@yuants/vendor-aster 0.7.21 → 0.7.23

package/dist/api/public-api.js

@@ -1,9 +1,8 @@
-const BASE_URL = 'https://fapi.asterdex.com';
 import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';
 const MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
 const terminal = Terminal.fromNodeEnv();
-const request = async (method, endpoint, params = {}) => {
-    const url = new URL(BASE_URL);
+const request = async (method, baseUrl, endpoint, params = {}) => {
+    const url = new URL(baseUrl);
     url.pathname = endpoint;
     for (const [key, value] of Object.entries(params)) {
         if (value === undefined)
@@ -20,34 +19,42 @@ const request = async (method, endpoint, params = {}) => {
     }
     return res;
 };
-const createApi = (method, endpoint) => (params) => request(method, endpoint, params);
+const createApi = (baseUrl) => (method, endpoint) => (params) => request(method, baseUrl, endpoint, params);
+const createFutureApi = createApi('https://fapi.asterdex.com');
+const createSpotApi = createApi('https://sapi.asterdex.com');
 /**
  * 获取资金费率历史
  *
  * 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
  */
-export const getFApiV1FundingRate = createApi('GET', '/fapi/v1/fundingRate');
+export const getFApiV1FundingRate = createFutureApi('GET', '/fapi/v1/fundingRate');
 /**
  * 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 const getFApiV1ExchangeInfo = createApi('GET', '/fapi/v1/exchangeInfo');
+export const getFApiV1ExchangeInfo = createFutureApi('GET', '/fapi/v1/exchangeInfo');
+/**
+ * 获取现货交易对信息
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145
+ */
+export const getApiV1ExchangeInfo = createSpotApi('GET', '/api/v1/exchangeInfo');
 /**
  * 获取未平仓合约数量
  *
  * 无 API 文档 (weird)
  */
-export const getFApiV1OpenInterest = createApi('GET', '/fapi/v1/openInterest');
+export const getFApiV1OpenInterest = createFutureApi('GET', '/fapi/v1/openInterest');
 /**
  * 获取最新价格
  *
  * 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
  */
-export const getFApiV1TickerPrice = createApi('GET', '/fapi/v1/ticker/price');
+export const getFApiV1TickerPrice = createFutureApi('GET', '/fapi/v1/ticker/price');
 /**
  * 获取资金费率
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md
  */
-export const getFApiV1PremiumIndex = createApi('GET', '/fapi/v1/premiumIndex');
+export const getFApiV1PremiumIndex = createFutureApi('GET', '/fapi/v1/premiumIndex');
 //# sourceMappingURL=public-api.js.map

package/dist/api/public-api.js.map

@@ -1 +1 @@
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// 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"]}
+{"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"]}

package/dist/services/accounts/spot.js

@@ -2,26 +2,39 @@ import { createCache } from '@yuants/cache';
 import { makeSpotPosition } from '@yuants/data-account';
 import { encodePath } from '@yuants/utils';
 import { getApiV1Account, getApiV1TickerPrice, getFApiV4Account } from '../../api/private-api';
+import { listProducts } from '../markets/product';
 // ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko
 const asBNBPrice = createCache(() => fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')
     .then((res) => res.json())
     .then((data) => data['astherus-staked-bnb'].usd), {
     expire: 60000, // 1 minute
 });
+const buildSpotProductMap = async () => {
+    const products = await listProducts();
+    const map = new Map();
+    for (const product of products) {
+        const [, instType] = product.product_id.split('/');
+        if (instType === 'SPOT') {
+            map.set(product.base_currency, product.product_id);
+        }
+    }
+    return map;
+};
 export const getPositions = async (credential) => {
-    var _a, _b, _c, _d;
+    var _a, _b, _c, _d, _e;
     const positions = [];
-    const [x, prices, prep] = await Promise.all([
+    const [x, prices, prep, spotProductMap] = await Promise.all([
         getApiV1Account(credential, {}),
         getApiV1TickerPrice(credential, {}),
         getFApiV4Account(credential, {}),
+        buildSpotProductMap(),
     ]);
     for (const b of x.balances) {
         const thePrice = b.asset === 'USDT' ? 1 : (_b = (_a = prices.find((p) => p.symbol === b.asset + 'USDT')) === null || _a === void 0 ? void 0 : _a.price) !== null && _b !== void 0 ? _b : 0;
         positions.push(makeSpotPosition({
             position_id: b.asset,
             datasource_id: 'ASTER',
-            product_id: encodePath('ASTER', 'SPOT', b.asset),
+            product_id: (_c = spotProductMap.get(b.asset)) !== null && _c !== void 0 ? _c : encodePath('ASTER', 'SPOT', b.asset),
             volume: +b.free + +b.locked,
             free_volume: +b.free,
             closable_price: +thePrice,
@@ -41,7 +54,7 @@ export const getPositions = async (credential) => {
             }
         }
         else {
-            thePrice = +((_d = (_c = prices.find((p) => p.symbol === b.asset + 'USDT')) === null || _c === void 0 ? void 0 : _c.price) !== null && _d !== void 0 ? _d : 0);
+            thePrice = +((_e = (_d = prices.find((p) => p.symbol === b.asset + 'USDT')) === null || _d === void 0 ? void 0 : _d.price) !== null && _e !== void 0 ? _e : 0);
         }
         positions.push(makeSpotPosition({
             position_id: encodePath(b.asset, 'ASSET'),

