@yuants/vendor-aster 0.7.6 → 0.7.8
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/api/private-api.js +2 -3
- package/dist/api/private-api.js.map +1 -1
- package/dist/index.js +1 -3
- package/dist/index.js.map +1 -1
- package/dist/services/accounts/perp.js +1 -1
- package/dist/services/accounts/perp.js.map +1 -1
- package/dist/services/accounts/profile.js +10 -0
- package/dist/services/accounts/profile.js.map +1 -0
- package/dist/services/accounts/spot.js +21 -5
- package/dist/services/accounts/spot.js.map +1 -1
- package/dist/services/exchange.js +63 -0
- package/dist/services/exchange.js.map +1 -0
- package/dist/services/markets/interest_rate.js +1 -1
- package/dist/services/markets/interest_rate.js.map +1 -1
- package/dist/services/markets/product.js +5 -4
- package/dist/services/markets/product.js.map +1 -1
- package/dist/services/markets/quote.js +1 -1
- package/dist/services/markets/quote.js.map +1 -1
- package/dist/services/orders/cancelOrder.js +4 -7
- package/dist/services/orders/cancelOrder.js.map +1 -1
- package/dist/services/orders/listOrders.js +21 -12
- package/dist/services/orders/listOrders.js.map +1 -1
- package/dist/services/orders/submitOrder.js +3 -6
- package/dist/services/orders/submitOrder.js.map +1 -1
- package/lib/api/private-api.d.ts.map +1 -1
- package/lib/api/private-api.js +1 -2
- package/lib/api/private-api.js.map +1 -1
- package/lib/index.d.ts +1 -3
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +1 -3
- package/lib/index.js.map +1 -1
- package/lib/services/accounts/perp.d.ts +2 -2
- package/lib/services/accounts/perp.d.ts.map +1 -1
- package/lib/services/accounts/perp.js +1 -1
- package/lib/services/accounts/perp.js.map +1 -1
- package/lib/services/accounts/profile.d.ts +3 -0
- package/lib/services/accounts/profile.d.ts.map +1 -0
- package/lib/services/accounts/profile.js +14 -0
- package/lib/services/accounts/profile.js.map +1 -0
- package/lib/services/accounts/spot.d.ts +2 -2
- package/lib/services/accounts/spot.d.ts.map +1 -1
- package/lib/services/accounts/spot.js +20 -4
- package/lib/services/accounts/spot.js.map +1 -1
- package/lib/services/exchange.d.ts +2 -0
- package/lib/services/exchange.d.ts.map +1 -0
- package/lib/services/exchange.js +65 -0
- package/lib/services/exchange.js.map +1 -0
- package/lib/services/markets/interest_rate.js +1 -1
- package/lib/services/markets/interest_rate.js.map +1 -1
- package/lib/services/markets/product.d.ts +2 -0
- package/lib/services/markets/product.d.ts.map +1 -1
- package/lib/services/markets/product.js +7 -5
- package/lib/services/markets/product.js.map +1 -1
- package/lib/services/markets/quote.js +1 -1
- package/lib/services/markets/quote.js.map +1 -1
- package/lib/services/orders/cancelOrder.d.ts.map +1 -1
- package/lib/services/orders/cancelOrder.js +4 -7
- package/lib/services/orders/cancelOrder.js.map +1 -1
- package/lib/services/orders/listOrders.d.ts +7 -3
- package/lib/services/orders/listOrders.d.ts.map +1 -1
- package/lib/services/orders/listOrders.js +24 -11
- package/lib/services/orders/listOrders.js.map +1 -1
- package/lib/services/orders/submitOrder.d.ts.map +1 -1
- package/lib/services/orders/submitOrder.js +3 -6
- package/lib/services/orders/submitOrder.js.map +1 -1
- package/package.json +15 -14
- package/temp/package-deps.json +30 -31
- package/dist/services/account-actions-with-credential.js +0 -34
- package/dist/services/account-actions-with-credential.js.map +0 -1
- package/dist/services/legacy.js +0 -69
- package/dist/services/legacy.js.map +0 -1
- package/dist/services/order-actions-with-credential.js +0 -19
- package/dist/services/order-actions-with-credential.js.map +0 -1
- package/dist/utils.js +0 -9
- package/dist/utils.js.map +0 -1
- package/lib/services/account-actions-with-credential.d.ts +0 -2
- package/lib/services/account-actions-with-credential.d.ts.map +0 -1
- package/lib/services/account-actions-with-credential.js +0 -36
- package/lib/services/account-actions-with-credential.js.map +0 -1
- package/lib/services/legacy.d.ts +0 -2
- package/lib/services/legacy.d.ts.map +0 -1
- package/lib/services/legacy.js +0 -71
- package/lib/services/legacy.js.map +0 -1
- package/lib/services/order-actions-with-credential.d.ts +0 -2
- package/lib/services/order-actions-with-credential.d.ts.map +0 -1
- package/lib/services/order-actions-with-credential.js +0 -21
- package/lib/services/order-actions-with-credential.js.map +0 -1
- package/lib/utils.d.ts +0 -2
- package/lib/utils.d.ts.map +0 -1
- package/lib/utils.js +0 -13
- package/lib/utils.js.map +0 -1
package/dist/api/private-api.js
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import { HmacSHA256 } from '@yuants/utils';
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import { uint8ArrayToHex } from '../utils';
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import { encodeHex, HmacSHA256 } from '@yuants/utils';
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const request = async (credential, method, baseURL, endpoint, params = {}) => {
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const url = new URL(baseURL);
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url.pathname = endpoint;
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}
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url.searchParams.set('timestamp', `${Date.now()}`);
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const msg = url.search.slice(1); // 去掉开头的 '?'
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const signature =
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const signature = encodeHex(await HmacSHA256(new TextEncoder().encode(msg), new TextEncoder().encode(credential.secret_key)));
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url.searchParams.set('signature', signature);
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console.info(url.toString());
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const response = await fetch(url.toString(), {
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// 去掉开头的 '?'\n const signature = uint8ArrayToHex(\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 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 `APIError: ${response.status} ${response.statusText} ${resText}`;\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"]}
