@yuants/vendor-binance 0.11.4 → 0.12.1

package/dist/services/ohlc-service.js

@@ -0,0 +1,81 @@
+import { provideOHLCService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
+import { requestPublic } from '../api/client';
+const terminal = Terminal.fromNodeEnv();
+const INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+const DURATION_TO_BINANCE_INTERVAL = {
+    PT1M: '1m',
+    PT3M: '3m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT2H: '2h',
+    PT4H: '4h',
+    PT6H: '6h',
+    PT8H: '8h',
+    PT12H: '12h',
+    P1D: '1d',
+    P3D: '3d',
+    P1W: '1w',
+    P1M: '1M',
+};
+const fetchOHLCPageBackward = async (req) => {
+    const [, instType, symbol] = decodePath(req.product_id);
+    if (!instType || !symbol)
+        throw new Error(`Invalid product_id: ${req.product_id}`);
+    const interval = DURATION_TO_BINANCE_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = convertDurationToOffset(req.duration);
+    const endedAtMs = req.time;
+    const baseUrl = instType === 'USDT-FUTURE'
+        ? 'https://fapi.binance.com/fapi/v1/klines'
+        : 'https://api.binance.com/api/v3/klines';
+    const res = await requestPublic('GET', baseUrl, {
+        symbol,
+        interval,
+        endTime: endedAtMs,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((k) => ({
+        series_id: req.series_id,
+        datasource_id: 'BINANCE',
+        product_id: req.product_id,
+        duration: req.duration,
+        created_at: formatTime(k[0]),
+        closed_at: formatTime(k[0] + offset),
+        open: `${k[1]}`,
+        high: `${k[2]}`,
+        low: `${k[3]}`,
+        close: `${k[4]}`,
+        volume: `${k[5]}`,
+        open_interest: '0',
+    }))
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+provideOHLCService(terminal, {
+    product_id_prefix: 'BINANCE/USDT-FUTURE/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+provideOHLCService(terminal, {
+    product_id_prefix: 'BINANCE/SPOT/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+provideOHLCService(terminal, {
+    product_id_prefix: 'BINANCE/MARGIN/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=ohlc-service.js.map

package/dist/services/ohlc-service.js.map

@@ -0,0 +1 @@
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'https://fapi.binance.com/fapi/v1/klines'\n      : 'https://api.binance.com/api/v3/klines';\n\n  const res = await requestPublic<IBinanceKline[]>('GET', baseUrl, {\n    symbol,\n    interval,\n    endTime: endedAtMs,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map(\n      (k): IOHLC => ({\n        series_id: req.series_id,\n        datasource_id: 'BINANCE',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(k[0]),\n        closed_at: formatTime(k[0] + offset),\n        open: `${k[1]}`,\n        high: `${k[2]}`,\n        low: `${k[3]}`,\n        close: `${k[4]}`,\n        volume: `${k[5]}`,\n        open_interest: '0',\n      }),\n    )\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/USDT-FUTURE/',\n    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/SPOT/',\n    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/MARGIN/',\n    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n"]}

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

@@ -199,14 +199,9 @@ export declare const getSpotExchangeInfo: () => Promise<ISpotExchangeInfo>;
  *https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC%E6%8E%A5%E5%8F%A3
  */
 export declare const getSpotTickerPrice: (params?: {
-    symbol?: string;
-    symbols?: string;
     symbolStatus?: 'TRADING' | 'HALT' | 'BREAK';
 }) => Promise<{
     symbol: string;
     price: string;
-} | {
-    symbol: string;
-    price: string;
 }[]>;
 //# sourceMappingURL=public-api.d.ts.map

