@yuants/vendor-aster 0.2.0 → 0.2.2
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/account.js +1 -1
- package/dist/account.js.map +1 -1
- package/dist/api.js +1 -0
- package/dist/api.js.map +1 -1
- package/dist/order-spot.js +2 -1
- package/dist/order-spot.js.map +1 -1
- package/lib/account.js +1 -1
- package/lib/account.js.map +1 -1
- package/lib/api.d.ts +11 -0
- package/lib/api.d.ts.map +1 -1
- package/lib/api.js +2 -1
- package/lib/api.js.map +1 -1
- package/lib/order-spot.js +2 -1
- package/lib/order-spot.js.map +1 -1
- package/package.json +10 -10
- package/temp/package-deps.json +15 -15
package/dist/account.js
CHANGED
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@@ -4,7 +4,7 @@ import { getFApiV4Account } from './api';
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const ADDRESS = process.env.ADDRESS;
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export const ACCOUNT_ID = `ASTER/${ADDRESS}`;
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provideAccountInfoService(Terminal.fromNodeEnv(), ACCOUNT_ID, async () => {
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-
const a = await getFApiV4Account({});
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+
const [a] = await Promise.all([getFApiV4Account({})]);
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const profit = +a.totalUnrealizedProfit;
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const balance = +a.totalWalletBalance;
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const equity = balance + profit;
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package/dist/account.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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1
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{"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAAA,OAAO,EAA4B,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AAC3F,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAoB,gBAAgB,EAAE,MAAM,OAAO,CAAC;AAE3D,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,OAAQ,CAAC;AACrC,MAAM,CAAC,MAAM,UAAU,GAAG,SAAS,OAAO,EAAE,CAAC;AAE7C,yBAAyB,CACvB,QAAQ,CAAC,WAAW,EAAE,EACtB,UAAU,EACV,KAAK,IAAI,EAAE;IACT,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAC,gBAAgB,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IAEtD,MAAM,MAAM,GAAG,CAAC,CAAC,CAAC,qBAAqB,CAAC;IACxC,MAAM,OAAO,GAAG,CAAC,CAAC,CAAC,kBAAkB,CAAC;IACtC,MAAM,MAAM,GAAG,OAAO,GAAG,MAAM,CAAC;IAChC,MAAM,IAAI,GAAG,CAAC,CAAC,CAAC,gBAAgB,CAAC;IACjC,MAAM,IAAI,GAAG,MAAM,GAAG,IAAI,CAAC;IAE3B,MAAM,KAAK,GAAkB;QAC3B,QAAQ,EAAE,KAAK;QACf,MAAM,EAAE,MAAM;QACd,OAAO,EAAE,OAAO;QAChB,MAAM,EAAE,MAAM;QACd,IAAI,EAAE,IAAI;QACV,IAAI,EAAE,IAAI;KACX,CAAC;IACF,MAAM,SAAS,GAAG,CAAC,CAAC,SAAS;SAC1B,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,WAAW,KAAK,CAAC,CAAC;SACnC,GAAG,CACF,CAAC,CAAC,EAAa,EAAE,CAAC,CAAC;QACjB,WAAW,EAAE,CAAC,CAAC,MAAM;QACrB,UAAU,EAAE,CAAC,CAAC,MAAM;QACpB,aAAa,EAAE,OAAO;QACtB,SAAS,EAAE,CAAC,CAAC,YAAY,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY;QAC/F,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;QAChC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;QACrC,cAAc,EAAE,CAAC,CAAC,CAAC,UAAU;QAC7B,cAAc,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;QACtD,eAAe,EAAE,CAAC,CAAC,CAAC,gBAAgB;QACpC,SAAS,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC;KACjC,CAAC,CACH,CAAC;IACJ,OAAO,EAAE,KAAK,EAAE,SAAS,EAAE,CAAC;AAC9B,CAAC,EACD,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC","sourcesContent":["import { IAccountMoney, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { getFApiV2Balance, getFApiV4Account } from './api';\n\nconst ADDRESS = process.env.ADDRESS!;\nexport const ACCOUNT_ID = `ASTER/${ADDRESS}`;\n\nprovideAccountInfoService(\n Terminal.fromNodeEnv(),\n ACCOUNT_ID,\n async () => {\n const [a] = await Promise.all([getFApiV4Account({})]);\n\n const profit = +a.totalUnrealizedProfit;\n const balance = +a.totalWalletBalance;\n const equity = balance + profit;\n const free = +a.availableBalance;\n const used = equity - free;\n\n const money: IAccountMoney = {\n currency: 'USD',\n equity: equity,\n balance: balance,\n profit: profit,\n free: free,\n used: used,\n };\n const positions = a.positions\n .filter((p) => +p.positionAmt !== 0)\n .map(\n (p): IPosition => ({\n position_id: p.symbol,\n product_id: p.symbol,\n datasource_id: 'ASTER',\n direction: p.positionSide === 'BOTH' ? (+p.positionAmt > 0 ? 'LONG' : 'SHORT') : p.positionSide,\n volume: Math.abs(+p.positionAmt),\n free_volume: Math.abs(+p.positionAmt),\n position_price: +p.entryPrice,\n closable_price: Math.abs(+p.notional / +p.positionAmt),\n floating_profit: +p.unrealizedProfit,\n valuation: Math.abs(+p.notional),\n }),\n );\n return { money, positions };\n },\n { auto_refresh_interval: 1000 },\n);\n"]}
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package/dist/api.js
CHANGED
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@@ -39,5 +39,6 @@ const createApi = (type, method, endpoint) => (params) => request(type, method,
