@yuants/vendor-binance 0.7.8 → 0.8.1

package/dist/services/orders/order-utils.js

@@ -0,0 +1,118 @@
+import { decodePath } from '@yuants/utils';
+import { createHash } from 'crypto';
+export const decodeFutureSymbol = (product_id) => {
+    const [instType, symbol] = decodePath(product_id);
+    if (instType !== 'usdt-future' || !symbol) {
+        throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);
+    }
+    return symbol;
+};
+export const decodeSpotSymbol = (product_id) => {
+    try {
+        const [instType, symbol] = decodePath(product_id);
+        if ((instType === null || instType === void 0 ? void 0 : instType.toLowerCase()) === 'spot' && symbol) {
+            return symbol;
+        }
+    }
+    catch (err) {
+        // ignore decode errors and fall back to raw product id
+    }
+    if (!product_id.includes('/')) {
+        return product_id;
+    }
+    throw new Error(`Unsupported product_id for Binance spot: ${product_id}`);
+};
+export const mapOrderDirectionToSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_SHORT':
+            return 'BUY';
+        case 'OPEN_SHORT':
+        case 'CLOSE_LONG':
+            return 'SELL';
+        default:
+            throw new Error(`Unsupported order_direction: ${direction}`);
+    }
+};
+export const mapOrderDirectionToPositionSide = (direction) => {
+    switch (direction) {
+        case 'OPEN_LONG':
+        case 'CLOSE_LONG':
+            return 'LONG';
+        case 'OPEN_SHORT':
+        case 'CLOSE_SHORT':
+            return 'SHORT';
+        default:
+            throw new Error(`Unsupported order_direction for positionSide: ${direction}`);
+    }
+};
+export const mapOrderTypeToOrdType = (order_type) => {
+    switch (order_type) {
+        case 'LIMIT':
+        case 'MAKER':
+            return 'LIMIT';
+        case 'MARKET':
+            return 'MARKET';
+        default:
+            throw new Error(`Unsupported order_type: ${order_type}`);
+    }
+};
+export const mapBinanceOrderTypeToYuants = (binanceType) => {
+    switch (binanceType) {
+        case 'LIMIT':
+            return 'LIMIT';
+        case 'MARKET':
+            return 'MARKET';
+        default:
+            return 'LIMIT';
+    }
+};
+export const mapBinanceSideToYuantsDirection = (side, positionSide) => {
+    if (!side || !positionSide) {
+        return undefined;
+    }
+    if (positionSide === 'LONG') {
+        return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';
+    }
+    if (positionSide === 'SHORT') {
+        return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';
+    }
+    return undefined;
+};
+export const mapSpotSideToOrderDirection = (side) => {
+    if (side === 'SELL') {
+        return 'CLOSE_LONG';
+    }
+    return 'OPEN_LONG';
+};
+export const deriveClientOrderId = (order) => {
+    if (order.order_id)
+        return `${order.order_id}`;
+    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)}`;
+};
+const BinanceOrderStatusMap = {
+    NEW: 'ACCEPTED',
+    PARTIALLY_FILLED: 'TRADED',
+    FILLED: 'TRADED',
+    PENDING_NEW: 'ACCEPTED',
+    PENDING_CANCEL: 'CANCELLED',
+    CANCELED: 'CANCELLED',
+    CANCELLED: 'CANCELLED',
+    REJECTED: 'CANCELLED',
+    EXPIRED: 'CANCELLED',
+};
+export const mapBinanceOrderStatus = (status) => {
+    var _a;
+    if (!status)
+        return 'ACCEPTED';
+    return (_a = BinanceOrderStatusMap[status]) !== null && _a !== void 0 ? _a : 'ACCEPTED';
+};
+//# sourceMappingURL=order-utils.js.map

