npm - @yuants/vendor-binance - Versions diffs - 0.8.7 → 0.10.0 - Mend

@yuants/vendor-binance 0.8.7 → 0.10.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (110) hide show

package/dist/api/client.js +14 -5
package/dist/api/client.js.map +1 -1
package/dist/api/public-api.js +6 -0
package/dist/api/public-api.js.map +1 -1
package/dist/index.js +1 -2
package/dist/index.js.map +1 -1
package/dist/legacy_index.js +163 -400
package/dist/legacy_index.js.map +1 -1
package/dist/public-data/interest_rate.js +5 -3
package/dist/public-data/interest_rate.js.map +1 -1
package/dist/public-data/ohlc.js +1 -1
package/dist/public-data/ohlc.js.map +1 -1
package/dist/public-data/product.js +83 -4
package/dist/public-data/product.js.map +1 -1
package/dist/public-data/quote.js +7 -7
package/dist/public-data/quote.js.map +1 -1
package/dist/services/accounts/profile.js +4 -15
package/dist/services/accounts/profile.js.map +1 -1
package/dist/services/accounts/spot.js +1 -1
package/dist/services/accounts/spot.js.map +1 -1
package/dist/services/accounts/unified.js +2 -12
package/dist/services/accounts/unified.js.map +1 -1
package/dist/services/exchange.js +56 -0
package/dist/services/exchange.js.map +1 -0
package/dist/services/orders/cancelOrder.js +5 -3
package/dist/services/orders/cancelOrder.js.map +1 -1
package/dist/services/orders/listOrders.js +44 -35
package/dist/services/orders/listOrders.js.map +1 -1
package/dist/services/orders/modifyOrder.js +6 -3
package/dist/services/orders/modifyOrder.js.map +1 -1
package/dist/services/orders/order-utils.js +29 -7
package/dist/services/orders/order-utils.js.map +1 -1
package/dist/services/orders/submitOrder.js +5 -3
package/dist/services/orders/submitOrder.js.map +1 -1
package/lib/api/client.d.ts.map +1 -1
package/lib/api/client.js +13 -7
package/lib/api/client.js.map +1 -1
package/lib/api/public-api.d.ts +41 -0
package/lib/api/public-api.d.ts.map +1 -1
package/lib/api/public-api.js +8 -1
package/lib/api/public-api.js.map +1 -1
package/lib/index.d.ts +1 -2
package/lib/index.d.ts.map +1 -1
package/lib/index.js +1 -2
package/lib/index.js.map +1 -1
package/lib/legacy_index.d.ts +0 -1
package/lib/legacy_index.js +162 -401
package/lib/legacy_index.js.map +1 -1
package/lib/public-data/interest_rate.js +5 -3
package/lib/public-data/interest_rate.js.map +1 -1
package/lib/public-data/ohlc.js +1 -1
package/lib/public-data/ohlc.js.map +1 -1
package/lib/public-data/product.d.ts +2 -1
package/lib/public-data/product.d.ts.map +1 -1
package/lib/public-data/product.js +84 -3
package/lib/public-data/product.js.map +1 -1
package/lib/public-data/quote.js +7 -7
package/lib/public-data/quote.js.map +1 -1
package/lib/services/accounts/profile.d.ts +1 -5
package/lib/services/accounts/profile.d.ts.map +1 -1
package/lib/services/accounts/profile.js +6 -17
package/lib/services/accounts/profile.js.map +1 -1
package/lib/services/accounts/spot.d.ts +2 -2
package/lib/services/accounts/spot.d.ts.map +1 -1
package/lib/services/accounts/spot.js +1 -1
package/lib/services/accounts/spot.js.map +1 -1
package/lib/services/accounts/unified.d.ts +2 -2
package/lib/services/accounts/unified.d.ts.map +1 -1
package/lib/services/accounts/unified.js +2 -12
package/lib/services/accounts/unified.js.map +1 -1
package/lib/services/exchange.d.ts +2 -0
package/lib/services/exchange.d.ts.map +1 -0
package/lib/services/exchange.js +58 -0
package/lib/services/exchange.js.map +1 -0
package/lib/services/orders/cancelOrder.d.ts.map +1 -1
package/lib/services/orders/cancelOrder.js +5 -3
package/lib/services/orders/cancelOrder.js.map +1 -1
package/lib/services/orders/listOrders.d.ts +4 -2
package/lib/services/orders/listOrders.d.ts.map +1 -1
package/lib/services/orders/listOrders.js +47 -36
package/lib/services/orders/listOrders.js.map +1 -1
package/lib/services/orders/modifyOrder.d.ts.map +1 -1
package/lib/services/orders/modifyOrder.js +6 -3
package/lib/services/orders/modifyOrder.js.map +1 -1
package/lib/services/orders/order-utils.d.ts.map +1 -1
package/lib/services/orders/order-utils.js +29 -7
package/lib/services/orders/order-utils.js.map +1 -1
package/lib/services/orders/submitOrder.d.ts.map +1 -1
package/lib/services/orders/submitOrder.js +5 -3
package/lib/services/orders/submitOrder.js.map +1 -1
package/package.json +2 -1
package/temp/package-deps.json +23 -24
package/dist/cli.js +0 -3
package/dist/cli.js.map +0 -1
package/dist/services/account-actions-with-credential.js +0 -34
package/dist/services/account-actions-with-credential.js.map +0 -1
package/dist/services/order-actions-with-credential.js +0 -21
package/dist/services/order-actions-with-credential.js.map +0 -1
package/lib/cli.d.ts +0 -3
package/lib/cli.d.ts.map +0 -1
package/lib/cli.js +0 -5
package/lib/cli.js.map +0 -1
package/lib/services/account-actions-with-credential.d.ts +0 -2
package/lib/services/account-actions-with-credential.d.ts.map +0 -1
package/lib/services/account-actions-with-credential.js +0 -36
package/lib/services/account-actions-with-credential.js.map +0 -1
package/lib/services/order-actions-with-credential.d.ts +0 -2
package/lib/services/order-actions-with-credential.d.ts.map +0 -1
package/lib/services/order-actions-with-credential.js +0 -23
package/lib/services/order-actions-with-credential.js.map +0 -1

