@yuants/vendor-gate 0.6.8 → 0.6.10
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/api/http-client.js.map +1 -1
- package/dist/api/private-api.js +6 -0
- package/dist/api/private-api.js.map +1 -1
- package/dist/api/rate-limiter.js.map +1 -1
- package/dist/index.js +1 -0
- package/dist/index.js.map +1 -1
- package/dist/services/accounts/unified.js.map +1 -1
- package/dist/services/default-credential.js.map +1 -1
- package/dist/services/interest-ledger-service.js +34 -0
- package/dist/services/interest-ledger-service.js.map +1 -0
- package/dist/services/markets/quote.js.map +1 -1
- package/dist/services/ohlc-service.js.map +1 -1
- package/dist/services/orders/cancelOrder.js.map +1 -1
- package/dist/services/orders/listOrders.js.map +1 -1
- package/dist/services/orders/submitOrder.js.map +1 -1
- package/dist/services/quotes.js +1 -1
- package/dist/services/quotes.js.map +1 -1
- package/lib/api/http-client.d.ts +2 -2
- package/lib/api/http-client.d.ts.map +1 -1
- package/lib/api/http-client.js.map +1 -1
- package/lib/api/private-api.d.ts +24 -1
- package/lib/api/private-api.d.ts.map +1 -1
- package/lib/api/private-api.js +8 -1
- package/lib/api/private-api.js.map +1 -1
- package/lib/api/public-api.d.ts +1 -8
- package/lib/api/public-api.d.ts.map +1 -1
- package/lib/api/rate-limiter.js.map +1 -1
- package/lib/index.d.ts +1 -0
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +1 -0
- package/lib/index.js.map +1 -1
- package/lib/services/accounts/profile.d.ts.map +1 -1
- package/lib/services/accounts/unified.d.ts.map +1 -1
- package/lib/services/accounts/unified.js.map +1 -1
- package/lib/services/default-credential.js.map +1 -1
- package/lib/services/interest-ledger-service.d.ts +2 -0
- package/lib/services/interest-ledger-service.d.ts.map +1 -0
- package/lib/services/interest-ledger-service.js +36 -0
- package/lib/services/interest-ledger-service.js.map +1 -0
- package/lib/services/markets/quote.js.map +1 -1
- package/lib/services/ohlc-service.js.map +1 -1
- package/lib/services/orders/cancelOrder.js.map +1 -1
- package/lib/services/orders/listOrders.d.ts.map +1 -1
- package/lib/services/orders/listOrders.js.map +1 -1
- package/lib/services/orders/submitOrder.js.map +1 -1
- package/lib/services/quotes.js +1 -1
- package/lib/services/quotes.js.map +1 -1
- package/lib/tsdoc-metadata.json +1 -1
- package/package.json +43 -43
- package/temp/build/typescript/ts_Eujh_fX2.json +1 -0
- package/temp/package-deps.json +23 -22
- package/temp/test/jest/haste-map-ac984f375ffe2771b37aa116ca7fe6f5-87fb4bb14df3d29fb61369ce8cbe1fe1-6499ab22de0ac9ce813ded0e96430273 +0 -0
- package/temp/vendor-gate.api.json +18 -2
package/lib/api/private-api.js
CHANGED
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@@ -1,6 +1,6 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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-
exports.getUnifiedTransferable = exports.postWalletTransfer = exports.getSpotAccounts = exports.getWithdrawalHistory = exports.getDepositHistory = exports.getSubAccountList = exports.getDepositAddress = exports.postWithdrawals = exports.deleteFutureOrders = exports.postFutureOrders = exports.getFuturesAccounts = exports.getFuturesOrders = exports.getFuturePositions = exports.getUnifiedAccounts = exports.getAccountDetail = void 0;
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+
exports.getFutureAccountsBook = exports.getUnifiedTransferable = exports.postWalletTransfer = exports.getSpotAccounts = exports.getWithdrawalHistory = exports.getDepositHistory = exports.getSubAccountList = exports.getDepositAddress = exports.postWithdrawals = exports.deleteFutureOrders = exports.postFutureOrders = exports.getFuturesAccounts = exports.getFuturesOrders = exports.getFuturePositions = exports.getUnifiedAccounts = exports.getAccountDetail = void 0;
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const http_client_1 = require("./http-client");
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const callPrivate = (credential, method, path, params) => (0, http_client_1.requestPrivate)(credential, method, path, params);
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/**
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@@ -128,4 +128,11 @@ exports.postWalletTransfer = postWalletTransfer;
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*/
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const getUnifiedTransferable = (credential, params) => callPrivate(credential, 'GET', `/unified/transferable`, params);
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exports.getUnifiedTransferable = getUnifiedTransferable;
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/**
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* 查询合约账户变更历史
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*
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* https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E8%B4%A6%E6%88%B7%E5%8F%98%E6%9B%B4%E5%8E%86%E5%8F%B2
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*/
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const getFutureAccountsBook = (credential, params) => callPrivate(credential, 'GET', `/futures/${params.settle}/account_book`, params);
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exports.getFutureAccountsBook = getFutureAccountsBook;
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//# sourceMappingURL=private-api.js.map
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@@ -1 +1 @@
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-
