@yuants/vendor-binance 0.4.49 → 0.5.0

package/dist/api.js

@@ -0,0 +1,249 @@
+import { PromRegistry } from '@yuants/protocol';
+import { formatTime } from '@yuants/utils';
+// @ts-ignore
+import CryptoJS from 'crypto-js';
+const MetricBinanceApiUsedWeight = PromRegistry.create('gauge', 'binance_api_used_weight');
+export const isError = (x) => x.code !== undefined;
+/**
+ * Binance 币安 API
+ *
+ * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/CHANGELOG
+ */
+export class ApiClient {
+    constructor(config) {
+        this.config = config;
+        /**
+         * 获取交易规则和交易对
+         *
+         * https://binance-docs.github.io/apidocs/futures/cn/#0f3f2d5ee7
+         */
+        this.getFutureExchangeInfo = () => this.request('GET', 'https://fapi.binance.com/fapi/v1/exchangeInfo');
+        /**
+         * 查询资金费率历史
+         *
+         * https://binance-docs.github.io/apidocs/futures/cn/#31dbeb24c4
+         */
+        this.getFutureFundingRate = (params) => this.request('GET', 'https://fapi.binance.com/fapi/v1/fundingRate', params);
+        /**
+         * 最新标记价格和资金费率
+         *
+         * 采集各大交易所数据加权平均
+         *
+         * 权重: 带symbol为1；不带symbol为10
+         *
+         * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price
+         */
+        this.getFuturePremiumIndex = (params) => this.request('GET', 'https://fapi.binance.com/fapi/v1/premiumIndex', params);
+        /**
+         * 当前最优挂单
+         *
+         * 返回当前最优的挂单(最高买单，最低卖单)
+         *
+         * 权重: 单交易对2，无交易对5
+         *
+         * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker
+         */
+        this.getFutureBookTicker = (params) => this.request('GET', 'https://fapi.binance.com/fapi/v1/ticker/bookTicker', params);
+        /**
+         * 获取未平仓合约数
+         *
+         * 权重: 1
+         *
+         * 更新速率: 3s
+         *
+         * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest
+         */
+        this.getFutureOpenInterest = (params) => this.request('GET', 'https://fapi.binance.com/fapi/v1/openInterest', params);
+        /**
+         * 查询账户信息(USER_DATA)
+         *
+         * 查询账户信息
+         *
+         * 权重: 20
+         *
+         * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Account-Information
+         */
+        this.getUnifiedAccountInfo = () => this.request('GET', 'https://papi.binance.com/papi/v1/account');
+        /**
+         * 获取UM账户信息
+         *
+         * 现有UM账户资产和仓位信息
+         *
+         * 权重: 5
+         *
+         * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Get-UM-Account-Detail
+         */
+        this.getUnifiedUmAccount = () => this.request('GET', 'https://papi.binance.com/papi/v1/um/account');
+        /**
+         * 查看当前全部UM挂单(USER_DATA)
+         *
+         * 查看当前全部UM挂单，请小心使用不带symbol参数的调用
+         *
+         * 权重: 带symbol 1 - 不带 40
+         */
+        this.getUnifiedUmOpenOrders = (params) => this.request('GET', 'https://papi.binance.com/papi/v1/um/openOrders', params);
+        /**
+         * 查询账户余额(USER_DATA)
+         *
+         * 查询账户余额
+         *
+         * 权重: 20
+         *
+         * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Account-Balance
+         */
+        this.getUnifiedAccountBalance = (params) => this.request('GET', 'https://papi.binance.com/papi/v1/balance', params);
+        /**
+         * 账户信息 (USER_DATA)
+         *
+         * 权重: 20
+         *
+         * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data
+         */
+        this.getSpotAccountInfo = (params) => this.request('GET', 'https://api.binance.com/api/v3/account', params);
+        /**
+         * 用户万向划转(USER_DATA)
+         *
+         * 用户万向划转
+         *
+         * 您需要开通api key 允许万向划转权限来调用此接口。
+         *
+         * 权重: 900
+         *
+         * https://developers.binance.com/docs/zh-CN/wallet/asset/user-universal-transfer
+         */
+        this.postAssetTransfer = (params) => this.request('POST', 'https://api.binance.com/sapi/v1/asset/transfer', params);
+        /**
+         * 统一账户资金归集(TRADE)
+         *
+         * 资金归集到统一账户钱包
+         *
+         * 权重: 750
+         *
+         * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Fund-Auto-collection
+         *
+         * ISSUE(2024-07-18): 目前这是唯一能够将资金从原 U 本位合约账户转入统一账户的接口。
+         */
+        this.postUnifiedAccountAutoCollection = () => this.request('POST', 'https://papi.binance.com/papi/v1/auto-collection');
+        /**
+         * 获取充值地址(支持多网络)(USER_DATA)
+         *
+         * 获取充值地址
+         *
+         * 权重: 10
+         *
+         * https://developers.binance.com/docs/zh-CN/wallet/capital/deposite-address
+         */
