@yuants/vendor-aster 0.3.18 → 0.4.0

package/dist/account.js

@@ -1,5 +1,6 @@
 import { provideAccountInfoService } from '@yuants/data-account';
 import { Terminal } from '@yuants/protocol';
+import { encodePath } from '@yuants/utils';
 import { getFApiV4Account } from './api';
 const ADDRESS = process.env.ADDRESS;
 export const ACCOUNT_ID = `ASTER/${ADDRESS}`;
@@ -11,7 +12,7 @@ provideAccountInfoService(Terminal.fromNodeEnv(), ACCOUNT_ID, async () => {
         .filter((p) => +p.positionAmt !== 0)
         .map((p) => ({
         position_id: p.symbol,
-        product_id: p.symbol,
+        product_id: encodePath('PERPETUAL', p.symbol),
         datasource_id: 'ASTER',
         direction: p.positionSide === 'BOTH' ? (+p.positionAmt > 0 ? 'LONG' : 'SHORT') : p.positionSide,
         volume: Math.abs(+p.positionAmt),

package/dist/account.js.map

@@ -1 +1 @@
-{"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AAC5E,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAE,MAAM,OAAO,CAAC;AAEzC,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,kBAAkB,GAAG,CAAC,CAAC,CAAC,qBAAqB,CAAC;IAChE,MAAM,IAAI,GAAG,CAAC,CAAC,CAAC,gBAAgB,CAAC;IAEjC,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;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,KAAK;YACf,MAAM;YACN,IAAI;SACL;QACD,SAAS;KACV,CAAC;AACJ,CAAC,EACD,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC","sourcesContent":["import { IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { 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 equity = +a.totalWalletBalance + +a.totalUnrealizedProfit;\n    const free = +a.availableBalance;\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 {\n      money: {\n        currency: 'USD',\n        equity,\n        free,\n      },\n      positions,\n    };\n  },\n  { auto_refresh_interval: 1000 },\n);\n"]}
+{"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AAC5E,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,gBAAgB,EAAE,MAAM,OAAO,CAAC;AAEzC,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,kBAAkB,GAAG,CAAC,CAAC,CAAC,qBAAqB,CAAC;IAChE,MAAM,IAAI,GAAG,CAAC,CAAC,CAAC,gBAAgB,CAAC;IAEjC,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,UAAU,CAAC,WAAW,EAAE,CAAC,CAAC,MAAM,CAAC;QAC7C,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;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,KAAK;YACf,MAAM;YACN,IAAI;SACL;QACD,SAAS;KACV,CAAC;AACJ,CAAC,EACD,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC","sourcesContent":["import { IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { 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 equity = +a.totalWalletBalance + +a.totalUnrealizedProfit;\n    const free = +a.availableBalance;\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: encodePath('PERPETUAL', 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 {\n      money: {\n        currency: 'USD',\n        equity,\n        free,\n      },\n      positions,\n    };\n  },\n  { auto_refresh_interval: 1000 },\n);\n"]}

package/dist/api.js

@@ -40,7 +40,10 @@ const createApi = (type, method, endpoint) => (params) => request(type, method,
  */
 export const getFApiV4Account = createApi('USER_DATA', 'GET', '/fapi/v4/account');
 export const getFApiV2Balance = createApi('USER_DATA', 'GET', '/fapi/v2/balance');
+export const getFApiV1TickerPrice = createApi('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');
 export const postFApiV1Order = createApi('TRADE', 'POST', '/fapi/v1/order');
+export const getFApiV1OpenOrders = createApi('USER_DATA', 'GET', '/fapi/v1/openOrders');
+export const deleteFApiV1Order = createApi('TRADE', 'DELETE', '/fapi/v1/order');
 /**
  * 获取交易对信息
  *

package/dist/api.js.map

@@ -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\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"]}
+{"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,oBAAoB,GAAG,SAAS,CAO3C,aAAa,EAAE,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAEjD,MAAM,CAAC,MAAM,eAAe,GAAG,SAAS,CAmBtC,OAAO,EAAE,MAAM,EAAE,gBAAgB,CAAC,CAAC;AAErC,MAAM,CAAC,MAAM,mBAAmB,GAAG,SAAS,CAyB1C,WAAW,EAAE,KAAK,EAAE,qBAAqB,CAAC,CAAC;AAE7C,MAAM,CAAC,MAAM,iBAAiB,GAAG,SAAS,CAOxC,OAAO,EAAE,QAAQ,EAAE,gBAAgB,CAAC,CAAC;AAEvC;;;;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 getFApiV1TickerPrice = createApi<\n  {},\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n>('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');\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\nexport const getFApiV1OpenOrders = createApi<\n  {\n    symbol?: string;\n  },\n  {\n    orderId: number;\n    clientOrderId: string;\n    price: string;\n    origQty: string;\n    executedQty: string;\n    status: string;\n    timeInForce: string;\n    type: string;\n    side: 'BUY' | 'SELL';\n    updateTime: number;\n    avgPrice: string;\n    reduceOnly?: boolean;\n    closePosition?: boolean;\n    positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n    workingType?: string;\n    priceProtect?: boolean;\n    origType?: string;\n    stopPrice?: string;\n    symbol: string;\n  }[]\n>('USER_DATA', 'GET', '/fapi/v1/openOrders');\n\nexport const deleteFApiV1Order = createApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('TRADE', 'DELETE', '/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

