@yuants/vendor-binance 0.8.7 → 0.10.0

package/dist/services/exchange.js

@@ -0,0 +1,56 @@
+import { provideExchangeServices } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { decodePath } from '@yuants/utils';
+import { listProducts } from '../public-data/product';
+import { getCredentialId } from './accounts/profile';
+import { getSpotAccountInfoSnapshot } from './accounts/spot';
+import { getUnifiedAccountInfo } from './accounts/unified';
+import { cancelOrder } from './orders/cancelOrder';
+import { getOrdersByProductId, listSpotOrders, listUnifiedUmOrders } from './orders/listOrders';
+import { modifyOrder } from './orders/modifyOrder';
+import { submitOrder } from './orders/submitOrder';
+const terminal = Terminal.fromNodeEnv();
+provideExchangeServices(terminal, {
+    name: 'BINANCE',
+    credentialSchema: {
+        type: 'object',
+        required: ['access_key', 'secret_key'],
+        properties: {
+            access_key: { type: 'string' },
+            secret_key: { type: 'string' },
+        },
+    },
+    getCredentialId,
+    listProducts,
+    getPositions: async function (credential) {
+        const [uFuturePositions, spotPositions] = await Promise.all([
+            getUnifiedAccountInfo(credential),
+            getSpotAccountInfoSnapshot(credential),
+        ]);
+        return [...uFuturePositions, ...spotPositions];
+    },
+    getOrders: async function (credential) {
+        const [umOrders, spotOrders] = await Promise.all([
+            listUnifiedUmOrders(credential),
+            listSpotOrders(credential),
+        ]);
+        return [...umOrders, ...spotOrders];
+    },
+    getPositionsByProductId: async function (credential, product_id) {
+        const [_, instType] = decodePath(product_id); // BINANCE/USDT-FUTURE/ADAUSDT
+        if (instType === 'SPOT') {
+            const positions = await getSpotAccountInfoSnapshot(credential);
+            return positions.filter((position) => position.product_id === product_id);
+        }
+        if (instType === 'USDT-FUTURE') {
+            const positions = await getUnifiedAccountInfo(credential);
+            return positions.filter((position) => position.product_id === product_id);
+        }
+        throw new Error(`Unsupported instType: ${instType}`);
+    },
+    getOrdersByProductId,
+    submitOrder,
+    modifyOrder,
+    cancelOrder,
+});
+//# sourceMappingURL=exchange.js.map

package/dist/services/exchange.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,OAAO,EAAE,YAAY,EAAE,MAAM,wBAAwB,CAAC;AACtD,OAAO,EAAE,eAAe,EAAE,MAAM,oBAAoB,CAAC;AACrD,OAAO,EAAE,0BAA0B,EAAE,MAAM,iBAAiB,CAAC;AAC7D,OAAO,EAAE,qBAAqB,EAAE,MAAM,oBAAoB,CAAC;AAC3D,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,oBAAoB,EAAE,cAAc,EAAE,mBAAmB,EAAE,MAAM,qBAAqB,CAAC;AAChG,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,uBAAuB,CAAc,QAAQ,EAAE;IAC7C,IAAI,EAAE,SAAS;IACf,gBAAgB,EAAE;QAChB,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;QACtC,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF;IACD,eAAe;IACf,YAAY;IACZ,YAAY,EAAE,KAAK,WAAW,UAAuB;QACnD,MAAM,CAAC,gBAAgB,EAAE,aAAa,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC1D,qBAAqB,CAAC,UAAU,CAAC;YACjC,0BAA0B,CAAC,UAAU,CAAC;SACvC,CAAC,CAAC;QACH,OAAO,CAAC,GAAG,gBAAgB,EAAE,GAAG,aAAa,CAAC,CAAC;IACjD,CAAC;IACD,SAAS,EAAE,KAAK,WAAW,UAAuB;QAChD,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC/C,mBAAmB,CAAC,UAAU,CAAC;YAC/B,cAAc,CAAC,UAAU,CAAC;SAC3B,CAAC,CAAC;QACH,OAAO,CAAC,GAAG,QAAQ,EAAE,GAAG,UAAU,CAAC,CAAC;IACtC,CAAC;IACD,uBAAuB,EAAE,KAAK,WAC5B,UAAuB,EACvB,UAAkB;QAElB,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;QAC5E,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,SAAS,GAAG,MAAM,0BAA0B,CAAC,UAAU,CAAC,CAAC;YAC/D,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SAC3E;QACD,IAAI,QAAQ,KAAK,aAAa,EAAE;YAC9B,MAAM,SAAS,GAAG,MAAM,qBAAqB,CAAC,UAAU,CAAC,CAAC;YAC1D,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SAC3E;QACD,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;IACvD,CAAC;IACD,oBAAoB;IACpB,WAAW;IACX,WAAW;IACX,WAAW;CACZ,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { provideExchangeServices } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath } from '@yuants/utils';\nimport { ICredential } from '../api/client';\nimport { listProducts } from '../public-data/product';\nimport { getCredentialId } from './accounts/profile';\nimport { getSpotAccountInfoSnapshot } from './accounts/spot';\nimport { getUnifiedAccountInfo } from './accounts/unified';\nimport { cancelOrder } from './orders/cancelOrder';\nimport { getOrdersByProductId, listSpotOrders, listUnifiedUmOrders } from './orders/listOrders';\nimport { modifyOrder } from './orders/modifyOrder';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideExchangeServices<ICredential>(terminal, {\n  name: 'BINANCE',\n  credentialSchema: {\n    type: 'object',\n    required: ['access_key', 'secret_key'],\n    properties: {\n      access_key: { type: 'string' },\n      secret_key: { type: 'string' },\n    },\n  },\n  getCredentialId,\n  listProducts,\n  getPositions: async function (credential: ICredential): Promise<IPosition[]> {\n    const [uFuturePositions, spotPositions] = await Promise.all([\n      getUnifiedAccountInfo(credential),\n      getSpotAccountInfoSnapshot(credential),\n    ]);\n    return [...uFuturePositions, ...spotPositions];\n  },\n  getOrders: async function (credential: ICredential): Promise<IOrder[]> {\n    const [umOrders, spotOrders] = await Promise.all([\n      listUnifiedUmOrders(credential),\n      listSpotOrders(credential),\n    ]);\n    return [...umOrders, ...spotOrders];\n  },\n  getPositionsByProductId: async function (\n    credential: ICredential,\n    product_id: string,\n  ): Promise<IPosition[]> {\n    const [_, instType] = decodePath(product_id); // BINANCE/USDT-FUTURE/ADAUSDT\n    if (instType === 'SPOT') {\n      const positions = await getSpotAccountInfoSnapshot(credential);\n      return positions.filter((position) => position.product_id === product_id);\n    }\n    if (instType === 'USDT-FUTURE') {\n      const positions = await getUnifiedAccountInfo(credential);\n      return positions.filter((position) => position.product_id === product_id);\n    }\n    throw new Error(`Unsupported instType: ${instType}`);\n  },\n  getOrdersByProductId,\n  submitOrder,\n  modifyOrder,\n  cancelOrder,\n});\n"]}

