@yuants/vendor-aster 0.9.10 → 0.9.12

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

@@ -95,7 +95,7 @@ export declare const getFApiV4Account: (credential: ICredential, params: Record<
         isolated: boolean;
         entryPrice: string;
         maxNotional: string;
-        positionSide: 'BOTH' | 'LONG' | 'SHORT';
+        positionSide: "BOTH" | "LONG" | "SHORT";
         positionAmt: string;
         notional: string;
         isolatedWallet: string;
@@ -149,13 +149,13 @@ export declare const getFApiV2Balance: (credential: ICredential, params: Record<
  */
 export declare const postFApiV1Order: (credential: ICredential, params: {
     symbol: string;
-    side: 'BUY' | 'SELL';
-    positionSide?: 'BOTH' | 'LONG' | 'SHORT';
-    type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET' | 'TRAILING_STOP_MARKET';
-    reduceOnly?: 'true' | 'false';
+    side: "BUY" | "SELL";
+    positionSide?: "BOTH" | "LONG" | "SHORT";
+    type: "MARKET" | "LIMIT" | "STOP" | "STOP_MARKET" | "TAKE_PROFIT" | "TAKE_PROFIT_MARKET" | "TRAILING_STOP_MARKET";
+    reduceOnly?: "true" | "false";
     quantity?: number;
     price?: number;
-    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';
+    timeInForce?: "GTC" | "IOC" | "FOK" | "GTX" | "HIDDEN";
 }) => Promise<Record<string, never>>;
 /**
  * 查询当前挂单 (永续)
@@ -226,9 +226,9 @@ export declare const getApiV1TickerPrice: (credential: ICredential, params: Reco
  */
 export declare const postApiV1Order: (credential: ICredential, params: {
     symbol: string;
-    side: 'BUY' | 'SELL';
-    type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET';
-    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX';
+    side: "BUY" | "SELL";
+    type: "MARKET" | "LIMIT" | "STOP" | "STOP_MARKET" | "TAKE_PROFIT" | "TAKE_PROFIT_MARKET";
+    timeInForce?: "GTC" | "IOC" | "FOK" | "GTX";
     quantity?: number;
     quoteOrderQty?: number;
     price?: number;
@@ -247,4 +247,29 @@ export declare const deleteApiV1Order: (credential: ICredential, params: {
     orderId?: string | number;
     origClientOrderId?: string;
 }) => Promise<Record<string, never>>;
+/**
+ * 获取账户损益资金流水(USER_DATA)
+ *
+ * 权重: 30
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%8E%B7%E5%8F%96%E8%B4%A6%E6%88%B7%E6%8D%9F%E7%9B%8A%E8%B5%84%E9%87%91%E6%B5%81%E6%B0%B4user_data
+ */
+export declare const getAccountIncome: (credential: ICredential, params: {
+    symbol?: string;
+    incomeType?: string;
+    startTime?: number;
+    endTime?: number;
+    recvWindow?: number;
+    limit?: number;
+    timestamp: number;
+}) => Promise<{
+    symbol: string;
+    incomeType: string;
+    income: string;
+    asset: string;
+    info: string;
+    time: number;
+    tranId: string;
+    tradeId: string;
+}[]>;
 //# sourceMappingURL=private-api.d.ts.map

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

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package/lib/api/private-api.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.deleteApiV1Order = exports.postApiV1Order = exports.getApiV1TickerPrice = exports.getApiV1Account = exports.deleteFApiV1Order = exports.getApiV1OpenOrders = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV2Balance = exports.getFApiV2PositionRisk = exports.getFApiV4Account = void 0;
+exports.getAccountIncome = exports.deleteApiV1Order = exports.postApiV1Order = exports.getApiV1TickerPrice = exports.getApiV1Account = exports.deleteFApiV1Order = exports.getApiV1OpenOrders = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV2Balance = exports.getFApiV2PositionRisk = exports.getFApiV4Account = void 0;
 const utils_1 = require("@yuants/utils");
 const protocol_1 = require("@yuants/protocol");
 require("./client");
@@ -233,4 +233,20 @@ const deleteApiV1Order = (credential, params) => {
     return request(credential, 'DELETE', SpotBaseURL, endpoint, params);
 };
 exports.deleteApiV1Order = deleteApiV1Order;
+/**
+ * 获取账户损益资金流水(USER_DATA)
+ *
+ * 权重: 30
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%8E%B7%E5%8F%96%E8%B4%A6%E6%88%B7%E6%8D%9F%E7%9B%8A%E8%B5%84%E9%87%91%E6%B5%81%E6%B0%B4user_data
+ */
+const getAccountIncome = (credential, params) => {
+    const endpoint = '/fapi/v1/income';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 30;
+    (0, utils_1.scopeError)('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request(credential, 'GET', FutureBaseURL, endpoint, params);
+};
+exports.getAccountIncome = getAccountIncome;
 //# sourceMappingURL=private-api.js.map

