@yuants/vendor-gate 0.4.17 → 0.4.19
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/services/accounts/future.js +13 -16
- package/dist/services/accounts/future.js.map +1 -1
- package/dist/services/markets/product.js +4 -37
- package/dist/services/markets/product.js.map +1 -1
- package/dist/services/orders/submitOrder.js +2 -2
- package/dist/services/orders/submitOrder.js.map +1 -1
- package/lib/services/accounts/future.d.ts.map +1 -1
- package/lib/services/accounts/future.js +12 -15
- package/lib/services/accounts/future.js.map +1 -1
- package/lib/services/markets/product.d.ts +1 -2
- package/lib/services/markets/product.d.ts.map +1 -1
- package/lib/services/markets/product.js +5 -38
- package/lib/services/markets/product.js.map +1 -1
- package/lib/services/orders/submitOrder.js +2 -2
- package/lib/services/orders/submitOrder.js.map +1 -1
- package/package.json +3 -3
- package/temp/package-deps.json +8 -8
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@@ -1,23 +1,19 @@
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import { firstValueFrom } from 'rxjs';
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import { getFuturePositions, getFuturesAccounts } from '../../api/private-api';
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import { mapProductIdToUsdtFutureProduct$ } from '../markets/product';
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import { encodePath } from '@yuants/utils';
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import { getFuturePositions, getFuturesAccounts } from '../../api/private-api';
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import { productCache } from '../markets/product';
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export const loadFuturePositions = async (credential) => {
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])
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.filter((pos) => Math.abs(pos.size) > 0)
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.map((position) => {
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var _a;
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var _a;
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const positions = [];
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const positionsRes = await getFuturePositions(credential, 'usdt');
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for (const position of Array.isArray(positionsRes) ? positionsRes : []) {
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if (!(Math.abs(position.size) > 0))
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continue;
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const product_id = encodePath('GATE', 'FUTURE', position.contract);
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const theProduct =
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const theProduct = await productCache.query(product_id);
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const volume = Math.abs(position.size);
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const closable_price = Number(position.mark_price);
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const valuation = volume * closable_price * ((_a = theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) !== null && _a !== void 0 ? _a : 1);
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positions.push({
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datasource_id: 'GATE',
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position_id: `${position.contract}-${position.leverage}-${position.mode}`,
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product_id,
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@@ -34,8 +30,9 @@ export const loadFuturePositions = async (credential) => {
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closable_price,
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floating_profit: Number(position.unrealised_pnl),
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valuation,
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};
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}
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});
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}
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return positions;
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};
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export const getFutureAccountInfo = async (credential) => {
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const [positions, rawAccount] = await Promise.all([
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@@ -1 +1 @@
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{"version":3,"file":"future.js","sourceRoot":"","sources":["../../../src/services/accounts/future.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,
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{"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"]}
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import { createProductCache } from '@yuants/data-product';
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import { Terminal } from '@yuants/protocol';
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import { createSQLWriter } from '@yuants/sql';
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import { defer, from, map, mergeMap, repeat, retry, shareReplay, Subject, tap, toArray } from 'rxjs';
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import { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';
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import { encodePath } from '@yuants/utils';
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const
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const usdtFutureProducts$ = defer(() => getFuturesContracts('usdt', {})).pipe(mergeMap((contracts) => from(contracts).pipe(map((contract) => {
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const [base, quote] = contract.name.split('_');
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return {
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datasource_id: 'GATE',
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product_id: encodePath('GATE', 'FUTURE', contract.name),
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base_currency: base,
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quote_currency: quote,
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value_scale: Number(contract.quanto_multiplier),
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price_step: Number(contract.order_price_round),
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volume_step: 1,
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name: '',
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value_scale_unit: '',
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margin_rate: 0,
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value_based_cost: 0,
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volume_based_cost: 0,
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max_position: 0,
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max_volume: 0,
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allow_long: true,
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allow_short: true,
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market_id: 'GATE/USDT-FUTURE',
