npm - @yuants/vendor-binance - Versions diffs - 0.6.16 → 0.6.18 - Mend

@yuants/vendor-binance 0.6.16 → 0.6.18

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (20) hide show

package/dist/interest_rate.js CHANGED Viewed

@@ -10,11 +10,12 @@ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _ar
     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 { Terminal } from '@yuants/protocol';
+import { decodePath, formatTime } from '@yuants/utils';
 import { firstValueFrom, timer } from 'rxjs';
 import { client } from './api';
-import { terminal } from './terminal';
+const terminal = Terminal.fromNodeEnv();
 createSeriesProvider(terminal, {
     tableName: 'interest_rate',
     series_id_prefix_parts: ['BINANCE'],

package/dist/interest_rate.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,~~UAAU~~,EAAE,~~UAAU~~,EAAE,MAAM,~~eAAe~~,CAAC;~~AACvD~~,OAAO,EAAE,~~oBAAoB~~,EAAE,MAAM,~~qBAAqB~~,CAAC;~~AAC3D~~,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;~~AAC~~/B,~~OAAO~~,~~EAAE~~,QAAQ,~~EAAE~~,~~MAAM~~,~~YAAY~~,CAAC;~~AAEtC~~,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1D,IAAI,aAAa,GAAG,UAAU,CAAC;YAC/B,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAClD,OAAO,IAAI,EAAE;gBACX,YAAY;gBACZ,MAAM,GAAG,GAAG,cAAM,MAAM,CAAC,oBAAoB,CAAC;oBAC5C,MAAM,EAAE,MAAM;oBACd,SAAS,EAAE,aAAa;oBACxB,OAAO,EAAE,QAAQ;oBACjB,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;oBACrB,SAAS;oBACT,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,WAAW,CAAC;oBACrC,aAAa;oBACb,UAAU;oBACV,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE;oBAC9B,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;oBAC9B,gBAAgB,EAAE,EAAE;iBACrB,CAAC,CACH,CAAA,CAAC;gBACF,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;oBACrB,MAAM;iBACP;gBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;gBACjD,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { ~~decodePath,~~ ~~formatTime~~ } from '@yuants/~~utils~~';\nimport { ~~createSeriesProvider~~ } from '@yuants/~~data-series~~';\nimport { ~~firstValueFrom~~, ~~timer~~ } from '~~rxjs~~';\nimport { ~~client~~ } from '~~./api~~';\nimport { ~~terminal~~ } from './~~terminal~~';\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['BINANCE'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const [datasource_id, product_id] = decodePath(series_id);\n let current_start = started_at;\n const [instType, symbol] = decodePath(product_id);\n while (true) {\n // 向前翻页，时间降序\n const res = await client.getFutureFundingRate({\n symbol: symbol,\n startTime: current_start,\n endTime: ended_at,\n limit: 1000,\n });\n yield res.map(\n (v): IInterestRate => ({\n series_id,\n created_at: formatTime(v.fundingTime),\n datasource_id,\n product_id,\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n if (res.length < 1000) {\n break;\n }\n current_start = +res[res.length - 1].fundingTime;\n await firstValueFrom(timer(1000));\n }\n },\n});\n"]}
1	+ {"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAE/B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1D,IAAI,aAAa,GAAG,UAAU,CAAC;YAC/B,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAClD,OAAO,IAAI,EAAE;gBACX,YAAY;gBACZ,MAAM,GAAG,GAAG,cAAM,MAAM,CAAC,oBAAoB,CAAC;oBAC5C,MAAM,EAAE,MAAM;oBACd,SAAS,EAAE,aAAa;oBACxB,OAAO,EAAE,QAAQ;oBACjB,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;oBACrB,SAAS;oBACT,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,WAAW,CAAC;oBACrC,aAAa;oBACb,UAAU;oBACV,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE;oBAC9B,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;oBAC9B,gBAAgB,EAAE,EAAE;iBACrB,CAAC,CACH,CAAA,CAAC;gBACF,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;oBACrB,MAAM;iBACP;gBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;gBACjD,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['BINANCE'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const [datasource_id, product_id] = decodePath(series_id);\n let current_start = started_at;\n const [instType, symbol] = decodePath(product_id);\n while (true) {\n // 向前翻页，时间降序\n const res = await client.getFutureFundingRate({\n symbol: symbol,\n startTime: current_start,\n endTime: ended_at,\n limit: 1000,\n });\n yield res.map(\n (v): IInterestRate => ({\n series_id,\n created_at: formatTime(v.fundingTime),\n datasource_id,\n product_id,\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n if (res.length < 1000) {\n break;\n }\n current_start = +res[res.length - 1].fundingTime;\n await firstValueFrom(timer(1000));\n }\n },\n});\n"]}

