@yuants/vendor-binance 0.9.0 → 0.10.0

package/dist/public-data/product.js

@@ -1,10 +1,9 @@
 import { provideQueryProductsService } from '@yuants/data-product';
 import { Terminal } from '@yuants/protocol';
 import { encodePath } from '@yuants/utils';
-import { getFutureExchangeInfo } from '../api/public-api';
+import { getFutureExchangeInfo, getSpotExchangeInfo } from '../api/public-api';
 const terminal = Terminal.fromNodeEnv();
-// Provide QueryProducts service with the new design
-const cache = provideQueryProductsService(terminal, 'BINANCE', async (req) => {
+export const listProducts = async () => {
     // Directly call the external API to get exchange info
     const exchangeInfo = await getFutureExchangeInfo();
     // Convert symbols to IProduct format
@@ -30,6 +29,86 @@ const cache = provideQueryProductsService(terminal, 'BINANCE', async (req) => {
             no_interest_rate: false,
         };
     });
+};
+// Provide QueryProducts service with the new design
+const cache = provideQueryProductsService(terminal, 'BINANCE', async (req) => {
+    // Directly call the external API to get exchange info
+    const [futureExchangeInfo, spotExchangeInfo] = await Promise.all([
+        getFutureExchangeInfo(),
+        getSpotExchangeInfo(),
+    ]);
+    const products = [];
+    // Convert future symbols to IProduct format
+    for (const symbol of futureExchangeInfo.symbols) {
+        products.push({
+            datasource_id: 'BINANCE',
+            product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),
+            base_currency: symbol.baseAsset,
+            quote_currency: symbol.quoteAsset,
+            price_step: +`1e-${symbol.pricePrecision}`,
+            value_scale: 1,
+            volume_step: +`1e-${symbol.quantityPrecision}`,
+            name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
+            value_scale_unit: '',
+            margin_rate: +symbol.requiredMarginPercent / 100,
+            value_based_cost: 0,
+            volume_based_cost: 0,
+            max_position: 0,
+            max_volume: 0,
+            allow_long: true,
+            allow_short: true,
+            market_id: 'BINANCE/USDT-FUTURE',
+            no_interest_rate: false,
+        });
+    }
+    // Convert spot symbols to IProduct format
+    for (const symbol of spotExchangeInfo.symbols) {
+        if (symbol.isSpotTradingAllowed) {
+            products.push({
+                datasource_id: 'BINANCE',
+                product_id: encodePath('BINANCE', 'SPOT', symbol.symbol),
+                base_currency: symbol.baseAsset,
+                quote_currency: symbol.quoteAsset,
+                price_step: +`1e-${symbol.quotePrecision}`,
+                value_scale: 1,
+                volume_step: +`1e-${symbol.baseAssetPrecision}`,
+                name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,
+                value_scale_unit: '',
+                margin_rate: 1,
+                value_based_cost: 0,
+                volume_based_cost: 0,
+                max_position: 0,
+                max_volume: 0,
+                allow_long: true,
+                allow_short: false,
+                market_id: 'BINANCE/SPOT',
+                no_interest_rate: true,
+            });
+        }
+        if (symbol.isMarginTradingAllowed) {
+            products.push({
+                datasource_id: 'BINANCE',
+                product_id: encodePath('BINANCE', 'MARGIN', symbol.symbol),
+                base_currency: symbol.baseAsset,
+                quote_currency: symbol.quoteAsset,
+                price_step: +`1e-${symbol.quotePrecision}`,
+                value_scale: 1,
+                volume_step: +`1e-${symbol.baseAssetPrecision}`,
+                name: `${symbol.baseAsset}/${symbol.quoteAsset} MARGIN`,
+                value_scale_unit: '',
+                margin_rate: 1,
+                value_based_cost: 0,
+                volume_based_cost: 0,
+                max_position: 0,
+                max_volume: 0,
+                allow_long: true,
+                allow_short: true,
+                market_id: 'BINANCE/MARGIN',
+                no_interest_rate: false,
+            });
+        }
+    }
+    return products;
 }, {
     auto_refresh_interval: 3600000,
 });

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

@@ -1 +1 @@
-{"version":3,"file":"product.js","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,qBAAqB,EAAE,MAAM,mBAAmB,CAAC;AAE1D,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oDAAoD;AACpD,MAAM,KAAK,GAAG,2BAA2B,CACvC,QAAQ,EACR,SAAS,EACT,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,sDAAsD;IACtD,MAAM,YAAY,GAAG,MAAM,qBAAqB,EAAE,CAAC;IAEnD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACnD,OAAO;YACL,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YAC/D,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;YAC1C,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;YAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;YAChD,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,qBAAqB;YAChC,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFutureExchangeInfo } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\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 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    auto_refresh_interval: 3600_000,\n  },\n);\n"]}
+{"version":3,"file":"product.js","sourceRoot":"","sources":["../../src/public-data/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,qBAAqB,EAAE,mBAAmB,EAAE,MAAM,mBAAmB,CAAC;AAE/E,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,IAAI,EAAE;IACrC,sDAAsD;IACtD,MAAM,YAAY,GAAG,MAAM,qBAAqB,EAAE,CAAC;IAEnD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACnD,OAAO;YACL,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YAC/D,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;YAC1C,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;YAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;YAChD,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,qBAAqB;YAChC,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC;AAEF,oDAAoD;AACpD,MAAM,KAAK,GAAG,2BAA2B,CACvC,QAAQ,EACR,SAAS,EACT,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,sDAAsD;IACtD,MAAM,CAAC,kBAAkB,EAAE,gBAAgB,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC/D,qBAAqB,EAAE;QACvB,mBAAmB,EAAE;KACtB,CAAC,CAAC;IAEH,MAAM,QAAQ,GAAe,EAAE,CAAC;IAEhC,4CAA4C;IAC5C,KAAK,MAAM,MAAM,IAAI,kBAAkB,CAAC,OAAO,EAAE;QAC/C,QAAQ,CAAC,IAAI,CAAC;YACZ,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YAC/D,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;YAC1C,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;YAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;YAChD,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,qBAAqB;YAChC,gBAAgB,EAAE,KAAK;SACxB,CAAC,CAAC;KACJ;IAED,0CAA0C;IAC1C,KAAK,MAAM,MAAM,IAAI,gBAAgB,CAAC,OAAO,EAAE;QAC7C,IAAI,MAAM,CAAC,oBAAoB,EAAE;YAC/B,QAAQ,CAAC,IAAI,CAAC;gBACZ,aAAa,EAAE,SAAS;gBACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;gBACxD,aAAa,EAAE,MAAM,CAAC,SAAS;gBAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;gBACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;gBAC1C,WAAW,EAAE,CAAC;gBACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,kBAAkB,EAAE;gBAC/C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;gBACrD,gBAAgB,EAAE,EAAE;gBACpB,WAAW,EAAE,CAAC;gBACd,gBAAgB,EAAE,CAAC;gBACnB,iBAAiB,EAAE,CAAC;gBACpB,YAAY,EAAE,CAAC;gBACf,UAAU,EAAE,CAAC;gBACb,UAAU,EAAE,IAAI;gBAChB,WAAW,EAAE,KAAK;gBAClB,SAAS,EAAE,cAAc;gBACzB,gBAAgB,EAAE,IAAI;aACvB,CAAC,CAAC;SACJ;QAED,IAAI,MAAM,CAAC,sBAAsB,EAAE;YACjC,QAAQ,CAAC,IAAI,CAAC;gBACZ,aAAa,EAAE,SAAS;gBACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC;gBAC1D,aAAa,EAAE,MAAM,CAAC,SAAS;gBAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;gBACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;gBAC1C,WAAW,EAAE,CAAC;gBACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,kBAAkB,EAAE;gBAC/C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,SAAS;gBACvD,gBAAgB,EAAE,EAAE;gBACpB,WAAW,EAAE,CAAC;gBACd,gBAAgB,EAAE,CAAC;gBACnB,iBAAiB,EAAE,CAAC;gBACpB,YAAY,EAAE,CAAC;gBACf,UAAU,EAAE,CAAC;gBACb,UAAU,EAAE,IAAI;gBAChB,WAAW,EAAE,IAAI;gBACjB,SAAS,EAAE,gBAAgB;gBAC3B,gBAAgB,EAAE,KAAK;aACxB,CAAC,CAAC;SACJ;KACF;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFutureExchangeInfo, getSpotExchangeInfo } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const listProducts = async () => {\n  // Directly call the external API to get exchange info\n  const exchangeInfo = await getFutureExchangeInfo();\n\n  // Convert symbols to IProduct format\n  return exchangeInfo.symbols.map((symbol): IProduct => {\n    return {\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),\n      base_currency: symbol.baseAsset,\n      quote_currency: symbol.quoteAsset,\n      price_step: +`1e-${symbol.pricePrecision}`,\n      value_scale: 1,\n      volume_step: +`1e-${symbol.quantityPrecision}`,\n      name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n      value_scale_unit: '',\n      margin_rate: +symbol.requiredMarginPercent / 100,\n      value_based_cost: 0,\n      volume_based_cost: 0,\n      max_position: 0,\n      max_volume: 0,\n      allow_long: true,\n      allow_short: true,\n      market_id: 'BINANCE/USDT-FUTURE',\n      no_interest_rate: false,\n    };\n  });\n};\n\n// Provide QueryProducts service with the new design\nconst cache = provideQueryProductsService(\n  terminal,\n  'BINANCE',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    // Directly call the external API to get exchange info\n    const [futureExchangeInfo, spotExchangeInfo] = await Promise.all([\n      getFutureExchangeInfo(),\n      getSpotExchangeInfo(),\n    ]);\n\n    const products: IProduct[] = [];\n\n    // Convert future symbols to IProduct format\n    for (const symbol of futureExchangeInfo.symbols) {\n      products.push({\n        datasource_id: 'BINANCE',\n        product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),\n        base_currency: symbol.baseAsset,\n        quote_currency: symbol.quoteAsset,\n        price_step: +`1e-${symbol.pricePrecision}`,\n        value_scale: 1,\n        volume_step: +`1e-${symbol.quantityPrecision}`,\n        name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n        value_scale_unit: '',\n        margin_rate: +symbol.requiredMarginPercent / 100,\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'BINANCE/USDT-FUTURE',\n        no_interest_rate: false,\n      });\n    }\n\n    // Convert spot symbols to IProduct format\n    for (const symbol of spotExchangeInfo.symbols) {\n      if (symbol.isSpotTradingAllowed) {\n        products.push({\n          datasource_id: 'BINANCE',\n          product_id: encodePath('BINANCE', 'SPOT', symbol.symbol),\n          base_currency: symbol.baseAsset,\n          quote_currency: symbol.quoteAsset,\n          price_step: +`1e-${symbol.quotePrecision}`,\n          value_scale: 1,\n          volume_step: +`1e-${symbol.baseAssetPrecision}`,\n          name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,\n          value_scale_unit: '',\n          margin_rate: 1,\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: false,\n          market_id: 'BINANCE/SPOT',\n          no_interest_rate: true,\n        });\n      }\n\n      if (symbol.isMarginTradingAllowed) {\n        products.push({\n          datasource_id: 'BINANCE',\n          product_id: encodePath('BINANCE', 'MARGIN', symbol.symbol),\n          base_currency: symbol.baseAsset,\n          quote_currency: symbol.quoteAsset,\n          price_step: +`1e-${symbol.quotePrecision}`,\n          value_scale: 1,\n          volume_step: +`1e-${symbol.baseAssetPrecision}`,\n          name: `${symbol.baseAsset}/${symbol.quoteAsset} MARGIN`,\n          value_scale_unit: '',\n          margin_rate: 1,\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'BINANCE/MARGIN',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}

