@yuants/vendor-binance 0.12.0 → 0.12.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- 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/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/package.json +15 -15
- package/temp/package-deps.json +21 -22
- 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
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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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+
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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"]}
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import { IPosition } from '@yuants/data-account';
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2
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import { ICredential } from '../../api/private-api';
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export declare const
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export declare const getPositions: (credential: ICredential) => Promise<IPosition[]>;
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//# sourceMappingURL=unified.d.ts.map
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@@ -1 +1 @@
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{"version":3,"file":"unified.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"
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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"}
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@@ -1,15 +1,28 @@
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1
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.
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exports.getPositions = void 0;
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const cache_1 = require("@yuants/cache");
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const data_account_1 = require("@yuants/data-account");
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const protocol_1 = require("@yuants/protocol");
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const sql_1 = require("@yuants/sql");
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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
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const
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const terminal = protocol_1.Terminal.fromNodeEnv();
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const quoteCache = (0, cache_1.createCache)(async (product_id) => {
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const sql = `select * from quote where product_id = ${(0, sql_1.escapeSQL)(product_id)}`;
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const [quote] = await (0, sql_1.requestSQL)(terminal, sql);
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return quote;
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}, { expire: 10000 });
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const getPositions = async (credential) => {
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var _a, _b;
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const [balanceRes, umAccountRes, res, fundingAsset] = await Promise.all([
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(0, private_api_1.getUnifiedAccountBalance)(credential),
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(0, private_api_1.getUnifiedUmAccount)(credential),
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(0, private_api_1.getSpotAccountInfo)(credential, { omitZeroBalances: true }),
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(0, private_api_1.getFundingAsset)(credential, {
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timestamp: Date.now(),
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throw new Error(balanceRes.msg);
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@@ -17,50 +30,58 @@ const getUnifiedAccountInfo = async (credential) => {
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if ((0, client_1.isApiError)(umAccountRes)) {
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if ((0, client_1.isApiError)(res)) {
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throw new Error(res.msg);
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}
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if ((0, client_1.isApiError)(fundingAsset)) {
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throw new Error(fundingAsset.msg);
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}
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const positions = [];
|
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for (const balance of [...res.balances, ...fundingAsset]) {
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const volume = +balance.free + +balance.locked;
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if (!volume)
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continue;
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positions.push((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', `${balance.asset}`),
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volume,
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free_volume: +balance.free,
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closable_price: balance.asset === 'USDT'
|
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? 1
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: +(((_a = (await quoteCache.query((0, utils_1.encodePath)('BINANCE', 'SPOT', `${balance.asset}USDT`)))) === null || _a === void 0 ? void 0 : _a.last_price) ||
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0),
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}));
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}
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for (const position of umAccountRes.positions) {
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continue;
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positions.push({
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position_id: `${position.symbol}/${position.positionSide}`,
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datasource_id: 'BINANCE',
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product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', position.symbol),
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direction: position.positionSide === 'LONG'
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? 'LONG'
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: position.positionSide === 'SHORT'
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? 'SHORT'
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: position.positionSide === 'BOTH'
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? 'BOTH'
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: 'UNKNOWN',
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volume: Math.abs(+position.positionAmt),
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free_volume: Math.abs(+position.positionAmt),
|
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position_price: +position.entryPrice,
|
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// ISSUE: positionAmt 有正负，这里计算有个 trick，不需要区分仓位方向
|
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closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,
|
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floating_profit: +position.unrealizedProfit,
|
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valuation: +position.positionAmt *
|
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(+position.entryPrice +
|
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+
(+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),
|
|
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|
+
});
|
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|
+
}
|
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|
+
for (const position of balanceRes) {
|
|
82
|
+
if (+position.totalWalletBalance === 0)
|
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|
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continue;
|
|
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|
+
positions.push((0, data_account_1.makeSpotPosition)({
|
|
64
85
|
position_id: `UNIFIED-SPOT/${position.asset}`,
|
|
65
86
|
datasource_id: 'BINANCE',
|
|
66
87
|
product_id: (0, utils_1.encodePath)('BINANCE', 'UNIFIED-SPOT', position.asset),
|
|
@@ -68,12 +89,10 @@ const getUnifiedAccountInfo = async (credential) => {
|
|
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68
89
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free_volume: +position.crossMarginFree,
|
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69
90
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closable_price: position.asset === 'USDT'
|
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91
|
? 1
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:
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-
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|
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});
|
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76
|
-
return [...balancePositions, ...positions];
|
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92
|
+
: +(((_b = (await quoteCache.query((0, utils_1.encodePath)('BINANCE', 'SPOT', `${position.asset}USDT`)))) === null || _b === void 0 ? void 0 : _b.last_price) || 0),
|
|
93
|
+
}));
|
|
94
|
+
}
|
|
95
|
+
return positions;
|
|
77
96
|
};
|
|
78
|
-
exports.
|
|
97
|
+
exports.getPositions = getPositions;
|
|
79
98
|
//# sourceMappingURL=unified.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":";;;AAAA,uDAAmE;
|
|
1
|
+
{"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
CHANGED
|
@@ -2,10 +2,8 @@
|
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
const exchange_1 = require("@yuants/exchange");
|
|
4
4
|
const protocol_1 = require("@yuants/protocol");
|
|
5
|
-
const utils_1 = require("@yuants/utils");
|
|
6
5
|
const product_1 = require("../public-data/product");
|
|
7
6
|
const profile_1 = require("./accounts/profile");
|
|
8
|
-
const spot_1 = require("./accounts/spot");
|
|
9
7
|
const unified_1 = require("./accounts/unified");
|
|
10
8
|
const cancelOrder_1 = require("./orders/cancelOrder");
|
|
11
9
|
const listOrders_1 = require("./orders/listOrders");
|
|
@@ -24,13 +22,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
|
24
22
|
},
|
|
25
23
|
getCredentialId: profile_1.getCredentialId,
|
|
26
24
|
listProducts: product_1.listProducts,
|
|
27
|
-
getPositions:
|
|
28
|
-
const [uFuturePositions, spotPositions] = await Promise.all([
|
|
29
|
-
(0, unified_1.getUnifiedAccountInfo)(credential),
|
|
30
|
-
(0, spot_1.getSpotAccountInfoSnapshot)(credential),
|
|
31
|
-
]);
|
|
32
|
-
return [...uFuturePositions, ...spotPositions];
|
|
33
|
-
},
|
|
25
|
+
getPositions: unified_1.getPositions,
|
|
34
26
|
getOrders: async function (credential) {
|
|
35
27
|
const [umOrders, spotOrders] = await Promise.all([
|
|
36
28
|
(0, listOrders_1.listUnifiedUmOrders)(credential),
|
|
@@ -39,16 +31,8 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
|
39
31
|
return [...umOrders, ...spotOrders];
|
|
40
32
|
},
|
|
41
33
|
getPositionsByProductId: async function (credential, product_id) {
|
|
42
|
-
const
|
|
43
|
-
|
|
44
|
-
const positions = await (0, spot_1.getSpotAccountInfoSnapshot)(credential);
|
|
45
|
-
return positions.filter((position) => position.product_id === product_id);
|
|
46
|
-
}
|
|
47
|
-
if (instType === 'USDT-FUTURE') {
|
|
48
|
-
const positions = await (0, unified_1.getUnifiedAccountInfo)(credential);
|
|
49
|
-
return positions.filter((position) => position.product_id === product_id);
|
|
50
|
-
}
|
|
51
|
-
throw new Error(`Unsupported instType: ${instType}`);
|
|
34
|
+
const positions = await (0, unified_1.getPositions)(credential);
|
|
35
|
+
return positions.filter((position) => position.product_id === product_id);
|
|
52
36
|
},
|
|
53
37
|
getOrdersByProductId: listOrders_1.getOrdersByProductId,
|
|
54
38
|
submitOrder: submitOrder_1.submitOrder,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":";;AAEA,+CAA2D;AAC3D,+CAA4C;
|
|
1
|
+
{"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/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/vendor-binance",
|
|
3
|
-
"version": "0.12.
|
|
3
|
+
"version": "0.12.2",
|
|
4
4
|
"main": "lib/index.js",
|
|
5
5
|
"files": [
|
|
6
6
|
"dist",
|
|
@@ -8,19 +8,19 @@
|
|
|
8
8
|
"temp"
|
|
9
9
|
],
|
|
10
10
|
"dependencies": {
|
|
11
|
-
"@yuants/protocol": "0.53.
|
|
12
|
-
"@yuants/data-account": "0.11.
|
|
13
|
-
"@yuants/cache": "0.3.
|
|
14
|
-
"@yuants/data-quote": "0.4.
|
|
15
|
-
"@yuants/utils": "0.
|
|
16
|
-
"@yuants/data-series": "0.3.
|
|
17
|
-
"@yuants/sql": "0.9.
|
|
18
|
-
"@yuants/data-product": "0.5.
|
|
19
|
-
"@yuants/data-ohlc": "0.
|
|
20
|
-
"@yuants/data-order": "0.7.
|
|
21
|
-
"@yuants/data-interest-rate": "0.1
|
|
22
|
-
"@yuants/transfer": "0.2.
|
|
23
|
-
"@yuants/exchange": "0.8.
|
|
11
|
+
"@yuants/protocol": "0.53.5",
|
|
12
|
+
"@yuants/data-account": "0.11.2",
|
|
13
|
+
"@yuants/cache": "0.3.6",
|
|
14
|
+
"@yuants/data-quote": "0.4.2",
|
|
15
|
+
"@yuants/utils": "0.17.0",
|
|
16
|
+
"@yuants/data-series": "0.3.55",
|
|
17
|
+
"@yuants/sql": "0.9.33",
|
|
18
|
+
"@yuants/data-product": "0.5.3",
|
|
19
|
+
"@yuants/data-ohlc": "0.5.1",
|
|
20
|
+
"@yuants/data-order": "0.7.3",
|
|
21
|
+
"@yuants/data-interest-rate": "0.2.1",
|
|
22
|
+
"@yuants/transfer": "0.2.42",
|
|
23
|
+
"@yuants/exchange": "0.8.3",
|
|
24
24
|
"rxjs": "~7.5.6"
|
|
25
25
|
},
|
|
26
26
|
"devDependencies": {
|
|
@@ -30,7 +30,7 @@
|
|
|
30
30
|
"@rushstack/heft-node-rig": "~1.10.7",
|
|
31
31
|
"@types/heft-jest": "1.0.3",
|
|
32
32
|
"@types/node": "22",
|
|
33
|
-
"@yuants/extension": "0.2.
|
|
33
|
+
"@yuants/extension": "0.2.34",
|
|
34
34
|
"@yuants/tool-kit": "0.2.1",
|
|
35
35
|
"typescript": "~4.7.4",
|
|
36
36
|
"ts-node": "~10.9.2"
|
package/temp/package-deps.json
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
{
|
|
2
2
|
"apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
|
|
3
|
-
"apps/vendor-binance/CHANGELOG.json": "
|
|
4
|
-
"apps/vendor-binance/CHANGELOG.md": "
|
|
3
|
+
"apps/vendor-binance/CHANGELOG.json": "eebd946e7d760de8f64de405b436ab1954c32d82",
|
|
4
|
+
"apps/vendor-binance/CHANGELOG.md": "c6c069bd42864b6661473a3cc4ba38623b99c9cc",
|
|
5
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import { makeSpotPosition } from '@yuants/data-account';
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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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|
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|
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|
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|
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|
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})
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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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|
|
|
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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"}
|