@yuants/vendor-binance 0.4.49 → 0.5.1

package/lib/legacy_index.js

@@ -0,0 +1,325 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const data_account_1 = require("@yuants/data-account");
+const transfer_1 = require("@yuants/transfer");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const api_1 = require("./api");
+const terminal_1 = require("./terminal");
+const memoizeMap = (fn) => {
+    const cache = {};
+    return ((...params) => { var _a; var _b; return ((_a = cache[_b = (0, utils_1.encodePath)(params)]) !== null && _a !== void 0 ? _a : (cache[_b] = fn(...params))); });
+};
+const mapSymbolToFuturePremiumIndex$ = (0, rxjs_1.defer)(() => api_1.client.getFuturePremiumIndex({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x).pipe((0, rxjs_1.map)((v) => [v.symbol, v]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((v) => new Map(v)))), (0, rxjs_1.shareReplay)(1));
+const mapSymbolToFutureBookTicker$ = (0, rxjs_1.defer)(() => api_1.client.getFutureBookTicker({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x).pipe((0, rxjs_1.map)((v) => [v.symbol, v]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((v) => new Map(v)))), (0, rxjs_1.shareReplay)(1));
+const _mapSymbolToOpenInterest = {};
+const getOpenInterest = async (symbol) => {
+    const expired_at = Date.now() - 600000; // 10min expired
+    const cache = _mapSymbolToOpenInterest[symbol];
+    if (cache) {
+        if (cache.updated_at > expired_at) {
+            return cache.value;
+        }
+    }
+    const data = await api_1.client.getFutureOpenInterest({ symbol });
+    const value = +data.openInterest || 0;
+    _mapSymbolToOpenInterest[symbol] = { value, updated_at: Date.now() };
+    return value;
+};
+// provideTicks(terminal, 'binance', (product_id) => {
+//   const [instType, symbol] = decodePath(product_id);
+//   if (instType === 'usdt-future') {
+//     return combineLatest([mapSymbolToFuturePremiumIndex$, mapSymbolToFutureBookTicker$]).pipe(
+//       combineLatestWith(defer(() => getOpenInterest(symbol))),
+//       map(([[mapSymbolToFuturePremiumIndex, mapSymbolToFutureBookTicker], openInterestVolume]): ITick => {
+//         const premiumIndex = mapSymbolToFuturePremiumIndex.get(symbol);
+//         const bookTicker = mapSymbolToFutureBookTicker.get(symbol);
+//         if (!premiumIndex) {
+//           throw new Error(`Premium Index Not Found: ${symbol}`);
+//         }
+//         if (!bookTicker) {
+//           throw new Error(`Book Ticker Not Found: ${symbol}`);
+//         }
+//         return {
+//           datasource_id: 'binance',
+//           product_id,
+//           updated_at: Date.now(),
+//           price: +premiumIndex.markPrice,
+//           ask: +bookTicker.askPrice,
+//           bid: +bookTicker.bidPrice,
+//           interest_rate_for_long: -+premiumIndex.lastFundingRate,
+//           interest_rate_for_short: +premiumIndex.lastFundingRate,
+//           settlement_scheduled_at: premiumIndex.nextFundingTime,
+//           open_interest: openInterestVolume,
+//         };
+//       }),
+//     );
+//   }
+//   return EMPTY;
+// });
+(async () => {
+    const spotAccountInfo = await api_1.client.getSpotAccountInfo();
+    if ((0, api_1.isError)(spotAccountInfo)) {
+        throw new Error(spotAccountInfo.msg);
+    }
+    const uid = spotAccountInfo.uid;
+    const SPOT_ACCOUNT_ID = `binance/${uid}/spot/usdt`;
+    const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;
+    {
+        // unified accountInfo
+        const unifiedAccountInfo$ = (0, rxjs_1.defer)(async () => {
+            const accountResult = await api_1.client.getUnifiedAccountBalance();
+            if ((0, api_1.isError)(accountResult)) {
+                throw new Error(accountResult.msg);
+            }
+            const usdtAssets = accountResult.find((v) => v.asset === 'USDT');
+            if (!usdtAssets) {
+                throw new Error('USDT not found');
+            }
+            const umAccountResult = await api_1.client.getUnifiedUmAccount();
+            if ((0, api_1.isError)(umAccountResult)) {
+                throw new Error(umAccountResult.msg);
+            }
+            const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');
+            if (!usdtUmAssets) {
+                throw new Error('um USDT not found');
+            }
+            const money = {
+                currency: 'USDT',
+                leverage: 1,
+                equity: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL,
+                balance: +usdtAssets.totalWalletBalance,
+                profit: +usdtAssets.umUnrealizedPNL,
+                used: +usdtUmAssets.initialMargin,
+                free: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL - +usdtUmAssets.initialMargin,
+            };
+            const positions = umAccountResult.positions
+                .filter((v) => +v.positionAmt !== 0)
+                .map((v) => {
+                return {
+                    position_id: `${v.symbol}/${v.positionSide}`,
+                    datasource_id: 'BINANCE',
+                    product_id: (0, utils_1.encodePath)('usdt-future', v.symbol),
