@yuants/vendor-binance 0.10.18 → 0.10.20

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.
@@ -61,7 +61,7 @@ export const getUnifiedAccountInfo = async (credential) => {
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  position_id: `UNIFIED-SPOT/${position.asset}`,
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  datasource_id: 'BINANCE',
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  product_id: encodePath('BINANCE', 'UNIFIED-SPOT', position.asset),
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- volume: +position.totalWalletBalance + +position.umUnrealizedPNL,
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+ volume: +position.totalWalletBalance,
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  free_volume: +position.crossMarginFree,
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  closable_price: position.asset === 'USDT'
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  ? 1
@@ -1 +1 @@
1
- {"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,wBAAwB,EAAE,mBAAmB,EAAe,MAAM,uBAAuB,CAAC;AACnG,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAC3F,MAAM,CAAC,UAAU,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACnD,wBAAwB,CAAC,UAAU,CAAC;QACpC,mBAAmB,CAAC,UAAU,CAAC;KAChC,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,UAAU,CAAC,EAAE;QAC1B,MAAM,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;KACjC;IACD,IAAI,UAAU,CAAC,YAAY,CAAC,EAAE;QAC5B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;KACnC;IAED,MAAM,SAAS,GAAgB,YAAY,CAAC,SAAS;SAClD,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC;SACjD,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;QAClB,WAAW,EAAE,GAAG,QAAQ,CAAC,MAAM,IAAI,QAAQ,CAAC,YAAY,EAAE;QAC1D,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,QAAQ,CAAC,MAAM,CAAC;QACjE,SAAS,EACP,QAAQ,CAAC,YAAY,KAAK,MAAM;YAC9B,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,OAAO;gBACnC,CAAC,CAAC,OAAO;gBACT,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,MAAM;oBAClC,CAAC,CAAC,MAAM;oBACR,CAAC,CAAC,SAAS;QACf,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,WAAW,CAAC;QACvC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,WAAW,CAAC;QAC5C,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU;QACpC,gDAAgD;QAChD,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU,GAAG,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW;QACzF,eAAe,EAAE,CAAC,QAAQ,CAAC,gBAAgB;QAC3C,SAAS,EACP,CAAC,QAAQ,CAAC,WAAW;YACrB,CAAC,CAAC,QAAQ,CAAC,UAAU;gBACnB,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;KAC5F,CAAC,CAAC,CAAC;IAEN,MAAM,MAAM,GAAG,MAAM,kBAAkB,CAAC;QACtC,OAAO,EAAE,IAAI,CAAC,SAAS,CAAC;YACtB,GAAG,IAAI,GAAG,CAAC;gBACT,GAAG,UAAU;qBACV,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE;oBACf,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;oBAC/C,IAAI,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC;oBAC3B,IAAI,KAAK,EAAE;wBACT,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;qBACnB;oBACD,IAAI,MAAM,KAAK,MAAM;wBAAE,OAAO,EAAE,CAAC;oBACjC,OAAO,GAAG,MAAM,MAAM,CAAC;gBACzB,CAAC,CAAC;qBACD,MAAM,CAAC,OAAO,CAAC;aACnB,CAAC;SACH,CAAC;KACH,CAAC,CAAC;IACH,MAAM,gBAAgB,GAAgB,UAAU,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE;;QAChE,OAAA,gBAAgB,CAAC;YACf,WAAW,EAAE,gBAAgB,QAAQ,CAAC,KAAK,EAAE;YAC7C,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,cAAc,EAAE,QAAQ,CAAC,KAAK,CAAC;YACjE,MAAM,EAAE,CAAC,QAAQ,CAAC,kBAAkB,GAAG,CAAC,QAAQ,CAAC,eAAe;YAChE,WAAW,EAAE,CAAC,QAAQ,CAAC,eAAe;YACtC,cAAc,EACZ,QAAQ,CAAC,KAAK,KAAK,MAAM;gBACvB,CAAC,CAAC,CAAC;gBACH,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC;oBACvB,CAAC,CAAC,CAAC,CAAC,MAAA,MAAA,MAAM,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,KAAK,GAAG,QAAQ,CAAC,KAAK,MAAM,CAAC,0CAAE,KAAK,mCAAI,CAAC,CAAC;oBAC/E,CAAC,CAAC,CAAC;SACR,CAAC,CAAA;KAAA,CACH,CAAC;IACF,OAAO,CAAC,GAAG,gBAAgB,EAAE,GAAG,SAAS,CAAC,CAAC;AAC7C,CAAC,CAAC","sourcesContent":["import { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getUnifiedAccountBalance, getUnifiedUmAccount, ICredential } from '../../api/private-api';\nimport { getSpotTickerPrice } from '../../api/public-api';\n\nexport const getUnifiedAccountInfo = async (credential: ICredential): Promise<IPosition[]> => {\n const [balanceRes, umAccountRes] = await Promise.all([\n getUnifiedAccountBalance(credential),\n getUnifiedUmAccount(credential),\n ]);\n if (isApiError(balanceRes)) {\n throw new Error(balanceRes.msg);\n }\n if (isApiError(umAccountRes)) {\n throw new Error(umAccountRes.msg);\n }\n\n const positions: IPosition[] = umAccountRes.positions\n .filter((position) => +position.positionAmt !== 0)\n .map((position) => ({\n position_id: `${position.symbol}/${position.positionSide}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', position.symbol),\n direction:\n position.positionSide === 'LONG'\n ? 'LONG'\n : position.positionSide === 'SHORT'\n ? 'SHORT'\n : position.positionSide === 'BOTH'\n ? 'BOTH'\n : 'UNKNOWN',\n volume: Math.abs(+position.positionAmt),\n free_volume: Math.abs(+position.positionAmt),\n position_price: +position.entryPrice,\n // ISSUE: positionAmt 有正负,这里计算有个 trick,不需要区分仓位方向\n closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,\n floating_profit: +position.unrealizedProfit,\n valuation:\n +position.positionAmt *\n (+position.entryPrice +\n (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),\n }));\n\n const prices = await getSpotTickerPrice({\n symbols: JSON.stringify([\n ...new Set([\n ...balanceRes\n .map((balance) => {\n const match = balance.asset.match(/^LD(\\w+)$/);\n let symbol = balance.asset;\n if (match) {\n symbol = match[1];\n }\n if (symbol === 'USDT') return '';\n return `${symbol}USDT`;\n })\n .filter(Boolean),\n ]),\n ]),\n });\n const balancePositions: IPosition[] = balanceRes.map((position) =>\n makeSpotPosition({\n position_id: `UNIFIED-SPOT/${position.asset}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'UNIFIED-SPOT', position.asset),\n volume: +position.totalWalletBalance + +position.umUnrealizedPNL,\n free_volume: +position.crossMarginFree,\n closable_price:\n position.asset === 'USDT'\n ? 1\n : Array.isArray(prices)\n ? +(prices.find((item) => item.symbol === `${position.asset}USDT`)?.price ?? 0)\n : 0,\n }),\n );\n return [...balancePositions, ...positions];\n};\n"]}
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+ {"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,wBAAwB,EAAE,mBAAmB,EAAe,MAAM,uBAAuB,CAAC;AACnG,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAC3F,MAAM,CAAC,UAAU,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACnD,wBAAwB,CAAC,UAAU,CAAC;QACpC,mBAAmB,CAAC,UAAU,CAAC;KAChC,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,UAAU,CAAC,EAAE;QAC1B,MAAM,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;KACjC;IACD,IAAI,UAAU,CAAC,YAAY,CAAC,EAAE;QAC5B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