@yuants/vendor-gate 0.4.27 → 0.5.1
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/index.js +4 -3
- package/dist/index.js.map +1 -1
- package/dist/services/accounts/profile.js +5 -26
- package/dist/services/accounts/profile.js.map +1 -1
- package/dist/services/accounts/unified.js +8 -25
- package/dist/services/accounts/unified.js.map +1 -1
- package/dist/services/markets/product.js +0 -3
- package/dist/services/markets/product.js.map +1 -1
- package/dist/services/markets/quote.js.map +1 -1
- package/dist/services/quotes.js +51 -0
- package/dist/services/quotes.js.map +1 -0
- package/dist/services/transfer.js +132 -106
- package/dist/services/transfer.js.map +1 -1
- package/lib/index.d.ts +4 -3
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +4 -3
- package/lib/index.js.map +1 -1
- package/lib/services/accounts/profile.d.ts +0 -8
- package/lib/services/accounts/profile.d.ts.map +1 -1
- package/lib/services/accounts/profile.js +6 -28
- package/lib/services/accounts/profile.js.map +1 -1
- package/lib/services/accounts/unified.d.ts +1 -1
- package/lib/services/accounts/unified.d.ts.map +1 -1
- package/lib/services/accounts/unified.js +8 -25
- package/lib/services/accounts/unified.js.map +1 -1
- package/lib/services/markets/product.d.ts +0 -1
- package/lib/services/markets/product.d.ts.map +1 -1
- package/lib/services/markets/product.js +1 -4
- package/lib/services/markets/product.js.map +1 -1
- package/lib/services/markets/quote.js.map +1 -1
- package/lib/services/quotes.d.ts +2 -0
- package/lib/services/quotes.d.ts.map +1 -0
- package/lib/services/quotes.js +53 -0
- package/lib/services/quotes.js.map +1 -0
- package/lib/services/transfer.d.ts +0 -1
- package/lib/services/transfer.js +131 -107
- package/lib/services/transfer.js.map +1 -1
- package/package.json +14 -14
- package/temp/package-deps.json +23 -22
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{"version":3,"file":"transfer.js","sourceRoot":"","sources":["../../src/services/transfer.ts"],"names":[],"mappings":"AAAA,
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{"version":3,"file":"transfer.js","sourceRoot":"","sources":["../../src/services/transfer.ts"],"names":[],"mappings":";AAAA,+CAA+C;AAC/C,gEAAgE;AAChE,8CAA8C;AAC9C,WAAW;AACX,uBAAuB;AACvB,uBAAuB;AACvB,uBAAuB;AACvB,0BAA0B;AAC1B,iBAAiB;AACjB,wBAAwB;AACxB,qBAAqB;AACrB,+BAA+B;AAC/B,8DAA8D;AAC9D,+DAA+D;AAE/D,6CAA6C;AAE7C,qCAAqC;AACrC,wBAAwB;AACxB,6BAA6B;AAC7B,uBAAuB;AACvB,oDAAoD;AACpD,wBAAwB;AACxB,SAAS;AACT,mBAAmB;AACnB,qCAAqC;AACrC,YAAY;AACZ,mCAAmC;AACnC,0BAA0B;AAC1B,2BAA2B;AAC3B,6BAA6B;AAC7B,YAAY;AACZ,YAAY;AACZ,mCAAmC;AACnC,6BAA6B;AAC7B,wBAAwB;AACxB,oCAAoC;AACpC,aAAa;AAEb,gCAAgC;AAChC,gBAAgB;AAChB,qCAAqC;AACrC,kBAAkB;AAClB,wBAAwB;AACxB,+BAA+B;AAC/B,iBAAiB;AACjB,iCAAiC;AACjC,wEAAwE;AACxE,8BAA8B;AAC9B,+BAA+B;AAC/B,2BAA2B;AAC3B,+CAA+C;AAC/C,4BAA4B;AAC5B,cAAc;AACd,oDAAoD;AACpD,gFAAgF;AAChF,YAAY;AACZ,6EAA6E;AAC7E,WAAW;AACX,SAAS;AACT,0CAA0C;AAC1C,2BAA2B;AAC3B,uDAAuD;AACvD,UAAU;AACV,QAAQ;AACR,KAAK;AAEL,oBAAoB;AACpB,mBAAmB;AACnB,+CAA+C;AAC/C,kEAAkE;AAClE,qFAAqF;AAErF,gCAAgC;AAChC,kBAAkB;AAClB,oBAAoB;AACpB,2BAA2B;AAC3B,0BAA0B;AAC1B,qCAAqC;AACrC,SAAS;AAET,oFAAoF;AACpF,8DAA8D;AAC9D,2BAA2B;AAC3B,6FAA6F;AAC7F,mGAAmG;AACnG,yGAAyG;AACzG,2CAA2C;AAC3C,sCAAsC;AACtC,sBAAsB;AACtB,yCAAyC;AACzC,iCAAiC;AACjC,8BAA8B;AAC9B,sCAAsC;AACtC,uBAAuB;AACvB,+CAA+C;AAC/C,2EAA2E;AAC3E,6DAA6D;AAC7D,oCAAoC;AACpC,8DAA8D;AAC9D,gCAAgC;AAChC,oBAAoB;AACpB,oEAAoE;AACpE,+CAA+C;AAC/C,sEAAsE;AACtE,kBAAkB;AAClB,yEAAyE;AACzE,iBAAiB;AACjB,kDAAkD;AAClD,+DAA+D;AAC/D,4FAA4F;AAC5F,uEAAuE;AACvE,6DAA6D;AAC7D,mBAAmB;AACnB,qGAAqG;AACrG,uFAAuF;AACvF,kBAAkB;AAClB,4DAA4D;AAC5D,iBAAiB;AACjB,eAAe;AACf,+CAA+C;AAC/C,6FAA6F;AAC7F,sDAAsD;AACtD,8EAA8E;AAC9E,iBAAiB;AACjB,sEAAsE;AACtE,6FAA6F;AAC7F,gBAAgB;AAChB,2CAA2C;AAC3C,eAAe;AACf,cAAc;AACd,UAAU;AACV,QAAQ;AACR,4BAA4B;AAC5B,8EAA8E;AAC9E,QAAQ;AACR,IAAI","sourcesContent":["// import { Terminal } from '@yuants/protocol';\n// import { addAccountTransferAddress } from '@yuants/transfer';\n// import { formatTime } from '@yuants/utils';\n// import {\n// getDepositAddress,\n// getDepositHistory,\n// getSubAccountList,\n// getWithdrawalHistory,\n// ICredential,\n// postWalletTransfer,\n// postWithdrawals,\n// } from '../api/private-api';\n// import { resolveAccountProfile } from './accounts/profile';\n// import { getDefaultCredential } from './default-credential';\n\n// const credential = getDefaultCredential();\n\n// const registerInternalTransfer = (\n// terminal: Terminal,\n// credential: ICredential,\n// accountId: string,\n// direction: 'spot_to_future' | 'future_to_spot',\n// network_id: string,\n// ) => {\n// const params =\n// direction === 'spot_to_future'\n// ? {\n// account_id: accountId,\n// from: 'spot',\n// to: 'futures',\n// address: 'SPOT',\n// }\n// : {\n// account_id: accountId,\n// from: 'futures',\n// to: 'spot',\n// address: 'USDT_FUTURE',\n// };\n\n// addAccountTransferAddress({\n// terminal,\n// account_id: params.account_id,\n// network_id,\n// currency: 'USDT',\n// address: params.address,\n// onApply: {\n// INIT: async (order) => {\n// const transferResult = await postWalletTransfer(credential, {\n// currency: 'USDT',\n// from: params.from,\n// to: params.to,\n// amount: `${order.current_amount}`,\n// settle: 'usdt',\n// });\n// if (transferResult.tx_id !