@yuants/vendor-aster 0.9.3 → 0.9.5

package/dist/api/client.js

@@ -0,0 +1,35 @@
+import { tokenBucket } from '@yuants/utils';
+// Initialize token buckets at module load time.
+// Subsequent calls should use `tokenBucket(bucketId)` without options.
+// REQUEST_WEIGHT limits (source: exchangeInfo.rateLimits in Aster docs)
+export const futureAPIBucket = tokenBucket('fapi.asterdex.com', {
+    capacity: 2400,
+    refillInterval: 60000,
+    refillAmount: 2400,
+});
+export const spotAPIBucket = tokenBucket('sapi.asterdex.com', {
+    capacity: 6000,
+    refillInterval: 60000,
+    refillAmount: 6000,
+});
+export const orderFutureSecondAPIBucket = tokenBucket('order/future/second', {
+    capacity: 300,
+    refillInterval: 10000,
+    refillAmount: 300,
+});
+export const orderFutureMinuteAPIBucket = tokenBucket('order/future/minute', {
+    capacity: 1200,
+    refillInterval: 60000,
+    refillAmount: 1200,
+});
+export const orderSpotSecondAPIBucket = tokenBucket('order/spot/second', {
+    capacity: 1000,
+    refillInterval: 10000,
+    refillAmount: 1000,
+});
+export const orderSpotMinuteAPIBucket = tokenBucket('order/spot/minute', {
+    capacity: 6000,
+    refillInterval: 60000,
+    refillAmount: 6000,
+});
+//# sourceMappingURL=client.js.map

package/dist/api/client.js.map

@@ -0,0 +1 @@
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package/dist/api/private-api.js

