@yuants/vendor-binance 0.10.0 → 0.10.2

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,5 +1,5 @@
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  import { GlobalPrometheusRegistry } from '@yuants/protocol';
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- import { formatTime, HmacSHA256, newError } from '@yuants/utils';
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+ import { encodeHex, formatTime, HmacSHA256, newError } from '@yuants/utils';
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  const MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');
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  let retryAfterUntil = null;
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  export const isApiError = (value) => typeof (value === null || value === void 0 ? void 0 : value.code) === 'number' && typeof (value === null || value === void 0 ? void 0 : value.msg) === 'string';
@@ -34,7 +34,7 @@ const callApi = async (method, endpoint, params, credential) => {
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  let headers;
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  if (credential) {
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  const signData = url.search.slice(1);
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- const signature = Buffer.from(await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key))).toString('hex');
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+ const signature = encodeHex(await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)));
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  url.searchParams.set('signature', signature);
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  headers = {
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  'Content-Type': 'application/json;charset=utf-8',
@@ -1 +1 @@
1
- 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{ GlobalPrometheusRegistry } from '@yuants/protocol';\nimport { formatTime, HmacSHA256, newError } from '@yuants/utils';\n\nconst MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');\n\ntype HttpMethod = 'GET' | 'POST' | 'DELETE' | 'PUT';\n\ntype RequestParams = Record<string, string | number | boolean | undefined>;\n\nexport interface ICredential {\n access_key: string;\n secret_key: string;\n}\n\nexport interface IApiError {\n code: number;\n msg: string;\n}\n\nlet retryAfterUntil: number | null = null;\n\nexport const isApiError = <T>(value: T | IApiError): value is IApiError =>\n typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n if (!params) return;\n const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n const timestampEntry = entries.find(([key]) => key === 'timestamp');\n const restEntries = entries.filter(([key]) => key !== 'timestamp');\n restEntries\n .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n .forEach(([key, value]) => {\n url.searchParams.set(key, String(value));\n });\n if (timestampEntry) {\n url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n }\n};\n\nconst callApi = async <T>(\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n credential?: ICredential,\n): Promise<T> => {\n const url = new URL(endpoint);\n const normalizedParams: RequestParams = { ...params };\n if (credential) {\n if (normalizedParams.recvWindow === undefined) {\n // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n normalizedParams.recvWindow = 5000;\n }\n if (normalizedParams.timestamp === undefined) {\n normalizedParams.timestamp = Date.now();\n }\n }\n appendParams(url, normalizedParams);\n\n let headers: Record<string, string> | undefined;\n if (credential) {\n const signData = url.search.slice(1);\n\n const signature = Buffer.from(\n await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n ).toString('hex');\n url.searchParams.set('signature', signature);\n headers = {\n 'Content-Type': 'application/json;charset=utf-8',\n 'X-MBX-APIKEY': credential.access_key,\n };\n console.info(\n formatTime(Date.now()),\n method,\n url.href,\n JSON.stringify(headers),\n url.searchParams.toString(),\n