+        this.getDepositAddress = (params) => this.request('GET', 'https://api.binance.com/sapi/v1/capital/deposit/address', params);
+        /**
+         * 查询子账户列表(适用主账户)
+         *
+         * 权重: 1
+         *
+         * https://developers.binance.com/docs/zh-CN/sub_account/account-management/Query-Sub-account-List
+         */
+        this.getSubAccountList = (params) => this.request('GET', 'https://api.binance.com/sapi/v1/sub-account/list');
+        /**
+         * 提币(USER_DATA)
+         *
+         * 权重: 600
+         *
+         * https://developers.binance.com/docs/zh-CN/wallet/capital/withdraw
+         */
+        this.postWithdraw = (params) => this.request('POST', 'https://api.binance.com/sapi/v1/capital/withdraw/apply', params);
+        /**
+         * 获取提币历史(支持多网络)(USER_DATA)
+         *
+         * 获取提币历史 (支持多网络)
+         *
+         * 请求权重(IP)#
+         * 18000 请求限制: 每秒10次
+         *
+         * 本接口特别采用每秒UID速率限制，用户的总秒级 UID 速率限制为180000/秒。从该接口收到的响应包含key X-SAPI-USED-UID-WEIGHT-1S，该key定义了当前 UID 使用的权重
+         *
+         * https://developers.binance.com/docs/zh-CN/wallet/capital/withdraw-history
+         */
+        this.getWithdrawHistory = (params) => this.request('GET', 'https://api.binance.com/sapi/v1/capital/withdraw/history', params);
+        /**
+         * 获取充值历史(支持多网络)
+         *
+         * 权重: 1
+         *
+         * https://developers.binance.com/docs/zh-CN/wallet/capital/deposite-history
+         */
+        this.getDepositHistory = (params) => this.request('GET', 'https://api.binance.com/sapi/v1/capital/deposit/hisrec', params);
+        /**
+         * UM下单(TRADE)
+         *
+         * 权重: 1
+         *
+         * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/New-UM-Order
+         */
+        this.postUmOrder = (params) => this.request('POST', 'https://papi.binance.com/papi/v1/um/order', params);
+        /**
+         * 获取所有全仓杠杆交易对(MARKET_DATA)
+         *
+         * 权重: 1
+         *
+         * https://developers.binance.com/docs/zh-CN/margin_trading/market-data/Get-All-Cross-Margin-Pairs
+         */
+        this.getMarginAllPairs = (params) => this.request('GET', 'https://api.binance.com/sapi/v1/margin/allPairs', params);
+        /**
+         * 获取UM损益资金流水(USER_DATA)
+         *
+         * 权重: 30
+         *
+         * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Get-UM-Income-History
+         */
+        this.getUMIncome = (params) => this.request('GET', 'https://api.binance.com/papi/v1/um/income', params);
+    }
+    async request(method, path, params = {}) {
+        const url = new URL(path);
+        params.recvWindow = 5000;
+        params.timestamp = Date.now();
+        for (const key in params) {
+            if (params[key] === undefined)
+                continue;
+            url.searchParams.set(key, params[key]);
+        }
+        if (!this.config.auth) {
+            console.info(formatTime(Date.now()), method, url.href);
+            const res = await fetch(url.href, { method });
+            console.info(formatTime(Date.now()), 'response', method, url.href, res.status);
+            const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');
+            if (usedWeight1M) {
+                // console.info('usedWeight1M', method, url.href, usedWeight1M);
+                MetricBinanceApiUsedWeight.set(+usedWeight1M, {});
+            }
+            return res.json();
+        }
+        const secret_key = this.config.auth.secret_key;
+        const signData = url.search.slice(1);
+        const str = CryptoJS.enc.Hex.stringify(CryptoJS.HmacSHA256(signData, secret_key));
+        url.searchParams.set('signature', str);
+        const headers = {
+            'Content-Type': 'application/json;charset=utf-8',
+            'X-MBX-APIKEY': this.config.auth.public_key,
+        };
+        console.info(formatTime(Date.now()), method, url.href, JSON.stringify(headers), url.searchParams.toString(), signData);
+        const res = await fetch(url.href, {
+            method,
+            headers,
+        });
+        const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');
+        console.info(formatTime(Date.now()), 'response', method, url.href, res.status);
+        if (usedWeight1M) {
+            // console.info('usedWeight1M', method, url.href, res.status, usedWeight1M);
+            MetricBinanceApiUsedWeight.set(+usedWeight1M, {});
+        }
+        return res.json();
+    }
+}
+export const client = new ApiClient({
+    auth: process.env.PUBLIC_ONLY
+        ? undefined
+        : {
+            public_key: process.env.ACCESS_KEY,
+            secret_key: process.env.SECRET_KEY,
+        },
+});
+//# sourceMappingURL=api.js.map