package/dist/public-data/quote.js

@@ -50,7 +50,7 @@ const quoteFromOpenInterest$ = futureBookTicker$.pipe(mergeMap((entries) => from
     product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),
     open_interest: `${openInterest !== null && openInterest !== void 0 ? openInterest : 0}`,
 }))), 5));
-const quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), shareReplay({ bufferSize: 1, refCount: true }), mergeMap((entries) => from(entries || [])), map((entry) => ({
+const quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(mergeMap((entries) => from(entries || [])), map((entry) => ({
     datasource_id: 'BINANCE',
     product_id: encodePath('BINANCE', 'SPOT', entry.symbol),
     bid_price: entry.bidPrice,
@@ -58,7 +58,7 @@ const quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(repeat(
     bid_volume: entry.bidQty,
     ask_volume: entry.askQty,
     updated_at: formatTime(Date.now()),
-})));
+})), repeat({ delay: 1000 }), retry({ delay: 30000 }), shareReplay({ bufferSize: 1, refCount: true }));
 const marginInterestRateCache = createCache(async (asset) => {
     var _a;
     try {

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

@@ -1 +1 @@
-{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../src/public-data/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAE5C,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EACL,KAAK,EACL,MAAM,EACN,IAAI,EACJ,OAAO,EACP,GAAG,EACH,KAAK,EACL,QAAQ,EACR,MAAM,EACN,KAAK,EACL,IAAI,EACJ,KAAK,EACL,WAAW,GACZ,MAAM,MAAM,CAAC;AACd,OAAO,EAAE,iBAAiB,EAAE,+BAA+B,EAAe,MAAM,oBAAoB,CAAC;AACrG,OAAO,EACL,mBAAmB,EACnB,qBAAqB,EACrB,qBAAqB,EACrB,iBAAiB,GAClB,MAAM,mBAAmB,CAAC;AAE3B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,iBAAiB,GAAG,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,CAAC,MAAO,CAAC;AAE1G,MAAM,iBAAiB,GAAG,WAAW,CACnC,KAAK,EAAE,MAAc,EAAE,EAAE;;IACvB,IAAI;QACF,MAAM,IAAI,GAAG,MAAM,qBAAqB,CAAC,EAAE,MAAM,EAAE,CAAC,CAAC;QACrD,OAAO,MAAM,CAAC,MAAA,IAAI,CAAC,YAAY,mCAAI,CAAC,CAAC,CAAC;KACvC;IAAC,OAAO,GAAG,EAAE;QACZ,OAAO,CAAC,IAAI,CAAC,8BAA8B,EAAE,MAAM,EAAE,GAAG,CAAC,CAAC;QAC1D,OAAO,SAAS,CAAC;KAClB;AACH,CAAC,EACD;IACE,MAAM,EAAE,iBAAiB;CAC1B,CACF,CAAC;AAEF,MAAM,mBAAmB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,qBAAqB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACrE,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACjE,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,sBAAsB,GAAG,mBAAmB,CAAC,IAAI,CACrD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,GAAG,CACD,CAAC,KAAK,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC3B,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;QAC9D,UAAU,EAAE,KAAK,CAAC,SAAS;QAC3B,qEAAqE;QACrE,kBAAkB,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,EAAE;QACvD,mBAAmB,EAAE,KAAK,CAAC,eAAe;QAC1C,6BAA6B,EAAE,UAAU,CAAC,KAAK,CAAC,eAAe,CAAC;QAChE,UAAU,EAAE,UAAU,CAAC,MAAA,KAAK,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC;KACjD,CAAC,CAAA;CAAA,CACH,CACF,CAAC;AAEF,MAAM,oBAAoB,GAAG,iBAAiB,CAAC,IAAI,CACjD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,GAAG,CACD,CAAC,KAAK,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC3B,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;QAC9D,SAAS,EAAE,KAAK,CAAC,QAAQ;QACzB,SAAS,EAAE,KAAK,CAAC,QAAQ;QACzB,UAAU,EAAE,UAAU,CAAC,MAAA,KAAK,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC;KACjD,CAAC,CAAA;CAAA,CACH,CACF,CAAC;AAEF,MAAM,sBAAsB,GAAG,iBAAiB,CAAC,IAAI,CACnD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,QAAQ,CACN,CAAC,KAAK,EAAE,EAAE,CACR,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAC9C,GAAG,CACD,CAAC,YAAY,EAAmB,EAAE,CAAC,CAAC;IAClC,aAAa,EAAE,SAAS;IACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;IAC9D,aAAa,EAAE,GAAG,YAAY,aAAZ,YAAY,cAAZ,YAAY,GAAI,CAAC,EAAE;CACtC,CAAC,CACH,CACF,EACH,CAAC,CACF,CACF,CAAC;AAEF,MAAM,wBAAwB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,iBAAiB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACtE,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,EAC9C,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,GAAG,CACD,CAAC,KAAK,EAAmB,EAAE,CAAC,CAAC;IAC3B,aAAa,EAAE,SAAS;IACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC;IACvD,SAAS,EAAE,KAAK,CAAC,QAAQ;IACzB,SAAS,EAAE,KAAK,CAAC,QAAQ;IACzB,UAAU,EAAE,KAAK,CAAC,MAAM;IACxB,UAAU,EAAE,KAAK,CAAC,MAAM;IACxB,UAAU,EAAE,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;CACnC,CAAC,CACH,CACF,CAAC;AAEF,MAAM,uBAAuB,GAAG,WAAW,CACzC,KAAK,EAAE,KAAa,EAAE,EAAE;;IACtB,IAAI;QACF,MAAM,IAAI,GAAG,MAAM,+BAA+B,CAAC;YACjD,MAAM,EAAE,KAAK;YACb,UAAU,EAAE,KAAK;SAClB,CAAC,CAAC;QACH,OAAO,MAAA,IAAI,CAAC,CAAC,CAAC,0CAAE,sBAAsB,CAAC;KACxC;IAAC,OAAO,GAAG,EAAE;QACZ,OAAO,SAAS,CAAC;KAClB;AACH,CAAC,EACD;IACE,MAAM,EAAE,KAAM;CACf,CACF,CAAC;AAEF,MAAM,YAAY,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,iBAAiB,EAAE,CAAC,CAAC,IAAI,CACxD,MAAM,CAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAAE,2BAA2B;AACxD,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,qBAAqB,GAAG,YAAY,CAAC,IAAI,CAC7C,QAAQ,CAAC,CAAC,KAAoB,EAAE,EAAE,CAChC,IAAI,CAAC,KAAK,CAAC,CAAC,IAAI,CACd,QAAQ,CACN,CAAC,IAAI,EAAE,EAAE,CACP,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,CAAC,QAAQ,EAAE,SAAS,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC9C,uBAAuB,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC;QACxC,uBAAuB,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC;KAC1C,CAAC,CAAC;IACH,OAAO;QACL,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,CAAC;QACtD,yDAAyD;QACzD,kBAAkB,EAAE,SAAS;QAC7B,mBAAmB,EAAE,QAAQ;QAC7B,UAAU,EAAE,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;KAChB,CAAC;AACvB,CAAC,CAAC,EACJ,CAAC,CACF,CACF,CACF,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,CAC1B,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAClB,sBAAsB,EACtB,oBAAoB,EACpB,sBAAsB,EACtB,wBAAwB,EACxB,qBAAqB,CACtB,CAAC,IAAI,CACJ,OAAO,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,CAAC,EACpC,QAAQ,CAAC,CAAC,MAAM,EAAE,EAAE,CAClB,MAAM,CAAC,IAAI,CACT,IAAI,CACF,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CACX,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,EAAE;IACtB,aAAa,EAAE,SAAS;IACxB,UAAU,EAAE,MAAM,CAAC,GAAG;CACvB,CAAC,EACJ,EAAqB,CACtB,CACF,CACF,EACD,KAAK,EAAE,EACP,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAK;QACpB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;IAEf,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAChF,MAAM,CAAC,YAAY,EAAE,SAAS,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACzD,IAAI,CAAC,YAAY,IAAI,CAAC,SAAS,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC;IACxE,CAAC,CAAC,CAAC;CACJ","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n  defer,\n  filter,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n  getFutureBookTicker,\n  getFutureOpenInterest,\n  getFuturePremiumIndex,\n  getSpotBookTicker,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<number>(\n  async (symbol: string) => {\n    try {\n      const data = await getFutureOpenInterest({ symbol });\n      return Number(data.openInterest ?? 0);\n    } catch (err) {\n      console.warn('getFutureOpenInterest failed', symbol, err);\n      return undefined;\n    }\n  },\n  {\n    expire: OPEN_INTEREST_TTL,\n  },\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      last_price: entry.markPrice,\n      // Use the latest funding rate so that long pays when fundingRate > 0\n      interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n      interest_rate_short: entry.lastFundingRate,\n      interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromOpenInterest$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  mergeMap(\n    (entry) =>\n      from(openInterestCache.query(entry.symbol)).pipe(\n        map(\n          (openInterest): Partial<IQuote> => ({\n            datasource_id: 'BINANCE',\n            product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n            open_interest: `${openInterest ?? 0}`,\n          }),\n        ),\n      ),\n    5,\n  ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      bid_volume: entry.bidQty,\n      ask_volume: entry.askQty,\n      updated_at: formatTime(Date.now()),\n    }),\n  ),\n);\n\nconst marginInterestRateCache = createCache<string>(\n  async (asset: string) => {\n    try {\n      const data = await getMarginNextHourlyInterestRate({\n        assets: asset,\n        isIsolated: false,\n      });\n      return data[0]?.nextHourlyInterestRate;\n    } catch (err) {\n      return undefined;\n    }\n  },\n  {\n    expire: 60_000,\n  },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n  repeat({ delay: 3600_000 }), // Refresh pair list hourly\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromMarginRates$ = marginPairs$.pipe(\n  mergeMap((pairs: IMarginPair[]) =>\n    from(pairs).pipe(\n      mergeMap(\n        (pair) =>\n          defer(async () => {\n            const [baseRate, quoteRate] = await Promise.all([\n              marginInterestRateCache.query(pair.base),\n              marginInterestRateCache.query(pair.quote),\n            ]);\n            return {\n              datasource_id: 'BINANCE',\n              product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n              // User instruction: Long = Quote Rate, Short = Base Rate\n              interest_rate_long: quoteRate,\n              interest_rate_short: baseRate,\n              updated_at: formatTime(Date.now()),\n            } as Partial<IQuote>;\n          }),\n        5, // Concurrency\n      ),\n    ),\n  ),\n  repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n  quoteFromPremiumIndex$,\n  quoteFromBookTicker$,\n  quoteFromOpenInterest$,\n  quoteFromSpotBookTicker$,\n  quoteFromMarginRates$,\n).pipe(\n  groupBy((quote) => quote.product_id),\n  mergeMap((group$) =>\n    group$.pipe(\n      scan(\n        (acc, cur) =>\n          Object.assign(acc, cur, {\n            datasource_id: 'BINANCE',\n            product_id: group$.key,\n          }),\n        {} as Partial<IQuote>,\n      ),\n    ),\n  ),\n  share(),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1_000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n\n  terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n    const [datasourceId, productId] = decodePath(channel_id);\n    if (!datasourceId || !productId) {\n      throw new Error(`Invalid channel_id: ${channel_id}`);\n    }\n    return quote$.pipe(filter((quote) => quote.product_id === productId));\n  });\n}\n"]}
+{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../src/public-data/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAE5C,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EACL,KAAK,EACL,MAAM,EACN,IAAI,EACJ,OAAO,EACP,GAAG,EACH,KAAK,EACL,QAAQ,EACR,MAAM,EACN,KAAK,EACL,IAAI,EACJ,KAAK,EACL,WAAW,GACZ,MAAM,MAAM,CAAC;AACd,OAAO,EAAE,iBAAiB,EAAE,+BAA+B,EAAe,MAAM,oBAAoB,CAAC;AACrG,OAAO,EACL,mBAAmB,EACnB,qBAAqB,EACrB,qBAAqB,EACrB,iBAAiB,GAClB,MAAM,mBAAmB,CAAC;AAE3B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,iBAAiB,GAAG,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,CAAC,MAAO,CAAC;AAE1G,MAAM,iBAAiB,GAAG,WAAW,CACnC,KAAK,EAAE,MAAc,EAAE,EAAE;;IACvB,IAAI;QACF,MAAM,IAAI,GAAG,MAAM,qBAAqB,CAAC,EAAE,MAAM,EAAE,CAAC,CAAC;QACrD,OAAO,MAAM,CAAC,MAAA,IAAI,CAAC,YAAY,mCAAI,CAAC,CAAC,CAAC;KACvC;IAAC,OAAO,GAAG,EAAE;QACZ,OAAO,CAAC,IAAI,CAAC,8BAA8B,EAAE,MAAM,EAAE,GAAG,CAAC,CAAC;QAC1D,OAAO,SAAS,CAAC;KAClB;AACH,CAAC,EACD;IACE,MAAM,EAAE,iBAAiB;CAC1B,CACF,CAAC;AAEF,MAAM,mBAAmB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,qBAAqB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACrE,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACjE,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,sBAAsB,GAAG,mBAAmB,CAAC,IAAI,CACrD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,GAAG,CACD,CAAC,KAAK,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC3B,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;QAC9D,UAAU,EAAE,KAAK,CAAC,SAAS;QAC3B,qEAAqE;QACrE,kBAAkB,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,EAAE;QACvD,mBAAmB,EAAE,KAAK,CAAC,eAAe;QAC1C,6BAA6B,EAAE,UAAU,CAAC,KAAK,CAAC,eAAe,CAAC;QAChE,UAAU,EAAE,UAAU,CAAC,MAAA,KAAK,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC;KACjD,CAAC,CAAA;CAAA,CACH,CACF,CAAC;AAEF,MAAM,oBAAoB,GAAG,iBAAiB,CAAC,IAAI,CACjD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,GAAG,CACD,CAAC,KAAK,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC3B,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;QAC9D,SAAS,EAAE,KAAK,CAAC,QAAQ;QACzB,SAAS,EAAE,KAAK,CAAC,QAAQ;QACzB,UAAU,EAAE,UAAU,CAAC,MAAA,KAAK,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC;KACjD,CAAC,CAAA;CAAA,CACH,CACF,CAAC;AAEF,MAAM,sBAAsB,GAAG,iBAAiB,CAAC,IAAI,CACnD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,QAAQ,CACN,CAAC,KAAK,EAAE,EAAE,CACR,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAC9C,GAAG,CACD,CAAC,YAAY,EAAmB,EAAE,CAAC,CAAC;IAClC,aAAa,EAAE,SAAS;IACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;IAC9D,aAAa,EAAE,GAAG,YAAY,aAAZ,YAAY,cAAZ,YAAY,GAAI,CAAC,EAAE;CACtC,CAAC,CACH,CACF,EACH,CAAC,CACF,CACF,CAAC;AAEF,MAAM,wBAAwB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,iBAAiB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACtE,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,GAAG,CACD,CAAC,KAAK,EAAmB,EAAE,CAAC,CAAC;IAC3B,aAAa,EAAE,SAAS;IACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC;IACvD,SAAS,EAAE,KAAK,CAAC,QAAQ;IACzB,SAAS,EAAE,KAAK,CAAC,QAAQ;IACzB,UAAU,EAAE,KAAK,CAAC,MAAM;IACxB,UAAU,EAAE,KAAK,CAAC,MAAM;IACxB,UAAU,EAAE,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;CACnC,CAAC,CACH,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,uBAAuB,GAAG,WAAW,CACzC,KAAK,EAAE,KAAa,EAAE,EAAE;;IACtB,IAAI;QACF,MAAM,IAAI,GAAG,MAAM,+BAA+B,CAAC;YACjD,MAAM,EAAE,KAAK;YACb,UAAU,EAAE,KAAK;SAClB,CAAC,CAAC;QACH,OAAO,MAAA,IAAI,CAAC,CAAC,CAAC,0CAAE,sBAAsB,CAAC;KACxC;IAAC,OAAO,GAAG,EAAE;QACZ,OAAO,SAAS,CAAC;KAClB;AACH,CAAC,EACD;IACE,MAAM,EAAE,KAAM;CACf,CACF,CAAC;AAEF,MAAM,YAAY,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,iBAAiB,EAAE,CAAC,CAAC,IAAI,CACxD,MAAM,CAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAAE,2BAA2B;AACxD,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,qBAAqB,GAAG,YAAY,CAAC,IAAI,CAC7C,QAAQ,CAAC,CAAC,KAAoB,EAAE,EAAE,CAChC,IAAI,CAAC,KAAK,CAAC,CAAC,IAAI,CACd,QAAQ,CACN,CAAC,IAAI,EAAE,EAAE,CACP,KAAK,CAAC,KAAK,IAAI,EAAE;IACf,MAAM,CAAC,QAAQ,EAAE,SAAS,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC9C,uBAAuB,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC;QACxC,uBAAuB,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC;KAC1C,CAAC,CAAC;IACH,OAAO;QACL,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,CAAC;QACtD,yDAAyD;QACzD,kBAAkB,EAAE,SAAS;QAC7B,mBAAmB,EAAE,QAAQ;QAC7B,UAAU,EAAE,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;KAChB,CAAC;AACvB,CAAC,CAAC,EACJ,CAAC,CACF,CACF,CACF,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,CAC1B,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAClB,sBAAsB,EACtB,oBAAoB,EACpB,sBAAsB,EACtB,wBAAwB,EACxB,qBAAqB,CACtB,CAAC,IAAI,CACJ,OAAO,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,CAAC,EACpC,QAAQ,CAAC,CAAC,MAAM,EAAE,EAAE,CAClB,MAAM,CAAC,IAAI,CACT,IAAI,CACF,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CACX,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,EAAE;IACtB,aAAa,EAAE,SAAS;IACxB,UAAU,EAAE,MAAM,CAAC,GAAG;CACvB,CAAC,EACJ,EAAqB,CACtB,CACF,CACF,EACD,KAAK,EAAE,EACP,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAK;QACpB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;IAEf,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAChF,MAAM,CAAC,YAAY,EAAE,SAAS,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACzD,IAAI,CAAC,YAAY,IAAI,CAAC,SAAS,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC;IACxE,CAAC,CAAC,CAAC;CACJ","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n  defer,\n  filter,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n  getFutureBookTicker,\n  getFutureOpenInterest,\n  getFuturePremiumIndex,\n  getSpotBookTicker,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<number>(\n  async (symbol: string) => {\n    try {\n      const data = await getFutureOpenInterest({ symbol });\n      return Number(data.openInterest ?? 0);\n    } catch (err) {\n      console.warn('getFutureOpenInterest failed', symbol, err);\n      return undefined;\n    }\n  },\n  {\n    expire: OPEN_INTEREST_TTL,\n  },\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      last_price: entry.markPrice,\n      // Use the latest funding rate so that long pays when fundingRate > 0\n      interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n      interest_rate_short: entry.lastFundingRate,\n      interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromOpenInterest$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  mergeMap(\n    (entry) =>\n      from(openInterestCache.query(entry.symbol)).pipe(\n        map(\n          (openInterest): Partial<IQuote> => ({\n            datasource_id: 'BINANCE',\n            product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n            open_interest: `${openInterest ?? 0}`,\n          }),\n        ),\n      ),\n    5,\n  ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      bid_volume: entry.bidQty,\n      ask_volume: entry.askQty,\n      updated_at: formatTime(Date.now()),\n    }),\n  ),\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst marginInterestRateCache = createCache<string>(\n  async (asset: string) => {\n    try {\n      const data = await getMarginNextHourlyInterestRate({\n        assets: asset,\n        isIsolated: false,\n      });\n      return data[0]?.nextHourlyInterestRate;\n    } catch (err) {\n      return undefined;\n    }\n  },\n  {\n    expire: 60_000,\n  },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n  repeat({ delay: 3600_000 }), // Refresh pair list hourly\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromMarginRates$ = marginPairs$.pipe(\n  mergeMap((pairs: IMarginPair[]) =>\n    from(pairs).pipe(\n      mergeMap(\n        (pair) =>\n          defer(async () => {\n            const [baseRate, quoteRate] = await Promise.all([\n              marginInterestRateCache.query(pair.base),\n              marginInterestRateCache.query(pair.quote),\n            ]);\n            return {\n              datasource_id: 'BINANCE',\n              product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n              // User instruction: Long = Quote Rate, Short = Base Rate\n              interest_rate_long: quoteRate,\n              interest_rate_short: baseRate,\n              updated_at: formatTime(Date.now()),\n            } as Partial<IQuote>;\n          }),\n        5, // Concurrency\n      ),\n    ),\n  ),\n  repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n  quoteFromPremiumIndex$,\n  quoteFromBookTicker$,\n  quoteFromOpenInterest$,\n  quoteFromSpotBookTicker$,\n  quoteFromMarginRates$,\n).pipe(\n  groupBy((quote) => quote.product_id),\n  mergeMap((group$) =>\n    group$.pipe(\n      scan(\n        (acc, cur) =>\n          Object.assign(acc, cur, {\n            datasource_id: 'BINANCE',\n            product_id: group$.key,\n          }),\n        {} as Partial<IQuote>,\n      ),\n    ),\n  ),\n  share(),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1_000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n\n  terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n    const [datasourceId, productId] = decodePath(channel_id);\n    if (!datasourceId || !productId) {\n      throw new Error(`Invalid channel_id: ${channel_id}`);\n    }\n    return quote$.pipe(filter((quote) => quote.product_id === productId));\n  });\n}\n"]}