signData,\n );\n } else {\n console.info(formatTime(Date.now()), method, url.href);\n }\n\n if (retryAfterUntil) {\n if (Date.now() <= retryAfterUntil) {\n throw newError('ACTIVE_RATE_LIMIT', { retryAfterUntil, now: Date.now(), url: url.href });\n }\n retryAfterUntil = null;\n }\n\n const res = await fetch(url.href, {\n method,\n headers,\n });\n const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n const retryAfter = res.headers.get('Retry-After');\n if (retryAfter) {\n retryAfterUntil = Date.now() + parseInt(retryAfter, 10) * 1000;\n }\n console.info(\n formatTime(Date.now()),\n 'response',\n method,\n url.href,\n `status=${res.status}`,\n retryAfter ? `retryAfter=${retryAfter}` : '',\n `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n );\n if (usedWeight1M) {\n MetricBinanceApiUsedWeight.set(+usedWeight1M);\n }\n return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n credential: ICredential,\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n const access_key = process.env.ACCESS_KEY;\n const secret_key = process.env.SECRET_KEY;\n if (!access_key || !secret_key) {\n throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n }\n return { access_key, secret_key };\n};\n"]}
1
+ 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{ GlobalPrometheusRegistry } from '@yuants/protocol';\nimport { encodeHex, formatTime, HmacSHA256, newError } from '@yuants/utils';\n\nconst MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');\n\ntype HttpMethod = 'GET' | 'POST' | 'DELETE' | 'PUT';\n\ntype RequestParams = Record<string, string | number | boolean | undefined>;\n\nexport interface ICredential {\n access_key: string;\n secret_key: string;\n}\n\nexport interface IApiError {\n code: number;\n msg: string;\n}\n\nlet retryAfterUntil: number | null = null;\n\nexport const isApiError = <T>(value: T | IApiError): value is IApiError =>\n typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n if (!params) return;\n const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n const timestampEntry = entries.find(([key]) => key === 'timestamp');\n const restEntries = entries.filter(([key]) => key !== 'timestamp');\n restEntries\n .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n .forEach(([key, value]) => {\n url.searchParams.set(key, String(value));\n });\n if (timestampEntry) {\n url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n }\n};\n\nconst callApi = async <T>(\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n credential?: ICredential,\n): Promise<T> => {\n const url = new URL(endpoint);\n const normalizedParams: RequestParams = { ...params };\n if (credential) {\n if (normalizedParams.recvWindow === undefined) {\n // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n normalizedParams.recvWindow = 5000;\n }\n if (normalizedParams.timestamp === undefined) {\n normalizedParams.timestamp = Date.now();\n }\n }\n appendParams(url, normalizedParams);\n\n let headers: Record<string, string> | undefined;\n if (credential) {\n const signData = url.search.slice(1);\n\n const signature = encodeHex(\n await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n );\n url.searchParams.set('signature', signature);\n headers = {\n 'Content-Type': 'application/json;charset=utf-8',\n 'X-MBX-APIKEY': credential.access_key,\n };\n console.info(\n formatTime(Date.now()),\n method,\n url.href,\n JSON.stringify(headers),\n url.searchParams.toString(),\n signData,\n );\n } else {\n console.info(formatTime(Date.now()), method, url.href);\n }\n\n if (retryAfterUntil) {\n if (Date.now() <= retryAfterUntil) {\n throw newError('ACTIVE_RATE_LIMIT', { retryAfterUntil, now: Date.now(), url: url.href });\n }\n retryAfterUntil = null;\n }\n\n const res = await fetch(url.href, {\n method,\n headers,\n });\n const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n const retryAfter = res.headers.get('Retry-After');\n if (retryAfter) {\n retryAfterUntil = Date.now() + parseInt(retryAfter, 10) * 1000;\n }\n console.info(\n formatTime(Date.now()),\n 'response',\n method,\n url.href,\n `status=${res.status}`,\n retryAfter ? `retryAfter=${retryAfter}` : '',\n `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n );\n if (usedWeight1M) {\n MetricBinanceApiUsedWeight.set(+usedWeight1M);\n }\n return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n credential: ICredential,\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n const access_key = process.env.ACCESS_KEY;\n const secret_key = process.env.SECRET_KEY;\n if (!access_key || !secret_key) {\n throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n }\n return { access_key, secret_key };\n};\n"]}