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

@@ -1 +1 @@
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{ encodeHex, HmacSHA256, newError, scopeError, tokenBucket } from '@yuants/utils';\n\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nimport './client';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\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: Record<string, unknown> = {},\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  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 FutureBaseURL = 'https://fapi.asterdex.com';\nconst SpotBaseURL = 'https://sapi.asterdex.com';\n\n/**\n * 获取账户信息\n *\n * Weight: 5\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 = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<{\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  const endpoint = '/fapi/v4/account';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 用户持仓风险V2 (USER_DATA)\n *\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E7%94%A8%E6%88%B7%E6%8C%81%E4%BB%93%E9%A3%8E%E9%99%A9v2-user_data\n */\nexport const getFApiV2PositionRisk = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<\n  {\n    entryPrice: string;\n    marginType: string;\n    isAutoAddMargin: string;\n    isolatedMargin: string;\n    leverage: string;\n    liquidationPrice: string;\n    markPrice: string;\n    maxNotionalValue: string;\n    positionAmt: string;\n    symbol: string;\n    unRealizedProfit: string;\n    positionSide: string;\n    updateTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v2/positionRisk';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2840-L2855\n */\nexport const getFApiV2Balance = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<\n  {\n    accountAlias: string;\n    asset: string;\n    balance: string;\n    crossWalletBalance: string;\n    crossUnPnl: string;\n    availableBalance: string;\n    maxWithdrawAmount: string;\n    marginAvailable: boolean;\n    updateTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v2/balance';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1 by order\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#post-fapiv1order-%E7%9A%84%E7%A4%BA%E4%BE%8B\n */\nexport const postFApiV1Order = (\n  credential: ICredential,\n  params: {\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): Promise<Record<string, never>> => {\n  const endpoint = '/fapi/v1/order';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/minute').acquireSync(weight),\n  );\n  return request(credential, 'POST', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 查询当前挂单 (永续)\n *\n * Weight: with symbol 1, without symbol 40\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2728-L2766\n */\nexport const getFApiV1OpenOrders = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<IAsterFutureOpenOrder[]> => {\n  const endpoint = '/fapi/v1/openOrders';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = params?.symbol ? 1 : 40;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      hasSymbol: !!params?.symbol,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 查询当前挂单 (现货)\n *\n * Weight: with symbol 1, without symbol 40\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1196-L1234\n */\nexport const getApiV1OpenOrders = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<IAsterSpotOpenOrder[]> => {\n  const endpoint = '/api/v1/openOrders';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = params?.symbol ? 1 : 40;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      hasSymbol: !!params?.symbol,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2498-L2516\n */\nexport const deleteFApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/fapi/v1/order';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/minute').acquireSync(weight),\n  );\n  return request(credential, 'DELETE', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取账户信息 (现货)\n *\n * Weight: 5\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 = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<{\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  const endpoint = '/api/v1/account';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取最新价格\n *\n * Weight: without symbol 2 (current implementation)\n *\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 = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<\n  {\n    symbol: string;\n    price: string;\n    time: number;\n  }[]\n> => {\n  const endpoint = '/api/v1/ticker/price';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 2;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#post-apiv1order-%E7%9A%84%E7%A4%BA%E4%BE%8B\n */\nexport const postApiV1Order = (\n  credential: ICredential,\n  params: {\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): Promise<{\n  orderId: number;\n}> => {\n  const endpoint = '/api/v1/order';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/minute').acquireSync(weight),\n  );\n  return request(credential, 'POST', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 取消有效订单 (现货)\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1040-L1074\n */\nexport const deleteApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/api/v1/order';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/minute').acquireSync(weight),\n  );\n  return request(credential, 'DELETE', SpotBaseURL, endpoint, params);\n};\n"]}