;KACnC;IAED,MAAM,SAAS,GAAgB,YAAY,CAAC,SAAS;SAClD,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC;SACjD,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;QAClB,WAAW,EAAE,GAAG,QAAQ,CAAC,MAAM,IAAI,QAAQ,CAAC,YAAY,EAAE;QAC1D,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,QAAQ,CAAC,MAAM,CAAC;QACjE,SAAS,EACP,QAAQ,CAAC,YAAY,KAAK,MAAM;YAC9B,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,OAAO;gBACnC,CAAC,CAAC,OAAO;gBACT,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,MAAM;oBAClC,CAAC,CAAC,MAAM;oBACR,CAAC,CAAC,SAAS;QACf,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,WAAW,CAAC;QACvC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,WAAW,CAAC;QAC5C,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU;QACpC,gDAAgD;QAChD,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU,GAAG,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW;QACzF,eAAe,EAAE,CAAC,QAAQ,CAAC,gBAAgB;QAC3C,SAAS,EACP,CAAC,QAAQ,CAAC,WAAW;YACrB,CAAC,CAAC,QAAQ,CAAC,UAAU;gBACnB,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;KAC5F,CAAC,CAAC,CAAC;IAEN,MAAM,MAAM,GAAG,MAAM,kBAAkB,CAAC;QACtC,OAAO,EAAE,IAAI,CAAC,SAAS,CAAC;YACtB,GAAG,IAAI,GAAG,CAAC;gBACT,GAAG,UAAU;qBACV,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE;oBACf,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;oBAC/C,IAAI,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC;oBAC3B,IAAI,KAAK,EAAE;wBACT,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;qBACnB;oBACD,IAAI,MAAM,KAAK,MAAM;wBAAE,OAAO,EAAE,CAAC;oBACjC,OAAO,GAAG,MAAM,MAAM,CAAC;gBACzB,CAAC,CAAC;qBACD,MAAM,CAAC,OAAO,CAAC;aACnB,CAAC;SACH,CAAC;KACH,CAAC,CAAC;IACH,MAAM,gBAAgB,GAAgB,UAAU,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE;;QAChE,OAAA,gBAAgB,CAAC;YACf,WAAW,EAAE,gBAAgB,QAAQ,CAAC,KAAK,EAAE;YAC7C,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,cAAc,EAAE,QAAQ,CAAC,KAAK,CAAC;YACjE,MAAM,EAAE,CAAC,QAAQ,CAAC,kBAAkB;YACpC,WAAW,EAAE,CAAC,QAAQ,CAAC,eAAe;YACtC,cAAc,EACZ,QAAQ,CAAC,KAAK,KAAK,MAAM;gBACvB,CAAC,CAAC,CAAC;gBACH,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC;oBACvB,CAAC,CAAC,CAAC,CAAC,MAAA,MAAA,MAAM,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,KAAK,GAAG,QAAQ,CAAC,KAAK,MAAM,CAAC,0CAAE,KAAK,mCAAI,CAAC,CAAC;oBAC/E,CAAC,CAAC,CAAC;SACR,CAAC,CAAA;KAAA,CACH,CAAC;IACF,OAAO,CAAC,GAAG,gBAAgB,EAAE,GAAG,SAAS,CAAC,CAAC;AAC7C,CAAC,CAAC","sourcesContent":["import { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getUnifiedAccountBalance, getUnifiedUmAccount, ICredential } from '../../api/private-api';\nimport { getSpotTickerPrice } from '../../api/public-api';\n\nexport const getUnifiedAccountInfo = async (credential: ICredential): Promise<IPosition[]> => {\n const [balanceRes, umAccountRes] = await Promise.all([\n getUnifiedAccountBalance(credential),\n getUnifiedUmAccount(credential),\n ]);\n if (isApiError(balanceRes)) {\n throw new Error(balanceRes.msg);\n }\n if (isApiError(umAccountRes)) {\n throw new Error(umAccountRes.msg);\n }\n\n const positions: IPosition[] = umAccountRes.positions\n .filter((position) => +position.positionAmt !== 0)\n .map((position) => ({\n position_id: `${position.symbol}/${position.positionSide}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', position.symbol),\n direction:\n position.positionSide === 'LONG'\n ? 'LONG'\n : position.positionSide === 'SHORT'\n ? 'SHORT'\n : position.positionSide === 'BOTH'\n ? 