@yuants/vendor-aster 0.9.3 → 0.9.5

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

@@ -1 +1 @@
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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/lib/api/public-api.d.ts

@@ -1,13 +1,16 @@
+import './client';
 /**
  * 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 declare const getFApiV1FundingRate: (params: {
-    symbol?: string | undefined;
-    startTime?: number | undefined;
-    endTime?: number | undefined;
-    limit?: number | undefined;
+    symbol?: string;
+    startTime?: number;
+    endTime?: number;
+    limit?: number;
 }) => Promise<{
     symbol: string;
     fundingRate: string;
@@ -39,12 +42,16 @@ export interface IAsterExchangeInfo {
 /**
  * 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 declare const getFApiV1ExchangeInfo: (params: Record<string, never>) => Promise<IAsterExchangeInfo>;
 /**
  * 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 declare const getApiV1ExchangeInfo: (params: Record<string, never>) => Promise<IAsterExchangeInfo>;
@@ -52,6 +59,10 @@ export declare const getApiV1ExchangeInfo: (params: Record<string, never>) => Pr
  * 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 declare const getFApiV1OpenInterest: (params: {
     symbol: string;
@@ -63,19 +74,24 @@ export declare const getFApiV1OpenInterest: (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 declare const getFApiV1TickerPrice: (params: Record<string, never>) => Promise<{
     symbol: string;
     price: string;
-    time?: number | undefined;
+    time?: number;
 }[]>;
 /**
  * 获取资金费率
+ *
+ * Weight: 1
+ *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md
  */
 export declare const getFApiV1PremiumIndex: (params: {
-    symbol?: string | undefined;
+    symbol?: string;
 }) => Promise<{
     symbol: string;
     markPrice: string;
@@ -113,27 +129,32 @@ export interface IAsterKline extends Array<string | number> {
  * 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 declare const getFApiV1Klines: (params: {
     symbol: string;
     interval: string;
-    startTime?: number | undefined;
-    endTime?: number | undefined;
-    limit?: number | undefined;
+    startTime?: number;
+    endTime?: number;
+    limit?: number;
 }) => Promise<IAsterKline[]>;
 /**
  * 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 declare const getApiV1Klines: (params: {
     symbol: string;
     interval: string;
-    startTime?: number | undefined;
-    endTime?: number | undefined;
-    limit?: number | undefined;
+    startTime?: number;
+    endTime?: number;
+    limit?: number;
 }) => Promise<IAsterKline[]>;
 //# sourceMappingURL=public-api.d.ts.map

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

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package/lib/api/public-api.js

@@ -2,8 +2,22 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getApiV1Klines = exports.getFApiV1Klines = exports.getFApiV1PremiumIndex = exports.getFApiV1TickerPrice = exports.getFApiV1OpenInterest = exports.getApiV1ExchangeInfo = exports.getFApiV1ExchangeInfo = exports.getFApiV1FundingRate = void 0;
 const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+require("./client");
 const MetricsAsterApiCallCounter = protocol_1.GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
 const terminal = protocol_1.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;
@@ -23,57 +37,154 @@ 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
  */
-exports.getFApiV1FundingRate = createFutureApi('GET', '/fapi/v1/fundingRate');
+const getFApiV1FundingRate = (params) => {
+    const endpoint = '/fapi/v1/fundingRate';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    (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('GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV1FundingRate = getFApiV1FundingRate;
 /**
  * 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
  */
-exports.getFApiV1ExchangeInfo = createFutureApi('GET', '/fapi/v1/exchangeInfo');
+const getFApiV1ExchangeInfo = (params) => {
+    const endpoint = '/fapi/v1/exchangeInfo';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    (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('GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV1ExchangeInfo = getFApiV1ExchangeInfo;
 /**
  * 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
  */
-exports.getApiV1ExchangeInfo = createSpotApi('GET', '/api/v1/exchangeInfo');
+const getApiV1ExchangeInfo = (params) => {
+    const endpoint = '/api/v1/exchangeInfo';
+    const url = new URL(SpotBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    (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('GET', SpotBaseURL, endpoint, params);
+};
+exports.getApiV1ExchangeInfo = getApiV1ExchangeInfo;
 /**
  * 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
  */
-exports.getFApiV1OpenInterest = createFutureApi('GET', '/fapi/v1/openInterest');
+const getFApiV1OpenInterest = (params) => {
+    const endpoint = '/fapi/v1/openInterest';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    (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('GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV1OpenInterest = getFApiV1OpenInterest;
 /**
  * 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
  */
-exports.getFApiV1TickerPrice = createFutureApi('GET', '/fapi/v1/ticker/price');
+const getFApiV1TickerPrice = (params) => {
+    const endpoint = '/fapi/v1/ticker/price';
+    const url = new URL(FutureBaseURL);
+    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('GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV1TickerPrice = getFApiV1TickerPrice;
 /**
  * 获取资金费率
+ *
+ * Weight: 1
+ *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md
  */
-exports.getFApiV1PremiumIndex = createFutureApi('GET', '/fapi/v1/premiumIndex');
+const getFApiV1PremiumIndex = (params) => {
+    const endpoint = '/fapi/v1/premiumIndex';
+    const url = new URL(FutureBaseURL);
+    url.pathname = endpoint;
+    const weight = 1;
+    (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('GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV1PremiumIndex = getFApiV1PremiumIndex;
 /**
  * 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
  */
-exports.getFApiV1Klines = createFutureApi('GET', '/fapi/v1/klines');
+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);
+    (0, utils_1.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,
+    }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request('GET', FutureBaseURL, endpoint, params);
+};
+exports.getFApiV1Klines = getFApiV1Klines;
 /**
  * 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
  */
-exports.getApiV1Klines = createSpotApi('GET', '/api/v1/klines');
+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);
+    (0, utils_1.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,
+    }, () => (0, utils_1.tokenBucket)(url.host).acquireSync(weight));
+    return request('GET', SpotBaseURL, endpoint, params);
+};
+exports.getApiV1Klines = getApiV1Klines;
 //# sourceMappingURL=public-api.js.map

