@yuants/vendor-aster 0.5.7 → 0.6.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (141) hide show
  1. package/dist/api/private-api.js +52 -0
  2. package/dist/api/private-api.js.map +1 -0
  3. package/dist/api/public-api.js +44 -0
  4. package/dist/api/public-api.js.map +1 -0
  5. package/dist/index.js +6 -8
  6. package/dist/index.js.map +1 -1
  7. package/dist/services/account-actions-with-credential.js +34 -0
  8. package/dist/services/account-actions-with-credential.js.map +1 -0
  9. package/dist/{account.js → services/accounts/perp.js} +5 -9
  10. package/dist/services/accounts/perp.js.map +1 -0
  11. package/dist/{account-spot.js → services/accounts/spot.js} +8 -9
  12. package/dist/services/accounts/spot.js.map +1 -0
  13. package/dist/services/legacy.js +54 -0
  14. package/dist/services/legacy.js.map +1 -0
  15. package/dist/{interest_rate.js → services/markets/interest_rate.js} +1 -1
  16. package/dist/services/markets/interest_rate.js.map +1 -0
  17. package/dist/{product.js → services/markets/product.js} +1 -1
  18. package/dist/services/markets/product.js.map +1 -0
  19. package/dist/{quote.js → services/markets/quote.js} +1 -1
  20. package/dist/services/markets/quote.js.map +1 -0
  21. package/dist/services/order-actions-with-credential.js +17 -0
  22. package/dist/services/order-actions-with-credential.js.map +1 -0
  23. package/dist/services/orders/cancelOrder.js +16 -0
  24. package/dist/services/orders/cancelOrder.js.map +1 -0
  25. package/dist/{pending-orders.js → services/orders/listOrders.js} +6 -10
  26. package/dist/services/orders/listOrders.js.map +1 -0
  27. package/dist/services/orders/submitOrder.js +84 -0
  28. package/dist/services/orders/submitOrder.js.map +1 -0
  29. package/dist/utils.js +1 -20
  30. package/dist/utils.js.map +1 -1
  31. package/lib/{api.d.ts → api/private-api.d.ts} +46 -46
  32. package/lib/api/private-api.d.ts.map +1 -0
  33. package/lib/api/private-api.js +55 -0
  34. package/lib/api/private-api.js.map +1 -0
  35. package/lib/api/public-api.d.ts +59 -0
  36. package/lib/api/public-api.d.ts.map +1 -0
  37. package/lib/api/public-api.js +47 -0
  38. package/lib/api/public-api.js.map +1 -0
  39. package/lib/index.d.ts +6 -8
  40. package/lib/index.d.ts.map +1 -1
  41. package/lib/index.js +6 -8
  42. package/lib/index.js.map +1 -1
  43. package/lib/services/account-actions-with-credential.d.ts +2 -0
  44. package/lib/services/account-actions-with-credential.d.ts.map +1 -0
  45. package/lib/services/account-actions-with-credential.js +36 -0
  46. package/lib/services/account-actions-with-credential.js.map +1 -0
  47. package/lib/services/accounts/perp.d.ts +4 -0
  48. package/lib/services/accounts/perp.d.ts.map +1 -0
  49. package/lib/{account.js → services/accounts/perp.js} +7 -10
  50. package/lib/services/accounts/perp.js.map +1 -0
  51. package/lib/services/accounts/spot.d.ts +4 -0
  52. package/lib/services/accounts/spot.d.ts.map +1 -0
  53. package/lib/{account-spot.js → services/accounts/spot.js} +10 -10
  54. package/lib/services/accounts/spot.js.map +1 -0
  55. package/lib/services/legacy.d.ts +2 -0
  56. package/lib/services/legacy.d.ts.map +1 -0
  57. package/lib/services/legacy.js +56 -0
  58. package/lib/services/legacy.js.map +1 -0
  59. package/lib/services/markets/interest_rate.d.ts.map +1 -0
  60. package/lib/{interest_rate.js → services/markets/interest_rate.js} +2 -2
  61. package/lib/services/markets/interest_rate.js.map +1 -0
  62. package/lib/services/markets/product.d.ts.map +1 -0
  63. package/lib/{product.js → services/markets/product.js} +2 -2
  64. package/lib/services/markets/product.js.map +1 -0
  65. package/lib/{quote.d.ts.map → services/markets/quote.d.ts.map} +1 -1
  66. package/lib/{quote.js → services/markets/quote.js} +3 -3
  67. package/lib/services/markets/quote.js.map +1 -0
  68. package/lib/services/order-actions-with-credential.d.ts +2 -0
  69. package/lib/services/order-actions-with-credential.d.ts.map +1 -0
  70. package/lib/services/order-actions-with-credential.js +19 -0
  71. package/lib/services/order-actions-with-credential.js.map +1 -0
  72. package/lib/services/orders/cancelOrder.d.ts +4 -0
  73. package/lib/services/orders/cancelOrder.d.ts.map +1 -0
  74. package/lib/services/orders/cancelOrder.js +20 -0
  75. package/lib/services/orders/cancelOrder.js.map +1 -0
  76. package/lib/services/orders/listOrders.d.ts +4 -0
  77. package/lib/services/orders/listOrders.d.ts.map +1 -0
  78. package/lib/{pending-orders.js → services/orders/listOrders.js} +8 -10
  79. package/lib/services/orders/listOrders.js.map +1 -0
  80. package/lib/services/orders/submitOrder.d.ts +4 -0
  81. package/lib/services/orders/submitOrder.d.ts.map +1 -0
  82. package/lib/services/orders/submitOrder.js +88 -0
  83. package/lib/services/orders/submitOrder.js.map +1 -0
  84. package/lib/utils.d.ts +1 -2
  85. package/lib/utils.d.ts.map +1 -1
  86. package/lib/utils.js +3 -23
  87. package/lib/utils.js.map +1 -1
  88. package/package.json +3 -4
  89. package/temp/package-deps.json +20 -18
  90. package/dist/account-spot.js.map +0 -1
  91. package/dist/account.js.map +0 -1
  92. package/dist/api.js +0 -55
  93. package/dist/api.js.map +0 -1
  94. package/dist/cli.js +0 -3
  95. package/dist/cli.js.map +0 -1
  96. package/dist/interest_rate.js.map +0 -1
  97. package/dist/order-spot.js +0 -38
  98. package/dist/order-spot.js.map +0 -1
  99. package/dist/order.js +0 -70
  100. package/dist/order.js.map +0 -1
  101. package/dist/pending-orders.js.map +0 -1
  102. package/dist/product.js.map +0 -1
  103. package/dist/quote.js.map +0 -1
  104. package/dist/sapi.js +0 -48
  105. package/dist/sapi.js.map +0 -1
  106. package/lib/account-spot.d.ts +0 -2
  107. package/lib/account-spot.d.ts.map +0 -1
  108. package/lib/account-spot.js.map +0 -1
  109. package/lib/account.d.ts +0 -2
  110. package/lib/account.d.ts.map +0 -1
  111. package/lib/account.js.map +0 -1
  112. package/lib/api.d.ts.map +0 -1
  113. package/lib/api.js +0 -58
  114. package/lib/api.js.map +0 -1
  115. package/lib/cli.d.ts +0 -3
  116. package/lib/cli.d.ts.map +0 -1
  117. package/lib/cli.js +0 -5
  118. package/lib/cli.js.map +0 -1
  119. package/lib/interest_rate.d.ts.map +0 -1
  120. package/lib/interest_rate.js.map +0 -1
  121. package/lib/order-spot.d.ts +0 -2
  122. package/lib/order-spot.d.ts.map +0 -1
  123. package/lib/order-spot.js +0 -40
  124. package/lib/order-spot.js.map +0 -1
  125. package/lib/order.d.ts +0 -2
  126. package/lib/order.d.ts.map +0 -1
  127. package/lib/order.js +0 -72
  128. package/lib/order.js.map +0 -1
  129. package/lib/pending-orders.d.ts +0 -2
  130. package/lib/pending-orders.d.ts.map +0 -1
  131. package/lib/pending-orders.js.map +0 -1
  132. package/lib/product.d.ts.map +0 -1
  133. package/lib/product.js.map +0 -1
  134. package/lib/quote.js.map +0 -1
  135. package/lib/sapi.d.ts +0 -37
  136. package/lib/sapi.d.ts.map +0 -1
  137. package/lib/sapi.js +0 -51
  138. package/lib/sapi.js.map +0 -1
  139. /package/lib/{interest_rate.d.ts → services/markets/interest_rate.d.ts} +0 -0
  140. /package/lib/{product.d.ts → services/markets/product.d.ts} +0 -0
  141. /package/lib/{quote.d.ts → services/markets/quote.d.ts} +0 -0
@@ -0,0 +1,56 @@
1
+ "use strict";
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+ Object.defineProperty(exports, "__esModule", { value: true });
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+ const data_account_1 = require("@yuants/data-account");
