@yuants/vendor-binance 0.8.7 → 0.10.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (110) hide show
  1. package/dist/api/client.js +14 -5
  2. package/dist/api/client.js.map +1 -1
  3. package/dist/api/public-api.js +6 -0
  4. package/dist/api/public-api.js.map +1 -1
  5. package/dist/index.js +1 -2
  6. package/dist/index.js.map +1 -1
  7. package/dist/legacy_index.js +163 -400
  8. package/dist/legacy_index.js.map +1 -1
  9. package/dist/public-data/interest_rate.js +5 -3
  10. package/dist/public-data/interest_rate.js.map +1 -1
  11. package/dist/public-data/ohlc.js +1 -1
  12. package/dist/public-data/ohlc.js.map +1 -1
  13. package/dist/public-data/product.js +83 -4
  14. package/dist/public-data/product.js.map +1 -1
  15. package/dist/public-data/quote.js +7 -7
  16. package/dist/public-data/quote.js.map +1 -1
  17. package/dist/services/accounts/profile.js +4 -15
  18. package/dist/services/accounts/profile.js.map +1 -1
  19. package/dist/services/accounts/spot.js +1 -1
  20. package/dist/services/accounts/spot.js.map +1 -1
  21. package/dist/services/accounts/unified.js +2 -12
  22. package/dist/services/accounts/unified.js.map +1 -1
  23. package/dist/services/exchange.js +56 -0
  24. package/dist/services/exchange.js.map +1 -0
  25. package/dist/services/orders/cancelOrder.js +5 -3
  26. package/dist/services/orders/cancelOrder.js.map +1 -1
  27. package/dist/services/orders/listOrders.js +44 -35
  28. package/dist/services/orders/listOrders.js.map +1 -1
  29. package/dist/services/orders/modifyOrder.js +6 -3
  30. package/dist/services/orders/modifyOrder.js.map +1 -1
  31. package/dist/services/orders/order-utils.js +29 -7
  32. package/dist/services/orders/order-utils.js.map +1 -1
  33. package/dist/services/orders/submitOrder.js +5 -3
  34. package/dist/services/orders/submitOrder.js.map +1 -1
  35. package/lib/api/client.d.ts.map +1 -1
  36. package/lib/api/client.js +13 -7
  37. package/lib/api/client.js.map +1 -1
  38. package/lib/api/public-api.d.ts +41 -0
  39. package/lib/api/public-api.d.ts.map +1 -1
  40. package/lib/api/public-api.js +8 -1
  41. package/lib/api/public-api.js.map +1 -1
  42. package/lib/index.d.ts +1 -2
  43. package/lib/index.d.ts.map +1 -1
  44. package/lib/index.js +1 -2
  45. package/lib/index.js.map +1 -1
  46. package/lib/legacy_index.d.ts +0 -1
  47. package/lib/legacy_index.js +162 -401
  48. package/lib/legacy_index.js.map +1 -1
  49. package/lib/public-data/interest_rate.js +5 -3
  50. package/lib/public-data/interest_rate.js.map +1 -1
  51. package/lib/public-data/ohlc.js +1 -1
  52. package/lib/public-data/ohlc.js.map +1 -1
  53. package/lib/public-data/product.d.ts +2 -1
  54. package/lib/public-data/product.d.ts.map +1 -1
  55. package/lib/public-data/product.js +84 -3
  56. package/lib/public-data/product.js.map +1 -1
  57. package/lib/public-data/quote.js +7 -7
  58. package/lib/public-data/quote.js.map +1 -1
  59. package/lib/services/accounts/profile.d.ts +1 -5
  60. package/lib/services/accounts/profile.d.ts.map +1 -1
  61. package/lib/services/accounts/profile.js +6 -17
  62. package/lib/services/accounts/profile.js.map +1 -1
  63. package/lib/services/accounts/spot.d.ts +2 -2
  64. package/lib/services/accounts/spot.d.ts.map +1 -1
  65. package/lib/services/accounts/spot.js +1 -1
  66. package/lib/services/accounts/spot.js.map +1 -1
  67. package/lib/services/accounts/unified.d.ts +2 -2
  68. package/lib/services/accounts/unified.d.ts.map +1 -1
  69. package/lib/services/accounts/unified.js +2 -12
  70. package/lib/services/accounts/unified.js.map +1 -1
  71. package/lib/services/exchange.d.ts +2 -0
  72. package/lib/services/exchange.d.ts.map +1 -0
  73. package/lib/services/exchange.js +58 -0
  74. package/lib/services/exchange.js.map +1 -0
  75. package/lib/services/orders/cancelOrder.d.ts.map +1 -1
  76. package/lib/services/orders/cancelOrder.js +5 -3
  77. package/lib/services/orders/cancelOrder.js.map +1 -1
  78. package/lib/services/orders/listOrders.d.ts +4 -2