package/dist/services/accounts/spot.js.map

@@ -1 +1 @@
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1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n    positions.push(\n      makeSpotPosition({\n        position_id: b.asset,\n        datasource_id: 'ASTER',\n        product_id: encodePath('ASTER', 'SPOT', b.asset),\n        volume: +b.free + +b.locked,\n        free_volume: +b.free,\n        closable_price: +thePrice,\n      }),\n    );\n  }\n\n  for (const b of prep.assets) {\n    if (+b.walletBalance === 0) continue;\n    let thePrice = 0;\n    if (b.asset === 'USDT') {\n      thePrice = 1;\n    } else if (b.asset === 'ASBNB') {\n      const _p = await asBNBPrice.query('').catch(() => 0);\n      if (_p) {\n        thePrice = _p;\n      }\n    } else {\n      thePrice = +(prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0);\n    }\n\n    positions.push(\n      makeSpotPosition({\n        position_id: encodePath(b.asset, 'ASSET'),\n        datasource_id: 'ASTER',\n        product_id: encodePath('ASTER', 'PERP-ASSET', b.asset),\n        volume: +b.walletBalance,\n        free_volume: +b.walletBalance,\n        closable_price: thePrice,\n      }),\n    );\n  }\n\n  for (const p of prep.positions) {\n    if (+p.positionAmt === 0) continue;\n    positions.push({\n      position_id: p.symbol,\n      product_id: encodePath('ASTER', 'PERP', 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\n  return positions;\n};\n"]}
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{ createCache } from '@yuants/cache';\nimport { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getApiV1Account, getApiV1TickerPrice, getFApiV4Account, ICredential } from '../../api/private-api';\nimport { listProducts } from '../markets/product';\n\n// ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko\nconst asBNBPrice = createCache(\n  () =>\n    fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')\n      .then((res) => res.json())\n      .then((data) => data['astherus-staked-bnb'].usd as number),\n  {\n    expire: 60_000, // 1 minute\n  },\n);\n\nconst buildSpotProductMap = async () => {\n  const products = await listProducts();\n  const map = new Map<string, string>();\n  for (const product of products) {\n    const [, instType] = product.product_id.split('/');\n    if (instType === 'SPOT') {\n      map.set(product.base_currency, product.product_id);\n    }\n  }\n  return map;\n};\n\nexport const getPositions = async (credential: ICredential) => {\n  const positions: IPosition[] = [];\n  const [x, prices, prep, spotProductMap] = await Promise.all([\n    getApiV1Account(credential, {}),\n    getApiV1TickerPrice(credential, {}),\n    getFApiV4Account(credential, {}),\n    buildSpotProductMap(),\n  ]);\n\n  for (const b of x.balances) {\n    const thePrice = b.asset === 'USDT' ? 1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n    positions.push(\n      makeSpotPosition({\n        position_id: b.asset,\n        datasource_id: 'ASTER',\n        product_id: spotProductMap.get(b.asset) ?? encodePath('ASTER', 'SPOT', b.asset),\n        volume: +b.free + +b.locked,\n        free_volume: +b.free,\n        closable_price: +thePrice,\n      }),\n    );\n  }\n\n  for (const b of prep.assets) {\n    if (+b.walletBalance === 0) continue;\n    let thePrice = 0;\n    if (b.asset === 'USDT') {\n      thePrice = 1;\n    } else if (b.asset === 'ASBNB') {\n      const _p = await asBNBPrice.query('').catch(() => 0);\n      if (_p) {\n        thePrice = _p;\n      }\n    } else {\n      thePrice = +(prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0);\n    }\n\n    positions.push(\n      makeSpotPosition({\n        position_id: encodePath(b.asset, 'ASSET'),\n        datasource_id: 'ASTER',\n        product_id: encodePath('ASTER', 'PERP-ASSET', b.asset),\n        volume: +b.walletBalance,\n        free_volume: +b.walletBalance,\n        closable_price: thePrice,\n      }),\n    );\n  }\n\n  for (const p of prep.positions) {\n    if (+p.positionAmt === 0) continue;\n    positions.push({\n      position_id: p.symbol,\n      product_id: encodePath('ASTER', 'PERP', 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\n  return positions;\n};\n"]}