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type { GateParams, HttpMethod, IGateCredential } from './http-client';\nimport { requestPrivate } from './http-client';\n\nexport type ICredential = IGateCredential;\n\nconst callPrivate = <TResponse>(\n credential: ICredential,\n method: HttpMethod,\n path: string,\n params?: GateParams,\n) => requestPrivate<TResponse>(credential, method, path, params);\n\n/**\n * 获取用户账户信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E7%94%A8%E6%88%B7%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF\n */\nexport const getAccountDetail = (\n credential: ICredential,\n): Promise<{\n user_id: number;\n ip_whitelist: string[];\n currency_pairs: string[];\n key: {\n mode: number;\n };\n tier: number;\n}> => callPrivate(credential, 'GET', '/account/detail');\n\n/**\n * 获取统一账户信息\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E7%BB%9F%E4%B8%80%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF\n */\nexport const getUnifiedAccounts = (\n credential: ICredential,\n params?: { currency?: string },\n): Promise<{\n user_id: string;\n refresh_time: number;\n locket: boolean;\n balances: Record<\n string,\n {\n available: string;\n freeze: string;\n borrowed: string;\n negative_liab: string;\n futures_pos_liab: string;\n equity: string;\n total_freeze: string;\n total_liab: string;\n spot_in_use: string;\n cross_balance: string;\n iso_balance: string;\n funding: string;\n }\n >;\n total: string;\n borrowed: string;\n total_initial_margin: string;\n total_margin_balance: string;\n total_maintenance_margin: string;\n total_initial_margin_rate: string;\n total_maintenance_margin_rate: string;\n total_avail_margin: string;\n unified_account_total: string;\n unified_account_total_liab: string;\n unified_account_total_equity: string;\n leverage: string;\n spot_order_loss: string;\n spot_hedge: boolean;\n}> => callPrivate(credential, 'GET', '/unified/accounts', params);\n\n/**\n * 获取用户仓位列表\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E7%94%A8%E6%88%B7%E4%BB%93%E4%BD%8D%E5%88%97%E8%A1%A8\n */\nexport const getFuturePositions = (\n credential: ICredential,\n quote_currency: string,\n params?: { holding?: boolean; limit?: number; offset?: number },\n): Promise<\n {\n user: number;\n contract: string;\n size: number;\n leverage: string;\n risk_limit: string;\n leverage_max: string;\n maintenance_rate: string;\n value: string;\n margin: string;\n entry_price: string;\n mark_price: string;\n unrealised_pnl: string;\n realised_pnl: string;\n mode: string;\n liq_price: string;\n }[]\n> => callPrivate(credential, 'GET', `/futures/${quote_currency}/positions`, params);\n\n/**\n * 查询合约订单列表\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E8%AE%A2%E5%8D%95%E5%88%97%E8%A1%A8\n */\nexport const getFuturesOrders = (\n credential: ICredential,\n settle: string,\n params: {\n contract?: string;\n status: string;\n limit?: number;\n offset?: number;\n last_id?: number;\n },\n): Promise<\n {\n id: string;\n contract: string;\n create_time: number;\n size: number;\n price: string;\n is_close: boolean;\n fill_price: string;\n left?: number;\n status?: string;\n text: string;\n }[]\n> => callPrivate(credential, 'GET', `/futures/${settle}/orders`, params);\n\n/**\n * 获取合约账号\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E5%90%88%E7%BA%A6%E8%B4%A6%E5%8F%B7\n */\nexport const getFuturesAccounts = (\n credential: ICredential,\n settle: string,\n): Promise<{\n user: number;\n currency: string;\n total: string;\n unrealised_pnl: string;\n position_margin: string;\n order_margin: string;\n available: string;\n point: string;\n bonus: string;\n in_dual_mode: boolean;\n enable_evolved_classic: boolean;\n history: {\n dnw: string;\n pnl: string;\n fee: string;\n refr: string;\n fund: string;\n point_dnw: string;\n point_fee: string;\n point_refr: string;\n bonus_dnw: string;\n bonus_offset: string;\n };\n}> => callPrivate(credential, 'GET', `/futures/${settle}/accounts`);\n\n/**\n * 合约交易下单\n *\n * 下单时指定的是合约张数 size ，而非币的数量，每一张合约对应的币的数量是合约详情接口里返回的 quanto_multiplier\n *\n * 0 成交的订单在撤单 10 分钟之后无法再获取到，会提到订单不存在\n *\n * 设置 reduce_only 为 true 可以防止在减仓的时候穿仓\n *\n * 单仓模式下，如果需要平仓，需要设置 size 为 0 ，close 为 true\n *\n * 双仓模式下，平仓需要使用 auto_size 来设置平仓方向，并同时设置 reduce_only 为 true，size 为 0\n *\n * 设置 stp_act 决定使用限制用户自成交的策略，详细用法参考body参数stp_act\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E4%B8%8B%E5%8D%95\n */\nexport const postFutureOrders = (\n credential: ICredential,\n settle: string,\n params: {\n contract: string;\n size: number;\n iceberg?: number;\n price?: string;\n close?: boolean;\n reduce_only?: boolean;\n tif?: string;\n text?: string;\n auto_size?: string;\n stp_act?: string;\n },\n): Promise<{\n label?: string;\n message?: string;\n detail?: string;\n id: number;\n user: number;\n contract: string;\n create_time: number;\n size: number;\n iceberg: number;\n left: number;\n price: string;\n fill_price: string;\n mkfr: string;\n tkfr: string;\n tif: string;\n refu: number;\n is_reduce_only: boolean;\n is_close: boolean;\n is_liq: boolean;\n text: string;\n status: string;\n finish_time: number;\n finish_as: string;\n stp_id: number;\n stp_act: string;\n amend_text: string;\n}> => callPrivate(credential, 'POST', `/futures/${settle}/orders`, params);\n\n/**\n * 撤销单个订单\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%92%A4%E9%94%80%E5%8D%95%E4%B8%AA%E8%AE%A2%E5%8D%95-2\n */\nexport const deleteFutureOrders = (credential: ICredential, settle: string, order_id: string): Promise<{}> =>\n callPrivate(credential, 'DELETE', `/futures/${settle}/orders/${order_id}`);\n\n/**\n * 提现\n *\n * POST /withdrawals\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%8F%90%E7%8E%B0\n */\nexport const postWithdrawals = (\n credential: ICredential,\n params: {\n withdraw_order_id?: string;\n amount: string;\n currency: string;\n address?: string;\n memo?: string;\n chain: string;\n },\n): Promise<{\n id: string;\n txid: string;\n withdraw_order_id: string;\n timestamp: number;\n amount: string;\n currency: string;\n address: string;\n memo: string;\n status: string;\n chain: string;\n}> => callPrivate(credential, 'POST', '/withdrawals', params);\n\n/**\n * 获取币种充值地址\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E5%B8%81%E7%A7%8D%E5%85%85%E5%80%BC%E5%9C%B0%E5%9D%80\n */\nexport const getDepositAddress = (\n credential: ICredential,\n params: {\n currency: string;\n },\n): Promise<{\n currency: string;\n address: string;\n multichain_addresses: {\n chain: string;\n address: string;\n payment_id: string;\n payment_name: string;\n obtain_failed: boolean;\n }[];\n}> => callPrivate(credential, 'GET', '/wallet/deposit_address', params);\n\n/**\n * 创建新的子账户\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%88%9B%E5%BB%BA%E6%96%B0%E7%9A%84%E5%AD%90%E8%B4%A6%E6%88%B7\n */\nexport const getSubAccountList = (\n credential: ICredential,\n params?: {\n type?: string;\n },\n): Promise<\n {\n remark: string;\n login_name: string;\n password: string;\n email: string;\n state: number;\n type: number;\n user_id: number;\n create_time: number;\n }[]\n> => callPrivate(credential, 'GET', '/sub_accounts', params);\n\n/**\n * 获取充值记录\n *\n * 记录查询时间范围不允许超过 30 