@yuants/vendor-binance 0.12.0 → 0.12.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/api/public-api.js.map +1 -1
- package/dist/public-data/quote.js +16 -2
- package/dist/public-data/quote.js.map +1 -1
- package/dist/services/accounts/unified.js +73 -54
- package/dist/services/accounts/unified.js.map +1 -1
- package/dist/services/exchange.js +4 -20
- package/dist/services/exchange.js.map +1 -1
- package/dist/services/interest-rate-service.js +10 -2
- package/dist/services/interest-rate-service.js.map +1 -1
- package/dist/services/ohlc-service.js +11 -3
- package/dist/services/ohlc-service.js.map +1 -1
- package/lib/api/public-api.d.ts +0 -5
- package/lib/api/public-api.d.ts.map +1 -1
- package/lib/api/public-api.js.map +1 -1
- package/lib/public-data/quote.js +15 -1
- package/lib/public-data/quote.js.map +1 -1
- package/lib/services/accounts/unified.d.ts +1 -1
- package/lib/services/accounts/unified.d.ts.map +1 -1
- package/lib/services/accounts/unified.js +74 -55
- package/lib/services/accounts/unified.js.map +1 -1
- package/lib/services/exchange.js +3 -19
- package/lib/services/exchange.js.map +1 -1
- package/lib/services/interest-rate-service.js +10 -2
- package/lib/services/interest-rate-service.js.map +1 -1
- package/lib/services/ohlc-service.js +11 -3
- package/lib/services/ohlc-service.js.map +1 -1
- package/package.json +15 -15
- package/temp/package-deps.json +23 -24
- package/dist/services/accounts/spot.js +0 -61
- package/dist/services/accounts/spot.js.map +0 -1
- package/lib/services/accounts/spot.d.ts +0 -4
- package/lib/services/accounts/spot.d.ts.map +0 -1
- package/lib/services/accounts/spot.js +0 -65
- package/lib/services/accounts/spot.js.map +0 -1
package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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{
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"name": "@yuants/vendor-binance",
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"version": "0.12.
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"version": "0.12.1",
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"main": "lib/index.js",
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"files": [
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"dist",
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@@ -8,19 +8,19 @@
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"temp"
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],
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"dependencies": {
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"@yuants/protocol": "0.53.
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"@yuants/data-account": "0.11.
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"@yuants/cache": "0.3.
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"@yuants/data-quote": "0.4.
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"@yuants/utils": "0.
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"@yuants/data-series": "0.3.
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"@yuants/sql": "0.9.
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"@yuants/data-product": "0.5.
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"@yuants/data-ohlc": "0.
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"@yuants/data-order": "0.7.
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"@yuants/data-interest-rate": "0.
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"@yuants/transfer": "0.2.
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"@yuants/exchange": "0.8.
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"@yuants/protocol": "0.53.4",
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"@yuants/data-account": "0.11.1",
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"@yuants/cache": "0.3.5",
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"@yuants/data-quote": "0.4.1",
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"@yuants/utils": "0.16.0",
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"@yuants/data-series": "0.3.54",
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"@yuants/sql": "0.9.32",
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"@yuants/data-product": "0.5.2",
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"@yuants/data-ohlc": "0.5.0",
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"@yuants/data-order": "0.7.2",
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"@yuants/data-interest-rate": "0.2.0",
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"@yuants/transfer": "0.2.41",
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"@yuants/exchange": "0.8.2",
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"rxjs": "~7.5.6"
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},
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"devDependencies": {
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"@rushstack/heft-node-rig": "~1.10.7",
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"@types/heft-jest": "1.0.3",
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"@types/node": "22",
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"@yuants/extension": "0.2.