+                    direction: v.positionSide,
+                    volume: +v.positionAmt,
+                    free_volume: +v.positionAmt,
+                    position_price: +v.entryPrice,
+                    closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,
+                    floating_profit: +v.unrealizedProfit,
+                    valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),
+                };
+            });
+            return {
+                updated_at: Date.now(),
+                account_id: UNIFIED_ACCOUNT_ID,
+                money,
+                positions,
+            };
+        }).pipe((0, rxjs_1.tap)({
+            error: (err) => {
+                console.error((0, utils_1.formatTime)(Date.now()), 'unifiedAccountInfo$', err);
+            },
+        }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.repeat)({ delay: 1000 }));
+        (0, data_account_1.publishAccountInfo)(terminal_1.terminal, UNIFIED_ACCOUNT_ID, unifiedAccountInfo$);
+        (0, data_account_1.addAccountMarket)(terminal_1.terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });
+    }
+    {
+        // spot account info
+        const spotAccountInfo$ = (0, rxjs_1.defer)(async () => {
+            const spotAccountResult = await api_1.client.getSpotAccountInfo({ omitZeroBalances: true });
+            if ((0, api_1.isError)(spotAccountResult)) {
+                throw new Error(spotAccountResult.msg);
+            }
+            const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');
+            const money = {
+                currency: 'USDT',
+                leverage: 1,
+                equity: +((usdtAssets === null || usdtAssets === void 0 ? void 0 : usdtAssets.free) || 0),
+                balance: +((usdtAssets === null || usdtAssets === void 0 ? void 0 : usdtAssets.free) || 0),
+                profit: 0,
+                used: 0,
+                free: +((usdtAssets === null || usdtAssets === void 0 ? void 0 : usdtAssets.free) || 0),
+            };
+            return {
+                updated_at: Date.now(),
+                account_id: SPOT_ACCOUNT_ID,
+                money,
+                positions: [],
+            };
+        }).pipe((0, rxjs_1.tap)({
+            error: (err) => {
+                console.error((0, utils_1.formatTime)(Date.now()), 'unifiedAccountInfo$', err);
+            },
+        }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.repeat)({ delay: 1000 }));
+        (0, data_account_1.publishAccountInfo)(terminal_1.terminal, SPOT_ACCOUNT_ID, spotAccountInfo$);
+        (0, data_account_1.addAccountMarket)(terminal_1.terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });
+    }
+    // transfer
+    {
+        // spot -> unified
+        const SPOT_UNIFIED_NETWORK_ID = `binance/${uid}/spot/unified`;
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal: terminal_1.terminal,
+            account_id: SPOT_ACCOUNT_ID,
+            network_id: SPOT_UNIFIED_NETWORK_ID,
+            currency: 'USDT',
+            address: `unified`,
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await api_1.client.postAssetTransfer({
+                        type: 'MAIN_PORTFOLIO_MARGIN',
+                        asset: 'USDT',
+                        amount: order.current_amount,
+                    });
+                    if ((0, api_1.isError)(transferResult)) {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };
+                },
+            },
+            onEval: async (order) => {
+                return { state: 'COMPLETE', received_amount: order.current_amount };
+            },
+        });
+        // unified -> spot
+        (0, transfer_1.addAccountTransferAddress)({
+            terminal: terminal_1.terminal,
+            account_id: UNIFIED_ACCOUNT_ID,
+            network_id: SPOT_UNIFIED_NETWORK_ID,
+            currency: 'USDT',
+            address: `spot`,
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await api_1.client.postAssetTransfer({
+                        type: 'PORTFOLIO_MARGIN_MAIN',
+                        asset: 'USDT',
+                        amount: order.current_amount,
+                    });
+                    if ((0, api_1.isError)(transferResult)) {
+                        return { state: 'INIT', message: transferResult.msg };
+                    }
+                    return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };
+                },
+            },
+            onEval: async (order) => {
+                return { state: 'COMPLETE', received_amount: order.current_amount };
+            },
+        });
+        const subAccountsResult = await api_1.client.getSubAccountList();
+        const isMain = !(0, api_1.isError)(subAccountsResult);
+        // main -> sub
+        // TODO...
+        // blockchain
+        if (isMain) {
+            const depositAddressResult = await api_1.client.getDepositAddress({ coin: 'USDT', network: 'TRX' });
+            (0, transfer_1.addAccountTransferAddress)({
+                terminal: terminal_1.terminal,
+                account_id: SPOT_ACCOUNT_ID,
+                network_id: 'TRC20',
+                currency: 'USDT',