天\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E5%85%85%E5%80%BC%E8%AE%B0%E5%BD%95\n */\nexport const getDepositHistory = (\n credential: ICredential,\n params?: {\n currency?: string;\n from?: number;\n to?: number;\n limit?: number;\n offset?: number;\n },\n): Promise<\n {\n id: string;\n txid: string;\n withdraw_order_id: string;\n timestamp: number;\n amount: string;\n currency: string;\n address: string;\n memo: string;\n status: string;\n chain: string;\n }[]\n> => callPrivate(credential, 'GET', '/wallet/deposits', params);\n\n/**\n * 获取提现记录\n *\n * 记录查询时间范围不允许超过 30 天\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E5%B8%81%E7%A7%8D%E5%85%85%E5%80%BC%E5%9C%B0%E5%9D%80\n */\nexport const getWithdrawalHistory = (\n credential: ICredential,\n params?: {\n currency?: string;\n from?: number;\n to?: number;\n limit?: number;\n offset?: number;\n },\n): Promise<\n {\n id: string;\n txid: string;\n withdraw_order_id: string;\n timestamp: number;\n amount: string;\n currency: string;\n address: string;\n memo: string;\n status: string;\n chain: string;\n }[]\n> => callPrivate(credential, 'GET', '/wallet/withdrawals', params);\n\n/**\n * 获取现货交易账户列表\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E7%8E%B0%E8%B4%A7%E4%BA%A4%E6%98%93%E8%B4%A6%E6%88%B7%E5%88%97%E8%A1%A8\n */\nexport const getSpotAccounts = (\n credential: ICredential,\n params?: {\n currency?: string;\n },\n): Promise<\n {\n currency: string;\n available: string;\n locked: string;\n update_id: string;\n }[]\n> => callPrivate(credential, 'GET', '/spot/accounts', params);\n\n/**\n * 交易账户互转\n *\n * POST /wallet/transfers\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E4%BA%A4%E6%98%93%E8%B4%A6%E6%88%B7%E4%BA%92%E8%BD%AC\n */\nexport const postWalletTransfer = (\n credential: ICredential,\n params: {\n currency: string;\n from: string;\n to: string;\n amount: string;\n currency_pair?: string;\n settle?: string;\n },\n): Promise<{\n tx_id: string;\n}> => callPrivate(credential, 'POST', '/wallet/transfers', params);\n\n/**\n * 获取统一账户最多可转出\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E7%BB%9F%E4%B8%80%E8%B4%A6%E6%88%B7%E6%9C%80%E5%A4%9A%E5%8F%AF%E8%BD%AC%E5%87%BA\n */\nexport const getUnifiedTransferable = (\n credential: ICredential,\n params: {\n currency: string;\n },\n): Promise<{\n currency: string;\n amount: string;\n}> => callPrivate(credential, 'GET', `/unified/transferable`, params);\n"]}
|
|
1
|
+
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type { GateParams, HttpMethod, IGateCredential } from './http-client';\nimport { requestPrivate } from './http-client';\n\nexport type ICredential = IGateCredential;\n\nconst callPrivate = <TResponse>(\n credential: ICredential,\n method: HttpMethod,\n path: string,\n params?: GateParams,\n) => requestPrivate<TResponse>(credential, method, path, params);\n\n/**\n * 获取用户账户信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E7%94%A8%E6%88%B7%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF\n */\nexport const getAccountDetail = (\n credential: ICredential,\n): Promise<{\n user_id: number;\n ip_whitelist: string[];\n currency_pairs: string[];\n key: {\n mode: number;\n };\n tier: number;\n}> => callPrivate(credential, 'GET', '/account/detail');\n\n/**\n * 获取统一账户信息\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E7%BB%9F%E4%B8%80%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AF\n */\nexport const getUnifiedAccounts = (\n credential: ICredential,\n params?: { currency?: string },\n): Promise<{\n user_id: string;\n refresh_time: number;\n locket: boolean;\n balances: Record<\n string,\n {\n available: string;\n freeze: string;\n borrowed: string;\n negative_liab: string;\n futures_pos_liab: string;\n equity: string;\n total_freeze: string;\n total_liab: string;\n spot_in_use: string;\n cross_balance: string;\n iso_balance: string;\n funding: string;\n }\n >;\n total: string;\n borrowed: string;\n total_initial_margin: string;\n total_margin_balance: string;\n total_maintenance_margin: string;\n total_initial_margin_rate: string;\n total_maintenance_margin_rate: string;\n total_avail_margin: string;\n unified_account_total: string;\n unified_account_total_liab: string;\n unified_account_total_equity: string;\n leverage: string;\n spot_order_loss: string;\n spot_hedge: boolean;\n}> => callPrivate(credential, 'GET', '/unified/accounts', params);\n\n/**\n * 获取用户仓位列表\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E7%94%A8%E6%88%B7%E4%BB%93%E4%BD%8D%E5%88%97%E8%A1%A8\n */\nexport const getFuturePositions = (\n credential: ICredential,\n quote_currency: string,\n params?: { holding?: boolean; limit?: number; offset?: number },\n): Promise<\n {\n user: number;\n contract: string;\n size: number;\n leverage: string;\n risk_limit: string;\n leverage_max: string;\n maintenance_rate: string;\n value: string;\n margin: string;\n entry_price: string;\n mark_price: string;\n unrealised_pnl: string;\n realised_pnl: string;\n mode: string;\n liq_price: string;\n }[]\n> => callPrivate(credential, 'GET', `/futures/${quote_currency}/positions`, params);\n\n/**\n * 查询合约订单列表\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E8%AE%A2%E5%8D%95%E5%88%97%E8%A1%A8\n */\nexport const getFuturesOrders = (\n credential: ICredential,\n settle: string,\n params: {\n contract?: string;\n status: string;\n limit?: number;\n offset?: number;\n last_id?: number;\n },\n): Promise<\n {\n id: string;\n contract: string;\n create_time: number;\n size: number;\n price: string;\n is_close: boolean;\n fill_price: string;\n left?: number;\n status?: string;\n text: string;\n }[]\n> => callPrivate(credential, 'GET', `/futures/${settle}/orders`, params);\n\n/**\n * 获取合约账号\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E5%90%88%E7%BA%A6%E8%B4%A6%E5%8F%B7\n */\nexport const getFuturesAccounts = (\n credential: ICredential,\n settle: string,\n): Promise<{\n user: number;\n currency: string;\n total: string;\n unrealised_pnl: string;\n position_margin: string;\n order_margin: string;\n available: string;\n point: string;\n bonus: string;\n in_dual_mode: boolean;\n enable_evolved_classic: boolean;\n history: {\n dnw: string;\n pnl: string;\n fee: string;\n refr: string;\n fund: string;\n point_dnw: string;\n point_fee: string;\n point_refr: string;\n bonus_dnw: string;\n bonus_offset: string;\n };\n}> => callPrivate(credential, 