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{"version":3,"file":"private-api.js","sourceRoot":"","sources":["../../src/api/private-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAkDtD,MAAM,OAAO,GAAG,KAAK,EACnB,UAAuB,EACvB,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,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,GAAG,IAAI,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;IACnD,MAAM,GAAG,GAAG,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY;IAC7C,MAAM,SAAS,GAAG,SAAS,CACzB,MAAM,UAAU,CAAC,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,GAAG,CAAC,EAAE,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,CAAC,CACjG,CAAC;IACF,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;IAE7C,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7B,MAAM,QAAQ,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAE;QAC3C,MAAM;QACN,OAAO,EAAE;YACP,cAAc,EAAE,UAAU,CAAC,OAAO;SACnC;KACF,CAAC,CAAC;IAEH,MAAM,OAAO,GAAG,MAAM,QAAQ,CAAC,IAAI,EAAE,CAAC;IAEtC,IAAI;QACF,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAEhC,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC,EAAE;YAC9B,MAAM,OAAO,CAAC;SACf;QACD,OAAO,GAAG,CAAC;KACZ;IAAC,OAAO,CAAC,EAAE;QACV,MAAM,aAAa,QAAQ,CAAC,MAAM,IAAI,QAAQ,CAAC,UAAU,IAAI,OAAO,EAAE,CAAC;KACxE;AACH,CAAC,CAAC;AAEF,MAAM,SAAS,GACb,CAAC,OAAe,EAAE,EAAE,CACpB,CAAa,MAAc,EAAE,QAAgB,EAAE,EAAE,CACjD,CAAC,UAAuB,EAAE,MAAY,EAAE,EAAE,CACxC,OAAO,CAAO,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAEjE,MAAM,eAAe,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAC/D,MAAM,aAAa,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAE7D;;;;GAIG;AACH,MAAM,CAAC,MAAM,gBAAgB,GAAG,eAAe,CAqD7C,KAAK,EAAE,kBAAkB,CAAC,CAAC;AAE7B,MAAM,CAAC,MAAM,gBAAgB,GAAG,eAAe,CAa7C,KAAK,EAAE,kBAAkB,CAAC,CAAC;AAE7B,MAAM,CAAC,MAAM,eAAe,GAAG,eAAe,CAmB5C,MAAM,EAAE,gBAAgB,CAAC,CAAC;AAE5B;;;;GAIG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,eAAe,CAKhD,KAAK,EAAE,qBAAqB,CAAC,CAAC;AAEhC;;;;GAIG;AACH,MAAM,CAAC,MAAM,kBAAkB,GAAG,aAAa,CAK7C,KAAK,EAAE,oBAAoB,CAAC,CAAC;AAE/B,MAAM,CAAC,MAAM,iBAAiB,GAAG,eAAe,CAO9C,QAAQ,EAAE,gBAAgB,CAAC,CAAC;AAE9B;;;;GAIG;AACH,MAAM,CAAC,MAAM,eAAe,GAAG,aAAa,CAe1C,KAAK,EAAE,iBAAiB,CAAC,CAAC;AAE5B;;;GAGG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,aAAa,CAO9C,KAAK,EAAE,sBAAsB,CAAC,CAAC;AAEjC,MAAM,CAAC,MAAM,cAAc,GAAG,aAAa,CAazC,MAAM,EAAE,eAAe,CAAC,CAAC;AAE3B;;;;GAIG;AACH,MAAM,CAAC,MAAM,gBAAgB,GAAG,aAAa,CAO3C,QAAQ,EAAE,eAAe,CAAC,CAAC","sourcesContent":["import { encodeHex, HmacSHA256 } from '@yuants/utils';\n\nexport interface ICredential {\n address: string;\n api_key: string;\n secret_key: string;\n}\n\nexport interface IAsterFutureOpenOrder {\n orderId: number;\n clientOrderId: string;\n price: string;\n origQty: string;\n executedQty: string;\n status: string;\n timeInForce: string;\n type: string;\n side: 'BUY' | 'SELL';\n updateTime: number;\n avgPrice: string;\n reduceOnly?: boolean;\n closePosition?: boolean;\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n workingType?: string;\n priceProtect?: boolean;\n origType?: string;\n stopPrice?: string;\n symbol: string;\n}\n\nexport interface IAsterSpotOpenOrder {\n orderId: number;\n clientOrderId: string;\n price: string;\n origQty: string;\n executedQty: string;\n cummulativeQuoteQty?: string;\n status: string;\n timeInForce: string;\n type: string;\n side: 'BUY' | 'SELL';\n stopPrice?: string;\n icebergQty?: string;\n time: number;\n updateTime: number;\n isWorking?: boolean;\n avgPrice?: string;\n symbol: string;\n}\n\nconst request = async <T>(\n credential: ICredential,\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 url.searchParams.set('timestamp', `${Date.now()}`);\n const msg = url.search.slice(1); // 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 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 `APIError: ${response.status} ${response.statusText} ${resText}`;\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/index.js
CHANGED
|
@@ -1,7 +1,5 @@
|
|
|
1
1
|
import './services/markets/interest_rate';
|
|
2
2
|
import './services/markets/product';
|
|
3
3
|
import './services/markets/quote';
|
|
4
|
-
import './services/
|
|
5
|
-
import './services/legacy';
|
|
6
|
-
import './services/order-actions-with-credential';
|
|
4
|
+
import './services/exchange';
|
|
7
5
|
//# sourceMappingURL=index.js.map
|
package/dist/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,qBAAqB,CAAC","sourcesContent":["import './services/markets/interest_rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/exchange';\n"]}
|
|
@@ -8,7 +8,7 @@ export const getPerpAccountInfo = async (credential) => {
|
|
|
8
8
|
.filter((p) => +p.positionAmt !== 0)
|
|
9
9
|
.map((p) => ({
|
|
10
10
|
position_id: p.symbol,
|
|
11
|
-
product_id: encodePath('
|
|
11
|
+
product_id: encodePath('ASTER', 'PERP', p.symbol),
|
|
12
12
|
datasource_id: 'ASTER',
|
|
13
13
|
direction: p.positionSide === 'BOTH' ? (+p.positionAmt > 0 ? 'LONG' : 'SHORT') : p.positionSide,
|
|
14
14
|
volume: Math.abs(+p.positionAmt),
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"perp.js","sourceRoot":"","sources":["../../../src/services/accounts/perp.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,gBAAgB,EAAe,MAAM,uBAAuB,CAAC;AAEtE,MAAM,CAAC,MAAM,kBAAkB,
|
|
1
|
+
{"version":3,"file":"perp.js","sourceRoot":"","sources":["../../../src/services/accounts/perp.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,gBAAgB,EAAe,MAAM,uBAAuB,CAAC;AAEtE,MAAM,CAAC,MAAM,kBAAkB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAClE,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAC,gBAAgB,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;IAElE,MAAM,MAAM,GAAG,CAAC,CAAC,CAAC,kBAAkB,GAAG,CAAC,CAAC,CAAC,qBAAqB,CAAC;IAChE,MAAM,IAAI,GAAG,CAAC,CAAC,CAAC,gBAAgB,CAAC;IAEjC,MAAM,SAAS,GAAG,CAAC,CAAC,SAAS;SAC1B,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,WAAW,KAAK,CAAC,CAAC;SACnC,GAAG,CACF,CAAC,CAAC,EAAa,EAAE,CAAC,CAAC;QACjB,WAAW,EAAE,CAAC,CAAC,MAAM;QACrB,UAAU,EAAE,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,CAAC,CAAC,MAAM,CAAC;QACjD,aAAa,EAAE,OAAO;QACtB,SAAS,EAAE,CAAC,CAAC,YAAY,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,YAAY;QAC/F,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;QAChC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;QACrC,cAAc,EAAE,CAAC,CAAC,CAAC,UAAU;QAC7B,cAAc,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;QACtD,eAAe,EAAE,CAAC,CAAC,CAAC,gBAAgB;QACpC,SAAS,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC;KACjC,CAAC,CACH,CAAC;IACJ,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getFApiV4Account, ICredential } from '../../api/private-api';\n\nexport const getPerpAccountInfo = async (credential: ICredential) => {\n const [a] = await Promise.all([getFApiV4Account(credential, {})]);\n\n const equity = +a.totalWalletBalance + +a.totalUnrealizedProfit;\n const free = +a.availableBalance;\n\n const positions = a.positions\n .filter((p) => +p.positionAmt !== 0)\n .map(\n (p): IPosition => ({\n position_id: p.symbol,\n product_id: encodePath('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 return positions;\n};\n"]}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
import { encodePath } from '@yuants/utils';
|
|
2
|
+
import { getFApiV2Balance } from '../../api/private-api';
|
|
3
|
+
export const getCredentialId = async (credential) => {
|
|
4
|
+
const accountBalance = await getFApiV2Balance(credential, {});
|
|
5
|
+
if (!(accountBalance === null || accountBalance === void 0 ? void 0 : accountBalance[0])) {
|
|
6
|
+
throw new Error('No Account Balance');
|
|
7
|
+
}
|
|
8
|
+
return encodePath('ASTER', accountBalance[0].accountAlias);
|
|
9
|
+
};
|
|
10
|
+
//# sourceMappingURL=profile.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,gBAAgB,EAAe,MAAM,uBAAuB,CAAC;AAEtE,MAAM,CAAC,MAAM,eAAe,GAAG,KAAK,EAAE,UAAuB,EAAmB,EAAE;IAChF,MAAM,cAAc,GAAG,MAAM,gBAAgB,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC;IAC9D,IAAI,CAAC,CAAA,cAAc,aAAd,cAAc,uBAAd,cAAc,CAAG,CAAC,CAAC,CAAA,EAAE;QACxB,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;KACvC;IACD,OAAO,UAAU,CAAC,OAAO,EAAE,cAAc,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC;AAC7D,CAAC,CAAC","sourcesContent":["import { encodePath } from '@yuants/utils';\nimport { getFApiV2Balance, ICredential } from '../../api/private-api';\n\nexport const getCredentialId = async (credential: ICredential): Promise<string> => {\n const accountBalance = await getFApiV2Balance(credential, {});\n if (!accountBalance?.[0]) {\n throw new Error('No Account Balance');\n }\n return encodePath('ASTER', accountBalance[0].accountAlias);\n};\n"]}
