@yuants/vendor-aster 0.7.24 → 0.7.25

package/dist/api/private-api.js

@@ -1,4 +1,4 @@
-import { encodeHex, HmacSHA256 } from '@yuants/utils';
+import { encodeHex, HmacSHA256, newError } from '@yuants/utils';
 import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';
 const MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
 const terminal = Terminal.fromNodeEnv();
@@ -31,7 +31,12 @@ const request = async (credential, method, baseURL, endpoint, params = {}) => {
         return res;
     }
     catch (e) {
-        throw `APIError: ${response.status} ${response.statusText} ${resText}`;
+        throw newError('ASTER_API_ERROR', {
+            status: response.status,
+            statusText: response.statusText,
+            resText,
+            params,
+        }, e);
     }
 };
 const createApi = (baseURL) => (method, endpoint) => (credential, params) => request(credential, method, baseURL, endpoint, params);

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

@@ -1 +1 @@
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// 账户唯一识别码\n    asset: string; // 资产\n    balance: string; // 总余额\n    crossWalletBalance: string; // 全仓余额\n    crossUnPnl: string; // 全仓持仓未实现盈亏\n    availableBalance: string; // 下单可用余额\n    maxWithdrawAmount: string; // 最大可转出余额\n    marginAvailable: boolean; // 是否可用作联合保证金\n    updateTime: number;\n  }[]\n>('GET', '/fapi/v2/balance');\n\nexport const postFApiV1Order = createFutureApi<\n  {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n    type:\n      | 'MARKET'\n      | 'LIMIT'\n      | 'STOP'\n      | 'STOP_MARKET'\n      | 'TAKE_PROFIT'\n      | 'TAKE_PROFIT_MARKET'\n      | 'TRAILING_STOP_MARKET';\n    reduceOnly?: 'true' | 'false';\n    quantity?: number;\n    price?: number;\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n  },\n  {}\n>('POST', '/fapi/v1/order');\n\n/**\n * 查询当前挂单 (永续)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2728-L2766\n */\nexport const getFApiV1OpenOrders = createFutureApi<\n  {\n    symbol?: string;\n  },\n  IAsterFutureOpenOrder[]\n>('GET', '/fapi/v1/openOrders');\n\n/**\n * 查询当前挂单 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1196-L1234\n */\nexport const getApiV1OpenOrders = createSpotApi<\n  {\n    symbol?: string;\n  },\n  IAsterSpotOpenOrder[]\n>('GET', '/api/v1/openOrders');\n\nexport const deleteFApiV1Order = createFutureApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('DELETE', '/fapi/v1/order');\n\n/**\n * 获取账户信息 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data\n */\nexport const getApiV1Account = createSpotApi<\n  {},\n  {\n    feeTier: number;\n    canTrade: boolean;\n    canDeposit: boolean;\n    canWithdraw: boolean;\n    canBurnAsset: boolean;\n    updateTime: number;\n    balances: {\n      asset: string;\n      free: string;\n      locked: string;\n    }[];\n  }\n>('GET', '/api/v1/account');\n\n/**\n * 获取最新价格\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getApiV1TickerPrice = createSpotApi<\n  {},\n  {\n    symbol: string;\n    price: string;\n    time: number;\n  }[]\n>('GET', '/api/v1/ticker/price');\n\nexport const postApiV1Order = createSpotApi<\n  {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET';\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX';\n    quantity?: number;\n    quoteOrderQty?: number;\n    price?: number;\n  },\n  {\n    orderId: number; // 系统的订单ID\n  }\n>('POST', '/api/v1/order');\n\n/**\n * 取消有效订单 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1040-L1074\n */\nexport const deleteApiV1Order = createSpotApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('DELETE', '/api/v1/order');\n"]}
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// 去掉开头的 '?'\n  const signature = encodeHex(\n    await HmacSHA256(new TextEncoder().encode(msg), new TextEncoder().encode(credential.secret_key)),\n  );\n  url.searchParams.set('signature', signature);\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const response = await fetch(url.toString(), {\n    method,\n    headers: {\n      'X-MBX-APIKEY': credential.api_key,\n    },\n  });\n\n  const resText = await response.text();\n\n  try {\n    const res = JSON.parse(resText);\n\n    if (res.code && res.code !