@yuants/vendor-binance 0.8.6 → 0.9.0

package/dist/api/client.js

@@ -1,7 +1,5 @@
 import { GlobalPrometheusRegistry } from '@yuants/protocol';
-import { formatTime } from '@yuants/utils';
-// @ts-ignore
-import CryptoJS from 'crypto-js';
+import { formatTime, HmacSHA256 } from '@yuants/utils';
 const MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');
 export const isApiError = (value) => typeof (value === null || value === void 0 ? void 0 : value.code) === 'number' && typeof (value === null || value === void 0 ? void 0 : value.msg) === 'string';
 const appendParams = (url, params) => {
@@ -35,7 +33,7 @@ const callApi = async (method, endpoint, params, credential) => {
     let headers;
     if (credential) {
         const signData = url.search.slice(1);
-        const signature = CryptoJS.enc.Hex.stringify(CryptoJS.HmacSHA256(signData, credential.secret_key));
+        const signature = Buffer.from(await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key))).toString('hex');
         url.searchParams.set('signature', signature);
         headers = {
             'Content-Type': 'application/json;charset=utf-8',

package/dist/api/client.js.map

@@ -1 +1 @@
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{ GlobalPrometheusRegistry } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\n// @ts-ignore\nimport CryptoJS from 'crypto-js';\n\nconst MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');\n\ntype HttpMethod = 'GET' | 'POST' | 'DELETE' | 'PUT';\n\ntype RequestParams = Record<string, string | number | boolean | undefined>;\n\nexport interface ICredential {\n  access_key: string;\n  secret_key: string;\n}\n\nexport interface IApiError {\n  code: number;\n  msg: string;\n}\n\nexport const isApiError = <T>(value: T | IApiError): value is IApiError =>\n  typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n  if (!params) return;\n  const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n  const timestampEntry = entries.find(([key]) => key === 'timestamp');\n  const restEntries = entries.filter(([key]) => key !== 'timestamp');\n  restEntries\n    .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n    .forEach(([key, value]) => {\n      url.searchParams.set(key, String(value));\n    });\n  if (timestampEntry) {\n    url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n  }\n};\n\nconst callApi = async <T>(\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n  credential?: ICredential,\n): Promise<T> => {\n  const url = new URL(endpoint);\n  const normalizedParams: RequestParams = { ...params };\n  if (credential) {\n    if (normalizedParams.recvWindow === undefined) {\n      // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n      normalizedParams.recvWindow = 5000;\n    }\n    if (normalizedParams.timestamp === undefined) {\n      normalizedParams.timestamp = Date.now();\n    }\n  }\n  appendParams(url, normalizedParams);\n\n  let headers: Record<string, string> | undefined;\n  if (credential) {\n    const signData = url.search.slice(1);\n    const signature = CryptoJS.enc.Hex.stringify(CryptoJS.HmacSHA256(signData, credential.secret_key));\n    url.searchParams.set('signature', signature);\n    headers = {\n      'Content-Type': 'application/json;charset=utf-8',\n      'X-MBX-APIKEY': credential.access_key,\n    };\n    console.info(\n      formatTime(Date.now()),\n      method,\n      url.href,\n      JSON.stringify(headers),\n      url.searchParams.toString(),\n      signData,\n    );\n  } else {\n    console.info(formatTime(Date.now()), method, url.href);\n  }\n\n  const res = await fetch(url.href, {\n    method,\n    headers,\n  });\n  const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n  console.info(\n    formatTime(Date.now()),\n    'response',\n    method,\n    url.href,\n    res.status,\n    `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n  );\n  if (usedWeight1M) {\n    MetricBinanceApiUsedWeight.set(+usedWeight1M);\n  }\n  return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n  callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n  credential: ICredential,\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n  const access_key = process.env.ACCESS_KEY;\n  const secret_key = process.env.SECRET_KEY;\n  if (!access_key || !secret_key) {\n    throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n  }\n  return { access_key, secret_key };\n};\n"]}
+{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/api/client.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,wBAAwB,EAAE,MAAM,kBAAkB,CAAC;AAC5D,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAEvD,MAAM,0BAA0B,GAAG,wBAAwB,CAAC,KAAK,CAAC,yBAAyB,EAAE,EAAE,CAAC,CAAC;AAgBjG,MAAM,CAAC,MAAM,UAAU,GAAG,CAAI,KAAoB,EAAsB,EAAE,CACxE,OAAO,CAAC,KAAmB,aAAnB,KAAK,uBAAL,KAAK,CAAgB,IAAI,CAAA,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAmB,aAAnB,KAAK,uBAAL,KAAK,CAAgB,GAAG,CAAA,KAAK,QAAQ,CAAC;AAElG,MAAM,YAAY,GAAG,CAAC,GAAQ,EAAE,MAAsB,EAAE,EAAE;IACxD,IAAI,CAAC,MAAM;QAAE,OAAO;IACpB,MAAM,OAAO,GAAG,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC;IAClF,MAAM,cAAc,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,GAAG,KAAK,WAAW,CAAC,CAAC;IACpE,MAAM,WAAW,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,GAAG,KAAK,WAAW,CAAC,CAAC;IACnE,WAAW;SACR,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC;SAClD,OAAO,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,CAAC,EAAE,EAAE;QACxB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;IACL,IAAI,cAAc,EAAE;QAClB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,CAAC,EAAE,MAAM,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;KACpE;AACH,CAAC,CAAC;AAEF,MAAM,OAAO,GAAG,KAAK,EACnB,MAAkB,EAClB,QAAgB,EAChB,MAAsB,EACtB,UAAwB,EACZ,EAAE;IACd,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,QAAQ,CAAC,CAAC;IAC9B,MAAM,gBAAgB,qBAAuB,MAAM,CAAE,CAAC;IACtD,IAAI,UAAU,EAAE;QACd,IAAI,gBAAgB,CAAC,UAAU,KAAK,SAAS,EAAE;YAC7C,yGAAyG;YACzG,gBAAgB,CAAC,UAAU,GAAG,IAAI,CAAC;SACpC;QACD,IAAI,gBAAgB,CAAC,SAAS,KAAK,SAAS,EAAE;YAC5C,gBAAgB,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;SACzC;KACF;IACD,YAAY,CAAC,GAAG,EAAE,gBAAgB,CAAC,CAAC;IAEpC,IAAI,OAA2C,CAAC;IAChD,IAAI,UAAU,EAAE;QACd,MAAM,QAAQ,GAAG,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QAErC,MAAM,SAAS,GAAG,MAAM,CAAC,IAAI,CAC3B,MAAM,UAAU,CAAC,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,CAAC,CACtG,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;QAClB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;QAC7C,OAAO,GAAG;YACR,cAAc,EAAE,gCAAgC;YAChD,cAAc,EAAE,UAAU,CAAC,UAAU;SACtC,CAAC;QACF,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,MAAM,EACN,GAAG,CAAC,IAAI,EACR,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EACvB,GAAG,CAAC,YAAY,CAAC,QAAQ,EAAE,EAC3B,QAAQ,CACT,CAAC;KACH;SAAM;QACL,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC;KACxD;IAED,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;QAChC,MAAM;QACN,OAAO;KACR,CAAC,CAAC;IACH,MAAM,YAAY,GAAG,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC;IAC7D,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,UAAU,EACV,MAAM,EACN,GAAG,CAAC,IAAI,EACR,GAAG,CAAC,MAAM,EACV,gBAAgB,YAAY,aAAZ,YAAY,cAAZ,YAAY,GAAI,KAAK,EAAE,CACxC,CAAC;IACF,IAAI,YAAY,EAAE;QAChB,0BAA0B,CAAC,GAAG,CAAC,CAAC,YAAY,CAAC,CAAC;KAC/C;IACD,OAAO,GAAG,CAAC,IAAI,EAAgB,CAAC;AAClC,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,aAAa,GAAG,CAAI,MAAkB,EAAE,QAAgB,EAAE,MAAsB,EAAE,EAAE,CAC/F,OAAO,CAAI,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAEvC,MAAM,CAAC,MAAM,cAAc,GAAG,CAC5B,UAAuB,EACvB,MAAkB,EAClB,QAAgB,EAChB,MAAsB,EACtB,EAAE,CAAC,OAAO,CAAI,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE,UAAU,CAAC,CAAC;AAEtD,MAAM,CAAC,MAAM,oBAAoB,GAAG,GAAgB,EAAE;IACpD,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,IAAI,CAAC,UAAU,IAAI,CAAC,UAAU,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,mEAAmE,CAAC,CAAC;KACtF;IACD,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC;AACpC,CAAC,CAAC","sourcesContent":["import { GlobalPrometheusRegistry } from '@yuants/protocol';\nimport { formatTime, HmacSHA256 } from '@yuants/utils';\n\nconst MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');\n\ntype HttpMethod = 'GET' | 'POST' | 'DELETE' | 'PUT';\n\ntype RequestParams = Record<string, string | number | boolean | undefined>;\n\nexport interface ICredential {\n  access_key: string;\n  secret_key: string;\n}\n\nexport interface IApiError {\n  code: number;\n  msg: string;\n}\n\nexport const isApiError = <T>(value: T | IApiError): value is IApiError =>\n  typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n  if (!params) return;\n  const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n  const timestampEntry = entries.find(([key]) => key === 'timestamp');\n  const restEntries = entries.filter(([key]) => key !== 'timestamp');\n  restEntries\n    .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n    .forEach(([key, value]) => {\n      url.searchParams.set(key, String(value));\n    });\n  if (timestampEntry) {\n    url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n  }\n};\n\nconst callApi = async <T>(\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n  credential?: ICredential,\n): Promise<T> => {\n  const url = new URL(endpoint);\n  const normalizedParams: RequestParams = { ...params };\n  if (credential) {\n    if (normalizedParams.recvWindow === undefined) {\n      // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n      normalizedParams.recvWindow = 5000;\n    }\n    if (normalizedParams.timestamp === undefined) {\n      normalizedParams.timestamp = Date.now();\n    }\n  }\n  appendParams(url, normalizedParams);\n\n  let headers: Record<string, string> | undefined;\n  if (credential) {\n    const signData = url.search.slice(1);\n\n    const signature = Buffer.from(\n      await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n    ).toString('hex');\n    url.searchParams.set('signature', signature);\n    headers = {\n      'Content-Type': 'application/json;charset=utf-8',\n      'X-MBX-APIKEY': credential.access_key,\n    };\n    console.info(\n      formatTime(Date.now()),\n      method,\n      url.href,\n      JSON.stringify(headers),\n      url.searchParams.toString(),\n      signData,\n    );\n  } else {\n    console.info(formatTime(Date.now()), method, url.href);\n  }\n\n  const res = await fetch(url.href, {\n    method,\n    headers,\n  });\n  const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n  console.info(\n    formatTime(Date.now()),\n    'response',\n    method,\n    url.href,\n    res.status,\n    `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n  );\n  if (usedWeight1M) {\n    MetricBinanceApiUsedWeight.set(+usedWeight1M);\n  }\n  return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n  callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n  credential: ICredential,\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n  const access_key = process.env.ACCESS_KEY;\n  const secret_key = process.env.SECRET_KEY;\n  if (!access_key || !secret_key) {\n    throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n  }\n  return { access_key, secret_key };\n};\n"]}