package/lib/legacy_index.js.map CHANGED Viewed

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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: ${instType}` } };\n }\n const cancelResult = await deleteUmOrder(credential, {\n symbol,\n orderId: order.order_id,\n });\n if (isApiError(cancelResult)) {\n return { res: { code: cancelResult.code, message: cancelResult.msg } };\n }\n return { res: { code: 0, message: 'OK' } };\n },\n );\n }\n })();\n}\n"]}
1	+ 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import { Terminal } from '@yuants/protocol';\n// import { addAccountTransferAddress } from '@yuants/transfer';\n// import { getDefaultCredential, isApiError } from './api/client';\n// import {\n// getDepositAddress,\n// getDepositHistory,\n// getSpotAccountInfo,\n// getSubAccountList,\n// getWithdrawHistory,\n// postAssetTransfer,\n// postWithdraw,\n// } from './api/private-api';\n\n// const terminal = Terminal.fromNodeEnv();\n\n// const isPublicOnly = process.env.PUBLIC_ONLY === 'true';\n\n// // provideTicks(terminal, 'binance', (product_id) => {\n// // const [instType, symbol] = decodePath(product_id);\n// // if (instType === 'usdt-future') {\n// // return combineLatest([mapSymbolToFuturePremiumIndex$, 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/lib/public-data/interest_rate.js CHANGED Viewed

@@ -28,8 +28,8 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
         return __asyncGenerator(this, arguments, function* () {
             const [datasource_id, product_id] = (0, utils_1.decodePath)(series_id);
             let current_start = started_at;
-            const [instType, symbol] = (0, utils_1.decodePath)(product_id);
-            if (instType === 'usdt-future') {
+            const [, instType, symbol] = (0, utils_1.decodePath)(product_id);
+            if (instType === 'USDT-FUTURE') {
                 while (true) {
                     // 向前翻页，时间降序
                     const res = yield __await((0, public_api_1.getFutureFundingRate)({
@@ -53,8 +53,9 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
                     current_start = +res[res.length - 1].fundingTime;
                     yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
                 }
+                return yield __await(void 0);
             }
-            else if (instType === 'margin') {
+            if (instType === 'MARGIN') {
                 while (true) {
                     const res = yield __await((0, private_api_1.getMarginInterestRateHistory)({
                         asset: symbol,
@@ -78,6 +79,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
                     yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
                 }
             }
+            return yield __await(void 0);
         });
     },
 });

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

	@@ -1 +1 @@
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package/lib/public-data/ohlc.js CHANGED Viewed

@@ -48,7 +48,7 @@ const DURATION_TO_BINANCE_INTERVAL = {
                 throw new Error(`Unsupported duration: ${duration}`);
             }
             const offset = (0, utils_1.convertDurationToOffset)(duration);
-            const [instType, symbol] = (0, utils_1.decodePath)(product_id);
+            const [, instType, symbol] = (0, utils_1.decodePath)(product_id);
             let current_end = ended_at || Date.now();
             const start = started_at || 0;
             const baseUrl = instType === 'usdt-future'

package/lib/public-data/ohlc.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,yCAAgF;AAChF,+BAA6C;AAC7C,0CAA8C;AAE9C,MAAM,QAAQ,GAAG,mBAAQ,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,IAAA,kCAAoB,EAAQ,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,IAAA,kBAAU,EAAC,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,IAAA,+BAAuB,EAAC,QAAQ,CAAC,CAAC;YACjD,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,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,IAAA,sBAAa,EAAkB,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,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBAC5B,SAAS,EAAE,IAAA,kBAAU,EAAC,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,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,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/lib/public-data/product.d.ts CHANGED Viewed

@@ -1,2 +1,3 @@
-export {};
+import { IProduct } from '@yuants/data-product';
+export declare const listProducts: () => Promise<IProduct[]>;
 //# sourceMappingURL=product.d.ts.map

package/lib/public-data/product.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":""}
1	+ {"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAsD,MAAM,sBAAsB,CAAC;AAOpG,eAAO,MAAM,YAAY,2BA2BxB,CAAC"}

package/lib/public-data/product.js CHANGED Viewed

@@ -1,19 +1,19 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.listProducts = void 0;
 const data_product_1 = require("@yuants/data-product");
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
 const public_api_1 = require("../api/public-api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
-// Provide QueryProducts service with the new design
-const cache = (0, data_product_1.provideQueryProductsService)(terminal, 'BINANCE', async (req) => {
+const listProducts = async () => {
     // Directly call the external API to get exchange info
     const exchangeInfo = await (0, public_api_1.getFutureExchangeInfo)();
     // Convert symbols to IProduct format
     return exchangeInfo.symbols.map((symbol) => {
         return {
             datasource_id: 'BINANCE',
-            product_id: (0, utils_1.encodePath)('usdt-future', symbol.symbol),
+            product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', symbol.symbol),
             base_currency: symbol.baseAsset,
             quote_currency: symbol.quoteAsset,
             price_step: +`1e-${symbol.pricePrecision}`,
@@ -32,6 +32,87 @@ const cache = (0, data_product_1.provideQueryProductsService)(terminal, 'BINANCE
             no_interest_rate: false,
         };
     });
+};
+exports.listProducts = listProducts;
+// Provide QueryProducts service with the new design
+const cache = (0, data_product_1.provideQueryProductsService)(terminal, 'BINANCE', async (req) => {
+    // Directly call the external API to get exchange info
+    const [futureExchangeInfo, spotExchangeInfo] = await Promise.all([
+        (0, public_api_1.getFutureExchangeInfo)(),
+        (0, public_api_1.getSpotExchangeInfo)(),
+    ]);
+    const products = [];
+    // Convert future symbols to IProduct format
+    for (const symbol of futureExchangeInfo.symbols) {
+        products.push({
+            datasource_id: 'BINANCE',
+            product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', symbol.symbol),
+            base_currency: symbol.baseAsset,
+            quote_currency: symbol.quoteAsset,
+            price_step: +`1e-${symbol.pricePrecision}`,
+            value_scale: 1,
+            volume_step: +`1e-${symbol.quantityPrecision}`,
+            name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
+            value_scale_unit: '',
+            margin_rate: +symbol.requiredMarginPercent / 100,
+            value_based_cost: 0,
+            volume_based_cost: 0,
+            max_position: 0,
+            max_volume: 0,
+            allow_long: true,
+            allow_short: true,
+            market_id: 'BINANCE/USDT-FUTURE',
+            no_interest_rate: false,
+        });
+    }
+    // Convert spot symbols to IProduct format
+    for (const symbol of spotExchangeInfo.symbols) {
+        if (symbol.isSpotTradingAllowed) {
+            products.push({
+                datasource_id: 'BINANCE',
+                product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', symbol.symbol),
+                base_currency: symbol.baseAsset,
+                quote_currency: symbol.quoteAsset,
+                price_step: +`1e-${symbol.quotePrecision}`,
+                value_scale: 1,
+                volume_step: +`1e-${symbol.baseAssetPrecision}`,
+                name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,
+                value_scale_unit: '',
+                margin_rate: 1,
+                value_based_cost: 0,
+                volume_based_cost: 0,
+                max_position: 0,
+                max_volume: 0,
+                allow_long: true,
+                allow_short: false,
+                market_id: 'BINANCE/SPOT',
+                no_interest_rate: true,
+            });
+        }
+        if (symbol.isMarginTradingAllowed) {
+            products.push({
+                datasource_id: 'BINANCE',
+                product_id: (0, utils_1.encodePath)('BINANCE', 'MARGIN', symbol.symbol),
+                base_currency: symbol.baseAsset,
+                quote_currency: symbol.quoteAsset,
+                price_step: +`1e-${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,
 });