== 0) {\n      throw resText;\n    }\n    return res;\n  } catch (e) {\n    throw newError(\n      'ASTER_API_ERROR',\n      {\n        status: response.status,\n        statusText: response.statusText,\n        resText,\n        params,\n      },\n      e,\n    );\n  }\n};\n\nconst createApi =\n  (baseURL: string) =>\n  <TReq, TRes>(method: string, endpoint: string) =>\n  (credential: ICredential, params: TReq) =>\n    request<TRes>(credential, method, baseURL, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取账户信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AFv4-user_data\n */\nexport const getFApiV4Account = createFutureApi<\n  {},\n  {\n    feeTier: number;\n    canTrade: boolean;\n    canDeposit: boolean;\n    canWithdraw: boolean;\n    updateTime: number;\n    totalInitialMargin: string;\n    totalMaintMargin: string;\n    totalWalletBalance: string;\n    totalUnrealizedProfit: string;\n    totalMarginBalance: string;\n    totalPositionInitialMargin: string;\n    totalOpenOrderInitialMargin: string;\n    totalCrossWalletBalance: string;\n    totalCrossUnPnl: string;\n    availableBalance: string;\n    maxWithdrawAmount: string;\n    assets: {\n      asset: string;\n      walletBalance: string;\n      unrealizedProfit: string;\n      marginBalance: string;\n      maintMargin: string;\n      initialMargin: string;\n      positionInitialMargin: string;\n      openOrderInitialMargin: string;\n      maxWithdrawAmount: string;\n      crossWalletBalance: string;\n      crossUnPnl: string;\n      availableBalance: string;\n      marginAvailable: boolean;\n      updateTime: number;\n    }[];\n    positions: {\n      symbol: string;\n      initialMargin: string;\n      maintMargin: string;\n      unrealizedProfit: string;\n      positionInitialMargin: string;\n      openOrderInitialMargin: string;\n      leverage: string;\n      isolated: boolean;\n      entryPrice: string;\n      maxNotional: string;\n      positionSide: 'BOTH' | 'LONG' | 'SHORT';\n      positionAmt: string;\n      notional: string;\n      isolatedWallet: string;\n      updateTime: number;\n    }[];\n  }\n>('GET', '/fapi/v4/account');\n\nexport const getFApiV2Balance = createFutureApi<\n  {},\n  {\n    accountAlias: string; // 账户唯一识别码\n    asset: string; // 资产\n    balance: string; // 总余额\n    crossWalletBalance: string; // 全仓余额\n    crossUnPnl: string; // 全仓持仓未实现盈亏\n    availableBalance: string; // 下单可用余额\n    maxWithdrawAmount: string; // 最大可转出余额\n    marginAvailable: boolean; // 是否可用作联合保证金\n    updateTime: number;\n  }[]\n>('GET', '/fapi/v2/balance');\n\nexport const postFApiV1Order = createFutureApi<\n  {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n    type:\n      | 'MARKET'\n      | 'LIMIT'\n      | 'STOP'\n      | 'STOP_MARKET'\n      | 'TAKE_PROFIT'\n      | 'TAKE_PROFIT_MARKET'\n      | 'TRAILING_STOP_MARKET';\n    reduceOnly?: 'true' | 'false';\n    quantity?: number;\n    price?: number;\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n  },\n  {}\n>('POST', '/fapi/v1/order');\n\n/**\n * 查询当前挂单 (永续)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2728-L2766\n */\nexport const getFApiV1OpenOrders = createFutureApi<\n  {\n    symbol?: string;\n  },\n  IAsterFutureOpenOrder[]\n>('GET', '/fapi/v1/openOrders');\n\n/**\n * 查询当前挂单 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1196-L1234\n */\nexport const getApiV1OpenOrders = createSpotApi<\n  {\n    symbol?: string;\n  },\n  IAsterSpotOpenOrder[]\n>('GET', '/api/v1/openOrders');\n\nexport const deleteFApiV1Order = createFutureApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('DELETE', '/fapi/v1/order');\n\n/**\n * 获取账户信息 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data\n */\nexport const getApiV1Account = createSpotApi<\n  {},\n  {\n    feeTier: number;\n    canTrade: boolean;\n    canDeposit: boolean;\n    canWithdraw: boolean;\n    canBurnAsset: boolean;\n    updateTime: number;\n    balances: {\n      asset: string;\n      free: string;\n      locked: string;\n    }[];\n  }\n>('GET', '/api/v1/account');\n\n/**\n * 获取最新价格\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getApiV1TickerPrice = createSpotApi<\n  {},\n  {\n    symbol: string;\n    price: string;\n    time: number;\n  }[]\n>('GET', '/api/v1/ticker/price');\n\nexport const postApiV1Order = createSpotApi<\n  {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET';\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX';\n    quantity?: number;\n    quoteOrderQty?: number;\n    price?: number;\n  },\n  {\n    orderId: number; // 系统的订单ID\n  }\n>('POST', '/api/v1/order');\n\n/**\n * 取消有效订单 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1040-L1074\n */\nexport const deleteApiV1Order = createSpotApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('DELETE', '/api/v1/order');\n"]}