4
+ const data_order_1 = require("@yuants/data-order");
5
+ const protocol_1 = require("@yuants/protocol");
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+ const perp_1 = require("../services/accounts/perp");
7
+ const spot_1 = require("../services/accounts/spot");
8
+ const cancelOrder_1 = require("../services/orders/cancelOrder");
9
+ const submitOrder_1 = require("../services/orders/submitOrder");
10
+ const listOrders_1 = require("./orders/listOrders");
11
+ const getDefaultCredential = () => {
12
+ return {
13
+ address: process.env.API_ADDRESS || '',
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+ api_key: process.env.API_KEY || '',
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+ secret_key: process.env.SECRET_KEY || '',
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+ };
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+ };
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+ const ADDRESS = process.env.ADDRESS;
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+ const credential = getDefaultCredential();
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+ const terminal = protocol_1.Terminal.fromNodeEnv();
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+ const SPOT_ACCOUNT_ID = `ASTER/${ADDRESS}/SPOT`;
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+ const PERP_ACCOUNT_ID = `ASTER/${ADDRESS}`;
23
+ (0, data_account_1.provideAccountInfoService)(protocol_1.Terminal.fromNodeEnv(), SPOT_ACCOUNT_ID, async () => (0, spot_1.getSpotAccountInfo)(credential, SPOT_ACCOUNT_ID), { auto_refresh_interval: 1000 });
24
+ (0, data_account_1.provideAccountInfoService)(protocol_1.Terminal.fromNodeEnv(), PERP_ACCOUNT_ID, async () => (0, perp_1.getPerpAccountInfo)(credential, PERP_ACCOUNT_ID), { auto_refresh_interval: 1000 });
25
+ (0, data_order_1.providePendingOrdersService)(terminal, PERP_ACCOUNT_ID, async () => (0, listOrders_1.listOrders)(credential, PERP_ACCOUNT_ID), {
26
+ auto_refresh_interval: 2000,
27
+ });
28
+ protocol_1.Terminal.fromNodeEnv().server.provideService('SubmitOrder', { required: ['account_id'], properties: { account_id: { type: 'string', const: SPOT_ACCOUNT_ID } } }, async (msg) => {
29
+ const order = msg.req;
30
+ const data = await (0, submitOrder_1.handleSubmitOrder)(credential, order);
31
+ return { res: { code: 0, message: 'OK', data } };
32
+ });
33
+ terminal.server.provideService('SubmitOrder', { required: ['account_id'], properties: { account_id: { type: 'string', const: PERP_ACCOUNT_ID } } }, async (msg) => {
34
+ const order = msg.req;
35
+ const data = await (0, submitOrder_1.handleSubmitOrder)(credential, order);
36
+ return {
37
+ res: {
38
+ code: 0,
39
+ message: 'OK',
40
+ data,
41
+ },
42
+ };
43
+ });
44
+ terminal.server.provideService('CancelOrder', {
45
+ required: ['account_id', 'order_id', 'product_id'],
46
+ properties: {
47
+ account_id: { type: 'string', const: PERP_ACCOUNT_ID },
48
+ order_id: { type: ['string', 'number'] },
49
+ product_id: { type: 'string' },
50
+ },
51
+ }, async (msg) => {
52
+ const order = msg.req;
53
+ await (0, cancelOrder_1.handleCancelOrder)(credential, order);
54
+ return { res: { code: 0, message: 'OK' } };
55
+ });
56
+ //# sourceMappingURL=legacy.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"legacy.js","sourceRoot":"","sources":["../../src/services/legacy.ts"],"names":[],"mappings":";;AAAA,uDAAiE;AACjE,mDAAyE;AACzE,+CAA4C;AAE5C,oDAA+D;AAC/D,oDAA+D;AAC/D,gEAAmE;AACnE,gEAAmE;AACnE,oDAAiD;AAEjD,MAAM,oBAAoB,GAAG,GAAgB,EAAE;IAC7C,OAAO;QACL,OAAO,EAAE,OAAO,CAAC,GAAG,CAAC,WAAW,IAAI,EAAE;QACtC,OAAO,EAAE,OAAO,CAAC,GAAG,CAAC,OAAO,IAAI,EAAE;QAClC,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,UAAU,IAAI,EAAE;KACzC,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,OAAQ,CAAC;AACrC,MAAM,UAAU,GAAG,oBAAoB,EAAE,CAAC;AAC1C,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,eAAe,GAAG,SAAS,OAAO,OAAO,CAAC;AAChD,MAAM,eAAe,GAAG,SAAS,OAAO,EAAE,CAAC;AAE3C,IAAA,wCAAyB,EACvB,mBAAQ,CAAC,WAAW,EAAE,EACtB,eAAe,EACf,KAAK,IAAI,EAAE,CAAC,IAAA,yBAAkB,EAAC,UAAU,EAAE,eAAe,CAAC,EAC3D,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC;AAEF,IAAA,wCAAyB,EACvB,mBAAQ,CAAC,WAAW,EAAE,EACtB,eAAe,EACf,KAAK,IAAI,EAAE,CAAC,IAAA,yBAAkB,EAAC,UAAU,EAAE,eAAe,CAAC,EAC3D,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC;AAEF,IAAA,wCAA2B,EAAC,QAAQ,EAAE,eAAe,EAAE,KAAK,IAAI,EAAE,CAAC,IAAA,uBAAU,EAAC,UAAU,EAAE,eAAe,CAAC,EAAE;IAC1G,qBAAqB,EAAE,IAAI;CAC5B,CAAC,CAAC;AAEH,mBAAQ,CAAC,WAAW,EAAE,CAAC,MAAM,CAAC,cAAc,CAC1C,aAAa,EACb,EAAE,QAAQ,EAAE,CAAC,YAAY,CAAC,EAAE,UAAU,EAAE,EAAE,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,eAAe,EAAE,EAAE,EAAE,EACpG,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IAEtB,MAAM,IAAI,GAAG,MAAM,IAAA,+BAAiB,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IAExD,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,EAAE,CAAC;AACnD,CAAC,CACF,CAAC;AAEF,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,eAAe,EAAE,EAAE,EAAE,EACpG,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC;IACtB,MAAM,IAAI,GAAG,MAAM,IAAA,+BAAiB,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IAExD,OAAO;QACL,GAAG,EAAE;YACH,IAAI,EAAE,CAAC;YACP,OAAO,EAAE,IAAI;YACb,IAAI;SACL;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,eAAe,EAAE;QACtD,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;IAEtB,MAAM,IAAA,+BAAiB,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IAE3C,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CACF,CAAC","sourcesContent":["import { provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder, providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from '../api/private-api';\nimport { getPerpAccountInfo } from '../services/accounts/perp';\nimport { getSpotAccountInfo } from '../services/accounts/spot';\nimport { handleCancelOrder } from '../services/orders/cancelOrder';\nimport { handleSubmitOrder } from '../services/orders/submitOrder';\nimport { listOrders } from './orders/listOrders';\n\nconst getDefaultCredential = (): ICredential => {\n return {\n address: process.env.API_ADDRESS || '',\n api_key: process.env.API_KEY || '',\n secret_key: process.env.SECRET_KEY || '',\n };\n};\n\nconst ADDRESS = process.env.ADDRESS!;\nconst credential = getDefaultCredential();\nconst terminal = Terminal.fromNodeEnv();\n\nconst SPOT_ACCOUNT_ID = `ASTER/${ADDRESS}/SPOT`;\nconst PERP_ACCOUNT_ID = `ASTER/${ADDRESS}`;\n\nprovideAccountInfoService(\n Terminal.fromNodeEnv(),\n SPOT_ACCOUNT_ID,\n async () => getSpotAccountInfo(credential, SPOT_ACCOUNT_ID),\n { auto_refresh_interval: 1000 },\n);\n\nprovideAccountInfoService(\n Terminal.fromNodeEnv(),\n PERP_ACCOUNT_ID,\n async () => getPerpAccountInfo(credential, PERP_ACCOUNT_ID),\n { auto_refresh_interval: 1000 },\n);\n\nprovidePendingOrdersService(terminal, PERP_ACCOUNT_ID, async () => listOrders(credential, PERP_ACCOUNT_ID), {\n auto_refresh_interval: 2000,\n});\n\nTerminal.fromNodeEnv().server.provideService<IOrder, { order_id: string }>(\n 'SubmitOrder',\n { required: ['account_id'], properties: { account_id: { type: 'string', const: SPOT_ACCOUNT_ID } } },\n async (msg) => {\n const order = msg.req;\n\n const data = await handleSubmitOrder(credential, order);\n\n return { res: { code: 0, message: 'OK', data } };\n },\n);\n\nterminal.server.provideService<IOrder, { order_id?: string }>(\n 'SubmitOrder',\n { required: ['account_id'], properties: { account_id: { type: 'string', const: PERP_ACCOUNT_ID } } },\n async (msg) => {\n const order = msg.req;\n const data = await handleSubmitOrder(credential, order);\n\n return {\n res: {\n code: 0,\n message: 'OK',\n data,\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: PERP_ACCOUNT_ID },\n order_id: { type: ['string', 'number'] },\n product_id: { type: 'string' },\n },\n },\n async (msg) => {\n const order = msg.req;\n\n await handleCancelOrder(credential, order);\n\n return { res: { code: 0, message: 'OK' } };\n },\n);\n"]}