package/dist/api.js.map

@@ -0,0 +1 @@
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{ PromRegistry } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\n// @ts-ignore\nimport CryptoJS from 'crypto-js';\n\nconst MetricBinanceApiUsedWeight = PromRegistry.create('gauge', 'binance_api_used_weight');\n\ninterface errorResult {\n  code: number;\n  msg: string;\n}\n\nexport const isError = <T>(x: T | errorResult): x is errorResult => (x as errorResult).code !== undefined;\n\n/**\n * Binance 币安 API\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/CHANGELOG\n */\nexport class ApiClient {\n  constructor(\n    public config: {\n      auth?: {\n        public_key: string;\n        secret_key: string;\n      };\n    },\n  ) {}\n\n  async request(method: string, path: string, params: any = {}) {\n    const url = new URL(path);\n    params.recvWindow = 5000;\n    params.timestamp = Date.now();\n    for (const key in params) {\n      if (params[key] === undefined) continue;\n      url.searchParams.set(key, params[key]);\n    }\n    if (!this.config.auth) {\n      console.info(formatTime(Date.now()), method, url.href);\n      const res = await fetch(url.href, { method });\n      console.info(formatTime(Date.now()), 'response', method, url.href, res.status);\n      const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n      if (usedWeight1M) {\n        // console.info('usedWeight1M', method, url.href, usedWeight1M);\n        MetricBinanceApiUsedWeight.set(+usedWeight1M, {});\n      }\n      return res.json();\n    }\n    const secret_key = this.config.auth.secret_key;\n    const signData = url.search.slice(1);\n    const str = CryptoJS.enc.Hex.stringify(CryptoJS.HmacSHA256(signData, secret_key));\n    url.searchParams.set('signature', str);\n\n    const headers = {\n      'Content-Type': 'application/json;charset=utf-8',\n      'X-MBX-APIKEY': this.config.auth.public_key!,\n    };\n\n    console.info(\n      formatTime(Date.now()),\n      method,\n      url.href,\n      JSON.stringify(headers),\n      url.searchParams.toString(),\n      signData,\n    );\n    const res = await fetch(url.href, {\n      method,\n      headers,\n    });\n    const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n    console.info(formatTime(Date.now()), 'response', method, url.href, res.status);\n    if (usedWeight1M) {\n      // console.info('usedWeight1M', method, url.href, res.status, usedWeight1M);\n      MetricBinanceApiUsedWeight.set(+usedWeight1M, {});\n    }\n    return res.json();\n  }\n\n  /**\n   * 获取交易规则和交易对\n   *\n   * https://binance-docs.github.io/apidocs/futures/cn/#0f3f2d5ee7\n   */\n  getFutureExchangeInfo = (): Promise<{\n    timezone: string;\n    serverTime: number;\n    futuresType: string;\n    rateLimits: {\n      rateLimitType: string;\n      interval: string;\n      intervalNum: number;\n      limit: number;\n    }[];\n    exchangeFilters: any[];\n    assets: {\n      asset: string;\n      marginAvailable: boolean;\n      autoAssetExchange: string;\n    }[];\n    symbols: {\n      symbol: string;\n      pair: string;\n      contractType: string;\n      deliveryDate: number;\n      onboardDate: number;\n      status: string;\n      maintMarginPercent: string;\n      requiredMarginPercent: string;\n      baseAsset: string;\n      quoteAsset: string;\n      marginAsset: string;\n      pricePrecision: number;\n      quantityPrecision: number;\n      baseAssetPrecision: number;\n      quotePrecision: number;\n      underlyingType: string;\n      underlyingSubType: string[];\n      settlePlan: number;\n      triggerProtect: string;\n      liquidationFee: string;\n      marketTakeBound: string;\n      maxMoveOrderLimit: number;\n      filters: {\n        filterType: string;\n        maxPrice?: string;\n        minPrice?: string;\n        tickSize?: string;\n        maxQty?: string;\n        stepSize?: string;\n        minQty?: string;\n        limit?: number;\n        notional?: string;\n        multiplierDecimal?: string;\n        multiplierUp?: string;\n        multiplierDown?: string;\n      }[];\n      orderTypes: string[];\n      timeInForce: string[];\n    }[];\n  }> => this.request('GET', 'https://fapi.binance.com/fapi/v1/exchangeInfo');\n\n  /**\n   * 查询资金费率历史\n   *\n   * https://binance-docs.github.io/apidocs/futures/cn/#31dbeb24c4\n   */\n  getFutureFundingRate = (params: {\n    symbol?: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  }): Promise<\n    {\n      symbol: string;\n      fundingTime: number;\n      fundingRate: string;\n      markPrice: string;\n    }[]\n  > => this.request('GET', 'https://fapi.binance.com/fapi/v1/fundingRate', params);\n\n  /**\n   * 最新标记价格和资金费率\n   *\n   * 采集各大交易所数据加权平均\n   *\n   * 权重: 带symbol为1；不带symbol为10\n   *\n   * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n   */\n  getFuturePremiumIndex = (params: {\n    symbol?: string;\n  }): Promise<\n    {\n      symbol: string;\n      markPrice: string;\n      indexPrice: string;\n      estimatedSettlePrice: string;\n      lastFundingRate: string;\n      interestRate: string;\n      nextFundingTime: number;\n      time: number;\n    }[]\n  > => this.request('GET', 'https://fapi.binance.com/fapi/v1/premiumIndex', params);\n\n  /**\n   * 当前最优挂单\n   *\n   * 返回当前最优的挂单(最高买单，最低卖单)\n   *\n   * 权重: 单交易对2，无交易对5\n   *\n   * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n   */\n  getFutureBookTicker = (params?: {\n    symbol?: string;\n  }): Promise<\n    {\n      symbol: string;\n      bidPrice: string;\n      bidQty: string;\n      askPrice: string;\n      askQty: string;\n      time: number;\n    }[]\n  > => this.request('GET', 'https://fapi.binance.com/fapi/v1/ticker/bookTicker', params);\n\n  /**\n   * 获取未平仓合约数\n   *\n   * 权重: 1\n   *\n   * 更新速率: 3s\n   *\n   * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n   */\n  getFutureOpenInterest = (params: {\n    symbol: string;\n  }): Promise<{\n    openInterest: string;\n    symbol: string;\n    time: number;\n  }> => this.request('GET', 'https://fapi.binance.com/fapi/v1/openInterest', params);\n\n  /**\n   * 查询账户信息(USER_DATA)\n   *\n   * 查询账户信息\n   *\n   * 权重: 20\n   *\n   * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Account-Information\n   */\n  getUnifiedAccountInfo = (): Promise<\n    | {\n        uniMMR: string;\n        accountEquity: string;\n        actualEquity: string;\n        accountInitialMargin: string;\n        accountMaintMargin: string;\n        accountStatus: string;\n        virtualMaxWithdrawAmount: string;\n        totalAvailableBalance: string;\n        totalMarginOpenLoss: string;\n        updateTime: number;\n      }\n    | errorResult\n  > => this.request('GET', 'https://papi.binance.com/papi/v1/account');\n\n  /**\n   * 获取UM账户信息\n   *\n   * 现有UM账户资产和仓位信息\n   *\n   * 权重: 5\n   *\n   * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Get-UM-Account-Detail\n   */\n  getUnifiedUmAccount = (): Promise<\n    | {\n        assets: {\n          asset: string;\n          crossWalletBalance: string;\n          crossUnPnl: string;\n          maintMargin: string;\n          initialMargin: string;\n          positionInitialMargin: string;\n          openOrderInitialMargin: string;\n          updateTime: number;\n        }[];\n        positions: {\n          symbol: string;\n          initialMargin: string;\n          maintMargin: string;\n          unrealizedProfit: string;\n          positionInitialMargin: string;\n          openOrderInitialMargin: string;\n          leverage: string;\n          entryPrice: string;\n          maxNotional: string;\n          bidNotional: string;\n          askNotional: string;\n          positionSide: string;\n          positionAmt: string;\n          updateTime: number;\n        }[];\n      }\n    | errorResult\n  > => this.request('GET', 'https://papi.binance.com/papi/v1/um/account');\n\n  /**\n   * 查看当前全部UM挂单(USER_DATA)\n   *\n   * 查看当前全部UM挂单，请小心使用不带symbol参数的调用\n   *\n   * 权重: 带symbol 1 - 不带 40\n   */\n  getUnifiedUmOpenOrders = (params?: {\n    symbol?: string;\n  }): Promise<\n    {\n      avgPrice: string;\n      clientOrderId: string;\n      cumQuote: string;\n      executedQty: string;\n      orderId: number;\n      origQty: string;\n      origType: string;\n      price: string;\n      reduceOnly: boolean;\n      side: string;\n      positionSide: string;\n      status: string;\n      symbol: string;\n      time: number;\n      timeInForce: string;\n      type: string;\n      updateTime: number;\n      selfTradePreventionMode: string;\n      goodTillDate: number;\n    }[]\n  > => this.request('GET', 'https://papi.binance.com/papi/v1/um/openOrders', params);\n\n  /**\n   * 查询账户余额(USER_DATA)\n   *\n   * 查询账户余额\n   *\n   * 权重: 20\n   *\n   * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Account-Balance\n   */\n  getUnifiedAccountBalance = (params?: {\n    assets?: string;\n  }): Promise<\n    | {\n        asset: string;\n        totalWalletBalance: string;\n        crossMarginAsset: string;\n        crossMarginBorrowed: string;\n        crossMarginFree: string;\n        crossMarginInterest: string;\n        crossMarginLocked: string;\n        umWalletBalance: string;\n        umUnrealizedPNL: string;\n        cmWalletBalance: string;\n        cmUnrealizedPNL: string;\n        updateTime: number;\n      }[]\n    | errorResult\n  > => this.request('GET', 'https://papi.binance.com/papi/v1/balance', params);\n\n  /**\n   * 账户信息 (USER_DATA)\n   *\n   * 权重: 20\n   *\n   * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF-user_data\n   */\n  getSpotAccountInfo = (params?: {\n    omitZeroBalances?: boolean;\n  }): Promise<\n    | {\n        makerCommission: number;\n        takerCommission: number;\n        buyerCommission: number;\n        sellerCommission: number;\n        commissionRates: {\n          maker: string;\n          taker: string;\n          buyer: string;\n          seller: string;\n        };\n        canTrade: boolean;\n        canWithdraw: boolean;\n        canDeposit: boolean;\n        brokered: boolean;\n        requireSelfTradePrevention: boolean;\n        preventSor: boolean;\n        updateTime: number;\n        balances: {\n          asset: string;\n          free: string;\n          locked: string;\n        }[];\n        permissions: string[];\n        uid: number;\n      }\n    | errorResult\n  > => this.request('GET', 'https://api.binance.com/api/v3/account', params);\n\n  /**\n   * 用户万向划转(USER_DATA)\n   *\n   * 用户万向划转\n   *\n   * 您需要开通api key 允许万向划转权限来调用此接口。\n   *\n   * 权重: 900\n   *\n   * https://developers.binance.com/docs/zh-CN/wallet/asset/user-universal-transfer\n   */\n  postAssetTransfer = (params: {\n    type: string;\n    asset: string;\n    amount: number;\n    fromSymbol?: string;\n    toSymbol?: string;\n  }): Promise<\n    | {\n        tranId: number;\n      }\n    | errorResult\n  > => this.request('POST', 'https://api.binance.com/sapi/v1/asset/transfer', params);\n\n  /**\n   * 统一账户资金归集(TRADE)\n   *\n   * 资金归集到统一账户钱包\n   *\n   * 权重: 750\n   *\n   * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Fund-Auto-collection\n   *\n   * ISSUE(2024-07-18): 目前这是唯一能够将资金从原 U 本位合约账户转入统一账户的接口。\n   */\n  postUnifiedAccountAutoCollection = (): Promise<{\n    msg: string;\n  }> => this.request('POST', 'https://papi.binance.com/papi/v1/auto-collection');\n\n  /**\n   * 获取充值地址(支持多网络)(USER_DATA)\n   *\n   * 获取充值地址\n   *\n   * 权重: 10\n   *\n   * https://developers.binance.com/docs/zh-CN/wallet/capital/deposite-address\n   */\n  getDepositAddress = (params: {\n    coin: string;\n    network?: string;\n    amount?: number;\n  }): Promise<{\n    address: string;\n    coin: string;\n    tag: string;\n    url: string;\n  }> => this.request('GET', 'https://api.binance.com/sapi/v1/capital/deposit/address', params);\n\n  /**\n   * 查询子账户列表(适用主账户)\n   *\n   * 权重: 1\n   *\n   * https://developers.binance.com/docs/zh-CN/sub_account/account-management/Query-Sub-account-List\n   */\n  getSubAccountList = (params?: {\n    email?: string;\n    isFreeze?: number;\n    page?: number;\n    limit?: number;\n  }): Promise<\n    | {\n        subAccounts: {\n          email: string;\n          isFreeze: boolean;\n          createTime: number;\n          isManagedSubAccount: boolean;\n          isAssetManagementSubAccount: boolean;\n        }[];\n      }\n    | errorResult\n  > => this.request('GET', 'https://api.binance.com/sapi/v1/sub-account/list');\n\n  /**\n   * 提币(USER_DATA)\n   *\n   * 权重: 600\n   *\n   * https://developers.binance.com/docs/zh-CN/wallet/capital/withdraw\n   */\n  postWithdraw = (\n    params:\n      | {\n          coin: string;\n          withdrawOrderId?: string;\n          network?: string;\n          address: string;\n          addressTag?: string;\n          amount: number;\n          transactionFeeFlag?: boolean;\n          name?: string;\n          walletType?: number;\n        }\n      | errorResult,\n  ): Promise<{\n    id: string;\n  }> => this.request('POST', 'https://api.binance.com/sapi/v1/capital/withdraw/apply', params);\n\n  /**\n   * 获取提币历史(支持多网络)(USER_DATA)\n   *\n   * 获取提币历史 (支持多网络)\n   *\n   * 请求权重(IP)#\n   * 18000 请求限制: 每秒10次\n   *\n   * 本接口特别采用每秒UID速率限制，用户的总秒级 UID 速率限制为180000/秒。