npm - @yuants/vendor-gate - Versions diffs - 0.9.11 → 0.9.13 - Mend

@yuants/vendor-gate 0.9.11 → 0.9.13

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

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formatTime(contract.funding_next_apply * 1000)\n : undefined,\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', contract.name),\n }),\n ),\n);\n\n// 从tickers获取价格和交易量数据\nconst quoteFromTickers$ = defer(() => getFuturesTickers('usdt', {})).pipe(\n mergeMap((tickers) => tickers),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', ticker.contract),\n last_price: ticker.last,\n ask_price: ticker.lowest_ask,\n bid_price: ticker.highest_bid,\n // GATE API doesn't provide bid/ask volumes in tickers endpoint\n // We'll need to use order book for that if required\n ask_volume: '0',\n bid_volume: '0',\n // total_size is the open interest\n open_interest: ticker.total_size,\n // funding_rate is the current funding rate\n interest_rate_long: ticker.funding_rate ? `${-parseFloat(ticker.funding_rate)}` : undefined,\n interest_rate_short: ticker.funding_rate,\n }),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 1000 }),\n);\n\n// 从现货tickers获取价格和交易量数据\nconst quoteFromSpotTickers$ = defer(() => getSpotTickers({})).pipe(\n mergeMap((tickers) => tickers),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'SPOT', ticker.currency_pair),\n last_price: ticker.last,\n ask_price: ticker.lowest_ask,\n bid_price: ticker.highest_bid,\n ask_volume: ticker.lowest_size ?? '0',\n bid_volume: ticker.highest_size ?? '0',\n // 现货没有持仓量的概念，设置为0\n open_interest: '0',\n }),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 1000 }),\n);\n\nconst quoteSources$ = [\n quoteFromTickers$,\n quoteFromSpotTickers$,\n ...(enableQuoteFromContracts ? [quoteFromContracts$] : []),\n];\n\nconst quote$ = 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$\n .pipe(\n setMetricsQuoteState(terminal.terminal_id),\n writeToSQL({\n terminal,\n writeInterval: 1000,\n tableName: 'quote',\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n"]}
1	+ 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{ IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n catchError,\n defer,\n EMPTY,\n filter,\n groupBy,\n map,\n merge,\n mergeMap,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n} from 'rxjs';\nimport { getFuturesContracts, getFuturesTickers, getSpotTickers } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst enableQuoteFromContracts = process.env.ENABLE_QUOTE_FROM_CONTRACTS === 'true';\n\n// 获取所有USDT永续合约\nconst usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(\n repeat({ delay: 300_000 }),\n retry({ delay: 60_000 }),\n shareReplay(1),\n);\n\nconst quoteFromContracts$ = usdtFutureContracts$.pipe(\n mergeMap((contracts) => contracts),\n map(\n (contract): Partial<IQuote> => ({\n interest_rate_settlement_interval: contract.funding_interval\n ? `${contract.funding_interval * 1000}`\n : undefined,\n interest_rate_next_settled_at: contract.funding_next_apply\n ? formatTime(contract.funding_next_apply * 1000)\n : undefined,\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', contract.name),\n }),\n ),\n);\n\n// 从tickers获取价格和交易量数据\nconst quoteFromTickers$ = defer(() => getFuturesTickers('usdt', {})).pipe(\n mergeMap((tickers) => tickers),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', ticker.contract),\n last_price: ticker.last,\n ask_price: ticker.lowest_ask,\n bid_price: ticker.highest_bid,\n // GATE API doesn't provide bid/ask volumes in tickers endpoint\n // We'll need to use order book for that if required\n ask_volume: '0',\n bid_volume: '0',\n // total_size is the open interest\n open_interest: ticker.total_size,\n // funding_rate is the current funding rate\n interest_rate_long: ticker.funding_rate ? `${-parseFloat(ticker.funding_rate)}` : undefined,\n interest_rate_short: ticker.funding_rate,\n }),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 1000 }),\n);\n\n// 从现货tickers获取价格和交易量数据\nconst quoteFromSpotTickers$ = defer(() => getSpotTickers({})).pipe(\n mergeMap((tickers) => tickers),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'SPOT', ticker.currency_pair),\n last_price: ticker.last,\n ask_price: ticker.lowest_ask,\n bid_price: ticker.highest_bid,\n ask_volume: ticker.lowest_size ?? '0',\n bid_volume: ticker.highest_size ?? '0',\n // 现货没有持仓量的概念，设置为0\n open_interest: '0',\n }),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 1000 }),\n);\n\nconst quoteSources$ = [\n quoteFromTickers$,\n quoteFromSpotTickers$,\n ...(enableQuoteFromContracts ? [quoteFromContracts$] : []),\n];\n\nconst quote$ = defer(() =>\n merge(\n ...quoteSources$.map((x$) =>\n defer(() => x$).pipe(\n // 防止单个流关闭导致整体关闭\n catchError(() => EMPTY),\n ),\n ),\n ),\n).pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(\n //\n scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n );\n }),\n share(),\n);\n\n// 写入数据库\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n terminal.channel.publishChannel('quote', { pattern: `^GATE/` }, (channel_id) => {\n const [datasource_id, product_id] = decodePath(channel_id);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n return quote$.pipe(filter((x) => x.product_id === product_id));\n });\n quote$\n .pipe(\n setMetricsQuoteState(terminal.terminal_id),\n writeToSQL({\n terminal,\n writeInterval: 1000,\n tableName: 'quote',\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n"]}