  79. package/lib/services/orders/listOrders.d.ts.map +1 -1
  80. package/lib/services/orders/listOrders.js +47 -36
  81. package/lib/services/orders/listOrders.js.map +1 -1
  82. package/lib/services/orders/modifyOrder.d.ts.map +1 -1
  83. package/lib/services/orders/modifyOrder.js +6 -3
  84. package/lib/services/orders/modifyOrder.js.map +1 -1
  85. package/lib/services/orders/order-utils.d.ts.map +1 -1
  86. package/lib/services/orders/order-utils.js +29 -7
  87. package/lib/services/orders/order-utils.js.map +1 -1
  88. package/lib/services/orders/submitOrder.d.ts.map +1 -1
  89. package/lib/services/orders/submitOrder.js +5 -3
  90. package/lib/services/orders/submitOrder.js.map +1 -1
  91. package/package.json +2 -1
  92. package/temp/package-deps.json +23 -24
  93. package/dist/cli.js +0 -3
  94. package/dist/cli.js.map +0 -1
  95. package/dist/services/account-actions-with-credential.js +0 -34
  96. package/dist/services/account-actions-with-credential.js.map +0 -1
  97. package/dist/services/order-actions-with-credential.js +0 -21
  98. package/dist/services/order-actions-with-credential.js.map +0 -1
  99. package/lib/cli.d.ts +0 -3
  100. package/lib/cli.d.ts.map +0 -1
  101. package/lib/cli.js +0 -5
  102. package/lib/cli.js.map +0 -1
  103. package/lib/services/account-actions-with-credential.d.ts +0 -2
  104. package/lib/services/account-actions-with-credential.d.ts.map +0 -1
  105. package/lib/services/account-actions-with-credential.js +0 -36
  106. package/lib/services/account-actions-with-credential.js.map +0 -1
  107. package/lib/services/order-actions-with-credential.d.ts +0 -2
  108. package/lib/services/order-actions-with-credential.d.ts.map +0 -1
  109. package/lib/services/order-actions-with-credential.js +0 -23
  110. package/lib/services/order-actions-with-credential.js.map +0 -1
@@ -1,8 +1,7 @@
1
1
  import { GlobalPrometheusRegistry } from '@yuants/protocol';
2
- import { formatTime } from '@yuants/utils';
3
- // @ts-ignore
4
- import CryptoJS from 'crypto-js';
2
+ import { formatTime, HmacSHA256, newError } from '@yuants/utils';
5
3
  const MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');
4
+ let retryAfterUntil = null;
6
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  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';
7
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  const appendParams = (url, params) => {
8
7
  if (!params)
@@ -35,7 +34,7 @@ const callApi = async (method, endpoint, params, credential) => {
35
34
  let headers;
36
35
  if (credential) {
37
36
  const signData = url.search.slice(1);
38
- const signature = CryptoJS.enc.Hex.stringify(CryptoJS.HmacSHA256(signData, credential.secret_key));
37
+ const signature = Buffer.from(await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key))).toString('hex');
39
38
  url.searchParams.set('signature', signature);
40
39
  headers = {
41
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  'Content-Type': 'application/json;charset=utf-8',
@@ -46,12 +45,22 @@ const callApi = async (method, endpoint, params, credential) => {
46
45
  else {
47
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  console.info(formatTime(Date.now()), method, url.href);
48
47
  }
48
+ if (retryAfterUntil) {
49
+ if (Date.now() <= retryAfterUntil) {
50
+ throw newError('ACTIVE_RATE_LIMIT', { retryAfterUntil, now: Date.now(), url: url.href });
51
+ }
52
+ retryAfterUntil = null;
53
+ }
49
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  const res = await fetch(url.href, {
50
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  method,
51
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  headers,
52
57
  });
53
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  const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');
54
- console.info(formatTime(Date.now()), 'response', method, url.href, res.status, `usedWeight1M=${usedWeight1M !== null && usedWeight1M !== void 0 ? usedWeight1M : 'N/A'}`);
59
+ const retryAfter = res.headers.get('Retry-After');
