@yuants/vendor-binance 0.11.4 → 0.12.1

package/lib/services/exchange.js.map

@@ -1 +1 @@
-{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":";;AAEA,+CAA2D;AAC3D,+CAA4C;AAC5C,yCAA2C;AAE3C,oDAAsD;AACtD,gDAAqD;AACrD,0CAA6D;AAC7D,gDAA2D;AAC3D,sDAAmD;AACnD,oDAAgG;AAChG,sDAAmD;AACnD,sDAAmD;AAEnD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAuB,EAAc,QAAQ,EAAE;IAC7C,IAAI,EAAE,SAAS;IACf,gBAAgB,EAAE;QAChB,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;QACtC,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF;IACD,eAAe,EAAf,yBAAe;IACf,YAAY,EAAZ,sBAAY;IACZ,YAAY,EAAE,KAAK,WAAW,UAAuB;QACnD,MAAM,CAAC,gBAAgB,EAAE,aAAa,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC1D,IAAA,+BAAqB,EAAC,UAAU,CAAC;YACjC,IAAA,iCAA0B,EAAC,UAAU,CAAC;SACvC,CAAC,CAAC;QACH,OAAO,CAAC,GAAG,gBAAgB,EAAE,GAAG,aAAa,CAAC,CAAC;IACjD,CAAC;IACD,SAAS,EAAE,KAAK,WAAW,UAAuB;QAChD,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC/C,IAAA,gCAAmB,EAAC,UAAU,CAAC;YAC/B,IAAA,2BAAc,EAAC,UAAU,CAAC;SAC3B,CAAC,CAAC;QACH,OAAO,CAAC,GAAG,QAAQ,EAAE,GAAG,UAAU,CAAC,CAAC;IACtC,CAAC;IACD,uBAAuB,EAAE,KAAK,WAC5B,UAAuB,EACvB,UAAkB;QAElB,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;QAC5E,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,SAAS,GAAG,MAAM,IAAA,iCAA0B,EAAC,UAAU,CAAC,CAAC;YAC/D,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SAC3E;QACD,IAAI,QAAQ,KAAK,aAAa,EAAE;YAC9B,MAAM,SAAS,GAAG,MAAM,IAAA,+BAAqB,EAAC,UAAU,CAAC,CAAC;YAC1D,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SAC3E;QACD,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;IACvD,CAAC;IACD,oBAAoB,EAApB,iCAAoB;IACpB,WAAW,EAAX,yBAAW;IACX,WAAW,EAAX,yBAAW;IACX,WAAW,EAAX,yBAAW;CACZ,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { provideExchangeServices } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath } from '@yuants/utils';\nimport { ICredential } from '../api/client';\nimport { listProducts } from '../public-data/product';\nimport { getCredentialId } from './accounts/profile';\nimport { getSpotAccountInfoSnapshot } from './accounts/spot';\nimport { getUnifiedAccountInfo } from './accounts/unified';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { getOrdersByProductId, listSpotOrders, listUnifiedUmOrders } from './orders/listOrders';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideExchangeServices<ICredential>(terminal, {\n  name: 'BINANCE',\n  credentialSchema: {\n    type: 'object',\n    required: ['access_key', 'secret_key'],\n    properties: {\n      access_key: { type: 'string' },\n      secret_key: { type: 'string' },\n    },\n  },\n  getCredentialId,\n  listProducts,\n  getPositions: async function (credential: ICredential): Promise<IPosition[]> {\n    const [uFuturePositions, spotPositions] = await Promise.all([\n      getUnifiedAccountInfo(credential),\n      getSpotAccountInfoSnapshot(credential),\n    ]);\n    return [...uFuturePositions, ...spotPositions];\n  },\n  getOrders: async function (credential: ICredential): Promise<IOrder[]> {\n    const [umOrders, spotOrders] = await Promise.all([\n      listUnifiedUmOrders(credential),\n      listSpotOrders(credential),\n    ]);\n    return [...umOrders, ...spotOrders];\n  },\n  