@yuants/vendor-binance 0.8.7 → 0.10.0

package/dist/legacy_index.js.map

@@ -1 +1 @@
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{ addAccountMarket, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder, providePendingOrdersService } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { createHash } from 'crypto';\nimport { getDefaultCredential, isApiError } from './api/client';\nimport {\n  deleteUmOrder,\n  getDepositAddress,\n  getDepositHistory,\n  getSpotAccountInfo,\n  getSubAccountList,\n  getUnifiedAccountBalance,\n  getUnifiedUmAccount,\n  getUnifiedUmOpenOrders,\n  getWithdrawHistory,\n  postAssetTransfer,\n  postUmOrder,\n  postWithdraw,\n} from './api/private-api';\nimport { getFutureOpenInterest } from './api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst _mapSymbolToOpenInterest: Record<string, { value: number; updated_at: number }> = {};\nconst getOpenInterest = async (symbol: string) => {\n  const expired_at = Date.now() - 600_000; // 10min expired\n  const cache = _mapSymbolToOpenInterest[symbol];\n  if (cache) {\n    if (cache.updated_at > expired_at) {\n      return cache.value;\n    }\n  }\n  const data = await getFutureOpenInterest({ symbol });\n  const value = +data.openInterest || 0;\n  _mapSymbolToOpenInterest[symbol] = { value, updated_at: Date.now() };\n  return value;\n};\n\nconst mapOrderDirectionToSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 'BUY';\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return 'SELL';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderDirectionToPosSide = (direction?: string) => {\n  switch (direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_LONG':\n      return 'LONG';\n    case 'OPEN_SHORT':\n    case 'CLOSE_SHORT':\n      return 'SHORT';\n  }\n  throw new Error(`Unknown direction: ${direction}`);\n};\n\nconst mapOrderTypeToOrdType = (order_type?: string) => {\n  switch (order_type) {\n    case 'LIMIT':\n    case 'MAKER':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n  }\n  throw new Error(`Unknown order type: ${order_type}`);\n};\n\nconst mapBinanceOrderTypeToYuants = (binanceType?: string): IOrder['order_type'] => {\n  switch (binanceType) {\n    case 'LIMIT':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n    default:\n      return 'LIMIT';\n  }\n};\n\nconst mapBinanceSideToYuantsDirection = (\n  side?: string,\n  positionSide?: string,\n): IOrder['order_direction'] | undefined => {\n  if (!side || !positionSide) {\n    return undefined;\n  }\n  if (positionSide === 'LONG') {\n    return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';\n  }\n  if (positionSide === 'SHORT') {\n    return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';\n  }\n  return undefined;\n};\n\nconst deriveClientOrderId = (order: IOrder) => {\n  if (order.order_id) return `${order.order_id}`;\n  if (order.comment) return order.comment;\n  const payload = JSON.stringify({\n    account_id: order.account_id,\n    product_id: order.product_id,\n    order_direction: order.order_direction,\n    order_type: order.order_type,\n    price: order.price,\n    volume: order.volume,\n  });\n  return `YUANTS${createHash('sha256').update(payload).digest('hex').slice(0, 24)}`;\n};\n\nconst isPublicOnly = process.env.PUBLIC_ONLY === 'true';\n\n// provideTicks(terminal, 'binance', (product_id) => {\n//   const [instType, symbol] = decodePath(product_id);\n//   if (instType === 'usdt-future') {\n//     return combineLatest([mapSymbolToFuturePremiumIndex$, mapSymbolToFutureBookTicker$]).pipe(\n//       combineLatestWith(defer(() => getOpenInterest(symbol))),\n//       map(([[mapSymbolToFuturePremiumIndex, mapSymbolToFutureBookTicker], openInterestVolume]): ITick => {\n//         const premiumIndex = mapSymbolToFuturePremiumIndex.get(symbol);\n//         const bookTicker = mapSymbolToFutureBookTicker.get(symbol);\n//         if (!premiumIndex) {\n//           throw new Error(`Premium Index Not Found: ${symbol}`);\n//         }\n//         if (!bookTicker) {\n//           throw new Error(`Book Ticker Not Found: ${symbol}`);\n//         }\n//         return {\n//           datasource_id: 'binance',\n//           product_id,\n//           updated_at: Date.now(),\n//           price: +premiumIndex.markPrice,\n//           ask: +bookTicker.askPrice,\n//           bid: +bookTicker.bidPrice,\n//           interest_rate_for_long: -+premiumIndex.lastFundingRate,\n//           interest_rate_for_short: +premiumIndex.lastFundingRate,\n//           settlement_scheduled_at: premiumIndex.nextFundingTime,\n//           open_interest: openInterestVolume,\n//         };\n//       }),\n//     );\n//   }\n//   return EMPTY;\n// });\n\nif (isPublicOnly) {\n  console.info('PUBLIC_ONLY=1, skip Binance legacy services');\n} else {\n  const credential = getDefaultCredential();\n  (async () => {\n    const spotAccountInfo = await getSpotAccountInfo(credential);\n    if (isApiError(spotAccountInfo)) {\n      throw new Error(spotAccountInfo.msg);\n    }\n    const uid = spotAccountInfo.uid;\n\n    const SPOT_ACCOUNT_ID = `binance/${uid}/spot/usdt`;\n    const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;\n\n    {\n      // unified accountInfo\n\n      provideAccountInfoService(\n        terminal,\n        UNIFIED_ACCOUNT_ID,\n        async () => {\n          const [accountResult, umAccountResult] = await Promise.all([\n            getUnifiedAccountBalance(credential),\n            getUnifiedUmAccount(credential),\n          ]);\n          if (isApiError(accountResult)) {\n            throw new Error(accountResult.msg);\n          }\n          const usdtAssets = accountResult.find((v) => v.asset === 'USDT');\n          if (!usdtAssets) {\n            throw new Error('USDT not found');\n          }\n          if (isApiError(umAccountResult)) {\n            throw new Error(umAccountResult.msg);\n          }\n          const usdtUmAssets = umAccountResult.assets.find((v) => v.asset === 'USDT');\n          if (!usdtUmAssets) {\n            throw new Error('um USDT not found');\n          }\n          const equity = +usdtAssets.totalWalletBalance + +usdtAssets.umUnrealizedPNL;\n          const free = equity - +usdtUmAssets.initialMargin;\n\n          const positions = umAccountResult.positions\n            .filter((v) => +v.positionAmt !== 0)\n            .map((v): IPosition => {\n              return {\n                position_id: `${v.symbol}/${v.positionSide}`,\n                datasource_id: 'BINANCE',\n                product_id: encodePath('usdt-future', v.symbol),\n                direction: v.positionSide,\n                volume: +v.positionAmt,\n                free_volume: +v.positionAmt,\n                position_price: +v.entryPrice,\n                closable_price: +v.entryPrice + +v.unrealizedProfit / +v.positionAmt,\n                floating_profit: +v.unrealizedProfit,\n                valuation: +v.positionAmt * (+v.entryPrice + +v.unrealizedProfit / +v.positionAmt),\n              };\n            });\n\n          return positions;\n        },\n        { auto_refresh_interval: 1000 },\n      );\n\n      addAccountMarket(terminal, { account_id: UNIFIED_ACCOUNT_ID, market_id: 'BINANCE/UNIFIED' });\n    }\n\n    {\n      // spot account info\n\n      provideAccountInfoService(\n        terminal,\n        SPOT_ACCOUNT_ID,\n        async () => {\n          const spotAccountResult = await getSpotAccountInfo(credential, { omitZeroBalances: true });\n          if (isApiError(spotAccountResult)) {\n            throw new Error(spotAccountResult.msg);\n          }\n          const usdtAssets = spotAccountResult.balances.find((v) => v.asset === 'USDT');\n          const positions = spotAccountResult.balances\n            .filter((balance) => balance.asset !== 'USDT')\n            .map((balance) => {\n              const volume = +balance.free + +balance.locked;\n              if (!volume) {\n                return undefined;\n              }\n              const position: IPosition = {\n                position_id: `spot/${balance.asset}`,\n                datasource_id: 'BINANCE',\n                product_id: encodePath('spot', `${balance.asset}USDT`),\n                direction: 'LONG',\n                volume,\n                free_volume: +balance.free,\n                position_price: 0,\n                closable_price: 0,\n                floating_profit: 0,\n                valuation: 0,\n              };\n              return position;\n            })\n            .filter((position): position is IPosition => Boolean(position));\n          return positions;\n        },\n        {\n          auto_refresh_interval: 5_000,\n        },\n      );\n\n      addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'BINANCE/SPOT' });\n    }\n\n    // transfer\n    {\n      // spot -> unified\n      const SPOT_UNIFIED_NETWORK_ID = `binance/${uid}/spot/unified`;\n      addAccountTransferAddress({\n        terminal,\n        account_id: SPOT_ACCOUNT_ID,\n        network_id: SPOT_UNIFIED_NETWORK_ID,\n        currency: 'USDT',\n        address: `unified`,\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: 'MAIN_PORTFOLIO_MARGIN',\n              asset: 'USDT',\n              amount: order.current_amount!,\n            });\n            if (isApiError(transferResult)) {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };\n          },\n        },\n        onEval: async (order) => {\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n\n      // unified -> spot\n      addAccountTransferAddress({\n        terminal,\n        account_id: UNIFIED_ACCOUNT_ID,\n        network_id: SPOT_UNIFIED_NETWORK_ID,\n        currency: 'USDT',\n        address: `spot`,\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await postAssetTransfer(credential, {\n              type: 'PORTFOLIO_MARGIN_MAIN',\n              asset: 'USDT',\n              amount: order.current_amount!,\n            });\n            if (isApiError(transferResult)) {\n              return { state: 'INIT', message: transferResult.msg };\n            }\n            return { state: 'COMPLETE', transaction_id: '' + transferResult.tranId };\n          },\n        },\n        onEval: async (order) => {\n          return { state: 'COMPLETE', received_amount: order.current_amount };\n        },\n      });\n\n      const subAccountsResult = await getSubAccountList(credential);\n      const isMain = !isApiError(subAccountsResult);\n      // main -> sub\n      // TODO...