@yuants/vendor-gate 0.4.27 → 0.5.1

package/dist/index.js

@@ -1,6 +1,7 @@
-import './services/markets/product';
-import './services/markets/interest-rate';
-import './services/transfer';
 import './services/exchange';
+import './services/markets/interest-rate';
+import './services/markets/product';
 import './services/markets/quote';
+import './services/quotes';
+import './services/transfer';
 //# 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;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"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,mBAAmB,CAAC;AAC3B,OAAO,qBAAqB,CAAC","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/transfer';\n"]}

package/dist/services/accounts/profile.js

@@ -1,30 +1,9 @@
-import { createCache } from '@yuants/cache';
+import { encodePath, newError } from '@yuants/utils';
 import { getAccountDetail } from '../../api/private-api';
-import { encodePath } from '@yuants/utils';
-const PROFILE_TTL = 60000;
-const serializeCredential = (credential) => JSON.stringify(credential);
-const deserializeCredential = (key) => JSON.parse(key);
-const accountProfileCache = createCache(async (key) => {
-    const credential = deserializeCredential(key);
-    const detail = await getAccountDetail(credential);
-    const uid = `${detail.user_id}`;
-    return {
-        uid,
-        future: `gate/${uid}/future/USDT`,
-        spot: `gate/${uid}/spot/USDT`,
-        unified: `gate/${uid}/unified/USDT`,
-    };
-}, { expire: PROFILE_TTL });
-export const resolveAccountProfile = async (credential) => {
-    const profile = await accountProfileCache.query(serializeCredential(credential));
-    if (!profile) {
-        throw new Error('Unable to resolve Gate account profile');
-    }
-    return profile;
-};
-export const getAccountIds = resolveAccountProfile;
 export const getCredentialId = async (credential) => {
-    const spotAccountInfo = await resolveAccountProfile(credential);
-    return encodePath('GATE', spotAccountInfo.uid);
+    const res = await getAccountDetail(credential);
+    if (!res.user_id)
+        throw newError('GATE_GET_UID_FAILED', { res });
+    return encodePath('GATE', res.user_id);
 };
 //# sourceMappingURL=profile.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACrD,OAAO,EAAE,gBAAgB,EAAe,MAAM,uBAAuB,CAAC;AAEtE,MAAM,CAAC,MAAM,eAAe,GAAG,KAAK,EAAE,UAAuB,EAAmB,EAAE;IAChF,MAAM,GAAG,GAAG,MAAM,gBAAgB,CAAC,UAAU,CAAC,CAAC;IAC/C,IAAI,CAAC,GAAG,CAAC,OAAO;QAAE,MAAM,QAAQ,CAAC,qBAAqB,EAAE,EAAE,GAAG,EAAE,CAAC,CAAC;IACjE,OAAO,UAAU,CAAC,MAAM,EAAE,GAAG,CAAC,OAAO,CAAC,CAAC;AACzC,CAAC,CAAC","sourcesContent":["import { encodePath, newError } from '@yuants/utils';\nimport { getAccountDetail, ICredential } from '../../api/private-api';\n\nexport const getCredentialId = async (credential: ICredential): Promise<string> => {\n  const res = await getAccountDetail(credential);\n  if (!res.user_id) throw newError('GATE_GET_UID_FAILED', { res });\n  return encodePath('GATE', res.user_id);\n};\n"]}