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* 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
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*/
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export const getFApiV4Account = createApi('USER_DATA', 'GET', '/fapi/v4/account');
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+
export const getFApiV2Balance = createApi('USER_DATA', 'GET', '/fapi/v2/balance');
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export const postFApiV1Order = createApi('TRADE', 'POST', '/fapi/v1/order');
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//# sourceMappingURL=api.js.map
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package/dist/api.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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{\n 'X-MBX-APIKEY': API_KEY,\n }\n : {},\n }).then((response) => response.json());\n if (res.code && res.code !== 0) {\n throw JSON.stringify(res);\n }\n return res;\n};\n\nconst createApi =\n <TReq, TRes>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n ) =>\n (params: TReq) =>\n request<TRes>(type, method, endpoint, params);\n\n/**\n * 获取账户信息\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 = createApi<\n {},\n {\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>('USER_DATA', 'GET', '/fapi/v4/account');\n\nexport const postFApiV1Order = createApi<\n {\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 {}\n>('TRADE', 'POST', '/fapi/v1/order');\n"]}
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{\n 'X-MBX-APIKEY': API_KEY,\n }\n : {},\n }).then((response) => response.json());\n if (res.code && res.code !== 0) {\n throw JSON.stringify(res);\n }\n return res;\n};\n\nconst createApi =\n <TReq, TRes>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n ) =>\n (params: TReq) =>\n request<TRes>(type, method, endpoint, params);\n\n/**\n * 获取账户信息\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 = createApi<\n {},\n {\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>('USER_DATA', 'GET', '/fapi/v4/account');\n\nexport const getFApiV2Balance = createApi<\n {},\n {\n accountAlias: string; // 账户唯一识别码\n asset: string; // 资产\n balance: string; // 总余额\n crossWalletBalance: string; // 全仓余额\n crossUnPnl: string; // 全仓持仓未实现盈亏\n availableBalance: string; // 下单可用余额\n maxWithdrawAmount: string; // 最大可转出余额\n marginAvailable: boolean; // 是否可用作联合保证金\n updateTime: number;\n }[]\n>('USER_DATA', 'GET', '/fapi/v2/balance');\n\nexport const postFApiV1Order = createApi<\n {\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 {}\n>('TRADE', 'POST', '/fapi/v1/order');\n"]}
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package/dist/order-spot.js
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import { Terminal } from '@yuants/protocol';
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import { roundToStep } from '@yuants/utils';
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import { SPOT_ACCOUNT_ID } from './account-spot';
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import { getApiV1TickerPrice, postApiV1Order } from './sapi';
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Terminal.fromNodeEnv().server.provideService('SubmitOrder', { required: ['account_id'], properties: { account_id: { type: 'string', const: SPOT_ACCOUNT_ID } } }, async (msg) => {
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@@ -21,7 +22,7 @@ Terminal.fromNodeEnv().server.provideService('SubmitOrder', { required: ['accoun
|
|
|
21
22
|
if (!thePrice)
|
|
22
23
|
throw new Error(`Cannot get price for symbol ${symbol}`);
|
|
23
24
|
quantity = undefined;
|
|
24
|
-
quoteOrderQty = order.volume * +thePrice;
|
|
25
|
+
quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);
|
|
25
26
|
}
|
|
26
27
|
await postApiV1Order({
|
|
27
28
|
symbol,
|
package/dist/order-spot.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"order-spot.js","sourceRoot":"","sources":["../src/order-spot.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,MAAM,gBAAgB,CAAC;AACjD,OAAO,EAAE,mBAAmB,EAAE,cAAc,EAAE,MAAM,QAAQ,CAAC;AAE7D,QAAQ,CAAC,WAAW,EAAE,CAAC,MAAM,CAAC,cAAc,CAC1C,aAAa,EACb,EAAE,QAAQ,EAAE,CAAC,YAAY,CAAC,EAAE,UAAU,EAAE,EAAE,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,eAAe,EAAE,EAAE,EAAE,EACpG,KAAK,EAAE,GAAG,EAAE,EAAE;;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,UAAU,CAAC;IAEhC,MAAM,IAAI,GAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,OAAO,EAAY,CAAC,KAAK,CAAC,UAAW,CAAC,CAAC;IAChG,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAE1E,MAAM,IAAI,GAAI,EAAE,SAAS,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,WAAW,EAAE,KAAK,EAAY,CACtG,KAAK,CAAC,eAAgB,CACvB,CAAC;IACF,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC;IAEpF,MAAM,WAAW,GACf,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAE1F,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IAE1B,IAAI,QAAQ,GAAuB,KAAK,CAAC,MAAM,CAAC;IAChD,IAAI,aAAiC,CAAC;IAEtC,IAAI,IAAI,KAAK,QAAQ,IAAI,IAAI,KAAK,KAAK,EAAE;QACvC,MAAM,SAAS,GAAG,MAAM,mBAAmB,CAAC,EAAE,CAAC,CAAC;QAChD,MAAM,QAAQ,GAAG,MAAA,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,MAAM,CAAC,0CAAE,KAAK,CAAC;QACnE,IAAI,CAAC,QAAQ;YAAE,MAAM,IAAI,KAAK,CAAC,+BAA+B,MAAM,EAAE,CAAC,CAAC;QACxE,QAAQ,GAAG,SAAS,CAAC;QACrB,aAAa,GAAG,KAAK,CAAC,MAAM,GAAG,CAAC,QAAQ,CAAC;