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

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

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{ requestPublic } from './client';\n\nexport interface IFutureExchangeFilter extends Record<string, string | number | boolean | undefined> {\n  filterType: string;\n}\n\nexport interface IFutureExchangeSymbol {\n  symbol: string;\n  pair: string;\n  contractType: string;\n  deliveryDate: number;\n  onboardDate: number;\n  status: string;\n  maintMarginPercent: string;\n  requiredMarginPercent: string;\n  baseAsset: string;\n  quoteAsset: string;\n  marginAsset: string;\n  pricePrecision: number;\n  quantityPrecision: number;\n  baseAssetPrecision: number;\n  quotePrecision: number;\n  underlyingType: string;\n  underlyingSubType: string[];\n  settlePlan: number;\n  triggerProtect: string;\n  liquidationFee: string;\n  marketTakeBound: string;\n  maxMoveOrderLimit: number;\n  filters: IFutureExchangeFilter[];\n  orderTypes: string[];\n  timeInForce: string[];\n}\n\nexport interface IFutureExchangeInfo {\n  timezone: string;\n  serverTime: number;\n  futuresType: string;\n  rateLimits: {\n    rateLimitType: string;\n    interval: string;\n    intervalNum: number;\n    limit: number;\n  }[];\n  exchangeFilters: unknown[];\n  assets: {\n    asset: string;\n    marginAvailable: boolean;\n    autoAssetExchange: string;\n  }[];\n  symbols: IFutureExchangeSymbol[];\n}\n\nexport interface IFutureFundingRateEntry {\n  symbol: string;\n  fundingTime: number;\n  fundingRate: string;\n  markPrice: string;\n}\n\nexport interface IFuturePremiumIndexEntry {\n  symbol: string;\n  markPrice: string;\n  indexPrice: string;\n  estimatedSettlePrice: string;\n  lastFundingRate: string;\n  interestRate: string;\n  nextFundingTime: number;\n  time: number;\n}\n\nexport interface IFutureBookTickerEntry {\n  symbol: string;\n  bidPrice: string;\n  bidQty: string;\n  askPrice: string;\n  askQty: string;\n  time: number;\n}\n\nexport interface IFutureOpenInterest {\n  openInterest: string;\n  symbol: string;\n  time: number;\n}\n\nexport interface IMarginPair {\n  id: string;\n  symbol: string;\n  base: string;\n  quote: string;\n  isMarginTrade: boolean;\n  isBuyAllowed: boolean;\n  isSellAllowed: boolean;\n}\n\n/**\n * 获取交易规则和交易对\n *\n * https://binance-docs.github.io/apidocs/futures/cn/#0f3f2d5ee7\n */\nexport const getFutureExchangeInfo = (): Promise<IFutureExchangeInfo> =>\n  requestPublic<IFutureExchangeInfo>('GET', 'https://fapi.binance.com/fapi/v1/exchangeInfo');\n\n/**\n * 查询资金费率历史\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-History\n */\nexport const getFutureFundingRate = (params: {\n  symbol?: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<IFutureFundingRateEntry[]> =>\n  requestPublic<IFutureFundingRateEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/fundingRate', params);\n\n/**\n * 最新标记价格和资金费率\n *\n * 采集各大交易所数据加权平均\n *\n * 权重: 带symbol为1；不带symbol为10\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n */\nexport const getFuturePremiumIndex = (params: { symbol?: string }): Promise<IFuturePremiumIndexEntry[]> =>\n  requestPublic<IFuturePremiumIndexEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/premiumIndex', params);\n\n/**\n * 当前最优挂单\n *\n * 返回当前最优的挂单(最高买单，最低卖单)\n *\n * 权重: 单交易对2，无交易对5\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n */\nexport const getFutureBookTicker = (params?: { symbol?: string }): Promise<IFutureBookTickerEntry[]> =>\n  requestPublic<IFutureBookTickerEntry[]>(\n    'GET',\n    'https://fapi.binance.com/fapi/v1/ticker/bookTicker',\n    params,\n  );\n\n/**\n * 获取未平仓合约数\n *\n * 权重: 1\n *\n * 更新速率: 3s\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFutureOpenInterest = (params: { symbol: string }): Promise<IFutureOpenInterest> =>\n  requestPublic<IFutureOpenInterest>('GET', 'https://fapi.binance.com/fapi/v1/openInterest', params);\nexport interface ISpotBookTickerEntry {\n  symbol: string;\n  bidPrice: string;\n  bidQty: string;\n  askPrice: string;\n  askQty: string;\n}\n\n/**\n * 当前最优挂单 (Spot)\n *\n * https://binance-docs.github.io/apidocs/spot/cn/#5393cd0851\n */\nexport const getSpotBookTicker = (params?: { symbol?: string }): Promise<ISpotBookTickerEntry[]> =>\n  requestPublic<ISpotBookTickerEntry[]>('GET', 'https://api.binance.com/api/v3/ticker/bookTicker', params);\n\nexport interface ISpotExchangeFilter extends Record<string, string | number | boolean | undefined> {\n  filterType: string;\n}\n\nexport interface ISpotExchangeSymbol {\n  symbol: string;\n  status: string;\n  baseAsset: string;\n  baseAssetPrecision: number;\n  quoteAsset: string;\n  quotePrecision: number;\n  baseCommissionPrecision: number;\n  quoteCommissionPrecision: number;\n  orderTypes: string[];\n  icebergAllowed: boolean;\n  ocoAllowed: boolean;\n  quoteOrderQtyMarketAllowed: boolean;\n  allowTrailingStop: boolean;\n  cancelReplaceAllowed: boolean;\n  isSpotTradingAllowed: boolean;\n  isMarginTradingAllowed: boolean;\n  filters: ISpotExchangeFilter[];\n  permissions: string[];\n}\n\nexport interface ISpotExchangeInfo {\n  timezone: string;\n  serverTime: number;\n  rateLimits: {\n    rateLimitType: string;\n    interval: string;\n    intervalNum: number;\n    limit: number;\n  }[];\n  exchangeFilters: unknown[];\n  symbols: ISpotExchangeSymbol[];\n}\n\n/**\n * 获取现货交易规则和交易对\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/general-endpoints#%E4%BA%A4%E6%98%93%E8%A7%84%E8%8C%83%E4%BF%A1%E6%81%AF\n */\nexport const getSpotExchangeInfo = (): Promise<ISpotExchangeInfo> =>\n  requestPublic<ISpotExchangeInfo>('GET', 'https://api.binance.com/api/v3/exchangeInfo');\n\n/**\n * 获取当前现货报价\n *\n *https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC%E6%8E%A5%E5%8F%A3\n */\nexport const getSpotTickerPrice = (params?: {\n  symbol?: string;\n  symbols?: string;\n  symbolStatus?: 'TRADING' | 'HALT' | 'BREAK';\n}): Promise<\n  | {\n      symbol: string;\n      price: string;\n    }\n  | {\n      symbol: string;\n      price: string;\n    }[]\n> =>\n  requestPublic<\n    | {\n        symbol: string;\n        price: string;\n      }\n    | {\n        symbol: string;\n        price: string;\n      }[]\n  >('GET', 'https://api.binance.com/api/v3/ticker/price', params);\n"]}
