@yuants/vendor-binance 0.8.2 → 0.8.3

package/lib/public-data/interest_rate.js

@@ -0,0 +1,84 @@
+"use strict";
+var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
+var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
+    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
+    var g = generator.apply(thisArg, _arguments || []), i, q = [];
+    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
+    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); }); }; }
+    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
+    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
+    function fulfill(value) { resume("next", value); }
+    function reject(value) { resume("throw", value); }
+    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const data_series_1 = require("@yuants/data-series");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const public_api_1 = require("../api/public-api");
+const private_api_1 = require("../api/private-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+(0, data_series_1.createSeriesProvider)(terminal, {
+    tableName: 'interest_rate',
+    series_id_prefix_parts: ['BINANCE'],
+    reversed: true,
+    serviceOptions: { concurrent: 1 },
+    queryFn: function ({ series_id, started_at, ended_at }) {
+        return __asyncGenerator(this, arguments, function* () {
+            const [datasource_id, product_id] = (0, utils_1.decodePath)(series_id);
+            let current_start = started_at;
+            const [instType, symbol] = (0, utils_1.decodePath)(product_id);
+            if (instType === 'usdt-future') {
+                while (true) {
+                    // 向前翻页，时间降序
+                    const res = yield __await((0, public_api_1.getFutureFundingRate)({
+                        symbol: symbol,
+                        startTime: current_start,
+                        endTime: ended_at,
+                        limit: 1000,
+                    }));
+                    yield yield __await(res.map((v) => ({
+                        series_id,
+                        created_at: (0, utils_1.formatTime)(v.fundingTime),
+                        datasource_id,
+                        product_id,
+                        long_rate: `${-v.fundingRate}`,
+                        short_rate: `${v.fundingRate}`,
+                        settlement_price: '',
+                    })));
+                    if (res.length < 1000) {
+                        break;
+                    }
+                    current_start = +res[res.length - 1].fundingTime;
+                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
+                }
+            }
+            else if (instType === 'margin') {
+                while (true) {
+                    const res = yield __await((0, private_api_1.getMarginInterestRateHistory)({
+                        asset: symbol,
+                        startTime: current_start,
+                        endTime: ended_at,
+                        limit: 100,
+                    }));
+                    yield yield __await(res.map((v) => ({
+                        series_id,
+                        created_at: (0, utils_1.formatTime)(v.timestamp),
+                        datasource_id,
+                        product_id,
+                        long_rate: v.dailyInterestRate,
+                        short_rate: '0',
+                        settlement_price: '',
+                    })));
+                    if (res.length < 100) {
+                        break;
+                    }
+                    current_start = +res[res.length - 1].timestamp;
+                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
+                }
+            }
+        });
+    },
+});
+//# sourceMappingURL=interest_rate.js.map