package/lib/api/client.js CHANGED
@@ -38,7 +38,7 @@ const callApi = async (method, endpoint, params, credential) => {
38
38
  let headers;
39
39
  if (credential) {
40
40
  const signData = url.search.slice(1);
41
- const signature = Buffer.from(await (0, utils_1.HmacSHA256)(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key))).toString('hex');
41
+ const signature = (0, utils_1.encodeHex)(await (0, utils_1.HmacSHA256)(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)));
42
42
  url.searchParams.set('signature', signature);
43
43
  headers = {
44
44
  'Content-Type': 'application/json;charset=utf-8',
@@ -1 +1 @@
1
- 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parseInt(retryAfter, 10) * 1000;\n }\n console.info(\n formatTime(Date.now()),\n 'response',\n method,\n url.href,\n `status=${res.status}`,\n retryAfter ? `retryAfter=${retryAfter}` : '',\n `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n );\n if (usedWeight1M) {\n MetricBinanceApiUsedWeight.set(+usedWeight1M);\n }\n return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n credential: ICredential,\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n const access_key = process.env.ACCESS_KEY;\n const secret_key = process.env.SECRET_KEY;\n if (!access_key || !secret_key) {\n throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n }\n return { access_key, secret_key };\n};\n"]}
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= entries.filter(([key]) => key !== 'timestamp');\n restEntries\n .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n .forEach(([key, value]) => {\n url.searchParams.set(key, String(value));\n });\n if (timestampEntry) {\n url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n }\n};\n\nconst callApi = async <T>(\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n credential?: ICredential,\n): Promise<T> => {\n const url = new URL(endpoint);\n const normalizedParams: RequestParams = { ...params };\n if (credential) {\n if (normalizedParams.recvWindow === undefined) {\n // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n normalizedParams.recvWindow = 5000;\n }\n if (normalizedParams.timestamp === undefined) {\n normalizedParams.timestamp = Date.now();\n }\n }\n appendParams(url, normalizedParams);\n\n let headers: Record<string, string> | undefined;\n if (credential) {\n const signData = url.search.slice(1);\n\n const signature = encodeHex(\n await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n );\n url.searchParams.set('signature', signature);\n headers = {\n 'Content-Type': 'application/json;charset=utf-8',\n 'X-MBX-APIKEY': credential.access_key,\n };\n console.info(\n formatTime(Date.now()),\n method,\n url.href,\n JSON.stringify(headers),\n url.searchParams.toString(),\n signData,\n );\n } else {\n console.info(formatTime(Date.now()), method, url.href);\n }\n\n if (retryAfterUntil) {\n if (Date.now() <= retryAfterUntil) {\n throw newError('ACTIVE_RATE_LIMIT', { retryAfterUntil, now: Date.now(), url: url.href });\n }\n retryAfterUntil = null;\n }\n\n const res = await fetch(url.href, {\n method,\n headers,\n });\n const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n const retryAfter = res.headers.get('Retry-After');\n if (retryAfter) {\n retryAfterUntil = Date.now() + parseInt(retryAfter, 10) * 1000;\n }\n console.info(\n formatTime(Date.now()),\n 'response',\n method,\n url.href,\n `status=${res.status}`,\n retryAfter ? `retryAfter=${retryAfter}` : '',\n `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n );\n if (usedWeight1M) {\n MetricBinanceApiUsedWeight.set(+usedWeight1M);\n }\n return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n credential: ICredential,\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n const access_key = process.env.ACCESS_KEY;\n const secret_key = process.env.SECRET_KEY;\n if (!access_key || !secret_key) {\n throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n }\n return { access_key, secret_key };\n};\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-binance",