@@ -1,5 +1,6 @@
-import { encodeHex, HmacSHA256, newError } from '@yuants/utils';
+import { encodeHex, HmacSHA256, newError, scopeError, tokenBucket } from '@yuants/utils';
 import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';
+import './client';
 const MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
 const terminal = Terminal.fromNodeEnv();
 const request = async (credential, method, baseURL, endpoint, params = {}) => {
@@ -39,52 +40,183 @@ const request = async (credential, method, baseURL, endpoint, params = {}) => {
         }, e);
     }
 };
-const createApi = (baseURL) => (method, endpoint) => (credential, params) => request(credential, method, baseURL, endpoint, params);
-const createFutureApi = createApi('https://fapi.asterdex.com');
-const createSpotApi = createApi('https://sapi.asterdex.com');
+const FutureBaseURL = 'https://fapi.asterdex.com';
+const SpotBaseURL = 'https://sapi.asterdex.com';
 /**
  * 获取账户信息
  *
+ * Weight: 5
+ *
  * 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
  */
-export const getFApiV4Account = createFutureApi('GET', '/fapi/v4/account');
+export const getFApiV4Account = (credential, params) => {
+    const endpoint = '/fapi/v4/account';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    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);
+};
 /**
  * 用户持仓风险V2 (USER_DATA)
  *
+ * Weight: 5
+ *
  * 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
  */
-export const getFApiV2PositionRisk = createFutureApi('GET', '/fapi/v2/positionRisk');
-export const getFApiV2Balance = createFutureApi('GET', '/fapi/v2/balance');
-export const postFApiV1Order = createFutureApi('POST', '/fapi/v1/order');
+export const getFApiV2PositionRisk = (credential, params) => {
+    const endpoint = '/fapi/v2/positionRisk';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    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);
+};
+/**
+ * Weight: 5
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2840-L2855
+ */
+export const getFApiV2Balance = (credential, params) => {
+    const endpoint = '/fapi/v2/balance';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    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);
+};
+/**
+ * Weight: 1 by order
+ *
+ * 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
+ */
+export const postFApiV1Order = (credential, params) => {
+    const endpoint = '/fapi/v1/order';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    scopeError('ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT', { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket('order/future/second').acquireSync(weight));
+    scopeError('ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT', { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket('order/future/minute').acquireSync(weight));
+    return request(credential, 'POST', FutureBaseURL, endpoint, params);
+};
 /**
  * 查询当前挂单 (永续)
  *
+ * Weight: with symbol 1, without symbol 40
+ *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2728-L2766
  */
-export const getFApiV1OpenOrders = createFutureApi('GET', '/fapi/v1/openOrders');
+export const getFApiV1OpenOrders = (credential, params) => {
+    const endpoint = '/fapi/v1/openOrders';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = (params === null || params === void 0 ? void 0 : params.symbol) ? 1 : 40;
+    scopeError('ASTER_API_RATE_LIMIT', {
+        method: 'GET',
+        endpoint,
+        host: url.host,
+        path: url.pathname,
+        bucketId: url.host,
+        weight,
+        hasSymbol: !!(params === null || params === void 0 ? void 0 : params.symbol),
+    }, () => tokenBucket(url.host).acquireSync(weight));
+    return request(credential, 'GET', FutureBaseURL, endpoint, params);
+};
 /**
  * 查询当前挂单 (现货)
  *
+ * Weight: with symbol 1, without symbol 40
+ *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1196-L1234
  */
-export const getApiV1OpenOrders = createSpotApi('GET', '/api/v1/openOrders');
-export const deleteFApiV1Order = createFutureApi('DELETE', '/fapi/v1/order');
+export const getApiV1OpenOrders = (credential, params) => {
+    const endpoint = '/api/v1/openOrders';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = (params === null || params === void 0 ? void 0 : params.symbol) ? 1 : 40;
+    scopeError('ASTER_API_RATE_LIMIT', {
+        method: 'GET',
+        endpoint,
+        host: url.host,
+        path: url.pathname,
+        bucketId: url.host,
+        weight,
+        hasSymbol: !!(params === null || params === void 0 ? void 0 : params.symbol),
+    }, () => tokenBucket(url.host).acquireSync(weight));
+    return request(credential, 'GET', SpotBaseURL, endpoint, params);
+};
+/**
+ * Weight: 1
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2498-L2516
+ */
+export const deleteFApiV1Order = (credential, params) => {
+    const endpoint = '/fapi/v1/order';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    scopeError('ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT', { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket('order/future/second').acquireSync(weight));
+    scopeError('ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT', { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket('order/future/minute').acquireSync(weight));
+    return request(credential, 'DELETE', FutureBaseURL, endpoint, params);
+};
 /**
  * 获取账户信息 (现货)
  *
+ * Weight: 5
+ *
  * 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
  */
-export const getApiV1Account = createSpotApi('GET', '/api/v1/account');
+export const getApiV1Account = (credential, params) => {
+    const endpoint = '/api/v1/account';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    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', SpotBaseURL, endpoint, params);
+};
 /**
  * 获取最新价格
+ *
+ * Weight: without symbol 2 (current implementation)
+ *
  * 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
  */
-export const getApiV1TickerPrice = createSpotApi('GET', '/api/v1/ticker/price');
-export const postApiV1Order = createSpotApi('POST', '/api/v1/order');
+export const getApiV1TickerPrice = (credential, params) => {
+    const endpoint = '/api/v1/ticker/price';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 2;
+    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', SpotBaseURL, endpoint, params);
+};
+/**
+ * Weight: 1
+ *
+ * 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
+ */
+export const postApiV1Order = (credential, params) => {
+    const endpoint = '/api/v1/order';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    scopeError('ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT', { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket('order/spot/second').acquireSync(weight));
+    scopeError('ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT', { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket('order/spot/minute').acquireSync(weight));
+    return request(credential, 'POST', SpotBaseURL, endpoint, params);
+};
 /**
  * 取消有效订单 (现货)
  *
+ * Weight: 1
+ *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1040-L1074
  */
-export const deleteApiV1Order = createSpotApi('DELETE', '/api/v1/order');
+export const deleteApiV1Order = (credential, params) => {
+    const endpoint = '/api/v1/order';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    scopeError('ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT', { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket('order/spot/second').acquireSync(weight));
+    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);
+};
 //# sourceMappingURL=private-api.js.map

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

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// 去掉开头的 '?'\n  const signature = encodeHex(\n    await HmacSHA256(new TextEncoder().encode(msg), new TextEncoder().encode(credential.secret_key)),\n  );\n  url.searchParams.set('signature', signature);\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const response = await fetch(url.toString(), {\n    method,\n    headers: {\n      'X-MBX-APIKEY': credential.api_key,\n    },\n  });\n\n  const resText = await response.text();\n\n  try {\n    const res = JSON.parse(resText);\n\n    if (res.code && res.code !== 0) {\n      throw resText;\n    }\n    return res;\n  } catch (e) {\n    throw newError(\n      'ASTER_API_ERROR',\n      {\n        status: response.status,\n        statusText: response.statusText,\n        resText,\n        params,\n      },\n      e,\n    );\n  }\n};\n\nconst createApi =\n  (baseURL: string) =>\n  <TReq, TRes>(method: string, endpoint: string) =>\n  (credential: ICredential, params: TReq) =>\n    request<TRes>(credential, method, baseURL, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取账户信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AFv4-user_data\n */\nexport const getFApiV4Account = createFutureApi<\n  {},\n  {\n    feeTier: number;\n    canTrade: boolean;\n    canDeposit: boolean;\n    canWithdraw: boolean;\n    updateTime: number;\n    totalInitialMargin: string;\n    totalMaintMargin: string;\n    totalWalletBalance: string;\n    totalUnrealizedProfit: string;\n    totalMarginBalance: string;\n    totalPositionInitialMargin: string;\n    totalOpenOrderInitialMargin: string;\n    totalCrossWalletBalance: string;\n    totalCrossUnPnl: string;\n    availableBalance: string;\n    maxWithdrawAmount: string;\n    assets: {\n      asset: string;\n      walletBalance: string;\n      unrealizedProfit: string;\n      marginBalance: string;\n      maintMargin: string;\n      initialMargin: string;\n      positionInitialMargin: string;\n      openOrderInitialMargin: string;\n      maxWithdrawAmount: string;\n      crossWalletBalance: string;\n      crossUnPnl: string;\n      availableBalance: string;\n      marginAvailable: boolean;\n      updateTime: number;\n    }[];\n    positions: {\n      symbol: string;\n      initialMargin: string;\n      maintMargin: string;\n      unrealizedProfit: string;\n      positionInitialMargin: string;\n      openOrderInitialMargin: string;\n      leverage: string;\n      isolated: boolean;\n      entryPrice: string;\n      maxNotional: string;\n      positionSide: 'BOTH' | 'LONG' | 'SHORT';\n      positionAmt: string;\n      notional: string;\n      isolatedWallet: string;\n      updateTime: number;\n    }[];\n  }\n>('GET', '/fapi/v4/account');\n\n/**\n * 用户持仓风险V2 (USER_DATA)\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 = createFutureApi<\n  {\n    symbol?: string;\n  },\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>('GET', '/fapi/v2/positionRisk');\n\nexport const getFApiV2Balance = createFutureApi<\n  {},\n  {\n    accountAlias: string; // 账户唯一识别码\n    asset: string; // 资产\n    balance: string; // 总余额\n    crossWalletBalance: string; // 全仓余额\n    crossUnPnl: string; // 全仓持仓未实现盈亏\n    availableBalance: string; // 下单可用余额\n    maxWithdrawAmount: string; // 最大可转出余额\n    marginAvailable: boolean; // 是否可用作联合保证金\n    updateTime: number;\n  }[]\n>('GET', '/fapi/v2/balance');\n\nexport const postFApiV1Order = createFutureApi<\n  {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n    type:\n      | 'MARKET'\n      | 'LIMIT'\n      | 'STOP'\n      | 'STOP_MARKET'\n      | 'TAKE_PROFIT'\n      | 'TAKE_PROFIT_MARKET'\n      | 'TRAILING_STOP_MARKET';\n    reduceOnly?: 'true' | 'false';\n    quantity?: number;\n    price?: number;\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n  },\n  {}\n>('POST', '/fapi/v1/order');\n\n/**\n * 查询当前挂单 (永续)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2728-L2766\n */\nexport const getFApiV1OpenOrders = createFutureApi<\n  {\n    symbol?: string;\n  },\n  IAsterFutureOpenOrder[]\n>('GET', '/fapi/v1/openOrders');\n\n/**\n * 查询当前挂单 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1196-L1234\n */\nexport const getApiV1OpenOrders = createSpotApi<\n  {\n    symbol?: string;\n  },\n  IAsterSpotOpenOrder[]\n>('GET', '/api/v1/openOrders');\n\nexport const deleteFApiV1Order = createFutureApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('DELETE', '/fapi/v1/order');\n\n/**\n * 获取账户信息 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data\n */\nexport const getApiV1Account = createSpotApi<\n  {},\n  {\n    feeTier: number;\n    canTrade: boolean;\n    canDeposit: boolean;\n    canWithdraw: boolean;\n    canBurnAsset: boolean;\n    updateTime: number;\n    balances: {\n      asset: string;\n      free: string;\n      locked: string;\n    }[];\n  }\n>('GET', '/api/v1/account');\n\n/**\n * 获取最新价格\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getApiV1TickerPrice = createSpotApi<\n  {},\n  {\n    symbol: string;\n    price: string;\n    time: number;\n  }[]\n>('GET', '/api/v1/ticker/price');\n\nexport const postApiV1Order = createSpotApi<\n  {\n    symbol: string;\n    side: 'BUY' | 'SELL';\n    type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET';\n    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX';\n    quantity?: number;\n    quoteOrderQty?: number;\n    price?: number;\n  },\n  {\n    orderId: number; // 系统的订单ID\n  }\n>('POST', '/api/v1/order');\n\n/**\n * 取消有效订单 (现货)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1040-L1074\n */\nexport const deleteApiV1Order = createSpotApi<\n  {\n    symbol: string;\n    orderId?: string | number;\n    origClientOrderId?: string;\n  },\n  {}\n>('DELETE', '/api/v1/order');\n"]}
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{ 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"]}