@@ -0,0 +1 @@
1
+ {"version":3,"file":"interest_rate.d.ts","sourceRoot":"","sources":["../../../src/services/markets/interest_rate.ts"],"names":[],"mappings":""}
@@ -17,7 +17,7 @@ const protocol_1 = require("@yuants/protocol");
17
17
  const sql_1 = require("@yuants/sql");
18
18
  const utils_1 = require("@yuants/utils");
19
19
  const rxjs_1 = require("rxjs");
20
- const api_1 = require("./api");
20
+ const public_api_1 = require("../../api/public-api");
21
21
  const product_1 = require("./product");
22
22
  const terminal = protocol_1.Terminal.fromNodeEnv();
23
23
  (0, sql_1.createSQLWriter)(terminal, {
@@ -49,7 +49,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
49
49
  }
50
50
  let currentStart = start;
51
51
  while (currentStart <= end) {
52
- const res = yield __await((0, api_1.getFApiV1FundingRate)({
52
+ const res = yield __await((0, public_api_1.getFApiV1FundingRate)({
53
53
  symbol: instId,
54
54
  startTime: currentStart,
55
55
  endTime: end,
@@ -0,0 +1 @@
1
+ {"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AAEA,qDAAkF;AAClF,+CAA4C;AAC5C,qCAA8C;AAC9C,yCAAmE;AACnE,+BAA4D;AAC5D,qDAA4D;AAC5D,uCAA2C;AAE3C,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,qBAAe,EAAwB,QAAQ,EAAE;IAC/C,KAAK,EAAE,wBAAc,CAAC,SAAS,CAAC,IAAI,CAClC,IAAA,UAAG,EAAC,CAAC,QAAoB,EAAE,EAAE,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,gBAAgB,KAAK,KAAK,CAAC,CAAC,EAC/F,IAAA,eAAQ,GAAE,EACV,IAAA,UAAG,EACD,CAAC,OAAiB,EAAyB,EAAE,CAAC,CAAC;QAC7C,SAAS,EAAE,IAAA,kBAAU,EAAC,OAAO,CAAC,aAAa,EAAE,OAAO,CAAC,UAAU,CAAC;QAChE,UAAU,EAAE,eAAe;QAC3B,YAAY,EAAE,WAAW;QACzB,aAAa,EAAE,KAAK;QACpB,QAAQ,EAAE,KAAK;QACf,YAAY,EAAE,CAAC;KAChB,CAAC,CACH,CACF;IACD,SAAS,EAAE,wBAAwB;IACnC,aAAa,EAAE,IAAI;IACnB,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;CAC1C,CAAC,CAAC;AAEH,IAAA,kCAAoB,EAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,OAAO,CAAC;IACjC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,KAAK,GAAG,UAAU,aAAV,UAAU,cAAV,UAAU,GAAI,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,QAAQ,aAAR,QAAQ,cAAR,QAAQ,GAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACnC,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YAC1D,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;YAElD,IAAI,QAAQ,KAAK,WAAW,EAAE;gBAC5B,6BAAO;aACR;YAED,IAAI,YAAY,GAAG,KAAK,CAAC;YAEzB,OAAO,YAAY,IAAI,GAAG,EAAE;gBAC1B,MAAM,GAAG,GAAG,cAAM,IAAA,iCAAoB,EAAC;oBACrC,MAAM,EAAE,MAAM;oBACd,SAAS,EAAE,YAAY;oBACvB,OAAO,EAAE,GAAG;oBACZ,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBAEH,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC,EAAE;oBAC3C,MAAM;iBACP;gBAED,MAAM,QAAQ,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,WAAW,IAAI,YAAY,IAAI,IAAI,CAAC,WAAW,IAAI,GAAG,CAAC,CAAC;gBAEnG,IAAI,QAAQ,CAAC,MAAM,KAAK,CAAC,EAAE;oBACzB,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;oBACvC,MAAM,SAAS,GAAG,UAAU,CAAC,WAAW,GAAG,CAAC,CAAC;oBAC7C,IAAI,SAAS,IAAI,YAAY,EAAE;wBAC7B,MAAM;qBACP;oBACD,YAAY,GAAG,SAAS,CAAC;oBACzB,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;oBAClC,SAAS;iBACV;gBAED,MAAM,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,CAAC,IAAI,EAAiB,EAAE;oBAChD,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;oBACtC,OAAO;wBACL,SAAS;wBACT,UAAU;wBACV,aAAa;wBACb,UAAU,EAAE,IAAA,kBAAU,EAAC,IAAI,CAAC,WAAW,CAAC;wBACxC,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;wBACrB,UAAU,EAAE,GAAG,IAAI,EAAE;wBACrB,gBAAgB,EAAE,EAAE;qBACrB,CAAC;gBACJ,CAAC,CAAC,CAAC;gBAEH,oBAAM,IAAI,CAAA,CAAC;gBAEX,MAAM,QAAQ,GAAG,QAAQ,CAAC,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;gBAC3D,IAAI,QAAQ,IAAI,GAAG,EAAE;oBACnB,MAAM;iBACP;gBAED,YAAY,GAAG,QAAQ,GAAG,CAAC,CAAC;gBAE5B,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;oBACrB,MAAM;iBACP;gBAED,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { IProduct } from '@yuants/data-product';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { getFApiV1FundingRate } from '../../api/public-api';\nimport { productService } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSQLWriter<ISeriesCollectingTask>(terminal, {\n data$: productService.products$.pipe(\n map((products: IProduct[]) => products.filter((product) => product.no_interest_rate === false)),\n mergeAll(),\n map(\n (product: IProduct): ISeriesCollectingTask => ({\n series_id: encodePath(product.datasource_id, product.product_id),\n table_name: 'interest_rate',\n cron_pattern: '0 * * * *',\n cron_timezone: 'UTC',\n disabled: false,\n replay_count: 0,\n }),\n ),\n ),\n tableName: 'series_collecting_task',\n writeInterval: 1000,\n conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['ASTER'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const start = started_at ?? 0;\n const end = ended_at ?? 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"]}
@@ -0,0 +1 @@
1
+ {"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAQA,eAAO,MAAM,cAAc,sDA4C1B,CAAC"}
@@ -4,12 +4,12 @@ exports.productService = void 0;
4
4
  const data_product_1 = require("@yuants/data-product");
5
5
  const protocol_1 = require("@yuants/protocol");
6
6
  const utils_1 = require("@yuants/utils");
7
- const api_1 = require("./api");
7
+ const public_api_1 = require("../../api/public-api");
8
8
  const terminal = protocol_1.Terminal.fromNodeEnv();
9
9
  // Provide QueryProducts service for ASTER
10
10
  exports.productService = (0, data_product_1.provideQueryProductsService)(terminal, 'ASTER', async (req) => {
11
11
  // Fetch exchange info from ASTER API
12
- const exchangeInfo = await (0, api_1.getFApiV1ExchangeInfo)({});
12
+ const exchangeInfo = await (0, public_api_1.getFApiV1ExchangeInfo)({});
13
13
  // Convert symbols to IProduct format
14
14
  return exchangeInfo.symbols
15
15
  .filter((symbol) => symbol.status === 'TRADING') // Only include active trading symbols
@@ -0,0 +1 @@
1
+ {"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":";;;AAAA,uDAAoG;AACpG,+CAA4C;AAC5C,yCAA2C;AAC3C,qDAA6D;AAE7D,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,0CAA0C;AAC7B,QAAA,cAAc,GAAG,IAAA,0CAA2B,EACvD,QAAQ,EACR,OAAO,EACP,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,qCAAqC;IACrC,MAAM,YAAY,GAAG,MAAM,IAAA,kCAAqB,EAAC,EAAE,CAAC,CAAC;IAErD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO;SACxB,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,sCAAsC;SACtF,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACxB,mCAAmC;QACnC,MAAM,WAAW,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,cAAc,CAAC,CAAC;QAC1F,MAAM,SAAS,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC;QAE7D,uCAAuC;QACvC,MAAM,aAAa,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QACxF,MAAM,UAAU,GAAG,aAAa,CAAC,CAAC,CAAC,CAAC,aAAa,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE,CAAC,CAAC;QAEtG,OAAO;YACL,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,WAAW,EAAE,MAAM,CAAC,MAAM,CAAC;YAClD,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,gBAAgB,EAAE,EAAE;YACpB,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,SAAS;YACrB,WAAW,EAAE,UAAU;YACvB,WAAW,EAAE,CAAC;YACd,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,WAAW,EAAE,GAAG;YAChB,YAAY,EAAE,CAAC;YACf,SAAS,EAAE,iBAAiB;YAC5B,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACP,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ,EAAE,iBAAiB;CACnD,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFApiV1ExchangeInfo } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service for ASTER\nexport const productService = provideQueryProductsService(\n terminal,\n 'ASTER',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n // Fetch exchange info from ASTER API\n const exchangeInfo = await getFApiV1ExchangeInfo({});\n\n // Convert symbols to IProduct format\n return exchangeInfo.symbols\n .filter((symbol) => symbol.status === 'TRADING') // Only include active trading symbols\n .map((symbol): IProduct => {\n // Find price filter for price step\n const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');\n const priceStep = priceFilter ? +priceFilter.tickSize : 1e-2;\n\n // Find lot size filter for volume step\n const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');\n const volumeStep = lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);\n\n return {\n datasource_id: 'ASTER',\n product_id: encodePath('PERPETUAL', symbol.symbol),\n name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n quote_currency: symbol.quoteAsset,\n base_currency: symbol.baseAsset,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_volume: 0,\n price_step: priceStep,\n volume_step: volumeStep,\n value_scale: 1,\n allow_long: true,\n allow_short: true,\n margin_rate: 0.1, // Default margin rate, can be adjusted based on actual requirements\n max_position: 0,\n market_id: 'ASTER/PERPETUAL',\n no_interest_rate: false,\n };\n });\n },\n {\n auto_refresh_interval: 3600_000, // Refresh hourly\n },\n);\n"]}
@@ -1 +1 @@
1
- {"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":""}
1
+ {"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":""}
@@ -5,12 +5,12 @@ const protocol_1 = require("@yuants/protocol");
5
5
  const sql_1 = require("@yuants/sql");
6
6
  const utils_1 = require("@yuants/utils");
7
7
  const rxjs_1 = require("rxjs");
8
- const api_1 = require("./api");
8
+ const public_api_1 = require("../../api/public-api");
9
9
  const terminal = protocol_1.Terminal.fromNodeEnv();
10
10
  const OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120000;
11
11
  const openInterestCache = (0, cache_1.createCache)(async (symbol) => {
12
12
  try {
13
- const data = await (0, api_1.getFApiV1OpenInterest)({ symbol });
13
+ const data = await (0, public_api_1.getFApiV1OpenInterest)({ symbol });
14
14
  return data.openInterest;
15
15
  }
16
16
  catch (error) {
@@ -18,7 +18,7 @@ const openInterestCache = (0, cache_1.createCache)(async (symbol) => {
18
18
  return undefined;
19
19
  }
20
20
  }, { expire: OPEN_INTEREST_TTL });
21
- const quote$ = (0, rxjs_1.defer)(() => (0, api_1.getFApiV1TickerPrice)({})).pipe((0, rxjs_1.mergeMap)((tickers) => tickers || []), (0, rxjs_1.mergeMap)((ticker) => (0, rxjs_1.from)(openInterestCache.query(ticker.symbol)).pipe((0, rxjs_1.map)((openInterest) => {
21
+ const quote$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFApiV1TickerPrice)({})).pipe((0, rxjs_1.mergeMap)((tickers) => tickers || []), (0, rxjs_1.mergeMap)((ticker) => (0, rxjs_1.from)(openInterestCache.query(ticker.symbol)).pipe((0, rxjs_1.map)((openInterest) => {
22
22
  var _a;
23
23
  return ({
24
24
  datasource_id: 'ASTER',
@@ -0,0 +1 @@
1
+ {"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAE5C,+CAA4C;AAC5C,qCAAyC;AACzC,yCAAuD;AACvD,+BAAsF;AACtF,qDAAmF;AAEnF,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,iBAAiB,GAAG,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,CAAC,MAAO,CAAC;AAE1G,MAAM,iBAAiB,GAAG,IAAA,mBAAW,EACnC,KAAK,EAAE,MAAc,EAAE,EAAE;IACvB,IAAI;QACF,MAAM,IAAI,GAAG,MAAM,IAAA,kCAAqB,EAAC,EAAE,MAAM,EAAE,CAAC,CAAC;QACrD,OAAO,IAAI,CAAC,YAAY,CAAC;KAC1B;IAAC,OAAO,KAAK,EAAE;QACd,OAAO,CAAC,IAAI,CAAC,8BAA8B,EAAE,MAAM,EAAE,KAAK,CAAC,CAAC;QAC5D,OAAO,SAAS,CAAC;KAClB;AACH,CAAC,EACD,EAAE,MAAM,EAAE,iBAAiB,EAAE,CAC9B,CAAC;AAEF,MAAM,MAAM,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,iCAAoB,EAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACvD,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,IAAI,EAAE,CAAC,EACpC,IAAA,eAAQ,EACN,CAAC,MAAM,EAAE,EAAE,CACT,IAAA,WAAI,EAAC,iBAAiB,CAAC,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAC/C,IAAA,UAAG,EACD,CAAC,YAAY,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAClC,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,aAAa,EAAE,GAAG,YAAY,aAAZ,YAAY,cAAZ,YAAY,GAAI,CAAC,EAAE;QACrC,UAAU,EAAE,IAAI,IAAI,CAAC,MAAA,MAAM,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,WAAW,EAAE;KAC9D,CAAC,CAAA;CAAA,CACH,CACF,EACH,CAAC,CACF,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 { createCache } from '@yuants/cache';\nimport type { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, from, map, mergeMap, repeat, retry, shareReplay } from 'rxjs';\nimport { getFApiV1OpenInterest, getFApiV1TickerPrice } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<string>(\n async (symbol: string) => {\n try {\n const data = await getFApiV1OpenInterest({ symbol });\n return data.openInterest;\n } catch (error) {\n console.warn('getFApiV1OpenInterest failed', symbol, error);\n return undefined;\n }\n },\n { expire: OPEN_INTEREST_TTL },\n);\n\nconst quote$ = defer(() => getFApiV1TickerPrice({})).pipe(\n mergeMap((tickers) => tickers || []),\n mergeMap(\n (ticker) =>\n from(openInterestCache.query(ticker.symbol)).pipe(\n map(\n (openInterest): 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: `${ticker.price}`,\n open_interest: `${openInterest ?? 0}`,\n updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n }),\n ),\n ),\n 5,\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"]}
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=order-actions-with-credential.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"order-actions-with-credential.d.ts","sourceRoot":"","sources":["../../src/services/order-actions-with-credential.ts"],"names":[],"mappings":""}
@@ -0,0 +1,19 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const data_order_1 = require("@yuants/data-order");
4
+ const protocol_1 = require("@yuants/protocol");
5
+ const cancelOrder_1 = require("./orders/cancelOrder");
6
+ const submitOrder_1 = require("./orders/submitOrder");
7
+ (0, data_order_1.provideOrderActionsWithCredential)(protocol_1.Terminal.fromNodeEnv(), 'ASTER', {
8
+ type: 'object',
9
+ required: ['address', 'api_key', 'secret_key'],
10
+ properties: {
11
+ address: { type: 'string' },
12
+ api_key: { type: 'string' },
13
+ secret_key: { type: 'string' },
14
+ },
15
+ }, {
16
+ submitOrder: submitOrder_1.handleSubmitOrder,
17
+ cancelOrder: cancelOrder_1.handleCancelOrder,
18
+ });
19
+ //# sourceMappingURL=order-actions-with-credential.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"order-actions-with-credential.js","sourceRoot":"","sources":["../../src/services/order-actions-with-credential.ts"],"names":[],"mappings":";;AAAA,mDAAuE;AACvE,+CAA4C;AAC5C,sDAAyD;AACzD,sDAAyD;AAEzD,IAAA,8CAAiC,EAC/B,mBAAQ,CAAC,WAAW,EAAE,EACtB,OAAO,EACP;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,SAAS,EAAE,SAAS,EAAE,YAAY,CAAC;IAC9C,UAAU,EAAE;QACV,OAAO,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC3B,OAAO,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC3B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD;IACE,WAAW,EAAE,+BAAiB;IAC9B,WAAW,EAAE,+BAAiB;CAC/B,CACF,CAAC","sourcesContent":["import { provideOrderActionsWithCredential } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { handleCancelOrder } from './orders/cancelOrder';\nimport { handleSubmitOrder } from './orders/submitOrder';\n\nprovideOrderActionsWithCredential(\n Terminal.fromNodeEnv(),\n 'ASTER',\n {\n type: 'object',\n required: ['address', 'api_key', 'secret_key'],\n properties: {\n address: { type: 'string' },\n api_key: { type: 'string' },\n secret_key: { type: 'string' },\n },\n },\n {\n submitOrder: handleSubmitOrder,\n cancelOrder: handleCancelOrder,\n },\n);\n"]}