|
|
1
|
+
{"version":3,"file":"order-spot.js","sourceRoot":"","sources":["../src/order-spot.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,MAAM,gBAAgB,CAAC;AACjD,OAAO,EAAE,mBAAmB,EAAE,cAAc,EAAE,MAAM,QAAQ,CAAC;AAE7D,QAAQ,CAAC,WAAW,EAAE,CAAC,MAAM,CAAC,cAAc,CAC1C,aAAa,EACb,EAAE,QAAQ,EAAE,CAAC,YAAY,CAAC,EAAE,UAAU,EAAE,EAAE,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,eAAe,EAAE,EAAE,EAAE,EACpG,KAAK,EAAE,GAAG,EAAE,EAAE;;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,UAAU,CAAC;IAEhC,MAAM,IAAI,GAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,OAAO,EAAY,CAAC,KAAK,CAAC,UAAW,CAAC,CAAC;IAChG,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAE1E,MAAM,IAAI,GAAI,EAAE,SAAS,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,WAAW,EAAE,KAAK,EAAY,CACtG,KAAK,CAAC,eAAgB,CACvB,CAAC;IACF,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC;IAEpF,MAAM,WAAW,GACf,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAE1F,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IAE1B,IAAI,QAAQ,GAAuB,KAAK,CAAC,MAAM,CAAC;IAChD,IAAI,aAAiC,CAAC;IAEtC,IAAI,IAAI,KAAK,QAAQ,IAAI,IAAI,KAAK,KAAK,EAAE;QACvC,MAAM,SAAS,GAAG,MAAM,mBAAmB,CAAC,EAAE,CAAC,CAAC;QAChD,MAAM,QAAQ,GAAG,MAAA,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,MAAM,CAAC,0CAAE,KAAK,CAAC;QACnE,IAAI,CAAC,QAAQ;YAAE,MAAM,IAAI,KAAK,CAAC,+BAA+B,MAAM,EAAE,CAAC,CAAC;QACxE,QAAQ,GAAG,SAAS,CAAC;QACrB,aAAa,GAAG,WAAW,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;KAC7D;IAED,MAAM,cAAc,CAAC;QACnB,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,WAAW;QACX,KAAK;QACL,QAAQ;QACR,aAAa;KACd,CAAC,CAAC;IAEH,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CACF,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { roundToStep } from '@yuants/utils';\nimport { SPOT_ACCOUNT_ID } from './account-spot';\nimport { getApiV1TickerPrice, postApiV1Order } from './sapi';\n\nTerminal.fromNodeEnv().server.provideService<IOrder>(\n 'SubmitOrder',\n { required: ['account_id'], properties: { account_id: { type: 'string', const: SPOT_ACCOUNT_ID } } },\n async (msg) => {\n const order = msg.req;\n const symbol = order.product_id;\n\n const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n order.order_direction!\n ];\n if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n const timeInForce =\n order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n const price = order.price;\n\n let quantity: number | undefined = order.volume;\n let quoteOrderQty: number | undefined;\n\n if (type === 'MARKET' && side === 'BUY') {\n const spotPrice = await getApiV1TickerPrice({});\n const thePrice = spotPrice.find((x) => x.symbol === symbol)?.price;\n if (!thePrice) throw new Error(`Cannot get price for symbol ${symbol}`);\n quantity = undefined;\n quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n }\n\n await postApiV1Order({\n symbol,\n type,\n side,\n timeInForce,\n price,\n quantity,\n quoteOrderQty,\n });\n\n return { res: { code: 0, message: 'OK' } };\n },\n);\n"]}
|
package/lib/account.js
CHANGED
|
@@ -7,7 +7,7 @@ const api_1 = require("./api");
|
|
|
7
7
|
const ADDRESS = process.env.ADDRESS;
|
|
8
8
|
exports.ACCOUNT_ID = `ASTER/${ADDRESS}`;
|
|
9
9
|
(0, data_account_1.provideAccountInfoService)(protocol_1.Terminal.fromNodeEnv(), exports.ACCOUNT_ID, async () => {
|
|
10
|
-
const a = await (0, api_1.getFApiV4Account)({});
|
|
10
|
+
const [a] = await Promise.all([(0, api_1.getFApiV4Account)({})]);
|
|
11
11
|
const profit = +a.totalUnrealizedProfit;
|
|
12
12
|
const balance = +a.totalWalletBalance;
|
|
13
13
|
const equity = balance + profit;
|
package/lib/account.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":";;;AAAA,uDAA2F;AAC3F,+CAA4C;AAC5C,+
|
|
1
|
+
{"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":";;;AAAA,uDAA2F;AAC3F,+CAA4C;AAC5C,+BAA2D;AAE3D,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,OAAQ,CAAC;AACxB,QAAA,UAAU,GAAG,SAAS,OAAO,EAAE,CAAC;AAE7C,IAAA,wCAAyB,EACvB,mBAAQ,CAAC,WAAW,EAAE,EACtB,kBAAU,EACV,KAAK,IAAI,EAAE;IACT,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAC,IAAA,sBAAgB,EAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IAEtD,MAAM,MAAM,GAAG,CAAC,CAAC,CAAC,qBAAqB,CAAC;IACxC,MAAM,OAAO,GAAG,CAAC,CAAC,CAAC,kBAAkB,CAAC;IACtC,MAAM,MAAM,GAAG,OAAO,GAAG,MAAM,CAAC;IAChC,MAAM,IAAI,GAAG,CAAC,CAAC,CAAC,gBAAgB,CAAC;IACjC,MAAM,IAAI,GAAG,MAAM,GAAG,IAAI,CAAC;IAE3B,MAAM,KAAK,GAAkB;QAC3B,QAAQ,EAAE,KAAK;QACf,MAAM,EAAE,MAAM;QACd,OAAO,EAAE,OAAO;QAChB,MAAM,EAAE,MAAM;QACd,IAAI,EAAE,IAAI;QACV,IAAI,EAAE,IAAI;KACX,CAAC;IACF,MAAM,SAAS,GAAG,CAAC,CAAC,SAAS;SAC1B,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,WAAW,KAAK,CAAC,CAAC;SACnC,GAAG,CACF,CAAC,CAAC,EAAa,EAAE,CAAC,CAAC;QACjB,WAAW,EAAE,CAAC,CAAC,MAAM;QACrB,UAAU,EAAE,CAAC,CAAC,MAAM;QACpB,aAAa,EAAE,OAAO;QACtB,SAAS,EAAE,CAAC,CAAC,YAAY,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY;QAC/F,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;QAChC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;QACrC,cAAc,EAAE,CAAC,CAAC,CAAC,UAAU;QAC7B,cAAc,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;QACtD,eAAe,EAAE,CAAC,CAAC,CAAC,gBAAgB;QACpC,SAAS,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC;KACjC,CAAC,CACH,CAAC;IACJ,OAAO,EAAE,KAAK,EAAE,SAAS,EAAE,CAAC;AAC9B,CAAC,EACD,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC","sourcesContent":["import { IAccountMoney, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { getFApiV2Balance, getFApiV4Account } from './api';\n\nconst ADDRESS = process.env.ADDRESS!;\nexport const ACCOUNT_ID = `ASTER/${ADDRESS}`;\n\nprovideAccountInfoService(\n Terminal.fromNodeEnv(),\n ACCOUNT_ID,\n async () => {\n const [a] = await Promise.all([getFApiV4Account({})]);\n\n const profit = +a.totalUnrealizedProfit;\n const balance = +a.totalWalletBalance;\n const equity = balance + profit;\n const free = +a.availableBalance;\n const used = equity - free;\n\n const money: IAccountMoney = {\n currency: 'USD',\n equity: equity,\n balance: balance,\n profit: profit,\n free: free,\n used: used,\n };\n const positions = a.positions\n .filter((p) => +p.positionAmt !== 0)\n .map(\n (p): IPosition => ({\n position_id: p.symbol,\n product_id: p.symbol,\n datasource_id: 'ASTER',\n direction: p.positionSide === 'BOTH' ? (+p.positionAmt > 0 ? 'LONG' : 'SHORT') : p.positionSide,\n volume: Math.abs(+p.positionAmt),\n free_volume: Math.abs(+p.positionAmt),\n position_price: +p.entryPrice,\n closable_price: Math.abs(+p.notional / +p.positionAmt),\n floating_profit: +p.unrealizedProfit,\n valuation: Math.abs(+p.notional),\n }),\n );\n return { money, positions };\n },\n { auto_refresh_interval: 1000 },\n);\n"]}
|
package/lib/api.d.ts
CHANGED
|
@@ -54,6 +54,17 @@ export declare const getFApiV4Account: (params: {}) => Promise<{
|
|
|
54
54
|
updateTime: number;
|
|
55
55
|
}[];
|
|
56
56
|
}>;
|
|
57
|
+
export declare const getFApiV2Balance: (params: {}) => Promise<{
|
|
58
|
+
accountAlias: string;
|
|
59
|
+
asset: string;
|
|
60
|
+
balance: string;
|
|
61
|
+
crossWalletBalance: string;
|
|
62
|
+
crossUnPnl: string;
|
|
63
|
+
availableBalance: string;
|
|
64
|
+
maxWithdrawAmount: string;
|
|
65
|
+
marginAvailable: boolean;
|
|
66
|
+
updateTime: number;
|
|
67
|
+
}[]>;
|
|
57
68
|
export declare const postFApiV1Order: (params: {
|
|
58
69
|
symbol: string;
|
|
59
70
|
side: 'BUY' | 'SELL';
|
package/lib/api.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"api.d.ts","sourceRoot":"","sources":["../src/api.ts"],"names":[],"mappings":"AAsDA;;;;GAIG;AACH,eAAO,MAAM,gBAAgB;aAGhB,MAAM;cACL,OAAO;gBACL,OAAO;iBACN,OAAO;gBACR,MAAM;wBACE,MAAM;sBACR,MAAM;wBACJ,MAAM;2BACH,MAAM;wBACT,MAAM;gCACE,MAAM;iCACL,MAAM;6BACV,MAAM;qBACd,MAAM;sBACL,MAAM;uBACL,MAAM;YACjB;QACN,KAAK,EAAE,MAAM,CAAC;QACd,aAAa,EAAE,MAAM,CAAC;QACtB,gBAAgB,EAAE,MAAM,CAAC;QACzB,aAAa,EAAE,MAAM,CAAC;QACtB,WAAW,EAAE,MAAM,CAAC;QACpB,aAAa,EAAE,MAAM,CAAC;QACtB,qBAAqB,EAAE,MAAM,CAAC;QAC9B,sBAAsB,EAAE,MAAM,CAAC;QAC/B,iBAAiB,EAAE,MAAM,CAAC;QAC1B,kBAAkB,EAAE,MAAM,CAAC;QAC3B,UAAU,EAAE,MAAM,CAAC;QACnB,gBAAgB,EAAE,MAAM,CAAC;QACzB,eAAe,EAAE,OAAO,CAAC;QACzB,UAAU,EAAE,MAAM,CAAC;KACpB,EAAE;eACQ;QACT,MAAM,EAAE,MAAM,CAAC;QACf,aAAa,EAAE,MAAM,CAAC;QACtB,WAAW,EAAE,MAAM,CAAC;QACpB,gBAAgB,EAAE,MAAM,CAAC;QACzB,qBAAqB,EAAE,MAAM,CAAC;QAC9B,sBAAsB,EAAE,MAAM,CAAC;QAC/B,QAAQ,EAAE,MAAM,CAAC;QACjB,QAAQ,EAAE,OAAO,CAAC;QAClB,UAAU,EAAE,MAAM,CAAC;QACnB,WAAW,EAAE,MAAM,CAAC;QACpB,YAAY,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,CAAC;QACxC,WAAW,EAAE,MAAM,CAAC;QACpB,QAAQ,EAAE,MAAM,CAAC;QACjB,cAAc,EAAE,MAAM,CAAC;QACvB,UAAU,EAAE,MAAM,CAAC;KACpB,EAAE;EAEkC,CAAC;AAE1C,eAAO,MAAM,eAAe;YAEhB,MAAM;UACR,KAAK,GAAG,MAAM;;UAGhB,QAAQ,GACR,OAAO,GACP,MAAM,GACN,aAAa,GACb,aAAa,GACb,oBAAoB,GACpB,sBAAsB;;;;;iBAOM,CAAC"}
|
|
1
|
+
{"version":3,"file":"api.d.ts","sourceRoot":"","sources":["../src/api.ts"],"names":[],"mappings":"AAsDA;;;;GAIG;AACH,eAAO,MAAM,gBAAgB;aAGhB,MAAM;cACL,OAAO;gBACL,OAAO;iBACN,OAAO;gBACR,MAAM;wBACE,MAAM;sBACR,MAAM;wBACJ,MAAM;2BACH,MAAM;wBACT,MAAM;gCACE,MAAM;iCACL,MAAM;6BACV,MAAM;qBACd,MAAM;sBACL,MAAM;uBACL,MAAM;YACjB;QACN,KAAK,EAAE,MAAM,CAAC;QACd,aAAa,EAAE,MAAM,CAAC;QACtB,gBAAgB,EAAE,MAAM,CAAC;QACzB,aAAa,EAAE,MAAM,CAAC;QACtB,WAAW,EAAE,MAAM,CAAC;QACpB,aAAa,EAAE,MAAM,CAAC;QACtB,qBAAqB,EAAE,MAAM,CAAC;QAC9B,sBAAsB,EAAE,MAAM,CAAC;QAC/B,iBAAiB,EAAE,MAAM,CAAC;QAC1B,kBAAkB,EAAE,MAAM,CAAC;QAC3B,UAAU,EAAE,MAAM,CAAC;QACnB,gBAAgB,EAAE,MAAM,CAAC;QACzB,eAAe,EAAE,OAAO,CAAC;QACzB,UAAU,EAAE,MAAM,CAAC;KACpB,EAAE;eACQ;QACT,MAAM,EAAE,MAAM,CAAC;QACf,aAAa,EAAE,MAAM,CAAC;QACtB,WAAW,EAAE,MAAM,CAAC;QACpB,gBAAgB,EAAE,MAAM,CAAC;QACzB,qBAAqB,EAAE,MAAM,CAAC;QAC9B,sBAAsB,EAAE,MAAM,CAAC;QAC/B,QAAQ,EAAE,MAAM,CAAC;QACjB,QAAQ,EAAE,OAAO,CAAC;QAClB,UAAU,EAAE,MAAM,CAAC;QACnB,WAAW,EAAE,MAAM,CAAC;QACpB,YAAY,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,CAAC;QACxC,WAAW,EAAE,MAAM,CAAC;QACpB,QAAQ,EAAE,MAAM,CAAC;QACjB,cAAc,EAAE,MAAM,CAAC;QACvB,UAAU,EAAE,MAAM,CAAC;KACpB,EAAE;EAEkC,CAAC;AAE1C,eAAO,MAAM,gBAAgB;kBAGX,MAAM;WACb,MAAM;aACJ,MAAM;wBACK,MAAM;gBACd,MAAM;sBACA,MAAM;uBACL,MAAM;qBACR,OAAO;gBACZ,MAAM;IAEmB,CAAC;AAE1C,eAAO,MAAM,eAAe;YAEhB,MAAM;UACR,KAAK,GAAG,MAAM;;UAGhB,QAAQ,GACR,OAAO,GACP,MAAM,GACN,aAAa,GACb,aAAa,GACb,oBAAoB,GACpB,sBAAsB;;;;;iBAOM,CAAC"}
