@yuants/vendor-binance 0.14.13 → 0.14.15
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/orders/listOrders.js +2 -2
- package/dist/services/orders/listOrders.js.map +1 -1
- package/dist/services/orders/order-type-mapping.test.js +166 -0
- package/dist/services/orders/order-type-mapping.test.js.map +1 -0
- package/dist/services/orders/order-utils.js +29 -2
- package/dist/services/orders/order-utils.js.map +1 -1
- package/dist/services/orders/submitOrder.js +3 -3
- package/dist/services/orders/submitOrder.js.map +1 -1
- package/lib/services/orders/listOrders.js +2 -2
- package/lib/services/orders/listOrders.js.map +1 -1
- package/lib/services/orders/order-type-mapping.test.d.ts +2 -0
- package/lib/services/orders/order-type-mapping.test.d.ts.map +1 -0
- package/lib/services/orders/order-type-mapping.test.js +168 -0
- package/lib/services/orders/order-type-mapping.test.js.map +1 -0
- package/lib/services/orders/order-utils.d.ts +2 -1
- package/lib/services/orders/order-utils.d.ts.map +1 -1
- package/lib/services/orders/order-utils.js +31 -3
- package/lib/services/orders/order-utils.js.map +1 -1
- package/lib/services/orders/submitOrder.d.ts.map +1 -1
- package/lib/services/orders/submitOrder.js +2 -2
- package/lib/services/orders/submitOrder.js.map +1 -1
- package/package.json +7 -7
- package/temp/build/typescript/ts_tQj2bmGB.json +1 -1
- package/temp/package-deps.json +9 -8
- package/temp/test/jest/haste-map-f37bc94525b36254e573de220443d250-dc922b21f2d35e7315abf4c3159e25a5-63b40dbcff306581344a73f9073894a1 +0 -0
- package/temp/test/jest/perf-cache-f37bc94525b36254e573de220443d250-da39a3ee5e6b4b0d3255bfef95601890 +1 -0
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@@ -13,7 +13,7 @@ export const listUnifiedUmOrders = async (credential) => {
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order_id: `${order.orderId}`,
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account_id: '',
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product_id: encodePath('BINANCE', 'USDT-FUTURE', order.symbol),
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-
order_type: mapBinanceOrderTypeToYuants(order.type),
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order_type: mapBinanceOrderTypeToYuants(order.type, order.timeInForce),
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order_direction: (_a = mapBinanceSideToYuantsDirection(order.side, order.positionSide)) !== null && _a !== void 0 ? _a : (order.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT'),
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volume: +order.origQty,
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traded_volume: +order.executedQty,
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@@ -33,7 +33,7 @@ export const listSpotOrders = async (credential) => {
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order_id: `${order.orderId}`,
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account_id: '',
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product_id: encodePath('BINANCE', 'SPOT', order.symbol),
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order_type: mapBinanceOrderTypeToYuants(order.type),
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order_type: mapBinanceOrderTypeToYuants(order.type, order.timeInForce),
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order_direction: mapSpotSideToOrderDirection(order.side),
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volume: +order.origQty,
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traded_volume: +order.executedQty,
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@@ -1 +1 @@
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-
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{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,iBAAiB,EAAE,sBAAsB,EAAe,MAAM,uBAAuB,CAAC;AAC/F,OAAO,EACL,qBAAqB,EACrB,2BAA2B,EAC3B,+BAA+B,EAC/B,2BAA2B,GAC5B,MAAM,eAAe,CAAC;AAEvB,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAqB,EAAE;IACtF,MAAM,GAAG,GAAG,MAAM,sBAAsB,CAAC,UAAU,CAAC,CAAC;IACrD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC3B,CAAC;IACD,OAAO,GAAG,CAAC,GAAG,CACZ,CAAC,KAAK,EAAU,EAAE;;QAAC,OAAA,CAAC;YAClB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;YAC5B,UAAU,EAAE,EAAE;YACd,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;YAC9D,UAAU,EAAE,2BAA2B,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,WAAW,CAAC;YACtE,eAAe,EACb,MAAA,+BAA+B,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,YAAY,CAAC,mCAC/D,CAAC,KAAK,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;YACrD,MAAM,EAAE,CAAC,KAAK,CAAC,OAAO;YACtB,aAAa,EAAE,CAAC,KAAK,CAAC,WAAW;YACjC,KAAK,EAAE,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK;YAC3D,SAAS,EAAE,KAAK,CAAC,IAAI;YACrB,UAAU,EAAE,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC;YACxC,YAAY,EAAE,qBAAqB,CAAC,KAAK,CAAC,MAAM,CAAC;SAClD,CAAC,CAAA;KAAA,CACH,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,cAAc,GAAG,KAAK,EAAE,UAAuB,EAAqB,EAAE;IACjF,MAAM,GAAG,GAAG,MAAM,iBAAiB,CAAC,UAAU,CAAC,CAAC;IAChD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC3B,CAAC;IACD,OAAO,GAAG,CAAC,GAAG,CACZ,CAAC,KAAK,EAAU,EAAE,CAAC,CAAC;QAClB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;QAC5B,UAAU,EAAE,EAAE;QACd,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC;QACvD,UAAU,EAAE,2BAA2B,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,WAAW,CAAC;QACtE,eAAe,EAAE,2BAA2B,CAAC,KAAK,CAAC,IAAI,CAAC;QACxD,MAAM,EAAE,CAAC,KAAK,CAAC,OAAO;QACtB,aAAa,EAAE,CAAC,KAAK,CAAC,WAAW;QACjC,KAAK,EAAE,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK;QAC3D,SAAS,EAAE,KAAK,CAAC,IAAI;QACrB,UAAU,EAAE,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC;QACxC,YAAY,EAAE,qBAAqB,CAAC,KAAK,CAAC,MAAM,CAAC;KAClD,CAAC,CACH,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,oBAAoB,GAAG,KAAK,WACvC,UAAuB,EACvB,UAAkB;IAElB,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;IAC5E,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;QACxB,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,UAAU,CAAC,CAAC;QAChD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IACnE,CAAC;IACD,IAAI,QAAQ,KAAK,aAAa,EAAE,CAAC;QAC/B,MAAM,MAAM,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;QACrD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IACnE,CAAC;IACD,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;AACvD,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfListOrders, IOrder } from '@yuants/data-order';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getSpotOpenOrders, getUnifiedUmOpenOrders, ICredential } from '../../api/private-api';\nimport {\n mapBinanceOrderStatus,\n mapBinanceOrderTypeToYuants,\n mapBinanceSideToYuantsDirection,\n mapSpotSideToOrderDirection,\n} from './order-utils';\n\nexport const listUnifiedUmOrders = async (credential: ICredential): Promise<IOrder[]> => {\n const res = await getUnifiedUmOpenOrders(credential);\n if (isApiError(res)) {\n throw new Error(res.msg);\n }\n return res.map(\n (order): IOrder => ({\n order_id: `${order.orderId}`,\n account_id: '',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', order.symbol),\n order_type: mapBinanceOrderTypeToYuants(order.type, order.timeInForce),\n order_direction:\n mapBinanceSideToYuantsDirection(order.side, order.positionSide) ??\n (order.