package/dist/services/markets/product.js

@@ -1,40 +1,62 @@
-import { Terminal } from '@yuants/protocol';
 import { encodePath } from '@yuants/utils';
-import { getFApiV1ExchangeInfo } from '../../api/public-api';
-const terminal = Terminal.fromNodeEnv();
+import { getApiV1ExchangeInfo, getFApiV1ExchangeInfo } from '../../api/public-api';
 export const listProducts = async () => {
-    // Fetch exchange info from ASTER API
-    const exchangeInfo = await getFApiV1ExchangeInfo({});
-    // Convert symbols to IProduct format
-    return exchangeInfo.symbols
-        .filter((symbol) => symbol.status === 'TRADING') // Only include active trading symbols
-        .map((symbol) => {
-        // Find price filter for price step
+    const [perpExchangeInfo, spotExchangeInfo] = await Promise.all([
+        getFApiV1ExchangeInfo({}),
+        getApiV1ExchangeInfo({}),
+    ]);
+    const pickPriceStep = (symbol) => {
         const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');
-        const priceStep = priceFilter ? +priceFilter.tickSize : 1e-2;
-        // Find lot size filter for volume step
+        return priceFilter ? +priceFilter.tickSize : Number(`1e-${symbol.pricePrecision}`);
+    };
+    const pickVolumeStep = (symbol) => {
         const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');
-        const volumeStep = lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);
-        return {
-            datasource_id: 'ASTER',
-            product_id: encodePath('ASTER', 'PERP', symbol.symbol),
-            name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
-            quote_currency: symbol.quoteAsset,
-            base_currency: symbol.baseAsset,
-            value_scale_unit: '',
-            value_based_cost: 0,
-            volume_based_cost: 0,
-            max_volume: 0,
-            price_step: priceStep,
-            volume_step: volumeStep,
-            value_scale: 1,
-            allow_long: true,
-            allow_short: true,
-            margin_rate: 0.1,
-            max_position: 0,
-            market_id: 'ASTER/PERPETUAL',
-            no_interest_rate: false,
-        };
-    });
+        return lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);
+    };
+    const perpProducts = perpExchangeInfo.symbols
+        .filter((symbol) => symbol.status === 'TRADING')
+        .map((symbol) => ({
+        datasource_id: 'ASTER',
+        product_id: encodePath('ASTER', 'PERP', symbol.symbol),
+        name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
+        quote_currency: symbol.quoteAsset,
+        base_currency: symbol.baseAsset,
+        value_scale_unit: '',
+        value_based_cost: 0,
+        volume_based_cost: 0,
+        max_volume: 0,
+        price_step: pickPriceStep(symbol),
+        volume_step: pickVolumeStep(symbol),
+        value_scale: 1,
+        allow_long: true,
+        allow_short: true,
+        margin_rate: 0.1,
+        max_position: 0,
+        market_id: 'ASTER/PERPETUAL',
+        no_interest_rate: false,
+    }));
+    const spotProducts = spotExchangeInfo.symbols
+        .filter((symbol) => symbol.status === 'TRADING')
+        .map((symbol) => ({
+        datasource_id: 'ASTER',
+        product_id: encodePath('ASTER', 'SPOT', symbol.symbol),
+        name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,
+        quote_currency: symbol.quoteAsset,
+        base_currency: symbol.baseAsset,
+        value_scale_unit: '',
+        value_based_cost: 0,
+        volume_based_cost: 0,
+        max_volume: 0,
+        price_step: pickPriceStep(symbol),
+        volume_step: pickVolumeStep(symbol),
+        value_scale: 1,
+        allow_long: true,
+        allow_short: false,
+        margin_rate: 1,
+        max_position: 0,
+        market_id: 'ASTER/SPOT',
+        no_interest_rate: true,
+    }));
+    return [...perpProducts, ...spotProducts];
 };
 //# sourceMappingURL=product.js.map

package/dist/services/markets/product.js.map

@@ -1 +1 @@
-{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,qBAAqB,EAAE,MAAM,sBAAsB,CAAC;AAE7D,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,IAAyB,EAAE;IAC1D,qCAAqC;IACrC,MAAM,YAAY,GAAG,MAAM,qBAAqB,CAAC,EAAE,CAAC,CAAC;IACrD,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,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;YACtD,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,CAAC","sourcesContent":["import { IProduct } 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\nexport const listProducts = async (): Promise<IProduct[]> => {\n  // Fetch exchange info from ASTER API\n  const exchangeInfo = await getFApiV1ExchangeInfo({});\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-${symbol.quantityPrecision}`);\n\n      return {\n        datasource_id: 'ASTER',\n        product_id: encodePath('ASTER', 'PERP', symbol.symbol),\n        name: `${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: 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"]}
+{"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/dist/services/orders/submitOrder.js