+{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA,qCAAyC;AAgGzC;;;;GAIG;AACI,MAAM,qBAAqB,GAAG,GAAiC,EAAE,CACtE,IAAA,sBAAa,EAAsB,KAAK,EAAE,+CAA+C,CAAC,CAAC;AADhF,QAAA,qBAAqB,yBAC2D;AAE7F;;;;GAIG;AACI,MAAM,oBAAoB,GAAG,CAAC,MAKpC,EAAsC,EAAE,CACvC,IAAA,sBAAa,EAA4B,KAAK,EAAE,8CAA8C,EAAE,MAAM,CAAC,CAAC;AAN7F,QAAA,oBAAoB,wBAMyE;AAE1G;;;;;;;;GAQG;AACI,MAAM,qBAAqB,GAAG,CAAC,MAA2B,EAAuC,EAAE,CACxG,IAAA,sBAAa,EAA6B,KAAK,EAAE,+CAA+C,EAAE,MAAM,CAAC,CAAC;AAD/F,QAAA,qBAAqB,yBAC0E;AAE5G;;;;;;;;GAQG;AACI,MAAM,mBAAmB,GAAG,CAAC,MAA4B,EAAqC,EAAE,CACrG,IAAA,sBAAa,EACX,KAAK,EACL,oDAAoD,EACpD,MAAM,CACP,CAAC;AALS,QAAA,mBAAmB,uBAK5B;AAEJ;;;;;;;;GAQG;AACI,MAAM,qBAAqB,GAAG,CAAC,MAA0B,EAAgC,EAAE,CAChG,IAAA,sBAAa,EAAsB,KAAK,EAAE,+CAA+C,EAAE,MAAM,CAAC,CAAC;AADxF,QAAA,qBAAqB,yBACmE;AASrG;;;;GAIG;AACI,MAAM,iBAAiB,GAAG,CAAC,MAA4B,EAAmC,EAAE,CACjG,IAAA,sBAAa,EAAyB,KAAK,EAAE,kDAAkD,EAAE,MAAM,CAAC,CAAC;AAD9F,QAAA,iBAAiB,qBAC6E;AAwC3G;;;;GAIG;AACI,MAAM,mBAAmB,GAAG,GAA+B,EAAE,CAClE,IAAA,sBAAa,EAAoB,KAAK,EAAE,6CAA6C,CAAC,CAAC;AAD5E,QAAA,mBAAmB,uBACyD;AAEzF;;;;GAIG;AACI,MAAM,kBAAkB,GAAG,CAAC,MAElC,EAKC,EAAE,CAAC,IAAA,sBAAa,EAAC,KAAK,EAAE,6CAA6C,EAAE,MAAM,CAAC,CAAC;AAPpE,QAAA,kBAAkB,sBAOkD","sourcesContent":["import { requestPublic } from './client';\n\nexport interface IFutureExchangeFilter extends Record<string, string | number | boolean | undefined> {\n  filterType: string;\n}\n\nexport interface IFutureExchangeSymbol {\n  symbol: string;\n  pair: string;\n  contractType: string;\n  deliveryDate: number;\n  onboardDate: number;\n  status: string;\n  maintMarginPercent: string;\n  requiredMarginPercent: string;\n  baseAsset: string;\n  quoteAsset: string;\n  marginAsset: string;\n  pricePrecision: number;\n  quantityPrecision: number;\n  baseAssetPrecision: number;\n  quotePrecision: number;\n  underlyingType: string;\n  underlyingSubType: string[];\n  settlePlan: number;\n  triggerProtect: string;\n  liquidationFee: string;\n  marketTakeBound: string;\n  maxMoveOrderLimit: number;\n  filters: IFutureExchangeFilter[];\n  orderTypes: string[];\n  timeInForce: string[];\n}\n\nexport interface IFutureExchangeInfo {\n  timezone: string;\n  serverTime: number;\n  futuresType: string;\n  rateLimits: {\n    rateLimitType: string;\n    interval: string;\n    intervalNum: number;\n    limit: number;\n  }[];\n  exchangeFilters: unknown[];\n  assets: {\n    asset: string;\n    marginAvailable: boolean;\n    autoAssetExchange: string;\n  }[];\n  symbols: IFutureExchangeSymbol[];\n}\n\nexport interface IFutureFundingRateEntry {\n  symbol: string;\n  fundingTime: number;\n  fundingRate: string;\n  markPrice: string;\n}\n\nexport interface IFuturePremiumIndexEntry {\n  symbol: string;\n  markPrice: string;\n  indexPrice: string;\n  estimatedSettlePrice: string;\n  lastFundingRate: string;\n  interestRate: string;\n  nextFundingTime: number;\n  time: number;\n}\n\nexport interface IFutureBookTickerEntry {\n  symbol: string;\n  bidPrice: string;\n  bidQty: string;\n  askPrice: string;\n  askQty: string;\n  time: number;\n}\n\nexport interface IFutureOpenInterest {\n  openInterest: string;\n  symbol: string;\n  time: number;\n}\n\nexport interface IMarginPair {\n  id: string;\n  symbol: string;\n  base: string;\n  quote: string;\n  isMarginTrade: boolean;\n  isBuyAllowed: boolean;\n  isSellAllowed: boolean;\n}\n\n/**\n * 获取交易规则和交易对\n *\n * https://binance-docs.github.io/apidocs/futures/cn/#0f3f2d5ee7\n */\nexport const getFutureExchangeInfo = (): Promise<IFutureExchangeInfo> =>\n  requestPublic<IFutureExchangeInfo>('GET', 'https://fapi.binance.com/fapi/v1/exchangeInfo');\n\n/**\n * 查询资金费率历史\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-History\n */\nexport const getFutureFundingRate = (params: {\n  symbol?: string;\n  startTime?: number;\n  endTime?: number;\n  limit?: number;\n}): Promise<IFutureFundingRateEntry[]> =>\n  requestPublic<IFutureFundingRateEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/fundingRate', params);\n\n/**\n * 最新标记价格和资金费率\n *\n * 采集各大交易所数据加权平均\n *\n * 权重: 带symbol为1；不带symbol为10\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n */\nexport const getFuturePremiumIndex = (params: { symbol?: string }): Promise<IFuturePremiumIndexEntry[]> =>\n  requestPublic<IFuturePremiumIndexEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/premiumIndex', params);\n\n/**\n * 当前最优挂单\n *\n * 返回当前最优的挂单(最高买单，最低卖单)\n *\n * 权重: 单交易对2，无交易对5\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n */\nexport const getFutureBookTicker = (params?: { symbol?: string }): Promise<IFutureBookTickerEntry[]> =>\n  requestPublic<IFutureBookTickerEntry[]>(\n    'GET',\n    'https://fapi.binance.com/fapi/v1/ticker/bookTicker',\n    params,\n  );\n\n/**\n * 获取未平仓合约数\n *\n * 权重: 1\n *\n * 更新速率: 3s\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFutureOpenInterest = (params: { symbol: string }): Promise<IFutureOpenInterest> =>\n  requestPublic<IFutureOpenInterest>('GET', 'https://fapi.binance.com/fapi/v1/openInterest', params);\nexport interface ISpotBookTickerEntry {\n  symbol: string;\n  bidPrice: string;\n  bidQty: string;\n  askPrice: string;\n  askQty: string;\n}\n\n/**\n * 当前最优挂单 (Spot)\n *\n * https://binance-docs.github.io/apidocs/spot/cn/#5393cd0851\n */\nexport const getSpotBookTicker = (params?: { symbol?: string }): Promise<ISpotBookTickerEntry[]> =>\n  requestPublic<ISpotBookTickerEntry[]>('GET', 'https://api.binance.com/api/v3/ticker/bookTicker', params);\n\nexport interface ISpotExchangeFilter extends Record<string, string | number | boolean | undefined> {\n  filterType: string;\n}\n\nexport interface ISpotExchangeSymbol {\n  symbol: string;\n  status: string;\n  baseAsset: string;\n  baseAssetPrecision: number;\n  quoteAsset: string;\n  quotePrecision: number;\n  baseCommissionPrecision: number;\n  quoteCommissionPrecision: number;\n  orderTypes: string[];\n  icebergAllowed: boolean;\n  ocoAllowed: boolean;\n  quoteOrderQtyMarketAllowed: boolean;\n  allowTrailingStop: boolean;\n  cancelReplaceAllowed: boolean;\n  isSpotTradingAllowed: boolean;\n  isMarginTradingAllowed: boolean;\n  filters: ISpotExchangeFilter[];\n  permissions: string[];\n}\n\nexport interface ISpotExchangeInfo {\n  timezone: string;\n  serverTime: number;\n  rateLimits: {\n    rateLimitType: string;\n    interval: string;\n    intervalNum: number;\n    limit: number;\n  }[];\n  exchangeFilters: unknown[];\n  symbols: ISpotExchangeSymbol[];\n}\n\n/**\n * 获取现货交易规则和交易对\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/general-endpoints#%E4%BA%A4%E6%98%93%E8%A7%84%E8%8C%83%E4%BF%A1%E6%81%AF\n */\nexport const getSpotExchangeInfo = (): Promise<ISpotExchangeInfo> =>\n  requestPublic<ISpotExchangeInfo>('GET', 'https://api.binance.com/api/v3/exchangeInfo');\n\n/**\n * 获取当前现货报价\n *\n *https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC%E6%8E%A5%E5%8F%A3\n */\nexport const getSpotTickerPrice = (params?: {\n  symbolStatus?: 'TRADING' | 'HALT' | 'BREAK';\n}): Promise<\n  {\n    symbol: string;\n    price: string;\n  }[]\n> => requestPublic('GET', 'https://api.binance.com/api/v3/ticker/price', params);\n"]}