package/lib/services/orders/listOrders.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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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;AActE,eAAO,MAAM,UAAU,GAAU,YAAY,WAAW,sBAuBvD,CAAC;AAEF,eAAO,MAAM,oBAAoB,GAC/B,YAAY,WAAW,EACvB,YAAY,MAAM,KACjB,OAAO,CAAC,MAAM,EAAE,CAWlB,CAAC"}

package/lib/services/orders/listOrders.js CHANGED Viewed

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.getOrdersByProductId = exports.listOrders = void 0;
 const private_api_1 = require("../../api/private-api");
 const utils_1 = require("@yuants/utils");
+const mapGateOrderToOrderType_1 = require("./mapGateOrderToOrderType");
 const resolveOrderDirection = (order) => {
     const isLong = order.size > 0;
     if (order.is_close) {
@@ -31,6 +32,7 @@ const listOrders = async (credential) => {
             traded_volume,
             traded_price: Number.isFinite(traded_price) ? traded_price : undefined,
             order_status: order.status,
+            order_type: (0, mapGateOrderToOrderType_1.mapGateOrderToOrderType)(order),
         };
     });
 };

package/lib/services/orders/listOrders.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":";;;AACA,uDAAsE;AACtE,yCAAqD;AACrD,uEAAoE;AAIpE,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;YAC1B,UAAU,EAAE,IAAA,iDAAuB,EAAC,KAAK,CAAC;SAC3C,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC;AAvBW,QAAA,UAAU,cAuBrB;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';\nimport { mapGateOrderToOrderType } from './mapGateOrderToOrderType';\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 order_type: mapGateOrderToOrderType(order),\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"]}

package/lib/services/orders/mapGateOrderToOrderType.d.ts ADDED Viewed

@@ -0,0 +1,5 @@
+export declare const mapGateOrderToOrderType: (order: {
+    tif?: string;
+    price?: string;
+}) => "FOK" | "MARKET" | "IOC" | undefined;
+//# sourceMappingURL=mapGateOrderToOrderType.d.ts.map

package/lib/services/orders/mapGateOrderToOrderType.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"mapGateOrderToOrderType.d.ts","sourceRoot":"","sources":["../../../src/services/orders/mapGateOrderToOrderType.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,uBAAuB,GAAI,OAAO;IAAE,GAAG,CAAC,EAAE,MAAM,CAAC;IAAC,KAAK,CAAC,EAAE,MAAM,CAAA;CAAE,yCAO9E,CAAC"}