'GET', `/futures/${settle}/accounts`);\n\n/**\n * 合约交易下单\n *\n * 下单时指定的是合约张数 size ，而非币的数量，每一张合约对应的币的数量是合约详情接口里返回的 quanto_multiplier\n *\n * 0 成交的订单在撤单 10 分钟之后无法再获取到，会提到订单不存在\n *\n * 设置 reduce_only 为 true 可以防止在减仓的时候穿仓\n *\n * 单仓模式下，如果需要平仓，需要设置 size 为 0 ，close 为 true\n *\n * 双仓模式下，平仓需要使用 auto_size 来设置平仓方向，并同时设置 reduce_only 为 true，size 为 0\n *\n * 设置 stp_act 决定使用限制用户自成交的策略，详细用法参考body参数stp_act\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E4%B8%8B%E5%8D%95\n */\nexport const postFutureOrders = (\n credential: ICredential,\n settle: string,\n params: {\n contract: string;\n size: number;\n iceberg?: number;\n price?: string;\n close?: boolean;\n reduce_only?: boolean;\n tif?: string;\n text?: string;\n auto_size?: string;\n stp_act?: string;\n },\n): Promise<{\n label?: string;\n message?: string;\n detail?: string;\n id: number;\n user: number;\n contract: string;\n create_time: number;\n size: number;\n iceberg: number;\n left: number;\n price: string;\n fill_price: string;\n mkfr: string;\n tkfr: string;\n tif: string;\n refu: number;\n is_reduce_only: boolean;\n is_close: boolean;\n is_liq: boolean;\n text: string;\n status: string;\n finish_time: number;\n finish_as: string;\n stp_id: number;\n stp_act: string;\n amend_text: string;\n}> => callPrivate(credential, 'POST', `/futures/${settle}/orders`, params);\n\n/**\n * 撤销单个订单\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%92%A4%E9%94%80%E5%8D%95%E4%B8%AA%E8%AE%A2%E5%8D%95-2\n */\nexport const deleteFutureOrders = (credential: ICredential, settle: string, order_id: string): Promise<{}> =>\n callPrivate(credential, 'DELETE', `/futures/${settle}/orders/${order_id}`);\n\n/**\n * 提现\n *\n * POST /withdrawals\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%8F%90%E7%8E%B0\n */\nexport const postWithdrawals = (\n credential: ICredential,\n params: {\n withdraw_order_id?: string;\n amount: string;\n currency: string;\n address?: string;\n memo?: string;\n chain: string;\n },\n): Promise<{\n id: string;\n txid: string;\n withdraw_order_id: string;\n timestamp: number;\n amount: string;\n currency: string;\n address: string;\n memo: string;\n status: string;\n chain: string;\n}> => callPrivate(credential, 'POST', '/withdrawals', params);\n\n/**\n * 获取币种充值地址\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E5%B8%81%E7%A7%8D%E5%85%85%E5%80%BC%E5%9C%B0%E5%9D%80\n */\nexport const getDepositAddress = (\n credential: ICredential,\n params: {\n currency: string;\n },\n): Promise<{\n currency: string;\n address: string;\n multichain_addresses: {\n chain: string;\n address: string;\n payment_id: string;\n payment_name: string;\n obtain_failed: boolean;\n }[];\n}> => callPrivate(credential, 'GET', '/wallet/deposit_address', params);\n\n/**\n * 创建新的子账户\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%88%9B%E5%BB%BA%E6%96%B0%E7%9A%84%E5%AD%90%E8%B4%A6%E6%88%B7\n */\nexport const getSubAccountList = (\n credential: ICredential,\n params?: {\n type?: string;\n },\n): Promise<\n {\n remark: string;\n login_name: string;\n password: string;\n email: string;\n state: number;\n type: number;\n user_id: number;\n create_time: number;\n }[]\n> => callPrivate(credential, 'GET', '/sub_accounts', params);\n\n/**\n * 获取充值记录\n *\n * 记录查询时间范围不允许超过 30 天\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E5%85%85%E5%80%BC%E8%AE%B0%E5%BD%95\n */\nexport const getDepositHistory = (\n credential: ICredential,\n params?: {\n currency?: string;\n from?: number;\n to?: number;\n limit?: number;\n offset?: number;\n },\n): Promise<\n {\n id: string;\n txid: string;\n withdraw_order_id: string;\n timestamp: number;\n amount: string;\n currency: string;\n address: string;\n memo: string;\n status: string;\n chain: string;\n }[]\n> => callPrivate(credential, 'GET', '/wallet/deposits', params);\n\n/**\n * 获取提现记录\n *\n * 记录查询时间范围不允许超过 30 天\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E5%B8%81%E7%A7%8D%E5%85%85%E5%80%BC%E5%9C%B0%E5%9D%80\n */\nexport const getWithdrawalHistory = (\n credential: ICredential,\n params?: {\n currency?: string;\n from?: number;\n to?: number;\n limit?: number;\n offset?: number;\n },\n): Promise<\n {\n id: string;\n txid: string;\n withdraw_order_id: string;\n timestamp: number;\n amount: string;\n currency: string;\n address: string;\n memo: string;\n status: string;\n chain: string;\n }[]\n> => callPrivate(credential, 'GET', '/wallet/withdrawals', params);\n\n/**\n * 获取现货交易账户列表\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E7%8E%B0%E8%B4%A7%E4%BA%A4%E6%98%93%E8%B4%A6%E6%88%B7%E5%88%97%E8%A1%A8\n */\nexport const getSpotAccounts = (\n credential: ICredential,\n params?: {\n currency?: string;\n },\n): Promise<\n {\n currency: string;\n available: string;\n locked: string;\n update_id: string;\n }[]\n> => callPrivate(credential, 'GET', '/spot/accounts', params);\n\n/**\n * 交易账户互转\n *\n * POST /wallet/transfers\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E4%BA%A4%E6%98%93%E8%B4%A6%E6%88%B7%E4%BA%92%E8%BD%AC\n */\nexport const postWalletTransfer = (\n credential: ICredential,\n params: {\n currency: string;\n from: string;\n to: string;\n amount: string;\n currency_pair?: string;\n settle?: string;\n },\n): Promise<{\n tx_id: string;\n}> => callPrivate(credential, 'POST', '/wallet/transfers', params);\n\n/**\n * 获取统一账户最多可转出\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E7%BB%9F%E4%B8%80%E8%B4%A6%E6%88%B7%E6%9C%80%E5%A4%9A%E5%8F%AF%E8%BD%AC%E5%87%BA\n */\nexport const getUnifiedTransferable = (\n credential: ICredential,\n params: {\n currency: string;\n },\n): Promise<{\n currency: string;\n amount: string;\n}> => callPrivate(credential, 'GET', `/unified/transferable`, params);\n\n/**\n * 查询合约账户变更历史\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E8%B4%A6%E6%88%B7%E5%8F%98%E6%9B%B4%E5%8E%86%E5%8F%B2\n */\nexport const getFutureAccountsBook = (\n credential: ICredential,\n params: {\n settle: string;\n contract?: string;\n limit?: number;\n offset?: number;\n from?: number;\n to?: number;\n type?: string; // | 'dnw' | 'pnl' | 'fee' | 'refr' | 'fund' | 'point_dnw' | 'point_fee' | 'point_refr' | 'bonus_offset'\n },\n): Promise<\n {\n time: number;\n change: string;\n balance: string;\n text: string;\n type: string;\n contract: string;\n trade_id: string;\n id: string;\n }[]\n> => callPrivate(credential, 'GET', `/futures/${params.settle}/account_book`, params);\n"]}