package/dist/services/accounts/unified.js

@@ -1,19 +1,7 @@
-import { createCache } from '@yuants/cache';
+import { makeSpotPosition } from '@yuants/data-account';
 import { encodePath } from '@yuants/utils';
 import { getFuturePositions, getUnifiedAccounts } from '../../api/private-api';
 import { getSpotTickers } from '../../api/public-api';
-import { listProducts } from '../markets/product';
-const spotProductMapCache = createCache(async () => {
-    const products = await listProducts();
-    const map = new Map();
-    for (const product of products !== null && products !== void 0 ? products : []) {
-        const [, instType] = product.product_id.split('/');
-        if (instType === 'SPOT') {
-            map.set(product.base_currency, product.product_id);
-        }
-    }
-    return map;
-}, { expire: 86400000 });
 const loadFuturePositions = async (credential) => {
     const positions = [];
     const positionsRes = await getFuturePositions(credential, 'usdt');
@@ -48,18 +36,16 @@ const loadFuturePositions = async (credential) => {
 };
 export const getUnifiedAccountInfo = async (credential) => {
     var _a;
-    const [futurePositions, unifiedAccount, spotTickers, spotProductMap] = await Promise.all([
+    const [futurePositions, unifiedAccount, spotTickers] = await Promise.all([
         loadFuturePositions(credential),
         getUnifiedAccounts(credential, {}),
         getSpotTickers({}),
-        spotProductMapCache.query('').catch(() => undefined),
     ]);
-    const resolvedSpotProductMap = spotProductMap !== null && spotProductMap !== void 0 ? spotProductMap : new Map();
     const balances = (_a = unifiedAccount === null || unifiedAccount === void 0 ? void 0 : unifiedAccount.balances) !== null && _a !== void 0 ? _a : {};
     const spotTickerList = Array.isArray(spotTickers) ? spotTickers : [];
     const spotPositions = Object.keys(balances)
         .map((currency) => {
-        var _a, _b, _c, _d;
+        var _a, _b, _c;
         let currency_pair = `${currency}_USDT`;
         if (currency === 'SOL2') {
             currency_pair = 'SOL_USDT';
@@ -70,22 +56,19 @@ export const getUnifiedAccountInfo = async (credential) => {
         const closable_price = currency === 'USDT'
             ? 1
             : Number(((_a = spotTickerList.find((ticker) => ticker.currency_pair === currency_pair)) === null || _a === void 0 ? void 0 : _a.last) || 0);
-        const volume = Number(((_b = balances[currency]) === null || _b === void 0 ? void 0 : _b.cross_balance) || 0);
+        // TODO: 根据账户模式调整 volume 计算方式
+        const volume = Number(((_b = balances[currency]) === null || _b === void 0 ? void 0 : _b.available) || 0);
         const free_volume = Number(((_c = balances[currency]) === null || _c === void 0 ? void 0 : _c.available) || 0);
         if (Math.abs(volume) === 0)
             return undefined;
-        return {
+        return makeSpotPosition({
             datasource_id: 'GATE',
             position_id: currency,
-            product_id: (_d = resolvedSpotProductMap.get(currency)) !== null && _d !== void 0 ? _d : encodePath('GATE', 'SPOT', currency),
-            direction: 'LONG',
+            product_id: encodePath('GATE', 'SPOT', currency + '_USDT'),
             volume,
             free_volume,
             closable_price,
-            position_price: closable_price,
-            floating_profit: closable_price * volume,
-            valuation: closable_price * volume,
-        };
+        });
     })
         .filter((item) => !!item);
     return [...futurePositions, ...spotPositions];