package/lib/services/orders/mapGateOrderToOrderType.js ADDED Viewed

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.mapGateOrderToOrderType = void 0;
+const mapGateOrderToOrderType = (order) => {
+    if (order.tif === 'fok')
+        return 'FOK';
+    if (order.tif === 'ioc') {
+        return Number(order.price) === 0 ? 'MARKET' : 'IOC';
+    }
+    // Gate does not expose enough stable data here to distinguish gtc as LIMIT vs MAKER.
+    return undefined;
+};
+exports.mapGateOrderToOrderType = mapGateOrderToOrderType;
+//# sourceMappingURL=mapGateOrderToOrderType.js.map

package/lib/services/orders/mapGateOrderToOrderType.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"mapGateOrderToOrderType.js","sourceRoot":"","sources":["../../../src/services/orders/mapGateOrderToOrderType.ts"],"names":[],"mappings":";;;AAAO,MAAM,uBAAuB,GAAG,CAAC,KAAuC,EAAE,EAAE;IACjF,IAAI,KAAK,CAAC,GAAG,KAAK,KAAK;QAAE,OAAO,KAAK,CAAC;IACtC,IAAI,KAAK,CAAC,GAAG,KAAK,KAAK,EAAE,CAAC;QACxB,OAAO,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,KAAK,CAAC;IACtD,CAAC;IACD,qFAAqF;IACrF,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAPW,QAAA,uBAAuB,2BAOlC","sourcesContent":["export const mapGateOrderToOrderType = (order: { tif?: string; price?: string }) => {\n if (order.tif === 'fok') return 'FOK';\n if (order.tif === 'ioc') {\n return Number(order.price) === 0 ? 'MARKET' : 'IOC';\n }\n // Gate does not expose enough stable data here to distinguish gtc as LIMIT vs MAKER.\n return undefined;\n};\n"]}

package/lib/services/orders/mapOrderTypeToTif.d.ts ADDED Viewed

	@@ -0,0 +1,2 @@
1	+ export declare const mapOrderTypeToTif: (orderType?: string) => string;
2	+ //# sourceMappingURL=mapOrderTypeToTif.d.ts.map

package/lib/services/orders/mapOrderTypeToTif.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"mapOrderTypeToTif.d.ts","sourceRoot":"","sources":["../../../src/services/orders/mapOrderTypeToTif.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,iBAAiB,GAAI,YAAY,MAAM,KAAG,MAMtD,CAAC"}

package/lib/services/orders/mapOrderTypeToTif.js ADDED Viewed

@@ -0,0 +1,16 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.mapOrderTypeToTif = void 0;
+const mapOrderTypeToTif = (orderType) => {
+    if (orderType === 'MARKET')
+        return 'ioc';
+    if (orderType === 'LIMIT' || orderType === 'MAKER')
+        return 'gtc';
+    if (orderType === 'IOC')
+        return 'ioc';
+    if (orderType === 'FOK')
+        return 'fok';
+    throw new Error(`Unsupported order_type: ${orderType}`);
+};
+exports.mapOrderTypeToTif = mapOrderTypeToTif;
+//# sourceMappingURL=mapOrderTypeToTif.js.map

package/lib/services/orders/mapOrderTypeToTif.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"mapOrderTypeToTif.js","sourceRoot":"","sources":["../../../src/services/orders/mapOrderTypeToTif.ts"],"names":[],"mappings":";;;AAAO,MAAM,iBAAiB,GAAG,CAAC,SAAkB,EAAU,EAAE;IAC9D,IAAI,SAAS,KAAK,QAAQ;QAAE,OAAO,KAAK,CAAC;IACzC,IAAI,SAAS,KAAK,OAAO,IAAI,SAAS,KAAK,OAAO;QAAE,OAAO,KAAK,CAAC;IACjE,IAAI,SAAS,KAAK,KAAK;QAAE,OAAO,KAAK,CAAC;IACtC,IAAI,SAAS,KAAK,KAAK;QAAE,OAAO,KAAK,CAAC;IACtC,MAAM,IAAI,KAAK,CAAC,2BAA2B,SAAS,EAAE,CAAC,CAAC;AAC1D,CAAC,CAAC;AANW,QAAA,iBAAiB,qBAM5B","sourcesContent":["export const mapOrderTypeToTif = (orderType?: string): string => {\n if (orderType === 'MARKET') return 'ioc';\n if (orderType === 'LIMIT' || orderType === 'MAKER') return 'gtc';\n if (orderType === 'IOC') return 'ioc';\n if (orderType === 'FOK') return 'fok';\n throw new Error(`Unsupported order_type: ${orderType}`);\n};\n"]}