@@ -3,4 +3,6 @@ import './account-spot';
 import './order';
 import './order-spot';
 import './product'; // Import the new product service
+import './pending-orders';
+import './quote';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
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+{"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;AACrD,OAAO,kBAAkB,CAAC;AAC1B,OAAO,SAAS,CAAC","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './product'; // Import the new product service\nimport './pending-orders';\nimport './quote';\n"]}

package/dist/order.js

@@ -1,10 +1,16 @@
 import { Terminal } from '@yuants/protocol';
+import { decodePath } from '@yuants/utils';
 import { ACCOUNT_ID } from './account';
-import { postFApiV1Order } from './api';
+import { deleteFApiV1Order, postFApiV1Order } from './api';
 const terminal = Terminal.fromNodeEnv();
 terminal.server.provideService('SubmitOrder', { required: ['account_id'], properties: { account_id: { type: 'string', const: ACCOUNT_ID } } }, async (msg) => {
+    var _a, _b, _c, _d, _e;
     const order = msg.req;
-    const symbol = order.product_id;
+    const [, decodedSymbol] = decodePath(order.product_id);
+    if (!decodedSymbol) {
+        throw new Error(`Invalid product_id: unable to decode symbol from "${order.product_id}"`);
+    }
+    const symbol = decodedSymbol;
     const side = { OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' }[order.order_direction];
     if (!side)
         throw new Error(`Unsupported order_direction: ${order.order_direction}`);
@@ -13,14 +19,51 @@ terminal.server.provideService('SubmitOrder', { required: ['account_id'], proper
         throw new Error(`Unsupported order_type: ${order.order_type}`);
     const quantity = order.volume;
     const price = order.price;
+    const positionSide = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
+        ? 'LONG'
+        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
+            ? 'SHORT'
+            : undefined;
+    const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;
     const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
-    await postFApiV1Order({
+    const res = await postFApiV1Order({
         symbol,
         side,
         type,
         quantity,
         price,
         timeInForce,
+        positionSide,
+        reduceOnly,
+    });
+    const orderId = (_d = (_b = (_a = res === null || res === void 0 ? void 0 : res.orderId) !== null && _a !== void 0 ? _a : res === null || res === void 0 ? void 0 : res.order_id) !== null && _b !== void 0 ? _b : (_c = res === null || res === void 0 ? void 0 : res.data) === null || _c === void 0 ? void 0 : _c.orderId) !== null && _d !== void 0 ? _d : (_e = res === null || res === void 0 ? void 0 : res.data) === null || _e === void 0 ? void 0 : _e.order_id;
+    return {
+        res: {
+            code: 0,
+            message: 'OK',
+            data: orderId ? { order_id: `${orderId}` } : undefined,
+        },
+    };
+});
+terminal.server.provideService('CancelOrder', {
+    required: ['account_id', 'order_id', 'product_id'],
+    properties: {
+        account_id: { type: 'string', const: ACCOUNT_ID },
+        order_id: { type: ['string', 'number'] },
+        product_id: { type: 'string' },
+    },
+}, async (msg) => {
+    const order = msg.req;
+    const [, decodedSymbol] = decodePath(order.product_id);
+    if (!decodedSymbol) {
+        throw new Error(`Invalid product_id: unable to decode symbol from "${order.product_id}"`);
+    }
+    if (!order.order_id) {
+        throw new Error('order_id is required for CancelOrder');
+    }
+    await deleteFApiV1Order({
+        symbol: decodedSymbol,
+        orderId: order.order_id,
     });
     return { res: { code: 0, message: 'OK' } };
 });

package/dist/order.js.map

@@ -1 +1 @@
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'LONG'\n        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n        ? 'SHORT'\n        : undefined;\n\n    const reduceOnly =\n      order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n    const timeInForce =\n      order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n    const res = await postFApiV1Order({\n      symbol,\n      side,\n      type,\n      quantity,\n      price,\n      timeInForce,\n      positionSide,\n      reduceOnly,\n    });\n\n    const orderId =\n      (res as any)?.orderId ??\n      (res as any)?.order_id ??\n      (res as any)?.data?.orderId ??\n      (res as any)?.data?.order_id;\n\n    return {\n      res: {\n        code: 0,\n        message: 'OK',\n        data: orderId ? { order_id: `${orderId}` } : undefined,\n      },\n    };\n  },\n);\n\nterminal.server.provideService<IOrder>(\n  'CancelOrder',\n  {\n    required: ['account_id', 'order_id', 'product_id'],\n    properties: {\n      account_id: { type: 'string', const: ACCOUNT_ID },\n      order_id: { type: ['string', 'number'] },\n      product_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const order = msg.req;\n    const [, decodedSymbol] = decodePath(order.product_id);\n    if (!decodedSymbol) {\n      throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n    }\n    if (!order.order_id) {\n      throw new Error('order_id is required for CancelOrder');\n    }\n\n    await deleteFApiV1Order({\n      symbol: decodedSymbol,\n      orderId: order.order_id,\n    });\n\n    return { res: { code: 0, message: 'OK' } };\n  },\n);\n"]}

