@yuants/vendor-aster 0.9.3 → 0.9.5

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 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(quoteFromTicker$, quoteFromOpenInterest$, quoteFromFundingRate$).pipe(\n  groupBy((quote) => quote.product_id),\n  mergeMap((group$) =>\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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{ 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"]}

package/lib/api/client.d.ts

@@ -0,0 +1,7 @@
+export declare const futureAPIBucket: import("@yuants/utils").ITokenBucket;
+export declare const spotAPIBucket: import("@yuants/utils").ITokenBucket;
+export declare const orderFutureSecondAPIBucket: import("@yuants/utils").ITokenBucket;
+export declare const orderFutureMinuteAPIBucket: import("@yuants/utils").ITokenBucket;
+export declare const orderSpotSecondAPIBucket: import("@yuants/utils").ITokenBucket;
+export declare const orderSpotMinuteAPIBucket: import("@yuants/utils").ITokenBucket;
+//# sourceMappingURL=client.d.ts.map

package/lib/api/client.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/api/client.ts"],"names":[],"mappings":"AAMA,eAAO,MAAM,eAAe,sCAI1B,CAAC;AAEH,eAAO,MAAM,aAAa,sCAIxB,CAAC;AAEH,eAAO,MAAM,0BAA0B,sCAIrC,CAAC;AAEH,eAAO,MAAM,0BAA0B,sCAIrC,CAAC;AAEH,eAAO,MAAM,wBAAwB,sCAInC,CAAC;AAEH,eAAO,MAAM,wBAAwB,sCAInC,CAAC"}

package/lib/api/client.js

@@ -0,0 +1,38 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.orderSpotMinuteAPIBucket = exports.orderSpotSecondAPIBucket = exports.orderFutureMinuteAPIBucket = exports.orderFutureSecondAPIBucket = exports.spotAPIBucket = exports.futureAPIBucket = void 0;
+const utils_1 = require("@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)
+exports.futureAPIBucket = (0, utils_1.tokenBucket)('fapi.asterdex.com', {
+    capacity: 2400,
+    refillInterval: 60000,
+    refillAmount: 2400,
+});
+exports.spotAPIBucket = (0, utils_1.tokenBucket)('sapi.asterdex.com', {
+    capacity: 6000,
+    refillInterval: 60000,
+    refillAmount: 6000,
+});
+exports.orderFutureSecondAPIBucket = (0, utils_1.tokenBucket)('order/future/second', {
+    capacity: 300,
+    refillInterval: 10000,
+    refillAmount: 300,
+});
+exports.orderFutureMinuteAPIBucket = (0, utils_1.tokenBucket)('order/future/minute', {
+    capacity: 1200,
+    refillInterval: 60000,
+    refillAmount: 1200,
+});
+exports.orderSpotSecondAPIBucket = (0, utils_1.tokenBucket)('order/spot/second', {
+    capacity: 1000,
+    refillInterval: 10000,
+    refillAmount: 1000,
+});
+exports.orderSpotMinuteAPIBucket = (0, utils_1.tokenBucket)('order/spot/minute', {
+    capacity: 6000,
+    refillInterval: 60000,
+    refillAmount: 6000,
+});
+//# sourceMappingURL=client.js.map

