@yuants/vendor-binance 0.8.6 → 0.9.0

package/lib/legacy_index.js

@@ -4,95 +4,14 @@ const data_account_1 = require("@yuants/data-account");
 const data_order_1 = require("@yuants/data-order");
 const protocol_1 = require("@yuants/protocol");
 const transfer_1 = require("@yuants/transfer");
-const utils_1 = require("@yuants/utils");
-const crypto_1 = require("crypto");
 const client_1 = require("./api/client");
 const private_api_1 = require("./api/private-api");
-const public_api_1 = require("./api/public-api");
+const spot_1 = require("./services/accounts/spot");
+const unified_1 = require("./services/accounts/unified");
+const cancelOrder_1 = require("./services/orders/cancelOrder");
+const listOrders_1 = require("./services/orders/listOrders");
+const submitOrder_1 = require("./services/orders/submitOrder");
 const terminal = protocol_1.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 (0, public_api_1.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${(0, crypto_1.createHash)('sha256').update(payload).digest('hex').slice(0, 24)}`;
-};
 const isPublicOnly = process.env.PUBLIC_ONLY === 'true';
 // provideTicks(terminal, 'binance', (product_id) => {
 //   const [instType, symbol] = decodePath(product_id);
@@ -140,79 +59,12 @@ else {
         const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;
         {
             // unified accountInfo
-            (0, data_account_1.provideAccountInfoService)(terminal, UNIFIED_ACCOUNT_ID, async () => {
-                const [accountResult, umAccountResult] = await Promise.all([
-                    (0, private_api_1.getUnifiedAccountBalance)(credential),
-                    (0, private_api_1.getUnifiedUmAccount)(credential),
-                ]);
-                if ((0, client_1.isApiError)(accountResult)) {
-                    throw new Error(accountResult.msg);
-                }
-                const usdtAssets = accountResult.find((v) => v.asset === 'USDT');
-                if (!usdtAssets) {
-                    throw new Error('USDT not found');
-                }
-                if ((0, client_1.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: (0, utils_1.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 });
+            (0, data_account_1.provideAccountInfoService)(terminal, UNIFIED_ACCOUNT_ID, async () => (0, unified_1.getUnifiedAccountInfo)(credential, UNIFIED_ACCOUNT_ID), { auto_refresh_interval: 1000 });
             (0, data_account_1.addAccountMarket)(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });
         }
         {
             // spot account info
-            (0, data_account_1.provideAccountInfoService)(terminal, SPOT_ACCOUNT_ID, async () => {
-                const spotAccountResult = await (0, private_api_1.getSpotAccountInfo)(credential, { omitZeroBalances: true });
-                if ((0, client_1.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/${balance.asset}`,
-                        datasource_id: 'BINANCE',
-                        product_id: (0, utils_1.encodePath)('spot', `${balance.asset}USDT`),
-                        direction: 'LONG',
-                        volume,
-                        free_volume: +balance.free,
-                        position_price: 0,
-                        closable_price: 0,
-                        floating_profit: 0,
-                        valuation: 0,
-                    };
-                    return position;
-                })
-                    .filter((position) => Boolean(position));
-                return positions;
-            }, {
+            (0, data_account_1.provideAccountInfoService)(terminal, SPOT_ACCOUNT_ID, async () => (0, spot_1.getSpotAccountInfoSnapshot)(credential, SPOT_ACCOUNT_ID), {
                 auto_refresh_interval: 5000,
             });
             (0, data_account_1.addAccountMarket)(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });
@@ -323,54 +175,14 @@ else {
         }
         // order related
         {
-            (0, data_order_1.providePendingOrdersService)(terminal, UNIFIED_ACCOUNT_ID, async () => {
-                const openOrders = await (0, private_api_1.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: (0, utils_1.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 });
+            (0, data_order_1.providePendingOrdersService)(terminal, UNIFIED_ACCOUNT_ID, async () => (0, listOrders_1.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((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', msg.req);
-                const order = msg.req;
-                const [instType, symbol] = (0, utils_1.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((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));
-                    const orderResult = await (0, private_api_1.postUmOrder)(credential, params);
-                    if ((0, client_1.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 (0, submitOrder_1.submitOrder)(credential, msg.req) } };
             });
         }
         {
@@ -380,22 +192,7 @@ 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] = (0, utils_1.decodePath)(order.product_id);
-                if (instType !== 'usdt-future') {
-                    return { res: { code: 400, message: `unsupported type: ${instType}` } };
-                }
-                const cancelResult = await (0, private_api_1.deleteUmOrder)(credential, {
-                    symbol,
-                    orderId: order.order_id,
-                });
-                if ((0, client_1.isApiError)(cancelResult)) {
-                    return { res: { code: cancelResult.code, message: cancelResult.msg } };
-                }
-                return { res: { code: 0, message: 'OK' } };
+                return { res: { code: 0, message: 'OK', data: await (0, cancelOrder_1.cancelOrder)(credential, msg.req) } };
             });
         }
     })();