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package/lib/api/public-api.d.ts
CHANGED
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@@ -110,14 +110,7 @@ export declare const getSpotCandlesticks: (params: {
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]>>;
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113
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+
[string, string, string, string, string, string]>>;
|
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121
114
|
/**
|
|
122
115
|
* 查询合约市场深度信息
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*
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@@ -1 +1 @@
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1
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-
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1
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|
|
@@ -1 +1 @@
|
|
|
1
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1
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|
package/lib/index.d.ts
CHANGED
package/lib/index.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"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;AAC7B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC"}
|
|
1
|
+
{"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;AAC7B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,oCAAoC,CAAC"}
|
package/lib/index.js
CHANGED
package/lib/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,4CAA0C;AAC1C,sCAAoC;AACpC,oCAAkC;AAClC,6BAA2B;AAC3B,+BAA6B;AAC7B,mCAAiC;AACjC,4CAA0C","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/transfer';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,4CAA0C;AAC1C,sCAAoC;AACpC,oCAAkC;AAClC,6BAA2B;AAC3B,+BAA6B;AAC7B,mCAAiC;AACjC,4CAA0C;AAC1C,8CAA4C","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/transfer';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\nimport './services/interest-ledger-service';\n"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"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,
|
|
1
|
+
{"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,GAAU,YAAY,WAAW,KAAG,OAAO,CAAC,MAAM,CAI7E,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"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,
|
|
1
|
+
{"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,GAAU,YAAY,WAAW,yBAsClE,CAAC"}
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|
@@ -1 +1 @@
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|
|
1
|
-
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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,CAAC;QACvE,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;IACL,CAAC;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,CAAC;YACxB,aAAa,GAAG,UAAU,CAAC;QAC7B,CAAC;QACD,IAAI,QAAQ,KAAK,OAAO,EAAE,CAAC;YACzB,aAAa,GAAG,UAAU,CAAC;QAC7B,CAAC;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"]}
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-
{"version":3,"file":"default-credential.js","sourceRoot":"","sources":["../../src/services/default-credential.ts"],"names":[],"mappings":";;;AAAA,yCAA2C;AAG3C,IAAI,MAAM,GAAG,KAAK,CAAC;AAEZ,MAAM,oBAAoB,GAAG,GAAuB,EAAE;IAC3D,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,IAAI,CAAC,UAAU,IAAI,CAAC,UAAU,EAAE;
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1
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+
{"version":3,"file":"default-credential.js","sourceRoot":"","sources":["../../src/services/default-credential.ts"],"names":[],"mappings":";;;AAAA,yCAA2C;AAG3C,IAAI,MAAM,GAAG,KAAK,CAAC;AAEZ,MAAM,oBAAoB,GAAG,GAAuB,EAAE;IAC3D,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,MAAM,UAAU,GAAG,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;IAC1C,IAAI,CAAC,UAAU,IAAI,CAAC,UAAU,EAAE,CAAC;QAC/B,IAAI,CAAC,MAAM,EAAE,CAAC;YACZ,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,0EAA0E,CAC3E,CAAC;YACF,MAAM,GAAG,IAAI,CAAC;QAChB,CAAC;QACD,OAAO,IAAI,CAAC;IACd,CAAC;IACD,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC;AACpC,CAAC,CAAC;AAdW,QAAA,oBAAoB,wBAc/B","sourcesContent":["import { formatTime } from '@yuants/utils';\nimport { ICredential } from '../api/private-api';\n\nlet warned = false;\n\nexport const getDefaultCredential = (): ICredential | null => {\n const access_key = process.env.ACCESS_KEY;\n const secret_key = process.env.SECRET_KEY;\n if (!access_key || !secret_key) {\n if (!warned) {\n console.warn(\n formatTime(Date.now()),\n 'Missing ACCESS_KEY or SECRET_KEY, skip registering Gate default services',\n );\n warned = true;\n }\n return null;\n }\n return { access_key, secret_key };\n};\n"]}
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{"version":3,"file":"interest-ledger-service.d.ts","sourceRoot":"","sources":["../../src/services/interest-ledger-service.ts"],"names":[],"mappings":""}
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@@ -0,0 +1,36 @@
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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
|
+
const protocol_1 = require("@yuants/protocol");
|
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4
|
+
const utils_1 = require("@yuants/utils");
|
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5
|
+
const exchange_1 = require("@yuants/exchange");
|
|
6
|
+
const private_api_1 = require("../api/private-api");
|
|
7
|
+
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
8
|
+
const WINDOW_MS = 10 * 24 * 3600000;
|
|
9
|
+
const fetchInterestRateLedgerBackward = async (req) => {
|
|
10
|
+
const params = {
|
|
11
|
+
settle: 'usdt',
|
|
12
|
+
to: ~~(req.time / 1000),
|
|
13
|
+
from: ~~((req.time - WINDOW_MS) / 1000),
|
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14
|
+
limit: 100,
|
|
15
|
+
type: req.ledger_type,
|
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16
|
+
};
|
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17
|
+
const res = await (0, private_api_1.getFutureAccountsBook)(req.credential.payload, params);
|
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18
|
+
return (res !== null && res !== void 0 ? res : [])
|
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|
+
.map((v) => {
|
|
20
|
+
const ms = Number(v.time * 1000);
|
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21
|
+
return {
|
|
22
|
+
id: v.id,
|
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23
|
+
