@yuants/vendor-binance 0.14.4 → 0.14.6

package/dist/api/client.js

@@ -1,7 +1,7 @@
 var _a;
-import { fetch, selectHTTPProxyIpRoundRobin } from '@yuants/http-services';
+import { fetch, selectHTTPProxyIpRoundRobinAsync } from '@yuants/http-services';
 import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';
-import { encodeHex, encodePath, formatTime, HmacSHA256, newError, tokenBucket } from '@yuants/utils';
+import { encodeHex, encodePath, formatTime, HmacSHA256, newError, tokenBucket, } from '@yuants/utils';
 const MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');
 const MetricBinanceApiCounter = GlobalPrometheusRegistry.counter('binance_api_request_total', '');
 const terminal = Terminal.fromNodeEnv();
@@ -12,26 +12,33 @@ const missingPublicIpLogAtByTerminalId = new Map();
 if (shouldUseHttpProxy) {
     globalThis.fetch = fetch;
 }
-export const spotAPIBucket = tokenBucket('api.binance.com', {
-    capacity: 6000,
-    refillInterval: 60000,
-    refillAmount: 6000,
-});
-export const futureAPIBucket = tokenBucket('fapi.binance.com', {
-    capacity: 2400,
-    refillInterval: 60000,
-    refillAmount: 2400,
-});
-export const unifiedAPIBucket = tokenBucket('papi.binance.com', {
-    capacity: 6000,
-    refillInterval: 60000,
-    refillAmount: 6000,
-});
-export const unifiedOrderAPIBucket = tokenBucket('order/unified/minute', {
-    capacity: 1200,
-    refillInterval: 60000,
-    refillAmount: 1200,
-});
+export const BINANCE_TOKEN_BUCKET_OPTIONS_BY_ID = {
+    'api.binance.com': {
+        capacity: 6000,
+        refillInterval: 60000,
+        refillAmount: 6000,
+    },
+    'fapi.binance.com': {
+        capacity: 2400,
+        refillInterval: 60000,
+        refillAmount: 2400,
+    },
+    'papi.binance.com': {
+        capacity: 6000,
+        refillInterval: 60000,
+        refillAmount: 6000,
+    },
+    'order/unified/minute': {
+        capacity: 1200,
+        refillInterval: 60000,
+        refillAmount: 1200,
+    },
+};
+export const getTokenBucketOptions = (baseKey) => BINANCE_TOKEN_BUCKET_OPTIONS_BY_ID[baseKey];
+export const spotAPIBucket = tokenBucket('api.binance.com', BINANCE_TOKEN_BUCKET_OPTIONS_BY_ID['api.binance.com']);
+export const futureAPIBucket = tokenBucket('fapi.binance.com', BINANCE_TOKEN_BUCKET_OPTIONS_BY_ID['fapi.binance.com']);
+export const unifiedAPIBucket = tokenBucket('papi.binance.com', BINANCE_TOKEN_BUCKET_OPTIONS_BY_ID['papi.binance.com']);
+export const unifiedOrderAPIBucket = tokenBucket('order/unified/minute', BINANCE_TOKEN_BUCKET_OPTIONS_BY_ID['order/unified/minute']);
 export const buildTokenBucketKey = (baseKey, ip) => encodePath([baseKey, ip]);
 const resolveLocalPublicIp = () => {
     var _a, _b, _c;
@@ -46,9 +53,9 @@ const resolveLocalPublicIp = () => {
     }
     return 'public-ip-unknown';
 };
-export const createRequestContext = () => {
+export const createRequestContext = async () => {
     if (shouldUseHttpProxy) {
-        const ip = selectHTTPProxyIpRoundRobin(terminal);
+        const ip = await selectHTTPProxyIpRoundRobinAsync(terminal);
         return { ip };
     }
     return { ip: resolveLocalPublicIp() };
@@ -72,7 +79,6 @@ const appendParams = (url, params) => {
     }
 };
 const callApi = async (method, endpoint, params, credential, requestContext) => {
-    var _a;
     if (shouldUseHttpProxy && !requestContext) {
         throw newError('E_PROXY_TARGET_NOT_FOUND', { reason: 'Missing request context' });
     }
@@ -115,9 +121,7 @@ const callApi = async (method, endpoint, params, credential, requestContext) =>
         delete mapPathToRetryAfterUntil[endpoint];
     }
     MetricBinanceApiCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();