@@ -5,8 +5,8 @@ const parseProductId = (productId) => {
         return { category: undefined, symbol: undefined };
     }
     const parts = decodePath(productId);
-    if (parts.length >= 2) {
-        return { category: parts[0], symbol: parts.slice(1).join('/') };
+    if (parts.length >= 3) {
+        return { category: parts[1], symbol: parts.slice(2).join('/') };
     }
     return { category: undefined, symbol: parts[0] };
 };

package/dist/services/orders/submitOrder.js.map

@@ -1 +1 @@
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{ IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 2) {\n    return { category: parts[0], symbol: parts.slice(1).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${order.product_id}\"`);\n  }\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 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 timeInForce = order.order_type === 'MAKER' ? '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 === resolvedSymbol)?.price;\n    if (!thePrice) throw new Error(`Cannot get price for symbol ${resolvedSymbol}`);\n    quantity = undefined;\n    quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n  }\n\n  const res = await postApiV1Order(credential, {\n    symbol: resolvedSymbol,\n    type,\n    side,\n    timeInForce,\n    price,\n    quantity,\n    quoteOrderQty,\n  });\n\n  if (!res.orderId) {\n    throw new Error('Failed to retrieve order ID from response');\n  }\n\n  return { order_id: '' + res.orderId };\n};\n\nconst handleSubmitOrderOfPerp: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  if (!symbol) {\n    throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n  }\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  const [_, instType] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT\n  if (instType === 'SPOT') {\n    return handleSubmitOrderOfSpot(credential, order);\n  }\n  if (instType === 'PERP') {\n    return handleSubmitOrderOfPerp(credential, order);\n  }\n  throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);\n};\n"]}
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{ IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 3) {\n    return { category: parts[1], symbol: parts.slice(2).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${order.product_id}\"`);\n  }\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 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 timeInForce = order.order_type === 'MAKER' ? '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 === resolvedSymbol)?.price;\n    if (!thePrice) throw new Error(`Cannot get price for symbol ${resolvedSymbol}`);\n    quantity = undefined;\n    quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n  }\n\n  const res = await postApiV1Order(credential, {\n    symbol: resolvedSymbol,\n    type,\n    side,\n    timeInForce,\n    price,\n    quantity,\n    quoteOrderQty,\n  });\n\n  if (!res.orderId) {\n    throw new Error('Failed to retrieve order ID from response');\n  }\n\n  return { order_id: '' + res.orderId };\n};\n\nconst handleSubmitOrderOfPerp: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  if (!symbol) {\n    throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n  }\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  const [_, instType] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT\n  if (instType === 'SPOT') {\n    return handleSubmitOrderOfSpot(credential, order);\n  }\n  if (instType === 'PERP') {\n    return handleSubmitOrderOfPerp(credential, order);\n  }\n  throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);\n};\n"]}

package/lib/api/public-api.d.ts

@@ -42,6 +42,12 @@ export interface IAsterExchangeInfo {
  * 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<IAsterExchangeInfo>;
+/**
+ * 获取现货交易对信息
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145
+ */
+export declare const getApiV1ExchangeInfo: (params: {}) => Promise<IAsterExchangeInfo>;
 /**
  * 获取未平仓合约数量
  *

package/lib/api/public-api.d.ts.map

@@ -1 +1 @@
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+{"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

@@ -1,12 +1,11 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getFApiV1PremiumIndex = exports.getFApiV1TickerPrice = exports.getFApiV1OpenInterest = exports.getFApiV1ExchangeInfo = exports.getFApiV1FundingRate = void 0;
-const BASE_URL = 'https://fapi.asterdex.com';
+exports.getFApiV1PremiumIndex = exports.getFApiV1TickerPrice = exports.getFApiV1OpenInterest = exports.getApiV1ExchangeInfo = exports.getFApiV1ExchangeInfo = exports.getFApiV1FundingRate = void 0;
 const protocol_1 = require("@yuants/protocol");
 const MetricsAsterApiCallCounter = protocol_1.GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
 const terminal = protocol_1.Terminal.fromNodeEnv();
-const request = async (method, endpoint, params = {}) => {
-    const url = new URL(BASE_URL);
+const request = async (method, baseUrl, endpoint, params = {}) => {
+    const url = new URL(baseUrl);
     url.pathname = endpoint;
     for (const [key, value] of Object.entries(params)) {
         if (value === undefined)
@@ -23,34 +22,42 @@ const request = async (method, endpoint, params = {}) => {
     }
     return res;
 };
-const createApi = (method, endpoint) => (params) => request(method, endpoint, params);
+const createApi = (baseUrl) => (method, endpoint) => (params) => request(method, baseUrl, endpoint, params);
+const createFutureApi = createApi('https://fapi.asterdex.com');
+const createSpotApi = createApi('https://sapi.asterdex.com');
 /**
  * 获取资金费率历史
  *
  * 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
  */
-exports.getFApiV1FundingRate = createApi('GET', '/fapi/v1/fundingRate');
+exports.getFApiV1FundingRate = createFutureApi('GET', '/fapi/v1/fundingRate');
 /**
  * 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('GET', '/fapi/v1/exchangeInfo');
+exports.getFApiV1ExchangeInfo = createFutureApi('GET', '/fapi/v1/exchangeInfo');
+/**
+ * 获取现货交易对信息
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145
+ */
+exports.getApiV1ExchangeInfo = createSpotApi('GET', '/api/v1/exchangeInfo');
 /**
  * 获取未平仓合约数量
  *
  * 无 API 文档 (weird)
  */
-exports.getFApiV1OpenInterest = createApi('GET', '/fapi/v1/openInterest');
+exports.getFApiV1OpenInterest = createFutureApi('GET', '/fapi/v1/openInterest');
 /**
  * 获取最新价格
  *
  * 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
  */
-exports.getFApiV1TickerPrice = createApi('GET', '/fapi/v1/ticker/price');
+exports.getFApiV1TickerPrice = createFutureApi('GET', '/fapi/v1/ticker/price');
 /**
  * 获取资金费率
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md
  */
-exports.getFApiV1PremiumIndex = createApi('GET', '/fapi/v1/premiumIndex');
+exports.getFApiV1PremiumIndex = createFutureApi('GET', '/fapi/v1/premiumIndex');
 //# sourceMappingURL=public-api.js.map

