@yuants/vendor-aster 0.5.8 → 0.7.0

package/dist/quote.js.map

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

@@ -1,48 +0,0 @@
-import { opensslEquivalentHMAC } from './utils';
-const API_KEY = process.env.API_KEY;
-const SECRET_KEY = process.env.SECRET_KEY;
-const BASE_URL = 'https://sapi.asterdex.com';
-const request = async (type, method, endpoint, params = {}) => {
-    const needApiKey = type !== 'NONE';
-    const needSign = type === 'TRADE' || type === 'USER_DATA';
-    const url = new URL(BASE_URL);
-    url.pathname = endpoint;
-    for (const [key, value] of Object.entries(params)) {
-        if (value === undefined)
-            continue;
-        url.searchParams.set(key, `${value}`);
-    }
-    if (needSign) {
-        url.searchParams.set('timestamp', `${Date.now()}`);
-        const msg = url.search.slice(1); // 去掉开头的 '?'
-        const signature = await opensslEquivalentHMAC(msg, SECRET_KEY);
-        url.searchParams.set('signature', signature);
-    }
-    console.info(url.toString());
-    const response = await fetch(url.toString(), {
-        method,
-        headers: needApiKey
-            ? {
-                'X-MBX-APIKEY': API_KEY,
-            }
-            : {},
-    }).then((response) => response.json());
-    if (response.code && response.code !== 0) {
-        throw JSON.stringify(response);
-    }
-    return response;
-};
-const createApi = (type, method, endpoint) => (params) => request(type, method, endpoint, params);
-/**
- * 获取账户信息 (现货)
- *
- * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data
- */
-export const getApiV1Account = createApi('USER_DATA', 'GET', '/api/v1/account');
-/**
- * 获取最新价格
- * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC
- */
-export const getApiV1TickerPrice = createApi('MARKET_DATA', 'GET', '/api/v1/ticker/price');
-export const postApiV1Order = createApi('TRADE', 'POST', '/api/v1/order');
-//# sourceMappingURL=sapi.js.map

package/dist/sapi.js.map

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

@@ -1,2 +0,0 @@
-export declare const SPOT_ACCOUNT_ID: string;
-//# sourceMappingURL=account-spot.d.ts.map

package/lib/account-spot.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"account-spot.d.ts","sourceRoot":"","sources":["../src/account-spot.ts"],"names":[],"mappings":"AAKA,eAAO,MAAM,eAAe,QAA0B,CAAC"}

package/lib/account-spot.js.map

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

@@ -1,2 +0,0 @@
-export declare const ACCOUNT_ID: string;
-//# sourceMappingURL=account.d.ts.map

package/lib/account.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"account.d.ts","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":"AAMA,eAAO,MAAM,UAAU,QAAqB,CAAC"}

package/lib/account.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"account.js","sourceRoot":"","sources":["../src/account.ts"],"names":[],"mappings":";;;AAAA,uDAA4E;AAC5E,+CAA4C;AAC5C,yCAA2C;AAC3C,+BAAyC;AAEzC,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,OAAQ,CAAC;AACxB,QAAA,UAAU,GAAG,SAAS,OAAO,EAAE,CAAC;AAE7C,IAAA,wCAAyB,EACvB,mBAAQ,CAAC,WAAW,EAAE,EACtB,kBAAU,EACV,KAAK,IAAI,EAAE;IACT,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAC,IAAA,sBAAgB,EAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IAEtD,MAAM,MAAM,GAAG,CAAC,CAAC,CAAC,kBAAkB,GAAG,CAAC,CAAC,CAAC,qBAAqB,CAAC;IAChE,MAAM,IAAI,GAAG,CAAC,CAAC,CAAC,gBAAgB,CAAC;IAEjC,MAAM,SAAS,GAAG,CAAC,CAAC,SAAS;SAC1B,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,WAAW,KAAK,CAAC,CAAC;SACnC,GAAG,CACF,CAAC,CAAC,EAAa,EAAE,CAAC,CAAC;QACjB,WAAW,EAAE,CAAC,CAAC,MAAM;QACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,WAAW,EAAE,CAAC,CAAC,MAAM,CAAC;QAC7C,aAAa,EAAE,OAAO;QACtB,SAAS,EAAE,CAAC,CAAC,YAAY,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY;QAC/F,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;QAChC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;QACrC,cAAc,EAAE,CAAC,CAAC,CAAC,UAAU;QAC7B,cAAc,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;QACtD,eAAe,EAAE,CAAC,CAAC,CAAC,gBAAgB;QACpC,SAAS,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC;KACjC,CAAC,CACH,CAAC;IACJ,OAAO;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,KAAK;YACf,MAAM;YACN,IAAI;SACL;QACD,SAAS;KACV,CAAC;AACJ,CAAC,EACD,EAAE,qBAAqB,EAAE,IAAI,EAAE,CAChC,CAAC","sourcesContent":["import { IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFApiV4Account } from './api';\n\nconst ADDRESS = process.env.ADDRESS!;\nexport const ACCOUNT_ID = `ASTER/${ADDRESS}`;\n\nprovideAccountInfoService(\n  Terminal.fromNodeEnv(),\n  ACCOUNT_ID,\n  async () => {\n    const [a] = await Promise.all([getFApiV4Account({})]);\n\n    const equity = +a.totalWalletBalance + +a.totalUnrealizedProfit;\n    const free = +a.availableBalance;\n\n    const positions = a.positions\n      .filter((p) => +p.positionAmt !== 0)\n      .map(\n        (p): IPosition => ({\n          position_id: p.symbol,\n          product_id: encodePath('PERPETUAL', p.symbol),\n          datasource_id: 'ASTER',\n          direction: p.positionSide === 'BOTH' ? (+p.positionAmt > 0 ? 'LONG' : 'SHORT') : p.positionSide,\n          volume: Math.abs(+p.positionAmt),\n          free_volume: Math.abs(+p.positionAmt),\n          position_price: +p.entryPrice,\n          closable_price: Math.abs(+p.notional / +p.positionAmt),\n          floating_profit: +p.unrealizedProfit,\n          valuation: Math.abs(+p.notional),\n        }),\n      );\n    return {\n      money: {\n        currency: 'USD',\n        equity,\n        free,\n      },\n      positions,\n    };\n  },\n  { auto_refresh_interval: 1000 },\n);\n"]}