'BOTH'\n : 'UNKNOWN',\n volume: Math.abs(+position.positionAmt),\n free_volume: Math.abs(+position.positionAmt),\n position_price: +position.entryPrice,\n // ISSUE: positionAmt 有正负,这里计算有个 trick,不需要区分仓位方向\n closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,\n floating_profit: +position.unrealizedProfit,\n valuation:\n +position.positionAmt *\n (+position.entryPrice +\n (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),\n }));\n\n const prices = await getSpotTickerPrice({\n symbols: JSON.stringify([\n ...new Set([\n ...balanceRes\n .map((balance) => {\n const match = balance.asset.match(/^LD(\\w+)$/);\n let symbol = balance.asset;\n if (match) {\n symbol = match[1];\n }\n if (symbol === 'USDT') return '';\n return `${symbol}USDT`;\n })\n .filter(Boolean),\n ]),\n ]),\n });\n const balancePositions: IPosition[] = balanceRes.map((position) =>\n makeSpotPosition({\n position_id: `UNIFIED-SPOT/${position.asset}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'UNIFIED-SPOT', position.asset),\n volume: +position.totalWalletBalance,\n free_volume: +position.crossMarginFree,\n closable_price:\n position.asset === 'USDT'\n ? 1\n : Array.isArray(prices)\n ? +(prices.find((item) => item.symbol === `${position.asset}USDT`)?.price ?? 0)\n : 0,\n }),\n );\n return [...balancePositions, ...positions];\n};\n"]}
@@ -64,7 +64,7 @@ const getUnifiedAccountInfo = async (credential) => {
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  position_id: `UNIFIED-SPOT/${position.asset}`,
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  datasource_id: 'BINANCE',
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  product_id: (0, utils_1.encodePath)('BINANCE', 'UNIFIED-SPOT', position.asset),
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- volume: +position.totalWalletBalance + +position.umUnrealizedPNL,
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+ volume: +position.totalWalletBalance,
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  free_volume: +position.crossMarginFree,
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  closable_price: position.asset === 'USDT'
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  ? 1
@@ -1 +1 @@
1
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'LONG'\n : position.positionSide === 'SHORT'\n ? 'SHORT'\n : position.positionSide === 'BOTH'\n ? 'BOTH'\n : 'UNKNOWN',\n volume: Math.abs(+position.positionAmt),\n free_volume: Math.abs(+position.positionAmt),\n position_price: +position.entryPrice,\n // ISSUE: positionAmt 有正负,这里计算有个 trick,不需要区分仓位方向\n closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,\n floating_profit: +position.unrealizedProfit,\n valuation:\n +position.positionAmt *\n (+position.entryPrice +\n (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),\n }));\n\n const prices = await getSpotTickerPrice({\n symbols: JSON.stringify([\n ...new Set([\n ...balanceRes\n .map((balance) => {\n const match = balance.asset.match(/^LD(\\w+)$/);\n let symbol = balance.asset;\n if (match) {\n symbol = match[1];\n }\n if (symbol === 'USDT') return '';\n return `${symbol}USDT`;\n })\n .filter(Boolean),\n ]),\n ]),\n });\n const balancePositions: IPosition[] = balanceRes.map((position) =>\n makeSpotPosition({\n position_id: `UNIFIED-SPOT/${position.asset}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'UNIFIED-SPOT', position.asset),\n volume: +position.totalWalletBalance + +position.umUnrealizedPNL,\n free_volume: +position.crossMarginFree,\n closable_price:\n position.asset === 'USDT'\n ? 1\n : Array.isArray(prices)\n ? +(prices.find((item) => item.symbol === `${position.asset}USDT`)?.price ?? 0)\n : 0,\n }),\n );\n return [...balancePositions, ...positions];\n};\n"]}