\n\n      // blockchain\n      if (isMain) {\n        const depositAddressResult = await getDepositAddress(credential, { coin: 'USDT', network: 'TRX' });\n        addAccountTransferAddress({\n          terminal,\n          account_id: SPOT_ACCOUNT_ID,\n          network_id: 'TRC20',\n          currency: 'USDT',\n          address: depositAddressResult.address,\n          onApply: {\n            INIT: async (order) => {\n              const transferResult = await postWithdraw(credential, {\n                coin: 'USDT',\n                network: 'TRX',\n                address: order.current_rx_address!,\n                amount: order.current_amount!,\n              });\n              if (isApiError(transferResult)) {\n                return { state: 'ERROR', message: transferResult.msg };\n              }\n              const wdId = transferResult.id;\n              return { state: 'PENDING', context: wdId };\n            },\n            PENDING: async (order) => {\n              const wdId = order.current_tx_context;\n              const withdrawResult = await getWithdrawHistory(credential, { coin: 'USDT' });\n              const record = withdrawResult?.find((v) => v.id === wdId);\n              const txId = record?.txId;\n              if (!txId) {\n                return { state: 'PENDING', context: wdId };\n              }\n              return { state: 'COMPLETE', transaction_id: txId };\n            },\n          },\n          onEval: async (order) => {\n            const checkResult = await getDepositHistory(credential, {\n              coin: 'USDT',\n              txId: order.current_transaction_id,\n            });\n            if (checkResult?.[0]?.status !== 1) {\n              return { state: 'PENDING' };\n            }\n            const received_amount = +checkResult[0].amount;\n            return { state: 'COMPLETE', received_amount };\n          },\n        });\n      }\n    }\n\n    // order related\n    {\n      providePendingOrdersService(\n        terminal,\n        UNIFIED_ACCOUNT_ID,\n        async () => {\n          const openOrders = await getUnifiedUmOpenOrders(credential);\n          return openOrders.map((order): IOrder => {\n            const order_direction =\n              mapBinanceSideToYuantsDirection(order.side, order.positionSide) ?? 'OPEN_LONG';\n            return {\n              order_id: `${order.orderId}`,\n              account_id: UNIFIED_ACCOUNT_ID,\n              product_id: encodePath('usdt-future', order.symbol),\n              order_type: mapBinanceOrderTypeToYuants(order.type),\n              order_direction,\n              volume: +order.origQty,\n              traded_volume: +order.executedQty,\n              price: order.price === undefined ? undefined : +order.price,\n              submit_at: order.time,\n              updated_at: new Date(order.updateTime).toISOString(),\n              order_status: order.status,\n            };\n          });\n        },\n        { auto_refresh_interval: 1000 },\n      );\n\n      terminal.server.provideService<IOrder>(\n        'SubmitOrder',\n        {\n          required: ['account_id'],\n          properties: {\n            account_id: { const: UNIFIED_ACCOUNT_ID },\n          },\n        },\n        async (msg) => {\n          console.info(formatTime(Date.now()), 'SubmitOrder', msg.req);\n          const order = msg.req;\n          const [instType, symbol] = decodePath(order.product_id);\n          if (instType === 'usdt-future') {\n            const params = {\n              symbol,\n              side: mapOrderDirectionToSide(order.order_direction),\n              positionSide: mapOrderDirectionToPosSide(order.order_direction),\n              type: mapOrderTypeToOrdType(order.order_type),\n              timeInForce:\n                order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined,\n              quantity: order.volume,\n              price: order.price,\n              newClientOrderId: deriveClientOrderId(order),\n            };\n\n            console.info(formatTime(Date.now()), 'SubmitOrder', 'params', JSON.stringify(params));\n            const orderResult = await postUmOrder(credential, params);\n            if (isApiError(orderResult)) {\n              return { res: { code: orderResult.code, message: orderResult.msg } };\n            }\n            return { res: { code: 0, message: 'OK', order_id: orderResult.orderId } };\n          }\n          return { res: { code: 400, message: `unsupported type: ${instType}` } };\n        },\n      );\n    }\n\n    {\n      terminal.server.provideService<IOrder>(\n        'CancelOrder',\n        {\n          required: ['account_id', 'order_id', 'product_id'],\n          properties: {\n            account_id: { const: UNIFIED_ACCOUNT_ID },\n          },\n        },\n        async (msg) => {\n          const order = msg.req;\n          if (!order.order_id) {\n            return { res: { code: 400, message: 'order_id is required' } };\n          }\n          const [instType, symbol] = decodePath(order.product_id);\n          if (instType !