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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/lib/public-data/interest_rate.js

@@ -28,8 +28,8 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
         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') {
+            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)({
@@ -53,8 +53,9 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
                     current_start = +res[res.length - 1].fundingTime;
                     yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
                 }
+                return yield __await(void 0);
             }
-            else if (instType === 'margin') {
+            if (instType === 'MARGIN') {
                 while (true) {
                     const res = yield __await((0, private_api_1.getMarginInterestRateHistory)({
                         asset: symbol,
@@ -78,6 +79,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
                     yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
                 }
             }
+            return yield __await(void 0);
         });
     },
 });

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

@@ -1 +1 @@
-{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../src/public-data/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,yCAAuD;AACvD,+BAA6C;AAC7C,kDAAyD;AACzD,oDAAkE;AAElE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAoB,EAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YAC1D,IAAI,aAAa,GAAG,UAAU,CAAC;YAC/B,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;YAClD,IAAI,QAAQ,KAAK,aAAa,EAAE;gBAC9B,OAAO,IAAI,EAAE;oBACX,YAAY;oBACZ,MAAM,GAAG,GAAG,cAAM,IAAA,iCAAoB,EAAC;wBACrC,MAAM,EAAE,MAAM;wBACd,SAAS,EAAE,aAAa;wBACxB,OAAO,EAAE,QAAQ;wBACjB,KAAK,EAAE,IAAI;qBACZ,CAAC,CAAA,CAAC;oBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;wBACrB,SAAS;wBACT,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,WAAW,CAAC;wBACrC,aAAa;wBACb,UAAU;wBACV,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE;wBAC9B,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;wBAC9B,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAA,CAAC;oBACF,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;wBACrB,MAAM;qBACP;oBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;oBACjD,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;iBAAM,IAAI,QAAQ,KAAK,QAAQ,EAAE;gBAChC,OAAO,IAAI,EAAE;oBACX,MAAM,GAAG,GAAG,cAAM,IAAA,0CAA4B,EAAC;wBAC7C,KAAK,EAAE,MAAM;wBACb,SAAS,EAAE,aAAa;wBACxB,OAAO,EAAE,QAAQ;wBACjB,KAAK,EAAE,GAAG;qBACX,CAAC,CAAA,CAAC;oBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAKA,EAAiB,EAAE,CAAC,CAAC;wBACpB,SAAS;wBACT,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,SAAS,CAAC;wBACnC,aAAa;wBACb,UAAU;wBACV,SAAS,EAAE,CAAC,CAAC,iBAAiB;wBAC9B,UAAU,EAAE,GAAG;wBACf,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAA,CAAC;oBACF,IAAI,GAAG,CAAC,MAAM,GAAG,GAAG,EAAE;wBACpB,MAAM;qBACP;oBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC;oBAC/C,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getFutureFundingRate } from '../api/public-api';\nimport { getMarginInterestRateHistory } from '../api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['BINANCE'],\n  reversed: true,\n  serviceOptions: { concurrent: 1 },\n  queryFn: async function* ({ series_id, started_at, ended_at }) {\n    const [datasource_id, product_id] = decodePath(series_id);\n    let current_start = started_at;\n    const [instType, symbol] = decodePath(product_id);\n    if (instType === 'usdt-future') {\n      while (true) {\n        // 向前翻页，时间降序\n        const res = await getFutureFundingRate({\n          symbol: symbol,\n          startTime: current_start,\n          endTime: ended_at,\n          limit: 1000,\n        });\n        yield res.map(\n          (v): IInterestRate => ({\n            series_id,\n            created_at: formatTime(v.fundingTime),\n            datasource_id,\n            product_id,\n            long_rate: `${-v.fundingRate}`,\n            short_rate: `${v.fundingRate}`,\n            settlement_price: '',\n          }),\n        );\n        if (res.length < 1000) {\n          break;\n        }\n        current_start = +res[res.length - 1].fundingTime;\n        await firstValueFrom(timer(1000));\n      }\n    } else if (instType === 'margin') {\n      while (true) {\n        const res = await getMarginInterestRateHistory({\n          asset: symbol,\n          startTime: current_start,\n          endTime: ended_at,\n          limit: 100,\n        });\n        yield res.map(\n          (v: {\n            asset: string;\n            dailyInterestRate: string;\n            timestamp: number;\n            vipLevel: number;\n          }): IInterestRate => ({\n            series_id,\n            created_at: formatTime(v.timestamp),\n            datasource_id,\n            product_id,\n            long_rate: v.dailyInterestRate,\n            short_rate: '0',\n            settlement_price: '',\n          }),\n        );\n        if (res.length < 100) {\n          break;\n        }\n        current_start = +res[res.length - 1].timestamp;\n        await firstValueFrom(timer(1000));\n      }\n    }\n  },\n});\n"]}
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package/lib/public-data/ohlc.js

