@yuants/vendor-gate 0.4.16 → 0.4.18

package/dist/api/public-api.js

@@ -31,7 +31,7 @@ export const getFuturesTickers = (settle, params) => requestPublic('GET', `/api/
 /**
  * 获取交易对 ticker 信息
  *
- * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%8D%95%E4%B8%AA%E4%BA%A4%E6%98%93%E5%AF%B9%E8%AF%A6%E6%83%85
+ * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E4%BA%A4%E6%98%93%E5%AF%B9-ticker-%E4%BF%A1%E6%81%AF
  */
 export const getSpotTickers = (params) => requestPublic('GET', `/api/v4/spot/tickers`, params);
 /**

package/dist/api/public-api.js.map

@@ -1 +1 @@
-{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,gBAAgB,CAAC;AAC7C,OAAO,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AAE9C;;;;GAIG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,CACjC,MAAc,EACd,MAA4C,EA8C5C,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,mBAAmB,MAAM,YAAY,EAAE,MAAM,CAAC,CAAC;AAEzE;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,CAClC,MAAc,EACd,MAA4C,EAM5C,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,mBAAmB,MAAM,eAAe,EAAE,MAAM,CAAC,CAAC;AAE5E;;;;GAIG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EACtC,MAAc,EACd,MAKC,EAaA,EAAE,CACH,WAAW,CAAC,QAAQ,CAAC,sBAAsB,MAAM,EAAE,EAAE,GAAG,EAAE,KAAM,EAAE,GAAG,EAAE,CACrE,aAAa,CAAC,KAAK,EAAE,mBAAmB,MAAM,aAAa,EAAE,MAAM,CAAC,CACrE,CAAC;AAEJ;;;;GAIG;AACH,MAAM,CAAC,MAAM,iBAAiB,GAAG,CAC/B,MAAc,EACd,MAA8B,EAyB9B,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,mBAAmB,MAAM,UAAU,EAAE,MAAM,CAAC,CAAC;AAEvE;;;;GAIG;AACH,MAAM,CAAC,MAAM,cAAc,GAAG,CAAC,MAG9B,EAoBC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,sBAAsB,EAAE,MAAM,CAAC,CAAC;AAE1D;;;GAGG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,GAqBlC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,sBAAsB,CAAC,CAAC","sourcesContent":["import { rateLimiter } from './rate-limiter';\nimport { requestPublic } from './http-client';\n\n/**\n * 查询所有的合约信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%89%80%E6%9C%89%E7%9A%84%E5%90%88%E7%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesContracts = (\n  settle: string,\n  params?: { limit?: number; offset?: number },\n): Promise<\n  {\n    name: string;\n    type: string;\n    quanto_multiplier: string;\n    ref_discount_rate: string;\n    order_price_deviate: string;\n    maintenance_rate: string;\n    mark_type: string;\n    last_price: string;\n    mark_price: string;\n    index_price: string;\n    funding_rate_indicative: string;\n    mark_price_round: string;\n    funding_offset: number;\n    in_delisting: boolean;\n    risk_limit_base: string;\n    interest_rate: string;\n    order_price_round: string;\n    order_size_min: number;\n    ref_rebate_rate: string;\n    funding_interval: number;\n    risk_limit_step: string;\n    leverage_min: string;\n    leverage_max: string;\n    risk_limit_max: string;\n    maker_fee_rate: string;\n    taker_fee_rate: string;\n    funding_rate: string;\n    order_size_max: number;\n    funding_next_apply: number;\n    short_users: number;\n    config_change_time: number;\n    trade_size: number;\n    position_size: number;\n    long_users: number;\n    funding_impact_value: string;\n    orders_limit: number;\n    trade_id: number;\n    orderbook_id: number;\n    enable_bonus: boolean;\n    enable_credit: boolean;\n    create_time: number;\n    funding_cap_ratio: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/contracts`, params);\n\n/**\n * 合约市场历史资金费率\n *\n * - Note: 该接口返回的数据是按照时间倒序排列的\n * - Note: limit 参数最大值为 1000\n * - Note: t 字段为秒级时间戳 (Unix Second)，r 字段为资金费率 (0-1 单位)\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E5%8E%86%E5%8F%B2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87\n */\nexport const getFutureFundingRate = (\n  settle: string,\n  params: { contract: string; limit?: number },\n): Promise<\n  {\n    t: number;\n    r: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/funding_rate`, params);\n\n/**\n * 查询合约市场深度信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E6%B7%B1%E5%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesOrderBook = async (\n  settle: string,\n  params: {\n    contract: string;\n    interval?: string;\n    limit?: number;\n    with_id?: boolean;\n  },\n): Promise<{\n  id: number;\n  current: number;\n  update: number;\n  asks: {\n    p: string;\n    s: string;\n  }[];\n  bids: {\n    p: string;\n    s: string;\n  }[];\n}> =>\n  rateLimiter.schedule(`futures-order-book:${settle}`, 200, 10_000, () =>\n    requestPublic('GET', `/api/v4/futures/${settle}/order_book`, params),\n  );\n\n/**\n * 获取所有合约交易行情统计\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E6%89%80%E6%9C%89%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E8%A1%8C%E6%83%85%E7%BB%9F%E8%AE%A1\n */\nexport const getFuturesTickers = (\n  settle: string,\n  params?: { contract?: string },\n): Promise<\n  {\n    contract: string;\n    last: string;\n    change_percentage: string;\n    total_size: string;\n    low_24h: string;\n    high_24h: string;\n    volume_24h: string;\n    volume_24h_btc: string;\n    volume_24h_usd: string;\n    volume_24h_base: string;\n    volume_24h_quote: string;\n    volume_24h_settle: string;\n    mark_price: string;\n    funding_rate: string;\n    funding_rate_indicative: string;\n    index_price: string;\n    quanto_base_rate: string;\n    basis_rate: string;\n    basis_value: string;\n    lowest_ask: string;\n    highest_bid: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/tickers`, params);\n\n/**\n * 获取交易对 ticker 信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%8D%95%E4%B8%AA%E4%BA%A4%E6%98%93%E5%AF%B9%E8%AF%A6%E6%83%85\n */\nexport const getSpotTickers = (params: {\n  currency_pair?: string;\n  timezone?: string;\n}): Promise<\n  Array<{\n    currency_pair: string;\n    last: string;\n    lowest_ask: string;\n    lowest_size: string;\n    highest_bid: string;\n    highest_size: string;\n    change_percentage: string;\n    change_utc0: string;\n    change_utc8: string;\n    base_volume: string;\n    quote_volume: string;\n    high_24h: string;\n    low_24h: string;\n    etf_net_value: string;\n    etf_pre_net_value: string;\n    etf_pre_timestamp: string;\n    etf_leverage: string;\n  }>\n> => requestPublic('GET', `/api/v4/spot/tickers`, params);\n\n/**\n * 查询支持的所有现货交易对\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%94%AF%E6%8C%81%E7%9A%84%E6%89%80%E6%9C%89%E4%BA%A4%E6%98%93%E5%AF%B9\n */\nexport const getSpotCurrencyPairs = (): Promise<\n  Array<{\n    id: string;\n    base: string;\n    base_name: string;\n    quote: string;\n    quote_name: string;\n    fee: string;\n    min_base_amount: string;\n    min_quote_amount: string;\n    max_base_amount: string;\n    max_quote_amount: string;\n    amount_precision: Number;\n    precision: Number;\n    trade_status: string;\n    sell_start: Number;\n    buy_start: number;\n    delisting_time: number;\n    trade_url: string;\n    st_tag: boolean;\n  }>\n> => requestPublic('GET', `/spot/currency_pairs`);\n"]}
+{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,gBAAgB,CAAC;AAC7C,OAAO,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AAE9C;;;;GAIG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,CACjC,MAAc,EACd,MAA4C,EA8C5C,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,mBAAmB,MAAM,YAAY,EAAE,MAAM,CAAC,CAAC;AAEzE;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,CAClC,MAAc,EACd,MAA4C,EAM5C,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,mBAAmB,MAAM,eAAe,EAAE,MAAM,CAAC,CAAC;AAE5E;;;;GAIG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EACtC,MAAc,EACd,MAKC,EAaA,EAAE,CACH,WAAW,CAAC,QAAQ,CAAC,sBAAsB,MAAM,EAAE,EAAE,GAAG,EAAE,KAAM,EAAE,GAAG,EAAE,CACrE,aAAa,CAAC,KAAK,EAAE,mBAAmB,MAAM,aAAa,EAAE,MAAM,CAAC,CACrE,CAAC;AAEJ;;;;GAIG;AACH,MAAM,CAAC,MAAM,iBAAiB,GAAG,CAC/B,MAAc,EACd,MAA8B,EAyB9B,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,mBAAmB,MAAM,UAAU,EAAE,MAAM,CAAC,CAAC;AAEvE;;;;GAIG;AACH,MAAM,CAAC,MAAM,cAAc,GAAG,CAAC,MAG9B,EAoBC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,sBAAsB,EAAE,MAAM,CAAC,CAAC;AAE1D;;;GAGG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,GAqBlC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,sBAAsB,CAAC,CAAC","sourcesContent":["import { rateLimiter } from './rate-limiter';\nimport { requestPublic } from './http-client';\n\n/**\n * 查询所有的合约信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%89%80%E6%9C%89%E7%9A%84%E5%90%88%E7%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesContracts = (\n  settle: string,\n  params?: { limit?: number; offset?: number },\n): Promise<\n  {\n    name: string;\n    type: string;\n    quanto_multiplier: string;\n    ref_discount_rate: string;\n    order_price_deviate: string;\n    maintenance_rate: string;\n    mark_type: string;\n    last_price: string;\n    mark_price: string;\n    index_price: string;\n    funding_rate_indicative: string;\n    mark_price_round: string;\n    funding_offset: number;\n    in_delisting: boolean;\n    risk_limit_base: string;\n    interest_rate: string;\n    order_price_round: string;\n    order_size_min: number;\n    ref_rebate_rate: string;\n    funding_interval: number;\n    risk_limit_step: string;\n    leverage_min: string;\n    leverage_max: string;\n    risk_limit_max: string;\n    maker_fee_rate: string;\n    taker_fee_rate: string;\n    funding_rate: string;\n    order_size_max: number;\n    funding_next_apply: number;\n    short_users: number;\n    config_change_time: number;\n    trade_size: number;\n    position_size: number;\n    long_users: number;\n    funding_impact_value: string;\n    orders_limit: number;\n    trade_id: number;\n    orderbook_id: number;\n    enable_bonus: boolean;\n    enable_credit: boolean;\n    create_time: number;\n    funding_cap_ratio: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/contracts`, params);\n\n/**\n * 合约市场历史资金费率\n *\n * - Note: 该接口返回的数据是按照时间倒序排列的\n * - Note: limit 参数最大值为 1000\n * - Note: t 字段为秒级时间戳 (Unix Second)，r 字段为资金费率 (0-1 单位)\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E5%8E%86%E5%8F%B2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87\n */\nexport const getFutureFundingRate = (\n  settle: string,\n  params: { contract: string; limit?: number },\n): Promise<\n  {\n    t: number;\n    r: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/funding_rate`, params);\n\n/**\n * 查询合约市场深度信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E6%B7%B1%E5%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesOrderBook = async (\n  settle: string,\n  params: {\n    contract: string;\n    interval?: string;\n    limit?: number;\n    with_id?: boolean;\n  },\n): Promise<{\n  id: number;\n  current: number;\n  update: number;\n  asks: {\n    p: string;\n    s: string;\n  }[];\n  bids: {\n    p: string;\n    s: string;\n  }[];\n}> =>\n  rateLimiter.schedule(`futures-order-book:${settle}`, 200, 10_000, () =>\n    requestPublic('GET', `/api/v4/futures/${settle}/order_book`, params),\n  );\n\n/**\n * 获取所有合约交易行情统计\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E6%89%80%E6%9C%89%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E8%A1%8C%E6%83%85%E7%BB%9F%E8%AE%A1\n */\nexport const getFuturesTickers = (\n  settle: string,\n  params?: { contract?: string },\n): Promise<\n  {\n    contract: string;\n    last: string;\n    change_percentage: string;\n    total_size: string;\n    low_24h: string;\n    high_24h: string;\n    volume_24h: string;\n    volume_24h_btc: string;\n    volume_24h_usd: string;\n    volume_24h_base: string;\n    volume_24h_quote: string;\n    volume_24h_settle: string;\n    mark_price: string;\n    funding_rate: string;\n    funding_rate_indicative: string;\n    index_price: string;\n    quanto_base_rate: string;\n    basis_rate: string;\n    basis_value: string;\n    lowest_ask: string;\n    highest_bid: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/tickers`, params);\n\n/**\n * 获取交易对 ticker 信息\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E4%BA%A4%E6%98%93%E5%AF%B9-ticker-%E4%BF%A1%E6%81%AF\n */\nexport const getSpotTickers = (params: {\n  currency_pair?: string;\n  timezone?: string;\n}): Promise<\n  Array<{\n    currency_pair: string;\n    last: string;\n    lowest_ask: string;\n    lowest_size: string;\n    highest_bid: string;\n    highest_size: string;\n    change_percentage: string;\n    change_utc0: string;\n    change_utc8: string;\n    base_volume: string;\n    quote_volume: string;\n    high_24h: string;\n    low_24h: string;\n    etf_net_value: string;\n    etf_pre_net_value: string;\n    etf_pre_timestamp: string;\n    etf_leverage: string;\n  }>\n> => requestPublic('GET', `/api/v4/spot/tickers`, params);\n\n/**\n * 查询支持的所有现货交易对\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%94%AF%E6%8C%81%E7%9A%84%E6%89%80%E6%9C%89%E4%BA%A4%E6%98%93%E5%AF%B9\n */\nexport const getSpotCurrencyPairs = (): Promise<\n  Array<{\n    id: string;\n    base: string;\n    base_name: string;\n    quote: string;\n    quote_name: string;\n    fee: string;\n    min_base_amount: string;\n    min_quote_amount: string;\n    max_base_amount: string;\n    max_quote_amount: string;\n    amount_precision: Number;\n    precision: Number;\n    trade_status: string;\n    sell_start: Number;\n    buy_start: number;\n    delisting_time: number;\n    trade_url: string;\n    st_tag: boolean;\n  }>\n> => requestPublic('GET', `/spot/currency_pairs`);\n"]}

package/dist/index.js

@@ -2,4 +2,5 @@ import './services/markets/product';
 import './services/markets/interest-rate';
 import './services/transfer';
 import './services/exchange';
+import './services/markets/quote';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,4BAA4B,CAAC;AACpC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC","sourcesContent":["import './services/markets/product';\nimport './services/markets/interest-rate';\nimport './services/transfer';\nimport './services/exchange';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,4BAA4B,CAAC;AACpC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,0BAA0B,CAAC","sourcesContent":["import './services/markets/product';\nimport './services/markets/interest-rate';\nimport './services/transfer';\nimport './services/exchange';\nimport './services/markets/quote';\n"]}

package/dist/services/accounts/future.js

@@ -1,23 +1,19 @@
-import { firstValueFrom } from 'rxjs';
-import { getFuturePositions, getFuturesAccounts } from '../../api/private-api';
-import { mapProductIdToUsdtFutureProduct$ } from '../markets/product';
 import { encodePath } from '@yuants/utils';
+import { getFuturePositions, getFuturesAccounts } from '../../api/private-api';
+import { productCache } from '../markets/product';
 export const loadFuturePositions = async (credential) => {
-    const [positionsRes, productMap] = await Promise.all([
-        getFuturePositions(credential, 'usdt'),
-        firstValueFrom(mapProductIdToUsdtFutureProduct$),
-    ]);
-    const positions = Array.isArray(positionsRes) ? positionsRes : [];
-    return positions
-        .filter((pos) => Math.abs(pos.size) > 0)
-        .map((position) => {
-        var _a;
+    var _a;
+    const positions = [];
+    const positionsRes = await getFuturePositions(credential, 'usdt');
+    for (const position of Array.isArray(positionsRes) ? positionsRes : []) {
+        if (!(Math.abs(position.size) > 0))
+            continue;
         const product_id = encodePath('GATE', 'FUTURE', position.contract);
-        const theProduct = productMap.get(product_id);
+        const theProduct = await productCache.query(product_id);
         const volume = Math.abs(position.size);
         const closable_price = Number(position.mark_price);
         const valuation = volume * closable_price * ((_a = theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) !== null && _a !== void 0 ? _a : 1);
-        return {
+        positions.push({
             datasource_id: 'GATE',
             position_id: `${position.contract}-${position.leverage}-${position.mode}`,
             product_id,
@@ -34,8 +30,9 @@ export const loadFuturePositions = async (credential) => {
             closable_price,
             floating_profit: Number(position.unrealised_pnl),
             valuation,
-        };
-    });
+        });
+    }
+    return positions;
 };
 export const getFutureAccountInfo = async (credential) => {
     const [positions, rawAccount] = await Promise.all([

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

@@ -1 +1 @@
-{"version":3,"file":"future.js","sourceRoot":"","sources":["../../../src/services/accounts/future.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AACtC,OAAO,EAAE,kBAAkB,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AAC5F,OAAO,EAAE,gCAAgC,EAAE,MAAM,oBAAoB,CAAC;AACtE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IACzF,MAAM,CAAC,YAAY,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACnD,kBAAkB,CAAC,UAAU,EAAE,MAAM,CAAC;QACtC,cAAc,CAAC,gCAAgC,CAAC;KACjD,CAAC,CAAC;IACH,MAAM,SAAS,GAAG,KAAK,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,EAAE,CAAC;IAClE,OAAO,SAAS;SACb,MAAM,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;SACvC,GAAG,CAAC,CAAC,QAAQ,EAAa,EAAE;;QAC3B,MAAM,UAAU,GAAG,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,CAAC,CAAC;QACnE,MAAM,UAAU,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC9C,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QACvC,MAAM,cAAc,GAAG,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC;QACnD,MAAM,SAAS,GAAG,MAAM,GAAG,cAAc,GAAG,CAAC,MAAA,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,WAAW,mCAAI,CAAC,CAAC,CAAC;QAC3E,OAAO;YACL,aAAa,EAAE,MAAM;YACrB,WAAW,EAAE,GAAG,QAAQ,CAAC,QAAQ,IAAI,QAAQ,CAAC,QAAQ,IAAI,QAAQ,CAAC,IAAI,EAAE;YACzE,UAAU;YACV,SAAS,EACP,QAAQ,CAAC,IAAI,KAAK,WAAW;gBAC3B,CAAC,CAAC,MAAM;gBACR,CAAC,CAAC,QAAQ,CAAC,IAAI,KAAK,YAAY;oBAChC,CAAC,CAAC,OAAO;oBACT,CAAC,CAAC,QAAQ,CAAC,IAAI,GAAG,CAAC;wBACnB,CAAC,CAAC,MAAM;wBACR,CAAC,CAAC,OAAO;YACb,MAAM;YACN,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC;YACpC,cAAc,EAAE,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC;YAC5C,cAAc;YACd,eAAe,EAAE,MAAM,CAAC,QAAQ,CAAC,cAAc,CAAC;YAChD,SAAS;SACV,CAAC;IACJ,CAAC,CAAC,CAAC;AACP,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,oBAAoB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IACpE,MAAM,CAAC,SAAS,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAChD,mBAAmB,CAAC,UAAU,CAAC;QAC/B,kBAAkB,CAAC,UAAU,EAAE,MAAM,CAAC;KACvC,CAAC,CAAC;IAEH,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import type { IActionHandlerOfGetAccountInfo, IPosition } from '@yuants/data-account';\nimport { firstValueFrom } from 'rxjs';\nimport { getFuturePositions, getFuturesAccounts, ICredential } from '../../api/private-api';\nimport { mapProductIdToUsdtFutureProduct$ } from '../markets/product';\nimport { encodePath } from '@yuants/utils';\n\nexport const loadFuturePositions = async (credential: ICredential): Promise<IPosition[]> => {\n  const [positionsRes, productMap] = await Promise.all([\n    getFuturePositions(credential, 'usdt'),\n    firstValueFrom(mapProductIdToUsdtFutureProduct$),\n  ]);\n  const positions = Array.isArray(positionsRes) ? positionsRes : [];\n  return positions\n    .filter((pos) => Math.abs(pos.size) > 0)\n    .map((position): IPosition => {\n      const product_id = encodePath('GATE', 'FUTURE', position.contract);\n      const theProduct = productMap.get(product_id);\n      const volume = Math.abs(position.size);\n      const closable_price = Number(position.mark_price);\n      const valuation = volume * closable_price * (theProduct?.value_scale ?? 1);\n      return {\n        datasource_id: 'GATE',\n        position_id: `${position.contract}-${position.leverage}-${position.mode}`,\n        product_id,\n        direction:\n          position.mode === 'dual_long'\n            ? 'LONG'\n            : position.mode === 'dual_short'\n            ? 'SHORT'\n            : position.size > 0\n            ? 'LONG'\n            : 'SHORT',\n        volume,\n        free_volume: Math.abs(position.size),\n        position_price: Number(position.entry_price),\n        closable_price,\n        floating_profit: Number(position.unrealised_pnl),\n        valuation,\n      };\n    });\n};\n\nexport const getFutureAccountInfo = async (credential: ICredential) => {\n  const [positions, rawAccount] = await Promise.all([\n    loadFuturePositions(credential),\n    getFuturesAccounts(credential, 'usdt'),\n  ]);\n\n  return positions;\n};\n"]}
+{"version":3,"file":"future.js","sourceRoot":"","sources":["../../../src/services/accounts/future.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,kBAAkB,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AAC5F,OAAO,EAAE,YAAY,EAAE,MAAM,oBAAoB,CAAC;AAElD,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;;IACzF,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,MAAM,YAAY,GAAG,MAAM,kBAAkB,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAElE,KAAK,MAAM,QAAQ,IAAI,KAAK,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,EAAE,EAAE;QACtE,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;YAAE,SAAS;QAE7C,MAAM,UAAU,GAAG,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,CAAC,CAAC;QACnE,MAAM,UAAU,GAAG,MAAM,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QACxD,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QACvC,MAAM,cAAc,GAAG,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC;QACnD,MAAM,SAAS,GAAG,MAAM,GAAG,cAAc,GAAG,CAAC,MAAA,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,WAAW,mCAAI,CAAC,CAAC,CAAC;QAC3E,SAAS,CAAC,IAAI,CAAC;YACb,aAAa,EAAE,MAAM;YACrB,WAAW,EAAE,GAAG,QAAQ,CAAC,QAAQ,IAAI,QAAQ,CAAC,QAAQ,IAAI,QAAQ,CAAC,IAAI,EAAE;YACzE,UAAU;YACV,SAAS,EACP,QAAQ,CAAC,IAAI,KAAK,WAAW;gBAC3B,CAAC,CAAC,MAAM;gBACR,CAAC,CAAC,QAAQ,CAAC,IAAI,KAAK,YAAY;oBAChC,CAAC,CAAC,OAAO;oBACT,CAAC,CAAC,QAAQ,CAAC,IAAI,GAAG,CAAC;wBACnB,CAAC,CAAC,MAAM;wBACR,CAAC,CAAC,OAAO;YACb,MAAM;YACN,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC;YACpC,cAAc,EAAE,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC;YAC5C,cAAc;YACd,eAAe,EAAE,MAAM,CAAC,QAAQ,CAAC,cAAc,CAAC;YAChD,SAAS;SACV,CAAC,CAAC;KACJ;IAED,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,oBAAoB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IACpE,MAAM,CAAC,SAAS,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAChD,mBAAmB,CAAC,UAAU,CAAC;QAC/B,kBAAkB,CAAC,UAAU,EAAE,MAAM,CAAC;KACvC,CAAC,CAAC;IAEH,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import type { IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getFuturePositions, getFuturesAccounts, ICredential } from '../../api/private-api';\nimport { productCache } from '../markets/product';\n\nexport const loadFuturePositions = async (credential: ICredential): Promise<IPosition[]> => {\n  const positions: IPosition[] = [];\n  const positionsRes = await getFuturePositions(credential, 'usdt');\n\n  for (const position of Array.isArray(positionsRes) ? positionsRes : []) {\n    if (!(Math.abs(position.size) > 0)) continue;\n\n    const product_id = encodePath('GATE', 'FUTURE', position.contract);\n    const theProduct = await productCache.query(product_id);\n    const volume = Math.abs(position.size);\n    const closable_price = Number(position.mark_price);\n    const valuation = volume * closable_price * (theProduct?.value_scale ?? 1);\n    positions.push({\n      datasource_id: 'GATE',\n      position_id: `${position.contract}-${position.leverage}-${position.mode}`,\n      product_id,\n      direction:\n        position.mode === 'dual_long'\n          ? 'LONG'\n          : position.mode === 'dual_short'\n          ? 'SHORT'\n          : position.size > 0\n          ? 'LONG'\n          : 'SHORT',\n      volume,\n      free_volume: Math.abs(position.size),\n      position_price: Number(position.entry_price),\n      closable_price,\n      floating_profit: Number(position.unrealised_pnl),\n      valuation,\n    });\n  }\n\n  return positions;\n};\n\nexport const getFutureAccountInfo = async (credential: ICredential) => {\n  const [positions, rawAccount] = await Promise.all([\n    loadFuturePositions(credential),\n    getFuturesAccounts(credential, 'usdt'),\n  ]);\n\n  return positions;\n};\n"]}

package/dist/services/markets/product.js

@@ -1,41 +1,8 @@
+import { createProductCache } from '@yuants/data-product';
 import { Terminal } from '@yuants/protocol';
-import { createSQLWriter } from '@yuants/sql';
-import { defer, from, map, mergeMap, repeat, retry, shareReplay, Subject, tap, toArray } from 'rxjs';
-import { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';
 import { encodePath } from '@yuants/utils';
-const terminal = Terminal.fromNodeEnv();
-const product$ = new Subject();
-const usdtFutureProducts$ = defer(() => getFuturesContracts('usdt', {})).pipe(mergeMap((contracts) => from(contracts).pipe(map((contract) => {
-    const [base, quote] = contract.name.split('_');
-    return {
-        datasource_id: 'GATE',
-        product_id: encodePath('GATE', 'FUTURE', contract.name),
-        base_currency: base,
-        quote_currency: quote,
-        value_scale: Number(contract.quanto_multiplier),
-        price_step: Number(contract.order_price_round),
-        volume_step: 1,
-        name: '',
-        value_scale_unit: '',
-        margin_rate: 0,
-        value_based_cost: 0,
-        volume_based_cost: 0,
-        max_position: 0,
-        max_volume: 0,
-        allow_long: true,
-        allow_short: true,
-        market_id: 'GATE/USDT-FUTURE',
-        no_interest_rate: false,
-    };
-}), tap((item) => product$.next(item)), toArray())), repeat({ delay: 3600000 }), retry({ delay: 60000 }), shareReplay(1));
-usdtFutureProducts$.subscribe();
-export const mapProductIdToUsdtFutureProduct$ = usdtFutureProducts$.pipe(map((items) => new Map(items.map((item) => [item.product_id, item]))), shareReplay(1));
-createSQLWriter(terminal, {
-    data$: product$,
-    tableName: 'product',
-    conflictKeys: ['datasource_id', 'product_id'],
-    writeInterval: 1000,
-});
+import { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';
+export const productCache = createProductCache(Terminal.fromNodeEnv());
 export const listProducts = async () => {
     const [futureProducts, spotProducts] = await Promise.all([
         getFuturesContracts('usdt', {}),
@@ -53,7 +20,7 @@ export const listProducts = async () => {
             volume_step: 1,
             name: '',
             value_scale_unit: '',
-            margin_rate: 0,
+            margin_rate: 1 / Number(contract.leverage_max),
             value_based_cost: 0,
             volume_based_cost: 0,
             max_position: 0,