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"@yuants/extension": "0.2.33",
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"@yuants/tool-kit": "0.2.1",
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"typescript": "~4.7.4",
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"ts-node": "~10.9.2"
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package/temp/package-deps.json
CHANGED
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{
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"apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
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"apps/vendor-binance/CHANGELOG.json": "
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"apps/vendor-binance/CHANGELOG.md": "
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"apps/vendor-binance/CHANGELOG.json": "4edeebc3c7f17502729a21554f5e208a63bd987a",
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"apps/vendor-binance/CHANGELOG.md": "624967c564b9ba92f724f9af99d4287b67bf9463",
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"apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
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"apps/vendor-binance/SESSION_NOTES.md": "dd49b3364394c502fdcaf687ed5942811d89abe9",
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"apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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"apps/vendor-binance/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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"apps/vendor-binance/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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"apps/vendor-binance/etc/vendor-binance.api.md": "2094b84e9b5e7503f5c42b31fffee8d7db47fe7b",
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"apps/vendor-binance/package.json": "
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"apps/vendor-binance/package.json": "1a47aa1461e10951709995db398e7194ea8e54f7",
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"apps/vendor-binance/src/api/client.ts": "fab85d85d10577f0b6430a551dab46d7c1d2258a",
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"apps/vendor-binance/src/api/private-api.ts": "982c1902b8417aba1f75df5fa63db76dfc416dac",
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"apps/vendor-binance/src/api/public-api.ts": "
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"apps/vendor-binance/src/api/public-api.ts": "3cf90196c9632f2d25ae41a2b6cc9145808af5b3",
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"apps/vendor-binance/src/index.ts": "8a1559cfd02fccf4d9c6686669bf177d86b62106",
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"apps/vendor-binance/src/legacy_index.ts": "a2b44c041aa7ef1f4b77249e11f84d97cde5525f",
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"apps/vendor-binance/src/public-data/interest_rate.ts": "a197c30a2cf8acbb389fed8c0687a091320d8113",
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"apps/vendor-binance/src/public-data/ohlc.ts": "bb4f791f96064eca7d45d361ea36cb8ba0ab8fe0",
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"apps/vendor-binance/src/public-data/product.ts": "8879f59f4b5ee5925c5becef5fce5492e2f30f42",
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"apps/vendor-binance/src/public-data/quote.ts": "
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"apps/vendor-binance/src/public-data/quote.ts": "a15d2df38a391bd360cb6a1ac16706de04fd529b",
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"apps/vendor-binance/src/services/accounts/profile.ts": "1d23b04d19c078e8c21f41efd6ca3db37b0bd206",
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"apps/vendor-binance/src/services/accounts/
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"apps/vendor-binance/src/services/
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"apps/vendor-binance/src/services/
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"apps/vendor-binance/src/services/
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"apps/vendor-binance/src/services/ohlc-service.ts": "e8394f9189505afcb3841a34a7219fd03b013b85",
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"apps/vendor-binance/src/services/accounts/unified.ts": "26cd40a714936c8ba0e5305ce362f353c2b91435",
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"apps/vendor-binance/src/services/exchange.ts": "0e81f5219d534e0ab560b11c346df28bd3b8ce54",
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"apps/vendor-binance/src/services/interest-rate-service.ts": "a02934aa648db94255e5ae59627fcb2465e52ab9",
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"apps/vendor-binance/src/services/ohlc-service.ts": "7ee3416063d578c7039f84fce62a758bcdd445ad",
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"apps/vendor-binance/src/services/orders/cancelOrder.ts": "7177ca56fd09b11651edbb38e1962363ac67d4ff",
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"apps/vendor-binance/src/services/orders/listOrders.ts": "baa21b8e858c1ec593415145cc63fb38a6841d3f",
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"apps/vendor-binance/src/services/orders/modifyOrder.ts": "0d1ec4d683e43876e9d53ee29cdc5324301b287e",
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"apps/vendor-binance/src/services/quotes.ts": "5af233c8c8fb136111754055e79febaa551b993f",
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"apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
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"apps/vendor-binance/.rush/temp/shrinkwrap-deps.json": "0408a4d9b00c1701e07aa22f8350e585241c4581",
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"libraries/protocol/temp/package-deps.json": "
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"libraries/data-account/temp/package-deps.json": "
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"libraries/cache/temp/package-deps.json": "
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"libraries/transfer/temp/package-deps.json": "
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"libraries/exchange/temp/package-deps.json": "
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"libraries/extension/temp/package-deps.json": "
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"libraries/protocol/temp/package-deps.json": "a30b39ceb4cd530ed6bc4e97433f995b026b26d9",
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"libraries/data-account/temp/package-deps.json": "363f171a8ec4ae558e4b20626b06bc8ae145ce8a",
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"libraries/cache/temp/package-deps.json": "2e6c6db8f750a2e173a3c4b9a57d22fbd6f9181d",
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"libraries/data-quote/temp/package-deps.json": "07e342d9dba4d5f5d89b62c74f079425b560cb1f",
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"libraries/utils/temp/package-deps.json": "7a9e2336d7ad44e827d81e9722767d6cdf99fc1f",