+                address: depositAddressResult.address,
+                onApply: {
+                    INIT: async (order) => {
+                        const transferResult = await api_1.client.postWithdraw({
+                            coin: 'USDT',
+                            network: 'TRX',
+                            address: order.current_rx_address,
+                            amount: order.current_amount,
+                        });
+                        if ((0, api_1.isError)(transferResult)) {
+                            return { state: 'ERROR', message: transferResult.msg };
+                        }
+                        const wdId = transferResult.id;
+                        return { state: 'PENDING', context: wdId };
+                    },
+                    PENDING: async (order) => {
+                        const wdId = order.current_tx_context;
+                        const withdrawResult = await api_1.client.getWithdrawHistory({ coin: 'USDT' });
+                        const record = withdrawResult === null || withdrawResult === void 0 ? void 0 : withdrawResult.find((v) => v.id === wdId);
+                        const txId = record === null || record === void 0 ? void 0 : record.txId;
+                        if (!txId) {
+                            return { state: 'PENDING', context: wdId };
+                        }
+                        return { state: 'COMPLETE', transaction_id: txId };
+                    },
+                },
+                onEval: async (order) => {
+                    var _a;
+                    const checkResult = await api_1.client.getDepositHistory({
+                        coin: 'USDT',
+                        txId: order.current_transaction_id,
+                    });
+                    if (((_a = checkResult === null || checkResult === void 0 ? void 0 : checkResult[0]) === null || _a === void 0 ? void 0 : _a.status) !== 1) {
+                        return { state: 'PENDING' };
+                    }
+                    const received_amount = +checkResult[0].amount;
+                    return { state: 'COMPLETE', received_amount };
+                },
+            });
+        }
+    }
+    // order related
+    {
+        terminal_1.terminal.provideService('SubmitOrder', {
+            required: ['account_id'],
+            properties: {
+                account_id: { const: UNIFIED_ACCOUNT_ID },
+            },
+        }, async (msg) => {
+            console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', msg.req);
+            const order = msg.req;
+            const [instType, symbol] = (0, utils_1.decodePath)(order.product_id);
+            if (instType === 'usdt-future') {
+                const mapOrderDirectionToSide = (direction) => {
+                    switch (direction) {
+                        case 'OPEN_LONG':
+                        case 'CLOSE_SHORT':
+                            return 'BUY';
+                        case 'OPEN_SHORT':
+                        case 'CLOSE_LONG':
+                            return 'SELL';
+                    }
+                    throw new Error(`Unknown direction: ${direction}`);
+                };
+                const mapOrderDirectionToPosSide = (direction) => {
+                    switch (direction) {
+                        case 'OPEN_LONG':
+                        case 'CLOSE_LONG':
+                            return 'LONG';
+                        case 'CLOSE_SHORT':
+                        case 'OPEN_SHORT':
+                            return 'SHORT';
+                    }
+                    throw new Error(`Unknown direction: ${direction}`);
+                };
+                const mapOrderTypeToOrdType = (order_type) => {
+                    switch (order_type) {
+                        case 'LIMIT':
+                            return 'LIMIT';
+                        case 'MARKET':
+                            return 'MARKET';
+                    }
+                    throw new Error(`Unknown order type: ${order_type}`);
+                };
+                // return
+                const params = {
+                    symbol,
+                    side: mapOrderDirectionToSide(order.order_direction),
+                    positionSide: mapOrderDirectionToPosSide(order.order_direction),
+                    type: mapOrderTypeToOrdType(order.order_type),
+                    timeInForce: order.order_type === 'LIMIT' ? 'GTC' : undefined,
+                    quantity: order.volume,
+                    price: order.price,
+                };
+                console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
+                const orderResult = await api_1.client.postUmOrder(params);
+                if ((0, api_1.isError)(orderResult)) {
+                    return { res: { code: orderResult.code, message: orderResult.msg } };
+                }
+                return { res: { code: 0, message: 'OK', order_id: orderResult.orderId } };
+            }
+            return { res: { code: 400, message: `unsupported type: ${instType}` } };
+        });
+    }
+})();
+//# sourceMappingURL=legacy_index.js.map