package/dist/services/markets/product.js.map

@@ -1 +1 @@
-{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAC;AAC9C,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,OAAO,EAAE,GAAG,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AACrG,OAAO,EAAE,mBAAmB,EAAE,oBAAoB,EAAE,MAAM,sBAAsB,CAAC;AACjF,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,QAAQ,GAAG,IAAI,OAAO,EAAY,CAAC;AAEzC,MAAM,mBAAmB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAC3E,QAAQ,CAAC,CAAC,SAAS,EAAE,EAAE,CACrB,IAAI,CAAC,SAAS,CAAC,CAAC,IAAI,CAClB,GAAG,CAAC,CAAC,QAAQ,EAAY,EAAE;IACzB,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAC/C,OAAO;QACL,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,IAAI,CAAC;QACvD,aAAa,EAAE,IAAI;QACnB,cAAc,EAAE,KAAK;QACrB,WAAW,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;QAC/C,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;QAC9C,WAAW,EAAE,CAAC;QACd,IAAI,EAAE,EAAE;QACR,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,IAAI;QACjB,SAAS,EAAE,kBAAkB;QAC7B,gBAAgB,EAAE,KAAK;KACxB,CAAC;AACJ,CAAC,CAAC,EACF,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,EAClC,OAAO,EAAE,CACV,CACF,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,OAAS,EAAE,CAAC,EAC5B,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,mBAAmB,CAAC,SAAS,EAAE,CAAC;AAEhC,MAAM,CAAC,MAAM,gCAAgC,GAAG,mBAAmB,CAAC,IAAI,CACtE,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,IAAI,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,EACrE,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,eAAe,CAAC,QAAQ,EAAE;IACxB,KAAK,EAAE,QAAQ;IACf,SAAS,EAAE,SAAS;IACpB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;IAC7C,aAAa,EAAE,IAAI;CACpB,CAAC,CAAC;AAEH,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,IAAI,EAAE;IACrC,MAAM,CAAC,cAAc,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACvD,mBAAmB,CAAC,MAAM,EAAE,EAAE,CAAC;QAC/B,oBAAoB,EAAE;KACvB,CAAC,CAAC;IACH,MAAM,GAAG,GAAG,cAAc,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE;QAC1C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAC/C,OAAO;YACL,aAAa,EAAE,MAAM;YACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,IAAI,CAAC;YACvD,aAAa,EAAE,IAAI;YACnB,cAAc,EAAE,KAAK;YACrB,WAAW,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;YAC/C,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;YAC9C,WAAW,EAAE,CAAC;YACd,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC;YACd,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,kBAAkB;YAC7B,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;IACH,MAAM,GAAG,GAAG,YAAY,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;QACtC,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,CAAC;QAC/C,aAAa,EAAE,IAAI,CAAC,IAAI;QACxB,cAAc,EAAE,IAAI,CAAC,KAAK;QAC1B,WAAW,EAAE,CAAC;QACd,UAAU,EAAE,MAAM,CAAC,MAAM,IAAI,CAAC,SAAS,EAAE,CAAC;QAC1C,WAAW,EAAE,CAAC;QACd,IAAI,EAAE,EAAE;QACR,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,KAAK;QAClB,SAAS,EAAE,gBAAgB;QAC3B,gBAAgB,EAAE,KAAK;KACxB,CAAC,CAAC,CAAC;IAEJ,OAAO,CAAC,GAAG,GAAG,EAAE,GAAG,GAAG,CAAC,CAAC;AAC1B,CAAC,CAAC","sourcesContent":["import { IProduct } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { defer, from, map, mergeMap, repeat, retry, shareReplay, Subject, tap, toArray } from 'rxjs';\nimport { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';\nimport { encodePath } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst product$ = new Subject<IProduct>();\n\nconst usdtFutureProducts$ = defer(() => getFuturesContracts('usdt', {})).pipe(\n  mergeMap((contracts) =>\n    from(contracts).pipe(\n      map((contract): IProduct => {\n        const [base, quote] = contract.name.split('_');\n        return {\n          datasource_id: 'GATE',\n          product_id: encodePath('GATE', 'FUTURE', contract.name),\n          base_currency: base,\n          quote_currency: quote,\n          value_scale: Number(contract.quanto_multiplier),\n          price_step: Number(contract.order_price_round),\n          volume_step: 1,\n          name: '',\n          value_scale_unit: '',\n          margin_rate: 0,\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: 'GATE/USDT-FUTURE',\n          no_interest_rate: false,\n        };\n      }),\n      tap((item) => product$.next(item)),\n      toArray(),\n    ),\n  ),\n  repeat({ delay: 3_600_000 }),\n  retry({ delay: 60_000 }),\n  shareReplay(1),\n);\n\nusdtFutureProducts$.subscribe();\n\nexport const mapProductIdToUsdtFutureProduct$ = usdtFutureProducts$.pipe(\n  map((items) => new Map(items.map((item) => [item.product_id, item]))),\n  shareReplay(1),\n);\n\ncreateSQLWriter(terminal, {\n  data$: product$,\n  tableName: 'product',\n  conflictKeys: ['datasource_id', 'product_id'],\n  writeInterval: 1000,\n});\n\nexport const listProducts = async () => {\n  const [futureProducts, spotProducts] = await Promise.all([\n    getFuturesContracts('usdt', {}),\n    getSpotCurrencyPairs(),\n  ]);\n  const fps = futureProducts.map((contract) => {\n    const [base, quote] = contract.name.split('_');\n    return {\n      datasource_id: 'GATE',\n      product_id: encodePath('GATE', 'FUTURE', contract.name),\n      base_currency: base,\n      quote_currency: quote,\n      value_scale: Number(contract.quanto_multiplier),\n      price_step: Number(contract.order_price_round),\n      volume_step: 1,\n      name: '',\n      value_scale_unit: '',\n      margin_rate: 0,\n      value_based_cost: 0,\n      volume_based_cost: 0,\n      max_position: 0,\n      max_volume: 0,\n      allow_long: true,\n      allow_short: true,\n      market_id: 'GATE/USDT-FUTURE',\n      no_interest_rate: false,\n    };\n  });\n  const sps = spotProducts.map((spot) => ({\n    datasource_id: 'GATE',\n    product_id: encodePath('GATE', 'SPOT', spot.id),\n    base_currency: spot.base,\n    quote_currency: spot.quote,\n    value_scale: 1,\n    price_step: Number(`1e-${spot.precision}`),\n    volume_step: 1,\n    name: '',\n    value_scale_unit: '',\n    margin_rate: 0,\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: 'GATE/USDT-SPOT',\n    no_interest_rate: false,\n  }));\n\n  return [...fps, ...sps];\n};\n"]}
+{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,sBAAsB,CAAC;AAC1D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,mBAAmB,EAAE,oBAAoB,EAAE,MAAM,sBAAsB,CAAC;AAEjF,MAAM,CAAC,MAAM,YAAY,GAAG,kBAAkB,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;AAEvE,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,IAAI,EAAE;IACrC,MAAM,CAAC,cAAc,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACvD,mBAAmB,CAAC,MAAM,EAAE,EAAE,CAAC;QAC/B,oBAAoB,EAAE;KACvB,CAAC,CAAC;IACH,MAAM,GAAG,GAAG,cAAc,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE;QAC1C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAC/C,OAAO;YACL,aAAa,EAAE,MAAM;YACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,IAAI,CAAC;YACvD,aAAa,EAAE,IAAI;YACnB,cAAc,EAAE,KAAK;YACrB,WAAW,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;YAC/C,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;YAC9C,WAAW,EAAE,CAAC;YACd,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC;YAC9C,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,kBAAkB;YAC7B,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;IACH,MAAM,GAAG,GAAG,YAAY,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;QACtC,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,CAAC;QAC/C,aAAa,EAAE,IAAI,CAAC,IAAI;QACxB,cAAc,EAAE,IAAI,CAAC,KAAK;QAC1B,WAAW,EAAE,CAAC;QACd,UAAU,EAAE,MAAM,CAAC,MAAM,IAAI,CAAC,SAAS,EAAE,CAAC;QAC1C,WAAW,EAAE,CAAC;QACd,IAAI,EAAE,EAAE;QACR,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,KAAK;QAClB,SAAS,EAAE,gBAAgB;QAC3B,gBAAgB,EAAE,KAAK;KACxB,CAAC,CAAC,CAAC;IAEJ,OAAO,CAAC,GAAG,GAAG,EAAE,GAAG,GAAG,CAAC,CAAC;AAC1B,CAAC,CAAC","sourcesContent":["import { createProductCache } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';\n\nexport const productCache = createProductCache(Terminal.fromNodeEnv());\n\nexport const listProducts = async () => {\n  const [futureProducts, spotProducts] = await Promise.all([\n    getFuturesContracts('usdt', {}),\n    getSpotCurrencyPairs(),\n  ]);\n  const fps = futureProducts.map((contract) => {\n    const [base, quote] = contract.name.split('_');\n    return {\n      datasource_id: 'GATE',\n      product_id: encodePath('GATE', 'FUTURE', contract.name),\n      base_currency: base,\n      quote_currency: quote,\n      value_scale: Number(contract.quanto_multiplier),\n      price_step: Number(contract.order_price_round),\n      volume_step: 1,\n      name: '',\n      value_scale_unit: '',\n      margin_rate: 1 / Number(contract.leverage_max),\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: 'GATE/USDT-FUTURE',\n      no_interest_rate: false,\n    };\n  });\n  const sps = spotProducts.map((spot) => ({\n    datasource_id: 'GATE',\n    product_id: encodePath('GATE', 'SPOT', spot.id),\n    base_currency: spot.base,\n    quote_currency: spot.quote,\n    value_scale: 1,\n    price_step: Number(`1e-${spot.precision}`),\n    volume_step: 1,\n    name: '',\n    value_scale_unit: '',\n    margin_rate: 0,\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: 'GATE/USDT-SPOT',\n    no_interest_rate: false,\n  }));\n\n  return [...fps, ...sps];\n};\n"]}

package/dist/services/markets/quote.js

@@ -0,0 +1,70 @@
+import { Terminal } from '@yuants/protocol';
+import { writeToSQL } from '@yuants/sql';
+import { decodePath, encodePath } from '@yuants/utils';
+import { defer, filter, map, mergeMap, repeat, retry, shareReplay, merge, catchError, EMPTY, groupBy, scan, share, } from 'rxjs';
+import { getFuturesTickers, getFuturesContracts, getSpotTickers } from '../../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+// 获取所有USDT永续合约
+const usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(repeat({ delay: 3600000 }), retry({ delay: 60000 }), shareReplay(1));
+// 从tickers获取价格和交易量数据
+const quoteFromTickers$ = defer(() => getFuturesTickers('usdt', {})).pipe(mergeMap((tickers) => tickers), map((ticker) => ({
+    datasource_id: 'GATE',
+    product_id: encodePath('GATE', 'FUTURE', ticker.contract),
+    last_price: ticker.last,
+    ask_price: ticker.lowest_ask,
+    bid_price: ticker.highest_bid,
+    // GATE API doesn't provide bid/ask volumes in tickers endpoint
+    // We'll need to use order book for that if required
+    ask_volume: '0',
+    bid_volume: '0',
+    // total_size is the open interest
+    open_interest: ticker.total_size,
+    // funding_rate is the current funding rate
+    interest_rate_long: ticker.funding_rate ? `${-parseFloat(ticker.funding_rate)}` : undefined,
+    interest_rate_short: ticker.funding_rate,
+})), repeat({ delay: 5000 }), retry({ delay: 1000 }));
+// 从现货tickers获取价格和交易量数据
+const quoteFromSpotTickers$ = defer(() => getSpotTickers({})).pipe(mergeMap((tickers) => tickers), map((ticker) => {
+    var _a, _b;
+    return ({
+        datasource_id: 'GATE',
+        product_id: encodePath('GATE', 'SPOT', ticker.currency_pair),
+        last_price: ticker.last,
+        ask_price: ticker.lowest_ask,
+        bid_price: ticker.highest_bid,
+        ask_volume: (_a = ticker.lowest_size) !== null && _a !== void 0 ? _a : '0',
+        bid_volume: (_b = ticker.highest_size) !== null && _b !== void 0 ? _b : '0',
+        // 现货没有持仓量的概念，设置为0
+        open_interest: '0',
+    });
+}), repeat({ delay: 5000 }), retry({ delay: 1000 }));
+const quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$];
+const quote$ = defer(() => merge(...quoteSources$.map((x$) => defer(() => x$).pipe(
+// 防止单个流关闭导致整体关闭
+catchError(() => EMPTY))))).pipe(groupBy((x) => encodePath(x.datasource_id, x.product_id)), mergeMap((group$) => {
+    return group$.pipe(
+    //
+    scan((acc, cur) => Object.assign(acc, cur), {}));
+}), share());
+// 写入数据库
+if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
+    terminal.channel.publishChannel('quote', { pattern: `^GATE/` }, (channel_id) => {
+        const [datasource_id, product_id] = decodePath(channel_id);
+        if (!datasource_id) {
+            throw 'datasource_id is required';
+        }
+        if (!product_id) {
+            throw 'product_id is required';
+        }
+        return quote$.pipe(filter((x) => x.product_id === product_id));
+    });
+    quote$
+        .pipe(writeToSQL({
+        terminal,
+        writeInterval: 1000,
+        tableName: 'quote',
+        conflictKeys: ['datasource_id', 'product_id'],
+    }))
+        .subscribe();
+}
+//# sourceMappingURL=quote.js.map

package/dist/services/markets/quote.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAc,MAAM,eAAe,CAAC;AACnE,OAAO,EACL,KAAK,EACL,MAAM,EAEN,GAAG,EACH,QAAQ,EACR,MAAM,EACN,KAAK,EACL,WAAW,EACX,KAAK,EACL,UAAU,EACV,KAAK,EACL,OAAO,EACP,IAAI,EACJ,KAAK,GAEN,MAAM,MAAM,CAAC;AACd,OAAO,EAAE,iBAAiB,EAAE,mBAAmB,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAE9F,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,eAAe;AACf,MAAM,oBAAoB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAC5E,MAAM,CAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,qBAAqB;AACrB,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,iBAAiB,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CACvE,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,GAAG,CACD,CAAC,MAAM,EAAmB,EAAE,CAAC,CAAC;IAC5B,aAAa,EAAE,MAAM;IACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC;IACzD,UAAU,EAAE,MAAM,CAAC,IAAI;IACvB,SAAS,EAAE,MAAM,CAAC,UAAU;IAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;IAC7B,+DAA+D;IAC/D,oDAAoD;IACpD,UAAU,EAAE,GAAG;IACf,UAAU,EAAE,GAAG;IACf,kCAAkC;IAClC,aAAa,EAAE,MAAM,CAAC,UAAU;IAChC,2CAA2C;IAC3C,kBAAkB,EAAE,MAAM,CAAC,YAAY,CAAC,CAAC,CAAC,GAAG,CAAC,UAAU,CAAC,MAAM,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS;IAC3F,mBAAmB,EAAE,MAAM,CAAC,YAAY;CACzC,CAAC,CACH,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,uBAAuB;AACvB,MAAM,qBAAqB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,cAAc,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAChE,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,GAAG,CACD,CAAC,MAAM,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC5B,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,aAAa,CAAC;QAC5D,UAAU,EAAE,MAAM,CAAC,IAAI;QACvB,SAAS,EAAE,MAAM,CAAC,UAAU;QAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;QAC7B,UAAU,EAAE,MAAA,MAAM,CAAC,WAAW,mCAAI,GAAG;QACrC,UAAU,EAAE,MAAA,MAAM,CAAC,YAAY,mCAAI,GAAG;QACtC,kBAAkB;QAClB,aAAa,EAAE,GAAG;KACnB,CAAC,CAAA;CAAA,CACH,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,MAAM,aAAa,GAAG,CAAC,iBAAiB,EAAE,qBAAqB,CAAC,CAAC;AAEjE,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CACxB,KAAK,CACH,GAAG,aAAa,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,CAC1B,KAAK,CAAC,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI;AAClB,gBAAgB;AAChB,UAAU,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,CACxB,CACF,CACF,CACF,CAAC,IAAI,CACJ,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,UAAU,CAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC,CAAC,EACzD,QAAQ,CAAC,CAAC,MAAM,EAAE,EAAE;IAClB,OAAO,MAAM,CAAC,IAAI;IAChB,EAAE;IACF,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAqB,CAAC,CACnE,CAAC;AACJ,CAAC,CAAC,EACF,KAAK,EAAE,CACR,CAAC;AAEF,QAAQ;AACR,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,QAAQ,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAC7E,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QAC3D,IAAI,CAAC,aAAa,EAAE;YAClB,MAAM,2BAA2B,CAAC;SACnC;QACD,IAAI,CAAC,UAAU,EAAE;YACf,MAAM,wBAAwB,CAAC;SAChC;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;IACjE,CAAC,CAAC,CAAC;IACH,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,aAAa,EAAE,IAAI;QACnB,SAAS,EAAE,OAAO;QAClB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB","sourcesContent":["import { 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  map,\n  mergeMap,\n  repeat,\n  retry,\n  shareReplay,\n  merge,\n  catchError,\n  EMPTY,\n  groupBy,\n  scan,\n  share,\n  tap,\n} from 'rxjs';\nimport { getFuturesTickers, getFuturesContracts, getSpotTickers } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 获取所有USDT永续合约\nconst usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 60_000 }),\n  shareReplay(1),\n);\n\n// 从tickers获取价格和交易量数据\nconst quoteFromTickers$ = defer(() => getFuturesTickers('usdt', {})).pipe(\n  mergeMap((tickers) => tickers),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'GATE',\n      product_id: encodePath('GATE', 'FUTURE', ticker.contract),\n      last_price: ticker.last,\n      ask_price: ticker.lowest_ask,\n      bid_price: ticker.highest_bid,\n      // GATE API doesn't provide bid/ask volumes in tickers endpoint\n      // We'll need to use order book for that if required\n      ask_volume: '0',\n      bid_volume: '0',\n      // total_size is the open interest\n      open_interest: ticker.total_size,\n      // funding_rate is the current funding rate\n      interest_rate_long: ticker.funding_rate ? `${-parseFloat(ticker.funding_rate)}` : undefined,\n      interest_rate_short: ticker.funding_rate,\n    }),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 1000 }),\n);\n\n// 从现货tickers获取价格和交易量数据\nconst quoteFromSpotTickers$ = defer(() => getSpotTickers({})).pipe(\n  mergeMap((tickers) => tickers),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'GATE',\n      product_id: encodePath('GATE', 'SPOT', ticker.currency_pair),\n      last_price: ticker.last,\n      ask_price: ticker.lowest_ask,\n      bid_price: ticker.highest_bid,\n      ask_volume: ticker.lowest_size ?? '0',\n      bid_volume: ticker.highest_size ?? '0',\n      // 现货没有持仓量的概念，设置为0\n      open_interest: '0',\n    }),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$];\n\nconst quote$ = defer(() =>\n  merge(\n    ...quoteSources$.map((x$) =>\n      defer(() => x$).pipe(\n        // 防止单个流关闭导致整体关闭\n        catchError(() => EMPTY),\n      ),\n    ),\n  ),\n).pipe(\n  groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n  mergeMap((group$) => {\n    return group$.pipe(\n      //\n      scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n    );\n  }),\n  share(),\n);\n\n// 写入数据库\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  terminal.channel.publishChannel('quote', { pattern: `^GATE/` }, (channel_id) => {\n    const [datasource_id, product_id] = decodePath(channel_id);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    return quote$.pipe(filter((x) => x.product_id === product_id));\n  });\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n"]}

package/dist/services/orders/submitOrder.js

@@ -33,10 +33,10 @@ export const submitOrder = async (credential, order) => {
     if (price === undefined) {
         throw new Error('Limit/Maker order requires price');
     }
-    const [, TYPE] = decodePath(order.product_id);
+    const [, TYPE, contract] = decodePath(order.product_id);
     if (TYPE === 'FUTURE') {
         const res = await postFutureOrders(credential, 'usdt', {
-            contract: order.product_id,
+            contract,
             size,
             price,
             tif,