package/lib/public-data/interest_rate.js.map

@@ -0,0 +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

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=ohlc.d.ts.map

package/lib/public-data/ohlc.d.ts.map

@@ -0,0 +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}

@@ -16,42 +16,75 @@ const data_series_1 = require("@yuants/data-series");
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const public_api_1 = require("./api/public-api");
+const client_1 = require("../api/client");
 const terminal = protocol_1.Terminal.fromNodeEnv();
+const DURATION_TO_BINANCE_INTERVAL = {
+    PT1M: '1m',
+    PT3M: '3m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT2H: '2h',
+    PT4H: '4h',
+    PT6H: '6h',
+    PT8H: '8h',
+    PT12H: '12h',
+    P1D: '1d',
+    P3D: '3d',
+    P1W: '1w',
+    P1M: '1M',
+};
 (0, data_series_1.createSeriesProvider)(terminal, {
-    tableName: 'interest_rate',
+    tableName: 'ohlc',
     series_id_prefix_parts: ['BINANCE'],
     reversed: true,
-    serviceOptions: { concurrent: 1 },
+    serviceOptions: { concurrent: 10 },
     queryFn: function ({ series_id, started_at, ended_at }) {
         return __asyncGenerator(this, arguments, function* () {
-            const [datasource_id, product_id] = (0, utils_1.decodePath)(series_id);
-            let current_start = started_at;
+            const [datasource_id, product_id, duration] = (0, utils_1.decodePath)(series_id);
+            const interval = DURATION_TO_BINANCE_INTERVAL[duration];
+            if (!interval) {
+                throw new Error(`Unsupported duration: ${duration}`);
+            }
+            const offset = (0, utils_1.convertDurationToOffset)(duration);
             const [instType, symbol] = (0, utils_1.decodePath)(product_id);
+            let current_end = ended_at || Date.now();
+            const start = started_at || 0;
+            const baseUrl = instType === 'usdt-future'
+                ? 'https://fapi.binance.com/fapi/v1/klines'
+                : 'https://api.binance.com/api/v3/klines';
             while (true) {
-                // 向前翻页，时间降序
-                const res = yield __await((0, public_api_1.getFutureFundingRate)({
-                    symbol: symbol,
-                    startTime: current_start,
-                    endTime: ended_at,
+                const res = yield __await((0, client_1.requestPublic)('GET', baseUrl, {
+                    symbol,
+                    interval,
+                    endTime: current_end,
                     limit: 1000,
                 }));
-                yield yield __await(res.map((v) => ({
-                    series_id,
-                    created_at: (0, utils_1.formatTime)(v.fundingTime),
+                if (res.length === 0)
+                    break;
+                const periods = res.map((k) => ({
                     datasource_id,
                     product_id,
-                    long_rate: `${-v.fundingRate}`,
-                    short_rate: `${v.fundingRate}`,
-                    settlement_price: '',
-                })));
-                if (res.length < 1000) {
+                    duration,
+                    created_at: (0, utils_1.formatTime)(k[0]),
+                    closed_at: (0, utils_1.formatTime)(k[0] + offset),
+                    open: `${k[1]}`,
+                    high: `${k[2]}`,
+                    low: `${k[3]}`,
+                    close: `${k[4]}`,
+                    volume: `${k[5]}`,
+                    open_interest: '0',
+                    series_id,
+                }));
+                yield yield __await(periods);
+                const oldest = periods[0];
+                current_end = new Date(oldest.created_at).getTime() - 1;
+                if (current_end < start)
                     break;
-                }
-                current_start = +res[res.length - 1].fundingTime;
-                yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
+                yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(200)));
             }
         });
     },
 });
-//# sourceMappingURL=interest_rate.js.map
+//# sourceMappingURL=ohlc.js.map