package/lib/legacy_index.js.map

@@ -0,0 +1 @@
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{\n  addAccountMarket,\n  IAccountInfo,\n  IAccountMoney,\n  IPosition,\n  publishAccountInfo,\n} from '@yuants/data-account';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, mergeMap, repeat, retry, shareReplay, tap, toArray } from 'rxjs';\nimport { client, isError } from './api';\nimport { terminal } from './terminal';\n\nconst memoizeMap = <T extends (...params: any[]) => any>(fn: T): T => {\n  const cache: Record<string, any> = {};\n  return ((...params: any[]) => (cache[encodePath(params)] ??= fn(...params))) as T;\n};\n\nconst mapSymbolToFuturePremiumIndex$ = defer(() => client.getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  mergeMap((x) =>\n    from(x).pipe(\n      map((v) => [v.symbol, v] as const),\n      toArray(),\n      map((v) => new Map(v)),\n    ),\n  ),\n  shareReplay(1),\n);\n\nconst mapSymbolToFutureBookTicker$ = defer(() => client.getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  mergeMap((x) =>\n    from(x).pipe(\n      map((v) => [v.symbol, v] as const),\n      toArray(),\n      map((v) => new Map(v)),\n    ),\n  ),\n  shareReplay(1),\n);\n\nconst _mapSymbolToOpenInterest: Record<string, { value: number; updated_at: number }> = {};\nconst getOpenInterest = async (symbol: string) => {\n  const expired_at = Date.now() - 600_000; // 10min expired\n  const cache = _mapSymbolToOpenInterest[symbol];\n  if (cache) {\n    if (cache.updated_at > expired_at) {\n      return cache.value;\n    }\n  }\n  const data = await client.getFutureOpenInterest({ symbol });\n  const value = +data.openInterest || 0;\n  _mapSymbolToOpenInterest[symbol] = { value, updated_at: Date.now() };\n  return value;\n};\n\n// provideTicks(terminal, 'binance', (product_id) => {\n//   const [instType, symbol] = decodePath(product_id);\n//   if (instType === 'usdt-future') {\n//     return combineLatest([mapSymbolToFuturePremiumIndex$, mapSymbolToFutureBookTicker$]).pipe(\n//       combineLatestWith(defer(() => getOpenInterest(symbol))),\n//       map(([[mapSymbolToFuturePremiumIndex, mapSymbolToFutureBookTicker], openInterestVolume]): ITick => {\n//         const premiumIndex = mapSymbolToFuturePremiumIndex.get(symbol);\n//         const bookTicker = mapSymbolToFutureBookTicker.get(symbol);\n//         if (!premiumIndex) {\n//           throw new Error(`Premium Index Not Found: ${symbol}`);\n//         }\n//         if (!bookTicker) {\n//           throw new Error(`Book Ticker Not Found: ${symbol}`);\n//         }\n//         return {\n//           datasource_id: 'binance',\n//           product_id,\n//           updated_at: Date.now(),\n//           price: +premiumIndex.markPrice,\n//           ask: +bookTicker.askPrice,\n//           bid: +bookTicker.bidPrice,\n//           interest_rate_for_long: -+premiumIndex.lastFundingRate,\n//           interest_rate_for_short: +premiumIndex.lastFundingRate,\n//           settlement_scheduled_at: premiumIndex.nextFundingTime,\n//           open_interest: openInterestVolume,\n//         };\n//       }),\n//     );\n//   }\n//   return EMPTY;\n// });\n\n(async () => {\n  const spotAccountInfo = await client.getSpotAccountInfo();\n  if (isError(spotAccountInfo)) {\n    throw new Error(spotAccountInfo.msg);\n  }\n  const uid = spotAccountInfo.uid;\n\n  const SPOT_ACCOUNT_ID = `binance/${uid}/spot/usdt`;\n  const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;\n\n  {\n    // unified accountInfo\n    const unifiedAccountInfo$ = defer(async (): Promise<IAccountInfo> => {\n      const accountResult = await client.getUnifiedAccountBalance();\n      if (isError(accountResult)) {\n        throw new Error(accountResult.msg);\n      }\n      const usdtAssets = accountResult.find((v) => v.asset === 'USDT');\n      if (!usdtAssets) {\n        throw new Error('USDT not found');\n      }\n      const umAccountResult = await client.getUnifiedUmAccount();\n      if (isError(umAccountResult)) {\n        throw new Error(umAccountResult.msg);\n      }\n      const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');\n      if (!usdtUmAssets) {\n        throw new Error('um USDT not found');\n      }\n      const money: IAccountMoney = {\n        currency: 'USDT',\n        leverage: 1,\n        equity: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL,\n        balance: +usdtAssets.totalWalletBalance,\n        profit: +usdtAssets.umUnrealizedPNL,\n        used: +usdtUmAssets.initialMargin,\n        free: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL - +usdtUmAssets.initialMargin,\n      };\n\n      const positions = umAccountResult.positions\n        .filter((v) => +v.positionAmt !== 0)\n        .map((v): IPosition => {\n          return {\n            position_id: `${v.symbol}/${v.positionSide}`,\n            datasource_id: 'BINANCE',\n            product_id: encodePath('usdt-future', v.symbol),\n            direction: v.positionSide,\n            volume: +v.positionAmt,\n            free_volume: +v.positionAmt,\n            position_price: +v.entryPrice,\n            closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,\n            floating_profit: +v.unrealizedProfit,\n            valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),\n          };\n        });\n\n      return {\n        updated_at: Date.now(),\n        account_id: UNIFIED_ACCOUNT_ID,\n        money,\n        positions,\n      };\n    }).pipe(\n      tap({\n        error: (err) => {\n          console.error(formatTime(Date.now()), 'unifiedAccountInfo$', err);\n        },\n      }),\n      retry({ delay: 5000 }),\n      repeat({ delay: 1000 }),\n    );\n    publishAccountInfo(terminal, UNIFIED_ACCOUNT_ID, unifiedAccountInfo$);\n    addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });\n  }\n\n  {\n    // spot account info\n    const spotAccountInfo$ = defer(async (): Promise<IAccountInfo> => {\n      const spotAccountResult = await client.getSpotAccountInfo({ omitZeroBalances: true });\n      if (isError(spotAccountResult)) {\n        throw new Error(spotAccountResult.msg);\n      }\n      const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');\n      const money: IAccountMoney = {\n        currency: 'USDT',\n        leverage: 1,\n        equity: +(usdtAssets?.free || 0),\n        balance: +(usdtAssets?.free || 0),\n        