@yuants/vendor-aster 0.2.5 → 0.3.0

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Files changed (20) hide show
  1. package/dist/api.js +6 -0
  2. package/dist/api.js.map +1 -1
  3. package/dist/index.js +1 -0
  4. package/dist/index.js.map +1 -1
  5. package/dist/product.js +44 -0
  6. package/dist/product.js.map +1 -0
  7. package/lib/api.d.ts +21 -0
  8. package/lib/api.d.ts.map +1 -1
  9. package/lib/api.js +7 -1
  10. package/lib/api.js.map +1 -1
  11. package/lib/index.d.ts +1 -0
  12. package/lib/index.d.ts.map +1 -1
  13. package/lib/index.js +1 -0
  14. package/lib/index.js.map +1 -1
  15. package/lib/product.d.ts +2 -0
  16. package/lib/product.d.ts.map +1 -0
  17. package/lib/product.js +47 -0
  18. package/lib/product.js.map +1 -0
  19. package/package.json +2 -2
  20. package/temp/package-deps.json +7 -6
package/dist/api.js CHANGED
@@ -41,4 +41,10 @@ const createApi = (type, method, endpoint) => (params) => request(type, method,
41
41
  export const getFApiV4Account = createApi('USER_DATA', 'GET', '/fapi/v4/account');
42
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  export const getFApiV2Balance = createApi('USER_DATA', 'GET', '/fapi/v2/balance');
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43
  export const postFApiV1Order = createApi('TRADE', 'POST', '/fapi/v1/order');
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+ /**
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+ * 获取交易对信息
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+ *
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+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF
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+ */
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+ export const getFApiV1ExchangeInfo = createApi('NONE', 'GET', '/fapi/v1/exchangeInfo');
44
50
  //# sourceMappingURL=api.js.map
package/dist/api.js.map CHANGED
@@ -1 +1 @@
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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"]}
1
+ {"version":3,"file":"api.js","sourceRoot":"","sources":["../src/api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,qBAAqB,EAAE,MAAM,SAAS,CAAC;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,qBAAqB,CAAC,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;AACH,MAAM,CAAC,MAAM,gBAAgB,GAAG,SAAS,CAqDvC,WAAW,EAAE,KAAK,EAAE,kBAAkB,CAAC,CAAC;AAE1C,MAAM,CAAC,MAAM,gBAAgB,GAAG,SAAS,CAavC,WAAW,EAAE,KAAK,EAAE,kBAAkB,CAAC,CAAC;AAE1C,MAAM,CAAC,MAAM,eAAe,GAAG,SAAS,CAmBtC,OAAO,EAAE,MAAM,EAAE,gBAAgB,CAAC,CAAC;AAErC;;;;GAIG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,SAAS,CAkB5C,MAAM,EAAE,KAAK,EAAE,uBAAuB,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\n/**\n * 获取交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = createApi<\n {},\n {\n symbols: {\n symbol: string;\n status: 'TRADING' | 'BREAK' | 'HALT';\n baseAsset: string;\n quoteAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n filters: {\n filterType: string;\n [key: string]: any;\n }[];\n }[];\n }\n>('NONE', 'GET', '/fapi/v1/exchangeInfo');\n"]}
package/dist/index.js CHANGED
@@ -2,4 +2,5 @@ import './account';
2
2
  import './account-spot';
3
3
  import './order';
4
4
  import './order-spot';
5
+ import './product'; // Import the new product service
5
6
  //# sourceMappingURL=index.js.map
package/dist/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,gBAAgB,CAAC;AACxB,OAAO,SAAS,CAAC;AACjB,OAAO,cAAc,CAAC","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\n"]}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,gBAAgB,CAAC;AACxB,OAAO,SAAS,CAAC;AACjB,OAAO,cAAc,CAAC;AACtB,OAAO,WAAW,CAAC,CAAC,iCAAiC","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './product'; // Import the new product service\n"]}
package/dist/product.js ADDED
@@ -0,0 +1,44 @@
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+ import { provideQueryProductsService } from '@yuants/data-product';
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+ import { Terminal } from '@yuants/protocol';
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+ import { encodePath } from '@yuants/utils';
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+ import { getFApiV1ExchangeInfo } from './api';
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+ const terminal = Terminal.fromNodeEnv();
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+ // Provide QueryProducts service for ASTER
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+ export const productService = provideQueryProductsService(terminal, 'ASTER', async (req) => {