package/lib/public-data/ohlc.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,yCAAgF;AAChF,+BAA6C;AAC7C,0CAA8C;AAE9C,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,4BAA4B,GAA2B;IAC3D,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,IAAA,kCAAoB,EAAQ,QAAQ,EAAE;IACpC,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,EAAE,EAAE;IAClC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YACpE,MAAM,QAAQ,GAAG,4BAA4B,CAAC,QAAQ,CAAC,CAAC;YACxD,IAAI,CAAC,QAAQ,EAAE;gBACb,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;aACtD;YACD,MAAM,MAAM,GAAG,IAAA,+BAAuB,EAAC,QAAQ,CAAC,CAAC;YACjD,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;YAElD,IAAI,WAAW,GAAG,QAAQ,IAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACzC,MAAM,KAAK,GAAG,UAAU,IAAI,CAAC,CAAC;YAE9B,MAAM,OAAO,GACX,QAAQ,KAAK,aAAa;gBACxB,CAAC,CAAC,yCAAyC;gBAC3C,CAAC,CAAC,uCAAuC,CAAC;YAiB9C,OAAO,IAAI,EAAE;gBACX,MAAM,GAAG,GAAG,cAAM,IAAA,sBAAa,EAAkB,KAAK,EAAE,OAAO,EAAE;oBAC/D,MAAM;oBACN,QAAQ;oBACR,OAAO,EAAE,WAAW;oBACpB,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBAEH,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBAE5B,MAAM,OAAO,GAAY,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;oBACvC,aAAa;oBACb,UAAU;oBACV,QAAQ;oBACR,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBAC5B,SAAS,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;oBACpC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBACf,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBACf,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBACd,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBAChB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;oBACjB,aAAa,EAAE,GAAG;oBAClB,SAAS;iBACV,CAAC,CAAC,CAAC;gBAEJ,oBAAM,OAAO,CAAA,CAAC;gBAEd,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC1B,WAAW,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,GAAG,CAAC,CAAC;gBAExD,IAAI,WAAW,GAAG,KAAK;oBAAE,MAAM;gBAE/B,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,GAAG,CAAC,CAAC,CAAA,CAAC;aAClC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { requestPublic } from '../api/client';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_BINANCE_INTERVAL: Record<string, string> = {\n  PT1M: '1m',\n  PT3M: '3m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n  PT1H: '1h',\n  PT2H: '2h',\n  PT4H: '4h',\n  PT6H: '6h',\n  PT8H: '8h',\n  PT12H: '12h',\n  P1D: '1d',\n  P3D: '3d',\n  P1W: '1w',\n  P1M: '1M',\n};\n\ncreateSeriesProvider<IOHLC>(terminal, {\n  tableName: 'ohlc',\n  series_id_prefix_parts: ['BINANCE'],\n  reversed: true,\n  serviceOptions: { concurrent: 10 },\n  queryFn: async function* ({ series_id, started_at, ended_at }) {\n    const [datasource_id, product_id, duration] = decodePath(series_id);\n    const interval = DURATION_TO_BINANCE_INTERVAL[duration];\n    if (!interval) {\n      throw new Error(`Unsupported duration: ${duration}`);\n    }\n    const offset = convertDurationToOffset(duration);\n    const [instType, symbol] = decodePath(product_id);\n\n    let current_end = ended_at || Date.now();\n    const start = started_at || 0;\n\n    const baseUrl =\n      instType === 'usdt-future'\n        ? 'https://fapi.binance.com/fapi/v1/klines'\n        : 'https://api.binance.com/api/v3/klines';\n\n    type IBinanceKline = [\n      number, // Open time\n      string, // Open\n      string, // High\n      string, // Low\n      string, // Close\n      string, // Volume\n      number, // Close time\n      string, // Quote asset volume\n      number, // Number of trades\n      string, // Taker buy base asset volume\n      string, // Taker buy quote asset volume\n      string, // Ignore\n    ];\n\n    while (true) {\n      const res = await requestPublic<IBinanceKline[]>('GET', baseUrl, {\n        symbol,\n        interval,\n        endTime: current_end,\n        limit: 1000,\n      });\n\n      if (res.length === 0) break;\n\n      const periods: IOHLC[] = res.map((k) => ({\n        datasource_id,\n        product_id,\n        duration,\n        created_at: formatTime(k[0]),\n        closed_at: formatTime(k[0] + offset),\n        open: `${k[1]}`,\n        high: `${k[2]}`,\n        low: `${k[3]}`,\n        close: `${k[4]}`,\n        volume: `${k[5]}`,\n        open_interest: '0',\n        series_id,\n      }));\n\n      yield periods;\n\n      const oldest = periods[0];\n      current_end = new Date(oldest.created_at).getTime() - 1;\n\n      if (current_end < start) break;\n\n      await firstValueFrom(timer(200));\n    }\n  },\n});\n"]}

package/lib/{product.d.ts.map → public-data/product.d.ts.map}

@@ -1 +1 @@
-{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":""}
+{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":""}

package/lib/{product.js → public-data/product.js}

@@ -3,7 +3,7 @@ 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 public_api_1 = require("./api/public-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) => {

package/lib/public-data/product.js.map

@@ -0,0 +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}

@@ -1 +1 @@
-{"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":""}
+{"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../../src/public-data/quote.ts"],"names":[],"mappings":""}