package/dist/services/orders/order-utils.js.map

@@ -0,0 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { createHash } from 'crypto';\n\nexport const decodeFutureSymbol = (product_id: string) => {\n  const [instType, symbol] = decodePath(product_id);\n  if (instType !== 'usdt-future' || !symbol) {\n    throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);\n  }\n  return symbol;\n};\n\nexport const decodeSpotSymbol = (product_id: string) => {\n  try {\n    const [instType, symbol] = decodePath(product_id);\n    if (instType?.toLowerCase() === 'spot' && symbol) {\n      return symbol;\n    }\n  } catch (err) {\n    // ignore decode errors and fall back to raw product id\n  }\n  if (!product_id.includes('/')) {\n    return product_id;\n  }\n  throw new Error(`Unsupported product_id for Binance spot: ${product_id}`);\n};\n\nexport const mapOrderDirectionToSide = (direction?: IOrder['order_direction']) => {\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    default:\n      throw new Error(`Unsupported order_direction: ${direction}`);\n  }\n};\n\nexport const mapOrderDirectionToPositionSide = (direction?: IOrder['order_direction']) => {\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    default:\n      throw new Error(`Unsupported order_direction for positionSide: ${direction}`);\n  }\n};\n\nexport const mapOrderTypeToOrdType = (order_type?: IOrder['order_type']) => {\n  switch (order_type) {\n    case 'LIMIT':\n    case 'MAKER':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n    default:\n      throw new Error(`Unsupported order_type: ${order_type}`);\n  }\n};\n\nexport const mapBinanceOrderTypeToYuants = (binanceType?: string): IOrder['order_type'] => {\n  switch (binanceType) {\n    case 'LIMIT':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n    default:\n      return 'LIMIT';\n  }\n};\n\nexport const mapBinanceSideToYuantsDirection = (\n  side?: string,\n  positionSide?: string,\n): IOrder['order_direction'] | undefined => {\n  if (!side || !positionSide) {\n    return undefined;\n  }\n  if (positionSide === 'LONG') {\n    return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';\n  }\n  if (positionSide === 'SHORT') {\n    return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';\n  }\n  return undefined;\n};\n\nexport const mapSpotSideToOrderDirection = (side?: string): IOrder['order_direction'] => {\n  if (side === 'SELL') {\n    return 'CLOSE_LONG';\n  }\n  return 'OPEN_LONG';\n};\n\nexport const deriveClientOrderId = (order: IOrder) => {\n  if (order.order_id) return `${order.order_id}`;\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\nconst BinanceOrderStatusMap: Record<string, IOrder['order_status']> = {\n  NEW: 'ACCEPTED',\n  PARTIALLY_FILLED: 'TRADED',\n  FILLED: 'TRADED',\n  PENDING_NEW: 'ACCEPTED',\n  PENDING_CANCEL: 'CANCELLED',\n  CANCELED: 'CANCELLED',\n  CANCELLED: 'CANCELLED',\n  REJECTED: 'CANCELLED',\n  EXPIRED: 'CANCELLED',\n};\n\nexport const mapBinanceOrderStatus = (status?: string): IOrder['order_status'] => {\n  if (!status) return 'ACCEPTED';\n  return BinanceOrderStatusMap[status] ?? 'ACCEPTED';\n};\n"]}

package/dist/services/orders/submitOrder.js

@@ -0,0 +1,70 @@
+import { isApiError } from '../../api/client';
+import { postSpotOrder, postUmOrder } from '../../api/private-api';
+import { decodeFutureSymbol, decodeSpotSymbol, deriveClientOrderId, mapOrderDirectionToPositionSide, mapOrderDirectionToSide, mapOrderTypeToOrdType, } from './order-utils';
+const submitUnifiedOrder = async (credential, order) => {
+    const symbol = decodeFutureSymbol(order.product_id);
+    if (!order.volume) {
+        throw new Error('Binance submitOrder requires order.volume to be set');
+    }
+    const side = mapOrderDirectionToSide(order.order_direction);
+    const positionSide = mapOrderDirectionToPositionSide(order.order_direction);
+    const type = mapOrderTypeToOrdType(order.order_type);
+    const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
+    const reduceOnly = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;
+    const res = await postUmOrder(credential, {
+        symbol,
+        side,
+        positionSide,
+        type,
+        quantity: order.volume,
+        price: order.price,
+        timeInForce,
+        reduceOnly,
+        newClientOrderId: deriveClientOrderId(order),
+    });
+    if (isApiError(res)) {
+        throw new Error(`Binance submit unified order failed: ${res.code} ${res.msg}`);
+    }
+    return { order_id: `${res.orderId}` };
+};
+const submitSpotOrder = async (credential, order) => {
+    const symbol = decodeSpotSymbol(order.product_id);
+    if (!order.volume) {
+        throw new Error('Binance submitOrder requires order.volume to be set');
+    }
+    const side = mapOrderDirectionToSide(order.order_direction);
+    const type = mapOrderTypeToOrdType(order.order_type);
+    const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
+    const params = {
+        symbol,
+        side,
+        type,
+        quantity: order.volume,
+        newClientOrderId: deriveClientOrderId(order),
+    };
+    if (type === 'LIMIT') {
+        if (order.price === undefined) {
+            throw new Error('Binance spot LIMIT order requires price');
+        }
+        params.price = order.price;
+        params.timeInForce = timeInForce;
+    }
+    if (order.price !== undefined && type === 'MARKET') {
+        params.price = order.price;
+    }
+    const res = await postSpotOrder(credential, params);
+    if (isApiError(res)) {
+        throw new Error(`Binance submit spot order failed: ${res.code} ${res.msg}`);
+    }
+    return { order_id: `${res.orderId}` };
+};
+export const submitOrder = async (credential, order) => {
+    if (order.account_id.includes('/unified/')) {
+        return submitUnifiedOrder(credential, order);
+    }
+    if (order.account_id.includes('/spot/')) {
+        return submitSpotOrder(credential, order);
+    }
+    throw new Error(`Unsupported account_id for submitOrder: ${order.account_id}`);
+};
+//# sourceMappingURL=submitOrder.js.map