package/dist/api/public-api.js

@@ -1,6 +1,20 @@
 import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';
+import { scopeError, tokenBucket } from '@yuants/utils';
+import './client';
 const MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
 const terminal = Terminal.fromNodeEnv();
+const FutureBaseURL = 'https://fapi.asterdex.com';
+const SpotBaseURL = 'https://sapi.asterdex.com';
+const getKlinesRequestWeight = (limit) => {
+    const resolvedLimit = limit !== null && limit !== void 0 ? limit : 500;
+    if (resolvedLimit < 100)
+        return 1;
+    if (resolvedLimit < 500)
+        return 2;
+    if (resolvedLimit <= 1000)
+        return 5;
+    return 10;
+};
 const request = async (method, baseUrl, endpoint, params = {}) => {
     const url = new URL(baseUrl);
     url.pathname = endpoint;
@@ -20,57 +34,146 @@ const request = async (method, baseUrl, endpoint, params = {}) => {
     }
     return res;
 };
-const createApi = (baseUrl) => (method, endpoint) => (params) => request(method, baseUrl, endpoint, params);
-const createFutureApi = createApi('https://fapi.asterdex.com');
-const createSpotApi = createApi('https://sapi.asterdex.com');
 /**
  * 获取资金费率历史
  *
+ * Weight: 1
+ *
  * 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
  */
-export const getFApiV1FundingRate = createFutureApi('GET', '/fapi/v1/fundingRate');
+export const getFApiV1FundingRate = (params) => {
+    const endpoint = '/fapi/v1/fundingRate';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    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('GET', FutureBaseURL, endpoint, params);
+};
 /**
  * 获取交易对信息
  *
+ * Weight: 1
+ *
  * 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
  */
-export const getFApiV1ExchangeInfo = createFutureApi('GET', '/fapi/v1/exchangeInfo');
+export const getFApiV1ExchangeInfo = (params) => {
+    const endpoint = '/fapi/v1/exchangeInfo';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    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('GET', FutureBaseURL, endpoint, params);
+};
 /**
  * 获取现货交易对信息
  *
+ * Weight: 1
+ *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145
  */
-export const getApiV1ExchangeInfo = createSpotApi('GET', '/api/v1/exchangeInfo');
+export const getApiV1ExchangeInfo = (params) => {
+    const endpoint = '/api/v1/exchangeInfo';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    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('GET', SpotBaseURL, endpoint, params);
+};
 /**
  * 获取未平仓合约数量
  *
  * 无 API 文档 (weird)
+ * 参考 Binance 风格接口：/fapi/v1/openInterest
+ *
+ * Weight: 1
+ * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest
  */
-export const getFApiV1OpenInterest = createFutureApi('GET', '/fapi/v1/openInterest');
+export const getFApiV1OpenInterest = (params) => {
+    const endpoint = '/fapi/v1/openInterest';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    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('GET', FutureBaseURL, endpoint, params);
+};
 /**
  * 获取最新价格
  *
+ * Weight: without symbol 2 (current implementation)
+ *
  * 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
  */
-export const getFApiV1TickerPrice = createFutureApi('GET', '/fapi/v1/ticker/price');
+export const getFApiV1TickerPrice = (params) => {
+    const endpoint = '/fapi/v1/ticker/price';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 2;
+    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('GET', FutureBaseURL, endpoint, params);
+};
 /**
  * 获取资金费率
+ *
+ * Weight: 1
+ *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md
  */
-export const getFApiV1PremiumIndex = createFutureApi('GET', '/fapi/v1/premiumIndex');
+export const getFApiV1PremiumIndex = (params) => {
+    const endpoint = '/fapi/v1/premiumIndex';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    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('GET', FutureBaseURL, endpoint, params);
+};
 /**
  * 获取 K 线
  *
  * 参考 Binance 风格接口：/fapi/v1/klines
+ *
+ * Weight: by limit
+ *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE
  */
-export const getFApiV1Klines = createFutureApi('GET', '/fapi/v1/klines');
+export const getFApiV1Klines = (params) => {
+    const endpoint = '/fapi/v1/klines';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = getKlinesRequestWeight(params === null || params === void 0 ? void 0 : params.limit);
+    scopeError('ASTER_API_RATE_LIMIT', {
+        method: 'GET',
+        endpoint,
+        host: url.host,
+        path: url.pathname,
+        bucketId: url.host,
+        weight,
+        limit: params === null || params === void 0 ? void 0 : params.limit,
+    }, () => tokenBucket(url.host).acquireSync(weight));
+    return request('GET', FutureBaseURL, endpoint, params);
+};
 /**
  * 获取现货 K 线
  *
  * 参考 Binance 风格接口：/api/v1/klines
  *
+ * Weight: not documented (temporary: follow futures limit table)
+ *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md
  */
-export const getApiV1Klines = createSpotApi('GET', '/api/v1/klines');
+export const getApiV1Klines = (params) => {
+    const endpoint = '/api/v1/klines';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = getKlinesRequestWeight(params === null || params === void 0 ? void 0 : params.limit);
+    scopeError('ASTER_API_RATE_LIMIT', {
+        method: 'GET',
+        endpoint,
+        host: url.host,
+        path: url.pathname,
+        bucketId: url.host,
+        weight,
+        limit: params === null || params === void 0 ? void 0 : params.limit,
+    }, () => tokenBucket(url.host).acquireSync(weight));
+    return request('GET', SpotBaseURL, endpoint, params);
+};
 //# sourceMappingURL=public-api.js.map