package/lib/api/public-api.js.map

@@ -1 +1 @@
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// 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"]}
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{ 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"]}

package/lib/services/accounts/spot.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAEnE,OAAO,EAA0D,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAa5G,eAAO,MAAM,YAAY,eAAsB,WAAW,yBAiEzD,CAAC"}
+{"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAEnE,OAAO,EAA0D,WAAW,EAAE,MAAM,uBAAuB,CAAC;AA0B5G,eAAO,MAAM,YAAY,eAAsB,WAAW,yBAkEzD,CAAC"}

package/lib/services/accounts/spot.js

@@ -5,26 +5,39 @@ const cache_1 = require("@yuants/cache");
 const data_account_1 = require("@yuants/data-account");
 const utils_1 = require("@yuants/utils");
 const private_api_1 = require("../../api/private-api");
+const product_1 = require("../markets/product");
 // ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko
 const asBNBPrice = (0, cache_1.createCache)(() => fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')
     .then((res) => res.json())
     .then((data) => data['astherus-staked-bnb'].usd), {
     expire: 60000, // 1 minute
 });
+const buildSpotProductMap = async () => {
+    const products = await (0, product_1.listProducts)();
+    const map = new Map();
+    for (const product of products) {
+        const [, instType] = product.product_id.split('/');
+        if (instType === 'SPOT') {
+            map.set(product.base_currency, product.product_id);
+        }
+    }
+    return map;
+};
 const getPositions = async (credential) => {
-    var _a, _b, _c, _d;
+    var _a, _b, _c, _d, _e;
     const positions = [];
-    const [x, prices, prep] = await Promise.all([
+    const [x, prices, prep, spotProductMap] = await Promise.all([
         (0, private_api_1.getApiV1Account)(credential, {}),
         (0, private_api_1.getApiV1TickerPrice)(credential, {}),
         (0, private_api_1.getFApiV4Account)(credential, {}),
+        buildSpotProductMap(),
     ]);
     for (const b of x.balances) {
         const thePrice = b.asset === 'USDT' ? 1 : (_b = (_a = prices.find((p) => p.symbol === b.asset + 'USDT')) === null || _a === void 0 ? void 0 : _a.price) !== null && _b !== void 0 ? _b : 0;
         positions.push((0, data_account_1.makeSpotPosition)({
             position_id: b.asset,
             datasource_id: 'ASTER',
-            product_id: (0, utils_1.encodePath)('ASTER', 'SPOT', b.asset),
+            product_id: (_c = spotProductMap.get(b.asset)) !== null && _c !== void 0 ? _c : (0, utils_1.encodePath)('ASTER', 'SPOT', b.asset),
             volume: +b.free + +b.locked,
             free_volume: +b.free,
             closable_price: +thePrice,
@@ -44,7 +57,7 @@ const getPositions = async (credential) => {
             }
         }
         else {
-            thePrice = +((_d = (_c = prices.find((p) => p.symbol === b.asset + 'USDT')) === null || _c === void 0 ? void 0 : _c.price) !== null && _d !== void 0 ? _d : 0);
+            thePrice = +((_e = (_d = prices.find((p) => p.symbol === b.asset + 'USDT')) === null || _d === void 0 ? void 0 : _d.price) !== null && _e !== void 0 ? _e : 0);
         }
         positions.push((0, data_account_1.makeSpotPosition)({
             position_id: (0, utils_1.encodePath)(b.asset, 'ASSET'),