|
package/lib/api.js
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.postFApiV1Order = exports.getFApiV4Account = void 0;
|
|
3
|
+
exports.postFApiV1Order = exports.getFApiV2Balance = exports.getFApiV4Account = void 0;
|
|
4
4
|
const utils_1 = require("./utils");
|
|
5
5
|
const API_KEY = process.env.API_KEY;
|
|
6
6
|
const SECRET_KEY = process.env.SECRET_KEY;
|
|
@@ -42,5 +42,6 @@ const createApi = (type, method, endpoint) => (params) => request(type, method,
|
|
|
42
42
|
* 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
|
|
43
43
|
*/
|
|
44
44
|
exports.getFApiV4Account = createApi('USER_DATA', 'GET', '/fapi/v4/account');
|
|
45
|
+
exports.getFApiV2Balance = createApi('USER_DATA', 'GET', '/fapi/v2/balance');
|
|
45
46
|
exports.postFApiV1Order = createApi('TRADE', 'POST', '/fapi/v1/order');
|
|
46
47
|
//# sourceMappingURL=api.js.map
|
package/lib/api.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"api.js","sourceRoot":"","sources":["../src/api.ts"],"names":[],"mappings":";;;AAAA,mCAAgD;AAEhD,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,OAAQ,CAAC;AACrC,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAW,CAAC;AAE3C,MAAM,QAAQ,GAAG,2BAA2B,CAAC;AAE7C,MAAM,OAAO,GAAG,KAAK,EACnB,IAAoE,EACpE,MAAc,EACd,QAAgB,EAChB,SAAc,EAAE,EACJ,EAAE;IACd,MAAM,UAAU,GAAG,IAAI,KAAK,MAAM,CAAC;IACnC,MAAM,QAAQ,GAAG,IAAI,KAAK,OAAO,IAAI,IAAI,KAAK,WAAW,CAAC;IAE1D,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,QAAQ,CAAC,CAAC;IAC9B,GAAG,CAAC,QAAQ,GAAG,QAAQ,CAAC;IACxB,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;QACjD,IAAI,KAAK,KAAK,SAAS;YAAE,SAAS;QAClC,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,KAAK,EAAE,CAAC,CAAC;KACvC;IAED,IAAI,QAAQ,EAAE;QACZ,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,GAAG,IAAI,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;QACnD,MAAM,GAAG,GAAG,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY;QAC7C,MAAM,SAAS,GAAG,MAAM,IAAA,6BAAqB,EAAC,GAAG,EAAE,UAAU,CAAC,CAAC;QAC/D,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;KAC9C;IAED,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7B,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAE;QACtC,MAAM;QACN,OAAO,EAAE,UAAU;YACjB,CAAC,CAAC;gBACE,cAAc,EAAE,OAAO;aACxB;YACH,CAAC,CAAC,EAAE;KACP,CAAC,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;IACvC,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC,EAAE;QAC9B,MAAM,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;KAC3B;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEF,MAAM,SAAS,GACb,CACE,IAAoE,EACpE,MAAc,EACd,QAAgB,EAChB,EAAE,CACJ,CAAC,MAAY,EAAE,EAAE,CACf,OAAO,CAAO,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAElD;;;;GAIG;AACU,QAAA,gBAAgB,GAAG,SAAS,CAqDvC,WAAW,EAAE,KAAK,EAAE,kBAAkB,CAAC,CAAC;AAE7B,QAAA,eAAe,GAAG,SAAS,CAmBtC,OAAO,EAAE,MAAM,EAAE,gBAAgB,CAAC,CAAC","sourcesContent":["import { opensslEquivalentHMAC } from './utils';\n\nconst API_KEY = process.env.API_KEY!;\nconst SECRET_KEY = process.env.SECRET_KEY!;\n\nconst BASE_URL = 'https://fapi.asterdex.com';\n\nconst request = async <T>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n params: any = {},\n): Promise<T> => {\n const needApiKey = type !== 'NONE';\n const needSign = type === 'TRADE' || type === 'USER_DATA';\n\n const url = new URL(BASE_URL);\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 if (needSign) {\n url.searchParams.set('timestamp', `${Date.now()}`);\n const msg = url.search.slice(1); // 去掉开头的 '?'\n const signature = await opensslEquivalentHMAC(msg, SECRET_KEY);\n url.searchParams.set('signature', signature);\n }\n\n console.info(url.toString());\n const res = await fetch(url.toString(), {\n method,\n headers: needApiKey\n ? {\n 'X-MBX-APIKEY': API_KEY,\n }\n : {},\n }).then((response) => response.json());\n if (res.code && res.code !== 0) {\n throw JSON.stringify(res);\n }\n return res;\n};\n\nconst createApi =\n <TReq, TRes>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n ) =>\n (params: TReq) =>\n request<TRes>(type, method, endpoint, params);\n\n/**\n * 获取账户信息\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 = createApi<\n {},\n {\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>('USER_DATA', 'GET', '/fapi/v4/account');\n\nexport const postFApiV1Order = createApi<\n {\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 {}\n>('TRADE', 'POST', '/fapi/v1/order');\n"]}
|
|
1
|
+
