@yuants/vendor-aster 0.7.22 → 0.7.23
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/services/accounts/spot.js +17 -4
- package/dist/services/accounts/spot.js.map +1 -1
- package/dist/services/orders/submitOrder.js +2 -2
- package/dist/services/orders/submitOrder.js.map +1 -1
- package/lib/services/accounts/spot.d.ts.map +1 -1
- package/lib/services/accounts/spot.js +17 -4
- package/lib/services/accounts/spot.js.map +1 -1
- package/lib/services/orders/submitOrder.js +2 -2
- package/lib/services/orders/submitOrder.js.map +1 -1
- package/package.json +1 -1
- package/temp/package-deps.json +6 -6
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@@ -2,26 +2,39 @@ import { createCache } from '@yuants/cache';
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import { makeSpotPosition } from '@yuants/data-account';
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import { encodePath } from '@yuants/utils';
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import { getApiV1Account, getApiV1TickerPrice, getFApiV4Account } from '../../api/private-api';
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import { listProducts } from '../markets/product';
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// ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko
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const asBNBPrice = createCache(() => fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')
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.then((res) => res.json())
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.then((data) => data['astherus-staked-bnb'].usd), {
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expire: 60000, // 1 minute
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});
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const buildSpotProductMap = async () => {
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const products = await listProducts();
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const map = new Map();
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for (const product of products) {
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const [, instType] = product.product_id.split('/');
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if (instType === 'SPOT') {
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map.set(product.base_currency, product.product_id);
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}
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}
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return map;
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};
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export const getPositions = async (credential) => {
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var _a, _b, _c, _d;
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var _a, _b, _c, _d, _e;
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const positions = [];
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const [x, prices, prep] = await Promise.all([
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const [x, prices, prep, spotProductMap] = await Promise.all([
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getApiV1Account(credential, {}),
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getApiV1TickerPrice(credential, {}),
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getFApiV4Account(credential, {}),
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buildSpotProductMap(),
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]);
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for (const b of x.balances) {
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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;
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positions.push(makeSpotPosition({
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position_id: b.asset,
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datasource_id: 'ASTER',
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product_id: encodePath('ASTER', 'SPOT', b.asset),
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product_id: (_c = spotProductMap.get(b.asset)) !== null && _c !== void 0 ? _c : encodePath('ASTER', 'SPOT', b.asset),
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volume: +b.free + +b.locked,
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free_volume: +b.free,
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closable_price: +thePrice,
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@@ -41,7 +54,7 @@ export const getPositions = async (credential) => {
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}
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}
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else {
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thePrice = +((
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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);