|
|
@@ -1,9 +1,11 @@
|
|
|
1
1
|
import { makeSpotPosition } from '@yuants/data-account';
|
|
2
|
-
import { getApiV1Account, getApiV1TickerPrice } from '../../api/private-api';
|
|
3
|
-
|
|
4
|
-
|
|
2
|
+
import { getApiV1Account, getApiV1TickerPrice, getFApiV4Account } from '../../api/private-api';
|
|
3
|
+
import { encodePath } from '@yuants/utils';
|
|
4
|
+
export const getSpotAccountInfo = async (credential) => {
|
|
5
|
+
const [x, prices, prep] = await Promise.all([
|
|
5
6
|
getApiV1Account(credential, {}),
|
|
6
7
|
getApiV1TickerPrice(credential, {}),
|
|
8
|
+
getFApiV4Account(credential, {}),
|
|
7
9
|
]);
|
|
8
10
|
const positions = x.balances.map((b) => {
|
|
9
11
|
var _a, _b;
|
|
@@ -11,12 +13,26 @@ export const getSpotAccountInfo = async (credential, account_id) => {
|
|
|
11
13
|
return makeSpotPosition({
|
|
12
14
|
position_id: b.asset,
|
|
13
15
|
datasource_id: 'ASTER',
|
|
14
|
-
product_id: b.asset,
|
|
16
|
+
product_id: encodePath('ASTER', 'SPOT', b.asset),
|
|
15
17
|
volume: +b.free + +b.locked,
|
|
16
18
|
free_volume: +b.free,
|
|
17
19
|
closable_price: +thePrice,
|
|
18
20
|
});
|
|
19
21
|
});
|
|
20
|
-
|
|
22
|
+
const walletAssets = prep.assets
|
|
23
|
+
.filter((xx) => +xx.walletBalance > 0)
|
|
24
|
+
.map((b) => {
|
|
25
|
+
var _a, _b;
|
|
26
|
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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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|
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return makeSpotPosition({
|
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28
|
+
position_id: encodePath(b.asset, 'ASSET'),
|
|
29
|
+
datasource_id: 'ASTER',
|
|
30
|
+
product_id: encodePath('ASTER', 'PERP-ASSET', b.asset),
|
|
31
|
+
volume: +b.walletBalance,
|
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32
|
+
free_volume: +b.walletBalance,
|
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|
+
closable_price: +thePrice,
|
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|
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});
|
|
35
|
+
});
|
|
36
|
+
return [...positions, ...walletAssets];
|
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37
|
};
|
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22
38
|
//# sourceMappingURL=spot.js.map
|
|
@@ -1 +1 @@
|
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|
1
|
-
{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,eAAe,EAAE,mBAAmB,EAAE,gBAAgB,EAAe,MAAM,uBAAuB,CAAC;AAC5G,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,MAAM,CAAC,MAAM,kBAAkB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAClE,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,IAAI,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC1C,eAAe,CAAC,UAAU,EAAE,EAAE,CAAC;QAC/B,mBAAmB,CAAC,UAAU,EAAE,EAAE,CAAC;QACnC,gBAAgB,CAAC,UAAU,EAAE,EAAE,CAAC;KACjC,CAAC,CAAC;IAEH,MAAM,SAAS,GAAG,CAAC,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,EAAa,EAAE;;QAChD,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,OAAO,gBAAgB,CAAC;YACtB,WAAW,EAAE,CAAC,CAAC,KAAK;YACpB,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,CAAC,CAAC,KAAK,CAAC;YAChD,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,CAAC;IACL,CAAC,CAAC,CAAC;IACH,MAAM,YAAY,GAAG,IAAI,CAAC,MAAM;SAC7B,MAAM,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,aAAa,GAAG,CAAC,CAAC;SACrC,GAAG,CAAC,CAAC,CAAC,EAAa,EAAE;;QACpB,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,OAAO,gBAAgB,CAAC;YACtB,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,CAAC,QAAQ;SAC1B,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEL,OAAO,CAAC,GAAG,SAAS,EAAE,GAAG,YAAY,CAAC,CAAC;AACzC,CAAC,CAAC","sourcesContent":["import { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { getApiV1Account, getApiV1TickerPrice, getFApiV4Account, ICredential } from '../../api/private-api';\nimport { encodePath } from '@yuants/utils';\n\nexport const getSpotAccountInfo = async (credential: ICredential) => {\n const [x, prices, prep] = await Promise.all([\n getApiV1Account(credential, {}),\n getApiV1TickerPrice(credential, {}),\n getFApiV4Account(credential, {}),\n ]);\n\n const positions = x.balances.map((b): IPosition => {\n const thePrice = b.asset === 'USDT' ? 1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n return 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 const walletAssets = prep.assets\n .filter((xx) => +xx.walletBalance > 0)\n .map((b): IPosition => {\n const thePrice = b.asset === 'USDT' ? 1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n return 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 return [...positions, ...walletAssets];\n};\n"]}
|
|
@@ -0,0 +1,63 @@
|
|
|
1
|
+
import { provideExchangeServices } from '@yuants/exchange';
|
|
2
|
+
import { Terminal } from '@yuants/protocol';
|
|
3
|
+
import { decodePath } from '@yuants/utils';
|
|
4
|
+
import { listProducts } from './markets/product';
|
|
5
|
+
import { getCredentialId } from './accounts/profile';
|
|
6
|
+
import { getSpotAccountInfo } from './accounts/spot';
|
|
7
|
+
import { listOrders, listPrepOrders, listSpotOrders } from './orders/listOrders';
|
|
8
|
+
import { handleSubmitOrder } from './orders/submitOrder';
|
|
9
|
+
import { getPerpAccountInfo } from './accounts/perp';
|
|
10
|
+
import { handleCancelOrder } from './orders/cancelOrder';
|
|
11
|
+
const terminal = Terminal.fromNodeEnv();
|
|
12
|
+
provideExchangeServices(terminal, {
|
|
13
|
+
name: 'ASTER',
|
|
14
|
+
credentialSchema: {
|
|
15
|
+
type: 'object',
|
|
16
|
+
required: ['address', 'secret_key', 'api_key'],
|
|
17
|
+
properties: {
|
|
18
|
+
address: { type: 'string' },
|
|
19
|
+
secret_key: { type: 'string' },
|
|
20
|
+
api_key: { type: 'string' },
|
|
21
|
+
},
|
|
22
|
+
},
|
|
23
|
+
getCredentialId,
|
|
24
|
+
listProducts,
|
|
25
|
+
getPositions: async function (credential) {
|
|
26
|
+
const [perpPositions, spotPositions] = await Promise.all([
|
|
27
|
+
getPerpAccountInfo(credential),
|
|
28
|
+
getSpotAccountInfo(credential),
|
|
29
|
+
]);
|
|
30
|
+
return [...perpPositions, ...spotPositions];
|
|
31
|
+
},
|
|
32
|
+
getOrders: listOrders,
|
|
33
|
+
getPositionsByProductId: async function (credential, product_id) {
|
|
34
|
+
const [_, instType] = decodePath(product_id); // ASTER/PERP/ADAUSDT
|
|
35
|
+
if (instType === 'SPOT') {
|
|
36
|
+
const positions = await getSpotAccountInfo(credential);
|
|
37
|
+
return positions.filter((position) => position.product_id === product_id);
|
|
38
|
+
}
|
|
39
|
+
if (instType === 'PERP') {
|
|
40
|
+
const positions = await getPerpAccountInfo(credential);
|
|
41
|
+
return positions.filter((position) => position.product_id === product_id);
|
|
42
|
+
}
|
|
43
|
+
throw new Error(`Unsupported instType: ${instType}`);
|
|
44
|
+
},
|
|
45
|
+
getOrdersByProductId: async function (credential, product_id) {
|
|
46
|
+
const [_, instType] = decodePath(product_id); // BITGET/USDT-FUTURES/BTCUSDT
|
|
47
|
+
if (instType === 'SPOT') {
|
|
48
|
+
const orders = await listSpotOrders(credential);
|
|
49
|
+
return orders.filter((order) => order.product_id === product_id);
|
|
50
|
+
}
|
|
51
|
+
if (instType === 'PERP') {
|
|
52
|
+
const orders = await listPrepOrders(credential);
|
|
53
|
+
return orders.filter((order) => order.product_id === product_id);
|
|
54
|
+
}
|
|
55
|
+
throw new Error(`Unsupported instType: ${instType}`);
|
|
56
|
+
},
|
|
57
|
+
submitOrder: handleSubmitOrder,
|
|
58
|
+
modifyOrder: () => {
|
|
59
|
+
throw new Error('Not implemented');
|
|
60
|
+
},
|
|
61
|
+
cancelOrder: handleCancelOrder,
|
|
62
|
+
});
|
|
63
|
+
//# sourceMappingURL=exchange.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AACjD,OAAO,EAAE,eAAe,EAAE,MAAM,oBAAoB,CAAC;AACrD,OAAO,EAAE,kBAAkB,EAAE,MAAM,iBAAiB,CAAC;AACrD,OAAO,EAAE,UAAU,EAAE,cAAc,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AACjF,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAEzD,OAAO,EAAE,kBAAkB,EAAE,MAAM,iBAAiB,CAAC;AACrD,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,uBAAuB,CAAc,QAAQ,EAAE;IAC7C,IAAI,EAAE,OAAO;IACb,gBAAgB,EAAE;QAChB,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,SAAS,EAAE,YAAY,EAAE,SAAS,CAAC;QAC9C,UAAU,EAAE;YACV,OAAO,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC3B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,OAAO,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC5B;KACF;IACD,eAAe;IACf,YAAY;IACZ,YAAY,EAAE,KAAK,WAAW,UAAuB;QACnD,MAAM,CAAC,aAAa,EAAE,aAAa,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YACvD,kBAAkB,CAAC,UAAU,CAAC;YAC9B,kBAAkB,CAAC,UAAU,CAAC;SAC/B,CAAC,CAAC;QACH,OAAO,CAAC,GAAG,aAAa,EAAE,GAAG,aAAa,CAAC,CAAC;IAC9C,CAAC;IACD,SAAS,EAAE,UAAU;IACrB,uBAAuB,EAAE,KAAK,WAC5B,UAAuB,EACvB,UAAkB;QAElB,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC,CAAC,qBAAqB;QACnE,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,SAAS,GAAG,MAAM,kBAAkB,CAAC,UAAU,CAAC,CAAC;YACvD,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SAC3E;QACD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,SAAS,GAAG,MAAM,kBAAkB,CAAC,UAAU,CAAC,CAAC;YACvD,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SAC3E;QACD,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;IACvD,CAAC;IACD,oBAAoB,EAAE,KAAK,WAAW,UAAuB,EAAE,UAAkB;QAC/E,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;QAC5E,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,UAAU,CAAC,CAAC;YAChD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SAClE;QACD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,UAAU,CAAC,CAAC;YAChD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SAClE;QACD,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;IACvD,CAAC;IACD,WAAW,EAAE,iBAAiB;IAC9B,WAAW,EAAE,GAAG,EAAE;QAChB,MAAM,IAAI,KAAK,CAAC,iBAAiB,CAAC,CAAC;IACrC,CAAC;IACD,WAAW,EAAE,iBAAiB;CAC/B,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { provideExchangeServices } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath } from '@yuants/utils';\nimport { listProducts } from './markets/product';\nimport { getCredentialId } from './accounts/profile';\nimport { getSpotAccountInfo } from './accounts/spot';\nimport { listOrders, listPrepOrders, listSpotOrders } from './orders/listOrders';\nimport { handleSubmitOrder } from './orders/submitOrder';\nimport { ICredential } from '../api/private-api';\nimport { getPerpAccountInfo } from './accounts/perp';\nimport { handleCancelOrder } from './orders/cancelOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideExchangeServices<ICredential>(terminal, {\n name: 'ASTER',\n credentialSchema: {\n type: 'object',\n required: ['address', 'secret_key', 'api_key'],\n properties: {\n address: { type: 'string' },\n secret_key: { type: 'string' },\n api_key: { type: 'string' },\n },\n },\n getCredentialId,\n listProducts,\n getPositions: async function (credential: ICredential): Promise<IPosition[]> {\n const [perpPositions, spotPositions] = await Promise.all([\n getPerpAccountInfo(credential),\n getSpotAccountInfo(credential),\n ]);\n return [...perpPositions, ...spotPositions];\n },\n getOrders: listOrders,\n getPositionsByProductId: async function (\n credential: ICredential,\n product_id: string,\n ): Promise<IPosition[]> {\n const [_, instType] = decodePath(product_id); // ASTER/PERP/ADAUSDT\n if (instType === 'SPOT') {\n const positions = await getSpotAccountInfo(credential);\n return positions.filter((position) => position.product_id === product_id);\n }\n if (instType === 'PERP') {\n const positions = await getPerpAccountInfo(credential);\n return positions.filter((position) => position.product_id === product_id);\n }\n throw new Error(`Unsupported instType: ${instType}`);\n },\n getOrdersByProductId: async function (credential: ICredential, product_id: string): Promise<IOrder[]> {\n const [_, instType] = decodePath(product_id); // BITGET/USDT-FUTURES/BTCUSDT\n if (instType === 'SPOT') {\n const orders = await listSpotOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n }\n if (instType === 'PERP') {\n const orders = await listPrepOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n }\n throw new Error(`Unsupported instType: ${instType}`);\n },\n submitOrder: handleSubmitOrder,\n modifyOrder: () => {\n throw new Error('Not implemented');\n },\n cancelOrder: handleCancelOrder,\n});\n"]}
|
|
@@ -42,7 +42,7 @@ createSeriesProvider(terminal, {
|
|
|
42
42
|
const end = ended_at !== null && ended_at !== void 0 ? ended_at : Date.now();
|
|
43
43
|
const [datasource_id, product_id] = decodePath(series_id);
|
|
44
44
|
const [instType, instId] = decodePath(product_id);
|
|
45
|
-
if (instType !== '
|
|
45
|
+
if (instType !== 'PERP') {
|
|
46
46
|
return yield __await(void 0);
|
|
47
47
|
}
|
|
48
48
|
let currentStart = start;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AAEA,OAAO,EAAE,oBAAoB,EAAyB,MAAM,qBAAqB,CAAC;AAClF,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAC;AAC9C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,QAAQ,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC5D,OAAO,EAAE,oBAAoB,EAAE,MAAM,sBAAsB,CAAC;AAC5D,OAAO,EAAE,cAAc,EAAE,MAAM,WAAW,CAAC;AAE3C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,eAAe,CAAwB,QAAQ,EAAE;IAC/C,KAAK,EAAE,cAAc,CAAC,SAAS,CAAC,IAAI,CAClC,GAAG,CAAC,CAAC,QAAoB,EAAE,EAAE,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,gBAAgB,KAAK,KAAK,CAAC,CAAC,EAC/F,QAAQ,EAAE,EACV,GAAG,CACD,CAAC,OAAiB,EAAyB,EAAE,CAAC,CAAC;QAC7C,SAAS,EAAE,UAAU,CAAC,OAAO,CAAC,aAAa,EAAE,OAAO,CAAC,UAAU,CAAC;QAChE,UAAU,EAAE,eAAe;QAC3B,YAAY,EAAE,WAAW;QACzB,aAAa,EAAE,KAAK;QACpB,QAAQ,EAAE,KAAK;QACf,YAAY,EAAE,CAAC;KAChB,CAAC,CACH,CACF;IACD,SAAS,EAAE,wBAAwB;IACnC,aAAa,EAAE,IAAI;IACnB,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;CAC1C,CAAC,CAAC;AAEH,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,OAAO,CAAC;IACjC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,KAAK,GAAG,UAAU,aAAV,UAAU,cAAV,UAAU,GAAI,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,QAAQ,aAAR,QAAQ,cAAR,QAAQ,GAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACnC,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1D,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAElD,IAAI,QAAQ,KAAK,
|
|
1
|
+
