npm - @yuants/vendor-binance - Versions diffs - 0.7.8 → 0.8.1 - Mend

@yuants/vendor-binance 0.7.8 → 0.8.1

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 (102) hide show

package/dist/api/client.js +70 -0
package/dist/api/client.js.map +1 -0
package/dist/api/private-api.js +162 -0
package/dist/api/private-api.js.map +1 -0
package/dist/api/public-api.js +52 -0
package/dist/api/public-api.js.map +1 -0
package/dist/index.js +2 -0
package/dist/index.js.map +1 -1
package/dist/interest_rate.js +2 -2
package/dist/interest_rate.js.map +1 -1
package/dist/legacy_index.js +270 -237
package/dist/legacy_index.js.map +1 -1
package/dist/product.js +2 -2
package/dist/product.js.map +1 -1
package/dist/quote.js +4 -4
package/dist/quote.js.map +1 -1
package/dist/services/account-actions-with-credential.js +34 -0
package/dist/services/account-actions-with-credential.js.map +1 -0
package/dist/services/accounts/profile.js +22 -0
package/dist/services/accounts/profile.js.map +1 -0
package/dist/services/accounts/spot.js +44 -0
package/dist/services/accounts/spot.js.map +1 -0
package/dist/services/accounts/unified.js +56 -0
package/dist/services/accounts/unified.js.map +1 -0
package/dist/services/order-actions-with-credential.js +19 -0
package/dist/services/order-actions-with-credential.js.map +1 -0
package/dist/services/orders/cancelOrder.js +39 -0
package/dist/services/orders/cancelOrder.js.map +1 -0
package/dist/services/orders/listOrders.js +49 -0
package/dist/services/orders/listOrders.js.map +1 -0
package/dist/services/orders/order-utils.js +118 -0
package/dist/services/orders/order-utils.js.map +1 -0
package/dist/services/orders/submitOrder.js +70 -0
package/dist/services/orders/submitOrder.js.map +1 -0
package/lib/api/client.d.ts +16 -0
package/lib/api/client.d.ts.map +1 -0
package/lib/api/client.js +80 -0
package/lib/api/client.js.map +1 -0
package/lib/api/private-api.d.ts +477 -0
package/lib/api/private-api.d.ts.map +1 -0
package/lib/api/private-api.js +183 -0
package/lib/api/private-api.js.map +1 -0
package/lib/api/public-api.d.ts +150 -0
package/lib/api/public-api.d.ts.map +1 -0
package/lib/api/public-api.js +61 -0
package/lib/api/public-api.js.map +1 -0
package/lib/index.d.ts +2 -0
package/lib/index.d.ts.map +1 -1
package/lib/index.js +2 -0
package/lib/index.js.map +1 -1
package/lib/interest_rate.js +2 -2
package/lib/interest_rate.js.map +1 -1
package/lib/legacy_index.js +270 -237
package/lib/legacy_index.js.map +1 -1
package/lib/product.js +2 -2
package/lib/product.js.map +1 -1
package/lib/quote.js +4 -4
package/lib/quote.js.map +1 -1
package/lib/services/account-actions-with-credential.d.ts +2 -0
package/lib/services/account-actions-with-credential.d.ts.map +1 -0
package/lib/services/account-actions-with-credential.js +36 -0
package/lib/services/account-actions-with-credential.js.map +1 -0
package/lib/services/accounts/profile.d.ts +7 -0
package/lib/services/accounts/profile.d.ts.map +1 -0
package/lib/services/accounts/profile.js +26 -0
package/lib/services/accounts/profile.js.map +1 -0
package/lib/services/accounts/spot.d.ts +4 -0
package/lib/services/accounts/spot.d.ts.map +1 -0
package/lib/services/accounts/spot.js +48 -0
package/lib/services/accounts/spot.js.map +1 -0
package/lib/services/accounts/unified.d.ts +4 -0
package/lib/services/accounts/unified.d.ts.map +1 -0
package/lib/services/accounts/unified.js +60 -0
package/lib/services/accounts/unified.js.map +1 -0
package/lib/services/order-actions-with-credential.d.ts +2 -0
package/lib/services/order-actions-with-credential.d.ts.map +1 -0
package/lib/services/order-actions-with-credential.js +21 -0
package/lib/services/order-actions-with-credential.js.map +1 -0
package/lib/services/orders/cancelOrder.d.ts +4 -0
package/lib/services/orders/cancelOrder.d.ts.map +1 -0
package/lib/services/orders/cancelOrder.js +43 -0
package/lib/services/orders/cancelOrder.js.map +1 -0
package/lib/services/orders/listOrders.d.ts +4 -0
package/lib/services/orders/listOrders.d.ts.map +1 -0
package/lib/services/orders/listOrders.js +53 -0
package/lib/services/orders/listOrders.js.map +1 -0
package/lib/services/orders/order-utils.d.ts +12 -0
package/lib/services/orders/order-utils.d.ts.map +1 -0
package/lib/services/orders/order-utils.js +131 -0
package/lib/services/orders/order-utils.js.map +1 -0
package/lib/services/orders/submitOrder.d.ts +4 -0
package/lib/services/orders/submitOrder.d.ts.map +1 -0
package/lib/services/orders/submitOrder.js +74 -0
package/lib/services/orders/submitOrder.js.map +1 -0
package/package.json +11 -19
package/temp/package-deps.json +32 -19
package/dist/api.js +0 -248
package/dist/api.js.map +0 -1
package/lib/api.d.ts +0 -576
package/lib/api.d.ts.map +0 -1
package/lib/api.js +0 -256
package/lib/api.js.map +0 -1