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{ encodeHex, HmacSHA256, newError, scopeError, tokenBucket } from '@yuants/utils';\n\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nimport './client';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\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: Record<string, unknown> = {},\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  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 FutureBaseURL = 'https://fapi.asterdex.com';\nconst SpotBaseURL = 'https://sapi.asterdex.com';\n\n/**\n * 获取账户信息\n *\n * Weight: 5\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 = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<{\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  const endpoint = '/fapi/v4/account';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 用户持仓风险V2 (USER_DATA)\n *\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E7%94%A8%E6%88%B7%E6%8C%81%E4%BB%93%E9%A3%8E%E9%99%A9v2-user_data\n */\nexport const getFApiV2PositionRisk = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<\n  {\n    entryPrice: string;\n    marginType: string;\n    isAutoAddMargin: string;\n    isolatedMargin: string;\n    leverage: string;\n    liquidationPrice: string;\n    markPrice: string;\n    maxNotionalValue: string;\n    positionAmt: string;\n    symbol: string;\n    unRealizedProfit: string;\n    positionSide: string;\n    updateTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v2/positionRisk';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 5\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2840-L2855\n */\nexport const getFApiV2Balance = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<\n  {\n    accountAlias: string;\n    asset: string;\n    balance: string;\n    crossWalletBalance: string;\n    crossUnPnl: string;\n    availableBalance: string;\n    maxWithdrawAmount: string;\n    marginAvailable: boolean;\n    updateTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v2/balance';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1 by order\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#post-fapiv1order-%E7%9A%84%E7%A4%BA%E4%BE%8B\n */\nexport const postFApiV1Order = (\n  credential: ICredential,\n  params: {\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): Promise<Record<string, never>> => {\n  const endpoint = '/fapi/v1/order';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/minute').acquireSync(weight),\n  );\n  return request(credential, 'POST', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 查询当前挂单 (永续)\n *\n * Weight: with symbol 1, without symbol 40\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2728-L2766\n */\nexport const getFApiV1OpenOrders = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<IAsterFutureOpenOrder[]> => {\n  const endpoint = '/fapi/v1/openOrders';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = params?.symbol ? 1 : 40;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      hasSymbol: !!params?.symbol,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 查询当前挂单 (现货)\n *\n * Weight: with symbol 1, without symbol 40\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1196-L1234\n */\nexport const getApiV1OpenOrders = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n  },\n): Promise<IAsterSpotOpenOrder[]> => {\n  const endpoint = '/api/v1/openOrders';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = params?.symbol ? 1 : 40;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      hasSymbol: !!params?.symbol,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2498-L2516\n */\nexport const deleteFApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/fapi/v1/order';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/future/minute').acquireSync(weight),\n  );\n  return request(credential, 'DELETE', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取账户信息 (现货)\n *\n * Weight: 5\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 = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<{\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  const endpoint = '/api/v1/account';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 5;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取最新价格\n *\n * Weight: without symbol 2 (current implementation)\n *\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 = (\n  credential: ICredential,\n  params: Record<string, never>,\n): Promise<\n  {\n    symbol: string;\n    price: string;\n    time: number;\n  }[]\n> => {\n  const endpoint = '/api/v1/ticker/price';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 2;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#post-apiv1order-%E7%9A%84%E7%A4%BA%E4%BE%8B\n */\nexport const postApiV1Order = (\n  credential: ICredential,\n  params: {\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): Promise<{\n  orderId: number;\n}> => {\n  const endpoint = '/api/v1/order';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/minute').acquireSync(weight),\n  );\n  return request(credential, 'POST', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 取消有效订单 (现货)\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1040-L1074\n */\nexport const deleteApiV1Order = (\n  credential: ICredential,\n  params: {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n): Promise<Record<string, never>> => {\n  const endpoint = '/api/v1/order';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/second').acquireSync(weight),\n  );\n  scopeError(\n    'ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT',\n    { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket('order/spot/minute').acquireSync(weight),\n  );\n  return request(credential, 'DELETE', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取账户损益资金流水(USER_DATA)\n *\n * 权重: 30\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%8E%B7%E5%8F%96%E8%B4%A6%E6%88%B7%E6%8D%9F%E7%9B%8A%E8%B5%84%E9%87%91%E6%B5%81%E6%B0%B4user_data\n */\nexport const getAccountIncome = (\n  credential: ICredential,\n  params: {\n    symbol?: string;\n    incomeType?: string;\n    startTime?: number;\n    endTime?: number;\n    recvWindow?: number;\n    limit?: number;\n    timestamp: number;\n  },\n): Promise<\n  {\n    symbol: string;\n    incomeType: string;\n    income: string;\n    asset: string;\n    info: string;\n    time: number;\n    tranId: string;\n    tradeId: string;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/income';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 30;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request(credential, 'GET', FutureBaseURL, endpoint, params);\n};\n"]}