package/dist/services/accounts/profile.js

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

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

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

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

@@ -1 +1 @@
-{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAA6C,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnG,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AAExE,MAAM,CAAC,MAAM,0BAA0B,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;IAC1G,MAAM,GAAG,GAAG,MAAM,kBAAkB,CAAC,UAAU,EAAE,EAAE,gBAAgB,EAAE,IAAI,EAAE,CAAC,CAAC;IAC7E,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;KAC1B;IACD,MAAM,SAAS,GAAG,GAAG,CAAC,QAAQ;SAC3B,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE;QACf,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,IAAI,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC;QAC/C,IAAI,CAAC,MAAM;YAAE,OAAO,SAAS,CAAC;QAC9B,MAAM,QAAQ,GAAc,gBAAgB,CAAC;YAC3C,WAAW,EAAE,QAAQ,OAAO,CAAC,KAAK,EAAE;YACpC,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,KAAK,MAAM,CAAC;YACjE,MAAM;YACN,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI;YAC1B,cAAc,EAAE,CAAC,EAAE,0BAA0B;SAC9C,CAAC,CAAC;QACH,OAAO,QAAQ,CAAC;IAClB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,QAAQ,EAAyB,EAAE,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC;IAClE,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { 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/${balance.asset}`,\n        datasource_id: 'BINANCE',\n        product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}USDT`),\n        volume,\n        free_volume: +balance.free,\n        closable_price: 0, // TODO: fetch price later\n      });\n      return position;\n    })\n    .filter((position): position is IPosition => Boolean(position));\n  return positions;\n};\n"]}
+{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AAExE,MAAM,CAAC,MAAM,0BAA0B,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAChG,MAAM,GAAG,GAAG,MAAM,kBAAkB,CAAC,UAAU,EAAE,EAAE,gBAAgB,EAAE,IAAI,EAAE,CAAC,CAAC;IAC7E,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;KAC1B;IACD,MAAM,SAAS,GAAG,GAAG,CAAC,QAAQ;SAC3B,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE;QACf,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,IAAI,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC;QAC/C,IAAI,CAAC,MAAM;YAAE,OAAO,SAAS,CAAC;QAC9B,MAAM,QAAQ,GAAc,gBAAgB,CAAC;YAC3C,WAAW,EAAE,QAAQ,OAAO,CAAC,KAAK,EAAE;YACpC,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,GAAG,OAAO,CAAC,KAAK,MAAM,CAAC;YACjE,MAAM;YACN,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI;YAC1B,cAAc,EAAE,CAAC,EAAE,0BAA0B;SAC9C,CAAC,CAAC;QACH,OAAO,QAAQ,CAAC;IAClB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,QAAQ,EAAyB,EAAE,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC;IAClE,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getSpotAccountInfo, ICredential } from '../../api/private-api';\n\nexport const getSpotAccountInfoSnapshot = async (credential: ICredential): Promise<IPosition[]> => {\n  const res = await getSpotAccountInfo(credential, { omitZeroBalances: true });\n  if (isApiError(res)) {\n    throw new Error(res.msg);\n  }\n  const positions = res.balances\n    .map((balance) => {\n      const volume = +balance.free + +balance.locked;\n      if (!volume) return undefined;\n      const position: IPosition = makeSpotPosition({\n        position_id: `spot/${balance.asset}`,\n        datasource_id: 'BINANCE',\n        product_id: encodePath('BINANCE', 'SPOT', `${balance.asset}USDT`),\n        volume,\n        free_volume: +balance.free,\n        closable_price: 0, // TODO: fetch price later\n      });\n      return position;\n    })\n    .filter((position): position is IPosition => Boolean(position));\n  return positions;\n};\n"]}

package/dist/services/accounts/unified.js

@@ -1,7 +1,7 @@
 import { encodePath } from '@yuants/utils';
 import { isApiError } from '../../api/client';
 import { getUnifiedAccountBalance, getUnifiedUmAccount } from '../../api/private-api';
-export const getUnifiedAccountInfo = async (credential, _accountId) => {
+export const getUnifiedAccountInfo = async (credential) => {
     const [balanceRes, umAccountRes] = await Promise.all([
         getUnifiedAccountBalance(credential),
         getUnifiedUmAccount(credential),
@@ -12,16 +12,6 @@ export const getUnifiedAccountInfo = async (credential, _accountId) => {
     if (isApiError(umAccountRes)) {
         throw new Error(umAccountRes.msg);
     }
-    const usdtBalance = balanceRes.find((item) => item.asset === 'USDT');
-    if (!usdtBalance) {
-        throw new Error('USDT balance not found');
-    }
-    const usdtAsset = umAccountRes.assets.find((item) => item.asset === 'USDT');
-    if (!usdtAsset) {
-        throw new Error('USDT asset not found in UM account');
-    }
-    const equity = +usdtBalance.totalWalletBalance + +usdtBalance.umUnrealizedPNL;
-    const free = equity - +usdtAsset.initialMargin;
     const positions = umAccountRes.positions
         .filter((position) => +position.positionAmt !== 0)
         .map((position) => ({

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

@@ -1 +1 @@
-{"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,wBAAwB,EAAE,mBAAmB,EAAe,MAAM,uBAAuB,CAAC;AAEnG,MAAM,CAAC,MAAM,qBAAqB,GAAgD,KAAK,EACrF,UAAU,EACV,UAAU,EACV,EAAE;IACF,MAAM,CAAC,UAAU,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACnD,wBAAwB,CAAC,UAAU,CAAC;QACpC,mBAAmB,CAAC,UAAU,CAAC;KAChC,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,UAAU,CAAC,EAAE;QAC1B,MAAM,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;KACjC;IACD,IAAI,UAAU,CAAC,YAAY,CAAC,EAAE;QAC5B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;KACnC;IACD,MAAM,WAAW,GAAG,UAAU,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC;IACrE,IAAI,CAAC,WAAW,EAAE;QAChB,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;KAC3C;IACD,MAAM,SAAS,GAAG,YAAY,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,KAAK,MAAM,CAAC,CAAC;IAC5E,IAAI,CAAC,SAAS,EAAE;QACd,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;KACvD;IAED,MAAM,MAAM,GAAG,CAAC,WAAW,CAAC,kBAAkB,GAAG,CAAC,WAAW,CAAC,eAAe,CAAC;IAC9E,MAAM,IAAI,GAAG,MAAM,GAAG