package/lib/api/client.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/api/client.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAE5C,gDAAgD;AAChD,uEAAuE;AAEvE,wEAAwE;AAC3D,QAAA,eAAe,GAAG,IAAA,mBAAW,EAAC,mBAAmB,EAAE;IAC9D,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,KAAM;IACtB,YAAY,EAAE,IAAI;CACnB,CAAC,CAAC;AAEU,QAAA,aAAa,GAAG,IAAA,mBAAW,EAAC,mBAAmB,EAAE;IAC5D,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,KAAM;IACtB,YAAY,EAAE,IAAI;CACnB,CAAC,CAAC;AAEU,QAAA,0BAA0B,GAAG,IAAA,mBAAW,EAAC,qBAAqB,EAAE;IAC3E,QAAQ,EAAE,GAAG;IACb,cAAc,EAAE,KAAM;IACtB,YAAY,EAAE,GAAG;CAClB,CAAC,CAAC;AAEU,QAAA,0BAA0B,GAAG,IAAA,mBAAW,EAAC,qBAAqB,EAAE;IAC3E,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,KAAM;IACtB,YAAY,EAAE,IAAI;CACnB,CAAC,CAAC;AAEU,QAAA,wBAAwB,GAAG,IAAA,mBAAW,EAAC,mBAAmB,EAAE;IACvE,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,KAAM;IACtB,YAAY,EAAE,IAAI;CACnB,CAAC,CAAC;AAEU,QAAA,wBAAwB,GAAG,IAAA,mBAAW,EAAC,mBAAmB,EAAE;IACvE,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,KAAM;IACtB,YAAY,EAAE,IAAI;CACnB,CAAC,CAAC","sourcesContent":["import { tokenBucket } from '@yuants/utils';\n\n// Initialize token buckets at module load time.\n// Subsequent calls should use `tokenBucket(bucketId)` without options.\n\n// REQUEST_WEIGHT limits (source: exchangeInfo.rateLimits in Aster docs)\nexport const futureAPIBucket = tokenBucket('fapi.asterdex.com', {\n  capacity: 2400,\n  refillInterval: 60_000,\n  refillAmount: 2400,\n});\n\nexport const spotAPIBucket = tokenBucket('sapi.asterdex.com', {\n  capacity: 6000,\n  refillInterval: 60_000,\n  refillAmount: 6000,\n});\n\nexport const orderFutureSecondAPIBucket = tokenBucket('order/future/second', {\n  capacity: 300,\n  refillInterval: 10_000,\n  refillAmount: 300,\n});\n\nexport const orderFutureMinuteAPIBucket = tokenBucket('order/future/minute', {\n  capacity: 1200,\n  refillInterval: 60_000,\n  refillAmount: 1200,\n});\n\nexport const orderSpotSecondAPIBucket = tokenBucket('order/spot/second', {\n  capacity: 1000,\n  refillInterval: 10_000,\n  refillAmount: 1000,\n});\n\nexport const orderSpotMinuteAPIBucket = tokenBucket('order/spot/minute', {\n  capacity: 6000,\n  refillInterval: 60_000,\n  refillAmount: 6000,\n});\n"]}