package/lib/api.d.ts

@@ -1,149 +0,0 @@
-/**
- * 获取账户信息
- *
- * 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
- */
-export declare const getFApiV4Account: (params: {}) => Promise<{
-    feeTier: number;
-    canTrade: boolean;
-    canDeposit: boolean;
-    canWithdraw: boolean;
-    updateTime: number;
-    totalInitialMargin: string;
-    totalMaintMargin: string;
-    totalWalletBalance: string;
-    totalUnrealizedProfit: string;
-    totalMarginBalance: string;
-    totalPositionInitialMargin: string;
-    totalOpenOrderInitialMargin: string;
-    totalCrossWalletBalance: string;
-    totalCrossUnPnl: string;
-    availableBalance: string;
-    maxWithdrawAmount: string;
-    assets: {
-        asset: string;
-        walletBalance: string;
-        unrealizedProfit: string;
-        marginBalance: string;
-        maintMargin: string;
-        initialMargin: string;
-        positionInitialMargin: string;
-        openOrderInitialMargin: string;
-        maxWithdrawAmount: string;
-        crossWalletBalance: string;
-        crossUnPnl: string;
-        availableBalance: string;
-        marginAvailable: boolean;
-        updateTime: number;
-    }[];
-    positions: {
-        symbol: string;
-        initialMargin: string;
-        maintMargin: string;
-        unrealizedProfit: string;
-        positionInitialMargin: string;
-        openOrderInitialMargin: string;
-        leverage: string;
-        isolated: boolean;
-        entryPrice: string;
-        maxNotional: string;
-        positionSide: 'BOTH' | 'LONG' | 'SHORT';
-        positionAmt: string;
-        notional: string;
-        isolatedWallet: string;
-        updateTime: number;
-    }[];
-}>;
-export declare const getFApiV2Balance: (params: {}) => Promise<{
-    accountAlias: string;
-    asset: string;
-    balance: string;
-    crossWalletBalance: string;
-    crossUnPnl: string;
-    availableBalance: string;
-    maxWithdrawAmount: string;
-    marginAvailable: boolean;
-    updateTime: number;
-}[]>;
-export declare const getFApiV1TickerPrice: (params: {}) => Promise<{
-    symbol: string;
-    price: string;
-    time?: number | undefined;
-}[]>;
-export declare const getFApiV1OpenInterest: (params: {
-    symbol: string;
-}) => Promise<{
-    symbol: string;
-    openInterest: string;
-    time: number;
-}>;
-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';
-    positionSide?: "LONG" | "BOTH" | "SHORT" | undefined;
-    type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET' | 'TRAILING_STOP_MARKET';
-    reduceOnly?: "true" | "false" | undefined;
-    quantity?: number | undefined;
-    price?: number | undefined;
-    timeInForce?: "GTC" | "IOC" | "FOK" | "GTX" | "HIDDEN" | undefined;
-}) => Promise<{}>;
-export declare const getFApiV1OpenOrders: (params: {
-    symbol?: string | undefined;
-}) => Promise<{
-    orderId: number;
-    clientOrderId: string;
-    price: string;
-    origQty: string;
-    executedQty: string;
-    status: string;
-    timeInForce: string;
-    type: string;
-    side: 'BUY' | 'SELL';
-    updateTime: number;
-    avgPrice: string;
-    reduceOnly?: boolean | undefined;
-    closePosition?: boolean | undefined;
-    positionSide?: "LONG" | "BOTH" | "SHORT" | undefined;
-    workingType?: string | undefined;
-    priceProtect?: boolean | undefined;
-    origType?: string | undefined;
-    stopPrice?: string | undefined;
-    symbol: string;
-}[]>;
-export declare const deleteFApiV1Order: (params: {
-    symbol: string;
-    orderId?: string | number | undefined;
-    origClientOrderId?: string | undefined;
-}) => Promise<{}>;
-/**
- * 获取交易对信息
- *
- * 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
- */
-export declare const getFApiV1ExchangeInfo: (params: {}) => Promise<{
-    symbols: {
-        symbol: string;
-        status: 'TRADING' | 'BREAK' | 'HALT';
-        baseAsset: string;
-        quoteAsset: string;
-        pricePrecision: number;
-        quantityPrecision: number;
-        baseAssetPrecision: number;
-        quotePrecision: number;
-        filters: {
-            [key: string]: any;
-            filterType: string;
-        }[];
-    }[];
-}>;
-//# sourceMappingURL=api.d.ts.map