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT'),\n volume: +order.origQty,\n traded_volume: +order.executedQty,\n price: order.price === undefined ? undefined : +order.price,\n submit_at: order.time,\n updated_at: formatTime(order.updateTime),\n order_status: mapBinanceOrderStatus(order.status),\n }),\n );\n};\n\nexport const listSpotOrders = async (credential: ICredential): Promise<IOrder[]> => {\n const res = await getSpotOpenOrders(credential);\n if (isApiError(res)) {\n throw new Error(res.msg);\n }\n return res.map(\n (order): IOrder => ({\n order_id: `${order.orderId}`,\n account_id: '',\n product_id: encodePath('BINANCE', 'SPOT', order.symbol),\n order_type: mapBinanceOrderTypeToYuants(order.type, order.timeInForce),\n order_direction: mapSpotSideToOrderDirection(order.side),\n volume: +order.origQty,\n traded_volume: +order.executedQty,\n price: order.price === undefined ? undefined : +order.price,\n submit_at: order.time,\n updated_at: formatTime(order.updateTime),\n order_status: mapBinanceOrderStatus(order.status),\n }),\n );\n};\n\nexport const getOrdersByProductId = async function (\n credential: ICredential,\n product_id: string,\n): Promise<IOrder[]> {\n const [_, instType] = decodePath(product_id); // BINANCE/USDT-FUTURE/ADAUSDT\n if (instType === 'SPOT') {\n const orders = await listSpotOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n }\n if (instType === 'USDT-FUTURE') {\n const orders = await listUnifiedUmOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n }\n throw new Error(`Unsupported instType: ${instType}`);\n};\n"]}
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@@ -0,0 +1,166 @@
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import { encodePath } from '@yuants/utils';
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jest.mock('../../api/private-api', () => ({
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getSpotOpenOrders: jest.fn(),
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getUnifiedUmOpenOrders: jest.fn(),
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postSpotOrder: jest.fn(),
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postUmOrder: jest.fn(),
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}));
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jest.mock('../../api/client', () => ({
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isApiError: jest.fn(() => false),
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}));
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jest.mock('../trade-history', () => ({
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fetchTradeHistory: jest.fn(),
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}));
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import { getSpotOpenOrders, getUnifiedUmOpenOrders, postSpotOrder, postUmOrder } from '../../api/private-api';
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import { mapBinanceOrderTypeToYuants, mapOrderTypeToOrdType, mapOrderTypeToTimeInForce } from './order-utils';
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import { listSpotOrders, listUnifiedUmOrders } from './listOrders';
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import { submitOrder } from './submitOrder';
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const mockedGetSpotOpenOrders = jest.mocked(getSpotOpenOrders);
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const mockedGetUnifiedUmOpenOrders = jest.mocked(getUnifiedUmOpenOrders);
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const mockedPostSpotOrder = jest.mocked(postSpotOrder);
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const mockedPostUmOrder = jest.mocked(postUmOrder);
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describe('Binance order type mappings', () => {
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beforeEach(() => {
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jest.resetAllMocks();
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mockedPostSpotOrder.mockResolvedValue({
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symbol: 'BTCUSDT',
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orderId: 1,
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clientOrderId: 'spot-order',
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transactTime: 1,
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});
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mockedPostUmOrder.mockResolvedValue({
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orderId: 2,
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symbol: 'BTCUSDT',
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status: 'NEW',
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clientOrderId: 'um-order',
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price: '12345',
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avgPrice: '0',
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origQty: '1',
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executedQty: '0',
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cumQty: '0',
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cumQuote: '0',
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timeInForce: 'GTC',
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type: 'LIMIT',
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reduceOnly: false,
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side: 'BUY',
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positionSide: 'LONG',
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selfTradePreventionMode: 'NONE',
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goodTillDate: 0,
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updateTime: 1,
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});
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});
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test('maps IOC and FOK order types to Binance LIMIT orders', () => {
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expect(mapOrderTypeToOrdType('IOC')).toBe('LIMIT');
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expect(mapOrderTypeToOrdType('FOK')).toBe('LIMIT');
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});
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test('maps Yuan order types to Binance timeInForce values', () => {
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expect(mapOrderTypeToTimeInForce('LIMIT')).toBe('GTC');
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expect(mapOrderTypeToTimeInForce('MAKER')).toBe('GTX');
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expect(mapOrderTypeToTimeInForce('IOC')).toBe('IOC');
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expect(mapOrderTypeToTimeInForce('FOK')).toBe('FOK');
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expect(mapOrderTypeToTimeInForce('MARKET')).toBeUndefined();
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});
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test('maps Binance type and timeInForce back to Yuan order types', () => {
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expect(mapBinanceOrderTypeToYuants('MARKET')).toBe('MARKET');
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expect(mapBinanceOrderTypeToYuants('LIMIT', 'GTC')).toBe('LIMIT');
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expect(mapBinanceOrderTypeToYuants('LIMIT', 'GTX')).toBe('MAKER');
