@yuants/vendor-aster 0.7.20 → 0.7.22
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.
- package/dist/api/public-api.js +16 -9
- package/dist/api/public-api.js.map +1 -1
- package/dist/services/markets/product.js +56 -34
- package/dist/services/markets/product.js.map +1 -1
- package/lib/api/public-api.d.ts +6 -0
- package/lib/api/public-api.d.ts.map +1 -1
- package/lib/api/public-api.js +17 -10
- package/lib/api/public-api.js.map +1 -1
- package/lib/services/markets/product.d.ts.map +1 -1
- package/lib/services/markets/product.js +55 -33
- package/lib/services/markets/product.js.map +1 -1
- package/package.json +3 -3
- package/temp/package-deps.json +8 -8
package/dist/api/public-api.js
CHANGED
|
@@ -1,9 +1,8 @@
|
|
|
1
|
-
const BASE_URL = 'https://fapi.asterdex.com';
|
|
2
1
|
import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';
|
|
3
2
|
const MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
|
|
4
3
|
const terminal = Terminal.fromNodeEnv();
|
|
5
|
-
const request = async (method, endpoint, params = {}) => {
|
|
6
|
-
const url = new URL(
|
|
4
|
+
const request = async (method, baseUrl, endpoint, params = {}) => {
|
|
5
|
+
const url = new URL(baseUrl);
|
|
7
6
|
url.pathname = endpoint;
|
|
8
7
|
for (const [key, value] of Object.entries(params)) {
|
|
9
8
|
if (value === undefined)
|
|
@@ -20,34 +19,42 @@ const request = async (method, endpoint, params = {}) => {
|
|
|
20
19
|
}
|
|
21
20
|
return res;
|
|
22
21
|
};
|
|
23
|
-
const createApi = (method, endpoint) => (params) => request(method, endpoint, params);
|
|
22
|
+
const createApi = (baseUrl) => (method, endpoint) => (params) => request(method, baseUrl, endpoint, params);
|
|
23
|
+
const createFutureApi = createApi('https://fapi.asterdex.com');
|
|
24
|
+
const createSpotApi = createApi('https://sapi.asterdex.com');
|
|
24
25
|
/**
|
|
25
26
|
* 获取资金费率历史
|
|
26
27
|
*
|
|
27
28
|
* https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2
|
|
28
29
|
*/
|
|
29
|
-
export const getFApiV1FundingRate =
|
|
30
|
+
export const getFApiV1FundingRate = createFutureApi('GET', '/fapi/v1/fundingRate');
|
|
30
31
|
/**
|
|
31
32
|
* 获取交易对信息
|
|
32
33
|
*
|
|
33
34
|
* 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
|
|
34
35
|
*/
|
|
35
|
-
export const getFApiV1ExchangeInfo =
|
|
36
|
+
export const getFApiV1ExchangeInfo = createFutureApi('GET', '/fapi/v1/exchangeInfo');
|
|
37
|
+
/**
|
|
38
|
+
* 获取现货交易对信息
|
|
39
|
+
*
|
|
40
|
+
* https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145
|
|
41
|
+
*/
|
|
42
|
+
export const getApiV1ExchangeInfo = createSpotApi('GET', '/api/v1/exchangeInfo');
|
|
36
43
|
/**
|
|
37
44
|
* 获取未平仓合约数量
|
|
38
45
|
*
|
|
39
46
|
* 无 API 文档 (weird)
|
|
40
47
|
*/
|
|
41
|
-
export const getFApiV1OpenInterest =
|
|
48
|
+
export const getFApiV1OpenInterest = createFutureApi('GET', '/fapi/v1/openInterest');
|
|
42
49
|
/**
|
|
43
50
|
* 获取最新价格
|
|
44
51
|
*
|
|
45
52
|
* https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC
|
|
46
53
|
*/
|
|
47
|
-
export const getFApiV1TickerPrice =
|
|
54
|
+
export const getFApiV1TickerPrice = createFutureApi('GET', '/fapi/v1/ticker/price');
|
|
48
55
|
/**
|
|
49
56
|
* 获取资金费率
|
|
50
57
|
* https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md
|
|
51
58
|
*/
|
|
52
|
-
export const getFApiV1PremiumIndex =
|
|
59
|
+
export const getFApiV1PremiumIndex = createFutureApi('GET', '/fapi/v1/premiumIndex');
|
|
53
60
|
//# sourceMappingURL=public-api.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,
|
|
1
|
+
{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,wBAAwB,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAEtE,MAAM,0BAA0B,GAAG,wBAAwB,CAAC,OAAO,CACjE,gBAAgB,EAChB,0BAA0B,CAC3B,CAAC;AACF,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,OAAO,GAAG,KAAK,EACnB,MAAc,EACd,OAAe,EACf,QAAgB,EAChB,SAAc,EAAE,EACJ,EAAE;IACd,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,OAAO,CAAC,CAAC;IAC7B,GAAG,CAAC,QAAQ,GAAG,QAAQ,CAAC;IACxB,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;QACjD,IAAI,KAAK,KAAK,SAAS;YAAE,SAAS;QAClC,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,KAAK,EAAE,CAAC,CAAC;KACvC;IAED,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7B,0BAA0B,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,QAAQ,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC;IACnG,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAE;QACtC,MAAM;KACP,CAAC,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;IACvC,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC,EAAE;QAC9B,MAAM,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;KAC3B;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEF,MAAM,SAAS,GACb,CAAC,OAAe,EAAE,EAAE,CACpB,CAAa,MAAc,EAAE,QAAgB,EAAE,EAAE,CACjD,CAAC,MAAY,EAAE,EAAE,CACf,OAAO,CAAO,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAErD,MAAM,eAAe,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAC/D,MAAM,aAAa,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAE7D;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,eAAe,CAYjD,KAAK,EAAE,sBAAsB,CAAC,CAAC;AA2BjC;;;;GAIG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,eAAe,CAAyB,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAE7G;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,aAAa,CAAyB,KAAK,EAAE,sBAAsB,CAAC,CAAC;AAEzG;;;;GAIG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,eAAe,CASlD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,eAAe,CAOjD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;GAGG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,eAAe,CAwBlD,KAAK,EAAE,uBAAuB,CAAC,CAAC","sourcesContent":["import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n 'aster_api_call',\n 'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\nconst request = async <T>(\n method: string,\n baseUrl: string,\n endpoint: string,\n params: any = {},\n): Promise<T> => {\n const url = new URL(baseUrl);\n url.pathname = endpoint;\n for (const [key, value] of Object.entries(params)) {\n if (value === undefined) continue;\n url.searchParams.set(key, `${value}`);\n }\n\n console.info(url.toString());\n MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n const res = await fetch(url.toString(), {\n method,\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 (baseUrl: string) =>\n <TReq, TRes>(method: string, endpoint: string) =>\n (params: TReq) =>\n request<TRes>(method, baseUrl, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取资金费率历史\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = createFutureApi<\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>('GET', '/fapi/v1/fundingRate');\n\nexport interface IAsterRateLimit {\n rateLimitType?: string;\n interval?: string;\n intervalNum?: number;\n limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\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 rateLimits?: IAsterRateLimit[];\n}\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 = createFutureApi<{}, IAsterExchangeInfo>('GET', '/fapi/v1/exchangeInfo');\n\n/**\n * 获取现货交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = createSpotApi<{}, IAsterExchangeInfo>('GET', '/api/v1/exchangeInfo');\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n */\nexport const getFApiV1OpenInterest = createFutureApi<\n {\n symbol: string;\n },\n {\n symbol: string;\n openInterest: string;\n time: number;\n }\n>('GET', '/fapi/v1/openInterest');\n\n/**\n * 获取最新价格\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = createFutureApi<\n {},\n {\n symbol: string;\n price: string;\n time?: number;\n }[]\n>('GET', '/fapi/v1/ticker/price');\n\n/**\n * 获取资金费率\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = createFutureApi<\n {\n symbol?: string;\n },\n | {\n symbol: string; // 交易对\n markPrice: string; // 标记价格\n indexPrice: string; // 指数价格\n estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n lastFundingRate: string; // 最近更新的资金费率\n nextFundingTime: number; // 下次资金费时间\n interestRate: string; // 标的资产基础利率\n time: number; // 更新时间\n }\n | {\n symbol: string; // 交易对\n markPrice: string; // 标记价格\n indexPrice: string; // 指数价格\n estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n lastFundingRate: string; // 最近更新的资金费率\n nextFundingTime: number; // 下次资金费时间\n interestRate: string; // 标的资产基础利率\n time: number; // 更新时间\n }[]\n>('GET', '/fapi/v1/premiumIndex');\n"]}
|
|
@@ -1,40 +1,62 @@
|
|
|
1
|
-
import { Terminal } from '@yuants/protocol';
|
|
2
1
|
import { encodePath } from '@yuants/utils';
|
|
3
|
-
import { getFApiV1ExchangeInfo } from '../../api/public-api';
|
|
4
|
-
const terminal = Terminal.fromNodeEnv();
|
|
2
|
+
import { getApiV1ExchangeInfo, getFApiV1ExchangeInfo } from '../../api/public-api';
|
|
5
3
|
export const listProducts = async () => {
|
|
6
|
-
|
|
7
|
-
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
.map((symbol) => {
|
|
12
|
-
// Find price filter for price step
|
|
4
|
+
const [perpExchangeInfo, spotExchangeInfo] = await Promise.all([
|
|
5
|
+
getFApiV1ExchangeInfo({}),
|
|
6
|
+
getApiV1ExchangeInfo({}),
|
|
7
|
+
]);
|
|
8
|
+
const pickPriceStep = (symbol) => {
|
|
13
9
|
const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');
|
|
14
|
-
|
|
15
|
-
|
|
10
|
+
return priceFilter ? +priceFilter.tickSize : Number(`1e-${symbol.pricePrecision}`);
|
|
11
|
+
};
|
|
12
|
+
const pickVolumeStep = (symbol) => {
|
|
16
13
|
const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
14
|
+
return lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);
|
|
15
|
+
};
|
|
16
|
+
const perpProducts = perpExchangeInfo.symbols
|
|
17
|
+
.filter((symbol) => symbol.status === 'TRADING')
|
|
18
|
+
.map((symbol) => ({
|
|
19