,CAAC,SAAS,CAAC,aAAa,CAAC;IAE/C,MAAM,SAAS,GAAgB,YAAY,CAAC,SAAS;SAClD,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC;SACjD,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;QAClB,WAAW,EAAE,GAAG,QAAQ,CAAC,MAAM,IAAI,QAAQ,CAAC,YAAY,EAAE;QAC1D,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,QAAQ,CAAC,MAAM,CAAC;QACjE,SAAS,EACP,QAAQ,CAAC,YAAY,KAAK,MAAM;YAC9B,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,OAAO;gBACnC,CAAC,CAAC,OAAO;gBACT,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,MAAM;oBAClC,CAAC,CAAC,MAAM;oBACR,CAAC,CAAC,SAAS;QACf,MAAM,EAAE,CAAC,QAAQ,CAAC,WAAW;QAC7B,WAAW,EAAE,CAAC,QAAQ,CAAC,WAAW;QAClC,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU;QACpC,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU,GAAG,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW;QACzF,eAAe,EAAE,CAAC,QAAQ,CAAC,gBAAgB;QAC3C,SAAS,EACP,CAAC,QAAQ,CAAC,WAAW;YACrB,CAAC,CAAC,QAAQ,CAAC,UAAU;gBACnB,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;KAC5F,CAAC,CAAC,CAAC;IAEN,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfGetAccountInfo, IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getUnifiedAccountBalance, getUnifiedUmAccount, ICredential } from '../../api/private-api';\n\nexport const getUnifiedAccountInfo: IActionHandlerOfGetAccountInfo<ICredential> = async (\n  credential,\n  _accountId,\n) => {\n  const [balanceRes, umAccountRes] = await Promise.all([\n    getUnifiedAccountBalance(credential),\n    getUnifiedUmAccount(credential),\n  ]);\n  if (isApiError(balanceRes)) {\n    throw new Error(balanceRes.msg);\n  }\n  if (isApiError(umAccountRes)) {\n    throw new Error(umAccountRes.msg);\n  }\n  const usdtBalance = balanceRes.find((item) => item.asset === 'USDT');\n  if (!usdtBalance) {\n    throw new Error('USDT balance not found');\n  }\n  const usdtAsset = umAccountRes.assets.find((item) => item.asset === 'USDT');\n  if (!usdtAsset) {\n    throw new Error('USDT asset not found in UM account');\n  }\n\n  const equity = +usdtBalance.totalWalletBalance + +usdtBalance.umUnrealizedPNL;\n  const free = equity - +usdtAsset.initialMargin;\n\n  const positions: IPosition[] = umAccountRes.positions\n    .filter((position) => +position.positionAmt !== 0)\n    .map((position) => ({\n      position_id: `${position.symbol}/${position.positionSide}`,\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', position.symbol),\n      direction:\n        position.positionSide === 'LONG'\n          ? 'LONG'\n          : position.positionSide === 'SHORT'\n          ? 'SHORT'\n          : position.positionSide === 'BOTH'\n          ? 'BOTH'\n          : 'UNKNOWN',\n      volume: +position.positionAmt,\n      free_volume: +position.positionAmt,\n      position_price: +position.entryPrice,\n      closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,\n      floating_profit: +position.unrealizedProfit,\n      valuation:\n        +position.positionAmt *\n        (+position.entryPrice +\n          (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),\n    }));\n\n  return positions;\n};\n"]}
+{"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,wBAAwB,EAAE,mBAAmB,EAAe,MAAM,uBAAuB,CAAC;AAEnG,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAC3F,MAAM,CAAC,UAAU,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACnD,wBAAwB,CAAC,UAAU,CAAC;QACpC,mBAAmB,CAAC,UAAU,CAAC;KAChC,CAAC,CAAC;IACH,IAAI,UAAU,CAAC,UAAU,CAAC,EAAE;QAC1B,MAAM,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;KACjC;IACD,IAAI,UAAU,CAAC,YAAY,CAAC,EAAE;QAC5B,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,GAAG,CAAC,CAAC;KACnC;IAED,MAAM,SAAS,GAAgB,YAAY,CAAC,SAAS;SAClD,MAAM,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC;SACjD,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;QAClB,WAAW,EAAE,GAAG,QAAQ,CAAC,MAAM,IAAI,QAAQ,CAAC,YAAY,EAAE;QAC1D,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,QAAQ,CAAC,MAAM,CAAC;QACjE,SAAS,EACP,QAAQ,CAAC,YAAY,KAAK,MAAM;YAC9B,CAAC,CAAC,MAAM;YACR,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,OAAO;gBACnC,CAAC,CAAC,OAAO;gBACT,CAAC,CAAC,QAAQ,CAAC,YAAY,KAAK,MAAM;oBAClC,CAAC,CAAC,MAAM;oBACR,CAAC,CAAC,SAAS;QACf,MAAM,EAAE,CAAC,QAAQ,CAAC,WAAW;QAC7B,WAAW,EAAE,CAAC,QAAQ,CAAC,WAAW;QAClC,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU;QACpC,cAAc,EAAE,CAAC,QAAQ,CAAC,UAAU,GAAG,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW;QACzF,eAAe,EAAE,CAAC,QAAQ,CAAC,gBAAgB;QAC3C,SAAS,EACP,CAAC,QAAQ,CAAC,WAAW;YACrB,CAAC,CAAC,QAAQ,CAAC,UAAU;gBACnB,CAAC,CAAC,QAAQ,CAAC,WAAW,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,gBAAgB,GAAG,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;KAC5F,CAAC,CAAC,CAAC;IAEN,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getUnifiedAccountBalance, getUnifiedUmAccount, ICredential } from '../../api/private-api';\n\nexport const getUnifiedAccountInfo = async (credential: ICredential): Promise<IPosition[]> => {\n  const [balanceRes, umAccountRes] = await Promise.all([\n    getUnifiedAccountBalance(credential),\n    getUnifiedUmAccount(credential),\n  ]);\n  if (isApiError(balanceRes)) {\n    throw new Error(balanceRes.msg);\n  }\n  if (isApiError(umAccountRes)) {\n    throw new Error(umAccountRes.msg);\n  }\n\n  const positions: IPosition[] = umAccountRes.positions\n    .filter((position) => +position.positionAmt !== 0)\n    .map((position) => ({\n      position_id: `${position.symbol}/${position.positionSide}`,\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', position.symbol),\n      direction:\n        position.positionSide === 'LONG'\n          ? 'LONG'\n          : position.positionSide === 'SHORT'\n          ? 'SHORT'\n          : position.positionSide === 'BOTH'\n          ? 'BOTH'\n          : 'UNKNOWN',\n      volume: +position.positionAmt,\n      free_volume: +position.positionAmt,\n      position_price: +position.entryPrice,\n      closable_price: +position.entryPrice + +position.unrealizedProfit / +position.positionAmt,\n      floating_profit: +position.unrealizedProfit,\n      valuation:\n        +position.positionAmt *\n        (+position.entryPrice +\n          (+position.positionAmt === 0 ? 0 : +position.unrealizedProfit / +position.positionAmt)),\n    }));\n\n  return positions;\n};\n"]}