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

@@ -1 +1 @@
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[]) {\n      const [, instType] = product.product_id.split('/');\n      if (instType === 'SPOT') {\n        map.set(product.base_currency, product.product_id);\n      }\n    }\n    return map;\n  },\n  { expire: 86_400_000 },\n);\n\nconst 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 volume = Math.abs(position.size);\n    const closable_price = Number(position.mark_price);\n    const valuation = volume * closable_price;\n    positions.push({\n      datasource_id: 'GATE',\n      position_id: `${position.contract}-${position.leverage}-${position.mode}`,\n      product_id,\n      direction:\n        position.mode === 'dual_long'\n          ? 'LONG'\n          : position.mode === 'dual_short'\n          ? 'SHORT'\n          : position.size > 0\n          ? 'LONG'\n          : 'SHORT',\n      volume,\n      free_volume: Math.abs(position.size),\n      position_price: Number(position.entry_price),\n      closable_price,\n      floating_profit: Number(position.unrealised_pnl),\n      liquidation_price: position.liq_price,\n      valuation,\n    });\n  }\n\n  return positions;\n};\n\nexport const getUnifiedAccountInfo = async (credential: ICredential) => {\n  const [futurePositions, unifiedAccount, spotTickers, spotProductMap] = await Promise.all([\n    loadFuturePositions(credential),\n    getUnifiedAccounts(credential, {}),\n    getSpotTickers({}),\n    spotProductMapCache.query('').catch(() => undefined),\n  ]);\n\n  const resolvedSpotProductMap = spotProductMap ?? new Map<string, string>();\n  const balances = unifiedAccount?.balances ?? {};\n  const spotTickerList = Array.isArray(spotTickers) ? spotTickers : [];\n  const spotPositions: IPosition[] = Object.keys(balances)\n    .map((currency) => {\n      let currency_pair = `${currency}_USDT`;\n      if (currency === 'SOL2') {\n        currency_pair = 'SOL_USDT';\n      }\n      if (currency === 'GTSOL') {\n        currency_pair = 'SOL_USDT';\n      }\n      const closable_price =\n        currency === 'USDT'\n          ? 1\n          : Number(spotTickerList.find((ticker) => ticker.currency_pair === currency_pair)?.last || 0);\n      const volume = Number(balances[currency]?.cross_balance || 0);\n      const free_volume = Number(balances[currency]?.available || 0);\n      if (Math.abs(volume) === 0) return undefined;\n      return {\n        datasource_id: 'GATE',\n        position_id: currency,\n        product_id: resolvedSpotProductMap.get(currency) ?? encodePath('GATE', 'SPOT', currency),\n        direction: 'LONG',\n        volume,\n        free_volume,\n        closable_price,\n        position_price: closable_price,\n        floating_profit: closable_price * volume,\n        valuation: closable_price * volume,\n      } as IPosition;\n    })\n    .filter((item): item is IPosition => !!item);\n\n  return [...futurePositions, ...spotPositions];\n};\n"]}
+{"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAkB,MAAM,sBAAsB,CAAC;AACxE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,kBAAkB,EAAE,kBAAkB,EAAe,MAAM,uBAAuB,CAAC;AAC5F,OAAO,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAEtD,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAClF,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,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,CAAC;QAC1C,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,iBAAiB,EAAE,QAAQ,CAAC,SAAS;YACrC,SAAS;SACV,CAAC,CAAC;KACJ;IAED,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;;IACrE,MAAM,CAAC,eAAe,EAAE,cAAc,EAAE,WAAW,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACvE,mBAAmB,CAAC,UAAU,CAAC;QAC/B,kBAAkB,CAAC,UAAU,EAAE,EAAE,CAAC;QAClC,cAAc,CAAC,EAAE,CAAC;KACnB,CAAC,CAAC;IAEH,MAAM,QAAQ,GAAG,MAAA,cAAc,aAAd,cAAc,uBAAd,cAAc,CAAE,QAAQ,mCAAI,EAAE,CAAC;IAChD,MAAM,cAAc,GAAG,KAAK,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,EAAE,CAAC;IACrE,MAAM,aAAa,GAAgB,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC;SACrD,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE;;QAChB,IAAI,aAAa,GAAG,GAAG,QAAQ,OAAO,CAAC;QACvC,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,aAAa,GAAG,UAAU,CAAC;SAC5B;QACD,IAAI,QAAQ,KAAK,OAAO,EAAE;YACxB,aAAa,GAAG,UAAU,CAAC;SAC5B;QACD,MAAM,cAAc,GAClB,QAAQ,KAAK,MAAM;YACjB,CAAC,CAAC,CAAC;YACH,CAAC,CAAC,MAAM,CAAC,CAAA,MAAA,cAAc,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,aAAa,KAAK,aAAa,CAAC,0CAAE,IAAI,KAAI,CAAC,CAAC,CAAC;QACjG,6BAA6B;QAC7B,MAAM,MAAM,GAAG,MAAM,CAAC,CAAA,MAAA,QAAQ,CAAC,QAAQ,CAAC,0CAAE,SAAS,KAAI,CAAC,CAAC,CAAC;QAC1D,MAAM,WAAW,GAAG,MAAM,CAAC,CAAA,MAAA,QAAQ,CAAC,QAAQ,CAAC,0CAAE,SAAS,KAAI,CAAC,CAAC,CAAC;QAC/D,IAAI,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC;YAAE,OAAO,SAAS,CAAC;QAC7C,OAAO,gBAAgB,CAAC;YACtB,aAAa,EAAE,MAAM;YACrB,WAAW,EAAE,QAAQ;YACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,GAAG,OAAO,CAAC;YAC1D,MAAM;YACN,WAAW;YACX,cAAc;SACf,CAAC,CAAC;IACL,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,IAAI,EAAqB,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IAE/C,OAAO,CAAC,GAAG,eAAe,EAAE,GAAG,aAAa,CAAC,CAAC;AAChD,CAAC,CAAC","sourcesContent":["import { makeSpotPosition, type IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getFuturePositions, getUnifiedAccounts, ICredential } from '../../api/private-api';\nimport { getSpotTickers } from '../../api/public-api';\n\nconst 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 volume = Math.abs(position.size);\n    const closable_price = Number(position.mark_price);\n    const valuation = volume * closable_price;\n    positions.push({\n      datasource_id: 'GATE',\n      position_id: `${position.contract}-${position.leverage}-${position.mode}`,\n      product_id,\n      direction:\n        position.mode === 'dual_long'\n          ? 'LONG'\n          : position.mode === 'dual_short'\n          ? 'SHORT'\n          : position.size > 0\n          ? 'LONG'\n          : 'SHORT',\n      volume,\n      free_volume: Math.abs(position.size),\n      position_price: Number(position.entry_price),\n      closable_price,\n      floating_profit: Number(position.unrealised_pnl),\n      liquidation_price: position.liq_price,\n      valuation,\n    });\n  }\n\n  return positions;\n};\n\nexport const getUnifiedAccountInfo = async (credential: ICredential) => {\n  const [futurePositions, unifiedAccount, spotTickers] = await Promise.all([\n    loadFuturePositions(credential),\n    getUnifiedAccounts(credential, {}),\n    getSpotTickers({}),\n  ]);\n\n  const balances = unifiedAccount?.balances ?? {};\n  const spotTickerList = Array.isArray(spotTickers) ? spotTickers : [];\n  const spotPositions: IPosition[] = Object.keys(balances)\n    .map((currency) => {\n      let currency_pair = `${currency}_USDT`;\n      if (currency === 'SOL2') {\n        currency_pair = 'SOL_USDT';\n      }\n      if (currency === 'GTSOL') {\n        currency_pair = 'SOL_USDT';\n      }\n      const closable_price =\n        currency === 'USDT'\n          ? 1\n          : Number(spotTickerList.find((ticker) => ticker.currency_pair === currency_pair)?.last || 0);\n      // TODO: 根据账户模式调整 volume 计算方式\n      const volume = Number(balances[currency]?.available || 0);\n      const free_volume = Number(balances[currency]?.available || 0);\n      if (Math.abs(volume) === 0) return undefined;\n      return makeSpotPosition({\n        datasource_id: 'GATE',\n        position_id: currency,\n        product_id: encodePath('GATE', 'SPOT', currency + '_USDT'),\n        volume,\n        free_volume,\n        closable_price,\n      });\n    })\n    .filter((item): item is IPosition => !!item);\n\n  return [...futurePositions, ...spotPositions];\n};\n"]}