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}
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positions.push(makeSpotPosition({
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position_id: encodePath(b.asset, 'ASSET'),
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,eAAe,EAAE,mBAAmB,EAAE,gBAAgB,EAAe,MAAM,uBAAuB,CAAC;
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+
{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,eAAe,EAAE,mBAAmB,EAAE,gBAAgB,EAAe,MAAM,uBAAuB,CAAC;AAC5G,OAAO,EAAE,YAAY,EAAE,MAAM,oBAAoB,CAAC;AAElD,qFAAqF;AACrF,MAAM,UAAU,GAAG,WAAW,CAC5B,GAAG,EAAE,CACH,KAAK,CAAC,yFAAyF,CAAC;KAC7F,IAAI,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC;KACzB,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,qBAAqB,CAAC,CAAC,GAAa,CAAC,EAC9D;IACE,MAAM,EAAE,KAAM,EAAE,WAAW;CAC5B,CACF,CAAC;AAEF,MAAM,mBAAmB,GAAG,KAAK,IAAI,EAAE;IACrC,MAAM,QAAQ,GAAG,MAAM,YAAY,EAAE,CAAC;IACtC,MAAM,GAAG,GAAG,IAAI,GAAG,EAAkB,CAAC;IACtC,KAAK,MAAM,OAAO,IAAI,QAAQ,EAAE;QAC9B,MAAM,CAAC,EAAE,QAAQ,CAAC,GAAG,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QACnD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,GAAG,CAAC,GAAG,CAAC,OAAO,CAAC,aAAa,EAAE,OAAO,CAAC,UAAU,CAAC,CAAC;SACpD;KACF;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;;IAC5D,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,cAAc,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC1D,eAAe,CAAC,UAAU,EAAE,EAAE,CAAC;QAC/B,mBAAmB,CAAC,UAAU,EAAE,EAAE,CAAC;QACnC,gBAAgB,CAAC,UAAU,EAAE,EAAE,CAAC;QAChC,mBAAmB,EAAE;KACtB,CAAC,CAAC;IAEH,KAAK,MAAM,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE;QAC1B,MAAM,QAAQ,GAAG,CAAC,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAA,MAAA,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,CAAC,CAAC,KAAK,GAAG,MAAM,CAAC,0CAAE,KAAK,mCAAI,CAAC,CAAC;QACxG,SAAS,CAAC,IAAI,CACZ,gBAAgB,CAAC;YACf,WAAW,EAAE,CAAC,CAAC,KAAK;YACpB,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,MAAA,cAAc,CAAC,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,mCAAI,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,CAAC,CAAC,KAAK,CAAC;YAC/E,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,MAAM;YAC3B,WAAW,EAAE,CAAC,CAAC,CAAC,IAAI;YACpB,cAAc,EAAE,CAAC,QAAQ;SAC1B,CAAC,CACH,CAAC;KACH;IAED,KAAK,MAAM,CAAC,IAAI,IAAI,CAAC,MAAM,EAAE;QAC3B,IAAI,CAAC,CAAC,CAAC,aAAa,KAAK,CAAC;YAAE,SAAS;QACrC,IAAI,QAAQ,GAAG,CAAC,CAAC;QACjB,IAAI,CAAC,CAAC,KAAK,KAAK,MAAM,EAAE;YACtB,QAAQ,GAAG,CAAC,CAAC;SACd;aAAM,IAAI,CAAC,CAAC,KAAK,KAAK,OAAO,EAAE;YAC9B,MAAM,EAAE,GAAG,MAAM,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;YACrD,IAAI,EAAE,EAAE;gBACN,QAAQ,GAAG,EAAE,CAAC;aACf;SACF;aAAM;YACL,QAAQ,GAAG,CAAC,CAAC,MAAA,MAAA,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,CAAC,CAAC,KAAK,GAAG,MAAM,CAAC,0CAAE,KAAK,mCAAI,CAAC,CAAC,CAAC;SAC7E;QAED,SAAS,CAAC,IAAI,CACZ,gBAAgB,CAAC;YACf,WAAW,EAAE,UAAU,CAAC,CAAC,CAAC,KAAK,EAAE,OAAO,CAAC;YACzC,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,UAAU,CAAC,OAAO,EAAE,YAAY,EAAE,CAAC,CAAC,KAAK,CAAC;YACtD,MAAM,EAAE,CAAC,CAAC,CAAC,aAAa;YACxB,WAAW,EAAE,CAAC,CAAC,CAAC,aAAa;YAC7B,cAAc,EAAE,QAAQ;SACzB,CAAC,CACH,CAAC;KACH;IAED,KAAK,MAAM,CAAC,IAAI,IAAI,CAAC,SAAS,EAAE;QAC9B,IAAI,CAAC,CAAC,CAAC,WAAW,KAAK,CAAC;YAAE,SAAS;QACnC,SAAS,CAAC,IAAI,CAAC;YACb,WAAW,EAAE,CAAC,CAAC,MAAM;YACrB,UAAU,EAAE,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,CAAC,CAAC,MAAM,CAAC;YACjD,aAAa,EAAE,OAAO;YACtB,SAAS,EAAE,CAAC,CAAC,YAAY,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY;YAC/F,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;YAChC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;YACrC,cAAc,EAAE,CAAC,CAAC,CAAC,UAAU;YAC7B,cAAc,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;YACtD,eAAe,EAAE,CAAC,CAAC,CAAC,gBAAgB;YACpC,SAAS,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC;SACjC,CAAC,CAAC;KACJ;IAED,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { 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"]}
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@@ -5,8 +5,8 @@ const parseProductId = (productId) => {
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return { category: undefined, symbol: undefined };
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}
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const parts = decodePath(productId);
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if (parts.length >=
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return { category: parts[
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if (parts.length >= 3) {
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return { category: parts[1], symbol: parts.slice(2).join('/') };
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}
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return { category: undefined, symbol: parts[0] };
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};
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@@ -1 +1 @@