package/lib/legacy_index.js.map CHANGED Viewed

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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"]}
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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 { getDefaultCredential, isApiError } from './api/client';\nimport {\n deleteUmOrder,\n getDepositAddress,\n getDepositHistory,\n getSpotAccountInfo,\n getSubAccountList,\n getUnifiedAccountBalance,\n getUnifiedUmAccount,\n getUnifiedUmOpenOrders,\n getWithdrawHistory,\n postAssetTransfer,\n postUmOrder,\n postWithdraw,\n} from './api/private-api';\nimport { getFutureOpenInterest } from './api/public-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 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${createHash('sha256').update(payload).digest('hex').slice(0, 24)}`;\n};\n\nconst isPublicOnly = process.env.PUBLIC_ONLY === 'true';\n\n// provideTicks(terminal, 'binance', (product_id) => {\n// const [instType, symbol] = decodePath(product_id);\n// if (instType === 'usdt-future') {\n// return combineLatest([mapSymbolToFuturePremiumIndex$, 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: ${symbol}`);\n// }\n// return {\n// datasource_id: 'binance',\n// product_id,\n// updated_at: Date.now(),\n// price: +premiumIndex.markPrice,\n// ask: +bookTicker.askPrice,\n// bid: +bookTicker.bidPrice,\n// interest_rate_for_long: -+premiumIndex.lastFundingRate,\n// interest_rate_for_short: +premiumIndex.lastFundingRate,\n// settlement_scheduled_at: premiumIndex.nextFundingTime,\n// open_interest: openInterestVolume,\n// };\n// }),\n// );\n// }\n// return EMPTY;\n// });\n\nif (isPublicOnly) {\n console.info('PUBLIC_ONLY=1, skip Binance legacy services');\n} else {\n const credential = getDefaultCredential();\n (async () => {\n const spotAccountInfo = await getSpotAccountInfo(credential);\n if (isApiError(spotAccountInfo)) {\n throw new Error(spotAccountInfo.msg);\n }\n const uid = spotAccountInfo.uid;\n\n const SPOT_ACCOUNT_ID = `binance/${uid}/spot/usdt`;\n const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;\n\n {\n // unified accountInfo\n\n provideAccountInfoService(\n terminal,\n UNIFIED_ACCOUNT_ID,\n async () => {\n const [accountResult, umAccountResult] = await Promise.all([\n getUnifiedAccountBalance(credential),\n getUnifiedUmAccount(credential),\n ]);\n if (isApiError(accountResult)) {\n throw new Error(accountResult.msg);\n }\n const usdtAssets = accountResult.find((v) => v.asset === 'USDT');\n if (!usdtAssets) {\n throw new Error('USDT not found');\n }\n if (isApiError(umAccountResult)) {\n throw new Error(umAccountResult.msg);\n }\n const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');\n if (!usdtUmAssets) {\n throw new Error('um USDT not found');\n }\n const equity = +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL;\n const free = equity - +usdtUmAssets.initialMargin;\n\n const positions = umAccountResult.positions\n .filter((v) => +v.positionAmt !== 0)\n .map((v): IPosition => {\n return {\n position_id: `${v.symbol}/${v.positionSide}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', v.symbol),\n direction: v.positionSide,\n volume: +v.positionAmt,\n free_volume: +v.positionAmt,\n position_price: +v.entryPrice,\n closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,\n floating_profit: +v.unrealizedProfit,\n valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),\n };\n });\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n\n addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });\n }\n\n {\n // spot account info\n\n provideAccountInfoService(\n terminal,\n SPOT_ACCOUNT_ID,\n async () => {\n const spotAccountResult = await getSpotAccountInfo(credential, { omitZeroBalances: true });\n if (isApiError(spotAccountResult)) {\n throw new Error(spotAccountResult.msg);\n }\n const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');\n const positions = spotAccountResult.balances\n .filter((balance) => balance.asset !== 'USDT')\n .map((balance) => {\n const volume = +balance.free + +balance.locked;\n if (!volume) {\n return undefined;\n }\n const position: IPosition = {\n position_id: `spot/${balance.asset}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('spot', `${balance.asset}USDT`),\n direction: 'LONG',\n volume,\n free_volume: +balance.free,\n position_price: 0,\n closable_price: 0,\n floating_profit: 0,\n valuation: 0,\n };\n return position;\n })\n .filter((position): position is IPosition => Boolean(position));\n return {\n money: {\n currency: 'USDT',\n equity: +(usdtAssets?.free \|\| 0) + +(usdtAssets?.locked \|\| 0),\n free: +(usdtAssets?.free \|\| 0),\n },\n positions,\n };\n },\n {\n auto_refresh_interval: 5_000,\n },\n );\n\n addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });\n }\n\n // transfer\n {\n // spot -> unified\n const SPOT_UNIFIED_NETWORK_ID = `binance/${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 postAssetTransfer(credential, {\n type: 'MAIN_PORTFOLIO_MARGIN',\n asset: 'USDT',\n amount: order.current_amount!,\n });\n if (isApiError(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 postAssetTransfer(credential, {\n type: 'PORTFOLIO_MARGIN_MAIN',\n asset: 'USDT',\n amount: order.current_amount!,\n });\n if (isApiError(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 getSubAccountList(credential);\n const isMain = !isApiError(subAccountsResult);\n // main -> sub\n // TODO...\n\n // blockchain\n if (isMain) {\n const depositAddressResult = await getDepositAddress(credential, { 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 postWithdraw(credential, {\n coin: 'USDT',\n network: 'TRX',\n address: order.current_rx_address!,\n amount: order.current_amount!,\n });\n if (isApiError(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 getWithdrawHistory(credential, { 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 getDepositHistory(credential, {\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 getUnifiedUmOpenOrders(credential);\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 postUmOrder(credential, params);\n if (isApiError(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 deleteUmOrder(credential, {\n symbol,\n orderId: order.order_id,\n });\n if (isApiError(cancelResult)) {\n return { res: { code: cancelResult.code, message: cancelResult.msg } };\n }\n return { res: { code: 0, message: 'OK' } };\n },\n );\n }\n })();\n}\n"]}

package/lib/product.js CHANGED Viewed

@@ -3,12 +3,12 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const data_product_1 = require("@yuants/data-product");
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
-const api_1 = require("./api");
+const public_api_1 = require("./api/public-api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 // Provide QueryProducts service with the new design
 const cache = (0, data_product_1.provideQueryProductsService)(terminal, 'BINANCE', async (req) => {
     // Directly call the external API to get exchange info
-    const exchangeInfo = await api_1.client.getFutureExchangeInfo();
+    const exchangeInfo = await (0, public_api_1.getFutureExchangeInfo)();
     // Convert symbols to IProduct format
     return exchangeInfo.symbols.map((symbol) => {
         return {