{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AAEA,OAAO,EAAE,oBAAoB,EAAyB,MAAM,qBAAqB,CAAC;AAClF,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAC;AAC9C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,QAAQ,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC5D,OAAO,EAAE,oBAAoB,EAAE,MAAM,sBAAsB,CAAC;AAC5D,OAAO,EAAE,cAAc,EAAE,MAAM,WAAW,CAAC;AAE3C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,eAAe,CAAwB,QAAQ,EAAE;IAC/C,KAAK,EAAE,cAAc,CAAC,SAAS,CAAC,IAAI,CAClC,GAAG,CAAC,CAAC,QAAoB,EAAE,EAAE,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,gBAAgB,KAAK,KAAK,CAAC,CAAC,EAC/F,QAAQ,EAAE,EACV,GAAG,CACD,CAAC,OAAiB,EAAyB,EAAE,CAAC,CAAC;QAC7C,SAAS,EAAE,UAAU,CAAC,OAAO,CAAC,aAAa,EAAE,OAAO,CAAC,UAAU,CAAC;QAChE,UAAU,EAAE,eAAe;QAC3B,YAAY,EAAE,WAAW;QACzB,aAAa,EAAE,KAAK;QACpB,QAAQ,EAAE,KAAK;QACf,YAAY,EAAE,CAAC;KAChB,CAAC,CACH,CACF;IACD,SAAS,EAAE,wBAAwB;IACnC,aAAa,EAAE,IAAI;IACnB,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;CAC1C,CAAC,CAAC;AAEH,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,OAAO,CAAC;IACjC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,KAAK,GAAG,UAAU,aAAV,UAAU,cAAV,UAAU,GAAI,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,QAAQ,aAAR,QAAQ,cAAR,QAAQ,GAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACnC,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1D,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAElD,IAAI,QAAQ,KAAK,MAAM,EAAE;gBACvB,6BAAO;aACR;YAED,IAAI,YAAY,GAAG,KAAK,CAAC;YAEzB,OAAO,YAAY,IAAI,GAAG,EAAE;gBAC1B,MAAM,GAAG,GAAG,cAAM,oBAAoB,CAAC;oBACrC,MAAM,EAAE,MAAM;oBACd,SAAS,EAAE,YAAY;oBACvB,OAAO,EAAE,GAAG;oBACZ,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBAEH,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC,EAAE;oBAC3C,MAAM;iBACP;gBAED,MAAM,QAAQ,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,WAAW,IAAI,YAAY,IAAI,IAAI,CAAC,WAAW,IAAI,GAAG,CAAC,CAAC;gBAEnG,IAAI,QAAQ,CAAC,MAAM,KAAK,CAAC,EAAE;oBACzB,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;oBACvC,MAAM,SAAS,GAAG,UAAU,CAAC,WAAW,GAAG,CAAC,CAAC;oBAC7C,IAAI,SAAS,IAAI,YAAY,EAAE;wBAC7B,MAAM;qBACP;oBACD,YAAY,GAAG,SAAS,CAAC;oBACzB,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;oBAClC,SAAS;iBACV;gBAED,MAAM,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,CAAC,IAAI,EAAiB,EAAE;oBAChD,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;oBACtC,OAAO;wBACL,SAAS;wBACT,UAAU;wBACV,aAAa;wBACb,UAAU,EAAE,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC;wBACxC,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;wBACrB,UAAU,EAAE,GAAG,IAAI,EAAE;wBACrB,gBAAgB,EAAE,EAAE;qBACrB,CAAC;gBACJ,CAAC,CAAC,CAAC;gBAEH,oBAAM,IAAI,CAAA,CAAC;gBAEX,MAAM,QAAQ,GAAG,QAAQ,CAAC,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;gBAC3D,IAAI,QAAQ,IAAI,GAAG,EAAE;oBACnB,MAAM;iBACP;gBAED,YAAY,GAAG,QAAQ,GAAG,CAAC,CAAC;gBAE5B,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;oBACrB,MAAM;iBACP;gBAED,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { IProduct } from '@yuants/data-product';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { getFApiV1FundingRate } from '../../api/public-api';\nimport { productService } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSQLWriter<ISeriesCollectingTask>(terminal, {\n data$: productService.products$.pipe(\n map((products: IProduct[]) => products.filter((product) => product.no_interest_rate === false)),\n mergeAll(),\n map(\n (product: IProduct): ISeriesCollectingTask => ({\n series_id: encodePath(product.datasource_id, product.product_id),\n table_name: 'interest_rate',\n cron_pattern: '0 * * * *',\n cron_timezone: 'UTC',\n disabled: false,\n replay_count: 0,\n }),\n ),\n ),\n tableName: 'series_collecting_task',\n writeInterval: 1000,\n conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['ASTER'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const start = started_at ?? 0;\n const end = ended_at ?? Date.now();\n const [datasource_id, product_id] = decodePath(series_id);\n const [instType, instId] = decodePath(product_id);\n\n if (instType !== 'PERP') {\n return;\n }\n\n let currentStart = start;\n\n while (currentStart <= end) {\n const res = await getFApiV1FundingRate({\n symbol: instId,\n startTime: currentStart,\n endTime: end,\n limit: 1000,\n });\n\n if (!Array.isArray(res) || res.length === 0) {\n break;\n }\n\n const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);\n\n if (filtered.length === 0) {\n const lastRecord = res[res.length - 1];\n const nextStart = lastRecord.fundingTime + 1;\n if (nextStart <= currentStart) {\n break;\n }\n currentStart = nextStart;\n await firstValueFrom(timer(1000));\n continue;\n }\n\n const data = filtered.map((item): IInterestRate => {\n const rate = Number(item.fundingRate);\n return {\n series_id,\n product_id,\n datasource_id,\n created_at: formatTime(item.fundingTime),\n long_rate: `${-rate}`,\n short_rate: `${rate}`,\n settlement_price: '',\n };\n });\n\n yield data;\n\n const lastTime = filtered[filtered.length - 1].fundingTime;\n if (lastTime >= end) {\n break;\n }\n\n currentStart = lastTime + 1;\n\n if (res.length < 1000) {\n break;\n }\n\n await firstValueFrom(timer(1000));\n }\n },\n});\n"]}
|
|
@@ -3,8 +3,7 @@ import { Terminal } from '@yuants/protocol';
|
|
|
3
3
|
import { encodePath } from '@yuants/utils';
|
|
4
4
|
import { getFApiV1ExchangeInfo } from '../../api/public-api';
|
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5
5
|
const terminal = Terminal.fromNodeEnv();
|
|
6
|
-
|
|
7
|
-
export const productService = provideQueryProductsService(terminal, 'ASTER', async (req) => {
|
|
6
|
+
export const listProducts = async () => {
|
|
8
7
|
// Fetch exchange info from ASTER API
|
|
9
8
|
const exchangeInfo = await getFApiV1ExchangeInfo({});
|
|
10
9
|
// Convert symbols to IProduct format
|
|
@@ -19,7 +18,7 @@ export const productService = provideQueryProductsService(terminal, 'ASTER', asy
|
|
|
19
18
|
const volumeStep = lotSizeFilter ? +lotSizeFilter.stepSize : Number(`1e-${symbol.quantityPrecision}`);
|
|
20
19
|
return {
|
|
21
20
|
datasource_id: 'ASTER',
|
|
22
|
-
product_id: encodePath('
|
|
21
|
+
product_id: encodePath('ASTER', 'PERP', symbol.symbol),
|
|
23
22
|
name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
|
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24
23
|
quote_currency: symbol.quoteAsset,
|
|
25
24
|
base_currency: symbol.baseAsset,
|
|
@@ -38,7 +37,9 @@ export const productService = provideQueryProductsService(terminal, 'ASTER', asy
|
|
|
38
37
|
no_interest_rate: false,
|
|
39
38
|
};
|
|
40
39
|
});
|
|
41
|
-
}
|
|
40
|
+
};
|
|
41
|
+
// Provide QueryProducts service for ASTER
|
|
42
|
+
export const productService = provideQueryProductsService(terminal, 'ASTER', listProducts, {
|
|
42
43
|
auto_refresh_interval: 3600000, // Refresh hourly
|
|
43
44
|
});
|
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44
45
|
//# sourceMappingURL=product.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,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,
|
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1
|
+
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,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;AAEF,0CAA0C;AAC1C,MAAM,CAAC,MAAM,cAAc,GAAG,2BAA2B,CAAC,QAAQ,EAAE,OAAO,EAAE,YAAY,EAAE;IACzF,qBAAqB,EAAE,OAAQ,EAAE,iBAAiB;CACnD,CAAC,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } 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}/${symbol.quoteAsset} PERP`,\n quote_currency: symbol.quoteAsset,\n base_currency: symbol.baseAsset,\n value_scale_unit: '',\n value_based_cost: 0,\n volume_based_cost: 0,\n max_volume: 0,\n price_step: priceStep,\n volume_step: volumeStep,\n value_scale: 1,\n allow_long: true,\n allow_short: true,\n margin_rate: 0.1, // Default margin rate, can be adjusted based on actual requirements\n max_position: 0,\n market_id: 'ASTER/PERPETUAL',\n no_interest_rate: false,\n };\n });\n};\n\n// Provide QueryProducts service for ASTER\nexport const productService = provideQueryProductsService(terminal, 'ASTER', listProducts, {\n auto_refresh_interval: 3600_000, // Refresh hourly\n});\n"]}