package/dist/services/orders/submitOrder.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAe,aAAa,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAChF,OAAO,EACL,kBAAkB,EAClB,gBAAgB,EAChB,mBAAmB,EACnB,+BAA+B,EAC/B,uBAAuB,EACvB,qBAAqB,GACtB,MAAM,eAAe,CAAC;AAEvB,MAAM,kBAAkB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,MAAM,MAAM,GAAG,kBAAkB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACpD,IAAI,CAAC,KAAK,CAAC,MAAM,EAAE;QACjB,MAAM,IAAI,KAAK,CAAC,qDAAqD,CAAC,CAAC;KACxE;IACD,MAAM,IAAI,GAAG,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5D,MAAM,YAAY,GAAG,+BAA+B,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5E,MAAM,IAAI,GAAG,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACrD,MAAM,WAAW,GAAG,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAC5G,MAAM,UAAU,GACd,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC;IAEzG,MAAM,GAAG,GAAG,MAAM,WAAW,CAAC,UAAU,EAAE;QACxC,MAAM;QACN,IAAI;QACJ,YAAY;QACZ,IAAI;QACJ,QAAQ,EAAE,KAAK,CAAC,MAAM;QACtB,KAAK,EAAE,KAAK,CAAC,KAAK;QAClB,WAAW;QACX,UAAU;QACV,gBAAgB,EAAE,mBAAmB,CAAC,KAAK,CAAC;KAC7C,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,wCAAwC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAChF;IACD,OAAO,EAAE,QAAQ,EAAE,GAAG,GAAG,CAAC,OAAO,EAAE,EAAE,CAAC;AACxC,CAAC,CAAC;AAEF,MAAM,eAAe,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC5F,MAAM,MAAM,GAAG,gBAAgB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAClD,IAAI,CAAC,KAAK,CAAC,MAAM,EAAE;QACjB,MAAM,IAAI,KAAK,CAAC,qDAAqD,CAAC,CAAC;KACxE;IACD,MAAM,IAAI,GAAG,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5D,MAAM,IAAI,GAAG,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACrD,MAAM,WAAW,GAAG,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAC5G,MAAM,MAAM,GAAwC;QAClD,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,QAAQ,EAAE,KAAK,CAAC,MAAM;QACtB,gBAAgB,EAAE,mBAAmB,CAAC,KAAK,CAAC;KAC7C,CAAC;IACF,IAAI,IAAI,KAAK,OAAO,EAAE;QACpB,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,EAAE;YAC7B,MAAM,IAAI,KAAK,CAAC,yCAAyC,CAAC,CAAC;SAC5D;QACD,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;QAC3B,MAAM,CAAC,WAAW,GAAG,WAAW,CAAC;KAClC;IACD,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,IAAI,IAAI,KAAK,QAAQ,EAAE;QAClD,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;KAC5B;IACD,MAAM,GAAG,GAAG,MAAM,aAAa,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACpD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,qCAAqC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAC7E;IACD,OAAO,EAAE,QAAQ,EAAE,GAAG,GAAG,CAAC,OAAO,EAAE,EAAE,CAAC;AACxC,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,IAAI,KAAK,CAAC,UAAU,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE;QAC1C,OAAO,kBAAkB,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;KAC9C;IACD,IAAI,KAAK,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE;QACvC,OAAO,eAAe,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;KAC3C;IACD,MAAM,IAAI,KAAK,CAAC,2CAA2C,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;AACjF,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { isApiError } from '../../api/client';\nimport { ICredential, postSpotOrder, postUmOrder } from '../../api/private-api';\nimport {\n  decodeFutureSymbol,\n  decodeSpotSymbol,\n  deriveClientOrderId,\n  mapOrderDirectionToPositionSide,\n  mapOrderDirectionToSide,\n  mapOrderTypeToOrdType,\n} from './order-utils';\n\nconst submitUnifiedOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const symbol = decodeFutureSymbol(order.product_id);\n  if (!order.volume) {\n    throw new Error('Binance submitOrder requires order.volume to be set');\n  }\n  const side = mapOrderDirectionToSide(order.order_direction);\n  const positionSide = mapOrderDirectionToPositionSide(order.order_direction);\n  const type = mapOrderTypeToOrdType(order.order_type);\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n  const reduceOnly =\n    order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n  const res = await postUmOrder(credential, {\n    symbol,\n    side,\n    positionSide,\n    type,\n    quantity: order.volume,\n    price: order.price,\n    timeInForce,\n    reduceOnly,\n    newClientOrderId: deriveClientOrderId(order),\n  });\n  if (isApiError(res)) {\n    throw new Error(`Binance submit unified order failed: ${res.code} ${res.msg}`);\n  }\n  return { order_id: `${res.orderId}` };\n};\n\nconst submitSpotOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const symbol = decodeSpotSymbol(order.product_id);\n  if (!order.volume) {\n    throw new Error('Binance submitOrder requires order.volume to be set');\n  }\n  const side = mapOrderDirectionToSide(order.order_direction);\n  const type = mapOrderTypeToOrdType(order.order_type);\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n  const params: Parameters<typeof postSpotOrder>[1] = {\n    symbol,\n    side,\n    type,\n    quantity: order.volume,\n    newClientOrderId: deriveClientOrderId(order),\n  };\n  if (type === 'LIMIT') {\n    if (order.price === undefined) {\n      throw new Error('Binance spot LIMIT order requires price');\n    }\n    params.price = order.price;\n    params.timeInForce = timeInForce;\n  }\n  if (order.price !== undefined && type === 'MARKET') {\n    params.price = order.price;\n  }\n  const res = await postSpotOrder(credential, params);\n  if (isApiError(res)) {\n    throw new Error(`Binance submit spot order failed: ${res.code} ${res.msg}`);\n  }\n  return { order_id: `${res.orderId}` };\n};\n\nexport const submitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  if (order.account_id.includes('/unified/')) {\n    return submitUnifiedOrder(credential, order);\n  }\n  if (order.account_id.includes('/spot/')) {\n    return submitSpotOrder(credential, order);\n  }\n  throw new Error(`Unsupported account_id for submitOrder: ${order.account_id}`);\n};\n"]}