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

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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { scopeError, tokenBucket } from '@yuants/utils';\n\nimport './client';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\n\nconst FutureBaseURL = 'https://fapi.asterdex.com';\nconst SpotBaseURL = 'https://sapi.asterdex.com';\n\nconst getKlinesRequestWeight = (limit: number | undefined): number => {\n  const resolvedLimit = limit ?? 500;\n  if (resolvedLimit < 100) return 1;\n  if (resolvedLimit < 500) return 2;\n  if (resolvedLimit <= 1000) return 5;\n  return 10;\n};\n\nconst request = async <T>(\n  method: string,\n  baseUrl: string,\n  endpoint: string,\n  params: Record<string, unknown> = {},\n): Promise<T> => {\n  const url = new URL(baseUrl);\n  url.pathname = endpoint;\n  for (const [key, value] of Object.entries(params)) {\n    if (value === undefined) continue;\n    url.searchParams.set(key, `${value}`);\n  }\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const res = (await fetch(url.toString(), {\n    method,\n  }).then((response) => response.json())) as unknown;\n\n  const maybeError = res as { code?: number };\n  if (typeof maybeError.code === 'number' && maybeError.code !== 0) {\n    throw JSON.stringify(res);\n  }\n  return res as T;\n};\n\n/**\n * 获取资金费率历史\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = (params: {\n  symbol?: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<\n  {\n    symbol: string;\n    fundingRate: string;\n    fundingTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/fundingRate';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\nexport interface IAsterRateLimit {\n  rateLimitType?: string;\n  interval?: string;\n  intervalNum?: number;\n  limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\n  symbols: {\n    symbol: string;\n    status: 'TRADING' | 'BREAK' | 'HALT';\n    baseAsset: string;\n    quoteAsset: string;\n    pricePrecision: number;\n    quantityPrecision: number;\n    baseAssetPrecision: number;\n    quotePrecision: number;\n    filters: {\n      filterType: string;\n      [key: string]: unknown;\n    }[];\n  }[];\n  rateLimits?: IAsterRateLimit[];\n}\n\n/**\n * 获取交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n  const endpoint = '/fapi/v1/exchangeInfo';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n  const endpoint = '/api/v1/exchangeInfo';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n * 参考 Binance 风格接口：/fapi/v1/openInterest\n *\n * Weight: 1\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFApiV1OpenInterest = (params: {\n  symbol: string;\n}): Promise<{\n  symbol: string;\n  openInterest: string;\n  time: number;\n}> => {\n  const endpoint = '/fapi/v1/openInterest';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取最新价格\n *\n * Weight: without symbol 2 (current implementation)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = (\n  params: Record<string, never>,\n): Promise<\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/ticker/price';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 2;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取资金费率\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = (params: {\n  symbol?: string;\n}): Promise<\n  | {\n      symbol: string;\n      markPrice: string;\n      indexPrice: string;\n      estimatedSettlePrice: string;\n      lastFundingRate: string;\n      nextFundingTime: number;\n      interestRate: string;\n      time: number;\n    }\n  | {\n      symbol: string;\n      markPrice: string;\n      indexPrice: string;\n      estimatedSettlePrice: string;\n      lastFundingRate: string;\n      nextFundingTime: number;\n      interestRate: string;\n      time: number;\n    }[]\n> => {\n  const endpoint = '/fapi/v1/premiumIndex';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\nexport interface IAsterKline extends Array<string | number> {\n  0: number; // Open time\n  1: string; // Open\n  2: string; // High\n  3: string; // Low\n  4: string; // Close\n  5: string; // Volume\n  6: number; // Close time\n  7: string; // Quote asset volume\n  8: number; // Number of trades\n  9: string; // Taker buy base asset volume\n  10: string; // Taker buy quote asset volume\n  11: string; // Ignore\n}\n\n/**\n * 获取 K 线\n *\n * 参考 Binance 风格接口：/fapi/v1/klines\n *\n * Weight: by limit\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE\n */\nexport const getFApiV1Klines = (params: {\n  symbol: string;\n  interval: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<IAsterKline[]> => {\n  const endpoint = '/fapi/v1/klines';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = getKlinesRequestWeight(params?.limit);\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      limit: params?.limit,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货 K 线\n *\n * 参考 Binance 风格接口：/api/v1/klines\n *\n * Weight: not documented (temporary: follow futures limit table)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md\n */\nexport const getApiV1Klines = (params: {\n  symbol: string;\n  interval: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<IAsterKline[]> => {\n  const endpoint = '/api/v1/klines';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = getKlinesRequestWeight(params?.limit);\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      limit: params?.limit,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', SpotBaseURL, endpoint, params);\n};\n"]}