package/lib/{quote.js → public-data/quote.js}

@@ -5,7 +5,8 @@ const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const public_api_1 = require("./api/public-api");
+const private_api_1 = require("../api/private-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) => {
@@ -29,7 +30,14 @@ const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe((0, rxjs_1.mergeMap)((en
         datasource_id: 'BINANCE',
         product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
         last_price: entry.markPrice,
-        updated_at: new Date((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()).toISOString(),
+        // interestRate is the predicted funding rate for next settlement
+        // In perpetual futures: when funding rate > 0, longs pay shorts
+        // interest_rate_long: cost for holding long (negative of funding rate)
+        // interest_rate_short: income for holding short (positive of funding rate)
+        interest_rate_long: entry.interestRate,
+        interest_rate_short: `${-Number(entry.interestRate)}`,
+        interest_rate_next_settled_at: (0, utils_1.formatTime)(entry.nextFundingTime),
+        updated_at: (0, utils_1.formatTime)((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
     });
 }));
 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$.pipe((0, rxjs_1.mergeMap)((entrie
         product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
         bid_price: entry.bidPrice,
         ask_price: entry.askPrice,
-        updated_at: new Date((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()).toISOString(),
+        updated_at: (0, utils_1.formatTime)((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
     });
 }));
 const quoteFromOpenInterest$ = 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$.pipe((0, rxjs_1.mergeMap)((entr
     product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
     open_interest: `${openInterest !== null && openInterest !== void 0 ? openInterest : 0}`,
 }))), 5));
-const quote$ = (0, rxjs_1.merge)(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
+const quoteFromSpotBookTicker$ = (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) => ({
+    datasource_id: 'BINANCE',
+    product_id: (0, utils_1.encodePath)('spot', entry.symbol),
+    bid_price: entry.bidPrice,
+    ask_price: entry.askPrice,
+    bid_volume: entry.bidQty,
+    ask_volume: entry.askQty,
+    updated_at: (0, utils_1.formatTime)(Date.now()),
+})));
+const marginInterestRateCache = (0, cache_1.createCache)(async (asset) => {
+    var _a;
+    try {
+        const data = await (0, private_api_1.getMarginNextHourlyInterestRate)({
+            assets: asset,
+            isIsolated: false,
+        });
+        return (_a = data[0]) === null || _a === void 0 ? void 0 : _a.nextHourlyInterestRate;
+    }
+    catch (err) {
+        return undefined;
+    }
+}, {
+    expire: 60000,
+});
+const marginPairs$ = (0, rxjs_1.defer)(() => (0, private_api_1.getMarginAllPairs)()).pipe((0, rxjs_1.repeat)({ delay: 3600000 }), // Refresh pair list hourly
+(0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
+const quoteFromMarginRates$ = marginPairs$.pipe((0, rxjs_1.mergeMap)((pairs) => (0, rxjs_1.from)(pairs).pipe((0, rxjs_1.mergeMap)((pair) => (0, rxjs_1.defer)(async () => {
+    const [baseRate, quoteRate] = await Promise.all([
+        marginInterestRateCache.query(pair.base),
+        marginInterestRateCache.query(pair.quote),
+    ]);
+    return {
+        datasource_id: 'BINANCE',
+        product_id: (0, utils_1.encodePath)('spot', pair.symbol),
+        // User instruction: Long = Quote Rate, Short = Base Rate
+        interest_rate_long: quoteRate,
+        interest_rate_short: baseRate,
+        updated_at: (0, utils_1.formatTime)(Date.now()),
+    };
+}), 5))), (0, rxjs_1.repeat)({ delay: 60000 }));
+const quote$ = (0, rxjs_1.merge)(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$, quoteFromSpotBookTicker$, quoteFromMarginRates$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
     datasource_id: 'BINANCE',
     product_id: group$.key,
 }), {}))), (0, rxjs_1.share)(), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));

package/lib/public-data/quote.js.map

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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

@@ -2,9 +2,10 @@
 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 modifyOrder_1 = require("./orders/modifyOrder");
+const submitOrder_1 = require("./orders/submitOrder");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 (0, data_order_1.provideOrderActionsWithCredential)(terminal, 'BINANCE', {
     type: 'object',
@@ -16,6 +17,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
 }, {
     submitOrder: submitOrder_1.submitOrder,
     cancelOrder: cancelOrder_1.cancelOrder,
+    modifyOrder: modifyOrder_1.modifyOrder,
     listOrders: listOrders_1.listOrders,
 });
 //# sourceMappingURL=order-actions-with-credential.js.map

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

@@ -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"]}
+{"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

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

package/lib/services/orders/modifyOrder.d.ts.map

@@ -0,0 +1 @@
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package/lib/services/orders/modifyOrder.js