package/dist/services/markets/product.js

@@ -1,8 +1,5 @@
-import { createClientProductCache } from '@yuants/data-product';
-import { Terminal } from '@yuants/protocol';
 import { encodePath } from '@yuants/utils';
 import { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';
-export const productCache = createClientProductCache(Terminal.fromNodeEnv());
 export const listProducts = async () => {
     const [futureProducts, spotProducts] = await Promise.all([
         getFuturesContracts('usdt', {}),

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

@@ -1 +1 @@
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package/dist/services/markets/quote.js.map

@@ -1 +1 @@
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`${-parseFloat(ticker.funding_rate)}` : undefined,\n      interest_rate_short: ticker.funding_rate,\n    }),\n  ),\n  repeat({ delay: 5000 }),\n  retry({ delay: 1000 }),\n);\n\n// 从现货tickers获取价格和交易量数据\nconst quoteFromSpotTickers$ = 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$\n    .pipe(\n      setMetricsQuoteState(terminal.terminal_id),\n      writeToSQL({\n        terminal,\n        writeInterval: 1000,\n        tableName: 'quote',\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n"]}
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`${-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      setMetricsQuoteState(terminal.terminal_id),\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/quotes.js

@@ -0,0 +1,51 @@
+import { provideQuoteService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { encodePath } from '@yuants/utils';
+import { getFuturesTickers, getSpotTickers } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+provideQuoteService(terminal, {
+    product_id_prefix: 'GATE/FUTURE/',
+    fields: [
+        'last_price',
+        'ask_price',
+        'bid_price',
+        'open_interest',
+        'interest_rate_long',
+        'interest_rate_short',
+    ],
+}, async () => {
+    const res = await getFuturesTickers('usdt', {});
+    return res.map((ticker) => ({
+        product_id: encodePath('GATE', 'FUTURE', ticker.contract),
+        updated_at: Date.now(),
+        last_price: ticker.last,
+        ask_price: ticker.lowest_ask,
+        bid_price: ticker.highest_bid,
+        // total_size is the open interest
+        open_interest: ticker.total_size,
+        // funding_rate is the current funding rate
+        interest_rate_long: `${-Number(ticker.funding_rate)}`,
+        interest_rate_short: ticker.funding_rate,
+    }));
+});
+provideQuoteService(terminal, {
+    product_id_prefix: 'GATE/SPOT/',
+    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume', 'open_interest'],
+}, async () => {
+    const res = await getSpotTickers({});
+    return res.map((ticker) => {
+        var _a, _b;
+        return ({
+            product_id: encodePath('GATE', 'SPOT', ticker.currency_pair),
+            updated_at: Date.now(),
+            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',
+        });
+    });
+});
+//# sourceMappingURL=quotes.js.map