|
|
@@ -20,7 +20,7 @@ const quote$ = defer(() => getFApiV1TickerPrice({})).pipe(mergeMap((tickers) =>
|
|
|
20
20
|
var _a;
|
|
21
21
|
return ({
|
|
22
22
|
datasource_id: 'ASTER',
|
|
23
|
-
product_id: encodePath('
|
|
23
|
+
product_id: encodePath('PERP', ticker.symbol),
|
|
24
24
|
last_price: `${ticker.price}`,
|
|
25
25
|
bid_price: `${ticker.price}`,
|
|
26
26
|
ask_price: `${ticker.price}`,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAE5C,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,MAAM,CAAC;AACtF,OAAO,EAAE,qBAAqB,EAAE,oBAAoB,EAAE,MAAM,sBAAsB,CAAC;AAEnF,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,iBAAiB,GAAG,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,CAAC,MAAO,CAAC;AAE1G,MAAM,iBAAiB,GAAG,WAAW,CACnC,KAAK,EAAE,MAAc,EAAE,EAAE;IACvB,IAAI;QACF,MAAM,IAAI,GAAG,MAAM,qBAAqB,CAAC,EAAE,MAAM,EAAE,CAAC,CAAC;QACrD,OAAO,IAAI,CAAC,YAAY,CAAC;KAC1B;IAAC,OAAO,KAAK,EAAE;QACd,OAAO,CAAC,IAAI,CAAC,8BAA8B,EAAE,MAAM,EAAE,KAAK,CAAC,CAAC;QAC5D,OAAO,SAAS,CAAC;KAClB;AACH,CAAC,EACD,EAAE,MAAM,EAAE,iBAAiB,EAAE,CAC9B,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,oBAAoB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACvD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,IAAI,EAAE,CAAC,EACpC,QAAQ,CACN,CAAC,MAAM,EAAE,EAAE,CACT,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAC/C,GAAG,CACD,CAAC,YAAY,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAClC,aAAa,EAAE,OAAO;QACtB,UAAU,EAAE,UAAU,CAAC,
|
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1
|
+
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAE5C,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,MAAM,CAAC;AACtF,OAAO,EAAE,qBAAqB,EAAE,oBAAoB,EAAE,MAAM,sBAAsB,CAAC;AAEnF,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,iBAAiB,GAAG,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,CAAC,MAAO,CAAC;AAE1G,MAAM,iBAAiB,GAAG,WAAW,CACnC,KAAK,EAAE,MAAc,EAAE,EAAE;IACvB,IAAI;QACF,MAAM,IAAI,GAAG,MAAM,qBAAqB,CAAC,EAAE,MAAM,EAAE,CAAC,CAAC;QACrD,OAAO,IAAI,CAAC,YAAY,CAAC;KAC1B;IAAC,OAAO,KAAK,EAAE;QACd,OAAO,CAAC,IAAI,CAAC,8BAA8B,EAAE,MAAM,EAAE,KAAK,CAAC,CAAC;QAC5D,OAAO,SAAS,CAAC;KAClB;AACH,CAAC,EACD,EAAE,MAAM,EAAE,iBAAiB,EAAE,CAC9B,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,oBAAoB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACvD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,IAAI,EAAE,CAAC,EACpC,QAAQ,CACN,CAAC,MAAM,EAAE,EAAE,CACT,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAC/C,GAAG,CACD,CAAC,YAAY,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAClC,aAAa,EAAE,OAAO;QACtB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;QAC7C,UAAU,EAAE,GAAG,MAAM,CAAC,KAAK,EAAE;QAC7B,SAAS,EAAE,GAAG,MAAM,CAAC,KAAK,EAAE;QAC5B,SAAS,EAAE,GAAG,MAAM,CAAC,KAAK,EAAE;QAC5B,aAAa,EAAE,GAAG,YAAY,aAAZ,YAAY,cAAZ,YAAY,GAAI,CAAC,EAAE;QACrC,UAAU,EAAE,IAAI,IAAI,CAAC,MAAA,MAAM,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,WAAW,EAAE;KAC9D,CAAC,CAAA;CAAA,CACH,CACF,EACH,CAAC,CACF,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;IAEf,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,SAAS,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAC9E,MAAM,CAAC,YAAY,EAAE,SAAS,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACzD,IAAI,CAAC,YAAY,IAAI,CAAC,SAAS,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC;IACxE,CAAC,CAAC,CAAC;CACJ","sourcesContent":["import { createCache } from '@yuants/cache';\nimport type { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, from, map, mergeMap, repeat, retry, shareReplay } from 'rxjs';\nimport { getFApiV1OpenInterest, getFApiV1TickerPrice } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<string>(\n async (symbol: string) => {\n try {\n const data = await getFApiV1OpenInterest({ symbol });\n return data.openInterest;\n } catch (error) {\n console.warn('getFApiV1OpenInterest failed', symbol, error);\n return undefined;\n }\n },\n { expire: OPEN_INTEREST_TTL },\n);\n\nconst quote$ = defer(() => getFApiV1TickerPrice({})).pipe(\n mergeMap((tickers) => tickers || []),\n mergeMap(\n (ticker) =>\n from(openInterestCache.query(ticker.symbol)).pipe(\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'ASTER',\n product_id: encodePath('PERP', ticker.symbol),\n last_price: `${ticker.price}`,\n bid_price: `${ticker.price}`,\n ask_price: `${ticker.price}`,\n open_interest: `${openInterest ?? 0}`,\n updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n }),\n ),\n ),\n 5,\n ),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^ASTER/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
|
|
@@ -11,26 +11,23 @@ const parseProductId = (productId) => {
|
|
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11
11
|
return { category: undefined, symbol: parts[0] };
|
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12
12
|
};
|
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13
13
|
export const handleCancelOrder = async (credential, order) => {
|
|
14
|
-
var _a, _b;
|
|
15
14
|
if (!order.order_id) {
|
|
16
15
|
throw new Error('order_id is required for CancelOrder');
|
|
17
16
|
}
|
|
18
|
-
const
|
|
17
|
+
const [_, instType, symbol] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT
|
|
19
18
|
if (!symbol) {
|
|
20
19
|
throw new Error('product_id is required to resolve symbol for CancelOrder');
|
|
21
20
|
}
|
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22
|
-
|
|
23
|
-
const productType = category === null || category === void 0 ? void 0 : category.toUpperCase();
|
|
24
|
-
if ((accountId === null || accountId === void 0 ? void 0 : accountId.includes('/SPOT')) || productType === 'SPOT') {
|
|
21
|
+
if (instType === 'SPOT') {
|
|
25
22
|
await deleteApiV1Order(credential, {
|
|
26
23
|
symbol,
|
|
27
24
|
orderId: order.order_id,
|
|
28
25
|
});
|
|
29
26
|
return;
|
|
30
27
|
}
|
|
31
|
-
if (
|
|
28
|
+
if (instType === 'PERP') {
|
|
32
29
|
await deleteFApiV1Order(credential, {
|
|
33
|
-
symbol,
|
|
30
|
+
symbol: decodePath(order.product_id).slice(2).join('/'),
|
|
34
31
|
orderId: order.order_id,
|
|
35
32
|
});
|
|
36
33
|
return;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,gBAAgB,EAAE,iBAAiB,EAAe,MAAM,uBAAuB,CAAC;AAEzF,MAAM,cAAc,GAAG,CAAC,SAAkB,EAAE,EAAE;IAC5C,IAAI,CAAC,SAAS,EAAE;QACd,OAAO,EAAE,QAAQ,EAAE,SAA+B,EAAE,MAAM,EAAE,SAA+B,EAAE,CAAC;KAC/F;IACD,MAAM,KAAK,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;IACpC,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,EAAE;QACrB,OAAO,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC;KACjE;IACD,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC;AACnD,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,iBAAiB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE
|
|
1
|
+