profit: 0,\n        used: 0,\n        free: +(usdtAssets?.free || 0),\n      };\n\n      return {\n        updated_at: Date.now(),\n        account_id: SPOT_ACCOUNT_ID,\n        money,\n        positions: [],\n      };\n    }).pipe(\n      tap({\n        error: (err) => {\n          console.error(formatTime(Date.now()), 'unifiedAccountInfo$', err);\n        },\n      }),\n      retry({ delay: 5000 }),\n      repeat({ delay: 1000 }),\n    );\n\n    publishAccountInfo(terminal, SPOT_ACCOUNT_ID, spotAccountInfo$);\n    addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });\n  }\n\n  // transfer\n  {\n    // spot -> unified\n    const SPOT_UNIFIED_NETWORK_ID = `binance/${uid}/spot/unified`;\n    addAccountTransferAddress({\n      terminal,\n      account_id: SPOT_ACCOUNT_ID,\n      network_id: SPOT_UNIFIED_NETWORK_ID,\n      currency: 'USDT',\n      address: `unified`,\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await client.postAssetTransfer({\n            type: 'MAIN_PORTFOLIO_MARGIN',\n            asset: 'USDT',\n            amount: order.current_amount!,\n          });\n          if (isError(transferResult)) {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };\n        },\n      },\n      onEval: async (order) => {\n        return { state: 'COMPLETE', received_amount: order.current_amount };\n      },\n    });\n\n    // unified -> spot\n    addAccountTransferAddress({\n      terminal,\n      account_id: UNIFIED_ACCOUNT_ID,\n      network_id: SPOT_UNIFIED_NETWORK_ID,\n      currency: 'USDT',\n      address: `spot`,\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await client.postAssetTransfer({\n            type: 'PORTFOLIO_MARGIN_MAIN',\n            asset: 'USDT',\n            amount: order.current_amount!,\n          });\n          if (isError(transferResult)) {\n            return { state: 'INIT', message: transferResult.msg };\n          }\n          return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };\n        },\n      },\n      onEval: async (order) => {\n        return { state: 'COMPLETE', received_amount: order.current_amount };\n      },\n    });\n\n    const subAccountsResult = await client.getSubAccountList();\n    const isMain = !isError(subAccountsResult);\n    // main -> sub\n    // TODO...\n\n    // blockchain\n    if (isMain) {\n      const depositAddressResult = await client.getDepositAddress({ coin: 'USDT', network: 'TRX' });\n      addAccountTransferAddress({\n        terminal,\n        account_id: SPOT_ACCOUNT_ID,\n        network_id: 'TRC20',\n        currency: 'USDT',\n        address: depositAddressResult.address,\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await client.postWithdraw({\n              coin: 'USDT',\n              network: 'TRX',\n              address: order.current_rx_address!,\n              amount: order.current_amount!,\n            });\n            if (isError(transferResult)) {\n              return { state: 'ERROR', message: transferResult.msg };\n            }\n            const wdId = transferResult.id;\n            return { state: 'PENDING', context: wdId };\n          },\n          PENDING: async (order) => {\n            const wdId = order.current_tx_context;\n            const withdrawResult = await client.getWithdrawHistory({ coin: 'USDT' });\n            const record = withdrawResult?.find((v) => v.id === wdId);\n            const txId = record?.txId;\n            if (!txId) {\n              return { state: 'PENDING', context: wdId };\n            }\n            return { state: 'COMPLETE', transaction_id: txId };\n          },\n        },\n        onEval: async (order) => {\n          const checkResult = await client.getDepositHistory({\n            coin: 'USDT',\n            txId: order.current_transaction_id,\n          });\n          if (checkResult?.[0]?.status !== 1) {\n            return { state: 'PENDING' };\n          }\n          const received_amount = +checkResult[0].amount;\n          return { state: 'COMPLETE', received_amount };\n        },\n      });\n    }\n  }\n\n  // order related\n  {\n    terminal.provideService(\n      'SubmitOrder',\n      {\n        required: ['account_id'],\n        properties: {\n          account_id: { const: UNIFIED_ACCOUNT_ID },\n        },\n      },\n      async (msg) => {\n        console.info(formatTime(Date.now()), 'SubmitOrder', msg.req);\n        const order = msg.req;\n        const [instType, symbol] = decodePath(order.product_id);\n        if (instType === 'usdt-future') {\n          const mapOrderDirectionToSide = (direction?: string) => {\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            }\n            throw new Error(`Unknown direction: ${direction}`);\n          };\n          const mapOrderDirectionToPosSide = (direction?: string) => {\n            switch (direction) {\n              case 'OPEN_LONG':\n              case 'CLOSE_LONG':\n                return 'LONG';\n              case 'CLOSE_SHORT':\n              case 'OPEN_SHORT':\n                return 'SHORT';\n            }\n            throw new Error(`Unknown direction: ${direction}`);\n          };\n          const mapOrderTypeToOrdType = (order_type?: string) => {\n            switch (order_type) {\n              case 'LIMIT':\n                return 'LIMIT';\n              case 'MARKET':\n                return 'MARKET';\n            }\n            throw new Error(`Unknown order type: ${order_type}`);\n          };\n          // return\n          const params = {\n            symbol,\n            side: mapOrderDirectionToSide(order.order_direction),\n            positionSide: mapOrderDirectionToPosSide(order.order_direction),\n            type: mapOrderTypeToOrdType(order.order_type),\n            timeInForce: order.order_type === 'LIMIT' ? 'GTC' : undefined,\n            quantity: order.volume,\n            price: order.price,\n          };\n\n          console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n          const orderResult = await client.postUmOrder(params);\n          if (isError(orderResult)) {\n            return { res: { code: orderResult.code, message: orderResult.msg } };\n          }\n          return { res: { code: 0, message: 'OK', order_id: orderResult.orderId } };\n        }\n        return { res: { code: 400, message: `unsupported type: ${instType}` } };\n      },\n    );\n  }\n})();\n"]}

