOrderDetail = async (credential, symbol, orderId) => {
|
|
3
|
+
const res = await getTradeOrderDetailById(credential, {
|
|
4
|
+
symbol,
|
|
5
|
+
orderId,
|
|
6
|
+
timestamp: Date.now(),
|
|
7
|
+
});
|
|
8
|
+
if (!res) {
|
|
9
|
+
throw new Error(`ASTER get order detail failed`);
|
|
10
|
+
}
|
|
11
|
+
return res;
|
|
12
|
+
};
|
|
13
|
+
//# sourceMappingURL=getOrderDetail.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"getOrderDetail.js","sourceRoot":"","sources":["../../../src/services/orders/getOrderDetail.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,uBAAuB,EAAe,MAAM,uBAAuB,CAAC;AAE7E,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAE,MAAc,EAAE,OAAe,EAAE,EAAE;IACpG,MAAM,GAAG,GAAG,MAAM,uBAAuB,CAAC,UAAU,EAAE;QACpD,MAAM;QACN,OAAO;QACP,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;KACtB,CAAC,CAAC;IACH,IAAI,CAAC,GAAG,EAAE,CAAC;QACT,MAAM,IAAI,KAAK,CAAC,+BAA+B,CAAC,CAAC;IACnD,CAAC;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC","sourcesContent":["import { getTradeOrderDetailById, ICredential } from '../../api/private-api';\n\nexport const getTradeOrderDetail = async (credential: ICredential, symbol: string, orderId: number) => {\n const res = await getTradeOrderDetailById(credential, {\n symbol,\n orderId,\n timestamp: Date.now(),\n });\n if (!res) {\n throw new Error(`ASTER get order detail failed`);\n }\n return res;\n};\n"]}
|
package/lib/api/private-api.d.ts
CHANGED
|
@@ -302,4 +302,41 @@ export declare const getAccountTradeList: (credential: ICredential, params: {
|
|
|
302
302
|
maker: boolean;
|
|
303
303
|
positionSide: string;
|
|
304
304
|
}[]>;
|
|
305
|
+
/**
|
|
306
|
+
* 查询订单 (USER_DATA)
|
|
307
|
+
*
|
|
308
|
+
* 权重: 1
|
|
309
|
+
*
|
|
310
|
+
* https://github.com/asterdex/api-docs/blob/master/V1(Legacy)/%E4%B8%AD%E6%96%87/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%AE%A2%E5%8D%95-user_data
|
|
311
|
+
*/
|
|
312
|
+
export declare const getTradeOrderDetailById: (credential: ICredential, params: {
|
|
313
|
+
symbol: string;
|
|
314
|
+
orderId?: number;
|
|
315
|
+
origClientOrderId?: string;
|
|
316
|
+
timestamp: number;
|
|
317
|
+
recvWindow?: number;
|
|
318
|
+
}) => Promise<{
|
|
319
|
+
clientOrderId: string;
|
|
320
|
+
cumQty: string;
|
|
321
|
+
cumQuote: string;
|
|
322
|
+
executedQty: string;
|
|
323
|
+
orderId: number;
|
|
324
|
+
origQty: string;
|
|
325
|
+
price: string;
|
|
326
|
+
reduceOnly: false;
|
|
327
|
+
side: string;
|
|
328
|
+
positionSide: string;
|
|
329
|
+
status: string;
|
|
330
|
+
stopPrice: string;
|
|
331
|
+
closePosition: boolean;
|
|
332
|
+
symbol: string;
|
|
333
|
+
timeInForce: string;
|
|
334
|
+
origType: string;
|
|
335
|
+
type: string;
|
|
336
|
+
activatePrice: string;
|
|
337
|
+
priceRate: string;
|
|
338
|
+
updateTime: number;
|
|
339
|
+
workingType: string;
|
|
340
|
+
priceProtect: boolean;
|
|
341
|
+
}>;
|
|
305
342
|
//# sourceMappingURL=private-api.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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+
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|
package/lib/api/private-api.js
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
var _a;
|
|
3
3
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
4
|
-
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;
|
|
4
|
+
exports.getTradeOrderDetailById = 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;
|
|
5
5
|
const http_services_1 = require("@yuants/http-services");
|
|
6
6
|
const utils_1 = require("@yuants/utils");
|
|
7
7
|
const protocol_1 = require("@yuants/protocol");
|
|
@@ -330,4 +330,21 @@ const getAccountTradeList = async (credential, params) => {
|
|
|
330
330
|
return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);
|
|
331
331
|
};
|
|
332
332
|
exports.getAccountTradeList = getAccountTradeList;
|
|
333
|
+
/**
|
|
334
|
+
* 查询订单 (USER_DATA)
|
|
335
|
+
*
|
|
336
|
+
* 权重: 1
|
|
337
|
+
*
|
|
338
|
+
* https://github.com/asterdex/api-docs/blob/master/V1(Legacy)/%E4%B8%AD%E6%96%87/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%AE%A2%E5%8D%95-user_data
|
|
339
|
+
*/
|
|
340
|
+
const getTradeOrderDetailById = async (credential, params) => {
|
|
341
|
+
const endpoint = '/fapi/v1/order';
|
|
342
|
+
const url = new URL(FutureBaseURL);
|
|
343
|
+
url.pathname = endpoint;
|
|
344
|
+
const weight = 5;
|
|
345
|
+