package/dist/legacy_index.js

@@ -2,95 +2,14 @@ import { addAccountMarket, provideAccountInfoService } from '@yuants/data-accoun
 import { providePendingOrdersService } from '@yuants/data-order';
 import { Terminal } from '@yuants/protocol';
 import { addAccountTransferAddress } from '@yuants/transfer';
-import { decodePath, encodePath, formatTime } from '@yuants/utils';
-import { createHash } from 'crypto';
 import { getDefaultCredential, isApiError } from './api/client';
-import { deleteUmOrder, getDepositAddress, getDepositHistory, getSpotAccountInfo, getSubAccountList, getUnifiedAccountBalance, getUnifiedUmAccount, getUnifiedUmOpenOrders, getWithdrawHistory, postAssetTransfer, postUmOrder, postWithdraw, } from './api/private-api';
-import { getFutureOpenInterest } from './api/public-api';
+import { getDepositAddress, getDepositHistory, getSpotAccountInfo, getSubAccountList, getWithdrawHistory, postAssetTransfer, postWithdraw, } from './api/private-api';
+import { getSpotAccountInfoSnapshot } from './services/accounts/spot';
+import { getUnifiedAccountInfo } from './services/accounts/unified';
+import { cancelOrder } from './services/orders/cancelOrder';
+import { listOrders } from './services/orders/listOrders';
+import { submitOrder } from './services/orders/submitOrder';
 const terminal = Terminal.fromNodeEnv();
-const _mapSymbolToOpenInterest = {};
-const getOpenInterest = async (symbol) => {
-    const expired_at = Date.now() - 600000; // 10min expired
-    const cache = _mapSymbolToOpenInterest[symbol];
-    if (cache) {
-        if (cache.updated_at > expired_at) {
-            return cache.value;
-        }
-    }
-    const data = await getFutureOpenInterest({ symbol });
-    const value = +data.openInterest || 0;
-    _mapSymbolToOpenInterest[symbol] = { value, updated_at: Date.now() };
-    return value;
-};
-const mapOrderDirectionToSide = (direction) => {
-    switch (direction) {
-        case 'OPEN_LONG':
-        case 'CLOSE_SHORT':
-            return 'BUY';
-        case 'OPEN_SHORT':
-        case 'CLOSE_LONG':
-            return 'SELL';
-    }
-    throw new Error(`Unknown direction: ${direction}`);
-};
-const mapOrderDirectionToPosSide = (direction) => {
-    switch (direction) {
-        case 'OPEN_LONG':
-        case 'CLOSE_LONG':
-            return 'LONG';
-        case 'OPEN_SHORT':
-        case 'CLOSE_SHORT':
-            return 'SHORT';
-    }
-    throw new Error(`Unknown direction: ${direction}`);
-};
-const mapOrderTypeToOrdType = (order_type) => {
-    switch (order_type) {
-        case 'LIMIT':
-        case 'MAKER':
-            return 'LIMIT';
-        case 'MARKET':
-            return 'MARKET';
-    }
-    throw new Error(`Unknown order type: ${order_type}`);
-};
-const mapBinanceOrderTypeToYuants = (binanceType) => {
-    switch (binanceType) {
-        case 'LIMIT':
-            return 'LIMIT';
-        case 'MARKET':
-            return 'MARKET';
-        default:
-            return 'LIMIT';
-    }
-};
-const mapBinanceSideToYuantsDirection = (side, positionSide) => {
-    if (!side || !positionSide) {
-        return undefined;
-    }
-    if (positionSide === 'LONG') {
-        return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';
-    }
-    if (positionSide === 'SHORT') {
-        return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';
-    }
-    return undefined;
-};
-const deriveClientOrderId = (order) => {
-    if (order.order_id)
-        return `${order.order_id}`;
-    if (order.comment)
-        return order.comment;
-    const payload = JSON.stringify({
-        account_id: order.account_id,
-        product_id: order.product_id,
-        order_direction: order.order_direction,
-        order_type: order.order_type,
-        price: order.price,
-        volume: order.volume,
-    });
-    return `YUANTS${createHash('sha256').update(payload).digest('hex').slice(0, 24)}`;
-};
 const isPublicOnly = process.env.PUBLIC_ONLY === 'true';
 // provideTicks(terminal, 'binance', (product_id) => {
 //   const [instType, symbol] = decodePath(product_id);
@@ -138,79 +57,12 @@ else {
         const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;
         {
             // unified accountInfo
-            provideAccountInfoService(terminal, UNIFIED_ACCOUNT_ID, async () => {
-                const [accountResult, umAccountResult] = await Promise.all([
-                    getUnifiedAccountBalance(credential),
-                    getUnifiedUmAccount(credential),
-                ]);
-                if (isApiError(accountResult)) {
-                    throw new Error(accountResult.msg);
-                }
-                const usdtAssets = accountResult.find((v) => v.asset === 'USDT');
-                if (!usdtAssets) {
-                    throw new Error('USDT not found');
-                }
-                if (isApiError(umAccountResult)) {
-                    throw new Error(umAccountResult.msg);
-                }
-                const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');
-                if (!usdtUmAssets) {
-                    throw new Error('um USDT not found');
-                }
-                const equity = +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL;
-                const free = equity - +usdtUmAssets.initialMargin;
-                const positions = umAccountResult.positions
-                    .filter((v) => +v.positionAmt !== 0)
-                    .map((v) => {
-                    return {
-                        position_id: `${v.symbol}/${v.positionSide}`,
-                        datasource_id: 'BINANCE',
-                        product_id: encodePath('usdt-future', v.symbol),
-                        direction: v.positionSide,
-                        volume: +v.positionAmt,
-                        free_volume: +v.positionAmt,
-                        position_price: +v.entryPrice,
-                        closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,
-                        floating_profit: +v.unrealizedProfit,
-                        valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),
-                    };
-                });
-                return positions;
-            }, { auto_refresh_interval: 1000 });