package/lib/product.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=product.d.ts.map

package/lib/product.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":""}

package/lib/product.js

@@ -0,0 +1,42 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const utils_1 = require("@yuants/utils");
+const sql_1 = require("@yuants/sql");
+const rxjs_1 = require("rxjs");
+const api_1 = require("./api");
+const terminal_1 = require("./terminal");
+const product$ = new rxjs_1.Subject();
+const futureExchangeInfo$ = (0, rxjs_1.defer)(() => api_1.client.getFutureExchangeInfo()).pipe((0, rxjs_1.repeat)({ delay: 3600000 }), (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)(1));
+const futureProducts$ = futureExchangeInfo$.pipe((0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x.symbols).pipe(
+//
+(0, rxjs_1.map)((symbol) => {
+    return {
+        datasource_id: 'BINANCE',
+        product_id: (0, utils_1.encodePath)('usdt-future', symbol.symbol),
+        base_currency: symbol.baseAsset,
+        quote_currency: symbol.quoteAsset,
+        price_step: +`1e-${symbol.pricePrecision}`,
+        value_scale: 1,
+        volume_step: +`1e-${symbol.quantityPrecision}`,
+        name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
+        value_scale_unit: '',
+        margin_rate: +symbol.requiredMarginPercent / 100,
+        value_based_cost: 0,
+        volume_based_cost: 0,
+        max_position: 0,
+        max_volume: 0,
+        allow_long: true,
+        allow_short: true,
+        market_id: 'BINANCE/USDT-FUTURE',
+        no_interest_rate: false,
+    };
+}), (0, rxjs_1.tap)((v) => product$.next(v)), (0, rxjs_1.toArray)())), (0, rxjs_1.shareReplay)(1));
+futureProducts$.subscribe();
+(0, sql_1.createSQLWriter)(terminal_1.terminal, {
+    data$: product$,
+    tableName: 'product',
+    keyFn: (x) => (0, utils_1.encodePath)(x.datasource_id, x.product_id),
+    conflictKeys: ['datasource_id', 'product_id'],
+    writeInterval: 1000,
+});
+//# sourceMappingURL=product.js.map