@@ -0,0 +1,62 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.modifyOrder = void 0;
+const client_1 = require("../../api/client");
+const private_api_1 = require("../../api/private-api");
+const order_utils_1 = require("./order-utils");
+const modifyUnifiedOrder = async (credential, order) => {
+    const symbol = (0, order_utils_1.decodeFutureSymbol)(order.product_id);
+    const side = (0, order_utils_1.mapOrderDirectionToSide)(order.order_direction);
+    const res = await (0, private_api_1.putUmOrder)(credential, {
+        symbol,
+        side,
+        orderId: order.order_id ? parseInt(order.order_id) : undefined,
+        // origClientOrderId: order.client_order_id, // TODO: support client_order_id
+        quantity: order.volume,
+        price: order.price,
+    });
+    if ((0, client_1.isApiError)(res)) {
+        throw new Error(`Binance modify unified order failed: ${res.code} ${res.msg}`);
+    }
+};
+const modifySpotOrder = async (credential, order) => {
+    const symbol = (0, order_utils_1.decodeSpotSymbol)(order.product_id);
+    const side = (0, order_utils_1.mapOrderDirectionToSide)(order.order_direction);
+    const type = (0, order_utils_1.mapOrderTypeToOrdType)(order.order_type);
+    const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;
+    const params = {
+        symbol,
+        side,
+        type,
+        cancelReplaceMode: 'STOP_ON_FAILURE',
+        cancelOrderId: order.order_id ? parseInt(order.order_id) : undefined,
+        // cancelOrigClientOrderId: order.client_order_id, // TODO: support client_order_id
+        newClientOrderId: (0, order_utils_1.deriveClientOrderId)(order),
+        quantity: order.volume,
+    };
+    if (type === 'LIMIT') {
+        if (order.price === undefined) {
+            throw new Error('Binance spot LIMIT order requires price');
+        }
+        params.price = order.price;
+        params.timeInForce = timeInForce;
+    }
+    if (order.price !== undefined && type === 'MARKET') {
+        params.price = order.price;
+    }
+    const res = await (0, private_api_1.postSpotOrderCancelReplace)(credential, params);
+    if ((0, client_1.isApiError)(res)) {
+        throw new Error(`Binance modify spot order failed: ${res.code} ${res.msg}`);
+    }
+};
+const modifyOrder = async (credential, order) => {
+    if (order.account_id.includes('/unified/')) {
+        return modifyUnifiedOrder(credential, order);
+    }
+    if (order.account_id.includes('/spot/')) {
+        return modifySpotOrder(credential, order);
+    }
+    throw new Error(`Unsupported account_id for modifyOrder: ${order.account_id}`);
+};
+exports.modifyOrder = modifyOrder;
+//# sourceMappingURL=modifyOrder.js.map

package/lib/services/orders/modifyOrder.js.map

@@ -0,0 +1 @@
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'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

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-binance",
-	"version": "0.8.2",
+	"version": "0.8.3",
 	"main": "lib/index.js",
 	"files": [
 		"dist",

package/temp/package-deps.json

@@ -1,31 +1,33 @@
 {
     "apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
-    "apps/vendor-binance/CHANGELOG.json": "24e2317dab377b165cd974e32a76ca077a73afbc",
-    "apps/vendor-binance/CHANGELOG.md": "4306dd57f2c9103faa60bd5f0ed399a067d295d7",
+    "apps/vendor-binance/CHANGELOG.json": "6221819d12c07307d4cc62ed85bf226773ed3733",
+    "apps/vendor-binance/CHANGELOG.md": "e2388bde3ed2b3d56c723466509e8aab3f46c210",
     "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
-    "apps/vendor-binance/SESSION_NOTES.md": "14ffb6e43fda6b0b4f8d577781563884a8026f15",
+    "apps/vendor-binance/SESSION_NOTES.md": "d69fb3d14517d838b99985f2b82b35e81ba436b3",
     "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-binance/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-binance/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-binance/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-binance/etc/vendor-binance.api.md": "2094b84e9b5e7503f5c42b31fffee8d7db47fe7b",
-    "apps/vendor-binance/package.json": "dc730e729df795fc316cb726f820fd486af79d5c",
+    "apps/vendor-binance/package.json": "9f70b3f5122cf464855f032d0732cd0f175ce1c5",
     "apps/vendor-binance/src/api/client.ts": "bce65e7525e12ac6ecfb69899f5ed2056ee80404",
-    "apps/vendor-binance/src/api/private-api.ts": "1c858f64fa8b498a453dd39b2f808c7b3f6b1cdd",
-    "apps/vendor-binance/src/api/public-api.ts": "a1ba3d006c6ebca42fda068dc3bcbf604984a917",
+    "apps/vendor-binance/src/api/private-api.ts": "e7643bd482e4d8f4eefe39aee578e5ea52094b2b",
+    "apps/vendor-binance/src/api/public-api.ts": "04671c8732103fac9267c4133a8b96642452daa9",
     "apps/vendor-binance/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
-    "apps/vendor-binance/src/index.ts": "30281e0e54ae7528487ae0808d15f4c560f383a2",
-    "apps/vendor-binance/src/interest_rate.ts": "dd7f7d529e4916fa3d50cafaff3bd99e2a8b3533",
+    "apps/vendor-binance/src/index.ts": "50cef2ecce48b30f38bf67728cf1b13afadf9e69",
     "apps/vendor-binance/src/legacy_index.ts": "0b56f9a9d4d34ca0a136d267e03ae984b86d8149",
-    "apps/vendor-binance/src/product.ts": "78d38412464870975ff74f7d20bbf2b1b6796127",
-    "apps/vendor-binance/src/quote.ts": "37ff0ab9b1521fa2d2e6e9187a43a89df361d802",
+    "apps/vendor-binance/src/public-data/interest_rate.ts": "5707961027cfc8be32dd40263ca075c2068535bb",
+    "apps/vendor-binance/src/public-data/ohlc.ts": "bbc2a939865537f0db0089d43b5cc1b7dff7f348",
+    "apps/vendor-binance/src/public-data/product.ts": "6fcc1e8cbcba7e5e21b821552f883ef11b7672e1",
+    "apps/vendor-binance/src/public-data/quote.ts": "5ca12fa16733ccd09ac033082ce91763c88f5843",
     "apps/vendor-binance/src/services/account-actions-with-credential.ts": "0f53b961fc5885deaca1c5776e82a95f5acd9917",
     "apps/vendor-binance/src/services/accounts/profile.ts": "63205996e6525d103d1829814e04f7a352e15541",
     "apps/vendor-binance/src/services/accounts/spot.ts": "3c2826d454a94ad519dd4183ef4bb45a9840f75a",
     "apps/vendor-binance/src/services/accounts/unified.ts": "0d4103dc3f9a5ce171872f5d5a2758a3307dde53",
-    "apps/vendor-binance/src/services/order-actions-with-credential.ts": "dc6caeffcbdecb9bc20404463a87133a196e0c5e",
+    "apps/vendor-binance/src/services/order-actions-with-credential.ts": "d7ea63781f6c4d3a47e453a48935692c3c9e761d",
     "apps/vendor-binance/src/services/orders/cancelOrder.ts": "44b6f87bca28108e0aebe4ef469172ba0c86b402",
     "apps/vendor-binance/src/services/orders/listOrders.ts": "b81b8de6a20de37a692a57569b93bdfb9b96a9ed",
+    "apps/vendor-binance/src/services/orders/modifyOrder.ts": "7260834300a269c2122e27cfc7ef4ad954fa3a17",
     "apps/vendor-binance/src/services/orders/order-utils.ts": "04f6af66ecaba2d405cb6791bf64412fabc64d0d",
     "apps/vendor-binance/src/services/orders/submitOrder.ts": "2d6a9ed669d1d6922d3b496d566d23ed63dc403f",
     "apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",