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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 >= 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"]}
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{"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;
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1
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+
{"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"}
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@@ -5,26 +5,39 @@ const cache_1 = require("@yuants/cache");
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5
5
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const data_account_1 = require("@yuants/data-account");
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const utils_1 = require("@yuants/utils");
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7
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const private_api_1 = require("../../api/private-api");
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+
const product_1 = require("../markets/product");
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// ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko
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const asBNBPrice = (0, cache_1.createCache)(() => fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')
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.then((res) => res.json())
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.then((data) => data['astherus-staked-bnb'].usd), {
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expire: 60000, // 1 minute
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});
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const buildSpotProductMap = async () => {
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const products = await (0, product_1.listProducts)();
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const map = new Map();
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for (const product of products) {
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const [, instType] = product.product_id.split('/');
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if (instType === 'SPOT') {
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map.set(product.base_currency, product.product_id);
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}
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}
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return map;
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};
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const getPositions = async (credential) => {
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var _a, _b, _c, _d;
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var _a, _b, _c, _d, _e;
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const positions = [];
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const [x, prices, prep] = await Promise.all([
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const [x, prices, prep, spotProductMap] = await Promise.all([
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(0, private_api_1.getApiV1Account)(credential, {}),
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(0, private_api_1.getApiV1TickerPrice)(credential, {}),
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(0, private_api_1.getFApiV4Account)(credential, {}),
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buildSpotProductMap(),
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]);
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for (const b of x.balances) {
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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;
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positions.push((0, data_account_1.makeSpotPosition)({
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position_id: b.asset,
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datasource_id: 'ASTER',
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product_id: (0, utils_1.encodePath)('ASTER', 'SPOT', b.asset),
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product_id: (_c = spotProductMap.get(b.asset)) !== null && _c !== void 0 ? _c : (0, utils_1.encodePath)('ASTER', 'SPOT', b.asset),
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volume: +b.free + +b.locked,
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free_volume: +b.free,
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closable_price: +thePrice,
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@@ -44,7 +57,7 @@ const getPositions = async (credential) => {
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}
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}
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else {
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thePrice = +((
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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);