package/dist/services/orders/cancelOrder.js

@@ -1,6 +1,7 @@
 import { isApiError } from '../../api/client';
 import { deleteSpotOrder, deleteUmOrder } from '../../api/private-api';
 import { decodeFutureSymbol, decodeSpotSymbol } from './order-utils';
+import { decodePath, newError } from '@yuants/utils';
 const cancelUnifiedOrder = async (credential, order) => {
     if (!order.order_id) {
         throw new Error('Binance cancelOrder requires order_id');
@@ -28,12 +29,13 @@ const cancelSpotOrder = async (credential, order) => {
     }
 };
 export const cancelOrder = async (credential, order) => {
-    if (order.account_id.includes('/unified/')) {
+    const [, TYPE] = decodePath(order.product_id);
+    if (TYPE === 'USDT-FUTURE') {
         return cancelUnifiedOrder(credential, order);
     }
-    if (order.account_id.includes('/spot/')) {
+    if (TYPE === 'SPOT') {
         return cancelSpotOrder(credential, order);
     }
-    throw new Error(`Unsupported account_id for cancelOrder: ${order.account_id}`);
+    throw newError('BINANCE_CANCEL_ORDER_UNSUPPORTED_PRODUCT_TYPE', { order });
 };
 //# sourceMappingURL=cancelOrder.js.map

package/dist/services/orders/cancelOrder.js.map

@@ -1 +1 @@
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+{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,eAAe,EAAE,aAAa,EAAe,MAAM,uBAAuB,CAAC;AACpF,OAAO,EAAE,kBAAkB,EAAE,gBAAgB,EAAE,MAAM,eAAe,CAAC;AACrE,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AAErD,MAAM,kBAAkB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,uCAAuC,CAAC,CAAC;KAC1D;IACD,MAAM,MAAM,GAAG,kBAAkB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACpD,MAAM,GAAG,GAAG,MAAM,aAAa,CAAC,UAAU,EAAE;QAC1C,MAAM;QACN,OAAO,EAAE,KAAK,CAAC,QAAQ;KACxB,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,wCAAwC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAChF;AACH,CAAC,CAAC;AAEF,MAAM,eAAe,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC5F,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,uCAAuC,CAAC,CAAC;KAC1D;IACD,MAAM,MAAM,GAAG,gBAAgB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAClD,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC,UAAU,EAAE;QAC5C,MAAM;QACN,OAAO,EAAE,KAAK,CAAC,QAAQ;KACxB,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,qCAAqC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAC7E;AACH,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,MAAM,CAAC,EAAE,IAAI,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAC9C,IAAI,IAAI,KAAK,aAAa,EAAE;QAC1B,OAAO,kBAAkB,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;KAC9C;IACD,IAAI,IAAI,KAAK,MAAM,EAAE;QACnB,OAAO,eAAe,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;KAC3C;IACD,MAAM,QAAQ,CAAC,+CAA+C,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC;AAC7E,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfCancelOrder } from '@yuants/data-order';\nimport { isApiError } from '../../api/client';\nimport { deleteSpotOrder, deleteUmOrder, ICredential } from '../../api/private-api';\nimport { decodeFutureSymbol, decodeSpotSymbol } from './order-utils';\nimport { decodePath, newError } from '@yuants/utils';\n\nconst cancelUnifiedOrder: IActionHandlerOfCancelOrder<ICredential> = async (credential, order) => {\n  if (!order.order_id) {\n    throw new Error('Binance cancelOrder requires order_id');\n  }\n  const symbol = decodeFutureSymbol(order.product_id);\n  const res = await deleteUmOrder(credential, {\n    symbol,\n    orderId: order.order_id,\n  });\n  if (isApiError(res)) {\n    throw new Error(`Binance cancel unified order failed: ${res.code} ${res.msg}`);\n  }\n};\n\nconst cancelSpotOrder: IActionHandlerOfCancelOrder<ICredential> = async (credential, order) => {\n  if (!order.order_id) {\n    throw new Error('Binance cancelOrder requires order_id');\n  }\n  const symbol = decodeSpotSymbol(order.product_id);\n  const res = await deleteSpotOrder(credential, {\n    symbol,\n    orderId: order.order_id,\n  });\n  if (isApiError(res)) {\n    throw new Error(`Binance cancel spot order failed: ${res.code} ${res.msg}`);\n  }\n};\n\nexport const cancelOrder: IActionHandlerOfCancelOrder<ICredential> = async (credential, order) => {\n  const [, TYPE] = decodePath(order.product_id);\n  if (TYPE === 'USDT-FUTURE') {\n    return cancelUnifiedOrder(credential, order);\n  }\n  if (TYPE === 'SPOT') {\n    return cancelSpotOrder(credential, order);\n  }\n  throw newError('BINANCE_CANCEL_ORDER_UNSUPPORTED_PRODUCT_TYPE', { order });\n};\n"]}