package/lib/api.d.ts.map

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package/lib/api.js

@@ -1,58 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getFApiV1ExchangeInfo = exports.deleteFApiV1Order = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV1FundingRate = exports.getFApiV1OpenInterest = 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;
-const BASE_URL = 'https://fapi.asterdex.com';
-const request = async (type, method, endpoint, params = {}) => {
-    const needApiKey = type !== 'NONE';
-    const needSign = type === 'TRADE' || type === 'USER_DATA';
-    const url = new URL(BASE_URL);
-    url.pathname = endpoint;
-    for (const [key, value] of Object.entries(params)) {
-        if (value === undefined)
-            continue;
-        url.searchParams.set(key, `${value}`);
-    }
-    if (needSign) {
-        url.searchParams.set('timestamp', `${Date.now()}`);
-        const msg = url.search.slice(1); // 去掉开头的 '?'
-        const signature = await (0, utils_1.opensslEquivalentHMAC)(msg, SECRET_KEY);
-        url.searchParams.set('signature', signature);
-    }
-    console.info(url.toString());
-    const res = await fetch(url.toString(), {
-        method,
-        headers: needApiKey
-            ? {
-                'X-MBX-APIKEY': API_KEY,
-            }
-            : {},
-    }).then((response) => response.json());
-    if (res.code && res.code !== 0) {
-        throw JSON.stringify(res);
-    }
-    return res;
-};
-const createApi = (type, method, endpoint) => (params) => request(type, method, endpoint, params);
-/**
- * 获取账户信息
- *
- * 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
- */
-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.getFApiV1OpenInterest = createApi('MARKET_DATA', 'GET', '/fapi/v1/openInterest');
-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');
-/**
- * 获取交易对信息
- *
- * 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
- */
-exports.getFApiV1ExchangeInfo = createApi('NONE', 'GET', '/fapi/v1/exchangeInfo');
-//# sourceMappingURL=api.js.map

package/lib/api.js.map

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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 getFApiV1OpenInterest = createApi<\n  {\n    symbol: string;\n  },\n  {\n    symbol: string;\n    openInterest: string;\n    time: number;\n  }\n>('MARKET_DATA', 'GET', '/fapi/v1/openInterest');\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/cli.d.ts

@@ -1,3 +0,0 @@
-#!/usr/bin/env node
-import './index';
-//# sourceMappingURL=cli.d.ts.map

package/lib/cli.d.ts.map

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package/lib/cli.js

@@ -1,5 +0,0 @@
-#!/usr/bin/env node
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-require("./index");
-//# sourceMappingURL=cli.js.map

package/lib/cli.js.map

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package/lib/interest_rate.d.ts.map

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package/lib/interest_rate.js.map

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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-spot.d.ts