package/lib/product.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;AAAA,yCAA2C;AAE3C,qCAA8C;AAC9C,+BAAqG;AACrG,+BAA+B;AAC/B,yCAAsC;AAEtC,MAAM,QAAQ,GAAG,IAAI,cAAO,EAAY,CAAC;AAEzC,MAAM,mBAAmB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,YAAM,CAAC,qBAAqB,EAAE,CAAC,CAAC,IAAI,CAC1E,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,eAAe,GAAG,mBAAmB,CAAC,IAAI,CAC9C,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAA,WAAI,EAAC,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI;AAClB,EAAE;AACF,IAAA,UAAG,EAAC,CAAC,MAAM,EAAY,EAAE;IACvB,OAAO;QACL,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;QACpD,aAAa,EAAE,MAAM,CAAC,SAAS;QAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;QACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;QAC1C,WAAW,EAAE,CAAC;QACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;QAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;QACrD,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;QAChD,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,IAAI;QACjB,SAAS,EAAE,qBAAqB;QAChC,gBAAgB,EAAE,KAAK;KACxB,CAAC;AACJ,CAAC,CAAC,EACF,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,EAC5B,IAAA,cAAO,GAAE,CACV,CACF,EACD,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,eAAe,CAAC,SAAS,EAAE,CAAC;AAE5B,IAAA,qBAAe,EAAW,mBAAQ,EAAE;IAClC,KAAK,EAAE,QAAQ;IACf,SAAS,EAAE,SAAS;IACpB,KAAK,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,IAAA,kBAAU,EAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC;IACvD,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;IAC7C,aAAa,EAAE,IAAI;CACpB,CAAC,CAAC","sourcesContent":["import { encodePath } from '@yuants/utils';\nimport { IProduct } from '@yuants/data-product';\nimport { createSQLWriter } from '@yuants/sql';\nimport { Subject, defer, from, map, mergeMap, repeat, retry, shareReplay, tap, toArray } from 'rxjs';\nimport { client } from './api';\nimport { terminal } from './terminal';\n\nconst product$ = new Subject<IProduct>();\n\nconst futureExchangeInfo$ = defer(() => client.getFutureExchangeInfo()).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 60_000 }),\n  shareReplay(1),\n);\n\nconst futureProducts$ = futureExchangeInfo$.pipe(\n  mergeMap((x) =>\n    from(x.symbols).pipe(\n      //\n      map((symbol): IProduct => {\n        return {\n          datasource_id: 'BINANCE',\n          product_id: encodePath('usdt-future', symbol.symbol),\n          base_currency: symbol.baseAsset,\n          quote_currency: symbol.quoteAsset,\n          price_step: +`1e-${symbol.pricePrecision}`,\n          value_scale: 1,\n          volume_step: +`1e-${symbol.quantityPrecision}`,\n          name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n          value_scale_unit: '',\n          margin_rate: +symbol.requiredMarginPercent / 100,\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'BINANCE/USDT-FUTURE',\n          no_interest_rate: false,\n        };\n      }),\n      tap((v) => product$.next(v)),\n      toArray(),\n    ),\n  ),\n  shareReplay(1),\n);\n\nfutureProducts$.subscribe();\n\ncreateSQLWriter<IProduct>(terminal, {\n  data$: product$,\n  tableName: 'product',\n  keyFn: (x) => encodePath(x.datasource_id, x.product_id),\n  conflictKeys: ['datasource_id', 'product_id'],\n  writeInterval: 1000,\n});\n"]}

package/lib/terminal.d.ts

@@ -0,0 +1,3 @@
+import { Terminal } from '@yuants/protocol';
+export declare const terminal: Terminal;
+//# sourceMappingURL=terminal.d.ts.map

package/lib/terminal.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"terminal.d.ts","sourceRoot":"","sources":["../src/terminal.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAG5C,eAAO,MAAM,QAAQ,UAGnB,CAAC"}

package/lib/terminal.js

@@ -0,0 +1,10 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.terminal = void 0;
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+exports.terminal = new protocol_1.Terminal(process.env.HOST_URL, {
+    terminal_id: process.env.TERMINAL_ID || `binance/${(0, utils_1.UUID)()}`,
+    name: '@yuants/vendor-binance',
+});
+//# sourceMappingURL=terminal.js.map