package/lib/product.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;AAAA,uDAAoG;AACpG,+CAA4C;AAC5C,yCAA2C;AAC3C~~,+BAA+B~~;~~AAE/B~~,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oDAAoD;AACpD,MAAM,KAAK,GAAG,IAAA,0CAA2B,EACvC,QAAQ,EACR,SAAS,EACT,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,sDAAsD;IACtD,MAAM,YAAY,GAAG,MAAM,~~YAAM~~,~~CAAC~~,~~qBAAqB~~,~~EAAE,~~CAAC;~~IAE1D~~,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACnD,OAAO;YACL,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YACpD,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;YAC1C,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;YAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;YAChD,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,qBAAqB;YAChC,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { ~~client~~ } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nconst cache = provideQueryProductsService(\n terminal,\n 'BINANCE',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n // Directly call the external API to get exchange info\n const exchangeInfo = await ~~client.~~getFutureExchangeInfo();\n\n // Convert symbols to IProduct format\n return exchangeInfo.symbols.map((symbol): IProduct => {\n return {\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', symbol.symbol),\n base_currency: symbol.baseAsset,\n quote_currency: symbol.quoteAsset,\n price_step: +`1e-${symbol.pricePrecision}`,\n value_scale: 1,\n volume_step: +`1e-${symbol.quantityPrecision}`,\n name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n value_scale_unit: '',\n margin_rate: +symbol.requiredMarginPercent / 100,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'BINANCE/USDT-FUTURE',\n no_interest_rate: false,\n };\n });\n },\n {\n auto_refresh_interval: 3600_000,\n },\n);\n"]}
1	+ {"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;AAAA,uDAAoG;AACpG,+CAA4C;AAC5C,yCAA2C;AAC3C,iDAAyD;AAEzD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oDAAoD;AACpD,MAAM,KAAK,GAAG,IAAA,0CAA2B,EACvC,QAAQ,EACR,SAAS,EACT,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,sDAAsD;IACtD,MAAM,YAAY,GAAG,MAAM,IAAA,kCAAqB,GAAE,CAAC;IAEnD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACnD,OAAO;YACL,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YACpD,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;YAC1C,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;YAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;YAChD,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,qBAAqB;YAChC,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFutureExchangeInfo } from './api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nconst cache = provideQueryProductsService(\n terminal,\n 'BINANCE',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n // Directly call the external API to get exchange info\n const exchangeInfo = await getFutureExchangeInfo();\n\n // Convert symbols to IProduct format\n return exchangeInfo.symbols.map((symbol): IProduct => {\n return {\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', symbol.symbol),\n base_currency: symbol.baseAsset,\n quote_currency: symbol.quoteAsset,\n price_step: +`1e-${symbol.pricePrecision}`,\n value_scale: 1,\n volume_step: +`1e-${symbol.quantityPrecision}`,\n name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n value_scale_unit: '',\n margin_rate: +symbol.requiredMarginPercent / 100,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'BINANCE/USDT-FUTURE',\n no_interest_rate: false,\n };\n });\n },\n {\n auto_refresh_interval: 3600_000,\n },\n);\n"]}

package/lib/quote.js CHANGED Viewed

@@ -5,13 +5,13 @@ const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const api_1 = require("./api");
+const public_api_1 = require("./api/public-api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 const OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120000;
 const openInterestCache = (0, cache_1.createCache)(async (symbol) => {
     var _a;
     try {
-        const data = await api_1.client.getFutureOpenInterest({ symbol });
+        const data = await (0, public_api_1.getFutureOpenInterest)({ symbol });
         return Number((_a = data.openInterest) !== null && _a !== void 0 ? _a : 0);
     }
     catch (err) {
@@ -21,8 +21,8 @@ const openInterestCache = (0, cache_1.createCache)(async (symbol) => {
 }, {
     expire: OPEN_INTEREST_TTL,
 });
-const futurePremiumIndex$ = (0, rxjs_1.defer)(() => api_1.client.getFuturePremiumIndex({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
-const futureBookTicker$ = (0, rxjs_1.defer)(() => api_1.client.getFutureBookTicker({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
+const futurePremiumIndex$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturePremiumIndex)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
+const futureBookTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFutureBookTicker)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
 const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => {
     var _a;
     return ({

package/lib/quote.js.map CHANGED Viewed

	@@ -1 +1 @@
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Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<number>(\n async (symbol: string) => {\n try {\n const data = await ~~client.~~getFutureOpenInterest({ symbol });\n return Number(data.openInterest ?? 0);\n } catch (err) {\n console.warn('getFutureOpenInterest failed', symbol, err);\n return undefined;\n }\n },\n {\n expire: OPEN_INTEREST_TTL,\n },\n);\n\nconst futurePremiumIndex$ = defer(() => ~~client.~~getFuturePremiumIndex({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => ~~client.~~getFutureBookTicker({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n mergeMap((entries) => from(entries \|\| [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n last_price: entry.markPrice,\n updated_at: new Date(entry.time ?? Date.now()).toISOString(),\n }),\n ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries \|\| [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n updated_at: new Date(entry.time ?? Date.now()).toISOString(),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries \|\| [])),\n mergeMap(\n (entry) =>\n from(openInterestCache.query(entry.symbol)).pipe(\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n open_interest: `${openInterest ?? 0}`,\n }),\n ),\n ),\n 5,\n ),\n);\n\nconst quote$ = merge(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'BINANCE',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n share(),\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"]}
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Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<number>(\n async (symbol: string) => {\n try {\n const data = await getFutureOpenInterest({ symbol });\n return Number(data.openInterest ?? 0);\n } catch (err) {\n console.warn('getFutureOpenInterest failed', symbol, err);\n return undefined;\n }\n },\n {\n expire: OPEN_INTEREST_TTL,\n },\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n mergeMap((entries) => from(entries \|\| [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n last_price: entry.markPrice,\n updated_at: new Date(entry.time ?? Date.now()).toISOString(),\n }),\n ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries \|\| [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n updated_at: new Date(entry.time ?? Date.now()).toISOString(),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries \|\| [])),\n mergeMap(\n (entry) =>\n from(openInterestCache.query(entry.symbol)).pipe(\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n open_interest: `${openInterest ?? 0}`,\n }),\n ),\n ),\n 5,\n ),\n);\n\nconst quote$ = merge(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'BINANCE',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n share(),\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/services/account-actions-with-credential.d.ts ADDED Viewed

