@yuants/vendor-binance 0.8.1 → 0.8.3

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 (62) hide show
  1. package/dist/api/private-api.js +46 -1
  2. package/dist/api/private-api.js.map +1 -1
  3. package/dist/api/public-api.js +3 -5
  4. package/dist/api/public-api.js.map +1 -1
  5. package/dist/index.js +4 -4
  6. package/dist/index.js.map +1 -1
  7. package/dist/public-data/interest_rate.js +82 -0
  8. package/dist/public-data/interest_rate.js.map +1 -0
  9. package/dist/public-data/ohlc.js +88 -0
  10. package/dist/public-data/ohlc.js.map +1 -0
  11. package/dist/{product.js → public-data/product.js} +1 -1
  12. package/dist/public-data/product.js.map +1 -0
  13. package/dist/{quote.js → public-data/quote.js} +53 -5
  14. package/dist/public-data/quote.js.map +1 -0
  15. package/dist/services/order-actions-with-credential.js +3 -1
  16. package/dist/services/order-actions-with-credential.js.map +1 -1
  17. package/dist/services/orders/modifyOrder.js +58 -0
  18. package/dist/services/orders/modifyOrder.js.map +1 -0
  19. package/lib/api/private-api.d.ts +97 -0
  20. package/lib/api/private-api.d.ts.map +1 -1
  21. package/lib/api/private-api.js +51 -1
  22. package/lib/api/private-api.js.map +1 -1
  23. package/lib/api/public-api.d.ts +11 -6
  24. package/lib/api/public-api.d.ts.map +1 -1
  25. package/lib/api/public-api.js +5 -7
  26. package/lib/api/public-api.js.map +1 -1
  27. package/lib/index.d.ts +4 -4
  28. package/lib/index.d.ts.map +1 -1
  29. package/lib/index.js +4 -4
  30. package/lib/index.js.map +1 -1
  31. package/lib/public-data/interest_rate.d.ts.map +1 -0
  32. package/lib/public-data/interest_rate.js +84 -0
  33. package/lib/public-data/interest_rate.js.map +1 -0
  34. package/lib/public-data/ohlc.d.ts +2 -0
  35. package/lib/public-data/ohlc.d.ts.map +1 -0
  36. package/lib/{interest_rate.js → public-data/ohlc.js} +55 -22
  37. package/lib/public-data/ohlc.js.map +1 -0
  38. package/lib/{product.d.ts.map → public-data/product.d.ts.map} +1 -1
  39. package/lib/{product.js → public-data/product.js} +1 -1
  40. package/lib/public-data/product.js.map +1 -0
  41. package/lib/{quote.d.ts.map → public-data/quote.d.ts.map} +1 -1
  42. package/lib/{quote.js → public-data/quote.js} +52 -4
  43. package/lib/public-data/quote.js.map +1 -0
  44. package/lib/services/order-actions-with-credential.js +3 -1
  45. package/lib/services/order-actions-with-credential.js.map +1 -1
  46. package/lib/services/orders/modifyOrder.d.ts +4 -0
  47. package/lib/services/orders/modifyOrder.d.ts.map +1 -0
  48. package/lib/services/orders/modifyOrder.js +62 -0
  49. package/lib/services/orders/modifyOrder.js.map +1 -0
  50. package/package.json +11 -11
  51. package/temp/package-deps.json +23 -21
  52. package/dist/interest_rate.js +0 -55
  53. package/dist/interest_rate.js.map +0 -1
  54. package/dist/product.js.map +0 -1
  55. package/dist/quote.js.map +0 -1
  56. package/lib/interest_rate.d.ts.map +0 -1
  57. package/lib/interest_rate.js.map +0 -1
  58. package/lib/product.js.map +0 -1
  59. package/lib/quote.js.map +0 -1
  60. /package/lib/{interest_rate.d.ts → public-data/interest_rate.d.ts} +0 -0
  61. /package/lib/{product.d.ts → public-data/product.d.ts} +0 -0
  62. /package/lib/{quote.d.ts → public-data/quote.d.ts} +0 -0
package/lib/public-data/interest_rate.js ADDED
@@ -0,0 +1,84 @@
1
+ "use strict";
2
+ var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
3
+ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
4
+ if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
5
+ var g = generator.apply(thisArg, _arguments || []), i, q = [];
6
+ return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
7
+ function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
8
+ function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
9
+ function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
10
+ function fulfill(value) { resume("next", value); }
11
+ function reject(value) { resume("throw", value); }
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+ function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
13
+ };
14
+ Object.defineProperty(exports, "__esModule", { value: true });
15
+ const data_series_1 = require("@yuants/data-series");
16
+ const protocol_1 = require("@yuants/protocol");
17
+ const utils_1 = require("@yuants/utils");
18
+ const rxjs_1 = require("rxjs");
19
+ const public_api_1 = require("../api/public-api");
20
+ const private_api_1 = require("../api/private-api");
21
+ const terminal = protocol_1.Terminal.fromNodeEnv();
22
+ (0, data_series_1.createSeriesProvider)(terminal, {
23
+ tableName: 'interest_rate',
24
+ series_id_prefix_parts: ['BINANCE'],
25
+ reversed: true,
26
+ serviceOptions: { concurrent: 1 },
27
+ queryFn: function ({ series_id, started_at, ended_at }) {
28
+ return __asyncGenerator(this, arguments, function* () {
29