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

@@ -1 +1 @@
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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\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\nconst createApi =\n  (baseUrl: string) =>\n  <TReq extends Record<string, unknown>, TRes>(method: string, endpoint: string) =>\n  (params: TReq) =>\n    request<TRes>(method, baseUrl, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取资金费率历史\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 = createFutureApi<\n  {\n    symbol?: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  },\n  {\n    symbol: string;\n    fundingRate: string;\n    fundingTime: number;\n  }[]\n>('GET', '/fapi/v1/fundingRate');\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 * 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 = createFutureApi<Record<string, never>, IAsterExchangeInfo>(\n  'GET',\n  '/fapi/v1/exchangeInfo',\n);\n\n/**\n * 获取现货交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = createSpotApi<Record<string, never>, IAsterExchangeInfo>(\n  'GET',\n  '/api/v1/exchangeInfo',\n);\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n */\nexport const getFApiV1OpenInterest = createFutureApi<\n  {\n    symbol: string;\n  },\n  {\n    symbol: string;\n    openInterest: string;\n    time: number;\n  }\n>('GET', '/fapi/v1/openInterest');\n\n/**\n * 获取最新价格\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 = createFutureApi<\n  Record<string, never>,\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n>('GET', '/fapi/v1/ticker/price');\n\n/**\n * 获取资金费率\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = createFutureApi<\n  {\n    symbol?: string;\n  },\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }[]\n>('GET', '/fapi/v1/premiumIndex');\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 * 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 = createFutureApi<\n  {\n    symbol: string;\n    interval: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  },\n  IAsterKline[]\n>('GET', '/fapi/v1/klines');\n\n/**\n * 获取现货 K 线\n *\n * 参考 Binance 风格接口：/api/v1/klines\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md\n */\nexport const getApiV1Klines = createSpotApi<\n  {\n    symbol: string;\n    interval: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  },\n  IAsterKline[]\n>('GET', '/api/v1/klines');\n"]}
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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { scopeError, tokenBucket } from '@yuants/utils';\n\nimport './client';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\n\nconst FutureBaseURL = 'https://fapi.asterdex.com';\nconst SpotBaseURL = 'https://sapi.asterdex.com';\n\nconst getKlinesRequestWeight = (limit: number | undefined): number => {\n  const resolvedLimit = limit ?? 500;\n  if (resolvedLimit < 100) return 1;\n  if (resolvedLimit < 500) return 2;\n  if (resolvedLimit <= 1000) return 5;\n  return 10;\n};\n\nconst request = async <T>(\n  method: string,\n  baseUrl: string,\n  endpoint: string,\n  params: Record<string, unknown> = {},\n): Promise<T> => {\n  const url = new URL(baseUrl);\n  url.pathname = endpoint;\n  for (const [key, value] of Object.entries(params)) {\n    if (value === undefined) continue;\n    url.searchParams.set(key, `${value}`);\n  }\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const res = (await fetch(url.toString(), {\n    method,\n  }).then((response) => response.json())) as unknown;\n\n  const maybeError = res as { code?: number };\n  if (typeof maybeError.code === 'number' && maybeError.code !