+            provideAccountInfoService(terminal, UNIFIED_ACCOUNT_ID, async () => getUnifiedAccountInfo(credential, UNIFIED_ACCOUNT_ID), { auto_refresh_interval: 1000 });
             addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });
         }
         {
             // spot account info
-            provideAccountInfoService(terminal, SPOT_ACCOUNT_ID, async () => {
-                const spotAccountResult = await getSpotAccountInfo(credential, { omitZeroBalances: true });
-                if (isApiError(spotAccountResult)) {
-                    throw new Error(spotAccountResult.msg);
-                }
-                const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');
-                const positions = spotAccountResult.balances
-                    .filter((balance) => balance.asset !== 'USDT')
-                    .map((balance) => {
-                    const volume = +balance.free + +balance.locked;
-                    if (!volume) {
-                        return undefined;
-                    }
-                    const position = {
-                        position_id: `spot/${balance.asset}`,
-                        datasource_id: 'BINANCE',
-                        product_id: encodePath('spot', `${balance.asset}USDT`),
-                        direction: 'LONG',
-                        volume,
-                        free_volume: +balance.free,
-                        position_price: 0,
-                        closable_price: 0,
-                        floating_profit: 0,
-                        valuation: 0,
-                    };
-                    return position;
-                })
-                    .filter((position) => Boolean(position));
-                return positions;
-            }, {
+            provideAccountInfoService(terminal, SPOT_ACCOUNT_ID, async () => getSpotAccountInfoSnapshot(credential, SPOT_ACCOUNT_ID), {
                 auto_refresh_interval: 5000,
             });
             addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });
@@ -321,54 +173,14 @@ else {
         }
         // order related
         {
-            providePendingOrdersService(terminal, UNIFIED_ACCOUNT_ID, async () => {
-                const openOrders = await getUnifiedUmOpenOrders(credential);
-                return openOrders.map((order) => {
-                    var _a;
-                    const order_direction = (_a = mapBinanceSideToYuantsDirection(order.side, order.positionSide)) !== null && _a !== void 0 ? _a : 'OPEN_LONG';
-                    return {
-                        order_id: `${order.orderId}`,
-                        account_id: UNIFIED_ACCOUNT_ID,
-                        product_id: encodePath('usdt-future', order.symbol),
-                        order_type: mapBinanceOrderTypeToYuants(order.type),
-                        order_direction,
-                        volume: +order.origQty,
-                        traded_volume: +order.executedQty,
-                        price: order.price === undefined ? undefined : +order.price,
-                        submit_at: order.time,
-                        updated_at: new Date(order.updateTime).toISOString(),
-                        order_status: order.status,
-                    };
-                });
-            }, { auto_refresh_interval: 1000 });
+            providePendingOrdersService(terminal, UNIFIED_ACCOUNT_ID, async () => listOrders(credential, UNIFIED_ACCOUNT_ID), { auto_refresh_interval: 1000 });
             terminal.server.provideService('SubmitOrder', {
                 required: ['account_id'],
                 properties: {
                     account_id: { const: UNIFIED_ACCOUNT_ID },
                 },
             }, async (msg) => {
-                console.info(formatTime(Date.now()), 'SubmitOrder', msg.req);
-                const order = msg.req;
-                const [instType, symbol] = decodePath(order.product_id);
-                if (instType === 'usdt-future') {
-                    const params = {
-                        symbol,
-                        side: mapOrderDirectionToSide(order.order_direction),
-                        positionSide: mapOrderDirectionToPosSide(order.order_direction),
-                        type: mapOrderTypeToOrdType(order.order_type),
-                        timeInForce: order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined,
-                        quantity: order.volume,
-                        price: order.price,
-                        newClientOrderId: deriveClientOrderId(order),
-                    };
-                    console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
-                    const orderResult = await postUmOrder(credential, params);
-                    if (isApiError(orderResult)) {
-                        return { res: { code: orderResult.code, message: orderResult.msg } };
-                    }
-                    return { res: { code: 0, message: 'OK', order_id: orderResult.orderId } };
-                }
-                return { res: { code: 400, message: `unsupported type: ${instType}` } };
+                return { res: { code: 0, message: 'OK', order_id: await submitOrder(credential, msg.req) } };
             });
         }
         {
@@ -378,22 +190,7 @@ else {
                     account_id: { const: UNIFIED_ACCOUNT_ID },
                 },
             }, async (msg) => {
-                const order = msg.req;
-                if (!order.order_id) {
-                    return { res: { code: 400, message: 'order_id is required' } };
-                }
-                const [instType, symbol] = decodePath(order.product_id);
-                if (instType !== 'usdt-future') {
-                    return { res: { code: 400, message: `unsupported type: ${instType}` } };
-                }
-                const cancelResult = await deleteUmOrder(credential, {
-                    symbol,
-                    orderId: order.order_id,
-                });
-                if (isApiError(cancelResult)) {
-                    return { res: { code: cancelResult.code, message: cancelResult.msg } };
-                }
-                return { res: { code: 0, message: 'OK' } };
+                return { res: { code: 0, message: 'OK', data: await cancelOrder(credential, msg.req) } };
             });
         }
     })();