product_id: (0, utils_1.encodePath)('GATE', 'FUTURE', v.contract),
|
|
24
|
+
amount: v.change,
|
|
25
|
+
account_id: req.account_id,
|
|
26
|
+
currency: 'USDT',
|
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27
|
+
created_at: (0, utils_1.formatTime)(ms),
|
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28
|
+
};
|
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29
|
+
})
|
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30
|
+
.filter((x) => Date.parse(x.created_at) <= req.time);
|
|
31
|
+
};
|
|
32
|
+
(0, exchange_1.provideInterestLedgerService)(terminal, {
|
|
33
|
+
direction: 'backward',
|
|
34
|
+
type: 'GATE',
|
|
35
|
+
}, fetchInterestRateLedgerBackward);
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|
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//# sourceMappingURL=interest-ledger-service.js.map
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{"version":3,"file":"interest-ledger-service.js","sourceRoot":"","sources":["../../src/services/interest-ledger-service.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,yCAAuD;AACvD,+CAAgE;AAChE,oDAA2D;AAO3D,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,EAAE,GAAG,EAAE,GAAG,OAAQ,CAAC;AAErC,MAAM,+BAA+B,GAAG,KAAK,EAAE,GAK9C,EAA8B,EAAE;IAC/B,MAAM,MAAM,GAAG;QACb,MAAM,EAAE,MAAM;QACd,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,GAAG,IAAI,CAAC;QACvB,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,GAAG,SAAS,CAAC,GAAG,IAAI,CAAC;QACvC,KAAK,EAAE,GAAG;QACV,IAAI,EAAE,GAAG,CAAC,WAAW;KACtB,CAAC;IACF,MAAM,GAAG,GAAG,MAAM,IAAA,mCAAqB,EAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IACxE,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAmB,EAAE;QAC1B,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,GAAG,IAAI,CAAC,CAAC;QACjC,OAAO;YACL,EAAE,EAAE,CAAC,CAAC,EAAE;YACR,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC;YACpD,MAAM,EAAE,CAAC,CAAC,MAAM;YAChB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,MAAM;YAChB,UAAU,EAAE,IAAA,kBAAU,EAAC,EAAE,CAAC;SACR,CAAC;IACvB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAW,CAAC,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,IAAA,uCAA4B,EAC1B,QAAQ,EACR;IACE,SAAS,EAAE,UAAU;IACrB,IAAI,EAAE,MAAM;CACb,EACD,+BAA+B,CAChC,CAAC","sourcesContent":["import { IInterestLedger } from '@yuants/data-interest-rate';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { provideInterestLedgerService } from '@yuants/exchange';\nimport { getFutureAccountsBook } from '../api/private-api';\n\ninterface IExchangeCredential {\n type: string;\n payload: any;\n}\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 10 * 24 * 3600_000;\n\nconst fetchInterestRateLedgerBackward = async (req: {\n credential: IExchangeCredential;\n account_id: string;\n time: number;\n ledger_type: string;\n}): Promise<IInterestLedger[]> => {\n const params = {\n settle: 'usdt',\n to: ~~(req.time / 1000),\n from: ~~((req.time - WINDOW_MS) / 1000),\n limit: 100,\n type: req.ledger_type,\n };\n const res = await getFutureAccountsBook(req.credential.payload, params);\n return (res ?? [])\n .map((v): IInterestLedger => {\n const ms = Number(v.time * 1000);\n return {\n id: v.id,\n product_id: encodePath('GATE', 'FUTURE', v.contract),\n amount: v.change,\n account_id: req.account_id,\n currency: 'USDT',\n created_at: formatTime(ms),\n } as IInterestLedger;\n })\n .filter((x) => Date.parse(x.created_at!) <= req.time);\n};\n\nprovideInterestLedgerService(\n terminal,\n {\n direction: 'backward',\n type: 'GATE',\n },\n fetchInterestRateLedgerBackward,\n);\n"]}
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;AAAA,mDAAkE;AAClE,+CAA4C;AAC5C,qCAAyC;AACzC,yCAAuD;AACvD,+BAcc;AACd,qDAA8F;AAE9F,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,eAAe;AACf,MAAM,oBAAoB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,gCAAmB,EAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAC5E,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,qBAAqB;AACrB,MAAM,iBAAiB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,8BAAiB,EAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CACvE,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE,CAAC,CAAC;IAC5B,aAAa,EAAE,MAAM;IACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC;IACzD,UAAU,EAAE,MAAM,CAAC,IAAI;IACvB,SAAS,EAAE,MAAM,CAAC,UAAU;IAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;IAC7B,+DAA+D;IAC/D,oDAAoD;IACpD,UAAU,EAAE,GAAG;IACf,UAAU,EAAE,GAAG;IACf,kCAAkC;IAClC,aAAa,EAAE,MAAM,CAAC,UAAU;IAChC,2CAA2C;IAC3C,kBAAkB,EAAE,MAAM,CAAC,YAAY,CAAC,CAAC,CAAC,GAAG,CAAC,UAAU,CAAC,MAAM,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS;IAC3F,mBAAmB,EAAE,MAAM,CAAC,YAAY;CACzC,CAAC,CACH,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,uBAAuB;AACvB,MAAM,qBAAqB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,2BAAc,EAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAChE,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC5B,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,aAAa,CAAC;QAC5D,UAAU,EAAE,MAAM,CAAC,IAAI;QACvB,SAAS,EAAE,MAAM,CAAC,UAAU;QAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;QAC7B,UAAU,EAAE,MAAA,MAAM,CAAC,WAAW,mCAAI,GAAG;QACrC,UAAU,EAAE,MAAA,MAAM,CAAC,YAAY,mCAAI,GAAG;QACtC,kBAAkB;QAClB,aAAa,EAAE,GAAG;KACnB,CAAC,CAAA;CAAA,CACH,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,MAAM,aAAa,GAAG,CAAC,iBAAiB,EAAE,qBAAqB,CAAC,CAAC;AAEjE,MAAM,MAAM,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CACxB,IAAA,YAAK,EACH,GAAG,aAAa,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,CAC1B,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI;AAClB,gBAAgB;AAChB,IAAA,iBAAU,EAAC,GAAG,EAAE,CAAC,YAAK,CAAC,CACxB,CACF,CACF,CACF,CAAC,IAAI,CACJ,IAAA,cAAO,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAA,kBAAU,EAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC,CAAC,EACzD,IAAA,eAAQ,EAAC,CAAC,MAAM,EAAE,EAAE;IAClB,OAAO,MAAM,CAAC,IAAI;IAChB,EAAE;IACF,IAAA,WAAI,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAqB,CAAC,CACnE,CAAC;AACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;AAEF,QAAQ;AACR,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;