+ const [datasource_id, product_id] = (0, utils_1.decodePath)(series_id);
30
+ let current_start = started_at;
31
+ const [instType, symbol] = (0, utils_1.decodePath)(product_id);
32
+ if (instType === 'usdt-future') {
33
+ while (true) {
34
+ // 向前翻页，时间降序
35
+ const res = yield __await((0, public_api_1.getFutureFundingRate)({
36
+ symbol: symbol,
37
+ startTime: current_start,
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+ endTime: ended_at,
39
+ limit: 1000,
40
+ }));
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+ yield yield __await(res.map((v) => ({
42
+ series_id,
43
+ created_at: (0, utils_1.formatTime)(v.fundingTime),
44
+ datasource_id,
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+ product_id,
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+ long_rate: `${-v.fundingRate}`,
47
+ short_rate: `${v.fundingRate}`,
48
+ settlement_price: '',
49
+ })));
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+ if (res.length < 1000) {
51
+ break;
52
+ }
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+ current_start = +res[res.length - 1].fundingTime;
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+ yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
55
+ }
56
+ }
57
+ else if (instType === 'margin') {
58
+ while (true) {
59
+ const res = yield __await((0, private_api_1.getMarginInterestRateHistory)({
60
+ asset: symbol,
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+ startTime: current_start,
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+ endTime: ended_at,
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+ limit: 100,
64
+ }));
65
+ yield yield __await(res.map((v) => ({
66
+ series_id,
67
+ created_at: (0, utils_1.formatTime)(v.timestamp),
68
+ datasource_id,
69
+ product_id,
70
+ long_rate: v.dailyInterestRate,
71
+ short_rate: '0',
72
+ settlement_price: '',
73
+ })));
74
+ if (res.length < 100) {
75
+ break;
76
+ }
77
+ current_start = +res[res.length - 1].timestamp;
78
+ yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
79
+ }
80
+ }
81
+ });
82
+ },
83
+ });
84
+ //# sourceMappingURL=interest_rate.js.map
package/lib/public-data/interest_rate.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../src/public-data/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,yCAAuD;AACvD,+BAA6C;AAC7C,kDAAyD;AACzD,oDAAkE;AAElE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAoB,EAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YAC1D,IAAI,aAAa,GAAG,UAAU,CAAC;YAC/B,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;YAClD,IAAI,QAAQ,KAAK,aAAa,EAAE;gBAC9B,OAAO,IAAI,EAAE;oBACX,YAAY;oBACZ,MAAM,GAAG,GAAG,cAAM,IAAA,iCAAoB,EAAC;wBACrC,MAAM,EAAE,MAAM;wBACd,SAAS,EAAE,aAAa;wBACxB,OAAO,EAAE,QAAQ;wBACjB,KAAK,EAAE,IAAI;qBACZ,CAAC,CAAA,CAAC;oBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;wBACrB,SAAS;wBACT,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,WAAW,CAAC;wBACrC,aAAa;wBACb,UAAU;wBACV,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE;wBAC9B,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;wBAC9B,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAA,CAAC;oBACF,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;wBACrB,MAAM;qBACP;oBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;oBACjD,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;iBAAM,IAAI,QAAQ,KAAK,QAAQ,EAAE;gBAChC,OAAO,IAAI,EAAE;oBACX,MAAM,GAAG,GAAG,cAAM,IAAA,0CAA4B,EAAC;wBAC7C,KAAK,EAAE,MAAM;wBACb,SAAS,EAAE,aAAa;wBACxB,OAAO,EAAE,QAAQ;wBACjB,KAAK,EAAE,GAAG;qBACX,CAAC,CAAA,CAAC;oBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAKA,EAAiB,EAAE,CAAC,CAAC;wBACpB,SAAS;wBACT,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,SAAS,CAAC;wBACnC,aAAa;wBACb,UAAU;wBACV,SAAS,EAAE,CAAC,CAAC,iBAAiB;wBAC9B,UAAU,EAAE,GAAG;wBACf,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAA,CAAC;oBACF,IAAI,GAAG,CAAC,MAAM,GAAG,GAAG,EAAE;wBACpB,MAAM;qBACP;oBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC;oBAC/C,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getFutureFundingRate } from '../api/public-api';\nimport { getMarginInterestRateHistory } from '../api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['BINANCE'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const [datasource_id, product_id] = decodePath(series_id);\n let current_start = started_at;\n const [instType, symbol] = decodePath(product_id);\n if (instType === 'usdt-future') {\n while (true) {\n // 向前翻页，时间降序\n const res = await getFutureFundingRate({\n symbol: symbol,\n startTime: current_start,\n endTime: ended_at,\n limit: 1000,\n });\n yield res.map(\n (v): IInterestRate => ({\n series_id,\n created_at: formatTime(v.fundingTime),\n datasource_id,\n product_id,\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n if (res.length < 1000) {\n break;\n }\n current_start = +res[res.length - 1].fundingTime;\n await firstValueFrom(timer(1000));\n }\n } else if (instType === 'margin') {\n while (true) {\n const res = await getMarginInterestRateHistory({\n asset: symbol,\n startTime: current_start,\n endTime: ended_at,\n limit: 100,\n });\n yield res.map(\n (v: {\n asset: string;\n dailyInterestRate: string;\n timestamp: number;\n vipLevel: number;\n }): IInterestRate => ({\n series_id,\n created_at: formatTime(v.timestamp),\n datasource_id,\n product_id,\n long_rate: v.dailyInterestRate,\n short_rate: '0',\n settlement_price: '',\n }),\n );\n if (res.length < 100) {\n break;\n }\n current_start = +res[res.length - 1].timestamp;\n await firstValueFrom(timer(1000));\n }\n }\n },\n});\n"]}