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"libraries/data-series/temp/package-deps.json": "71b373ec83ce1188001e341aefaca704aa4a5c38",
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"libraries/sql/temp/package-deps.json": "252d819797cb0a4bbc579075867624b05b19dabb",
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"libraries/data-product/temp/package-deps.json": "4f525fda6d65677f9fbdcd1b4480970dd6ff9e5b",
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"libraries/data-ohlc/temp/package-deps.json": "2115e384567d1b0958c085f455da9bed5a638780",
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"libraries/data-order/temp/package-deps.json": "daedd350fe85f0564f7739c73689fb09664132de",
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"libraries/data-interest-rate/temp/package-deps.json": "0aa2057c1c5c432be87e97b8df22984bdcab307c",
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"libraries/transfer/temp/package-deps.json": "6d0942aa4c50b35a8e47a500fe494fb4a08a99e5",
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"libraries/exchange/temp/package-deps.json": "5267eb70cd2e7df4a645f94133ad3428b52c567e",
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}
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import { makeSpotPosition } from '@yuants/data-account';
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import { encodePath } from '@yuants/utils';
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import { isApiError } from '../../api/client';
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import { getFundingAsset, getSpotAccountInfo } from '../../api/private-api';
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import { getSpotTickerPrice } from '../../api/public-api';
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export const getSpotAccountInfoSnapshot = async (credential) => {
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const [res, fundingAsset] = await Promise.all([
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getSpotAccountInfo(credential, { omitZeroBalances: true }),
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getFundingAsset(credential, {
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timestamp: Date.now(),
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}),
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]);
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if (isApiError(res)) {
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throw new Error(res.msg);
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}
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if (isApiError(fundingAsset)) {
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throw new Error(fundingAsset.msg);
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}
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const prices = await getSpotTickerPrice({
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symbols: JSON.stringify([
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...new Set([
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...res.balances
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.map((balance) => {
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const match = balance.asset.match(/^LD(\w+)$/);
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let symbol = balance.asset;
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if (match) {
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symbol = match[1];
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}
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if (symbol === 'USDT')
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return '';
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return `${symbol}USDT`;
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})
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.filter(Boolean),
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...fundingAsset.map((item) => `${item.asset}USDT`),
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]),
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]),
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});
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const positions = [...res.balances, ...fundingAsset]
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.map((balance) => {
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var _a, _b;
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const volume = +balance.free + +balance.locked;
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if (!volume)
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return undefined;
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const position = makeSpotPosition({
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position_id: `spot/${balance.asset}`,
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datasource_id: 'BINANCE',
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product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}`),
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volume,
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free_volume: +balance.free,
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closable_price: balance.asset === 'USDT'
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? 1
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: Array.isArray(prices)
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? +((_b = (_a = prices.find((item) => item.symbol === `${balance.asset}USDT`)) === null || _a === void 0 ? void 0 : _a.price) !== null && _b !== void 0 ? _b : 0)
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: 0,
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});
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return position;
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})
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.filter((position) => Boolean(position));
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return positions;
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};
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//# sourceMappingURL=spot.js.map