	@@ -0,0 +1,2 @@
1	+ export {};
2	+ //# sourceMappingURL=account-actions-with-credential.d.ts.map

package/lib/services/account-actions-with-credential.d.ts.map ADDED Viewed

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

package/lib/services/account-actions-with-credential.js ADDED Viewed

@@ -0,0 +1,36 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const data_account_1 = require("@yuants/data-account");
+const protocol_1 = require("@yuants/protocol");
+const profile_1 = require("./accounts/profile");
+const unified_1 = require("./accounts/unified");
+const spot_1 = require("./accounts/spot");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const listAccounts = async (credential) => {
+    const profile = await (0, profile_1.resolveAccountProfile)(credential);
+    return [
+        { account_id: `binance/${profile.uid}/unified/usdt` },
+        { account_id: `binance/${profile.uid}/spot/usdt` },
+    ];
+};
+const getAccountInfo = async (credential, accountId) => {
+    if (accountId.includes('/unified/')) {
+        return (0, unified_1.getUnifiedAccountInfo)(credential, accountId);
+    }
+    if (accountId.includes('/spot/')) {
+        return (0, spot_1.getSpotAccountInfoSnapshot)(credential, accountId);
+    }
+    throw new Error(`Unsupported account_id: ${accountId}`);
+};
+(0, data_account_1.provideAccountActionsWithCredential)(terminal, 'BINANCE', {
+    type: 'object',
+    required: ['access_key', 'secret_key'],
+    properties: {
+        access_key: { type: 'string' },
+        secret_key: { type: 'string' },
+    },
+}, {
+    listAccounts,
+    getAccountInfo,
+});
+//# sourceMappingURL=account-actions-with-credential.js.map

package/lib/services/account-actions-with-credential.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"account-actions-with-credential.js","sourceRoot":"","sources":["../../src/services/account-actions-with-credential.ts"],"names":[],"mappings":";;AAAA,uDAA2E;AAC3E,+CAA4C;AAE5C,gDAA2D;AAC3D,gDAA2D;AAC3D,0CAA6D;AAE7D,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,YAAY,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IACrD,MAAM,OAAO,GAAG,MAAM,IAAA,+BAAqB,EAAC,UAAU,CAAC,CAAC;IACxD,OAAO;QACL,EAAE,UAAU,EAAE,WAAW,OAAO,CAAC,GAAG,eAAe,EAAE;QACrD,EAAE,UAAU,EAAE,WAAW,OAAO,CAAC,GAAG,YAAY,EAAE;KACnD,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,cAAc,GAAG,KAAK,EAAE,UAAuB,EAAE,SAAiB,EAAE,EAAE;IAC1E,IAAI,SAAS,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE;QACnC,OAAO,IAAA,+BAAqB,EAAC,UAAU,EAAE,SAAS,CAAC,CAAC;KACrD;IACD,IAAI,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE;QAChC,OAAO,IAAA,iCAA0B,EAAC,UAAU,EAAE,SAAS,CAAC,CAAC;KAC1D;IACD,MAAM,IAAI,KAAK,CAAC,2BAA2B,SAAS,EAAE,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,IAAA,kDAAmC,EACjC,QAAQ,EACR,SAAS,EACT;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;IACtC,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD;IACE,YAAY;IACZ,cAAc;CACf,CACF,CAAC","sourcesContent":["import { provideAccountActionsWithCredential } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from '../api/private-api';\nimport { resolveAccountProfile } from './accounts/profile';\nimport { getUnifiedAccountInfo } from './accounts/unified';\nimport { getSpotAccountInfoSnapshot } from './accounts/spot';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst listAccounts = async (credential: ICredential) => {\n const profile = await resolveAccountProfile(credential);\n return [\n { account_id: `binance/${profile.uid}/unified/usdt` },\n { account_id: `binance/${profile.uid}/spot/usdt` },\n ];\n};\n\nconst getAccountInfo = async (credential: ICredential, accountId: string) => {\n if (accountId.includes('/unified/')) {\n return getUnifiedAccountInfo(credential, accountId);\n }\n if (accountId.includes('/spot/')) {\n return getSpotAccountInfoSnapshot(credential, accountId);\n }\n throw new Error(`Unsupported account_id: ${accountId}`);\n};\n\nprovideAccountActionsWithCredential<ICredential>(\n terminal,\n 'BINANCE',\n {\n type: 'object',\n required: ['access_key', 'secret_key'],\n properties: {\n access_key: { type: 'string' },\n secret_key: { type: 'string' },\n },\n },\n {\n listAccounts,\n getAccountInfo,\n },\n);\n"]}

package/lib/services/accounts/profile.d.ts ADDED Viewed

@@ -0,0 +1,7 @@
+import { ICredential } from '../../api/private-api';
+interface IAccountProfile {
+    uid: string;
+}
+export declare const resolveAccountProfile: (credential: ICredential) => Promise<IAccountProfile>;
+export {};
+//# sourceMappingURL=profile.d.ts.map

package/lib/services/accounts/profile.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"profile.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AAEA,OAAO,EAAsB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAExE,UAAU,eAAe;IACvB,GAAG,EAAE,MAAM,CAAC;CACb;AAiBD,eAAO,MAAM,qBAAqB,eAAsB,WAAW,KAAG,QAAQ,eAAe,CAO5F,CAAC"}

package/lib/services/accounts/profile.js ADDED Viewed

@@ -0,0 +1,26 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.resolveAccountProfile = void 0;
+const cache_1 = require("@yuants/cache");
+const client_1 = require("../../api/client");
+const private_api_1 = require("../../api/private-api");
+const PROFILE_TTL = 60000;
+const serializeCredential = (credential) => JSON.stringify(credential);
+const deserializeCredential = (key) => JSON.parse(key);
+const accountProfileCache = (0, cache_1.createCache)(async (key) => {
+    const spotAccountInfo = await (0, private_api_1.getSpotAccountInfo)(deserializeCredential(key));
+    if ((0, client_1.isApiError)(spotAccountInfo)) {
+        throw new Error(spotAccountInfo.msg);
+    }
+    return { uid: `${spotAccountInfo.uid}` };
+}, { expire: PROFILE_TTL });
+const resolveAccountProfile = async (credential) => {
+    const key = serializeCredential(credential);
+    const profile = await accountProfileCache.query(key);
+    if (!profile) {
+        throw new Error('Unable to resolve Binance account profile');
+    }
+    return profile;
+};
+exports.resolveAccountProfile = resolveAccountProfile;
+//# sourceMappingURL=profile.js.map