getPositionsByProductId: async function (\n    credential: ICredential,\n    product_id: string,\n  ): Promise<IPosition[]> {\n    const [_, instType] = decodePath(product_id); // BINANCE/USDT-FUTURE/ADAUSDT\n    if (instType === 'SPOT') {\n      const positions = await getSpotAccountInfoSnapshot(credential);\n      return positions.filter((position) => position.product_id === product_id);\n    }\n    if (instType === 'USDT-FUTURE') {\n      const positions = await getUnifiedAccountInfo(credential);\n      return positions.filter((position) => position.product_id === product_id);\n    }\n    throw new Error(`Unsupported instType: ${instType}`);\n  },\n  getOrdersByProductId,\n  submitOrder,\n  modifyOrder,\n  cancelOrder,\n});\n"]}
+{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":";;AAEA,+CAA2D;AAC3D,+CAA4C;AAE5C,oDAAsD;AACtD,gDAAqD;AACrD,gDAAkD;AAClD,sDAAmD;AACnD,oDAAgG;AAChG,sDAAmD;AACnD,sDAAmD;AAEnD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAuB,EAAc,QAAQ,EAAE;IAC7C,IAAI,EAAE,SAAS;IACf,gBAAgB,EAAE;QAChB,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;QACtC,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF;IACD,eAAe,EAAf,yBAAe;IACf,YAAY,EAAZ,sBAAY;IACZ,YAAY,EAAE,sBAAY;IAC1B,SAAS,EAAE,KAAK,WAAW,UAAuB;QAChD,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC/C,IAAA,gCAAmB,EAAC,UAAU,CAAC;YAC/B,IAAA,2BAAc,EAAC,UAAU,CAAC;SAC3B,CAAC,CAAC;QACH,OAAO,CAAC,GAAG,QAAQ,EAAE,GAAG,UAAU,CAAC,CAAC;IACtC,CAAC;IACD,uBAAuB,EAAE,KAAK,WAC5B,UAAuB,EACvB,UAAkB;QAElB,MAAM,SAAS,GAAG,MAAM,IAAA,sBAAY,EAAC,UAAU,CAAC,CAAC;QACjD,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IAC5E,CAAC;IACD,oBAAoB,EAApB,iCAAoB;IACpB,WAAW,EAAX,yBAAW;IACX,WAAW,EAAX,yBAAW;IACX,WAAW,EAAX,yBAAW;CACZ,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { provideExchangeServices } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from '../api/client';\nimport { listProducts } from '../public-data/product';\nimport { getCredentialId } from './accounts/profile';\nimport { getPositions } from './accounts/unified';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { getOrdersByProductId, listSpotOrders, listUnifiedUmOrders } from './orders/listOrders';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideExchangeServices<ICredential>(terminal, {\n  name: 'BINANCE',\n  credentialSchema: {\n    type: 'object',\n    required: ['access_key', 'secret_key'],\n    properties: {\n      access_key: { type: 'string' },\n      secret_key: { type: 'string' },\n    },\n  },\n  getCredentialId,\n  listProducts,\n  getPositions: getPositions,\n  getOrders: async function (credential: ICredential): Promise<IOrder[]> {\n    const [umOrders, spotOrders] = await Promise.all([\n      listUnifiedUmOrders(credential),\n      listSpotOrders(credential),\n    ]);\n    return [...umOrders, ...spotOrders];\n  },\n  getPositionsByProductId: async function (\n    credential: ICredential,\n    product_id: string,\n  ): Promise<IPosition[]> {\n    const positions = await getPositions(credential);\n    return positions.filter((position) => position.product_id === product_id);\n  },\n  getOrdersByProductId,\n  submitOrder,\n  modifyOrder,\n  cancelOrder,\n});\n"]}

package/lib/services/interest-rate-service.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=interest-rate-service.d.ts.map

package/lib/services/interest-rate-service.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.d.ts","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":""}

package/lib/services/interest-rate-service.js

@@ -0,0 +1,78 @@
+"use strict";
+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 private_api_1 = require("../api/private-api");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.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 WINDOW_MS = 365 * 24 * 3600000;
+const fetchUsdtFutureFundingRateForward = async (req) => {
+    const [, instType, symbol] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'USDT-FUTURE' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const startTime = req.time;
+    const res = await (0, public_api_1.getFutureFundingRate)({
+        symbol,
+        startTime,
+        endTime: startTime + WINDOW_MS,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((v) => {
+        const ms = Number(v.fundingTime);
+        const rate = Number(v.fundingRate);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'BINANCE',
+            created_at: (0, utils_1.formatTime)(ms),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= startTime);
+};
+const fetchMarginBorrowRateForward = async (req) => {
+    const [, instType, asset] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'MARGIN' || !asset)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const startTime = req.time;
+    const res = await (0, private_api_1.getMarginInterestRateHistory)({
+        asset,
+        startTime,
+        endTime: startTime + WINDOW_MS,
+        limit: 100,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((v) => {
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'BINANCE',
+            created_at: (0, utils_1.formatTime)(v.timestamp),
+            long_rate: v.dailyInterestRate,
+            short_rate: '0',
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= startTime);
+};
+(0, exchange_1.provideInterestRateService)(terminal, {
+    product_id_prefix: 'BINANCE/USDT-FUTURE/',
+    direction: 'forward',
+}, fetchUsdtFutureFundingRateForward, INGEST_SERVICE_OPTIONS);
+(0, exchange_1.provideInterestRateService)(terminal, {
+    product_id_prefix: 'BINANCE/MARGIN/',
+    direction: 'forward',
+}, fetchMarginBorrowRateForward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=interest-rate-service.js.map

package/lib/services/interest-rate-service.js.map

@@ -0,0 +1 @@
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[])\n    .map((v): IInterestRate => {\n      const ms = Number(v.fundingTime);\n      const rate = Number(v.fundingRate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'BINANCE',\n        created_at: formatTime(ms),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nconst fetchMarginBorrowRateForward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, asset] = decodePath(req.product_id);\n  if (instType !== 'MARGIN' || !asset) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const startTime = req.time;\n  const res = await getMarginInterestRateHistory({\n    asset,\n    startTime,\n    endTime: startTime + WINDOW_MS,\n    limit: 100,\n  });\n\n  return (res ?? [])\n    .map((v): IInterestRate => {\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'BINANCE',\n        created_at: formatTime(v.timestamp),\n        long_rate: v.dailyInterestRate,\n        short_rate: '0',\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/USDT-FUTURE/',\n    direction: 'forward',\n  },\n  fetchUsdtFutureFundingRateForward,\n  INGEST_SERVICE_OPTIONS,\n);\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/MARGIN/',\n    direction: 'forward',\n  },\n  fetchMarginBorrowRateForward,\n  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/lib/services/ohlc-service.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=ohlc-service.d.ts.map

package/lib/services/ohlc-service.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-service.d.ts","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":""}

package/lib/services/ohlc-service.js

@@ -0,0 +1,83 @@
+"use strict";
+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 client_1 = require("../api/client");
+const terminal = protocol_1.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] = (0, utils_1.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: ${req.duration}`);
+    const offset = (0, utils_1.convertDurationToOffset)(req.duration);
+    const endedAtMs = req.time;
+    const baseUrl = instType === 'USDT-FUTURE'
+        ? 'https://fapi.binance.com/fapi/v1/klines'
+        : 'https://api.binance.com/api/v3/klines';
+    const res = await (0, client_1.requestPublic)('GET', baseUrl, {
+        symbol,
+        interval,
+        endTime: endedAtMs,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((k) => ({
+        series_id: req.series_id,
+        datasource_id: 'BINANCE',
+        product_id: req.product_id,
+        duration: req.duration,
+        created_at: (0, utils_1.formatTime)(k[0]),
+        closed_at: (0, utils_1.formatTime)(k[0] + offset),
+        open: `${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);
+};
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'BINANCE/USDT-FUTURE/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'BINANCE/SPOT/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+(0, exchange_1.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/lib/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/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-binance",
-	"version": "0.11.4",
+	"version": "0.12.1",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,19 +8,19 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.53.3",
-		"@yuants/data-account": "0.11.0",
-		"@yuants/cache": "0.3.4",
-		"@yuants/data-quote": "0.4.0",
-		"@yuants/utils": "0.15.0",
-		"@yuants/data-series": "0.3.53",
-		"@yuants/sql": "0.9.31",
-		"@yuants/data-product": "0.5.1",
-		"@yuants/data-ohlc": "0.4.23",
-		"@yuants/data-order": "0.7.1",
-		"@yuants/data-interest-rate": "0.1.49",
-		"@yuants/transfer": "0.2.40",
-		"@yuants/exchange": "0.8.0",
+		"@yuants/protocol": "0.53.4",
+		"@yuants/data-account": "0.11.1",
+		"@yuants/cache": "0.3.5",
+		"@yuants/data-quote": "0.4.1",
+		"@yuants/utils": "0.16.0",
+		"@yuants/data-series": "0.3.54",
+		"@yuants/sql": "0.9.32",
+		"@yuants/data-product": "0.5.2",
+		"@yuants/data-ohlc": "0.5.0",
+		"@yuants/data-order": "0.7.2",
+		"@yuants/data-interest-rate": "0.2.0",
+		"@yuants/transfer": "0.2.41",
+		"@yuants/exchange": "0.8.2",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {
@@ -30,7 +30,7 @@
 		"@rushstack/heft-node-rig": "~1.10.7",
 		"@types/heft-jest": "1.0.3",
 		"@types/node": "22",
-		"@yuants/extension": "0.2.32",
+		"@yuants/extension": "0.2.33",
 		"@yuants/tool-kit": "0.2.1",
 		"typescript": "~4.7.4",
 		"ts-node": "~10.9.2"