{"version":3,"file":"api.js","sourceRoot":"","sources":["../src/api.ts"],"names":[],"mappings":";;;AAAA,mCAAgD;AAEhD,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,OAAQ,CAAC;AACrC,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAW,CAAC;AAE3C,MAAM,QAAQ,GAAG,2BAA2B,CAAC;AAE7C,MAAM,OAAO,GAAG,KAAK,EACnB,IAAoE,EACpE,MAAc,EACd,QAAgB,EAChB,SAAc,EAAE,EACJ,EAAE;IACd,MAAM,UAAU,GAAG,IAAI,KAAK,MAAM,CAAC;IACnC,MAAM,QAAQ,GAAG,IAAI,KAAK,OAAO,IAAI,IAAI,KAAK,WAAW,CAAC;IAE1D,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,QAAQ,CAAC,CAAC;IAC9B,GAAG,CAAC,QAAQ,GAAG,QAAQ,CAAC;IACxB,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;QACjD,IAAI,KAAK,KAAK,SAAS;YAAE,SAAS;QAClC,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,KAAK,EAAE,CAAC,CAAC;KACvC;IAED,IAAI,QAAQ,EAAE;QACZ,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,GAAG,IAAI,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;QACnD,MAAM,GAAG,GAAG,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY;QAC7C,MAAM,SAAS,GAAG,MAAM,IAAA,6BAAqB,EAAC,GAAG,EAAE,UAAU,CAAC,CAAC;QAC/D,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;KAC9C;IAED,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7B,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAE;QACtC,MAAM;QACN,OAAO,EAAE,UAAU;YACjB,CAAC,CAAC;gBACE,cAAc,EAAE,OAAO;aACxB;YACH,CAAC,CAAC,EAAE;KACP,CAAC,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;IACvC,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC,EAAE;QAC9B,MAAM,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;KAC3B;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEF,MAAM,SAAS,GACb,CACE,IAAoE,EACpE,MAAc,EACd,QAAgB,EAChB,EAAE,CACJ,CAAC,MAAY,EAAE,EAAE,CACf,OAAO,CAAO,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAElD;;;;GAIG;AACU,QAAA,gBAAgB,GAAG,SAAS,CAqDvC,WAAW,EAAE,KAAK,EAAE,kBAAkB,CAAC,CAAC;AAE7B,QAAA,gBAAgB,GAAG,SAAS,CAavC,WAAW,EAAE,KAAK,EAAE,kBAAkB,CAAC,CAAC;AAE7B,QAAA,eAAe,GAAG,SAAS,CAmBtC,OAAO,EAAE,MAAM,EAAE,gBAAgB,CAAC,CAAC","sourcesContent":["import { opensslEquivalentHMAC } from './utils';\n\nconst API_KEY = process.env.API_KEY!;\nconst SECRET_KEY = process.env.SECRET_KEY!;\n\nconst BASE_URL = 'https://fapi.asterdex.com';\n\nconst request = async <T>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n params: any = {},\n): Promise<T> => {\n const needApiKey = type !== 'NONE';\n const needSign = type === 'TRADE' || type === 'USER_DATA';\n\n const url = new URL(BASE_URL);\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 if (needSign) {\n url.searchParams.set('timestamp', `${Date.now()}`);\n const msg = url.search.slice(1); // 去掉开头的 '?'\n const signature = await opensslEquivalentHMAC(msg, SECRET_KEY);\n url.searchParams.set('signature', signature);\n }\n\n console.info(url.toString());\n const res = await fetch(url.toString(), {\n method,\n headers: needApiKey\n ? {\n 'X-MBX-APIKEY': API_KEY,\n }\n : {},\n }).then((response) => response.json());\n if (res.code && res.code !== 0) {\n throw JSON.stringify(res);\n }\n return res;\n};\n\nconst createApi =\n <TReq, TRes>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n ) =>\n (params: TReq) =>\n request<TRes>(type, method, endpoint, params);\n\n/**\n * 获取账户信息\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 = createApi<\n {},\n {\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>('USER_DATA', 'GET', '/fapi/v4/account');\n\nexport const getFApiV2Balance = createApi<\n {},\n {\n accountAlias: string; // 账户唯一识别码\n asset: string; // 资产\n balance: string; // 总余额\n crossWalletBalance: string; // 全仓余额\n crossUnPnl: string; // 全仓持仓未实现盈亏\n availableBalance: string; // 下单可用余额\n maxWithdrawAmount: string; // 最大可转出余额\n marginAvailable: boolean; // 是否可用作联合保证金\n updateTime: number;\n }[]\n>('USER_DATA', 'GET', '/fapi/v2/balance');\n\nexport const postFApiV1Order = createApi<\n {\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 {}\n>('TRADE', 'POST', '/fapi/v1/order');\n"]}
|
package/lib/order-spot.js
CHANGED
|
@@ -1,6 +1,7 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
const protocol_1 = require("@yuants/protocol");
|
|
4
|
+
const utils_1 = require("@yuants/utils");
|
|
4
5
|
const account_spot_1 = require("./account-spot");
|
|
5
6
|
const sapi_1 = require("./sapi");
|
|
6
7
|
protocol_1.Terminal.fromNodeEnv().server.provideService('SubmitOrder', { required: ['account_id'], properties: { account_id: { type: 'string', const: account_spot_1.SPOT_ACCOUNT_ID } } }, async (msg) => {
|
|
@@ -23,7 +24,7 @@ protocol_1.Terminal.fromNodeEnv().server.provideService('SubmitOrder', { require
|
|
|
23
24
|
if (!thePrice)
|
|
24
25
|
throw new Error(`Cannot get price for symbol ${symbol}`);
|
|
25
26
|
quantity = undefined;
|
|
26
|
-
quoteOrderQty = order.volume * +thePrice;
|
|
27
|
+
quoteOrderQty = (0, utils_1.roundToStep)(order.volume * +thePrice, 0.01);
|
|
27
28
|
}
|
|
28
29
|
await (0, sapi_1.postApiV1Order)({
|
|
29
30
|
symbol,
|