package/dist/interest_rate.js

@@ -1,55 +0,0 @@
-var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
-var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
-    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
-    var g = generator.apply(thisArg, _arguments || []), i, q = [];
-    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
-    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); }); }; }
-    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
-    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
-    function fulfill(value) { resume("next", value); }
-    function reject(value) { resume("throw", value); }
-    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
-};
-import { createSeriesProvider } from '@yuants/data-series';
-import { Terminal } from '@yuants/protocol';
-import { decodePath, formatTime } from '@yuants/utils';
-import { firstValueFrom, timer } from 'rxjs';
-import { getFutureFundingRate } from './api/public-api';
-const terminal = Terminal.fromNodeEnv();
-createSeriesProvider(terminal, {
-    tableName: 'interest_rate',
-    series_id_prefix_parts: ['BINANCE'],
-    reversed: true,
-    serviceOptions: { concurrent: 1 },
-    queryFn: function ({ series_id, started_at, ended_at }) {
-        return __asyncGenerator(this, arguments, function* () {
-            const [datasource_id, product_id] = decodePath(series_id);
-            let current_start = started_at;
-            const [instType, symbol] = decodePath(product_id);
-            while (true) {
-                // 向前翻页，时间降序
-                const res = yield __await(getFutureFundingRate({
-                    symbol: symbol,
-                    startTime: current_start,
-                    endTime: ended_at,
-                    limit: 1000,
-                }));
-                yield yield __await(res.map((v) => ({
-                    series_id,
-                    created_at: formatTime(v.fundingTime),
-                    datasource_id,
-                    product_id,
-                    long_rate: `${-v.fundingRate}`,
-                    short_rate: `${v.fundingRate}`,
-                    settlement_price: '',
-                })));
-                if (res.length < 1000) {
-                    break;
-                }
-                current_start = +res[res.length - 1].fundingTime;
-                yield __await(firstValueFrom(timer(1000)));
-            }
-        });
-    },
-});
-//# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -1 +0,0 @@
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package/dist/product.js.map

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