== 'usdt-future') {\n            return { res: { code: 400, message: `unsupported type: ${instType}` } };\n          }\n          const cancelResult = await deleteUmOrder(credential, {\n            symbol,\n            orderId: order.order_id,\n          });\n          if (isApiError(cancelResult)) {\n            return { res: { code: cancelResult.code, message: cancelResult.msg } };\n          }\n          return { res: { code: 0, message: 'OK' } };\n        },\n      );\n    }\n  })();\n}\n"]}
+{"version":3,"file":"legacy_index.js","sourceRoot":"","sources":["../src/legacy_index.ts"],"names":[],"mappings":";AAAA,+CAA+C;AAC/C,gEAAgE;AAChE,mEAAmE;AACnE,WAAW;AACX,uBAAuB;AACvB,uBAAuB;AACvB,wBAAwB;AACxB,uBAAuB;AACvB,wBAAwB;AACxB,uBAAuB;AACvB,kBAAkB;AAClB,8BAA8B;AAE9B,2CAA2C;AAE3C,2DAA2D;AAE3D,yDAAyD;AACzD,0DAA0D;AAC1D,yCAAyC;AACzC,oGAAoG;AACpG,oEAAoE;AACpE,gHAAgH;AAChH,6EAA6E;AAC7E,yEAAyE;AACzE,kCAAkC;AAClC,sEAAsE;AACtE,eAAe;AACf,gCAAgC;AAChC,oEAAoE;AACpE,eAAe;AACf,sBAAsB;AACtB,yCAAyC;AACzC,2BAA2B;AAC3B,uCAAuC;AACvC,+CAA+C;AAC/C,0CAA0C;AAC1C,0CAA0C;AAC1C,uEAAuE;AACvE,uEAAuE;AACvE,sEAAsE;AACtE,kDAAkD;AAClD,gBAAgB;AAChB,eAAe;AACf,YAAY;AACZ,SAAS;AACT,qBAAqB;AACrB,SAAS;AAET,sBAAsB;AACtB,iEAAiE;AACjE,WAAW;AACX,+CAA+C;AAC/C,mBAAmB;AACnB,oEAAoE;AACpE,yCAAyC;AACzC,8CAA8C;AAC9C,QAAQ;AACR,uCAAuC;AAEvC,0DAA0D;AAC1D,gEAAgE;AAEhE,kBAAkB;AAClB,QAAQ;AACR,2BAA2B;AAC3B,uEAAuE;AACvE,oCAAoC;AACpC,oBAAoB;AACpB,uCAAuC;AACvC,+CAA+C;AAC/C,4BAA4B;AAC5B,8BAA8B;AAC9B,qBAAqB;AACrB,qCAAqC;AACrC,2EAA2E;AAC3E,+CAA+C;AAC/C,+BAA+B;AAC/B,+CAA+C;AAC/C,kBAAkB;AAClB,gDAAgD;AAChD,uEAAuE;AACvE,gBAAgB;AAChB,wFAAwF;AACxF,eAAe;AACf,aAAa;AACb,qCAAqC;AACrC,iFAAiF;AACjF,aAAa;AACb,YAAY;AAEZ,2BAA2B;AAC3B,oCAAoC;AACpC,oBAAoB;AACpB,0CAA0C;AAC1C,+CAA+C;AAC/C,4BAA4B;AAC5B,2BAA2B;AAC3B,qBAAqB;AACrB,qCAAqC;AACrC,2EAA2E;AAC3E,+CAA+C;AAC/C,+BAA+B;AAC/B,+CAA+C;AAC/C,kBAAkB;AAClB,gDAAgD;AAChD,uEAAuE;AACvE,gBAAgB;AAChB,wFAAwF;AACxF,eAAe;AACf,aAAa;AACb,qCAAqC;AACrC,iFAAiF;AACjF,aAAa;AACb,YAAY;AAEZ,uEAAuE;AACvE,uDAAuD;AACvD,uBAAuB;AACvB,mBAAmB;AAEnB,sBAAsB;AACtB,sBAAsB;AACtB,8GAA8G;AAC9G,sCAAsC;AACtC,sBAAsB;AACtB,yCAAyC;AACzC,iCAAiC;AACjC,8BAA8B;AAC9B,mDAAmD;AACnD,uBAAuB;AACvB,uCAAuC;AACvC,wEAAwE;AACxE,gCAAgC;AAChC,kCAAkC;AAClC,sDAAsD;AACtD,iDAAiD;AACjD,oBAAoB;AACpB,kDAAkD;AAClD,0EAA0E;AAC1E,kBAAkB;AAClB,gDAAgD;AAChD,4DAA4D;AAC5D,iBAAiB;AACjB,0CAA0C;AAC1C,uDAAuD;AACvD,+FAA+F;AAC/F,2EAA2E;AAC3E,2CAA2C;AAC3C,6BAA6B;AAC7B,8DAA8D;AAC9D,kBAAkB;AAClB,oEAAoE;AACpE,iBAAiB;AACjB,eAAe;AACf,uCAAuC;AACvC,wEAAwE;AACxE,8BAA8B;AAC9B,oDAAoD;AACpD,kBAAkB;AAClB,oDAAoD;AACpD,6CAA6C;AAC7C,gBAAgB;AAChB,8DAA8D;AAC9D,6DAA6D;AAC7D,eAAe;AACf,cAAc;AACd,UAAU;AACV,QAAQ;AACR,UAAU;AACV,IAAI","sourcesContent":["// import { Terminal } from '@yuants/protocol';\n// import { addAccountTransferAddress } from '@yuants/transfer';\n// import { getDefaultCredential, isApiError } from './api/client';\n// import {\n//   getDepositAddress,\n//   getDepositHistory,\n//   getSpotAccountInfo,\n//   getSubAccountList,\n//   getWithdrawHistory,\n//   postAssetTransfer,\n//   postWithdraw,\n// } from './api/private-api';\n\n// const terminal = Terminal.fromNodeEnv();\n\n// const 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: ${symbol}`);\n// //         }\n// //         return {\n// //           datasource_id: 'binance',\n// //           product_id,\n// //           updated_at: Date.now(),\n// //           price: +premiumIndex.markPrice,\n// //           ask: +bookTicker.askPrice,\n// //           bid: +bookTicker.bidPrice,\n// //           interest_rate_for_long: -+premiumIndex.lastFundingRate,\n// //           interest_rate_for_short: +premiumIndex.lastFundingRate,\n// //           settlement_scheduled_at: premiumIndex.nextFundingTime,\n// //           open_interest: openInterestVolume,\n// //         };\n// //       }),\n// //     );\n// //   }\n// //   return EMPTY;\n// // });\n\n// if (isPublicOnly) {\n//   console.info('PUBLIC_ONLY=1, skip Binance legacy services');\n// } else {\n//   const credential = getDefaultCredential();\n//   (async () => {\n//     const spotAccountInfo = await getSpotAccountInfo(credential);\n//     if (isApiError(spotAccountInfo)) {\n//       throw new Error(spotAccountInfo.msg);\n//     }\n//     const uid = spotAccountInfo.uid;\n\n//     const SPOT_ACCOUNT_ID = `binance/${uid}/spot/usdt`;\n//     const UNIFIED_ACCOUNT_ID = `binance/${uid}/unified/usdt`;\n\n//     // transfer\n//     {\n//       // spot -> unified\n//       const SPOT_UNIFIED_NETWORK_ID = `binance/${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// }\n"]}