从该接口收到的响应包含key X-SAPI-USED-UID-WEIGHT-1S，该key定义了当前 UID 使用的权重\n   *\n   * https://developers.binance.com/docs/zh-CN/wallet/capital/withdraw-history\n   */\n  getWithdrawHistory = (params?: {\n    coin?: string;\n    withdrawOrderId?: string;\n    status?: number;\n    offset?: number;\n    limit?: number;\n    startTime?: number;\n    endTime?: number;\n  }): Promise<\n    {\n      id: string;\n      amount: string;\n      transactionFee: string;\n      coin: string;\n      status: number;\n      address: string;\n      txId: string;\n      applyTime: Date;\n      network: string;\n      transferType: number;\n      info: string;\n      confirmNo: number;\n      walletType: number;\n      txKey: string;\n      completeTime: Date;\n    }[]\n  > => this.request('GET', 'https://api.binance.com/sapi/v1/capital/withdraw/history', params);\n\n  /**\n   * 获取充值历史(支持多网络)\n   *\n   * 权重: 1\n   *\n   * https://developers.binance.com/docs/zh-CN/wallet/capital/deposite-history\n   */\n  getDepositHistory = (params?: {\n    includeSource?: boolean;\n    coin?: string;\n    status?: number;\n    startTime?: number;\n    endTime?: number;\n    offset?: number;\n    limit?: number;\n    txId?: string;\n  }): Promise<\n    {\n      id: string;\n      amount: string;\n      coin: string;\n      network: string;\n      status: number;\n      address: string;\n      addressTag: string;\n      txId: string;\n      insertTime: number;\n      transferType: number;\n      confirmTimes: string;\n      unlockConfirm: number;\n      walletType: number;\n    }[]\n  > => this.request('GET', 'https://api.binance.com/sapi/v1/capital/deposit/hisrec', params);\n\n  /**\n   * UM下单(TRADE)\n   *\n   * 权重: 1\n   *\n   * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/New-UM-Order\n   */\n  postUmOrder = (params: {\n    symbol: string;\n    side: string;\n    positionSide?: string;\n    type: string;\n    timeInForce?: string;\n    quantity: number;\n    reduceOnly?: string;\n    price?: number;\n    newClientOrderId?: string;\n    newOrderRespType?: string;\n    selfTradePreventionMode?: string;\n    goodTillDate?: number;\n  }): Promise<\n    | {\n        clientOrderId: string;\n        cumQty: string;\n        cumQuote: string;\n        executedQty: string;\n        orderId: number;\n        avgPrice: string;\n        origQty: string;\n        price: string;\n        reduceOnly: boolean;\n        side: string;\n        positionSide: string;\n        status: string;\n        symbol: string;\n        timeInForce: string;\n        type: string;\n        selfTradePreventionMode: string;\n        goodTillDate: number;\n        updateTime: number;\n      }\n    | errorResult\n  > => this.request('POST', 'https://papi.binance.com/papi/v1/um/order', params);\n\n  /**\n   * 获取所有全仓杠杆交易对(MARKET_DATA)\n   *\n   * 权重: 1\n   *\n   * https://developers.binance.com/docs/zh-CN/margin_trading/market-data/Get-All-Cross-Margin-Pairs\n   */\n  getMarginAllPairs = (params?: {\n    symbol?: string;\n  }): Promise<\n    {\n      id: string;\n      symbol: string;\n      base: string;\n      quote: string;\n      isMarginTrade: boolean;\n      isBuyAllowed: boolean;\n      isSellAllowed: boolean;\n    }[]\n  > => this.request('GET', 'https://api.binance.com/sapi/v1/margin/allPairs', params);\n\n  /**\n   * 获取UM损益资金流水(USER_DATA)\n   *\n   * 权重: 30\n   *\n   * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/account/Get-UM-Income-History\n   */\n  getUMIncome = (params?: {\n    symbol?: string;\n    incomeType?: string;\n    startTime?: number;\n    endTime?: number;\n    recvWindow?: number;\n    limit?: number;\n    timestamp: number;\n  }): Promise<\n    {\n      symbol: string; // 交易对，仅针对涉及交易对的资金流\n      incomeType: string; // 资金流类型\n      income: string; // 资金流数量，正数代表流入，负数代表流出\n      asset: string; // 资产内容\n      info: string; // 备注信息，取决于流水类型\n      time: number;\n      tranId: string; // 划转ID\n      tradeId: string; // 引起流水产生的原始交易ID\n    }[]\n  > => this.request('GET', 'https://api.binance.com/papi/v1/um/income', params);\n}\nexport const client = new ApiClient({\n  auth: process.env.PUBLIC_ONLY\n    ? undefined\n    : {\n        public_key: process.env.ACCESS_KEY!,\n        secret_key: process.env.SECRET_KEY!,\n      },\n});\n"]}