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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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1e12 ? t * 1000 : t;\n const volume = raw[1];\n const close = raw[2];\n const high = raw[3];\n const low = raw[4];\n const open = raw[5];\n return { tMs, o: open, h: high, l: low, c: close, v: volume };\n }\n const t = Number(raw.t);\n const tMs = t < 1e12 ? t * 1000 : t;\n return { tMs, o: raw.o, h: raw.h, l: raw.l, c: raw.c, v: raw.v };\n};\n\nconst fetchFuturesOHLCBackward = async (req: {\n product_id: string;\n duration: string;\n time: number;\n series_id: string;\n}): Promise<IOHLC[]> => {\n const [, instType, contract] = decodePath(req.product_id);\n if (instType !== 'FUTURE' || !contract) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const interval = DURATION_TO_GATE_INTERVAL[req.duration];\n if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n const offset = convertDurationToOffset(req.duration);\n const endedAtMs = req.time;\n const to = Math.floor(endedAtMs / 1000);\n\n const rows = await getFuturesCandlesticks('usdt', {\n contract,\n interval,\n to,\n limit: 1000,\n });\n\n return (rows ?? [])\n .map((raw): IOHLC => {\n const k = normalizeCandle(raw);\n return {\n series_id: req.series_id,\n datasource_id: 'GATE',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(k.tMs),\n closed_at: formatTime(k.tMs + offset),\n open: k.o,\n high: k.h,\n low: k.l,\n close: k.c,\n volume: k.v,\n open_interest: '0',\n };\n })\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchSpotOHLCBackward = async (req: {\n product_id: string;\n duration: string;\n time: number;\n series_id: string;\n}): Promise<IOHLC[]> => {\n const [, instType, currency_pair] = decodePath(req.product_id);\n if (instType !== 'SPOT' || !currency_pair) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const interval = DURATION_TO_GATE_INTERVAL[req.duration];\n if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n const offset = convertDurationToOffset(req.duration);\n const endedAtMs = req.time;\n const to = Math.floor(endedAtMs / 1000);\n\n const rows = await getSpotCandlesticks({\n currency_pair,\n interval,\n to,\n limit: 1000,\n });\n\n return (rows ?? [])\n .map((raw): IOHLC => {\n const k = normalizeCandle(raw);\n return {\n series_id: req.series_id,\n datasource_id: 'GATE',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(k.tMs),\n closed_at: formatTime(k.tMs + offset),\n open: k.o,\n high: k.h,\n low: k.l,\n close: k.c,\n volume: k.v,\n open_interest: '0',\n };\n })\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'GATE/FUTURE/',\n duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),\n direction: 'backward',\n },\n fetchFuturesOHLCBackward,\n INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'GATE/SPOT/',\n duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),\n direction: 'backward',\n },\n fetchSpotOHLCBackward,\n INGEST_SERVICE_OPTIONS,\n);\n"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":";;;AACA,uDAAwE;AACxE,yCAA2C;AAEpC,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE;
|
|
1
|
+
{"version":3,"file":"cancelOrder.js","sourceRoot":"","sources":["../../../src/services/orders/cancelOrder.ts"],"names":[],"mappings":";;;AACA,uDAAwE;AACxE,yCAA2C;AAEpC,MAAM,WAAW,GAA6C,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;IAC/F,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;QACpB,MAAM,IAAI,KAAK,CAAC,kBAAkB,CAAC,CAAC;IACtC,CAAC;IACD,MAAM,CAAC,EAAE,IAAI,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAC9C,IAAI,IAAI,KAAK,QAAQ,EAAE,CAAC;QACtB,MAAM,IAAA,gCAAkB,EAAC,UAAU,EAAE,MAAM,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC;IAC/D,CAAC;IACD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;AAC9C,CAAC,CAAC;AATW,QAAA,WAAW,eAStB","sourcesContent":["import { IActionHandlerOfCancelOrder } from '@yuants/data-order';\nimport { deleteFutureOrders, ICredential } from '../../api/private-api';\nimport { decodePath } from '@yuants/utils';\n\nexport const cancelOrder: IActionHandlerOfCancelOrder<ICredential> = async (credential, order) => {\n if (!order.order_id) {\n throw new Error('Missing order_id');\n }\n const [, TYPE] = decodePath(order.product_id);\n if (TYPE === 'FUTURE') {\n await deleteFutureOrders(credential, 'usdt', order.order_id);\n }\n throw new Error('Product type not support');\n};\n"]}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"listOrders.d.ts","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAC5C,OAAO,EAAoB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAatE,eAAO,MAAM,UAAU,
|
|
1
|
+
{"version":3,"file":"listOrders.d.ts","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAC5C,OAAO,EAAoB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAatE,eAAO,MAAM,UAAU,GAAU,YAAY,WAAW,sBAsBvD,CAAC;AAEF,eAAO,MAAM,oBAAoB,GAC/B,YAAY,WAAW,EACvB,YAAY,MAAM,KACjB,OAAO,CAAC,MAAM,EAAE,CAWlB,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":";;;AACA,uDAAsE;AACtE,yCAAqD;AAIrD,MAAM,qBAAqB,GAAG,CAAC,KAA0C,EAAkB,EAAE;IAC3F,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,GAAG,CAAC,CAAC;IAC9B,IAAI,KAAK,CAAC,QAAQ,EAAE;
|
|
1
|
+
{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":";;;AACA,uDAAsE;AACtE,yCAAqD;AAIrD,MAAM,qBAAqB,GAAG,CAAC,KAA0C,EAAkB,EAAE;IAC3F,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,GAAG,CAAC,CAAC;IAC9B,IAAI,KAAK,CAAC,QAAQ,EAAE,CAAC;QACnB,OAAO,MAAM,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,YAAY,CAAC;IAC/C,CAAC;IACD,OAAO,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,YAAY,CAAC;AAC7C,CAAC,CAAC;AAEK,MAAM,UAAU,GAAG,KAAK,EAAE,UAAuB,EAAE,EAAE;IAC1D,MAAM,MAAM,GAAG,MAAM,IAAA,8BAAgB,EAAC,UAAU,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,CAAC,CAAC;IAC9E,IAAI,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,KAAK,KAAK;QAAE,MAAM,IAAA,gBAAQ,EAAC,iBAAiB,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IACnF,OAAO,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAU,EAAE;QAClC,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;QACpC,MAAM,UAAU,GAAG,OAAO,KAAK,CAAC,IAAI,KAAK,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;QACrF,MAAM,aAAa,GAAG,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,MAAM,GAAG,UAAU,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;QAC9F,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;QAClC,MAAM,YAAY,GAAG,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAC9C,OAAO;YACL,QAAQ,EAAE,GAAG,KAAK,CAAC,EAAE,EAAE;YACvB,UAAU,EAAE,EAAE;YACd,UAAU,EAAE,KAAK,CAAC,QAAQ;YAC1B,eAAe,EAAE,qBAAqB,CAAC,KAAK,CAAC;YAC7C,MAAM;YACN,KAAK,EAAE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS;YACjD,SAAS,EAAE,KAAK,CAAC,WAAW,GAAG,IAAI;YACnC,aAAa;YACb,YAAY,EAAE,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,SAAS;YACtE,YAAY,EAAE,KAAK,CAAC,MAAM;SAC3B,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC;AAtBW,QAAA,UAAU,cAsBrB;AAEK,MAAM,oBAAoB,GAAG,KAAK,WACvC,UAAuB,EACvB,UAAkB;IAElB,MAAM,CAAC,CAAC,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC,CAAC,sBAAsB;IACpE,6BAA6B;IAC7B,qDAAqD;IACrD,sEAAsE;IACtE,IAAI;IACJ,IAAI,QAAQ,KAAK,QAAQ,EAAE,CAAC;QAC1B,MAAM,MAAM,GAAG,MAAM,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;QAC5C,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;IACnE,CAAC;IACD,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;AACvD,CAAC,CAAC;AAdW,QAAA,oBAAoB,wBAc/B","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { getFuturesOrders, ICredential } from '../../api/private-api';\nimport { decodePath, newError } from '@yuants/utils';\n\ntype OrderDirection = 'OPEN_LONG' | 'OPEN_SHORT' | 'CLOSE_LONG' | 'CLOSE_SHORT';\n\nconst resolveOrderDirection = (order: { size: number; is_close: boolean }): OrderDirection => {\n const isLong = order.size > 0;\n if (order.is_close) {\n return isLong ? 'CLOSE_SHORT' : 'CLOSE_LONG';\n }\n return isLong ? 'OPEN_LONG' : 'OPEN_SHORT';\n};\n\nexport const listOrders = async (credential: ICredential) => {\n const orders = await getFuturesOrders(credential, 'usdt', { status: 'open' });\n if (Array.isArray(orders) === false) throw newError('InvalidResponse', { orders });\n return orders.map((order): IOrder => {\n const volume = Math.abs(order.size);\n const leftVolume = typeof order.left === 'number' ? Math.abs(order.left) : undefined;\n const traded_volume = leftVolume !== undefined ? Math.max(volume - leftVolume, 0) : undefined;\n const price = Number(order.price);\n const traded_price = Number(order.fill_price);\n return {\n order_id: `${order.id}`,\n account_id: '',\n product_id: order.contract,\n order_direction: resolveOrderDirection(order),\n volume,\n price: Number.isFinite(price) ? price : undefined,\n submit_at: order.create_time * 1000,\n traded_volume,\n traded_price: Number.isFinite(traded_price) ? traded_price : undefined,\n order_status: order.status,\n };\n });\n};\n\nexport const getOrdersByProductId = async function (\n credential: ICredential,\n product_id: string,\n): Promise<IOrder[]> {\n const [_, instType] = decodePath(product_id); // GATE/FUTURE/ADAUSDT\n // if (instType === 'SPOT') {\n // const orders = await listSpotOrders(credential);\n // return orders.filter((order) => order.product_id === product_id);\n // }\n if (instType === 'FUTURE') {\n const orders = await listOrders(credential);\n return orders.filter((order) => order.product_id === product_id);\n }\n throw new Error(`Unsupported instType: ${instType}`);\n};\n"]}
|
|
@@ -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;
|
|
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,CAAC;QACxB,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;IACvE,CAAC;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,CAAC;QACtB,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;IACxC,CAAC;IACD,IAAI,CAAC,KAAK,CAAC,MAAM,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,EAAE,CAAC;QACvC,MAAM,IAAI,KAAK,CAAC,sBAAsB,CAAC,CAAC;IAC1C,CAAC;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,CAAC;QACxB,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;IACtD,CAAC;IACD,MAAM,CAAC,EAAE,IAAI,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,IAAI,KAAK,QAAQ,EAAE,CAAC;QACtB,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,CAAC;YACd,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;QAC1B,CAAC;QACD,OAAO;YACL,QAAQ,EAAE,GAAG,GAAG,CAAC,EAAE,EAAE;SACtB,CAAC;IACJ,CAAC;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/lib/services/quotes.js
CHANGED
|
@@ -19,7 +19,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
|
19
19
|
const res = await (0, public_api_1.getFuturesTickers)('usdt', {});
|
|
20
20
|
return res.map((ticker) => ({
|
|
21
21
|
product_id: (0, utils_1.encodePath)('GATE', 'FUTURE', ticker.contract),
|
|
22
|
-
updated_at: Date.now(),
|
|
22
|
+
updated_at: Date.now(), // ISSUE: API 未返回服务器时间
|
|
23
23
|
last_price: ticker.last,
|
|
24
24
|
ask_price: ticker.lowest_ask,
|
|
25
25
|
bid_price: ticker.highest_bid,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"quotes.js","sourceRoot":"","sources":["../../src/services/quotes.ts"],"names":[],"mappings":";;AAAA,+CAAuD;AACvD,+CAA4C;AAC5C,yCAA2C;AAC3C,kDAAsE;AAEtE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,8BAAmB,EACjB,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,IAAA,8BAAiB,EAAC,MAAM,EAAE,EAAE,CAAC,CAAC;IAChD,OAAO,GAAG,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;QAC1B,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC;QACzD,UAAU,EAAE,IAAI,CAAC,GAAG,EAAE;
|
|
1
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+
{"version":3,"file":"quotes.js","sourceRoot":"","sources":["../../src/services/quotes.ts"],"names":[],"mappings":";;AAAA,+CAAuD;AACvD,+CAA4C;AAC5C,yCAA2C;AAC3C,kDAAsE;AAEtE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,8BAAmB,EACjB,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,IAAA,8BAAiB,EAAC,MAAM,EAAE,EAAE,CAAC,CAAC;IAChD,OAAO,GAAG,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;QAC1B,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC;QACzD,UAAU,EAAE,IAAI,CAAC,GAAG,EAAE,EAAE,sBAAsB;QAC9C,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,IAAA,8BAAmB,EACjB,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,IAAA,2BAAc,EAAC,EAAE,CAAC,CAAC;IACrC,OAAO,GAAG,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;;QAAC,OAAA,CAAC;YAC1B,UAAU,EAAE,IAAA,kBAAU,EAAC,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"]}
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"@yuants/transfer": "0.2.48",
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"@yuants/data-order": "0.7.9",
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"@yuants/protocol": "0.54.1",
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"@yuants/data-ohlc": "0.6.4",
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"@yuants/sql": "0.9.39",
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"@yuants/data-product": "0.5.9",
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"@yuants/data-series": "0.3.61",
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"@yuants/exchange": "0.8.11",
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