== undefined) {\n// return { state: 'COMPLETE', transaction_id: transferResult.tx_id };\n// }\n// return { state: 'INIT', message: JSON.stringify(transferResult) };\n// },\n// },\n// onEval: async (transferOrder) => ({\n// state: 'COMPLETE',\n// received_amount: transferOrder.current_amount,\n// }),\n// });\n// };\n\n// if (credential) {\n// (async () => {\n// const terminal = Terminal.fromNodeEnv();\n// const accountIds = await resolveAccountProfile(credential);\n// const ACCOUNT_INTERNAL_NETWORK_ID = `Gate/${accountIds.uid}/ACCOUNT_INTERNAL`;\n\n// registerInternalTransfer(\n// terminal,\n// credential,\n// accountIds.future,\n// 'future_to_spot',\n// ACCOUNT_INTERNAL_NETWORK_ID,\n// );\n\n// const subAccountsResult = await getSubAccountList(credential, { type: '0' });\n// const isMainAccount = Array.isArray(subAccountsResult);\n// if (isMainAccount) {\n// const depositAddressRes = await getDepositAddress(credential, { currency: 'USDT' });\n// console.info(formatTime(Date.now()), 'DepositAddress', JSON.stringify(depositAddressRes));\n// const addresses = depositAddressRes.multichain_addresses.filter((item) => item.chain === 'TRX');\n// for (const address of addresses) {\n// addAccountTransferAddress({\n// terminal,\n// account_id: accountIds.spot,\n// network_id: 'TRC20',\n// currency: 'USDT',\n// address: address.address,\n// onApply: {\n// INIT: async (transferOrder) => {\n// const transferResult = await postWithdrawals(credential, {\n// amount: `${transferOrder.current_amount}`,\n// currency: 'USDT',\n// address: transferOrder.current_rx_address!,\n// chain: 'TRX',\n// });\n// const { txid, withdraw_order_id } = transferResult;\n// if (txid && txid.length > 0) {\n// return { state: 'COMPLETE', transaction_id: txid };\n// }\n// return { state: 'PENDING', context: withdraw_order_id };\n// },\n// PENDING: async (transferOrder) => {\n// const wdId = transferOrder.current_tx_context;\n// const withdrawalRecordsResult = await getWithdrawalHistory(credential, {});\n// const withdrawalRecord = withdrawalRecordsResult.find(\n// (item) => item.withdraw_order_id === wdId,\n// );\n// if (withdrawalRecord && withdrawalRecord.txid && withdrawalRecord.txid.length > 0) {\n// return { state: 'COMPLETE', transaction_id: withdrawalRecord.txid };\n// }\n// return { state: 'PENDING', context: wdId };\n// },\n// },\n// onEval: async (transferOrder) => {\n// const checkResult = await getDepositHistory(credential, { currency: 'USDT' });\n// const depositRecord = checkResult.find(\n// (item) => item.txid === transferOrder.current_transaction_id,\n// );\n// if (depositRecord && depositRecord.status === 'DONE') {\n// return { state: 'COMPLETE', received_amount: Number(depositRecord.amount) };\n// }\n// return { state: 'PENDING' };\n// },\n// });\n// }\n// }\n// })().catch((error) => {\n// console.error(formatTime(Date.now()), 'GateTransferInitFailed', error);\n// });\n// }\n"]}
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package/lib/index.d.ts
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@@ -1,6 +1,7 @@
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import './services/markets/product';
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import './services/markets/interest-rate';
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import './services/transfer';
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import './services/exchange';
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import './services/markets/interest-rate';
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import './services/markets/product';
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import './services/markets/quote';
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import './services/quotes';
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import './services/transfer';
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//# sourceMappingURL=index.d.ts.map
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package/lib/index.d.ts.map
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{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,
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{"version":3,"file":"index.d.ts","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"}
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package/lib/index.js
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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require("./services/markets/product");
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require("./services/markets/interest-rate");
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require("./services/transfer");
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require("./services/exchange");
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require("./services/markets/interest-rate");
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require("./services/markets/product");
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require("./services/markets/quote");
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require("./services/quotes");
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require("./services/transfer");
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//# sourceMappingURL=index.js.map
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package/lib/index.js.map
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,sCAAoC;AACpC,
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,4CAA0C;AAC1C,sCAAoC;AACpC,oCAAkC;AAClC,6BAA2B;AAC3B,+BAA6B","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/transfer';\n"]}
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import { ICredential } from '../../api/private-api';