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/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: `${order.orderId}`,
-                account_id,
-                product_id: encodePath('BINANCE', 'USDT-FUTURE', order.symbol),
-                order_type: mapBinanceOrderTypeToYuants(order.type),
-                order_direction: (_a = mapBinanceSideToYuantsDirection(order.side, order.positionSide)) !== null && _a !== void 0 ? _a : (order.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT'),
-                volume: +order.origQty,
-                traded_volume: +order.executedQty,
-                price: order.price === undefined ? undefined : +order.price,
-                submit_at: order.time,
-                updated_at: formatTime(order.updateTime),
-                order_status: mapBinanceOrderStatus(order.status),
-            });
-        });
+export const listUnifiedUmOrders = async (credential) => {
+    const res = await getUnifiedUmOpenOrders(credential);
+    if (isApiError(res)) {
+        throw new Error(res.msg);
     }
-    if (account_id.includes('/spot/')) {
-        const res = await getSpotOpenOrders(credential);
-        if (isApiError(res)) {
-            throw new Error(res.msg);
-        }
-        return res.map((order) => ({
+    return res.map((order) => {
+        var _a;
+        return ({
             order_id: `${order.orderId}`,
-            account_id,
-            product_id: encodePath('BINANCE', '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 @@
-{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,iBAAiB,EAAE,sBAAsB,EAAe,MAAM,uBAAuB,CAAC;AAC/F,OAAO,EACL,qBAAqB,EACrB,2BAA2B,EAC3B,+BAA+B,EAC/B,2BAA2B,GAC5B,MAAM,eAAe,CAAC;AAEvB,MAAM,CAAC,MAAM,UAAU,GAA4C,KAAK,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE;IAClG,IAAI,UAAU,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE;QACpC,MAAM,GAAG,GAAG,MAAM,sBAAsB,CAAC,UAAU,CAAC,CAAC;QACrD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;YACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;SAC1B;QACD,OAAO,GAAG,CAAC,GAAG,CACZ,CAAC,KAAK,EAAU,EAAE;;YAAC,OAAA,CAAC;gBAClB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;gBAC5B,UAAU;gBACV,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;gBAC9D,UAAU,EAAE,2BAA2B,CAAC,KAAK,CAAC,IAAI,CAAC;gBACnD,eAAe,EACb,MAAA,+BAA+B,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,YAAY,CAAC,mCAC/D,CAAC,KAAK,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;gBACrD,MAAM,EAAE,CAAC,KAAK,CAAC,OAAO;gBACtB,aAAa,EAAE,CAAC,KAAK,CAAC,WAAW;gBACjC,KAAK,EAAE,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK;gBAC3D,SAAS,EAAE,KAAK,CAAC,IAAI;gBACrB,UAAU,EAAE,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC;gBACxC,YAAY,EAAE,qBAAqB,CAAC,KAAK,CAAC,MAAM,CAAC;aAClD,CAAC,CAAA;SAAA,CACH,CAAC;KACH;IACD,IAAI,UAAU,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE;QACjC,MAAM,GAAG,GAAG,MAAM,iBAAiB,CAAC,UAAU,CAAC,CAAC;QAChD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;YACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;SAC1B;QACD,OAAO,GAAG,CAAC,GAAG,CACZ,CAAC,KAAK,EAAU,EAAE,CAAC,CAAC;YAClB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;YAC5B,UAAU;YACV,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC;YACvD,UAAU,EAAE,2BAA2B,CAAC,KAAK,CAAC,IAAI,CAAC;YACnD,eAAe,EAAE,2BAA2B,CAAC,KAAK,CAAC,IAAI,CAAC;YACxD,MAAM,EAAE,CAAC,KAAK,CAAC,OAAO;YACtB,aAAa,EAAE,CAAC,KAAK,CAAC,WAAW;YACjC,KAAK,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS;YAC7C,SAAS,EAAE,KAAK,CAAC,IAAI;YACrB,UAAU,EAAE,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC;YACxC,YAAY,EAAE,qBAAqB,CAAC,KAAK,CAAC,MAAM,CAAC;SAClD,CAAC,CACH,CAAC;KACH;IACD,MAAM,IAAI,KAAK,CAAC,0CAA0C,UAAU,EAAE,CAAC,CAAC;AAC1E,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfListOrders, IOrder } from '@yuants/data-order';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getSpotOpenOrders, getUnifiedUmOpenOrders, ICredential } from '../../api/private-api';\nimport {\n  mapBinanceOrderStatus,\n  mapBinanceOrderTypeToYuants,\n  mapBinanceSideToYuantsDirection,\n  mapSpotSideToOrderDirection,\n} from './order-utils';\n\nexport const listOrders: IActionHandlerOfListOrders<ICredential> = async (credential, account_id) => {\n  if (account_id.includes('/unified/')) {\n    const res = await getUnifiedUmOpenOrders(credential);\n    if (isApiError(res)) {\n      throw new Error(res.msg);\n    }\n    return res.map(\n      (order): IOrder => ({\n        order_id: `${order.orderId}`,\n        account_id,\n        product_id: encodePath('BINANCE', 'USDT-FUTURE', order.symbol),\n        order_type: mapBinanceOrderTypeToYuants(order.type),\n        order_direction:\n          mapBinanceSideToYuantsDirection(order.side, order.positionSide) ??\n          (order.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT'),\n        volume: +order.origQty,\n        traded_volume: +order.executedQty,\n        price: order.price === undefined ? undefined : +order.price,\n        submit_at: order.time,\n        updated_at: formatTime(order.updateTime),\n        order_status: mapBinanceOrderStatus(order.status),\n      }),\n    );\n  }\n  if (account_id.includes('/spot/')) {\n    const res = await getSpotOpenOrders(credential);\n    if (isApiError(res)) {\n      throw new Error(res.msg);\n    }\n    return res.map(\n      (order): IOrder => ({\n        order_id: `${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 ? +order.price : undefined,\n        submit_at: order.time,\n        updated_at: formatTime(order.updateTime),\n        order_status: mapBinanceOrderStatus(order.status),\n      }),\n    );\n  }\n  throw new Error(`Unsupported account_id for listOrders: ${account_id}`);\n};\n"]}
+{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,iBAAiB,EAAE,sBAAsB,EAAe,MAAM,uBAAuB,CAAC;AAC/F,OAAO,EACL,qBAAqB,EACrB,2BAA2B,EAC3B,+BAA+B,EAC/B,2BAA2B,GAC5B,MAAM,eAAe,CAAC;AAEvB,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAqB,EAAE;IACtF,MAAM,GAAG,GAAG,MAAM,sBAAsB,CAAC,UAAU,CAAC,CAAC;IACrD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;KAC1B;IACD,OAAO,GAAG,CAAC,GAAG,CACZ,CAAC,KAAK,EAAU,EAAE;;QAAC,OAAA,CAAC;YAClB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;YAC5B,UAAU,EAAE,EAAE;YACd,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;YAC9D,UAAU,EAAE,2BAA2B,CAAC,KAAK,CAAC,IAAI,CAAC;YACnD,eAAe,EACb,MAAA,+BAA+B,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,YAAY,CAAC,mCAC/D,CAAC,KAAK,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;YACrD,MAAM,EAAE,CAAC,KAAK,CAAC,OAAO;YACtB,aAAa,EAAE,CAAC,KAAK,CAAC,WAAW;YACjC,KAAK,EAAE,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK;YAC3D,SAAS,EAAE,KAAK,CAAC,IAAI;YACrB,UAAU,EAAE,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC;YACxC,YAAY,EAAE,qBAAqB,CAAC,KAAK,CAAC,MAAM,CAAC;SAClD,CAAC,CAAA;KAAA,CACH,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,cAAc,GAAG,KAAK,EAAE,UAAuB,EAAqB,EAAE;IACjF,MAAM,GAAG,GAAG,MAAM,iBAAiB,CAAC,UAAU,CAAC,CAAC;IAChD,IAAI,UAAU,CAAC,GAAG,CAAC,EAAE;QACnB,MAAM,IAAI,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;KAC1B;IACD,OAAO,GAAG,CAAC,GAAG,CACZ,CAAC,KAAK,EAAU,EAAE,CAAC,CAAC;QAClB,QAAQ,EAAE,GAAG,KAAK,CAAC,OAAO,EAAE;QAC5B,UAAU,EAAE,EAAE;QACd,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,CAAC,MAAM,CAAC;QACvD,UAAU,EAAE,2BAA2B,CAAC,KAAK,CAAC,IAAI,CAAC;QACnD,eAAe,EAAE,2BAA2B,CAAC,KAAK,CAAC,IAAI,CAAC;QACxD,MAAM,EAAE,CAAC,KAAK,CAAC,OAAO;QACtB,aAAa,EAAE,CAAC,KAAK,CAAC,WAAW;QACjC,KAAK,EAAE,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK;QAC3D,SAAS,EAAE,KAAK,CAAC,IAAI;QACrB,UAAU,EAAE,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC;QACxC,YAAY,EAAE,qBAAqB,CAAC,KAAK,CAAC,MAAM,CAAC;KAClD,CAAC,CACH,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,oBAAoB,GAAG,KAAK,WACvC,UAAuB,EACvB,UAAkB;IAElB,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;IAC5E,IAAI,QAAQ,KAAK,MAAM,EAAE;QACvB,MAAM,MAAM,GAAG,MAAM,cAAc,CAAC,UAAU,CAAC,CAAC;QAChD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;KAClE;IACD,IAAI,QAAQ,KAAK,aAAa,EAAE;QAC9B,MAAM,MAAM,GAAG,MAAM,mBAAmB,CAAC,UAAU,CAAC,CAAC;QACrD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;KAClE;IACD,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;AACvD,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfListOrders, IOrder } from '@yuants/data-order';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getSpotOpenOrders, getUnifiedUmOpenOrders, ICredential } from '../../api/private-api';\nimport {\n  mapBinanceOrderStatus,\n  mapBinanceOrderTypeToYuants,\n  mapBinanceSideToYuantsDirection,\n  mapSpotSideToOrderDirection,\n} from './order-utils';\n\nexport const listUnifiedUmOrders = async (credential: ICredential): Promise<IOrder[]> => {\n  const res = await getUnifiedUmOpenOrders(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', 'USDT-FUTURE', order.symbol),\n      order_type: mapBinanceOrderTypeToYuants(order.type),\n      order_direction:\n        mapBinanceSideToYuantsDirection(order.side, order.positionSide) ??\n        (order.side === 'BUY' ? '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/lib/api/client.d.ts.map

