npm - @yuants/vendor-binance - Versions diffs - 0.6.38 → 0.7.0 - Mend

@yuants/vendor-binance 0.6.38 → 0.7.0

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 (24) hide show

package/dist/api.js CHANGED Viewed

@@ -179,6 +179,7 @@ export class ApiClient {
          * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/New-UM-Order
          */
         this.postUmOrder = (params) => this.request('POST', 'https://papi.binance.com/papi/v1/um/order', params);
+        this.deleteUmOrder = (params) => this.request('DELETE', 'https://papi.binance.com/papi/v1/um/order', params);
         /**
          * 获取所有全仓杠杆交易对(MARKET_DATA)
          *

package/dist/api.js.map CHANGED Viewed

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

package/dist/index.js CHANGED Viewed

@@ -1,4 +1,5 @@
 import './interest_rate';
+import './quote';
 import './legacy_index';
 import './product';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map CHANGED Viewed

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

package/dist/legacy_index.js CHANGED Viewed

@@ -1,16 +1,11 @@
 import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';
+import { providePendingOrdersService } from '@yuants/data-order';
 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 { createHash } from 'crypto';
 import { client, isError } from './api';
 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))); });
-};
-const mapSymbolToFuturePremiumIndex$ = defer(() => client.getFuturePremiumIndex({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), mergeMap((x) => from(x).pipe(map((v) => [v.symbol, v]), toArray(), map((v) => new Map(v)))), shareReplay(1));
-const mapSymbolToFutureBookTicker$ = defer(() => client.getFutureBookTicker({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), mergeMap((x) => from(x).pipe(map((v) => [v.symbol, v]), toArray(), map((v) => new Map(v)))), shareReplay(1));
 const _mapSymbolToOpenInterest = {};
 const getOpenInterest = async (symbol) => {
     const expired_at = Date.now() - 600000; // 10min expired
@@ -25,6 +20,75 @@ const getOpenInterest = async (symbol) => {
     _mapSymbolToOpenInterest[symbol] = { value, updated_at: Date.now() };
     return value;
 };
+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 'OPEN_SHORT':
+        case 'CLOSE_SHORT':
+            return 'SHORT';
+    }
+    throw new Error(`Unknown direction: ${direction}`);
+};
+const mapOrderTypeToOrdType = (order_type) => {
+    switch (order_type) {
+        case 'LIMIT':
+        case 'MAKER':
+            return 'LIMIT';
+        case 'MARKET':
+            return 'MARKET';
+    }
+    throw new Error(`Unknown order type: ${order_type}`);
+};
+const mapBinanceOrderTypeToYuants = (binanceType) => {
+    switch (binanceType) {
+        case 'LIMIT':
+            return 'LIMIT';
+        case 'MARKET':
+            return 'MARKET';
+        default:
+            return 'LIMIT';
+    }
+};
+const mapBinanceSideToYuantsDirection = (side, positionSide) => {
+    if (!side || !positionSide) {
+        return undefined;
+    }
+    if (positionSide === 'LONG') {
+        return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';
+    }
+    if (positionSide === 'SHORT') {
+        return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';
+    }
+    return undefined;
+};
+const deriveClientOrderId = (order) => {
+    if (order.order_id)
+        return `${order.order_id}`;
+    if (order.comment)
+        return order.comment;
+    const payload = JSON.stringify({
+        account_id: order.account_id,
+        product_id: order.product_id,
+        order_direction: order.order_direction,
+        order_type: order.order_type,
+        price: order.price,
+        volume: order.volume,
+    });
+    return `YUANTS${createHash('sha256').update(payload).digest('hex').slice(0, 24)}`;
+};
 // provideTicks(terminal, 'binance', (product_id) => {
 //   const [instType, symbol] = decodePath(product_id);
 //   if (instType === 'usdt-future') {
@@ -239,6 +303,26 @@ const getOpenInterest = async (symbol) => {
     }
     // order related
     {
+        providePendingOrdersService(terminal, UNIFIED_ACCOUNT_ID, async () => {
+            const openOrders = await client.getUnifiedUmOpenOrders();
+            return openOrders.map((order) => {
+                var _a;
+                const order_direction = (_a = mapBinanceSideToYuantsDirection(order.side, order.positionSide)) !== null && _a !== void 0 ? _a : 'OPEN_LONG';
+                return {
+                    order_id: `${order.orderId}`,
+                    account_id: UNIFIED_ACCOUNT_ID,
+                    product_id: encodePath('usdt-future', order.symbol),
+                    order_type: mapBinanceOrderTypeToYuants(order.type),
+                    order_direction,
+                    volume: +order.origQty,
+                    traded_volume: +order.executedQty,
+                    price: order.price === undefined ? undefined : +order.price,
+                    submit_at: order.time,
+                    updated_at: new Date(order.updateTime).toISOString(),
+                    order_status: order.status,
+                };
+            });
+        }, { auto_refresh_interval: 1000 });
         terminal.server.provideService('SubmitOrder', {
             required: ['account_id'],
             properties: {
@@ -249,46 +333,15 @@ const getOpenInterest = async (symbol) => {
             const order = msg.req;
             const [instType, symbol] = 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,
+                    timeInForce: order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined,
                     quantity: order.volume,
                     price: order.price,
+                    newClientOrderId: deriveClientOrderId(order),
                 };
                 console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
                 const orderResult = await client.postUmOrder(params);
@@ -300,5 +353,30 @@ const getOpenInterest = async (symbol) => {
             return { res: { code: 400, message: `unsupported type: ${instType}` } };
         });
     }
+    {
+        terminal.server.provideService('CancelOrder', {
+            required: ['account_id', 'order_id', 'product_id'],
+            properties: {
+                account_id: { const: UNIFIED_ACCOUNT_ID },
+            },
+        }, async (msg) => {
+            const order = msg.req;
+            if (!order.order_id) {
+                return { res: { code: 400, message: 'order_id is required' } };
+            }
+            const [instType, symbol] = decodePath(order.product_id);
+            if (instType !== 'usdt-future') {
+                return { res: { code: 400, message: `unsupported type: ${instType}` } };
+            }
+            const cancelResult = await client.deleteUmOrder({
+                symbol,
+                orderId: order.order_id,
+            });
+            if (isError(cancelResult)) {
+                return { res: { code: cancelResult.code, message: cancelResult.msg } };
+            }
+            return { res: { code: 0, message: 'OK' } };
+        });
+    }
 })();
 //# sourceMappingURL=legacy_index.js.map

package/dist/legacy_index.js.map CHANGED Viewed

	@@ -1 +1 @@
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"]}
1	+ 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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder, providePendingOrdersService } 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 { createHash } from 'crypto';\nimport { client, isError } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\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\nconst 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\nconst mapOrderDirectionToPosSide = (direction?: string) => {\n switch (direction) {\n case 'OPEN_LONG':\n case 'CLOSE_LONG':\n return 'LONG';\n case 'OPEN_SHORT':\n case 'CLOSE_SHORT':\n return 'SHORT';\n }\n throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderTypeToOrdType = (order_type?: string) => {\n switch (order_type) {\n case 'LIMIT':\n case 'MAKER':\n return 'LIMIT';\n case 'MARKET':\n return 'MARKET';\n }\n throw new Error(`Unknown order type: ${order_type}`);\n};\n\nconst mapBinanceOrderTypeToYuants = (binanceType?: string): IOrder['order_type'] => {\n switch (binanceType) {\n case 'LIMIT':\n return 'LIMIT';\n case 'MARKET':\n return 'MARKET';\n default:\n return 'LIMIT';\n }\n};\n\nconst mapBinanceSideToYuantsDirection = (\n side?: string,\n positionSide?: string,\n): IOrder['order_direction'] \| undefined => {\n if (!side \|\| !positionSide) {\n return undefined;\n }\n if (positionSide === 'LONG') {\n return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';\n }\n if (positionSide === 'SHORT') {\n return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';\n }\n return undefined;\n};\n\nconst deriveClientOrderId = (order: IOrder) => {\n if (order.order_id) return `${order.order_id}`;\n if (order.comment) return order.comment;\n const payload = JSON.stringify({\n account_id: order.account_id,\n product_id: order.product_id,\n order_direction: order.order_direction,\n order_type: order.order_type,\n price: order.price,\n volume: order.volume,\n });\n return `YUANTS${createHash('sha256').update(payload).digest('hex').slice(0, 24)}`;\n};\n\n// provideTicks(terminal, 'binance', (product_id) => {\n// const [instType, symbol] = decodePath(product_id);\n// if (instType === 'usdt-future') {\n// return combineLatest([mapSymbolToFuturePremiumIndex$, 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 providePendingOrdersService(\n terminal,\n UNIFIED_ACCOUNT_ID,\n async () => {\n const openOrders = await client.getUnifiedUmOpenOrders();\n return openOrders.map((order): IOrder => {\n const order_direction =\n mapBinanceSideToYuantsDirection(order.side, order.positionSide) ?? 'OPEN_LONG';\n return {\n order_id: `${order.orderId}`,\n account_id: UNIFIED_ACCOUNT_ID,\n product_id: encodePath('usdt-future', order.symbol),\n order_type: mapBinanceOrderTypeToYuants(order.type),\n order_direction,\n volume: +order.origQty,\n traded_volume: +order.executedQty,\n price: order.price === undefined ? undefined : +order.price,\n submit_at: order.time,\n updated_at: new Date(order.updateTime).toISOString(),\n order_status: order.status,\n };\n });\n },\n { auto_refresh_interval: 1000 },\n );\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 params = {\n symbol,\n side: mapOrderDirectionToSide(order.order_direction),\n positionSide: mapOrderDirectionToPosSide(order.order_direction),\n type: mapOrderTypeToOrdType(order.order_type),\n timeInForce:\n order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined,\n quantity: order.volume,\n price: order.price,\n newClientOrderId: deriveClientOrderId(order),\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 {\n terminal.server.provideService<IOrder>(\n 'CancelOrder',\n {\n required: ['account_id', 'order_id', 'product_id'],\n properties: {\n account_id: { const: UNIFIED_ACCOUNT_ID },\n },\n },\n async (msg) => {\n const order = msg.req;\n if (!order.order_id) {\n return { res: { code: 400, message: 'order_id is required' } };\n }\n const [instType, symbol] = decodePath(order.product_id);\n if (instType !== 'usdt-future') {\n return { res: { code: 400, message: `unsupported type: ${instType}` } };\n }\n const cancelResult = await client.deleteUmOrder({\n symbol,\n orderId: order.order_id,\n });\n if (isError(cancelResult)) {\n return { res: { code: cancelResult.code, message: cancelResult.msg } };\n }\n return { res: { code: 0, message: 'OK' } };\n },\n );\n }\n})();\n"]}

package/dist/quote.js ADDED Viewed

@@ -0,0 +1,42 @@
+import { Terminal } from '@yuants/protocol';
+import { writeToSQL } from '@yuants/sql';
+import { decodePath, encodePath } from '@yuants/utils';
+import { combineLatest, defer, filter, from, map, mergeMap, repeat, retry, shareReplay, toArray } from 'rxjs';
+import { client } from './api';
+const terminal = Terminal.fromNodeEnv();
+const mapSymbolToFuturePremiumIndex$ = defer(() => client.getFuturePremiumIndex({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), mergeMap((x) => from(x).pipe(map((v) => [v.symbol, v]), toArray(), map((v) => new Map(v)))), shareReplay({ bufferSize: 1, refCount: true }));
+const mapSymbolToFutureBookTicker$ = defer(() => client.getFutureBookTicker({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), mergeMap((x) => from(x).pipe(map((v) => [v.symbol, v]), toArray(), map((v) => new Map(v)))), shareReplay({ bufferSize: 1, refCount: true }));
+const quote$ = combineLatest([mapSymbolToFuturePremiumIndex$, mapSymbolToFutureBookTicker$]).pipe(mergeMap(([premiumIndexMap, bookTickerMap]) => from([...bookTickerMap.entries()].map(([symbol, ticker]) => ({
+    symbol,
+    ticker,
+    premium: premiumIndexMap.get(symbol),
+})))), map(({ symbol, ticker, premium }) => {
+    var _a, _b, _c, _d;
+    const updatedAt = new Date((_b = (_a = ticker === null || ticker === void 0 ? void 0 : ticker.time) !== null && _a !== void 0 ? _a : premium === null || premium === void 0 ? void 0 : premium.time) !== null && _b !== void 0 ? _b : Date.now()).toISOString();
+    return {
+        datasource_id: 'BINANCE',
+        product_id: encodePath('usdt-future', symbol),
+        last_price: (_d = (_c = premium === null || premium === void 0 ? void 0 : premium.markPrice) !== null && _c !== void 0 ? _c : ticker.bidPrice) !== null && _d !== void 0 ? _d : ticker.askPrice,
+        bid_price: ticker.bidPrice,
+        ask_price: ticker.askPrice,
+        updated_at: updatedAt,
+    };
+}), shareReplay({ bufferSize: 1, refCount: true }));
+if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
+    quote$
+        .pipe(writeToSQL({
+        terminal,
+        tableName: 'quote',
+        writeInterval: 1000,
+        conflictKeys: ['datasource_id', 'product_id'],
+    }))
+        .subscribe();
+    terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {
+        const [datasourceId, productId] = decodePath(channel_id);
+        if (!datasourceId || !productId) {
+            throw new Error(`Invalid channel_id: ${channel_id}`);
+        }
+        return quote$.pipe(filter((quote) => quote.product_id === productId));
+    });
+}
+//# sourceMappingURL=quote.js.map