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url.searchParams.set(key, `${value}`);\n  }\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const res = (await fetch(url.toString(), {\n    method,\n  }).then((response) => response.json())) as unknown;\n\n  const maybeError = res as { code?: number };\n  if (typeof maybeError.code === 'number' && maybeError.code !== 0) {\n    throw JSON.stringify(res);\n  }\n  return res as T;\n};\n\n/**\n * 获取资金费率历史\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = (params: {\n  symbol?: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<\n  {\n    symbol: string;\n    fundingRate: string;\n    fundingTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/fundingRate';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\nexport interface IAsterRateLimit {\n  rateLimitType?: string;\n  interval?: string;\n  intervalNum?: number;\n  limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\n  symbols: {\n    symbol: string;\n    status: 'TRADING' | 'BREAK' | 'HALT';\n    baseAsset: string;\n    quoteAsset: string;\n    pricePrecision: number;\n    quantityPrecision: number;\n    baseAssetPrecision: number;\n    quotePrecision: number;\n    filters: {\n      filterType: string;\n      [key: string]: unknown;\n    }[];\n  }[];\n  rateLimits?: IAsterRateLimit[];\n}\n\n/**\n * 获取交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n  const endpoint = '/fapi/v1/exchangeInfo';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n  const endpoint = '/api/v1/exchangeInfo';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n * 参考 Binance 风格接口：/fapi/v1/openInterest\n *\n * Weight: 1\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFApiV1OpenInterest = (params: {\n  symbol: string;\n}): Promise<{\n  symbol: string;\n  openInterest: string;\n  time: number;\n}> => {\n  const endpoint = '/fapi/v1/openInterest';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取最新价格\n *\n * Weight: without symbol 2 (current implementation)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = (\n  params: Record<string, never>,\n): Promise<\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/ticker/price';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 2;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取资金费率\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = (params: {\n  symbol?: string;\n}): Promise<\n  | {\n      symbol: string;\n      markPrice: string;\n      indexPrice: string;\n      estimatedSettlePrice: string;\n      lastFundingRate: string;\n      nextFundingTime: number;\n      interestRate: string;\n      time: number;\n    }\n  | {\n      symbol: string;\n      markPrice: string;\n      indexPrice: string;\n      estimatedSettlePrice: string;\n      lastFundingRate: string;\n      nextFundingTime: number;\n      interestRate: string;\n      time: number;\n    }[]\n> => {\n  const endpoint = '/fapi/v1/premiumIndex';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\nexport interface IAsterKline extends Array<string | number> {\n  0: number; // Open time\n  1: string; // Open\n  2: string; // High\n  3: string; // Low\n  4: string; // Close\n  5: string; // Volume\n  6: number; // Close time\n  7: string; // Quote asset volume\n  8: number; // Number of trades\n  9: string; // Taker buy base asset volume\n  10: string; // Taker buy quote asset volume\n  11: string; // Ignore\n}\n\n/**\n * 获取 K 线\n *\n * 参考 Binance 风格接口：/fapi/v1/klines\n *\n * Weight: by limit\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE\n */\nexport const getFApiV1Klines = (params: {\n  symbol: string;\n  interval: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<IAsterKline[]> => {\n  const endpoint = '/fapi/v1/klines';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = getKlinesRequestWeight(params?.limit);\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      limit: params?.limit,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货 K 线\n *\n * 参考 Binance 风格接口：/api/v1/klines\n *\n * Weight: not documented (temporary: follow futures limit table)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md\n */\nexport const getApiV1Klines = (params: {\n  symbol: string;\n  interval: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<IAsterKline[]> => {\n  const endpoint = '/api/v1/klines';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = getKlinesRequestWeight(params?.limit);\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      limit: params?.limit,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', SpotBaseURL, endpoint, params);\n};\n"]}