package/lib/services/accounts/spot.js.map

@@ -1 +1 @@
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1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n    positions.push(\n      makeSpotPosition({\n        position_id: b.asset,\n        datasource_id: 'ASTER',\n        product_id: encodePath('ASTER', 'SPOT', b.asset),\n        volume: +b.free + +b.locked,\n        free_volume: +b.free,\n        closable_price: +thePrice,\n      }),\n    );\n  }\n\n  for (const b of prep.assets) {\n    if (+b.walletBalance === 0) continue;\n    let thePrice = 0;\n    if (b.asset === 'USDT') {\n      thePrice = 1;\n    } else if (b.asset === 'ASBNB') {\n      const _p = await asBNBPrice.query('').catch(() => 0);\n      if (_p) {\n        thePrice = _p;\n      }\n    } else {\n      thePrice = +(prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0);\n    }\n\n    positions.push(\n      makeSpotPosition({\n        position_id: encodePath(b.asset, 'ASSET'),\n        datasource_id: 'ASTER',\n        product_id: encodePath('ASTER', 'PERP-ASSET', b.asset),\n        volume: +b.walletBalance,\n        free_volume: +b.walletBalance,\n        closable_price: thePrice,\n      }),\n    );\n  }\n\n  for (const p of prep.positions) {\n    if (+p.positionAmt === 0) continue;\n    positions.push({\n      position_id: p.symbol,\n      product_id: encodePath('ASTER', 'PERP', 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\n  return positions;\n};\n"]}
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{ createCache } from '@yuants/cache';\nimport { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getApiV1Account, getApiV1TickerPrice, getFApiV4Account, ICredential } from '../../api/private-api';\nimport { listProducts } from '../markets/product';\n\n// ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko\nconst asBNBPrice = createCache(\n  () =>\n    fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')\n      .then((res) => res.json())\n      .then((data) => data['astherus-staked-bnb'].usd as number),\n  {\n    expire: 60_000, // 1 minute\n  },\n);\n\nconst buildSpotProductMap = async () => {\n  const products = await listProducts();\n  const map = new Map<string, string>();\n  for (const product of products) {\n    const [, instType] = product.product_id.split('/');\n    if (instType === 'SPOT') {\n      map.set(product.base_currency, product.product_id);\n    }\n  }\n  return map;\n};\n\nexport const getPositions = async (credential: ICredential) => {\n  const positions: IPosition[] = [];\n  const [x, prices, prep, spotProductMap] = await Promise.all([\n    getApiV1Account(credential, {}),\n    getApiV1TickerPrice(credential, {}),\n    getFApiV4Account(credential, {}),\n    buildSpotProductMap(),\n  ]);\n\n  for (const b of x.balances) {\n    const thePrice = b.asset === 'USDT' ? 1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n    positions.push(\n      makeSpotPosition({\n        position_id: b.asset,\n        datasource_id: 'ASTER',\n        product_id: spotProductMap.get(b.asset) ?? encodePath('ASTER', 'SPOT', b.asset),\n        volume: +b.free + +b.locked,\n        free_volume: +b.free,\n        closable_price: +thePrice,\n      }),\n    );\n  }\n\n  for (const b of prep.assets) {\n    if (+b.walletBalance === 0) continue;\n    let thePrice = 0;\n    if (b.asset === 'USDT') {\n      thePrice = 1;\n    } else if (b.asset === 'ASBNB') {\n      const _p = await asBNBPrice.query('').catch(() => 0);\n      if (_p) {\n        thePrice = _p;\n      }\n    } else {\n      thePrice = +(prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0);\n    }\n\n    positions.push(\n      makeSpotPosition({\n        position_id: encodePath(b.asset, 'ASSET'),\n        datasource_id: 'ASTER',\n        product_id: encodePath('ASTER', 'PERP-ASSET', b.asset),\n        volume: +b.walletBalance,\n        free_volume: +b.walletBalance,\n        closable_price: thePrice,\n      }),\n    );\n  }\n\n  for (const p of prep.positions) {\n    if (+p.positionAmt === 0) continue;\n    positions.push({\n      position_id: p.symbol,\n      product_id: encodePath('ASTER', 'PERP', 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\n  return positions;\n};\n"]}

package/lib/services/markets/product.d.ts.map

@@ -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;AAOhD,eAAO,MAAM,YAAY,QAAa,QAAQ,QAAQ,EAAE,CAoCvD,CAAC"}
+{"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"}