package/dist/legacy_index.js.map

@@ -1 +1 @@
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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder, providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { createHash } from 'crypto';\nimport { getDefaultCredential, isApiError } from './api/client';\nimport {\n  deleteUmOrder,\n  getDepositAddress,\n  getDepositHistory,\n  getSpotAccountInfo,\n  getSubAccountList,\n  getUnifiedAccountBalance,\n  getUnifiedUmAccount,\n  getUnifiedUmOpenOrders,\n  getWithdrawHistory,\n  postAssetTransfer,\n  postUmOrder,\n  postWithdraw,\n} from './api/private-api';\nimport { getFutureOpenInterest } from './api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst _mapSymbolToOpenInterest: Record<string, { value: number; updated_at: number }> = {};\nconst getOpenInterest = async (symbol: string) => {\n  const expired_at = Date.now() - 600_000; // 10min expired\n  const cache = _mapSymbolToOpenInterest[symbol];\n  if (cache) {\n    if (cache.updated_at > expired_at) {\n      return cache.value;\n    }\n  }\n  const data = await getFutureOpenInterest({ symbol });\n  const value = +data.openInterest || 0;\n  _mapSymbolToOpenInterest[symbol] = { value, updated_at: Date.now() };\n  return value;\n};\n\nconst mapOrderDirectionToSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 'BUY';\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return 'SELL';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderDirectionToPosSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_LONG':\n      return 'LONG';\n    case 'OPEN_SHORT':\n    case 'CLOSE_SHORT':\n      return 'SHORT';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderTypeToOrdType = (order_type?: string) => {\n  switch (order_type) {\n    case 'LIMIT':\n    case 'MAKER':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n  }\n  throw new Error(`Unknown order type: ${order_type}`);\n};\n\nconst mapBinanceOrderTypeToYuants = (binanceType?: string): IOrder['order_type'] => {\n  switch (binanceType) {\n    case 'LIMIT':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n    default:\n      return 'LIMIT';\n  }\n};\n\nconst mapBinanceSideToYuantsDirection = (\n  side?: string,\n  positionSide?: string,\n): IOrder['order_direction'] | undefined => {\n  if (!side || !positionSide) {\n    return undefined;\n  }\n  if (positionSide === 'LONG') {\n    return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';\n  }\n  if (positionSide === 'SHORT') {\n    return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';\n  }\n  return undefined;\n};\n\nconst deriveClientOrderId = (order: IOrder) => {\n  if (order.order_id) return `${order.order_id}`;\n  if (order.comment) return order.comment;\n  const payload = JSON.stringify({\n    account_id: order.account_id,\n    product_id: order.product_id,\n    order_direction: order.order_direction,\n    order_type: order.order_type,\n    price: order.price,\n    volume: order.volume,\n  });\n  return `YUANTS${createHash('sha256').update(payload).digest('hex').slice(0, 24)}`;\n};\n\nconst isPublicOnly = process.env.PUBLIC_ONLY === 'true';\n\n// provideTicks(terminal, 'binance', (product_id) => {\n//   const [instType, symbol] = decodePath(product_id);\n//   if (instType === 'usdt-future') {\n//     return combineLatest([mapSymbolToFuturePremiumIndex$, mapSymbolToFutureBookTicker$]).pipe(\n//       combineLatestWith(defer(() => getOpenInterest(symbol))),\n//       map(([[mapSymbolToFuturePremiumIndex, mapSymbolToFutureBookTicker], openInterestVolume]): ITick => {\n//         const premiumIndex = mapSymbolToFuturePremiumIndex.get(symbol);\n//         const bookTicker = mapSymbolToFutureBookTicker.get(symbol);\n//         if (!premiumIndex) {\n//           throw new Error(`Premium Index Not Found: ${symbol}`);\n//         }\n//         if (!bookTicker) {\n//           throw new Error(`Book Ticker Not Found: ${symbol}`);\n//         }\n//         return {\n//           datasource_id: 'binance',\n//           product_id,\n//           updated_at: Date.now(),\n//           price: +premiumIndex.markPrice,\n//           ask: +bookTicker.askPrice,\n//           bid: +bookTicker.bidPrice,\n//           interest_rate_for_long: -+premiumIndex.lastFundingRate,\n//           interest_rate_for_short: +premiumIndex.lastFundingRate,\n//           settlement_scheduled_at: premiumIndex.nextFundingTime,\n//           open_interest: openInterestVolume,\n//         };\n//       }),\n//     );\n//   }\n//   return EMPTY;\n// });\n\nif (isPublicOnly) {\n  console.info('PUBLIC_ONLY=1, skip Binance legacy services');\n} else {\n  const credential = getDefaultCredential();\n  (async () => {\n    const spotAccountInfo = await getSpotAccountInfo(credential);\n    if (isApiError(spotAccountInfo)) {\n      throw new Error(spotAccountInfo.msg);\n    }\n    const uid = spotAccountInfo.uid;\n\n    const SPOT_ACCOUNT_ID = `binance/${uid}/spot/usdt`;\n    const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;\n\n    {\n      // unified accountInfo\n\n      provideAccountInfoService(\n        terminal,\n        UNIFIED_ACCOUNT_ID,\n        async () => {\n          const [accountResult, umAccountResult] = await Promise.all([\n            getUnifiedAccountBalance(credential),\n            getUnifiedUmAccount(credential),\n          ]);\n          if (isApiError(accountResult)) {\n            throw new Error(accountResult.msg);\n          }\n          const usdtAssets = accountResult.find((v) => v.asset === 'USDT');\n          if (!usdtAssets) {\n            throw new Error('USDT not found');\n          }\n          if (isApiError(umAccountResult)) {\n            throw new Error(umAccountResult.msg);\n          }\n          const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');\n          if (!usdtUmAssets) {\n            throw new Error('um USDT not found');\n          }\n          const equity = +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL;\n          const free = equity - +usdtUmAssets.initialMargin;\n\n          const positions = umAccountResult.positions\n            .filter((v) => +v.positionAmt !== 0)\n            .map((v): IPosition => {\n              return {\n                position_id: `${v.symbol}/${v.positionSide}`,\n                datasource_id: 'BINANCE',\n                product_id: encodePath('usdt-future', v.symbol),\n                direction: v.positionSide,\n                volume: +v.positionAmt,\n                free_volume: +v.positionAmt,\n                position_price: +v.entryPrice,\n                closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,\n                floating_profit: +v.unrealizedProfit,\n                valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),\n              };\n            });\n\n          return positions;\n        },\n        { auto_refresh_interval: 1000 },\n      );\n\n      addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });\n    }\n\n    {\n      // spot account info\n\n      provideAccountInfoService(\n        terminal,\n        SPOT_ACCOUNT_ID,\n        async () => {\n          const spotAccountResult = await getSpotAccountInfo(credential, { omitZeroBalances: true });\n          if (isApiError(spotAccountResult)) {\n            throw new Error(spotAccountResult.msg);\n          }\n          const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');\n          const positions = spotAccountResult.balances\n            .filter((balance) => balance.asset !