package/dist/public-data/interest_rate.js

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

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

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

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

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

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

package/dist/public-data/product.js

@@ -1,17 +1,16 @@
 import { provideQueryProductsService } from '@yuants/data-product';
 import { Terminal } from '@yuants/protocol';
 import { encodePath } from '@yuants/utils';
-import { getFutureExchangeInfo } from '../api/public-api';
+import { getFutureExchangeInfo, getSpotExchangeInfo } from '../api/public-api';
 const terminal = Terminal.fromNodeEnv();
-// Provide QueryProducts service with the new design
-const cache = provideQueryProductsService(terminal, 'BINANCE', async (req) => {
+export const listProducts = async () => {
     // Directly call the external API to get exchange info
     const exchangeInfo = await getFutureExchangeInfo();
     // Convert symbols to IProduct format
     return exchangeInfo.symbols.map((symbol) => {
         return {
             datasource_id: 'BINANCE',
-            product_id: encodePath('usdt-future', symbol.symbol),
+            product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),
             base_currency: symbol.baseAsset,
             quote_currency: symbol.quoteAsset,
             price_step: +`1e-${symbol.pricePrecision}`,
@@ -30,6 +29,86 @@ const cache = provideQueryProductsService(terminal, 'BINANCE', async (req) => {
             no_interest_rate: false,
         };
     });
+};
+// Provide QueryProducts service with the new design
+const cache = provideQueryProductsService(terminal, 'BINANCE', async (req) => {
+    // Directly call the external API to get exchange info
+    const [futureExchangeInfo, spotExchangeInfo] = await Promise.all([
+        getFutureExchangeInfo(),
+        getSpotExchangeInfo(),
+    ]);
+    const products = [];
+    // Convert future symbols to IProduct format
+    for (const symbol of futureExchangeInfo.symbols) {
+        products.push({
+            datasource_id: 'BINANCE',
+            product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),
+            base_currency: symbol.baseAsset,
+            quote_currency: symbol.quoteAsset,
+            price_step: +`1e-${symbol.pricePrecision}`,
+            value_scale: 1,
+            volume_step: +`1e-${symbol.quantityPrecision}`,
+            name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
+            value_scale_unit: '',
+            margin_rate: +symbol.requiredMarginPercent / 100,
+            value_based_cost: 0,
+            volume_based_cost: 0,
+            max_position: 0,
+            max_volume: 0,
+            allow_long: true,
+            allow_short: true,
+            market_id: 'BINANCE/USDT-FUTURE',
+            no_interest_rate: false,
+        });
+    }
+    // Convert spot symbols to IProduct format
+    for (const symbol of spotExchangeInfo.symbols) {
+        if (symbol.isSpotTradingAllowed) {
+            products.push({
+                datasource_id: 'BINANCE',
+                product_id: encodePath('BINANCE', 'SPOT', symbol.symbol),
+                base_currency: symbol.baseAsset,
+                quote_currency: symbol.quoteAsset,
+                price_step: +`1e-${symbol.quotePrecision}`,
+                value_scale: 1,
+                volume_step: +`1e-${symbol.baseAssetPrecision}`,
+                name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,
+                value_scale_unit: '',
+                margin_rate: 1,
+                value_based_cost: 0,
+                volume_based_cost: 0,
+                max_position: 0,
+                max_volume: 0,
+                allow_long: true,
+                allow_short: false,
+                market_id: 'BINANCE/SPOT',
+                no_interest_rate: true,
+            });
+        }
+        if (symbol.isMarginTradingAllowed) {
+            products.push({
+                datasource_id: 'BINANCE',
+                product_id: encodePath('BINANCE', 'MARGIN', symbol.symbol),
+                base_currency: symbol.baseAsset,
+                quote_currency: symbol.quoteAsset,
+                price_step: +`1e-${symbol.quotePrecision}`,
+                value_scale: 1,
+                volume_step: +`1e-${symbol.baseAssetPrecision}`,
+                name: `${symbol.baseAsset}/${symbol.quoteAsset} MARGIN`,
+                value_scale_unit: '',
+                margin_rate: 1,
+                value_based_cost: 0,
+                volume_based_cost: 0,
+                max_position: 0,
+                max_volume: 0,
+                allow_long: true,
+                allow_short: true,
+                market_id: 'BINANCE/MARGIN',
+                no_interest_rate: false,
+            });
+        }
+    }
+    return products;
 }, {
     auto_refresh_interval: 3600000,
 });