package/lib/order-spot.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"order-spot.js","sourceRoot":"","sources":["../src/order-spot.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,iDAAiD;AACjD,iCAA6D;AAE7D,mBAAQ,CAAC,WAAW,EAAE,CAAC,MAAM,CAAC,cAAc,CAC1C,aAAa,EACb,EAAE,QAAQ,EAAE,CAAC,YAAY,CAAC,EAAE,UAAU,EAAE,EAAE,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,8BAAe,EAAE,EAAE,EAAE,EACpG,KAAK,EAAE,GAAG,EAAE,EAAE;;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,UAAU,CAAC;IAEhC,MAAM,IAAI,GAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,OAAO,EAAY,CAAC,KAAK,CAAC,UAAW,CAAC,CAAC;IAChG,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAE1E,MAAM,IAAI,GAAI,EAAE,SAAS,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,WAAW,EAAE,KAAK,EAAY,CACtG,KAAK,CAAC,eAAgB,CACvB,CAAC;IACF,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC;IAEpF,MAAM,WAAW,GACf,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAE1F,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IAE1B,IAAI,QAAQ,GAAuB,KAAK,CAAC,MAAM,CAAC;IAChD,IAAI,aAAiC,CAAC;IAEtC,IAAI,IAAI,KAAK,QAAQ,IAAI,IAAI,KAAK,KAAK,EAAE;QACvC,MAAM,SAAS,GAAG,MAAM,IAAA,0BAAmB,EAAC,EAAE,CAAC,CAAC;QAChD,MAAM,QAAQ,GAAG,MAAA,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,MAAM,CAAC,0CAAE,KAAK,CAAC;QACnE,IAAI,CAAC,QAAQ;YAAE,MAAM,IAAI,KAAK,CAAC,+BAA+B,MAAM,EAAE,CAAC,CAAC;QACxE,QAAQ,GAAG,SAAS,CAAC;QACrB,aAAa,GAAG,KAAK,CAAC,MAAM,GAAG,CAAC,QAAQ,CAAC;
|
|
1
|
+
{"version":3,"file":"order-spot.js","sourceRoot":"","sources":["../src/order-spot.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,yCAA4C;AAC5C,iDAAiD;AACjD,iCAA6D;AAE7D,mBAAQ,CAAC,WAAW,EAAE,CAAC,MAAM,CAAC,cAAc,CAC1C,aAAa,EACb,EAAE,QAAQ,EAAE,CAAC,YAAY,CAAC,EAAE,UAAU,EAAE,EAAE,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,8BAAe,EAAE,EAAE,EAAE,EACpG,KAAK,EAAE,GAAG,EAAE,EAAE;;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,UAAU,CAAC;IAEhC,MAAM,IAAI,GAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,OAAO,EAAY,CAAC,KAAK,CAAC,UAAW,CAAC,CAAC;IAChG,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAE1E,MAAM,IAAI,GAAI,EAAE,SAAS,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,WAAW,EAAE,KAAK,EAAY,CACtG,KAAK,CAAC,eAAgB,CACvB,CAAC;IACF,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC;IAEpF,MAAM,WAAW,GACf,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAE1F,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IAE1B,IAAI,QAAQ,GAAuB,KAAK,CAAC,MAAM,CAAC;IAChD,IAAI,aAAiC,CAAC;IAEtC,IAAI,IAAI,KAAK,QAAQ,IAAI,IAAI,KAAK,KAAK,EAAE;QACvC,MAAM,SAAS,GAAG,MAAM,IAAA,0BAAmB,EAAC,EAAE,CAAC,CAAC;QAChD,MAAM,QAAQ,GAAG,MAAA,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,MAAM,CAAC,0CAAE,KAAK,CAAC;QACnE,IAAI,CAAC,QAAQ;YAAE,MAAM,IAAI,KAAK,CAAC,+BAA+B,MAAM,EAAE,CAAC,CAAC;QACxE,QAAQ,GAAG,SAAS,CAAC;QACrB,aAAa,GAAG,IAAA,mBAAW,EAAC,KAAK,CAAC,MAAM,GAAG,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;KAC7D;IAED,MAAM,IAAA,qBAAc,EAAC;QACnB,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,WAAW;QACX,KAAK;QACL,QAAQ;QACR,aAAa;KACd,CAAC,CAAC;IAEH,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CACF,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { roundToStep } from '@yuants/utils';\nimport { SPOT_ACCOUNT_ID } from './account-spot';\nimport { getApiV1TickerPrice, postApiV1Order } from './sapi';\n\nTerminal.fromNodeEnv().server.provideService<IOrder>(\n 'SubmitOrder',\n { required: ['account_id'], properties: { account_id: { type: 'string', const: SPOT_ACCOUNT_ID } } },\n async (msg) => {\n const order = msg.req;\n const symbol = order.product_id;\n\n const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n order.order_direction!\n ];\n if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n const timeInForce =\n order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n const price = order.price;\n\n let quantity: number | undefined = order.volume;\n let quoteOrderQty: number | undefined;\n\n if (type === 'MARKET' && side === 'BUY') {\n const spotPrice = await getApiV1TickerPrice({});\n const thePrice = spotPrice.find((x) => x.symbol === symbol)?.price;\n if (!thePrice) throw new Error(`Cannot get price for symbol ${symbol}`);\n quantity = undefined;\n quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n }\n\n await postApiV1Order({\n symbol,\n type,\n side,\n timeInForce,\n price,\n quantity,\n quoteOrderQty,\n });\n\n return { res: { code: 0, message: 'OK' } };\n },\n);\n"]}
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{
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"name": "@yuants/vendor-aster",
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"version": "0.2.
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"version": "0.2.2",
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"bin": "lib/cli.js",
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"main": "lib/index.js",
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"dependencies": {
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"@yuants/protocol": "0.
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"@yuants/data-account": "0.4.
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"@yuants/protocol": "0.44.0",
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"@yuants/data-account": "0.4.5",
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"@yuants/utils": "0.8.0",
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"@yuants/data-series": "0.3.
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"@yuants/sql": "0.9.
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"@yuants/data-product": "0.2.
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"@yuants/data-ohlc": "0.3.
