@yuants/vendor-binance 0.9.0 → 0.10.1

package/lib/public-data/product.js

@@ -1,12 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.listProducts = void 0;
 const data_product_1 = require("@yuants/data-product");
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
 const public_api_1 = require("../api/public-api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
-// Provide QueryProducts service with the new design
-const cache = (0, data_product_1.provideQueryProductsService)(terminal, 'BINANCE', async (req) => {
+const listProducts = async () => {
     // Directly call the external API to get exchange info
     const exchangeInfo = await (0, public_api_1.getFutureExchangeInfo)();
     // Convert symbols to IProduct format
@@ -32,6 +32,87 @@ const cache = (0, data_product_1.provideQueryProductsService)(terminal, 'BINANCE
             no_interest_rate: false,
         };
     });
+};
+exports.listProducts = listProducts;
+// Provide QueryProducts service with the new design
+const cache = (0, data_product_1.provideQueryProductsService)(terminal, 'BINANCE', async (req) => {
+    // Directly call the external API to get exchange info
+    const [futureExchangeInfo, spotExchangeInfo] = await Promise.all([
+        (0, public_api_1.getFutureExchangeInfo)(),
+        (0, public_api_1.getSpotExchangeInfo)(),
+    ]);
+    const products = [];
+    // Convert future symbols to IProduct format
+    for (const symbol of futureExchangeInfo.symbols) {
+        products.push({
+            datasource_id: 'BINANCE',
+            product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', symbol.symbol),
+            base_currency: symbol.baseAsset,
+            quote_currency: symbol.quoteAsset,
+            price_step: +`1e-${symbol.pricePrecision}`,
+            value_scale: 1,
+            volume_step: +`1e-${symbol.quantityPrecision}`,
+            name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,
+            value_scale_unit: '',
+            margin_rate: +symbol.requiredMarginPercent / 100,
+            value_based_cost: 0,
+            volume_based_cost: 0,
+            max_position: 0,
+            max_volume: 0,
+            allow_long: true,
+            allow_short: true,
+            market_id: 'BINANCE/USDT-FUTURE',
+            no_interest_rate: false,
+        });
+    }
+    // Convert spot symbols to IProduct format
+    for (const symbol of spotExchangeInfo.symbols) {
+        if (symbol.isSpotTradingAllowed) {
+            products.push({
+                datasource_id: 'BINANCE',
+                product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', symbol.symbol),
+                base_currency: symbol.baseAsset,
+                quote_currency: symbol.quoteAsset,
+                price_step: +`1e-${symbol.quotePrecision}`,
+                value_scale: 1,
+                volume_step: +`1e-${symbol.baseAssetPrecision}`,
+                name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,
+                value_scale_unit: '',
+                margin_rate: 1,
+                value_based_cost: 0,
+                volume_based_cost: 0,
+                max_position: 0,
+                max_volume: 0,
+                allow_long: true,
+                allow_short: false,
+                market_id: 'BINANCE/SPOT',
+                no_interest_rate: true,
+            });
+        }
+        if (symbol.isMarginTradingAllowed) {
+            products.push({
+                datasource_id: 'BINANCE',
+                product_id: (0, utils_1.encodePath)('BINANCE', 'MARGIN', symbol.symbol),
+                base_currency: symbol.baseAsset,
+                quote_currency: symbol.quoteAsset,
+                price_step: +`1e-${symbol.quotePrecision}`,
+                value_scale: 1,
+                volume_step: +`1e-${symbol.baseAssetPrecision}`,
+                name: `${symbol.baseAsset}/${symbol.quoteAsset} MARGIN`,
+                value_scale_unit: '',
+                margin_rate: 1,
+                value_based_cost: 0,
+                volume_based_cost: 0,
+                max_position: 0,
+                max_volume: 0,
+                allow_long: true,
+                allow_short: true,
+                market_id: 'BINANCE/MARGIN',
+                no_interest_rate: false,
+            });
+        }
+    }
+    return products;
 }, {
     auto_refresh_interval: 3600000,
 });