const requestContext = await createRequestContext();
|
|
346
|
+
acquireRateLimit('GET', url, endpoint, weight, requestContext);
|
|
347
|
+
return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);
|
|
348
|
+
};
|
|
349
|
+
exports.getTradeOrderDetailById = getTradeOrderDetailById;
|
|
333
350
|
//# sourceMappingURL=private-api.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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{ fetch, selectHTTPProxyIpRoundRobinAsync } from '@yuants/http-services';\nimport {\n encodeHex,\n encodePath,\n formatTime,\n HmacSHA256,\n newError,\n scopeError,\n tokenBucket,\n} from '@yuants/utils';\n\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nimport { ASTER_TOKEN_BUCKET_OPTIONS_BY_ID } from './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;\nconst MISSING_PUBLIC_IP_LOG_INTERVAL = 3_600_000;\nconst missingPublicIpLogAtByTerminalId = new Map<string, number>();\n\nif (shouldUseHttpProxy) {\n globalThis.fetch = fetch;\n}\n\nexport interface ICredential {\n address: string;\n api_key: string;\n secret_key: string;\n}\n\ntype RequestContext = { ip: string };\n\nconst buildTokenBucketKey = (baseKey: string, ip: string): string => encodePath([baseKey, ip]);\n\nconst getTokenBucketOptions = (baseKey: string) => ASTER_TOKEN_BUCKET_OPTIONS_BY_ID[baseKey];\n\nconst resolveLocalPublicIp = (): string => {\n const ip = terminal.terminalInfo.tags?.public_ip?.trim();\n if (ip) return ip;\n const now = Date.now();\n const lastLoggedAt = missingPublicIpLogAtByTerminalId.get(terminal.terminal_id) ?? 0;\n if (now - lastLoggedAt > MISSING_PUBLIC_IP_LOG_INTERVAL) {\n missingPublicIpLogAtByTerminalId.set(terminal.terminal_id, now);\n console.info(formatTime(Date.now()), 'missing terminal public_ip tag, fallback to public-ip-unknown');\n }\n return 'public-ip-unknown';\n};\n\nconst createRequestContext = async (): Promise<RequestContext> => {\n if (shouldUseHttpProxy) {\n const ip = await selectHTTPProxyIpRoundRobinAsync(terminal);\n return { ip };\n }\n return { ip: resolveLocalPublicIp() };\n};\n\nconst acquireRateLimit = (\n method: string,\n url: URL,\n endpoint: string,\n weight: number,\n requestContext: RequestContext,\n) => {\n const bucketKey = buildTokenBucketKey(url.host, requestContext.ip);\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method, endpoint, host: url.host, path: url.pathname, bucketId: bucketKey, weight },\n () => tokenBucket(bucketKey, getTokenBucketOptions(url.host)).acquireSync(weight),\n );\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 requestContext: RequestContext,\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('request', method, url.host, url.pathname);\n MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n const response = await fetchImpl(\n url.toString(),\n shouldUseHttpProxy\n ? {\n method,\n headers: {\n 'X-MBX-APIKEY': credential.api_key,\n },\n labels: requestContext.ip ? { ip: requestContext.ip } : undefined,\n terminal,\n }\n : {\n method,\n headers: {\n 'X-MBX-APIKEY': credential.api_key,\n },\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/future/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/future/minute', requestContext.ip);\n scopeError(\n 'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/future/minute')).acquireSync(weight),\n );\n return request(credential, 'POST', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: buildTokenBucketKey(url.host, requestContext.ip),\n weight,\n hasSymbol: !!params?.symbol,\n },\n () =>\n tokenBucket(\n buildTokenBucketKey(url.host, requestContext.ip),\n getTokenBucketOptions(url.host),\n ).acquireSync(weight),\n );\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: buildTokenBucketKey(url.host, requestContext.ip),\n weight,\n hasSymbol: !!params?.symbol,\n },\n () =>\n tokenBucket(\n buildTokenBucketKey(url.host, requestContext.ip),\n getTokenBucketOptions(url.host),\n ).acquireSync(weight),\n );\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/future/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/future/minute', requestContext.ip);\n scopeError(\n 'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/future/minute')).acquireSync(weight),\n );\n return request(credential, 'DELETE', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/spot/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/spot/minute', requestContext.ip);\n scopeError(\n 'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/spot/minute')).acquireSync(weight),\n );\n return request(credential, 'POST', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/spot/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/spot/minute', requestContext.ip);\n scopeError(\n 'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/spot/minute')).acquireSync(weight),\n );\n return request(credential, 'DELETE', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\n};\n"]}