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export interface IAccountProfile {
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uid: string;
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future: string;
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spot: string;
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unified: string;
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}
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export declare const resolveAccountProfile: (credential: ICredential) => Promise<IAccountProfile>;
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export declare const getAccountIds: (credential: ICredential) => Promise<IAccountProfile>;
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export declare const getCredentialId: (credential: ICredential) => Promise<string>;
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//# sourceMappingURL=profile.d.ts.map
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{"version":3,"file":"profile.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AACA,OAAO,EAAoB,WAAW,EAAE,MAAM,uBAAuB,CAAC;
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{"version":3,"file":"profile.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":"AACA,OAAO,EAAoB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEtE,eAAO,MAAM,eAAe,eAAsB,WAAW,KAAG,QAAQ,MAAM,CAI7E,CAAC"}
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getCredentialId =
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const cache_1 = require("@yuants/cache");
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const private_api_1 = require("../../api/private-api");
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exports.getCredentialId = void 0;
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const utils_1 = require("@yuants/utils");
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const
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const serializeCredential = (credential) => JSON.stringify(credential);
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const deserializeCredential = (key) => JSON.parse(key);
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const accountProfileCache = (0, cache_1.createCache)(async (key) => {
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const credential = deserializeCredential(key);
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const detail = await (0, private_api_1.getAccountDetail)(credential);
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const uid = `${detail.user_id}`;
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return {
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uid,
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future: `gate/${uid}/future/USDT`,
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spot: `gate/${uid}/spot/USDT`,
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unified: `gate/${uid}/unified/USDT`,
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};
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}, { expire: PROFILE_TTL });
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const resolveAccountProfile = async (credential) => {
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const profile = await accountProfileCache.query(serializeCredential(credential));
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if (!profile) {
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throw new Error('Unable to resolve Gate account profile');
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}
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return profile;
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};
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exports.resolveAccountProfile = resolveAccountProfile;
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exports.getAccountIds = exports.resolveAccountProfile;
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const private_api_1 = require("../../api/private-api");
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const getCredentialId = async (credential) => {
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const res = await (0, private_api_1.getAccountDetail)(credential);
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if (!res.user_id)
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throw (0, utils_1.newError)('GATE_GET_UID_FAILED', { res });
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return (0, utils_1.encodePath)('GATE', res.user_id);
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};
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exports.getCredentialId = getCredentialId;
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//# sourceMappingURL=profile.js.map
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{"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":";;;AAAA,
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{"version":3,"file":"profile.js","sourceRoot":"","sources":["../../../src/services/accounts/profile.ts"],"names":[],"mappings":";;;AAAA,yCAAqD;AACrD,uDAAsE;AAE/D,MAAM,eAAe,GAAG,KAAK,EAAE,UAAuB,EAAmB,EAAE;IAChF,MAAM,GAAG,GAAG,MAAM,IAAA,8BAAgB,EAAC,UAAU,CAAC,CAAC;IAC/C,IAAI,CAAC,GAAG,CAAC,OAAO;QAAE,MAAM,IAAA,gBAAQ,EAAC,qBAAqB,EAAE,EAAE,GAAG,EAAE,CAAC,CAAC;IACjE,OAAO,IAAA,kBAAU,EAAC,MAAM,EAAE,GAAG,CAAC,OAAO,CAAC,CAAC;AACzC,CAAC,CAAC;AAJW,QAAA,eAAe,mBAI1B","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"]}
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import type