{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,gBAAgB,EAAE,iBAAiB,EAAe,MAAM,uBAAuB,CAAC;AAEzF,MAAM,cAAc,GAAG,CAAC,SAAkB,EAAE,EAAE;IAC5C,IAAI,CAAC,SAAS,EAAE;QACd,OAAO,EAAE,QAAQ,EAAE,SAA+B,EAAE,MAAM,EAAE,SAA+B,EAAE,CAAC;KAC/F;IACD,MAAM,KAAK,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;IACpC,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,EAAE;QACrB,OAAO,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC;KACjE;IACD,OAAO,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC;AACnD,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,iBAAiB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IACrG,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,sCAAsC,CAAC,CAAC;KACzD;IACD,MAAM,CAAC,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;IAC1F,IAAI,CAAC,MAAM,EAAE;QACX,MAAM,IAAI,KAAK,CAAC,0DAA0D,CAAC,CAAC;KAC7E;IACD,IAAI,QAAQ,KAAK,MAAM,EAAE;QACvB,MAAM,gBAAgB,CAAC,UAAU,EAAE;YACjC,MAAM;YACN,OAAO,EAAE,KAAK,CAAC,QAAQ;SACxB,CAAC,CAAC;QACH,OAAO;KACR;IACD,IAAI,QAAQ,KAAK,MAAM,EAAE;QACvB,MAAM,iBAAiB,CAAC,UAAU,EAAE;YAClC,MAAM,EAAE,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC;YACvD,OAAO,EAAE,KAAK,CAAC,QAAQ;SACxB,CAAC,CAAC;QACH,OAAO;KACR;IAED,MAAM,IAAI,KAAK,CAAC,mDAAmD,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;AACzF,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfCancelOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { deleteApiV1Order, deleteFApiV1Order, ICredential } 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\nexport const handleCancelOrder: IActionHandlerOfCancelOrder<ICredential> = async (credential, order) => {\n if (!order.order_id) {\n throw new Error('order_id is required for CancelOrder');\n }\n const [_, instType, symbol] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT\n if (!symbol) {\n throw new Error('product_id is required to resolve symbol for CancelOrder');\n }\n if (instType === 'SPOT') {\n await deleteApiV1Order(credential, {\n symbol,\n orderId: order.order_id,\n });\n return;\n }\n if (instType === 'PERP') {\n await deleteFApiV1Order(credential, {\n symbol: decodePath(order.product_id).slice(2).join('/'),\n orderId: order.order_id,\n });\n return;\n }\n\n throw new Error(`Unsupported account_id/product for CancelOrder: ${order.account_id}`);\n};\n"]}
|
|
@@ -16,7 +16,7 @@ const resolvePerpOrderDirection = (asterOrder) => {
|
|
|
16
16
|
const resolveSpotOrderDirection = (side) => {
|
|
17
17
|
return side === 'SELL' ? 'CLOSE_LONG' : 'OPEN_LONG';
|
|
18
18
|
};
|
|
19
|
-
const mapPerpOrder = (order, account_id) => {
|
|
19
|
+
export const mapPerpOrder = (order, account_id) => {
|
|
20
20
|
const volume = Number(order.origQty);
|
|
21
21
|
const tradedVolume = Number(order.executedQty);
|
|
22
22
|
const price = Number(order.price);
|
|
@@ -24,7 +24,7 @@ const mapPerpOrder = (order, account_id) => {
|
|
|
24
24
|
return {
|
|
25
25
|
order_id: `${order.orderId}`,
|
|
26
26
|
account_id,
|
|
27
|
-
product_id: encodePath('
|
|
27
|
+
product_id: encodePath('ASTER', 'PERP', order.symbol),
|
|
28
28
|
order_type: order.type,
|
|
29
29
|
order_direction: resolvePerpOrderDirection(order),
|
|
30
30
|
volume: Number.isFinite(volume) ? volume : 0,
|
|
@@ -35,7 +35,7 @@ const mapPerpOrder = (order, account_id) => {
|
|
|
35
35
|
order_status: order.status,
|
|
36
36
|
};
|
|
37
37
|
};
|
|
38
|
-
const mapSpotOrder = (order, account_id) => {
|
|
38
|
+
export const mapSpotOrder = (order, account_id) => {
|
|
39
39
|
var _a, _b;
|
|
40
40
|
const volume = Number(order.origQty);
|
|
41
41
|
const tradedVolume = Number(order.executedQty);
|
|
@@ -44,7 +44,7 @@ const mapSpotOrder = (order, account_id) => {
|
|
|
44
44
|
return {
|
|
45
45
|
order_id: `${order.orderId}`,
|
|
46
46
|
account_id,
|
|
47
|
-
product_id: encodePath('SPOT', order.symbol),
|
|
47
|
+
product_id: encodePath('ASTER', 'SPOT', order.symbol),
|
|
48
48
|
order_type: order.type,
|
|
49
49
|
order_direction: resolveSpotOrderDirection(order.side),
|
|
50
50
|
volume: Number.isFinite(volume) ? volume : 0,
|
|
@@ -55,13 +55,22 @@ const mapSpotOrder = (order, account_id) => {
|
|
|
55
55
|
order_status: order.status,
|
|
56
56
|
};
|
|
57
57
|
};
|
|
58
|
-
const
|
|
59
|
-
|
|
60
|
-
|
|
61
|
-
|
|
62
|
-
|
|
63
|
-
|
|
64
|
-
|
|
65
|
-
|
|
58
|
+
export const listOrders = async (credential) => {
|
|
59
|
+
const [prepOrders, spotOrders] = await Promise.all([
|
|
60
|
+
getFApiV1OpenOrders(credential, {}),
|
|
61
|
+
getApiV1OpenOrders(credential, {}),
|
|
62
|
+
]);
|
|
63
|
+
return [
|
|
64
|
+
...prepOrders.map((order) => mapPerpOrder(order, '')),
|
|
65
|
+
...spotOrders.map((order) => mapSpotOrder(order, '')),
|
|
66
|
+
];
|
|
67
|
+
};
|
|
68
|
+
export const listSpotOrders = async (credential) => {
|
|
69
|
+
const [spotOrders] = await Promise.all([getApiV1OpenOrders(credential, {})]);
|
|
70
|
+
return [...spotOrders.map((order) => mapSpotOrder(order, ''))];
|
|
71
|
+
};
|
|
72
|
+
export const listPrepOrders = async (credential) => {
|
|
73
|
+
const [prepOrders] = await Promise.all([getFApiV1OpenOrders(credential, {})]);
|
|
74
|
+
return [...prepOrders.map((order) => mapPerpOrder(order, ''))];
|
|
66
75
|
};
|
|
67
76
|
//# sourceMappingURL=listOrders.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AACA,OAAO,EACL,kBAAkB,EAClB,mBAAmB,GAIpB,MAAM,uBAAuB,CAAC;AAC/B,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAI3C,MAAM,yBAAyB,GAAG,CAAC,UAAiC,EAAkB,EAAE;IACtF,MAAM,UAAU,GAAG,UAAU,CAAC,UAAU,IAAI,UAAU,CAAC,aAAa,CAAC;IAErE,IAAI,UAAU,CAAC,YAAY,KAAK,MAAM,EAAE;QACtC,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;KAC/D;IACD,IAAI,UAAU,CAAC,YAAY,KAAK,OAAO,EAAE;QACvC,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,YAAY,CAAC;KACjE;IACD,IAAI,UAAU,EAAE;QACd,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,YAAY,CAAC;KACjE;IACD,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;AAChE,CAAC,CAAC;AAEF,MAAM,yBAAyB,GAAG,CAAC,IAAoB,EAAkB,EAAE;IACzE,OAAO,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,WAAW,CAAC;AACtD,CAAC,CAAC;AAEF,MAAM,YAAY,GAAG,CAAC,KAA4B,EAAE,UAAkB,EAAU,EAAE;
|
|
1
|
+
{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AACA,OAAO,EACL,kBAAkB,EAClB,mBAAmB,GAIpB,MAAM,uBAAuB,CAAC;AAC/B,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAI3C,MAAM,yBAAyB,GAAG,CAAC,UAAiC,EAAkB,EAAE;IACtF,MAAM,UAAU,GAAG,UAAU,CAAC,UAAU,IAAI,UAAU,CAAC,aAAa,CAAC;IAErE,IAAI,UAAU,CAAC,YAAY,KAAK,MAAM,EAAE;QACtC,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;KAC/D;IACD,IAAI,UAAU,CAAC,YAAY,KAAK,OAAO,EAAE;QACvC,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,YAAY,CAAC;KACjE;IACD,IAAI,UAAU,EAAE;QACd,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,YAAY,CAAC;KACjE;IACD,OAAO,UAAU,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;AAChE,CAAC,CAAC;AAEF,MAAM,yBAAyB,GAAG,CAAC,IAAoB,EAAkB,EAAE;IACzE,OAAO,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,WAAW,CAAC;AACtD,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,YAAY,GAAG,CAAC,KAA4B,EAAE,UAAkB,EAAU,EAAE;IACvF,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;IACrC,MAAM,YAAY,GAAG,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;IAC/C,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;IAClC,MAAM,QAAQ,GAAG,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;IAExC,OAAO;QACL,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;QAC5B,UAAU;QACV,UAAU,EAAE,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC;QACrD,UAAU,EAAE,KAAK,CAAC,IAAI;QACtB,eAAe,EAAE,yBAAyB,CAAC,KAAK,CAAC;QACjD,MAAM,EAAE,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;QAC5C,KAAK,EAAE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS;QACjD,SAAS,EAAE,KAAK,CAAC,UAAU;QAC3B,aAAa,EAAE,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,SAAS;QACvE,YAAY,EAAE,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,SAAS;QAC9E,YAAY,EAAE,KAAK,CAAC,MAAM;KAC3B,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,YAAY,GAAG,CAAC,KAA0B,EAAE,UAAkB,EAAU,EAAE;;IACrF,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;IACrC,MAAM,YAAY,GAAG,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