60
+ if (retryAfter) {
61
+ retryAfterUntil = Date.now() + parseInt(retryAfter, 10) * 1000;
62
+ }
63
+ console.info(formatTime(Date.now()), 'response', method, url.href, `status=${res.status}`, retryAfter ? `retryAfter=${retryAfter}` : '', `usedWeight1M=${usedWeight1M !== null && usedWeight1M !== void 0 ? usedWeight1M : 'N/A'}`);
55
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  if (usedWeight1M) {
56
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  MetricBinanceApiUsedWeight.set(+usedWeight1M);
57
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  }
@@ -1 +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"]}
1
+ 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{ GlobalPrometheusRegistry } from '@yuants/protocol';\nimport { formatTime, HmacSHA256, newError } 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\nlet retryAfterUntil: number | null = null;\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 if (retryAfterUntil) {\n if (Date.now() <= retryAfterUntil) {\n throw newError('ACTIVE_RATE_LIMIT', { retryAfterUntil, now: Date.now(), url: url.href });\n }\n retryAfterUntil = null;\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 const retryAfter = res.headers.get('Retry-After');\n if (retryAfter) {\n retryAfterUntil = Date.now() + parseInt(retryAfter, 10) * 1000;\n }\n console.info(\n formatTime(Date.now()),\n 'response',\n method,\n url.href,\n `status=${res.status}`,\n retryAfter ? `retryAfter=${retryAfter}` : '',\n `usedWeight1M=${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"]}
@@ -47,4 +47,10 @@ export const getFutureOpenInterest = (params) => requestPublic('GET', 'https://f
47
47
  * https://binance-docs.github.io/apidocs/spot/cn/#5393cd0851
48
48
  */
49
49
  export const getSpotBookTicker = (params) => requestPublic('GET', 'https://api.binance.com/api/v3/ticker/bookTicker', params);
50
+ /**
51
+ * 获取现货交易规则和交易对
52
+ *
53
+ * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/general-endpoints#%E4%BA%A4%E6%98%93%E8%A7%84%E8%8C%83%E4%BF%A1%E6%81%AF
54
+ */
55
+ export const getSpotExchangeInfo = () => requestPublic('GET', 'https://api.binance.com/api/v3/exchangeInfo');
50
56
  //# sourceMappingURL=public-api.js.map
@@ -1 +1 @@
1
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Record<string, string | number | boolean | undefined> {\n filterType: string;\n}\n\nexport interface IFutureExchangeSymbol {\n symbol: string;\n pair: string;\n contractType: string;\n deliveryDate: number;\n onboardDate: number;\n status: string;\n maintMarginPercent: string;\n requiredMarginPercent: string;\n baseAsset: string;\n quoteAsset: string;\n marginAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n underlyingType: string;\n underlyingSubType: string[];\n settlePlan: number;\n triggerProtect: string;\n liquidationFee: string;\n marketTakeBound: string;\n maxMoveOrderLimit: number;\n filters: IFutureExchangeFilter[];\n orderTypes: string[];\n timeInForce: string[];\n}\n\nexport interface IFutureExchangeInfo {\n timezone: string;\n serverTime: number;\n futuresType: string;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n assets: {\n asset: string;\n marginAvailable: boolean;\n autoAssetExchange: string;\n }[];\n symbols: IFutureExchangeSymbol[];\n}\n\nexport interface IFutureFundingRateEntry {\n symbol: string;\n fundingTime: number;\n fundingRate: string;\n markPrice: string;\n}\n\nexport interface IFuturePremiumIndexEntry {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n interestRate: string;\n nextFundingTime: number;\n time: number;\n}\n\nexport interface IFutureBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n time: number;\n}\n\nexport interface IFutureOpenInterest {\n openInterest: string;\n symbol: string;\n time: number;\n}\n\nexport interface IMarginPair {\n id: string;\n symbol: string;\n base: string;\n quote: string;\n isMarginTrade: boolean;\n isBuyAllowed: boolean;\n isSellAllowed: boolean;\n}\n\n/**\n * 获取交易规则和交易对\n *\n * https://binance-docs.github.io/apidocs/futures/cn/#0f3f2d5ee7\n */\nexport const getFutureExchangeInfo = (): Promise<IFutureExchangeInfo> =>\n requestPublic<IFutureExchangeInfo>('GET', 'https://fapi.binance.com/fapi/v1/exchangeInfo');\n\n/**\n * 查询资金费率历史\n *\n * https://binance-docs.github.io/apidocs/futures/cn/#31dbeb24c4\n */\nexport const getFutureFundingRate = (params: {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IFutureFundingRateEntry[]> =>\n requestPublic<IFutureFundingRateEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/fundingRate', params);\n\n/**\n * 最新标记价格和资金费率\n *\n * 采集各大交易所数据加权平均\n *\n * 权重: 带symbol为1;不带symbol为10\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n */\nexport const getFuturePremiumIndex = (params: { symbol?: string }): Promise<IFuturePremiumIndexEntry[]> =>\n requestPublic<IFuturePremiumIndexEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/premiumIndex', params);\n\n/**\n * 当前最优挂单\n *\n * 返回当前最优的挂单(最高买单,最低卖单)\n *\n * 权重: 单交易对2,无交易对5\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n */\nexport const getFutureBookTicker = (params?: { symbol?: string }): Promise<IFutureBookTickerEntry[]> =>\n requestPublic<IFutureBookTickerEntry[]>(\n 'GET',\n 'https://fapi.binance.com/fapi/v1/ticker/bookTicker',\n params,\n );\n\n/**\n * 获取未平仓合约数\n *\n * 权重: 1\n *\n * 更新速率: 3s\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFutureOpenInterest = (params: { symbol: string }): Promise<IFutureOpenInterest> =>\n requestPublic<IFutureOpenInterest>('GET', 'https://fapi.binance.com/fapi/v1/openInterest', params);\nexport interface ISpotBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n}\n\n/**\n * 当前最优挂单 (Spot)\n *\n * https://binance-docs.github.io/apidocs/spot/cn/#5393cd0851\n */\nexport const getSpotBookTicker = (params?: { symbol?: string }): Promise<ISpotBookTickerEntry[]> =>\n requestPublic<ISpotBookTickerEntry[]>('GET', 'https://api.binance.com/api/v3/ticker/bookTicker', params);\n"]}
1
+ 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{ requestPublic } from './client';\n\nexport interface IFutureExchangeFilter extends Record<string, string | number | boolean | undefined> {\n filterType: string;\n}\n\nexport interface IFutureExchangeSymbol {\n symbol: string;\n pair: string;\n contractType: string;\n deliveryDate: number;\n onboardDate: number;\n status: string;\n maintMarginPercent: string;\n requiredMarginPercent: string;\n baseAsset: string;\n quoteAsset: string;\n marginAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n underlyingType: string;\n underlyingSubType: string[];\n settlePlan: number;\n triggerProtect: string;\n liquidationFee: string;\n marketTakeBound: string;\n maxMoveOrderLimit: number;\n filters: IFutureExchangeFilter[];\n orderTypes: string[];\n timeInForce: string[];\n}\n\nexport interface IFutureExchangeInfo {\n timezone: string;\n serverTime: number;\n futuresType: string;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n assets: {\n asset: string;\n marginAvailable: boolean;\n autoAssetExchange: string;\n }[];\n symbols: IFutureExchangeSymbol[];\n}\n\nexport interface IFutureFundingRateEntry {\n symbol: string;\n fundingTime: number;\n fundingRate: string;\n markPrice: string;\n}\n\nexport interface IFuturePremiumIndexEntry {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n interestRate: string;\n nextFundingTime: number;\n time: number;\n}\n\nexport interface IFutureBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n time: number;\n}\n\nexport interface IFutureOpenInterest {\n openInterest: string;\n symbol: string;\n time: number;\n}\n\nexport interface IMarginPair {\n id: string;\n symbol: string;\n base: string;\n quote: string;\n isMarginTrade: boolean;\n isBuyAllowed: boolean;\n isSellAllowed: boolean;\n}\n\n/**\n * 获取交易规则和交易对\n *\n * https://binance-docs.github.io/apidocs/futures/cn/#0f3f2d5ee7\n */\nexport const getFutureExchangeInfo = (): Promise<IFutureExchangeInfo> =>\n requestPublic<IFutureExchangeInfo>('GET', 'https://fapi.binance.com/fapi/v1/exchangeInfo');\n\n/**\n * 查询资金费率历史\n *\n * https://binance-docs.github.io/apidocs/futures/cn/#31dbeb24c4\n */\nexport const getFutureFundingRate = (params: {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IFutureFundingRateEntry[]> =>\n requestPublic<IFutureFundingRateEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/fundingRate', params);\n\n/**\n * 最新标记价格和资金费率\n *\n * 采集各大交易所数据加权平均\n *\n * 权重: 带symbol为1;不带symbol为10\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n */\nexport const getFuturePremiumIndex = (params: { symbol?: string }): Promise<IFuturePremiumIndexEntry[]> =>\n requestPublic<IFuturePremiumIndexEntry[]>('GET', 'https://fapi.binance.com/fapi/v1/premiumIndex', params);\n\n/**\n * 当前最优挂单\n *\n * 返回当前最优的挂单(最高买单,最低卖单)\n *\n * 权重: 单交易对2,无交易对5\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n */\nexport const getFutureBookTicker = (params?: { symbol?: string }): Promise<IFutureBookTickerEntry[]> =>\n requestPublic<IFutureBookTickerEntry[]>(\n 'GET',\n 'https://fapi.binance.com/fapi/v1/ticker/bookTicker',\n params,\n );\n\n/**\n * 获取未平仓合约数\n *\n * 权重: 1\n *\n * 更新速率: 3s\n *\n * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n */\nexport const getFutureOpenInterest = (params: { symbol: string }): Promise<IFutureOpenInterest> =>\n requestPublic<IFutureOpenInterest>('GET', 'https://fapi.binance.com/fapi/v1/openInterest', params);\nexport interface ISpotBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n}\n\n/**\n * 当前最优挂单 (Spot)\n *\n * https://binance-docs.github.io/apidocs/spot/cn/#5393cd0851\n */\nexport const getSpotBookTicker = (params?: { symbol?: string }): Promise<ISpotBookTickerEntry[]> =>\n requestPublic<ISpotBookTickerEntry[]>('GET', 'https://api.binance.com/api/v3/ticker/bookTicker', params);\n\nexport interface ISpotExchangeFilter extends Record<string, string | number | boolean | undefined> {\n filterType: string;\n}\n\nexport interface ISpotExchangeSymbol {\n symbol: string;\n status: string;\n baseAsset: string;\n baseAssetPrecision: number;\n quoteAsset: string;\n quotePrecision: number;\n baseCommissionPrecision: number;\n quoteCommissionPrecision: number;\n orderTypes: string[];\n icebergAllowed: boolean;\n ocoAllowed: boolean;\n quoteOrderQtyMarketAllowed: boolean;\n allowTrailingStop: boolean;\n cancelReplaceAllowed: boolean;\n isSpotTradingAllowed: boolean;\n isMarginTradingAllowed: boolean;\n filters: ISpotExchangeFilter[];\n permissions: string[];\n}\n\nexport interface ISpotExchangeInfo {\n timezone: string;\n serverTime: number;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n symbols: ISpotExchangeSymbol[];\n}\n\n/**\n * 获取现货交易规则和交易对\n *\n * https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/general-endpoints#%E4%BA%A4%E6%98%93%E8%A7%84%E8%8C%83%E4%BF%A1%E6%81%AF\n */\nexport const getSpotExchangeInfo = (): Promise<ISpotExchangeInfo> =>\n requestPublic<ISpotExchangeInfo>('GET', 'https://api.binance.com/api/v3/exchangeInfo');\n"]}
package/dist/index.js CHANGED
@@ -2,6 +2,5 @@ import './public-data/interest_rate';
2
2
  import './public-data/ohlc';
3
3
  import './public-data/product';
4
4
  import './public-data/quote';
5
- import './services/account-actions-with-credential';
6
- import './services/order-actions-with-credential';
5
+ import './services/exchange';
7
6
  //# sourceMappingURL=index.js.map
package/dist/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,6BAA6B,CAAC;AACrC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,4CAA4C,CAAC;AACpD,OAAO,0CAA0C,CAAC","sourcesContent":["import './public-data/interest_rate';\nimport './public-data/ohlc';\nimport './public-data/product';\nimport './public-data/quote';\nimport './services/account-actions-with-credential';\nimport './services/order-actions-with-credential';\n"]}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,6BAA6B,CAAC;AACrC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC","sourcesContent":["import './public-data/interest_rate';\nimport './public-data/ohlc';\nimport './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\n"]}