package/dist/cli.js

@@ -0,0 +1,3 @@
+#!/usr/bin/env node
+import './index';
+//# sourceMappingURL=cli.js.map

package/dist/cli.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"cli.js","sourceRoot":"","sources":["../src/cli.ts"],"names":[],"mappings":";AACA,OAAO,SAAS,CAAC","sourcesContent":["#!/usr/bin/env node\nimport './index';\n"]}

package/dist/extension.js

@@ -0,0 +1,90 @@
+import { makeDockerEnvs, makeK8sEnvs } from '@yuants/extension';
+export default (context) => {
+    context.registerDeployProvider({
+        make_json_schema: () => ({
+            type: 'object',
+            properties: {
+                env: {
+                    type: 'object',
+                    required: ['HOST_URL'],
+                    properties: {
+                        //
+                        PUBLIC_ONLY: { type: 'boolean' },
+                        HOST_URL: { type: 'string' },
+                        TERMINAL_ID: { type: 'string' },
+                        ACCESS_KEY: { type: 'string' },
+                        SECRET_KEY: { type: 'string' },
+                    },
+                },
+            },
+        }),
+        make_docker_compose_file: async (ctx, envCtx) => {
+            var _a;
+            return {
+                [`binance-${ctx.env.ACCESS_KEY}`.replace(/\s/g, '')]: {
+                    image: `ghcr.io/no-trade-no-life/vendor-binance:${(_a = ctx.version) !== null && _a !== void 0 ? _a : envCtx.version}`,
+                    restart: 'always',
+                    environment: makeDockerEnvs(ctx.env),
+                },
+            };
+        },
+        make_k8s_resource_objects: async (ctx, envCtx) => {
+            var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l;
+            return {
+                deployment: {
+                    apiVersion: 'apps/v1',
+                    kind: 'Deployment',
+                    metadata: {
+                        labels: {
+                            'y.ntnl.io/version': (_a = ctx.version) !== null && _a !== void 0 ? _a : envCtx.version,
+                            'y.ntnl.io/manifest_key': ctx.key,
+                            'y.ntnl.io/component': 'binance',
+                        },
+                        name: `binance-${ctx.key}`.replace(/\s/g, '').toLocaleLowerCase(),
+                        namespace: 'yuan',
+                    },
+                    spec: {
+                        replicas: 1,
+                        selector: {
+                            matchLabels: {
+                                'y.ntnl.io/component': 'binance',
+                                'y.ntnl.io/manifest_key': ctx.key,
+                            },
+                        },
+                        template: {
+                            metadata: {
+                                labels: {
+                                    'y.ntnl.io/version': (_b = ctx.version) !== null && _b !== void 0 ? _b : envCtx.version,
+                                    'y.ntnl.io/manifest_key': ctx.key,
+                                    'y.ntnl.io/component': 'binance',
+                                },
+                            },
+                            spec: {
+                                containers: [
+                                    {
+                                        env: makeK8sEnvs(ctx.env),
+                                        image: `ghcr.io/no-trade-no-life/vendor-binance:${(_c = ctx.version) !== null && _c !== void 0 ? _c : envCtx.version}`,
+                                        imagePullPolicy: 'IfNotPresent',
+                                        name: 'binance',
+                                        resources: {
+                                            limits: {
+                                                cpu: (_e = (_d = ctx.cpu) === null || _d === void 0 ? void 0 : _d.max) !== null && _e !== void 0 ? _e : '1',
+                                                memory: (_g = (_f = ctx.memory) === null || _f === void 0 ? void 0 : _f.max) !== null && _g !== void 0 ? _g : '512Mi',
+                                            },
+                                            requests: {
+                                                cpu: (_j = (_h = ctx.cpu) === null || _h === void 0 ? void 0 : _h.min) !== null && _j !== void 0 ? _j : '200m',
+                                                memory: (_l = (_k = ctx.memory) === null || _k === void 0 ? void 0 : _k.min) !== null && _l !== void 0 ? _l : '256Mi',
+                                            },
+                                        },
+                                    },
+                                ],
+                                hostname: 'binance',
+                            },
+                        },
+                    },
+                },
+            };
+        },
+    });
+};
+//# sourceMappingURL=extension.js.map