package/dist/services/orders/listOrders.js

@@ -1,49 +1,58 @@
-import { encodePath, formatTime } from '@yuants/utils';
+import { decodePath, encodePath, formatTime } from '@yuants/utils';
 import { isApiError } from '../../api/client';
 import { getSpotOpenOrders, getUnifiedUmOpenOrders } from '../../api/private-api';
 import { mapBinanceOrderStatus, mapBinanceOrderTypeToYuants, mapBinanceSideToYuantsDirection, mapSpotSideToOrderDirection, } from './order-utils';
-export const listOrders = async (credential, account_id) => {
-    if (account_id.includes('/unified/')) {
-        const res = await getUnifiedUmOpenOrders(credential);
-        if (isApiError(res)) {
-            throw new Error(res.msg);
-        }
-        return res.map((order) => {
-            var _a;
-            return ({
-                order_id: `${order.orderId}`,
-                account_id,
-                product_id: encodePath('usdt-future', order.symbol),
-                order_type: mapBinanceOrderTypeToYuants(order.type),
-                order_direction: (_a = mapBinanceSideToYuantsDirection(order.side, order.positionSide)) !== null && _a !== void 0 ? _a : (order.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT'),
-                volume: +order.origQty,
-                traded_volume: +order.executedQty,
-                price: order.price === undefined ? undefined : +order.price,
-                submit_at: order.time,
-                updated_at: formatTime(order.updateTime),
-                order_status: mapBinanceOrderStatus(order.status),
-            });
-        });
+export const listUnifiedUmOrders = async (credential) => {
+    const res = await getUnifiedUmOpenOrders(credential);
+    if (isApiError(res)) {
+        throw new Error(res.msg);
     }
-    if (account_id.includes('/spot/')) {
-        const res = await getSpotOpenOrders(credential);
-        if (isApiError(res)) {
-            throw new Error(res.msg);
-        }
-        return res.map((order) => ({
+    return res.map((order) => {
+        var _a;
+        return ({
             order_id: `${order.orderId}`,
-            account_id,
-            product_id: encodePath('spot', order.symbol),
+            account_id: '',
+            product_id: encodePath('BINANCE', 'USDT-FUTURE', order.symbol),
             order_type: mapBinanceOrderTypeToYuants(order.type),
-            order_direction: mapSpotSideToOrderDirection(order.side),
+            order_direction: (_a = mapBinanceSideToYuantsDirection(order.side, order.positionSide)) !== null && _a !== void 0 ? _a : (order.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT'),
             volume: +order.origQty,
             traded_volume: +order.executedQty,
-            price: order.price ? +order.price : undefined,
+            price: order.price === undefined ? undefined : +order.price,
             submit_at: order.time,
             updated_at: formatTime(order.updateTime),
             order_status: mapBinanceOrderStatus(order.status),
-        }));
+        });
+    });
+};
+export const listSpotOrders = async (credential) => {
+    const res = await getSpotOpenOrders(credential);
+    if (isApiError(res)) {
+        throw new Error(res.msg);
+    }
+    return res.map((order) => ({
+        order_id: `${order.orderId}`,
+        account_id: '',
+        product_id: encodePath('BINANCE', 'SPOT', order.symbol),
+        order_type: mapBinanceOrderTypeToYuants(order.type),
+        order_direction: mapSpotSideToOrderDirection(order.side),
+        volume: +order.origQty,
+        traded_volume: +order.executedQty,
+        price: order.price === undefined ? undefined : +order.price,
+        submit_at: order.time,
+        updated_at: formatTime(order.updateTime),
+        order_status: mapBinanceOrderStatus(order.status),
+    }));
+};
+export const getOrdersByProductId = async function (credential, product_id) {
+    const [_, instType] = decodePath(product_id); // BINANCE/USDT-FUTURE/ADAUSDT
+    if (instType === 'SPOT') {
+        const orders = await listSpotOrders(credential);
+        return orders.filter((order) => order.product_id === product_id);
+    }
+    if (instType === 'USDT-FUTURE') {
+        const orders = await listUnifiedUmOrders(credential);
+        return orders.filter((order) => order.product_id === product_id);
     }
-    throw new Error(`Unsupported account_id for listOrders: ${account_id}`);
+    throw new Error(`Unsupported instType: ${instType}`);
 };
 //# sourceMappingURL=listOrders.js.map

package/dist/services/orders/listOrders.js.map

@@ -1 +1 @@
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'OPEN_LONG' : 'OPEN_SHORT'),\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: formatTime(order.updateTime),\n      order_status: mapBinanceOrderStatus(order.status),\n    }),\n  );\n};\n\nexport const listSpotOrders = async (credential: ICredential): Promise<IOrder[]> => {\n  const res = await getSpotOpenOrders(credential);\n  if (isApiError(res)) {\n    throw new Error(res.msg);\n  }\n  return res.map(\n    (order): IOrder => ({\n      order_id: `${order.orderId}`,\n      account_id: '',\n      product_id: encodePath('BINANCE', 'SPOT', order.symbol),\n      order_type: mapBinanceOrderTypeToYuants(order.type),\n      order_direction: mapSpotSideToOrderDirection(order.side),\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: formatTime(order.updateTime),\n      order_status: mapBinanceOrderStatus(order.status),\n    }),\n  );\n};\n\nexport const getOrdersByProductId = async function (\n  credential: ICredential,\n  product_id: string,\n): Promise<IOrder[]> {\n  const [_, instType] = decodePath(product_id); // BINANCE/USDT-FUTURE/ADAUSDT\n  if (instType === 'SPOT') {\n    const orders = await listSpotOrders(credential);\n    return orders.filter((order) => order.product_id === product_id);\n  }\n  if (instType === 'USDT-FUTURE') {\n    const orders = await listUnifiedUmOrders(credential);\n    return orders.filter((order) => order.product_id === product_id);\n  }\n  throw new Error(`Unsupported instType: ${instType}`);\n};\n"]}

package/dist/services/orders/modifyOrder.js

@@ -1,6 +1,8 @@
 import { isApiError } from '../../api/client';
 import { postSpotOrderCancelReplace, putUmOrder } from '../../api/private-api';
 import { decodeFutureSymbol, decodeSpotSymbol, deriveClientOrderId, mapOrderDirectionToSide, mapOrderTypeToOrdType, } from './order-utils';
+import { newError } from '@yuants/utils/lib/error';
+import { decodePath } from '@yuants/utils/lib/path';
 const modifyUnifiedOrder = async (credential, order) => {
     const symbol = decodeFutureSymbol(order.product_id);
     const side = mapOrderDirectionToSide(order.order_direction);
@@ -47,12 +49,13 @@ const modifySpotOrder = async (credential, order) => {
     }
 };
 export const modifyOrder = async (credential, order) => {
-    if (order.account_id.includes('/unified/')) {
+    const [, TYPE] = decodePath(order.product_id);
+    if (TYPE === 'USDT-FUTURE') {
         return modifyUnifiedOrder(credential, order);
     }
-    if (order.account_id.includes('/spot/')) {
+    if (TYPE === 'SPOT') {
         return modifySpotOrder(credential, order);
     }
-    throw new Error(`Unsupported account_id for modifyOrder: ${order.account_id}`);
+    throw newError('BINANCE_MODIFY_ORDER_UNSUPPORTED_PRODUCT_TYPE', { order });
 };
 //# sourceMappingURL=modifyOrder.js.map