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no_interest_rate: false,
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};
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}), tap((item) => product$.next(item)), toArray())), repeat({ delay: 3600000 }), retry({ delay: 60000 }), shareReplay(1));
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usdtFutureProducts$.subscribe();
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export const mapProductIdToUsdtFutureProduct$ = usdtFutureProducts$.pipe(map((items) => new Map(items.map((item) => [item.product_id, item]))), shareReplay(1));
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createSQLWriter(terminal, {
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data$: product$,
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tableName: 'product',
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conflictKeys: ['datasource_id', 'product_id'],
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writeInterval: 1000,
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});
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import { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';
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export const productCache = createProductCache(Terminal.fromNodeEnv());
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export const listProducts = async () => {
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const [futureProducts, spotProducts] = await Promise.all([
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getFuturesContracts('usdt', {}),
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name: '',
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margin_rate:
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margin_rate: 1 / Number(contract.leverage_max),
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value_based_cost: 0,
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{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"
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{"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"]}
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}
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const [, TYPE] = decodePath(order.product_id);
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const [, TYPE, contract] = decodePath(order.product_id);
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if (TYPE === 'FUTURE') {
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const res = await postFutureOrders(credential, 'usdt', {
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contract
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contract,
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{"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;
|
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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,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"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"future.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/future.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,
|
|
1
|
+
{"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"}
|
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@@ -1,26 +1,22 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.getFutureAccountInfo = exports.loadFuturePositions = void 0;
|
|
4
|
-
const
|
|
4
|
+
const utils_1 = require("@yuants/utils");
|
|
5
5
|
const private_api_1 = require("../../api/private-api");
|
|
6
6
|
const product_1 = require("../markets/product");
|
|
7
|
-
const utils_1 = require("@yuants/utils");
|
|
8
7
|
const loadFuturePositions = async (credential) => {
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
])
|
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13
|
-
|
|
14
|
-
|
|
15
|
-
.filter((pos) => Math.abs(pos.size) > 0)
|
|
16
|
-
.map((position) => {
|
|
17
|
-
var _a;
|
|
8
|
+
var _a;
|
|
9
|
+
const positions = [];
|
|
10
|
+
const positionsRes = await (0, private_api_1.getFuturePositions)(credential, 'usdt');
|
|
11
|
+
for (const position of Array.isArray(positionsRes) ? positionsRes : []) {
|
|
12
|
+
if (!(Math.abs(position.size) > 0))
|
|
13
|
+
continue;
|
|
18
14
|
const product_id = (0, utils_1.encodePath)('GATE', 'FUTURE', position.contract);
|
|
19
|
-
const theProduct =
|
|
15
|
+
const theProduct = await product_1.productCache.query(product_id);
|
|
20
16
|
const volume = Math.abs(position.size);
|
|
21
17
|
const closable_price = Number(position.mark_price);
|
|
22
18
|
const valuation = volume * closable_price * ((_a = theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) !== null && _a !== void 0 ? _a : 1);
|
|
23
|
-
|
|
19
|
+
positions.push({
|
|
24
20
|
datasource_id: 'GATE',
|
|
25
21
|
position_id: `${position.contract}-${position.leverage}-${position.mode}`,
|
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26
22
|
product_id,
|
|
@@ -37,8 +33,9 @@ const loadFuturePositions = async (credential) => {
|
|
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37
33
|
closable_price,
|
|
38
34
|
floating_profit: Number(position.unrealised_pnl),
|
|
39
35
|
valuation,
|
|
40
|
-
};
|
|
41
|
-
}
|
|
36
|
+
});
|
|
37
|
+
}
|
|
38
|
+
return positions;
|
|
42
39
|
};
|
|
43
40
|
exports.loadFuturePositions = loadFuturePositions;
|
|
44
41
|
const getFutureAccountInfo = async (credential) => {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"future.js","sourceRoot":"","sources":["../../../src/services/accounts/future.ts"],"names":[],"mappings":";;;AACA
|
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1
|
+
{"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}-${position.mode}`,\n product_id,\n direction:\n position.mode === 'dual_long'\n ? 'LONG'\n : position.mode === 'dual_short'\n ? 'SHORT'\n : position.size > 0\n ? 'LONG'\n : 'SHORT',\n volume,\n free_volume: Math.abs(position.size),\n position_price: Number(position.entry_price),\n closable_price,\n floating_profit: Number(position.unrealised_pnl),\n valuation,\n });\n }\n\n return positions;\n};\n\nexport const getFutureAccountInfo = async (credential: ICredential) => {\n const [positions, rawAccount] = await Promise.all([\n loadFuturePositions(credential),\n getFuturesAccounts(credential, 'usdt'),\n ]);\n\n return positions;\n};\n"]}
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@@ -1,5 +1,4 @@
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1
|
-
|
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2
|
-
export declare const mapProductIdToUsdtFutureProduct$: import("rxjs").Observable<Map<string, IProduct>>;
|
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1
|
+
export declare const productCache: import("@yuants/cache").ICache<import("@yuants/data-product").IProduct>;
|
|
3
2
|
export declare const listProducts: () => Promise<{
|
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4
3
|
datasource_id: string;
|
|
5
4
|
product_id: string;
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|
@@ -1 +1 @@
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1
|
-
{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"
|
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1
|
+
{"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"}
|
|
@@ -1,44 +1,11 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.listProducts = exports.
|
|
3
|
+
exports.listProducts = exports.productCache = void 0;
|
|
4
|
+
const data_product_1 = require("@yuants/data-product");
|
|
4
5
|
const protocol_1 = require("@yuants/protocol");
|
|
5
|
-
const sql_1 = require("@yuants/sql");
|
|
6
|
-
const rxjs_1 = require("rxjs");
|
|
7
|
-
const public_api_1 = require("../../api/public-api");
|
|
8
6
|
const utils_1 = require("@yuants/utils");
|
|
9
|
-
const
|
|
10
|
-
|
|
11
|
-
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) => {
|
|
12
|
-
const [base, quote] = contract.name.split('_');
|
|
13
|
-
return {
|
|
14
|
-
datasource_id: 'GATE',
|
|
15
|
-
product_id: (0, utils_1.encodePath)('GATE', 'FUTURE', contract.name),
|
|
16
|
-
base_currency: base,
|
|
17
|
-
quote_currency: quote,
|
|
18
|
-
value_scale: Number(contract.quanto_multiplier),
|
|
19
|
-
price_step: Number(contract.order_price_round),
|
|
20
|
-
volume_step: 1,
|
|
21
|
-
name: '',
|
|
22
|
-
value_scale_unit: '',
|
|
23
|
-
margin_rate: 0,
|
|
24
|
-
value_based_cost: 0,
|
|
25
|
-
volume_based_cost: 0,
|
|
26
|
-
max_position: 0,
|
|
27
|
-
max_volume: 0,
|
|
28
|
-
allow_long: true,
|
|
29
|
-
allow_short: true,
|
|
30
|
-
market_id: 'GATE/USDT-FUTURE',
|
|
31
|
-
no_interest_rate: false,
|
|
32
|
-
};
|
|
33
|
-
}), (0, rxjs_1.tap)((item) => product$.next(item)), (0, rxjs_1.toArray)())), (0, rxjs_1.repeat)({ delay: 3600000 }), (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)(1));
|
|
34
|
-
usdtFutureProducts$.subscribe();
|
|
35
|
-
exports.mapProductIdToUsdtFutureProduct$ = usdtFutureProducts$.pipe((0, rxjs_1.map)((items) => new Map(items.map((item) => [item.product_id, item]))), (0, rxjs_1.shareReplay)(1));
|
|
36
|
-
(0, sql_1.createSQLWriter)(terminal, {
|
|
37
|
-
data$: product$,
|
|
38
|
-
tableName: 'product',
|
|
39
|
-
conflictKeys: ['datasource_id', 'product_id'],
|
|
40
|
-
writeInterval: 1000,
|
|
41
|
-
});
|
|
7
|
+
const public_api_1 = require("../../api/public-api");
|
|
8
|
+
exports.productCache = (0, data_product_1.createProductCache)(protocol_1.Terminal.fromNodeEnv());
|
|
42
9
|
const listProducts = async () => {
|
|
43
10
|
const [futureProducts, spotProducts] = await Promise.all([
|
|
44
11
|
(0, public_api_1.getFuturesContracts)('usdt', {}),
|
|
@@ -56,7 +23,7 @@ const listProducts = async () => {
|
|
|
56
23
|
volume_step: 1,
|
|
57
24
|
name: '',
|
|
58
25
|
value_scale_unit: '',
|
|
59
|
-
margin_rate:
|
|
26
|
+
margin_rate: 1 / Number(contract.leverage_max),
|
|
60
27
|
value_based_cost: 0,
|
|
61
28
|
volume_based_cost: 0,
|
|
62
29
|
max_position: 0,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"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"]}
|
|
@@ -36,10 +36,10 @@ const submitOrder = async (credential, order) => {
|
|
|
36
36
|
if (price === undefined) {
|
|
37
37
|
throw new Error('Limit/Maker order requires price');
|
|
38
38
|
}
|
|
39
|
-
const [, TYPE] = (0, utils_1.decodePath)(order.product_id);
|
|
39
|
+
const [, TYPE, contract] = (0, utils_1.decodePath)(order.product_id);
|
|
40
40
|
if (TYPE === 'FUTURE') {
|
|
41
41
|
const res = await (0, private_api_1.postFutureOrders)(credential, 'usdt', {
|
|
42
|
-
contract
|
|
42
|
+
contract,
|
|
43
43
|
size,
|
|
44
44
|
price,
|
|
45
45
|
tif,
|
|
@@ -1 +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;
|
|
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,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
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/vendor-gate",
|
|
3
|
-
"version": "0.4.