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+ // Fetch exchange info from ASTER API
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+ const exchangeInfo = await getFApiV1ExchangeInfo({});
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+ // Convert symbols to IProduct format
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+ return exchangeInfo.symbols
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+ .filter((symbol) => symbol.status === 'TRADING') // Only include active trading symbols
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+ .map((symbol) => {
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+ // Find price filter for price step
15
+ const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');
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+ const priceStep = priceFilter ? +priceFilter.tickSize : 1e-2;
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+ // Find lot size filter for volume step
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+ const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');
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+ const volumeStep = lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);
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+ return {
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+ datasource_id: 'ASTER',
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+ product_id: encodePath('PERPETUAL', symbol.symbol),
23
+ name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
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+ quote_currency: symbol.quoteAsset,
25
+ base_currency: symbol.baseAsset,
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+ value_scale_unit: '',
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+ value_based_cost: 0,
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+ volume_based_cost: 0,
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+ max_volume: 0,
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+ price_step: priceStep,
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+ volume_step: volumeStep,
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+ value_scale: 1,
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+ allow_long: true,
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+ allow_short: true,
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+ margin_rate: 0.1,
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+ max_position: 0,
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+ market_id: 'ASTER/PERPETUAL',
38
+ no_interest_rate: false,
39
+ };
40
+ });
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+ }, {
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+ auto_refresh_interval: 3600000, // Refresh hourly
43
+ });
44
+ //# sourceMappingURL=product.js.map
package/dist/product.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,qBAAqB,EAAE,MAAM,OAAO,CAAC;AAE9C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,0CAA0C;AAC1C,MAAM,CAAC,MAAM,cAAc,GAAG,2BAA2B,CACvD,QAAQ,EACR,OAAO,EACP,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,qCAAqC;IACrC,MAAM,YAAY,GAAG,MAAM,qBAAqB,CAAC,EAAE,CAAC,CAAC;IAErD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO;SACxB,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,sCAAsC;SACtF,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACxB,mCAAmC;QACnC,MAAM,WAAW,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,cAAc,CAAC,CAAC;QAC1F,MAAM,SAAS,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC;QAE7D,uCAAuC;QACvC,MAAM,aAAa,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QACxF,MAAM,UAAU,GAAG,aAAa,CAAC,CAAC,CAAC,CAAC,aAAa,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE,CAAC,CAAC;QAEtG,OAAO;YACL,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,UAAU,CAAC,WAAW,EAAE,MAAM,CAAC,MAAM,CAAC;YAClD,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,gBAAgB,EAAE,EAAE;YACpB,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,SAAS;YACrB,WAAW,EAAE,UAAU;YACvB,WAAW,EAAE,CAAC;YACd,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,WAAW,EAAE,GAAG;YAChB,YAAY,EAAE,CAAC;YACf,SAAS,EAAE,iBAAiB;YAC5B,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACP,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ,EAAE,iBAAiB;CACnD,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFApiV1ExchangeInfo } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service for ASTER\nexport const productService = provideQueryProductsService(\n terminal,\n 'ASTER',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n // Fetch exchange info from