package/dist/pending-orders.js

@@ -0,0 +1,43 @@
+import { providePendingOrdersService } from '@yuants/data-order';
+import { Terminal } from '@yuants/protocol';
+import { encodePath } from '@yuants/utils';
+import { ACCOUNT_ID } from './account';
+import { getFApiV1OpenOrders } from './api';
+const terminal = Terminal.fromNodeEnv();
+const resolveOrderDirection = (asterOrder) => {
+    const reduceOnly = asterOrder.reduceOnly || asterOrder.closePosition;
+    if (asterOrder.positionSide === 'LONG') {
+        return asterOrder.side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';
+    }
+    if (asterOrder.positionSide === 'SHORT') {
+        return asterOrder.side === 'BUY' ? 'CLOSE_SHORT' : 'OPEN_SHORT';
+    }
+    if (reduceOnly) {
+        return asterOrder.side === 'BUY' ? 'CLOSE_SHORT' : 'CLOSE_LONG';
+    }
+    return asterOrder.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT';
+};
+providePendingOrdersService(terminal, ACCOUNT_ID, async () => {
+    const orders = (await getFApiV1OpenOrders({}));
+    return orders.map((order) => {
+        const volume = Number(order.origQty);
+        const tradedVolume = Number(order.executedQty);
+        const price = Number(order.price);
+        const avgPrice = Number(order.avgPrice);
+        const mapped = {
+            order_id: `${order.orderId}`,
+            account_id: ACCOUNT_ID,
+            product_id: encodePath('PERPETUAL', order.symbol),
+            order_type: order.type,
+            order_direction: resolveOrderDirection(order),
+            volume: Number.isFinite(volume) ? volume : 0,
+            price: Number.isFinite(price) ? price : undefined,
+            submit_at: order.updateTime,
+            traded_volume: Number.isFinite(tradedVolume) ? tradedVolume : undefined,
+            traded_price: Number.isFinite(avgPrice) && avgPrice > 0 ? avgPrice : undefined,
+            order_status: order.status,
+        };
+        return mapped;
+    });
+}, { auto_refresh_interval: 2000 });
+//# sourceMappingURL=pending-orders.js.map

package/dist/pending-orders.js.map

@@ -0,0 +1 @@
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package/dist/quote.js

@@ -0,0 +1,35 @@
+import { Terminal } from '@yuants/protocol';
+import { writeToSQL } from '@yuants/sql';
+import { decodePath, encodePath } from '@yuants/utils';
+import { defer, filter, map, mergeMap, repeat, retry, shareReplay } from 'rxjs';
+import { getFApiV1TickerPrice } from './api';
+const terminal = Terminal.fromNodeEnv();
+const quote$ = defer(() => getFApiV1TickerPrice({})).pipe(mergeMap((tickers) => tickers || []), map((ticker) => {
+    var _a;
+    return ({
+        datasource_id: 'ASTER',
+        product_id: encodePath('PERPETUAL', ticker.symbol),
+        last_price: `${ticker.price}`,
+        bid_price: `${ticker.price}`,
+        ask_price: `${ticker.price}`,
+        updated_at: new Date((_a = ticker.time) !== null && _a !== void 0 ? _a : Date.now()).toISOString(),
+    });
+}), repeat({ delay: 1000 }), retry({ delay: 5000 }), shareReplay({ bufferSize: 1, refCount: true }));
+if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
+    quote$
+        .pipe(writeToSQL({
+        terminal,
+        tableName: 'quote',
+        writeInterval: 1000,
+        conflictKeys: ['datasource_id', 'product_id'],
+    }))
+        .subscribe();
+    terminal.channel.publishChannel('quote', { pattern: '^ASTER/' }, (channel_id) => {
+        const [datasourceId, productId] = decodePath(channel_id);
+        if (!datasourceId || !productId) {
+            throw new Error(`Invalid channel_id: ${channel_id}`);
+        }
+        return quote$.pipe(filter((quote) => quote.product_id === productId));
+    });
+}
+//# sourceMappingURL=quote.js.map