|
+
datasource_id: 'ASTER',
|
|
20
|
+
product_id: encodePath('ASTER', 'PERP', symbol.symbol),
|
|
21
|
+
name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
|
|
22
|
+
quote_currency: symbol.quoteAsset,
|
|
23
|
+
base_currency: symbol.baseAsset,
|
|
24
|
+
value_scale_unit: '',
|
|
25
|
+
value_based_cost: 0,
|
|
26
|
+
volume_based_cost: 0,
|
|
27
|
+
max_volume: 0,
|
|
28
|
+
price_step: pickPriceStep(symbol),
|
|
29
|
+
volume_step: pickVolumeStep(symbol),
|
|
30
|
+
value_scale: 1,
|
|
31
|
+
allow_long: true,
|
|
32
|
+
allow_short: true,
|
|
33
|
+
margin_rate: 0.1,
|
|
34
|
+
max_position: 0,
|
|
35
|
+
market_id: 'ASTER/PERPETUAL',
|
|
36
|
+
no_interest_rate: false,
|
|
37
|
+
}));
|
|
38
|
+
const spotProducts = spotExchangeInfo.symbols
|
|
39
|
+
.filter((symbol) => symbol.status === 'TRADING')
|
|
40
|
+
.map((symbol) => ({
|
|
41
|
+
datasource_id: 'ASTER',
|
|
42
|
+
product_id: encodePath('ASTER', 'SPOT', symbol.symbol),
|
|
43
|
+
name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,
|
|
44
|
+
quote_currency: symbol.quoteAsset,
|
|
45
|
+
base_currency: symbol.baseAsset,
|
|
46
|
+
value_scale_unit: '',
|
|
47
|
+
value_based_cost: 0,
|
|
48
|
+
volume_based_cost: 0,
|
|
49
|
+
max_volume: 0,
|
|
50
|
+
price_step: pickPriceStep(symbol),
|
|
51
|
+
volume_step: pickVolumeStep(symbol),
|
|
52
|
+
value_scale: 1,
|
|
53
|
+
allow_long: true,
|
|
54
|
+
allow_short: false,
|
|
55
|
+
margin_rate: 1,
|
|
56
|
+
max_position: 0,
|
|
57
|
+
market_id: 'ASTER/SPOT',
|
|
58
|
+
no_interest_rate: true,
|
|
59
|
+
}));
|
|
60
|
+
return [...perpProducts, ...spotProducts];
|
|
39
61
|
};
|
|
40
62
|
//# sourceMappingURL=product.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,
|
|
1
|
+
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,oBAAoB,EAAE,qBAAqB,EAAE,MAAM,sBAAsB,CAAC;AAEnF,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,IAAyB,EAAE;IAC1D,MAAM,CAAC,gBAAgB,EAAE,gBAAgB,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC7D,qBAAqB,CAAC,EAAE,CAAC;QACzB,oBAAoB,CAAC,EAAE,CAAC;KACzB,CAAC,CAAC;IAEH,MAAM,aAAa,GAAG,CAAC,MAGtB,EAAE,EAAE;QACH,MAAM,WAAW,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,cAAc,CAAC,CAAC;QAC1F,OAAO,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,QAAS,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE,CAAC,CAAC;IACtF,CAAC,CAAC;IAEF,MAAM,cAAc,GAAG,CAAC,MAGvB,EAAE,EAAE;QACH,MAAM,aAAa,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QACxF,OAAO,aAAa,CAAC,CAAC,CAAC,CAAC,aAAa,CAAC,QAAS,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE,CAAC,CAAC;IAC7F,CAAC,CAAC;IAEF,MAAM,YAAY,GAAe,gBAAgB,CAAC,OAAO;SACtD,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,KAAK,SAAS,CAAC;SAC/C,GAAG,CACF,CAAC,MAAM,EAAY,EAAE,CAAC,CAAC;QACrB,aAAa,EAAE,OAAO;QACtB,UAAU,EAAE,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;QACtD,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;QACrD,cAAc,EAAE,MAAM,CAAC,UAAU;QACjC,aAAa,EAAE,MAAM,CAAC,SAAS;QAC/B,gBAAgB,EAAE,EAAE;QACpB,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,aAAa,CAAC,MAAM,CAAC;QACjC,WAAW,EAAE,cAAc,CAAC,MAAM,CAAC;QACnC,WAAW,EAAE,CAAC;QACd,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,IAAI;QACjB,WAAW,EAAE,GAAG;QAChB,YAAY,EAAE,CAAC;QACf,SAAS,EAAE,iBAAiB;QAC5B,gBAAgB,EAAE,KAAK;KACxB,CAAC,CACH,CAAC;IAEJ,MAAM,YAAY,GAAe,gBAAgB,CAAC,OAAO;SACtD,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,KAAK,SAAS,CAAC;SAC/C,GAAG,CACF,CAAC,MAAM,EAAY,EAAE,CAAC,CAAC;QACrB,aAAa,EAAE,OAAO;QACtB,UAAU,EAAE,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;QACtD,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;QACrD,cAAc,EAAE,MAAM,CAAC,UAAU;QACjC,aAAa,EAAE,MAAM,CAAC,SAAS;QAC/B,gBAAgB,EAAE,EAAE;QACpB,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,aAAa,CAAC,MAAM,CAAC;QACjC,WAAW,EAAE,cAAc,CAAC,MAAM,CAAC;QACnC,WAAW,EAAE,CAAC;QACd,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,KAAK;QAClB,WAAW,EAAE,CAAC;QACd,YAAY,EAAE,CAAC;QACf,SAAS,EAAE,YAAY;QACvB,gBAAgB,EAAE,IAAI;KACvB,CAAC,CACH,CAAC;IAEJ,OAAO,CAAC,GAAG,YAAY,EAAE,GAAG,YAAY,CAAC,CAAC;AAC5C,CAAC,CAAC","sourcesContent":["import { IProduct } from '@yuants/data-product';\nimport { encodePath } from '@yuants/utils';\nimport { getApiV1ExchangeInfo, getFApiV1ExchangeInfo } from '../../api/public-api';\n\nexport const listProducts = async (): Promise<IProduct[]> => {\n const [perpExchangeInfo, spotExchangeInfo] = await Promise.all([\n getFApiV1ExchangeInfo({}),\n getApiV1ExchangeInfo({}),\n ]);\n\n const pickPriceStep = (symbol: {\n filters: { filterType: string; tickSize?: string }[];\n pricePrecision: number;\n }) => {\n const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');\n return priceFilter ? +priceFilter.tickSize! : Number(`1e-${symbol.pricePrecision}`);\n };\n\n const pickVolumeStep = (symbol: {\n filters: { filterType: string; stepSize?: string }[];\n quantityPrecision: number;\n }) => {\n const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');\n return lotSizeFilter ? +lotSizeFilter.stepSize! : Number(`1e-${symbol.quantityPrecision}`);\n };\n\n const perpProducts: IProduct[] = perpExchangeInfo.symbols\n .filter((symbol) => symbol.status === 'TRADING')\n .map(\n (symbol): IProduct => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP', symbol.symbol),\n name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n quote_currency: symbol.quoteAsset,\n base_currency: symbol.baseAsset,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_volume: 0,\n price_step: pickPriceStep(symbol),\n volume_step: pickVolumeStep(symbol),\n value_scale: 1,\n allow_long: true,\n allow_short: true,\n margin_rate: 0.1,\n max_position: 0,\n market_id: 'ASTER/PERPETUAL',\n no_interest_rate: false,\n }),\n );\n\n const spotProducts: IProduct[] = spotExchangeInfo.symbols\n .filter((symbol) => symbol.status === 'TRADING')\n .map(\n (symbol): IProduct => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'SPOT', symbol.symbol),\n name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,\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: pickPriceStep(symbol),\n volume_step: pickVolumeStep(symbol),\n value_scale: 1,\n allow_long: true,\n allow_short: false,\n margin_rate: 1,\n max_position: 0,\n market_id: 'ASTER/SPOT',\n no_interest_rate: true,\n }),\n );\n\n return [...perpProducts, ...spotProducts];\n};\n"]}
|
package/lib/api/public-api.d.ts
CHANGED
|
@@ -42,6 +42,12 @@ export interface IAsterExchangeInfo {
|
|
|
42
42
|
* 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
|
|
43
43
|
*/
|
|
44
44
|
export declare const getFApiV1ExchangeInfo: (params: {}) => Promise<IAsterExchangeInfo>;
|
|
45
|
+
/**
|
|
46
|
+
* 获取现货交易对信息
|
|
47
|
+
*
|
|
48
|
+
* https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145
|
|
49
|
+
*/
|
|
50
|
+
export declare const getApiV1ExchangeInfo: (params: {}) => Promise<IAsterExchangeInfo>;
|
|
45
51
|
/**
|
|
46
52
|
* 获取未平仓合约数量
|
|
47
53
|
*
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"public-api.d.ts","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"public-api.d.ts","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAwCA;;;;GAIG;AACH,eAAO,MAAM,oBAAoB;;;;;;YAQrB,MAAM;iBACD,MAAM;iBACN,MAAM;IAES,CAAC;AAEjC,MAAM,WAAW,eAAe;IAC9B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,kBAAkB;IACjC,OAAO,EAAE;QACP,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,EAAE,SAAS,GAAG,OAAO,GAAG,MAAM,CAAC;QACrC,SAAS,EAAE,MAAM,CAAC;QAClB,UAAU,EAAE,MAAM,CAAC;QACnB,cAAc,EAAE,MAAM,CAAC;QACvB,iBAAiB,EAAE,MAAM,CAAC;QAC1B,kBAAkB,EAAE,MAAM,CAAC;QAC3B,cAAc,EAAE,MAAM,CAAC;QACvB,OAAO,EAAE;YACP,UAAU,EAAE,MAAM,CAAC;YACnB,CAAC,GAAG,EAAE,MAAM,GAAG,GAAG,CAAC;SACpB,EAAE,CAAC;KACL,EAAE,CAAC;IACJ,UAAU,CAAC,EAAE,eAAe,EAAE,CAAC;CAChC;AAED;;;;GAIG;AACH,eAAO,MAAM,qBAAqB,6CAA0E,CAAC;AAE7G;;;;GAIG;AACH,eAAO,MAAM,oBAAoB,6CAAuE,CAAC;AAEzG;;;;GAIG;AACH,eAAO,MAAM,qBAAqB;YAEtB,MAAM;;YAGN,MAAM;kBACA,MAAM;UACd,MAAM;EAEiB,CAAC;AAElC;;;;GAIG;AACH,eAAO,MAAM,oBAAoB;YAGrB,MAAM;WACP,MAAM;;IAGgB,CAAC;AAElC;;;GAGG;AACH,eAAO,MAAM,qBAAqB;;;YAKpB,MAAM;eACH,MAAM;gBACL,MAAM;0BACI,MAAM;qBACX,MAAM;qBACN,MAAM;kBACT,MAAM;UACd,MAAM;;YAGJ,MAAM;eACH,MAAM;gBACL,MAAM;0BACI,MAAM;qBACX,MAAM;qBACN,MAAM;kBACT,MAAM;UACd,MAAM;IAEe,CAAC"}
|
package/lib/api/public-api.js
CHANGED
|
@@ -1,12 +1,11 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.getFApiV1PremiumIndex = exports.getFApiV1TickerPrice = exports.getFApiV1OpenInterest = exports.getFApiV1ExchangeInfo = exports.getFApiV1FundingRate = void 0;
|
|
4
|
-
const BASE_URL = 'https://fapi.asterdex.com';
|
|
3
|
+
exports.getFApiV1PremiumIndex = exports.getFApiV1TickerPrice = exports.getFApiV1OpenInterest = exports.getApiV1ExchangeInfo = exports.getFApiV1ExchangeInfo = exports.getFApiV1FundingRate = void 0;
|
|
5
4
|
const protocol_1 = require("@yuants/protocol");
|
|
6
5
|
const MetricsAsterApiCallCounter = protocol_1.GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
|
|
7
6
|
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
8
|
-
const request = async (method, endpoint, params = {}) => {
|
|
9
|
-
const url = new URL(
|
|
7
|
+
const request = async (method, baseUrl, endpoint, params = {}) => {
|
|
8
|
+
const url = new URL(baseUrl);
|
|
10
9
|
url.pathname = endpoint;
|
|
11
10
|
for (const [key, value] of Object.entries(params)) {
|
|
12
11
|
if (value === undefined)
|
|
@@ -23,34 +22,42 @@ const request = async (method, endpoint, params = {}) => {
|
|
|
23
22
|
}
|
|
24
23
|
return res;
|
|
25
24
|
};
|
|
26
|
-
const createApi = (method, endpoint) => (params) => request(method, endpoint, params);
|
|
25
|
+
const createApi = (baseUrl) => (method, endpoint) => (params) => request(method, baseUrl, endpoint, params);
|
|
26