package/lib/api/client.d.ts

@@ -0,0 +1,16 @@
+declare type HttpMethod = 'GET' | 'POST' | 'DELETE' | 'PUT';
+declare type RequestParams = Record<string, string | number | boolean | undefined>;
+export interface ICredential {
+    access_key: string;
+    secret_key: string;
+}
+export interface IApiError {
+    code: number;
+    msg: string;
+}
+export declare const isApiError: <T>(value: IApiError | T) => value is IApiError;
+export declare const requestPublic: <T>(method: HttpMethod, endpoint: string, params?: RequestParams) => Promise<T>;
+export declare const requestPrivate: <T>(credential: ICredential, method: HttpMethod, endpoint: string, params?: RequestParams) => Promise<T>;
+export declare const getDefaultCredential: () => ICredential;
+export {};
+//# sourceMappingURL=client.d.ts.map

package/lib/api/client.d.ts.map

@@ -0,0 +1 @@
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package/lib/api/client.js

@@ -0,0 +1,80 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getDefaultCredential = exports.requestPrivate = exports.requestPublic = exports.isApiError = void 0;
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+// @ts-ignore
+const crypto_js_1 = __importDefault(require("crypto-js"));
+const MetricBinanceApiUsedWeight = protocol_1.GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');
+const isApiError = (value) => typeof (value === null || value === void 0 ? void 0 : value.code) === 'number' && typeof (value === null || value === void 0 ? void 0 : value.msg) === 'string';
+exports.isApiError = isApiError;
+const appendParams = (url, params) => {
+    if (!params)
+        return;
+    const entries = Object.entries(params).filter(([, value]) => value !== undefined);
+    const timestampEntry = entries.find(([key]) => key === 'timestamp');
+    const restEntries = entries.filter(([key]) => key !== 'timestamp');
+    restEntries
+        .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))
+        .forEach(([key, value]) => {
+        url.searchParams.set(key, String(value));
+    });
+    if (timestampEntry) {
+        url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));
+    }
+};
+const callApi = async (method, endpoint, params, credential) => {
+    const url = new URL(endpoint);
+    const normalizedParams = Object.assign({}, params);
+    if (credential) {
+        if (normalizedParams.recvWindow === undefined) {
+            // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security
+            normalizedParams.recvWindow = 5000;
+        }
+        if (normalizedParams.timestamp === undefined) {
+            normalizedParams.timestamp = Date.now();
+        }
+    }
+    appendParams(url, normalizedParams);
+    let headers;
+    if (credential) {
+        const signData = url.search.slice(1);
+        const signature = crypto_js_1.default.enc.Hex.stringify(crypto_js_1.default.HmacSHA256(signData, credential.secret_key));
+        url.searchParams.set('signature', signature);
+        headers = {
+            'Content-Type': 'application/json;charset=utf-8',
+            'X-MBX-APIKEY': credential.access_key,
+        };
+        console.info((0, utils_1.formatTime)(Date.now()), method, url.href, JSON.stringify(headers), url.searchParams.toString(), signData);
+    }
+    else {
+        console.info((0, utils_1.formatTime)(Date.now()), method, url.href);
+    }
+    const res = await fetch(url.href, {
+        method,
+        headers,
+    });
+    const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');
+    console.info((0, utils_1.formatTime)(Date.now()), 'response', method, url.href, res.status, `usedWeight1M=${usedWeight1M !== null && usedWeight1M !== void 0 ? usedWeight1M : 'N/A'}`);
+    if (usedWeight1M) {
+        MetricBinanceApiUsedWeight.set(+usedWeight1M);
+    }
+    return res.json();