package/dist/legacy_index.js CHANGED Viewed

@@ -1,9 +1,10 @@
 import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';
+import { Terminal } from '@yuants/protocol';
 import { addAccountTransferAddress } from '@yuants/transfer';
 import { decodePath, encodePath, formatTime } from '@yuants/utils';
 import { defer, from, map, mergeMap, repeat, retry, shareReplay, toArray } from 'rxjs';
 import { client, isError } from './api';
-import { terminal } from './terminal';
+const terminal = Terminal.fromNodeEnv();
 const memoizeMap = (fn) => {
     const cache = {};
     return ((...params) => { var _a; var _b; return ((_a = cache[_b = encodePath(params)]) !== null && _a !== void 0 ? _a : (cache[_b] = fn(...params))); });
@@ -84,14 +85,8 @@ const getOpenInterest = async (symbol) => {
             if (!usdtUmAssets) {
                 throw new Error('um USDT not found');
             }
-            const money = {
-                currency: 'USDT',
-                equity: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL,
-                balance: +usdtAssets.totalWalletBalance,
-                profit: +usdtAssets.umUnrealizedPNL,
-                used: +usdtUmAssets.initialMargin,
-                free: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL - +usdtUmAssets.initialMargin,
-            };
+            const equity = +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL;
+            const free = equity - +usdtUmAssets.initialMargin;
             const positions = umAccountResult.positions
                 .filter((v) => +v.positionAmt !== 0)
                 .map((v) => {
@@ -109,7 +104,11 @@ const getOpenInterest = async (symbol) => {
                 };
             });
             return {
-                money,
+                money: {
+                    currency: 'USDT',
+                    equity,
+                    free,
+                },
                 positions,
             };
         }, { auto_refresh_interval: 1000 });
@@ -123,17 +122,12 @@ const getOpenInterest = async (symbol) => {
                 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 {
-                money,
+                money: {
+                    currency: 'USDT',
+                    equity: +((usdtAssets === null || usdtAssets === void 0 ? void 0 : usdtAssets.free) || 0),
+                    free: +((usdtAssets === null || usdtAssets === void 0 ? void 0 : usdtAssets.free) || 0),
+                },
                 positions: [],
             };
         });

