@yuants/vendor-aster 0.9.11 → 0.10.0

package/dist/api/private-api.js

@@ -219,4 +219,19 @@ export const deleteApiV1Order = (credential, params) => {
     scopeError('ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT', { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket('order/spot/minute').acquireSync(weight));
     return request(credential, 'DELETE', SpotBaseURL, endpoint, params);
 };
+/**
+ * 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 const getAccountIncome = (credential, params) => {
+    const endpoint = '/fapi/v1/income';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 30;
+    scopeError('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket(url.host).acquireSync(weight));
+    return request(credential, 'GET', FutureBaseURL, endpoint, params);
+};
 //# sourceMappingURL=private-api.js.map

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

@@ -1 +1 @@
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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   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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/dist/index.js

@@ -1,8 +1,8 @@
-import './services/markets/interest_rate';
 import './services/markets/product';
 import './services/markets/quote';
 import './services/exchange';
 import './services/quotes';
 import './services/ohlc-service';
 import './services/interest-rate-service';
+import './services/interest-ledger-service';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -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,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC","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,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","sourcesContent":["import './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/dist/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: +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' ? 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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/dist/services/exchange.js.map

@@ -1 +1 @@
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package/dist/services/interest-ledger-service.js

@@ -0,0 +1,34 @@
+import { Terminal } from '@yuants/protocol';
+import { encodePath, formatTime } from '@yuants/utils';
+import { getAccountIncome } from '../api/private-api';
+import { provideInterestLedgerService } from '@yuants/exchange';
+const terminal = 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 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: encodePath('ASTER', 'PERP', v.symbol),
+            amount: v.income,
+            account_id: req.account_id,
+            currency: v.asset,
+            created_at: formatTime(ms),
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= req.time);
+};
+provideInterestLedgerService(terminal, {
+    direction: 'forward',
+    type: 'ASTER',
+}, fetchInterestRateLedgerForward);
+//# sourceMappingURL=interest-ledger-service.js.map

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

@@ -0,0 +1 @@
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package/dist/services/markets/quote.js.map

