@yuants/vendor-aster 0.3.19 → 0.5.0

package/dist/api.js

@@ -40,6 +40,8 @@ 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 getFApiV1FundingRate = createApi('NONE', 'GET', '/fapi/v1/fundingRate');
 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');

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\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"]}
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// 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 getFApiV1FundingRate = createApi<\n  {\n    symbol?: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  },\n  {\n    symbol: string;\n    fundingRate: string;\n    fundingTime: number;\n  }[]\n>('NONE', 'GET', '/fapi/v1/fundingRate');\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

@@ -2,6 +2,8 @@ import './account';
 import './account-spot';
 import './order';
 import './order-spot';
+import './interest_rate';
 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,iBAAiB,CAAC;AACzB,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 './interest_rate';\nimport './product'; // Import the new product service\nimport './pending-orders';\nimport './quote';\n"]}

package/dist/interest_rate.js

@@ -0,0 +1,96 @@
+var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
+var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
+    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
+    var g = generator.apply(thisArg, _arguments || []), i, q = [];
+    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
+    function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
+    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
+    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
+    function fulfill(value) { resume("next", value); }
+    function reject(value) { resume("throw", value); }
+    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
+};
+import { createSeriesProvider } from '@yuants/data-series';
+import { Terminal } from '@yuants/protocol';
+import { createSQLWriter } from '@yuants/sql';
+import { decodePath, encodePath, formatTime } from '@yuants/utils';
+import { firstValueFrom, map, mergeAll, timer } from 'rxjs';
+import { getFApiV1FundingRate } from './api';
+import { productService } from './product';
+const terminal = Terminal.fromNodeEnv();
+createSQLWriter(terminal, {
+    data$: productService.products$.pipe(map((products) => products.filter((product) => product.no_interest_rate === false)), mergeAll(), map((product) => ({
+        series_id: encodePath(product.datasource_id, product.product_id),
+        table_name: 'interest_rate',
+        cron_pattern: '0 * * * *',
+        cron_timezone: 'UTC',
+        disabled: false,
+        replay_count: 0,
+    }))),
+    tableName: 'series_collecting_task',
+    writeInterval: 1000,
+    conflictKeys: ['series_id', 'table_name'],
+});
+createSeriesProvider(terminal, {
+    tableName: 'interest_rate',
+    series_id_prefix_parts: ['ASTER'],
+    reversed: true,
+    serviceOptions: { concurrent: 1 },
+    queryFn: function ({ series_id, started_at, ended_at }) {
+        return __asyncGenerator(this, arguments, function* () {
+            const start = started_at !== null && started_at !== void 0 ? started_at : 0;
+            const end = ended_at !== null && ended_at !== void 0 ? ended_at : Date.now();
+            const [datasource_id, product_id] = decodePath(series_id);
+            const [instType, instId] = decodePath(product_id);
+            if (instType !== 'PERPETUAL') {
+                return yield __await(void 0);
+            }
+            let currentStart = start;
+            while (currentStart <= end) {
+                const res = yield __await(getFApiV1FundingRate({
+                    symbol: instId,
+                    startTime: currentStart,
+                    endTime: end,
+                    limit: 1000,
+                }));
+                if (!Array.isArray(res) || res.length === 0) {
+                    break;
+                }
+                const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);
+                if (filtered.length === 0) {
+                    const lastRecord = res[res.length - 1];
+                    const nextStart = lastRecord.fundingTime + 1;
+                    if (nextStart <= currentStart) {
+                        break;
+                    }
+                    currentStart = nextStart;
+                    yield __await(firstValueFrom(timer(1000)));
+                    continue;
+                }
+                const data = filtered.map((item) => {
+                    const rate = Number(item.fundingRate);
+                    return {
+                        series_id,
+                        product_id,
+                        datasource_id,
+                        created_at: formatTime(item.fundingTime),
+                        long_rate: `${-rate}`,
+                        short_rate: `${rate}`,
+                        settlement_price: '',
+                    };
+                });
+                yield yield __await(data);
+                const lastTime = filtered[filtered.length - 1].fundingTime;
+                if (lastTime >= end) {
+                    break;
+                }
+                currentStart = lastTime + 1;
+                if (res.length < 1000) {
+                    break;
+                }
+                yield __await(firstValueFrom(timer(1000)));
+            }
+        });
+    },
+});
+//# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -0,0 +1 @@
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Date.now();\n    const [datasource_id, product_id] = decodePath(series_id);\n    const [instType, instId] = decodePath(product_id);\n\n    if (instType !== 'PERPETUAL') {\n      return;\n    }\n\n    let currentStart = start;\n\n    while (currentStart <= end) {\n      const res = await getFApiV1FundingRate({\n        symbol: instId,\n        startTime: currentStart,\n        endTime: end,\n        limit: 1000,\n      });\n\n      if (!Array.isArray(res) || res.length === 0) {\n        break;\n      }\n\n      const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);\n\n      if (filtered.length === 0) {\n        const lastRecord = res[res.length - 1];\n        const nextStart = lastRecord.fundingTime + 1;\n        if (nextStart <= currentStart) {\n          break;\n        }\n        currentStart = nextStart;\n        await firstValueFrom(timer(1000));\n        continue;\n      }\n\n      const data = filtered.map((item): IInterestRate => {\n        const rate = Number(item.fundingRate);\n        return {\n          series_id,\n          product_id,\n          datasource_id,\n          created_at: formatTime(item.fundingTime),\n          long_rate: `${-rate}`,\n          short_rate: `${rate}`,\n          settlement_price: '',\n        };\n      });\n\n      yield data;\n\n      const lastTime = filtered[filtered.length - 1].fundingTime;\n      if (lastTime >= end) {\n        break;\n      }\n\n      currentStart = lastTime + 1;\n\n      if (res.length < 1000) {\n        break;\n      }\n\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n"]}