package/lib/terminal.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"terminal.js","sourceRoot":"","sources":["../src/terminal.ts"],"names":[],"mappings":";;;AAAA,+CAA4C;AAC5C,yCAAqC;AAExB,QAAA,QAAQ,GAAG,IAAI,mBAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,QAAS,EAAE;IAC1D,WAAW,EAAE,OAAO,CAAC,GAAG,CAAC,WAAW,IAAI,WAAW,IAAA,YAAI,GAAE,EAAE;IAC3D,IAAI,EAAE,wBAAwB;CAC/B,CAAC,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { UUID } from '@yuants/utils';\n\nexport const terminal = new Terminal(process.env.HOST_URL!, {\n  terminal_id: process.env.TERMINAL_ID || `binance/${UUID()}`,\n  name: '@yuants/vendor-binance',\n});\n"]}

package/package.json

@@ -1,12 +1,15 @@
 {
 	"name": "@yuants/vendor-binance",
-	"version": "0.4.49",
+	"version": "0.5.1",
+	"bin": "lib/cli.js",
 	"files": [
-		"dist/extension.bundle.js"
+		"dist",
+		"lib",
+		"temp"
 	],
 	"dependencies": {
 		"@yuants/protocol": "0.37.2",
-		"@yuants/data-account": "0.3.3",
+		"@yuants/data-account": "0.3.4",
 		"@yuants/utils": "0.5.0",
 		"@yuants/data-series": "0.3.16",
 		"@yuants/sql": "0.8.3",

package/temp/image-tag

@@ -0,0 +1 @@
+sha-b4831152d13a8e55c58e35ae77c9f9f7367eabb3

package/temp/package-deps.json

@@ -0,0 +1,33 @@
+{
+    "apps/vendor-binance/CHANGELOG.json": "39adcb7ce1bd60448e8510bdfa416a14fde2e02a",
+    "apps/vendor-binance/CHANGELOG.md": "c6de23b595acbc48eb72e4a45e581112a3b7bec2",
+    "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
+    "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
+    "apps/vendor-binance/build/Dockerfile": "bcf1c8d7b51c3106affd0579545e92af1a505b56",
+    "apps/vendor-binance/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
+    "apps/vendor-binance/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
+    "apps/vendor-binance/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
+    "apps/vendor-binance/etc/vendor-binance.api.md": "2094b84e9b5e7503f5c42b31fffee8d7db47fe7b",
+    "apps/vendor-binance/package.json": "f288262eeab62c76ed1dd1858f2f05cd097d1343",
+    "apps/vendor-binance/src/api.ts": "6278b55e9330d8f49362f9ab4f7df1d9d021b93e",
+    "apps/vendor-binance/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
+    "apps/vendor-binance/src/extension.ts": "20c19da6bd0224b891dbbb94e3f63458ba7ae57b",
+    "apps/vendor-binance/src/index.ts": "fdac26f4c4a5093e3d647bddcd3c9998c2de7b4c",
+    "apps/vendor-binance/src/interest_rate.ts": "473562c8e0a772338809705ba5d908c0489c5dcb",
+    "apps/vendor-binance/src/legacy_index.ts": "6696f250ba0216a57b238b328a200b231ba4e11b",
+    "apps/vendor-binance/src/product.ts": "9f82802b98528aedd773f711d2147d749b6e9ae4",
+    "apps/vendor-binance/src/terminal.ts": "184c6cfcea5d9a9496c62e1e5bb15d20a0ddace8",
+    "apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
+    "apps/vendor-binance/.rush/temp/shrinkwrap-deps.json": "dac6fe331898427eba9251d445971f7598940b2a",
+    "libraries/protocol/temp/package-deps.json": "d326f24867d9ae3fef16ff84ba537eabb7c8adf0",
+    "libraries/data-account/temp/package-deps.json": "0e5bd33f40288d3bc2a3b32cf51188a346a8dd34",
+    "libraries/utils/temp/package-deps.json": "c747617da1c0a40843603c62a7477da641ff0aef",
+    "libraries/data-series/temp/package-deps.json": "3ba9330800ae3952ed7ba430526596a24d1e8eb7",
+    "libraries/sql/temp/package-deps.json": "1cb2248873d01ed732e8473f7b242a41f987fdd7",
+    "libraries/data-product/temp/package-deps.json": "634e636d948295079b02dbeffb84f6d52872fda8",
+    "libraries/data-ohlc/temp/package-deps.json": "f05db3bced2139edafc9a3d2c647d0987f974ce7",
+    "libraries/data-interest-rate/temp/package-deps.json": "420702140b635d7fbbd0524108a827b12efde639",
+    "libraries/transfer/temp/package-deps.json": "cb2786055e5e79cd7d9d0f5787e300ca1c0bf002",
+    "libraries/extension/temp/package-deps.json": "96816518ae9dc050cafe0b8fbce95cbb59d06ee6",
+    "tools/toolkit/temp/package-deps.json": "eb0447c467da3a90db0913ed01e42ec0de840234"
+}