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import { type IPosition } from '@yuants/data-account';
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import { ICredential } from '../../api/private-api';
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export declare const getUnifiedAccountInfo: (credential: ICredential) => Promise<IPosition[]>;
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//# sourceMappingURL=unified.d.ts.map
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{"version":3,"file":"unified.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"
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{"version":3,"file":"unified.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":"AAAA,OAAO,EAAoB,KAAK,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAExE,OAAO,EAA0C,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAuC5F,eAAO,MAAM,qBAAqB,eAAsB,WAAW,yBAsClE,CAAC"}
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exports.getUnifiedAccountInfo = void 0;
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const
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const data_account_1 = require("@yuants/data-account");
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const utils_1 = require("@yuants/utils");
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const private_api_1 = require("../../api/private-api");
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const public_api_1 = require("../../api/public-api");
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const product_1 = require("../markets/product");
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const spotProductMapCache = (0, cache_1.createCache)(async () => {
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const products = await (0, product_1.listProducts)();
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const map = new Map();
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for (const product of products !== null && products !== void 0 ? products : []) {
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const [, instType] = product.product_id.split('/');
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if (instType === 'SPOT') {
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map.set(product.base_currency, product.product_id);
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}
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}
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return map;
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}, { expire: 86400000 });
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const loadFuturePositions = async (credential) => {
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const positions = [];
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const positionsRes = await (0, private_api_1.getFuturePositions)(credential, 'usdt');
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const getUnifiedAccountInfo = async (credential) => {
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41
|
var _a;
|
|
54
|
-
const [futurePositions, unifiedAccount, spotTickers
|
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42
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+
const [futurePositions, unifiedAccount, spotTickers] = await Promise.all([
|
|
55
43
|
loadFuturePositions(credential),
|
|
56
44
|
(0, private_api_1.getUnifiedAccounts)(credential, {}),
|
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57
45
|
(0, public_api_1.getSpotTickers)({}),
|
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58
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-
spotProductMapCache.query('').catch(() => undefined),
|
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59
46
|
]);
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|
-
const resolvedSpotProductMap = spotProductMap !== null && spotProductMap !== void 0 ? spotProductMap : new Map();
|
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61
47
|
const balances = (_a = unifiedAccount === null || unifiedAccount === void 0 ? void 0 : unifiedAccount.balances) !== null && _a !== void 0 ? _a : {};
|
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48
|
const spotTickerList = Array.isArray(spotTickers) ? spotTickers : [];
|
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49
|
const spotPositions = Object.keys(balances)
|
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64
50
|
.map((currency) => {
|
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var _a, _b, _c
|
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51
|
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var _a, _b, _c;
|
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66
52
|
let currency_pair = `${currency}_USDT`;
|
|
67
53
|
if (currency === 'SOL2') {
|
|
68
54
|
currency_pair = 'SOL_USDT';
|
|
@@ -73,22 +59,19 @@ const getUnifiedAccountInfo = async (credential) => {
|
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|
const closable_price = currency === 'USDT'
|
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74
60
|
? 1
|
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75
61
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: Number(((_a = spotTickerList.find((ticker) => ticker.currency_pair === currency_pair)) === null || _a === void 0 ? void 0 : _a.last) || 0);
|
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76
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|
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62