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

@@ -1,3 +1,4 @@
+import './client';
 export interface ICredential {
     address: string;
     api_key: string;
@@ -46,9 +47,11 @@ export interface IAsterSpotOpenOrder {
 /**
  * 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 declare const getFApiV4Account: (credential: ICredential, params: {}) => Promise<{
+export declare const getFApiV4Account: (credential: ICredential, params: Record<string, never>) => Promise<{
     feeTier: number;
     canTrade: boolean;
     canDeposit: boolean;
@@ -102,10 +105,12 @@ export declare const getFApiV4Account: (credential: ICredential, 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 declare const getFApiV2PositionRisk: (credential: ICredential, params: {
-    symbol?: string | undefined;
+    symbol?: string;
 }) => Promise<{
     entryPrice: string;
     marginType: string;
@@ -121,7 +126,12 @@ export declare const getFApiV2PositionRisk: (credential: ICredential, params: {
     positionSide: string;
     updateTime: number;
 }[]>;
-export declare const getFApiV2Balance: (credential: ICredential, params: {}) => Promise<{
+/**
+ * Weight: 5
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2840-L2855
+ */
+export declare const getFApiV2Balance: (credential: ICredential, params: Record<string, never>) => Promise<{
     accountAlias: string;
     asset: string;
     balance: string;
@@ -132,43 +142,59 @@ export declare const getFApiV2Balance: (credential: ICredential, params: {}) =>
     marginAvailable: boolean;
     updateTime: number;
 }[]>;
+/**
+ * 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 declare const postFApiV1Order: (credential: ICredential, params: {
     symbol: string;
     side: 'BUY' | 'SELL';
-    positionSide?: "BOTH" | "LONG" | "SHORT" | undefined;
+    positionSide?: 'BOTH' | 'LONG' | 'SHORT';
     type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET' | 'TRAILING_STOP_MARKET';
-    reduceOnly?: "true" | "false" | undefined;
-    quantity?: number | undefined;
-    price?: number | undefined;
-    timeInForce?: "GTC" | "IOC" | "FOK" | "GTX" | "HIDDEN" | undefined;
-}) => Promise<{}>;
+    reduceOnly?: 'true' | 'false';
+    quantity?: number;
+    price?: number;
+    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';
+}) => Promise<Record<string, never>>;
 /**
  * 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 declare const getFApiV1OpenOrders: (credential: ICredential, params: {
-    symbol?: string | undefined;
+    symbol?: string;
 }) => Promise<IAsterFutureOpenOrder[]>;
 /**
  * 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 declare const getApiV1OpenOrders: (credential: ICredential, params: {
-    symbol?: string | undefined;
+    symbol?: string;
 }) => Promise<IAsterSpotOpenOrder[]>;
+/**
+ * Weight: 1
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2498-L2516
+ */
 export declare const deleteFApiV1Order: (credential: ICredential, params: {
     symbol: string;
-    orderId?: string | number | undefined;
-    origClientOrderId?: string | undefined;
-}) => Promise<{}>;
+    orderId?: string | number;
+    origClientOrderId?: string;
+}) => Promise<Record<string, never>>;
 /**
  * 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 declare const getApiV1Account: (credential: ICredential, params: {}) => Promise<{
+export declare const getApiV1Account: (credential: ICredential, params: Record<string, never>) => Promise<{
     feeTier: number;
     canTrade: boolean;
     canDeposit: boolean;
@@ -183,32 +209,42 @@ export declare const getApiV1Account: (credential: ICredential, params: {}) => P
 }>;
 /**
  * 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 declare const getApiV1TickerPrice: (credential: ICredential, params: {}) => Promise<{
+export declare const getApiV1TickerPrice: (credential: ICredential, params: Record<string, never>) => Promise<{
     symbol: string;
     price: string;
     time: number;
 }[]>;
+/**
+ * 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 declare const postApiV1Order: (credential: ICredential, params: {
     symbol: string;
     side: 'BUY' | 'SELL';
     type: 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_MARKET' | 'TAKE_PROFIT' | 'TAKE_PROFIT_MARKET';
-    timeInForce?: "GTC" | "IOC" | "FOK" | "GTX" | undefined;
-    quantity?: number | undefined;
-    quoteOrderQty?: number | undefined;
-    price?: number | undefined;
+    timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX';
+    quantity?: number;
+    quoteOrderQty?: number;
+    price?: number;
 }) => Promise<{
     orderId: number;
 }>;
 /**
  * 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 declare const deleteApiV1Order: (credential: ICredential, params: {
     symbol: string;
-    orderId?: string | number | undefined;
-    origClientOrderId?: string | undefined;
-}) => Promise<{}>;
+    orderId?: string | number;
+    origClientOrderId?: string;
+}) => Promise<Record<string, never>>;
 //# sourceMappingURL=private-api.d.ts.map

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

@@ -1 +1 @@
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package/lib/api/private-api.js