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"@yuants/data-order": "0.2.
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"@yuants/data-interest-rate": "0.1.
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"@yuants/transfer": "0.2.
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"@yuants/data-series": "0.3.28",
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"@yuants/sql": "0.9.7",
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"@yuants/data-product": "0.2.17",
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"@yuants/data-ohlc": "0.3.24",
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"@yuants/data-order": "0.2.13",
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"@yuants/data-interest-rate": "0.1.25",
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"@yuants/transfer": "0.2.16",
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"devDependencies": {
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{
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"apps/vendor-aster/CHANGELOG.md": "
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"apps/vendor-aster/CHANGELOG.json": "07c659a14c11e786789cfad55a15a17f5c1fd6ac",
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"apps/vendor-aster/CHANGELOG.md": "0b02dd83220100635d163c552c691cf04b8c55ac",
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"apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
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"apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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"apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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"apps/vendor-aster/package.json": "
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"apps/vendor-aster/package.json": "c50d9aff39635222b299ac6ed631550aaa94474d",
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"apps/vendor-aster/src/account-spot.ts": "f2d77bba520a13b124968aa1169bda0c58a06b18",
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"apps/vendor-aster/src/api.ts": "
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"apps/vendor-aster/src/account.ts": "4f0421aa90255f6b9d225905dcb33933bad0c43a",
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"apps/vendor-aster/src/api.ts": "0d71d7db31f62e2dbb0d6241fcdd5dc16798570e",
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"apps/vendor-aster/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
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"apps/vendor-aster/src/index.ts": "bde17011380b14dbeaf830d4caaa081db7c65a8b",
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"apps/vendor-aster/src/order-spot.ts": "
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"apps/vendor-aster/src/order-spot.ts": "e17f728347f3c49d4311493a47b1ed72d5a29f37",
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"apps/vendor-aster/src/order.ts": "546900e63e6e1c72d01086ea5eecc3c418ba7b67",
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"apps/vendor-aster/src/sapi.ts": "40214de87500f9fb6647c11d3999e0e449a6fa0b",
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"apps/vendor-aster/src/utils.ts": "f732922ea47951ddf0889bba9a70fd8e270cae2f",
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"apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
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"apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "1f86f5175c8714c481b272c219e0d95bc6e72755",
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"libraries/protocol/temp/package-deps.json": "8eafdac8b7fcbd384da0c4d631d4232ca6e57772",
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"libraries/data-account/temp/package-deps.json": "3551b99eefd7b25554e1dde345cafccd37c7c928",
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"libraries/utils/temp/package-deps.json": "c0ccd6946461153e7eb1b04a3061e075788fad2a",
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"libraries/data-series/temp/package-deps.json": "fc6408d3f9ac43e4695e096950633ba9b357f6a3",
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"libraries/sql/temp/package-deps.json": "da0e17fb9630241beb52c1e3d124b369ddbe37b4",
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"libraries/data-product/temp/package-deps.json": "a59164cb062c82db4350b210ee75a7a2aa6f7022",
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"libraries/data-ohlc/temp/package-deps.json": "660bf98a9ff523a7c5ad6d4f9f17a2b8547f6a73",
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"libraries/data-order/temp/package-deps.json": "bbd94675f86f13a9a6d866e7a245810c8125f8cd",
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"libraries/data-interest-rate/temp/package-deps.json": "1c404b9ff7652d0102472b8ec143e4e373af5d85",
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"libraries/transfer/temp/package-deps.json": "e0b34d4194569952115135c95fa12960ddfd3fe7",
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}
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