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@@ -1 +1 @@
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+{"version":3,"file":"product.js","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,qBAAqB,EAAE,mBAAmB,EAAE,MAAM,mBAAmB,CAAC;AAE/E,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,IAAI,EAAE;IACrC,sDAAsD;IACtD,MAAM,YAAY,GAAG,MAAM,qBAAqB,EAAE,CAAC;IAEnD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACnD,OAAO;YACL,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YAC/D,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;YAC1C,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;YAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;YAChD,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,qBAAqB;YAChC,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC;AAEF,oDAAoD;AACpD,MAAM,KAAK,GAAG,2BAA2B,CACvC,QAAQ,EACR,SAAS,EACT,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,sDAAsD;IACtD,MAAM,CAAC,kBAAkB,EAAE,gBAAgB,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC/D,qBAAqB,EAAE;QACvB,mBAAmB,EAAE;KACtB,CAAC,CAAC;IAEH,MAAM,QAAQ,GAAe,EAAE,CAAC;IAEhC,4CAA4C;IAC5C,KAAK,MAAM,MAAM,IAAI,kBAAkB,CAAC,OAAO,EAAE;QAC/C,QAAQ,CAAC,IAAI,CAAC;YACZ,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YAC/D,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;YAC1C,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;YAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;YAChD,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,qBAAqB;YAChC,gBAAgB,EAAE,KAAK;SACxB,CAAC,CAAC;KACJ;IAED,0CAA0C;IAC1C,KAAK,MAAM,MAAM,IAAI,gBAAgB,CAAC,OAAO,EAAE;QAC7C,IAAI,MAAM,CAAC,oBAAoB,EAAE;YAC/B,QAAQ,CAAC,IAAI,CAAC;gBACZ,aAAa,EAAE,SAAS;gBACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;gBACxD,aAAa,EAAE,MAAM,CAAC,SAAS;gBAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;gBACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;gBAC1C,WAAW,EAAE,CAAC;gBACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,kBAAkB,EAAE;gBAC/C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;gBACrD,gBAAgB,EAAE,EAAE;gBACpB,WAAW,EAAE,CAAC;gBACd,gBAAgB,EAAE,CAAC;gBACnB,iBAAiB,EAAE,CAAC;gBACpB,YAAY,EAAE,CAAC;gBACf,UAAU,EAAE,CAAC;gBACb,UAAU,EAAE,IAAI;gBAChB,WAAW,EAAE,KAAK;gBAClB,SAAS,EAAE,cAAc;gBACzB,gBAAgB,EAAE,IAAI;aACvB,CAAC,CAAC;SACJ;QAED,IAAI,MAAM,CAAC,sBAAsB,EAAE;YACjC,QAAQ,CAAC,IAAI,CAAC;gBACZ,aAAa,EAAE,SAAS;gBACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC;gBAC1D,aAAa,EAAE,MAAM,CAAC,SAAS;gBAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;gBACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;gBAC1C,WAAW,EAAE,CAAC;gBACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,kBAAkB,EAAE;gBAC/C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,SAAS;gBACvD,gBAAgB,EAAE,EAAE;gBACpB,WAAW,EAAE,CAAC;gBACd,gBAAgB,EAAE,CAAC;gBACnB,iBAAiB,EAAE,CAAC;gBACpB,YAAY,EAAE,CAAC;gBACf,UAAU,EAAE,CAAC;gBACb,UAAU,EAAE,IAAI;gBAChB,WAAW,EAAE,IAAI;gBACjB,SAAS,EAAE,gBAAgB;gBAC3B,gBAAgB,EAAE,KAAK;aACxB,CAAC,CAAC;SACJ;KACF;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFutureExchangeInfo, getSpotExchangeInfo } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const listProducts = async () => {\n  // Directly call the external API to get exchange info\n  const exchangeInfo = await getFutureExchangeInfo();\n\n  // Convert symbols to IProduct format\n  return exchangeInfo.symbols.map((symbol): IProduct => {\n    return {\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),\n      base_currency: symbol.baseAsset,\n      quote_currency: symbol.quoteAsset,\n      price_step: +`1e-${symbol.pricePrecision}`,\n      value_scale: 1,\n      volume_step: +`1e-${symbol.quantityPrecision}`,\n      name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n      value_scale_unit: '',\n      margin_rate: +symbol.requiredMarginPercent / 100,\n      value_based_cost: 0,\n      volume_based_cost: 0,\n      max_position: 0,\n      max_volume: 0,\n      allow_long: true,\n      allow_short: true,\n      market_id: 'BINANCE/USDT-FUTURE',\n      no_interest_rate: false,\n    };\n  });\n};\n\n// Provide QueryProducts service with the new design\nconst cache = provideQueryProductsService(\n  terminal,\n  'BINANCE',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    // Directly call the external API to get exchange info\n    const [futureExchangeInfo, spotExchangeInfo] = await Promise.all([\n      getFutureExchangeInfo(),\n      getSpotExchangeInfo(),\n    ]);\n\n    const products: IProduct[] = [];\n\n    // Convert future symbols to IProduct format\n    for (const symbol of futureExchangeInfo.symbols) {\n      products.push({\n        datasource_id: 'BINANCE',\n        product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),\n        base_currency: symbol.baseAsset,\n        quote_currency: symbol.quoteAsset,\n        price_step: +`1e-${symbol.pricePrecision}`,\n        value_scale: 1,\n        volume_step: +`1e-${symbol.quantityPrecision}`,\n        name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n        value_scale_unit: '',\n        margin_rate: +symbol.requiredMarginPercent / 100,\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'BINANCE/USDT-FUTURE',\n        no_interest_rate: false,\n      });\n    }\n\n    // Convert spot symbols to IProduct format\n    for (const symbol of spotExchangeInfo.symbols) {\n      if (symbol.isSpotTradingAllowed) {\n        products.push({\n          datasource_id: 'BINANCE',\n          product_id: encodePath('BINANCE', 'SPOT', symbol.symbol),\n          base_currency: symbol.baseAsset,\n          quote_currency: symbol.quoteAsset,\n          price_step: +`1e-${symbol.quotePrecision}`,\n          value_scale: 1,\n          volume_step: +`1e-${symbol.baseAssetPrecision}`,\n          name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,\n          value_scale_unit: '',\n          margin_rate: 1,\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: false,\n          market_id: 'BINANCE/SPOT',\n          no_interest_rate: true,\n        });\n      }\n\n      if (symbol.isMarginTradingAllowed) {\n        products.push({\n          datasource_id: 'BINANCE',\n          product_id: encodePath('BINANCE', 'MARGIN', symbol.symbol),\n          base_currency: symbol.baseAsset,\n          quote_currency: symbol.quoteAsset,\n          price_step: +`1e-${symbol.quotePrecision}`,\n          value_scale: 1,\n          volume_step: +`1e-${symbol.baseAssetPrecision}`,\n          name: `${symbol.baseAsset}/${symbol.quoteAsset} MARGIN`,\n          value_scale_unit: '',\n          margin_rate: 1,\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'BINANCE/MARGIN',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}