package/dist/services/orders/submitOrder.js

@@ -63,13 +63,17 @@ const handleSubmitOrderOfPerp = async (credential, order) => {
         throw new Error(`Unsupported order_type: ${order.order_type}`);
     const quantity = order.volume;
     const price = order.price;
-    const positionSide = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
-        ? 'LONG'
-        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
-            ? 'SHORT'
-            : undefined;
+    const isPositionSingleSide = true; // FIXME: Aster 永续合约仅支持单向持仓模式
+    const positionSide = isPositionSingleSide
+        ? undefined
+        : order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
+            ? 'LONG'
+            : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
+                ? 'SHORT'
+                : undefined;
     const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;
     const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
+    //
     const res = await postFApiV1Order(credential, {
         symbol,
         side,

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 >= 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: ${order.account_id}`);\n};\n"]}
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{ IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 3) {\n    return { category: parts[1], symbol: parts.slice(2).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${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: ${order.order_type}`);\n\n  const quantity = order.volume;\n  const price = order.price;\n\n  const isPositionSingleSide = true; // FIXME: Aster 永续合约仅支持单向持仓模式\n\n  const positionSide = isPositionSingleSide\n    ? undefined\n    : order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'\n    ? 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'GTC' : undefined;\n\n  //\n  const res = await postFApiV1Order(credential, {\n    symbol,\n    side,\n    type,\n    quantity,\n    price,\n    timeInForce,\n    positionSide,\n    reduceOnly,\n  });\n\n  const orderId =\n    (res as any)?.orderId ??\n    (res as any)?.order_id ??\n    (res as any)?.data?.orderId ??\n    (res as any)?.data?.order_id;\n\n  if (!orderId) throw new Error('Failed to retrieve order ID from response');\n\n  return { order_id: `${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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package/lib/api/private-api.js

@@ -34,7 +34,12 @@ const request = async (credential, method, baseURL, endpoint, params = {}) => {
         return res;
     }
     catch (e) {
-        throw `APIError: ${response.status} ${response.statusText} ${resText}`;
+        throw (0, utils_1.newError)('ASTER_API_ERROR', {
+            status: response.status,
+            statusText: response.statusText,
+            resText,
+            params,
+        }, e);
     }
 };
 const createApi = (baseURL) => (method, endpoint) => (credential, params) => request(credential, method, baseURL, endpoint, params);