@@ -0,0 +1,4 @@
1
+ import { IActionHandlerOfCancelOrder } from '@yuants/data-order';
2
+ import { ICredential } from '../../api/private-api';
3
+ export declare const handleCancelOrder: IActionHandlerOfCancelOrder<ICredential>;
4
+ //# sourceMappingURL=cancelOrder.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"cancelOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AACjE,OAAO,EAAqB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAGvE,eAAO,MAAM,iBAAiB,EAAE,2BAA2B,CAAC,WAAW,CAatE,CAAC"}
@@ -0,0 +1,20 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.handleCancelOrder = void 0;
4
+ const private_api_1 = require("../../api/private-api");
5
+ const utils_1 = require("@yuants/utils");
6
+ const handleCancelOrder = async (credential, order) => {
7
+ const [, decodedSymbol] = (0, utils_1.decodePath)(order.product_id);
8
+ if (!decodedSymbol) {
9
+ throw new Error(`Invalid product_id: unable to decode symbol from "${order.product_id}"`);
10
+ }
11
+ if (!order.order_id) {
12
+ throw new Error('order_id is required for CancelOrder');
13
+ }
14
+ await (0, private_api_1.deleteFApiV1Order)(credential, {
15
+ symbol: decodedSymbol,
16
+ orderId: order.order_id,
17
+ });
18
+ };
19
+ exports.handleCancelOrder = handleCancelOrder;
20
+ //# sourceMappingURL=cancelOrder.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":";;;AACA,uDAAuE;AACvE,yCAA2C;AAEpC,MAAM,iBAAiB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IACrG,MAAM,CAAC,EAAE,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACvD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,IAAI,KAAK,CAAC,qDAAqD,KAAK,CAAC,UAAU,GAAG,CAAC,CAAC;KAC3F;IACD,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,sCAAsC,CAAC,CAAC;KACzD;IAED,MAAM,IAAA,+BAAiB,EAAC,UAAU,EAAE;QAClC,MAAM,EAAE,aAAa;QACrB,OAAO,EAAE,KAAK,CAAC,QAAQ;KACxB,CAAC,CAAC;AACL,CAAC,CAAC;AAbW,QAAA,iBAAiB,qBAa5B","sourcesContent":["import { IActionHandlerOfCancelOrder } from '@yuants/data-order';\nimport { deleteFApiV1Order, ICredential } from '../../api/private-api';\nimport { decodePath } from '@yuants/utils';\n\nexport const handleCancelOrder: IActionHandlerOfCancelOrder<ICredential> = async (credential, order) => {\n const [, decodedSymbol] = decodePath(order.product_id);\n if (!decodedSymbol) {\n throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n }\n if (!order.order_id) {\n throw new Error('order_id is required for CancelOrder');\n }\n\n await deleteFApiV1Order(credential, {\n symbol: decodedSymbol,\n orderId: order.order_id,\n });\n};\n"]}
@@ -0,0 +1,4 @@
1
+ import { IActionHandlerOfListOrders } from '@yuants/data-order';
2
+ import { ICredential } from '../../api/private-api';
3
+ export declare const listOrders: IActionHandlerOfListOrders<ICredential>;
4
+ //# sourceMappingURL=listOrders.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"listOrders.d.ts","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAU,MAAM,oBAAoB,CAAC;AACxE,OAAO,EAAuB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAoCzE,eAAO,MAAM,UAAU,EAAE,0BAA0B,CAAC,WAAW,CAwB9D,CAAC"}
@@ -1,11 +1,8 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- const data_order_1 = require("@yuants/data-order");
4
- const protocol_1 = require("@yuants/protocol");
3
+ exports.listOrders = void 0;
4
+ const private_api_1 = require("../../api/private-api");
5
5
  const utils_1 = require("@yuants/utils");
6
- const account_1 = require("./account");
7
- const api_1 = require("./api");
8
- const terminal = protocol_1.Terminal.fromNodeEnv();
9
6
  const resolveOrderDirection = (asterOrder) => {
10
7
  const reduceOnly = asterOrder.reduceOnly || asterOrder.closePosition;
11
8
  if (asterOrder.positionSide === 'LONG') {
@@ -19,8 +16,8 @@ const resolveOrderDirection = (asterOrder) => {
19
16
  }
20
17
  return asterOrder.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT';
21
18
  };
22
- (0, data_order_1.providePendingOrdersService)(terminal, account_1.ACCOUNT_ID, async () => {
23
- const orders = (await (0, api_1.getFApiV1OpenOrders)({}));
19
+ const listOrders = async (credential, account_id) => {
20
+ const orders = await (0, private_api_1.getFApiV1OpenOrders)(credential, {});
24
21
  return orders.map((order) => {
25
22
  const volume = Number(order.origQty);
26
23
  const tradedVolume = Number(order.executedQty);
@@ -28,7 +25,7 @@ const resolveOrderDirection = (asterOrder) => {
28
25
  const avgPrice = Number(order.avgPrice);
29
26
  const mapped = {
30
27
  order_id: `${order.orderId}`,
31
- account_id: account_1.ACCOUNT_ID,
28
+ account_id: account_id,
32
29
  product_id: (0, utils_1.encodePath)('PERPETUAL', order.symbol),
33
30
  order_type: order.type,
34
31
  order_direction: resolveOrderDirection(order),
@@ -41,5 +38,6 @@ const resolveOrderDirection = (asterOrder) => {
41
38
  };
42
39
  return mapped;
43
40
  });
44
- }, { auto_refresh_interval: 2000 });
45
- //# sourceMappingURL=pending-orders.js.map
41
+ };
42
+ exports.listOrders = listOrders;
43
+ //# sourceMappingURL=listOrders.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":";;;AACA,uDAAyE;AACzE,yCAA2C;AAoB3C,MAAM,qBAAqB,GAAG,CAAC,UAA2B,EAAkB,EAAE;IAC5E,MAAM,UAAU,GAAG,UAAU,CAAC,UAAU,IAAI,UAAU,CAAC,aAAa,CAAC;IAErE,IAAI,UAAU,CAAC,YAAY,KAAK,MAAM,EAAE;QACtC,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;KAC/D;IACD,IAAI,UAAU,CAAC,YAAY,KAAK,OAAO,EAAE;QACvC,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,YAAY,CAAC;KACjE;IACD,IAAI,UAAU,EAAE;QACd,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,YAAY,CAAC;KACjE;IACD,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;AAChE,CAAC,CAAC;AAEK,MAAM,UAAU,GAA4C,KAAK,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE;IAClG,MAAM,MAAM,GAAG,MAAM,IAAA,iCAAmB,EAAC,UAAU,EAAE,EAAE,CAAC,CAAC;IACzD,OAAO,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE;QAC1B,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QACrC,MAAM,YAAY,GAAG,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;QAC/C,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;QAClC,MAAM,QAAQ,GAAG,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QAExC,MAAM,MAAM,GAAW;YACrB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;YAC5B,UAAU,EAAE,UAAU;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,WAAW,EAAE,KAAK,CAAC,MAAM,CAAC;YACjD,UAAU,EAAE,KAAK,CAAC,IAAI;YACtB,eAAe,EAAE,qBAAqB,CAAC,KAAK,CAAC;YAC7C,MAAM,EAAE,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;YAC5C,KAAK,EAAE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS;YACjD,SAAS,EAAE,KAAK,CAAC,UAAU;YAC3B,aAAa,EAAE,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,SAAS;YACvE,YAAY,EAAE,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,SAAS;YAC9E,YAAY,EAAE,KAAK,CAAC,MAAM;SAC3B,CAAC;QAEF,OAAO,MAAM,CAAC;IAChB,CAAC,CAAC,CAAC;AACL,CAAC,CAAC;AAxBW,QAAA,UAAU,cAwBrB","sourcesContent":["import { IActionHandlerOfListOrders, IOrder } from '@yuants/data-order';\nimport { getFApiV1OpenOrders, ICredential } from '../../api/private-api';\nimport { encodePath } from '@yuants/utils';\n\ntype OrderDirection = 'OPEN_LONG' | 'OPEN_SHORT' | 'CLOSE_LONG' | 'CLOSE_SHORT';\n\ninterface IAsterOpenOrder {\n orderId: number;\n symbol: string;\n side: 'BUY' | 'SELL';\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n reduceOnly?: boolean;\n closePosition?: boolean;\n type: string;\n origQty: string;\n executedQty: string;\n price: string;\n avgPrice: string;\n status: string;\n updateTime: number;\n}\n\nconst resolveOrderDirection = (asterOrder: IAsterOpenOrder): OrderDirection => {\n const reduceOnly = asterOrder.reduceOnly || asterOrder.closePosition;\n\n if (asterOrder.positionSide === 'LONG') {\n return asterOrder.side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';\n }\n if (asterOrder.positionSide === 'SHORT') {\n return asterOrder.side === 'BUY' ? 