package/dist/legacy_index.js.map CHANGED Viewed

	@@ -1 +1 @@
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{ addAccountMarket, IAccountMoney, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, mergeMap, repeat, retry, shareReplay, 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/${uid}/unified/usdt`;\n\n {\n // unified accountInfo\n\n provideAccountInfoService(\n terminal,\n UNIFIED_ACCOUNT_ID,\n async () => {\n const [accountResult, umAccountResult] = await Promise.all([\n client.getUnifiedAccountBalance(),\n client.getUnifiedUmAccount(),\n ]);\n if (isError(accountResult)) {\n throw new Error(accountResult.msg);\n }\n const usdtAssets = accountResult.find((v) => v.asset === 'USDT');\n if (!usdtAssets) {\n throw new Error('USDT not found');\n }\n if (isError(umAccountResult)) {\n throw new Error(umAccountResult.msg);\n }\n const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');\n if (!usdtUmAssets) {\n throw new Error('um USDT not found');\n }\n const money: IAccountMoney = {\n currency: 'USDT',\n equity: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL,\n balance: +usdtAssets.totalWalletBalance,\n profit: +usdtAssets.umUnrealizedPNL,\n used: +usdtUmAssets.initialMargin,\n free: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL - +usdtUmAssets.initialMargin,\n };\n\n const positions = umAccountResult.positions\n .filter((v) => +v.positionAmt !== 0)\n .map((v): IPosition => {\n return {\n position_id: `${v.symbol}/${v.positionSide}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', v.symbol),\n direction: v.positionSide,\n volume: +v.positionAmt,\n free_volume: +v.positionAmt,\n position_price: +v.entryPrice,\n closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,\n floating_profit: +v.unrealizedProfit,\n valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),\n };\n });\n\n return {\n money,\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n\n addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });\n }\n\n {\n // spot account info\n\n provideAccountInfoService(terminal, SPOT_ACCOUNT_ID, async () => {\n const spotAccountResult = await client.getSpotAccountInfo({ omitZeroBalances: true });\n if (isError(spotAccountResult)) {\n throw new Error(spotAccountResult.msg);\n }\n const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');\n const money: IAccountMoney = {\n currency: 'USDT',\n leverage: 1,\n equity: +(usdtAssets?.free \|\| 0),\n balance: +(usdtAssets?.free \|\| 0),\n profit: 0,\n used: 0,\n free: +(usdtAssets?.free \|\| 0),\n };\n\n return {\n money,\n positions: [],\n };\n });\n\n addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });\n }\n\n // transfer\n {\n // spot -> unified\n const SPOT_UNIFIED_NETWORK_ID = `binance/${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.server.provideService<IOrder>(\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: ${instType}` } };\n },\n );\n }\n})();\n"]}
1	+ 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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, mergeMap, repeat, retry, shareReplay, toArray } from 'rxjs';\nimport { client, isError } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst memoizeMap = <T extends (...params: any[]) => any>(fn: T): T => {\n const cache: Record<string, any> = {};\n return ((...params: any[]) => (cache[encodePath(params)] ??= fn(...params))) as T;\n};\n\nconst mapSymbolToFuturePremiumIndex$ = 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/${uid}/unified/usdt`;\n\n {\n // unified accountInfo\n\n provideAccountInfoService(\n terminal,\n UNIFIED_ACCOUNT_ID,\n async () => {\n const [accountResult, umAccountResult] = await Promise.all([\n client.getUnifiedAccountBalance(),\n client.getUnifiedUmAccount(),\n ]);\n if (isError(accountResult)) {\n throw new Error(accountResult.msg);\n }\n const usdtAssets = accountResult.find((v) => v.asset === 'USDT');\n if (!usdtAssets) {\n throw new Error('USDT not found');\n }\n if (isError(umAccountResult)) {\n throw new Error(umAccountResult.msg);\n }\n const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');\n if (!usdtUmAssets) {\n throw new Error('um USDT not found');\n }\n const equity = +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL;\n const free = equity - +usdtUmAssets.initialMargin;\n\n const positions = umAccountResult.positions\n .filter((v) => +v.positionAmt !== 0)\n .map((v): IPosition => {\n return {\n position_id: `${v.symbol}/${v.positionSide}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', v.symbol),\n direction: v.positionSide,\n volume: +v.positionAmt,\n free_volume: +v.positionAmt,\n position_price: +v.entryPrice,\n closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,\n floating_profit: +v.unrealizedProfit,\n valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),\n };\n });\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n\n addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });\n }\n\n {\n // spot account info\n\n provideAccountInfoService(terminal, SPOT_ACCOUNT_ID, async () => {\n const spotAccountResult = await client.getSpotAccountInfo({ omitZeroBalances: true });\n if (isError(spotAccountResult)) {\n throw new Error(spotAccountResult.msg);\n }\n const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');\n return {\n money: {\n currency: 'USDT',\n equity: +(usdtAssets?.free \|\| 0),\n free: +(usdtAssets?.free \|\| 0),\n },\n positions: [],\n };\n });\n\n addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });\n }\n\n // transfer\n {\n // spot -> unified\n const SPOT_UNIFIED_NETWORK_ID = `binance/${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.server.provideService<IOrder>(\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/dist/product.js CHANGED Viewed

@@ -1,8 +1,9 @@
-import { encodePath } from '@yuants/utils';
+import { Terminal } from '@yuants/protocol';
 import { createSQLWriter } from '@yuants/sql';
+import { encodePath } from '@yuants/utils';
 import { Subject, defer, from, map, mergeMap, repeat, retry, shareReplay, tap, toArray } from 'rxjs';
 import { client } from './api';
-import { terminal } from './terminal';
+const terminal = Terminal.fromNodeEnv();
 const product$ = new Subject();
 const futureExchangeInfo$ = defer(() => client.getFutureExchangeInfo()).pipe(repeat({ delay: 3600000 }), retry({ delay: 60000 }), shareReplay(1));
 const futureProducts$ = futureExchangeInfo$.pipe(mergeMap((x) => from(x.symbols).pipe(