package/dist/services/quotes.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quotes.js","sourceRoot":"","sources":["../../src/services/quotes.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mBAAmB,EAAE,MAAM,kBAAkB,CAAC;AACvD,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,iBAAiB,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEtE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,mBAAmB,CACjB,QAAQ,EACR;IACE,iBAAiB,EAAE,cAAc;IACjC,MAAM,EAAE;QACN,YAAY;QACZ,WAAW;QACX,WAAW;QACX,eAAe;QACf,oBAAoB;QACpB,qBAAqB;KACtB;CACF,EACD,KAAK,IAAI,EAAE;IACT,MAAM,GAAG,GAAG,MAAM,iBAAiB,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;IAChD,OAAO,GAAG,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;QAC1B,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC;QACzD,UAAU,EAAE,IAAI,CAAC,GAAG,EAAE;QACtB,UAAU,EAAE,MAAM,CAAC,IAAI;QACvB,SAAS,EAAE,MAAM,CAAC,UAAU;QAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;QAC7B,kCAAkC;QAClC,aAAa,EAAE,MAAM,CAAC,UAAU;QAChC,2CAA2C;QAC3C,kBAAkB,EAAE,GAAG,CAAC,MAAM,CAAC,MAAM,CAAC,YAAY,CAAC,EAAE;QACrD,mBAAmB,EAAE,MAAM,CAAC,YAAY;KACzC,CAAC,CAAC,CAAC;AACN,CAAC,CACF,CAAC;AAEF,mBAAmB,CACjB,QAAQ,EACR;IACE,iBAAiB,EAAE,YAAY;IAC/B,MAAM,EAAE,CAAC,YAAY,EAAE,WAAW,EAAE,YAAY,EAAE,WAAW,EAAE,YAAY,EAAE,eAAe,CAAC;CAC9F,EACD,KAAK,IAAI,EAAE;IACT,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,EAAE,CAAC,CAAC;IACrC,OAAO,GAAG,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;;QAAC,OAAA,CAAC;YAC1B,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,aAAa,CAAC;YAC5D,UAAU,EAAE,IAAI,CAAC,GAAG,EAAE;YACtB,UAAU,EAAE,MAAM,CAAC,IAAI;YACvB,SAAS,EAAE,MAAM,CAAC,UAAU;YAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;YAC7B,UAAU,EAAE,MAAA,MAAM,CAAC,WAAW,mCAAI,GAAG;YACrC,UAAU,EAAE,MAAA,MAAM,CAAC,YAAY,mCAAI,GAAG;YACtC,kBAAkB;YAClB,aAAa,EAAE,GAAG;SACnB,CAAC,CAAA;KAAA,CAAC,CAAC;AACN,CAAC,CACF,CAAC","sourcesContent":["import { provideQuoteService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFuturesTickers, getSpotTickers } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'GATE/FUTURE/',\n    fields: [\n      'last_price',\n      'ask_price',\n      'bid_price',\n      'open_interest',\n      'interest_rate_long',\n      'interest_rate_short',\n    ],\n  },\n  async () => {\n    const res = await getFuturesTickers('usdt', {});\n    return res.map((ticker) => ({\n      product_id: encodePath('GATE', 'FUTURE', ticker.contract),\n      updated_at: Date.now(), // ISSUE: API 未返回服务器时间\n      last_price: ticker.last,\n      ask_price: ticker.lowest_ask,\n      bid_price: ticker.highest_bid,\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: `${-Number(ticker.funding_rate)}`,\n      interest_rate_short: ticker.funding_rate,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'GATE/SPOT/',\n    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume', 'open_interest'],\n  },\n  async () => {\n    const res = await getSpotTickers({});\n    return res.map((ticker) => ({\n      product_id: encodePath('GATE', 'SPOT', ticker.currency_pair),\n      updated_at: Date.now(),\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);\n"]}