|
|
3
|
+
"version": "0.4.19",
|
|
4
4
|
"main": "lib/index.js",
|
|
5
5
|
"files": [
|
|
6
6
|
"lib",
|
|
@@ -11,14 +11,14 @@
|
|
|
11
11
|
"@yuants/cache": "0.3.3",
|
|
12
12
|
"@yuants/protocol": "0.53.2",
|
|
13
13
|
"@yuants/transfer": "0.2.39",
|
|
14
|
-
"@yuants/data-account": "0.
|
|
14
|
+
"@yuants/data-account": "0.9.0",
|
|
15
15
|
"@yuants/data-order": "0.6.6",
|
|
16
16
|
"@yuants/sql": "0.9.30",
|
|
17
17
|
"@yuants/data-product": "0.5.0",
|
|
18
18
|
"@yuants/utils": "0.14.0",
|
|
19
19
|
"@yuants/data-series": "0.3.51",
|
|
20
20
|
"@yuants/data-interest-rate": "0.1.48",
|
|
21
|
-
"@yuants/exchange": "0.
|
|
21
|
+
"@yuants/exchange": "0.4.0",
|
|
22
22
|
"@yuants/data-quote": "0.2.43",
|
|
23
23
|
"rxjs": "~7.5.6"
|
|
24
24
|
},
|
package/temp/package-deps.json
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
{
|
|
2
2
|
"apps/vendor-gate/AGENTS.md": "59be8d734f8a91ae5f7377e7c688f1fccb8641b7",
|
|
3
|
-
"apps/vendor-gate/CHANGELOG.json": "
|
|
4
|
-
"apps/vendor-gate/CHANGELOG.md": "
|
|
3
|
+
"apps/vendor-gate/CHANGELOG.json": "8d8cedc678ff3418e8c2287fc08c47e0663ad5b2",
|
|
4
|
+
"apps/vendor-gate/CHANGELOG.md": "5fe2460d9383d2ed4c48ad2a8ddb7ffc8bd67842",
|
|
5
5
|
"apps/vendor-gate/README.md": "ea5ee3a61cd87d9104d729902dfaccac9b9913e0",
|
|
6
6
|
"apps/vendor-gate/SESSION_NOTES.md": "768c89019ebca263968450d853c8038b0d56f619",
|
|
7
7
|
"apps/vendor-gate/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
|
|
@@ -9,38 +9,38 @@
|
|
|
9
9
|
"apps/vendor-gate/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
10
10
|
"apps/vendor-gate/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
11
11
|
"apps/vendor-gate/etc/vendor-gate.api.md": "970682cd589432de553cc5cee2a0abe73814a515",
|
|
12
|
-
"apps/vendor-gate/package.json": "
|
|
12
|
+
"apps/vendor-gate/package.json": "cca4b3c5080ed4fef09bb4e43176690a0874d8c7",
|
|
13
13
|
"apps/vendor-gate/src/api/http-client.ts": "013dcdfebaf136c83274638ceb697146a8e3f218",
|
|
14
14
|
"apps/vendor-gate/src/api/private-api.ts": "644570bc10fd22b7e9d4d6a0267397af9d5510f0",
|
|
15
15
|
"apps/vendor-gate/src/api/public-api.ts": "faaad3eeeaa9a32e2b96a38a111878011867bd1e",
|
|
16
16
|
"apps/vendor-gate/src/api/rate-limiter.ts": "047c51029ffcaf98190cfd04d96816bbced5fa7c",
|
|
17
17
|
"apps/vendor-gate/src/index.ts": "31888627bccab532d55bd91833d80c72a4afae9b",
|
|
18
|
-
"apps/vendor-gate/src/services/accounts/future.ts": "
|
|
18
|
+
"apps/vendor-gate/src/services/accounts/future.ts": "4e762c193fe8ae4dbe3ae15d45b03bdf0a0fb8c8",
|
|
19
19
|
"apps/vendor-gate/src/services/accounts/profile.ts": "4132c7c3d9760b9a6694d5b3eae7e8b2847fe6c1",
|
|
20
20
|
"apps/vendor-gate/src/services/accounts/spot.ts": "b861a4584e73eb181d79ea28ac216747895df086",
|
|
21
21
|