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expect(mapBinanceOrderTypeToYuants('LIMIT', 'IOC')).toBe('IOC');
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expect(mapBinanceOrderTypeToYuants('LIMIT', 'FOK')).toBe('FOK');
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});
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test.each([
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['SPOT', 'IOC', 'IOC'],
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['SPOT', 'FOK', 'FOK'],
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['USDT-FUTURE', 'IOC', 'IOC'],
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['USDT-FUTURE', 'FOK', 'FOK'],
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])('submitOrder sends %s %s orders with timeInForce=%s', async (marketType, orderType, tif) => {
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const productId = encodePath('BINANCE', marketType, 'BTCUSDT');
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await expect(submitOrder({ access_key: 'ak', secret_key: 'sk' }, {
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account_id: 'BINANCE/test',
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product_id: productId,
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order_type: orderType,
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order_direction: 'OPEN_LONG',
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volume: 1,
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price: 12345,
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})).resolves.toEqual({ order_id: marketType === 'SPOT' ? '1' : '2' });
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if (marketType === 'SPOT') {
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expect(mockedPostSpotOrder).toHaveBeenCalledWith({ access_key: 'ak', secret_key: 'sk' }, expect.objectContaining({ symbol: 'BTCUSDT', type: 'LIMIT', timeInForce: tif, price: 12345 }));
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return;
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}
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expect(mockedPostUmOrder).toHaveBeenCalledWith({ access_key: 'ak', secret_key: 'sk' }, expect.objectContaining({ symbol: 'BTCUSDT', type: 'LIMIT', timeInForce: tif, price: 12345 }));
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});
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test('listOrders maps LIMIT+IOC/FOK/GTX readback values correctly', async () => {
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mockedGetSpotOpenOrders.mockResolvedValue([
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{
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symbol: 'BTCUSDT',
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orderId: 11,
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orderListId: -1,
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clientOrderId: 'spot-maker',
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price: '12345',
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origQty: '1',
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executedQty: '0',
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origQuoteOrderQty: '0',
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cummulativeQuoteQty: '0',
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status: 'NEW',
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timeInForce: 'GTX',
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type: 'LIMIT',
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side: 'BUY',
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stopPrice: '0',
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icebergQty: '0',
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time: 1,
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updateTime: 2,
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isWorking: true,
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},
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{
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symbol: 'ETHUSDT',
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orderId: 12,
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orderListId: -1,
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clientOrderId: 'spot-ioc',
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price: '2345',
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origQty: '2',
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executedQty: '0',
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origQuoteOrderQty: '0',
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cummulativeQuoteQty: '0',
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123
|
+
status: 'NEW',
|
|
124
|
+
timeInForce: 'IOC',
|
|
125
|
+
type: 'LIMIT',
|
|
126
|
+
side: 'BUY',
|
|
127
|
+
stopPrice: '0',
|
|
128
|
+
icebergQty: '0',
|
|
129
|
+
time: 3,
|
|
130
|
+
updateTime: 4,
|
|
131
|
+
isWorking: true,
|
|
132
|
+
},
|
|
133
|
+
]);
|
|
134
|
+
mockedGetUnifiedUmOpenOrders.mockResolvedValue([
|
|
135
|
+
{
|
|
136
|
+
avgPrice: '0',
|
|
137
|
+
clientOrderId: 'um-fok',
|
|
138
|
+
cumQuote: '0',
|
|
139
|
+
executedQty: '0',
|
|
140
|
+
orderId: 21,
|
|
141
|
+
origQty: '3',
|
|
142
|
+
origType: 'LIMIT',
|
|
143
|
+
price: '3456',
|
|
144
|
+
reduceOnly: false,
|
|
145
|
+
side: 'SELL',
|
|
146
|
+
positionSide: 'SHORT',
|
|
147
|
+
status: 'NEW',
|
|
148
|
+
symbol: 'BTCUSDT',
|
|
149
|
+
time: 5,
|
|
150
|
+
timeInForce: 'FOK',
|
|
151
|
+
type: 'LIMIT',
|
|
152
|
+
updateTime: 6,
|
|
153
|
+
selfTradePreventionMode: 'NONE',
|
|
154
|
+
goodTillDate: 0,
|
|
155
|
+
},
|
|
156
|
+
]);
|
|
157
|
+
await expect(listSpotOrders({ access_key: 'ak', secret_key: 'sk' })).resolves.toMatchObject([
|
|
158
|
+
{ order_id: '11', order_type: 'MAKER' },
|
|
159
|
+
{ order_id: '12', order_type: 'IOC' },
|
|
160
|
+
]);
|
|
161
|
+
await expect(listUnifiedUmOrders({ access_key: 'ak', secret_key: 'sk' })).resolves.toMatchObject([
|
|
162
|
+
{ order_id: '21', order_type: 'FOK' },
|
|
163
|
+
]);
|
|
164
|
+
});
|
|
165
|
+
});
|
|
166
|
+
//# sourceMappingURL=order-type-mapping.test.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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,QAAQ,EAAE,GAAG;gBACb,aAAa,EAAE,QAAQ;gBACvB,QAAQ,EAAE,GAAG;gBACb,WAAW,EAAE,GAAG;gBAChB,OAAO,EAAE,EAAE;gBACX,OAAO,EAAE,GAAG;gBACZ,QAAQ,EAAE,OAAO;gBACjB,KAAK,EAAE,MAAM;gBACb,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,MAAM;gBACZ,YAAY,EAAE,OAAO;gBACrB,MAAM,EAAE,KAAK;gBACb,MAAM,EAAE,SAAS;gBACjB,IAAI,EAAE,CAAC;gBACP,WAAW,EAAE,KAAK;gBAClB,IAAI,EAAE,OAAO;gBACb,UAAU,EAAE,CAAC;gBACb,uBAAuB,EAAE,MAAM;gBAC/B,YAAY,EAAE,CAAC;aAChB;SACF,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,cAAc,CAAC,EAAE,UAAU,EAAE,IAAI,EAAE,UAAU,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,aAAa,CAAC;YAC1F,EAAE,QAAQ,EAAE,IAAI,EAAE,UAAU,EAAE,OAAO,EAAE;YACvC,EAAE,QAAQ,EAAE,IAAI,EAAE,UAAU,EAAE,KAAK,EAAE;SACtC,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,mBAAmB,CAAC,EAAE,UAAU,EAAE,IAAI,EAAE,UAAU,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,aAAa,CAAC;YAC/F,EAAE,QAAQ,EAAE,IAAI,EAAE,UAAU,EAAE,KAAK,EAAE;SACtC,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC","sourcesContent":["import { encodePath } from '@yuants/utils';\n\njest.mock('../../api/private-api', () => ({\n