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

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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/lib/services/markets/quote.js

@@ -8,6 +8,7 @@ const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const public_api_1 = require("../../api/public-api");
 const terminal = protocol_1.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) => {
@@ -98,7 +99,7 @@ const quoteFromFundingRate$ = fundingRate$.pipe((0, rxjs_1.mergeMap)((premiumDat
     interest_rate_long: premiumData.lastFundingRate ? `${-+premiumData.lastFundingRate}` : undefined,
     interest_rate_short: premiumData.lastFundingRate,
 })));
-const quote$ = (0, rxjs_1.merge)(quoteFromTicker$, quoteFromOpenInterest$, quoteFromFundingRate$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
+const quote$ = (0, rxjs_1.merge)(quoteFromTicker$, quoteFromFundingRate$, DISABLE_OPEN_INTEREST ? (0, rxjs_1.of)() : quoteFromOpenInterest$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
     datasource_id: 'ASTER',
     product_id: group$.key,
 }), {}))), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));

package/lib/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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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/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-aster",
-	"version": "0.9.3",
+	"version": "0.9.5",
 	"main": "lib/index.js",
 	"files": [
 		"dist",

package/temp/package-deps.json

@@ -1,14 +1,15 @@
 {
     "apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
-    "apps/vendor-aster/CHANGELOG.json": "96227ad644f7d5f1b94ec4b205cb24b25c5fd37d",
-    "apps/vendor-aster/CHANGELOG.md": "07e41457dfd67cb7e811e60e25c6ed6746d113d9",
-    "apps/vendor-aster/SESSION_NOTES.md": "d91f7a251d148fab1715b6da62395455edcb3b93",
+    "apps/vendor-aster/CHANGELOG.json": "2395528bd7952c91622d69742a8ac77ef971d6a3",
+    "apps/vendor-aster/CHANGELOG.md": "006e513c4e7ada83ef54fc72ddff395bca6fcdf0",
+    "apps/vendor-aster/SESSION_NOTES.md": "8190e547bbff4338deee5a18b0657eb0c2e400c6",
     "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "apps/vendor-aster/package.json": "dbf5d97cc13eb9698ef2bbfc28ff17e9a040f01e",
-    "apps/vendor-aster/src/api/private-api.ts": "b3288706373f8917be480210f8f02074890d5b34",
-    "apps/vendor-aster/src/api/public-api.ts": "a20ac4c4465ab3e75e2dc024adc12ecc19422375",
+    "apps/vendor-aster/package.json": "3813a59587db9a645418f064a0ed7863425aaa66",
+    "apps/vendor-aster/src/api/client.ts": "9464e0c848a0a7f1525d5d4fecdbcc5586f8b051",
+    "apps/vendor-aster/src/api/private-api.ts": "50b7c4ddd321b7abedfa58a0562b6fce1930c9d3",
+    "apps/vendor-aster/src/api/public-api.ts": "23a8ca6eac3f046d4132b5e2be4911a72f4712bf",
     "apps/vendor-aster/src/index.ts": "1decd1aabd3e77bc7a678427a42a9fa5fa84cf29",
     "apps/vendor-aster/src/services/accounts/profile.ts": "fc57e7d2c865790dd257c043c8dd5cf5c641b7fd",
     "apps/vendor-aster/src/services/accounts/spot.ts": "49d045e5daae100ce9919ebd84723506806060ea",
@@ -16,7 +17,7 @@
     "apps/vendor-aster/src/services/interest-rate-service.ts": "1b6061601c8c3712c0c18174d997a5589adef02c",
     "apps/vendor-aster/src/services/markets/interest_rate.ts": "8512bb506f3d66b16aceb9d153d1b3a4671de5ef",
     "apps/vendor-aster/src/services/markets/product.ts": "cae86f69c6f019747ebad07569ed2bc862a78ac6",
-    "apps/vendor-aster/src/services/markets/quote.ts": "01274f7a820656ad480cb80a1cf526ac3805982b",
+    "apps/vendor-aster/src/services/markets/quote.ts": "919314f9e146c11678205467fc2a6ad4cdb180ac",
     "apps/vendor-aster/src/services/ohlc-service.ts": "6856f141561d53ec709c15b66e36744ae99323dc",
     "apps/vendor-aster/src/services/orders/cancelOrder.ts": "09a6d3b10a218ad226346dd68d0ff0207083a7f1",
     "apps/vendor-aster/src/services/orders/listOrders.ts": "579e83c45f6c4435ad3f5a2d3fe163a036bb9fd1",