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

	@@ -1 +1 @@
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1	+ 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{ 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/lib/public-data/quote.js CHANGED Viewed

@@ -28,7 +28,7 @@ const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe((0, rxjs_1.mergeMap)((en
     var _a;
     return ({
         datasource_id: 'BINANCE',
-        product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
+        product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', entry.symbol),
         last_price: entry.markPrice,
         // Use the latest funding rate so that long pays when fundingRate > 0
         interest_rate_long: `${-Number(entry.lastFundingRate)}`,
@@ -41,7 +41,7 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entrie
     var _a;
     return ({
         datasource_id: 'BINANCE',
-        product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
+        product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', entry.symbol),
         bid_price: entry.bidPrice,
         ask_price: entry.askPrice,
         updated_at: (0, utils_1.formatTime)((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
@@ -49,18 +49,18 @@ const quoteFromBookTicker$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entrie
 }));
 const quoteFromOpenInterest$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.mergeMap)((entry) => (0, rxjs_1.from)(openInterestCache.query(entry.symbol)).pipe((0, rxjs_1.map)((openInterest) => ({
     datasource_id: 'BINANCE',
-    product_id: (0, utils_1.encodePath)('usdt-future', entry.symbol),
+    product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', entry.symbol),
     open_interest: `${openInterest !== null && openInterest !== void 0 ? openInterest : 0}`,
 }))), 5));
-const quoteFromSpotBookTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotBookTicker)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }), (0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => ({
+const quoteFromSpotBookTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotBookTicker)({})).pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => ({
     datasource_id: 'BINANCE',
-    product_id: (0, utils_1.encodePath)('spot', entry.symbol),
+    product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', entry.symbol),
     bid_price: entry.bidPrice,
     ask_price: entry.askPrice,
     bid_volume: entry.bidQty,
     ask_volume: entry.askQty,
     updated_at: (0, utils_1.formatTime)(Date.now()),
-})));
+})), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
 const marginInterestRateCache = (0, cache_1.createCache)(async (asset) => {
     var _a;
     try {
@@ -85,7 +85,7 @@ const quoteFromMarginRates$ = marginPairs$.pipe((0, rxjs_1.mergeMap)((pairs) =>
     ]);
     return {
         datasource_id: 'BINANCE',
-        product_id: (0, utils_1.encodePath)('spot', pair.symbol),
+        product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', pair.symbol),
         // User instruction: Long = Quote Rate, Short = Base Rate
         interest_rate_long: quoteRate,
         interest_rate_short: baseRate,

package/lib/public-data/quote.js.map CHANGED Viewed

	@@ -1 +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"]}
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$.pipe(\n mergeMap((entries) => from(entries \|\| [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n last_price: entry.markPrice,\n // Use the latest funding rate so that long pays when fundingRate > 0\n interest_rate_long: `${-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/lib/services/accounts/profile.d.ts CHANGED Viewed

@@ -1,7 +1,3 @@
 import { ICredential } from '../../api/private-api';
-interface IAccountProfile {
-    uid: string;
-}
-export declare const resolveAccountProfile: (credential: ICredential) => Promise<IAccountProfile>;
-export {};
+export declare const getCredentialId: (credential: ICredential) => Promise<string>;
 //# sourceMappingURL=profile.d.ts.map

package/lib/services/accounts/profile.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"profile.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AAEA,OAAO,EAAsB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAExE,~~UAAU,eAAe;IACvB,GAAG,EAAE,MAAM,CAAC;CACb;AAiBD,~~eAAO,MAAM,~~qBAAqB~~,eAAsB,WAAW,KAAG,QAAQ,~~eAAe~~,~~CAO5F~~,CAAC"}
1	+ {"version":3,"file":"profile.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AAEA,OAAO,EAAsB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAExE,eAAO,MAAM,eAAe,eAAsB,WAAW,KAAG,QAAQ,MAAM,CAM7E,CAAC"}