package/dist/quote.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.js","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,MAAM,CAAC;AAChF,OAAO,EAAE,oBAAoB,EAAE,MAAM,OAAO,CAAC;AAE7C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,oBAAoB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACvD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,IAAI,EAAE,CAAC,EACpC,GAAG,CACD,CAAC,MAAM,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC5B,aAAa,EAAE,OAAO;QACtB,UAAU,EAAE,UAAU,CAAC,WAAW,EAAE,MAAM,CAAC,MAAM,CAAC;QAClD,UAAU,EAAE,GAAG,MAAM,CAAC,KAAK,EAAE;QAC7B,SAAS,EAAE,GAAG,MAAM,CAAC,KAAK,EAAE;QAC5B,SAAS,EAAE,GAAG,MAAM,CAAC,KAAK,EAAE;QAC5B,UAAU,EAAE,IAAI,IAAI,CAAC,MAAA,MAAM,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,WAAW,EAAE;KAC9D,CAAC,CAAA;CAAA,CACH,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;IAEf,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,SAAS,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAC9E,MAAM,CAAC,YAAY,EAAE,SAAS,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACzD,IAAI,CAAC,YAAY,IAAI,CAAC,SAAS,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC;IACxE,CAAC,CAAC,CAAC;CACJ","sourcesContent":["import type { IQuote } from '../../../libraries/data-quote/lib';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay } from 'rxjs';\nimport { getFApiV1TickerPrice } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst quote$ = defer(() => getFApiV1TickerPrice({})).pipe(\n  mergeMap((tickers) => tickers || []),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'ASTER',\n      product_id: encodePath('PERPETUAL', ticker.symbol),\n      last_price: `${ticker.price}`,\n      bid_price: `${ticker.price}`,\n      ask_price: `${ticker.price}`,\n      updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 5000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n\n  terminal.channel.publishChannel('quote', { pattern: '^ASTER/' }, (channel_id) => {\n    const [datasourceId, productId] = decodePath(channel_id);\n    if (!datasourceId || !productId) {\n      throw new Error(`Invalid channel_id: ${channel_id}`);\n    }\n    return quote$.pipe(filter((quote) => quote.product_id === productId));\n  });\n}\n"]}

package/lib/account.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAKA,eAAO,MAAM,UAAU,QAAqB,CAAC"}
+{"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAMA,eAAO,MAAM,UAAU,QAAqB,CAAC"}

package/lib/account.js

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.ACCOUNT_ID = void 0;
 const data_account_1 = require("@yuants/data-account");
 const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
 const api_1 = require("./api");
 const ADDRESS = process.env.ADDRESS;
 exports.ACCOUNT_ID = `ASTER/${ADDRESS}`;
@@ -14,7 +15,7 @@ exports.ACCOUNT_ID = `ASTER/${ADDRESS}`;
         .filter((p) => +p.positionAmt !== 0)
         .map((p) => ({
         position_id: p.symbol,
-        product_id: p.symbol,
+        product_id: (0, utils_1.encodePath)('PERPETUAL', p.symbol),
         datasource_id: 'ASTER',
         direction: p.positionSide === 'BOTH' ? (+p.positionAmt > 0 ? 'LONG' : 'SHORT') : p.positionSide,
         volume: Math.abs(+p.positionAmt),

package/lib/account.js.map

@@ -1 +1 @@
-{"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":";;;AAAA,uDAA4E;AAC5E,+CAA4C;AAC5C,+BAAyC;AAEzC,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,kBAAkB,GAAG,CAAC,CAAC,CAAC,qBAAqB,CAAC;IAChE,MAAM,IAAI,GAAG,CAAC,CAAC,CAAC,gBAAgB,CAAC;IAEjC,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;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,KAAK;YACf,MAAM;YACN,IAAI;SACL;QACD,SAAS;KACV,CAAC;AACJ,CAAC,EACD,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC","sourcesContent":["import { IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { 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 equity = +a.totalWalletBalance + +a.totalUnrealizedProfit;\n    const free = +a.availableBalance;\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 {\n      money: {\n        currency: 'USD',\n        equity,\n        free,\n      },\n      positions,\n    };\n  },\n  { auto_refresh_interval: 1000 },\n);\n"]}
+{"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":";;;AAAA,uDAA4E;AAC5E,+CAA4C;AAC5C,yCAA2C;AAC3C,+BAAyC;AAEzC,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,kBAAkB,GAAG,CAAC,CAAC,CAAC,qBAAqB,CAAC;IAChE,MAAM,IAAI,GAAG,CAAC,CAAC,CAAC,gBAAgB,CAAC;IAEjC,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,IAAA,kBAAU,EAAC,WAAW,EAAE,CAAC,CAAC,MAAM,CAAC;QAC7C,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;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,KAAK;YACf,MAAM;YACN,IAAI;SACL;QACD,SAAS;KACV,CAAC;AACJ,CAAC,EACD,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC","sourcesContent":["import { IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { 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 equity = +a.totalWalletBalance + +a.totalUnrealizedProfit;\n    const free = +a.availableBalance;\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: encodePath('PERPETUAL', 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 {\n      money: {\n        currency: 'USD',\n        equity,\n        free,\n      },\n      positions,\n    };\n  },\n  { auto_refresh_interval: 1000 },\n);\n"]}