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

@@ -1 +1 @@
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'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  const params: Parameters<typeof postSpotOrderCancelReplace>[1] = {\n    symbol,\n    side,\n    type,\n    cancelReplaceMode: 'STOP_ON_FAILURE',\n    cancelOrderId: order.order_id ? parseInt(order.order_id) : undefined,\n    // cancelOrigClientOrderId: order.client_order_id, // TODO: support client_order_id\n    newClientOrderId: deriveClientOrderId(order),\n    quantity: order.volume,\n  };\n\n  if (type === 'LIMIT') {\n    if (order.price === undefined) {\n      throw new Error('Binance spot LIMIT order requires price');\n    }\n    params.price = order.price;\n    params.timeInForce = timeInForce;\n  }\n  if (order.price !== undefined && type === 'MARKET') {\n    params.price = order.price;\n  }\n\n  const res = await postSpotOrderCancelReplace(credential, params);\n  if (isApiError(res)) {\n    throw new Error(`Binance modify spot order failed: ${res.code} ${res.msg}`);\n  }\n};\n\nexport const modifyOrder: IActionHandlerOfModifyOrder<ICredential> = async (credential, order) => {\n  if (order.account_id.includes('/unified/')) {\n    return modifyUnifiedOrder(credential, order);\n  }\n  if (order.account_id.includes('/spot/')) {\n    return modifySpotOrder(credential, order);\n  }\n  throw new Error(`Unsupported account_id for modifyOrder: ${order.account_id}`);\n};\n"]}
+{"version":3,"file":"modifyOrder.js","sourceRoot":"","sources":["../../../src/services/orders/modifyOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAe,0BAA0B,EAAE,UAAU,EAAE,MAAM,uBAAuB,CAAC;AAC5F,OAAO,EACL,kBAAkB,EAClB,gBAAgB,EAChB,mBAAmB,EACnB,uBAAuB,EACvB,qBAAqB,GACtB,MAAM,eAAe,CAAC;AACvB,OAAO,EAAE,QAAQ,EAAE,MAAM,yBAAyB,CAAC;AACnD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAC;AAEpD,MAAM,kBAAkB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,MAAM,MAAM,GAAG,kBAAkB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACpD,MAAM,IAAI,GAAG,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAE5D,MAAM,GAAG,GAAG,MAAM,UAAU,CAAC,UAAU,EAAE;QACvC,MAAM;QACN,IAAI;QACJ,OAAO,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,SAAS;QAC9D,6EAA6E;QAC7E,QAAQ,EAAE,KAAK,CAAC,MAAM;QACtB,KAAK,EAAE,KAAK,CAAC,KAAK;KACnB,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,wCAAwC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAChF;AACH,CAAC,CAAC;AAEF,MAAM,eAAe,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC5F,MAAM,MAAM,GAAG,gBAAgB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAClD,MAAM,IAAI,GAAG,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5D,MAAM,IAAI,GAAG,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACrD,MAAM,WAAW,GAAG,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAE5G,MAAM,MAAM,GAAqD;QAC/D,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,iBAAiB,EAAE,iBAAiB;QACpC,aAAa,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,SAAS;QACpE,mFAAmF;QACnF,gBAAgB,EAAE,mBAAmB,CAAC,KAAK,CAAC;QAC5C,QAAQ,EAAE,KAAK,CAAC,MAAM;KACvB,CAAC;IAEF,IAAI,IAAI,KAAK,OAAO,EAAE;QACpB,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,EAAE;YAC7B,MAAM,IAAI,KAAK,CAAC,yCAAyC,CAAC,CAAC;SAC5D;QACD,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;QAC3B,MAAM,CAAC,WAAW,GAAG,WAAW,CAAC;KAClC;IACD,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,IAAI,IAAI,KAAK,QAAQ,EAAE;QAClD,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;KAC5B;IAED,MAAM,GAAG,GAAG,MAAM,0BAA0B,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACjE,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,qCAAqC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAC7E;AACH,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,MAAM,CAAC,EAAE,IAAI,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAE9C,IAAI,IAAI,KAAK,aAAa,EAAE;QAC1B,OAAO,kBAAkB,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;KAC9C;IACD,IAAI,IAAI,KAAK,MAAM,EAAE;QACnB,OAAO,eAAe,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;KAC3C;IAED,MAAM,QAAQ,CAAC,+CAA+C,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC;AAC7E,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfModifyOrder } from '@yuants/data-order';\nimport { isApiError } from '../../api/client';\nimport { ICredential, postSpotOrderCancelReplace, putUmOrder } from '../../api/private-api';\nimport {\n  decodeFutureSymbol,\n  decodeSpotSymbol,\n  deriveClientOrderId,\n  mapOrderDirectionToSide,\n  mapOrderTypeToOrdType,\n} from './order-utils';\nimport { newError } from '@yuants/utils/lib/error';\nimport { decodePath } from '@yuants/utils/lib/path';\n\nconst modifyUnifiedOrder: IActionHandlerOfModifyOrder<ICredential> = async (credential, order) => {\n  const symbol = decodeFutureSymbol(order.product_id);\n  const side = mapOrderDirectionToSide(order.order_direction);\n\n  const res = await putUmOrder(credential, {\n    symbol,\n    side,\n    orderId: order.order_id ? parseInt(order.order_id) : undefined,\n    // origClientOrderId: order.client_order_id, // TODO: support client_order_id\n    quantity: order.volume,\n    price: order.price,\n  });\n  if (isApiError(res)) {\n    throw new Error(`Binance modify unified order failed: ${res.code} ${res.msg}`);\n  }\n};\n\nconst modifySpotOrder: IActionHandlerOfModifyOrder<ICredential> = async (credential, order) => {\n  const symbol = decodeSpotSymbol(order.product_id);\n  const side = mapOrderDirectionToSide(order.order_direction);\n  const type = mapOrderTypeToOrdType(order.order_type);\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n\n  const params: Parameters<typeof postSpotOrderCancelReplace>[1] = {\n    symbol,\n    side,\n    type,\n    cancelReplaceMode: 'STOP_ON_FAILURE',\n    cancelOrderId: order.order_id ? parseInt(order.order_id) : undefined,\n    // cancelOrigClientOrderId: order.client_order_id, // TODO: support client_order_id\n    newClientOrderId: deriveClientOrderId(order),\n    quantity: order.volume,\n  };\n\n  if (type === 'LIMIT') {\n    if (order.price === undefined) {\n      throw new Error('Binance spot LIMIT order requires price');\n    }\n    params.price = order.price;\n    params.timeInForce = timeInForce;\n  }\n  if (order.price !== undefined && type === 'MARKET') {\n    params.price = order.price;\n  }\n\n  const res = await postSpotOrderCancelReplace(credential, params);\n  if (isApiError(res)) {\n    throw new Error(`Binance modify spot order failed: ${res.code} ${res.msg}`);\n  }\n};\n\nexport const modifyOrder: IActionHandlerOfModifyOrder<ICredential> = async (credential, order) => {\n  const [, TYPE] = decodePath(order.product_id);\n\n  if (TYPE === 'USDT-FUTURE') {\n    return modifyUnifiedOrder(credential, order);\n  }\n  if (TYPE === 'SPOT') {\n    return modifySpotOrder(credential, order);\n  }\n\n  throw newError('BINANCE_MODIFY_ORDER_UNSUPPORTED_PRODUCT_TYPE', { order });\n};\n"]}