package/dist/product.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAC;AAC9C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,GAAG,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AACrG,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAE/B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,QAAQ,GAAG,IAAI,OAAO,EAAY,CAAC;AAEzC,MAAM,mBAAmB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,MAAM,CAAC,qBAAqB,EAAE,CAAC,CAAC,IAAI,CAC1E,MAAM,CAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,eAAe,GAAG,mBAAmB,CAAC,IAAI,CAC9C,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,IAAI;AAClB,EAAE;AACF,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;IACvB,OAAO;QACL,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,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,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,EAC5B,OAAO,EAAE,CACV,CACF,EACD,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,eAAe,CAAC,SAAS,EAAE,CAAC;AAE5B,eAAe,CAAW,QAAQ,EAAE;IAClC,KAAK,EAAE,QAAQ;IACf,SAAS,EAAE,SAAS;IACpB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;IAC7C,aAAa,EAAE,IAAI;CACpB,CAAC,CAAC","sourcesContent":["import { IProduct } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { encodePath } from '@yuants/utils';\nimport { Subject, defer, from, map, mergeMap, repeat, retry, shareReplay, tap, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\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 conflictKeys: ['datasource_id', 'product_id'],\n writeInterval: 1000,\n});\n"]}

package/lib/interest_rate.js CHANGED Viewed

@@ -12,12 +12,13 @@ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _ar
     function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-const utils_1 = require("@yuants/utils");
 const data_series_1 = require("@yuants/data-series");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const api_1 = require("./api");
-const terminal_1 = require("./terminal");
-(0, data_series_1.createSeriesProvider)(terminal_1.terminal, {
+const terminal = protocol_1.Terminal.fromNodeEnv();
+(0, data_series_1.createSeriesProvider)(terminal, {
     tableName: 'interest_rate',
     series_id_prefix_parts: ['BINANCE'],
     reversed: true,

package/lib/interest_rate.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,yCAAuD;AACvD,+BAA6C;AAC7C,+BAA+B;AAE/B,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAoB,EAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YAC1D,IAAI,aAAa,GAAG,UAAU,CAAC;YAC/B,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;YAClD,OAAO,IAAI,EAAE;gBACX,YAAY;gBACZ,MAAM,GAAG,GAAG,cAAM,YAAM,CAAC,oBAAoB,CAAC;oBAC5C,MAAM,EAAE,MAAM;oBACd,SAAS,EAAE,aAAa;oBACxB,OAAO,EAAE,QAAQ;oBACjB,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;oBACrB,SAAS;oBACT,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,WAAW,CAAC;oBACrC,aAAa;oBACb,UAAU;oBACV,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE;oBAC9B,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;oBAC9B,gBAAgB,EAAE,EAAE;iBACrB,CAAC,CACH,CAAA,CAAC;gBACF,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;oBACrB,MAAM;iBACP;gBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;gBACjD,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['BINANCE'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const [datasource_id, product_id] = decodePath(series_id);\n let current_start = started_at;\n const [instType, symbol] = decodePath(product_id);\n while (true) {\n // 向前翻页，时间降序\n const res = await client.getFutureFundingRate({\n symbol: symbol,\n startTime: current_start,\n endTime: ended_at,\n limit: 1000,\n });\n yield res.map(\n (v): IInterestRate => ({\n series_id,\n created_at: formatTime(v.fundingTime),\n datasource_id,\n product_id,\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n if (res.length < 1000) {\n break;\n }\n current_start = +res[res.length - 1].fundingTime;\n await firstValueFrom(timer(1000));\n }\n },\n});\n"]}