package/lib/api.d.ts

@@ -65,6 +65,11 @@ export declare const getFApiV2Balance: (params: {}) => Promise<{
     marginAvailable: boolean;
     updateTime: number;
 }[]>;
+export declare const getFApiV1TickerPrice: (params: {}) => Promise<{
+    symbol: string;
+    price: string;
+    time?: number | undefined;
+}[]>;
 export declare const postFApiV1Order: (params: {
     symbol: string;
     side: 'BUY' | 'SELL';
@@ -75,6 +80,34 @@ export declare const postFApiV1Order: (params: {
     price?: number | undefined;
     timeInForce?: "GTC" | "IOC" | "FOK" | "GTX" | "HIDDEN" | undefined;
 }) => Promise<{}>;
+export declare const getFApiV1OpenOrders: (params: {
+    symbol?: string | undefined;
+}) => Promise<{
+    orderId: number;
+    clientOrderId: string;
+    price: string;
+    origQty: string;
+    executedQty: string;
+    status: string;
+    timeInForce: string;
+    type: string;
+    side: 'BUY' | 'SELL';
+    updateTime: number;
+    avgPrice: string;
+    reduceOnly?: boolean | undefined;
+    closePosition?: boolean | undefined;
+    positionSide?: "LONG" | "BOTH" | "SHORT" | undefined;
+    workingType?: string | undefined;
+    priceProtect?: boolean | undefined;
+    origType?: string | undefined;
+    stopPrice?: string | undefined;
+    symbol: string;
+}[]>;
+export declare const deleteFApiV1Order: (params: {
+    symbol: string;
+    orderId?: string | number | undefined;
+    origClientOrderId?: string | undefined;
+}) => Promise<{}>;
 /**
  * 获取交易对信息
  *

package/lib/api.d.ts.map

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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getFApiV1ExchangeInfo = exports.postFApiV1Order = exports.getFApiV2Balance = exports.getFApiV4Account = void 0;
+exports.getFApiV1ExchangeInfo = exports.deleteFApiV1Order = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV1TickerPrice = exports.getFApiV2Balance = exports.getFApiV4Account = void 0;
 const utils_1 = require("./utils");
 const API_KEY = process.env.API_KEY;
 const SECRET_KEY = process.env.SECRET_KEY;
@@ -43,7 +43,10 @@ const createApi = (type, method, endpoint) => (params) => request(type, method,
  */
 exports.getFApiV4Account = createApi('USER_DATA', 'GET', '/fapi/v4/account');
 exports.getFApiV2Balance = createApi('USER_DATA', 'GET', '/fapi/v2/balance');
+exports.getFApiV1TickerPrice = createApi('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');
 exports.postFApiV1Order = createApi('TRADE', 'POST', '/fapi/v1/order');
+exports.getFApiV1OpenOrders = createApi('USER_DATA', 'GET', '/fapi/v1/openOrders');
+exports.deleteFApiV1Order = createApi('TRADE', 'DELETE', '/fapi/v1/order');
 /**
  * 获取交易对信息
  *

package/lib/api.js.map

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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\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"]}
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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 getFApiV1TickerPrice = createApi<\n  {},\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n>('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');\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\nexport const getFApiV1OpenOrders = createApi<\n  {\n    symbol?: string;\n  },\n  {\n    orderId: number;\n    clientOrderId: string;\n    price: string;\n    origQty: string;\n    executedQty: string;\n    status: string;\n    timeInForce: string;\n    type: string;\n    side: 'BUY' | 'SELL';\n    updateTime: number;\n    avgPrice: string;\n    reduceOnly?: boolean;\n    closePosition?: boolean;\n    positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n    workingType?: string;\n    priceProtect?: boolean;\n    origType?: string;\n    stopPrice?: string;\n    symbol: string;\n  }[]\n>('USER_DATA', 'GET', '/fapi/v1/openOrders');\n\nexport const deleteFApiV1Order = createApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('TRADE', 'DELETE', '/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

@@ -3,4 +3,6 @@ import './account-spot';
 import './order';
 import './order-spot';
 import './product';
+import './pending-orders';
+import './quote';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
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+{"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;AACnB,OAAO,kBAAkB,CAAC;AAC1B,OAAO,SAAS,CAAC"}

package/lib/index.js

@@ -5,4 +5,6 @@ require("./account-spot");
 require("./order");
 require("./order-spot");
 require("./product"); // Import the new product service
+require("./pending-orders");
+require("./quote");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"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"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,0BAAwB;AACxB,mBAAiB;AACjB,wBAAsB;AACtB,qBAAmB,CAAC,iCAAiC;AACrD,4BAA0B;AAC1B,mBAAiB","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './product'; // Import the new product service\nimport './pending-orders';\nimport './quote';\n"]}

package/lib/order.js

@@ -1,12 +1,18 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
 const account_1 = require("./account");
 const api_1 = require("./api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 terminal.server.provideService('SubmitOrder', { required: ['account_id'], properties: { account_id: { type: 'string', const: account_1.ACCOUNT_ID } } }, async (msg) => {
+    var _a, _b, _c, _d, _e;
     const order = msg.req;
-    const symbol = order.product_id;
+    const [, decodedSymbol] = (0, utils_1.decodePath)(order.product_id);
+    if (!decodedSymbol) {
+        throw new Error(`Invalid product_id: unable to decode symbol from "${order.product_id}"`);
+    }
+    const symbol = decodedSymbol;
     const side = { OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' }[order.order_direction];
     if (!side)
         throw new Error(`Unsupported order_direction: ${order.order_direction}`);
@@ -15,14 +21,51 @@ terminal.server.provideService('SubmitOrder', { required: ['account_id'], proper
         throw new Error(`Unsupported order_type: ${order.order_type}`);
     const quantity = order.volume;
     const price = order.price;
+    const positionSide = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
+        ? 'LONG'
+        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
+            ? 'SHORT'
+            : undefined;
+    const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;
     const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
-    await (0, api_1.postFApiV1Order)({
+    const res = await (0, api_1.postFApiV1Order)({
         symbol,
         side,
         type,
         quantity,
         price,
         timeInForce,
+        positionSide,
+        reduceOnly,
+    });
+    const orderId = (_d = (_b = (_a = res === null || res === void 0 ? void 0 : res.orderId) !== null && _a !== void 0 ? _a : res === null || res === void 0 ? void 0 : res.order_id) !== null && _b !== void 0 ? _b : (_c = res === null || res === void 0 ? void 0 : res.data) === null || _c === void 0 ? void 0 : _c.orderId) !== null && _d !== void 0 ? _d : (_e = res === null || res === void 0 ? void 0 : res.data) === null || _e === void 0 ? void 0 : _e.order_id;
+    return {
+        res: {
+            code: 0,
+            message: 'OK',
+            data: orderId ? { order_id: `${orderId}` } : undefined,
+        },
+    };
+});
+terminal.server.provideService('CancelOrder', {
+    required: ['account_id', 'order_id', 'product_id'],
+    properties: {
+        account_id: { type: 'string', const: account_1.ACCOUNT_ID },
+        order_id: { type: ['string', 'number'] },
+        product_id: { type: 'string' },
+    },
+}, async (msg) => {
+    const order = msg.req;
+    const [, decodedSymbol] = (0, utils_1.decodePath)(order.product_id);
+    if (!decodedSymbol) {
+        throw new Error(`Invalid product_id: unable to decode symbol from "${order.product_id}"`);
+    }
+    if (!order.order_id) {
+        throw new Error('order_id is required for CancelOrder');
+    }
+    await (0, api_1.deleteFApiV1Order)({
+        symbol: decodedSymbol,
+        orderId: order.order_id,
     });
     return { res: { code: 0, message: 'OK' } };
 });

package/lib/order.js.map

@@ -1 +1 @@
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'LONG'\n        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n        ? 'SHORT'\n        : undefined;\n\n    const reduceOnly =\n      order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n    const timeInForce =\n      order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n    const res = await postFApiV1Order({\n      symbol,\n      side,\n      type,\n      quantity,\n      price,\n      timeInForce,\n      positionSide,\n      reduceOnly,\n    });\n\n    const orderId =\n      (res as any)?.orderId ??\n      (res as any)?.order_id ??\n      (res as any)?.data?.orderId ??\n      (res as any)?.data?.order_id;\n\n    return {\n      res: {\n        code: 0,\n        message: 'OK',\n        data: orderId ? { order_id: `${orderId}` } : undefined,\n      },\n    };\n  },\n);\n\nterminal.server.provideService<IOrder>(\n  'CancelOrder',\n  {\n    required: ['account_id', 'order_id', 'product_id'],\n    properties: {\n      account_id: { type: 'string', const: ACCOUNT_ID },\n      order_id: { type: ['string', 'number'] },\n      product_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const order = msg.req;\n    const [, decodedSymbol] = decodePath(order.product_id);\n    if (!decodedSymbol) {\n      throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n    }\n    if (!order.order_id) {\n      throw new Error('order_id is required for CancelOrder');\n    }\n\n    await deleteFApiV1Order({\n      symbol: decodedSymbol,\n      orderId: order.order_id,\n    });\n\n    return { res: { code: 0, message: 'OK' } };\n  },\n);\n"]}

package/lib/pending-orders.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=pending-orders.d.ts.map

package/lib/pending-orders.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"pending-orders.d.ts","sourceRoot":"","sources":["../src/pending-orders.ts"],"names":[],"mappings":""}

package/lib/pending-orders.js

@@ -0,0 +1,45 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const data_order_1 = require("@yuants/data-order");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const account_1 = require("./account");
+const api_1 = require("./api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const resolveOrderDirection = (asterOrder) => {
+    const reduceOnly = asterOrder.reduceOnly || asterOrder.closePosition;
+    if (asterOrder.positionSide === 'LONG') {
+        return asterOrder.side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';
+    }
+    if (asterOrder.positionSide === 'SHORT') {
+        return asterOrder.side === 'BUY' ? 'CLOSE_SHORT' : 'OPEN_SHORT';
+    }
+    if (reduceOnly) {
+        return asterOrder.side === 'BUY' ? 'CLOSE_SHORT' : 'CLOSE_LONG';
+    }
+    return asterOrder.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT';
+};
+(0, data_order_1.providePendingOrdersService)(terminal, account_1.ACCOUNT_ID, async () => {
+    const orders = (await (0, api_1.getFApiV1OpenOrders)({}));
+    return orders.map((order) => {
+        const volume = Number(order.origQty);
+        const tradedVolume = Number(order.executedQty);
+        const price = Number(order.price);
+        const avgPrice = Number(order.avgPrice);
+        const mapped = {
+            order_id: `${order.orderId}`,
+            account_id: account_1.ACCOUNT_ID,
+            product_id: (0, utils_1.encodePath)('PERPETUAL', order.symbol),
+            order_type: order.type,
+            order_direction: resolveOrderDirection(order),
+            volume: Number.isFinite(volume) ? volume : 0,
+            price: Number.isFinite(price) ? price : undefined,
+            submit_at: order.updateTime,
+            traded_volume: Number.isFinite(tradedVolume) ? tradedVolume : undefined,
+            traded_price: Number.isFinite(avgPrice) && avgPrice > 0 ? avgPrice : undefined,
+            order_status: order.status,
+        };
+        return mapped;
+    });
+}, { auto_refresh_interval: 2000 });
+//# sourceMappingURL=pending-orders.js.map

package/lib/pending-orders.js.map

@@ -0,0 +1 @@
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package/lib/quote.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=quote.d.ts.map

package/lib/quote.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":""}

package/lib/quote.js

@@ -0,0 +1,37 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const protocol_1 = require("@yuants/protocol");
+const sql_1 = require("@yuants/sql");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const api_1 = require("./api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const quote$ = (0, rxjs_1.defer)(() => (0, api_1.getFApiV1TickerPrice)({})).pipe((0, rxjs_1.mergeMap)((tickers) => tickers || []), (0, rxjs_1.map)((ticker) => {
+    var _a;
+    return ({
+        datasource_id: 'ASTER',
+        product_id: (0, utils_1.encodePath)('PERPETUAL', ticker.symbol),
+        last_price: `${ticker.price}`,
+        bid_price: `${ticker.price}`,
+        ask_price: `${ticker.price}`,
+        updated_at: new Date((_a = ticker.time) !== null && _a !== void 0 ? _a : Date.now()).toISOString(),
+    });
+}), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
+if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
+    quote$
+        .pipe((0, sql_1.writeToSQL)({
+        terminal,
+        tableName: 'quote',
+        writeInterval: 1000,
+        conflictKeys: ['datasource_id', 'product_id'],
+    }))
+        .subscribe();
+    terminal.channel.publishChannel('quote', { pattern: '^ASTER/' }, (channel_id) => {
+        const [datasourceId, productId] = (0, utils_1.decodePath)(channel_id);
+        if (!datasourceId || !productId) {
+            throw new Error(`Invalid channel_id: ${channel_id}`);
+        }
+        return quote$.pipe((0, rxjs_1.filter)((quote) => quote.product_id === productId));
+    });
+}
+//# sourceMappingURL=quote.js.map

package/lib/quote.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.js","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,qCAAyC;AACzC,yCAAuD;AACvD,+BAAgF;AAChF,+BAA6C;AAE7C,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,MAAM,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,0BAAoB,EAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACvD,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,IAAI,EAAE,CAAC,EACpC,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC5B,aAAa,EAAE,OAAO;QACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,WAAW,EAAE,MAAM,CAAC,MAAM,CAAC;QAClD,UAAU,EAAE,GAAG,MAAM,CAAC,KAAK,EAAE;QAC7B,SAAS,EAAE,GAAG,MAAM,CAAC,KAAK,EAAE;QAC5B,SAAS,EAAE,GAAG,MAAM,CAAC,KAAK,EAAE;QAC5B,UAAU,EAAE,IAAI,IAAI,CAAC,MAAA,MAAM,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,WAAW,EAAE;KAC9D,CAAC,CAAA;CAAA,CACH,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,MAAM;SACH,IAAI,CACH,IAAA,gBAAU,EAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;IAEf,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,SAAS,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAC9E,MAAM,CAAC,YAAY,EAAE,SAAS,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;QACzD,IAAI,CAAC,YAAY,IAAI,CAAC,SAAS,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC;IACxE,CAAC,CAAC,CAAC;CACJ","sourcesContent":["import type { IQuote } from '../../../libraries/data-quote/lib';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay } from 'rxjs';\nimport { getFApiV1TickerPrice } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst quote$ = defer(() => getFApiV1TickerPrice({})).pipe(\n  mergeMap((tickers) => tickers || []),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'ASTER',\n      product_id: encodePath('PERPETUAL', ticker.symbol),\n      last_price: `${ticker.price}`,\n      bid_price: `${ticker.price}`,\n      ask_price: `${ticker.price}`,\n      updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 5000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n\n  terminal.channel.publishChannel('quote', { pattern: '^ASTER/' }, (channel_id) => {\n    const [datasourceId, productId] = decodePath(channel_id);\n    if (!datasourceId || !productId) {\n      throw new Error(`Invalid channel_id: ${channel_id}`);\n    }\n    return quote$.pipe(filter((quote) => quote.product_id === productId));\n  });\n}\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-aster",
-	"version": "0.3.18",
+	"version": "0.4.0",
 	"bin": "lib/cli.js",
 	"main": "lib/index.js",
 	"files": [
@@ -19,6 +19,7 @@
 		"@yuants/data-order": "0.3.8",
 		"@yuants/data-interest-rate": "0.1.38",
 		"@yuants/transfer": "0.2.29",
+		"@yuants/data-quote": "0.2.33",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {

package/temp/package-deps.json

@@ -1,22 +1,24 @@
 {
-    "apps/vendor-aster/CHANGELOG.json": "d932a2f5146f967f3aef02140f92aac8bf826e83",
-    "apps/vendor-aster/CHANGELOG.md": "168e53dcc852f9505b08de72ed7ec53556ac7255",
+    "apps/vendor-aster/CHANGELOG.json": "02827ec15e869b41bf0d6a8e7664f290c68041f2",
+    "apps/vendor-aster/CHANGELOG.md": "2ed00719240c330b4481a8fb016bdc5a800f9c80",
     "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "apps/vendor-aster/package.json": "fddf1a91a49bc6c7f2bc470988c2a0a4d8746f2f",
+    "apps/vendor-aster/package.json": "5d687cf5eb79edf4ba4e4ff8db2ce9a7705089c7",
     "apps/vendor-aster/src/account-spot.ts": "e5162a9c7f00fde4d1f143c3f85ef04ae8877b56",
-    "apps/vendor-aster/src/account.ts": "0b9bcc884cb4b1cdba11997806db5cddd2f1d3c3",
-    "apps/vendor-aster/src/api.ts": "0778c64a95fc5a8760f1bac35ed83a1036c662da",
+    "apps/vendor-aster/src/account.ts": "6163105ce1de2d1b9747b8080936357bbcada559",
+    "apps/vendor-aster/src/api.ts": "a6f88637677a023c93e3072ed527beec9aec5803",
     "apps/vendor-aster/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
-    "apps/vendor-aster/src/index.ts": "af43c8eef43536749a777d473f8b7707da3e6d55",
+    "apps/vendor-aster/src/index.ts": "3412ffd7a3b3e913bb48ccf972c4baa575e51b97",
     "apps/vendor-aster/src/order-spot.ts": "e17f728347f3c49d4311493a47b1ed72d5a29f37",
-    "apps/vendor-aster/src/order.ts": "546900e63e6e1c72d01086ea5eecc3c418ba7b67",
+    "apps/vendor-aster/src/order.ts": "f4c905309ffabf2122bf7079b4f5faf6c1e3f744",
+    "apps/vendor-aster/src/pending-orders.ts": "e047fcb2f9098583856513677f90b2e3d6e26441",
     "apps/vendor-aster/src/product.ts": "665becdfc3aa0f9239d008831b1304a17edb01dc",
+    "apps/vendor-aster/src/quote.ts": "51d0d01ca15d0202afa8c6d4be7fc3528113ef62",
     "apps/vendor-aster/src/sapi.ts": "40214de87500f9fb6647c11d3999e0e449a6fa0b",
     "apps/vendor-aster/src/utils.ts": "f732922ea47951ddf0889bba9a70fd8e270cae2f",
     "apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
-    "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "16e9a5a82223d7134aa224dfc050a24c5b53e862",
+    "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "079d5f6c02db17fd629cf5af455cb4544478f976",
     "libraries/protocol/temp/package-deps.json": "b798d038ca8307c5c1da842400ce9b64a81b8bb4",
     "libraries/data-account/temp/package-deps.json": "927914a42877bd5e5eece519e427c0b4743f5e2d",
     "libraries/utils/temp/package-deps.json": "00132af02f003a95edfc2b9e1e9ec298a59fb89c",
@@ -27,6 +29,7 @@
     "libraries/data-order/temp/package-deps.json": "61701a3a0578d8c0bc50dfda8f54349c19cf1521",
     "libraries/data-interest-rate/temp/package-deps.json": "c349130b331ab41396ac04722cb5463f0ce41a1c",
     "libraries/transfer/temp/package-deps.json": "bdb70a9e16eed15573c12f44a97b136d4df0439b",
+    "libraries/data-quote/temp/package-deps.json": "aceb6fb51f0cd42c513e9213de9f55f06d2973f3",
     "libraries/extension/temp/package-deps.json": "baf08ab93278543b640b68f31261ffd3705bd9e7",
     "tools/toolkit/temp/package-deps.json": "3bef053db16659f0cdaceea64c8a8580c0131633"
 }