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

@@ -1 +1 @@
-{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAe,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;AACtE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,MAAM,eAAe,GAAG,CAAC,eAAwB,EAAU,EAAE;IAC3D,QAAQ,eAAe,EAAE;QACvB,KAAK,WAAW,CAAC;QACjB,KAAK,aAAa;YAChB,OAAO,CAAC,CAAC;QACX,KAAK,YAAY,CAAC;QAClB,KAAK,YAAY;YACf,OAAO,CAAC,CAAC,CAAC;QACZ;YACE,MAAM,IAAI,KAAK,CAAC,gCAAgC,eAAe,EAAE,CAAC,CAAC;KACtE;AACH,CAAC,CAAC;AAEF,MAAM,UAAU,GAAG,CAAC,UAAmB,EAAU,EAAE;IACjD,IAAI,UAAU,KAAK,QAAQ;QAAE,OAAO,KAAK,CAAC;IAC1C,IAAI,UAAU,KAAK,OAAO,IAAI,UAAU,KAAK,OAAO;QAAE,OAAO,KAAK,CAAC;IACnE,MAAM,IAAI,KAAK,CAAC,2BAA2B,UAAU,EAAE,CAAC,CAAC;AAC3D,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,IAAI,CAAC,KAAK,CAAC,UAAU,EAAE;QACrB,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;KACvC;IACD,IAAI,CAAC,KAAK,CAAC,MAAM,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,EAAE;QACtC,MAAM,IAAI,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACzC;IAED,MAAM,IAAI,GAAG,KAAK,CAAC,MAAM,GAAG,eAAe,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IACnE,MAAM,GAAG,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACzC,MAAM,WAAW,GAAG,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa,CAAC;IACtG,MAAM,KAAK,GACT,KAAK,CAAC,UAAU,KAAK,QAAQ,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;IACjG,IAAI,KAAK,KAAK,SAAS,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;KACrD;IACD,MAAM,CAAC,EAAE,IAAI,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAC9C,IAAI,IAAI,KAAK,QAAQ,EAAE;QACrB,MAAM,GAAG,GAAG,MAAM,gBAAgB,CAAC,UAAU,EAAE,MAAM,EAAE;YACrD,QAAQ,EAAE,KAAK,CAAC,UAAU;YAC1B,IAAI;YACJ,KAAK;YACL,GAAG;YACH,WAAW;SACZ,CAAC,CAAC;QAEH,IAAI,GAAG,CAAC,KAAK,EAAE;YACb,MAAM,MAAM,GAAG,CAAC,GAAG,CAAC,KAAK,EAAE,GAAG,CAAC,OAAO,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YAClF,MAAM,IAAI,KAAK,CAAC,MAAM,CAAC,CAAC;SACzB;QACD,OAAO;YACL,QAAQ,EAAE,GAAG,GAAG,CAAC,EAAE,EAAE;SACtB,CAAC;KACH;IACD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;AAC9C,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { ICredential, postFutureOrders } from '../../api/private-api';\nimport { decodePath } from '@yuants/utils';\n\nconst resolveSizeSign = (order_direction?: string): number => {\n  switch (order_direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 1;\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return -1;\n    default:\n      throw new Error(`Unsupported order_direction: ${order_direction}`);\n  }\n};\n\nconst resolveTif = (order_type?: string): string => {\n  if (order_type === 'MARKET') return 'ioc';\n  if (order_type === 'LIMIT' || order_type === 'MAKER') return 'gtc';\n  throw new Error(`Unsupported order_type: ${order_type}`);\n};\n\nexport const submitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  if (!order.product_id) {\n    throw new Error('Missing product_id');\n  }\n  if (!order.volume || order.volume <= 0) {\n    throw new Error('Invalid order volume');\n  }\n\n  const size = order.volume * resolveSizeSign(order.order_direction);\n  const tif = resolveTif(order.order_type);\n  const reduce_only = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT';\n  const price =\n    order.order_type === 'MARKET' ? '0' : order.price !== undefined ? `${order.price}` : undefined;\n  if (price === undefined) {\n    throw new Error('Limit/Maker order requires price');\n  }\n  const [, TYPE] = decodePath(order.product_id);\n  if (TYPE === 'FUTURE') {\n    const res = await postFutureOrders(credential, 'usdt', {\n      contract: order.product_id,\n      size,\n      price,\n      tif,\n      reduce_only,\n    });\n\n    if (res.label) {\n      const detail = [res.label, res.message, res.detail].filter((v) => !!v).join(': ');\n      throw new Error(detail);\n    }\n    return {\n      order_id: `${res.id}`,\n    };\n  }\n  throw new Error('Product type not support');\n};\n"]}
+{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AACA,OAAO,EAAe,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;AACtE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,MAAM,eAAe,GAAG,CAAC,eAAwB,EAAU,EAAE;IAC3D,QAAQ,eAAe,EAAE;QACvB,KAAK,WAAW,CAAC;QACjB,KAAK,aAAa;YAChB,OAAO,CAAC,CAAC;QACX,KAAK,YAAY,CAAC;QAClB,KAAK,YAAY;YACf,OAAO,CAAC,CAAC,CAAC;QACZ;YACE,MAAM,IAAI,KAAK,CAAC,gCAAgC,eAAe,EAAE,CAAC,CAAC;KACtE;AACH,CAAC,CAAC;AAEF,MAAM,UAAU,GAAG,CAAC,UAAmB,EAAU,EAAE;IACjD,IAAI,UAAU,KAAK,QAAQ;QAAE,OAAO,KAAK,CAAC;IAC1C,IAAI,UAAU,KAAK,OAAO,IAAI,UAAU,KAAK,OAAO;QAAE,OAAO,KAAK,CAAC;IACnE,MAAM,IAAI,KAAK,CAAC,2BAA2B,UAAU,EAAE,CAAC,CAAC;AAC3D,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,IAAI,CAAC,KAAK,CAAC,UAAU,EAAE;QACrB,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;KACvC;IACD,IAAI,CAAC,KAAK,CAAC,MAAM,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,EAAE;QACtC,MAAM,IAAI,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACzC;IAED,MAAM,IAAI,GAAG,KAAK,CAAC,MAAM,GAAG,eAAe,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IACnE,MAAM,GAAG,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACzC,MAAM,WAAW,GAAG,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa,CAAC;IACtG,MAAM,KAAK,GACT,KAAK,CAAC,UAAU,KAAK,QAAQ,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;IACjG,IAAI,KAAK,KAAK,SAAS,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;KACrD;IACD,MAAM,CAAC,EAAE,IAAI,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,IAAI,KAAK,QAAQ,EAAE;QACrB,MAAM,GAAG,GAAG,MAAM,gBAAgB,CAAC,UAAU,EAAE,MAAM,EAAE;YACrD,QAAQ;YACR,IAAI;YACJ,KAAK;YACL,GAAG;YACH,WAAW;SACZ,CAAC,CAAC;QAEH,IAAI,GAAG,CAAC,KAAK,EAAE;YACb,MAAM,MAAM,GAAG,CAAC,GAAG,CAAC,KAAK,EAAE,GAAG,CAAC,OAAO,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YAClF,MAAM,IAAI,KAAK,CAAC,MAAM,CAAC,CAAC;SACzB;QACD,OAAO;YACL,QAAQ,EAAE,GAAG,GAAG,CAAC,EAAE,EAAE;SACtB,CAAC;KACH;IACD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;AAC9C,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { ICredential, postFutureOrders } from '../../api/private-api';\nimport { decodePath } from '@yuants/utils';\n\nconst resolveSizeSign = (order_direction?: string): number => {\n  switch (order_direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 1;\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return -1;\n    default:\n      throw new Error(`Unsupported order_direction: ${order_direction}`);\n  }\n};\n\nconst resolveTif = (order_type?: string): string => {\n  if (order_type === 'MARKET') return 'ioc';\n  if (order_type === 'LIMIT' || order_type === 'MAKER') return 'gtc';\n  throw new Error(`Unsupported order_type: ${order_type}`);\n};\n\nexport const submitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  if (!order.product_id) {\n    throw new Error('Missing product_id');\n  }\n  if (!order.volume || order.volume <= 0) {\n    throw new Error('Invalid order volume');\n  }\n\n  const size = order.volume * resolveSizeSign(order.order_direction);\n  const tif = resolveTif(order.order_type);\n  const reduce_only = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT';\n  const price =\n    order.order_type === 'MARKET' ? '0' : order.price !== undefined ? `${order.price}` : undefined;\n  if (price === undefined) {\n    throw new Error('Limit/Maker order requires price');\n  }\n  const [, TYPE, contract] = decodePath(order.product_id);\n  if (TYPE === 'FUTURE') {\n    const res = await postFutureOrders(credential, 'usdt', {\n      contract,\n      size,\n      price,\n      tif,\n      reduce_only,\n    });\n\n    if (res.label) {\n      const detail = [res.label, res.message, res.detail].filter((v) => !!v).join(': ');\n      throw new Error(detail);\n    }\n    return {\n      order_id: `${res.id}`,\n    };\n  }\n  throw new Error('Product type not support');\n};\n"]}

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

@@ -122,7 +122,7 @@ export declare const getFuturesTickers: (settle: string, params?: {
 /**
  * 获取交易对 ticker 信息
  *
- * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%8D%95%E4%B8%AA%E4%BA%A4%E6%98%93%E5%AF%B9%E8%AF%A6%E6%83%85
+ * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E4%BA%A4%E6%98%93%E5%AF%B9-ticker-%E4%BF%A1%E6%81%AF
  */
 export declare const getSpotTickers: (params: {
     currency_pair?: string;

package/lib/api/public-api.js

@@ -38,7 +38,7 @@ exports.getFuturesTickers = getFuturesTickers;
 /**
  * 获取交易对 ticker 信息
  *
- * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%8D%95%E4%B8%AA%E4%BA%A4%E6%98%93%E5%AF%B9%E8%AF%A6%E6%83%85
+ * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E4%BA%A4%E6%98%93%E5%AF%B9-ticker-%E4%BF%A1%E6%81%AF
  */
 const getSpotTickers = (params) => (0, http_client_1.requestPublic)('GET', `/api/v4/spot/tickers`, params);
 exports.getSpotTickers = getSpotTickers;