package/lib/services/orders/order-type-mapping.test.d.ts ADDED Viewed

	@@ -0,0 +1,2 @@
1	+ export {};
2	+ //# sourceMappingURL=order-type-mapping.test.d.ts.map

package/lib/services/orders/order-type-mapping.test.d.ts.map ADDED Viewed

	@@ -0,0 +1 @@
1	+ {"version":3,"file":"order-type-mapping.test.d.ts","sourceRoot":"","sources":["../../../src/services/orders/order-type-mapping.test.ts"],"names":[],"mappings":""}

package/lib/services/orders/order-type-mapping.test.js ADDED Viewed

@@ -0,0 +1,148 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const mapGateOrderToOrderType_1 = require("./mapGateOrderToOrderType");
+const mapOrderTypeToTif_1 = require("./mapOrderTypeToTif");
+jest.mock('../../api/private-api', () => ({
+    getFuturesOrders: jest.fn(async () => []),
+    postFutureOrders: jest.fn(async (_credential, _settle, payload) => (Object.assign({ id: 'mock-order-id' }, payload))),
+}));
+const { getFuturesOrders, postFutureOrders } = jest.requireMock('../../api/private-api');
+const { listOrders } = require('./listOrders');
+const { submitOrder } = require('./submitOrder');
+const baseOrder = {
+    account_id: 'gate/test/future/USDT',
+    product_id: 'GATE/FUTURE/BTC_USDT',
+    order_direction: 'OPEN_LONG',
+    volume: 1,
+};
+describe('mapOrderTypeToTif', () => {
+    test('maps IOC and FOK to Gate tif values', () => {
+        expect((0, mapOrderTypeToTif_1.mapOrderTypeToTif)('IOC')).toBe('ioc');
+        expect((0, mapOrderTypeToTif_1.mapOrderTypeToTif)('FOK')).toBe('fok');
+    });
+});
+describe('mapGateOrderToOrderType', () => {
+    test('maps Gate tif and price to Yuan order types', () => {
+        expect((0, mapGateOrderToOrderType_1.mapGateOrderToOrderType)({ tif: 'ioc', price: '0' })).toBe('MARKET');
+        expect((0, mapGateOrderToOrderType_1.mapGateOrderToOrderType)({ tif: 'ioc', price: '12345' })).toBe('IOC');
+        expect((0, mapGateOrderToOrderType_1.mapGateOrderToOrderType)({ tif: 'fok', price: '12345' })).toBe('FOK');
+    });
+    test('returns undefined when Gate tif cannot be mapped reliably', () => {
+        expect((0, mapGateOrderToOrderType_1.mapGateOrderToOrderType)({ tif: 'gtc', price: '12345' })).toBeUndefined();
+        expect((0, mapGateOrderToOrderType_1.mapGateOrderToOrderType)({ tif: 'poc', price: '12345' })).toBeUndefined();
+    });
+});
+describe('submitOrder order type mapping', () => {
+    beforeEach(() => {
+        postFutureOrders.mockClear();
+    });
+    test('forwards IOC with tif=ioc and keeps the real price', async () => {
+        await submitOrder({}, Object.assign(Object.assign({}, baseOrder), { order_type: 'IOC', price: 12345 }));
+        expect(postFutureOrders).toHaveBeenCalledWith(expect.anything(), 'usdt', expect.objectContaining({
+            tif: 'ioc',
+            price: '12345',
+        }));
+    });
+    test('forwards FOK with tif=fok and keeps the real price', async () => {
+        await submitOrder({}, Object.assign(Object.assign({}, baseOrder), { order_type: 'FOK', price: 12345 }));
+        expect(postFutureOrders).toHaveBeenCalledWith(expect.anything(), 'usdt', expect.objectContaining({
+            tif: 'fok',
+            price: '12345',
+        }));
+    });
+    test('still sends market orders with price=0', async () => {
+        await submitOrder({}, Object.assign(Object.assign({}, baseOrder), { order_type: 'MARKET' }));
+        expect(postFutureOrders).toHaveBeenCalledWith(expect.anything(), 'usdt', expect.objectContaining({
+            tif: 'ioc',
+            price: '0',
+        }));
+    });
+});
+describe('listOrders order type mapping', () => {
+    beforeEach(() => {
+        getFuturesOrders.mockClear();
+    });
+    test('adds order_type without changing representative listOrders fields', async () => {
+        getFuturesOrders.mockResolvedValueOnce([
+            {
+                id: 'market-order',
+                contract: 'GATE/FUTURE/BTC_USDT',
+                size: 1,
+                left: 1,
+                price: '0',
+                fill_price: '0',
+                tif: 'ioc',
+                is_close: false,
+                create_time: 1,
+                status: 'open',
+            },
+            {
+                id: 'ioc-order',
+                contract: 'GATE/FUTURE/BTC_USDT',
+                size: -2,
+                left: -1,
+                price: '12345',
+                fill_price: '12340',
+                tif: 'ioc',
+                is_close: true,
+                create_time: 2,
+                status: 'open',
+            },
+            {
+                id: 'fok-order',
+                contract: 'GATE/FUTURE/BTC_USDT',
+                size: 3,
+                left: 0,
+                price: '12345',
+                fill_price: '12346',
+                tif: 'fok',
+                is_close: false,
+                create_time: 3,
+                status: 'open',
+            },
+        ]);
+        const orders = await listOrders({});
+        expect(orders).toEqual([
+            {
+                order_id: 'market-order',
+                account_id: '',
+                product_id: 'GATE/FUTURE/BTC_USDT',
+                order_direction: 'OPEN_LONG',
+                volume: 1,
+                price: 0,
+                traded_price: 0,
+                order_status: 'open',
+                traded_volume: 0,
+                submit_at: 1000,
+                order_type: 'MARKET',
+            },
+            {
+                order_id: 'ioc-order',
+                account_id: '',
+                product_id: 'GATE/FUTURE/BTC_USDT',
+                order_direction: 'CLOSE_LONG',
+                volume: 2,
+                price: 12345,
+                traded_price: 12340,
+                order_status: 'open',
+                traded_volume: 1,
+                submit_at: 2000,
+                order_type: 'IOC',
+            },
+            {
+                order_id: 'fok-order',
+                account_id: '',
+                product_id: 'GATE/FUTURE/BTC_USDT',
+                order_direction: 'OPEN_LONG',
+                volume: 3,
+                price: 12345,
+                traded_price: 12346,
+                order_status: 'open',
+                traded_volume: 3,
+                submit_at: 3000,
+                order_type: 'FOK',
+            },
+        ]);
+    });
+});
+//# sourceMappingURL=order-type-mapping.test.js.map