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// TODO: 根据账户模式调整 volume 计算方式
|
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63
|
+
const volume = Number(((_b = balances[currency]) === null || _b === void 0 ? void 0 : _b.available) || 0);
|
|
77
64
|
const free_volume = Number(((_c = balances[currency]) === null || _c === void 0 ? void 0 : _c.available) || 0);
|
|
78
65
|
if (Math.abs(volume) === 0)
|
|
79
66
|
return undefined;
|
|
80
|
-
return {
|
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67
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+
return (0, data_account_1.makeSpotPosition)({
|
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81
68
|
datasource_id: 'GATE',
|
|
82
69
|
position_id: currency,
|
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83
|
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product_id: (
|
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84
|
-
direction: 'LONG',
|
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|
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product_id: (0, utils_1.encodePath)('GATE', 'SPOT', currency + '_USDT'),
|
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85
71
|
volume,
|
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free_volume,
|
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|
closable_price,
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-
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floating_profit: closable_price * volume,
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|
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valuation: closable_price * volume,
|
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91
|
-
};
|
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74
|
+
});
|
|
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75
|
})
|
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.filter((item) => !!item);
|
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|
return [...futurePositions, ...spotPositions];
|
|
@@ -1 +1 @@
|
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1
|
-
{"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":";;;AAAA,
|
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1
|
+
{"version":3,"file":"unified.js","sourceRoot":"","sources":["../../../src/services/accounts/unified.ts"],"names":[],"mappings":";;;AAAA,uDAAwE;AACxE,yCAA2C;AAC3C,uDAA4F;AAC5F,qDAAsD;AAEtD,MAAM,mBAAmB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAClF,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,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;AAEK,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,IAAA,gCAAkB,EAAC,UAAU,EAAE,EAAE,CAAC;QAClC,IAAA,2BAAc,EAAC,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,IAAA,+BAAgB,EAAC;YACtB,aAAa,EAAE,MAAM;YACrB,WAAW,EAAE,QAAQ;YACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,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;AAtCW,QAAA,qBAAqB,yBAsChC","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"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":"AAGA,eAAO,MAAM,YAAY;;;;;;;;;;;;;;;;;;;IAkDxB,CAAC"}
|
|
@@ -1,11 +1,8 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.listProducts =
|
|
4
|
-
const data_product_1 = require("@yuants/data-product");
|
|
5
|
-
const protocol_1 = require("@yuants/protocol");
|
|
3
|
+
exports.listProducts = void 0;
|
|
6
4
|
const utils_1 = require("@yuants/utils");
|
|
7
5
|
const public_api_1 = require("../../api/public-api");
|
|
8
|
-
exports.productCache = (0, data_product_1.createClientProductCache)(protocol_1.Terminal.fromNodeEnv());
|
|
9
6
|
const listProducts = async () => {
|
|
10
7
|
const [futureProducts, spotProducts] = await Promise.all([
|
|
11
8
|
(0, public_api_1.getFuturesContracts)('usdt', {}),
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":";;;AAAA,
|
|
1
|
+
{"version":3,"file":"product.js","sourceRoot":"","sources":["../../../src/services/markets/product.ts"],"names":[],"mappings":";;;AAAA,yCAA2C;AAC3C,qDAAiF;AAE1E,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 { encodePath } from '@yuants/utils';\nimport { getFuturesContracts, getSpotCurrencyPairs } from '../../api/public-api';\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-${spot.precision}`),\n volume_step: 1,\n name: '',\n value_scale_unit: '',\n margin_rate: 0,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: false,\n market_id: 'GATE/USDT-SPOT',\n no_interest_rate: false,\n }));\n\n return [...fps, ...sps];\n};\n"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;AAAA,mDAAkE;AAClE,+
|
|
1
|
+
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`${-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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{"version":3,"file":"quotes.d.ts","sourceRoot":"","sources":["../../src/services/quotes.ts"],"names":[],"mappings":""}
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@@ -0,0 +1,53 @@
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1
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+
"use strict";
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2
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+
Object.defineProperty(exports, "__esModule", { value: true });
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3
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+
const exchange_1 = require("@yuants/exchange");
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4
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+
const protocol_1 = require("@yuants/protocol");