@@ -1 +1 @@
-{"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;AAED,eAAO,MAAM,UAAU,iDAC0E,CAAC;AA+ElG,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"}
+{"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

@@ -4,6 +4,7 @@ exports.getDefaultCredential = exports.requestPrivate = exports.requestPublic =
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
 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) => {
@@ -48,12 +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);
     }

package/lib/api/client.js.map

@@ -1 +1 @@
-{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/api/client.ts"],"names":[],"mappings":";;;AAAA,+CAA4D;AAC5D,yCAAuD;AAEvD,MAAM,0BAA0B,GAAG,mCAAwB,CAAC,KAAK,CAAC,yBAAyB,EAAE,EAAE,CAAC,CAAC;AAgB1F,MAAM,UAAU,GAAG,CAAI,KAAoB,EAAsB,EAAE,CACxE,OAAO,CAAC,KAAmB,aAAnB,KAAK,uBAAL,KAAK,CAAgB,IAAI,CAAA,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAmB,aAAnB,KAAK,uBAAL,KAAK,CAAgB,GAAG,CAAA,KAAK,QAAQ,CAAC;AADrF,QAAA,UAAU,cAC2E;AAElG,MAAM,YAAY,GAAG,CAAC,GAAQ,EAAE,MAAsB,EAAE,EAAE;IACxD,IAAI,CAAC,MAAM;QAAE,OAAO;IACpB,MAAM,OAAO,GAAG,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC;IAClF,MAAM,cAAc,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,GAAG,KAAK,WAAW,CAAC,CAAC;IACpE,MAAM,WAAW,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,GAAG,KAAK,WAAW,CAAC,CAAC;IACnE,WAAW;SACR,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC;SAClD,OAAO,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,CAAC,EAAE,EAAE;QACxB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;IACL,IAAI,cAAc,EAAE;QAClB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,CAAC,EAAE,MAAM,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;KACpE;AACH,CAAC,CAAC;AAEF,MAAM,OAAO,GAAG,KAAK,EACnB,MAAkB,EAClB,QAAgB,EAChB,MAAsB,EACtB,UAAwB,EACZ,EAAE;IACd,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,QAAQ,CAAC,CAAC;IAC9B,MAAM,gBAAgB,qBAAuB,MAAM,CAAE,CAAC;IACtD,IAAI,UAAU,EAAE;QACd,IAAI,gBAAgB,CAAC,UAAU,KAAK,SAAS,EAAE;YAC7C,yGAAyG;YACzG,gBAAgB,CAAC,UAAU,GAAG,IAAI,CAAC;SACpC;QACD,IAAI,gBAAgB,CAAC,SAAS,KAAK,SAAS,EAAE;YAC5C,gBAAgB,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;SACzC;KACF;IACD,YAAY,CAAC,GAAG,EAAE,gBAAgB,CAAC,CAAC;IAEpC,IAAI,OAA2C,CAAC;IAChD,IAAI,UAAU,EAAE;QACd,MAAM,QAAQ,GAAG,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QAErC,MAAM,SAAS,GAAG,MAAM,CAAC,IAAI,CAC3B,MAAM,IAAA,kBAAU,EAAC,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,CAAC,CACtG,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;QAClB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;QAC7C,OAAO,GAAG;YACR,cAAc,EAAE,gCAAgC;YAChD,cAAc,EAAE,UAAU,CAAC,UAAU;SACtC,CAAC;QACF,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,MAAM,EACN,GAAG,CAAC,IAAI,EACR,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EACvB,GAAG,CAAC,YAAY,CAAC,QAAQ,EAAE,EAC3B,QAAQ,CACT,CAAC;KACH;SAAM;QACL,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC;KACxD;IAED,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;QAChC,MAAM;QACN,OAAO;KACR,CAAC,CAAC;IACH,MAAM,YAAY,GAAG,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC;IAC7D,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,UAAU,EACV,MAAM,EACN,GAAG,CAAC,IAAI,EACR,GAAG,CAAC,MAAM,EACV,gBAAgB,YAAY,aAAZ,YAAY,cAAZ,YAAY,GAAI,KAAK,EAAE,CACxC,CAAC;IACF,IAAI,YAAY,EAAE;QAChB,0BAA0B,CAAC,GAAG,CAAC,CAAC,YAAY,CAAC,CAAC;KAC/C;IACD,OAAO,GAAG,CAAC,IAAI,EAAgB,CAAC;AAClC,CAAC,CAAC;AAEK,MAAM,aAAa,GAAG,CAAI,MAAkB,EAAE,QAAgB,EAAE,MAAsB,EAAE,EAAE,CAC/F,OAAO,CAAI,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAD1B,QAAA,aAAa,iBACa;AAEhC,MAAM,cAAc,GAAG,CAC5B,UAAuB,EACvB,MAAkB,EAClB,QAAgB,EAChB,MAAsB,EACtB,EAAE,CAAC,OAAO,CAAI,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE,UAAU,CAAC,CAAC;AALzC,QAAA,cAAc,kBAK2B;AAE/C,MAAM,oBAAoB,GAAG,GAAgB,EAAE;IACpD,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,IAAI,CAAC,UAAU,IAAI,CAAC,UAAU,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,mEAAmE,CAAC,CAAC;KACtF;IACD,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC;AACpC,CAAC,CAAC;AAPW,QAAA,oBAAoB,wBAO/B","sourcesContent":["import { GlobalPrometheusRegistry } from '@yuants/protocol';\nimport { formatTime, HmacSHA256 } 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\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  const res = await fetch(url.href, {\n    method,\n    headers,\n  });\n  const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n  console.info(\n    formatTime(Date.now()),\n    'response',\n    method,\n    url.href,\n    res.status,\n    `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n  );\n  if (usedWeight1M) {\n    MetricBinanceApiUsedWeight.set(+usedWeight1M);\n  }\n  return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n  callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n  credential: ICredential,\n  method: HttpMethod,\n  endpoint: string,\n  params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n  const access_key = process.env.ACCESS_KEY;\n  const secret_key = process.env.SECRET_KEY;\n  if (!access_key || !secret_key) {\n    throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n  }\n  return { access_key, secret_key };\n};\n"]}
+{"version":3,"file":"client.js","sourceRoot":"","sources":["../../src/api/client.ts"],"names":[],"mappings":";;;AAAA,+CAA4D;AAC5D,yCAAiE;AAEjE,MAAM,0BAA0B,GAAG,mCAAwB,CAAC,KAAK,CAAC,yBAAyB,EAAE,EAAE,CAAC,CAAC;AAgBjG,IAAI,eAAe,GAAkB,IAAI,CAAC;AAEnC,MAAM,UAAU,GAAG,CAAI,KAAoB,EAAsB,EAAE,CACxE,OAAO,CAAC,KAAmB,aAAnB,KAAK,uBAAL,KAAK,CAAgB,IAAI,CAAA,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAmB,aAAnB,KAAK,uBAAL,KAAK,CAAgB,GAAG,CAAA,KAAK,QAAQ,CAAC;AADrF,QAAA,UAAU,cAC2E;AAElG,MAAM,YAAY,GAAG,CAAC,GAAQ,EAAE,MAAsB,EAAE,EAAE;IACxD,IAAI,CAAC,MAAM;QAAE,OAAO;IACpB,MAAM,OAAO,GAAG,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC;IAClF,MAAM,cAAc,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,GAAG,KAAK,WAAW,CAAC,CAAC;IACpE,MAAM,WAAW,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,GAAG,KAAK,WAAW,CAAC,CAAC;IACnE,WAAW;SACR,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC;SAClD,OAAO,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,CAAC,EAAE,EAAE;QACxB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;IACL,IAAI,cAAc,EAAE;QAClB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,CAAC,EAAE,MAAM,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;KACpE;AACH,CAAC,CAAC;AAEF,MAAM,OAAO,GAAG,KAAK,EACnB,MAAkB,EAClB,QAAgB,EAChB,MAAsB,EACtB,UAAwB,EACZ,EAAE;IACd,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,QAAQ,CAAC,CAAC;IAC9B,MAAM,gBAAgB,qBAAuB,MAAM,CAAE,CAAC;IACtD,IAAI,UAAU,EAAE;QACd,IAAI,gBAAgB,CAAC,UAAU,KAAK,SAAS,EAAE;YAC7C,yGAAyG;YACzG,gBAAgB,CAAC,UAAU,GAAG,IAAI,CAAC;SACpC;QACD,IAAI,gBAAgB,CAAC,SAAS,KAAK,SAAS,EAAE;YAC5C,gBAAgB,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;SACzC;KACF;IACD,YAAY,CAAC,GAAG,EAAE,gBAAgB,CAAC,CAAC;IAEpC,IAAI,OAA2C,CAAC;IAChD,IAAI,UAAU,EAAE;QACd,MAAM,QAAQ,GAAG,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QAErC,MAAM,SAAS,GAAG,MAAM,CAAC,IAAI,CAC3B,MAAM,IAAA,kBAAU,EAAC,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,CAAC,CACtG,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;QAClB,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;QAC7C,OAAO,GAAG;YACR,cAAc,EAAE,gCAAgC;YAChD,cAAc,EAAE,UAAU,CAAC,UAAU;SACtC,CAAC;QACF,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,MAAM,EACN,GAAG,CAAC,IAAI,EACR,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EACvB,GAAG,CAAC,YAAY,CAAC,QAAQ,EAAE,EAC3B,QAAQ,CACT,CAAC;KACH;SAAM;QACL,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC;KACxD;IAED,IAAI,eAAe,EAAE;QACnB,IAAI,IAAI,CAAC,GAAG,EAAE,IAAI,eAAe,EAAE;YACjC,MAAM,IAAA,gBAAQ,EAAC,mBAAmB,EAAE,EAAE,eAAe,EAAE,GAAG,EAAE,IAAI,CAAC,GAAG,EAAE,EAAE,GAAG,EAAE,GAAG,CAAC,IAAI,EAAE,CAAC,CAAC;SAC1F;QACD,eAAe,GAAG,IAAI,CAAC;KACxB;IAED,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;QAChC,MAAM;QACN,OAAO;KACR,CAAC,CAAC;IACH,MAAM,YAAY,GAAG,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC;IAC7D,MAAM,UAAU,GAAG,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC;IAClD,IAAI,UAAU,EAAE;QACd,eAAe,GAAG,IAAI,CAAC,GAAG,EAAE,GAAG,QAAQ,CAAC,UAAU,EAAE,EAAE,CAAC,GAAG,IAAI,CAAC;KAChE;IACD,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,UAAU,EACV,MAAM,EACN,GAAG,CAAC,IAAI,EACR,UAAU,GAAG,CAAC,MAAM,EAAE,EACtB,UAAU,CAAC,CAAC,CAAC,cAAc,UAAU,EAAE,CAAC,CAAC,CAAC,EAAE,EAC5C,gBAAgB,YAAY,aAAZ,YAAY,cAAZ,YAAY,GAAI,KAAK,EAAE,CACxC,CAAC;IACF,IAAI,YAAY,EAAE;QAChB,0BAA0B,CAAC,GAAG,CAAC,CAAC,YAAY,CAAC,CAAC;KAC/C;IACD,OAAO,GAAG,CAAC,IAAI,EAAgB,CAAC;AAClC,CAAC,CAAC;AAEK,MAAM,aAAa,GAAG,CAAI,MAAkB,EAAE,QAAgB,EAAE,MAAsB,EAAE,EAAE,CAC/F,OAAO,CAAI,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAD1B,QAAA,aAAa,iBACa;AAEhC,MAAM,cAAc,GAAG,CAC5B,UAAuB,EACvB,MAAkB,EAClB,QAAgB,EAChB,MAAsB,EACtB,EAAE,CAAC,OAAO,CAAI,MAAM,EAAE,QAAQ,EAAE,MAAM,EAAE,UAAU,CAAC,CAAC;AALzC,QAAA,cAAc,kBAK2B;AAE/C,MAAM,oBAAoB,GAAG,GAAgB,EAAE;IACpD,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,IAAI,CAAC,UAAU,IAAI,CAAC,UAAU,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,mEAAmE,CAAC,CAAC;KACtF;IACD,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC;AACpC,CAAC,CAAC;AAPW,QAAA,oBAAoB,wBAO/B","sourcesContent":["import { 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"]}