-    const proxyIp = shouldUseHttpProxy
-        ? (_a = requestContext === null || requestContext === void 0 ? void 0 : requestContext.ip) !== null && _a !== void 0 ? _a : selectHTTPProxyIpRoundRobin(terminal)
-        : undefined;
+    const proxyIp = shouldUseHttpProxy ? requestContext === null || requestContext === void 0 ? void 0 : requestContext.ip : undefined;
     const res = await fetchImpl(url.href, shouldUseHttpProxy
         ? {
             method,

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{ fetch, selectHTTPProxyIpRoundRobin } from '@yuants/http-services';\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { encodeHex, encodePath, formatTime, HmacSHA256, newError, tokenBucket } from '@yuants/utils';\n\nconst MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');\nconst MetricBinanceApiCounter = GlobalPrometheusRegistry.counter('binance_api_request_total', '');\nconst terminal = Terminal.fromNodeEnv();\nconst shouldUseHttpProxy = process.env.USE_HTTP_PROXY === 'true';\nconst fetchImpl = shouldUseHttpProxy ? fetch : globalThis.fetch ?? fetch;\nconst MISSING_PUBLIC_IP_LOG_INTERVAL = 3_600_000;\nconst missingPublicIpLogAtByTerminalId = new Map<string, number>();\n\nif (shouldUseHttpProxy) {\n  globalThis.fetch = fetch;\n}\n\ntype HttpMethod = 'GET' | 'POST' | 'DELETE' | 'PUT';\n\ntype RequestParams = Record<string, string | number | boolean | undefined>;\n\nexport interface IRequestContext {\n  ip: string;\n}\n\nexport interface ICredential {\n  access_key: string;\n  secret_key: string;\n}\n\nexport interface IApiError {\n  code: number;\n  msg: string;\n}\n\nexport const spotAPIBucket = tokenBucket('api.binance.com', {\n  capacity: 6000,\n  refillInterval: 60_000,\n  refillAmount: 6000,\n});\n\nexport const futureAPIBucket = tokenBucket('fapi.binance.com', {\n  capacity: 2400,\n  refillInterval: 60_000,\n  refillAmount: 2400,\n});\n\nexport const unifiedAPIBucket = tokenBucket('papi.binance.com', {\n  capacity: 6000,\n  refillInterval: 60_000,\n  refillAmount: 6000,\n});\n\nexport const unifiedOrderAPIBucket = tokenBucket('order/unified/minute', {\n  capacity: 1200,\n  refillInterval: 60_000,\n  refillAmount: 1200,\n});\n\nexport const buildTokenBucketKey = (baseKey: string, ip: string): string => encodePath([baseKey, ip]);\n\nconst resolveLocalPublicIp = (): string => {\n  const ip = terminal.terminalInfo.tags?.public_ip?.trim();\n  if (ip) return ip;\n  const now = Date.now();\n  const lastLoggedAt = missingPublicIpLogAtByTerminalId.get(terminal.terminal_id) ?? 0;\n  if (now - lastLoggedAt > MISSING_PUBLIC_IP_LOG_INTERVAL) {\n    missingPublicIpLogAtByTerminalId.set(terminal.terminal_id, now);\n    console.info(formatTime(Date.now()), 'missing terminal public_ip tag, fallback to public-ip-unknown');\n  }\n  return 'public-ip-unknown';\n};\n\nexport const createRequestContext = (): IRequestContext => {\n  if (shouldUseHttpProxy) {\n    const ip = selectHTTPProxyIpRoundRobin(terminal);\n    return { ip };\n  }\n  return { ip: resolveLocalPublicIp() };\n};\n\n// 每个接口单独进行主动限流控制\nconst mapPathToRetryAfterUntil: Record<string, number> = {};\n\nexport const isApiError = <T>(value: T | IApiError): value is IApiError =>\n  typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n  if (!params) return;\n  const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n  const timestampEntry = entries.find(([key]) => key === 'timestamp');\n  const restEntries = entries.filter(([key]) => key !== 'timestamp');\n  restEntries\n    .