package/dist/services/orders/order-utils.js

@@ -1,17 +1,39 @@
 import { decodePath } from '@yuants/utils';
 import { createHash } from 'crypto';
 export const decodeFutureSymbol = (product_id) => {
-    const [instType, symbol] = decodePath(product_id);
-    if (instType !== 'usdt-future' || !symbol) {
-        throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);
+    const parts = decodePath(product_id);
+    // Support both old format (usdt-future/symbol) and new format (BINANCE/USDT-FUTURE/symbol)
+    if (parts.length === 2) {
+        const [instType, symbol] = parts;
+        if (instType !== 'usdt-future' || !symbol) {
+            throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);
+        }
+        return symbol;
+    }
+    else if (parts.length === 3) {
+        const [datasource, instType, symbol] = parts;
+        if (datasource !== 'BINANCE' || instType !== 'USDT-FUTURE' || !symbol) {
+            throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);
+        }
+        return symbol;
     }
-    return symbol;
+    throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);
 };
 export const decodeSpotSymbol = (product_id) => {
     try {
-        const [instType, symbol] = decodePath(product_id);
-        if ((instType === null || instType === void 0 ? void 0 : instType.toLowerCase()) === 'spot' && symbol) {
-            return symbol;
+        const parts = decodePath(product_id);
+        // Support both old format (spot/symbol) and new format (BINANCE/SPOT/symbol)
+        if (parts.length === 2) {
+            const [instType, symbol] = parts;
+            if ((instType === null || instType === void 0 ? void 0 : instType.toLowerCase()) === 'spot' && symbol) {
+                return symbol;
+            }
+        }
+        else if (parts.length === 3) {
+            const [datasource, instType, symbol] = parts;
+            if (datasource === 'BINANCE' && instType === 'SPOT' && symbol) {
+                return symbol;
+            }
         }
     }
     catch (err) {