|
+
const createFutureApi = createApi('https://fapi.asterdex.com');
|
|
27
|
+
const createSpotApi = createApi('https://sapi.asterdex.com');
|
|
27
28
|
/**
|
|
28
29
|
* 获取资金费率历史
|
|
29
30
|
*
|
|
30
31
|
* https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2
|
|
31
32
|
*/
|
|
32
|
-
exports.getFApiV1FundingRate =
|
|
33
|
+
exports.getFApiV1FundingRate = createFutureApi('GET', '/fapi/v1/fundingRate');
|
|
33
34
|
/**
|
|
34
35
|
* 获取交易对信息
|
|
35
36
|
*
|
|
36
37
|
* 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
|
|
37
38
|
*/
|
|
38
|
-
exports.getFApiV1ExchangeInfo =
|
|
39
|
+
exports.getFApiV1ExchangeInfo = createFutureApi('GET', '/fapi/v1/exchangeInfo');
|
|
40
|
+
/**
|
|
41
|
+
* 获取现货交易对信息
|
|
42
|
+
*
|
|
43
|
+
* https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145
|
|
44
|
+
*/
|
|
45
|
+
exports.getApiV1ExchangeInfo = createSpotApi('GET', '/api/v1/exchangeInfo');
|
|
39
46
|
/**
|
|
40
47
|
* 获取未平仓合约数量
|
|
41
48
|
*
|
|
42
49
|
* 无 API 文档 (weird)
|
|
43
50
|
*/
|
|
44
|
-
exports.getFApiV1OpenInterest =
|
|
51
|
+
exports.getFApiV1OpenInterest = createFutureApi('GET', '/fapi/v1/openInterest');
|
|
45
52
|
/**
|
|
46
53
|
* 获取最新价格
|
|
47
54
|
*
|
|
48
55
|
* https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC
|
|
49
56
|
*/
|
|
50
|
-
exports.getFApiV1TickerPrice =
|
|
57
|
+
exports.getFApiV1TickerPrice = createFutureApi('GET', '/fapi/v1/ticker/price');
|
|
51
58
|
/**
|
|
52
59
|
* 获取资金费率
|
|
53
60
|
* https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md
|
|
54
61
|
*/
|
|
55
|
-
exports.getFApiV1PremiumIndex =
|
|
62
|
+
exports.getFApiV1PremiumIndex = createFutureApi('GET', '/fapi/v1/premiumIndex');
|
|
56
63
|
//# sourceMappingURL=public-api.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA
|
|
1
|
+
{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA,+CAAsE;AAEtE,MAAM,0BAA0B,GAAG,mCAAwB,CAAC,OAAO,CACjE,gBAAgB,EAChB,0BAA0B,CAC3B,CAAC;AACF,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,OAAO,GAAG,KAAK,EACnB,MAAc,EACd,OAAe,EACf,QAAgB,EAChB,SAAc,EAAE,EACJ,EAAE;IACd,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,OAAO,CAAC,CAAC;IAC7B,GAAG,CAAC,QAAQ,GAAG,QAAQ,CAAC;IACxB,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;QACjD,IAAI,KAAK,KAAK,SAAS;YAAE,SAAS;QAClC,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,KAAK,EAAE,CAAC,CAAC;KACvC;IAED,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7B,0BAA0B,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,QAAQ,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC;IACnG,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAE;QACtC,MAAM;KACP,CAAC,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;IACvC,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC,EAAE;QAC9B,MAAM,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;KAC3B;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEF,MAAM,SAAS,GACb,CAAC,OAAe,EAAE,EAAE,CACpB,CAAa,MAAc,EAAE,QAAgB,EAAE,EAAE,CACjD,CAAC,MAAY,EAAE,EAAE,CACf,OAAO,CAAO,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAErD,MAAM,eAAe,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAC/D,MAAM,aAAa,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAE7D;;;;GAIG;AACU,QAAA,oBAAoB,GAAG,eAAe,CAYjD,KAAK,EAAE,sBAAsB,CAAC,CAAC;AA2BjC;;;;GAIG;AACU,QAAA,qBAAqB,GAAG,eAAe,CAAyB,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAE7G;;;;GAIG;AACU,QAAA,oBAAoB,GAAG,aAAa,CAAyB,KAAK,EAAE,sBAAsB,CAAC,CAAC;AAEzG;;;;GAIG;AACU,QAAA,qBAAqB,GAAG,eAAe,CASlD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;;GAIG;AACU,QAAA,oBAAoB,GAAG,eAAe,CAOjD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;GAGG;AACU,QAAA,qBAAqB,GAAG,eAAe,CAwBlD,KAAK,EAAE,uBAAuB,CAAC,CAAC","sourcesContent":["import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n 'aster_api_call',\n 'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\nconst request = async <T>(\n method: string,\n baseUrl: string,\n endpoint: string,\n params: any = {},\n): Promise<T> => {\n const url = new URL(baseUrl);\n url.pathname = endpoint;\n for (const [key, value] of Object.entries(params)) {\n if (value === undefined) continue;\n url.searchParams.set(key, `${value}`);\n }\n\n console.info(url.toString());\n MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n const res = await fetch(url.toString(), {\n method,\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 (baseUrl: string) =>\n <TReq, TRes>(method: string, endpoint: string) =>\n (params: TReq) =>\n request<TRes>(method, baseUrl, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取资金费率历史\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = createFutureApi<\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>('GET', '/fapi/v1/fundingRate');\n\nexport interface IAsterRateLimit {\n rateLimitType?: string;\n interval?: string;\n intervalNum?: number;\n limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\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 rateLimits?: IAsterRateLimit[];\n}\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 = createFutureApi<{}, IAsterExchangeInfo>('GET', '/fapi/v1/exchangeInfo');\n\n/**\n * 获取现货交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = createSpotApi<{}, IAsterExchangeInfo>('GET', '/api/v1/exchangeInfo');\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n */\nexport const getFApiV1OpenInterest = createFutureApi<\n {\n symbol: string;\n },\n {\n symbol: string;\n openInterest: string;\n time: number;\n }\n>('GET', '/fapi/v1/openInterest');\n\n/**\n * 获取最新价格\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = createFutureApi<\n {},\n {\n symbol: string;\n price: string;\n time?: number;\n }[]\n>('GET', '/fapi/v1/ticker/price');\n\n/**\n * 获取资金费率\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = createFutureApi<\n {\n symbol?: string;\n },\n | {\n symbol: string; // 交易对\n markPrice: string; // 标记价格\n indexPrice: string; // 指数价格\n estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n lastFundingRate: string; // 最近更新的资金费率\n nextFundingTime: number; // 下次资金费时间\n interestRate: string; // 标的资产基础利率\n time: number; // 更新时间\n }\n | {\n symbol: string; // 交易对\n markPrice: string; // 标记价格\n indexPrice: string; // 指数价格\n estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n lastFundingRate: string; // 最近更新的资金费率\n nextFundingTime: number; // 下次资金费时间\n interestRate: string; // 标的资产基础利率\n time: number; // 更新时间\n }[]\n>('GET', '/fapi/v1/premiumIndex');\n"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;
|
|
1
|
+
{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAIhD,eAAO,MAAM,YAAY,QAAa,QAAQ,QAAQ,EAAE,CAyEvD,CAAC"}
|
|
@@ -1,44 +1,66 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.listProducts = void 0;
|
|
4
|
-
const protocol_1 = require("@yuants/protocol");
|
|
5
4
|
const utils_1 = require("@yuants/utils");
|
|
6
5
|
const public_api_1 = require("../../api/public-api");
|
|
7
|
-
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
8
6
|
const listProducts = async () => {
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
|
|
13
|
-
|
|
14
|
-
.map((symbol) => {
|
|
15
|
-
// Find price filter for price step
|
|
7
|
+
const [perpExchangeInfo, spotExchangeInfo] = await Promise.all([
|
|
8
|
+
(0, public_api_1.getFApiV1ExchangeInfo)({}),
|
|
9
|
+
(0, public_api_1.getApiV1ExchangeInfo)({}),
|
|
10
|
+
]);
|
|
11
|
+
const pickPriceStep = (symbol) => {
|
|
16
12
|
const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');
|
|
17
|
-
|
|
18
|
-
|
|
13
|
+
return priceFilter ? +priceFilter.tickSize : Number(`1e-${symbol.pricePrecision}`);
|
|
14
|
+
};
|
|
15
|
+
const pickVolumeStep = (symbol) => {
|
|
19
16
|
const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
|
|
41
|
-
|
|
17
|
+
return lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);
|
|
18
|
+
};
|
|
19
|
+
const perpProducts = perpExchangeInfo.symbols
|
|
20
|
+
.filter((symbol) => symbol.status === 'TRADING')
|
|
21
|
+
.map((symbol) => ({
|
|
22
|
+
datasource_id: 'ASTER',
|
|
23
|
+
product_id: (0, utils_1.encodePath)('ASTER', 'PERP', symbol.symbol),
|
|
24
|
+
name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
|
|
25
|
+
quote_currency: symbol.quoteAsset,
|
|
26
|
+
base_currency: symbol.baseAsset,
|
|
27
|
+
value_scale_unit: '',
|
|
28
|
+
value_based_cost: 0,
|
|
29
|
+
volume_based_cost: 0,
|
|
30
|
+
max_volume: 0,
|
|
31
|
+
price_step: pickPriceStep(symbol),
|
|
32
|
+
volume_step: pickVolumeStep(symbol),
|
|
33
|
+
value_scale: 1,
|
|
34
|
+
allow_long: true,
|
|
35
|
+
allow_short: true,
|
|
36
|
+
margin_rate: 0.1,
|
|
37
|
+
max_position: 0,
|
|
38
|
+
market_id: 'ASTER/PERPETUAL',
|
|
39
|
+
no_interest_rate: false,
|
|
40
|
+
}));
|
|
41
|
+
const spotProducts = spotExchangeInfo.symbols
|
|
42
|
+
.filter((symbol) => symbol.status === 'TRADING')
|
|
43
|
+
.map((symbol) => ({
|
|
44
|
+
datasource_id: 'ASTER',
|
|
45
|
+
product_id: (0, utils_1.encodePath)('ASTER', 'SPOT', symbol.symbol),
|
|
46
|
+
name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,
|
|
47
|
+
quote_currency: symbol.quoteAsset,
|
|
48
|
+
base_currency: symbol.baseAsset,
|
|
49
|
+
value_scale_unit: '',
|
|
50
|
+
value_based_cost: 0,
|
|
51
|
+
volume_based_cost: 0,
|
|
52
|
+
max_volume: 0,
|
|
53
|
+
price_step: pickPriceStep(symbol),
|
|
54
|
+
volume_step: pickVolumeStep(symbol),
|
|
55
|
+
value_scale: 1,
|
|
56
|
+
allow_long: true,
|
|
57
|
+
allow_short: false,
|
|
58
|
+
margin_rate: 1,
|
|
59
|
+
max_position: 0,
|
|
60
|
+
market_id: 'ASTER/SPOT',
|
|
61
|
+
no_interest_rate: true,
|
|
62
|
+
}));
|
|
63
|
+
return [...perpProducts, ...spotProducts];
|
|
42
64
|
};
|
|
43
65
|
exports.listProducts = listProducts;
|
|