== 'USDT')\n            .map((balance) => {\n              const volume = +balance.free + +balance.locked;\n              if (!volume) {\n                return undefined;\n              }\n              const position: IPosition = {\n                position_id: `spot/${balance.asset}`,\n                datasource_id: 'BINANCE',\n                product_id: encodePath('spot', `${balance.asset}USDT`),\n                direction: 'LONG',\n                volume,\n                free_volume: +balance.free,\n                position_price: 0,\n                closable_price: 0,\n                floating_profit: 0,\n                valuation: 0,\n              };\n              return position;\n            })\n            .filter((position): position is IPosition => Boolean(position));\n          return positions;\n        },\n        {\n          auto_refresh_interval: 5_000,\n        },\n      );\n\n      addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });\n    }\n\n    // transfer\n    {\n      // spot -> unified\n      const SPOT_UNIFIED_NETWORK_ID = `binance/${uid}/spot/unified`;\n      addAccountTransferAddress({\n        terminal,\n        account_id: SPOT_ACCOUNT_ID,\n        network_id: SPOT_UNIFIED_NETWORK_ID,\n        currency: 'USDT',\n        address: `unified`,\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: 'MAIN_PORTFOLIO_MARGIN',\n              asset: 'USDT',\n              amount: order.current_amount!,\n            });\n            if (isApiError(transferResult)) {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };\n          },\n        },\n        onEval: async (order) => {\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n\n      // unified -> spot\n      addAccountTransferAddress({\n        terminal,\n        account_id: UNIFIED_ACCOUNT_ID,\n        network_id: SPOT_UNIFIED_NETWORK_ID,\n        currency: 'USDT',\n        address: `spot`,\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: 'PORTFOLIO_MARGIN_MAIN',\n              asset: 'USDT',\n              amount: order.current_amount!,\n            });\n            if (isApiError(transferResult)) {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };\n          },\n        },\n        onEval: async (order) => {\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n\n      const subAccountsResult = await getSubAccountList(credential);\n      const isMain = !isApiError(subAccountsResult);\n      // main -> sub\n      // TODO...\n\n      // blockchain\n      if (isMain) {\n        const depositAddressResult = await getDepositAddress(credential, { coin: 'USDT', network: 'TRX' });\n        addAccountTransferAddress({\n          terminal,\n          account_id: SPOT_ACCOUNT_ID,\n          network_id: 'TRC20',\n          currency: 'USDT',\n          address: depositAddressResult.address,\n          onApply: {\n            INIT: async (order) => {\n              const transferResult = await postWithdraw(credential, {\n                coin: 'USDT',\n                network: 'TRX',\n                address: order.current_rx_address!,\n                amount: order.current_amount!,\n              });\n              if (isApiError(transferResult)) {\n                return { state: 'ERROR', message: transferResult.msg };\n              }\n              const wdId = transferResult.id;\n              return { state: 'PENDING', context: wdId };\n            },\n            PENDING: async (order) => {\n              const wdId = order.current_tx_context;\n              const withdrawResult = await getWithdrawHistory(credential, { coin: 'USDT' });\n              const record = withdrawResult?.find((v) => v.id === wdId);\n              const txId = record?.txId;\n              if (!txId) {\n                return { state: 'PENDING', context: wdId };\n              }\n              return { state: 'COMPLETE', transaction_id: txId };\n            },\n          },\n          onEval: async (order) => {\n            const checkResult = await getDepositHistory(credential, {\n              coin: 'USDT',\n              txId: order.current_transaction_id,\n            });\n            if (checkResult?.[0]?.status !== 1) {\n              return { state: 'PENDING' };\n            }\n            const received_amount = +checkResult[0].amount;\n            return { state: 'COMPLETE', received_amount };\n          },\n        });\n      }\n    }\n\n    // order related\n    {\n      providePendingOrdersService(\n        terminal,\n        UNIFIED_ACCOUNT_ID,\n        async () => {\n          const openOrders = await getUnifiedUmOpenOrders(credential);\n          return openOrders.map((order): IOrder => {\n            const order_direction =\n              mapBinanceSideToYuantsDirection(order.side, order.positionSide) ?? 'OPEN_LONG';\n            return {\n              order_id: `${order.orderId}`,\n              account_id: UNIFIED_ACCOUNT_ID,\n              product_id: encodePath('usdt-future', order.symbol),\n              order_type: mapBinanceOrderTypeToYuants(order.type),\n              order_direction,\n              volume: +order.origQty,\n              traded_volume: +order.executedQty,\n              price: order.price === undefined ? undefined : +order.price,\n              submit_at: order.time,\n              updated_at: new Date(order.updateTime).toISOString(),\n              order_status: order.status,\n            };\n          });\n        },\n        { auto_refresh_interval: 1000 },\n      );\n\n      terminal.server.provideService<IOrder>(\n        'SubmitOrder',\n        {\n          required: ['account_id'],\n          properties: {\n            account_id: { const: UNIFIED_ACCOUNT_ID },\n          },\n        },\n        async (msg) => {\n          console.info(formatTime(Date.now()), 'SubmitOrder', msg.req);\n          const order = msg.req;\n          const [instType, symbol] = decodePath(order.product_id);\n          if (instType === 'usdt-future') {\n            const params = {\n              symbol,\n              side: mapOrderDirectionToSide(order.order_direction),\n              positionSide: mapOrderDirectionToPosSide(order.order_direction),\n              type: mapOrderTypeToOrdType(order.order_type),\n              timeInForce:\n                order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined,\n              quantity: order.volume,\n              price: order.price,\n              newClientOrderId: deriveClientOrderId(order),\n            };\n\n            console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n            const orderResult = await postUmOrder(credential, params);\n            if (isApiError(orderResult)) {\n              return { res: { code: orderResult.code, message: orderResult.msg } };\n            }\n            return { res: { code: 0, message: 'OK', order_id: orderResult.orderId } };\n          }\n          return { res: { code: 400, message: `unsupported type: ${instType}` } };\n        },\n      );\n    }\n\n    {\n      terminal.server.provideService<IOrder>(\n        'CancelOrder',\n        {\n          required: ['account_id', 'order_id', 'product_id'],\n          properties: {\n            account_id: { const: UNIFIED_ACCOUNT_ID },\n          },\n        },\n        async (msg) => {\n          const order = msg.req;\n          if (!order.order_id) {\n            return { res: { code: 400, message: 'order_id is required' } };\n          }\n          const [instType, symbol] = decodePath(order.product_id);\n          if (instType !== 'usdt-future') {\n            return { res: { code: 400, message: `unsupported type: ${instType}` } };\n          }\n          const cancelResult = await deleteUmOrder(credential, {\n            symbol,\n            orderId: order.order_id,\n          });\n          if (isApiError(cancelResult)) {\n            return { res: { code: cancelResult.code, message: cancelResult.msg } };\n          }\n          return { res: { code: 0, message: 'OK' } };\n        },\n      );\n    }\n  })();\n}\n"]}