package/lib/services/accounts/profile.js CHANGED Viewed

@@ -1,26 +1,15 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.resolveAccountProfile = void 0;
-const cache_1 = require("@yuants/cache");
+exports.getCredentialId = void 0;
+const utils_1 = require("@yuants/utils");
 const client_1 = require("../../api/client");
 const private_api_1 = require("../../api/private-api");
-const PROFILE_TTL = 60000;
-const serializeCredential = (credential) => JSON.stringify(credential);
-const deserializeCredential = (key) => JSON.parse(key);
-const accountProfileCache = (0, cache_1.createCache)(async (key) => {
-    const spotAccountInfo = await (0, private_api_1.getSpotAccountInfo)(deserializeCredential(key));
+const getCredentialId = async (credential) => {
+    const spotAccountInfo = await (0, private_api_1.getSpotAccountInfo)(credential);
     if ((0, client_1.isApiError)(spotAccountInfo)) {
         throw new Error(spotAccountInfo.msg);
     }
-    return { uid: `${spotAccountInfo.uid}` };
-}, { expire: PROFILE_TTL });
-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 (0, utils_1.encodePath)('BINANCE', spotAccountInfo.uid);
 };
-exports.resolveAccountProfile = resolveAccountProfile;
+exports.getCredentialId = getCredentialId;
 //# sourceMappingURL=profile.js.map

package/lib/services/accounts/profile.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":";;;AAAA,~~yCAA4C~~;~~AAC5C~~,6CAA8C;AAC9C,uDAAwE;~~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,IAAA,mBAAW,EACrC,KAAK,~~EAAE,~~GAAG~~,~~EAAE~~,EAAE;~~IACZ~~,MAAM,eAAe,GAAG,MAAM,IAAA,gCAAkB,EAAC,~~qBAAqB~~,CAAC,~~GAAG,~~CAAC~~,CAAC,CAAC~~;~~IAC7E~~,IAAI,IAAA,mBAAU,EAAC,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;AAEK,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;AAPW,~~QAAA,~~qBAAqB~~,~~yBAOhC~~","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~~"]}
1	+ {"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":";;;AAAA,yCAA2C;AAC3C,6CAA8C;AAC9C,uDAAwE;AAEjE,MAAM,eAAe,GAAG,KAAK,EAAE,UAAuB,EAAmB,EAAE;IAChF,MAAM,eAAe,GAAG,MAAM,IAAA,gCAAkB,EAAC,UAAU,CAAC,CAAC;IAC7D,IAAI,IAAA,mBAAU,EAAC,eAAe,CAAC,EAAE;QAC/B,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,GAAG,CAAC,CAAC;KACtC;IACD,OAAO,IAAA,kBAAU,EAAC,SAAS,EAAE,eAAe,CAAC,GAAG,CAAC,CAAC;AACpD,CAAC,CAAC;AANW,QAAA,eAAe,mBAM1B","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/lib/services/accounts/spot.d.ts CHANGED Viewed

@@ -1,4 +1,4 @@
-import { IActionHandlerOfGetAccountInfo } from '@yuants/data-account';
+import { IPosition } from '@yuants/data-account';
 import { ICredential } from '../../api/private-api';
-export declare const getSpotAccountInfoSnapshot: IActionHandlerOfGetAccountInfo<ICredential>;
+export declare const getSpotAccountInfoSnapshot: (credential: ICredential) => Promise<IPosition[]>;
 //# sourceMappingURL=spot.d.ts.map

package/lib/services/accounts/spot.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAGnE,OAAO,EAAsB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAExE,eAAO,MAAM,0BAA0B,eAAsB,WAAW,KAAG,QAAQ,SAAS,EAAE,CAqB7F,CAAC"}

package/lib/services/accounts/spot.js CHANGED Viewed

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

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

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

@@ -1,4 +1,4 @@
-import { IActionHandlerOfGetAccountInfo } from '@yuants/data-account';
+import { IPosition } from '@yuants/data-account';
 import { ICredential } from '../../api/private-api';
-export declare const getUnifiedAccountInfo: IActionHandlerOfGetAccountInfo<ICredential>;
+export declare const getUnifiedAccountInfo: (credential: ICredential) => Promise<IPosition[]>;
 //# sourceMappingURL=unified.d.ts.map

package/lib/services/accounts/unified.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"unified.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAGjD,OAAO,EAAiD,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEnG,eAAO,MAAM,qBAAqB,eAAsB,WAAW,KAAG,QAAQ,SAAS,EAAE,CAsCxF,CAAC"}