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{ fetch, selectHTTPProxyIpRoundRobinAsync } from '@yuants/http-services';\nimport {\n encodeHex,\n encodePath,\n formatTime,\n HmacSHA256,\n newError,\n scopeError,\n tokenBucket,\n} from '@yuants/utils';\n\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nimport { ASTER_TOKEN_BUCKET_OPTIONS_BY_ID } from './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;\nconst MISSING_PUBLIC_IP_LOG_INTERVAL = 3_600_000;\nconst missingPublicIpLogAtByTerminalId = new Map<string, number>();\n\nif (shouldUseHttpProxy) {\n globalThis.fetch = fetch;\n}\n\nexport interface ICredential {\n address: string;\n api_key: string;\n secret_key: string;\n}\n\ntype RequestContext = { ip: string };\n\nconst buildTokenBucketKey = (baseKey: string, ip: string): string => encodePath([baseKey, ip]);\n\nconst getTokenBucketOptions = (baseKey: string) => ASTER_TOKEN_BUCKET_OPTIONS_BY_ID[baseKey];\n\nconst resolveLocalPublicIp = (): string => {\n const ip = terminal.terminalInfo.tags?.public_ip?.trim();\n if (ip) return ip;\n const now = Date.now();\n const lastLoggedAt = missingPublicIpLogAtByTerminalId.get(terminal.terminal_id) ?? 0;\n if (now - lastLoggedAt > MISSING_PUBLIC_IP_LOG_INTERVAL) {\n missingPublicIpLogAtByTerminalId.set(terminal.terminal_id, now);\n console.info(formatTime(Date.now()), 'missing terminal public_ip tag, fallback to public-ip-unknown');\n }\n return 'public-ip-unknown';\n};\n\nconst createRequestContext = async (): Promise<RequestContext> => {\n if (shouldUseHttpProxy) {\n const ip = await selectHTTPProxyIpRoundRobinAsync(terminal);\n return { ip };\n }\n return { ip: resolveLocalPublicIp() };\n};\n\nconst acquireRateLimit = (\n method: string,\n url: URL,\n endpoint: string,\n weight: number,\n requestContext: RequestContext,\n) => {\n const bucketKey = buildTokenBucketKey(url.host, requestContext.ip);\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n { method, endpoint, host: url.host, path: url.pathname, bucketId: bucketKey, weight },\n () => tokenBucket(bucketKey, getTokenBucketOptions(url.host)).acquireSync(weight),\n );\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 requestContext: RequestContext,\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('request', method, url.host, url.pathname);\n MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n const response = await fetchImpl(\n url.toString(),\n shouldUseHttpProxy\n ? {\n method,\n headers: {\n 'X-MBX-APIKEY': credential.api_key,\n },\n labels: requestContext.ip ? { ip: requestContext.ip } : undefined,\n terminal,\n }\n : {\n method,\n headers: {\n 'X-MBX-APIKEY': credential.api_key,\n },\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/future/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/future/minute', requestContext.ip);\n scopeError(\n 'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/future/minute')).acquireSync(weight),\n );\n return request(credential, 'POST', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: buildTokenBucketKey(url.host, requestContext.ip),\n weight,\n hasSymbol: !!params?.symbol,\n },\n () =>\n tokenBucket(\n buildTokenBucketKey(url.host, requestContext.ip),\n getTokenBucketOptions(url.host),\n ).acquireSync(weight),\n );\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n scopeError(\n 'ASTER_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: buildTokenBucketKey(url.host, requestContext.ip),\n weight,\n hasSymbol: !!params?.symbol,\n },\n () =>\n tokenBucket(\n buildTokenBucketKey(url.host, requestContext.ip),\n getTokenBucketOptions(url.host),\n ).acquireSync(weight),\n );\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/future/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/future/minute', requestContext.ip);\n scopeError(\n 'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/future/minute')).acquireSync(weight),\n );\n return request(credential, 'DELETE', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/spot/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/spot/minute', requestContext.ip);\n scopeError(\n 'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/spot/minute')).acquireSync(weight),\n );\n return request(credential, 'POST', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n const secondBucketKey = buildTokenBucketKey('order/spot/second', requestContext.ip);\n const minuteBucketKey = buildTokenBucketKey('order/spot/minute', requestContext.ip);\n scopeError(\n 'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: secondBucketKey, weight },\n () => tokenBucket(secondBucketKey, getTokenBucketOptions('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: minuteBucketKey, weight },\n () => tokenBucket(minuteBucketKey, getTokenBucketOptions('order/spot/minute')).acquireSync(weight),\n );\n return request(credential, 'DELETE', SpotBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\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 = async (\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 const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\n};\n\n/**\n * 查询订单 (USER_DATA)\n *\n * 权重: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/V1(Legacy)/%E4%B8%AD%E6%96%87/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%AE%A2%E5%8D%95-user_data\n */\nexport const getTradeOrderDetailById = async (\n credential: ICredential,\n params: {\n symbol: string;\n orderId?: number;\n origClientOrderId?: string;\n timestamp: number;\n recvWindow?: number;\n },\n): Promise<{\n clientOrderId: string; // 用户自定义的订单号\n cumQty: string;\n cumQuote: string; // 成交金额\n executedQty: string; // 成交量\n orderId: number; // 系统订单号\n origQty: string; // 原始委托数量\n price: string; // 委托价格\n reduceOnly: false; // 仅减仓\n side: string; // 买卖方向\n positionSide: string; // 持仓方向\n status: string; // 订单状态\n stopPrice: string; // 触发价，对`TRAILING_STOP_MARKET`无效\n closePosition: boolean; // 是否条件全平仓\n symbol: string; // 交易对\n timeInForce: string; // 有效方法\n origType: string; // 触发前订单类型\n type: string; // 订单类型\n activatePrice: string; // 跟踪止损激活价格, 仅`TRAILING_STOP_MARKET` 订单返回此字段\n priceRate: string; // 跟踪止损回调比例, 仅`TRAILING_STOP_MARKET` 订单返回此字段\n updateTime: number; // 更新时间\n workingType: string; // 条件价格触发类型\n priceProtect: boolean; // 是否开启条件单触发保护\n}> => {\n const endpoint = '/fapi/v1/order';\n const url = new URL(FutureBaseURL);\n url.pathname = endpoint;\n const weight = 5;\n const requestContext = await createRequestContext();\n acquireRateLimit('GET', url, endpoint, weight, requestContext);\n return request(credential, 'GET', FutureBaseURL, endpoint, params, requestContext);\n};\n"]}
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package/lib/services/exchange.js
CHANGED
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@@ -9,6 +9,7 @@ const spot_1 = require("./accounts/spot");
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9
9
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const listOrders_1 = require("./orders/listOrders");
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|
10
10
|
const submitOrder_1 = require("./orders/submitOrder");
|
|
11
11
|
const cancelOrder_1 = require("./orders/cancelOrder");
|
|
12
|
+
const getOrderDetail_1 = require("./orders/getOrderDetail");
|
|
12
13
|
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
13
14
|
(0, exchange_1.provideExchangeServices)(terminal, {
|
|
14
15
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name: 'ASTER',
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|
@@ -47,5 +48,14 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
|
47
48
|
throw new Error('Not implemented');
|
|
48
49
|
},
|
|
49
50
|
cancelOrder: cancelOrder_1.handleCancelOrder,
|
|
51
|
+
getOrderByOrderId: async (credential, params) => {
|
|
52
|
+
const { product_id, order_id } = params;
|
|
53
|
+
if (!product_id || !order_id) {
|
|
54
|
+
throw (0, utils_1.newError)('ASTER_GET_ORDER_BY_ID_MISSING_PARAMS', { params });
|
|
55
|
+
}
|
|
56
|
+
const [_, __, symbol] = (0, utils_1.decodePath)(product_id); // ASTER/USDT-FUTURES/ADAUSDT
|
|
57
|
+
const order = await (0, getOrderDetail_1.getTradeOrderDetail)(credential, symbol, order_id);
|
|
58
|
+
return order;
|
|
59
|
+
},
|
|
50
60
|
});
|
|
51
61
|
//# sourceMappingURL=exchange.js.map
|