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5
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const utils_1 = require("@yuants/utils");
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6
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const public_api_1 = require("../api/public-api");
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7
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const terminal = protocol_1.Terminal.fromNodeEnv();
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8
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(0, exchange_1.provideQuoteService)(terminal, {
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product_id_prefix: 'GATE/FUTURE/',
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10
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fields: [
|
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11
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'last_price',
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12
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'ask_price',
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13
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'bid_price',
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14
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'open_interest',
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15
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'interest_rate_long',
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'interest_rate_short',
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],
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}, async () => {
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const res = await (0, public_api_1.getFuturesTickers)('usdt', {});
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return res.map((ticker) => ({
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product_id: (0, utils_1.encodePath)('GATE', 'FUTURE', ticker.contract),
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22
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updated_at: Date.now(),
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last_price: ticker.last,
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ask_price: ticker.lowest_ask,
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25
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bid_price: ticker.highest_bid,
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26
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// total_size is the open interest
|
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27
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open_interest: ticker.total_size,
|
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28
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+
// funding_rate is the current funding rate
|
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29
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+
interest_rate_long: `${-Number(ticker.funding_rate)}`,
|
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30
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+
interest_rate_short: ticker.funding_rate,
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+
}));
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});
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33
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+
(0, exchange_1.provideQuoteService)(terminal, {
|
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+
product_id_prefix: 'GATE/SPOT/',
|
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35
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+
fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume', 'open_interest'],
|
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36
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+
}, async () => {
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37
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const res = await (0, public_api_1.getSpotTickers)({});
|
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+
return res.map((ticker) => {
|
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39
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+
var _a, _b;
|
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return ({
|
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product_id: (0, utils_1.encodePath)('GATE', 'SPOT', ticker.currency_pair),
|
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updated_at: Date.now(),
|
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last_price: ticker.last,
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ask_price: ticker.lowest_ask,
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bid_price: ticker.highest_bid,
|
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ask_volume: (_a = ticker.lowest_size) !== null && _a !== void 0 ? _a : '0',
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bid_volume: (_b = ticker.highest_size) !== null && _b !== void 0 ? _b : '0',
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// 现货没有持仓量的概念，设置为0
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open_interest: '0',
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});
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});
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});
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//# sourceMappingURL=quotes.js.map
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|