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { setMetricsQuoteState, type IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n  catchError,\n  combineLatest,\n  concatMap,\n  defer,\n  exhaustMap,\n  filter,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  of,\n  repeat,\n  retry,\n  scan,\n  shareReplay,\n  startWith,\n  timer,\n} from 'rxjs';\nimport {\n  getFApiV1ExchangeInfo,\n  getFApiV1OpenInterest,\n  getFApiV1PremiumIndex,\n  getFApiV1TickerPrice,\n  IAsterRateLimit,\n} from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst DISABLE_OPEN_INTEREST = process.env.DISABLE_OPEN_INTEREST === 'true';\nconst DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n  switch (interval) {\n    case 'SECOND':\n      return (intervalNum ?? 1) * 1_000;\n    case 'MINUTE':\n      return (intervalNum ?? 1) * 60_000;\n    case 'HOUR':\n      return (intervalNum ?? 1) * 3_600_000;\n    case 'DAY':\n      return (intervalNum ?? 1) * 86_400_000;\n    default:\n      return undefined;\n  }\n};\n\nconst getRequestIntervalMs = (rateLimits: IAsterRateLimit[] | undefined, fallbackMs: number) => {\n  const intervals: number[] = [];\n  for (const item of rateLimits ?? []) {\n    if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n    const duration = toIntervalMs(item.interval, item.intervalNum);\n    const limit = item.limit;\n    if (duration == null || limit == null || limit <= 0) continue;\n    intervals.push(Math.ceil(duration / limit));\n  }\n  if (!intervals.length) return fallbackMs;\n  return Math.max(fallbackMs, Math.max(...intervals));\n};\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 requestInterval$ = defer(() => getFApiV1ExchangeInfo({})).pipe(\n  map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n  catchError((err) => {\n    console.warn('getFApiV1ExchangeInfo failed when calculating request interval', err);\n    return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n  }),\n  startWith(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS),\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst ticker$ = defer(() => getFApiV1TickerPrice({})).pipe(\n  map((tickers) => (Array.isArray(tickers) ? tickers : [])),\n  repeat({ delay: 1000 }),\n  retry({ delay: 5000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromTicker$ = ticker$.pipe(\n  mergeMap((tickers) => tickers || []),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'ASTER',\n      product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n      last_price: `${ticker.price}`,\n      bid_price: `${ticker.price}`,\n      ask_price: `${ticker.price}`,\n    }),\n  ),\n);\n\n// Extract unique symbols from ticker stream\nconst symbolList$ = ticker$.pipe(\n  map((tickers) => tickers.map((t) => t.symbol)),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\n// Create a controlled rotation stream for fetching open interest\n// This cycles through all symbols with proper delays, independent of ticker updates\nconst OPEN_INTEREST_CYCLE_DELAY = process.env.OPEN_INTEREST_CYCLE_DELAY\n  ? Number(process.env.OPEN_INTEREST_CYCLE_DELAY)\n  : 60_000; // 60 seconds between full cycles\n\nconst openInterestRotation$ = combineLatest([symbolList$, requestInterval$]).pipe(\n  exhaustMap(([symbols, requestInterval]) =>\n    defer(() => {\n      console.info(\n        `Starting open interest rotation for ${symbols.length} symbols with ${requestInterval}ms interval`,\n      );\n      return from(symbols).pipe(\n        concatMap((symbol, index) =>\n          (index > 0 ? timer(requestInterval) : of(0)).pipe(\n            mergeMap(() => from(openInterestCache.query(symbol))),\n            map((openInterest) => ({\n              symbol,\n              openInterest: openInterest ?? '0',\n              timestamp: Date.now(),\n            })),\n            catchError((err) => {\n              console.warn(`Failed to fetch open interest for ${symbol}:`, err);\n              return of(undefined);\n            }),\n          ),\n        ),\n      );\n    }),\n  ),\n  filter((x) => !!x),\n  shareReplay({ bufferSize: 1000, refCount: true }), // Cache open interest for all symbols\n);\n\n// Convert open interest rotation data to quote format\nconst quoteFromOpenInterest$ = openInterestRotation$.pipe(\n  map(\n    (data): Partial<IQuote> => ({\n      datasource_id: 'ASTER',\n      product_id: encodePath('ASTER', 'PERP', data?.symbol),\n      open_interest: data?.openInterest,\n    }),\n  ),\n);\n\n// Funding rate stream - fetches all symbols at once (more efficient than per-symbol)\nconst fundingRate$ = defer(() => getFApiV1PremiumIndex({})).pipe(\n  map((data) => {\n    // Handle both single object and array responses\n    const premiumDataArray = Array.isArray(data) ? data : [data];\n    return premiumDataArray;\n  }),\n  repeat({ delay: OPEN_INTEREST_CYCLE_DELAY }),\n  retry({ delay: 5000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\n// Convert funding rate data to quote format\nconst quoteFromFundingRate$ = fundingRate$.pipe(\n  mergeMap((premiumDataArray) => premiumDataArray),\n  map(\n    (premiumData): Partial<IQuote> => ({\n      datasource_id: 'ASTER',\n      product_id: encodePath('ASTER', 'PERP', premiumData.symbol),\n      interest_rate_long: premiumData.lastFundingRate ? `${-+premiumData.lastFundingRate}` : undefined,\n      interest_rate_short: premiumData.lastFundingRate,\n    }),\n  ),\n);\n\nconst quote$ = merge(\n  quoteFromTicker$,\n  quoteFromFundingRate$,\n  DISABLE_OPEN_INTEREST ? of() : quoteFromOpenInterest$,\n).pipe(\n  groupBy((quote) => quote.product_id),\n  mergeMap((group$) =>\n    group$.pipe(\n      scan(\n        (acc, cur) =>\n          Object.assign(acc, cur, {\n            datasource_id: 'ASTER',\n            product_id: group$.key,\n          }),\n        {} as Partial<IQuote>,\n      ),\n    ),\n  ),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      setMetricsQuoteState(terminal.terminal_id),\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"]}
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Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n  switch (interval) {\n    case 'SECOND':\n      return (intervalNum ?? 1) * 1_000;\n    case 'MINUTE':\n      return (intervalNum ?? 1) * 60_000;\n    case 'HOUR':\n      return (intervalNum ?? 1) * 3_600_000;\n    case 'DAY':\n      return (intervalNum ?? 1) * 86_400_000;\n    default:\n      return undefined;\n  }\n};\n\nconst getRequestIntervalMs = (rateLimits: IAsterRateLimit[] | undefined, fallbackMs: number) => {\n  const intervals: number[] = [];\n  for (const item of rateLimits ?? []) {\n    if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n    const duration = toIntervalMs(item.interval, item.intervalNum);\n    const limit = item.limit;\n    if (duration == null || limit == null || limit <= 0) continue;\n    intervals.push(Math.ceil(duration / limit));\n  }\n  if (!intervals.length) return fallbackMs;\n  return Math.max(fallbackMs, Math.max(...intervals));\n};\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 requestInterval$ = defer(() => getFApiV1ExchangeInfo({})).pipe(\n  map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n  catchError((err) => {\n    console.warn('getFApiV1ExchangeInfo failed when calculating request interval', err);\n    return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n  }),\n  startWith(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS),\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst ticker$ = defer(() => getFApiV1TickerPrice({})).pipe(\n  map((tickers) => (Array.isArray(tickers) ? tickers : [])),\n  repeat({ delay: 1000 }),\n  retry({ delay: 5000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromTicker$ = ticker$.pipe(\n  mergeMap((tickers) => tickers || []),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'ASTER',\n      product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n      last_price: `${ticker.price}`,\n      bid_price: `${ticker.price}`,\n      ask_price: `${ticker.price}`,\n    }),\n  ),\n);\n\n// Extract unique symbols from ticker stream\nconst symbolList$ = ticker$.pipe(\n  map((tickers) => tickers.map((t) => t.symbol)),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\n// Create a controlled rotation stream for fetching open interest\n// This cycles through all symbols with proper delays, independent of ticker updates\nconst OPEN_INTEREST_CYCLE_DELAY = process.env.OPEN_INTEREST_CYCLE_DELAY\n  ? Number(process.env.OPEN_INTEREST_CYCLE_DELAY)\n  : 60_000; // 60 seconds between full cycles\n\nconst openInterestRotation$ = combineLatest([symbolList$, requestInterval$]).pipe(\n  exhaustMap(([symbols, requestInterval]) =>\n    defer(() => {\n      console.info(\n        `Starting open interest rotation for ${symbols.length} symbols with ${requestInterval}ms interval`,\n      );\n      return from(symbols).pipe(\n        concatMap((symbol, index) =>\n          (index > 0 ? timer(requestInterval) : of(0)).pipe(\n            mergeMap(() => from(openInterestCache.query(symbol))),\n            map((openInterest) => ({\n              symbol,\n              openInterest: openInterest ?? '0',\n              timestamp: Date.now(),\n            })),\n            catchError((err) => {\n              console.warn(`Failed to fetch open interest for ${symbol}:`, err);\n              return of(undefined);\n            }),\n          ),\n        ),\n      );\n    }),\n  ),\n  filter((x) => !!x),\n  shareReplay({ bufferSize: 1000, refCount: true }), // Cache open interest for all symbols\n);\n\n// Convert open interest rotation data to quote format\nconst quoteFromOpenInterest$ = openInterestRotation$.pipe(\n  map(\n    (data): Partial<IQuote> => ({\n      datasource_id: 'ASTER',\n      product_id: encodePath('ASTER', 'PERP', data?.symbol),\n      open_interest: data?.openInterest,\n    }),\n  ),\n);\n\n// Funding rate stream - fetches all symbols at once (more efficient than per-symbol)\nconst fundingRate$ = defer(() => getFApiV1PremiumIndex({})).pipe(\n  map((data) => {\n    // Handle both single object and array responses\n    const premiumDataArray = Array.isArray(data) ? data : [data];\n    return premiumDataArray;\n  }),\n  repeat({ delay: OPEN_INTEREST_CYCLE_DELAY }),\n  retry({ delay: 5000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\n// Convert funding rate data to quote format\nconst quoteFromFundingRate$ = fundingRate$.pipe(\n  mergeMap((premiumDataArray) => premiumDataArray),\n  map(\n    (premiumData): Partial<IQuote> => ({\n      datasource_id: 'ASTER',\n      product_id: encodePath('ASTER', 'PERP', premiumData.symbol),\n      interest_rate_long: premiumData.lastFundingRate ? `${-+premiumData.lastFundingRate}` : undefined,\n      interest_rate_short: premiumData.lastFundingRate,\n    }),\n  ),\n);\n\nconst quote$ = merge(\n  quoteFromTicker$,\n  quoteFromFundingRate$,\n  DISABLE_OPEN_INTEREST ? of() : quoteFromOpenInterest$,\n).pipe(\n  groupBy((quote) => quote.product_id),\n  mergeMap((group$) =>\n    group$.pipe(\n      scan(\n        (acc, cur) =>\n          Object.assign(acc, cur, {\n            datasource_id: 'ASTER',\n            product_id: group$.key,\n          }),\n        {} as Partial<IQuote>,\n      ),\n    ),\n  ),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      setMetricsQuoteState(terminal.terminal_id),\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"]}

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

@@ -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;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"]}
+{"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,CAAC;QACf,OAAO,EAAE,QAAQ,EAAE,SAA+B,EAAE,MAAM,EAAE,SAA+B,EAAE,CAAC;IAChG,CAAC;IACD,MAAM,KAAK,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;IACpC,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,EAAE,CAAC;QACtB,OAAO,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC;IAClE,CAAC;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,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,sCAAsC,CAAC,CAAC;IAC1D,CAAC;IACD,MAAM,CAAC,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;IAC1F,IAAI,CAAC,MAAM,EAAE,CAAC;QACZ,MAAM,IAAI,KAAK,CAAC,0DAA0D,CAAC,CAAC;IAC9E,CAAC;IACD,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;QACxB,MAAM,gBAAgB,CAAC,UAAU,EAAE;YACjC,MAAM;YACN,OAAO,EAAE,KAAK,CAAC,QAAQ;SACxB,CAAC,CAAC;QACH,OAAO;IACT,CAAC;IACD,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;QACxB,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;IACT,CAAC;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"]}

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

@@ -1 +1 @@
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'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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'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"]}

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

@@ -1 +1 @@
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{ IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 3) {\n    return { category: parts[1], symbol: parts.slice(2).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${order.product_id}\"`);\n  }\n\n  const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n  if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n  const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n    order.order_direction!\n  ];\n  if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  const price = order.price;\n\n  let quantity: number | undefined = order.volume;\n  let quoteOrderQty: number | undefined;\n\n  if (type === 'MARKET' && side === 'BUY') {\n    const spotPrice = await getApiV1TickerPrice(credential, {});\n    const thePrice = spotPrice.find((x) => x.symbol === resolvedSymbol)?.price;\n    if (!thePrice) throw new Error(`Cannot get price for symbol ${resolvedSymbol}`);\n    quantity = undefined;\n    quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n  }\n\n  const res = await postApiV1Order(credential, {\n    symbol: resolvedSymbol,\n    type,\n    side,\n    timeInForce,\n    price,\n    quantity,\n    quoteOrderQty,\n  });\n\n  if (!res.orderId) {\n    throw new Error('Failed to retrieve order ID from response');\n  }\n\n  return { order_id: '' + res.orderId };\n};\n\nconst handleSubmitOrderOfPerp: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  if (!symbol) {\n    throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n  }\n\n  const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n    order.order_direction!\n  ];\n  if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n  const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n  if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n  const quantity = order.volume;\n  const price = order.price;\n\n  const isPositionSingleSide = true; // FIXME: Aster 永续合约仅支持单向持仓模式\n\n  const positionSide = isPositionSingleSide\n    ? undefined\n    : order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'\n    ? 'LONG'\n    : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n    ? 'SHORT'\n    : undefined;\n\n  const reduceOnly =\n    order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  //\n  const res = await postFApiV1Order(credential, {\n    symbol,\n    side,\n    type,\n    quantity,\n    price,\n    timeInForce,\n    positionSide,\n    reduceOnly,\n  });\n\n  const orderId =\n    (res as any)?.orderId ??\n    (res as any)?.order_id ??\n    (res as any)?.data?.orderId ??\n    (res as any)?.data?.order_id;\n\n  if (!orderId) throw new Error('Failed to retrieve order ID from response');\n\n  return { order_id: `${orderId}` };\n};\n\nexport const handleSubmitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const [_, instType] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT\n  if (instType === 'SPOT') {\n    return handleSubmitOrderOfSpot(credential, order);\n  }\n  if (instType === 'PERP') {\n    return handleSubmitOrderOfPerp(credential, order);\n  }\n  throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);\n};\n"]}