package/dist/order.js

@@ -4,6 +4,7 @@ import { ACCOUNT_ID } from './account';
 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 [, decodedSymbol] = decodePath(order.product_id);
     if (!decodedSymbol) {
@@ -18,16 +19,31 @@ terminal.server.provideService('SubmitOrder', { required: ['account_id'], proper
         throw new Error(`Unsupported order_type: ${order.order_type}`);
     const quantity = order.volume;
     const price = order.price;
+    const positionSide = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
+        ? 'LONG'
+        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
+            ? 'SHORT'
+            : undefined;
+    const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;
     const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
-    await postFApiV1Order({
+    const res = await postFApiV1Order({
         symbol,
         side,
         type,
         quantity,
         price,
         timeInForce,
+        positionSide,
+        reduceOnly,
     });
-    return { res: { code: 0, message: 'OK' } };
+    const orderId = (_d = (_b = (_a = res === null || res === void 0 ? void 0 : res.orderId) !== null && _a !== void 0 ? _a : res === null || res === void 0 ? void 0 : res.order_id) !== null && _b !== void 0 ? _b : (_c = res === null || res === void 0 ? void 0 : res.data) === null || _c === void 0 ? void 0 : _c.orderId) !== null && _d !== void 0 ? _d : (_e = res === null || res === void 0 ? void 0 : res.data) === null || _e === void 0 ? void 0 : _e.order_id;
+    return {
+        res: {
+            code: 0,
+            message: 'OK',
+            data: orderId ? { order_id: `${orderId}` } : undefined,
+        },
+    };
 });
 terminal.server.provideService('CancelOrder', {
     required: ['account_id', 'order_id', 'product_id'],