package/lib/index.d.ts

@@ -5,4 +5,5 @@ import './services/exchange';
 import './services/quotes';
 import './services/ohlc-service';
 import './services/interest-rate-service';
+import './services/interest-ledger-service';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,oCAAoC,CAAC"}

package/lib/index.js

@@ -7,4 +7,5 @@ require("./services/exchange");
 require("./services/quotes");
 require("./services/ohlc-service");
 require("./services/interest-rate-service");
+require("./services/interest-ledger-service");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,4CAA0C;AAC1C,sCAAoC;AACpC,oCAAkC;AAClC,+BAA6B;AAC7B,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C","sourcesContent":["import './services/markets/interest_rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,4CAA0C;AAC1C,sCAAoC;AACpC,oCAAkC;AAClC,+BAA6B;AAC7B,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C;AAC1C,8CAA4C","sourcesContent":["import './services/markets/interest_rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\nimport './services/interest-ledger-service';\n"]}

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

@@ -1 +1 @@
-{"version":3,"file":"profile.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEpD,eAAO,MAAM,eAAe,eAAsB,WAAW,KAAG,QAAQ,MAAM,CAE7E,CAAC"}
+{"version":3,"file":"profile.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEpD,eAAO,MAAM,eAAe,GAAU,YAAY,WAAW,KAAG,OAAO,CAAC,MAAM,CAE7E,CAAC"}

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

@@ -1 +1 @@
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+{"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAEnE,OAAO,EAKL,WAAW,EACZ,MAAM,uBAAuB,CAAC;AA6B/B,eAAO,MAAM,YAAY,GAAU,YAAY,WAAW,yBAuEzD,CAAC"}

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

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport {\n  getApiV1Account,\n  getApiV1TickerPrice,\n  getFApiV2PositionRisk,\n  getFApiV4Account,\n  ICredential,\n} from '../../api/private-api';\nimport { listProducts } from '../markets/product';\n\n// ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko\nconst asBNBPrice = createCache(\n  () =>\n    fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')\n      .then((res) => res.json())\n      .then((data) => data['astherus-staked-bnb'].usd as number),\n  {\n    expire: 60_000, // 1 minute\n  },\n);\n\nconst spotProductMapCache = createCache(\n  async () => {\n    const products = await listProducts();\n    const map = new Map<string, string>();\n    for (const product of products) {\n      const [, instType] = product.product_id.split('/');\n      if (instType === 'SPOT') {\n        map.set(product.base_currency, product.product_id);\n      }\n    }\n    return map;\n  },\n  { expire: 86_400_000 },\n);\n\nexport const getPositions = async (credential: ICredential) => {\n  const positions: IPosition[] = [];\n  const [x, prices, prep, positionRisk, spotProductMap] = await Promise.all([\n    getApiV1Account(credential, {}),\n    getApiV1TickerPrice(credential, {}),\n    getFApiV4Account(credential, {}),\n    getFApiV2PositionRisk(credential, {}),\n    spotProductMapCache.query(''),\n  ]);\n\n  const resolvedSpotProductMap = spotProductMap ?? new Map<string, string>();\n\n  for (const b of x.balances) {\n    const thePrice = b.asset === 'USDT' ? 1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n    positions.push(\n      makeSpotPosition({\n        position_id: b.asset,\n        datasource_id: 'ASTER',\n        product_id: resolvedSpotProductMap.get(b.asset) ?? encodePath('ASTER', 'SPOT', b.asset),\n        volume: 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product_id: encodePath('ASTER', 'PERP', p.symbol),\n      datasource_id: 'ASTER',\n      direction: p.positionSide === 'BOTH' ? 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{ createCache } from '@yuants/cache';\nimport { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport {\n  getApiV1Account,\n  getApiV1TickerPrice,\n  getFApiV2PositionRisk,\n  getFApiV4Account,\n  ICredential,\n} from '../../api/private-api';\nimport { listProducts } from '../markets/product';\n\n// ISSUE: ASBNB price is not available in the price API, need to fetch from coingecko\nconst asBNBPrice = createCache(\n  () =>\n    fetch('https://api.coingecko.com/api/v3/simple/price?ids=astherus-staked-bnb&vs_currencies=usd')\n      .then((res) => res.json())\n      .then((data) => data['astherus-staked-bnb'].usd as number),\n  {\n    expire: 60_000, // 1 minute\n  },\n);\n\nconst spotProductMapCache = createCache(\n  async () => {\n    const products = await listProducts();\n    const map = new Map<string, string>();\n    for (const product of products) {\n      const [, instType] = product.product_id.split('/');\n      if (instType === 'SPOT') {\n        map.set(product.base_currency, product.product_id);\n      }\n    }\n    return map;\n  },\n  { expire: 86_400_000 },\n);\n\nexport const getPositions = async (credential: ICredential) => {\n  const positions: IPosition[] = [];\n  const [x, prices, prep, positionRisk, spotProductMap] = await Promise.all([\n    getApiV1Account(credential, {}),\n    getApiV1TickerPrice(credential, {}),\n    getFApiV4Account(credential, {}),\n    getFApiV2PositionRisk(credential, {}),\n    spotProductMapCache.query(''),\n  ]);\n\n  const resolvedSpotProductMap = spotProductMap ?? new Map<string, string>();\n\n  for (const b of x.balances) {\n    const thePrice = b.asset === 'USDT' ? 1 : prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0;\n    positions.push(\n      makeSpotPosition({\n        position_id: b.asset,\n        datasource_id: 'ASTER',\n        product_id: resolvedSpotProductMap.get(b.asset) ?? encodePath('ASTER', 'SPOT', b.asset),\n        volume: +b.free + +b.locked,\n        free_volume: +b.free,\n        closable_price: +thePrice,\n      }),\n    );\n  }\n\n  for (const b of prep.assets) {\n    if (+b.walletBalance === 0) continue;\n    let thePrice = 0;\n    if (b.asset === 'USDT') {\n      thePrice = 1;\n    } else if (b.asset === 'ASBNB') {\n      const _p = await asBNBPrice.query('').catch(() => 0);\n      if (_p) {\n        thePrice = _p;\n      }\n    } else {\n      thePrice = +(prices.find((p) => p.symbol === b.asset + 'USDT')?.price ?? 0);\n    }\n\n    positions.push(\n      makeSpotPosition({\n        position_id: encodePath(b.asset, 'ASSET'),\n        datasource_id: 'ASTER',\n        product_id: encodePath('ASTER', 'PERP-ASSET', b.asset),\n        volume: +b.walletBalance,\n        free_volume: +b.walletBalance,\n        closable_price: thePrice,\n      }),\n    );\n  }\n\n  for (const p of prep.positions) {\n    if (+p.positionAmt === 0) continue;\n    positions.push({\n      position_id: p.symbol,\n      product_id: encodePath('ASTER', 'PERP', p.symbol),\n      datasource_id: 'ASTER',\n      direction: p.positionSide === 'BOTH' ? (+p.positionAmt > 0 ? 'LONG' : 'SHORT') : p.positionSide,\n      volume: Math.abs(+p.positionAmt),\n      free_volume: Math.abs(+p.positionAmt),\n      position_price: +p.entryPrice,\n      closable_price: Math.abs(+p.notional / +p.positionAmt),\n      floating_profit: +p.unrealizedProfit,\n      // TODO: optimize find performance\n      liquidation_price: positionRisk.find((r) => r.symbol === p.symbol)?.liquidationPrice,\n      valuation: Math.abs(+p.notional),\n    });\n  }\n\n  return positions;\n};\n"]}