44
66
|
//# sourceMappingURL=product.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":";;;AACA
|
|
1
|
+
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,qDAAmF;AAE5E,MAAM,YAAY,GAAG,KAAK,IAAyB,EAAE;IAC1D,MAAM,CAAC,gBAAgB,EAAE,gBAAgB,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC7D,IAAA,kCAAqB,EAAC,EAAE,CAAC;QACzB,IAAA,iCAAoB,EAAC,EAAE,CAAC;KACzB,CAAC,CAAC;IAEH,MAAM,aAAa,GAAG,CAAC,MAGtB,EAAE,EAAE;QACH,MAAM,WAAW,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,cAAc,CAAC,CAAC;QAC1F,OAAO,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,QAAS,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE,CAAC,CAAC;IACtF,CAAC,CAAC;IAEF,MAAM,cAAc,GAAG,CAAC,MAGvB,EAAE,EAAE;QACH,MAAM,aAAa,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;QACxF,OAAO,aAAa,CAAC,CAAC,CAAC,CAAC,aAAa,CAAC,QAAS,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE,CAAC,CAAC;IAC7F,CAAC,CAAC;IAEF,MAAM,YAAY,GAAe,gBAAgB,CAAC,OAAO;SACtD,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,KAAK,SAAS,CAAC;SAC/C,GAAG,CACF,CAAC,MAAM,EAAY,EAAE,CAAC,CAAC;QACrB,aAAa,EAAE,OAAO;QACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;QACtD,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;QACrD,cAAc,EAAE,MAAM,CAAC,UAAU;QACjC,aAAa,EAAE,MAAM,CAAC,SAAS;QAC/B,gBAAgB,EAAE,EAAE;QACpB,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,aAAa,CAAC,MAAM,CAAC;QACjC,WAAW,EAAE,cAAc,CAAC,MAAM,CAAC;QACnC,WAAW,EAAE,CAAC;QACd,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,IAAI;QACjB,WAAW,EAAE,GAAG;QAChB,YAAY,EAAE,CAAC;QACf,SAAS,EAAE,iBAAiB;QAC5B,gBAAgB,EAAE,KAAK;KACxB,CAAC,CACH,CAAC;IAEJ,MAAM,YAAY,GAAe,gBAAgB,CAAC,OAAO;SACtD,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,KAAK,SAAS,CAAC;SAC/C,GAAG,CACF,CAAC,MAAM,EAAY,EAAE,CAAC,CAAC;QACrB,aAAa,EAAE,OAAO;QACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;QACtD,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;QACrD,cAAc,EAAE,MAAM,CAAC,UAAU;QACjC,aAAa,EAAE,MAAM,CAAC,SAAS;QAC/B,gBAAgB,EAAE,EAAE;QACpB,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,aAAa,CAAC,MAAM,CAAC;QACjC,WAAW,EAAE,cAAc,CAAC,MAAM,CAAC;QACnC,WAAW,EAAE,CAAC;QACd,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,KAAK;QAClB,WAAW,EAAE,CAAC;QACd,YAAY,EAAE,CAAC;QACf,SAAS,EAAE,YAAY;QACvB,gBAAgB,EAAE,IAAI;KACvB,CAAC,CACH,CAAC;IAEJ,OAAO,CAAC,GAAG,YAAY,EAAE,GAAG,YAAY,CAAC,CAAC;AAC5C,CAAC,CAAC;AAzEW,QAAA,YAAY,gBAyEvB","sourcesContent":["import { IProduct } from '@yuants/data-product';\nimport { encodePath } from '@yuants/utils';\nimport { getApiV1ExchangeInfo, getFApiV1ExchangeInfo } from '../../api/public-api';\n\nexport const listProducts = async (): Promise<IProduct[]> => {\n const [perpExchangeInfo, spotExchangeInfo] = await Promise.all([\n getFApiV1ExchangeInfo({}),\n getApiV1ExchangeInfo({}),\n ]);\n\n const pickPriceStep = (symbol: {\n filters: { filterType: string; tickSize?: string }[];\n pricePrecision: number;\n }) => {\n const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');\n return priceFilter ? +priceFilter.tickSize! : Number(`1e-${symbol.pricePrecision}`);\n };\n\n const pickVolumeStep = (symbol: {\n filters: { filterType: string; stepSize?: string }[];\n quantityPrecision: number;\n }) => {\n const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');\n return lotSizeFilter ? +lotSizeFilter.stepSize! : Number(`1e-${symbol.quantityPrecision}`);\n };\n\n const perpProducts: IProduct[] = perpExchangeInfo.symbols\n .filter((symbol) => symbol.status === 'TRADING')\n .map(\n (symbol): IProduct => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP', 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: pickPriceStep(symbol),\n volume_step: pickVolumeStep(symbol),\n value_scale: 1,\n allow_long: true,\n allow_short: true,\n margin_rate: 0.1,\n max_position: 0,\n market_id: 'ASTER/PERPETUAL',\n no_interest_rate: false,\n }),\n );\n\n const spotProducts: IProduct[] = spotExchangeInfo.symbols\n .filter((symbol) => symbol.status === 'TRADING')\n .map(\n (symbol): IProduct => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'SPOT', symbol.symbol),\n name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,\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: pickPriceStep(symbol),\n volume_step: pickVolumeStep(symbol),\n value_scale: 1,\n allow_long: true,\n allow_short: false,\n margin_rate: 1,\n max_position: 0,\n market_id: 'ASTER/SPOT',\n no_interest_rate: true,\n }),\n );\n\n return [...perpProducts, ...spotProducts];\n};\n"]}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/vendor-aster",
|
|
3
|
-
"version": "0.7.
|
|
3
|
+
"version": "0.7.22",
|
|
4
4
|
"main": "lib/index.js",
|
|
5
5
|
"files": [
|
|
6
6
|
"dist",
|
|
@@ -10,7 +10,7 @@
|
|
|
10
10
|
"dependencies": {
|
|
11
11
|
"@yuants/protocol": "0.53.2",
|
|
12
12
|
"@yuants/cache": "0.3.3",
|
|
13
|
-
"@yuants/data-account": "0.