package/lib/legacy_index.js CHANGED Viewed

@@ -1,11 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const data_account_1 = require("@yuants/data-account");
+const protocol_1 = require("@yuants/protocol");
 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 terminal = protocol_1.Terminal.fromNodeEnv();
 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))); });
@@ -67,7 +68,7 @@ const getOpenInterest = async (symbol) => {
     const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;
     {
         // unified accountInfo
-        (0, data_account_1.provideAccountInfoService)(terminal_1.terminal, UNIFIED_ACCOUNT_ID, async () => {
+        (0, data_account_1.provideAccountInfoService)(terminal, UNIFIED_ACCOUNT_ID, async () => {
             const [accountResult, umAccountResult] = await Promise.all([
                 api_1.client.getUnifiedAccountBalance(),
                 api_1.client.getUnifiedUmAccount(),
@@ -86,14 +87,8 @@ const getOpenInterest = async (symbol) => {
             if (!usdtUmAssets) {
                 throw new Error('um USDT not found');
             }
-            const money = {
-                currency: 'USDT',
-                equity: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL,
-                balance: +usdtAssets.totalWalletBalance,
-                profit: +usdtAssets.umUnrealizedPNL,
-                used: +usdtUmAssets.initialMargin,
-                free: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL - +usdtUmAssets.initialMargin,
-            };
+            const equity = +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL;
+            const free = equity - +usdtUmAssets.initialMargin;
             const positions = umAccountResult.positions
                 .filter((v) => +v.positionAmt !== 0)
                 .map((v) => {
@@ -111,42 +106,41 @@ const getOpenInterest = async (symbol) => {
                 };
             });
             return {
-                money,
+                money: {
+                    currency: 'USDT',
+                    equity,
+                    free,
+                },
                 positions,
             };
         }, { auto_refresh_interval: 1000 });
-        (0, data_account_1.addAccountMarket)(terminal_1.terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });
+        (0, data_account_1.addAccountMarket)(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });
     }
     {
         // spot account info
-        (0, data_account_1.provideAccountInfoService)(terminal_1.terminal, SPOT_ACCOUNT_ID, async () => {
+        (0, data_account_1.provideAccountInfoService)(terminal, SPOT_ACCOUNT_ID, 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 {
-                money,
+                money: {
+                    currency: 'USDT',
+                    equity: +((usdtAssets === null || usdtAssets === void 0 ? void 0 : usdtAssets.free) || 0),
+                    free: +((usdtAssets === null || usdtAssets === void 0 ? void 0 : usdtAssets.free) || 0),
+                },
                 positions: [],
             };
         });
-        (0, data_account_1.addAccountMarket)(terminal_1.terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });
+        (0, data_account_1.addAccountMarket)(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,
+            terminal,
             account_id: SPOT_ACCOUNT_ID,
             network_id: SPOT_UNIFIED_NETWORK_ID,
             currency: 'USDT',
@@ -170,7 +164,7 @@ const getOpenInterest = async (symbol) => {
         });
         // unified -> spot
         (0, transfer_1.addAccountTransferAddress)({
-            terminal: terminal_1.terminal,
+            terminal,
             account_id: UNIFIED_ACCOUNT_ID,
             network_id: SPOT_UNIFIED_NETWORK_ID,
             currency: 'USDT',
@@ -200,7 +194,7 @@ const getOpenInterest = async (symbol) => {
         if (isMain) {
             const depositAddressResult = await api_1.client.getDepositAddress({ coin: 'USDT', network: 'TRX' });
             (0, transfer_1.addAccountTransferAddress)({
-                terminal: terminal_1.terminal,
+                terminal,
                 account_id: SPOT_ACCOUNT_ID,
                 network_id: 'TRC20',
                 currency: 'USDT',
@@ -247,7 +241,7 @@ const getOpenInterest = async (symbol) => {
     }
     // order related
     {
-        terminal_1.terminal.server.provideService('SubmitOrder', {
+        terminal.server.provideService('SubmitOrder', {
             required: ['account_id'],
             properties: {
                 account_id: { const: UNIFIED_ACCOUNT_ID },