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n    .forEach(([key, value]) => {\n      url.searchParams.set(key, String(value));\n    });\n  if (timestampEntry) {\n    url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n  }\n};\n\nconst callApi = async <T>(\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n  credential?: ICredential,\n  requestContext?: IRequestContext,\n): Promise<T> => {\n  if (shouldUseHttpProxy && !requestContext) {\n    throw newError('E_PROXY_TARGET_NOT_FOUND', { reason: 'Missing request context' });\n  }\n  const url = new URL(endpoint);\n  const normalizedParams: RequestParams = { ...params };\n  if (credential) {\n    if (normalizedParams.recvWindow === undefined) {\n      // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n      normalizedParams.recvWindow = 5000;\n    }\n    if (normalizedParams.timestamp === undefined) {\n      normalizedParams.timestamp = Date.now();\n    }\n  }\n  appendParams(url, normalizedParams);\n\n  let headers: Record<string, string> | undefined;\n  if (credential) {\n    const signData = url.search.slice(1);\n\n    const signature = encodeHex(\n      await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n    );\n    url.searchParams.set('signature', signature);\n    headers = {\n      'Content-Type': 'application/json;charset=utf-8',\n      'X-MBX-APIKEY': credential.access_key,\n    };\n    console.info(formatTime(Date.now()), 'request', method, url.host, url.pathname);\n  } else {\n    console.info(formatTime(Date.now()), 'request', method, url.host, url.pathname);\n  }\n\n  const retryAfterUntil = mapPathToRetryAfterUntil[endpoint];\n\n  if (retryAfterUntil) {\n    if (Date.now() <= retryAfterUntil) {\n      // 主动限流\n      throw newError('ACTIVE_RATE_LIMIT', {\n        wait_time: `${retryAfterUntil - Date.now()}ms`,\n        retryAfterUntil,\n        url: `${url.host}${url.pathname}`,\n      });\n    }\n    delete mapPathToRetryAfterUntil[endpoint];\n  }\n\n  MetricBinanceApiCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n\n  const proxyIp = shouldUseHttpProxy\n    ? requestContext?.ip ?? selectHTTPProxyIpRoundRobin(terminal)\n    : undefined;\n  const res = await fetchImpl(\n    url.href,\n    shouldUseHttpProxy\n      ? {\n          method,\n          headers,\n          labels: proxyIp ? { ip: proxyIp } : undefined,\n          terminal,\n        }\n      : {\n          method,\n          headers,\n        },\n  );\n  const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n  const retryAfter = res.headers.get('Retry-After');\n  if (retryAfter) {\n    mapPathToRetryAfterUntil[endpoint] = Date.now() + parseInt(retryAfter, 10) * 1000;\n  }\n  console.info(\n    formatTime(Date.now()),\n    'response',\n    method,\n    url.host,\n    url.pathname,\n    `status=${res.status}`,\n    retryAfter ? `retryAfter=${retryAfter}` : '',\n    `usedWeight1M=${usedWeight1M ?? 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'missing terminal public_ip tag, fallback to public-ip-unknown');\n  }\n  return 'public-ip-unknown';\n};\n\nexport const createRequestContext = async (): Promise<IRequestContext> => {\n  if (shouldUseHttpProxy) {\n    const ip = await selectHTTPProxyIpRoundRobinAsync(terminal);\n    return { ip };\n  }\n  return { ip: resolveLocalPublicIp() };\n};\n\n// 每个接口单独进行主动限流控制\nconst mapPathToRetryAfterUntil: Record<string, number> = {};\n\nexport const isApiError = <T>(value: T | IApiError): value is IApiError =>\n  typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n  if (!params) return;\n  const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n  const timestampEntry = entries.find(([key]) => key === 'timestamp');\n  const restEntries = entries.filter(([key]) => key !== 'timestamp');\n  restEntries\n    .