package/dist/services/orders/order-utils.js.map

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{ IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { createHash } from 'crypto';\n\nexport const decodeFutureSymbol = (product_id: string) => {\n  const [instType, symbol] = decodePath(product_id);\n  if (instType !== 'usdt-future' || !symbol) {\n    throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);\n  }\n  return symbol;\n};\n\nexport const decodeSpotSymbol = (product_id: string) => {\n  try {\n    const [instType, symbol] = decodePath(product_id);\n    if (instType?.toLowerCase() === 'spot' && symbol) {\n      return symbol;\n    }\n  } catch (err) {\n    // ignore decode errors and fall back to raw product id\n  }\n  if (!product_id.includes('/')) {\n    return product_id;\n  }\n  throw new Error(`Unsupported product_id for Binance spot: ${product_id}`);\n};\n\nexport const mapOrderDirectionToSide = (direction?: IOrder['order_direction']) => {\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    default:\n      throw new Error(`Unsupported order_direction: ${direction}`);\n  }\n};\n\nexport const mapOrderDirectionToPositionSide = (direction?: IOrder['order_direction']) => {\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    default:\n      throw new Error(`Unsupported order_direction for positionSide: ${direction}`);\n  }\n};\n\nexport const mapOrderTypeToOrdType = (order_type?: IOrder['order_type']) => {\n  switch (order_type) {\n    case 'LIMIT':\n    case 'MAKER':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n    default:\n      throw new Error(`Unsupported order_type: ${order_type}`);\n  }\n};\n\nexport const mapBinanceOrderTypeToYuants = (binanceType?: string): IOrder['order_type'] => {\n  switch (binanceType) {\n    case 'LIMIT':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n    default:\n      return 'LIMIT';\n  }\n};\n\nexport const mapBinanceSideToYuantsDirection = (\n  side?: string,\n  positionSide?: string,\n): IOrder['order_direction'] | undefined => {\n  if (!side || !positionSide) {\n    return undefined;\n  }\n  if (positionSide === 'LONG') {\n    return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';\n  }\n  if (positionSide === 'SHORT') {\n    return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';\n  }\n  return undefined;\n};\n\nexport const mapSpotSideToOrderDirection = (side?: string): IOrder['order_direction'] => {\n  if (side === 'SELL') {\n    return 'CLOSE_LONG';\n  }\n  return 'OPEN_LONG';\n};\n\nexport const deriveClientOrderId = (order: IOrder) => {\n  if (order.order_id) return `${order.order_id}`;\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 BinanceOrderStatusMap: Record<string, IOrder['order_status']> = {\n  NEW: 'ACCEPTED',\n  PARTIALLY_FILLED: 'TRADED',\n  FILLED: 'TRADED',\n  PENDING_NEW: 'ACCEPTED',\n  PENDING_CANCEL: 'CANCELLED',\n  CANCELED: 'CANCELLED',\n  CANCELLED: 'CANCELLED',\n  REJECTED: 'CANCELLED',\n  EXPIRED: 'CANCELLED',\n};\n\nexport const mapBinanceOrderStatus = (status?: string): IOrder['order_status'] => {\n  if (!status) return 'ACCEPTED';\n  return BinanceOrderStatusMap[status] ?? 'ACCEPTED';\n};\n"]}
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{ IOrder } from '@yuants/data-order';\nimport { decodePath } from '@yuants/utils';\nimport { createHash } from 'crypto';\n\nexport const decodeFutureSymbol = (product_id: string) => {\n  const parts = decodePath(product_id);\n  // Support both old format (usdt-future/symbol) and new format (BINANCE/USDT-FUTURE/symbol)\n  if (parts.length === 2) {\n    const [instType, symbol] = parts;\n    if (instType !== 'usdt-future' || !symbol) {\n      throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);\n    }\n    return symbol;\n  } else if (parts.length === 3) {\n    const [datasource, instType, symbol] = parts;\n    if (datasource !== 'BINANCE' || instType !== 'USDT-FUTURE' || !symbol) {\n      throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);\n    }\n    return symbol;\n  }\n  throw new Error(`Unsupported product_id for Binance futures: ${product_id}`);\n};\n\nexport const decodeSpotSymbol = (product_id: string) => {\n  try {\n    const parts = decodePath(product_id);\n    // Support both old format (spot/symbol) and new format (BINANCE/SPOT/symbol)\n    if (parts.length === 2) {\n      const [instType, symbol] = parts;\n      if (instType?.toLowerCase() === 'spot' && symbol) {\n        return symbol;\n      }\n    } else if (parts.length === 3) {\n      const [datasource, instType, symbol] = parts;\n      if (datasource === 'BINANCE' && instType === 'SPOT' && symbol) {\n        return symbol;\n      }\n    }\n  } catch (err) {\n    // ignore decode errors and fall back to raw product id\n  }\n  if (!product_id.includes('/')) {\n    return product_id;\n  }\n  throw new Error(`Unsupported product_id for Binance spot: ${product_id}`);\n};\n\nexport const mapOrderDirectionToSide = (direction?: IOrder['order_direction']) => {\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    default:\n      throw new Error(`Unsupported order_direction: ${direction}`);\n  }\n};\n\nexport const mapOrderDirectionToPositionSide = (direction?: IOrder['order_direction']) => {\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    default:\n      throw new Error(`Unsupported order_direction for positionSide: ${direction}`);\n  }\n};\n\nexport const mapOrderTypeToOrdType = (order_type?: IOrder['order_type']) => {\n  switch (order_type) {\n    case 'LIMIT':\n    case 'MAKER':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n    default:\n      throw new Error(`Unsupported order_type: ${order_type}`);\n  }\n};\n\nexport const mapBinanceOrderTypeToYuants = (binanceType?: string): IOrder['order_type'] => {\n  switch (binanceType) {\n    case 'LIMIT':\n      return 'LIMIT';\n    case 'MARKET':\n      return 'MARKET';\n    default:\n      return 'LIMIT';\n  }\n};\n\nexport const mapBinanceSideToYuantsDirection = (\n  side?: string,\n  positionSide?: string,\n): IOrder['order_direction'] | undefined => {\n  if (!side || !positionSide) {\n    return undefined;\n  }\n  if (positionSide === 'LONG') {\n    return side === 'BUY' ? 'OPEN_LONG' : 'CLOSE_LONG';\n  }\n  if (positionSide === 'SHORT') {\n    return side === 'SELL' ? 'OPEN_SHORT' : 'CLOSE_SHORT';\n  }\n  return undefined;\n};\n\nexport const mapSpotSideToOrderDirection = (side?: string): IOrder['order_direction'] => {\n  if (side === 'SELL') {\n    return 'CLOSE_LONG';\n  }\n  return 'OPEN_LONG';\n};\n\nexport const deriveClientOrderId = (order: IOrder) => {\n  if (order.order_id) return `${order.order_id}`;\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 BinanceOrderStatusMap: Record<string, IOrder['order_status']> = {\n  NEW: 'ACCEPTED',\n  PARTIALLY_FILLED: 'TRADED',\n  FILLED: 'TRADED',\n  PENDING_NEW: 'ACCEPTED',\n  PENDING_CANCEL: 'CANCELLED',\n  CANCELED: 'CANCELLED',\n  CANCELLED: 'CANCELLED',\n  REJECTED: 'CANCELLED',\n  EXPIRED: 'CANCELLED',\n};\n\nexport const mapBinanceOrderStatus = (status?: string): IOrder['order_status'] => {\n  if (!status) return 'ACCEPTED';\n  return BinanceOrderStatusMap[status] ?? 'ACCEPTED';\n};\n"]}

package/dist/services/orders/submitOrder.js

@@ -1,3 +1,4 @@
+import { decodePath, newError } from '@yuants/utils';
 import { isApiError } from '../../api/client';
 import { postSpotOrder, postUmOrder } from '../../api/private-api';
 import { decodeFutureSymbol, decodeSpotSymbol, deriveClientOrderId, mapOrderDirectionToPositionSide, mapOrderDirectionToSide, mapOrderTypeToOrdType, } from './order-utils';
@@ -59,12 +60,13 @@ const submitSpotOrder = async (credential, order) => {
     return { order_id: `${res.orderId}` };
 };
 export const submitOrder = async (credential, order) => {
-    if (order.account_id.includes('/unified/')) {
+    const [, TYPE] = decodePath(order.product_id);
+    if (TYPE === 'USDT-FUTURE') {
         return submitUnifiedOrder(credential, order);
     }
-    if (order.account_id.includes('/spot/')) {
+    if (TYPE === 'SPOT') {
         return submitSpotOrder(credential, order);
     }
-    throw new Error(`Unsupported account_id for submitOrder: ${order.account_id}`);
+    throw newError('BINANCE_SUBMIT_ORDER_UNSUPPORTED_PRODUCT_TYPE', { order });
 };
 //# sourceMappingURL=submitOrder.js.map