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{ addAccountMarket, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder, providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { getDefaultCredential, isApiError } from './api/client';\nimport {\n  getDepositAddress,\n  getDepositHistory,\n  getSpotAccountInfo,\n  getSubAccountList,\n  getWithdrawHistory,\n  postAssetTransfer,\n  postWithdraw,\n} from './api/private-api';\nimport { getSpotAccountInfoSnapshot } from './services/accounts/spot';\nimport { getUnifiedAccountInfo } from './services/accounts/unified';\nimport { cancelOrder } from './services/orders/cancelOrder';\nimport { listOrders } from './services/orders/listOrders';\nimport { submitOrder } from './services/orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst isPublicOnly = process.env.PUBLIC_ONLY === 'true';\n\n// provideTicks(terminal, 'binance', (product_id) => {\n//   const [instType, symbol] = decodePath(product_id);\n//   if (instType === 'usdt-future') {\n//     return combineLatest([mapSymbolToFuturePremiumIndex$, mapSymbolToFutureBookTicker$]).pipe(\n//       combineLatestWith(defer(() => getOpenInterest(symbol))),\n//       map(([[mapSymbolToFuturePremiumIndex, mapSymbolToFutureBookTicker], openInterestVolume]): ITick => {\n//         const premiumIndex = mapSymbolToFuturePremiumIndex.get(symbol);\n//         const bookTicker = mapSymbolToFutureBookTicker.get(symbol);\n//         if (!premiumIndex) {\n//           throw new Error(`Premium Index Not Found: ${symbol}`);\n//         }\n//         if (!bookTicker) {\n//           throw new Error(`Book Ticker Not Found: ${symbol}`);\n//         }\n//         return {\n//           datasource_id: 'binance',\n//           product_id,\n//           updated_at: Date.now(),\n//           price: +premiumIndex.markPrice,\n//           ask: +bookTicker.askPrice,\n//           bid: +bookTicker.bidPrice,\n//           interest_rate_for_long: -+premiumIndex.lastFundingRate,\n//           interest_rate_for_short: +premiumIndex.lastFundingRate,\n//           settlement_scheduled_at: premiumIndex.nextFundingTime,\n//           open_interest: openInterestVolume,\n//         };\n//       }),\n//     );\n//   }\n//   return EMPTY;\n// });\n\nif (isPublicOnly) {\n  console.info('PUBLIC_ONLY=1, skip Binance legacy services');\n} else {\n  const credential = getDefaultCredential();\n  (async () => {\n    const spotAccountInfo = await getSpotAccountInfo(credential);\n    if (isApiError(spotAccountInfo)) {\n      throw new Error(spotAccountInfo.msg);\n    }\n    const uid = spotAccountInfo.uid;\n\n    const SPOT_ACCOUNT_ID = `binance/${uid}/spot/usdt`;\n    const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;\n\n    {\n      // unified accountInfo\n\n      provideAccountInfoService(\n        terminal,\n        UNIFIED_ACCOUNT_ID,\n        async () => getUnifiedAccountInfo(credential, UNIFIED_ACCOUNT_ID),\n        { auto_refresh_interval: 1000 },\n      );\n\n      addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });\n    }\n\n    {\n      // spot account info\n\n      provideAccountInfoService(\n        terminal,\n        SPOT_ACCOUNT_ID,\n        async () => getSpotAccountInfoSnapshot(credential, SPOT_ACCOUNT_ID),\n        {\n          auto_refresh_interval: 5_000,\n        },\n      );\n\n      addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });\n    }\n\n    // transfer\n    {\n      // spot -> unified\n      const SPOT_UNIFIED_NETWORK_ID = `binance/${uid}/spot/unified`;\n      addAccountTransferAddress({\n        terminal,\n        account_id: SPOT_ACCOUNT_ID,\n        network_id: SPOT_UNIFIED_NETWORK_ID,\n        currency: 'USDT',\n        address: `unified`,\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: 'MAIN_PORTFOLIO_MARGIN',\n              asset: 'USDT',\n              amount: order.current_amount!,\n            });\n            if (isApiError(transferResult)) {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };\n          },\n        },\n        onEval: async (order) => {\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n\n      // unified -> spot\n      addAccountTransferAddress({\n        terminal,\n        account_id: UNIFIED_ACCOUNT_ID,\n        network_id: SPOT_UNIFIED_NETWORK_ID,\n        currency: 'USDT',\n        address: `spot`,\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: 'PORTFOLIO_MARGIN_MAIN',\n              asset: 'USDT',\n              amount: order.current_amount!,\n            });\n            if (isApiError(transferResult)) {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };\n          },\n        },\n        onEval: async (order) => {\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n\n      const subAccountsResult = await getSubAccountList(credential);\n      const isMain = !isApiError(subAccountsResult);\n      // main -> sub\n      // TODO...\n\n      // blockchain\n      if (isMain) {\n        const depositAddressResult = await getDepositAddress(credential, { coin: 'USDT', network: 'TRX' });\n        addAccountTransferAddress({\n          terminal,\n          account_id: SPOT_ACCOUNT_ID,\n          network_id: 'TRC20',\n          currency: 'USDT',\n          address: depositAddressResult.address,\n          onApply: {\n            INIT: async (order) => {\n              const transferResult = await postWithdraw(credential, {\n                coin: 'USDT',\n                network: 'TRX',\n                address: order.current_rx_address!,\n                amount: order.current_amount!,\n              });\n              if (isApiError(transferResult)) {\n                return { state: 'ERROR', message: transferResult.msg };\n              }\n              const wdId = transferResult.id;\n              return { state: 'PENDING', context: wdId };\n            },\n            PENDING: async (order) => {\n              const wdId = order.current_tx_context;\n              const withdrawResult = await getWithdrawHistory(credential, { coin: 'USDT' });\n              const record = withdrawResult?.find((v) => v.id === wdId);\n              const txId = record?.txId;\n              if (!txId) {\n                return { state: 'PENDING', context: wdId };\n              }\n              return { state: 'COMPLETE', transaction_id: txId };\n            },\n          },\n          onEval: async (order) => {\n            const checkResult = await getDepositHistory(credential, {\n              coin: 'USDT',\n              txId: order.current_transaction_id,\n            });\n            if (checkResult?.[0]?.status !== 1) {\n              return { state: 'PENDING' };\n            }\n            const received_amount = +checkResult[0].amount;\n            return { state: 'COMPLETE', received_amount };\n          },\n        });\n      }\n    }\n\n    // order related\n    {\n      providePendingOrdersService(\n        terminal,\n        UNIFIED_ACCOUNT_ID,\n        async () => listOrders(credential, UNIFIED_ACCOUNT_ID),\n        { auto_refresh_interval: 1000 },\n      );\n\n      terminal.server.provideService<IOrder>(\n        'SubmitOrder',\n        {\n          required: ['account_id'],\n          properties: {\n            account_id: { const: UNIFIED_ACCOUNT_ID },\n          },\n        },\n        async (msg) => {\n          return { res: { code: 0, message: 'OK', order_id: await submitOrder(credential, msg.req) } };\n        },\n      );\n    }\n\n    {\n      terminal.server.provideService<IOrder>(\n        'CancelOrder',\n        {\n          required: ['account_id', 'order_id', 'product_id'],\n          properties: {\n            account_id: { const: UNIFIED_ACCOUNT_ID },\n          },\n        },\n        async (msg) => {\n          return { res: { code: 0, message: 'OK', data: await cancelOrder(credential, msg.req) } };\n        },\n      );\n    }\n  })();\n}\n"]}