"apps/vendor-gate/src/services/accounts/unified.ts": "f49b87a161553fd2abcce20ec76f8df3ae98c2bc",
|
|
22
22
|
"apps/vendor-gate/src/services/default-credential.ts": "b9ffa157b818148450bfaaf4851597e91901190c",
|
|
23
23
|
"apps/vendor-gate/src/services/exchange.ts": "5672321dea53f8c4592d8d2163de47075ba8fef5",
|
|
24
24
|
"apps/vendor-gate/src/services/markets/interest-rate.ts": "e669eb1d664448f309bb062907b273157d1c111e",
|
|
25
|
-
"apps/vendor-gate/src/services/markets/product.ts": "
|
|
25
|
+
"apps/vendor-gate/src/services/markets/product.ts": "64b6c0758e022a0b2c42d69b35bd5d7bd1bfa9c3",
|
|
26
26
|
"apps/vendor-gate/src/services/markets/quote.ts": "1624d58b9c607ae01300de292de3ed49a2f2e037",
|
|
27
27
|
"apps/vendor-gate/src/services/orders/cancelOrder.ts": "7dfdd30eaac89742f1050bf0fb47d8053ccecb28",
|
|
28
28
|
"apps/vendor-gate/src/services/orders/listOrders.ts": "9e4bd2c53cd768d609d1368fd37ff783f9b4d52f",
|
|
29
|
-
"apps/vendor-gate/src/services/orders/submitOrder.ts": "
|
|
29
|
+
"apps/vendor-gate/src/services/orders/submitOrder.ts": "321398ad18bb4012d2a40e4f704bc827ccfaff93",
|
|
30
30
|
"apps/vendor-gate/src/services/transfer.ts": "cf7d6cbcef3fe217b607f0bba7719d62ac603d66",
|
|
31
31
|
"apps/vendor-gate/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
|
|
32
32
|
"apps/vendor-gate/.rush/temp/shrinkwrap-deps.json": "9aa98bfacea2eaf6aa77491dda2ea7632a0ce879",
|
|
33
33
|
"libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
|
|
34
34
|
"libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
|
|
35
35
|
"libraries/transfer/temp/package-deps.json": "36c58299bd6c841c5ba7252d71881a881570d08c",
|
|
36
|
-
"libraries/data-account/temp/package-deps.json": "
|
|
36
|
+
"libraries/data-account/temp/package-deps.json": "711aeba1f1f5f03741475a4290e56d18b39e5305",
|
|
37
37
|
"libraries/data-order/temp/package-deps.json": "2adac9fc0423f9b1b7ddaa8946ab7af374cc22e1",
|
|
38
38
|
"libraries/sql/temp/package-deps.json": "4a9a7ec55f04b20459e664e81e76fa74b6c77b39",
|
|
39
39
|
"libraries/data-product/temp/package-deps.json": "a03f08f30800d5fb52c5d019bda4f8e7ec04e344",
|
|
40
40
|
"libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
|
|
41
41
|
"libraries/data-series/temp/package-deps.json": "c89ebffe302757903aa54eff78f76cb855486b8c",
|
|
42
42
|
"libraries/data-interest-rate/temp/package-deps.json": "cef1e1cb0116ad593c24635684e0cbf03488d67c",
|
|
43
|
-
"libraries/exchange/temp/package-deps.json": "
|
|
43
|
+
"libraries/exchange/temp/package-deps.json": "d30a450879e4d67f56466262bd88a72506594d68",
|
|
44
44
|
"libraries/data-quote/temp/package-deps.json": "34d079eab44d2bf65e07b112ac2099c6e92a015e",
|
|
45
45
|
"libraries/extension/temp/package-deps.json": "9569c553c2f9a7d50b70d8f101fc2d3825aaccb9",
|
|
46
46
|
"tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
|