@@ -48,7 +48,7 @@ const DURATION_TO_BINANCE_INTERVAL = {
                 throw new Error(`Unsupported duration: ${duration}`);
             }
             const offset = (0, utils_1.convertDurationToOffset)(duration);
-            const [instType, symbol] = (0, utils_1.decodePath)(product_id);
+            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'

package/lib/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: `${k[5]}`,\n        open_interest: '0',\n        series_id,\n      }));\n\n      yield periods;\n\n      const oldest = periods[0];\n      current_end = new Date(oldest.created_at).getTime() - 1;\n\n      if (current_end < start) break;\n\n      await firstValueFrom(timer(200));\n    }\n  },\n});\n"]}
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'https://fapi.binance.com/fapi/v1/klines'\n        : 'https://api.binance.com/api/v3/klines';\n\n    type IBinanceKline = [\n      number, // Open time\n      string, // Open\n      string, // High\n      string, // Low\n      string, // Close\n      string, // Volume\n      number, // Close time\n      string, // Quote asset volume\n      number, // Number of trades\n      string, // Taker buy base asset volume\n      string, // Taker buy quote asset volume\n      string, // Ignore\n    ];\n\n    while (true) {\n      const res = await requestPublic<IBinanceKline[]>('GET', baseUrl, {\n        symbol,\n        interval,\n        endTime: current_end,\n        limit: 1000,\n      });\n\n      if (res.length === 0) break;\n\n      const periods: IOHLC[] = res.map((k) => ({\n        datasource_id,\n        product_id,\n        duration,\n        created_at: formatTime(k[0]),\n        closed_at: formatTime(k[0] + offset),\n        open: `${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"]}

package/lib/public-data/product.js

@@ -13,7 +13,7 @@ const cache = (0, data_product_1.provideQueryProductsService)(terminal, 'BINANCE
     return exchangeInfo.symbols.map((symbol) => {
         return {
             datasource_id: 'BINANCE',
-            product_id: (0, utils_1.encodePath)('usdt-future', symbol.symbol),
+            product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', symbol.symbol),
             base_currency: symbol.baseAsset,
             quote_currency: symbol.quoteAsset,
             price_step: +`1e-${symbol.pricePrecision}`,

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

@@ -1 +1 @@
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package/lib/public-data/quote.js

@@ -28,7 +28,7 @@ const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe((0, rxjs_1.mergeMap)((en
     var _a;
     return ({
         datasource_id: 'BINANCE',
-        product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
+        product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', entry.symbol),
         last_price: entry.markPrice,
         // Use the latest funding rate so that long pays when fundingRate > 0
         interest_rate_long: `${-Number(entry.lastFundingRate)}`,
@@ -41,7 +41,7 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entrie
     var _a;
     return ({
         datasource_id: 'BINANCE',
-        product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
+        product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', entry.symbol),
         bid_price: entry.bidPrice,
         ask_price: entry.askPrice,
         updated_at: (0, utils_1.formatTime)((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
@@ -49,12 +49,12 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entrie
 }));
 const quoteFromOpenInterest$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.mergeMap)((entry) => (0, rxjs_1.from)(openInterestCache.query(entry.symbol)).pipe((0, rxjs_1.map)((openInterest) => ({
     datasource_id: 'BINANCE',
-    product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
+    product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', entry.symbol),
     open_interest: `${openInterest !== null && openInterest !== void 0 ? openInterest : 0}`,
 }))), 5));
 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),
+    product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', entry.symbol),
     bid_price: entry.bidPrice,
     ask_price: entry.askPrice,
     bid_volume: entry.bidQty,
@@ -85,7 +85,7 @@ const quoteFromMarginRates$ = marginPairs$.pipe((0, rxjs_1.mergeMap)((pairs) =>
     ]);
     return {
         datasource_id: 'BINANCE',
-        product_id: (0, utils_1.encodePath)('spot', pair.symbol),
+        product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', pair.symbol),
         // User instruction: Long = Quote Rate, Short = Base Rate
         interest_rate_long: quoteRate,
         interest_rate_short: baseRate,