package/lib/services/markets/product.js

@@ -1,44 +1,66 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.listProducts = void 0;
-const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
 const public_api_1 = require("../../api/public-api");
-const terminal = protocol_1.Terminal.fromNodeEnv();
 const listProducts = async () => {
-    // Fetch exchange info from ASTER API
-    const exchangeInfo = await (0, public_api_1.getFApiV1ExchangeInfo)({});
-    // Convert symbols to IProduct format
-    return exchangeInfo.symbols
-        .filter((symbol) => symbol.status === 'TRADING') // Only include active trading symbols
-        .map((symbol) => {
-        // Find price filter for price step
+    const [perpExchangeInfo, spotExchangeInfo] = await Promise.all([
+        (0, public_api_1.getFApiV1ExchangeInfo)({}),
+        (0, public_api_1.getApiV1ExchangeInfo)({}),
+    ]);
+    const pickPriceStep = (symbol) => {
         const priceFilter = symbol.filters.find((filter) => filter.filterType === 'PRICE_FILTER');
-        const priceStep = priceFilter ? +priceFilter.tickSize : 1e-2;
-        // Find lot size filter for volume step
+        return priceFilter ? +priceFilter.tickSize : Number(`1e-${symbol.pricePrecision}`);
+    };
+    const pickVolumeStep = (symbol) => {
         const lotSizeFilter = symbol.filters.find((filter) => filter.filterType === 'LOT_SIZE');
-        const volumeStep = lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);
-        return {
-            datasource_id: 'ASTER',
-            product_id: (0, utils_1.encodePath)('ASTER', 'PERP', symbol.symbol),
-            name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
-            quote_currency: symbol.quoteAsset,
-            base_currency: symbol.baseAsset,
-            value_scale_unit: '',
-            value_based_cost: 0,
-            volume_based_cost: 0,
-            max_volume: 0,
-            price_step: priceStep,
-            volume_step: volumeStep,
-            value_scale: 1,
-            allow_long: true,
-            allow_short: true,
-            margin_rate: 0.1,
-            max_position: 0,
-            market_id: 'ASTER/PERPETUAL',
-            no_interest_rate: false,
-        };
-    });
+        return lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);
+    };
+    const perpProducts = perpExchangeInfo.symbols
+        .filter((symbol) => symbol.status === 'TRADING')
+        .map((symbol) => ({
+        datasource_id: 'ASTER',
+        product_id: (0, utils_1.encodePath)('ASTER', 'PERP', symbol.symbol),
+        name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
+        quote_currency: symbol.quoteAsset,
+        base_currency: symbol.baseAsset,
+        value_scale_unit: '',
+        value_based_cost: 0,
+        volume_based_cost: 0,
+        max_volume: 0,
+        price_step: pickPriceStep(symbol),
+        volume_step: pickVolumeStep(symbol),
+        value_scale: 1,
+        allow_long: true,
+        allow_short: true,
+        margin_rate: 0.1,
+        max_position: 0,
+        market_id: 'ASTER/PERPETUAL',
+        no_interest_rate: false,
+    }));
+    const spotProducts = spotExchangeInfo.symbols
+        .filter((symbol) => symbol.status === 'TRADING')
+        .map((symbol) => ({
+        datasource_id: 'ASTER',
+        product_id: (0, utils_1.encodePath)('ASTER', 'SPOT', symbol.symbol),
+        name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,
+        quote_currency: symbol.quoteAsset,
+        base_currency: symbol.baseAsset,
+        value_scale_unit: '',
+        value_based_cost: 0,
+        volume_based_cost: 0,
+        max_volume: 0,
+        price_step: pickPriceStep(symbol),
+        volume_step: pickVolumeStep(symbol),
+        value_scale: 1,
+        allow_long: true,
+        allow_short: false,
+        margin_rate: 1,
+        max_position: 0,
+        market_id: 'ASTER/SPOT',
+        no_interest_rate: true,
+    }));
+    return [...perpProducts, ...spotProducts];
 };
 exports.listProducts = listProducts;
 //# sourceMappingURL=product.js.map

package/lib/services/markets/product.js.map

@@ -1 +1 @@
-{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":";;;AACA,+CAA4C;AAC5C,yCAA2C;AAC3C,qDAA6D;AAE7D,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAEjC,MAAM,YAAY,GAAG,KAAK,IAAyB,EAAE;IAC1D,qCAAqC;IACrC,MAAM,YAAY,GAAG,MAAM,IAAA,kCAAqB,EAAC,EAAE,CAAC,CAAC;IACrD,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,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;YACtD,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,CAAC;AApCW,QAAA,YAAY,gBAoCvB","sourcesContent":["import { IProduct } 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\nexport const listProducts = async (): Promise<IProduct[]> => {\n  // Fetch exchange info from ASTER API\n  const exchangeInfo = await getFApiV1ExchangeInfo({});\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-${symbol.quantityPrecision}`);\n\n      return {\n        datasource_id: 'ASTER',\n        product_id: encodePath('ASTER', 'PERP', symbol.symbol),\n        name: `${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: 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"]}
+{"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/lib/services/orders/submitOrder.js

@@ -8,8 +8,8 @@ const parseProductId = (productId) => {
         return { category: undefined, symbol: undefined };
     }
     const parts = (0, utils_1.decodePath)(productId);
-    if (parts.length >= 2) {
-        return { category: parts[0], symbol: parts.slice(1).join('/') };
+    if (parts.length >= 3) {
+        return { category: parts[1], symbol: parts.slice(2).join('/') };
     }
     return { category: undefined, symbol: parts[0] };
 };