package/dist/public-data/interest_rate.js

@@ -26,8 +26,8 @@ createSeriesProvider(terminal, {
         return __asyncGenerator(this, arguments, function* () {
             const [datasource_id, product_id] = decodePath(series_id);
             let current_start = started_at;
-            const [instType, symbol] = decodePath(product_id);
-            if (instType === 'usdt-future') {
+            const [, instType, symbol] = decodePath(product_id);
+            if (instType === 'USDT-FUTURE') {
                 while (true) {
                     // 向前翻页，时间降序
                     const res = yield __await(getFutureFundingRate({
@@ -51,8 +51,9 @@ createSeriesProvider(terminal, {
                     current_start = +res[res.length - 1].fundingTime;
                     yield __await(firstValueFrom(timer(1000)));
                 }
+                return yield __await(void 0);
             }
-            else if (instType === 'margin') {
+            if (instType === 'MARGIN') {
                 while (true) {
                     const res = yield __await(getMarginInterestRateHistory({
                         asset: symbol,
@@ -76,6 +77,7 @@ createSeriesProvider(terminal, {
                     yield __await(firstValueFrom(timer(1000)));
                 }
             }
+            return yield __await(void 0);
         });
     },
 });

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

@@ -1 +1 @@
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package/dist/public-data/ohlc.js

@@ -46,7 +46,7 @@ createSeriesProvider(terminal, {
                 throw new Error(`Unsupported duration: ${duration}`);
             }
             const offset = convertDurationToOffset(duration);
-            const [instType, symbol] = decodePath(product_id);
+            const [, instType, symbol] = decodePath(product_id);
             let current_end = ended_at || Date.now();
             const start = started_at || 0;
             const baseUrl = instType === 'usdt-future'

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

@@ -1 +1 @@
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'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"]}
+{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AAE9C,MAAM,QAAQ,GAAG,QAAQ,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,oBAAoB,CAAQ,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,UAAU,CAAC,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,uBAAuB,CAAC,QAAQ,CAAC,CAAC;YACjD,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAEpD,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,aAAa,CAAkB,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,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBAC5B,SAAS,EAAE,UAAU,CAAC,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,cAAc,CAAC,KAAK,CAAC,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/dist/public-data/product.js

@@ -11,7 +11,7 @@ const cache = provideQueryProductsService(terminal, 'BINANCE', async (req) => {
     return exchangeInfo.symbols.map((symbol) => {
         return {
             datasource_id: 'BINANCE',
-            product_id: encodePath('usdt-future', symbol.symbol),
+            product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),
             base_currency: symbol.baseAsset,
             quote_currency: symbol.quoteAsset,
             price_step: +`1e-${symbol.pricePrecision}`,

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

@@ -1 +1 @@
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+{"version":3,"file":"product.js","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,qBAAqB,EAAE,MAAM,mBAAmB,CAAC;AAE1D,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oDAAoD;AACpD,MAAM,KAAK,GAAG,2BAA2B,CACvC,QAAQ,EACR,SAAS,EACT,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,sDAAsD;IACtD,MAAM,YAAY,GAAG,MAAM,qBAAqB,EAAE,CAAC;IAEnD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACnD,OAAO;YACL,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YAC/D,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('BINANCE', '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/dist/public-data/quote.js

@@ -26,7 +26,7 @@ const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(mergeMap((entries) => fr
     var _a;
     return ({
         datasource_id: 'BINANCE',
-        product_id: encodePath('usdt-future', entry.symbol),
+        product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),
         last_price: entry.markPrice,
         // Use the latest funding rate so that long pays when fundingRate > 0
         interest_rate_long: `${-Number(entry.lastFundingRate)}`,
@@ -39,7 +39,7 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe(mergeMap((entries) => from(e
     var _a;
     return ({
         datasource_id: 'BINANCE',
-        product_id: encodePath('usdt-future', entry.symbol),
+        product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),
         bid_price: entry.bidPrice,
         ask_price: entry.askPrice,
         updated_at: formatTime((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
@@ -47,12 +47,12 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe(mergeMap((entries) => from(e
 }));
 const quoteFromOpenInterest$ = futureBookTicker$.pipe(mergeMap((entries) => from(entries || [])), mergeMap((entry) => from(openInterestCache.query(entry.symbol)).pipe(map((openInterest) => ({
     datasource_id: 'BINANCE',
-    product_id: encodePath('usdt-future', entry.symbol),
+    product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),
     open_interest: `${openInterest !== null && openInterest !== void 0 ? openInterest : 0}`,
 }))), 5));
 const quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), shareReplay({ bufferSize: 1, refCount: true }), mergeMap((entries) => from(entries || [])), map((entry) => ({
     datasource_id: 'BINANCE',
-    product_id: encodePath('spot', entry.symbol),
+    product_id: encodePath('BINANCE', 'SPOT', entry.symbol),
     bid_price: entry.bidPrice,
     ask_price: entry.askPrice,
     bid_volume: entry.bidQty,
@@ -83,7 +83,7 @@ const quoteFromMarginRates$ = marginPairs$.pipe(mergeMap((pairs) => from(pairs).
     ]);
     return {
         datasource_id: 'BINANCE',
-        product_id: encodePath('spot', pair.symbol),
+        product_id: encodePath('BINANCE', 'SPOT', pair.symbol),
         // User instruction: Long = Quote Rate, Short = Base Rate
         interest_rate_long: quoteRate,
         interest_rate_short: baseRate,