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.deleteApiV1Order = exports.postApiV1Order = exports.getApiV1TickerPrice = exports.getApiV1Account = exports.deleteFApiV1Order = exports.getApiV1OpenOrders = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV2Balance = exports.getFApiV2PositionRisk = exports.getFApiV4Account = void 0;
 const utils_1 = require("@yuants/utils");
 const protocol_1 = require("@yuants/protocol");
+require("./client");
 const MetricsAsterApiCallCounter = protocol_1.GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
 const terminal = protocol_1.Terminal.fromNodeEnv();
 const request = async (credential, method, baseURL, endpoint, params = {}) => {
@@ -42,52 +43,194 @@ 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
  */
-exports.getFApiV4Account = createFutureApi('GET', '/fapi/v4/account');
+const getFApiV4Account = (credential, params) => {
+    const endpoint = '/fapi/v4/account';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    (0, utils_1.scopeError)('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request(credential, 'GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV4Account = getFApiV4Account;
 /**
  * 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
  */
-exports.getFApiV2PositionRisk = createFutureApi('GET', '/fapi/v2/positionRisk');
-exports.getFApiV2Balance = createFutureApi('GET', '/fapi/v2/balance');
-exports.postFApiV1Order = createFutureApi('POST', '/fapi/v1/order');
+const getFApiV2PositionRisk = (credential, params) => {
+    const endpoint = '/fapi/v2/positionRisk';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    (0, utils_1.scopeError)('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request(credential, 'GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV2PositionRisk = getFApiV2PositionRisk;
+/**
+ * Weight: 5
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2840-L2855
+ */
+const getFApiV2Balance = (credential, params) => {
+    const endpoint = '/fapi/v2/balance';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    (0, utils_1.scopeError)('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request(credential, 'GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV2Balance = getFApiV2Balance;
+/**
+ * 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
+ */
+const postFApiV1Order = (credential, params) => {
+    const endpoint = '/fapi/v1/order';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    (0, utils_1.scopeError)('ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT', { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)('order/future/second').acquireSync(weight));
+    (0, utils_1.scopeError)('ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT', { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)('order/future/minute').acquireSync(weight));
+    return request(credential, 'POST', FutureBaseURL, endpoint, params);
+};
+exports.postFApiV1Order = postFApiV1Order;
 /**
  * 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
  */
-exports.getFApiV1OpenOrders = createFutureApi('GET', '/fapi/v1/openOrders');
+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;
+    (0, utils_1.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),
+    }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request(credential, 'GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV1OpenOrders = getFApiV1OpenOrders;
 /**
  * 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
  */
-exports.getApiV1OpenOrders = createSpotApi('GET', '/api/v1/openOrders');
-exports.deleteFApiV1Order = createFutureApi('DELETE', '/fapi/v1/order');
+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;
+    (0, utils_1.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),
+    }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request(credential, 'GET', SpotBaseURL, endpoint, params);
+};
+exports.getApiV1OpenOrders = getApiV1OpenOrders;
+/**
+ * Weight: 1
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#L2498-L2516
+ */
+const deleteFApiV1Order = (credential, params) => {
+    const endpoint = '/fapi/v1/order';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    (0, utils_1.scopeError)('ASTER_FUTURE_ORDER_API_SECOND_RATE_LIMIT', { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)('order/future/second').acquireSync(weight));
+    (0, utils_1.scopeError)('ASTER_FUTURE_ORDER_API_MINUTE_RATE_LIMIT', { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)('order/future/minute').acquireSync(weight));
+    return request(credential, 'DELETE', FutureBaseURL, endpoint, params);
+};
+exports.deleteFApiV1Order = deleteFApiV1Order;
 /**
  * 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
  */
-exports.getApiV1Account = createSpotApi('GET', '/api/v1/account');
+const getApiV1Account = (credential, params) => {
+    const endpoint = '/api/v1/account';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 5;
+    (0, utils_1.scopeError)('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request(credential, 'GET', SpotBaseURL, endpoint, params);
+};
+exports.getApiV1Account = getApiV1Account;
 /**
  * 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
  */
-exports.getApiV1TickerPrice = createSpotApi('GET', '/api/v1/ticker/price');
-exports.postApiV1Order = createSpotApi('POST', '/api/v1/order');
+const getApiV1TickerPrice = (credential, params) => {
+    const endpoint = '/api/v1/ticker/price';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 2;
+    (0, utils_1.scopeError)('ASTER_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request(credential, 'GET', SpotBaseURL, endpoint, params);
+};
+exports.getApiV1TickerPrice = getApiV1TickerPrice;
+/**
+ * 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
+ */
+const postApiV1Order = (credential, params) => {
+    const endpoint = '/api/v1/order';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    (0, utils_1.scopeError)('ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT', { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)('order/spot/second').acquireSync(weight));
+    (0, utils_1.scopeError)('ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT', { method: 'POST', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)('order/spot/minute').acquireSync(weight));
+    return request(credential, 'POST', SpotBaseURL, endpoint, params);
+};
+exports.postApiV1Order = postApiV1Order;
 /**
  * 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
  */
-exports.deleteApiV1Order = createSpotApi('DELETE', '/api/v1/order');
+const deleteApiV1Order = (credential, params) => {
+    const endpoint = '/api/v1/order';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    (0, utils_1.scopeError)('ASTER_SPOT_ORDER_API_SECOND_RATE_LIMIT', { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)('order/spot/second').acquireSync(weight));
+    (0, utils_1.scopeError)('ASTER_SPOT_ORDER_API_MINUTE_RATE_LIMIT', { method: 'DELETE', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)('order/spot/minute').acquireSync(weight));
+    return request(credential, 'DELETE', SpotBaseURL, endpoint, params);
+};
+exports.deleteApiV1Order = deleteApiV1Order;
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