getSpotOpenOrders: jest.fn(),\n getUnifiedUmOpenOrders: jest.fn(),\n postSpotOrder: jest.fn(),\n postUmOrder: jest.fn(),\n}));\n\njest.mock('../../api/client', () => ({\n isApiError: jest.fn(() => false),\n}));\n\njest.mock('../trade-history', () => ({\n fetchTradeHistory: jest.fn(),\n}));\n\nimport { getSpotOpenOrders, getUnifiedUmOpenOrders, postSpotOrder, postUmOrder } from '../../api/private-api';\nimport { mapBinanceOrderTypeToYuants, mapOrderTypeToOrdType, mapOrderTypeToTimeInForce } from './order-utils';\nimport { listSpotOrders, listUnifiedUmOrders } from './listOrders';\nimport { submitOrder } from './submitOrder';\n\nconst mockedGetSpotOpenOrders = jest.mocked(getSpotOpenOrders);\nconst mockedGetUnifiedUmOpenOrders = jest.mocked(getUnifiedUmOpenOrders);\nconst mockedPostSpotOrder = jest.mocked(postSpotOrder);\nconst mockedPostUmOrder = jest.mocked(postUmOrder);\n\ndescribe('Binance order type mappings', () => {\n beforeEach(() => {\n jest.resetAllMocks();\n\n mockedPostSpotOrder.mockResolvedValue({\n symbol: 'BTCUSDT',\n orderId: 1,\n clientOrderId: 'spot-order',\n transactTime: 1,\n });\n\n mockedPostUmOrder.mockResolvedValue({\n orderId: 2,\n symbol: 'BTCUSDT',\n status: 'NEW',\n clientOrderId: 'um-order',\n price: '12345',\n avgPrice: '0',\n origQty: '1',\n executedQty: '0',\n cumQty: '0',\n cumQuote: '0',\n timeInForce: 'GTC',\n type: 'LIMIT',\n reduceOnly: false,\n side: 'BUY',\n positionSide: 'LONG',\n selfTradePreventionMode: 'NONE',\n goodTillDate: 0,\n updateTime: 1,\n });\n });\n\n test('maps IOC and FOK order types to Binance LIMIT orders', () => {\n expect(mapOrderTypeToOrdType('IOC')).toBe('LIMIT');\n expect(mapOrderTypeToOrdType('FOK')).toBe('LIMIT');\n });\n\n test('maps Yuan order types to Binance timeInForce values', () => {\n expect(mapOrderTypeToTimeInForce('LIMIT')).toBe('GTC');\n expect(mapOrderTypeToTimeInForce('MAKER')).toBe('GTX');\n expect(mapOrderTypeToTimeInForce('IOC')).toBe('IOC');\n expect(mapOrderTypeToTimeInForce('FOK')).toBe('FOK');\n expect(mapOrderTypeToTimeInForce('MARKET')).toBeUndefined();\n });\n\n test('maps Binance type and timeInForce back to Yuan order types', () => {\n expect(mapBinanceOrderTypeToYuants('MARKET')).toBe('MARKET');\n expect(mapBinanceOrderTypeToYuants('LIMIT', 'GTC')).toBe('LIMIT');\n expect(mapBinanceOrderTypeToYuants('LIMIT', 'GTX')).toBe('MAKER');\n expect(mapBinanceOrderTypeToYuants('LIMIT', 'IOC')).toBe('IOC');\n expect(mapBinanceOrderTypeToYuants('LIMIT', 'FOK')).toBe('FOK');\n });\n\n test.each([\n ['SPOT', 'IOC', 'IOC'],\n ['SPOT', 'FOK', 'FOK'],\n ['USDT-FUTURE', 'IOC', 'IOC'],\n ['USDT-FUTURE', 'FOK', 'FOK'],\n ])('submitOrder sends %s %s orders with timeInForce=%s', async (marketType, orderType, tif) => {\n const productId = encodePath('BINANCE', marketType, 'BTCUSDT');\n\n await expect(\n submitOrder(\n { access_key: 'ak', secret_key: 'sk' },\n {\n account_id: 'BINANCE/test',\n product_id: productId,\n order_type: orderType as 'IOC' | 'FOK',\n order_direction: 'OPEN_LONG',\n volume: 1,\n price: 12345,\n },\n ),\n ).resolves.toEqual({ order_id: marketType === 'SPOT' ? '1' : '2' });\n\n if (marketType === 'SPOT') {\n expect(mockedPostSpotOrder).toHaveBeenCalledWith(\n { access_key: 'ak', secret_key: 'sk' },\n expect.objectContaining({ symbol: 'BTCUSDT', type: 'LIMIT', timeInForce: tif, price: 12345 }),\n );\n return;\n }\n\n expect(mockedPostUmOrder).toHaveBeenCalledWith(\n { access_key: 'ak', secret_key: 'sk' },\n expect.objectContaining({ symbol: 'BTCUSDT', type: 'LIMIT', timeInForce: tif, price: 12345 }),\n );\n });\n\n test('listOrders maps LIMIT+IOC/FOK/GTX readback values correctly', async () => {\n mockedGetSpotOpenOrders.mockResolvedValue([\n {\n symbol: 'BTCUSDT',\n orderId: 11,\n orderListId: -1,\n clientOrderId: 'spot-maker',\n price: '12345',\n origQty: '1',\n executedQty: '0',\n origQuoteOrderQty: '0',\n cummulativeQuoteQty: '0',\n status: 'NEW',\n timeInForce: 'GTX',\n type: 'LIMIT',\n side: 'BUY',\n stopPrice: '0',\n icebergQty: '0',\n time: 1,\n updateTime: 2,\n isWorking: true,\n },\n {\n symbol: 'ETHUSDT',\n orderId: 12,\n orderListId: -1,\n clientOrderId: 'spot-ioc',\n price: '2345',\n origQty: '2',\n executedQty: '0',\n origQuoteOrderQty: '0',\n cummulativeQuoteQty: '0',\n status: 'NEW',\n timeInForce: 'IOC',\n type: 'LIMIT',\n side: 'BUY',\n stopPrice: '0',\n icebergQty: '0',\n time: 3,\n updateTime: 4,\n isWorking: true,\n },\n ]);\n\n mockedGetUnifiedUmOpenOrders.mockResolvedValue([\n {\n avgPrice: '0',\n clientOrderId: 'um-fok',\n cumQuote: '0',\n executedQty: '0',\n orderId: 21,\n origQty: '3',\n origType: 'LIMIT',\n price: '3456',\n reduceOnly: false,\n side: 'SELL',\n positionSide: 'SHORT',\n status: 'NEW',\n symbol: 'BTCUSDT',\n time: 5,\n timeInForce: 'FOK',\n type: 'LIMIT',\n updateTime: 6,\n selfTradePreventionMode: 'NONE',\n goodTillDate: 0,\n },\n ]);\n\n await expect(listSpotOrders({ access_key: 'ak', secret_key: 'sk' })).resolves.toMatchObject([\n { order_id: '11', order_type: 'MAKER' },\n { order_id: '12', order_type: 'IOC' },\n ]);\n\n await expect(listUnifiedUmOrders({ access_key: 'ak', secret_key: 'sk' })).resolves.toMatchObject([\n { order_id: '21', order_type: 'FOK' },\n ]);\n });\n});\n"]}
|
|
@@ -72,6 +72,8 @@ export const mapOrderTypeToOrdType = (order_type) => {
|
|
|
72
72
|
switch (order_type) {
|
|
73
73
|
case 'LIMIT':
|
|
74
74
|
case 'MAKER':
|
|
75
|
+
case 'IOC':
|
|
76
|
+
case 'FOK':
|
|
75
77
|
return 'LIMIT';
|
|
76
78
|
case 'MARKET':
|
|
77
79
|
return 'MARKET';
|
|
@@ -79,10 +81,35 @@ export const mapOrderTypeToOrdType = (order_type) => {
|
|
|
79
81
|
throw new Error(`Unsupported order_type: ${order_type}`);
|
|
80
82
|
}
|
|
81
83
|
};
|
|
82
|
-
export const
|
|
84
|
+
export const mapOrderTypeToTimeInForce = (order_type) => {
|
|
85
|
+
switch (order_type) {
|
|
86
|
+
case 'LIMIT':
|
|
87
|
+
return 'GTC';
|
|
88
|
+
case 'MAKER':
|
|
89
|
+
return 'GTX';
|
|
90
|
+
case 'IOC':
|
|
91
|
+
return 'IOC';
|
|
92
|
+
case 'FOK':
|
|
93
|
+
return 'FOK';
|
|
94
|
+
case 'MARKET':
|
|
95
|
+
return undefined;
|
|
96
|
+
default:
|
|
97
|
+
throw new Error(`Unsupported order_type: ${order_type}`);
|
|
98
|
+
}
|
|
99
|
+
};
|
|
100
|
+
export const mapBinanceOrderTypeToYuants = (binanceType, timeInForce) => {
|
|
83
101
|
switch (binanceType) {
|
|
84
102
|
case 'LIMIT':
|
|
85
|
-
|
|
103
|
+
switch (timeInForce) {
|
|
104
|
+
case 'GTX':
|
|
105
|
+
return 'MAKER';
|
|
106
|
+
case 'IOC':
|
|
107
|
+
return 'IOC';
|
|
108
|
+
case 'FOK':
|
|
109
|
+
return 'FOK';
|
|
110
|
+
default:
|
|
111
|
+
return 'LIMIT';
|
|
112
|
+
}
|
|
86
113
|
case 'MARKET':
|
|
87
114
|
return 'MARKET';
|
|
88
115
|
default:
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
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{ IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { createHash } from 'crypto';\n\nexport const decodeFutureSymbol = (product_id: string) => {\n const parts = decodePath(product_id);\n // Support both old format (usdt-future/symbol) and new format (BINANCE/USDT-FUTURE/symbol)\n if (parts.length === 2) {\n const [instType, symbol] = parts;\n if (instType !== 'usdt-future' || !symbol) {\n throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);\n }\n return symbol;\n } else if (parts.length === 3) {\n const [datasource, instType, symbol] = parts;\n if (datasource !== 'BINANCE' || instType !== 'USDT-FUTURE' || !symbol) {\n throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);\n }\n return symbol;\n }\n throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);\n};\n\nexport const decodeSpotSymbol = (product_id: string) => {\n try {\n const parts = decodePath(product_id);\n // Support both old format (spot/symbol) and new format (BINANCE/SPOT/symbol)\n if (parts.length === 2) {\n const [instType, symbol] = parts;\n if (instType?.toLowerCase() === 'spot' && symbol) {\n return symbol;\n }\n } else if (parts.length === 3) {\n const [datasource, instType, symbol] = parts;\n if (datasource === 'BINANCE' && instType === 'SPOT' && symbol) {\n return symbol;\n }\n }\n } catch (err) {\n // ignore decode errors and fall back to raw product id\n }\n if (!product_id.includes('/')) {\n return product_id;\n }\n throw new Error(`Unsupported product_id for Binance spot: ${product_id}`);\n};\n\nexport const mapOrderDirectionToSide = (direction?: IOrder['order_direction']) => {\n switch (direction) {\n case 'OPEN_LONG':\n case 'CLOSE_SHORT':\n return 'BUY';\n case 'OPEN_SHORT':\n case 'CLOSE_LONG':\n return 'SELL';\n default:\n throw new Error(`Unsupported order_direction: ${direction}`);\n }\n};\n\nexport const mapOrderDirectionToPositionSide = (direction?: IOrder['order_direction']) => {\n switch (direction) {\n case 'OPEN_LONG':\n case 'CLOSE_LONG':\n return 'LONG';\n case 'OPEN_SHORT':\n case 'CLOSE_SHORT':\n return 'SHORT';\n default:\n throw new Error(`Unsupported order_direction for positionSide: ${direction}`);\n }\n};\n\nexport const mapOrderTypeToOrdType = (order_type?: IOrder['order_type']) => {\n switch (order_type) {\n case 'LIMIT':\n case 'MAKER':\n case 'IOC':\n case 'FOK':\n return 'LIMIT';\n case 'MARKET':\n return 'MARKET';\n default:\n throw new Error(`Unsupported order_type: ${order_type}`);\n }\n};\n\nexport const mapOrderTypeToTimeInForce = (order_type?: IOrder['order_type']) => {\n switch (order_type) {\n case 'LIMIT':\n return 'GTC';\n case 'MAKER':\n return 'GTX';\n case 'IOC':\n return 'IOC';\n case 'FOK':\n return 'FOK';\n case 'MARKET':\n return undefined;\n default:\n throw new Error(`Unsupported order_type: ${order_type}`);\n }\n};\n\nexport const mapBinanceOrderTypeToYuants = (\n binanceType?: string,\n timeInForce?: string,\n): IOrder['order_type'] => {\n switch (binanceType) {\n case 'LIMIT':\n switch (timeInForce) {\n case 'GTX':\n return 'MAKER';\n case 'IOC':\n return 'IOC';\n case 'FOK':\n return 'FOK';\n default:\n return 'LIMIT';\n }\n case 'MARKET':\n return 'MARKET';\n default:\n return 'LIMIT';\n }\n};\n\nexport const mapBinanceSideToYuantsDirection = (\n side?: string,\n positionSide?: string,\n): IOrder['order_direction'] | undefined => {\n if (!side || !positionSide) {\n return undefined;\n }\n if (positionSide === 'LONG') {\n return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';\n }\n if (positionSide === 'SHORT') {\n return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';\n }\n return undefined;\n};\n\nexport const mapSpotSideToOrderDirection = (side?: string): IOrder['order_direction'] => {\n if (side === 'SELL') {\n return 'CLOSE_LONG';\n }\n return 'OPEN_LONG';\n};\n\nexport const deriveClientOrderId = (order: IOrder) => {\n if (order.order_id) return `${order.order_id}`;\n const payload = JSON.stringify({\n account_id: order.account_id,\n product_id: order.product_id,\n order_direction: order.order_direction,\n order_type: order.order_type,\n price: order.price,\n volume: order.volume,\n });\n return `YUANTS${createHash('sha256').update(payload).digest('hex').slice(0, 24)}`;\n};\n\nconst BinanceOrderStatusMap: Record<string, IOrder['order_status']> = {\n NEW: 'ACCEPTED',\n PARTIALLY_FILLED: 'TRADED',\n FILLED: 'TRADED',\n PENDING_NEW: 'ACCEPTED',\n PENDING_CANCEL: 'CANCELLED',\n CANCELED: 'CANCELLED',\n CANCELLED: 'CANCELLED',\n REJECTED: 'CANCELLED',\n EXPIRED: 'CANCELLED',\n};\n\nexport const mapBinanceOrderStatus = (status?: string): IOrder['order_status'] => {\n if (!status) return 'ACCEPTED';\n return BinanceOrderStatusMap[status] ?? 'ACCEPTED';\n};\n"]}
|
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
import { decodePath, newError } from '@yuants/utils';
|
|
2
2
|
import { isApiError } from '../../api/client';
|
|
3
3
|
import { postSpotOrder, postUmOrder } from '../../api/private-api';
|
|
4
|
-
import { decodeFutureSymbol, decodeSpotSymbol, deriveClientOrderId, mapOrderDirectionToPositionSide, mapOrderDirectionToSide, mapOrderTypeToOrdType, } from './order-utils';
|
|
4
|
+
import { decodeFutureSymbol, decodeSpotSymbol, deriveClientOrderId, mapOrderDirectionToPositionSide, mapOrderDirectionToSide, mapOrderTypeToOrdType, mapOrderTypeToTimeInForce, } from './order-utils';
|
|
5
5
|
import { fetchTradeHistory } from '../trade-history';
|
|
6
6
|
const submitUnifiedOrder = async (credential, order) => {
|
|
7
7
|
const symbol = decodeFutureSymbol(order.product_id);
|
|
@@ -13,7 +13,7 @@ const submitUnifiedOrder = async (credential, order) => {
|
|
|
13
13
|
const side = mapOrderDirectionToSide(order.order_direction);
|
|
14
14
|
const positionSide = isSingleSideMode ? undefined : mapOrderDirectionToPositionSide(order.order_direction);
|
|
15
15
|
const type = mapOrderTypeToOrdType(order.order_type);
|
|
16
|
-
const timeInForce = order.order_type
|
|
16
|
+
const timeInForce = mapOrderTypeToTimeInForce(order.order_type);
|
|
17
17
|
const reduceOnly = isSingleSideMode
|
|
18
18
|
? order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT'
|
|
19
19
|
? 'true'
|
|
@@ -45,7 +45,7 @@ const submitSpotOrder = async (credential, order) => {
|
|
|
45
45
|
}
|
|
46
46
|
const side = mapOrderDirectionToSide(order.order_direction);
|
|
47
47
|
const type = mapOrderTypeToOrdType(order.order_type);
|
|
48
|
-
const timeInForce = order.order_type
|
|
48
|
+
const timeInForce = mapOrderTypeToTimeInForce(order.order_type);
|
|
49
49
|
const params = {
|
|
50
50
|
symbol,
|
|
51
51
|
side,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACrD,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAe,aAAa,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAChF,OAAO,EACL,kBAAkB,EAClB,gBAAgB,EAChB,mBAAmB,EACnB,+BAA+B,EAC/B,uBAAuB,EACvB,qBAAqB,
|
|
1
|
+
{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACrD,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAe,aAAa,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAChF,OAAO,EACL,kBAAkB,EAClB,gBAAgB,EAChB,mBAAmB,EACnB,+BAA+B,EAC/B,uBAAuB,EACvB,qBAAqB,EACrB,yBAAyB,GAC1B,MAAM,eAAe,CAAC;AACvB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AAErD,MAAM,kBAAkB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,MAAM,MAAM,GAAG,kBAAkB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACpD,IAAI,CAAC,KAAK,CAAC,MAAM,EAAE,CAAC;QAClB,MAAM,IAAI,KAAK,CAAC,qDAAqD,CAAC,CAAC;IACzE,CAAC;IACD,8BAA8B;IAC9B,MAAM,gBAAgB,GAAG,KAAK,CAAC,CAAC,iDAAiD;IACjF,MAAM,IAAI,GAAG,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5D,MAAM,YAAY,GAAG,gBAAgB,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,+BAA+B,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC3G,MAAM,IAAI,GAAG,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACrD,MAAM,WAAW,GAAG,yBAAyB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAChE,MAAM,UAAU,GAAG,gBAAgB;QACjC,CAAC,CAAC,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa;YACjF,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,SAAS;QACb,CAAC,CAAC,SAAS,CAAC;IAEd,MAAM,GAAG,GAAG,MAAM,WAAW,CAAC,UAAU,EAAE;QACxC,MAAM;QACN,IAAI;QACJ,YAAY;QACZ,IAAI;QACJ,QAAQ,EAAE,KAAK,CAAC,MAAM;QACtB,KAAK,EAAE,KAAK,CAAC,KAAK;QAClB,WAAW;QACX,UAAU;QACV,gBAAgB,EAAE,mBAAmB,CAAC,KAAK,CAAC;KAC7C,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,wCAAwC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;IACjF,CAAC;IACD,IAAI,IAAI,KAAK,QAAQ,EAAE,CAAC;QACtB,iBAAiB,CAAC,UAAU,EAAE,KAAK,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAC1D,CAAC;IACD,OAAO,EAAE,QAAQ,EAAE,GAAG,GAAG,CAAC,OAAO,EAAE,EAAE,CAAC;AACxC,CAAC,CAAC;AAEF,MAAM,eAAe,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC5F,MAAM,MAAM,GAAG,gBAAgB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAClD,IAAI,CAAC,KAAK,CAAC,MAAM,EAAE,CAAC;QAClB,MAAM,IAAI,KAAK,CAAC,qDAAqD,CAAC,CAAC;IACzE,CAAC;IACD,MAAM,IAAI,GAAG,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5D,MAAM,IAAI,GAAG,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACrD,MAAM,WAAW,GAAG,yBAAyB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAChE,MAAM,MAAM,GAAwC;QAClD,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,QAAQ,EAAE,KAAK,CAAC,MAAM;QACtB,gBAAgB,EAAE,mBAAmB,CAAC,KAAK,CAAC;KAC7C,CAAC;IACF,IAAI,IAAI,KAAK,OAAO,EAAE,CAAC;QACrB,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,EAAE,CAAC;YAC9B,MAAM,IAAI,KAAK,CAAC,yCAAyC,CAAC,CAAC;QAC7D,CAAC;QACD,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;QAC3B,MAAM,CAAC,WAAW,GAAG,WAAW,CAAC;IACnC,CAAC;IACD,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,IAAI,IAAI,KAAK,QAAQ,EAAE,CAAC;QACnD,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;IAC7B,CAAC;IACD,MAAM,GAAG,GAAG,MAAM,aAAa,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACpD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,qCAAqC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;IAC9E,CAAC;IACD,IAAI,IAAI,KAAK,QAAQ,EAAE,CAAC;QACtB,iBAAiB,CAAC,UAAU,EAAE,KAAK,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAC1D,CAAC;IACD,OAAO,EAAE,QAAQ,EAAE,GAAG,GAAG,CAAC,OAAO,EAAE,EAAE,CAAC;AACxC,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,MAAM,CAAC,EAAE,IAAI,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAE9C,IAAI,IAAI,KAAK,aAAa,EAAE,CAAC;QAC3B,OAAO,kBAAkB,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IAC/C,CAAC;IACD,IAAI,IAAI,KAAK,MAAM,EAAE,CAAC;QACpB,OAAO,eAAe,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IAC5C,CAAC;IAED,MAAM,QAAQ,CAAC,+CAA+C,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC;AAC7E,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, newError } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { ICredential, postSpotOrder, postUmOrder } from '../../api/private-api';\nimport {\n decodeFutureSymbol,\n decodeSpotSymbol,\n deriveClientOrderId,\n mapOrderDirectionToPositionSide,\n mapOrderDirectionToSide,\n mapOrderTypeToOrdType,\n mapOrderTypeToTimeInForce,\n} from './order-utils';\nimport { fetchTradeHistory } from '../trade-history';\n\nconst submitUnifiedOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n const symbol = decodeFutureSymbol(order.product_id);\n if (!order.volume) {\n throw new Error('Binance submitOrder requires order.volume to be set');\n }\n // 单向持仓模式 (single side mode) 下\n const isSingleSideMode = false; // TODO: fetch from account info API and cache it\n const side = mapOrderDirectionToSide(order.order_direction);\n const positionSide = isSingleSideMode ? undefined : mapOrderDirectionToPositionSide(order.order_direction);\n const type = mapOrderTypeToOrdType(order.order_type);\n const timeInForce = mapOrderTypeToTimeInForce(order.order_type);\n const reduceOnly = isSingleSideMode\n ? order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT'\n ? 'true'\n : undefined\n : undefined;\n\n const res = await postUmOrder(credential, {\n symbol,\n side,\n positionSide,\n type,\n quantity: order.volume,\n price: order.price,\n timeInForce,\n reduceOnly,\n newClientOrderId: deriveClientOrderId(order),\n });\n if (isApiError(res)) {\n throw new Error(`Binance submit unified order failed: ${res.code} ${res.msg}`);\n }\n if (type === 'MARKET') {\n fetchTradeHistory(credential, order.product_id, symbol);\n }\n return { order_id: `${res.orderId}` };\n};\n\nconst submitSpotOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n const symbol = decodeSpotSymbol(order.product_id);\n if (!order.volume) {\n throw new Error('Binance submitOrder requires order.volume to be set');\n }\n const side = mapOrderDirectionToSide(order.order_direction);\n const type = mapOrderTypeToOrdType(order.order_type);\n const timeInForce = mapOrderTypeToTimeInForce(order.order_type);\n const params: Parameters<typeof postSpotOrder>[1] = {\n symbol,\n side,\n type,\n quantity: order.volume,\n newClientOrderId: deriveClientOrderId(order),\n };\n if (type === 'LIMIT') {\n if (order.price === undefined) {\n throw new Error('Binance spot LIMIT order requires price');\n }\n params.price = order.price;\n params.timeInForce = timeInForce;\n }\n if (order.price !== undefined && type === 'MARKET') {\n params.price = order.price;\n }\n const res = await postSpotOrder(credential, params);\n if (isApiError(res)) {\n throw new Error(`Binance submit spot order failed: ${res.code} ${res.msg}`);\n }\n if (type === 'MARKET') {\n fetchTradeHistory(credential, order.product_id, symbol);\n }\n return { order_id: `${res.orderId}` };\n};\n\nexport const submitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n const [, TYPE] = decodePath(order.product_id);\n\n if (TYPE === 'USDT-FUTURE') {\n return submitUnifiedOrder(credential, order);\n }\n if (TYPE === 'SPOT') {\n return submitSpotOrder(credential, order);\n }\n\n throw newError('BINANCE_SUBMIT_ORDER_UNSUPPORTED_PRODUCT_TYPE', { order });\n};\n"]}
|
|
@@ -16,7 +16,7 @@ const listUnifiedUmOrders = async (credential) => {
|
|
|
16
16
|
order_id: `${order.orderId}`,
|
|
17
17
|
account_id: '',
|
|
18
18
|
product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', order.symbol),
|
|
19
|
-
order_type: (0, order_utils_1.mapBinanceOrderTypeToYuants)(order.type),
|
|
19
|
+
order_type: (0, order_utils_1.mapBinanceOrderTypeToYuants)(order.type, order.timeInForce),
|
|
20
20
|
order_direction: (_a = (0, order_utils_1.mapBinanceSideToYuantsDirection)(order.side, order.positionSide)) !== null && _a !== void 0 ? _a : (order.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT'),
|
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21
21
|
volume: +order.origQty,
|
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22
22
|
traded_volume: +order.executedQty,
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@@ -37,7 +37,7 @@ const listSpotOrders = async (credential) => {
|
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|
37
37
|
order_id: `${order.orderId}`,
|
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38
38
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account_id: '',
|
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39
39
|
product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', order.symbol),
|
|
40
|
-
order_type: (0, order_utils_1.mapBinanceOrderTypeToYuants)(order.type),
|
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40
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+
order_type: (0, order_utils_1.mapBinanceOrderTypeToYuants)(order.type, order.timeInForce),
|
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41
41
|
order_direction: (0, order_utils_1.mapSpotSideToOrderDirection)(order.side),
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volume: +order.origQty,
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traded_volume: +order.executedQty,
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@@ -1 +1 @@
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1
|
-
{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":";;;AACA,yCAAmE;AACnE,6CAA8C;AAC9C,uDAA+F;AAC/F,+CAKuB;AAEhB,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAqB,EAAE;IACtF,MAAM,GAAG,GAAG,MAAM,IAAA,oCAAsB,EAAC,UAAU,CAAC,CAAC;IACrD,IAAI,IAAA,mBAAU,EAAC,GAAG,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC3B,CAAC;IACD,OAAO,GAAG,CAAC,GAAG,CACZ,CAAC,KAAK,EAAU,EAAE;;QAAC,OAAA,CAAC;YAClB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;YAC5B,UAAU,EAAE,EAAE;YACd,UAAU,EAAE,IAAA,kBAAU,EAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;YAC9D,UAAU,EAAE,IAAA,yCAA2B,EAAC,KAAK,CAAC,IAAI,CAAC;
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1
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+
{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":";;;AACA,yCAAmE;AACnE,6CAA8C;AAC9C,uDAA+F;AAC/F,+CAKuB;AAEhB,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAqB,EAAE;IACtF,MAAM,GAAG,GAAG,MAAM,IAAA,oCAAsB,EAAC,UAAU,CAAC,CAAC;IACrD,IAAI,IAAA,mBAAU,EAAC,GAAG,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC3B,CAAC;IACD,OAAO,GAAG,CAAC,GAAG,CACZ,CAAC,KAAK,EAAU,EAAE;;QAAC,OAAA,CAAC;YAClB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;YAC5B,UAAU,EAAE,EAAE;YACd,UAAU,EAAE,IAAA,kBAAU,EAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;YAC9D,UAAU,EAAE,IAAA,yCAA2B,EAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,WAAW,CAAC;YACtE,eAAe,EACb,MAAA,IAAA,6CAA+B,EAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,YAAY,CAAC,mCAC/D,CAAC,KAAK,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;YACrD,MAAM,EAAE,CAAC,KAAK,CAAC,OAAO;YACtB,aAAa,EAAE,CAAC,KAAK,CAAC,WAAW;YACjC,KAAK,EAAE,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK;YAC3D,SAAS,EAAE,KAAK,CAAC,IAAI;YACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC;YACxC,YAAY,EAAE,IAAA,mCAAqB,EAAC,KAAK,CAAC,MAAM,CAAC;SAClD,CAAC,CAAA;KAAA,CACH,CAAC;AACJ,CAAC,CAAC;AAtBW,QAAA,mBAAmB,uBAsB9B;AAEK,MAAM,cAAc,GAAG,KAAK,EAAE,UAAuB,EAAqB,EAAE;IACjF,MAAM,GAAG,GAAG,MAAM,IAAA,+BAAiB,EAAC,UAAU,CAAC,CAAC;IAChD,IAAI,IAAA,mBAAU,EAAC,GAAG,CAAC,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC3B,CAAC;IACD,OAAO,GAAG,CAAC,GAAG,CACZ,CAAC,KAAK,EAAU,EAAE,CAAC,CAAC;QAClB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;QAC5B,UAAU,EAAE,EAAE;QACd,UAAU,EAAE,IAAA,kBAAU,EAAC,SAAS,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC;QACvD,UAAU,EAAE,IAAA,yCAA2B,EAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,WAAW,CAAC;QACtE,eAAe,EAAE,IAAA,yCAA2B,EAAC,KAAK,CAAC,IAAI,CAAC;QACxD,MAAM,EAAE,CAAC,KAAK,CAAC,OAAO;QACtB,aAAa,EAAE,CAAC,KAAK,CAAC,WAAW;QACjC,KAAK,EAAE,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK;QAC3D,SAAS,EAAE,KAAK,CAAC,IAAI;QACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC;QACxC,YAAY,EAAE,IAAA,mCAAqB,EAAC,KAAK,CAAC,MAAM,CAAC;KAClD,CAAC,CACH,CAAC;AACJ,CAAC,CAAC;AApBW,QAAA,cAAc,kBAoBzB;AAEK,MAAM,oBAAoB,GAAG,KAAK,WACvC,UAAuB,EACvB,UAAkB;IAElB,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;IAC5E,IAAI,QAAQ,KAAK,MAAM,EAAE,CAAC;QACxB,MAAM,MAAM,GAAG,MAAM,IAAA,sBAAc,EAAC,UAAU,CAAC,CAAC;QAChD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IACnE,CAAC;IACD,IAAI,QAAQ,KAAK,aAAa,EAAE,CAAC;QAC/B,MAAM,MAAM,GAAG,MAAM,IAAA,2BAAmB,EAAC,UAAU,CAAC,CAAC;QACrD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IACnE,CAAC;IACD,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;AACvD,CAAC,CAAC;AAdW,QAAA,oBAAoB,wBAc/B","sourcesContent":["import { IActionHandlerOfListOrders, IOrder } from '@yuants/data-order';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getSpotOpenOrders, getUnifiedUmOpenOrders, ICredential } from '../../api/private-api';\nimport {\n mapBinanceOrderStatus,\n mapBinanceOrderTypeToYuants,\n mapBinanceSideToYuantsDirection,\n mapSpotSideToOrderDirection,\n} from './order-utils';\n\nexport const listUnifiedUmOrders = async (credential: ICredential): Promise<IOrder[]> => {\n const res = await getUnifiedUmOpenOrders(credential);\n if (isApiError(res)) {\n throw new Error(res.msg);\n }\n return res.map(\n (order): IOrder => ({\n order_id: `${order.orderId}`,\n account_id: '',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', order.symbol),\n order_type: mapBinanceOrderTypeToYuants(order.type, order.timeInForce),\n order_direction:\n mapBinanceSideToYuantsDirection(order.side, order.positionSide) ??\n (order.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT'),\n volume: +order.origQty,\n traded_volume: +order.executedQty,\n price: order.price === undefined ? undefined : +order.price,\n submit_at: order.time,\n updated_at: formatTime(order.updateTime),\n order_status: mapBinanceOrderStatus(order.status),\n }),\n );\n};\n\nexport const listSpotOrders = async (credential: ICredential): Promise<IOrder[]> => {\n const res = await getSpotOpenOrders(credential);\n if (isApiError(res)) {\n throw new Error(res.msg);\n }\n return res.map(\n (order): IOrder => ({\n order_id: `${order.orderId}`,\n account_id: '',\n product_id: encodePath('BINANCE', 'SPOT', order.symbol),\n order_type: mapBinanceOrderTypeToYuants(order.type, order.timeInForce),\n order_direction: mapSpotSideToOrderDirection(order.side),\n volume: +order.origQty,\n traded_volume: +order.executedQty,\n price: order.price === undefined ? undefined : +order.price,\n submit_at: order.time,\n updated_at: formatTime(order.updateTime),\n order_status: mapBinanceOrderStatus(order.status),\n }),\n );\n};\n\nexport const getOrdersByProductId = async function (\n credential: ICredential,\n product_id: string,\n): Promise<IOrder[]> {\n const [_, instType] = decodePath(product_id); // BINANCE/USDT-FUTURE/ADAUSDT\n if (instType === 'SPOT') {\n const orders = await listSpotOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n }\n if (instType === 'USDT-FUTURE') {\n const orders = await listUnifiedUmOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n }\n throw new Error(`Unsupported instType: ${instType}`);\n};\n"]}
|
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@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"order-type-mapping.test.d.ts","sourceRoot":"","sources":["../../../src/services/orders/order-type-mapping.test.ts"],"names":[],"mappings":""}
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@@ -0,0 +1,168 @@
|
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|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
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3
|
+
const utils_1 = require("@yuants/utils");
|
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4
|
+
jest.mock('../../api/private-api', () => ({
|
|
5
|
+
getSpotOpenOrders: jest.fn(),
|
|
6
|
+
getUnifiedUmOpenOrders: jest.fn(),
|
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7
|
+
postSpotOrder: jest.fn(),
|
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8
|
+
postUmOrder: jest.fn(),
|
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9
|
+
}));
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10
|
+
jest.mock('../../api/client', () => ({
|
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11
|
+
isApiError: jest.fn(() => false),
|
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12
|
+
}));
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13
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+
jest.mock('../trade-history', () => ({
|
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14
|
+
fetchTradeHistory: jest.fn(),
|
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15
|
+
}));
|
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16
|
+
const private_api_1 = require("../../api/private-api");
|
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17
|
+
const order_utils_1 = require("./order-utils");
|
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+
const listOrders_1 = require("./listOrders");
|
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19
|
+
const submitOrder_1 = require("./submitOrder");
|
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20
|
+
const mockedGetSpotOpenOrders = jest.mocked(private_api_1.getSpotOpenOrders);
|
|
21
|
+
const mockedGetUnifiedUmOpenOrders = jest.mocked(private_api_1.getUnifiedUmOpenOrders);
|
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|
+
const mockedPostSpotOrder = jest.mocked(private_api_1.postSpotOrder);
|
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|
+
const mockedPostUmOrder = jest.mocked(private_api_1.postUmOrder);
|
|
24
|
+
describe('Binance order type mappings', () => {
|
|
25
|
+
beforeEach(() => {
|
|
26
|
+
jest.resetAllMocks();
|
|
27
|
+
mockedPostSpotOrder.mockResolvedValue({
|
|
28
|
+
symbol: 'BTCUSDT',
|
|
29
|
+
orderId: 1,
|
|
30
|
+
clientOrderId: 'spot-order',
|
|
31
|
+
transactTime: 1,
|
|
32
|
+
});
|
|
33
|
+
mockedPostUmOrder.mockResolvedValue({
|
|
34
|
+
orderId: 2,
|
|
35
|
+
symbol: 'BTCUSDT',
|
|
36
|
+
status: 'NEW',
|
|
37
|
+
clientOrderId: 'um-order',
|
|
38
|
+
price: '12345',
|
|
39
|
+
avgPrice: '0',
|
|
40
|
+
origQty: '1',
|
|
41
|
+
executedQty: '0',
|
|
42
|
+
cumQty: '0',
|
|
43
|
+
cumQuote: '0',
|
|
44
|
+
timeInForce: 'GTC',
|
|
45
|
+
type: 'LIMIT',
|
|
46
|
+
reduceOnly: false,
|
|
47
|
+
side: 'BUY',
|
|
48
|
+
positionSide: 'LONG',
|
|
49
|
+
selfTradePreventionMode: 'NONE',
|
|
50
|
+
goodTillDate: 0,
|
|
51
|
+
updateTime: 1,
|
|
52
|
+
});
|
|
53
|
+
});
|
|
54
|
+
test('maps IOC and FOK order types to Binance LIMIT orders', () => {
|
|
55
|
+
expect((0, order_utils_1.mapOrderTypeToOrdType)('IOC')).toBe('LIMIT');
|
|
56
|
+
expect((0, order_utils_1.mapOrderTypeToOrdType)('FOK')).toBe('LIMIT');
|
|
57
|
+
});
|
|
58
|
+
test('maps Yuan order types to Binance timeInForce values', () => {
|
|
59
|
+
expect((0, order_utils_1.mapOrderTypeToTimeInForce)('LIMIT')).toBe('GTC');
|
|
60
|
+
expect((0, order_utils_1.mapOrderTypeToTimeInForce)('MAKER')).toBe('GTX');
|
|
61
|
+
expect((0, order_utils_1.mapOrderTypeToTimeInForce)('IOC')).toBe('IOC');
|
|
62
|
+
expect((0, order_utils_1.mapOrderTypeToTimeInForce)('FOK')).toBe('FOK');
|
|
63
|
+
expect((0, order_utils_1.mapOrderTypeToTimeInForce)('MARKET')).toBeUndefined();
|
|
64
|
+
});
|
|
65
|
+
test('maps Binance type and timeInForce back to Yuan order types', () => {
|
|
66
|
+
expect((0, order_utils_1.mapBinanceOrderTypeToYuants)('MARKET')).toBe('MARKET');
|
|
67
|
+
expect((0, order_utils_1.mapBinanceOrderTypeToYuants)('LIMIT', 'GTC')).toBe('LIMIT');
|
|
68
|
+
expect((0, order_utils_1.mapBinanceOrderTypeToYuants)('LIMIT', 'GTX')).toBe('MAKER');
|
|
69
|
+
expect((0, order_utils_1.mapBinanceOrderTypeToYuants)('LIMIT', 'IOC')).toBe('IOC');
|
|
70
|
+
expect((0, order_utils_1.mapBinanceOrderTypeToYuants)('LIMIT', 'FOK')).toBe('FOK');
|
|
71
|
+
});
|
|
72
|
+
test.each([
|
|
73
|
+
['SPOT', 'IOC', 'IOC'],
|
|
74
|
+
['SPOT', 'FOK', 'FOK'],
|
|
75
|
+
['USDT-FUTURE', 'IOC', 'IOC'],
|
|
76
|
+
['USDT-FUTURE', 'FOK', 'FOK'],
|
|
77
|
+
])('submitOrder sends %s %s orders with timeInForce=%s', async (marketType, orderType, tif) => {
|
|
78
|
+
const productId = (0, utils_1.encodePath)('BINANCE', marketType, 'BTCUSDT');
|
|
79
|
+
await expect((0, submitOrder_1.submitOrder)({ access_key: 'ak', secret_key: 'sk' }, {
|
|
80
|
+
account_id: 'BINANCE/test',
|
|
81
|
+
product_id: productId,
|
|
82
|
+
order_type: orderType,
|
|
83
|
+
order_direction: 'OPEN_LONG',
|
|
84
|
+
volume: 1,
|
|
85
|
+
price: 12345,
|
|
86
|
+
})).resolves.toEqual({ order_id: marketType === 'SPOT' ? '1' : '2' });
|
|
87
|
+
if (marketType === 'SPOT') {
|
|
88
|
+
expect(mockedPostSpotOrder).toHaveBeenCalledWith({ access_key: 'ak', secret_key: 'sk' }, expect.objectContaining({ symbol: 'BTCUSDT', type: 'LIMIT', timeInForce: tif, price: 12345 }));
|
|
89
|
+
return;
|
|
90
|
+
}
|
|
91
|
+
expect(mockedPostUmOrder).toHaveBeenCalledWith({ access_key: 'ak', secret_key: 'sk' }, expect.objectContaining({ symbol: 'BTCUSDT', type: 'LIMIT', timeInForce: tif, price: 12345 }));
|
|
92
|
+
});
|
|
93
|
+
test('listOrders maps LIMIT+IOC/FOK/GTX readback values correctly', async () => {
|
|
94
|
+
mockedGetSpotOpenOrders.mockResolvedValue([
|
|
95
|
+
{
|
|
96
|
+
symbol: 'BTCUSDT',
|
|
97
|
+
orderId: 11,
|
|
98
|
+
orderListId: -1,
|
|
99
|
+
clientOrderId: 'spot-maker',
|
|
100
|
+
price: '12345',
|
|
101
|
+
origQty: '1',
|
|
102
|
+
executedQty: '0',
|
|
103
|
+
origQuoteOrderQty: '0',
|
|
104
|
+
cummulativeQuoteQty: '0',
|
|
105
|
+
status: 'NEW',
|
|
106
|
+
timeInForce: 'GTX',
|
|
107
|
+
type: 'LIMIT',
|
|
108
|
+
side: 'BUY',
|
|
109
|
+
stopPrice: '0',
|
|
110
|
+
icebergQty: '0',
|
|
111
|
+
time: 1,
|
|
112
|
+
updateTime: 2,
|
|
113
|
+
isWorking: true,
|
|
114
|
+
},
|
|
115
|
+
{
|
|
116
|
+
symbol: 'ETHUSDT',
|
|
117
|
+
orderId: 12,
|
|
118
|
+
orderListId: -1,
|
|
119
|
+
clientOrderId: 'spot-ioc',
|
|
120
|
+
price: '2345',
|
|
121
|
+
origQty: '2',
|
|
122
|
+
executedQty: '0',
|
|
123
|
+
origQuoteOrderQty: '0',
|
|
124
|
+
cummulativeQuoteQty: '0',
|
|
125
|
+
status: 'NEW',
|
|
126
|
+
timeInForce: 'IOC',
|
|
127
|
+
type: 'LIMIT',
|
|
128
|
+
side: 'BUY',
|
|
129
|
+
stopPrice: '0',
|
|
130
|
+
icebergQty: '0',
|
|
131
|
+
time: 3,
|
|
132
|
+
updateTime: 4,
|
|
133
|
+
isWorking: true,
|
|
134
|
+
},
|
|
135
|
+
]);
|
|
136
|
+
mockedGetUnifiedUmOpenOrders.mockResolvedValue([
|
|
137
|
+
{
|
|
138
|
+
avgPrice: '0',
|
|
139
|
+
clientOrderId: 'um-fok',
|
|
140
|
+
cumQuote: '0',
|
|
141
|
+
executedQty: '0',
|
|
142
|
+
orderId: 21,
|
|
143
|
+
origQty: '3',
|
|
144
|
+
origType: 'LIMIT',
|
|
145
|
+
price: '3456',
|
|
146
|
+
reduceOnly: false,
|
|
147
|
+
side: 'SELL',
|
|
148
|
+
positionSide: 'SHORT',
|
|
149
|
+
status: 'NEW',
|
|
150
|
+
symbol: 'BTCUSDT',
|
|
151
|
+
time: 5,
|
|
152
|
+
timeInForce: 'FOK',
|
|
153
|
+
type: 'LIMIT',
|
|
154
|
+
updateTime: 6,
|
|
155
|
+
selfTradePreventionMode: 'NONE',
|
|
156
|
+
goodTillDate: 0,
|
|
157
|
+
},
|
|
158
|
+
]);
|
|
159
|
+
await expect((0, listOrders_1.listSpotOrders)({ access_key: 'ak', secret_key: 'sk' })).resolves.toMatchObject([
|
|
160
|
+
{ order_id: '11', order_type: 'MAKER' },
|
|
161
|
+
{ order_id: '12', order_type: 'IOC' },
|
|
162
|
+
]);
|
|
163
|
+
await expect((0, listOrders_1.listUnifiedUmOrders)({ access_key: 'ak', secret_key: 'sk' })).resolves.toMatchObject([
|
|
164
|
+
{ order_id: '21', order_type: 'FOK' },
|
|
165
|
+
]);
|
|
166
|
+
});
|
|
167
|
+
});
|
|
168
|
+
//# sourceMappingURL=order-type-mapping.test.js.map
|