package/lib/services/exchange.js.map

@@ -1 +1 @@
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package/lib/services/interest-ledger-service.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=interest-ledger-service.d.ts.map

package/lib/services/interest-ledger-service.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-ledger-service.d.ts","sourceRoot":"","sources":["../../src/services/interest-ledger-service.ts"],"names":[],"mappings":""}

package/lib/services/interest-ledger-service.js

@@ -0,0 +1,36 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const private_api_1 = require("../api/private-api");
+const exchange_1 = require("@yuants/exchange");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const WINDOW_MS = 10 * 24 * 3600000;
+const fetchInterestRateLedgerForward = async (req) => {
+    const params = {
+        startTime: req.time,
+        endTime: req.time + WINDOW_MS,
+        limit: 10,
+        incomeType: req.ledger_type,
+        timestamp: Date.now(),
+    };
+    const res = await (0, private_api_1.getAccountIncome)(req.credential.payload, params);
+    return (res !== null && res !== void 0 ? res : [])
+        .map((v) => {
+        const ms = Number(v.time);
+        return {
+            id: v.tranId,
+            product_id: (0, utils_1.encodePath)('ASTER', 'PERP', v.symbol),
+            amount: v.income,
+            account_id: req.account_id,
+            currency: v.asset,
+            created_at: (0, utils_1.formatTime)(ms),
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= req.time);
+};
+(0, exchange_1.provideInterestLedgerService)(terminal, {
+    direction: 'forward',
+    type: 'ASTER',
+}, fetchInterestRateLedgerForward);
+//# sourceMappingURL=interest-ledger-service.js.map

package/lib/services/interest-ledger-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-ledger-service.js","sourceRoot":"","sources":["../../src/services/interest-ledger-service.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,yCAAuD;AACvD,oDAAsD;AACtD,+CAAgE;AAOhE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,EAAE,GAAG,EAAE,GAAG,OAAQ,CAAC;AAErC,MAAM,8BAA8B,GAAG,KAAK,EAAE,GAK7C,EAA8B,EAAE;IAC/B,MAAM,MAAM,GAAG;QACb,SAAS,EAAE,GAAG,CAAC,IAAI;QACnB,OAAO,EAAE,GAAG,CAAC,IAAI,GAAG,SAAS;QAC7B,KAAK,EAAE,EAAE;QACT,UAAU,EAAE,GAAG,CAAC,WAAW;QAC3B,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;KACtB,CAAC;IACF,MAAM,GAAG,GAAG,MAAM,IAAA,8BAAgB,EAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IACnE,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAmB,EAAE;QAC1B,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;QAC1B,OAAO;YACL,EAAE,EAAE,CAAC,CAAC,MAAM;YACZ,UAAU,EAAE,IAAA,kBAAU,EAAC,OAAO,EAAE,MAAM,EAAE,CAAC,CAAC,MAAM,CAAC;YACjD,MAAM,EAAE,CAAC,CAAC,MAAM;YAChB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,CAAC,CAAC,KAAK;YACjB,UAAU,EAAE,IAAA,kBAAU,EAAC,EAAE,CAAC;SACR,CAAC;IACvB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAW,CAAC,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,IAAA,uCAA4B,EAC1B,QAAQ,EACR;IACE,SAAS,EAAE,SAAS;IACpB,IAAI,EAAE,OAAO;CACd,EACD,8BAA8B,CAC/B,CAAC","sourcesContent":["import { IInterestLedger } from '@yuants/data-interest-rate';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { getAccountIncome } from '../api/private-api';\nimport { provideInterestLedgerService } from '@yuants/exchange';\n\ninterface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 10 * 24 * 3600_000;\n\nconst fetchInterestRateLedgerForward = async (req: {\n  credential: IExchangeCredential;\n  account_id: string;\n  time: number;\n  ledger_type: string;\n}): Promise<IInterestLedger[]> => {\n  const params = {\n    startTime: req.time,\n    endTime: req.time + WINDOW_MS,\n    limit: 10,\n    incomeType: req.ledger_type,\n    timestamp: Date.now(),\n  };\n  const res = await getAccountIncome(req.credential.payload, params);\n  return (res ?? [])\n    .map((v): IInterestLedger => {\n      const ms = Number(v.time);\n      return {\n        id: v.tranId,\n        product_id: encodePath('ASTER', 'PERP', v.symbol),\n        amount: v.income,\n        account_id: req.account_id,\n        currency: v.asset,\n        created_at: formatTime(ms),\n      } as IInterestLedger;\n    })\n    .filter((x) => Date.parse(x.created_at!) >= req.time);\n};\n\nprovideInterestLedgerService(\n  terminal,\n  {\n    direction: 'forward',\n    type: 'ASTER',\n  },\n  fetchInterestRateLedgerForward,\n);\n"]}

package/lib/services/markets/interest_rate.js

@@ -3,8 +3,9 @@ var __await = (this && this.__await) || function (v) { return this instanceof __
 var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
     if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
     var g = generator.apply(thisArg, _arguments || []), i, q = [];
-    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
+    return i = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
+    function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
+    function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
     function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
     function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
     function fulfill(value) { resume("next", value); }
@@ -23,8 +24,8 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
     series_id_prefix_parts: ['ASTER'],
     reversed: true,
     serviceOptions: { concurrent: 1 },
-    queryFn: function ({ series_id, started_at, ended_at }) {
-        return __asyncGenerator(this, arguments, function* () {
+    queryFn: function (_a) {
+        return __asyncGenerator(this, arguments, function* ({ series_id, started_at, ended_at }) {
             const start = started_at !== null && started_at !== void 0 ? started_at : 0;
             const end = ended_at !== null && ended_at !== void 0 ? ended_at : Date.now();
             const [, instType, instId] = (0, utils_1.decodePath)(series_id);

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

@@ -1 +1 @@
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+{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,yCAAuD;AACvD,+BAA6C;AAC7C,qDAA4D;AAE5D,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAoB,EAAgB,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;4DAAiB,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,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YAEnD,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;gBACxB,6BAAO;YACT,CAAC;YAED,IAAI,YAAY,GAAG,KAAK,CAAC;YAEzB,OAAO,YAAY,IAAI,GAAG,EAAE,CAAC;gBAC3B,MAAM,GAAG,GAAG,cAAM,IAAA,iCAAoB,EAAC;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,CAAC;oBAC5C,MAAM;gBACR,CAAC;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,CAAC;oBAC1B,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,CAAC;wBAC9B,MAAM;oBACR,CAAC;oBACD,YAAY,GAAG,SAAS,CAAC;oBACzB,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;oBAClC,SAAS;gBACX,CAAC;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,EAAE,SAAS;wBACrB,aAAa,EAAE,OAAO;wBACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,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,CAAC;oBACpB,MAAM;gBACR,CAAC;gBAED,YAAY,GAAG,QAAQ,GAAG,CAAC,CAAC;gBAE5B,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE,CAAC;oBACtB,MAAM;gBACR,CAAC;gBAED,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;YACpC,CAAC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getFApiV1FundingRate } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\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 [, instType, instId] = decodePath(series_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: series_id,\n          datasource_id: 'ASTER',\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"]}

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

@@ -1 +1 @@
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+{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAIhD,eAAO,MAAM,YAAY,QAAa,OAAO,CAAC,QAAQ,EAAE,CAyEvD,CAAC"}