;IAC/C,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;IAClC,MAAM,QAAQ,GAAG,MAAM,CAAC,MAAA,KAAK,CAAC,QAAQ,mCAAI,KAAK,CAAC,KAAK,CAAC,CAAC;IAEvD,OAAO;QACL,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;QAC5B,UAAU;QACV,UAAU,EAAE,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC;QACrD,UAAU,EAAE,KAAK,CAAC,IAAI;QACtB,eAAe,EAAE,yBAAyB,CAAC,KAAK,CAAC,IAAI,CAAC;QACtD,MAAM,EAAE,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;QAC5C,KAAK,EAAE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS;QACjD,SAAS,EAAE,MAAA,KAAK,CAAC,UAAU,mCAAI,KAAK,CAAC,IAAI;QACzC,aAAa,EAAE,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,SAAS;QACvE,YAAY,EAAE,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,SAAS;QAC9E,YAAY,EAAE,KAAK,CAAC,MAAM;KAC3B,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,UAAU,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAC1D,MAAM,CAAC,UAAU,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACjD,mBAAmB,CAAC,UAAU,EAAE,EAAE,CAAC;QACnC,kBAAkB,CAAC,UAAU,EAAE,EAAE,CAAC;KACnC,CAAC,CAAC;IACH,OAAO;QACL,GAAG,UAAU,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,YAAY,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;QACrD,GAAG,UAAU,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,YAAY,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;KACtD,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,cAAc,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAC9D,MAAM,CAAC,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAC,kBAAkB,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;IAC7E,OAAO,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,YAAY,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;AACjE,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,cAAc,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAC9D,MAAM,CAAC,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAC,mBAAmB,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;IAC9E,OAAO,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,YAAY,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;AACjE,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfListOrders, IOrder } from '@yuants/data-order';\nimport {\n getApiV1OpenOrders,\n getFApiV1OpenOrders,\n IAsterFutureOpenOrder,\n IAsterSpotOpenOrder,\n ICredential,\n} from '../../api/private-api';\nimport { encodePath } from '@yuants/utils';\n\ntype OrderDirection = 'OPEN_LONG' | 'OPEN_SHORT' | 'CLOSE_LONG' | 'CLOSE_SHORT';\n\nconst resolvePerpOrderDirection = (asterOrder: IAsterFutureOpenOrder): OrderDirection => {\n const reduceOnly = asterOrder.reduceOnly || asterOrder.closePosition;\n\n if (asterOrder.positionSide === 'LONG') {\n return asterOrder.side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';\n }\n if (asterOrder.positionSide === 'SHORT') {\n return asterOrder.side === 'BUY' ? 'CLOSE_SHORT' : 'OPEN_SHORT';\n }\n if (reduceOnly) {\n return asterOrder.side === 'BUY' ? 'CLOSE_SHORT' : 'CLOSE_LONG';\n }\n return asterOrder.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT';\n};\n\nconst resolveSpotOrderDirection = (side: 'BUY' | 'SELL'): OrderDirection => {\n return side === 'SELL' ? 'CLOSE_LONG' : 'OPEN_LONG';\n};\n\nexport const mapPerpOrder = (order: IAsterFutureOpenOrder, account_id: string): IOrder => {\n const volume = Number(order.origQty);\n const tradedVolume = Number(order.executedQty);\n const price = Number(order.price);\n const avgPrice = Number(order.avgPrice);\n\n return {\n order_id: `${order.orderId}`,\n account_id,\n product_id: encodePath('ASTER', 'PERP', order.symbol),\n order_type: order.type,\n order_direction: resolvePerpOrderDirection(order),\n volume: Number.isFinite(volume) ? volume : 0,\n price: Number.isFinite(price) ? price : undefined,\n submit_at: order.updateTime,\n traded_volume: Number.isFinite(tradedVolume) ? tradedVolume : undefined,\n traded_price: Number.isFinite(avgPrice) && avgPrice > 0 ? avgPrice : undefined,\n order_status: order.status,\n };\n};\n\nexport const mapSpotOrder = (order: IAsterSpotOpenOrder, account_id: string): IOrder => {\n const volume = Number(order.origQty);\n const tradedVolume = Number(order.executedQty);\n const price = Number(order.price);\n const avgPrice = Number(order.avgPrice ?? order.price);\n\n return {\n order_id: `${order.orderId}`,\n account_id,\n product_id: encodePath('ASTER', 'SPOT', order.symbol),\n order_type: order.type,\n order_direction: resolveSpotOrderDirection(order.side),\n volume: Number.isFinite(volume) ? volume : 0,\n price: Number.isFinite(price) ? price : undefined,\n submit_at: order.updateTime ?? order.time,\n traded_volume: Number.isFinite(tradedVolume) ? tradedVolume : undefined,\n traded_price: Number.isFinite(avgPrice) && avgPrice > 0 ? avgPrice : undefined,\n order_status: order.status,\n };\n};\n\nexport const listOrders = async (credential: ICredential) => {\n const [prepOrders, spotOrders] = await Promise.all([\n getFApiV1OpenOrders(credential, {}),\n getApiV1OpenOrders(credential, {}),\n ]);\n return [\n ...prepOrders.map((order) => mapPerpOrder(order, '')),\n ...spotOrders.map((order) => mapSpotOrder(order, '')),\n ];\n};\n\nexport const listSpotOrders = async (credential: ICredential) => {\n const [spotOrders] = await Promise.all([getApiV1OpenOrders(credential, {})]);\n return [...spotOrders.map((order) => mapSpotOrder(order, ''))];\n};\n\nexport const listPrepOrders = async (credential: ICredential) => {\n const [prepOrders] = await Promise.all([getFApiV1OpenOrders(credential, {})]);\n return [...prepOrders.map((order) => mapPerpOrder(order, ''))];\n};\n"]}
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@@ -86,14 +86,11 @@ const handleSubmitOrderOfPerp = async (credential, order) => {
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return { order_id: `${orderId}` };
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};
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export const handleSubmitOrder = async (credential, order) => {
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-
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-
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const { category } = parseProductId(order.product_id);
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const productType = category === null || category === void 0 ? void 0 : category.toUpperCase();
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-
if ((accountId === null || accountId === void 0 ? void 0 : accountId.includes('/SPOT')) || productType === 'SPOT') {
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89
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+
const [_, instType] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT
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if (instType === 'SPOT') {
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return handleSubmitOrderOfSpot(credential, order);
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}
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if (
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+
if (instType === 'PERP') {
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return handleSubmitOrderOfPerp(credential, order);
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}
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throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);
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