'CLOSE_SHORT' : 'OPEN_SHORT';\n }\n if (reduceOnly) {\n return asterOrder.side === 'BUY' ? 'CLOSE_SHORT' : 'CLOSE_LONG';\n }\n return asterOrder.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT';\n};\n\nexport const listOrders: IActionHandlerOfListOrders<ICredential> = async (credential, account_id) => {\n const orders = await getFApiV1OpenOrders(credential, {});\n return orders.map((order) => {\n const volume = Number(order.origQty);\n const tradedVolume = Number(order.executedQty);\n const price = Number(order.price);\n const avgPrice = Number(order.avgPrice);\n\n const mapped: IOrder = {\n order_id: `${order.orderId}`,\n account_id: account_id,\n product_id: encodePath('PERPETUAL', order.symbol),\n order_type: order.type,\n order_direction: resolveOrderDirection(order),\n volume: Number.isFinite(volume) ? volume : 0,\n price: Number.isFinite(price) ? price : undefined,\n submit_at: order.updateTime,\n traded_volume: Number.isFinite(tradedVolume) ? tradedVolume : undefined,\n traded_price: Number.isFinite(avgPrice) && avgPrice > 0 ? avgPrice : undefined,\n order_status: order.status,\n };\n\n return mapped;\n });\n};\n"]}
@@ -0,0 +1,4 @@
1
+ import { IActionHandlerOfSubmitOrder } from '@yuants/data-order';
2
+ import { ICredential } from '../../api/private-api';
3
+ export declare const handleSubmitOrder: IActionHandlerOfSubmitOrder<ICredential>;
4
+ //# sourceMappingURL=submitOrder.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AAEjE,OAAO,EAAuB,WAAW,EAAmC,MAAM,uBAAuB,CAAC;AAiG1G,eAAO,MAAM,iBAAiB,EAAE,2BAA2B,CAAC,WAAW,CAQtE,CAAC"}
@@ -0,0 +1,88 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.handleSubmitOrder = void 0;
4
+ const utils_1 = require("@yuants/utils");
5
+ const private_api_1 = require("../../api/private-api");
6
+ const handleSubmitOrderOfSpot = async (credential, order) => {
7
+ var _a;
8
+ const symbol = order.product_id;
9
+ const type = { MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' }[order.order_type];
10
+ if (!type)
11
+ throw new Error(`Unsupported order_type: ${order.order_type}`);
12
+ const side = { OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' }[order.order_direction];
13
+ if (!side)
14
+ throw new Error(`Unsupported order_direction: ${order.order_direction}`);
15
+ const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
16
+ const price = order.price;
17
+ let quantity = order.volume;
18
+ let quoteOrderQty;
19
+ if (type === 'MARKET' && side === 'BUY') {
20
+ const spotPrice = await (0, private_api_1.getApiV1TickerPrice)(credential, {});
21
+ const thePrice = (_a = spotPrice.find((x) => x.symbol === symbol)) === null || _a === void 0 ? void 0 : _a.price;
22
+ if (!thePrice)
23
+ throw new Error(`Cannot get price for symbol ${symbol}`);
24
+ quantity = undefined;
25
+ quoteOrderQty = (0, utils_1.roundToStep)(order.volume * +thePrice, 0.01);
26
+ }
27
+ const res = await (0, private_api_1.postApiV1Order)(credential, {
28
+ symbol,
29
+ type,
30
+ side,
31
+ timeInForce,
32
+ price,
33
+ quantity,
34
+ quoteOrderQty,
35
+ });
36
+ if (!res.orderId) {
37
+ throw new Error('Failed to retrieve order ID from response');
38
+ }
39
+ return { order_id: '' + res.orderId };
40
+ };
41
+ const handleSubmitOrderOfPerp = async (credential, order) => {
42
+ var _a, _b, _c, _d, _e;
43
+ const [, decodedSymbol] = (0, utils_1.decodePath)(order.product_id);
44
+ if (!decodedSymbol) {
45
+ throw new Error(`Invalid product_id: unable to decode symbol from "${order.product_id}"`);
46
+ }
47
+ const symbol = decodedSymbol;
48
+ const side = { OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' }[order.order_direction];
49
+ if (!side)
50
+ throw new Error(`Unsupported order_direction: ${order.order_direction}`);
51
+ const type = { MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' }[order.order_type];
52
+ if (!type)
53
+ throw new Error(`Unsupported order_type: ${order.order_type}`);
54
+ const quantity = order.volume;
55
+ const price = order.price;
56
+ const positionSide = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
57
+ ? 'LONG'
58
+ : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
59
+ ? 'SHORT'
60
+ : undefined;
61
+ const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;
62
+ const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
63
+ const res = await (0, private_api_1.postFApiV1Order)(credential, {
64
+ symbol,
65
+ side,
66
+ type,
67
+ quantity,
68
+ price,
69
+ timeInForce,
70
+ positionSide,
71
+ reduceOnly,
72
+ });
73
+ const orderId = (_d = (_b = (_a = res === null || res === void 0 ? void 0 : res.orderId) !== null && _a !== void 0 ? _a : res === null || res === void 0 ? void 0 : res.order_id) !== null && _b !== void 0 ? _b : (_c = res === null || res === void 0 ? void 0 : res.data) === null || _c === void 0 ? void 0 : _c.orderId) !== null && _d !== void 0 ? _d : (_e = res === null || res === void 0 ? void 0 : res.data) === null || _e === void 0 ? void 0 : _e.order_id;
74
+ if (!orderId)
75
+ throw new Error('Failed to retrieve order ID from response');
76
+ return { order_id: `${orderId}` };
77
+ };
78
+ const handleSubmitOrder = async (credential, order) => {
79
+ if (order.account_id.includes('/SPOT')) {
80
+ return handleSubmitOrderOfSpot(credential, order);
81
+ }
82
+ if (order.account_id.includes('/PERP')) {
83
+ return handleSubmitOrderOfPerp(credential, order);
84
+ }
85
+ throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);
86
+ };
87
+ exports.handleSubmitOrder = handleSubmitOrder;
88
+ //# sourceMappingURL=submitOrder.js.map
@@ -0,0 +1 @@
1