package/lib/services/orders/order-type-mapping.test.js.map ADDED Viewed

@@ -0,0 +1 @@

+ 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{ mapGateOrderToOrderType } from './mapGateOrderToOrderType';\nimport { mapOrderTypeToTif } from './mapOrderTypeToTif';\n\njest.mock('../../api/private-api', () => ({\n getFuturesOrders: jest.fn(async () => []),\n postFutureOrders: jest.fn(async (_credential, _settle, payload) => ({\n id: 'mock-order-id',\n ...payload,\n })),\n}));\n\nconst { getFuturesOrders, postFutureOrders } = jest.requireMock('../../api/private-api') as {\n getFuturesOrders: jest.Mock;\n postFutureOrders: jest.Mock;\n};\n\nconst { listOrders } = require('./listOrders') as typeof import('./listOrders');\nconst { submitOrder } = require('./submitOrder') as typeof import('./submitOrder');\n\nconst baseOrder = {\n account_id: 'gate/test/future/USDT',\n product_id: 'GATE/FUTURE/BTC_USDT',\n order_direction: 'OPEN_LONG' as const,\n volume: 1,\n};\n\ndescribe('mapOrderTypeToTif', () => {\n test('maps IOC and FOK to Gate tif values', () => {\n expect(mapOrderTypeToTif('IOC')).toBe('ioc');\n expect(mapOrderTypeToTif('FOK')).toBe('fok');\n });\n});\n\ndescribe('mapGateOrderToOrderType', () => {\n test('maps Gate tif and price to Yuan order types', () => {\n expect(mapGateOrderToOrderType({ tif: 'ioc', price: '0' })).toBe('MARKET');\n expect(mapGateOrderToOrderType({ tif: 'ioc', price: '12345' })).toBe('IOC');\n expect(mapGateOrderToOrderType({ tif: 'fok', price: '12345' })).toBe('FOK');\n });\n\n test('returns undefined when Gate tif cannot be mapped reliably', () => {\n expect(mapGateOrderToOrderType({ tif: 'gtc', price: '12345' })).toBeUndefined();\n expect(mapGateOrderToOrderType({ tif: 'poc', price: '12345' })).toBeUndefined();\n });\n});\n\ndescribe('submitOrder order type mapping', () => {\n beforeEach(() => {\n postFutureOrders.mockClear();\n });\n\n test('forwards IOC with tif=ioc and keeps the real price', async () => {\n await submitOrder({} as never, {\n ...baseOrder,\n order_type: 'IOC',\n price: 12345,\n });\n\n expect(postFutureOrders).toHaveBeenCalledWith(\n expect.anything(),\n 'usdt',\n expect.objectContaining({\n tif: 'ioc',\n price: '12345',\n }),\n );\n });\n\n test('forwards FOK with tif=fok and keeps the real price', async () => {\n await submitOrder({} as never, {\n ...baseOrder,\n order_type: 'FOK',\n price: 12345,\n });\n\n expect(postFutureOrders).toHaveBeenCalledWith(\n expect.anything(),\n 'usdt',\n expect.objectContaining({\n tif: 'fok',\n price: '12345',\n }),\n );\n });\n\n test('still sends market orders with price=0', async () => {\n await submitOrder({} as never, {\n ...baseOrder,\n order_type: 'MARKET',\n });\n\n expect(postFutureOrders).toHaveBeenCalledWith(\n expect.anything(),\n 'usdt',\n expect.objectContaining({\n tif: 'ioc',\n price: '0',\n }),\n );\n });\n});\n\ndescribe('listOrders order type mapping', () => {\n beforeEach(() => {\n getFuturesOrders.mockClear();\n });\n\n test('adds order_type without changing representative listOrders fields', async () => {\n getFuturesOrders.mockResolvedValueOnce([\n {\n id: 'market-order',\n contract: 'GATE/FUTURE/BTC_USDT',\n size: 1,\n left: 1,\n price: '0',\n fill_price: '0',\n tif: 'ioc',\n is_close: false,\n create_time: 1,\n status: 'open',\n },\n {\n id: 'ioc-order',\n contract: 'GATE/FUTURE/BTC_USDT',\n size: -2,\n left: -1,\n price: '12345',\n fill_price: '12340',\n tif: 'ioc',\n is_close: true,\n create_time: 2,\n status: 'open',\n },\n {\n id: 'fok-order',\n contract: 'GATE/FUTURE/BTC_USDT',\n size: 3,\n left: 0,\n price: '12345',\n fill_price: '12346',\n tif: 'fok',\n is_close: false,\n create_time: 3,\n status: 'open',\n },\n ]);\n\n const orders = await listOrders({} as never);\n\n expect(orders).toEqual([\n {\n order_id: 'market-order',\n account_id: '',\n product_id: 'GATE/FUTURE/BTC_USDT',\n order_direction: 'OPEN_LONG',\n volume: 1,\n price: 0,\n traded_price: 0,\n order_status: 'open',\n traded_volume: 0,\n submit_at: 1000,\n order_type: 'MARKET',\n },\n {\n order_id: 'ioc-order',\n account_id: '',\n product_id: 'GATE/FUTURE/BTC_USDT',\n order_direction: 'CLOSE_LONG',\n volume: 2,\n price: 12345,\n traded_price: 12340,\n order_status: 'open',\n traded_volume: 1,\n submit_at: 2000,\n order_type: 'IOC',\n },\n {\n order_id: 'fok-order',\n account_id: '',\n product_id: 'GATE/FUTURE/BTC_USDT',\n order_direction: 'OPEN_LONG',\n volume: 3,\n price: 12345,\n traded_price: 12346,\n order_status: 'open',\n traded_volume: 3,\n submit_at: 3000,\n order_type: 'FOK',\n },\n ]);\n });\n});\n"]}