package/temp/package-deps.json

@@ -1,7 +1,7 @@
 {
     "apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
-    "apps/vendor-binance/CHANGELOG.json": "390e36916be2e24d321d29eeda164b6a2dda15c5",
-    "apps/vendor-binance/CHANGELOG.md": "461aa990529c3e2fb1c28272f5c28d446251809c",
+    "apps/vendor-binance/CHANGELOG.json": "4edeebc3c7f17502729a21554f5e208a63bd987a",
+    "apps/vendor-binance/CHANGELOG.md": "624967c564b9ba92f724f9af99d4287b67bf9463",
     "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
     "apps/vendor-binance/SESSION_NOTES.md": "dd49b3364394c502fdcaf687ed5942811d89abe9",
     "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
@@ -9,20 +9,21 @@
     "apps/vendor-binance/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-binance/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-binance/etc/vendor-binance.api.md": "2094b84e9b5e7503f5c42b31fffee8d7db47fe7b",
-    "apps/vendor-binance/package.json": "5a15ddb508ecceb0153685fb5b8464bf454f4e93",
+    "apps/vendor-binance/package.json": "1a47aa1461e10951709995db398e7194ea8e54f7",
     "apps/vendor-binance/src/api/client.ts": "fab85d85d10577f0b6430a551dab46d7c1d2258a",
     "apps/vendor-binance/src/api/private-api.ts": "982c1902b8417aba1f75df5fa63db76dfc416dac",
-    "apps/vendor-binance/src/api/public-api.ts": "70dc33214e05ec3ead45271bfae70abdb0623c1e",
-    "apps/vendor-binance/src/index.ts": "23922476534fcc827c7501e5baa5bd8558f37a66",
+    "apps/vendor-binance/src/api/public-api.ts": "3cf90196c9632f2d25ae41a2b6cc9145808af5b3",
+    "apps/vendor-binance/src/index.ts": "8a1559cfd02fccf4d9c6686669bf177d86b62106",
     "apps/vendor-binance/src/legacy_index.ts": "a2b44c041aa7ef1f4b77249e11f84d97cde5525f",
     "apps/vendor-binance/src/public-data/interest_rate.ts": "a197c30a2cf8acbb389fed8c0687a091320d8113",
     "apps/vendor-binance/src/public-data/ohlc.ts": "bb4f791f96064eca7d45d361ea36cb8ba0ab8fe0",
     "apps/vendor-binance/src/public-data/product.ts": "8879f59f4b5ee5925c5becef5fce5492e2f30f42",
-    "apps/vendor-binance/src/public-data/quote.ts": "392ca103f00f6462528a24d5ba3c00a86554abcc",
+    "apps/vendor-binance/src/public-data/quote.ts": "a15d2df38a391bd360cb6a1ac16706de04fd529b",
     "apps/vendor-binance/src/services/accounts/profile.ts": "1d23b04d19c078e8c21f41efd6ca3db37b0bd206",
-    "apps/vendor-binance/src/services/accounts/spot.ts": "7561d3054c967b48711a4dcedf96946eeab9fab4",
-    "apps/vendor-binance/src/services/accounts/unified.ts": "46c772fdad40056462b0b28848d46944954518c8",
-    "apps/vendor-binance/src/services/exchange.ts": "c989e025b771f5d5c49efcc779ca388dfb1d488d",
+    "apps/vendor-binance/src/services/accounts/unified.ts": "26cd40a714936c8ba0e5305ce362f353c2b91435",
+    "apps/vendor-binance/src/services/exchange.ts": "0e81f5219d534e0ab560b11c346df28bd3b8ce54",
+    "apps/vendor-binance/src/services/interest-rate-service.ts": "a02934aa648db94255e5ae59627fcb2465e52ab9",
+    "apps/vendor-binance/src/services/ohlc-service.ts": "7ee3416063d578c7039f84fce62a758bcdd445ad",
     "apps/vendor-binance/src/services/orders/cancelOrder.ts": "7177ca56fd09b11651edbb38e1962363ac67d4ff",
     "apps/vendor-binance/src/services/orders/listOrders.ts": "baa21b8e858c1ec593415145cc63fb38a6841d3f",
     "apps/vendor-binance/src/services/orders/modifyOrder.ts": "0d1ec4d683e43876e9d53ee29cdc5324301b287e",
@@ -31,19 +32,19 @@
     "apps/vendor-binance/src/services/quotes.ts": "5af233c8c8fb136111754055e79febaa551b993f",
     "apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-binance/.rush/temp/shrinkwrap-deps.json": "0408a4d9b00c1701e07aa22f8350e585241c4581",
-    "libraries/protocol/temp/package-deps.json": "c94931cb0eab7180d90a06d740c1a97c0ac0c6b6",
-    "libraries/data-account/temp/package-deps.json": "d49586cd2fc2d6d025e585e5a5dd04d37c41263c",
-    "libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
-    "libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
-    "libraries/utils/temp/package-deps.json": "7f1eab07acae68df931b001594a522f050ace396",
-    "libraries/data-series/temp/package-deps.json": "a94e2f373c448a6205ee6c47e41d9283a76ee352",
-    "libraries/sql/temp/package-deps.json": "041074e0102f9a01820c0fddcf82b9eaee226c79",
-    "libraries/data-product/temp/package-deps.json": "899bba8ace3f04b2035488ff9059e40732ef1d97",
-    "libraries/data-ohlc/temp/package-deps.json": "8415ee90c49d7e84faaa2565cc1122fdacf73dab",
-    "libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
-    "libraries/data-interest-rate/temp/package-deps.json": "5a1011b097b18b96c2d8c932d874f69472621efd",
-    "libraries/transfer/temp/package-deps.json": "7b0db8291734d10d4f1d9c2c25d9e3918cabc79e",
-    "libraries/exchange/temp/package-deps.json": "98f6e1318166102a07cf64b69399b35cb4575222",
-    "libraries/extension/temp/package-deps.json": "3e0a81b0c863c2daf342dfaf284b8fd7d18c8562",
+    "libraries/protocol/temp/package-deps.json": "a30b39ceb4cd530ed6bc4e97433f995b026b26d9",
+    "libraries/data-account/temp/package-deps.json": "363f171a8ec4ae558e4b20626b06bc8ae145ce8a",
+    "libraries/cache/temp/package-deps.json": "2e6c6db8f750a2e173a3c4b9a57d22fbd6f9181d",
+    "libraries/data-quote/temp/package-deps.json": "07e342d9dba4d5f5d89b62c74f079425b560cb1f",
+    "libraries/utils/temp/package-deps.json": "7a9e2336d7ad44e827d81e9722767d6cdf99fc1f",
+    "libraries/data-series/temp/package-deps.json": "71b373ec83ce1188001e341aefaca704aa4a5c38",
+    "libraries/sql/temp/package-deps.json": "252d819797cb0a4bbc579075867624b05b19dabb",
+    "libraries/data-product/temp/package-deps.json": "4f525fda6d65677f9fbdcd1b4480970dd6ff9e5b",
+    "libraries/data-ohlc/temp/package-deps.json": "2115e384567d1b0958c085f455da9bed5a638780",
+    "libraries/data-order/temp/package-deps.json": "daedd350fe85f0564f7739c73689fb09664132de",
+    "libraries/data-interest-rate/temp/package-deps.json": "0aa2057c1c5c432be87e97b8df22984bdcab307c",
+    "libraries/transfer/temp/package-deps.json": "6d0942aa4c50b35a8e47a500fe494fb4a08a99e5",
+    "libraries/exchange/temp/package-deps.json": "5267eb70cd2e7df4a645f94133ad3428b52c567e",
+    "libraries/extension/temp/package-deps.json": "fcddc4a668ecf969ca593c67ff02543fe69a6829",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }

package/dist/services/accounts/spot.js

@@ -1,61 +0,0 @@
-import { makeSpotPosition } from '@yuants/data-account';
-import { encodePath } from '@yuants/utils';
-import { isApiError } from '../../api/client';
-import { getFundingAsset, getSpotAccountInfo } from '../../api/private-api';
-import { getSpotTickerPrice } from '../../api/public-api';
-export const getSpotAccountInfoSnapshot = async (credential) => {
-    const [res, fundingAsset] = await Promise.all([
-        getSpotAccountInfo(credential, { omitZeroBalances: true }),
-        getFundingAsset(credential, {
-            timestamp: Date.now(),
-        }),
-    ]);
-    if (isApiError(res)) {
-        throw new Error(res.msg);
-    }
-    if (isApiError(fundingAsset)) {
-        throw new Error(fundingAsset.msg);
-    }
-    const prices = await getSpotTickerPrice({
-        symbols: JSON.stringify([
-            ...new Set([
-                ...res.balances
-                    .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),
-                ...fundingAsset.map((item) => `${item.asset}USDT`),
-            ]),
-        ]),
-    });
-    const positions = [...res.balances, ...fundingAsset]
-        .map((balance) => {
-        var _a, _b;
-        const volume = +balance.free + +balance.locked;
-        if (!volume)
-            return undefined;
-        const position = makeSpotPosition({
-            position_id: `spot/${balance.asset}`,
-            datasource_id: 'BINANCE',
-            product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}`),
-            volume,
-            free_volume: +balance.free,
-            closable_price: balance.asset === 'USDT'
-                ? 1
-                : Array.isArray(prices)
-                    ? +((_b = (_a = prices.find((item) => item.symbol === `${balance.asset}USDT`)) === null || _a === void 0 ? void 0 : _a.price) !== null && _b !== void 0 ? _b : 0)
-                    : 0,
-        });
-        return position;
-    })
-        .filter((position) => Boolean(position));
-    return positions;
-};
-//# sourceMappingURL=spot.js.map

package/dist/services/accounts/spot.js.map

@@ -1 +0,0 @@
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package/lib/services/accounts/spot.d.ts

@@ -1,4 +0,0 @@
-import { IPosition } from '@yuants/data-account';
-import { ICredential } from '../../api/private-api';
-export declare const getSpotAccountInfoSnapshot: (credential: ICredential) => Promise<IPosition[]>;
-//# sourceMappingURL=spot.d.ts.map

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

@@ -1 +0,0 @@
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package/lib/services/accounts/spot.js

@@ -1,65 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpotAccountInfoSnapshot = void 0;
-const data_account_1 = require("@yuants/data-account");
-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 getSpotAccountInfoSnapshot = async (credential) => {
-    const [res, fundingAsset] = await Promise.all([
-        (0, private_api_1.getSpotAccountInfo)(credential, { omitZeroBalances: true }),
-        (0, private_api_1.getFundingAsset)(credential, {
-            timestamp: Date.now(),
-        }),
-    ]);
-    if ((0, client_1.isApiError)(res)) {
-        throw new Error(res.msg);
-    }
-    if ((0, client_1.isApiError)(fundingAsset)) {
-        throw new Error(fundingAsset.msg);
-    }
-    const prices = await (0, public_api_1.getSpotTickerPrice)({
-        symbols: JSON.stringify([
-            ...new Set([
-                ...res.balances
-                    .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),
-                ...fundingAsset.map((item) => `${item.asset}USDT`),
-            ]),
-        ]),
-    });
-    const positions = [...res.balances, ...fundingAsset]
-        .map((balance) => {
-        var _a, _b;
-        const volume = +balance.free + +balance.locked;
-        if (!volume)
-            return undefined;
-        const position = (0, data_account_1.makeSpotPosition)({
-            position_id: `spot/${balance.asset}`,
-            datasource_id: 'BINANCE',
-            product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', `${balance.asset}`),
-            volume,
-            free_volume: +balance.free,
-            closable_price: balance.asset === 'USDT'
-                ? 1
-                : Array.isArray(prices)
-                    ? +((_b = (_a = prices.find((item) => item.symbol === `${balance.asset}USDT`)) === null || _a === void 0 ? void 0 : _a.price) !== null && _b !== void 0 ? _b : 0)
-                    : 0,
-        });
-        return position;
-    })
-        .filter((position) => Boolean(position));
-    return positions;
-};
-exports.getSpotAccountInfoSnapshot = getSpotAccountInfoSnapshot;
-//# sourceMappingURL=spot.js.map

package/lib/services/accounts/spot.js.map

@@ -1 +0,0 @@
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