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n    .forEach(([key, value]) => {\n      url.searchParams.set(key, String(value));\n    });\n  if (timestampEntry) {\n    url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n  }\n};\n\nconst callApi = async <T>(\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n  credential?: ICredential,\n  requestContext?: IRequestContext,\n): Promise<T> => {\n  if (shouldUseHttpProxy && !requestContext) {\n    throw newError('E_PROXY_TARGET_NOT_FOUND', { reason: 'Missing request context' });\n  }\n  const url = new URL(endpoint);\n  const normalizedParams: RequestParams = { ...params };\n  if (credential) {\n    if (normalizedParams.recvWindow === undefined) {\n      // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n      normalizedParams.recvWindow = 5000;\n    }\n    if (normalizedParams.timestamp === undefined) {\n      normalizedParams.timestamp = Date.now();\n    }\n  }\n  appendParams(url, normalizedParams);\n\n  let headers: Record<string, string> | undefined;\n  if (credential) {\n    const signData = url.search.slice(1);\n\n    const signature = encodeHex(\n      await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n    );\n    url.searchParams.set('signature', signature);\n    headers = {\n      'Content-Type': 'application/json;charset=utf-8',\n      'X-MBX-APIKEY': credential.access_key,\n    };\n    console.info(formatTime(Date.now()), 'request', method, url.host, url.pathname);\n  } else {\n    console.info(formatTime(Date.now()), 'request', method, url.host, url.pathname);\n  }\n\n  const retryAfterUntil = mapPathToRetryAfterUntil[endpoint];\n\n  if (retryAfterUntil) {\n    if (Date.now() <= retryAfterUntil) {\n      // 主动限流\n      throw newError('ACTIVE_RATE_LIMIT', {\n        wait_time: `${retryAfterUntil - Date.now()}ms`,\n        retryAfterUntil,\n        url: `${url.host}${url.pathname}`,\n      });\n    }\n    delete mapPathToRetryAfterUntil[endpoint];\n  }\n\n  MetricBinanceApiCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n\n  const proxyIp = shouldUseHttpProxy ? requestContext?.ip : undefined;\n  const res = await fetchImpl(\n    url.href,\n    shouldUseHttpProxy\n      ? {\n          method,\n          headers,\n          labels: proxyIp ? { ip: proxyIp } : undefined,\n          terminal,\n        }\n      : {\n          method,\n          headers,\n        },\n  );\n  const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n  const retryAfter = res.headers.get('Retry-After');\n  if (retryAfter) {\n    mapPathToRetryAfterUntil[endpoint] = Date.now() + parseInt(retryAfter, 10) * 1000;\n  }\n  console.info(\n    formatTime(Date.now()),\n    'response',\n    method,\n    url.host,\n    url.pathname,\n    `status=${res.status}`,\n    retryAfter ? `retryAfter=${retryAfter}` : '',\n    `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n  );\n  if (usedWeight1M) {\n    MetricBinanceApiUsedWeight.labels({ path: endpoint, terminal_id: terminal.terminal_id }).set(\n      +usedWeight1M,\n    );\n  }\n  return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n  requestContext?: IRequestContext,\n) => callApi<T>(method, endpoint, params, undefined, requestContext);\n\nexport const requestPrivate = <T>(\n  credential: ICredential,\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n  requestContext?: IRequestContext,\n) => callApi<T>(method, endpoint, params, credential, requestContext);\n\nexport const getDefaultCredential = (): ICredential => {\n  const access_key = process.env.ACCESS_KEY;\n  const secret_key = process.env.SECRET_KEY;\n  if (!access_key || !secret_key) {\n    throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n  }\n  return { access_key, secret_key };\n};\n"]}