ASTER API\n const exchangeInfo = await getFApiV1ExchangeInfo({});\n\n // Convert symbols to IProduct format\n return exchangeInfo.symbols\n .filter((symbol) => symbol.status === 'TRADING') // Only include active trading symbols\n .map((symbol): IProduct => {\n // Find price filter for price step\n const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');\n const priceStep = priceFilter ? +priceFilter.tickSize : 1e-2;\n\n // Find lot size filter for volume step\n const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');\n const volumeStep = lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);\n\n return {\n datasource_id: 'ASTER',\n product_id: encodePath('PERPETUAL', symbol.symbol),\n name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n quote_currency: symbol.quoteAsset,\n base_currency: symbol.baseAsset,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_volume: 0,\n price_step: priceStep,\n volume_step: volumeStep,\n value_scale: 1,\n allow_long: true,\n allow_short: true,\n margin_rate: 0.1, // Default margin rate, can be adjusted based on actual requirements\n max_position: 0,\n market_id: 'ASTER/PERPETUAL',\n no_interest_rate: false,\n };\n });\n },\n {\n auto_refresh_interval: 3600_000, // Refresh hourly\n },\n);\n"]}
package/lib/api.d.ts CHANGED
@@ -75,4 +75,25 @@ export declare const postFApiV1Order: (params: {
75
75
  price?: number | undefined;
76
76
  timeInForce?: "GTC" | "IOC" | "FOK" | "GTX" | "HIDDEN" | undefined;
77
77
  }) => Promise<{}>;
78
+ /**
79
+ * 获取交易对信息
80
+ *
81
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF
82
+ */
83
+ export declare const getFApiV1ExchangeInfo: (params: {}) => Promise<{
84
+ symbols: {
85
+ symbol: string;
86
+ status: 'TRADING' | 'BREAK' | 'HALT';
87
+ baseAsset: string;
88
+ quoteAsset: string;
89
+ pricePrecision: number;
90
+ quantityPrecision: number;
91
+ baseAssetPrecision: number;
92
+ quotePrecision: number;
93
+ filters: {
94
+ [key: string]: any;
95
+ filterType: string;
96
+ }[];
97
+ }[];
98
+ }>;
78
99
  //# sourceMappingURL=api.d.ts.map
package/lib/api.d.ts.map CHANGED
@@ -1 +1 @@
1
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+ {"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;AAErC;;;;GAIG;AACH,eAAO,MAAM,qBAAqB;;gBAIpB,MAAM;gBACN,SAAS,GAAG,OAAO,GAAG,MAAM;mBACzB,MAAM;oBACL,MAAM;wBACF,MAAM;2BACH,MAAM;4BACL,MAAM;wBACV,MAAM;;;wBAER,MAAM;;;EAKe,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.getFApiV2Balance = exports.getFApiV4Account = void 0;
3
+ exports.getFApiV1ExchangeInfo = 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;
@@ -44,4 +44,10 @@ const createApi = (type, method, endpoint) => (params) => request(type, method,
44
44
  exports.getFApiV4Account = createApi('USER_DATA', 'GET', '/fapi/v4/account');
45
45
  exports.getFApiV2Balance = createApi('USER_DATA', 'GET', '/fapi/v2/balance');
46
46
  exports.postFApiV1Order = createApi('TRADE', 'POST', '/fapi/v1/order');
47
+ /**
48
+ * 获取交易对信息
49
+ *
50
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF
51
+ */
52
+ exports.getFApiV1ExchangeInfo = createApi('NONE', 'GET', '/fapi/v1/exchangeInfo');
47
53
  //# sourceMappingURL=api.js.map
package/lib/api.js.map CHANGED
@@ -1 +1 @@
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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"]}
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;AAErC;;;;GAIG;AACU,QAAA,qBAAqB,GAAG,SAAS,CAkB5C,MAAM,EAAE,KAAK,EAAE,uBAAuB,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\n/**\n * 获取交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = createApi<\n {},\n {\n symbols: {\n symbol: string;\n status: 'TRADING' | 'BREAK' | 'HALT';\n baseAsset: string;\n quoteAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n filters: {\n filterType: string;\n [key: string]: any;\n }[];\n }[];\n }\n>('NONE', 'GET', '/fapi/v1/exchangeInfo');\n"]}
package/lib/index.d.ts CHANGED
@@ -2,4 +2,5 @@ import './account';
2
2
  import './account-spot';
3
3
  import './order';
4
4
  import './order-spot';
5
+ import './product';
5
6
  //# sourceMappingURL=index.d.ts.map
package/lib/index.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,gBAAgB,CAAC;AACxB,OAAO,SAAS,CAAC;AACjB,OAAO,cAAc,CAAC"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,gBAAgB,CAAC;AACxB,OAAO,SAAS,CAAC;AACjB,OAAO,cAAc,CAAC;AACtB,OAAO,WAAW,CAAC"}
package/lib/index.js CHANGED
@@ -4,4 +4,5 @@ require("./account");
4
4
  require("./account-spot");
5
5
  require("./order");
6
6
  require("./order-spot");
7
+ require("./product"); // Import the new product service
7
8