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{ IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, roundToStep } from '@yuants/utils';\nimport { getApiV1TickerPrice, ICredential, postApiV1Order, postFApiV1Order } from '../../api/private-api';\n\nconst parseProductId = (productId?: string) => {\n  if (!productId) {\n    return { category: undefined as string | undefined, symbol: undefined as string | undefined };\n  }\n  const parts = decodePath(productId);\n  if (parts.length >= 3) {\n    return { category: parts[1], symbol: parts.slice(2).join('/') };\n  }\n  return { category: undefined, symbol: parts[0] };\n};\n\nconst handleSubmitOrderOfSpot: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  const resolvedSymbol = symbol ?? order.product_id;\n  if (!resolvedSymbol) {\n    throw new Error(`Invalid product_id: unable to resolve spot symbol from \"${order.product_id}\"`);\n  }\n\n  const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n  if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n  const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n    order.order_direction!\n  ];\n  if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  const price = order.price;\n\n  let quantity: number | undefined = order.volume;\n  let quoteOrderQty: number | undefined;\n\n  if (type === 'MARKET' && side === 'BUY') {\n    const spotPrice = await getApiV1TickerPrice(credential, {});\n    const thePrice = spotPrice.find((x) => x.symbol === resolvedSymbol)?.price;\n    if (!thePrice) throw new Error(`Cannot get price for symbol ${resolvedSymbol}`);\n    quantity = undefined;\n    quoteOrderQty = roundToStep(order.volume * +thePrice, 0.01);\n  }\n\n  const res = await postApiV1Order(credential, {\n    symbol: resolvedSymbol,\n    type,\n    side,\n    timeInForce,\n    price,\n    quantity,\n    quoteOrderQty,\n  });\n\n  if (!res.orderId) {\n    throw new Error('Failed to retrieve order ID from response');\n  }\n\n  return { order_id: '' + res.orderId };\n};\n\nconst handleSubmitOrderOfPerp: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const { symbol } = parseProductId(order.product_id);\n  if (!symbol) {\n    throw new Error(`Invalid product_id: unable to decode symbol from \"${order.product_id}\"`);\n  }\n\n  const side = ({ OPEN_LONG: 'BUY', OPEN_SHORT: 'SELL', CLOSE_LONG: 'SELL', CLOSE_SHORT: 'BUY' } as const)[\n    order.order_direction!\n  ];\n  if (!side) throw new Error(`Unsupported order_direction: ${order.order_direction}`);\n\n  const type = ({ MARKET: 'MARKET', LIMIT: 'LIMIT', MAKER: 'LIMIT' } as const)[order.order_type!];\n  if (!type) throw new Error(`Unsupported order_type: ${order.order_type}`);\n\n  const quantity = order.volume;\n  const price = order.price;\n\n  const isPositionSingleSide = true; // FIXME: Aster 永续合约仅支持单向持仓模式\n\n  const positionSide = isPositionSingleSide\n    ? undefined\n    : order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_LONG'\n    ? 'LONG'\n    : order.order_direction === 'OPEN_SHORT' || order.order_direction === 'CLOSE_SHORT'\n    ? 'SHORT'\n    : undefined;\n\n  const reduceOnly =\n    order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  //\n  const res = await postFApiV1Order(credential, {\n    symbol,\n    side,\n    type,\n    quantity,\n    price,\n    timeInForce,\n    positionSide,\n    reduceOnly,\n  });\n\n  const orderId =\n    (res as any)?.orderId ??\n    (res as any)?.order_id ??\n    (res as any)?.data?.orderId ??\n    (res as any)?.data?.order_id;\n\n  if (!orderId) throw new Error('Failed to retrieve order ID from response');\n\n  return { order_id: `${orderId}` };\n};\n\nexport const handleSubmitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const [_, instType] = decodePath(order.product_id); // BITGET/USDT-FUTURES/BTCUSDT\n  if (instType === 'SPOT') {\n    return handleSubmitOrderOfSpot(credential, order);\n  }\n  if (instType === 'PERP') {\n    return handleSubmitOrderOfPerp(credential, order);\n  }\n  throw new Error(`Unsupported account_id for SubmitOrder: ${order.account_id}`);\n};\n"]}