package/dist/public-data/quote.js

@@ -26,7 +26,7 @@ const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(mergeMap((entries) => fr
     var _a;
     return ({
         datasource_id: 'BINANCE',
-        product_id: encodePath('usdt-future', entry.symbol),
+        product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),
         last_price: entry.markPrice,
         // Use the latest funding rate so that long pays when fundingRate > 0
         interest_rate_long: `${-Number(entry.lastFundingRate)}`,
@@ -39,7 +39,7 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe(mergeMap((entries) => from(e
     var _a;
     return ({
         datasource_id: 'BINANCE',
-        product_id: encodePath('usdt-future', entry.symbol),
+        product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),
         bid_price: entry.bidPrice,
         ask_price: entry.askPrice,
         updated_at: formatTime((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
@@ -47,18 +47,18 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe(mergeMap((entries) => from(e
 }));
 const quoteFromOpenInterest$ = futureBookTicker$.pipe(mergeMap((entries) => from(entries || [])), mergeMap((entry) => from(openInterestCache.query(entry.symbol)).pipe(map((openInterest) => ({
     datasource_id: 'BINANCE',
-    product_id: encodePath('usdt-future', entry.symbol),
+    product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),
     open_interest: `${openInterest !== null && openInterest !== void 0 ? openInterest : 0}`,
 }))), 5));
-const quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), shareReplay({ bufferSize: 1, refCount: true }), mergeMap((entries) => from(entries || [])), map((entry) => ({
+const quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(mergeMap((entries) => from(entries || [])), map((entry) => ({
     datasource_id: 'BINANCE',
-    product_id: encodePath('spot', entry.symbol),
+    product_id: encodePath('BINANCE', 'SPOT', entry.symbol),
     bid_price: entry.bidPrice,
     ask_price: entry.askPrice,
     bid_volume: entry.bidQty,
     ask_volume: entry.askQty,
     updated_at: formatTime(Date.now()),
-})));
+})), repeat({ delay: 1000 }), retry({ delay: 30000 }), shareReplay({ bufferSize: 1, refCount: true }));
 const marginInterestRateCache = createCache(async (asset) => {
     var _a;
     try {
@@ -83,7 +83,7 @@ const quoteFromMarginRates$ = marginPairs$.pipe(mergeMap((pairs) => from(pairs).
     ]);
     return {
         datasource_id: 'BINANCE',
-        product_id: encodePath('spot', pair.symbol),
+        product_id: encodePath('BINANCE', 'SPOT', pair.symbol),
         // User instruction: Long = Quote Rate, Short = Base Rate
         interest_rate_long: quoteRate,
         interest_rate_short: baseRate,

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

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n  defer,\n  filter,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n  getFutureBookTicker,\n  getFutureOpenInterest,\n  getFuturePremiumIndex,\n  getSpotBookTicker,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<number>(\n  async (symbol: string) => {\n    try {\n      const data = await getFutureOpenInterest({ symbol });\n      return Number(data.openInterest ?? 0);\n    } catch (err) {\n      console.warn('getFutureOpenInterest failed', symbol, err);\n      return undefined;\n    }\n  },\n  {\n    expire: OPEN_INTEREST_TTL,\n  },\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('usdt-future', entry.symbol),\n      last_price: entry.markPrice,\n      // Use the latest funding rate so that long pays when fundingRate > 0\n      interest_rate_long: `${-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  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  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\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/dist/services/accounts/profile.js

@@ -1,22 +1,11 @@
-import { createCache } from '@yuants/cache';
+import { encodePath } from '@yuants/utils';
 import { isApiError } from '../../api/client';
 import { getSpotAccountInfo } from '../../api/private-api';
-const PROFILE_TTL = 60000;
-const serializeCredential = (credential) => JSON.stringify(credential);
-const deserializeCredential = (key) => JSON.parse(key);
-const accountProfileCache = createCache(async (key) => {
-    const spotAccountInfo = await getSpotAccountInfo(deserializeCredential(key));
+export const getCredentialId = async (credential) => {
+    const spotAccountInfo = await getSpotAccountInfo(credential);
     if (isApiError(spotAccountInfo)) {
         throw new Error(spotAccountInfo.msg);
     }
-    return { uid: `${spotAccountInfo.uid}` };
-}, { expire: PROFILE_TTL });
-export const resolveAccountProfile = async (credential) => {
-    const key = serializeCredential(credential);
-    const profile = await accountProfileCache.query(key);
-    if (!profile) {
-        throw new Error('Unable to resolve Binance account profile');
-    }
-    return profile;
+    return encodePath('BINANCE', spotAccountInfo.uid);
 };
 //# sourceMappingURL=profile.js.map