package/lib/services/orders/submitOrder.js.map

@@ -1 +1 @@
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{ IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 2) {\n    return { category: parts[0], symbol: parts.slice(1).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${order.product_id}\"`);\n  }\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 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 timeInForce = order.order_type === 'MAKER' ? '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 === resolvedSymbol)?.price;\n    if (!thePrice) throw new Error(`Cannot get price for symbol ${resolvedSymbol}`);\n    quantity = undefined;\n    quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n  }\n\n  const res = await postApiV1Order(credential, {\n    symbol: resolvedSymbol,\n    type,\n    side,\n    timeInForce,\n    price,\n    quantity,\n    quoteOrderQty,\n  });\n\n  if (!res.orderId) {\n    throw new Error('Failed to retrieve order ID from response');\n  }\n\n  return { order_id: '' + res.orderId };\n};\n\nconst handleSubmitOrderOfPerp: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  if (!symbol) {\n    throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n  }\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  const [_, instType] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT\n  if (instType === 'SPOT') {\n    return handleSubmitOrderOfSpot(credential, order);\n  }\n  if (instType === 'PERP') {\n    return handleSubmitOrderOfPerp(credential, order);\n  }\n  throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);\n};\n"]}
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{ IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 3) {\n    return { category: parts[1], symbol: parts.slice(2).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${order.product_id}\"`);\n  }\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 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 timeInForce = order.order_type === 'MAKER' ? '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 === resolvedSymbol)?.price;\n    if (!thePrice) throw new Error(`Cannot get price for symbol ${resolvedSymbol}`);\n    quantity = undefined;\n    quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n  }\n\n  const res = await postApiV1Order(credential, {\n    symbol: resolvedSymbol,\n    type,\n    side,\n    timeInForce,\n    price,\n    quantity,\n    quoteOrderQty,\n  });\n\n  if (!res.orderId) {\n    throw new Error('Failed to retrieve order ID from response');\n  }\n\n  return { order_id: '' + res.orderId };\n};\n\nconst handleSubmitOrderOfPerp: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  if (!symbol) {\n    throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n  }\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  const [_, instType] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT\n  if (instType === 'SPOT') {\n    return handleSubmitOrderOfSpot(credential, order);\n  }\n  if (instType === 'PERP') {\n    return handleSubmitOrderOfPerp(credential, order);\n  }\n  throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);\n};\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-aster",
-	"version": "0.7.21",
+	"version": "0.7.23",
 	"main": "lib/index.js",
 	"files": [
 		"dist",

package/temp/package-deps.json

@@ -1,24 +1,24 @@
 {
     "apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
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-    "apps/vendor-aster/CHANGELOG.md": "a0ac5544204b6191455a31bc6f7baf73547b8f3a",
-    "apps/vendor-aster/SESSION_NOTES.md": "8a7aaa694e6428ef6e1ef14096e5c3ee00c42152",
+    "apps/vendor-aster/CHANGELOG.json": "7841bcca263f924f344b41d7d754a76d2e3242d2",
+    "apps/vendor-aster/CHANGELOG.md": "30fed97c26f4c5c48a70f3ab4caf3274aca86f49",
+    "apps/vendor-aster/SESSION_NOTES.md": "9734c99b07dd143cd0a36274f582f746d549fe12",
     "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
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     "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "apps/vendor-aster/package.json": "1bcc0a90dd5a00ad5424eed9fb72f0e1c6bcdc0d",
+    "apps/vendor-aster/package.json": "3896d935a2f2a242be339b5b210b397342c1b714",
     "apps/vendor-aster/src/api/private-api.ts": "71f2f794377a45c64f688a663111318e36463bdb",
-    "apps/vendor-aster/src/api/public-api.ts": "4cd51f4b64e0c673fb3840fd3b6b13ddc3a7977e",
+    "apps/vendor-aster/src/api/public-api.ts": "ced2ae976ee7a74a5c1fe704b2c5fb2e25f13ab7",
     "apps/vendor-aster/src/index.ts": "509ef4c18ec2deb8a6e11ed5682334433cb2bcb2",
     "apps/vendor-aster/src/services/accounts/profile.ts": "fc57e7d2c865790dd257c043c8dd5cf5c641b7fd",
-    "apps/vendor-aster/src/services/accounts/spot.ts": "d04bf81c9025cae2b49b1ae0099c9525d888e7af",
+    "apps/vendor-aster/src/services/accounts/spot.ts": "34ec7b03862ab53702ea957942b8217086ee5bb0",
     "apps/vendor-aster/src/services/exchange.ts": "71a555ceec0d84b6f12a9c2002834676f1370d51",
     "apps/vendor-aster/src/services/markets/interest_rate.ts": "8512bb506f3d66b16aceb9d153d1b3a4671de5ef",
-    "apps/vendor-aster/src/services/markets/product.ts": "027646b5af638bacc0f943cefc14e32e71bbb6ce",
+    "apps/vendor-aster/src/services/markets/product.ts": "cae86f69c6f019747ebad07569ed2bc862a78ac6",
     "apps/vendor-aster/src/services/markets/quote.ts": "ba022abb87d0114a922030bfba56bce1cd23f135",
     "apps/vendor-aster/src/services/orders/cancelOrder.ts": "09a6d3b10a218ad226346dd68d0ff0207083a7f1",
     "apps/vendor-aster/src/services/orders/listOrders.ts": "579e83c45f6c4435ad3f5a2d3fe163a036bb9fd1",
-    "apps/vendor-aster/src/services/orders/submitOrder.ts": "9e99af753829d8f75a110cb29042ee3ebe6b724d",
+    "apps/vendor-aster/src/services/orders/submitOrder.ts": "37791f5bf403d6fb229a0a5202d9cdf72abd0719",
     "apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "5ded440ffb547a8aa495353d5b13c1fd1b164b4a",
     "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",