package/dist/services/transfer.js

@@ -1,107 +1,133 @@
-import { Terminal } from '@yuants/protocol';
-import { addAccountTransferAddress } from '@yuants/transfer';
-import { formatTime } from '@yuants/utils';
-import { getDepositAddress, getDepositHistory, getSubAccountList, getWithdrawalHistory, postWalletTransfer, postWithdrawals, } from '../api/private-api';
-import { resolveAccountProfile } from './accounts/profile';
-import { getDefaultCredential } from './default-credential';
-const credential = getDefaultCredential();
-const registerInternalTransfer = (terminal, credential, accountId, direction, network_id) => {
-    const params = direction === 'spot_to_future'
-        ? {
-            account_id: accountId,
-            from: 'spot',
-            to: 'futures',
-            address: 'SPOT',
-        }
-        : {
-            account_id: accountId,
-            from: 'futures',
-            to: 'spot',
-            address: 'USDT_FUTURE',
-        };
-    addAccountTransferAddress({
-        terminal,
-        account_id: params.account_id,
-        network_id,
-        currency: 'USDT',
-        address: params.address,
-        onApply: {
-            INIT: async (order) => {
-                const transferResult = await postWalletTransfer(credential, {
-                    currency: 'USDT',
-                    from: params.from,
-                    to: params.to,
-                    amount: `${order.current_amount}`,
-                    settle: 'usdt',
-                });
-                if (transferResult.tx_id !== undefined) {
-                    return { state: 'COMPLETE', transaction_id: transferResult.tx_id };
-                }
-                return { state: 'INIT', message: JSON.stringify(transferResult) };
-            },
-        },
-        onEval: async (transferOrder) => ({
-            state: 'COMPLETE',
-            received_amount: transferOrder.current_amount,
-        }),
-    });
-};
-if (credential) {
-    (async () => {
-        const terminal = Terminal.fromNodeEnv();
-        const accountIds = await resolveAccountProfile(credential);
-        const ACCOUNT_INTERNAL_NETWORK_ID = `Gate/${accountIds.uid}/ACCOUNT_INTERNAL`;
-        registerInternalTransfer(terminal, credential, accountIds.future, 'future_to_spot', ACCOUNT_INTERNAL_NETWORK_ID);
-        const subAccountsResult = await getSubAccountList(credential, { type: '0' });
-        const isMainAccount = Array.isArray(subAccountsResult);
-        if (isMainAccount) {
-            const depositAddressRes = await getDepositAddress(credential, { currency: 'USDT' });
-            console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes));
-            const addresses = depositAddressRes.multichain_addresses.filter((item) => item.chain === 'TRX');
-            for (const address of addresses) {
-                addAccountTransferAddress({
-                    terminal,
-                    account_id: accountIds.spot,
-                    network_id: 'TRC20',
-                    currency: 'USDT',
-                    address: address.address,
-                    onApply: {
-                        INIT: async (transferOrder) => {
-                            const transferResult = await postWithdrawals(credential, {
-                                amount: `${transferOrder.current_amount}`,
-                                currency: 'USDT',
-                                address: transferOrder.current_rx_address,
-                                chain: 'TRX',
-                            });
-                            const { txid, withdraw_order_id } = transferResult;
-                            if (txid && txid.length > 0) {
-                                return { state: 'COMPLETE', transaction_id: txid };
-                            }
-                            return { state: 'PENDING', context: withdraw_order_id };
-                        },
-                        PENDING: async (transferOrder) => {
-                            const wdId = transferOrder.current_tx_context;
-                            const withdrawalRecordsResult = await getWithdrawalHistory(credential, {});
-                            const withdrawalRecord = withdrawalRecordsResult.find((item) => item.withdraw_order_id === wdId);
-                            if (withdrawalRecord && withdrawalRecord.txid && withdrawalRecord.txid.length > 0) {
-                                return { state: 'COMPLETE', transaction_id: withdrawalRecord.txid };
-                            }
-                            return { state: 'PENDING', context: wdId };
-                        },
-                    },
-                    onEval: async (transferOrder) => {
-                        const checkResult = await getDepositHistory(credential, { currency: 'USDT' });
-                        const depositRecord = checkResult.find((item) => item.txid === transferOrder.current_transaction_id);
-                        if (depositRecord && depositRecord.status === 'DONE') {
-                            return { state: 'COMPLETE', received_amount: Number(depositRecord.amount) };
-                        }
-                        return { state: 'PENDING' };
-                    },
-                });
-            }
-        }
-    })().catch((error) => {