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'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n const price = order.price;\n\n let quantity: number | undefined = order.volume;\n let quoteOrderQty: number | undefined;\n\n if (type === 'MARKET' && side === 'BUY') {\n const spotPrice = await getApiV1TickerPrice(credential, {});\n const thePrice = spotPrice.find((x) => x.symbol === symbol)?.price;\n if (!thePrice) throw new Error(`Cannot get price for symbol ${symbol}`);\n quantity = undefined;\n quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n }\n\n const res = await postApiV1Order(credential, {\n symbol,\n type,\n side,\n timeInForce,\n price,\n quantity,\n quoteOrderQty,\n });\n\n if (!res.orderId) {\n throw new Error('Failed to retrieve order ID from response');\n }\n\n return { order_id: '' + res.orderId };\n};\n\nconst handleSubmitOrderOfPerp: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n const [, decodedSymbol] = decodePath(order.product_id);\n if (!decodedSymbol) {\n throw new Error(`Invalid product_id: unable to decode symbol from \"${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: ${order.order_type}`);\n\n const quantity = order.volume;\n const price = order.price;\n\n const positionSide =\n order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'\n ? 'LONG'\n : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n ? 'SHORT'\n : undefined;\n\n const reduceOnly =\n order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n const res = await postFApiV1Order(credential, {\n symbol,\n side,\n type,\n quantity,\n price,\n timeInForce,\n positionSide,\n reduceOnly,\n });\n\n const orderId =\n (res as any)?.orderId ??\n (res as any)?.order_id ??\n (res as any)?.data?.orderId ??\n (res as any)?.data?.order_id;\n\n if (!orderId) throw new Error('Failed to retrieve order ID from response');\n\n return { order_id: `${orderId}` };\n};\n\nexport const handleSubmitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n if (order.account_id.includes('/SPOT')) {\n return handleSubmitOrderOfSpot(credential, order);\n }\n if (order.account_id.includes('/PERP')) {\n return handleSubmitOrderOfPerp(credential, order);\n }\n throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);\n};\n"]}
package/lib/utils.d.ts CHANGED
@@ -1,3 +1,2 @@
1
- export declare function arrayBufferToHex(buffer: ArrayBuffer): string;
2
- export declare function opensslEquivalentHMAC(message: string, secretKey: string): Promise<string>;
1
+ export declare function uint8ArrayToHex(bytes: Uint8Array): string;
3
2
  //# sourceMappingURL=utils.d.ts.map
@@ -1 +1 @@
1
- {"version":3,"file":"utils.d.ts","sourceRoot":"","sources":["../src/utils.ts"],"names":[],"mappings":"AAAA,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,WAAW,GAAG,MAAM,CAU5D;AAED,wBAAsB,qBAAqB,CAAC,OAAO,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,OAAO,CAAC,MAAM,CAAC,CAyB/F"}
1
+ {"version":3,"file":"utils.d.ts","sourceRoot":"","sources":["../src/utils.ts"],"names":[],"mappings":"AAAA,wBAAgB,eAAe,CAAC,KAAK,EAAE,UAAU,GAAG,MAAM,CASzD"}
package/lib/utils.js CHANGED
@@ -1,8 +1,7 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.opensslEquivalentHMAC = exports.arrayBufferToHex = void 0;
4
- function arrayBufferToHex(buffer) {
5
- const bytes = new Uint8Array(buffer);
3
+ exports.uint8ArrayToHex = void 0;
4
+ function uint8ArrayToHex(bytes) {
6
5
  const hexArray = [];
7
6
  for (const byte of bytes) {
8
7
  const hex = byte.toString(16).padStart(2, '0');
@@ -10,24 +9,5 @@ function arrayBufferToHex(buffer) {
10
9
  }
11
10
  return hexArray.join('');
12
11
  }
13
- exports.arrayBufferToHex = arrayBufferToHex;
14
- async function opensslEquivalentHMAC(message, secretKey) {
15
- try {
16
- const keyBuffer = new TextEncoder().encode(secretKey);
17
- const messageBuffer = new TextEncoder().encode(message);
18
- // 导入密钥
19
- const cryptoKey = await crypto.subtle.importKey('raw', keyBuffer, {
20
- name: 'HMAC',
21
- hash: { name: 'SHA-256' },
22
- }, false, ['sign']);
23
- // 进行 HMAC-SHA256 签名
24
- const signature = await crypto.subtle.sign('HMAC', cryptoKey, messageBuffer);
25
- // 转换为16进制小写(与 openssl 输出格式一致)
26
- return arrayBufferToHex(signature);
27
- }
28
- catch (error) {
29
- throw new Error(`HMAC-SHA256 签名失败: ${error}`);
30
- }
31
- }
32
- exports.opensslEquivalentHMAC = opensslEquivalentHMAC;
12
+ exports.uint8ArrayToHex = uint8ArrayToHex;
33
13
  //# sourceMappingURL=utils.js.map
package/lib/utils.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"utils.js","sourceRoot":"","sources":["../src/utils.ts"],"names":[],"mappings":";;;AAAA,SAAgB,gBAAgB,CAAC,MAAmB;IAClD,MAAM,KAAK,GAAG,IAAI,UAAU,CAAC,MAAM,CAAC,CAAC;IACrC,MAAM,QAAQ,GAAa,EAAE,CAAC;IAE9B,KAAK,MAAM,IAAI,IAAI,KAAK,EAAE;QACxB,MAAM,GAAG,GAAG,IAAI,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;QAC/C,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;KACpB;IAED,OAAO,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;AAC3B,CAAC;AAVD,4CAUC;AAEM,KAAK,UAAU,qBAAqB,CAAC,OAAe,EAAE,SAAiB;IAC5E,IAAI;QACF,MAAM,SAAS,GAAG,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;QACtD,MAAM,aAAa,GAAG,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAExD,OAAO;QACP,MAAM,SAAS,GAAG,MAAM,MAAM,CAAC,MAAM,CAAC,SAAS,CAC7C,KAAK,EACL,SAAS,EACT;YACE,IAAI,EAAE,MAAM;YACZ,IAAI,EAAE,EAAE,IAAI,EAAE,SAAS,EAAE;SAC1B,EACD,KAAK,EACL,CAAC,MAAM,CAAC,CACT,CAAC;QAEF,oBAAoB;QACpB,MAAM,SAAS,GAAG,MAAM,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,EAAE,SAAS,EAAE,aAAa,CAAC,CAAC;QAE7E,8BAA8B;QAC9B,OAAO,gBAAgB,CAAC,SAAS,CAAC,CAAC;KACpC;IAAC,OAAO,KAAK,EAAE;QACd,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,EAAE,CAAC,CAAC;KAC/C;AACH,CAAC;AAzBD,sDAyBC","sourcesContent":["export function arrayBufferToHex(buffer: ArrayBuffer): string {\n const bytes = new Uint8Array(buffer);\n const hexArray: string[] = [];\n\n for (const byte of bytes) {\n const hex = byte.toString(16).padStart(2, '0');\n hexArray.push(hex);\n }\n\n return hexArray.join('');\n}\n\nexport async function opensslEquivalentHMAC(message: string, secretKey: string): Promise<string> {\n try {\n const keyBuffer = new TextEncoder().encode(secretKey);\n const messageBuffer = new TextEncoder().encode(message);\n\n // 导入密钥\n const cryptoKey = await crypto.subtle.importKey(\n 'raw',\n keyBuffer,\n {\n name: 'HMAC',\n hash: { name: 'SHA-256' },\n },\n false,\n ['sign'],\n );\n\n // 进行 HMAC-SHA256 签名\n const signature = await crypto.subtle.sign('HMAC', cryptoKey, messageBuffer);\n\n // 转换为16进制小写(与 openssl 输出格式一致)\n return arrayBufferToHex(signature);\n } catch (error) {\n throw new Error(`HMAC-SHA256 签名失败: ${error}`);\n }\n}\n"]}
1
+ {"version":3,"file":"utils.js","sourceRoot":"","sources":["../src/utils.ts"],"names":[],"mappings":";;;AAAA,SAAgB,eAAe,CAAC,KAAiB;IAC/C,MAAM,QAAQ,GAAa,EAAE,CAAC;IAE9B,KAAK,MAAM,IAAI,IAAI,KAAK,EAAE;QACxB,MAAM,GAAG,GAAG,IAAI,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC;QAC/C,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;KACpB;IAED,OAAO,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;AAC3B,CAAC;AATD,0CASC","sourcesContent":["export function uint8ArrayToHex(bytes: Uint8Array): string {\n const hexArray: string[] = [];\n\n for (const byte of bytes) {\n const hex = byte.toString(16).padStart(2, '0');\n hexArray.push(hex);\n }\n\n return hexArray.join('');\n}\n"]}
package/package.json CHANGED
@@ -1,7 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-aster",
3
- "version": "0.5.7",
4
- "bin": "lib/cli.js",
3
+ "version": "0.6.0",
5
4
  "main": "lib/index.js",
6
5
  "files": [
7
6
  "dist",
@@ -11,13 +10,13 @@
11
10
  "dependencies": {
12
11
  "@yuants/protocol": "0.50.4",
13
12
  "@yuants/cache": "0.3.0",
14
- "@yuants/data-account": "0.6.16",
13
+ "@yuants/data-account": "0.7.1",
15
14
  "@yuants/utils": "0.11.0",
16
15
  "@yuants/data-series": "0.3.45",
17
16
  "@yuants/sql": "0.9.24",
18
17
  "@yuants/data-product": "0.4.15",
19
18
  "@yuants/data-ohlc": "0.4.16",
20
- "@yuants/data-order": "0.5.0",
19
+ "@yuants/data-order": "0.6.0",
21
20
  "@yuants/data-interest-rate": "0.1.42",
22
21
  "@yuants/transfer": "0.2.33",
23
22
  "@yuants/data-quote": "0.2.37",
@@ -1,34 +1,36 @@
1
1
  {
2
- "apps/vendor-aster/CHANGELOG.json": "93826142759219e8ae52da4b511155e1a82c6b07",
3
- "apps/vendor-aster/CHANGELOG.md": "079414a25bfa3625f00b98198e23131564ef8f57",
2
+ "apps/vendor-aster/CHANGELOG.json": "605087ebae10b90d823879742d9bbd1ba7fff73d",
3
+ "apps/vendor-aster/CHANGELOG.md": "941c77a3c6b7bdb127bf140027624dbf301aa117",
4
4