package/dist/order.js.map

@@ -1 +1 @@
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+{"version":3,"file":"order.js","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAE5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,WAAW,CAAC;AACvC,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,OAAO,CAAC;AAE3D,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb,EAAE,QAAQ,EAAE,CAAC,YAAY,CAAC,EAAE,UAAU,EAAE,EAAE,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,UAAU,EAAE,EAAE,EAAE,EAC/F,KAAK,EAAE,GAAG,EAAE,EAAE;;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IAEtB,MAAM,CAAC,EAAE,aAAa,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACvD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,IAAI,KAAK,CAAC,qDAAqD,KAAK,CAAC,UAAU,GAAG,CAAC,CAAC;KAC3F;IACD,MAAM,MAAM,GAAG,aAAa,CAAC;IAE7B,MAAM,IAAI,GAAI,EAAE,SAAS,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,WAAW,EAAE,KAAK,EAAY,CACtG,KAAK,CAAC,eAAgB,CACvB,CAAC;IACF,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC;IAEpF,MAAM,IAAI,GAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,OAAO,EAAY,CAAC,KAAK,CAAC,UAAW,CAAC,CAAC;IAChG,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAE1E,MAAM,QAAQ,GAAG,KAAK,CAAC,MAAM,CAAC;IAC9B,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IAE1B,MAAM,YAAY,GAChB,KAAK,CAAC,eAAe,KAAK,WAAW,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY;QAC7E,CAAC,CAAC,MAAM;QACR,CAAC,CAAC,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa;YACnF,CAAC,CAAC,OAAO;YACT,CAAC,CAAC,SAAS,CAAC;IAEhB,MAAM,UAAU,GACd,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC;IAEzG,MAAM,WAAW,GACf,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAE1F,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC;QAChC,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,QAAQ;QACR,KAAK;QACL,WAAW;QACX,YAAY;QACZ,UAAU;KACX,CAAC,CAAC;IAEH,MAAM,OAAO,GACX,MAAA,MAAA,MAAC,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,OAAO,mCACpB,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,QAAQ,mCACtB,MAAC,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,IAAI,0CAAE,OAAO,mCAC3B,MAAC,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,IAAI,0CAAE,QAAQ,CAAC;IAE/B,OAAO;QACL,GAAG,EAAE;YACH,IAAI,EAAE,CAAC;YACP,OAAO,EAAE,IAAI;YACb,IAAI,EAAE,OAAO,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,GAAG,OAAO,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS;SACvD;KACF,CAAC;AACJ,CAAC,CACF,CAAC;AAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;IACE,QAAQ,EAAE,CAAC,YAAY,EAAE,UAAU,EAAE,YAAY,CAAC;IAClD,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,UAAU,EAAE;QACjD,QAAQ,EAAE,EAAE,IAAI,EAAE,CAAC,QAAQ,EAAE,QAAQ,CAAC,EAAE;QACxC,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IACtB,MAAM,CAAC,EAAE,aAAa,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACvD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,IAAI,KAAK,CAAC,qDAAqD,KAAK,CAAC,UAAU,GAAG,CAAC,CAAC;KAC3F;IACD,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,sCAAsC,CAAC,CAAC;KACzD;IAED,MAAM,iBAAiB,CAAC;QACtB,MAAM,EAAE,aAAa;QACrB,OAAO,EAAE,KAAK,CAAC,QAAQ;KACxB,CAAC,CAAC;IAEH,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CACF,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { ACCOUNT_ID } from './account';\nimport { deleteFApiV1Order, postFApiV1Order } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nterminal.server.provideService<IOrder, { order_id?: string }>(\n  'SubmitOrder',\n  { required: ['account_id'], properties: { account_id: { type: 'string', const: ACCOUNT_ID } } },\n  async (msg) => {\n    const order = msg.req;\n\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    const symbol = decodedSymbol;\n\n    const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n      order.order_direction!\n    ];\n    if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n    const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n    if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n    const quantity = order.volume;\n    const price = order.price;\n\n    const positionSide =\n      order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'\n        ? 'LONG'\n        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n        ? 'SHORT'\n        : undefined;\n\n    const reduceOnly =\n      order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n    const timeInForce =\n      order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n    const res = await postFApiV1Order({\n      symbol,\n      side,\n      type,\n      quantity,\n      price,\n      timeInForce,\n      positionSide,\n      reduceOnly,\n    });\n\n    const orderId =\n      (res as any)?.orderId ??\n      (res as any)?.order_id ??\n      (res as any)?.data?.orderId ??\n      (res as any)?.data?.order_id;\n\n    return {\n      res: {\n        code: 0,\n        message: 'OK',\n        data: orderId ? { order_id: `${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/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/api.d.ts

@@ -65,6 +65,21 @@ 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 getFApiV1FundingRate: (params: {
+    symbol?: string | undefined;
+    startTime?: number | undefined;
+    endTime?: number | undefined;
+    limit?: number | undefined;
+}) => Promise<{
+    symbol: string;
+    fundingRate: string;
+    fundingTime: number;
+}[]>;
 export declare const postFApiV1Order: (params: {
     symbol: string;
     side: 'BUY' | 'SELL';

package/lib/api.d.ts.map

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package/lib/api.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getFApiV1ExchangeInfo = exports.deleteFApiV1Order = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV2Balance = exports.getFApiV4Account = void 0;
+exports.getFApiV1ExchangeInfo = exports.deleteFApiV1Order = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV1FundingRate = 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;
@@ -43,6 +43,8 @@ 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.getFApiV1FundingRate = createApi('NONE', 'GET', '/fapi/v1/fundingRate');
 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');

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\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"]}
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// 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 getFApiV1FundingRate = createApi<\n  {\n    symbol?: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  },\n  {\n    symbol: string;\n    fundingRate: string;\n    fundingTime: number;\n  }[]\n>('NONE', 'GET', '/fapi/v1/fundingRate');\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

@@ -2,6 +2,8 @@ import './account';
 import './account-spot';
 import './order';
 import './order-spot';
+import './interest_rate';
 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,iBAAiB,CAAC;AACzB,OAAO,WAAW,CAAC;AACnB,OAAO,kBAAkB,CAAC;AAC1B,OAAO,SAAS,CAAC"}

package/lib/index.js

@@ -4,6 +4,8 @@ require("./account");
 require("./account-spot");
 require("./order");
 require("./order-spot");
+require("./interest_rate");
 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;AACrD,4BAA0B","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './product'; // Import the new product service\nimport './pending-orders';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,0BAAwB;AACxB,mBAAiB;AACjB,wBAAsB;AACtB,2BAAyB;AACzB,qBAAmB,CAAC,iCAAiC;AACrD,4BAA0B;AAC1B,mBAAiB","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './interest_rate';\nimport './product'; // Import the new product service\nimport './pending-orders';\nimport './quote';\n"]}

package/lib/interest_rate.d.ts

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

package/lib/interest_rate.d.ts.map

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

package/lib/interest_rate.js

@@ -0,0 +1,98 @@
+"use strict";
+var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
+var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
+    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
+    var g = generator.apply(thisArg, _arguments || []), i, q = [];
+    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
+    function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
+    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
+    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
+    function fulfill(value) { resume("next", value); }
+    function reject(value) { resume("throw", value); }
+    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const data_series_1 = require("@yuants/data-series");
+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 product_1 = require("./product");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+(0, sql_1.createSQLWriter)(terminal, {
+    data$: product_1.productService.products$.pipe((0, rxjs_1.map)((products) => products.filter((product) => product.no_interest_rate === false)), (0, rxjs_1.mergeAll)(), (0, rxjs_1.map)((product) => ({
+        series_id: (0, utils_1.encodePath)(product.datasource_id, product.product_id),
+        table_name: 'interest_rate',
+        cron_pattern: '0 * * * *',
+        cron_timezone: 'UTC',
+        disabled: false,
+        replay_count: 0,
+    }))),
+    tableName: 'series_collecting_task',
+    writeInterval: 1000,
+    conflictKeys: ['series_id', 'table_name'],
+});
+(0, data_series_1.createSeriesProvider)(terminal, {
+    tableName: 'interest_rate',
+    series_id_prefix_parts: ['ASTER'],
+    reversed: true,
+    serviceOptions: { concurrent: 1 },
+    queryFn: function ({ series_id, started_at, ended_at }) {
+        return __asyncGenerator(this, arguments, function* () {
+            const start = started_at !== null && started_at !== void 0 ? started_at : 0;
+            const end = ended_at !== null && ended_at !== void 0 ? ended_at : Date.now();
+            const [datasource_id, product_id] = (0, utils_1.decodePath)(series_id);
+            const [instType, instId] = (0, utils_1.decodePath)(product_id);
+            if (instType !== 'PERPETUAL') {
+                return yield __await(void 0);
+            }
+            let currentStart = start;
+            while (currentStart <= end) {
+                const res = yield __await((0, api_1.getFApiV1FundingRate)({
+                    symbol: instId,
+                    startTime: currentStart,
+                    endTime: end,
+                    limit: 1000,
+                }));
+                if (!Array.isArray(res) || res.length === 0) {
+                    break;
+                }
+                const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);
+                if (filtered.length === 0) {
+                    const lastRecord = res[res.length - 1];
+                    const nextStart = lastRecord.fundingTime + 1;
+                    if (nextStart <= currentStart) {
+                        break;
+                    }
+                    currentStart = nextStart;
+                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
+                    continue;
+                }
+                const data = filtered.map((item) => {
+                    const rate = Number(item.fundingRate);
+                    return {
+                        series_id,
+                        product_id,
+                        datasource_id,
+                        created_at: (0, utils_1.formatTime)(item.fundingTime),
+                        long_rate: `${-rate}`,
+                        short_rate: `${rate}`,
+                        settlement_price: '',
+                    };
+                });
+                yield yield __await(data);
+                const lastTime = filtered[filtered.length - 1].fundingTime;
+                if (lastTime >= end) {
+                    break;
+                }
+                currentStart = lastTime + 1;
+                if (res.length < 1000) {
+                    break;
+                }
+                yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
+            }
+        });
+    },
+});
+//# sourceMappingURL=interest_rate.js.map

package/lib/interest_rate.js.map

@@ -0,0 +1 @@
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Date.now();\n    const [datasource_id, product_id] = decodePath(series_id);\n    const [instType, instId] = decodePath(product_id);\n\n    if (instType !== 'PERPETUAL') {\n      return;\n    }\n\n    let currentStart = start;\n\n    while (currentStart <= end) {\n      const res = await getFApiV1FundingRate({\n        symbol: instId,\n        startTime: currentStart,\n        endTime: end,\n        limit: 1000,\n      });\n\n      if (!Array.isArray(res) || res.length === 0) {\n        break;\n      }\n\n      const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);\n\n      if (filtered.length === 0) {\n        const lastRecord = res[res.length - 1];\n        const nextStart = lastRecord.fundingTime + 1;\n        if (nextStart <= currentStart) {\n          break;\n        }\n        currentStart = nextStart;\n        await firstValueFrom(timer(1000));\n        continue;\n      }\n\n      const data = filtered.map((item): IInterestRate => {\n        const rate = Number(item.fundingRate);\n        return {\n          series_id,\n          product_id,\n          datasource_id,\n          created_at: formatTime(item.fundingTime),\n          long_rate: `${-rate}`,\n          short_rate: `${rate}`,\n          settlement_price: '',\n        };\n      });\n\n      yield data;\n\n      const lastTime = filtered[filtered.length - 1].fundingTime;\n      if (lastTime >= end) {\n        break;\n      }\n\n      currentStart = lastTime + 1;\n\n      if (res.length < 1000) {\n        break;\n      }\n\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n"]}

package/lib/order.js

@@ -6,6 +6,7 @@ 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 [, decodedSymbol] = (0, utils_1.decodePath)(order.product_id);
     if (!decodedSymbol) {
@@ -20,16 +21,31 @@ terminal.server.provideService('SubmitOrder', { required: ['account_id'], proper
         throw new Error(`Unsupported order_type: ${order.order_type}`);
     const quantity = order.volume;
     const price = order.price;
+    const positionSide = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
+        ? 'LONG'
+        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
+            ? 'SHORT'
+            : undefined;
+    const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;
     const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
-    await (0, api_1.postFApiV1Order)({
+    const res = await (0, api_1.postFApiV1Order)({
         symbol,
         side,
         type,
         quantity,
         price,
         timeInForce,
+        positionSide,
+        reduceOnly,
     });
-    return { res: { code: 0, message: 'OK' } };
+    const orderId = (_d = (_b = (_a = res === null || res === void 0 ? void 0 : res.orderId) !== null && _a !== void 0 ? _a : res === null || res === void 0 ? void 0 : res.order_id) !== null && _b !== void 0 ? _b : (_c = res === null || res === void 0 ? void 0 : res.data) === null || _c === void 0 ? void 0 : _c.orderId) !== null && _d !== void 0 ? _d : (_e = res === null || res === void 0 ? void 0 : res.data) === null || _e === void 0 ? void 0 : _e.order_id;
+    return {
+        res: {
+            code: 0,
+            message: 'OK',
+            data: orderId ? { order_id: `${orderId}` } : undefined,
+        },
+    };
 });
 terminal.server.provideService('CancelOrder', {
     required: ['account_id', 'order_id', 'product_id'],

package/lib/order.js.map

@@ -1 +1 @@
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+{"version":3,"file":"order.js","sourceRoot":"","sources":["../src/order.ts"],"names":[],"mappings":";;AAAA,+CAA4C;AAE5C,yCAA2C;AAC3C,uCAAuC;AACvC,+BAA2D;AAE3D,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb,EAAE,QAAQ,EAAE,CAAC,YAAY,CAAC,EAAE,UAAU,EAAE,EAAE,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,oBAAU,EAAE,EAAE,EAAE,EAC/F,KAAK,EAAE,GAAG,EAAE,EAAE;;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IAEtB,MAAM,CAAC,EAAE,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACvD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,IAAI,KAAK,CAAC,qDAAqD,KAAK,CAAC,UAAU,GAAG,CAAC,CAAC;KAC3F;IACD,MAAM,MAAM,GAAG,aAAa,CAAC;IAE7B,MAAM,IAAI,GAAI,EAAE,SAAS,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,WAAW,EAAE,KAAK,EAAY,CACtG,KAAK,CAAC,eAAgB,CACvB,CAAC;IACF,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,KAAK,CAAC,eAAe,EAAE,CAAC,CAAC;IAEpF,MAAM,IAAI,GAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,OAAO,EAAY,CAAC,KAAK,CAAC,UAAW,CAAC,CAAC;IAChG,IAAI,CAAC,IAAI;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IAE1E,MAAM,QAAQ,GAAG,KAAK,CAAC,MAAM,CAAC;IAC9B,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IAE1B,MAAM,YAAY,GAChB,KAAK,CAAC,eAAe,KAAK,WAAW,IAAI,KAAK,CAAC,eAAe,KAAK,YAAY;QAC7E,CAAC,CAAC,MAAM;QACR,CAAC,CAAC,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa;YACnF,CAAC,CAAC,OAAO;YACT,CAAC,CAAC,SAAS,CAAC;IAEhB,MAAM,UAAU,GACd,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC;IAEzG,MAAM,WAAW,GACf,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAE1F,MAAM,GAAG,GAAG,MAAM,IAAA,qBAAe,EAAC;QAChC,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,QAAQ;QACR,KAAK;QACL,WAAW;QACX,YAAY;QACZ,UAAU;KACX,CAAC,CAAC;IAEH,MAAM,OAAO,GACX,MAAA,MAAA,MAAC,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,OAAO,mCACpB,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,QAAQ,mCACtB,MAAC,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,IAAI,0CAAE,OAAO,mCAC3B,MAAC,GAAW,aAAX,GAAG,uBAAH,GAAG,CAAU,IAAI,0CAAE,QAAQ,CAAC;IAE/B,OAAO;QACL,GAAG,EAAE;YACH,IAAI,EAAE,CAAC;YACP,OAAO,EAAE,IAAI;YACb,IAAI,EAAE,OAAO,CAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,GAAG,OAAO,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS;SACvD;KACF,CAAC;AACJ,CAAC,CACF,CAAC;AAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;IACE,QAAQ,EAAE,CAAC,YAAY,EAAE,UAAU,EAAE,YAAY,CAAC;IAClD,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,oBAAU,EAAE;QACjD,QAAQ,EAAE,EAAE,IAAI,EAAE,CAAC,QAAQ,EAAE,QAAQ,CAAC,EAAE;QACxC,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IACtB,MAAM,CAAC,EAAE,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACvD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,IAAI,KAAK,CAAC,qDAAqD,KAAK,CAAC,UAAU,GAAG,CAAC,CAAC;KAC3F;IACD,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,sCAAsC,CAAC,CAAC;KACzD;IAED,MAAM,IAAA,uBAAiB,EAAC;QACtB,MAAM,EAAE,aAAa;QACrB,OAAO,EAAE,KAAK,CAAC,QAAQ;KACxB,CAAC,CAAC;IAEH,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CACF,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { ACCOUNT_ID } from './account';\nimport { deleteFApiV1Order, postFApiV1Order } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nterminal.server.provideService<IOrder, { order_id?: string }>(\n  'SubmitOrder',\n  { required: ['account_id'], properties: { account_id: { type: 'string', const: ACCOUNT_ID } } },\n  async (msg) => {\n    const order = msg.req;\n\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    const symbol = decodedSymbol;\n\n    const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n      order.order_direction!\n    ];\n    if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n    const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n    if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n    const quantity = order.volume;\n    const price = order.price;\n\n    const positionSide =\n      order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'\n        ? 'LONG'\n        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n        ? 'SHORT'\n        : undefined;\n\n    const reduceOnly =\n      order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n    const timeInForce =\n      order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n    const res = await postFApiV1Order({\n      symbol,\n      side,\n      type,\n      quantity,\n      price,\n      timeInForce,\n      positionSide,\n      reduceOnly,\n    });\n\n    const orderId =\n      (res as any)?.orderId ??\n      (res as any)?.order_id ??\n      (res as any)?.data?.orderId ??\n      (res as any)?.data?.order_id;\n\n    return {\n      res: {\n        code: 0,\n        message: 'OK',\n        data: orderId ? { order_id: `${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/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": "0.3.19",
+	"version": "0.5.0",
 	"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