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{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,eAAe,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AACzF,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAE1D,MAAM,CAAC,MAAM,0BAA0B,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAChG,MAAM,CAAC,GAAG,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC5C,kBAAkB,CAAC,UAAU,EAAE,EAAE,gBAAgB,EAAE,IAAI,EAAE,CAAC;QAC1D,eAAe,CAAC,UAAU,EAAE;YAC1B,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;SACtB,CAAC;KACH,CAAC,CAAC;IAEH,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;KAC1B;IACD,IAAI,UAAU,CAAC,YAAY,CAAC,EAAE;QAC5B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;KACnC;IAED,MAAM,MAAM,GAAG,MAAM,kBAAkB,CAAC;QACtC,OAAO,EAAE,IAAI,CAAC,SAAS,CAAC;YACtB,GAAG,IAAI,GAAG,CAAC;gBACT,GAAG,GAAG,CAAC,QAAQ;qBACZ,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE;oBACf,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;oBAC/C,IAAI,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC;oBAC3B,IAAI,KAAK,EAAE;wBACT,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;qBACnB;oBACD,IAAI,MAAM,KAAK,MAAM;wBAAE,OAAO,EAAE,CAAC;oBACjC,OAAO,GAAG,MAAM,MAAM,CAAC;gBACzB,CAAC,CAAC;qBACD,MAAM,CAAC,OAAO,CAAC;gBAClB,GAAG,YAAY,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,GAAG,IAAI,CAAC,KAAK,MAAM,CAAC;aACnD,CAAC;SACH,CAAC;KACH,CAAC,CAAC;IAEH,MAAM,SAAS,GAAG,CAAC,GAAG,GAAG,CAAC,QAAQ,EAAE,GAAG,YAAY,CAAC;SACjD,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE;;QACf,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,IAAI,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC;QAC/C,IAAI,CAAC,MAAM;YAAE,OAAO,SAAS,CAAC;QAC9B,MAAM,QAAQ,GAAc,gBAAgB,CAAC;YAC3C,WAAW,EAAE,QAAQ,OAAO,CAAC,KAAK,EAAE;YACpC,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,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,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC;oBACvB,CAAC,CAAC,CAAC,CAAC,MAAA,MAAA,MAAM,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,MAAM,CAAC,0CAAE,KAAK,mCAAI,CAAC,CAAC;oBAC9E,CAAC,CAAC,CAAC;SACR,CAAC,CAAC;QACH,OAAO,QAAQ,CAAC;IAClB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,QAAQ,EAAyB,EAAE,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC;IAClE,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getFundingAsset, getSpotAccountInfo, ICredential } from '../../api/private-api';\nimport { getSpotTickerPrice } from '../../api/public-api';\n\nexport const getSpotAccountInfoSnapshot = async (credential: ICredential): Promise<IPosition[]> => {\n const [res, fundingAsset] = await Promise.all([\n getSpotAccountInfo(credential, { omitZeroBalances: true }),\n getFundingAsset(credential, {\n timestamp: Date.now(),\n }),\n ]);\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 prices = await getSpotTickerPrice({\n symbols: JSON.stringify([\n ...new Set([\n ...res.balances\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 ...fundingAsset.map((item) => `${item.asset}USDT`),\n ]),\n ]),\n });\n\n const positions = [...res.balances, ...fundingAsset]\n .map((balance) => {\n const volume = +balance.free + +balance.locked;\n if (!volume) return undefined;\n const position: IPosition = makeSpotPosition({\n position_id: `spot/${balance.asset}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}`),\n volume,\n free_volume: +balance.free,\n closable_price:\n balance.asset === 'USDT'\n ? 1\n : Array.isArray(prices)\n ? +(prices.find((item) => item.symbol === `${balance.asset}USDT`)?.price ?? 0)\n : 0,\n });\n return position;\n })\n .filter((position): position is IPosition => Boolean(position));\n return positions;\n};\n"]}
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{"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAGnE,OAAO,EAAuC,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAGzF,eAAO,MAAM,0BAA0B,eAAsB,WAAW,KAAG,QAAQ,SAAS,EAAE,CAuD7F,CAAC"}
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getSpotAccountInfoSnapshot = void 0;
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const data_account_1 = require("@yuants/data-account");
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const utils_1 = require("@yuants/utils");
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const client_1 = require("../../api/client");
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const private_api_1 = require("../../api/private-api");
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const public_api_1 = require("../../api/public-api");
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const getSpotAccountInfoSnapshot = async (credential) => {
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const [res, fundingAsset] = await Promise.all([
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(0, private_api_1.getSpotAccountInfo)(credential, { omitZeroBalances: true }),
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if ((0, client_1.isApiError)(res)) {
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const prices = await (0, public_api_1.getSpotTickerPrice)({
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.map((balance) => {
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const match = balance.asset.match(/^LD(\w+)$/);
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})
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.filter(Boolean),
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...fundingAsset.map((item) => `${item.asset}USDT`),
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]),
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]),
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});
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const positions = [...res.balances, ...fundingAsset]
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.map((balance) => {
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var _a, _b;
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const volume = +balance.free + +balance.locked;
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const position = (0, data_account_1.makeSpotPosition)({
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position_id: `spot/${balance.asset}`,
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datasource_id: 'BINANCE',
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product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', `${balance.asset}`),
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volume,
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free_volume: +balance.free,
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closable_price: balance.asset === 'USDT'
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? 1
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: Array.isArray(prices)
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? +((_b = (_a = prices.find((item) => item.symbol === `${balance.asset}USDT`)) === null || _a === void 0 ? void 0 : _a.price) !== null && _b !== void 0 ? _b : 0)
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: 0,
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});
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return position;
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})
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.filter((position) => Boolean(position));
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return positions;
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};
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exports.getSpotAccountInfoSnapshot = getSpotAccountInfoSnapshot;
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|