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}
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positions.push((0, data_account_1.makeSpotPosition)({
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position_id: (0, utils_1.encodePath)(b.asset, 'ASSET'),
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAC5C,uDAAmE;AACnE,yCAA2C;AAC3C,uDAA4G;
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1
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+
{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAC5C,uDAAmE;AACnE,yCAA2C;AAC3C,uDAA4G;AAC5G,gDAAkD;AAElD,qFAAqF;AACrF,MAAM,UAAU,GAAG,IAAA,mBAAW,EAC5B,GAAG,EAAE,CACH,KAAK,CAAC,yFAAyF,CAAC;KAC7F,IAAI,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC;KACzB,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,qBAAqB,CAAC,CAAC,GAAa,CAAC,EAC9D;IACE,MAAM,EAAE,KAAM,EAAE,WAAW;CAC5B,CACF,CAAC;AAEF,MAAM,mBAAmB,GAAG,KAAK,IAAI,EAAE;IACrC,MAAM,QAAQ,GAAG,MAAM,IAAA,sBAAY,GAAE,CAAC;IACtC,MAAM,GAAG,GAAG,IAAI,GAAG,EAAkB,CAAC;IACtC,KAAK,MAAM,OAAO,IAAI,QAAQ,EAAE;QAC9B,MAAM,CAAC,EAAE,QAAQ,CAAC,GAAG,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QACnD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,GAAG,CAAC,GAAG,CAAC,OAAO,CAAC,aAAa,EAAE,OAAO,CAAC,UAAU,CAAC,CAAC;SACpD;KACF;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEK,MAAM,YAAY,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;;IAC5D,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,cAAc,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC1D,IAAA,6BAAe,EAAC,UAAU,EAAE,EAAE,CAAC;QAC/B,IAAA,iCAAmB,EAAC,UAAU,EAAE,EAAE,CAAC;QACnC,IAAA,8BAAgB,EAAC,UAAU,EAAE,EAAE,CAAC;QAChC,mBAAmB,EAAE;KACtB,CAAC,CAAC;IAEH,KAAK,MAAM,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE;QAC1B,MAAM,QAAQ,GAAG,CAAC,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAA,MAAA,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,CAAC,CAAC,KAAK,GAAG,MAAM,CAAC,0CAAE,KAAK,mCAAI,CAAC,CAAC;QACxG,SAAS,CAAC,IAAI,CACZ,IAAA,+BAAgB,EAAC;YACf,WAAW,EAAE,CAAC,CAAC,KAAK;YACpB,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,MAAA,cAAc,CAAC,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,mCAAI,IAAA,kBAAU,EAAC,OAAO,EAAE,MAAM,EAAE,CAAC,CAAC,KAAK,CAAC;YAC/E,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,MAAM;YAC3B,WAAW,EAAE,CAAC,CAAC,CAAC,IAAI;YACpB,cAAc,EAAE,CAAC,QAAQ;SAC1B,CAAC,CACH,CAAC;KACH;IAED,KAAK,MAAM,CAAC,IAAI,IAAI,CAAC,MAAM,EAAE;QAC3B,IAAI,CAAC,CAAC,CAAC,aAAa,KAAK,CAAC;YAAE,SAAS;QACrC,IAAI,QAAQ,GAAG,CAAC,CAAC;QACjB,IAAI,CAAC,CAAC,KAAK,KAAK,MAAM,EAAE;YACtB,QAAQ,GAAG,CAAC,CAAC;SACd;aAAM,IAAI,CAAC,CAAC,KAAK,KAAK,OAAO,EAAE;YAC9B,MAAM,EAAE,GAAG,MAAM,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;YACrD,IAAI,EAAE,EAAE;gBACN,QAAQ,GAAG,EAAE,CAAC;aACf;SACF;aAAM;YACL,QAAQ,GAAG,CAAC,CAAC,MAAA,MAAA,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,CAAC,CAAC,KAAK,GAAG,MAAM,CAAC,0CAAE,KAAK,mCAAI,CAAC,CAAC,CAAC;SAC7E;QAED,SAAS,CAAC,IAAI,CACZ,IAAA,+BAAgB,EAAC;YACf,WAAW,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,KAAK,EAAE,OAAO,CAAC;YACzC,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,OAAO,EAAE,YAAY,EAAE,CAAC,CAAC,KAAK,CAAC;YACtD,MAAM,EAAE,CAAC,CAAC,CAAC,aAAa;YACxB,WAAW,EAAE,CAAC,CAAC,CAAC,aAAa;YAC7B,cAAc,EAAE,QAAQ;SACzB,CAAC,CACH,CAAC;KACH;IAED,KAAK,MAAM,CAAC,IAAI,IAAI,CAAC,SAAS,EAAE;QAC9B,IAAI,CAAC,CAAC,CAAC,WAAW,KAAK,CAAC;YAAE,SAAS;QACnC,SAAS,CAAC,IAAI,CAAC;YACb,WAAW,EAAE,CAAC,CAAC,MAAM;YACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,OAAO,EAAE,MAAM,EAAE,CAAC,CAAC,MAAM,CAAC;YACjD,aAAa,EAAE,OAAO;YACtB,SAAS,EAAE,CAAC,CAAC,YAAY,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY;YAC/F,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;YAChC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;YACrC,cAAc,EAAE,CAAC,CAAC,CAAC,UAAU;YAC7B,cAAc,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;YACtD,eAAe,EAAE,CAAC,CAAC,CAAC,gBAAgB;YACpC,SAAS,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC;SACjC,CAAC,CAAC;KACJ;IAED,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAlEW,QAAA,YAAY,gBAkEvB","sourcesContent":["import { 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"]}
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@@ -8,8 +8,8 @@ const parseProductId = (productId) => {
|
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|
8
8
|
return { category: undefined, symbol: undefined };
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9
9
|
}
|
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10
10
|
const parts = (0, utils_1.decodePath)(productId);
|
|
11
|
-
if (parts.length >=
|
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12
|
-
return { category: parts[
|
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11
|
+
if (parts.length >= 3) {
|
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12
|
+
return { category: parts[1], symbol: parts.slice(2).join('/') };
|
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13
13
|
}
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14
14