-        console.error(formatTime(Date.now()), 'GateTransferInitFailed', error);
-    });
-}
+"use strict";
+// import { Terminal } from '@yuants/protocol';
+// import { addAccountTransferAddress } from '@yuants/transfer';
+// import { formatTime } from '@yuants/utils';
+// import {
+//   getDepositAddress,
+//   getDepositHistory,
+//   getSubAccountList,
+//   getWithdrawalHistory,
+//   ICredential,
+//   postWalletTransfer,
+//   postWithdrawals,
+// } from '../api/private-api';
+// import { resolveAccountProfile } from './accounts/profile';
+// import { getDefaultCredential } from './default-credential';
+// const credential = getDefaultCredential();
+// const registerInternalTransfer = (
+//   terminal: Terminal,
+//   credential: ICredential,
+//   accountId: string,
+//   direction: 'spot_to_future' | 'future_to_spot',
+//   network_id: string,
+// ) => {
+//   const params =
+//     direction === 'spot_to_future'
+//       ? {
+//           account_id: accountId,
+//           from: 'spot',
+//           to: 'futures',
+//           address: 'SPOT',
+//         }
+//       : {
+//           account_id: accountId,
+//           from: 'futures',
+//           to: 'spot',
+//           address: 'USDT_FUTURE',
+//         };
+//   addAccountTransferAddress({
+//     terminal,
+//     account_id: params.account_id,
+//     network_id,
+//     currency: 'USDT',
+//     address: params.address,
+//     onApply: {
+//       INIT: async (order) => {
+//         const transferResult = await postWalletTransfer(credential, {
+//           currency: 'USDT',
+//           from: params.from,
+//           to: params.to,
+//           amount: `${order.current_amount}`,
+//           settle: 'usdt',
+//         });
+//         if (transferResult.tx_id !== undefined) {
+//           return { state: 'COMPLETE', transaction_id: transferResult.tx_id };
+//         }
+//         return { state: 'INIT', message: JSON.stringify(transferResult) };
+//       },
+//     },
+//     onEval: async (transferOrder) => ({
+//       state: 'COMPLETE',
+//       received_amount: transferOrder.current_amount,
+//     }),
+//   });
+// };
+// if (credential) {
+//   (async () => {
+//     const terminal = Terminal.fromNodeEnv();
+//     const accountIds = await resolveAccountProfile(credential);
+//     const ACCOUNT_INTERNAL_NETWORK_ID = `Gate/${accountIds.uid}/ACCOUNT_INTERNAL`;
+//     registerInternalTransfer(
+//       terminal,
+//       credential,
+//       accountIds.future,
+//       'future_to_spot',
+//       ACCOUNT_INTERNAL_NETWORK_ID,
+//     );
+//     const subAccountsResult = await getSubAccountList(credential, { type: '0' });
+//     const isMainAccount = Array.isArray(subAccountsResult);
+//     if (isMainAccount) {
+//       const depositAddressRes = await getDepositAddress(credential, { currency: 'USDT' });
+//       console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes));
+//       const addresses = depositAddressRes.multichain_addresses.filter((item) => item.chain === 'TRX');
+//       for (const address of addresses) {
+//         addAccountTransferAddress({
+//           terminal,
+//           account_id: accountIds.spot,
+//           network_id: 'TRC20',
+//           currency: 'USDT',
+//           address: address.address,
+//           onApply: {
+//             INIT: async (transferOrder) => {
+//               const transferResult = await postWithdrawals(credential, {
+//                 amount: `${transferOrder.current_amount}`,
+//                 currency: 'USDT',
+//                 address: transferOrder.current_rx_address!,
+//                 chain: 'TRX',
+//               });
+//               const { txid, withdraw_order_id } = transferResult;
+//               if (txid && txid.length > 0) {
+//                 return { state: 'COMPLETE', transaction_id: txid };
+//               }
+//               return { state: 'PENDING', context: withdraw_order_id };
+//             },
+//             PENDING: async (transferOrder) => {
+//               const wdId = transferOrder.current_tx_context;
+//               const withdrawalRecordsResult = await getWithdrawalHistory(credential, {});
+//               const withdrawalRecord = withdrawalRecordsResult.find(
+//                 (item) => item.withdraw_order_id === wdId,
+//               );
+//               if (withdrawalRecord && withdrawalRecord.txid && withdrawalRecord.txid.length > 0) {
+//                 return { state: 'COMPLETE', transaction_id: withdrawalRecord.txid };
+//               }
+//               return { state: 'PENDING', context: wdId };
+//             },
+//           },
+//           onEval: async (transferOrder) => {
+//             const checkResult = await getDepositHistory(credential, { currency: 'USDT' });
+//             const depositRecord = checkResult.find(
+//               (item) => item.txid === transferOrder.current_transaction_id,
+//             );
+//             if (depositRecord && depositRecord.status === 'DONE') {
+//               return { state: 'COMPLETE', received_amount: Number(depositRecord.amount) };
+//             }
+//             return { state: 'PENDING' };
+//           },
+//         });
+//       }
+//     }
+//   })().catch((error) => {
+//     console.error(formatTime(Date.now()), 'GateTransferInitFailed', error);
+//   });
+// }
 //# sourceMappingURL=transfer.js.map