package/lib/api/public-api.js.map

@@ -1 +1 @@
-{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA,iDAA6C;AAC7C,+CAA8C;AAE9C;;;;GAIG;AACI,MAAM,mBAAmB,GAAG,CACjC,MAAc,EACd,MAA4C,EA8C5C,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,mBAAmB,MAAM,YAAY,EAAE,MAAM,CAAC,CAAC;AAhD5D,QAAA,mBAAmB,uBAgDyC;AAEzE;;;;;;;;GAQG;AACI,MAAM,oBAAoB,GAAG,CAClC,MAAc,EACd,MAA4C,EAM5C,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,mBAAmB,MAAM,eAAe,EAAE,MAAM,CAAC,CAAC;AAR/D,QAAA,oBAAoB,wBAQ2C;AAE5E;;;;GAIG;AACI,MAAM,mBAAmB,GAAG,KAAK,EACtC,MAAc,EACd,MAKC,EAaA,EAAE,CACH,0BAAW,CAAC,QAAQ,CAAC,sBAAsB,MAAM,EAAE,EAAE,GAAG,EAAE,KAAM,EAAE,GAAG,EAAE,CACrE,IAAA,2BAAa,EAAC,KAAK,EAAE,mBAAmB,MAAM,aAAa,EAAE,MAAM,CAAC,CACrE,CAAC;AAvBS,QAAA,mBAAmB,uBAuB5B;AAEJ;;;;GAIG;AACI,MAAM,iBAAiB,GAAG,CAC/B,MAAc,EACd,MAA8B,EAyB9B,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,mBAAmB,MAAM,UAAU,EAAE,MAAM,CAAC,CAAC;AA3B1D,QAAA,iBAAiB,qBA2ByC;AAEvE;;;;GAIG;AACI,MAAM,cAAc,GAAG,CAAC,MAG9B,EAoBC,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,sBAAsB,EAAE,MAAM,CAAC,CAAC;AAvB7C,QAAA,cAAc,kBAuB+B;AAE1D;;;GAGG;AACI,MAAM,oBAAoB,GAAG,GAqBlC,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,sBAAsB,CAAC,CAAC;AArBrC,QAAA,oBAAoB,wBAqBiB","sourcesContent":["import { rateLimiter } from './rate-limiter';\nimport { requestPublic } from './http-client';\n\n/**\n * 查询所有的合约信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%89%80%E6%9C%89%E7%9A%84%E5%90%88%E7%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesContracts = (\n  settle: string,\n  params?: { limit?: number; offset?: number },\n): Promise<\n  {\n    name: string;\n    type: string;\n    quanto_multiplier: string;\n    ref_discount_rate: string;\n    order_price_deviate: string;\n    maintenance_rate: string;\n    mark_type: string;\n    last_price: string;\n    mark_price: string;\n    index_price: string;\n    funding_rate_indicative: string;\n    mark_price_round: string;\n    funding_offset: number;\n    in_delisting: boolean;\n    risk_limit_base: string;\n    interest_rate: string;\n    order_price_round: string;\n    order_size_min: number;\n    ref_rebate_rate: string;\n    funding_interval: number;\n    risk_limit_step: string;\n    leverage_min: string;\n    leverage_max: string;\n    risk_limit_max: string;\n    maker_fee_rate: string;\n    taker_fee_rate: string;\n    funding_rate: string;\n    order_size_max: number;\n    funding_next_apply: number;\n    short_users: number;\n    config_change_time: number;\n    trade_size: number;\n    position_size: number;\n    long_users: number;\n    funding_impact_value: string;\n    orders_limit: number;\n    trade_id: number;\n    orderbook_id: number;\n    enable_bonus: boolean;\n    enable_credit: boolean;\n    create_time: number;\n    funding_cap_ratio: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/contracts`, params);\n\n/**\n * 合约市场历史资金费率\n *\n * - Note: 该接口返回的数据是按照时间倒序排列的\n * - Note: limit 参数最大值为 1000\n * - Note: t 字段为秒级时间戳 (Unix Second)，r 字段为资金费率 (0-1 单位)\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E5%8E%86%E5%8F%B2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87\n */\nexport const getFutureFundingRate = (\n  settle: string,\n  params: { contract: string; limit?: number },\n): Promise<\n  {\n    t: number;\n    r: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/funding_rate`, params);\n\n/**\n * 查询合约市场深度信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E6%B7%B1%E5%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesOrderBook = async (\n  settle: string,\n  params: {\n    contract: string;\n    interval?: string;\n    limit?: number;\n    with_id?: boolean;\n  },\n): Promise<{\n  id: number;\n  current: number;\n  update: number;\n  asks: {\n    p: string;\n    s: string;\n  }[];\n  bids: {\n    p: string;\n    s: string;\n  }[];\n}> =>\n  rateLimiter.schedule(`futures-order-book:${settle}`, 200, 10_000, () =>\n    requestPublic('GET', `/api/v4/futures/${settle}/order_book`, params),\n  );\n\n/**\n * 获取所有合约交易行情统计\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E6%89%80%E6%9C%89%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E8%A1%8C%E6%83%85%E7%BB%9F%E8%AE%A1\n */\nexport const getFuturesTickers = (\n  settle: string,\n  params?: { contract?: string },\n): Promise<\n  {\n    contract: string;\n    last: string;\n    change_percentage: string;\n    total_size: string;\n    low_24h: string;\n    high_24h: string;\n    volume_24h: string;\n    volume_24h_btc: string;\n    volume_24h_usd: string;\n    volume_24h_base: string;\n    volume_24h_quote: string;\n    volume_24h_settle: string;\n    mark_price: string;\n    funding_rate: string;\n    funding_rate_indicative: string;\n    index_price: string;\n    quanto_base_rate: string;\n    basis_rate: string;\n    basis_value: string;\n    lowest_ask: string;\n    highest_bid: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/tickers`, params);\n\n/**\n * 获取交易对 ticker 信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%8D%95%E4%B8%AA%E4%BA%A4%E6%98%93%E5%AF%B9%E8%AF%A6%E6%83%85\n */\nexport const getSpotTickers = (params: {\n  currency_pair?: string;\n  timezone?: string;\n}): Promise<\n  Array<{\n    currency_pair: string;\n    last: string;\n    lowest_ask: string;\n    lowest_size: string;\n    highest_bid: string;\n    highest_size: string;\n    change_percentage: string;\n    change_utc0: string;\n    change_utc8: string;\n    base_volume: string;\n    quote_volume: string;\n    high_24h: string;\n    low_24h: string;\n    etf_net_value: string;\n    etf_pre_net_value: string;\n    etf_pre_timestamp: string;\n    etf_leverage: string;\n  }>\n> => requestPublic('GET', `/api/v4/spot/tickers`, params);\n\n/**\n * 查询支持的所有现货交易对\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%94%AF%E6%8C%81%E7%9A%84%E6%89%80%E6%9C%89%E4%BA%A4%E6%98%93%E5%AF%B9\n */\nexport const getSpotCurrencyPairs = (): Promise<\n  Array<{\n    id: string;\n    base: string;\n    base_name: string;\n    quote: string;\n    quote_name: string;\n    fee: string;\n    min_base_amount: string;\n    min_quote_amount: string;\n    max_base_amount: string;\n    max_quote_amount: string;\n    amount_precision: Number;\n    precision: Number;\n    trade_status: string;\n    sell_start: Number;\n    buy_start: number;\n    delisting_time: number;\n    trade_url: string;\n    st_tag: boolean;\n  }>\n> => requestPublic('GET', `/spot/currency_pairs`);\n"]}
+{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA,iDAA6C;AAC7C,+CAA8C;AAE9C;;;;GAIG;AACI,MAAM,mBAAmB,GAAG,CACjC,MAAc,EACd,MAA4C,EA8C5C,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,mBAAmB,MAAM,YAAY,EAAE,MAAM,CAAC,CAAC;AAhD5D,QAAA,mBAAmB,uBAgDyC;AAEzE;;;;;;;;GAQG;AACI,MAAM,oBAAoB,GAAG,CAClC,MAAc,EACd,MAA4C,EAM5C,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,mBAAmB,MAAM,eAAe,EAAE,MAAM,CAAC,CAAC;AAR/D,QAAA,oBAAoB,wBAQ2C;AAE5E;;;;GAIG;AACI,MAAM,mBAAmB,GAAG,KAAK,EACtC,MAAc,EACd,MAKC,EAaA,EAAE,CACH,0BAAW,CAAC,QAAQ,CAAC,sBAAsB,MAAM,EAAE,EAAE,GAAG,EAAE,KAAM,EAAE,GAAG,EAAE,CACrE,IAAA,2BAAa,EAAC,KAAK,EAAE,mBAAmB,MAAM,aAAa,EAAE,MAAM,CAAC,CACrE,CAAC;AAvBS,QAAA,mBAAmB,uBAuB5B;AAEJ;;;;GAIG;AACI,MAAM,iBAAiB,GAAG,CAC/B,MAAc,EACd,MAA8B,EAyB9B,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,mBAAmB,MAAM,UAAU,EAAE,MAAM,CAAC,CAAC;AA3B1D,QAAA,iBAAiB,qBA2ByC;AAEvE;;;;GAIG;AACI,MAAM,cAAc,GAAG,CAAC,MAG9B,EAoBC,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,sBAAsB,EAAE,MAAM,CAAC,CAAC;AAvB7C,QAAA,cAAc,kBAuB+B;AAE1D;;;GAGG;AACI,MAAM,oBAAoB,GAAG,GAqBlC,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,sBAAsB,CAAC,CAAC;AArBrC,QAAA,oBAAoB,wBAqBiB","sourcesContent":["import { rateLimiter } from './rate-limiter';\nimport { requestPublic } from './http-client';\n\n/**\n * 查询所有的合约信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%89%80%E6%9C%89%E7%9A%84%E5%90%88%E7%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesContracts = (\n  settle: string,\n  params?: { limit?: number; offset?: number },\n): Promise<\n  {\n    name: string;\n    type: string;\n    quanto_multiplier: string;\n    ref_discount_rate: string;\n    order_price_deviate: string;\n    maintenance_rate: string;\n    mark_type: string;\n    last_price: string;\n    mark_price: string;\n    index_price: string;\n    funding_rate_indicative: string;\n    mark_price_round: string;\n    funding_offset: number;\n    in_delisting: boolean;\n    risk_limit_base: string;\n    interest_rate: string;\n    order_price_round: string;\n    order_size_min: number;\n    ref_rebate_rate: string;\n    funding_interval: number;\n    risk_limit_step: string;\n    leverage_min: string;\n    leverage_max: string;\n    risk_limit_max: string;\n    maker_fee_rate: string;\n    taker_fee_rate: string;\n    funding_rate: string;\n    order_size_max: number;\n    funding_next_apply: number;\n    short_users: number;\n    config_change_time: number;\n    trade_size: number;\n    position_size: number;\n    long_users: number;\n    funding_impact_value: string;\n    orders_limit: number;\n    trade_id: number;\n    orderbook_id: number;\n    enable_bonus: boolean;\n    enable_credit: boolean;\n    create_time: number;\n    funding_cap_ratio: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/contracts`, params);\n\n/**\n * 合约市场历史资金费率\n *\n * - Note: 该接口返回的数据是按照时间倒序排列的\n * - Note: limit 参数最大值为 1000\n * - Note: t 字段为秒级时间戳 (Unix Second)，r 字段为资金费率 (0-1 单位)\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E5%8E%86%E5%8F%B2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87\n */\nexport const getFutureFundingRate = (\n  settle: string,\n  params: { contract: string; limit?: number },\n): Promise<\n  {\n    t: number;\n    r: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/funding_rate`, params);\n\n/**\n * 查询合约市场深度信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E6%B7%B1%E5%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesOrderBook = async (\n  settle: string,\n  params: {\n    contract: string;\n    interval?: string;\n    limit?: number;\n    with_id?: boolean;\n  },\n): Promise<{\n  id: number;\n  current: number;\n  update: number;\n  asks: {\n    p: string;\n    s: string;\n  }[];\n  bids: {\n    p: string;\n    s: string;\n  }[];\n}> =>\n  rateLimiter.schedule(`futures-order-book:${settle}`, 200, 10_000, () =>\n    requestPublic('GET', `/api/v4/futures/${settle}/order_book`, params),\n  );\n\n/**\n * 获取所有合约交易行情统计\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E6%89%80%E6%9C%89%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E8%A1%8C%E6%83%85%E7%BB%9F%E8%AE%A1\n */\nexport const getFuturesTickers = (\n  settle: string,\n  params?: { contract?: string },\n): Promise<\n  {\n    contract: string;\n    last: string;\n    change_percentage: string;\n    total_size: string;\n    low_24h: string;\n    high_24h: string;\n    volume_24h: string;\n    volume_24h_btc: string;\n    volume_24h_usd: string;\n    volume_24h_base: string;\n    volume_24h_quote: string;\n    volume_24h_settle: string;\n    mark_price: string;\n    funding_rate: string;\n    funding_rate_indicative: string;\n    index_price: string;\n    quanto_base_rate: string;\n    basis_rate: string;\n    basis_value: string;\n    lowest_ask: string;\n    highest_bid: string;\n  }[]\n> => requestPublic('GET', `/api/v4/futures/${settle}/tickers`, params);\n\n/**\n * 获取交易对 ticker 信息\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E4%BA%A4%E6%98%93%E5%AF%B9-ticker-%E4%BF%A1%E6%81%AF\n */\nexport const getSpotTickers = (params: {\n  currency_pair?: string;\n  timezone?: string;\n}): Promise<\n  Array<{\n    currency_pair: string;\n    last: string;\n    lowest_ask: string;\n    lowest_size: string;\n    highest_bid: string;\n    highest_size: string;\n    change_percentage: string;\n    change_utc0: string;\n    change_utc8: string;\n    base_volume: string;\n    quote_volume: string;\n    high_24h: string;\n    low_24h: string;\n    etf_net_value: string;\n    etf_pre_net_value: string;\n    etf_pre_timestamp: string;\n    etf_leverage: string;\n  }>\n> => requestPublic('GET', `/api/v4/spot/tickers`, params);\n\n/**\n * 查询支持的所有现货交易对\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%94%AF%E6%8C%81%E7%9A%84%E6%89%80%E6%9C%89%E4%BA%A4%E6%98%93%E5%AF%B9\n */\nexport const getSpotCurrencyPairs = (): Promise<\n  Array<{\n    id: string;\n    base: string;\n    base_name: string;\n    quote: string;\n    quote_name: string;\n    fee: string;\n    min_base_amount: string;\n    min_quote_amount: string;\n    max_base_amount: string;\n    max_quote_amount: string;\n    amount_precision: Number;\n    precision: Number;\n    trade_status: string;\n    sell_start: Number;\n    buy_start: number;\n    delisting_time: number;\n    trade_url: string;\n    st_tag: boolean;\n  }>\n> => requestPublic('GET', `/spot/currency_pairs`);\n"]}

package/lib/index.d.ts

@@ -2,4 +2,5 @@ import './services/markets/product';
 import './services/markets/interest-rate';
 import './services/transfer';
 import './services/exchange';
+import './services/markets/quote';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,4BAA4B,CAAC;AACpC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,4BAA4B,CAAC;AACpC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,0BAA0B,CAAC"}

package/lib/index.js

@@ -4,4 +4,5 @@ require("./services/markets/product");
 require("./services/markets/interest-rate");
 require("./services/transfer");
 require("./services/exchange");
+require("./services/markets/quote");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,sCAAoC;AACpC,4CAA0C;AAC1C,+BAA6B;AAC7B,+BAA6B","sourcesContent":["import './services/markets/product';\nimport './services/markets/interest-rate';\nimport './services/transfer';\nimport './services/exchange';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,sCAAoC;AACpC,4CAA0C;AAC1C,+BAA6B;AAC7B,+BAA6B;AAC7B,oCAAkC","sourcesContent":["import './services/markets/product';\nimport './services/markets/interest-rate';\nimport './services/transfer';\nimport './services/exchange';\nimport './services/markets/quote';\n"]}

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

@@ -1 +1 @@
-{"version":3,"file":"future.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/future.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAkC,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAEtF,OAAO,EAA0C,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAI5F,eAAO,MAAM,mBAAmB,eAAsB,WAAW,KAAG,QAAQ,SAAS,EAAE,CAkCtF,CAAC;AAEF,eAAO,MAAM,oBAAoB,eAAsB,WAAW,yBAOjE,CAAC"}
+{"version":3,"file":"future.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/future.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAEtD,OAAO,EAA0C,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAG5F,eAAO,MAAM,mBAAmB,eAAsB,WAAW,KAAG,QAAQ,SAAS,EAAE,CAkCtF,CAAC;AAEF,eAAO,MAAM,oBAAoB,eAAsB,WAAW,yBAOjE,CAAC"}

package/lib/services/accounts/future.js

@@ -1,26 +1,22 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getFutureAccountInfo = exports.loadFuturePositions = void 0;
-const rxjs_1 = require("rxjs");
+const utils_1 = require("@yuants/utils");
 const private_api_1 = require("../../api/private-api");
 const product_1 = require("../markets/product");
-const utils_1 = require("@yuants/utils");
 const loadFuturePositions = async (credential) => {
-    const [positionsRes, productMap] = await Promise.all([
-        (0, private_api_1.getFuturePositions)(credential, 'usdt'),
-        (0, rxjs_1.firstValueFrom)(product_1.mapProductIdToUsdtFutureProduct$),
-    ]);
-    const positions = Array.isArray(positionsRes) ? positionsRes : [];
-    return positions
-        .filter((pos) => Math.abs(pos.size) > 0)
-        .map((position) => {
-        var _a;
+    var _a;
+    const positions = [];
+    const positionsRes = await (0, private_api_1.getFuturePositions)(credential, 'usdt');
+    for (const position of Array.isArray(positionsRes) ? positionsRes : []) {
+        if (!(Math.abs(position.size) > 0))
+            continue;
         const product_id = (0, utils_1.encodePath)('GATE', 'FUTURE', position.contract);
-        const theProduct = productMap.get(product_id);
+        const theProduct = await product_1.productCache.query(product_id);
         const volume = Math.abs(position.size);
         const closable_price = Number(position.mark_price);
         const valuation = volume * closable_price * ((_a = theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) !== null && _a !== void 0 ? _a : 1);
-        return {
+        positions.push({
             datasource_id: 'GATE',
             position_id: `${position.contract}-${position.leverage}-${position.mode}`,
             product_id,
@@ -37,8 +33,9 @@ const loadFuturePositions = async (credential) => {
             closable_price,
             floating_profit: Number(position.unrealised_pnl),
             valuation,
-        };
-    });
+        });
+    }
+    return positions;
 };
 exports.loadFuturePositions = loadFuturePositions;
 const getFutureAccountInfo = async (credential) => {