package/lib/public-data/ohlc.d.ts ADDED
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=ohlc.d.ts.map
package/lib/public-data/ohlc.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":""}
package/lib/{interest_rate.js → public-data/ohlc.js} RENAMED
@@ -16,42 +16,75 @@ const data_series_1 = require("@yuants/data-series");
16
16
  const protocol_1 = require("@yuants/protocol");
17
17
  const utils_1 = require("@yuants/utils");
18
18
  const rxjs_1 = require("rxjs");
19
- const public_api_1 = require("./api/public-api");
19
+ const client_1 = require("../api/client");
20
20
  const terminal = protocol_1.Terminal.fromNodeEnv();
21
+ const DURATION_TO_BINANCE_INTERVAL = {
22
+ PT1M: '1m',
23
+ PT3M: '3m',
24
+ PT5M: '5m',
25
+ PT15M: '15m',
26
+ PT30M: '30m',
27
+ PT1H: '1h',
28
+ PT2H: '2h',
29
+ PT4H: '4h',
30
+ PT6H: '6h',
31
+ PT8H: '8h',
32
+ PT12H: '12h',
33
+ P1D: '1d',
34
+ P3D: '3d',
35
+ P1W: '1w',
36
+ P1M: '1M',
37
+ };
21
38
  (0, data_series_1.createSeriesProvider)(terminal, {
22
- tableName: 'interest_rate',
39
+ tableName: 'ohlc',
23
40
  series_id_prefix_parts: ['BINANCE'],
24
41
  reversed: true,
25
- serviceOptions: { concurrent: 1 },
42
+ serviceOptions: { concurrent: 10 },
26
43
  queryFn: function ({ series_id, started_at, ended_at }) {
27
44
  return __asyncGenerator(this, arguments, function* () {
28
- const [datasource_id, product_id] = (0, utils_1.decodePath)(series_id);
29
- let current_start = started_at;
45
+ const [datasource_id, product_id, duration] = (0, utils_1.decodePath)(series_id);
46
+ const interval = DURATION_TO_BINANCE_INTERVAL[duration];
47
+ if (!interval) {
48
+ throw new Error(`Unsupported duration: ${duration}`);
49
+ }
50
+ const offset = (0, utils_1.convertDurationToOffset)(duration);
30
51
  const [instType, symbol] = (0, utils_1.decodePath)(product_id);
52
+ let current_end = ended_at || Date.now();
53
+ const start = started_at || 0;
54
+ const baseUrl = instType === 'usdt-future'
55
+ ? 'https://fapi.binance.com/fapi/v1/klines'
56
+ : 'https://api.binance.com/api/v3/klines';
31
57
  while (true) {
32
- // 向前翻页，时间降序
33
- const res = yield __await((0, public_api_1.getFutureFundingRate)({
34
- symbol: symbol,
35
- startTime: current_start,
36
- endTime: ended_at,
58
+ const res = yield __await((0, client_1.requestPublic)('GET', baseUrl, {
59
+ symbol,
60
+ interval,
61
+ endTime: current_end,
37
62
  limit: 1000,
38
63
  }));
39
- yield yield __await(res.map((v) => ({
40
- series_id,
41
- created_at: (0, utils_1.formatTime)(v.fundingTime),
64
+ if (res.length === 0)
65
+ break;
66
+ const periods = res.map((k) => ({
42
67
  datasource_id,
43
68
  product_id,
44
- long_rate: `${-v.fundingRate}`,
45
- short_rate: `${v.fundingRate}`,
46
- settlement_price: '',
47
- })));
48
- if (res.length < 1000) {
69
+ duration,
70
+ created_at: (0, utils_1.formatTime)(k[0]),
71
+ closed_at: (0, utils_1.formatTime)(k[0] + offset),
72
+ open: `${k[1]}`,
73
+ high: `${k[2]}`,
74
+ low: `${k[3]}`,
75
+ close: `${k[4]}`,
76
+ volume: `${k[5]}`,
77
+ open_interest: '0',
78
+ series_id,
79
+ }));
80
+ yield yield __await(periods);
81
+ const oldest = periods[0];
82
+ current_end = new Date(oldest.created_at).getTime() - 1;
83
+ if (current_end < start)
49
84
  break;
50
- }
51
- current_start = +res[res.length - 1].fundingTime;
52
- yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
85
+ yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(200)));
53
86
  }
54
87
  });
55
88
  },
56
89
  });
57
- //# sourceMappingURL=interest_rate.js.map
90
+ //# sourceMappingURL=ohlc.js.map
package/lib/public-data/ohlc.js.map ADDED
@@ -0,0 +1 @@
1
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package/lib/{product.d.ts.map → public-data/product.d.ts.map} RENAMED
@@ -1 +1 @@
1
- {"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":""}
1
+ {"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":""}
package/lib/{product.js → public-data/product.js} RENAMED
@@ -3,7 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const data_product_1 = require("@yuants/data-product");
4
4
  const protocol_1 = require("@yuants/protocol");
5
5
  const utils_1 = require("@yuants/utils");
6
- const public_api_1 = require("./api/public-api");
6
+ const public_api_1 = require("../api/public-api");