package/dist/extension.js.map

@@ -0,0 +1 @@
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'1',\n                        memory: ctx.memory?.max ?? '512Mi',\n                      },\n                      requests: {\n                        cpu: ctx.cpu?.min ?? '200m',\n                        memory: ctx.memory?.min ?? '256Mi',\n                      },\n                    },\n                  },\n                ],\n                hostname: 'binance',\n              },\n            },\n          },\n        },\n      };\n    },\n  });\n};\n"]}

package/dist/index.js

@@ -0,0 +1,4 @@
+import './interest_rate';
+import './legacy_index';
+import './product';
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,iBAAiB,CAAC;AACzB,OAAO,gBAAgB,CAAC;AACxB,OAAO,WAAW,CAAC","sourcesContent":["import './interest_rate';\nimport './legacy_index';\nimport './product';\n"]}

package/dist/interest_rate.js

@@ -0,0 +1,54 @@
+var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
+var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
+    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
+    var g = generator.apply(thisArg, _arguments || []), i, q = [];
+    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
+    function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
+    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
+    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
+    function fulfill(value) { resume("next", value); }
+    function reject(value) { resume("throw", value); }
+    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
+};
+import { decodePath, formatTime } from '@yuants/utils';
+import { createSeriesProvider } from '@yuants/data-series';
+import { firstValueFrom, timer } from 'rxjs';
+import { client } from './api';
+import { terminal } from './terminal';
+createSeriesProvider(terminal, {
+    tableName: 'interest_rate',
+    series_id_prefix_parts: ['BINANCE'],
+    reversed: true,
+    serviceOptions: { concurrent: 1 },
+    queryFn: function ({ series_id, started_at, ended_at }) {
+        return __asyncGenerator(this, arguments, function* () {
+            const [datasource_id, product_id] = decodePath(series_id);
+            let current_start = started_at;
+            const [instType, symbol] = decodePath(product_id);
+            while (true) {
+                // 向前翻页，时间降序
+                const res = yield __await(client.getFutureFundingRate({
+                    symbol: symbol,
+                    startTime: current_start,
+                    endTime: ended_at,
+                    limit: 1000,
+                }));
+                yield yield __await(res.map((v) => ({
+                    series_id,
+                    created_at: formatTime(v.fundingTime),
+                    datasource_id,
+                    product_id,
+                    long_rate: `${-v.fundingRate}`,
+                    short_rate: `${v.fundingRate}`,
+                    settlement_price: '',
+                })));
+                if (res.length < 1000) {
+                    break;
+                }
+                current_start = +res[res.length - 1].fundingTime;
+                yield __await(firstValueFrom(timer(1000)));
+            }
+        });
+    },
+});
+//# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -0,0 +1 @@
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