package/lib/legacy_index.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ addAccountMarket, IAccountMoney, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, mergeMap, repeat, retry, shareReplay, 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/${uid}/unified/usdt`;\n\n {\n // unified accountInfo\n\n provideAccountInfoService(\n terminal,\n UNIFIED_ACCOUNT_ID,\n async () => {\n const [accountResult, umAccountResult] = await Promise.all([\n client.getUnifiedAccountBalance(),\n client.getUnifiedUmAccount(),\n ]);\n if (isError(accountResult)) {\n throw new Error(accountResult.msg);\n }\n const usdtAssets = accountResult.find((v) => v.asset === 'USDT');\n if (!usdtAssets) {\n throw new Error('USDT not found');\n }\n if (isError(umAccountResult)) {\n throw new Error(umAccountResult.msg);\n }\n const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');\n if (!usdtUmAssets) {\n throw new Error('um USDT not found');\n }\n const money: IAccountMoney = {\n currency: 'USDT',\n equity: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL,\n balance: +usdtAssets.totalWalletBalance,\n profit: +usdtAssets.umUnrealizedPNL,\n used: +usdtUmAssets.initialMargin,\n free: +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL - +usdtUmAssets.initialMargin,\n };\n\n const positions = umAccountResult.positions\n .filter((v) => +v.positionAmt !== 0)\n .map((v): IPosition => {\n return {\n position_id: `${v.symbol}/${v.positionSide}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', v.symbol),\n direction: v.positionSide,\n volume: +v.positionAmt,\n free_volume: +v.positionAmt,\n position_price: +v.entryPrice,\n closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,\n floating_profit: +v.unrealizedProfit,\n valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),\n };\n });\n\n return {\n money,\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n\n addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });\n }\n\n {\n // spot account info\n\n provideAccountInfoService(terminal, SPOT_ACCOUNT_ID, async () => {\n const spotAccountResult = await client.getSpotAccountInfo({ omitZeroBalances: true });\n if (isError(spotAccountResult)) {\n throw new Error(spotAccountResult.msg);\n }\n const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');\n const money: IAccountMoney = {\n currency: 'USDT',\n leverage: 1,\n equity: +(usdtAssets?.free \|\| 0),\n balance: +(usdtAssets?.free \|\| 0),\n profit: 0,\n used: 0,\n free: +(usdtAssets?.free \|\| 0),\n };\n\n return {\n money,\n positions: [],\n };\n });\n\n addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });\n }\n\n // transfer\n {\n // spot -> unified\n const SPOT_UNIFIED_NETWORK_ID = `binance/${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.server.provideService<IOrder>(\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: ${instType}` } };\n },\n );\n }\n})();\n"]}
1	+ 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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, mergeMap, repeat, retry, shareReplay, toArray } from 'rxjs';\nimport { client, isError } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst memoizeMap = <T extends (...params: any[]) => any>(fn: T): T => {\n const cache: Record<string, any> = {};\n return ((...params: any[]) => (cache[encodePath(params)] ??= fn(...params))) as T;\n};\n\nconst mapSymbolToFuturePremiumIndex$ = 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/${uid}/unified/usdt`;\n\n {\n // unified accountInfo\n\n provideAccountInfoService(\n terminal,\n UNIFIED_ACCOUNT_ID,\n async () => {\n const [accountResult, umAccountResult] = await Promise.all([\n client.getUnifiedAccountBalance(),\n client.getUnifiedUmAccount(),\n ]);\n if (isError(accountResult)) {\n throw new Error(accountResult.msg);\n }\n const usdtAssets = accountResult.find((v) => v.asset === 'USDT');\n if (!usdtAssets) {\n throw new Error('USDT not found');\n }\n if (isError(umAccountResult)) {\n throw new Error(umAccountResult.msg);\n }\n const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');\n if (!usdtUmAssets) {\n throw new Error('um USDT not found');\n }\n const equity = +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL;\n const free = equity - +usdtUmAssets.initialMargin;\n\n const positions = umAccountResult.positions\n .filter((v) => +v.positionAmt !== 0)\n .map((v): IPosition => {\n return {\n position_id: `${v.symbol}/${v.positionSide}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', v.symbol),\n direction: v.positionSide,\n volume: +v.positionAmt,\n free_volume: +v.positionAmt,\n position_price: +v.entryPrice,\n closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,\n floating_profit: +v.unrealizedProfit,\n valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),\n };\n });\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n\n addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });\n }\n\n {\n // spot account info\n\n provideAccountInfoService(terminal, SPOT_ACCOUNT_ID, async () => {\n const spotAccountResult = await client.getSpotAccountInfo({ omitZeroBalances: true });\n if (isError(spotAccountResult)) {\n throw new Error(spotAccountResult.msg);\n }\n const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');\n return {\n money: {\n currency: 'USDT',\n equity: +(usdtAssets?.free \|\| 0),\n free: +(usdtAssets?.free \|\| 0),\n },\n positions: [],\n };\n });\n\n addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });\n }\n\n // transfer\n {\n // spot -> unified\n const SPOT_UNIFIED_NETWORK_ID = `binance/${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.server.provideService<IOrder>(\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.js CHANGED Viewed

@@ -1,10 +1,11 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const utils_1 = require("@yuants/utils");
+const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
+const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const api_1 = require("./api");
-const terminal_1 = require("./terminal");
+const terminal = protocol_1.Terminal.fromNodeEnv();
 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$.pipe((0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x.symbols).pipe(
@@ -32,7 +33,7 @@ const futureProducts$ = futureExchangeInfo$.pipe((0, rxjs_1.mergeMap)((x) => (0,
     };
 }), (0, rxjs_1.tap)((v) => product$.next(v)), (0, rxjs_1.toArray)())), (0, rxjs_1.shareReplay)(1));
 futureProducts$.subscribe();
-(0, sql_1.createSQLWriter)(terminal_1.terminal, {
+(0, sql_1.createSQLWriter)(terminal, {
     data$: product$,
     tableName: 'product',
     conflictKeys: ['datasource_id', 'product_id'],