  //# sourceMappingURL=index.js.map
package/lib/index.js.map CHANGED
@@ -1 +1 @@
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- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,0BAAwB;AACxB,mBAAiB;AACjB,wBAAsB","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\n"]}
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+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,0BAAwB;AACxB,mBAAiB;AACjB,wBAAsB;AACtB,qBAAmB,CAAC,iCAAiC","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './product'; // Import the new product service\n"]}
package/lib/product.d.ts ADDED
@@ -0,0 +1,2 @@
1
+ export declare const productService: import("@yuants/data-product").IQueryProductsService;
2
+ //# sourceMappingURL=product.d.ts.map
package/lib/product.d.ts.map ADDED
@@ -0,0 +1 @@
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+ {"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"AAQA,eAAO,MAAM,cAAc,sDA4C1B,CAAC"}
package/lib/product.js ADDED
@@ -0,0 +1,47 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.productService = void 0;
4
+ const data_product_1 = require("@yuants/data-product");
5
+ const protocol_1 = require("@yuants/protocol");
6
+ const utils_1 = require("@yuants/utils");
7
+ const api_1 = require("./api");
8
+ const terminal = protocol_1.Terminal.fromNodeEnv();
9
+ // Provide QueryProducts service for ASTER
10
+ exports.productService = (0, data_product_1.provideQueryProductsService)(terminal, 'ASTER', async (req) => {
11
+ // Fetch exchange info from ASTER API
12
+ const exchangeInfo = await (0, api_1.getFApiV1ExchangeInfo)({});
13
+ // Convert symbols to IProduct format
14
+ return exchangeInfo.symbols
15
+ .filter((symbol) => symbol.status === 'TRADING') // Only include active trading symbols
16
+ .map((symbol) => {
17
+ // Find price filter for price step
18
+ const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');
19
+ const priceStep = priceFilter ? +priceFilter.tickSize : 1e-2;
20
+ // Find lot size filter for volume step
21
+ const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');
22
+ const volumeStep = lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);
23
+ return {
24
+ datasource_id: 'ASTER',
25
+ product_id: (0, utils_1.encodePath)('PERPETUAL', symbol.symbol),
26
+ name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
27
+ quote_currency: symbol.quoteAsset,
28
+ base_currency: symbol.baseAsset,
29
+ value_scale_unit: '',
30
+ value_based_cost: 0,
31
+ volume_based_cost: 0,
32
+ max_volume: 0,
33
+ price_step: priceStep,
34
+ volume_step: volumeStep,
35
+ value_scale: 1,
36
+ allow_long: true,
37
+ allow_short: true,
38
+ margin_rate: 0.1,
39
+ max_position: 0,
40
+ market_id: 'ASTER/PERPETUAL',
41
+ no_interest_rate: false,
42
+ };
43
+ });
44
+ }, {
45
+ auto_refresh_interval: 3600000, // Refresh hourly
46
+ });
47
+ //# sourceMappingURL=product.js.map
package/lib/product.js.map ADDED
@@ -0,0 +1 @@
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+ {"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;;AAAA,uDAAoG;AACpG,+CAA4C;AAC5C,yCAA2C;AAC3C,+BAA8C;AAE9C,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,0CAA0C;AAC7B,QAAA,cAAc,GAAG,IAAA,0CAA2B,EACvD,QAAQ,EACR,OAAO,EACP,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,qCAAqC;IACrC,MAAM,YAAY,GAAG,MAAM,IAAA,2BAAqB,EAAC,EAAE,CAAC,CAAC;IAErD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO;SACxB,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,sCAAsC;SACtF,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACxB,mCAAmC;QACnC,MAAM,WAAW,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,cAAc,CAAC,CAAC;QAC1F,MAAM,SAAS,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC;QAE7D,uCAAuC;QACvC,MAAM,aAAa,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QACxF,MAAM,UAAU,GAAG,aAAa,CAAC,CAAC,CAAC,CAAC,aAAa,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE,CAAC,CAAC;QAEtG,OAAO;YACL,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,WAAW,EAAE,MAAM,CAAC,MAAM,CAAC;YAClD,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,gBAAgB,EAAE,EAAE;YACpB,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,SAAS;YACrB,WAAW,EAAE,UAAU;YACvB,WAAW,EAAE,CAAC;YACd,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,WAAW,EAAE,GAAG;YAChB,YAAY,EAAE,CAAC;YACf,SAAS,EAAE,iBAAiB;YAC5B,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACP,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ,EAAE,iBAAiB;CACnD,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFApiV1ExchangeInfo } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service for ASTER\nexport