package/dist/services/orders/submitOrder.js.map

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'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n  const reduceOnly =\n    order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n  const res = await postUmOrder(credential, {\n    symbol,\n    side,\n    positionSide,\n    type,\n    quantity: order.volume,\n    price: order.price,\n    timeInForce,\n    reduceOnly,\n    newClientOrderId: deriveClientOrderId(order),\n  });\n  if (isApiError(res)) {\n    throw new Error(`Binance submit unified order failed: ${res.code} ${res.msg}`);\n  }\n  return { order_id: `${res.orderId}` };\n};\n\nconst submitSpotOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const symbol = decodeSpotSymbol(order.product_id);\n  if (!order.volume) {\n    throw new Error('Binance submitOrder requires order.volume to be set');\n  }\n  const side = mapOrderDirectionToSide(order.order_direction);\n  const type = mapOrderTypeToOrdType(order.order_type);\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n  const params: Parameters<typeof postSpotOrder>[1] = {\n    symbol,\n    side,\n    type,\n    quantity: order.volume,\n    newClientOrderId: deriveClientOrderId(order),\n  };\n  if (type === 'LIMIT') {\n    if (order.price === undefined) {\n      throw new Error('Binance spot LIMIT order requires price');\n    }\n    params.price = order.price;\n    params.timeInForce = timeInForce;\n  }\n  if (order.price !== undefined && type === 'MARKET') {\n    params.price = order.price;\n  }\n  const res = await postSpotOrder(credential, params);\n  if (isApiError(res)) {\n    throw new Error(`Binance submit spot order failed: ${res.code} ${res.msg}`);\n  }\n  return { order_id: `${res.orderId}` };\n};\n\nexport const submitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  if (order.account_id.includes('/unified/')) {\n    return submitUnifiedOrder(credential, order);\n  }\n  if (order.account_id.includes('/spot/')) {\n    return submitSpotOrder(credential, order);\n  }\n  throw new Error(`Unsupported account_id for submitOrder: ${order.account_id}`);\n};\n"]}
+{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACrD,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAe,aAAa,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAChF,OAAO,EACL,kBAAkB,EAClB,gBAAgB,EAChB,mBAAmB,EACnB,+BAA+B,EAC/B,uBAAuB,EACvB,qBAAqB,GACtB,MAAM,eAAe,CAAC;AAEvB,MAAM,kBAAkB,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,MAAM,MAAM,GAAG,kBAAkB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACpD,IAAI,CAAC,KAAK,CAAC,MAAM,EAAE;QACjB,MAAM,IAAI,KAAK,CAAC,qDAAqD,CAAC,CAAC;KACxE;IACD,MAAM,IAAI,GAAG,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5D,MAAM,YAAY,GAAG,+BAA+B,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5E,MAAM,IAAI,GAAG,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACrD,MAAM,WAAW,GAAG,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAC5G,MAAM,UAAU,GACd,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAC;IAEzG,MAAM,GAAG,GAAG,MAAM,WAAW,CAAC,UAAU,EAAE;QACxC,MAAM;QACN,IAAI;QACJ,YAAY;QACZ,IAAI;QACJ,QAAQ,EAAE,KAAK,CAAC,MAAM;QACtB,KAAK,EAAE,KAAK,CAAC,KAAK;QAClB,WAAW;QACX,UAAU;QACV,gBAAgB,EAAE,mBAAmB,CAAC,KAAK,CAAC;KAC7C,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,wCAAwC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAChF;IACD,OAAO,EAAE,QAAQ,EAAE,GAAG,GAAG,CAAC,OAAO,EAAE,EAAE,CAAC;AACxC,CAAC,CAAC;AAEF,MAAM,eAAe,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC5F,MAAM,MAAM,GAAG,gBAAgB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAClD,IAAI,CAAC,KAAK,CAAC,MAAM,EAAE;QACjB,MAAM,IAAI,KAAK,CAAC,qDAAqD,CAAC,CAAC;KACxE;IACD,MAAM,IAAI,GAAG,uBAAuB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAC5D,MAAM,IAAI,GAAG,qBAAqB,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACrD,MAAM,WAAW,GAAG,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;IAC5G,MAAM,MAAM,GAAwC;QAClD,MAAM;QACN,IAAI;QACJ,IAAI;QACJ,QAAQ,EAAE,KAAK,CAAC,MAAM;QACtB,gBAAgB,EAAE,mBAAmB,CAAC,KAAK,CAAC;KAC7C,CAAC;IACF,IAAI,IAAI,KAAK,OAAO,EAAE;QACpB,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,EAAE;YAC7B,MAAM,IAAI,KAAK,CAAC,yCAAyC,CAAC,CAAC;SAC5D;QACD,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;QAC3B,MAAM,CAAC,WAAW,GAAG,WAAW,CAAC;KAClC;IACD,IAAI,KAAK,CAAC,KAAK,KAAK,SAAS,IAAI,IAAI,KAAK,QAAQ,EAAE;QAClD,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;KAC5B;IACD,MAAM,GAAG,GAAG,MAAM,aAAa,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IACpD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,qCAAqC,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC,CAAC;KAC7E;IACD,OAAO,EAAE,QAAQ,EAAE,GAAG,GAAG,CAAC,OAAO,EAAE,EAAE,CAAC;AACxC,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,MAAM,CAAC,EAAE,IAAI,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAE9C,IAAI,IAAI,KAAK,aAAa,EAAE;QAC1B,OAAO,kBAAkB,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;KAC9C;IACD,IAAI,IAAI,KAAK,MAAM,EAAE;QACnB,OAAO,eAAe,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;KAC3C;IAED,MAAM,QAAQ,CAAC,+CAA+C,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC;AAC7E,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { decodePath, newError } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { ICredential, postSpotOrder, postUmOrder } from '../../api/private-api';\nimport {\n  decodeFutureSymbol,\n  decodeSpotSymbol,\n  deriveClientOrderId,\n  mapOrderDirectionToPositionSide,\n  mapOrderDirectionToSide,\n  mapOrderTypeToOrdType,\n} from './order-utils';\n\nconst submitUnifiedOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const symbol = decodeFutureSymbol(order.product_id);\n  if (!order.volume) {\n    throw new Error('Binance submitOrder requires order.volume to be set');\n  }\n  const side = mapOrderDirectionToSide(order.order_direction);\n  const positionSide = mapOrderDirectionToPositionSide(order.order_direction);\n  const type = mapOrderTypeToOrdType(order.order_type);\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n  const reduceOnly =\n    order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'true' : undefined;\n\n  const res = await postUmOrder(credential, {\n    symbol,\n    side,\n    positionSide,\n    type,\n    quantity: order.volume,\n    price: order.price,\n    timeInForce,\n    reduceOnly,\n    newClientOrderId: deriveClientOrderId(order),\n  });\n  if (isApiError(res)) {\n    throw new Error(`Binance submit unified order failed: ${res.code} ${res.msg}`);\n  }\n  return { order_id: `${res.orderId}` };\n};\n\nconst submitSpotOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const symbol = decodeSpotSymbol(order.product_id);\n  if (!order.volume) {\n    throw new Error('Binance submitOrder requires order.volume to be set');\n  }\n  const side = mapOrderDirectionToSide(order.order_direction);\n  const type = mapOrderTypeToOrdType(order.order_type);\n  const timeInForce = order.order_type === 'MAKER' ? 'GTX' : order.order_type === 'LIMIT' ? 'GTC' : undefined;\n  const params: Parameters<typeof postSpotOrder>[1] = {\n    symbol,\n    side,\n    type,\n    quantity: order.volume,\n    newClientOrderId: deriveClientOrderId(order),\n  };\n  if (type === 'LIMIT') {\n    if (order.price === undefined) {\n      throw new Error('Binance spot LIMIT order requires price');\n    }\n    params.price = order.price;\n    params.timeInForce = timeInForce;\n  }\n  if (order.price !== undefined && type === 'MARKET') {\n    params.price = order.price;\n  }\n  const res = await postSpotOrder(credential, params);\n  if (isApiError(res)) {\n    throw new Error(`Binance submit spot order failed: ${res.code} ${res.msg}`);\n  }\n  return { order_id: `${res.orderId}` };\n};\n\nexport const submitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  const [, TYPE] = decodePath(order.product_id);\n\n  if (TYPE === 'USDT-FUTURE') {\n    return submitUnifiedOrder(credential, order);\n  }\n  if (TYPE === 'SPOT') {\n    return submitSpotOrder(credential, order);\n  }\n\n  throw newError('BINANCE_SUBMIT_ORDER_UNSUPPORTED_PRODUCT_TYPE', { order });\n};\n"]}