package/dist/quote.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"quote.js","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AAC9G,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAE/B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,8BAA8B,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,MAAM,CAAC,qBAAqB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACvF,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,CACV,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAU,CAAC,EAClC,OAAO,EAAE,EACT,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CACvB,CACF,EACD,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,4BAA4B,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,MAAM,CAAC,mBAAmB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACnF,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,QAAQ,CAAC,CAAC,CAAC,EAAE,EAAE,CACb,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,CACV,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,EAAE,CAAC,CAAU,CAAC,EAClC,OAAO,EAAE,EACT,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CACvB,CACF,EACD,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,MAAM,GAAG,aAAa,CAAC,CAAC,8BAA8B,EAAE,4BAA4B,CAAC,CAAC,CAAC,IAAI,CAC/F,QAAQ,CAAC,CAAC,CAAC,eAAe,EAAE,aAAa,CAAC,EAAE,EAAE,CAC5C,IAAI,CACF,CAAC,GAAG,aAAa,CAAC,OAAO,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,CAAC;IACtD,MAAM;IACN,MAAM;IACN,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC,MAAM,CAAC;CACrC,CAAC,CAAC,CACJ,CACF,EACD,GAAG,CAAC,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,EAAmB,EAAE;;IACnD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,MAAA,MAAA,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,IAAI,mCAAI,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,WAAW,EAAE,CAAC;IACtF,OAAO;QACL,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,MAAM,CAAC;QAC7C,UAAU,EAAE,MAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,SAAS,mCAAI,MAAM,CAAC,QAAQ,mCAAI,MAAM,CAAC,QAAQ;QACpE,SAAS,EAAE,MAAM,CAAC,QAAQ;QAC1B,SAAS,EAAE,MAAM,CAAC,QAAQ;QAC1B,UAAU,EAAE,SAAS;KACtB,CAAC;AACJ,CAAC,CAAC,EACF,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAK;QACpB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;IAEf,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAChF,MAAM,CAAC,YAAY,EAAE,SAAS,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACzD,IAAI,CAAC,YAAY,IAAI,CAAC,SAAS,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC;IACxE,CAAC,CAAC,CAAC;CACJ","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { combineLatest, defer, filter, from, map, mergeMap, repeat, retry, shareReplay, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\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({ bufferSize: 1, refCount: true }),\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({ bufferSize: 1, refCount: true }),\n);\n\nconst quote$ = combineLatest([mapSymbolToFuturePremiumIndex$, mapSymbolToFutureBookTicker$]).pipe(\n mergeMap(([premiumIndexMap, bookTickerMap]) =>\n from(\n [...bookTickerMap.entries()].map(([symbol, ticker]) => ({\n symbol,\n ticker,\n premium: premiumIndexMap.get(symbol),\n })),\n ),\n ),\n map(({ symbol, ticker, premium }): Partial<IQuote> => {\n const updatedAt = new Date(ticker?.time ?? premium?.time ?? Date.now()).toISOString();\n return {\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', symbol),\n last_price: premium?.markPrice ?? ticker.bidPrice ?? ticker.askPrice,\n bid_price: ticker.bidPrice,\n ask_price: ticker.askPrice,\n updated_at: updatedAt,\n };\n }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1_000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}

package/lib/api.d.ts CHANGED Viewed

@@ -506,6 +506,27 @@ export declare class ApiClient {
         goodTillDate: number;
         updateTime: number;
     } | errorResult>;
+    deleteUmOrder: (params: {
+        symbol: string;
+        orderId?: string | number;
+        origClientOrderId?: string;
+    }) => Promise<{
+        clientOrderId: string;
+        cumQty: string;
+        cumQuote: string;
+        executedQty: string;
+        orderId: number;
+        origQty: string;
+        price: string;
+        reduceOnly: boolean;
+        side: string;
+        positionSide: string;
+        status: string;
+        symbol: string;
+        timeInForce: string;
+        type: string;
+        updateTime: number;
+    } | errorResult>;
     /**
      * 获取所有全仓杠杆交易对(MARKET_DATA)
      *

package/lib/api.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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1	+ 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package/lib/api.js CHANGED Viewed

@@ -186,6 +186,7 @@ class ApiClient {
          * https://developers.binance.com/docs/zh-CN/derivatives/portfolio-margin/trade/New-UM-Order
          */
         this.postUmOrder = (params) => this.request('POST', 'https://papi.binance.com/papi/v1/um/order', params);
+        this.deleteUmOrder = (params) => this.request('DELETE', 'https://papi.binance.com/papi/v1/um/order', params);
         /**
          * 获取所有全仓杠杆交易对(MARKET_DATA)
          *