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

@@ -1 +1 @@
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{ IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFutureExchangeInfo, getSpotExchangeInfo } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const listProducts = async () => {\n  // Directly call the external API to get exchange info\n  const exchangeInfo = await getFutureExchangeInfo();\n\n  // Convert symbols to IProduct format\n  return exchangeInfo.symbols.map((symbol): IProduct => {\n    return {\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),\n      base_currency: symbol.baseAsset,\n      quote_currency: symbol.quoteAsset,\n      price_step: +`1e-${symbol.pricePrecision}`,\n      value_scale: 1,\n      volume_step: +`1e-${symbol.quantityPrecision}`,\n      name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n      value_scale_unit: '',\n      margin_rate: +symbol.requiredMarginPercent / 100,\n      value_based_cost: 0,\n      volume_based_cost: 0,\n      max_position: 0,\n      max_volume: 0,\n      allow_long: true,\n      allow_short: true,\n      market_id: 'BINANCE/USDT-FUTURE',\n      no_interest_rate: false,\n    };\n  });\n};\n\n// Provide QueryProducts service with the new design\nconst cache = provideQueryProductsService(\n  terminal,\n  'BINANCE',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    // Directly call the external API to get exchange info\n    const [futureExchangeInfo, spotExchangeInfo] = await Promise.all([\n      getFutureExchangeInfo(),\n      getSpotExchangeInfo(),\n    ]);\n\n    const products: IProduct[] = [];\n\n    // Convert future symbols to IProduct format\n    for (const symbol of futureExchangeInfo.symbols) {\n      products.push({\n        datasource_id: 'BINANCE',\n        product_id: encodePath('BINANCE', 'USDT-FUTURE', symbol.symbol),\n        base_currency: symbol.baseAsset,\n        quote_currency: symbol.quoteAsset,\n        price_step: +`1e-${symbol.pricePrecision}`,\n        value_scale: 1,\n        volume_step: +`1e-${symbol.quantityPrecision}`,\n        name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n        value_scale_unit: '',\n        margin_rate: +symbol.requiredMarginPercent / 100,\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'BINANCE/USDT-FUTURE',\n        no_interest_rate: false,\n      });\n    }\n\n    // Convert spot symbols to IProduct format\n    for (const symbol of spotExchangeInfo.symbols) {\n      if (symbol.isSpotTradingAllowed) {\n        products.push({\n          datasource_id: 'BINANCE',\n          product_id: encodePath('BINANCE', 'SPOT', symbol.symbol),\n          base_currency: symbol.baseAsset,\n          quote_currency: symbol.quoteAsset,\n          price_step: +`1e-${symbol.quotePrecision}`,\n          value_scale: 1,\n          volume_step: +`1e-${symbol.baseAssetPrecision}`,\n          name: `${symbol.baseAsset}/${symbol.quoteAsset} SPOT`,\n          value_scale_unit: '',\n          margin_rate: 1,\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: false,\n          market_id: 'BINANCE/SPOT',\n          no_interest_rate: true,\n        });\n      }\n\n      if (symbol.isMarginTradingAllowed) {\n        products.push({\n          datasource_id: 'BINANCE',\n          product_id: encodePath('BINANCE', 'MARGIN', symbol.symbol),\n          base_currency: symbol.baseAsset,\n          quote_currency: symbol.quoteAsset,\n          price_step: +`1e-${symbol.quotePrecision}`,\n          value_scale: 1,\n          volume_step: +`1e-${symbol.baseAssetPrecision}`,\n          name: `${symbol.baseAsset}/${symbol.quoteAsset} MARGIN`,\n          value_scale_unit: '',\n          margin_rate: 1,\n          value_based_cost: 0,\n          volume_based_cost: 0,\n          max_position: 0,\n          max_volume: 0,\n          allow_long: true,\n          allow_short: true,\n          market_id: 'BINANCE/MARGIN',\n          no_interest_rate: false,\n        });\n      }\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}

package/lib/public-data/quote.js

@@ -52,7 +52,7 @@ const quoteFromOpenInterest$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entr
     product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', entry.symbol),
     open_interest: `${openInterest !== null && openInterest !== void 0 ? openInterest : 0}`,
 }))), 5));
-const quoteFromSpotBookTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotBookTicker)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }), (0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => ({
+const quoteFromSpotBookTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotBookTicker)({})).pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => ({
     datasource_id: 'BINANCE',
     product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', entry.symbol),
     bid_price: entry.bidPrice,
@@ -60,7 +60,7 @@ const quoteFromSpotBookTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpo
     bid_volume: entry.bidQty,
     ask_volume: entry.askQty,
     updated_at: (0, utils_1.formatTime)(Date.now()),
-})));
+})), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
 const marginInterestRateCache = (0, cache_1.createCache)(async (asset) => {
     var _a;
     try {

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

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n  defer,\n  filter,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n  getFutureBookTicker,\n  getFutureOpenInterest,\n  getFuturePremiumIndex,\n  getSpotBookTicker,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<number>(\n  async (symbol: string) => {\n    try {\n      const data = await getFutureOpenInterest({ symbol });\n      return Number(data.openInterest ?? 0);\n    } catch (err) {\n      console.warn('getFutureOpenInterest failed', symbol, err);\n      return undefined;\n    }\n  },\n  {\n    expire: OPEN_INTEREST_TTL,\n  },\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      last_price: entry.markPrice,\n      // Use the latest funding rate so that long pays when fundingRate > 0\n      interest_rate_long: `${-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"]}
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{ createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n  defer,\n  filter,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n  getFutureBookTicker,\n  getFutureOpenInterest,\n  getFuturePremiumIndex,\n  getSpotBookTicker,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst openInterestCache = createCache<number>(\n  async (symbol: string) => {\n    try {\n      const data = await getFutureOpenInterest({ symbol });\n      return Number(data.openInterest ?? 0);\n    } catch (err) {\n      console.warn('getFutureOpenInterest failed', symbol, err);\n      return undefined;\n    }\n  },\n  {\n    expire: OPEN_INTEREST_TTL,\n  },\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      last_price: entry.markPrice,\n      // Use the latest funding rate so that long pays when fundingRate > 0\n      interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n      interest_rate_short: entry.lastFundingRate,\n      interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      updated_at: formatTime(entry.time ?? Date.now()),\n    }),\n  ),\n);\n\nconst quoteFromOpenInterest$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  mergeMap(\n    (entry) =>\n      from(openInterestCache.query(entry.symbol)).pipe(\n        map(\n          (openInterest): Partial<IQuote> => ({\n            datasource_id: 'BINANCE',\n            product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n            open_interest: `${openInterest ?? 0}`,\n          }),\n        ),\n      ),\n    5,\n  ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      bid_volume: entry.bidQty,\n      ask_volume: entry.askQty,\n      updated_at: formatTime(Date.now()),\n    }),\n  ),\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst marginInterestRateCache = createCache<string>(\n  async (asset: string) => {\n    try {\n      const data = await getMarginNextHourlyInterestRate({\n        assets: asset,\n        isIsolated: false,\n      });\n      return data[0]?.nextHourlyInterestRate;\n    } catch (err) {\n      return undefined;\n    }\n  },\n  {\n    expire: 60_000,\n  },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n  repeat({ delay: 3600_000 }), // Refresh pair list hourly\n  retry({ delay: 60_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromMarginRates$ = marginPairs$.pipe(\n  mergeMap((pairs: IMarginPair[]) =>\n    from(pairs).pipe(\n      mergeMap(\n        (pair) =>\n          defer(async () => {\n            const [baseRate, quoteRate] = await Promise.all([\n              marginInterestRateCache.query(pair.base),\n              marginInterestRateCache.query(pair.quote),\n            ]);\n            return {\n              datasource_id: 'BINANCE',\n              product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n              // User instruction: Long = Quote Rate, Short = Base Rate\n              interest_rate_long: quoteRate,\n              interest_rate_short: baseRate,\n              updated_at: formatTime(Date.now()),\n            } as Partial<IQuote>;\n          }),\n        5, // Concurrency\n      ),\n    ),\n  ),\n  repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n  quoteFromPremiumIndex$,\n  quoteFromBookTicker$,\n  quoteFromOpenInterest$,\n  quoteFromSpotBookTicker$,\n  quoteFromMarginRates$,\n).pipe(\n  groupBy((quote) => quote.product_id),\n  mergeMap((group$) =>\n    group$.pipe(\n      scan(\n        (acc, cur) =>\n          Object.assign(acc, cur, {\n            datasource_id: 'BINANCE',\n            product_id: group$.key,\n          }),\n        {} as Partial<IQuote>,\n      ),\n    ),\n  ),\n  share(),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1_000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n\n  terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n    const [datasourceId, productId] = decodePath(channel_id);\n    if (!datasourceId || !productId) {\n      throw new Error(`Invalid channel_id: ${channel_id}`);\n    }\n    return quote$.pipe(filter((quote) => quote.product_id === productId));\n  });\n}\n"]}