1
+ {"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":";;;AAAA,uDAAmE;AACnE,yCAA2C;AAC3C,6CAA8C;AAC9C,uDAAmG;AACnG,qDAA0D;AAEnD,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAC3F,MAAM,CAAC,UAAU,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACnD,IAAA,sCAAwB,EAAC,UAAU,CAAC;QACpC,IAAA,iCAAmB,EAAC,UAAU,CAAC;KAChC,CAAC,CAAC;IACH,IAAI,IAAA,mBAAU,EAAC,UAAU,CAAC,EAAE;QAC1B,MAAM,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;KACjC;IACD,IAAI,IAAA,mBAAU,EAAC,YAAY,CAAC,EAAE;QAC5B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;KACnC;IAED,MAAM,SAAS,GAAgB,YAAY,CAAC,SAAS;SAClD,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC;SACjD,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;QAClB,WAAW,EAAE,GAAG,QAAQ,CAAC,MAAM,IAAI,QAAQ,CAAC,YAAY,EAAE;QAC1D,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,SAAS,EAAE,aAAa,EAAE,QAAQ,CAAC,MAAM,CAAC;QACjE,SAAS,EACP,QAAQ,CAAC,YAAY,KAAK,MAAM;YAC9B,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,OAAO;gBACnC,CAAC,CAAC,OAAO;gBACT,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,MAAM;oBAClC,CAAC,CAAC,MAAM;oBACR,CAAC,CAAC,SAAS;QACf,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,WAAW,CAAC;QACvC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,WAAW,CAAC;QAC5C,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU;QACpC,gDAAgD;QAChD,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU,GAAG,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW;QACzF,eAAe,EAAE,CAAC,QAAQ,CAAC,gBAAgB;QAC3C,SAAS,EACP,CAAC,QAAQ,CAAC,WAAW;YACrB,CAAC,CAAC,QAAQ,CAAC,UAAU;gBACnB,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;KAC5F,CAAC,CAAC,CAAC;IAEN,MAAM,MAAM,GAAG,MAAM,IAAA,+BAAkB,EAAC;QACtC,OAAO,EAAE,IAAI,CAAC,SAAS,CAAC;YACtB,GAAG,IAAI,GAAG,CAAC;gBACT,GAAG,UAAU;qBACV,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE;oBACf,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;oBAC/C,IAAI,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC;oBAC3B,IAAI,KAAK,EAAE;wBACT,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;qBACnB;oBACD,IAAI,MAAM,KAAK,MAAM;wBAAE,OAAO,EAAE,CAAC;oBACjC,OAAO,GAAG,MAAM,MAAM,CAAC;gBACzB,CAAC,CAAC;qBACD,MAAM,CAAC,OAAO,CAAC;aACnB,CAAC;SACH,CAAC;KACH,CAAC,CAAC;IACH,MAAM,gBAAgB,GAAgB,UAAU,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE;;QAChE,OAAA,IAAA,+BAAgB,EAAC;YACf,WAAW,EAAE,gBAAgB,QAAQ,CAAC,KAAK,EAAE;YAC7C,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,SAAS,EAAE,cAAc,EAAE,QAAQ,CAAC,KAAK,CAAC;YACjE,MAAM,EAAE,CAAC,QAAQ,CAAC,kBAAkB;YACpC,WAAW,EAAE,CAAC,QAAQ,CAAC,eAAe;YACtC,cAAc,EACZ,QAAQ,CAAC,KAAK,KAAK,MAAM;gBACvB,CAAC,CAAC,CAAC;gBACH,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC;oBACvB,CAAC,CAAC,CAAC,CAAC,MAAA,MAAA,MAAM,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,KAAK,GAAG,QAAQ,CAAC,KAAK,MAAM,CAAC,0CAAE,KAAK,mCAAI,CAAC,CAAC;oBAC/E,CAAC,CAAC,CAAC;SACR,CAAC,CAAA;KAAA,CACH,CAAC;IACF,OAAO,CAAC,GAAG,gBAAgB,EAAE,GAAG,SAAS,CAAC,CAAC;AAC7C,CAAC,CAAC;AAvEW,QAAA,qBAAqB,yBAuEhC","sourcesContent":["import { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getUnifiedAccountBalance, getUnifiedUmAccount, ICredential } from '../../api/private-api';\nimport { getSpotTickerPrice } from '../../api/public-api';\n\nexport const getUnifiedAccountInfo = async (credential: ICredential): Promise<IPosition[]> => {\n const [balanceRes, umAccountRes] = await Promise.all([\n getUnifiedAccountBalance(credential),\n getUnifiedUmAccount(credential),\n ]);\n if (isApiError(balanceRes)) {\n throw new Error(balanceRes.msg);\n }\n if (isApiError(umAccountRes)) {\n throw new Error(umAccountRes.msg);\n }\n\n const positions: IPosition[] = umAccountRes.positions\n .filter((position) => +position.positionAmt !== 0)\n .map((position) => ({\n position_id: `${position.symbol}/${position.positionSide}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', position.symbol),\n direction:\n position.positionSide === 'LONG'\n ? 'LONG'\n : position.positionSide === 'SHORT'\n ? 'SHORT'\n : position.positionSide === 'BOTH'\n ? 'BOTH'\n : 'UNKNOWN',\n volume: Math.abs(+position.positionAmt),\n free_volume: Math.abs(+position.positionAmt),\n position_price: +position.entryPrice,\n // ISSUE: positionAmt 有正负,这里计算有个 trick,不需要区分仓位方向\n closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,\n floating_profit: +position.unrealizedProfit,\n valuation:\n +position.positionAmt *\n (+position.entryPrice +\n (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),\n }));\n\n const prices = await getSpotTickerPrice({\n symbols: JSON.stringify([\n ...new Set([\n ...balanceRes\n .map((balance) => {\n const match = balance.asset.match(/^LD(\\w+)$/);\n let symbol = balance.asset;\n if (match) {\n symbol = match[1];\n }\n if (symbol === 'USDT') return '';\n return `${symbol}USDT`;\n })\n .filter(Boolean),\n ]),\n ]),\n });\n const balancePositions: IPosition[] = balanceRes.map((position) =>\n makeSpotPosition({\n position_id: `UNIFIED-SPOT/${position.asset}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'UNIFIED-SPOT', position.asset),\n volume: +position.totalWalletBalance,\n free_volume: +position.crossMarginFree,\n closable_price:\n position.asset === 'USDT'\n ? 1\n : Array.isArray(prices)\n ? +(prices.find((item) => item.symbol === `${position.asset}USDT`)?.price ?? 0)\n : 0,\n }),\n );\n return [...balancePositions, ...positions];\n};\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-binance",
3
- "version": "0.10.18",
3
+ "version": "0.10.20",
4
4
  "main": "lib/index.js",
5
5
  "files": [
6
6
  "dist",
@@ -9,7 +9,7 @@
9
9
  ],
10
10
  "dependencies": {
11
11
  "@yuants/protocol": "0.53.2",
12
- "@yuants/data-account": "0.10.0",
12
+ "@yuants/data-account": "0.10.1",
13
13
  "@yuants/cache": "0.3.3",
14
14
  "@yuants/data-quote": "0.2.43",
15
15
  "@yuants/utils": "0.14.0",
@@ -17,10 +17,10 @@
17
17
  "@yuants/sql": "0.9.30",
18
18
  "@yuants/data-product": "0.5.0",
19
19
  "@yuants/data-ohlc": "0.4.22",
20
- "@yuants/data-order": "0.6.6",
20
+ "@yuants/data-order": "0.7.0",
21
21
  "@yuants/data-interest-rate": "0.1.48",
22
22
  "@yuants/transfer": "0.2.39",
23
- "@yuants/exchange": "0.5.0",
23
+ "@yuants/exchange": "0.5.1",
24
24
  "rxjs": "~7.5.6"
25
25
  },
26
26
  "devDependencies": {
@@ -1,7 +1,7 @@
1
1
  {
2
2
  "apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
3
- "apps/vendor-binance/CHANGELOG.json": "7887fccfbebb44305b1e002abef86b9f96bbbf33",
4
- "apps/vendor-binance/CHANGELOG.md": "f19805398df888be73f115b97681d075f78a35a1",
3
+ "apps/vendor-binance/CHANGELOG.json": "167bcf1377b7287edbe141cc0ca990c500dead0a",