|
|
13
|
+
"@yuants/data-account": "0.9.0",
|
|
14
14
|
"@yuants/utils": "0.14.0",
|
|
15
15
|
"@yuants/data-series": "0.3.51",
|
|
16
16
|
"@yuants/sql": "0.9.30",
|
|
@@ -20,7 +20,7 @@
|
|
|
20
20
|
"@yuants/data-interest-rate": "0.1.48",
|
|
21
21
|
"@yuants/transfer": "0.2.39",
|
|
22
22
|
"@yuants/data-quote": "0.2.43",
|
|
23
|
-
"@yuants/exchange": "0.
|
|
23
|
+
"@yuants/exchange": "0.4.0",
|
|
24
24
|
"rxjs": "~7.5.6"
|
|
25
25
|
},
|
|
26
26
|
"devDependencies": {
|
package/temp/package-deps.json
CHANGED
|
@@ -1,20 +1,20 @@
|
|
|
1
1
|
{
|
|
2
2
|
"apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
|
|
3
|
-
"apps/vendor-aster/CHANGELOG.json": "
|
|
4
|
-
"apps/vendor-aster/CHANGELOG.md": "
|
|
5
|
-
"apps/vendor-aster/SESSION_NOTES.md": "
|
|
3
|
+
"apps/vendor-aster/CHANGELOG.json": "e1e7142b3a58a4440cff1aee9c7ce694054cc22f",
|
|
4
|
+
"apps/vendor-aster/CHANGELOG.md": "84df4f698cf51afea36677ad9a1f2c2fc2061d29",
|
|
5
|
+
"apps/vendor-aster/SESSION_NOTES.md": "6d9df0bc0989959d8f3f834a99a288a9e852b700",
|
|
6
6
|
"apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
|
7
7
|
"apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
8
8
|
"apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
9
|
-
"apps/vendor-aster/package.json": "
|
|
9
|
+
"apps/vendor-aster/package.json": "111b87f24477173ac957d6fced724d59503837f8",
|
|
10
10
|
"apps/vendor-aster/src/api/private-api.ts": "71f2f794377a45c64f688a663111318e36463bdb",
|
|
11
|
-
"apps/vendor-aster/src/api/public-api.ts": "
|
|
11
|
+
"apps/vendor-aster/src/api/public-api.ts": "ced2ae976ee7a74a5c1fe704b2c5fb2e25f13ab7",
|
|
12
12
|
"apps/vendor-aster/src/index.ts": "509ef4c18ec2deb8a6e11ed5682334433cb2bcb2",
|
|
13
13
|
"apps/vendor-aster/src/services/accounts/profile.ts": "fc57e7d2c865790dd257c043c8dd5cf5c641b7fd",
|
|
14
14
|
"apps/vendor-aster/src/services/accounts/spot.ts": "d04bf81c9025cae2b49b1ae0099c9525d888e7af",
|
|
15
15
|
"apps/vendor-aster/src/services/exchange.ts": "71a555ceec0d84b6f12a9c2002834676f1370d51",
|
|
16
16
|
"apps/vendor-aster/src/services/markets/interest_rate.ts": "8512bb506f3d66b16aceb9d153d1b3a4671de5ef",
|
|
17
|
-
"apps/vendor-aster/src/services/markets/product.ts": "
|
|
17
|
+
"apps/vendor-aster/src/services/markets/product.ts": "cae86f69c6f019747ebad07569ed2bc862a78ac6",
|
|
18
18
|
"apps/vendor-aster/src/services/markets/quote.ts": "ba022abb87d0114a922030bfba56bce1cd23f135",
|
|
19
19
|
"apps/vendor-aster/src/services/orders/cancelOrder.ts": "09a6d3b10a218ad226346dd68d0ff0207083a7f1",
|
|
20
20
|
"apps/vendor-aster/src/services/orders/listOrders.ts": "579e83c45f6c4435ad3f5a2d3fe163a036bb9fd1",
|
|
@@ -23,7 +23,7 @@
|
|
|
23
23
|
"apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "5ded440ffb547a8aa495353d5b13c1fd1b164b4a",
|
|
24
24
|
"libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
|
|
25
25
|
"libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
|
|
26
|
-
"libraries/data-account/temp/package-deps.json": "
|
|
26
|
+
"libraries/data-account/temp/package-deps.json": "711aeba1f1f5f03741475a4290e56d18b39e5305",
|
|
27
27
|
"libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
|
|
28
28
|
"libraries/data-series/temp/package-deps.json": "c89ebffe302757903aa54eff78f76cb855486b8c",
|
|
29
29
|
"libraries/sql/temp/package-deps.json": "4a9a7ec55f04b20459e664e81e76fa74b6c77b39",
|
|
@@ -33,7 +33,7 @@
|
|
|
33
33
|
"libraries/data-interest-rate/temp/package-deps.json": "cef1e1cb0116ad593c24635684e0cbf03488d67c",
|
|
34
34
|
"libraries/transfer/temp/package-deps.json": "36c58299bd6c841c5ba7252d71881a881570d08c",
|
|
35
35
|
"libraries/data-quote/temp/package-deps.json": "34d079eab44d2bf65e07b112ac2099c6e92a015e",
|
|
36
|
-
"libraries/exchange/temp/package-deps.json": "
|
|
36
|
+
"libraries/exchange/temp/package-deps.json": "d30a450879e4d67f56466262bd88a72506594d68",
|
|
37
37
|
"libraries/extension/temp/package-deps.json": "9569c553c2f9a7d50b70d8f101fc2d3825aaccb9",
|
|
38
38
|
"tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
|
|
39
39
|
}
|