@@ -1,23 +1,25 @@
 {
-    "apps/vendor-aster/CHANGELOG.json": "9a3a5082d909e0084e0a270d8fcd13ef527a8b7f",
-    "apps/vendor-aster/CHANGELOG.md": "5af6d6231ea4418a0f780598b367651df693367a",
+    "apps/vendor-aster/CHANGELOG.json": "10e354e79ede581aa77245d3229baee67ac05a2d",
+    "apps/vendor-aster/CHANGELOG.md": "442fd2c540f8ec0f1c874bee4521e2eee44b0b26",
     "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": "0894a8a0c95f769f9dfc1afc58cc7d02b6f1ce86",
+    "apps/vendor-aster/package.json": "8d6f7b58df071ec5e1559e3b1a2caa52bae5251e",
     "apps/vendor-aster/src/account-spot.ts": "e5162a9c7f00fde4d1f143c3f85ef04ae8877b56",
     "apps/vendor-aster/src/account.ts": "6163105ce1de2d1b9747b8080936357bbcada559",
-    "apps/vendor-aster/src/api.ts": "8d26c56b3956d84a785d74b3c711af439d47abce",
+    "apps/vendor-aster/src/api.ts": "14f0dc9326707c79e307b951bd37e75badce34de",
     "apps/vendor-aster/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
-    "apps/vendor-aster/src/index.ts": "ae0a059c38210108a3a73b6152a4895b6998b9d5",
+    "apps/vendor-aster/src/index.ts": "ec461c856e78211a16e3529e20ba6bcb643512f9",
+    "apps/vendor-aster/src/interest_rate.ts": "40366d0cc1d78d77e7852432cbe5df2847ccfda4",
     "apps/vendor-aster/src/order-spot.ts": "e17f728347f3c49d4311493a47b1ed72d5a29f37",
-    "apps/vendor-aster/src/order.ts": "855a8e009770b9f55def8a4725c82094b231e70f",
+    "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",
@@ -28,6 +30,7 @@
     "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"
 }