4
+ "apps/vendor-binance/CHANGELOG.md": "a83ecfe996b92cbf575c3a5bef8ea264982df44f",
5
5
  "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
6
6
  "apps/vendor-binance/SESSION_NOTES.md": "dd49b3364394c502fdcaf687ed5942811d89abe9",
7
7
  "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
@@ -9,7 +9,7 @@
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": "7287336462db0cab55ac59737f121097e8a10560",
12
+ "apps/vendor-binance/package.json": "8fdf916195a63185f8ea523895eeba0748815a30",
13
13
  "apps/vendor-binance/src/api/client.ts": "fab85d85d10577f0b6430a551dab46d7c1d2258a",
14
14
  "apps/vendor-binance/src/api/private-api.ts": "982c1902b8417aba1f75df5fa63db76dfc416dac",
15
15
  "apps/vendor-binance/src/api/public-api.ts": "70dc33214e05ec3ead45271bfae70abdb0623c1e",
@@ -21,7 +21,7 @@
21
21
  "apps/vendor-binance/src/public-data/quote.ts": "0445513ea3b36e1ba9bd05d577ac7050503168f0",
22
22
  "apps/vendor-binance/src/services/accounts/profile.ts": "1d23b04d19c078e8c21f41efd6ca3db37b0bd206",
23
23
  "apps/vendor-binance/src/services/accounts/spot.ts": "7561d3054c967b48711a4dcedf96946eeab9fab4",
24
- "apps/vendor-binance/src/services/accounts/unified.ts": "c9c53e33bd68cd37e61a8bc7494b534af97c3985",
24
+ "apps/vendor-binance/src/services/accounts/unified.ts": "46c772fdad40056462b0b28848d46944954518c8",
25
25
  "apps/vendor-binance/src/services/exchange.ts": "c989e025b771f5d5c49efcc779ca388dfb1d488d",
26
26
  "apps/vendor-binance/src/services/orders/cancelOrder.ts": "7177ca56fd09b11651edbb38e1962363ac67d4ff",
27
27
  "apps/vendor-binance/src/services/orders/listOrders.ts": "baa21b8e858c1ec593415145cc63fb38a6841d3f",
@@ -31,7 +31,7 @@
31
31
  "apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
32
32
  "apps/vendor-binance/.rush/temp/shrinkwrap-deps.json": "0408a4d9b00c1701e07aa22f8350e585241c4581",
33
33
  "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
34
- "libraries/data-account/temp/package-deps.json": "3ee766acef866410612b60dfc1012082c9c24556",
34
+ "libraries/data-account/temp/package-deps.json": "e6ba0067a1b68f17266564f15987936ab2672eb9",
35
35
  "libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
36
36
  "libraries/data-quote/temp/package-deps.json": "34d079eab44d2bf65e07b112ac2099c6e92a015e",
37
37
  "libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
@@ -39,10 +39,10 @@
39
39
  "libraries/sql/temp/package-deps.json": "4a9a7ec55f04b20459e664e81e76fa74b6c77b39",
40
40
  "libraries/data-product/temp/package-deps.json": "a03f08f30800d5fb52c5d019bda4f8e7ec04e344",
41
41
  "libraries/data-ohlc/temp/package-deps.json": "c0059a14c647112486ad561d730a4427b9f6f832",
42
- "libraries/data-order/temp/package-deps.json": "2adac9fc0423f9b1b7ddaa8946ab7af374cc22e1",
42
+ "libraries/data-order/temp/package-deps.json": "ccdc9819f254f37a3591bb37876a86c703df33a6",
43
43
  "libraries/data-interest-rate/temp/package-deps.json": "cef1e1cb0116ad593c24635684e0cbf03488d67c",
44
44
  "libraries/transfer/temp/package-deps.json": "36c58299bd6c841c5ba7252d71881a881570d08c",
45
- "libraries/exchange/temp/package-deps.json": "d40288d0530bc7e63246f234bdffa10a497776b1",
45
+ "libraries/exchange/temp/package-deps.json": "2679f6d65ffd785cbca43cfbe5b6b9a13c7c003d",
46
46
  "libraries/extension/temp/package-deps.json": "9569c553c2f9a7d50b70d8f101fc2d3825aaccb9",
47
47
  "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
48
48
  }