+};
+const requestPublic = (method, endpoint, params) => callApi(method, endpoint, params);
+exports.requestPublic = requestPublic;
+const requestPrivate = (credential, method, endpoint, params) => callApi(method, endpoint, params, credential);
+exports.requestPrivate = requestPrivate;
+const getDefaultCredential = () => {
+    const access_key = process.env.ACCESS_KEY;
+    const secret_key = process.env.SECRET_KEY;
+    if (!access_key || !secret_key) {
+        throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');
+    }
+    return { access_key, secret_key };
+};
+exports.getDefaultCredential = getDefaultCredential;
+//# sourceMappingURL=client.js.map

package/lib/api/client.js.map

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{ GlobalPrometheusRegistry } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\n// @ts-ignore\nimport CryptoJS from 'crypto-js';\n\nconst MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');\n\ntype HttpMethod = 'GET' | 'POST' | 'DELETE' | 'PUT';\n\ntype RequestParams = Record<string, string | number | boolean | undefined>;\n\nexport interface ICredential {\n  access_key: string;\n  secret_key: string;\n}\n\nexport interface IApiError {\n  code: number;\n  msg: string;\n}\n\nexport const isApiError = <T>(value: T | IApiError): value is IApiError =>\n  typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n  if (!params) return;\n  const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n  const timestampEntry = entries.find(([key]) => key === 'timestamp');\n  const restEntries = entries.filter(([key]) => key !== 'timestamp');\n  restEntries\n    .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n    .forEach(([key, value]) => {\n      url.searchParams.set(key, String(value));\n    });\n  if (timestampEntry) {\n    url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n  }\n};\n\nconst callApi = async <T>(\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n  credential?: ICredential,\n): Promise<T> => {\n  const url = new URL(endpoint);\n  const normalizedParams: RequestParams = { ...params };\n  if (credential) {\n    if (normalizedParams.recvWindow === undefined) {\n      // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n      normalizedParams.recvWindow = 5000;\n    }\n    if (normalizedParams.timestamp === undefined) {\n      normalizedParams.timestamp = Date.now();\n    }\n  }\n  appendParams(url, normalizedParams);\n\n  let headers: Record<string, string> | undefined;\n  if (credential) {\n    const signData = url.search.slice(1);\n    const signature = CryptoJS.enc.Hex.stringify(CryptoJS.HmacSHA256(signData, credential.secret_key));\n    url.searchParams.set('signature', signature);\n    headers = {\n      'Content-Type': 'application/json;charset=utf-8',\n      'X-MBX-APIKEY': credential.access_key,\n    };\n    console.info(\n      formatTime(Date.now()),\n      method,\n      url.href,\n      JSON.stringify(headers),\n      url.searchParams.toString(),\n      signData,\n    );\n  } else {\n    console.info(formatTime(Date.now()), method, url.href);\n  }\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(\n    formatTime(Date.now()),\n    'response',\n    method,\n    url.href,\n    res.status,\n    `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n  );\n  if (usedWeight1M) {\n    MetricBinanceApiUsedWeight.set(+usedWeight1M);\n  }\n  return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n  callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n  credential: ICredential,\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n  const access_key = process.env.ACCESS_KEY;\n  const secret_key = process.env.SECRET_KEY;\n  if (!access_key || !secret_key) {\n    throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n  }\n  return { access_key, secret_key };\n};\n"]}