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

package/lib/order-spot.d.ts.map

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

package/lib/order-spot.js

@@ -1,40 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const protocol_1 = require("@yuants/protocol");
-const utils_1 = require("@yuants/utils");
-const account_spot_1 = require("./account-spot");
-const sapi_1 = require("./sapi");
-protocol_1.Terminal.fromNodeEnv().server.provideService('SubmitOrder', { required: ['account_id'], properties: { account_id: { type: 'string', const: account_spot_1.SPOT_ACCOUNT_ID } } }, async (msg) => {
-    var _a;
-    const order = msg.req;
-    const symbol = order.product_id;
-    const type = { MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' }[order.order_type];
-    if (!type)
-        throw new Error(`Unsupported order_type: ${order.order_type}`);
-    const side = { OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' }[order.order_direction];
-    if (!side)
-        throw new Error(`Unsupported order_direction: ${order.order_direction}`);
-    const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
-    const price = order.price;
-    let quantity = order.volume;
-    let quoteOrderQty;
-    if (type === 'MARKET' && side === 'BUY') {
-        const spotPrice = await (0, sapi_1.getApiV1TickerPrice)({});
-        const thePrice = (_a = spotPrice.find((x) => x.symbol === symbol)) === null || _a === void 0 ? void 0 : _a.price;
-        if (!thePrice)
-            throw new Error(`Cannot get price for symbol ${symbol}`);
-        quantity = undefined;
-        quoteOrderQty = (0, utils_1.roundToStep)(order.volume * +thePrice, 0.01);
-    }
-    await (0, sapi_1.postApiV1Order)({
-        symbol,
-        type,
-        side,
-        timeInForce,
-        price,
-        quantity,
-        quoteOrderQty,
-    });
-    return { res: { code: 0, message: 'OK' } };
-});
-//# sourceMappingURL=order-spot.js.map

package/lib/order-spot.js.map

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

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

package/lib/order.d.ts.map

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

package/lib/order.js

@@ -1,72 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const protocol_1 = require("@yuants/protocol");
-const utils_1 = require("@yuants/utils");
-const account_1 = require("./account");
-const api_1 = require("./api");
-const terminal = protocol_1.Terminal.fromNodeEnv();
-terminal.server.provideService('SubmitOrder', { required: ['account_id'], properties: { account_id: { type: 'string', const: account_1.ACCOUNT_ID } } }, async (msg) => {
-    var _a, _b, _c, _d, _e;
-    const order = msg.req;
-    const [, decodedSymbol] = (0, utils_1.decodePath)(order.product_id);
-    if (!decodedSymbol) {
-        throw new Error(`Invalid product_id: unable to decode symbol from "${order.product_id}"`);
-    }
-    const symbol = decodedSymbol;
-    const side = { OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' }[order.order_direction];
-    if (!side)
-        throw new Error(`Unsupported order_direction: ${order.order_direction}`);
-    const type = { MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' }[order.order_type];
-    if (!type)
-        throw new Error(`Unsupported order_type: ${order.order_type}`);
-    const quantity = order.volume;
-    const price = order.price;
-    const positionSide = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
-        ? 'LONG'
-        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
-            ? 'SHORT'
-            : undefined;
-    const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;
-    const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
-    const res = await (0, api_1.postFApiV1Order)({
-        symbol,
-        side,
-        type,
-        quantity,
-        price,
-        timeInForce,
-        positionSide,
-        reduceOnly,
-    });
-    const orderId = (_d = (_b = (_a = res === null || res === void 0 ? void 0 : res.orderId) !== null && _a !== void 0 ? _a : res === null || res === void 0 ? void 0 : res.order_id) !== null && _b !== void 0 ? _b : (_c = res === null || res === void 0 ? void 0 : res.data) === null || _c === void 0 ? void 0 : _c.orderId) !== null && _d !== void 0 ? _d : (_e = res === null || res === void 0 ? void 0 : res.data) === null || _e === void 0 ? void 0 : _e.order_id;
-    return {
-        res: {
-            code: 0,
-            message: 'OK',
-            data: orderId ? { order_id: `${orderId}` } : undefined,
-        },
-    };
-});
-terminal.server.provideService('CancelOrder', {
-    required: ['account_id', 'order_id', 'product_id'],
-    properties: {
-        account_id: { type: 'string', const: account_1.ACCOUNT_ID },
-        order_id: { type: ['string', 'number'] },
-        product_id: { type: 'string' },
-    },
-}, async (msg) => {
-    const order = msg.req;
-    const [, decodedSymbol] = (0, utils_1.decodePath)(order.product_id);
-    if (!decodedSymbol) {
-        throw new Error(`Invalid product_id: unable to decode symbol from "${order.product_id}"`);
-    }
-    if (!order.order_id) {
-        throw new Error('order_id is required for CancelOrder');
-    }
-    await (0, api_1.deleteFApiV1Order)({
-        symbol: decodedSymbol,
-        orderId: order.order_id,
-    });
-    return { res: { code: 0, message: 'OK' } };
-});
-//# sourceMappingURL=order.js.map

package/lib/order.js.map

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

package/lib/pending-orders.d.ts

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

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

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

package/lib/pending-orders.js

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

package/lib/pending-orders.js.map

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

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package/lib/product.js.map

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