package/lib/services/accounts/profile.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAC5C,6CAA8C;AAC9C,uDAAwE;AAMxE,MAAM,WAAW,GAAG,KAAM,CAAC;AAC3B,MAAM,mBAAmB,GAAG,CAAC,UAAuB,EAAE,EAAE,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;AACpF,MAAM,qBAAqB,GAAG,CAAC,GAAW,EAAe,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAgB,CAAC;AAE3F,MAAM,mBAAmB,GAAG,IAAA,mBAAW,EACrC,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,eAAe,GAAG,MAAM,IAAA,gCAAkB,EAAC,qBAAqB,CAAC,GAAG,CAAC,CAAC,CAAC;IAC7E,IAAI,IAAA,mBAAU,EAAC,eAAe,CAAC,EAAE;QAC/B,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,GAAG,CAAC,CAAC;KACtC;IACD,OAAO,EAAE,GAAG,EAAE,GAAG,eAAe,CAAC,GAAG,EAAE,EAAE,CAAC;AAC3C,CAAC,EACD,EAAE,MAAM,EAAE,WAAW,EAAE,CACxB,CAAC;AAEK,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAA4B,EAAE;IAC/F,MAAM,GAAG,GAAG,mBAAmB,CAAC,UAAU,CAAC,CAAC;IAC5C,MAAM,OAAO,GAAG,MAAM,mBAAmB,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACrD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,IAAI,KAAK,CAAC,2CAA2C,CAAC,CAAC;KAC9D;IACD,OAAO,OAAO,CAAC;AACjB,CAAC,CAAC;AAPW,QAAA,qBAAqB,yBAOhC","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { isApiError } from '../../api/client';\nimport { getSpotAccountInfo, ICredential } from '../../api/private-api';\n\ninterface IAccountProfile {\n uid: string;\n}\n\nconst PROFILE_TTL = 60_000;\nconst serializeCredential = (credential: ICredential) => JSON.stringify(credential);\nconst deserializeCredential = (key: string): ICredential => JSON.parse(key) as ICredential;\n\nconst accountProfileCache = createCache<IAccountProfile>(\n async (key) => {\n const spotAccountInfo = await getSpotAccountInfo(deserializeCredential(key));\n if (isApiError(spotAccountInfo)) {\n throw new Error(spotAccountInfo.msg);\n }\n return { uid: `${spotAccountInfo.uid}` };\n },\n { expire: PROFILE_TTL },\n);\n\nexport const resolveAccountProfile = async (credential: ICredential): Promise<IAccountProfile> => {\n const key = serializeCredential(credential);\n const profile = await accountProfileCache.query(key);\n if (!profile) {\n throw new Error('Unable to resolve Binance account profile');\n }\n return profile;\n};\n"]}

package/lib/services/accounts/spot.d.ts ADDED Viewed

@@ -0,0 +1,4 @@
+import { IActionHandlerOfGetAccountInfo } from '@yuants/data-account';
+import { ICredential } from '../../api/private-api';
+export declare const getSpotAccountInfoSnapshot: IActionHandlerOfGetAccountInfo<ICredential>;
+//# sourceMappingURL=spot.d.ts.map

package/lib/services/accounts/spot.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,8BAA8B,EAAa,MAAM,sBAAsB,CAAC;AAGjF,OAAO,EAAsB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAExE,eAAO,MAAM,0BAA0B,EAAE,8BAA8B,CAAC,WAAW,CAwClF,CAAC"}

package/lib/services/accounts/spot.js ADDED Viewed

@@ -0,0 +1,48 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getSpotAccountInfoSnapshot = void 0;
+const utils_1 = require("@yuants/utils");
+const client_1 = require("../../api/client");
+const private_api_1 = require("../../api/private-api");
+const getSpotAccountInfoSnapshot = async (credential, _accountId) => {
+    var _a, _b;
+    const res = await (0, private_api_1.getSpotAccountInfo)(credential, { omitZeroBalances: true });
+    if ((0, client_1.isApiError)(res)) {
+        throw new Error(res.msg);
+    }
+    const usdtAsset = res.balances.find((balance) => balance.asset === 'USDT');
+    const free = +((_a = usdtAsset === null || usdtAsset === void 0 ? void 0 : usdtAsset.free) !== null && _a !== void 0 ? _a : 0);
+    const locked = +((_b = usdtAsset === null || usdtAsset === void 0 ? void 0 : usdtAsset.locked) !== null && _b !== void 0 ? _b : 0);
+    const equity = free + locked;
+    const positions = res.balances
+        .filter((balance) => balance.asset !== 'USDT')
+        .map((balance) => {
+        const volume = +balance.free + +balance.locked;
+        if (!volume)
+            return undefined;
+        const position = {
+            position_id: `spot/${balance.asset}`,
+            datasource_id: 'BINANCE',
+            product_id: (0, utils_1.encodePath)('spot', `${balance.asset}USDT`),
+            direction: 'LONG',
+            volume,
+            free_volume: +balance.free,
+            position_price: 0,
+            closable_price: 0,
+            floating_profit: 0,
+            valuation: 0,
+        };
+        return position;
+    })
+        .filter((position) => Boolean(position));
+    return {
+        money: {
+            currency: 'USDT',
+            equity,
+            free,
+        },
+        positions,
+    };
+};
+exports.getSpotAccountInfoSnapshot = getSpotAccountInfoSnapshot;
+//# sourceMappingURL=spot.js.map

package/lib/services/accounts/spot.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,6CAA8C;AAC9C,uDAAwE;AAEjE,MAAM,0BAA0B,GAAgD,KAAK,EAC1F,UAAU,EACV,UAAU,EACV,EAAE;;IACF,MAAM,GAAG,GAAG,MAAM,IAAA,gCAAkB,EAAC,UAAU,EAAE,EAAE,gBAAgB,EAAE,IAAI,EAAE,CAAC,CAAC;IAC7E,IAAI,IAAA,mBAAU,EAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;KAC1B;IACD,MAAM,SAAS,GAAG,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC;IAC3E,MAAM,IAAI,GAAG,CAAC,CAAC,MAAA,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAE,IAAI,mCAAI,CAAC,CAAC,CAAC;IACrC,MAAM,MAAM,GAAG,CAAC,CAAC,MAAA,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAE,MAAM,mCAAI,CAAC,CAAC,CAAC;IACzC,MAAM,MAAM,GAAG,IAAI,GAAG,MAAM,CAAC;IAC7B,MAAM,SAAS,GAAG,GAAG,CAAC,QAAQ;SAC3B,MAAM,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,KAAK,KAAK,MAAM,CAAC;SAC7C,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE;QACf,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,IAAI,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC;QAC/C,IAAI,CAAC,MAAM;YAAE,OAAO,SAAS,CAAC;QAC9B,MAAM,QAAQ,GAAc;YAC1B,WAAW,EAAE,QAAQ,OAAO,CAAC,KAAK,EAAE;YACpC,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,GAAG,OAAO,CAAC,KAAK,MAAM,CAAC;YACtD,SAAS,EAAE,MAAM;YACjB,MAAM;YACN,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI;YAC1B,cAAc,EAAE,CAAC;YACjB,cAAc,EAAE,CAAC;YACjB,eAAe,EAAE,CAAC;YAClB,SAAS,EAAE,CAAC;SACb,CAAC;QACF,OAAO,QAAQ,CAAC;IAClB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,QAAQ,EAAyB,EAAE,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC;IAClE,OAAO;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,MAAM;YAChB,MAAM;YACN,IAAI;SACL;QACD,SAAS;KACV,CAAC;AACJ,CAAC,CAAC;AAxCW,QAAA,0BAA0B,8BAwCrC","sourcesContent":["import { IActionHandlerOfGetAccountInfo, IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getSpotAccountInfo, ICredential } from '../../api/private-api';\n\nexport const getSpotAccountInfoSnapshot: IActionHandlerOfGetAccountInfo<ICredential> = async (\n credential,\n _accountId,\n) => {\n const res = await getSpotAccountInfo(credential, { omitZeroBalances: true });\n if (isApiError(res)) {\n throw new Error(res.msg);\n }\n const usdtAsset = res.balances.find((balance) => balance.asset === 'USDT');\n const free = +(usdtAsset?.free ?? 0);\n const locked = +(usdtAsset?.locked ?? 0);\n const equity = free + locked;\n const positions = res.balances\n .filter((balance) => balance.asset !== 'USDT')\n .map((balance) => {\n const volume = +balance.free + +balance.locked;\n if (!volume) return undefined;\n const position: IPosition = {\n position_id: `spot/${balance.asset}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('spot', `${balance.asset}USDT`),\n direction: 'LONG',\n volume,\n free_volume: +balance.free,\n position_price: 0,\n closable_price: 0,\n floating_profit: 0,\n valuation: 0,\n };\n return position;\n })\n .filter((position): position is IPosition => Boolean(position));\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n};\n"]}

package/lib/services/accounts/unified.d.ts ADDED Viewed

@@ -0,0 +1,4 @@
+import { IActionHandlerOfGetAccountInfo } from '@yuants/data-account';
+import { ICredential } from '../../api/private-api';
+export declare const getUnifiedAccountInfo: IActionHandlerOfGetAccountInfo<ICredential>;
+//# sourceMappingURL=unified.d.ts.map

package/lib/services/accounts/unified.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"unified.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,8BAA8B,EAAa,MAAM,sBAAsB,CAAC;AAGjF,OAAO,EAAiD,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEnG,eAAO,MAAM,qBAAqB,EAAE,8BAA8B,CAAC,WAAW,CA2D7E,CAAC"}

package/lib/services/accounts/unified.js ADDED Viewed

@@ -0,0 +1,60 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getUnifiedAccountInfo = void 0;
+const utils_1 = require("@yuants/utils");
+const client_1 = require("../../api/client");
+const private_api_1 = require("../../api/private-api");
+const getUnifiedAccountInfo = async (credential, _accountId) => {
+    const [balanceRes, umAccountRes] = await Promise.all([
+        (0, private_api_1.getUnifiedAccountBalance)(credential),
+        (0, private_api_1.getUnifiedUmAccount)(credential),
+    ]);
+    if ((0, client_1.isApiError)(balanceRes)) {
+        throw new Error(balanceRes.msg);
+    }
+    if ((0, client_1.isApiError)(umAccountRes)) {
+        throw new Error(umAccountRes.msg);
+    }
+    const usdtBalance = balanceRes.find((item) => item.asset === 'USDT');
+    if (!usdtBalance) {
+        throw new Error('USDT balance not found');
+    }
+    const usdtAsset = umAccountRes.assets.find((item) => item.asset === 'USDT');
+    if (!usdtAsset) {
+        throw new Error('USDT asset not found in UM account');
+    }
+    const equity = +usdtBalance.totalWalletBalance + +usdtBalance.umUnrealizedPNL;
+    const free = equity - +usdtAsset.initialMargin;
+    const positions = umAccountRes.positions
+        .filter((position) => +position.positionAmt !== 0)
+        .map((position) => ({
+        position_id: `${position.symbol}/${position.positionSide}`,
+        datasource_id: 'BINANCE',
+        product_id: (0, utils_1.encodePath)('usdt-future', position.symbol),
+        direction: position.positionSide === 'LONG'
+            ? 'LONG'
+            : position.positionSide === 'SHORT'
+                ? 'SHORT'
+                : position.positionSide === 'BOTH'
+                    ? 'BOTH'
+                    : 'UNKNOWN',
+        volume: +position.positionAmt,
+        free_volume: +position.positionAmt,
+        position_price: +position.entryPrice,
+        closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,
+        floating_profit: +position.unrealizedProfit,
+        valuation: +position.positionAmt *
+            (+position.entryPrice +
+                (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),
+    }));
+    return {
+        money: {
+            currency: 'USDT',
+            equity,
+            free,
+        },
+        positions,
+    };
+};
+exports.getUnifiedAccountInfo = getUnifiedAccountInfo;
+//# sourceMappingURL=unified.js.map