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

@@ -1 +1 @@
-{"version":3,"file":"future.js","sourceRoot":"","sources":["../../../src/services/accounts/future.ts"],"names":[],"mappings":";;;AACA,+BAAsC;AACtC,uDAA4F;AAC5F,gDAAsE;AACtE,yCAA2C;AAEpC,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IACzF,MAAM,CAAC,YAAY,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACnD,IAAA,gCAAkB,EAAC,UAAU,EAAE,MAAM,CAAC;QACtC,IAAA,qBAAc,EAAC,0CAAgC,CAAC;KACjD,CAAC,CAAC;IACH,MAAM,SAAS,GAAG,KAAK,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,EAAE,CAAC;IAClE,OAAO,SAAS;SACb,MAAM,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;SACvC,GAAG,CAAC,CAAC,QAAQ,EAAa,EAAE;;QAC3B,MAAM,UAAU,GAAG,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,CAAC,CAAC;QACnE,MAAM,UAAU,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC9C,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QACvC,MAAM,cAAc,GAAG,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC;QACnD,MAAM,SAAS,GAAG,MAAM,GAAG,cAAc,GAAG,CAAC,MAAA,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,WAAW,mCAAI,CAAC,CAAC,CAAC;QAC3E,OAAO;YACL,aAAa,EAAE,MAAM;YACrB,WAAW,EAAE,GAAG,QAAQ,CAAC,QAAQ,IAAI,QAAQ,CAAC,QAAQ,IAAI,QAAQ,CAAC,IAAI,EAAE;YACzE,UAAU;YACV,SAAS,EACP,QAAQ,CAAC,IAAI,KAAK,WAAW;gBAC3B,CAAC,CAAC,MAAM;gBACR,CAAC,CAAC,QAAQ,CAAC,IAAI,KAAK,YAAY;oBAChC,CAAC,CAAC,OAAO;oBACT,CAAC,CAAC,QAAQ,CAAC,IAAI,GAAG,CAAC;wBACnB,CAAC,CAAC,MAAM;wBACR,CAAC,CAAC,OAAO;YACb,MAAM;YACN,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC;YACpC,cAAc,EAAE,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC;YAC5C,cAAc;YACd,eAAe,EAAE,MAAM,CAAC,QAAQ,CAAC,cAAc,CAAC;YAChD,SAAS;SACV,CAAC;IACJ,CAAC,CAAC,CAAC;AACP,CAAC,CAAC;AAlCW,QAAA,mBAAmB,uBAkC9B;AAEK,MAAM,oBAAoB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IACpE,MAAM,CAAC,SAAS,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAChD,IAAA,2BAAmB,EAAC,UAAU,CAAC;QAC/B,IAAA,gCAAkB,EAAC,UAAU,EAAE,MAAM,CAAC;KACvC,CAAC,CAAC;IAEH,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAPW,QAAA,oBAAoB,wBAO/B","sourcesContent":["import type { IActionHandlerOfGetAccountInfo, IPosition } from '@yuants/data-account';\nimport { firstValueFrom } from 'rxjs';\nimport { getFuturePositions, getFuturesAccounts, ICredential } from '../../api/private-api';\nimport { mapProductIdToUsdtFutureProduct$ } from '../markets/product';\nimport { encodePath } from '@yuants/utils';\n\nexport const loadFuturePositions = async (credential: ICredential): Promise<IPosition[]> => {\n  const [positionsRes, productMap] = await Promise.all([\n    getFuturePositions(credential, 'usdt'),\n    firstValueFrom(mapProductIdToUsdtFutureProduct$),\n  ]);\n  const positions = Array.isArray(positionsRes) ? positionsRes : [];\n  return positions\n    .filter((pos) => Math.abs(pos.size) > 0)\n    .map((position): IPosition => {\n      const product_id = encodePath('GATE', 'FUTURE', position.contract);\n      const theProduct = productMap.get(product_id);\n      const volume = Math.abs(position.size);\n      const closable_price = Number(position.mark_price);\n      const valuation = volume * closable_price * (theProduct?.value_scale ?? 1);\n      return {\n        datasource_id: 'GATE',\n        position_id: `${position.contract}-${position.leverage}-${position.mode}`,\n        product_id,\n        direction:\n          position.mode === 'dual_long'\n            ? 'LONG'\n            : position.mode === 'dual_short'\n            ? 'SHORT'\n            : position.size > 0\n            ? 'LONG'\n            : 'SHORT',\n        volume,\n        free_volume: Math.abs(position.size),\n        position_price: Number(position.entry_price),\n        closable_price,\n        floating_profit: Number(position.unrealised_pnl),\n        valuation,\n      };\n    });\n};\n\nexport const getFutureAccountInfo = async (credential: ICredential) => {\n  const [positions, rawAccount] = await Promise.all([\n    loadFuturePositions(credential),\n    getFuturesAccounts(credential, 'usdt'),\n  ]);\n\n  return positions;\n};\n"]}
+{"version":3,"file":"future.js","sourceRoot":"","sources":["../../../src/services/accounts/future.ts"],"names":[],"mappings":";;;AACA,yCAA2C;AAC3C,uDAA4F;AAC5F,gDAAkD;AAE3C,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;;IACzF,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,MAAM,YAAY,GAAG,MAAM,IAAA,gCAAkB,EAAC,UAAU,EAAE,MAAM,CAAC,CAAC;IAElE,KAAK,MAAM,QAAQ,IAAI,KAAK,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,EAAE,EAAE;QACtE,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;YAAE,SAAS;QAE7C,MAAM,UAAU,GAAG,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,QAAQ,CAAC,CAAC;QACnE,MAAM,UAAU,GAAG,MAAM,sBAAY,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QACxD,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QACvC,MAAM,cAAc,GAAG,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC;QACnD,MAAM,SAAS,GAAG,MAAM,GAAG,cAAc,GAAG,CAAC,MAAA,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,WAAW,mCAAI,CAAC,CAAC,CAAC;QAC3E,SAAS,CAAC,IAAI,CAAC;YACb,aAAa,EAAE,MAAM;YACrB,WAAW,EAAE,GAAG,QAAQ,CAAC,QAAQ,IAAI,QAAQ,CAAC,QAAQ,IAAI,QAAQ,CAAC,IAAI,EAAE;YACzE,UAAU;YACV,SAAS,EACP,QAAQ,CAAC,IAAI,KAAK,WAAW;gBAC3B,CAAC,CAAC,MAAM;gBACR,CAAC,CAAC,QAAQ,CAAC,IAAI,KAAK,YAAY;oBAChC,CAAC,CAAC,OAAO;oBACT,CAAC,CAAC,QAAQ,CAAC,IAAI,GAAG,CAAC;wBACnB,CAAC,CAAC,MAAM;wBACR,CAAC,CAAC,OAAO;YACb,MAAM;YACN,WAAW,EAAE,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,IAAI,CAAC;YACpC,cAAc,EAAE,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC;YAC5C,cAAc;YACd,eAAe,EAAE,MAAM,CAAC,QAAQ,CAAC,cAAc,CAAC;YAChD,SAAS;SACV,CAAC,CAAC;KACJ;IAED,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAlCW,QAAA,mBAAmB,uBAkC9B;AAEK,MAAM,oBAAoB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IACpE,MAAM,CAAC,SAAS,EAAE,UAAU,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAChD,IAAA,2BAAmB,EAAC,UAAU,CAAC;QAC/B,IAAA,gCAAkB,EAAC,UAAU,EAAE,MAAM,CAAC;KACvC,CAAC,CAAC;IAEH,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAPW,QAAA,oBAAoB,wBAO/B","sourcesContent":["import type { IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getFuturePositions, getFuturesAccounts, ICredential } from '../../api/private-api';\nimport { productCache } from '../markets/product';\n\nexport const loadFuturePositions = async (credential: ICredential): Promise<IPosition[]> => {\n  const positions: IPosition[] = [];\n  const positionsRes = await getFuturePositions(credential, 'usdt');\n\n  for (const position of Array.isArray(positionsRes) ? positionsRes : []) {\n    if (!(Math.abs(position.size) > 0)) continue;\n\n    const product_id = encodePath('GATE', 'FUTURE', position.contract);\n    const theProduct = await productCache.query(product_id);\n    const volume = Math.abs(position.size);\n    const closable_price = Number(position.mark_price);\n    const valuation = volume * closable_price * (theProduct?.value_scale ?? 1);\n    positions.push({\n      datasource_id: 'GATE',\n      position_id: `${position.contract}-${position.leverage}-${position.mode}`,\n      product_id,\n      direction:\n        position.mode === 'dual_long'\n          ? 'LONG'\n          : position.mode === 'dual_short'\n          ? 'SHORT'\n          : position.size > 0\n          ? 'LONG'\n          : 'SHORT',\n      volume,\n      free_volume: Math.abs(position.size),\n      position_price: Number(position.entry_price),\n      closable_price,\n      floating_profit: Number(position.unrealised_pnl),\n      valuation,\n    });\n  }\n\n  return positions;\n};\n\nexport const getFutureAccountInfo = async (credential: ICredential) => {\n  const [positions, rawAccount] = await Promise.all([\n    loadFuturePositions(credential),\n    getFuturesAccounts(credential, 'usdt'),\n  ]);\n\n  return positions;\n};\n"]}

package/lib/services/markets/product.d.ts

@@ -1,5 +1,4 @@
-import { IProduct } from '@yuants/data-product';
-export declare const mapProductIdToUsdtFutureProduct$: import("rxjs").Observable<Map<string, IProduct>>;
+export declare const productCache: import("@yuants/cache").ICache<import("@yuants/data-product").IProduct>;
 export declare const listProducts: () => Promise<{
     datasource_id: string;
     product_id: string;

package/lib/services/markets/product.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAgDhD,eAAO,MAAM,gCAAgC,kDAG5C,CAAC;AASF,eAAO,MAAM,YAAY;;;;;;;;;;;;;;;;;;;IAkDxB,CAAC"}
+{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAKA,eAAO,MAAM,YAAY,yEAA6C,CAAC;AAEvE,eAAO,MAAM,YAAY;;;;;;;;;;;;;;;;;;;IAkDxB,CAAC"}

package/lib/services/markets/product.js

@@ -1,44 +1,11 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.listProducts = exports.mapProductIdToUsdtFutureProduct$ = void 0;
+exports.listProducts = exports.productCache = void 0;
+const data_product_1 = require("@yuants/data-product");
 const protocol_1 = require("@yuants/protocol");
-const sql_1 = require("@yuants/sql");
-const rxjs_1 = require("rxjs");
-const public_api_1 = require("../../api/public-api");
 const utils_1 = require("@yuants/utils");
-const terminal = protocol_1.Terminal.fromNodeEnv();
-const product$ = new rxjs_1.Subject();
-const usdtFutureProducts$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturesContracts)('usdt', {})).pipe((0, rxjs_1.mergeMap)((contracts) => (0, rxjs_1.from)(contracts).pipe((0, rxjs_1.map)((contract) => {
-    const [base, quote] = contract.name.split('_');
-    return {
-        datasource_id: 'GATE',
-        product_id: (0, utils_1.encodePath)('GATE', 'FUTURE', contract.name),
-        base_currency: base,
-        quote_currency: quote,
-        value_scale: Number(contract.quanto_multiplier),
-        price_step: Number(contract.order_price_round),
-        volume_step: 1,
-        name: '',
-        value_scale_unit: '',
-        margin_rate: 0,
-        value_based_cost: 0,
-        volume_based_cost: 0,
-        max_position: 0,
-        max_volume: 0,
-        allow_long: true,
-        allow_short: true,
-        market_id: 'GATE/USDT-FUTURE',
-        no_interest_rate: false,
-    };
-}), (0, rxjs_1.tap)((item) => product$.next(item)), (0, rxjs_1.toArray)())), (0, rxjs_1.repeat)({ delay: 3600000 }), (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)(1));
-usdtFutureProducts$.subscribe();
-exports.mapProductIdToUsdtFutureProduct$ = usdtFutureProducts$.pipe((0, rxjs_1.map)((items) => new Map(items.map((item) => [item.product_id, item]))), (0, rxjs_1.shareReplay)(1));
-(0, sql_1.createSQLWriter)(terminal, {
-    data$: product$,
-    tableName: 'product',
-    conflictKeys: ['datasource_id', 'product_id'],
-    writeInterval: 1000,
-});
+const public_api_1 = require("../../api/public-api");
+exports.productCache = (0, data_product_1.createProductCache)(protocol_1.Terminal.fromNodeEnv());
 const listProducts = async () => {
     const [futureProducts, spotProducts] = await Promise.all([
         (0, public_api_1.getFuturesContracts)('usdt', {}),
@@ -56,7 +23,7 @@ const listProducts = async () => {
             volume_step: 1,
             name: '',
             value_scale_unit: '',
-            margin_rate: 0,
+            margin_rate: 1 / Number(contract.leverage_max),
             value_based_cost: 0,
             volume_based_cost: 0,
             max_position: 0,