package/lib/services/accounts/profile.d.ts

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

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

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

package/lib/services/accounts/profile.js

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

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

@@ -1 +1 @@
-{"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAC5C,6CAA8C;AAC9C,uDAAwE;AAMxE,MAAM,WAAW,GAAG,KAAM,CAAC;AAC3B,MAAM,mBAAmB,GAAG,CAAC,UAAuB,EAAE,EAAE,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;AACpF,MAAM,qBAAqB,GAAG,CAAC,GAAW,EAAe,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAgB,CAAC;AAE3F,MAAM,mBAAmB,GAAG,IAAA,mBAAW,EACrC,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,eAAe,GAAG,MAAM,IAAA,gCAAkB,EAAC,qBAAqB,CAAC,GAAG,CAAC,CAAC,CAAC;IAC7E,IAAI,IAAA,mBAAU,EAAC,eAAe,CAAC,EAAE;QAC/B,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,GAAG,CAAC,CAAC;KACtC;IACD,OAAO,EAAE,GAAG,EAAE,GAAG,eAAe,CAAC,GAAG,EAAE,EAAE,CAAC;AAC3C,CAAC,EACD,EAAE,MAAM,EAAE,WAAW,EAAE,CACxB,CAAC;AAEK,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAA4B,EAAE;IAC/F,MAAM,GAAG,GAAG,mBAAmB,CAAC,UAAU,CAAC,CAAC;IAC5C,MAAM,OAAO,GAAG,MAAM,mBAAmB,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACrD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,IAAI,KAAK,CAAC,2CAA2C,CAAC,CAAC;KAC9D;IACD,OAAO,OAAO,CAAC;AACjB,CAAC,CAAC;AAPW,QAAA,qBAAqB,yBAOhC","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { isApiError } from '../../api/client';\nimport { getSpotAccountInfo, ICredential } from '../../api/private-api';\n\ninterface IAccountProfile {\n  uid: string;\n}\n\nconst PROFILE_TTL = 60_000;\nconst serializeCredential = (credential: ICredential) => JSON.stringify(credential);\nconst deserializeCredential = (key: string): ICredential => JSON.parse(key) as ICredential;\n\nconst accountProfileCache = createCache<IAccountProfile>(\n  async (key) => {\n    const spotAccountInfo = await getSpotAccountInfo(deserializeCredential(key));\n    if (isApiError(spotAccountInfo)) {\n      throw new Error(spotAccountInfo.msg);\n    }\n    return { uid: `${spotAccountInfo.uid}` };\n  },\n  { expire: PROFILE_TTL },\n);\n\nexport const resolveAccountProfile = async (credential: ICredential): Promise<IAccountProfile> => {\n  const key = serializeCredential(credential);\n  const profile = await accountProfileCache.query(key);\n  if (!profile) {\n    throw new Error('Unable to resolve Binance account profile');\n  }\n  return profile;\n};\n"]}
+{"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":";;;AAAA,yCAA2C;AAC3C,6CAA8C;AAC9C,uDAAwE;AAEjE,MAAM,eAAe,GAAG,KAAK,EAAE,UAAuB,EAAmB,EAAE;IAChF,MAAM,eAAe,GAAG,MAAM,IAAA,gCAAkB,EAAC,UAAU,CAAC,CAAC;IAC7D,IAAI,IAAA,mBAAU,EAAC,eAAe,CAAC,EAAE;QAC/B,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,GAAG,CAAC,CAAC;KACtC;IACD,OAAO,IAAA,kBAAU,EAAC,SAAS,EAAE,eAAe,CAAC,GAAG,CAAC,CAAC;AACpD,CAAC,CAAC;AANW,QAAA,eAAe,mBAM1B","sourcesContent":["import { encodePath } from '@yuants/utils';\nimport { isApiError } from '../../api/client';\nimport { getSpotAccountInfo, ICredential } from '../../api/private-api';\n\nexport const getCredentialId = async (credential: ICredential): Promise<string> => {\n  const spotAccountInfo = await getSpotAccountInfo(credential);\n  if (isApiError(spotAccountInfo)) {\n    throw new Error(spotAccountInfo.msg);\n  }\n  return encodePath('BINANCE', spotAccountInfo.uid);\n};\n"]}