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

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// 去掉开头的 '?'\n  const signature = encodeHex(\n    await HmacSHA256(new TextEncoder().encode(msg), new TextEncoder().encode(credential.secret_key)),\n  );\n  url.searchParams.set('signature', signature);\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const response = await fetch(url.toString(), {\n    method,\n    headers: {\n      'X-MBX-APIKEY': credential.api_key,\n    },\n  });\n\n  const resText = await response.text();\n\n  try {\n    const res = JSON.parse(resText);\n\n    if (res.code && res.code !== 0) {\n      throw resText;\n    }\n    return res;\n  } catch (e) {\n    throw newError(\n      'ASTER_API_ERROR',\n      {\n        status: response.status,\n        statusText: response.statusText,\n        resText,\n        params,\n      },\n      e,\n    );\n  }\n};\n\nconst createApi =\n  (baseURL: string) =>\n  <TReq, TRes>(method: string, endpoint: string) =>\n  (credential: ICredential, params: TReq) =>\n    request<TRes>(credential, method, baseURL, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取账户信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AFv4-user_data\n */\nexport const getFApiV4Account = createFutureApi<\n  {},\n  {\n    feeTier: number;\n    canTrade: boolean;\n    canDeposit: boolean;\n    canWithdraw: boolean;\n    updateTime: number;\n    totalInitialMargin: string;\n    totalMaintMargin: string;\n    totalWalletBalance: string;\n    totalUnrealizedProfit: string;\n    totalMarginBalance: string;\n    totalPositionInitialMargin: string;\n    totalOpenOrderInitialMargin: string;\n    totalCrossWalletBalance: string;\n    totalCrossUnPnl: string;\n    availableBalance: string;\n    maxWithdrawAmount: string;\n    assets: {\n      asset: string;\n      walletBalance: string;\n      unrealizedProfit: string;\n      marginBalance: string;\n      maintMargin: string;\n      initialMargin: string;\n      positionInitialMargin: string;\n      openOrderInitialMargin: string;\n      maxWithdrawAmount: string;\n      crossWalletBalance: string;\n      crossUnPnl: string;\n      availableBalance: string;\n      marginAvailable: boolean;\n      updateTime: number;\n    }[];\n    positions: {\n      symbol: string;\n      initialMargin: string;\n      maintMargin: string;\n      unrealizedProfit: string;\n      positionInitialMargin: string;\n      openOrderInitialMargin: string;\n      leverage: string;\n      isolated: boolean;\n      entryPrice: string;\n      maxNotional: string;\n      positionSide: 'BOTH' | 'LONG' | 'SHORT';\n      positionAmt: string;\n      notional: string;\n      isolatedWallet: string;\n      updateTime: number;\n    }[];\n  }\n>('GET', '/fapi/v4/account');\n\nexport const getFApiV2Balance = createFutureApi<\n  {},\n  {\n    accountAlias: string; // 账户唯一识别码\n    asset: string; // 资产\n    balance: string; // 总余额\n    crossWalletBalance: string; // 全仓余额\n    crossUnPnl: string; // 全仓持仓未实现盈亏\n    availableBalance: string; // 下单可用余额\n    maxWithdrawAmount: string; // 最大可转出余额\n    marginAvailable: boolean; // 是否可用作联合保证金\n    updateTime: number;\n  }[]\n>('GET', '/fapi/v2/balance');\n\nexport const postFApiV1Order = createFutureApi<\n  {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n    type:\n      | 'MARKET'\n      | 'LIMIT'\n      | 'STOP'\n      | 'STOP_MARKET'\n      | 'TAKE_PROFIT'\n      | 'TAKE_PROFIT_MARKET'\n      | 'TRAILING_STOP_MARKET';\n    reduceOnly?: 'true' | 'false';\n    quantity?: number;\n    price?: number;\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n  },\n  {}\n>('POST', '/fapi/v1/order');\n\n/**\n * 查询当前挂单 (永续)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2728-L2766\n */\nexport const getFApiV1OpenOrders = createFutureApi<\n  {\n    symbol?: string;\n  },\n  IAsterFutureOpenOrder[]\n>('GET', '/fapi/v1/openOrders');\n\n/**\n * 查询当前挂单 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1196-L1234\n */\nexport const getApiV1OpenOrders = createSpotApi<\n  {\n    symbol?: string;\n  },\n  IAsterSpotOpenOrder[]\n>('GET', '/api/v1/openOrders');\n\nexport const deleteFApiV1Order = createFutureApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('DELETE', '/fapi/v1/order');\n\n/**\n * 获取账户信息 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data\n */\nexport const getApiV1Account = createSpotApi<\n  {},\n  {\n    feeTier: number;\n    canTrade: boolean;\n    canDeposit: boolean;\n    canWithdraw: boolean;\n    canBurnAsset: boolean;\n    updateTime: number;\n    balances: {\n      asset: string;\n      free: string;\n      locked: string;\n    }[];\n  }\n>('GET', '/api/v1/account');\n\n/**\n * 获取最新价格\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getApiV1TickerPrice = createSpotApi<\n  {},\n  {\n    symbol: string;\n    price: string;\n    time: number;\n  }[]\n>('GET', '/api/v1/ticker/price');\n\nexport const postApiV1Order = createSpotApi<\n  {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET';\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX';\n    quantity?: number;\n    quoteOrderQty?: number;\n    price?: number;\n  },\n  {\n    orderId: number; // 系统的订单ID\n  }\n>('POST', '/api/v1/order');\n\n/**\n * 取消有效订单 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1040-L1074\n */\nexport const deleteApiV1Order = createSpotApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('DELETE', '/api/v1/order');\n"]}