== 0) {\n    throw JSON.stringify(res);\n  }\n  return res as T;\n};\n\n/**\n * 获取资金费率历史\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = (params: {\n  symbol?: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<\n  {\n    symbol: string;\n    fundingRate: string;\n    fundingTime: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/fundingRate';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\nexport interface IAsterRateLimit {\n  rateLimitType?: string;\n  interval?: string;\n  intervalNum?: number;\n  limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\n  symbols: {\n    symbol: string;\n    status: 'TRADING' | 'BREAK' | 'HALT';\n    baseAsset: string;\n    quoteAsset: string;\n    pricePrecision: number;\n    quantityPrecision: number;\n    baseAssetPrecision: number;\n    quotePrecision: number;\n    filters: {\n      filterType: string;\n      [key: string]: unknown;\n    }[];\n  }[];\n  rateLimits?: IAsterRateLimit[];\n}\n\n/**\n * 获取交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n  const endpoint = '/fapi/v1/exchangeInfo';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货交易对信息\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = (params: Record<string, never>): Promise<IAsterExchangeInfo> => {\n  const endpoint = '/api/v1/exchangeInfo';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', SpotBaseURL, endpoint, params);\n};\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n * 参考 Binance 风格接口：/fapi/v1/openInterest\n *\n * Weight: 1\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFApiV1OpenInterest = (params: {\n  symbol: string;\n}): Promise<{\n  symbol: string;\n  openInterest: string;\n  time: number;\n}> => {\n  const endpoint = '/fapi/v1/openInterest';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取最新价格\n *\n * Weight: without symbol 2 (current implementation)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = (\n  params: Record<string, never>,\n): Promise<\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n> => {\n  const endpoint = '/fapi/v1/ticker/price';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 2;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取资金费率\n *\n * Weight: 1\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = (params: {\n  symbol?: string;\n}): Promise<\n  | {\n      symbol: string;\n      markPrice: string;\n      indexPrice: string;\n      estimatedSettlePrice: string;\n      lastFundingRate: string;\n      nextFundingTime: number;\n      interestRate: string;\n      time: number;\n    }\n  | {\n      symbol: string;\n      markPrice: string;\n      indexPrice: string;\n      estimatedSettlePrice: string;\n      lastFundingRate: string;\n      nextFundingTime: number;\n      interestRate: string;\n      time: number;\n    }[]\n> => {\n  const endpoint = '/fapi/v1/premiumIndex';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = 1;\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\nexport interface IAsterKline extends Array<string | number> {\n  0: number; // Open time\n  1: string; // Open\n  2: string; // High\n  3: string; // Low\n  4: string; // Close\n  5: string; // Volume\n  6: number; // Close time\n  7: string; // Quote asset volume\n  8: number; // Number of trades\n  9: string; // Taker buy base asset volume\n  10: string; // Taker buy quote asset volume\n  11: string; // Ignore\n}\n\n/**\n * 获取 K 线\n *\n * 参考 Binance 风格接口：/fapi/v1/klines\n *\n * Weight: by limit\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE\n */\nexport const getFApiV1Klines = (params: {\n  symbol: string;\n  interval: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<IAsterKline[]> => {\n  const endpoint = '/fapi/v1/klines';\n  const url = new URL(FutureBaseURL);\n  url.pathname = endpoint;\n  const weight = getKlinesRequestWeight(params?.limit);\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      limit: params?.limit,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', FutureBaseURL, endpoint, params);\n};\n\n/**\n * 获取现货 K 线\n *\n * 参考 Binance 风格接口：/api/v1/klines\n *\n * Weight: not documented (temporary: follow futures limit table)\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md\n */\nexport const getApiV1Klines = (params: {\n  symbol: string;\n  interval: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<IAsterKline[]> => {\n  const endpoint = '/api/v1/klines';\n  const url = new URL(SpotBaseURL);\n  url.pathname = endpoint;\n  const weight = getKlinesRequestWeight(params?.limit);\n  scopeError(\n    'ASTER_API_RATE_LIMIT',\n    {\n      method: 'GET',\n      endpoint,\n      host: url.host,\n      path: url.pathname,\n      bucketId: url.host,\n      weight,\n      limit: params?.limit,\n    },\n    () => tokenBucket(url.host).acquireSync(weight),\n  );\n  return request('GET', SpotBaseURL, endpoint, params);\n};\n"]}