  "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
5
5
  "apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
6
6
  "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
7
- "apps/vendor-aster/package.json": "218ef7cda4f1f728bc59559410168bb7c7442c32",
8
- "apps/vendor-aster/src/account-spot.ts": "e5162a9c7f00fde4d1f143c3f85ef04ae8877b56",
9
- "apps/vendor-aster/src/account.ts": "6163105ce1de2d1b9747b8080936357bbcada559",
10
- "apps/vendor-aster/src/api.ts": "fc108fb205aa77ba0f4e58f62b8794337c5ed209",
11
- "apps/vendor-aster/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
12
- "apps/vendor-aster/src/index.ts": "ec461c856e78211a16e3529e20ba6bcb643512f9",
13
- "apps/vendor-aster/src/interest_rate.ts": "40366d0cc1d78d77e7852432cbe5df2847ccfda4",
14
- "apps/vendor-aster/src/order-spot.ts": "e17f728347f3c49d4311493a47b1ed72d5a29f37",
15
- "apps/vendor-aster/src/order.ts": "f4c905309ffabf2122bf7079b4f5faf6c1e3f744",
16
- "apps/vendor-aster/src/pending-orders.ts": "e047fcb2f9098583856513677f90b2e3d6e26441",
17
- "apps/vendor-aster/src/product.ts": "665becdfc3aa0f9239d008831b1304a17edb01dc",
18
- "apps/vendor-aster/src/quote.ts": "6852b4c72980adbec4520baaa1c3e0c044f45954",
19
- "apps/vendor-aster/src/sapi.ts": "40214de87500f9fb6647c11d3999e0e449a6fa0b",
20
- "apps/vendor-aster/src/utils.ts": "f732922ea47951ddf0889bba9a70fd8e270cae2f",
7
+ "apps/vendor-aster/package.json": "1bbbafa1e12d2c1ce3d382f28d172a7db0fe88d6",
8
+ "apps/vendor-aster/src/api/private-api.ts": "3071090831d59c137728837584e89a50e192f9e3",
9
+ "apps/vendor-aster/src/api/public-api.ts": "bfc642fff0ae31319c23e198f365a4a3372d4b10",
10
+ "apps/vendor-aster/src/index.ts": "603b5c4e487389ce5c815ed5122a408abde43e17",
11
+ "apps/vendor-aster/src/services/account-actions-with-credential.ts": "2d78127a969acaa4b0b39b8a93fcd3f0b76fd158",
12
+ "apps/vendor-aster/src/services/accounts/perp.ts": "3d01893b6531aa72c50b147123293043ec0a9ce1",
13
+ "apps/vendor-aster/src/services/accounts/spot.ts": "dfc0756a473c5d21fabd2554dff115a11a7b3d43",
14
+ "apps/vendor-aster/src/services/legacy.ts": "ed98faaca688a15a8ee0ad9eaf9bf69ed883a06b",
15
+ "apps/vendor-aster/src/services/markets/interest_rate.ts": "15befd821b9cefd892210d26228f0c84a124a28e",
16
+ "apps/vendor-aster/src/services/markets/product.ts": "ddab6fc348a0fff17ef717683cbc2caf48c38513",
17
+ "apps/vendor-aster/src/services/markets/quote.ts": "9cf8055d9c373c5a390c9704c7f8bde4e0b1cea5",
18
+ "apps/vendor-aster/src/services/order-actions-with-credential.ts": "4046477822586b49ae34cce0094af8eb9b6d6e4a",
19
+ "apps/vendor-aster/src/services/orders/cancelOrder.ts": "8b59fa8da5423429af21ee53f7180bee1f52c807",
20
+ "apps/vendor-aster/src/services/orders/listOrders.ts": "948bf7a6926f2b01b242bb226548ce49ae531ec7",
21
+ "apps/vendor-aster/src/services/orders/submitOrder.ts": "336036edd647d93c0c41b0a52d702b9dbc8d5329",
22
+ "apps/vendor-aster/src/utils.ts": "cf133a98161e868ef766bd3e3c340149345889f4",
21
23
  "apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
22
24
  "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "8909c2a52371c1bd644b09b7ccbb4bbaf29d53dd",
23
25
  "libraries/protocol/temp/package-deps.json": "35bc77333a1c85db1cd130579963e8cefa00f56c",
24
26
  "libraries/cache/temp/package-deps.json": "49789a92426969daa31f0c956bb56bd783929765",
25
- "libraries/data-account/temp/package-deps.json": "f10239e42ff14419c0d9eaf09424fdf68297e724",
27
+ "libraries/data-account/temp/package-deps.json": "e7b28ee5c9f5236a894a8034de5a037cc7ecb088",
26
28
  "libraries/utils/temp/package-deps.json": "c58f1ca8f498315d9a0219ca8c498299a41d297b",
27
29
  "libraries/data-series/temp/package-deps.json": "d5269fad8f63460b1b5f29ba701ad3a9457e0061",
28
30
  "libraries/sql/temp/package-deps.json": "e3b6f24485a429fb24cacbf0d6150f55ca394706",
29
31
  "libraries/data-product/temp/package-deps.json": "0a4e14971c7dc350b84712fb16c07fefad351619",
30
32
  "libraries/data-ohlc/temp/package-deps.json": "6e10227e1c394ad0b5a71e0f810914760e9b7956",
31
- "libraries/data-order/temp/package-deps.json": "921c6745e9a502669524f7a7d276bff69c25491c",
33
+ "libraries/data-order/temp/package-deps.json": "0e2f026ee9847657a72801c106c040fcf905e7b5",
32
34
  "libraries/data-interest-rate/temp/package-deps.json": "11bb199efb64628f67b1165e11d6c85dd7114a9a",
33
35
  "libraries/transfer/temp/package-deps.json": "708a4caf79d042cad56a39f0b00d399bca04af40",
34
36
  "libraries/data-quote/temp/package-deps.json": "752ea44d75cbe7a652ace79629c02ca92a92cf1d",
@@ -1 +0,0 @@
1
- {"version":3,"file":"account-spot.js","sourceRoot":"","sources":["../src/account-spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AAC5E,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,mBAAmB,EAAE,MAAM,QAAQ,CAAC;AAE9D,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,OAAQ,CAAC;AACrC,MAAM,CAAC,MAAM,eAAe,GAAG,SAAS,OAAO,OAAO,CAAC;AAEvD,yBAAyB,CACvB,QAAQ,CAAC,WAAW,EAAE,EACtB,eAAe,EACf,KAAK,IAAI,EAAE;IACT,MAAM,CAAC,CAAC,EAAE,MAAM,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAC,eAAe,CAAC,EAAE,CAAC,EAAE,mBAAmB,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IAEtF,MAAM,SAAS,GAAG,CAAC,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,EAAa,EAAE;;QAChD,MAAM,QAAQ,GAAG,CAAC,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAA,MAAA,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,CAAC,CAAC,KAAK,GAAG,MAAM,CAAC,0CAAE,KAAK,mCAAI,CAAC,CAAC;QAExG,MAAM,MAAM,GAAG,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,MAAM,CAAC;QAEnC,MAAM,cAAc,GAAG,CAAC,QAAQ,CAAC;QACjC,MAAM,cAAc,GAAG,CAAC,QAAQ,CAAC;QACjC,MAAM,SAAS,GAAG,MAAM,GAAG,cAAc,CAAC;QAC1C,MAAM,eAAe,GAAG,CAAC,CAAC;QAE1B,OAAO;YACL,WAAW,EAAE,CAAC,CAAC,KAAK;YACpB,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,CAAC,CAAC,KAAK;YACnB,SAAS,EAAE,MAAM;YACjB,MAAM;YACN,WAAW,EAAE,CAAC,CAAC,CAAC,IAAI;YACpB,cAAc;YACd,cAAc;YACd,eAAe;YACf,SAAS;SACV,CAAC;IACJ,CAAC,CAAC,CAAC;IAEH,MAAM,SAAS,GAAG,CAAC,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC;IAC7D,MAAM,MAAM,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC;IAC9D,MAAM,IAAI,GAAG,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;IAE7C,OAAO;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,MAAM;YAChB,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 { getApiV1Account, getApiV1TickerPrice } from './sapi';\n\nconst ADDRESS = process.env.ADDRESS!;\nexport const SPOT_ACCOUNT_ID = `ASTER/${ADDRESS}/SPOT`;\n\nprovideAccountInfoService(\n Terminal.fromNodeEnv(),\n SPOT_ACCOUNT_ID,\n async () => {\n const [x, prices] = await Promise.all([getApiV1Account({}), getApiV1TickerPrice({})]);\n\n const positions = x.balances.map((b): IPosition => {\n const thePrice = b.asset === 'USDT' ? 1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n\n const volume = +b.free + +b.locked;\n\n const position_price = +thePrice;\n const closable_price = +thePrice;\n const valuation = volume * closable_price;\n const floating_profit = 0;\n\n return {\n position_id: b.asset,\n datasource_id: 'ASTER',\n product_id: b.asset,\n direction: 'LONG',\n volume,\n free_volume: +b.free,\n position_price,\n closable_price,\n floating_profit,\n valuation,\n };\n });\n\n const usdtAsset = x.balances.find((b) => b.asset === 'USDT');\n const equity = positions.reduce((a, b) => a + b.valuation, 0);\n const free = usdtAsset ? +usdtAsset.free : 0;\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n);\n"]}
@@ -1 +0,0 @@
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,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"]}