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$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('usdt-future', entry.symbol),\n      last_price: entry.markPrice,\n      // Use the latest funding rate so that long pays when fundingRate > 0\n      interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n      interest_rate_short: entry.lastFundingRate,\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"]}
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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$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      last_price: entry.markPrice,\n      // Use the latest funding rate so that long pays when fundingRate > 0\n      interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n      interest_rate_short: entry.lastFundingRate,\n      interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromOpenInterest$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  mergeMap(\n    (entry) =>\n      from(openInterestCache.query(entry.symbol)).pipe(\n        map(\n          (openInterest): Partial<IQuote> => ({\n            datasource_id: 'BINANCE',\n            product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n            open_interest: `${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('BINANCE', '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$.pipe(\n  mergeMap((pairs: IMarginPair[]) =>\n    from(pairs).pipe(\n      mergeMap(\n        (pair) =>\n          defer(async () => {\n            const [baseRate, quoteRate] = await Promise.all([\n              marginInterestRateCache.query(pair.base),\n              marginInterestRateCache.query(pair.quote),\n            ]);\n            return {\n              datasource_id: 'BINANCE',\n              product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n              // User instruction: Long = Quote Rate, Short = Base Rate\n              interest_rate_long: quoteRate,\n              interest_rate_short: baseRate,\n              updated_at: formatTime(Date.now()),\n            } as Partial<IQuote>;\n          }),\n        5, // Concurrency\n      ),\n    ),\n  ),\n  repeat({ delay: 60_000 }),\n);\n\nconst quote$ = 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/accounts/spot.js

@@ -18,7 +18,7 @@ const getSpotAccountInfoSnapshot = async (credential) => {
         const position = (0, data_account_1.makeSpotPosition)({
             position_id: `spot/${balance.asset}`,
             datasource_id: 'BINANCE',
-            product_id: (0, utils_1.encodePath)('spot', `${balance.asset}USDT`),
+            product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', `${balance.asset}USDT`),
             volume,
             free_volume: +balance.free,
             closable_price: 0, // TODO: fetch price later

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

@@ -1 +1 @@
-{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":";;;AAAA,uDAAmG;AACnG,yCAA2C;AAC3C,6CAA8C;AAC9C,uDAAwE;AAEjE,MAAM,0BAA0B,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;IAC1G,MAAM,GAAG,GAAG,MAAM,IAAA,gCAAkB,EAAC,UAAU,EAAE,EAAE,gBAAgB,EAAE,IAAI,EAAE,CAAC,CAAC;IAC7E,IAAI,IAAA,mBAAU,EAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;KAC1B;IACD,MAAM,SAAS,GAAG,GAAG,CAAC,QAAQ;SAC3B,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE;QACf,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,IAAI,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC;QAC/C,IAAI,CAAC,MAAM;YAAE,OAAO,SAAS,CAAC;QAC9B,MAAM,QAAQ,GAAc,IAAA,+BAAgB,EAAC;YAC3C,WAAW,EAAE,QAAQ,OAAO,CAAC,KAAK,EAAE;YACpC,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,GAAG,OAAO,CAAC,KAAK,MAAM,CAAC;YACtD,MAAM;YACN,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI;YAC1B,cAAc,EAAE,CAAC,EAAE,0BAA0B;SAC9C,CAAC,CAAC;QACH,OAAO,QAAQ,CAAC;IAClB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,QAAQ,EAAyB,EAAE,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC;IAClE,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AArBW,QAAA,0BAA0B,8BAqBrC","sourcesContent":["import { IActionHandlerOfGetAccountInfo, IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getSpotAccountInfo, ICredential } from '../../api/private-api';\n\nexport const getSpotAccountInfoSnapshot: IActionHandlerOfGetAccountInfo<ICredential> = async (credential) => {\n  const res = await getSpotAccountInfo(credential, { omitZeroBalances: true });\n  if (isApiError(res)) {\n    throw new Error(res.msg);\n  }\n  const positions = res.balances\n    .map((balance) => {\n      const volume = +balance.free + +balance.locked;\n      if (!volume) return undefined;\n      const position: IPosition = makeSpotPosition({\n        position_id: `spot/${balance.asset}`,\n        datasource_id: 'BINANCE',\n        product_id: encodePath('spot', `${balance.asset}USDT`),\n        volume,\n        free_volume: +balance.free,\n        closable_price: 0, // TODO: fetch price later\n      });\n      return position;\n    })\n    .filter((position): position is IPosition => Boolean(position));\n  return positions;\n};\n"]}
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