package/dist/services/accounts/profile.js.map

@@ -1 +1 @@
-{"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AAMxE,MAAM,WAAW,GAAG,KAAM,CAAC;AAC3B,MAAM,mBAAmB,GAAG,CAAC,UAAuB,EAAE,EAAE,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;AACpF,MAAM,qBAAqB,GAAG,CAAC,GAAW,EAAe,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAgB,CAAC;AAE3F,MAAM,mBAAmB,GAAG,WAAW,CACrC,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,eAAe,GAAG,MAAM,kBAAkB,CAAC,qBAAqB,CAAC,GAAG,CAAC,CAAC,CAAC;IAC7E,IAAI,UAAU,CAAC,eAAe,CAAC,EAAE;QAC/B,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,GAAG,CAAC,CAAC;KACtC;IACD,OAAO,EAAE,GAAG,EAAE,GAAG,eAAe,CAAC,GAAG,EAAE,EAAE,CAAC;AAC3C,CAAC,EACD,EAAE,MAAM,EAAE,WAAW,EAAE,CACxB,CAAC;AAEF,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAA4B,EAAE;IAC/F,MAAM,GAAG,GAAG,mBAAmB,CAAC,UAAU,CAAC,CAAC;IAC5C,MAAM,OAAO,GAAG,MAAM,mBAAmB,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACrD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,IAAI,KAAK,CAAC,2CAA2C,CAAC,CAAC;KAC9D;IACD,OAAO,OAAO,CAAC;AACjB,CAAC,CAAC","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { isApiError } from '../../api/client';\nimport { getSpotAccountInfo, ICredential } from '../../api/private-api';\n\ninterface IAccountProfile {\n  uid: string;\n}\n\nconst PROFILE_TTL = 60_000;\nconst serializeCredential = (credential: ICredential) => JSON.stringify(credential);\nconst deserializeCredential = (key: string): ICredential => JSON.parse(key) as ICredential;\n\nconst accountProfileCache = createCache<IAccountProfile>(\n  async (key) => {\n    const spotAccountInfo = await getSpotAccountInfo(deserializeCredential(key));\n    if (isApiError(spotAccountInfo)) {\n      throw new Error(spotAccountInfo.msg);\n    }\n    return { uid: `${spotAccountInfo.uid}` };\n  },\n  { expire: PROFILE_TTL },\n);\n\nexport const resolveAccountProfile = async (credential: ICredential): Promise<IAccountProfile> => {\n  const key = serializeCredential(credential);\n  const profile = await accountProfileCache.query(key);\n  if (!profile) {\n    throw new Error('Unable to resolve Binance account profile');\n  }\n  return profile;\n};\n"]}
+{"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AAExE,MAAM,CAAC,MAAM,eAAe,GAAG,KAAK,EAAE,UAAuB,EAAmB,EAAE;IAChF,MAAM,eAAe,GAAG,MAAM,kBAAkB,CAAC,UAAU,CAAC,CAAC;IAC7D,IAAI,UAAU,CAAC,eAAe,CAAC,EAAE;QAC/B,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,GAAG,CAAC,CAAC;KACtC;IACD,OAAO,UAAU,CAAC,SAAS,EAAE,eAAe,CAAC,GAAG,CAAC,CAAC;AACpD,CAAC,CAAC","sourcesContent":["import { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getSpotAccountInfo, ICredential } from '../../api/private-api';\n\nexport const getCredentialId = async (credential: ICredential): Promise<string> => {\n  const spotAccountInfo = await getSpotAccountInfo(credential);\n  if (isApiError(spotAccountInfo)) {\n    throw new Error(spotAccountInfo.msg);\n  }\n  return encodePath('BINANCE', spotAccountInfo.uid);\n};\n"]}

package/dist/services/accounts/spot.js

@@ -15,7 +15,7 @@ export const getSpotAccountInfoSnapshot = async (credential) => {
         const position = makeSpotPosition({
             position_id: `spot/${balance.asset}`,
             datasource_id: 'BINANCE',
-            product_id: encodePath('spot', `${balance.asset}USDT`),
+            product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}USDT`),
             volume,
             free_volume: +balance.free,
             closable_price: 0, // TODO: fetch price later

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

@@ -1 +1 @@
-{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAA6C,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnG,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AAExE,MAAM,CAAC,MAAM,0BAA0B,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;IAC1G,MAAM,GAAG,GAAG,MAAM,kBAAkB,CAAC,UAAU,EAAE,EAAE,gBAAgB,EAAE,IAAI,EAAE,CAAC,CAAC;IAC7E,IAAI,UAAU,CAAC,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,gBAAgB,CAAC;YAC3C,WAAW,EAAE,QAAQ,OAAO,CAAC,KAAK,EAAE;YACpC,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,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","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"]}
+{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AAExE,MAAM,CAAC,MAAM,0BAA0B,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAChG,MAAM,GAAG,GAAG,MAAM,kBAAkB,CAAC,UAAU,EAAE,EAAE,gBAAgB,EAAE,IAAI,EAAE,CAAC,CAAC;IAC7E,IAAI,UAAU,CAAC,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,gBAAgB,CAAC;YAC3C,WAAW,EAAE,QAAQ,OAAO,CAAC,KAAK,EAAE;YACpC,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,KAAK,MAAM,CAAC;YACjE,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","sourcesContent":["import { 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 = async (credential: ICredential): Promise<IPosition[]> => {\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/${balance.asset}`,\n        datasource_id: 'BINANCE',\n        product_id: encodePath('BINANCE', 'SPOT', `${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"]}

package/dist/services/accounts/unified.js

@@ -1,7 +1,7 @@
 import { encodePath } from '@yuants/utils';
 import { isApiError } from '../../api/client';
 import { getUnifiedAccountBalance, getUnifiedUmAccount } from '../../api/private-api';
-export const getUnifiedAccountInfo = async (credential, _accountId) => {
+export const getUnifiedAccountInfo = async (credential) => {
     const [balanceRes, umAccountRes] = await Promise.all([
         getUnifiedAccountBalance(credential),
         getUnifiedUmAccount(credential),
@@ -12,22 +12,12 @@ export const getUnifiedAccountInfo = async (credential, _accountId) => {
     if (isApiError(umAccountRes)) {
         throw new Error(umAccountRes.msg);
     }
-    const usdtBalance = balanceRes.find((item) => item.asset === 'USDT');
-    if (!usdtBalance) {
-        throw new Error('USDT balance not found');
-    }
-    const usdtAsset = umAccountRes.assets.find((item) => item.asset === 'USDT');
-    if (!usdtAsset) {
-        throw new Error('USDT asset not found in UM account');
-    }
-    const equity = +usdtBalance.totalWalletBalance + +usdtBalance.umUnrealizedPNL;
-    const free = equity - +usdtAsset.initialMargin;
     const positions = umAccountRes.positions
         .filter((position) => +position.positionAmt !== 0)
         .map((position) => ({
         position_id: `${position.symbol}/${position.positionSide}`,
         datasource_id: 'BINANCE',
-        product_id: encodePath('usdt-future', position.symbol),
+        product_id: encodePath('BINANCE', 'USDT-FUTURE', position.symbol),
         direction: position.positionSide === 'LONG'
             ? 'LONG'
             : position.positionSide === 'SHORT'

package/dist/services/accounts/unified.js.map

@@ -1 +1 @@
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