7
7
  const terminal = protocol_1.Terminal.fromNodeEnv();
8
8
  // Provide QueryProducts service with the new design
9
9
  const cache = (0, data_product_1.provideQueryProductsService)(terminal, 'BINANCE', async (req) => {
package/lib/public-data/product.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"product.js","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":";;AAAA,uDAAoG;AACpG,+CAA4C;AAC5C,yCAA2C;AAC3C,kDAA0D;AAE1D,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.d.ts.map → public-data/quote.d.ts.map} RENAMED
@@ -1 +1 @@
1
- {"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":""}
1
+ {"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../../src/public-data/quote.ts"],"names":[],"mappings":""}
package/lib/{quote.js → public-data/quote.js} RENAMED
@@ -5,7 +5,8 @@ const protocol_1 = require("@yuants/protocol");
5
5
  const sql_1 = require("@yuants/sql");
6
6
  const utils_1 = require("@yuants/utils");
7
7
  const rxjs_1 = require("rxjs");
8
- const public_api_1 = require("./api/public-api");
8
+ const private_api_1 = require("../api/private-api");
9
+ const public_api_1 = require("../api/public-api");
9
10
  const terminal = protocol_1.Terminal.fromNodeEnv();
10
11
  const OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120000;
11
12
  const openInterestCache = (0, cache_1.createCache)(async (symbol) => {
@@ -29,7 +30,14 @@ const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe((0, rxjs_1.mergeMap)((en
29
30
  datasource_id: 'BINANCE',
30
31
  product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
31
32
  last_price: entry.markPrice,
32
- updated_at: new Date((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()).toISOString(),
33
+ // interestRate is the predicted funding rate for next settlement
34
+ // In perpetual futures: when funding rate > 0, longs pay shorts
35
+ // interest_rate_long: cost for holding long (negative of funding rate)
36
+ // interest_rate_short: income for holding short (positive of funding rate)
37
+ interest_rate_long: entry.interestRate,
38
+ interest_rate_short: `${-Number(entry.interestRate)}`,
39
+ interest_rate_next_settled_at: (0, utils_1.formatTime)(entry.nextFundingTime),
40
+ updated_at: (0, utils_1.formatTime)((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
33
41
  });
34
42
  }));
35
43
  const quoteFromBookTicker$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => {
@@ -39,7 +47,7 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entrie
39
47
  product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
40
48
  bid_price: entry.bidPrice,
41
49
  ask_price: entry.askPrice,
42
- updated_at: new Date((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()).toISOString(),
50
+ updated_at: (0, utils_1.formatTime)((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
43
51
  });
44
52
  }));
45
53
  const quoteFromOpenInterest$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.mergeMap)((entry) => (0, rxjs_1.from)(openInterestCache.query(entry.symbol)).pipe((0, rxjs_1.map)((openInterest) => ({
@@ -47,7 +55,47 @@ const quoteFromOpenInterest$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entr
47
55
  product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
48
56
  open_interest: `${openInterest !== null && openInterest !== void 0 ? openInterest : 0}`,
49
57
  }))), 5));
50
- const quote$ = (0, rxjs_1.merge)(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
58
+ const quoteFromSpotBookTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotBookTicker)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }), (0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => ({
59
+ datasource_id: 'BINANCE',
60
+ product_id: (0, utils_1.encodePath)('spot', entry.symbol),
61
+ bid_price: entry.bidPrice,
62
+ ask_price: entry.askPrice,
63
+ bid_volume: entry.bidQty,
64
+ ask_volume: entry.askQty,
65
+ updated_at: (0, utils_1.formatTime)(Date.now()),
66
+ })));
67
+ const marginInterestRateCache = (0, cache_1.createCache)(async (asset) => {
68
+ var _a;
69
+ try {
70
+ const data = await (0, private_api_1.getMarginNextHourlyInterestRate)({
71
+ assets: asset,
72
+ isIsolated: false,
73
+ });
74
+ return (_a = data[0]) === null || _a === void 0 ? void 0 : _a.nextHourlyInterestRate;
75
+ }
76
+ catch (err) {
77
+ return undefined;
78
+ }
79
+ }, {
80
+ expire: 60000,
81
+ });
82
+ const marginPairs$ = (0, rxjs_1.defer)(() => (0, private_api_1.getMarginAllPairs)()).pipe((0, rxjs_1.repeat)({ delay: 3600000 }), // Refresh pair list hourly
83
+ (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
84
+ const quoteFromMarginRates$ = marginPairs$.pipe((0, rxjs_1.mergeMap)((pairs) => (0, rxjs_1.from)(pairs).pipe((0, rxjs_1.mergeMap)((pair) => (0, rxjs_1.defer)(async () => {
85
+ const [baseRate, quoteRate] = await Promise.all([
86
+ marginInterestRateCache.query(pair.base),
87
+ marginInterestRateCache.query(pair.quote),
88
+ ]);
89
+ return {
90
+ datasource_id: 'BINANCE',
91
+ product_id: (0, utils_1.encodePath)('spot', pair.symbol),
92
+ // User instruction: Long = Quote Rate, Short = Base Rate
93
+ interest_rate_long: quoteRate,
94
+ interest_rate_short: baseRate,
95
+ updated_at: (0, utils_1.formatTime)(Date.now()),
96
+ };
97
+ }), 5))), (0, rxjs_1.repeat)({ delay: 60000 }));
98
+ const quote$ = (0, rxjs_1.merge)(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$, quoteFromSpotBookTicker$, quoteFromMarginRates$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
51
99
  datasource_id: 'BINANCE',
52
100
  product_id: group$.key,
53
101
  }), {}))), (0, rxjs_1.share)(), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
package/lib/public-data/quote.js.map ADDED
@@ -0,0 +1 @@
1
+ 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{ createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n defer,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n getFutureBookTicker,\n getFutureOpenInterest,\n getFuturePremiumIndex,\n getSpotBookTicker,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? 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$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n last_price: entry.markPrice,\n // interestRate is the predicted funding rate for next settlement\n // In perpetual futures: when funding rate > 0, longs pay shorts\n // interest_rate_long: cost for holding long (negative of funding rate)\n // interest_rate_short: income for holding short (positive of funding rate)\n interest_rate_long: entry.interestRate,\n interest_rate_short: `${-Number(entry.interestRate)}`,\n interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('usdt-future', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = 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 quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('spot', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n bid_volume: entry.bidQty,\n ask_volume: entry.askQty,\n updated_at: formatTime(Date.now()),\n }),\n ),\n);\n\nconst marginInterestRateCache = createCache<string>(\n async (asset: string) => {\n try {\n const data = await getMarginNextHourlyInterestRate({\n assets: asset,\n isIsolated: false,\n });\n return data[0]?.nextHourlyInterestRate;\n } catch (err) {\n return undefined;\n }\n },\n {\n expire: 60_000,\n },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n repeat({ delay: 3600_000 }), // Refresh pair list hourly\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromMarginRates$ = marginPairs$.pipe(\n mergeMap((pairs: IMarginPair[]) =>\n from(pairs).pipe(\n mergeMap(\n (pair) =>\n defer(async () => {\n const [baseRate, quoteRate] = await Promise.all([\n marginInterestRateCache.query(pair.base),\n marginInterestRateCache.query(pair.quote),\n ]);\n return {\n datasource_id: 'BINANCE',\n product_id: encodePath('spot', pair.symbol),\n // User instruction: Long = Quote Rate, Short = Base Rate\n interest_rate_long: quoteRate,\n interest_rate_short: baseRate,\n updated_at: formatTime(Date.now()),\n } as Partial<IQuote>;\n }),\n 5, // Concurrency\n ),\n ),\n ),\n repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n quoteFromPremiumIndex$,\n quoteFromBookTicker$,\n quoteFromOpenInterest$,\n quoteFromSpotBookTicker$,\n quoteFromMarginRates$,\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\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/order-actions-with-credential.js CHANGED
@@ -2,9 +2,10 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const data_order_1 = require("@yuants/data-order");
4
4
  const protocol_1 = require("@yuants/protocol");
5
- const submitOrder_1 = require("./orders/submitOrder");
6
5
  const cancelOrder_1 = require("./orders/cancelOrder");
7
6
  const listOrders_1 = require("./orders/listOrders");
7
+ const modifyOrder_1 = require("./orders/modifyOrder");
8
+ const submitOrder_1 = require("./orders/submitOrder");
8
9
  const terminal = protocol_1.Terminal.fromNodeEnv();
9
10
  (0, data_order_1.provideOrderActionsWithCredential)(terminal, 'BINANCE', {
10
11
  type: 'object',
@@ -16,6 +17,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
16
17
  }, {
17
18
  submitOrder: submitOrder_1.submitOrder,
18
19
  cancelOrder: cancelOrder_1.cancelOrder,
20
+ modifyOrder: modifyOrder_1.modifyOrder,
19
21
  listOrders: listOrders_1.listOrders,
20
22
  });
21
23
  //# sourceMappingURL=order-actions-with-credential.js.map
package/lib/services/order-actions-with-credential.js.map CHANGED
@@ -1 +1 @@
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"]}
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,oDAAiD;AACjD,sDAAmD;AACnD,sDAAmD;AAEnD,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,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 { cancelOrder } from './orders/cancelOrder';\nimport { listOrders } from './orders/listOrders';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\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 modifyOrder,\n listOrders,\n },\n);\n"]}
package/lib/services/orders/modifyOrder.d.ts ADDED
@@ -0,0 +1,4 @@
1
+ import { IActionHandlerOfModifyOrder } from '@yuants/data-order';
2
+ import { ICredential } from '../../api/private-api';
3
+ export declare const modifyOrder: IActionHandlerOfModifyOrder<ICredential>;
4
+ //# sourceMappingURL=modifyOrder.d.ts.map
package/lib/services/orders/modifyOrder.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"modifyOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/modifyOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AAEjE,OAAO,EAAE,WAAW,EAA0C,MAAM,uBAAuB,CAAC;AA4D5F,eAAO,MAAM,WAAW,EAAE,2BAA2B,CAAC,WAAW,CAQhE,CAAC"}
package/lib/services/orders/modifyOrder.js ADDED
@@ -0,0 +1,62 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.modifyOrder = void 0;
4
+ const client_1 = require("../../api/client");
5
+ const private_api_1 = require("../../api/private-api");
6
+ const order_utils_1 = require("./order-utils");
7
+ const modifyUnifiedOrder = async (credential, order) => {
8
+ const symbol = (0, order_utils_1.decodeFutureSymbol)(order.product_id);
9
+ const side = (0, order_utils_1.mapOrderDirectionToSide)(order.order_direction);
10
+ const res = await (0, private_api_1.putUmOrder)(credential, {
11
+ symbol,
12
+ side,
13
+ orderId: order.order_id ? parseInt(order.order_id) : undefined,
14
+ // origClientOrderId: order.client_order_id, // TODO: support client_order_id
15
+ quantity: order.volume,
16
+ price: order.price,
17
+ });
18
+ if ((0, client_1.isApiError)(res)) {
19
+ throw new Error(`Binance modify unified order failed: ${res.code} ${res.msg}`);
20
+ }
21
+ };
22
+ const modifySpotOrder = async (credential, order) => {
23
+ const symbol = (0, order_utils_1.decodeSpotSymbol)(order.product_id);
24
+ const side = (0, order_utils_1.mapOrderDirectionToSide)(order.order_direction);
25
+ const type = (0, order_utils_1.mapOrderTypeToOrdType)(order.order_type);
26
+ const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
27
+ const params = {
28
+ symbol,
29
+ side,
30
+ type,
31
+ cancelReplaceMode: 'STOP_ON_FAILURE',
32
+ cancelOrderId: order.order_id ? parseInt(order.order_id) : undefined,
33
+ // cancelOrigClientOrderId: order.client_order_id, // TODO: support client_order_id
34
+ newClientOrderId: (0, order_utils_1.deriveClientOrderId)(order),
35
+ quantity: order.volume,
36
+ };
37
+ if (type === 'LIMIT') {
38
+ if (order.price === undefined) {
39
+ throw new Error('Binance spot LIMIT order requires price');
40
+ }
41
+ params.price = order.price;
42
+ params.timeInForce = timeInForce;
43
+ }
44
+ if (order.price !== undefined && type === 'MARKET') {
45
+ params.price = order.price;
46
+ }
47
+ const res = await (0, private_api_1.postSpotOrderCancelReplace)(credential, params);
48
+ if ((0, client_1.isApiError)(res)) {
49
+ throw new Error(`Binance modify spot order failed: ${res.code} ${res.msg}`);
50
+ }
51
+ };
52
+ const modifyOrder = async (credential, order) => {
53
+ if (order.account_id.includes('/unified/')) {
54
+ return modifyUnifiedOrder(credential, order);
55
+ }
56
+ if (order.account_id.includes('/spot/')) {
57
+ return modifySpotOrder(credential, order);
58
+ }
59
+ throw new Error(`Unsupported account_id for modifyOrder: ${order.account_id}`);
60
+ };
61
+ exports.modifyOrder = modifyOrder;
62
+ //# sourceMappingURL=modifyOrder.js.map
package/lib/services/orders/modifyOrder.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../../src/services/orders/modifyOrder.ts"],"names":[],"mappings":";;;AACA,6CAA8C;AAC9C,uDAA4F;AAC5F,+CAMuB;AAEvB,MAAM,kBAAkB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,MAAM,MAAM,GAAG,IAAA,gCAAkB,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACpD,MAAM,IAAI,GAAG,IAAA,qCAAuB,EAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAE5D,MAAM,GAAG,GAAG,MAAM,IAAA,wBAAU,EAAC,UAAU,EAAE;QACvC,MAAM;QACN,IAAI;QACJ,OAAO,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,SAAS;QAC9D,6EAA6E;QAC7E,QAAQ,EAAE,KAAK,CAAC,MAAM;QACtB,KAAK,EAAE,KAAK,CAAC,KAAK;KACnB,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,MAAM,MAAM,GAAG,IAAA,8BAAgB,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAClD,MAAM,IAAI,GAAG,IAAA,qCAAuB,EAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5D,MAAM,IAAI,GAAG,IAAA,mCAAqB,EAAC,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;IAE5G,MAAM,MAAM,GAAqD;QAC/D,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,iBAAiB,EAAE,iBAAiB;QACpC,aAAa,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,SAAS;QACpE,mFAAmF;QACnF,gBAAgB,EAAE,IAAA,iCAAmB,EAAC,KAAK,CAAC;QAC5C,QAAQ,EAAE,KAAK,CAAC,MAAM;KACvB,CAAC;IAEF,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;IAED,MAAM,GAAG,GAAG,MAAM,IAAA,wCAA0B,EAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACjE,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 { IActionHandlerOfModifyOrder } from '@yuants/data-order';\nimport { isApiError } from '../../api/client';\nimport { ICredential, postSpotOrderCancelReplace, putUmOrder } from '../../api/private-api';\nimport {\n decodeFutureSymbol,\n decodeSpotSymbol,\n deriveClientOrderId,\n mapOrderDirectionToSide,\n mapOrderTypeToOrdType,\n} from './order-utils';\n\nconst modifyUnifiedOrder: IActionHandlerOfModifyOrder<ICredential> = async (credential, order) => {\n const symbol = decodeFutureSymbol(order.product_id);\n const side = mapOrderDirectionToSide(order.order_direction);\n\n const res = await putUmOrder(credential, {\n symbol,\n side,\n orderId: order.order_id ? parseInt(order.order_id) : undefined,\n // origClientOrderId: order.client_order_id, // TODO: support client_order_id\n quantity: order.volume,\n price: order.price,\n });\n if (isApiError(res)) {\n throw new Error(`Binance modify unified order failed: ${res.code} ${res.msg}`);\n }\n};\n\nconst modifySpotOrder: IActionHandlerOfModifyOrder<ICredential> = async (credential, order) => {\n const symbol = decodeSpotSymbol(order.product_id);\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\n const params: Parameters<typeof postSpotOrderCancelReplace>[1] = {\n symbol,\n side,\n type,\n cancelReplaceMode: 'STOP_ON_FAILURE',\n cancelOrderId: order.order_id ? parseInt(order.order_id) : undefined,\n // cancelOrigClientOrderId: order.client_order_id, // TODO: support client_order_id\n newClientOrderId: deriveClientOrderId(order),\n quantity: order.volume,\n };\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\n const res = await postSpotOrderCancelReplace(credential, params);\n if (isApiError(res)) {\n throw new Error(`Binance modify spot order failed: ${res.code} ${res.msg}`);\n }\n};\n\nexport const modifyOrder: IActionHandlerOfModifyOrder<ICredential> = async (credential, order) => {\n if (order.account_id.includes('/unified/')) {\n return modifyUnifiedOrder(credential, order);\n }\n if (order.account_id.includes('/spot/')) {\n return modifySpotOrder(credential, order);\n }\n throw new Error(`Unsupported account_id for modifyOrder: ${order.account_id}`);\n};\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-binance",
3
- "version": "0.8.1",
3
+ "version": "0.8.3",
4
4
  "main": "lib/index.js",
5
5
  "files": [
6
6
  "dist",
@@ -8,18 +8,18 @@
8
8
  "temp"
9
9
  ],
10
10
  "dependencies": {
11
- "@yuants/protocol": "0.51.0",
12
- "@yuants/data-account": "0.7.2",
11
+ "@yuants/protocol": "0.52.0",
12
+ "@yuants/data-account": "0.7.3",
13
13
  "@yuants/cache": "0.3.0",
14
- "@yuants/data-quote": "0.2.38",
14
+ "@yuants/data-quote": "0.2.39",
15
15
  "@yuants/utils": "0.11.0",
16
- "@yuants/data-series": "0.3.46",
17
- "@yuants/sql": "0.9.25",
18
- "@yuants/data-product": "0.4.16",
19
- "@yuants/data-ohlc": "0.4.17",
20
- "@yuants/data-order": "0.6.1",
21
- "@yuants/data-interest-rate": "0.1.43",
22
- "@yuants/transfer": "0.2.34",
16
+ "@yuants/data-series": "0.3.47",
17
+ "@yuants/sql": "0.9.26",
18
+ "@yuants/data-product": "0.4.17",
19
+ "@yuants/data-ohlc": "0.4.18",
20
+ "@yuants/data-order": "0.6.2",
21
+ "@yuants/data-interest-rate": "0.1.44",
22
+ "@yuants/transfer": "0.2.35",
23
23
  "rxjs": "~7.5.6",
24
24
  "crypto-js": "^4.2.0"
25
25
  },
package/temp/package-deps.json CHANGED
@@ -1,47 +1,49 @@
1
1
  {
2
2
  "apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
3
- "apps/vendor-binance/CHANGELOG.json": "8067dd3ce00a51db7644750278ffc41f77ab4505",
4
- "apps/vendor-binance/CHANGELOG.md": "fa47d9ba3e9bbbd122c4dc1fa278b81458fc9ba7",
3
+ "apps/vendor-binance/CHANGELOG.json": "6221819d12c07307d4cc62ed85bf226773ed3733",
4
+ "apps/vendor-binance/CHANGELOG.md": "e2388bde3ed2b3d56c723466509e8aab3f46c210",
5
5
  "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
6
- "apps/vendor-binance/SESSION_NOTES.md": "14ffb6e43fda6b0b4f8d577781563884a8026f15",
6
+ "apps/vendor-binance/SESSION_NOTES.md": "d69fb3d14517d838b99985f2b82b35e81ba436b3",
7
7
  "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
8
8
  "apps/vendor-binance/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
9
9
  "apps/vendor-binance/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
10
10
  "apps/vendor-binance/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
11
11
  "apps/vendor-binance/etc/vendor-binance.api.md": "2094b84e9b5e7503f5c42b31fffee8d7db47fe7b",
12
- "apps/vendor-binance/package.json": "018d04f432a6ba18e75abb182ff9e5d204f5c187",
12
+ "apps/vendor-binance/package.json": "9f70b3f5122cf464855f032d0732cd0f175ce1c5",
13
13
  "apps/vendor-binance/src/api/client.ts": "bce65e7525e12ac6ecfb69899f5ed2056ee80404",
14
- "apps/vendor-binance/src/api/private-api.ts": "1c858f64fa8b498a453dd39b2f808c7b3f6b1cdd",
15
- "apps/vendor-binance/src/api/public-api.ts": "a1ba3d006c6ebca42fda068dc3bcbf604984a917",