package/lib/services/orders/submitOrder.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AACjE,OAAO,EAAE,WAAW,EAAoB,MAAM,uBAAuB,CAAC;~~AAsBtE~~,eAAO,MAAM,WAAW,EAAE,2BAA2B,CAAC,WAAW,CAmChE,CAAC"}
1	+ {"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AACjE,OAAO,EAAE,WAAW,EAAoB,MAAM,uBAAuB,CAAC;AAiBtE,eAAO,MAAM,WAAW,EAAE,2BAA2B,CAAC,WAAW,CAmChE,CAAC"}

package/lib/services/orders/submitOrder.js CHANGED Viewed

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.submitOrder = void 0;
 const private_api_1 = require("../../api/private-api");
 const utils_1 = require("@yuants/utils");
+const mapOrderTypeToTif_1 = require("./mapOrderTypeToTif");
 const resolveSizeSign = (order_direction) => {
     switch (order_direction) {
         case 'OPEN_LONG':
@@ -15,13 +16,6 @@ const resolveSizeSign = (order_direction) => {
             throw new Error(`Unsupported order_direction: ${order_direction}`);
     }
 };
-const resolveTif = (order_type) => {
-    if (order_type === 'MARKET')
-        return 'ioc';
-    if (order_type === 'LIMIT' || order_type === 'MAKER')
-        return 'gtc';
-    throw new Error(`Unsupported order_type: ${order_type}`);
-};
 const submitOrder = async (credential, order) => {
     if (!order.product_id) {
         throw new Error('Missing product_id');
@@ -30,7 +24,7 @@ const submitOrder = async (credential, order) => {
         throw new Error('Invalid order volume');
     }
     const size = order.volume * resolveSizeSign(order.order_direction);
-    const tif = resolveTif(order.order_type);
+    const tif = (0, mapOrderTypeToTif_1.mapOrderTypeToTif)(order.order_type);
     const reduce_only = order.order_direction === 'CLOSE_LONG' || order.order_direction === 'CLOSE_SHORT';
     const price = order.order_type === 'MARKET' ? '0' : order.price !== undefined ? `${order.price}` : undefined;
     if (price === undefined) {

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

	@@ -1 +1 @@
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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@yuants/vendor-gate",
-  "version": "0.9.11",
+  "version": "0.9.13",
   "main": "lib/index.js",
   "files": [
     "lib",
@@ -12,18 +12,18 @@
     "@yuants/cache": "0.3.15",
     "@yuants/protocol": "0.55.0",
     "@yuants/transfer": "0.2.52",
-    "@yuants/data-order": "0.7.13",
     "@yuants/data-account": "0.11.12",
-    "@yuants/data-ohlc": "0.6.8",
-    "@yuants/utils": "0.19.7",
+    "@yuants/data-order": "0.7.13",
     "@yuants/data-trade": "0.1.38",
     "@yuants/sql": "0.9.43",
-    "@yuants/http-services": "0.5.3",
+    "@yuants/data-ohlc": "0.6.8",
     "@yuants/data-product": "0.5.13",
-    "@yuants/data-series": "0.3.65",
+    "@yuants/utils": "0.19.7",
+    "@yuants/http-services": "0.5.3",
     "@yuants/data-interest-rate": "0.2.13",
-    "@yuants/data-quote": "0.4.12",
-    "@yuants/exchange": "0.8.23"
+    "@yuants/exchange": "0.8.23",
+    "@yuants/data-series": "0.3.65",
+    "@yuants/data-quote": "0.4.12"
   },
   "devDependencies": {
     "@microsoft/api-extractor": "~7.55.2",