package/lib/api/client.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/api/client.ts"],"names":[],"mappings":"AAKA,aAAK,UAAU,GAAG,KAAK,GAAG,MAAM,GAAG,QAAQ,GAAG,KAAK,CAAC;AAEpD,aAAK,aAAa,GAAG,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,GAAG,SAAS,CAAC,CAAC;AAE3E,MAAM,WAAW,WAAW;IAC1B,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,MAAM,CAAC;CACpB;AAED,MAAM,WAAW,SAAS;IACxB,IAAI,EAAE,MAAM,CAAC;IACb,GAAG,EAAE,MAAM,CAAC;CACb;AAID,eAAO,MAAM,UAAU,iDAC0E,CAAC;AA2FlG,eAAO,MAAM,aAAa,cAAe,UAAU,YAAY,MAAM,WAAW,aAAa,eACvD,CAAC;AAEvC,eAAO,MAAM,cAAc,kBACb,WAAW,UACf,UAAU,YACR,MAAM,WACP,aAAa,eAC6B,CAAC;AAEtD,eAAO,MAAM,oBAAoB,QAAO,WAOvC,CAAC"}

package/lib/api/client.js

@@ -1,14 +1,10 @@
 "use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getDefaultCredential = exports.requestPrivate = exports.requestPublic = exports.isApiError = void 0;
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
-// @ts-ignore
-const crypto_js_1 = __importDefault(require("crypto-js"));
 const MetricBinanceApiUsedWeight = protocol_1.GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');
+let retryAfterUntil = null;
 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';
 exports.isApiError = isApiError;
 const appendParams = (url, params) => {
@@ -42,7 +38,7 @@ const callApi = async (method, endpoint, params, credential) => {
     let headers;
     if (credential) {
         const signData = url.search.slice(1);
-        const signature = crypto_js_1.default.enc.Hex.stringify(crypto_js_1.default.HmacSHA256(signData, credential.secret_key));
+        const signature = Buffer.from(await (0, utils_1.HmacSHA256)(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key))).toString('hex');
         url.searchParams.set('signature', signature);
         headers = {
             'Content-Type': 'application/json;charset=utf-8',
@@ -53,12 +49,22 @@ const callApi = async (method, endpoint, params, credential) => {
     else {
         console.info((0, utils_1.formatTime)(Date.now()), method, url.href);
     }
+    if (retryAfterUntil) {
+        if (Date.now() <= retryAfterUntil) {
+            throw (0, utils_1.newError)('ACTIVE_RATE_LIMIT', { retryAfterUntil, now: Date.now(), url: url.href });
+        }
+        retryAfterUntil = null;
+    }
     const res = await fetch(url.href, {
         method,
         headers,
     });
     const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');
-    console.info((0, utils_1.formatTime)(Date.now()), 'response', method, url.href, res.status, `usedWeight1M=${usedWeight1M !== null && usedWeight1M !== void 0 ? usedWeight1M : 'N/A'}`);
+    const retryAfter = res.headers.get('Retry-After');
+    if (retryAfter) {
+        retryAfterUntil = Date.now() + parseInt(retryAfter, 10) * 1000;
+    }
+    console.info((0, utils_1.formatTime)(Date.now()), 'response', method, url.href, `status=${res.status}`, retryAfter ? `retryAfter=${retryAfter}` : '', `usedWeight1M=${usedWeight1M !== null && usedWeight1M !== void 0 ? usedWeight1M : 'N/A'}`);
     if (usedWeight1M) {
         MetricBinanceApiUsedWeight.set(+usedWeight1M);
     }

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'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"]}
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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"]}

package/lib/api/public-api.d.ts

@@ -152,4 +152,45 @@ export interface ISpotBookTickerEntry {
 export declare const getSpotBookTicker: (params?: {
     symbol?: string;
 }) => Promise<ISpotBookTickerEntry[]>;
+export interface ISpotExchangeFilter extends Record<string, string | number | boolean | undefined> {
+    filterType: string;
+}
+export interface ISpotExchangeSymbol {
+    symbol: string;
+    status: string;
+    baseAsset: string;
+    baseAssetPrecision: number;
+    quoteAsset: string;
+    quotePrecision: number;
+    baseCommissionPrecision: number;
+    quoteCommissionPrecision: number;
+    orderTypes: string[];
+    icebergAllowed: boolean;
+    ocoAllowed: boolean;
+    quoteOrderQtyMarketAllowed: boolean;
+    allowTrailingStop: boolean;
+    cancelReplaceAllowed: boolean;
+    isSpotTradingAllowed: boolean;
+    isMarginTradingAllowed: boolean;
+    filters: ISpotExchangeFilter[];
+    permissions: string[];
+}
+export interface ISpotExchangeInfo {
+    timezone: string;
+    serverTime: number;
+    rateLimits: {
+        rateLimitType: string;
+        interval: string;
+        intervalNum: number;
+        limit: number;
+    }[];
+    exchangeFilters: unknown[];
+    symbols: ISpotExchangeSymbol[];
+}
+/**
+ * 获取现货交易规则和交易对
+ *
+ * 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
+ */
+export declare const getSpotExchangeInfo: () => Promise<ISpotExchangeInfo>;
 //# sourceMappingURL=public-api.d.ts.map

package/lib/api/public-api.d.ts.map

@@ -1 +1 @@
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