package/lib/index.d.ts

@@ -4,4 +4,6 @@ import './public-data/product';
 import './public-data/quote';
 import './services/exchange';
 import './services/quotes';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,6BAA6B,CAAC;AACrC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC"}

package/lib/index.js

@@ -6,4 +6,6 @@ require("./public-data/product");
 require("./public-data/quote");
 require("./services/exchange");
 require("./services/quotes");
+require("./services/ohlc-service");
+require("./services/interest-rate-service");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,uCAAqC;AACrC,8BAA4B;AAC5B,iCAA+B;AAC/B,+BAA6B;AAC7B,+BAA6B;AAC7B,6BAA2B","sourcesContent":["import './public-data/interest_rate';\nimport './public-data/ohlc';\nimport './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,uCAAqC;AACrC,8BAA4B;AAC5B,iCAA+B;AAC/B,+BAA6B;AAC7B,+BAA6B;AAC7B,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C","sourcesContent":["import './public-data/interest_rate';\nimport './public-data/ohlc';\nimport './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/lib/public-data/quote.js

@@ -64,6 +64,20 @@ const futureRequestInterval$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFutur
 }));
 const futurePremiumIndex$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturePremiumIndex)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
 const futureBookTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFutureBookTicker)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
+const quoteFromSpotTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotTickerPrice)({})).pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.mergeMap)((entry) => [
+    {
+        datasource_id: 'BINANCE',
+        product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', entry.symbol),
+        last_price: entry.price,
+        updated_at: (0, utils_1.formatTime)(Date.now()),
+    },
+    {
+        datasource_id: 'BINANCE',
+        product_id: (0, utils_1.encodePath)('BINANCE', 'MARGIN', entry.symbol),
+        last_price: entry.price,
+        updated_at: (0, utils_1.formatTime)(Date.now()),
+    },
+]), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }));
 const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => {
     var _a;
     return ({
@@ -141,7 +155,7 @@ const quoteFromMarginRates$ = (0, rxjs_1.combineLatest)([marginPairs$, spotReque
     interest_rate_short: baseRate,
     updated_at: (0, utils_1.formatTime)(Date.now()),
 })))))))), (0, rxjs_1.repeat)({ delay: 60000 }));
-const quote$ = (0, rxjs_1.merge)(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$, quoteFromSpotBookTicker$, quoteFromMarginRates$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
+const quote$ = (0, rxjs_1.merge)(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$, quoteFromSpotBookTicker$, quoteFromMarginRates$, quoteFromSpotTicker$).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: 'BINANCE',
     product_id: group$.key,
 }), {}))), (0, rxjs_1.share)(), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));