package/lib/services/accounts/unified.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,6CAA8C;AAC9C,uDAAmG;AAE5F,MAAM,qBAAqB,GAAgD,KAAK,EACrF,UAAU,EACV,UAAU,EACV,EAAE;IACF,MAAM,CAAC,UAAU,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACnD,IAAA,sCAAwB,EAAC,UAAU,CAAC;QACpC,IAAA,iCAAmB,EAAC,UAAU,CAAC;KAChC,CAAC,CAAC;IACH,IAAI,IAAA,mBAAU,EAAC,UAAU,CAAC,EAAE;QAC1B,MAAM,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;KACjC;IACD,IAAI,IAAA,mBAAU,EAAC,YAAY,CAAC,EAAE;QAC5B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;KACnC;IACD,MAAM,WAAW,GAAG,UAAU,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC;IACrE,IAAI,CAAC,WAAW,EAAE;QAChB,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;KAC3C;IACD,MAAM,SAAS,GAAG,YAAY,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC;IAC5E,IAAI,CAAC,SAAS,EAAE;QACd,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;KACvD;IAED,MAAM,MAAM,GAAG,CAAC,WAAW,CAAC,kBAAkB,GAAG,CAAC,WAAW,CAAC,eAAe,CAAC;IAC9E,MAAM,IAAI,GAAG,MAAM,GAAG,CAAC,SAAS,CAAC,aAAa,CAAC;IAE/C,MAAM,SAAS,GAAgB,YAAY,CAAC,SAAS;SAClD,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC;SACjD,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;QAClB,WAAW,EAAE,GAAG,QAAQ,CAAC,MAAM,IAAI,QAAQ,CAAC,YAAY,EAAE;QAC1D,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,aAAa,EAAE,QAAQ,CAAC,MAAM,CAAC;QACtD,SAAS,EACP,QAAQ,CAAC,YAAY,KAAK,MAAM;YAC9B,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,OAAO;gBACnC,CAAC,CAAC,OAAO;gBACT,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,MAAM;oBAClC,CAAC,CAAC,MAAM;oBACR,CAAC,CAAC,SAAS;QACf,MAAM,EAAE,CAAC,QAAQ,CAAC,WAAW;QAC7B,WAAW,EAAE,CAAC,QAAQ,CAAC,WAAW;QAClC,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU;QACpC,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU,GAAG,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW;QACzF,eAAe,EAAE,CAAC,QAAQ,CAAC,gBAAgB;QAC3C,SAAS,EACP,CAAC,QAAQ,CAAC,WAAW;YACrB,CAAC,CAAC,QAAQ,CAAC,UAAU;gBACnB,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;KAC5F,CAAC,CAAC,CAAC;IAEN,OAAO;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,MAAM;YAChB,MAAM;YACN,IAAI;SACL;QACD,SAAS;KACV,CAAC;AACJ,CAAC,CAAC;AA3DW,QAAA,qBAAqB,yBA2DhC","sourcesContent":["import { IActionHandlerOfGetAccountInfo, IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getUnifiedAccountBalance, getUnifiedUmAccount, ICredential } from '../../api/private-api';\n\nexport const getUnifiedAccountInfo: IActionHandlerOfGetAccountInfo<ICredential> = async (\n credential,\n _accountId,\n) => {\n const [balanceRes, umAccountRes] = await Promise.all([\n getUnifiedAccountBalance(credential),\n getUnifiedUmAccount(credential),\n ]);\n if (isApiError(balanceRes)) {\n throw new Error(balanceRes.msg);\n }\n if (isApiError(umAccountRes)) {\n throw new Error(umAccountRes.msg);\n }\n const usdtBalance = balanceRes.find((item) => item.asset === 'USDT');\n if (!usdtBalance) {\n throw new Error('USDT balance not found');\n }\n const usdtAsset = umAccountRes.assets.find((item) => item.asset === 'USDT');\n if (!usdtAsset) {\n throw new Error('USDT asset not found in UM account');\n }\n\n const equity = +usdtBalance.totalWalletBalance + +usdtBalance.umUnrealizedPNL;\n const free = equity - +usdtAsset.initialMargin;\n\n const positions: IPosition[] = umAccountRes.positions\n .filter((position) => +position.positionAmt !== 0)\n .map((position) => ({\n position_id: `${position.symbol}/${position.positionSide}`,\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', position.symbol),\n direction:\n position.positionSide === 'LONG'\n ? 'LONG'\n : position.positionSide === 'SHORT'\n ? 'SHORT'\n : position.positionSide === 'BOTH'\n ? 'BOTH'\n : 'UNKNOWN',\n volume: +position.positionAmt,\n free_volume: +position.positionAmt,\n position_price: +position.entryPrice,\n closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,\n floating_profit: +position.unrealizedProfit,\n valuation:\n +position.positionAmt *\n (+position.entryPrice +\n (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),\n }));\n\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\n positions,\n };\n};\n"]}

package/lib/services/order-actions-with-credential.d.ts ADDED Viewed

	@@ -0,0 +1,2 @@
1	+ export {};
2	+ //# sourceMappingURL=order-actions-with-credential.d.ts.map

package/lib/services/order-actions-with-credential.d.ts.map ADDED Viewed

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

package/lib/services/order-actions-with-credential.js ADDED Viewed

@@ -0,0 +1,21 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const data_order_1 = require("@yuants/data-order");
+const protocol_1 = require("@yuants/protocol");
+const submitOrder_1 = require("./orders/submitOrder");
+const cancelOrder_1 = require("./orders/cancelOrder");
+const listOrders_1 = require("./orders/listOrders");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+(0, data_order_1.provideOrderActionsWithCredential)(terminal, 'BINANCE', {
+    type: 'object',
+    required: ['access_key', 'secret_key'],
+    properties: {
+        access_key: { type: 'string' },
+        secret_key: { type: 'string' },
+    },
+}, {
+    submitOrder: submitOrder_1.submitOrder,
+    cancelOrder: cancelOrder_1.cancelOrder,
+    listOrders: listOrders_1.listOrders,
+});
+//# sourceMappingURL=order-actions-with-credential.js.map

package/lib/services/order-actions-with-credential.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"order-actions-with-credential.js","sourceRoot":"","sources":["../../src/services/order-actions-with-credential.ts"],"names":[],"mappings":";;AAAA,mDAAuE;AACvE,+CAA4C;AAE5C,sDAAmD;AACnD,sDAAmD;AACnD,oDAAiD;AAEjD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,8CAAiC,EAC/B,QAAQ,EACR,SAAS,EACT;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;IACtC,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD;IACE,WAAW,EAAX,yBAAW;IACX,WAAW,EAAX,yBAAW;IACX,UAAU,EAAV,uBAAU;CACX,CACF,CAAC","sourcesContent":["import { provideOrderActionsWithCredential } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from '../api/private-api';\nimport { submitOrder } from './orders/submitOrder';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { listOrders } from './orders/listOrders';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideOrderActionsWithCredential<ICredential>(\n terminal,\n 'BINANCE',\n {\n type: 'object',\n required: ['access_key', 'secret_key'],\n properties: {\n access_key: { type: 'string' },\n secret_key: { type: 'string' },\n },\n },\n {\n submitOrder,\n cancelOrder,\n listOrders,\n },\n);\n"]}