package/lib/services/accounts/spot.d.ts

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

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

@@ -1 +1 @@
-{"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,8BAA8B,EAA+B,MAAM,sBAAsB,CAAC;AAGnG,OAAO,EAAsB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAExE,eAAO,MAAM,0BAA0B,EAAE,8BAA8B,CAAC,WAAW,CAqBlF,CAAC"}
+{"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAGnE,OAAO,EAAsB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAExE,eAAO,MAAM,0BAA0B,eAAsB,WAAW,KAAG,QAAQ,SAAS,EAAE,CAqB7F,CAAC"}

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

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

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

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

@@ -1 +1 @@
-{"version":3,"file":"unified.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,8BAA8B,EAAa,MAAM,sBAAsB,CAAC;AAGjF,OAAO,EAAiD,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEnG,eAAO,MAAM,qBAAqB,EAAE,8BAA8B,CAAC,WAAW,CAoD7E,CAAC"}
+{"version":3,"file":"unified.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAGjD,OAAO,EAAiD,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEnG,eAAO,MAAM,qBAAqB,eAAsB,WAAW,KAAG,QAAQ,SAAS,EAAE,CAsCxF,CAAC"}

package/lib/services/accounts/unified.js

@@ -4,7 +4,7 @@ exports.getUnifiedAccountInfo = void 0;
 const utils_1 = require("@yuants/utils");
 const client_1 = require("../../api/client");
 const private_api_1 = require("../../api/private-api");
-const getUnifiedAccountInfo = async (credential, _accountId) => {
+const getUnifiedAccountInfo = async (credential) => {
     const [balanceRes, umAccountRes] = await Promise.all([
         (0, private_api_1.getUnifiedAccountBalance)(credential),
         (0, private_api_1.getUnifiedUmAccount)(credential),
@@ -15,16 +15,6 @@ const getUnifiedAccountInfo = async (credential, _accountId) => {
     if ((0, client_1.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/lib/services/accounts/unified.js.map

@@ -1 +1 @@
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+{"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,6CAA8C;AAC9C,uDAAmG;AAE5F,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAC3F,MAAM,CAAC,UAAU,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACnD,IAAA,sCAAwB,EAAC,UAAU,CAAC;QACpC,IAAA,iCAAmB,EAAC,UAAU,CAAC;KAChC,CAAC,CAAC;IACH,IAAI,IAAA,mBAAU,EAAC,UAAU,CAAC,EAAE;QAC1B,MAAM,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;KACjC;IACD,IAAI,IAAA,mBAAU,EAAC,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,IAAA,kBAAU,EAAC,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;AAtCW,QAAA,qBAAqB,yBAsChC","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/lib/services/exchange.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=exchange.d.ts.map

package/lib/services/exchange.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"exchange.d.ts","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":""}