const productService = provideQueryProductsService(\n terminal,\n 'ASTER',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n // Fetch exchange info from ASTER API\n const exchangeInfo = await getFApiV1ExchangeInfo({});\n\n // Convert symbols to IProduct format\n return exchangeInfo.symbols\n .filter((symbol) => symbol.status === 'TRADING') // Only include active trading symbols\n .map((symbol): IProduct => {\n // Find price filter for price step\n const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');\n const priceStep = priceFilter ? +priceFilter.tickSize : 1e-2;\n\n // Find lot size filter for volume step\n const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');\n const volumeStep = lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);\n\n return {\n datasource_id: 'ASTER',\n product_id: encodePath('PERPETUAL', symbol.symbol),\n name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n quote_currency: symbol.quoteAsset,\n base_currency: symbol.baseAsset,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_volume: 0,\n price_step: priceStep,\n volume_step: volumeStep,\n value_scale: 1,\n allow_long: true,\n allow_short: true,\n margin_rate: 0.1, // Default margin rate, can be adjusted based on actual requirements\n max_position: 0,\n market_id: 'ASTER/PERPETUAL',\n no_interest_rate: false,\n };\n });\n },\n {\n auto_refresh_interval: 3600_000, // Refresh hourly\n },\n);\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-aster",
3
- "version": "0.2.5",
3
+ "version": "0.3.0",
4
4
  "bin": "lib/cli.js",
5
5
  "main": "lib/index.js",
6
6
  "files": [
@@ -15,7 +15,7 @@
15
15
  "@yuants/data-series": "0.3.29",
16
16
  "@yuants/sql": "0.9.8",
17
17
  "@yuants/data-product": "0.3.0",
18
- "@yuants/data-ohlc": "0.3.25",
18
+ "@yuants/data-ohlc": "0.4.0",
19
19
  "@yuants/data-order": "0.2.14",
20
20
  "@yuants/data-interest-rate": "0.1.26",
21
21
  "@yuants/transfer": "0.2.17",
package/temp/package-deps.json CHANGED
@@ -1,17 +1,18 @@
1
1
  {
2
- "apps/vendor-aster/CHANGELOG.json": "4f39e830d4f6e4cac6bfc4e4be2533e0e342ece6",
3
- "apps/vendor-aster/CHANGELOG.md": "ba7b52d2f6e13ed742aa22b486b22eb759e252b3",
2
+ "apps/vendor-aster/CHANGELOG.json": "c100430549fddf9ca9abdd8136298f9ee12c9189",
3
+ "apps/vendor-aster/CHANGELOG.md": "740f2e98de203f7e29c08b390972668104ba3683",
4
4
  "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
5
5
  "apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
6
6
  "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
7
- "apps/vendor-aster/package.json": "768e745be142dd887ef886af9b4778b8095af3b2",
7
+ "apps/vendor-aster/package.json": "bbe2a31cb33638805dafffcacd06ba9e6f36f0ab",
8
8
  "apps/vendor-aster/src/account-spot.ts": "e5162a9c7f00fde4d1f143c3f85ef04ae8877b56",
9
9
  "apps/vendor-aster/src/account.ts": "0b9bcc884cb4b1cdba11997806db5cddd2f1d3c3",
10
- "apps/vendor-aster/src/api.ts": "0d71d7db31f62e2dbb0d6241fcdd5dc16798570e",
10
+ "apps/vendor-aster/src/api.ts": "0778c64a95fc5a8760f1bac35ed83a1036c662da",
11
11
  "apps/vendor-aster/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
12
- "apps/vendor-aster/src/index.ts": "bde17011380b14dbeaf830d4caaa081db7c65a8b",
12
+ "apps/vendor-aster/src/index.ts": "af43c8eef43536749a777d473f8b7707da3e6d55",
13
13
  "apps/vendor-aster/src/order-spot.ts": "e17f728347f3c49d4311493a47b1ed72d5a29f37",
14
14
  "apps/vendor-aster/src/order.ts": "546900e63e6e1c72d01086ea5eecc3c418ba7b67",
15
+ "apps/vendor-aster/src/product.ts": "665becdfc3aa0f9239d008831b1304a17edb01dc",
15
16
  "apps/vendor-aster/src/sapi.ts": "40214de87500f9fb6647c11d3999e0e449a6fa0b",
16
17
  "apps/vendor-aster/src/utils.ts": "f732922ea47951ddf0889bba9a70fd8e270cae2f",
17
18
  "apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
@@ -22,7 +23,7 @@
22
23
  "libraries/data-series/temp/package-deps.json": "dd0d2f8322b484f074ae09c050ceb53fbc1368f4",
23
24
  "libraries/sql/temp/package-deps.json": "2da55e5e704b1c1558acab11b6df163744d1b24a",
24
25
  "libraries/data-product/temp/package-deps.json": "7c61716062e33869b203755b1b7db894e713b46f",
25
- "libraries/data-ohlc/temp/package-deps.json": "6ae0a1249855ee2e1aefd88a66f6d0c4a1f61dd5",
26
+ "libraries/data-ohlc/temp/package-deps.json": "01c6d44d10c9b10895a1a30ffee94d98975ce5d0",
26
27
  "libraries/data-order/temp/package-deps.json": "add9a90c23442334f0575f403ef48dc33ceb5fd4",
27
28
  "libraries/data-interest-rate/temp/package-deps.json": "246f09881d5bce801a352861086d7e2b90eb5b6b",
28
29
  "libraries/transfer/temp/package-deps.json": "2a26e3db2d5ef3318172d1d29ca257bfa94d1b21",