package/lib/services/orders/cancelOrder.d.ts ADDED Viewed

@@ -0,0 +1,4 @@
+import { IActionHandlerOfCancelOrder } from '@yuants/data-order';
+import { ICredential } from '../../api/private-api';
+export declare const cancelOrder: IActionHandlerOfCancelOrder<ICredential>;
+//# sourceMappingURL=cancelOrder.d.ts.map

package/lib/services/orders/cancelOrder.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"cancelOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AAEjE,OAAO,EAAkC,WAAW,EAAE,MAAM,uBAAuB,CAAC;AA+BpF,eAAO,MAAM,WAAW,EAAE,2BAA2B,CAAC,WAAW,CAQhE,CAAC"}

package/lib/services/orders/cancelOrder.js ADDED Viewed

@@ -0,0 +1,43 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.cancelOrder = void 0;
+const client_1 = require("../../api/client");
+const private_api_1 = require("../../api/private-api");
+const order_utils_1 = require("./order-utils");
+const cancelUnifiedOrder = async (credential, order) => {
+    if (!order.order_id) {
+        throw new Error('Binance cancelOrder requires order_id');
+    }
+    const symbol = (0, order_utils_1.decodeFutureSymbol)(order.product_id);
+    const res = await (0, private_api_1.deleteUmOrder)(credential, {
+        symbol,
+        orderId: order.order_id,
+    });
+    if ((0, client_1.isApiError)(res)) {
+        throw new Error(`Binance cancel unified order failed: ${res.code} ${res.msg}`);
+    }
+};
+const cancelSpotOrder = async (credential, order) => {
+    if (!order.order_id) {
+        throw new Error('Binance cancelOrder requires order_id');
+    }
+    const symbol = (0, order_utils_1.decodeSpotSymbol)(order.product_id);
+    const res = await (0, private_api_1.deleteSpotOrder)(credential, {
+        symbol,
+        orderId: order.order_id,
+    });
+    if ((0, client_1.isApiError)(res)) {
+        throw new Error(`Binance cancel spot order failed: ${res.code} ${res.msg}`);
+    }
+};
+const cancelOrder = async (credential, order) => {
+    if (order.account_id.includes('/unified/')) {
+        return cancelUnifiedOrder(credential, order);
+    }
+    if (order.account_id.includes('/spot/')) {
+        return cancelSpotOrder(credential, order);
+    }
+    throw new Error(`Unsupported account_id for cancelOrder: ${order.account_id}`);
+};
+exports.cancelOrder = cancelOrder;
+//# sourceMappingURL=cancelOrder.js.map

package/lib/services/orders/cancelOrder.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":";;;AACA,6CAA8C;AAC9C,uDAAoF;AACpF,+CAAqE;AAErE,MAAM,kBAAkB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,uCAAuC,CAAC,CAAC;KAC1D;IACD,MAAM,MAAM,GAAG,IAAA,gCAAkB,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACpD,MAAM,GAAG,GAAG,MAAM,IAAA,2BAAa,EAAC,UAAU,EAAE;QAC1C,MAAM;QACN,OAAO,EAAE,KAAK,CAAC,QAAQ;KACxB,CAAC,CAAC;IACH,IAAI,IAAA,mBAAU,EAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,wCAAwC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAChF;AACH,CAAC,CAAC;AAEF,MAAM,eAAe,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC5F,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,uCAAuC,CAAC,CAAC;KAC1D;IACD,MAAM,MAAM,GAAG,IAAA,8BAAgB,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAClD,MAAM,GAAG,GAAG,MAAM,IAAA,6BAAe,EAAC,UAAU,EAAE;QAC5C,MAAM;QACN,OAAO,EAAE,KAAK,CAAC,QAAQ;KACxB,CAAC,CAAC;IACH,IAAI,IAAA,mBAAU,EAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,qCAAqC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAC7E;AACH,CAAC,CAAC;AAEK,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;AARW,QAAA,WAAW,eAQtB","sourcesContent":["import { IActionHandlerOfCancelOrder } from '@yuants/data-order';\nimport { isApiError } from '../../api/client';\nimport { deleteSpotOrder, deleteUmOrder, ICredential } from '../../api/private-api';\nimport { decodeFutureSymbol, decodeSpotSymbol } from './order-utils';\n\nconst cancelUnifiedOrder: IActionHandlerOfCancelOrder<ICredential> = async (credential, order) => {\n if (!order.order_id) {\n throw new Error('Binance cancelOrder requires order_id');\n }\n const symbol = decodeFutureSymbol(order.product_id);\n const res = await deleteUmOrder(credential, {\n symbol,\n orderId: order.order_id,\n });\n if (isApiError(res)) {\n throw new Error(`Binance cancel unified order failed: ${res.code} ${res.msg}`);\n }\n};\n\nconst cancelSpotOrder: IActionHandlerOfCancelOrder<ICredential> = async (credential, order) => {\n if (!order.order_id) {\n throw new Error('Binance cancelOrder requires order_id');\n }\n const symbol = decodeSpotSymbol(order.product_id);\n const res = await deleteSpotOrder(credential, {\n symbol,\n orderId: order.order_id,\n });\n if (isApiError(res)) {\n throw new Error(`Binance cancel spot order failed: ${res.code} ${res.msg}`);\n }\n};\n\nexport const cancelOrder: IActionHandlerOfCancelOrder<ICredential> = async (credential, order) => {\n if (order.account_id.includes('/unified/')) {\n return cancelUnifiedOrder(credential, order);\n }\n if (order.account_id.includes('/spot/')) {\n return cancelSpotOrder(credential, order);\n }\n throw new Error(`Unsupported account_id for cancelOrder: ${order.account_id}`);\n};\n"]}

package/lib/services/orders/listOrders.d.ts ADDED Viewed

@@ -0,0 +1,4 @@
+import { IActionHandlerOfListOrders } from '@yuants/data-order';
+import { ICredential } from '../../api/private-api';
+export declare const listOrders: IActionHandlerOfListOrders<ICredential>;
+//# sourceMappingURL=listOrders.d.ts.map

package/lib/services/orders/listOrders.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
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