package/lib/services/exchange.js

@@ -0,0 +1,58 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const product_1 = require("../public-data/product");
+const profile_1 = require("./accounts/profile");
+const spot_1 = require("./accounts/spot");
+const unified_1 = require("./accounts/unified");
+const cancelOrder_1 = require("./orders/cancelOrder");
+const listOrders_1 = require("./orders/listOrders");
+const modifyOrder_1 = require("./orders/modifyOrder");
+const submitOrder_1 = require("./orders/submitOrder");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+(0, exchange_1.provideExchangeServices)(terminal, {
+    name: 'BINANCE',
+    credentialSchema: {
+        type: 'object',
+        required: ['access_key', 'secret_key'],
+        properties: {
+            access_key: { type: 'string' },
+            secret_key: { type: 'string' },
+        },
+    },
+    getCredentialId: profile_1.getCredentialId,
+    listProducts: product_1.listProducts,
+    getPositions: async function (credential) {
+        const [uFuturePositions, spotPositions] = await Promise.all([
+            (0, unified_1.getUnifiedAccountInfo)(credential),
+            (0, spot_1.getSpotAccountInfoSnapshot)(credential),
+        ]);
+        return [...uFuturePositions, ...spotPositions];
+    },
+    getOrders: async function (credential) {
+        const [umOrders, spotOrders] = await Promise.all([
+            (0, listOrders_1.listUnifiedUmOrders)(credential),
+            (0, listOrders_1.listSpotOrders)(credential),
+        ]);
+        return [...umOrders, ...spotOrders];
+    },
+    getPositionsByProductId: async function (credential, product_id) {
+        const [_, instType] = (0, utils_1.decodePath)(product_id); // BINANCE/USDT-FUTURE/ADAUSDT
+        if (instType === 'SPOT') {
+            const positions = await (0, spot_1.getSpotAccountInfoSnapshot)(credential);
+            return positions.filter((position) => position.product_id === product_id);
+        }
+        if (instType === 'USDT-FUTURE') {
+            const positions = await (0, unified_1.getUnifiedAccountInfo)(credential);
+            return positions.filter((position) => position.product_id === product_id);
+        }
+        throw new Error(`Unsupported instType: ${instType}`);
+    },
+    getOrdersByProductId: listOrders_1.getOrdersByProductId,
+    submitOrder: submitOrder_1.submitOrder,
+    modifyOrder: modifyOrder_1.modifyOrder,
+    cancelOrder: cancelOrder_1.cancelOrder,
+});
+//# sourceMappingURL=exchange.js.map

package/lib/services/exchange.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":";;AAEA,+CAA2D;AAC3D,+CAA4C;AAC5C,yCAA2C;AAE3C,oDAAsD;AACtD,gDAAqD;AACrD,0CAA6D;AAC7D,gDAA2D;AAC3D,sDAAmD;AACnD,oDAAgG;AAChG,sDAAmD;AACnD,sDAAmD;AAEnD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAuB,EAAc,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,EAAf,yBAAe;IACf,YAAY,EAAZ,sBAAY;IACZ,YAAY,EAAE,KAAK,WAAW,UAAuB;QACnD,MAAM,CAAC,gBAAgB,EAAE,aAAa,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC1D,IAAA,+BAAqB,EAAC,UAAU,CAAC;YACjC,IAAA,iCAA0B,EAAC,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,IAAA,gCAAmB,EAAC,UAAU,CAAC;YAC/B,IAAA,2BAAc,EAAC,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,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC,CAAC,8BAA8B;QAC5E,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,SAAS,GAAG,MAAM,IAAA,iCAA0B,EAAC,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,IAAA,+BAAqB,EAAC,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,EAApB,iCAAoB;IACpB,WAAW,EAAX,yBAAW;IACX,WAAW,EAAX,yBAAW;IACX,WAAW,EAAX,yBAAW;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/lib/services/orders/listOrders.d.ts

@@ -1,4 +1,6 @@
-import { IActionHandlerOfListOrders } from '@yuants/data-order';
+import { IOrder } from '@yuants/data-order';
 import { ICredential } from '../../api/private-api';
-export declare const listOrders: IActionHandlerOfListOrders<ICredential>;
+export declare const listUnifiedUmOrders: (credential: ICredential) => Promise<IOrder[]>;
+export declare const listSpotOrders: (credential: ICredential) => Promise<IOrder[]>;
+export declare const getOrdersByProductId: (credential: ICredential, product_id: string) => Promise<IOrder[]>;
 //# sourceMappingURL=listOrders.d.ts.map

package/lib/services/orders/listOrders.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"listOrders.d.ts","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AAAA,OAAO,EAA8B,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAGxE,OAAO,EAA6C,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAQ/F,eAAO,MAAM,mBAAmB,eAAsB,WAAW,KAAG,QAAQ,MAAM,EAAE,CAsBnF,CAAC;AAEF,eAAO,MAAM,cAAc,eAAsB,WAAW,KAAG,QAAQ,MAAM,EAAE,CAoB9E,CAAC;AAEF,eAAO,MAAM,oBAAoB,eACnB,WAAW,cACX,MAAM,KACjB,QAAQ,MAAM,EAAE,CAWlB,CAAC"}