package/lib/product.js.map CHANGED Viewed

	@@ -1 +1 @@
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,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 conflictKeys: ['datasource_id', 'product_id'],\n writeInterval: 1000,\n});\n"]}
1	+ {"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,qCAA8C;AAC9C,yCAA2C;AAC3C,+BAAqG;AACrG,+BAA+B;AAE/B,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,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,QAAQ,EAAE;IAClC,KAAK,EAAE,QAAQ;IACf,SAAS,EAAE,SAAS;IACpB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;IAC7C,aAAa,EAAE,IAAI;CACpB,CAAC,CAAC","sourcesContent":["import { IProduct } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { encodePath } from '@yuants/utils';\nimport { Subject, defer, from, map, mergeMap, repeat, retry, shareReplay, tap, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\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 conflictKeys: ['datasource_id', 'product_id'],\n writeInterval: 1000,\n});\n"]}

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-binance",
-	"version": "0.6.16",
+	"version": "0.6.18",
 	"bin": "lib/cli.js",
 	"main": "lib/index.js",
 	"files": [
@@ -9,16 +9,16 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.44.0",
-		"@yuants/data-account": "0.4.5",
+		"@yuants/protocol": "0.45.0",
+		"@yuants/data-account": "0.5.0",
 		"@yuants/utils": "0.8.0",
-		"@yuants/data-series": "0.3.28",
-		"@yuants/sql": "0.9.7",
-		"@yuants/data-product": "0.2.17",
-		"@yuants/data-ohlc": "0.3.24",
-		"@yuants/data-order": "0.2.13",
-		"@yuants/data-interest-rate": "0.1.25",
-		"@yuants/transfer": "0.2.16",
+		"@yuants/data-series": "0.3.29",
+		"@yuants/sql": "0.9.8",
+		"@yuants/data-product": "0.2.18",
+		"@yuants/data-ohlc": "0.3.25",
+		"@yuants/data-order": "0.2.14",
+		"@yuants/data-interest-rate": "0.1.26",
+		"@yuants/transfer": "0.2.17",
 		"rxjs": "~7.5.6",
 		"crypto-js": "^4.2.0"
 	},