3
- "version": "0.10.0",
3
+ "version": "0.10.2",
4
4
  "main": "lib/index.js",
5
5
  "files": [
6
6
  "dist",
@@ -8,21 +8,20 @@
8
8
  "temp"
9
9
  ],
10
10
  "dependencies": {
11
- "@yuants/protocol": "0.53.0",
12
- "@yuants/data-account": "0.8.2",
13
- "@yuants/cache": "0.3.2",
14
- "@yuants/data-quote": "0.2.41",
15
- "@yuants/utils": "0.13.0",
16
- "@yuants/data-series": "0.3.49",
17
- "@yuants/sql": "0.9.28",
18
- "@yuants/data-product": "0.4.19",
19
- "@yuants/data-ohlc": "0.4.20",
20
- "@yuants/data-order": "0.6.4",
21
- "@yuants/data-interest-rate": "0.1.46",
22
- "@yuants/transfer": "0.2.37",
23
- "@yuants/exchange": "0.1.0",
24
- "rxjs": "~7.5.6",
25
- "crypto-js": "^4.2.0"
11
+ "@yuants/protocol": "0.53.2",
12
+ "@yuants/data-account": "0.8.4",
13
+ "@yuants/cache": "0.3.3",
14
+ "@yuants/data-quote": "0.2.43",
15
+ "@yuants/utils": "0.14.0",
16
+ "@yuants/data-series": "0.3.51",
17
+ "@yuants/sql": "0.9.30",
18
+ "@yuants/data-product": "0.4.21",
19
+ "@yuants/data-ohlc": "0.4.22",
20
+ "@yuants/data-order": "0.6.6",
21
+ "@yuants/data-interest-rate": "0.1.48",
22
+ "@yuants/transfer": "0.2.39",
23
+ "@yuants/exchange": "0.1.2",
24
+ "rxjs": "~7.5.6"
26
25
  },
27
26
  "devDependencies": {
28
27
  "@microsoft/api-extractor": "~7.30.0",
@@ -31,7 +30,7 @@
31
30
  "@rushstack/heft-node-rig": "~1.10.7",
32
31
  "@types/heft-jest": "1.0.3",
33
32
  "@types/node": "22",
34
- "@yuants/extension": "0.2.30",
33
+ "@yuants/extension": "0.2.31",
35
34
  "@yuants/tool-kit": "0.2.1",
36
35
  "typescript": "~4.7.4",
37
36
  "ts-node": "~10.9.2"
@@ -1,7 +1,7 @@
1
1
  {
2
2
  "apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
3
- "apps/vendor-binance/CHANGELOG.json": "01c27563c8a62e6be8bff7629751d2e7bcd2f462",
4
- "apps/vendor-binance/CHANGELOG.md": "c6fa5414ae27e350b80620f49ed58dc6fd3cc594",
3
+ "apps/vendor-binance/CHANGELOG.json": "210424b0c49dec158a6cba508656a49e2d49979f",
4
+ "apps/vendor-binance/CHANGELOG.md": "c05587ab8f52a2056a6fa2cff020a05a0a401c26",
5
5
  "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
6
6
  "apps/vendor-binance/SESSION_NOTES.md": "323540130bec032bd3e4231c7bbcfc0013a17631",
7
7
  "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
@@ -9,8 +9,8 @@
9
9
  "apps/vendor-binance/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
10
10
  "apps/vendor-binance/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
11
11
  "apps/vendor-binance/etc/vendor-binance.api.md": "2094b84e9b5e7503f5c42b31fffee8d7db47fe7b",
12
- "apps/vendor-binance/package.json": "1e77a794ca5e2efa2aaf7a058e6979b78fcbda99",
13
- "apps/vendor-binance/src/api/client.ts": "7a7e9ea6bf2a54ee11e2ecd9e599884522fba5c5",
12
+ "apps/vendor-binance/package.json": "01208f27e12907766c4a44028307ae8a81feee62",
13
+ "apps/vendor-binance/src/api/client.ts": "4d853dcbc46f08054dfbf6b985f776a3231a8138",
14
14
  "apps/vendor-binance/src/api/private-api.ts": "e7643bd482e4d8f4eefe39aee578e5ea52094b2b",
15
15
  "apps/vendor-binance/src/api/public-api.ts": "7ff3b6551cdf1766b4a31cdf76002ce1db11f109",
16
16
  "apps/vendor-binance/src/index.ts": "285cc4bded3608d415aaa00b9df180fbbdcebac0",
@@ -29,20 +29,20 @@
29
29
  "apps/vendor-binance/src/services/orders/order-utils.ts": "e5278e306dc0e21f7e010424ead327249b1139cc",
30
30
  "apps/vendor-binance/src/services/orders/submitOrder.ts": "1e05c8900c9d5e774953a4df22b07639fa927b29",
31
31
  "apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
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