package/lib/services/orders/submitOrder.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AAEjE,OAAO,EAAuB,WAAW,EAAmC,MAAM,uBAAuB,CAAC;AAmH1G,eAAO,MAAM,iBAAiB,EAAE,2BAA2B,CAAC,WAAW,CAStE,CAAC"}

package/lib/services/orders/submitOrder.js

@@ -66,13 +66,17 @@ const handleSubmitOrderOfPerp = async (credential, order) => {
         throw new Error(`Unsupported order_type: ${order.order_type}`);
     const quantity = order.volume;
     const price = order.price;
-    const positionSide = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
-        ? 'LONG'
-        : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
-            ? 'SHORT'
-            : undefined;
+    const isPositionSingleSide = true; // FIXME: Aster 永续合约仅支持单向持仓模式
+    const positionSide = isPositionSingleSide
+        ? undefined
+        : order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'
+            ? 'LONG'
+            : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'
+                ? 'SHORT'
+                : undefined;
     const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;
     const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
+    //
     const res = await (0, private_api_1.postFApiV1Order)(credential, {
         symbol,
         side,

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 >= 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: ${order.account_id}`);\n};\n"]}
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{ IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 3) {\n    return { category: parts[1], symbol: parts.slice(2).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${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: ${order.order_type}`);\n\n  const quantity = order.volume;\n  const price = order.price;\n\n  const isPositionSingleSide = true; // FIXME: Aster 永续合约仅支持单向持仓模式\n\n  const positionSide = isPositionSingleSide\n    ? undefined\n    : order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'\n    ? 'LONG'\n    : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n    ? 'SHORT'\n    : undefined;\n\n  const reduceOnly =\n    order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  //\n  const res = await postFApiV1Order(credential, {\n    symbol,\n    side,\n    type,\n    quantity,\n    price,\n    timeInForce,\n    positionSide,\n    reduceOnly,\n  });\n\n  const orderId =\n    (res as any)?.orderId ??\n    (res as any)?.order_id ??\n    (res as any)?.data?.orderId ??\n    (res as any)?.data?.order_id;\n\n  if (!orderId) throw new Error('Failed to retrieve order ID from response');\n\n  return { order_id: `${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": "0.7.24",
+	"version": "0.7.25",
 	"main": "lib/index.js",
 	"files": [
 		"dist",

package/temp/package-deps.json

@@ -1,13 +1,13 @@
 {
     "apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
-    "apps/vendor-aster/CHANGELOG.json": "f8ada593c16deebfae2d57a86d1443a753c55c44",
-    "apps/vendor-aster/CHANGELOG.md": "fe5f652f06ddbf87443d9be63b38cca91cd10a9d",
+    "apps/vendor-aster/CHANGELOG.json": "b01e4c9fc9b22676a4593281cf0aa2d850bdb817",
+    "apps/vendor-aster/CHANGELOG.md": "9e5b3842300fbeb58d58ae4b31a08a29e5d6d75a",
     "apps/vendor-aster/SESSION_NOTES.md": "d91f7a251d148fab1715b6da62395455edcb3b93",
     "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "apps/vendor-aster/package.json": "7e99097181be249413aa31f00c08376e99e4e65f",
-    "apps/vendor-aster/src/api/private-api.ts": "71f2f794377a45c64f688a663111318e36463bdb",
+    "apps/vendor-aster/package.json": "6c19a6621c1f0fdf8d70f624141f9fda3eb34f1a",
+    "apps/vendor-aster/src/api/private-api.ts": "ddafe28ed90a9dd10974afb9371d41115d7226ff",
     "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",
@@ -18,7 +18,7 @@
     "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": "37791f5bf403d6fb229a0a5202d9cdf72abd0719",
+    "apps/vendor-aster/src/services/orders/submitOrder.ts": "9580e87b195b7bd3631b0b3e5f6c2a1c37b29feb",
     "apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "5ded440ffb547a8aa495353d5b13c1fd1b164b4a",
     "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",