package/temp/package-deps.json CHANGED Viewed

@@ -1,32 +1,31 @@
 {
-    "apps/vendor-binance/CHANGELOG.json": "7536f823e6dc0d2ba3aaccd795f55c794f9864cb",
-    "apps/vendor-binance/CHANGELOG.md": "d6c1c8e62c221aa452f676e7fd85eae404cae389",
+    "apps/vendor-binance/CHANGELOG.json": "b1e59f05c85018a9728ece85bec7efc3487e4d51",
+    "apps/vendor-binance/CHANGELOG.md": "9fc6945c885ad04c9856243dfae32ecb91c30a57",
     "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
     "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "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": "af7b2afb6cb53d40035a92973e77f5ebb6855567",
+    "apps/vendor-binance/package.json": "baba6968f057f143c3da052e3b2c5e842d6c9a4f",
     "apps/vendor-binance/src/api.ts": "6278b55e9330d8f49362f9ab4f7df1d9d021b93e",
     "apps/vendor-binance/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
     "apps/vendor-binance/src/index.ts": "fdac26f4c4a5093e3d647bddcd3c9998c2de7b4c",
-    "apps/vendor-binance/src/interest_rate.ts": "473562c8e0a772338809705ba5d908c0489c5dcb",
-    "apps/vendor-binance/src/legacy_index.ts": "1f5544ed1e741fd8e96b0abd2144ebfca18d66c1",
-    "apps/vendor-binance/src/product.ts": "e1ee9f11f9dd99a283614b523d42d092e2572133",
-    "apps/vendor-binance/src/terminal.ts": "04776a178d253a2e53f9c84c802e80f67aa9179b",
+    "apps/vendor-binance/src/interest_rate.ts": "ee82ea130495c151b67850a8b90ca972cb8a8d84",
+    "apps/vendor-binance/src/legacy_index.ts": "afa3d84ef50d5ec097d670542e43d7c48be69fee",
+    "apps/vendor-binance/src/product.ts": "89a3303613ed35d9dd3c3612860a62b2695db3ab",
     "apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-binance/.rush/temp/shrinkwrap-deps.json": "80a5c76b2afe850118bafcd332e4a9d737d2e08e",
-    "libraries/protocol/temp/package-deps.json": "8eafdac8b7fcbd384da0c4d631d4232ca6e57772",
-    "libraries/data-account/temp/package-deps.json": "3551b99eefd7b25554e1dde345cafccd37c7c928",
-    "libraries/utils/temp/package-deps.json": "c0ccd6946461153e7eb1b04a3061e075788fad2a",
-    "libraries/data-series/temp/package-deps.json": "fc6408d3f9ac43e4695e096950633ba9b357f6a3",
-    "libraries/sql/temp/package-deps.json": "da0e17fb9630241beb52c1e3d124b369ddbe37b4",
-    "libraries/data-product/temp/package-deps.json": "a59164cb062c82db4350b210ee75a7a2aa6f7022",
-    "libraries/data-ohlc/temp/package-deps.json": "660bf98a9ff523a7c5ad6d4f9f17a2b8547f6a73",
-    "libraries/data-order/temp/package-deps.json": "bbd94675f86f13a9a6d866e7a245810c8125f8cd",
-    "libraries/data-interest-rate/temp/package-deps.json": "1c404b9ff7652d0102472b8ec143e4e373af5d85",
-    "libraries/transfer/temp/package-deps.json": "e0b34d4194569952115135c95fa12960ddfd3fe7",
-    "libraries/extension/temp/package-deps.json": "abcd1ce716b9fd88f33173d01f02c4c3a9462009",
+    "libraries/protocol/temp/package-deps.json": "ff231b7689ff7d151498b496f70944d4598fcf33",
+    "libraries/data-account/temp/package-deps.json": "2bb2640092ffc415b896930eb47edf7a46bdb0c8",
+    "libraries/utils/temp/package-deps.json": "56def945d0e67a9d0ca13447d2333155be0138f2",
+    "libraries/data-series/temp/package-deps.json": "dd0d2f8322b484f074ae09c050ceb53fbc1368f4",
+    "libraries/sql/temp/package-deps.json": "2da55e5e704b1c1558acab11b6df163744d1b24a",
+    "libraries/data-product/temp/package-deps.json": "fceed1ec7ecb23e7e3f9c36bc0abd3f053a27c75",
+    "libraries/data-ohlc/temp/package-deps.json": "6ae0a1249855ee2e1aefd88a66f6d0c4a1f61dd5",
+    "libraries/data-order/temp/package-deps.json": "add9a90c23442334f0575f403ef48dc33ceb5fd4",
+    "libraries/data-interest-rate/temp/package-deps.json": "246f09881d5bce801a352861086d7e2b90eb5b6b",
+    "libraries/transfer/temp/package-deps.json": "2a26e3db2d5ef3318172d1d29ca257bfa94d1b21",
+    "libraries/extension/temp/package-deps.json": "1e2fec9acb35353b204eff0d4cc0af65c3b2582a",
     "tools/toolkit/temp/package-deps.json": "3bef053db16659f0cdaceea64c8a8580c0131633"
 }

package/dist/terminal.js DELETED Viewed

@@ -1,3 +0,0 @@
-import { Terminal } from '@yuants/protocol';
-export const terminal = Terminal.fromNodeEnv();
-//# sourceMappingURL=terminal.js.map

package/dist/terminal.js.map DELETED Viewed

	@@ -1 +0,0 @@
1	- {"version":3,"file":"terminal.js","sourceRoot":"","sources":["../src/terminal.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAE5C,MAAM,CAAC,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\n\nexport const terminal = Terminal.fromNodeEnv();\n"]}

package/lib/terminal.d.ts DELETED Viewed

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

package/lib/terminal.d.ts.map DELETED Viewed

	@@ -1 +0,0 @@
1	- {"version":3,"file":"terminal.d.ts","sourceRoot":"","sources":["../src/terminal.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAE5C,eAAO,MAAM,QAAQ,UAAyB,CAAC"}

package/lib/terminal.js DELETED Viewed

@@ -1,6 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.terminal = void 0;
-const protocol_1 = require("@yuants/protocol");
-exports.terminal = protocol_1.Terminal.fromNodeEnv();
-//# sourceMappingURL=terminal.js.map

package/lib/terminal.js.map DELETED Viewed

	@@ -1 +0,0 @@
1	- {"version":3,"file":"terminal.js","sourceRoot":"","sources":["../src/terminal.ts"],"names":[],"mappings":";;;AAAA,+CAA4C;AAE/B,QAAA,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\n\nexport const terminal = Terminal.fromNodeEnv();\n"]}