package/dist/services/markets/quote.js

@@ -6,6 +6,7 @@ import { decodePath, encodePath } from '@yuants/utils';
 import { catchError, combineLatest, concatMap, defer, exhaustMap, filter, from, groupBy, map, merge, mergeMap, of, repeat, retry, scan, shareReplay, startWith, timer, } from 'rxjs';
 import { getFApiV1ExchangeInfo, getFApiV1OpenInterest, getFApiV1PremiumIndex, getFApiV1TickerPrice, } from '../../api/public-api';
 const terminal = Terminal.fromNodeEnv();
+const DISABLE_OPEN_INTEREST = process.env.DISABLE_OPEN_INTEREST === 'true';
 const DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;
 const OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120000;
 const toIntervalMs = (interval, intervalNum) => {
@@ -96,7 +97,7 @@ const quoteFromFundingRate$ = fundingRate$.pipe(mergeMap((premiumDataArray) => p
     interest_rate_long: premiumData.lastFundingRate ? `${-+premiumData.lastFundingRate}` : undefined,
     interest_rate_short: premiumData.lastFundingRate,
 })));
-const quote$ = merge(quoteFromTicker$, quoteFromOpenInterest$, quoteFromFundingRate$).pipe(groupBy((quote) => quote.product_id), mergeMap((group$) => group$.pipe(scan((acc, cur) => Object.assign(acc, cur, {
+const quote$ = merge(quoteFromTicker$, quoteFromFundingRate$, DISABLE_OPEN_INTEREST ? of() : quoteFromOpenInterest$).pipe(groupBy((quote) => quote.product_id), mergeMap((group$) => group$.pipe(scan((acc, cur) => Object.assign(acc, cur, {
     datasource_id: 'ASTER',
     product_id: group$.key,
 }), {}))), shareReplay({ bufferSize: 1, refCount: true }));