package/lib/services/markets/product.js.map

@@ -1 +1 @@
-{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":";;;AACA,+CAA4C;AAC5C,qCAA8C;AAC9C,+BAAqG;AACrG,qDAAiF;AACjF,yCAA2C;AAE3C,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,QAAQ,GAAG,IAAI,cAAO,EAAY,CAAC;AAEzC,MAAM,mBAAmB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,gCAAmB,EAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAC3E,IAAA,eAAQ,EAAC,CAAC,SAAS,EAAE,EAAE,CACrB,IAAA,WAAI,EAAC,SAAS,CAAC,CAAC,IAAI,CAClB,IAAA,UAAG,EAAC,CAAC,QAAQ,EAAY,EAAE;IACzB,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAC/C,OAAO;QACL,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,IAAI,CAAC;QACvD,aAAa,EAAE,IAAI;QACnB,cAAc,EAAE,KAAK;QACrB,WAAW,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;QAC/C,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;QAC9C,WAAW,EAAE,CAAC;QACd,IAAI,EAAE,EAAE;QACR,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,IAAI;QACjB,SAAS,EAAE,kBAAkB;QAC7B,gBAAgB,EAAE,KAAK;KACxB,CAAC;AACJ,CAAC,CAAC,EACF,IAAA,UAAG,EAAC,CAAC,IAAI,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,EAClC,IAAA,cAAO,GAAE,CACV,CACF,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,OAAS,EAAE,CAAC,EAC5B,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,mBAAmB,CAAC,SAAS,EAAE,CAAC;AAEnB,QAAA,gCAAgC,GAAG,mBAAmB,CAAC,IAAI,CACtE,IAAA,UAAG,EAAC,CAAC,KAAK,EAAE,EAAE,CAAC,IAAI,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,EACrE,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,IAAA,qBAAe,EAAC,QAAQ,EAAE;IACxB,KAAK,EAAE,QAAQ;IACf,SAAS,EAAE,SAAS;IACpB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;IAC7C,aAAa,EAAE,IAAI;CACpB,CAAC,CAAC;AAEI,MAAM,YAAY,GAAG,KAAK,IAAI,EAAE;IACrC,MAAM,CAAC,cAAc,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACvD,IAAA,gCAAmB,EAAC,MAAM,EAAE,EAAE,CAAC;QAC/B,IAAA,iCAAoB,GAAE;KACvB,CAAC,CAAC;IACH,MAAM,GAAG,GAAG,cAAc,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE;QAC1C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAC/C,OAAO;YACL,aAAa,EAAE,MAAM;YACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,IAAI,CAAC;YACvD,aAAa,EAAE,IAAI;YACnB,cAAc,EAAE,KAAK;YACrB,WAAW,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;YAC/C,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;YAC9C,WAAW,EAAE,CAAC;YACd,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC;YACd,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,kBAAkB;YAC7B,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;IACH,MAAM,GAAG,GAAG,YAAY,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;QACtC,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,CAAC;QAC/C,aAAa,EAAE,IAAI,CAAC,IAAI;QACxB,cAAc,EAAE,IAAI,CAAC,KAAK;QAC1B,WAAW,EAAE,CAAC;QACd,UAAU,EAAE,MAAM,CAAC,MAAM,IAAI,CAAC,SAAS,EAAE,CAAC;QAC1C,WAAW,EAAE,CAAC;QACd,IAAI,EAAE,EAAE;QACR,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,KAAK;QAClB,SAAS,EAAE,gBAAgB;QAC3B,gBAAgB,EAAE,KAAK;KACxB,CAAC,CAAC,CAAC;IAEJ,OAAO,CAAC,GAAG,GAAG,EAAE,GAAG,GAAG,CAAC,CAAC;AAC1B,CAAC,CAAC;AAlDW,QAAA,YAAY,gBAkDvB","sourcesContent":["import { IProduct } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { defer, from, map, mergeMap, repeat, retry, shareReplay, Subject, tap, toArray } from 'rxjs';\nimport { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';\nimport { encodePath } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst product$ = new Subject<IProduct>();\n\nconst usdtFutureProducts$ = defer(() => getFuturesContracts('usdt', {})).pipe(\n  mergeMap((contracts) =>\n    from(contracts).pipe(\n      map((contract): IProduct => {\n        const [base, quote] = contract.name.split('_');\n        return {\n          datasource_id: 'GATE',\n          product_id: encodePath('GATE', 'FUTURE', contract.name),\n          base_currency: base,\n          quote_currency: quote,\n          value_scale: Number(contract.quanto_multiplier),\n          price_step: Number(contract.order_price_round),\n          volume_step: 1,\n          name: '',\n          value_scale_unit: '',\n          margin_rate: 0,\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: 'GATE/USDT-FUTURE',\n          no_interest_rate: false,\n        };\n      }),\n      tap((item) => product$.next(item)),\n      toArray(),\n    ),\n  ),\n  repeat({ delay: 3_600_000 }),\n  retry({ delay: 60_000 }),\n  shareReplay(1),\n);\n\nusdtFutureProducts$.subscribe();\n\nexport const mapProductIdToUsdtFutureProduct$ = usdtFutureProducts$.pipe(\n  map((items) => new Map(items.map((item) => [item.product_id, item]))),\n  shareReplay(1),\n);\n\ncreateSQLWriter(terminal, {\n  data$: product$,\n  tableName: 'product',\n  conflictKeys: ['datasource_id', 'product_id'],\n  writeInterval: 1000,\n});\n\nexport const listProducts = async () => {\n  const [futureProducts, spotProducts] = await Promise.all([\n    getFuturesContracts('usdt', {}),\n    getSpotCurrencyPairs(),\n  ]);\n  const fps = futureProducts.map((contract) => {\n    const [base, quote] = contract.name.split('_');\n    return {\n      datasource_id: 'GATE',\n      product_id: encodePath('GATE', 'FUTURE', contract.name),\n      base_currency: base,\n      quote_currency: quote,\n      value_scale: Number(contract.quanto_multiplier),\n      price_step: Number(contract.order_price_round),\n      volume_step: 1,\n      name: '',\n      value_scale_unit: '',\n      margin_rate: 0,\n      value_based_cost: 0,\n      volume_based_cost: 0,\n      max_position: 0,\n      max_volume: 0,\n      allow_long: true,\n      allow_short: true,\n      market_id: 'GATE/USDT-FUTURE',\n      no_interest_rate: false,\n    };\n  });\n  const sps = spotProducts.map((spot) => ({\n    datasource_id: 'GATE',\n    product_id: encodePath('GATE', 'SPOT', spot.id),\n    base_currency: spot.base,\n    quote_currency: spot.quote,\n    value_scale: 1,\n    price_step: Number(`1e-${spot.precision}`),\n    volume_step: 1,\n    name: '',\n    value_scale_unit: '',\n    margin_rate: 0,\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: 'GATE/USDT-SPOT',\n    no_interest_rate: false,\n  }));\n\n  return [...fps, ...sps];\n};\n"]}
+{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":";;;AAAA,uDAA0D;AAC1D,+CAA4C;AAC5C,yCAA2C;AAC3C,qDAAiF;AAEpE,QAAA,YAAY,GAAG,IAAA,iCAAkB,EAAC,mBAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;AAEhE,MAAM,YAAY,GAAG,KAAK,IAAI,EAAE;IACrC,MAAM,CAAC,cAAc,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACvD,IAAA,gCAAmB,EAAC,MAAM,EAAE,EAAE,CAAC;QAC/B,IAAA,iCAAoB,GAAE;KACvB,CAAC,CAAC;IACH,MAAM,GAAG,GAAG,cAAc,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE;QAC1C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAC/C,OAAO;YACL,aAAa,EAAE,MAAM;YACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,IAAI,CAAC;YACvD,aAAa,EAAE,IAAI;YACnB,cAAc,EAAE,KAAK;YACrB,WAAW,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;YAC/C,UAAU,EAAE,MAAM,CAAC,QAAQ,CAAC,iBAAiB,CAAC;YAC9C,WAAW,EAAE,CAAC;YACd,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC;YAC9C,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,kBAAkB;YAC7B,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;IACH,MAAM,GAAG,GAAG,YAAY,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;QACtC,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,CAAC;QAC/C,aAAa,EAAE,IAAI,CAAC,IAAI;QACxB,cAAc,EAAE,IAAI,CAAC,KAAK;QAC1B,WAAW,EAAE,CAAC;QACd,UAAU,EAAE,MAAM,CAAC,MAAM,IAAI,CAAC,SAAS,EAAE,CAAC;QAC1C,WAAW,EAAE,CAAC;QACd,IAAI,EAAE,EAAE;QACR,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,KAAK;QAClB,SAAS,EAAE,gBAAgB;QAC3B,gBAAgB,EAAE,KAAK;KACxB,CAAC,CAAC,CAAC;IAEJ,OAAO,CAAC,GAAG,GAAG,EAAE,GAAG,GAAG,CAAC,CAAC;AAC1B,CAAC,CAAC;AAlDW,QAAA,YAAY,gBAkDvB","sourcesContent":["import { createProductCache } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';\n\nexport const productCache = createProductCache(Terminal.fromNodeEnv());\n\nexport const listProducts = async () => {\n  const [futureProducts, spotProducts] = await Promise.all([\n    getFuturesContracts('usdt', {}),\n    getSpotCurrencyPairs(),\n  ]);\n  const fps = futureProducts.map((contract) => {\n    const [base, quote] = contract.name.split('_');\n    return {\n      datasource_id: 'GATE',\n      product_id: encodePath('GATE', 'FUTURE', contract.name),\n      base_currency: base,\n      quote_currency: quote,\n      value_scale: Number(contract.quanto_multiplier),\n      price_step: Number(contract.order_price_round),\n      volume_step: 1,\n      name: '',\n      value_scale_unit: '',\n      margin_rate: 1 / Number(contract.leverage_max),\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: 'GATE/USDT-FUTURE',\n      no_interest_rate: false,\n    };\n  });\n  const sps = spotProducts.map((spot) => ({\n    datasource_id: 'GATE',\n    product_id: encodePath('GATE', 'SPOT', spot.id),\n    base_currency: spot.base,\n    quote_currency: spot.quote,\n    value_scale: 1,\n    price_step: Number(`1e-${spot.precision}`),\n    volume_step: 1,\n    name: '',\n    value_scale_unit: '',\n    margin_rate: 0,\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: 'GATE/USDT-SPOT',\n    no_interest_rate: false,\n  }));\n\n  return [...fps, ...sps];\n};\n"]}

package/lib/services/markets/quote.d.ts

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

package/lib/services/markets/quote.d.ts.map

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

package/lib/services/markets/quote.js

@@ -0,0 +1,72 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const protocol_1 = require("@yuants/protocol");
+const sql_1 = require("@yuants/sql");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const public_api_1 = require("../../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+// 获取所有USDT永续合约
+const usdtFutureContracts$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturesContracts)('usdt', {})).pipe((0, rxjs_1.repeat)({ delay: 3600000 }), (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)(1));
+// 从tickers获取价格和交易量数据
+const quoteFromTickers$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturesTickers)('usdt', {})).pipe((0, rxjs_1.mergeMap)((tickers) => tickers), (0, rxjs_1.map)((ticker) => ({
+    datasource_id: 'GATE',
+    product_id: (0, utils_1.encodePath)('GATE', 'FUTURE', ticker.contract),
+    last_price: ticker.last,
+    ask_price: ticker.lowest_ask,
+    bid_price: ticker.highest_bid,
+    // GATE API doesn't provide bid/ask volumes in tickers endpoint
+    // We'll need to use order book for that if required
+    ask_volume: '0',
+    bid_volume: '0',
+    // total_size is the open interest
+    open_interest: ticker.total_size,
+    // funding_rate is the current funding rate
+    interest_rate_long: ticker.funding_rate ? `${-parseFloat(ticker.funding_rate)}` : undefined,
+    interest_rate_short: ticker.funding_rate,
+})), (0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 1000 }));
+// 从现货tickers获取价格和交易量数据
+const quoteFromSpotTickers$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotTickers)({})).pipe((0, rxjs_1.mergeMap)((tickers) => tickers), (0, rxjs_1.map)((ticker) => {
+    var _a, _b;
+    return ({
+        datasource_id: 'GATE',
+        product_id: (0, utils_1.encodePath)('GATE', 'SPOT', ticker.currency_pair),
+        last_price: ticker.last,
+        ask_price: ticker.lowest_ask,
+        bid_price: ticker.highest_bid,
+        ask_volume: (_a = ticker.lowest_size) !== null && _a !== void 0 ? _a : '0',
+        bid_volume: (_b = ticker.highest_size) !== null && _b !== void 0 ? _b : '0',
+        // 现货没有持仓量的概念，设置为0
+        open_interest: '0',
+    });
+}), (0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 1000 }));
+const quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$];
+const quote$ = (0, rxjs_1.defer)(() => (0, rxjs_1.merge)(...quoteSources$.map((x$) => (0, rxjs_1.defer)(() => x$).pipe(
+// 防止单个流关闭导致整体关闭
+(0, rxjs_1.catchError)(() => rxjs_1.EMPTY))))).pipe((0, rxjs_1.groupBy)((x) => (0, utils_1.encodePath)(x.datasource_id, x.product_id)), (0, rxjs_1.mergeMap)((group$) => {
+    return group$.pipe(
+    //
+    (0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur), {}));
+}), (0, rxjs_1.share)());
+// 写入数据库
+if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
+    terminal.channel.publishChannel('quote', { pattern: `^GATE/` }, (channel_id) => {
+        const [datasource_id, product_id] = (0, utils_1.decodePath)(channel_id);
+        if (!datasource_id) {
+            throw 'datasource_id is required';
+        }
+        if (!product_id) {
+            throw 'product_id is required';
+        }
+        return quote$.pipe((0, rxjs_1.filter)((x) => x.product_id === product_id));
+    });
+    quote$
+        .pipe((0, sql_1.writeToSQL)({
+        terminal,
+        writeInterval: 1000,
+        tableName: 'quote',
+        conflictKeys: ['datasource_id', 'product_id'],
+    }))
+        .subscribe();
+}
+//# sourceMappingURL=quote.js.map

package/lib/services/markets/quote.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,qCAAyC;AACzC,yCAAmE;AACnE,+BAgBc;AACd,qDAA8F;AAE9F,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,eAAe;AACf,MAAM,oBAAoB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,gCAAmB,EAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAC5E,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,qBAAqB;AACrB,MAAM,iBAAiB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,8BAAiB,EAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CACvE,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE,CAAC,CAAC;IAC5B,aAAa,EAAE,MAAM;IACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC;IACzD,UAAU,EAAE,MAAM,CAAC,IAAI;IACvB,SAAS,EAAE,MAAM,CAAC,UAAU;IAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;IAC7B,+DAA+D;IAC/D,oDAAoD;IACpD,UAAU,EAAE,GAAG;IACf,UAAU,EAAE,GAAG;IACf,kCAAkC;IAClC,aAAa,EAAE,MAAM,CAAC,UAAU;IAChC,2CAA2C;IAC3C,kBAAkB,EAAE,MAAM,CAAC,YAAY,CAAC,CAAC,CAAC,GAAG,CAAC,UAAU,CAAC,MAAM,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS;IAC3F,mBAAmB,EAAE,MAAM,CAAC,YAAY;CACzC,CAAC,CACH,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,uBAAuB;AACvB,MAAM,qBAAqB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,2BAAc,EAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAChE,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC5B,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,aAAa,CAAC;QAC5D,UAAU,EAAE,MAAM,CAAC,IAAI;QACvB,SAAS,EAAE,MAAM,CAAC,UAAU;QAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;QAC7B,UAAU,EAAE,MAAA,MAAM,CAAC,WAAW,mCAAI,GAAG;QACrC,UAAU,EAAE,MAAA,MAAM,CAAC,YAAY,mCAAI,GAAG;QACtC,kBAAkB;QAClB,aAAa,EAAE,GAAG;KACnB,CAAC,CAAA;CAAA,CACH,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,MAAM,aAAa,GAAG,CAAC,iBAAiB,EAAE,qBAAqB,CAAC,CAAC;AAEjE,MAAM,MAAM,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CACxB,IAAA,YAAK,EACH,GAAG,aAAa,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,CAC1B,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI;AAClB,gBAAgB;AAChB,IAAA,iBAAU,EAAC,GAAG,EAAE,CAAC,YAAK,CAAC,CACxB,CACF,CACF,CACF,CAAC,IAAI,CACJ,IAAA,cAAO,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAA,kBAAU,EAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC,CAAC,EACzD,IAAA,eAAQ,EAAC,CAAC,MAAM,EAAE,EAAE;IAClB,OAAO,MAAM,CAAC,IAAI;IAChB,EAAE;IACF,IAAA,WAAI,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAqB,CAAC,CACnE,CAAC;AACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;AAEF,QAAQ;AACR,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,QAAQ,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAC7E,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;QAC3D,IAAI,CAAC,aAAa,EAAE;YAClB,MAAM,2BAA2B,CAAC;SACnC;QACD,IAAI,CAAC,UAAU,EAAE;YACf,MAAM,wBAAwB,CAAC;SAChC;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;IACjE,CAAC,CAAC,CAAC;IACH,MAAM;SACH,IAAI,CACH,IAAA,gBAAU,EAAC;QACT,QAAQ;QACR,aAAa,EAAE,IAAI;QACnB,SAAS,EAAE,OAAO;QAClB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB","sourcesContent":["import { 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  map,\n  mergeMap,\n  repeat,\n  retry,\n  shareReplay,\n  merge,\n  catchError,\n  EMPTY,\n  groupBy,\n  scan,\n  share,\n  tap,\n} from 'rxjs';\nimport { getFuturesTickers, getFuturesContracts, getSpotTickers } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 获取所有USDT永续合约\nconst usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(\n  repeat({ delay: 3600_000 }),\n  retry({ delay: 60_000 }),\n  shareReplay(1),\n);\n\n// 从tickers获取价格和交易量数据\nconst quoteFromTickers$ = defer(() => getFuturesTickers('usdt', {})).pipe(\n  mergeMap((tickers) => tickers),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'GATE',\n      product_id: encodePath('GATE', 'FUTURE', ticker.contract),\n      last_price: ticker.last,\n      ask_price: ticker.lowest_ask,\n      bid_price: ticker.highest_bid,\n      // GATE API doesn't provide bid/ask volumes in tickers endpoint\n      // We'll need to use order book for that if required\n      ask_volume: '0',\n      bid_volume: '0',\n      // total_size is the open interest\n      open_interest: ticker.total_size,\n      // funding_rate is the current funding rate\n      interest_rate_long: ticker.funding_rate ? `${-parseFloat(ticker.funding_rate)}` : undefined,\n      interest_rate_short: ticker.funding_rate,\n    }),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 1000 }),\n);\n\n// 从现货tickers获取价格和交易量数据\nconst quoteFromSpotTickers$ = defer(() => getSpotTickers({})).pipe(\n  mergeMap((tickers) => tickers),\n  map(\n    (ticker): Partial<IQuote> => ({\n      datasource_id: 'GATE',\n      product_id: encodePath('GATE', 'SPOT', ticker.currency_pair),\n      last_price: ticker.last,\n      ask_price: ticker.lowest_ask,\n      bid_price: ticker.highest_bid,\n      ask_volume: ticker.lowest_size ?? '0',\n      bid_volume: ticker.highest_size ?? '0',\n      // 现货没有持仓量的概念，设置为0\n      open_interest: '0',\n    }),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 1000 }),\n);\n\nconst quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$];\n\nconst quote$ = defer(() =>\n  merge(\n    ...quoteSources$.map((x$) =>\n      defer(() => x$).pipe(\n        // 防止单个流关闭导致整体关闭\n        catchError(() => EMPTY),\n      ),\n    ),\n  ),\n).pipe(\n  groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n  mergeMap((group$) => {\n    return group$.pipe(\n      //\n      scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n    );\n  }),\n  share(),\n);\n\n// 写入数据库\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  terminal.channel.publishChannel('quote', { pattern: `^GATE/` }, (channel_id) => {\n    const [datasource_id, product_id] = decodePath(channel_id);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    return quote$.pipe(filter((x) => x.product_id === product_id));\n  });\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n"]}

package/lib/services/orders/submitOrder.js

@@ -36,10 +36,10 @@ const submitOrder = async (credential, order) => {
     if (price === undefined) {
         throw new Error('Limit/Maker order requires price');
     }
-    const [, TYPE] = (0, utils_1.decodePath)(order.product_id);
+    const [, TYPE, contract] = (0, utils_1.decodePath)(order.product_id);
     if (TYPE === 'FUTURE') {
         const res = await (0, private_api_1.postFutureOrders)(credential, 'usdt', {
-            contract: order.product_id,
+            contract,
             size,
             price,
             tif,

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

@@ -1 +1 @@
-{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":";;;AACA,uDAAsE;AACtE,yCAA2C;AAE3C,MAAM,eAAe,GAAG,CAAC,eAAwB,EAAU,EAAE;IAC3D,QAAQ,eAAe,EAAE;QACvB,KAAK,WAAW,CAAC;QACjB,KAAK,aAAa;YAChB,OAAO,CAAC,CAAC;QACX,KAAK,YAAY,CAAC;QAClB,KAAK,YAAY;YACf,OAAO,CAAC,CAAC,CAAC;QACZ;YACE,MAAM,IAAI,KAAK,CAAC,gCAAgC,eAAe,EAAE,CAAC,CAAC;KACtE;AACH,CAAC,CAAC;AAEF,MAAM,UAAU,GAAG,CAAC,UAAmB,EAAU,EAAE;IACjD,IAAI,UAAU,KAAK,QAAQ;QAAE,OAAO,KAAK,CAAC;IAC1C,IAAI,UAAU,KAAK,OAAO,IAAI,UAAU,KAAK,OAAO;QAAE,OAAO,KAAK,CAAC;IACnE,MAAM,IAAI,KAAK,CAAC,2BAA2B,UAAU,EAAE,CAAC,CAAC;AAC3D,CAAC,CAAC;AAEK,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,IAAI,CAAC,KAAK,CAAC,UAAU,EAAE;QACrB,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;KACvC;IACD,IAAI,CAAC,KAAK,CAAC,MAAM,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,EAAE;QACtC,MAAM,IAAI,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACzC;IAED,MAAM,IAAI,GAAG,KAAK,CAAC,MAAM,GAAG,eAAe,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IACnE,MAAM,GAAG,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACzC,MAAM,WAAW,GAAG,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa,CAAC;IACtG,MAAM,KAAK,GACT,KAAK,CAAC,UAAU,KAAK,QAAQ,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;IACjG,IAAI,KAAK,KAAK,SAAS,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;KACrD;IACD,MAAM,CAAC,EAAE,IAAI,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAC9C,IAAI,IAAI,KAAK,QAAQ,EAAE;QACrB,MAAM,GAAG,GAAG,MAAM,IAAA,8BAAgB,EAAC,UAAU,EAAE,MAAM,EAAE;YACrD,QAAQ,EAAE,KAAK,CAAC,UAAU;YAC1B,IAAI;YACJ,KAAK;YACL,GAAG;YACH,WAAW;SACZ,CAAC,CAAC;QAEH,IAAI,GAAG,CAAC,KAAK,EAAE;YACb,MAAM,MAAM,GAAG,CAAC,GAAG,CAAC,KAAK,EAAE,GAAG,CAAC,OAAO,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YAClF,MAAM,IAAI,KAAK,CAAC,MAAM,CAAC,CAAC;SACzB;QACD,OAAO;YACL,QAAQ,EAAE,GAAG,GAAG,CAAC,EAAE,EAAE;SACtB,CAAC;KACH;IACD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;AAC9C,CAAC,CAAC;AAnCW,QAAA,WAAW,eAmCtB","sourcesContent":["import { IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { ICredential, postFutureOrders } from '../../api/private-api';\nimport { decodePath } from '@yuants/utils';\n\nconst resolveSizeSign = (order_direction?: string): number => {\n  switch (order_direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 1;\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return -1;\n    default:\n      throw new Error(`Unsupported order_direction: ${order_direction}`);\n  }\n};\n\nconst resolveTif = (order_type?: string): string => {\n  if (order_type === 'MARKET') return 'ioc';\n  if (order_type === 'LIMIT' || order_type === 'MAKER') return 'gtc';\n  throw new Error(`Unsupported order_type: ${order_type}`);\n};\n\nexport const submitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  if (!order.product_id) {\n    throw new Error('Missing product_id');\n  }\n  if (!order.volume || order.volume <= 0) {\n    throw new Error('Invalid order volume');\n  }\n\n  const size = order.volume * resolveSizeSign(order.order_direction);\n  const tif = resolveTif(order.order_type);\n  const reduce_only = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT';\n  const price =\n    order.order_type === 'MARKET' ? '0' : order.price !== undefined ? `${order.price}` : undefined;\n  if (price === undefined) {\n    throw new Error('Limit/Maker order requires price');\n  }\n  const [, TYPE] = decodePath(order.product_id);\n  if (TYPE === 'FUTURE') {\n    const res = await postFutureOrders(credential, 'usdt', {\n      contract: order.product_id,\n      size,\n      price,\n      tif,\n      reduce_only,\n    });\n\n    if (res.label) {\n      const detail = [res.label, res.message, res.detail].filter((v) => !!v).join(': ');\n      throw new Error(detail);\n    }\n    return {\n      order_id: `${res.id}`,\n    };\n  }\n  throw new Error('Product type not support');\n};\n"]}
+{"version":3,"file":"submitOrder.js","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":";;;AACA,uDAAsE;AACtE,yCAA2C;AAE3C,MAAM,eAAe,GAAG,CAAC,eAAwB,EAAU,EAAE;IAC3D,QAAQ,eAAe,EAAE;QACvB,KAAK,WAAW,CAAC;QACjB,KAAK,aAAa;YAChB,OAAO,CAAC,CAAC;QACX,KAAK,YAAY,CAAC;QAClB,KAAK,YAAY;YACf,OAAO,CAAC,CAAC,CAAC;QACZ;YACE,MAAM,IAAI,KAAK,CAAC,gCAAgC,eAAe,EAAE,CAAC,CAAC;KACtE;AACH,CAAC,CAAC;AAEF,MAAM,UAAU,GAAG,CAAC,UAAmB,EAAU,EAAE;IACjD,IAAI,UAAU,KAAK,QAAQ;QAAE,OAAO,KAAK,CAAC;IAC1C,IAAI,UAAU,KAAK,OAAO,IAAI,UAAU,KAAK,OAAO;QAAE,OAAO,KAAK,CAAC;IACnE,MAAM,IAAI,KAAK,CAAC,2BAA2B,UAAU,EAAE,CAAC,CAAC;AAC3D,CAAC,CAAC;AAEK,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,IAAI,CAAC,KAAK,CAAC,UAAU,EAAE;QACrB,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;KACvC;IACD,IAAI,CAAC,KAAK,CAAC,MAAM,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,EAAE;QACtC,MAAM,IAAI,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACzC;IAED,MAAM,IAAI,GAAG,KAAK,CAAC,MAAM,GAAG,eAAe,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IACnE,MAAM,GAAG,GAAG,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACzC,MAAM,WAAW,GAAG,KAAK,CAAC,eAAe,KAAK,YAAY,IAAI,KAAK,CAAC,eAAe,KAAK,aAAa,CAAC;IACtG,MAAM,KAAK,GACT,KAAK,CAAC,UAAU,KAAK,QAAQ,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;IACjG,IAAI,KAAK,KAAK,SAAS,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;KACrD;IACD,MAAM,CAAC,EAAE,IAAI,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,IAAI,KAAK,QAAQ,EAAE;QACrB,MAAM,GAAG,GAAG,MAAM,IAAA,8BAAgB,EAAC,UAAU,EAAE,MAAM,EAAE;YACrD,QAAQ;YACR,IAAI;YACJ,KAAK;YACL,GAAG;YACH,WAAW;SACZ,CAAC,CAAC;QAEH,IAAI,GAAG,CAAC,KAAK,EAAE;YACb,MAAM,MAAM,GAAG,CAAC,GAAG,CAAC,KAAK,EAAE,GAAG,CAAC,OAAO,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YAClF,MAAM,IAAI,KAAK,CAAC,MAAM,CAAC,CAAC;SACzB;QACD,OAAO;YACL,QAAQ,EAAE,GAAG,GAAG,CAAC,EAAE,EAAE;SACtB,CAAC;KACH;IACD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;AAC9C,CAAC,CAAC;AAnCW,QAAA,WAAW,eAmCtB","sourcesContent":["import { IActionHandlerOfSubmitOrder } from '@yuants/data-order';\nimport { ICredential, postFutureOrders } from '../../api/private-api';\nimport { decodePath } from '@yuants/utils';\n\nconst resolveSizeSign = (order_direction?: string): number => {\n  switch (order_direction) {\n    case 'OPEN_LONG':\n    case 'CLOSE_SHORT':\n      return 1;\n    case 'OPEN_SHORT':\n    case 'CLOSE_LONG':\n      return -1;\n    default:\n      throw new Error(`Unsupported order_direction: ${order_direction}`);\n  }\n};\n\nconst resolveTif = (order_type?: string): string => {\n  if (order_type === 'MARKET') return 'ioc';\n  if (order_type === 'LIMIT' || order_type === 'MAKER') return 'gtc';\n  throw new Error(`Unsupported order_type: ${order_type}`);\n};\n\nexport const submitOrder: IActionHandlerOfSubmitOrder<ICredential> = async (credential, order) => {\n  if (!order.product_id) {\n    throw new Error('Missing product_id');\n  }\n  if (!order.volume || order.volume <= 0) {\n    throw new Error('Invalid order volume');\n  }\n\n  const size = order.volume * resolveSizeSign(order.order_direction);\n  const tif = resolveTif(order.order_type);\n  const reduce_only = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT';\n  const price =\n    order.order_type === 'MARKET' ? '0' : order.price !== undefined ? `${order.price}` : undefined;\n  if (price === undefined) {\n    throw new Error('Limit/Maker order requires price');\n  }\n  const [, TYPE, contract] = decodePath(order.product_id);\n  if (TYPE === 'FUTURE') {\n    const res = await postFutureOrders(credential, 'usdt', {\n      contract,\n      size,\n      price,\n      tif,\n      reduce_only,\n    });\n\n    if (res.label) {\n      const detail = [res.label, res.message, res.detail].filter((v) => !!v).join(': ');\n      throw new Error(detail);\n    }\n    return {\n      order_id: `${res.id}`,\n    };\n  }\n  throw new Error('Product type not support');\n};\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-gate",
-	"version": "0.4.16",
+	"version": "0.4.18",
 	"main": "lib/index.js",
 	"files": [
 		"lib",
@@ -19,6 +19,7 @@
 		"@yuants/data-series": "0.3.51",
 		"@yuants/data-interest-rate": "0.1.48",
 		"@yuants/exchange": "0.3.1",
+		"@yuants/data-quote": "0.2.43",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {

package/temp/package-deps.json

@@ -1,7 +1,7 @@
 {
     "apps/vendor-gate/AGENTS.md": "59be8d734f8a91ae5f7377e7c688f1fccb8641b7",
-    "apps/vendor-gate/CHANGELOG.json": "a25b2712345ad7f05855d41346b053356fa2a44d",
-    "apps/vendor-gate/CHANGELOG.md": "fc34ccdf2b084f945e8fdc51a3f5df26e91a9849",
+    "apps/vendor-gate/CHANGELOG.json": "32fa927ca61f02b55a52aa0894bfe99856d068e5",
+    "apps/vendor-gate/CHANGELOG.md": "1ce1276a5e60ca24b2b1add15d57517882c33386",
     "apps/vendor-gate/README.md": "ea5ee3a61cd87d9104d729902dfaccac9b9913e0",
     "apps/vendor-gate/SESSION_NOTES.md": "768c89019ebca263968450d853c8038b0d56f619",
     "apps/vendor-gate/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
@@ -9,26 +9,27 @@
     "apps/vendor-gate/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-gate/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-gate/etc/vendor-gate.api.md": "970682cd589432de553cc5cee2a0abe73814a515",
-    "apps/vendor-gate/package.json": "5d462aead67e787e044b1687e5938e844399aaa0",
+    "apps/vendor-gate/package.json": "c89d41b5bd3da8401aab853dc79b92096085372d",
     "apps/vendor-gate/src/api/http-client.ts": "013dcdfebaf136c83274638ceb697146a8e3f218",
     "apps/vendor-gate/src/api/private-api.ts": "644570bc10fd22b7e9d4d6a0267397af9d5510f0",
-    "apps/vendor-gate/src/api/public-api.ts": "2371d8be290d3c6d373f704b6b10d0cc4dba8af4",
+    "apps/vendor-gate/src/api/public-api.ts": "faaad3eeeaa9a32e2b96a38a111878011867bd1e",
     "apps/vendor-gate/src/api/rate-limiter.ts": "047c51029ffcaf98190cfd04d96816bbced5fa7c",
-    "apps/vendor-gate/src/index.ts": "0b87307abd7f94126f312c7a02138c158e4de07a",
-    "apps/vendor-gate/src/services/accounts/future.ts": "840e18154f16ad4a3e265195e39eb02bd90ab237",
+    "apps/vendor-gate/src/index.ts": "31888627bccab532d55bd91833d80c72a4afae9b",
+    "apps/vendor-gate/src/services/accounts/future.ts": "4e762c193fe8ae4dbe3ae15d45b03bdf0a0fb8c8",
     "apps/vendor-gate/src/services/accounts/profile.ts": "4132c7c3d9760b9a6694d5b3eae7e8b2847fe6c1",
     "apps/vendor-gate/src/services/accounts/spot.ts": "b861a4584e73eb181d79ea28ac216747895df086",
     "apps/vendor-gate/src/services/accounts/unified.ts": "f49b87a161553fd2abcce20ec76f8df3ae98c2bc",
     "apps/vendor-gate/src/services/default-credential.ts": "b9ffa157b818148450bfaaf4851597e91901190c",
     "apps/vendor-gate/src/services/exchange.ts": "5672321dea53f8c4592d8d2163de47075ba8fef5",
     "apps/vendor-gate/src/services/markets/interest-rate.ts": "e669eb1d664448f309bb062907b273157d1c111e",
-    "apps/vendor-gate/src/services/markets/product.ts": "38f600251ddb0a17e111ccceda9231bee98c60a3",
+    "apps/vendor-gate/src/services/markets/product.ts": "64b6c0758e022a0b2c42d69b35bd5d7bd1bfa9c3",
+    "apps/vendor-gate/src/services/markets/quote.ts": "1624d58b9c607ae01300de292de3ed49a2f2e037",
     "apps/vendor-gate/src/services/orders/cancelOrder.ts": "7dfdd30eaac89742f1050bf0fb47d8053ccecb28",
     "apps/vendor-gate/src/services/orders/listOrders.ts": "9e4bd2c53cd768d609d1368fd37ff783f9b4d52f",
-    "apps/vendor-gate/src/services/orders/submitOrder.ts": "830e79b7e4c3fa0ea364382c801fa5527c2d9761",
+    "apps/vendor-gate/src/services/orders/submitOrder.ts": "321398ad18bb4012d2a40e4f704bc827ccfaff93",
     "apps/vendor-gate/src/services/transfer.ts": "cf7d6cbcef3fe217b607f0bba7719d62ac603d66",
     "apps/vendor-gate/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
-    "apps/vendor-gate/.rush/temp/shrinkwrap-deps.json": "7c7a8a0ba2466ff6bce80aa8e8509d790b2c2d7d",
+    "apps/vendor-gate/.rush/temp/shrinkwrap-deps.json": "9aa98bfacea2eaf6aa77491dda2ea7632a0ce879",
     "libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
     "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
     "libraries/transfer/temp/package-deps.json": "36c58299bd6c841c5ba7252d71881a881570d08c",
@@ -40,6 +41,7 @@
     "libraries/data-series/temp/package-deps.json": "c89ebffe302757903aa54eff78f76cb855486b8c",
     "libraries/data-interest-rate/temp/package-deps.json": "cef1e1cb0116ad593c24635684e0cbf03488d67c",
     "libraries/exchange/temp/package-deps.json": "ee94ff641b8afcd48484829a1d6d66ffede2a69c",
+    "libraries/data-quote/temp/package-deps.json": "34d079eab44d2bf65e07b112ac2099c6e92a015e",
     "libraries/extension/temp/package-deps.json": "9569c553c2f9a7d50b70d8f101fc2d3825aaccb9",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }