@yuants/vendor-aster 0.9.4 → 0.9.6

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

@@ -1 +1 @@
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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

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

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-aster",
-	"version": "0.9.4",
+	"version": "0.9.6",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,19 +8,19 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.53.6",
-		"@yuants/cache": "0.3.7",
-		"@yuants/data-account": "0.11.3",
-		"@yuants/utils": "0.18.0",
-		"@yuants/data-series": "0.3.56",
-		"@yuants/sql": "0.9.34",
-		"@yuants/data-product": "0.5.4",
-		"@yuants/data-ohlc": "0.5.2",
-		"@yuants/data-order": "0.7.4",
-		"@yuants/data-interest-rate": "0.2.2",
-		"@yuants/transfer": "0.2.43",
-		"@yuants/data-quote": "0.4.3",
-		"@yuants/exchange": "0.8.4",
+		"@yuants/protocol": "0.53.7",
+		"@yuants/cache": "0.3.8",
+		"@yuants/data-account": "0.11.4",
+		"@yuants/utils": "0.19.0",
+		"@yuants/data-series": "0.3.57",
+		"@yuants/sql": "0.9.35",
+		"@yuants/data-product": "0.5.5",
+		"@yuants/data-ohlc": "0.5.3",
+		"@yuants/data-order": "0.7.5",
+		"@yuants/data-interest-rate": "0.2.3",
+		"@yuants/transfer": "0.2.44",
+		"@yuants/data-quote": "0.4.4",
+		"@yuants/exchange": "0.8.5",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {
@@ -30,7 +30,7 @@
 		"@rushstack/heft-node-rig": "~1.10.7",
 		"@types/heft-jest": "1.0.3",
 		"@types/node": "22",
-		"@yuants/extension": "0.2.35",
+		"@yuants/extension": "0.2.36",
 		"@yuants/tool-kit": "0.2.1",
 		"typescript": "~4.7.4",
 		"ts-node": "~10.9.2"

package/temp/package-deps.json

@@ -1,14 +1,15 @@
 {
     "apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
-    "apps/vendor-aster/CHANGELOG.json": "60a312aa8a8239ed29071af8ef987ab43e4ca440",
-    "apps/vendor-aster/CHANGELOG.md": "d4a6a11d7639f83b1111cd05fba8893342764756",
-    "apps/vendor-aster/SESSION_NOTES.md": "d91f7a251d148fab1715b6da62395455edcb3b93",
+    "apps/vendor-aster/CHANGELOG.json": "c4b649662cb1519e536987c4495f36e9823179fb",
+    "apps/vendor-aster/CHANGELOG.md": "0f5eafbbaf903d0d8bbf109dd3da7f1fca02dd93",
+    "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": "8703601d2669ba91643d85fef19a78fa21209c0d",
-    "apps/vendor-aster/src/api/private-api.ts": "b3288706373f8917be480210f8f02074890d5b34",
-    "apps/vendor-aster/src/api/public-api.ts": "a20ac4c4465ab3e75e2dc024adc12ecc19422375",
+    "apps/vendor-aster/package.json": "3744e74b3c4aaed400d1c1d0efa0036e8eec4923",
+    "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",
@@ -24,19 +25,19 @@
     "apps/vendor-aster/src/services/quotes.ts": "9e93bc9a89a26018fd50f9ca845897334f2429ce",
     "apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "5ded440ffb547a8aa495353d5b13c1fd1b164b4a",
-    "libraries/protocol/temp/package-deps.json": "ad2b09da06aa0b6d98e9ca145c3da7c8418f30d1",
-    "libraries/cache/temp/package-deps.json": "8faf993aa54072a8cc7773ca9502618ec1660be1",
-    "libraries/data-account/temp/package-deps.json": "ec07276e124d707820e348948c8689cd4b4d5a84",
-    "libraries/utils/temp/package-deps.json": "6afd4e6b9f8348c0c24e05f7289101fc6b8fa5a9",
-    "libraries/data-series/temp/package-deps.json": "6744fc1995bb77846daccced427210187b5e774f",
-    "libraries/sql/temp/package-deps.json": "1fb8bcfa1bd3912150e7567770b065794a3b2138",
-    "libraries/data-product/temp/package-deps.json": "77b545e27fbd147bf5fded94beb5baaa33687563",
-    "libraries/data-ohlc/temp/package-deps.json": "f6a0a2248e237fe960daf27c93071ec1c3235fa3",
-    "libraries/data-order/temp/package-deps.json": "d2826719d6e1f86ad64cfe6556a0f61352e02897",
-    "libraries/data-interest-rate/temp/package-deps.json": "d1a26e2ed8d3ecd147e0b3a897927720d7760597",
-    "libraries/transfer/temp/package-deps.json": "52cd9bb451ece058b39c7a7b08dd3fef1a57b934",
-    "libraries/data-quote/temp/package-deps.json": "5aa2671e9a9e7b94827a8891049c4af5eefe757e",
-    "libraries/exchange/temp/package-deps.json": "8315951811f0278801081fe8e48ba07213af6816",
-    "libraries/extension/temp/package-deps.json": "d0a314f466619661a85b5fa9cc12ffe0b427864b",
+    "libraries/protocol/temp/package-deps.json": "765a1ba74dfa437b95a8685a308a09df6de49706",
+    "libraries/cache/temp/package-deps.json": "3fe087e264b56a7a72d25df93f942e69de6ab765",
+    "libraries/data-account/temp/package-deps.json": "ef7f802f6cec62965d3a5ea3365df131b9ed46a0",
+    "libraries/utils/temp/package-deps.json": "ae24e0f28d8238425131202aa7e46e2fc6ba3ae2",
+    "libraries/data-series/temp/package-deps.json": "5148dcf1033142f34a1dff17076a7a031052cb21",
+    "libraries/sql/temp/package-deps.json": "35ac4d78347c54d6c247d31dd77a1d88cfaed20f",
+    "libraries/data-product/temp/package-deps.json": "d527946b0136eb9ad0ee4451d31ea2c18eb88fa3",
+    "libraries/data-ohlc/temp/package-deps.json": "048949cb4791307628bbf35de8edd31480b8cd5e",
+    "libraries/data-order/temp/package-deps.json": "9940b4267bcaaba4f3e0db2d2e07f575ea8afa34",
+    "libraries/data-interest-rate/temp/package-deps.json": "82005a4c9b295c0eab9599127946dd8c915adc64",
+    "libraries/transfer/temp/package-deps.json": "f4c5d1fc1bed3061cee9e67381ab36749fb9118f",
+    "libraries/data-quote/temp/package-deps.json": "1b8805efdca7fee957cf36c414a0c53d5faa454b",
+    "libraries/exchange/temp/package-deps.json": "c27614f8a83ec352ddc52e5e2f0f9c04ecc80a1e",
+    "libraries/extension/temp/package-deps.json": "0655b86a4838124dba78913552adf2425484e900",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }