@yuants/vendor-binance 0.14.11 → 0.14.13
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/services/accounts/unified.js +2 -1
- package/dist/services/accounts/unified.js.map +1 -1
- package/lib/services/accounts/unified.d.ts.map +1 -1
- package/lib/services/accounts/unified.js +2 -1
- package/lib/services/accounts/unified.js.map +1 -1
- package/package.json +6 -6
- package/temp/build/typescript/ts_tQj2bmGB.json +1 -1
- package/temp/package-deps.json +4 -4
- package/temp/test/jest/haste-map-f37bc94525b36254e573de220443d250-dc922b21f2d35e7315abf4c3159e25a5-63b40dbcff306581344a73f9073894a1 +0 -0
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@@ -47,9 +47,10 @@ export const getPositions = async (credential) => {
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positions.push(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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product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}USDT`),
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volume,
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free_volume: +balance.free,
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size: volume.toString(),
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closable_price: balance.asset === 'USDT'
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? 1
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: +(((_a = (await quoteCache.query(encodePath('BINANCE', 'SPOT', `${balance.asset}USDT`)))) === null || _a === void 0 ? void 0 : _a.last_price) ||
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@@ -1 +1 @@
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1
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-
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{"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AAEnE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EACL,eAAe,EACf,kBAAkB,EAClB,wBAAwB,EACxB,wBAAwB,EACxB,mBAAmB,GAEpB,MAAM,uBAAuB,CAAC;AAE/B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,WAAW,CAC5B,KAAK,EAAE,UAAU,EAAE,EAAE;IACnB,MAAM,GAAG,GAAG,0CAA0C,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC;IAC9E,MAAM,CAAC,KAAK,CAAC,GAAG,MAAM,UAAU,CAAW,QAAQ,EAAE,GAAG,CAAC,CAAC;IAC1D,OAAO,KAAK,CAAC;AACf,CAAC,EACD,EAAE,MAAM,EAAE,KAAM,EAAE,CACnB,CAAC;AAEF,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;;IAClF,MAAM,CAAC,UAAU,EAAE,YAAY,EAAE,GAAG,EAAE,YAAY,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACpF,wBAAwB,CAAC,UAAU,CAAC;QACpC,mBAAmB,CAAC,UAAU,CAAC;QAC/B,kBAAkB,CAAC,UAAU,EAAE,EAAE,gBAAgB,EAAE,IAAI,EAAE,CAAC;QAC1D,eAAe,CAAC,UAAU,EAAE;YAC1B,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;SACtB,CAAC;QACF,wBAAwB,CAAC,UAAU,EAAE;YACnC,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;SACtB,CAAC;KACH,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;QAC3B,MAAM,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;IAClC,CAAC;IACD,IAAI,UAAU,CAAC,YAAY,CAAC,EAAE,CAAC;QAC7B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;IACpC,CAAC;IACD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC3B,CAAC;IACD,IAAI,UAAU,CAAC,YAAY,CAAC,EAAE,CAAC;QAC7B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;IACpC,CAAC;IAED,IAAI,UAAU,CAAC,YAAY,CAAC,EAAE,CAAC;QAC7B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;IACpC,CAAC;IAED,MAAM,SAAS,GAAgB,EAAE,CAAC;IAElC,KAAK,MAAM,OAAO,IAAI,CAAC,GAAG,GAAG,CAAC,QAAQ,EAAE,GAAG,YAAY,CAAC,EAAE,CAAC;QACzD,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,gBAAgB,CAAC;YACf,WAAW,EAAE,QAAQ,OAAO,CAAC,KAAK,EAAE;YACpC,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,KAAK,MAAM,CAAC;YACjE,MAAM;YACN,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI;YAC1B,IAAI,EAAE,MAAM,CAAC,QAAQ,EAAE;YACvB,cAAc,EACZ,OAAO,CAAC,KAAK,KAAK,MAAM;gBACtB,CAAC,CAAC,CAAC;gBACH,CAAC,CAAC,CAAC,CACC,CAAA,MAAA,CAAC,MAAM,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,KAAK,MAAM,CAAC,CAAC,CAAC,0CAAE,UAAU;oBAC3F,CAAC,CACF;SACR,CAAC,CACH,CAAC;IACJ,CAAC;IAED,KAAK,MAAM,QAAQ,IAAI,YAAY,CAAC,SAAS,EAAE,CAAC;QAC9C,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,UAAU,CAAC,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;YAC3F,iBAAiB,EAAE,MAAA,YAAY,CAAC,IAAI,CAClC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,QAAQ,CAAC,MAAM,IAAI,QAAQ,CAAC,YAAY,KAAK,CAAC,CAAC,YAAY,CAChF,0CAAE,gBAAgB;SACpB,CAAC,CAAC;IACL,CAAC;IAED,KAAK,MAAM,QAAQ,IAAI,UAAU,EAAE,CAAC;QAClC,IAAI,CAAC,QAAQ,CAAC,kBAAkB,KAAK,CAAC;YAAE,SAAS;QACjD,SAAS,CAAC,IAAI,CACZ,gBAAgB,CAAC;YACf,WAAW,EAAE,gBAAgB,QAAQ,CAAC,KAAK,EAAE;YAC7C,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,cAAc,EAAE,QAAQ,CAAC,KAAK,CAAC;YACjE,MAAM,EAAE,CAAC,QAAQ,CAAC,kBAAkB;YACpC,WAAW,EAAE,CAAC,QAAQ,CAAC,eAAe;YACtC,cAAc,EACZ,QAAQ,CAAC,KAAK,KAAK,MAAM;gBACvB,CAAC,CAAC,CAAC;gBACH,CAAC,CAAC,CAAC,CACC,CAAA,MAAA,CAAC,MAAM,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,QAAQ,CAAC,KAAK,MAAM,CAAC,CAAC,CAAC,0CAC5E,UAAU,KAAI,CAAC,CACpB;SACR,CAAC,CACH,CAAC;IACJ,CAAC;IAED,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","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 getUmPositionInformation,\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 = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 10_000 },\n);\n\nexport const getPositions = async (credential: ICredential): Promise<IPosition[]> => {\n const [balanceRes, umAccountRes, res, fundingAsset, positionRisk] = await Promise.all([\n getUnifiedAccountBalance(credential),\n getUnifiedUmAccount(credential),\n getSpotAccountInfo(credential, { omitZeroBalances: true }),\n getFundingAsset(credential, {\n timestamp: Date.now(),\n }),\n getUmPositionInformation(credential, {\n timestamp: Date.now(),\n }),\n ]);\n if (isApiError(balanceRes)) {\n throw new Error(balanceRes.msg);\n }\n if (isApiError(umAccountRes)) {\n throw new Error(umAccountRes.msg);\n }\n if (isApiError(res)) {\n throw new Error(res.msg);\n }\n if (isApiError(fundingAsset)) {\n throw new Error(fundingAsset.msg);\n }\n\n if (isApiError(positionRisk)) {\n throw new Error(positionRisk.msg);\n }\n\n const positions: IPosition[] = [];\n\n for (const balance of [...res.balances, ...fundingAsset]) {\n const volume = +balance.free + +balance.locked;\n if (!volume) continue;\n positions.push(\n makeSpotPosition({\n position_id: `spot/${balance.asset}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}USDT`),\n volume,\n free_volume: +balance.free,\n size: volume.toString(),\n closable_price:\n balance.asset === 'USDT'\n ? 1\n : +(\n (await quoteCache.query(encodePath('BINANCE', 'SPOT', `${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 liquidation_price: positionRisk.find(\n (r) => r.symbol === position.symbol && position.positionSide === r.positionSide,\n )?.liquidationPrice,\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"]}
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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,EAML,WAAW,EACZ,MAAM,uBAAuB,CAAC;AAa/B,eAAO,MAAM,YAAY,GAAU,YAAY,WAAW,KAAG,OAAO,CAAC,SAAS,EAAE,
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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,EAML,WAAW,EACZ,MAAM,uBAAuB,CAAC;AAa/B,eAAO,MAAM,YAAY,GAAU,YAAY,WAAW,KAAG,OAAO,CAAC,SAAS,EAAE,CAwG/E,CAAC"}
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positions.push((0, data_account_1.makeSpotPosition)({
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position_id: `spot/${balance.asset}`,
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product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', `${balance.asset}`),
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product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', `${balance.asset}USDT`),
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free_volume: +balance.free,
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size: volume.toString(),
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|
|
1
|
+
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{ 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 getUmPositionInformation,\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 = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 10_000 },\n);\n\nexport const getPositions = async (credential: ICredential): Promise<IPosition[]> => {\n const [balanceRes, umAccountRes, res, fundingAsset, positionRisk] = await Promise.all([\n getUnifiedAccountBalance(credential),\n getUnifiedUmAccount(credential),\n getSpotAccountInfo(credential, { omitZeroBalances: true }),\n getFundingAsset(credential, {\n timestamp: Date.now(),\n }),\n getUmPositionInformation(credential, {\n timestamp: Date.now(),\n }),\n ]);\n if (isApiError(balanceRes)) {\n throw new Error(balanceRes.msg);\n }\n if (isApiError(umAccountRes)) {\n throw new Error(umAccountRes.msg);\n }\n if (isApiError(res)) {\n throw new Error(res.msg);\n }\n if (isApiError(fundingAsset)) {\n throw new Error(fundingAsset.msg);\n }\n\n if (isApiError(positionRisk)) {\n throw new Error(positionRisk.msg);\n }\n\n const positions: IPosition[] = [];\n\n for (const balance of [...res.balances, ...fundingAsset]) {\n const volume = +balance.free + +balance.locked;\n if (!volume) continue;\n positions.push(\n makeSpotPosition({\n position_id: `spot/${balance.asset}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}USDT`),\n volume,\n free_volume: +balance.free,\n size: volume.toString(),\n closable_price:\n balance.asset === 'USDT'\n ? 1\n : +(\n (await quoteCache.query(encodePath('BINANCE', 'SPOT', `${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 liquidation_price: positionRisk.find(\n (r) => r.symbol === position.symbol && position.positionSide === r.positionSide,\n )?.liquidationPrice,\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"]}
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package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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1
1
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{
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2
2
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"name": "@yuants/vendor-binance",
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3
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-
"version": "0.14.
|
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3
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+
"version": "0.14.13",
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4
4
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"main": "lib/index.js",
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5
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"files": [
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"dist",
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@@ -11,19 +11,19 @@
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11
11
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"rxjs": "~7.5.6",
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|
12
12
|
"@yuants/protocol": "0.55.0",
|
|
13
13
|
"@yuants/data-account": "0.11.12",
|
|
14
|
+
"@yuants/data-quote": "0.4.12",
|
|
14
15
|
"@yuants/cache": "0.3.15",
|
|
15
16
|
"@yuants/utils": "0.19.7",
|
|
16
|
-
"@yuants/data-quote": "0.4.12",
|
|
17
17
|
"@yuants/data-series": "0.3.65",
|
|
18
18
|
"@yuants/sql": "0.9.43",
|
|
19
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+
"@yuants/data-ohlc": "0.6.8",
|
|
19
20
|
"@yuants/data-product": "0.5.13",
|
|
21
|
+
"@yuants/data-order": "0.7.13",
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|
20
22
|
"@yuants/data-interest-rate": "0.2.13",
|
|
21
23
|
"@yuants/transfer": "0.2.52",
|
|
22
24
|
"@yuants/exchange": "0.8.23",
|
|
23
|
-
"@yuants/
|
|
24
|
-
"@yuants/data-
|
|
25
|
-
"@yuants/data-trade": "0.1.38",
|
|
26
|
-
"@yuants/http-services": "0.5.3"
|
|
25
|
+
"@yuants/http-services": "0.5.3",
|
|
26
|
+
"@yuants/data-trade": "0.1.38"
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27
27
|
},
|
|
28
28
|
"devDependencies": {
|
|
29
29
|
"@microsoft/api-extractor": "~7.55.2",
|