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return { category: undefined, symbol: parts[0] };
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15
15
|
};
|
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@@ -1 +1 @@
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1
|
-
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|
|
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 >= 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
CHANGED
package/temp/package-deps.json
CHANGED
|
@@ -1,24 +1,24 @@
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1
1
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{
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2
2
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"apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
|
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3
|
-
"apps/vendor-aster/CHANGELOG.json": "
|
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4
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-
"apps/vendor-aster/CHANGELOG.md": "
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5
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-
"apps/vendor-aster/SESSION_NOTES.md": "
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3
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+
"apps/vendor-aster/CHANGELOG.json": "7841bcca263f924f344b41d7d754a76d2e3242d2",
|
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4
|
+
"apps/vendor-aster/CHANGELOG.md": "30fed97c26f4c5c48a70f3ab4caf3274aca86f49",
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"apps/vendor-aster/SESSION_NOTES.md": "9734c99b07dd143cd0a36274f582f746d549fe12",
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6
6
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"apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
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7
7
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"apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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8
8
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"apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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9
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"apps/vendor-aster/package.json": "
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10
|
"apps/vendor-aster/src/api/private-api.ts": "71f2f794377a45c64f688a663111318e36463bdb",
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11
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"apps/vendor-aster/src/api/public-api.ts": "ced2ae976ee7a74a5c1fe704b2c5fb2e25f13ab7",
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12
12
|
"apps/vendor-aster/src/index.ts": "509ef4c18ec2deb8a6e11ed5682334433cb2bcb2",
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13
13
|
"apps/vendor-aster/src/services/accounts/profile.ts": "fc57e7d2c865790dd257c043c8dd5cf5c641b7fd",
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14
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-
"apps/vendor-aster/src/services/accounts/spot.ts": "
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14
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"apps/vendor-aster/src/services/accounts/spot.ts": "34ec7b03862ab53702ea957942b8217086ee5bb0",
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15
15
|
"apps/vendor-aster/src/services/exchange.ts": "71a555ceec0d84b6f12a9c2002834676f1370d51",
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16
16
|
"apps/vendor-aster/src/services/markets/interest_rate.ts": "8512bb506f3d66b16aceb9d153d1b3a4671de5ef",
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17
17
|
"apps/vendor-aster/src/services/markets/product.ts": "cae86f69c6f019747ebad07569ed2bc862a78ac6",
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18
18
|
"apps/vendor-aster/src/services/markets/quote.ts": "ba022abb87d0114a922030bfba56bce1cd23f135",
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19
19
|
"apps/vendor-aster/src/services/orders/cancelOrder.ts": "09a6d3b10a218ad226346dd68d0ff0207083a7f1",
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20
20
|
"apps/vendor-aster/src/services/orders/listOrders.ts": "579e83c45f6c4435ad3f5a2d3fe163a036bb9fd1",
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|
21
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-
"apps/vendor-aster/src/services/orders/submitOrder.ts": "
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21
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"apps/vendor-aster/src/services/orders/submitOrder.ts": "37791f5bf403d6fb229a0a5202d9cdf72abd0719",
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22
22
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"apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
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23
23
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24
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