package/lib/services/orders/listOrders.js

@@ -1,53 +1,64 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.listOrders = void 0;
+exports.getOrdersByProductId = exports.listSpotOrders = exports.listUnifiedUmOrders = void 0;
 const utils_1 = require("@yuants/utils");
 const client_1 = require("../../api/client");
 const private_api_1 = require("../../api/private-api");
 const order_utils_1 = require("./order-utils");
-const listOrders = async (credential, account_id) => {
-    if (account_id.includes('/unified/')) {
-        const res = await (0, private_api_1.getUnifiedUmOpenOrders)(credential);
-        if ((0, client_1.isApiError)(res)) {
-            throw new Error(res.msg);
-        }
-        return res.map((order) => {
-            var _a;
-            return ({
-                order_id: `${order.orderId}`,
-                account_id,
-                product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', order.symbol),
-                order_type: (0, order_utils_1.mapBinanceOrderTypeToYuants)(order.type),
-                order_direction: (_a = (0, order_utils_1.mapBinanceSideToYuantsDirection)(order.side, order.positionSide)) !== null && _a !== void 0 ? _a : (order.side === 'BUY' ? 'OPEN_LONG' : 'OPEN_SHORT'),
-                volume: +order.origQty,
-                traded_volume: +order.executedQty,
-                price: order.price === undefined ? undefined : +order.price,
-                submit_at: order.time,
-                updated_at: (0, utils_1.formatTime)(order.updateTime),
-                order_status: (0, order_utils_1.mapBinanceOrderStatus)(order.status),
-            });
-        });
+const listUnifiedUmOrders = async (credential) => {
+    const res = await (0, private_api_1.getUnifiedUmOpenOrders)(credential);
+    if ((0, client_1.isApiError)(res)) {
+        throw new Error(res.msg);
     }
-    if (account_id.includes('/spot/')) {
-        const res = await (0, private_api_1.getSpotOpenOrders)(credential);
-        if ((0, client_1.isApiError)(res)) {
-            throw new Error(res.msg);
-        }
-        return res.map((order) => ({
+    return res.map((order) => {
+        var _a;
+        return ({
             order_id: `${order.orderId}`,
-            account_id,
-            product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', order.symbol),
+            account_id: '',
+            product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', order.symbol),
             order_type: (0, order_utils_1.mapBinanceOrderTypeToYuants)(order.type),
-            order_direction: (0, order_utils_1.mapSpotSideToOrderDirection)(order.side),
+            order_direction: (_a = (0, order_utils_1.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: (0, utils_1.formatTime)(order.updateTime),
             order_status: (0, order_utils_1.mapBinanceOrderStatus)(order.status),
-        }));
+        });
+    });
+};
+exports.listUnifiedUmOrders = listUnifiedUmOrders;
+const listSpotOrders = async (credential) => {
+    const res = await (0, private_api_1.getSpotOpenOrders)(credential);
+    if ((0, client_1.isApiError)(res)) {
+        throw new Error(res.msg);
+    }
+    return res.map((order) => ({
+        order_id: `${order.orderId}`,
+        account_id: '',
+        product_id: (0, utils_1.encodePath)('BINANCE', 'SPOT', order.symbol),
+        order_type: (0, order_utils_1.mapBinanceOrderTypeToYuants)(order.type),
+        order_direction: (0, order_utils_1.mapSpotSideToOrderDirection)(order.side),
+        volume: +order.origQty,
+        traded_volume: +order.executedQty,
+        price: order.price === undefined ? undefined : +order.price,
+        submit_at: order.time,
+        updated_at: (0, utils_1.formatTime)(order.updateTime),
+        order_status: (0, order_utils_1.mapBinanceOrderStatus)(order.status),
+    }));
+};
+exports.listSpotOrders = listSpotOrders;
+const getOrdersByProductId = async function (credential, product_id) {
+    const [_, instType] = (0, utils_1.decodePath)(product_id); // BINANCE/USDT-FUTURE/ADAUSDT
+    if (instType === 'SPOT') {
+        const orders = await (0, exports.listSpotOrders)(credential);
+        return orders.filter((order) => order.product_id === product_id);
+    }
+    if (instType === 'USDT-FUTURE') {
+        const orders = await (0, exports.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}`);
 };
-exports.listOrders = listOrders;
+exports.getOrdersByProductId = getOrdersByProductId;
 //# sourceMappingURL=listOrders.js.map

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

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