package/lib/public-data/quote.js.map

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } 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  share,\n  shareReplay,\n  tap,\n  timer,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n  getFutureBookTicker,\n  getFutureExchangeInfo,\n  getFutureOpenInterest,\n  getFuturePremiumIndex,\n  getSpotBookTicker,\n  getSpotExchangeInfo,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;\nconst DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS = 500;\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 300_000;\n\ninterface IRateLimit {\n  rateLimitType?: string;\n  interval?: string;\n  intervalNum?: number;\n  limit?: number;\n}\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: IRateLimit[] | 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    console.info('!!!!!', item, duration);\n    const limit = item.limit;\n    if (duration == null || limit == null || limit <= 0) continue;\n    intervals.push(Math.ceil(duration / limit));\n  }\n  console.info('!!!!!', intervals);\n  if (!intervals.length) return fallbackMs;\n  return Math.max(fallbackMs, Math.max(...intervals));\n};\n\nconst openInterestCache = createCache<number>(\n  async (symbol: string) => {\n    try {\n      const data = await getFutureOpenInterest({ symbol });\n      return Number(data.openInterest ?? 0);\n    } catch (err) {\n      console.warn('getFutureOpenInterest failed', symbol, err);\n      return undefined;\n    }\n  },\n  {\n    expire: OPEN_INTEREST_TTL,\n  },\n);\n\nconst futureRequestInterval$ = defer(() => getFutureExchangeInfo()).pipe(\n  map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n  catchError((err) => {\n    console.warn('getFutureExchangeInfo failed when calculating request interval', err);\n    return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n  }),\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n  tap((v) => {\n    console.info(`!!!!Determined future request interval: ${v} ms`);\n  }),\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      last_price: entry.markPrice,\n      // Use the latest funding rate so that long pays when fundingRate > 0\n      interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n      interest_rate_short: entry.lastFundingRate,\n      interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromOpenInterest$ = combineLatest([futureBookTicker$, futureRequestInterval$]).pipe(\n  exhaustMap(([entries, requestInterval]) =>\n    from(entries || []).pipe(\n      concatMap((entry, index) =>\n        (index > 0 ? timer(requestInterval) : of(0)).pipe(\n          mergeMap(() => from(openInterestCache.query(entry.symbol))),\n          map(\n            (openInterest): Partial<IQuote> => ({\n              datasource_id: 'BINANCE',\n              product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n              open_interest: `${openInterest ?? 0}`,\n            }),\n          ),\n        ),\n      ),\n    ),\n  ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      bid_volume: entry.bidQty,\n      ask_volume: entry.askQty,\n      updated_at: formatTime(Date.now()),\n    }),\n  ),\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst marginInterestRateCache = createCache<string>(\n  async (asset: string) => {\n    try {\n      const data = await getMarginNextHourlyInterestRate({\n        assets: asset,\n        isIsolated: false,\n      });\n      return data[0]?.nextHourlyInterestRate;\n    } catch (err) {\n      return undefined;\n    }\n  },\n  {\n    expire: 60_000,\n  },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n  map((pairs) => {\n    if (!Array.isArray(pairs)) {\n      console.warn('getMarginAllPairs returned non-array payload', pairs);\n      return [];\n    }\n    return pairs;\n  }),\n  catchError((err) => {\n    console.warn('getMarginAllPairs failed', err);\n    return of([] as IMarginPair[]);\n  }),\n  repeat({ delay: 3600_000 }), // Refresh pair list hourly\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst spotRequestInterval$ = defer(() => getSpotExchangeInfo()).pipe(\n  map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS)),\n  catchError((err) => {\n    console.warn('getSpotExchangeInfo failed when calculating request interval', err);\n    return of(DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS);\n  }),\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n  tap((v) => {\n    console.info(`!!!!Determined spot request interval: ${v} ms`);\n  }),\n);\n\nconst quoteFromMarginRates$ = combineLatest([marginPairs$, spotRequestInterval$]).pipe(\n  mergeMap(([pairs, requestInterval]) =>\n    from(pairs).pipe(\n      concatMap((pair, index) =>\n        (index > 0 ? timer(requestInterval) : of(0)).pipe(\n          mergeMap(() => from(marginInterestRateCache.query(pair.base))),\n          mergeMap((baseRate) =>\n            timer(requestInterval).pipe(\n              mergeMap(() => from(marginInterestRateCache.query(pair.quote))),\n              map(\n                (quoteRate): Partial<IQuote> => ({\n                  datasource_id: 'BINANCE',\n                  product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n                  // User instruction: Long = Quote Rate, Short = Base Rate\n                  interest_rate_long: quoteRate,\n                  interest_rate_short: baseRate,\n                  updated_at: formatTime(Date.now()),\n                }),\n              ),\n            ),\n          ),\n        ),\n      ),\n    ),\n  ),\n  repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n  quoteFromPremiumIndex$,\n  quoteFromBookTicker$,\n  quoteFromOpenInterest$,\n  quoteFromSpotBookTicker$,\n  quoteFromMarginRates$,\n).pipe(\n  groupBy((quote) => quote.product_id),\n  mergeMap((group$) =>\n    group$.pipe(\n      scan(\n        (acc, cur) =>\n          Object.assign(acc, cur, {\n            datasource_id: 'BINANCE',\n            product_id: group$.key,\n          }),\n        {} as Partial<IQuote>,\n      ),\n    ),\n  ),\n  share(),\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: 1_000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n\n  terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n    const [datasourceId, productId] = decodePath(channel_id);\n    if (!datasourceId || !productId) {\n      throw new Error(`Invalid channel_id: ${channel_id}`);\n    }\n    return quote$.pipe(filter((quote) => quote.product_id === productId));\n  });\n}\n"]}
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{ createCache } from '@yuants/cache';\nimport { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } 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  share,\n  shareReplay,\n  tap,\n  timer,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n  getFutureBookTicker,\n  getFutureExchangeInfo,\n  getFutureOpenInterest,\n  getFuturePremiumIndex,\n  getSpotBookTicker,\n  getSpotExchangeInfo,\n  getSpotTickerPrice,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;\nconst DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS = 500;\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 300_000;\n\ninterface IRateLimit {\n  rateLimitType?: string;\n  interval?: string;\n  intervalNum?: number;\n  limit?: number;\n}\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: IRateLimit[] | 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    console.info('!!!!!', item, duration);\n    const limit = item.limit;\n    if (duration == null || limit == null || limit <= 0) continue;\n    intervals.push(Math.ceil(duration / limit));\n  }\n  console.info('!!!!!', intervals);\n  if (!intervals.length) return fallbackMs;\n  return Math.max(fallbackMs, Math.max(...intervals));\n};\n\nconst openInterestCache = createCache<number>(\n  async (symbol: string) => {\n    try {\n      const data = await getFutureOpenInterest({ symbol });\n      return Number(data.openInterest ?? 0);\n    } catch (err) {\n      console.warn('getFutureOpenInterest failed', symbol, err);\n      return undefined;\n    }\n  },\n  {\n    expire: OPEN_INTEREST_TTL,\n  },\n);\n\nconst futureRequestInterval$ = defer(() => getFutureExchangeInfo()).pipe(\n  map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n  catchError((err) => {\n    console.warn('getFutureExchangeInfo failed when calculating request interval', err);\n    return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n  }),\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n  tap((v) => {\n    console.info(`!!!!Determined future request interval: ${v} ms`);\n  }),\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromSpotTicker$ = defer(() => getSpotTickerPrice({})).pipe(\n  mergeMap((entries) => from(entries || [])),\n  mergeMap((entry): Partial<IQuote>[] => [\n    {\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n      last_price: entry.price,\n      updated_at: formatTime(Date.now()),\n    },\n    {\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'MARGIN', entry.symbol),\n      last_price: entry.price,\n      updated_at: formatTime(Date.now()),\n    },\n  ]),\n  repeat({ delay: 1_000 }),\n  retry({ delay: 1_000 }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      last_price: entry.markPrice,\n      // Use the latest funding rate so that long pays when fundingRate > 0\n      interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n      interest_rate_short: entry.lastFundingRate,\n      interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromOpenInterest$ = combineLatest([futureBookTicker$, futureRequestInterval$]).pipe(\n  exhaustMap(([entries, requestInterval]) =>\n    from(entries || []).pipe(\n      concatMap((entry, index) =>\n        (index > 0 ? timer(requestInterval) : of(0)).pipe(\n          mergeMap(() => from(openInterestCache.query(entry.symbol))),\n          map(\n            (openInterest): Partial<IQuote> => ({\n              datasource_id: 'BINANCE',\n              product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n              open_interest: `${openInterest ?? 0}`,\n            }),\n          ),\n        ),\n      ),\n    ),\n  ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      bid_volume: entry.bidQty,\n      ask_volume: entry.askQty,\n      updated_at: formatTime(Date.now()),\n    }),\n  ),\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst marginInterestRateCache = createCache<string>(\n  async (asset: string) => {\n    try {\n      const data = await getMarginNextHourlyInterestRate({\n        assets: asset,\n        isIsolated: false,\n      });\n      return data[0]?.nextHourlyInterestRate;\n    } catch (err) {\n      return undefined;\n    }\n  },\n  {\n    expire: 60_000,\n  },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n  map((pairs) => {\n    if (!Array.isArray(pairs)) {\n      console.warn('getMarginAllPairs returned non-array payload', pairs);\n      return [];\n    }\n    return pairs;\n  }),\n  catchError((err) => {\n    console.warn('getMarginAllPairs failed', err);\n    return of([] as IMarginPair[]);\n  }),\n  repeat({ delay: 3600_000 }), // Refresh pair list hourly\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst spotRequestInterval$ = defer(() => getSpotExchangeInfo()).pipe(\n  map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS)),\n  catchError((err) => {\n    console.warn('getSpotExchangeInfo failed when calculating request interval', err);\n    return of(DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS);\n  }),\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n  tap((v) => {\n    console.info(`!!!!Determined spot request interval: ${v} ms`);\n  }),\n);\n\nconst quoteFromMarginRates$ = combineLatest([marginPairs$, spotRequestInterval$]).pipe(\n  mergeMap(([pairs, requestInterval]) =>\n    from(pairs).pipe(\n      concatMap((pair, index) =>\n        (index > 0 ? timer(requestInterval) : of(0)).pipe(\n          mergeMap(() => from(marginInterestRateCache.query(pair.base))),\n          mergeMap((baseRate) =>\n            timer(requestInterval).pipe(\n              mergeMap(() => from(marginInterestRateCache.query(pair.quote))),\n              map(\n                (quoteRate): Partial<IQuote> => ({\n                  datasource_id: 'BINANCE',\n                  product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n                  // User instruction: Long = Quote Rate, Short = Base Rate\n                  interest_rate_long: quoteRate,\n                  interest_rate_short: baseRate,\n                  updated_at: formatTime(Date.now()),\n                }),\n              ),\n            ),\n          ),\n        ),\n      ),\n    ),\n  ),\n  repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n  quoteFromPremiumIndex$,\n  quoteFromBookTicker$,\n  quoteFromOpenInterest$,\n  quoteFromSpotBookTicker$,\n  quoteFromMarginRates$,\n  quoteFromSpotTicker$,\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: 'BINANCE',\n            product_id: group$.key,\n          }),\n        {} as Partial<IQuote>,\n      ),\n    ),\n  ),\n  share(),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      setMetricsQuoteState(terminal.terminal_id),\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1_000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n\n  terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n    const [datasourceId, productId] = decodePath(channel_id);\n    if (!datasourceId || !productId) {\n      throw new Error(`Invalid channel_id: ${channel_id}`);\n    }\n    return quote$.pipe(filter((quote) => quote.product_id === productId));\n  });\n}\n"]}

package/lib/services/accounts/unified.d.ts

@@ -1,4 +1,4 @@
 import { IPosition } from '@yuants/data-account';
 import { ICredential } from '../../api/private-api';
-export declare const getUnifiedAccountInfo: (credential: ICredential) => Promise<IPosition[]>;
+export declare const getPositions: (credential: ICredential) => Promise<IPosition[]>;
 //# sourceMappingURL=unified.d.ts.map

package/lib/services/accounts/unified.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"unified.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAMnE,OAAO,EAKL,WAAW,EACZ,MAAM,uBAAuB,CAAC;AAa/B,eAAO,MAAM,YAAY,eAAsB,WAAW,KAAG,QAAQ,SAAS,EAAE,CA6F/E,CAAC"}

package/lib/services/accounts/unified.js

@@ -1,15 +1,28 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getUnifiedAccountInfo = void 0;
+exports.getPositions = void 0;
+const cache_1 = require("@yuants/cache");
 const data_account_1 = require("@yuants/data-account");
+const protocol_1 = require("@yuants/protocol");
+const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const client_1 = require("../../api/client");
 const private_api_1 = require("../../api/private-api");
-const public_api_1 = require("../../api/public-api");
-const getUnifiedAccountInfo = async (credential) => {
-    const [balanceRes, umAccountRes] = await Promise.all([
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const quoteCache = (0, cache_1.createCache)(async (product_id) => {
+    const sql = `select * from quote where product_id = ${(0, sql_1.escapeSQL)(product_id)}`;
+    const [quote] = await (0, sql_1.requestSQL)(terminal, sql);
+    return quote;
+}, { expire: 10000 });
+const getPositions = async (credential) => {
+    var _a, _b;
+    const [balanceRes, umAccountRes, res, fundingAsset] = await Promise.all([
         (0, private_api_1.getUnifiedAccountBalance)(credential),
         (0, private_api_1.getUnifiedUmAccount)(credential),
+        (0, private_api_1.getSpotAccountInfo)(credential, { omitZeroBalances: true }),
+        (0, private_api_1.getFundingAsset)(credential, {
+            timestamp: Date.now(),
+        }),
     ]);
     if ((0, client_1.isApiError)(balanceRes)) {
         throw new Error(balanceRes.msg);
@@ -17,50 +30,58 @@ const getUnifiedAccountInfo = async (credential) => {
     if ((0, client_1.isApiError)(umAccountRes)) {
         throw new Error(umAccountRes.msg);
     }
-    const positions = umAccountRes.positions
-        .filter((position) => +position.positionAmt !== 0)
-        .map((position) => ({
-        position_id: `${position.symbol}/${position.positionSide}`,
-        datasource_id: 'BINANCE',
-        product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', position.symbol),
-        direction: position.positionSide === 'LONG'
-            ? 'LONG'
-            : position.positionSide === 'SHORT'
-                ? 'SHORT'
-                : position.positionSide === 'BOTH'
-                    ? 'BOTH'
-                    : 'UNKNOWN',
-        volume: Math.abs(+position.positionAmt),
-        free_volume: Math.abs(+position.positionAmt),
-        position_price: +position.entryPrice,
-        // ISSUE: positionAmt 有正负，这里计算有个 trick，不需要区分仓位方向
-        closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,
-        floating_profit: +position.unrealizedProfit,
-        valuation: +position.positionAmt *
-            (+position.entryPrice +
-                (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),
-    }));
-    const prices = await (0, public_api_1.getSpotTickerPrice)({
-        symbols: JSON.stringify([
-            ...new Set([
-                ...balanceRes
-                    .map((balance) => {
-                    const match = balance.asset.match(/^LD(\w+)$/);
-                    let symbol = balance.asset;
-                    if (match) {
-                        symbol = match[1];
-                    }
-                    if (symbol === 'USDT')
-                        return '';
-                    return `${symbol}USDT`;
-                })
-                    .filter(Boolean),
-            ]),
-        ]),
-    });
-    const balancePositions = balanceRes.map((position) => {
-        var _a, _b;
-        return (0, data_account_1.makeSpotPosition)({
+    if ((0, client_1.isApiError)(res)) {
+        throw new Error(res.msg);
+    }
+    if ((0, client_1.isApiError)(fundingAsset)) {
+        throw new Error(fundingAsset.msg);
+    }
+    const positions = [];
+    for (const balance of [...res.balances, ...fundingAsset]) {
+        const volume = +balance.free + +balance.locked;
+        if (!volume)
+            continue;
+        positions.push((0, data_account_1.makeSpotPosition)({
+            position_id: `spot/${balance.asset}`,
+            datasource_id: 'BINANCE',
+            product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', `${balance.asset}`),
+            volume,
+            free_volume: +balance.free,
+            closable_price: balance.asset === 'USDT'
+                ? 1
+                : +(((_a = (await quoteCache.query((0, utils_1.encodePath)('BINANCE', 'SPOT', `${balance.asset}USDT`)))) === null || _a === void 0 ? void 0 : _a.last_price) ||
+                    0),
+        }));
+    }
+    for (const position of umAccountRes.positions) {
+        if (+position.positionAmt === 0)
+            continue;
+        positions.push({
+            position_id: `${position.symbol}/${position.positionSide}`,
+            datasource_id: 'BINANCE',
+            product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', position.symbol),
+            direction: position.positionSide === 'LONG'
+                ? 'LONG'
+                : position.positionSide === 'SHORT'
+                    ? 'SHORT'
+                    : position.positionSide === 'BOTH'
+                        ? 'BOTH'
+                        : 'UNKNOWN',
+            volume: Math.abs(+position.positionAmt),
+            free_volume: Math.abs(+position.positionAmt),
+            position_price: +position.entryPrice,
+            // ISSUE: positionAmt 有正负，这里计算有个 trick，不需要区分仓位方向
+            closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,
+            floating_profit: +position.unrealizedProfit,
+            valuation: +position.positionAmt *
+                (+position.entryPrice +
+                    (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),
+        });
+    }
+    for (const position of balanceRes) {
+        if (+position.totalWalletBalance === 0)
+            continue;
+        positions.push((0, data_account_1.makeSpotPosition)({
             position_id: `UNIFIED-SPOT/${position.asset}`,
             datasource_id: 'BINANCE',
             product_id: (0, utils_1.encodePath)('BINANCE', 'UNIFIED-SPOT', position.asset),
@@ -68,12 +89,10 @@ const getUnifiedAccountInfo = async (credential) => {
             free_volume: +position.crossMarginFree,
             closable_price: position.asset === 'USDT'
                 ? 1
-                : Array.isArray(prices)
-                    ? +((_b = (_a = prices.find((item) => item.symbol === `${position.asset}USDT`)) === null || _a === void 0 ? void 0 : _a.price) !== null && _b !== void 0 ? _b : 0)
-                    : 0,
-        });
-    });
-    return [...balancePositions, ...positions];
+                : +(((_b = (await quoteCache.query((0, utils_1.encodePath)('BINANCE', 'SPOT', `${position.asset}USDT`)))) === null || _b === void 0 ? void 0 : _b.last_price) || 0),
+        }));
+    }
+    return positions;
 };
-exports.getUnifiedAccountInfo = getUnifiedAccountInfo;
+exports.getPositions = getPositions;
 //# sourceMappingURL=unified.js.map

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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/${position.asset}`,\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'UNIFIED-SPOT', position.asset),\n      volume: +position.totalWalletBalance,\n      free_volume: +position.crossMarginFree,\n      closable_price:\n        position.asset === 'USDT'\n          ? 1\n          : Array.isArray(prices)\n          ? +(prices.find((item) => item.symbol === `${position.asset}USDT`)?.price ?? 0)\n          : 0,\n    }),\n  );\n  return [...balancePositions, ...positions];\n};\n"]}
+{"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAC5C,uDAAmE;AAEnE,+CAA4C;AAC5C,qCAAoD;AACpD,yCAA2C;AAC3C,6CAA8C;AAC9C,uDAM+B;AAE/B,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,IAAA,mBAAW,EAC5B,KAAK,EAAE,UAAU,EAAE,EAAE;IACnB,MAAM,GAAG,GAAG,0CAA0C,IAAA,eAAS,EAAC,UAAU,CAAC,EAAE,CAAC;IAC9E,MAAM,CAAC,KAAK,CAAC,GAAG,MAAM,IAAA,gBAAU,EAAW,QAAQ,EAAE,GAAG,CAAC,CAAC;IAC1D,OAAO,KAAK,CAAC;AACf,CAAC,EACD,EAAE,MAAM,EAAE,KAAM,EAAE,CACnB,CAAC;AAEK,MAAM,YAAY,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;;IAClF,MAAM,CAAC,UAAU,EAAE,YAAY,EAAE,GAAG,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACtE,IAAA,sCAAwB,EAAC,UAAU,CAAC;QACpC,IAAA,iCAAmB,EAAC,UAAU,CAAC;QAC/B,IAAA,gCAAkB,EAAC,UAAU,EAAE,EAAE,gBAAgB,EAAE,IAAI,EAAE,CAAC;QAC1D,IAAA,6BAAe,EAAC,UAAU,EAAE;YAC1B,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;SACtB,CAAC;KACH,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;IACD,IAAI,IAAA,mBAAU,EAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;KAC1B;IACD,IAAI,IAAA,mBAAU,EAAC,YAAY,CAAC,EAAE;QAC5B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;KACnC;IAED,MAAM,SAAS,GAAgB,EAAE,CAAC;IAElC,KAAK,MAAM,OAAO,IAAI,CAAC,GAAG,GAAG,CAAC,QAAQ,EAAE,GAAG,YAAY,CAAC,EAAE;QACxD,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,IAAI,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC;QAC/C,IAAI,CAAC,MAAM;YAAE,SAAS;QACtB,SAAS,CAAC,IAAI,CACZ,IAAA,+BAAgB,EAAC;YACf,WAAW,EAAE,QAAQ,OAAO,CAAC,KAAK,EAAE;YACpC,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,SAAS,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,KAAK,EAAE,CAAC;YAC7D,MAAM;YACN,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI;YAC1B,cAAc,EACZ,OAAO,CAAC,KAAK,KAAK,MAAM;gBACtB,CAAC,CAAC,CAAC;gBACH,CAAC,CAAC,CAAC,CACC,CAAA,MAAA,CAAC,MAAM,UAAU,CAAC,KAAK,CAAC,IAAA,kBAAU,EAAC,SAAS,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,KAAK,MAAM,CAAC,CAAC,CAAC,0CAAE,UAAU;oBAC3F,CAAC,CACF;SACR,CAAC,CACH,CAAC;KACH;IAED,KAAK,MAAM,QAAQ,IAAI,YAAY,CAAC,SAAS,EAAE;QAC7C,IAAI,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC;YAAE,SAAS;QAC1C,SAAS,CAAC,IAAI,CAAC;YACb,WAAW,EAAE,GAAG,QAAQ,CAAC,MAAM,IAAI,QAAQ,CAAC,YAAY,EAAE;YAC1D,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,SAAS,EAAE,aAAa,EAAE,QAAQ,CAAC,MAAM,CAAC;YACjE,SAAS,EACP,QAAQ,CAAC,YAAY,KAAK,MAAM;gBAC9B,CAAC,CAAC,MAAM;gBACR,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,OAAO;oBACnC,CAAC,CAAC,OAAO;oBACT,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,MAAM;wBAClC,CAAC,CAAC,MAAM;wBACR,CAAC,CAAC,SAAS;YACf,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,WAAW,CAAC;YACvC,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,CAAC,WAAW,CAAC;YAC5C,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU;YACpC,gDAAgD;YAChD,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU,GAAG,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW;YACzF,eAAe,EAAE,CAAC,QAAQ,CAAC,gBAAgB;YAC3C,SAAS,EACP,CAAC,QAAQ,CAAC,WAAW;gBACrB,CAAC,CAAC,QAAQ,CAAC,UAAU;oBACnB,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;SAC5F,CAAC,CAAC;KACJ;IAED,KAAK,MAAM,QAAQ,IAAI,UAAU,EAAE;QACjC,IAAI,CAAC,QAAQ,CAAC,kBAAkB,KAAK,CAAC;YAAE,SAAS;QACjD,SAAS,CAAC,IAAI,CACZ,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,CAAC,CACC,CAAA,MAAA,CAAC,MAAM,UAAU,CAAC,KAAK,CAAC,IAAA,kBAAU,EAAC,SAAS,EAAE,MAAM,EAAE,GAAG,QAAQ,CAAC,KAAK,MAAM,CAAC,CAAC,CAAC,0CAC5E,UAAU,KAAI,CAAC,CACpB;SACR,CAAC,CACH,CAAC;KACH;IAED,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AA7FW,QAAA,YAAY,gBA6FvB","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport {\n  getFundingAsset,\n  getSpotAccountInfo,\n  getUnifiedAccountBalance,\n  getUnifiedUmAccount,\n  ICredential,\n} from '../../api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst quoteCache = createCache<IQuote>(\n  async (product_id) => {\n    const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n    const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n    return quote;\n  },\n  { expire: 10_000 },\n);\n\nexport const getPositions = async (credential: ICredential): Promise<IPosition[]> => {\n  const [balanceRes, umAccountRes, res, fundingAsset] = await Promise.all([\n    getUnifiedAccountBalance(credential),\n    getUnifiedUmAccount(credential),\n    getSpotAccountInfo(credential, { omitZeroBalances: true }),\n    getFundingAsset(credential, {\n      timestamp: Date.now(),\n    }),\n  ]);\n  if (isApiError(balanceRes)) {\n    throw new Error(balanceRes.msg);\n  }\n  if (isApiError(umAccountRes)) {\n    throw new Error(umAccountRes.msg);\n  }\n  if (isApiError(res)) {\n    throw new Error(res.msg);\n  }\n  if (isApiError(fundingAsset)) {\n    throw new Error(fundingAsset.msg);\n  }\n\n  const positions: IPosition[] = [];\n\n  for (const balance of [...res.balances, ...fundingAsset]) {\n    const volume = +balance.free + +balance.locked;\n    if (!volume) continue;\n    positions.push(\n      makeSpotPosition({\n        position_id: `spot/${balance.asset}`,\n        datasource_id: 'BINANCE',\n        product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}`),\n        volume,\n        free_volume: +balance.free,\n        closable_price:\n          balance.asset === 'USDT'\n            ? 1\n            : +(\n                (await quoteCache.query(encodePath('BINANCE', 'SPOT', `${balance.asset}USDT`)))?.last_price ||\n                0\n              ),\n      }),\n    );\n  }\n\n  for (const position of umAccountRes.positions) {\n    if (+position.positionAmt === 0) continue;\n    positions.push({\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\n  for (const position of balanceRes) {\n    if (+position.totalWalletBalance === 0) continue;\n    positions.push(\n      makeSpotPosition({\n        position_id: `UNIFIED-SPOT/${position.asset}`,\n        datasource_id: 'BINANCE',\n        product_id: encodePath('BINANCE', 'UNIFIED-SPOT', position.asset),\n        volume: +position.totalWalletBalance,\n        free_volume: +position.crossMarginFree,\n        closable_price:\n          position.asset === 'USDT'\n            ? 1\n            : +(\n                (await quoteCache.query(encodePath('BINANCE', 'SPOT', `${position.asset}USDT`)))\n                  ?.last_price || 0\n              ),\n      }),\n    );\n  }\n\n  return positions;\n};\n"]}

package/lib/services/exchange.js

@@ -2,10 +2,8 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 const exchange_1 = require("@yuants/exchange");
 const protocol_1 = require("@yuants/protocol");
-const utils_1 = require("@yuants/utils");
 const product_1 = require("../public-data/product");
 const profile_1 = require("./accounts/profile");
-const spot_1 = require("./accounts/spot");
 const unified_1 = require("./accounts/unified");
 const cancelOrder_1 = require("./orders/cancelOrder");
 const listOrders_1 = require("./orders/listOrders");
@@ -24,13 +22,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
     },
     getCredentialId: profile_1.getCredentialId,
     listProducts: product_1.listProducts,
-    getPositions: async function (credential) {
-        const [uFuturePositions, spotPositions] = await Promise.all([
-            (0, unified_1.getUnifiedAccountInfo)(credential),
-            (0, spot_1.getSpotAccountInfoSnapshot)(credential),
-        ]);
-        return [...uFuturePositions, ...spotPositions];
-    },
+    getPositions: unified_1.getPositions,
     getOrders: async function (credential) {
         const [umOrders, spotOrders] = await Promise.all([
             (0, listOrders_1.listUnifiedUmOrders)(credential),
@@ -39,16 +31,8 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
         return [...umOrders, ...spotOrders];
     },
     getPositionsByProductId: async function (credential, product_id) {
-        const [_, instType] = (0, utils_1.decodePath)(product_id); // BINANCE/USDT-FUTURE/ADAUSDT
-        if (instType === 'SPOT') {
-            const positions = await (0, spot_1.getSpotAccountInfoSnapshot)(credential);
-            return positions.filter((position) => position.product_id === product_id);
-        }
-        if (instType === 'USDT-FUTURE') {
-            const positions = await (0, unified_1.getUnifiedAccountInfo)(credential);
-            return positions.filter((position) => position.product_id === product_id);
-        }
-        throw new Error(`Unsupported instType: ${instType}`);
+        const positions = await (0, unified_1.getPositions)(credential);
+        return positions.filter((position) => position.product_id === product_id);
     },
     getOrdersByProductId: listOrders_1.getOrdersByProductId,
     submitOrder: submitOrder_1.submitOrder,