14
+ "apps/vendor-binance/src/api/private-api.ts": "e7643bd482e4d8f4eefe39aee578e5ea52094b2b",
15
+ "apps/vendor-binance/src/api/public-api.ts": "04671c8732103fac9267c4133a8b96642452daa9",
16
16
  "apps/vendor-binance/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
17
- "apps/vendor-binance/src/index.ts": "30281e0e54ae7528487ae0808d15f4c560f383a2",
18
- "apps/vendor-binance/src/interest_rate.ts": "dd7f7d529e4916fa3d50cafaff3bd99e2a8b3533",
17
+ "apps/vendor-binance/src/index.ts": "50cef2ecce48b30f38bf67728cf1b13afadf9e69",
19
18
  "apps/vendor-binance/src/legacy_index.ts": "0b56f9a9d4d34ca0a136d267e03ae984b86d8149",
20
- "apps/vendor-binance/src/product.ts": "78d38412464870975ff74f7d20bbf2b1b6796127",
21
- "apps/vendor-binance/src/quote.ts": "37ff0ab9b1521fa2d2e6e9187a43a89df361d802",
19
+ "apps/vendor-binance/src/public-data/interest_rate.ts": "5707961027cfc8be32dd40263ca075c2068535bb",
20
+ "apps/vendor-binance/src/public-data/ohlc.ts": "bbc2a939865537f0db0089d43b5cc1b7dff7f348",
21
+ "apps/vendor-binance/src/public-data/product.ts": "6fcc1e8cbcba7e5e21b821552f883ef11b7672e1",
22
+ "apps/vendor-binance/src/public-data/quote.ts": "5ca12fa16733ccd09ac033082ce91763c88f5843",
22
23
  "apps/vendor-binance/src/services/account-actions-with-credential.ts": "0f53b961fc5885deaca1c5776e82a95f5acd9917",
23
24
  "apps/vendor-binance/src/services/accounts/profile.ts": "63205996e6525d103d1829814e04f7a352e15541",
24
25
  "apps/vendor-binance/src/services/accounts/spot.ts": "3c2826d454a94ad519dd4183ef4bb45a9840f75a",
25
26
  "apps/vendor-binance/src/services/accounts/unified.ts": "0d4103dc3f9a5ce171872f5d5a2758a3307dde53",
26
- "apps/vendor-binance/src/services/order-actions-with-credential.ts": "dc6caeffcbdecb9bc20404463a87133a196e0c5e",
27
+ "apps/vendor-binance/src/services/order-actions-with-credential.ts": "d7ea63781f6c4d3a47e453a48935692c3c9e761d",
27
28
  "apps/vendor-binance/src/services/orders/cancelOrder.ts": "44b6f87bca28108e0aebe4ef469172ba0c86b402",
28
29
  "apps/vendor-binance/src/services/orders/listOrders.ts": "b81b8de6a20de37a692a57569b93bdfb9b96a9ed",
30
+ "apps/vendor-binance/src/services/orders/modifyOrder.ts": "7260834300a269c2122e27cfc7ef4ad954fa3a17",
29
31
  "apps/vendor-binance/src/services/orders/order-utils.ts": "04f6af66ecaba2d405cb6791bf64412fabc64d0d",
30
32
  "apps/vendor-binance/src/services/orders/submitOrder.ts": "2d6a9ed669d1d6922d3b496d566d23ed63dc403f",
31
33
  "apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
32
34
  "apps/vendor-binance/.rush/temp/shrinkwrap-deps.json": "7b773443e30eca79d696c3c880b16f7ffcb15b02",
33
- "libraries/protocol/temp/package-deps.json": "c6a1141d5ec0ca915627212c216404ff8cab8cf6",
34
- "libraries/data-account/temp/package-deps.json": "6449ddb747fc4cead4c9708300ba425c513e66ce",
35
+ "libraries/protocol/temp/package-deps.json": "52d2a645608a17915da897e48a70b415312a94fb",
36
+ "libraries/data-account/temp/package-deps.json": "36ce528a841782d724392412ec002a155733a5d0",
35
37
  "libraries/cache/temp/package-deps.json": "49789a92426969daa31f0c956bb56bd783929765",
36
- "libraries/data-quote/temp/package-deps.json": "0065e5a6148a460b98a55f01a55ba96a0e925a31",
38
+ "libraries/data-quote/temp/package-deps.json": "33004046da19873dfe361b54e69d47dc170a66e7",
37
39
  "libraries/utils/temp/package-deps.json": "c58f1ca8f498315d9a0219ca8c498299a41d297b",
38
- "libraries/data-series/temp/package-deps.json": "a9d61d74b786dd77b4fa22ce7522a9a4829b9c3b",
39
- "libraries/sql/temp/package-deps.json": "407a16199d38d49e7f772f6caf71452928d6f5a4",
40
- "libraries/data-product/temp/package-deps.json": "e5f2a87d892ad9d5df5e3d1e190e322262dc5c74",
41
- "libraries/data-ohlc/temp/package-deps.json": "9fb2f52b92f8f03b5414f97aa30a68fd837b1df2",
42
- "libraries/data-order/temp/package-deps.json": "984f676c40d14c9bc0328d359d26f33335e077a5",
43
- "libraries/data-interest-rate/temp/package-deps.json": "1a91fe5e2b576dd1923d58d6e8385659c5fb2399",
44
- "libraries/transfer/temp/package-deps.json": "07e58c4e97ba79f0dcdc68d867e2ddc1e1625595",
40
+ "libraries/data-series/temp/package-deps.json": "87e55f6234501a066d38534b8f563f62354483af",
41
+ "libraries/sql/temp/package-deps.json": "f718628b404248148aaa692928681b1087ccc7ba",
42
+ "libraries/data-product/temp/package-deps.json": "436ccc170786fb1194c4bb48fada1cfd3ace78ab",
43
+ "libraries/data-ohlc/temp/package-deps.json": "7aff5d849ca618622b6beb646d00069a0f7759e1",
44
+ "libraries/data-order/temp/package-deps.json": "0e063d2c14a4c5cfb23756143c3f399f545b496d",
45
+ "libraries/data-interest-rate/temp/package-deps.json": "a7f07cceb095b15d740aa81db4aa7a0ad7cf4719",
46
+ "libraries/transfer/temp/package-deps.json": "43e6dc024979295961767cdfbbdbdf5aff2831b3",
45
47
  "libraries/extension/temp/package-deps.json": "fd20507284f9fd74b4de6f9855c8cead9cc132e8",
46
48
  "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
47
49
  }