@yuants/vendor-huobi 0.11.13 → 0.11.15

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.
Files changed (7) hide show
  1. package/dist/index.js +11 -30
  2. package/dist/index.js.map +1 -1
  3. package/lib/index.d.ts.map +1 -1
  4. package/lib/index.js +10 -29
  5. package/lib/index.js.map +1 -1
  6. package/package.json +11 -11
  7. package/temp/package-deps.json +14 -14
package/dist/index.js CHANGED
@@ -1,4 +1,4 @@
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- import { addAccountMarket, publishAccountInfo, } from '@yuants/data-account';
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+ import { addAccountMarket, provideAccountInfoService } from '@yuants/data-account';
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  import { Terminal } from '@yuants/protocol';
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  import { addAccountTransferAddress } from '@yuants/transfer';
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  import { formatTime, roundToStep } from '@yuants/utils';
@@ -31,7 +31,7 @@ const terminal = Terminal.fromNodeEnv();
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  const isMainAccount = subUsersRes.ok;
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  console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));
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  const mapProductIdToPerpetualProduct$ = perpetualContractProducts$.pipe(map((x) => new Map(x.map((v) => [v.product_id, v]))), shareReplay(1));
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- const perpetualContractAccountInfo$ = defer(async () => {
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+ provideAccountInfoService(terminal, SWAP_ACCOUNT_ID, async () => {
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  // balance
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  const balance = await client.getUnifiedAccountInfo();
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  if (!balance.data) {
@@ -111,18 +111,11 @@ const terminal = Terminal.fromNodeEnv();
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  // orders.push(...pageOrders);
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  // page_index++;
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  // }
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- const accountInfo = {
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- updated_at: Date.now(),
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- account_id: SWAP_ACCOUNT_ID,
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+ return {
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  money: money,
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  positions,
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  };
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- return accountInfo;
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- }).pipe(repeat({ delay: 1000 }), tap({
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- error: (e) => {
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- console.error(formatTime(Date.now()), 'perpetualContractAccountInfo', e);
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- },
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- }), retry({ delay: 1000 }), shareReplay(1));
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+ }, { auto_refresh_interval: 1000 });
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  const superMarginUnifiedRawAccountBalance$ = defer(() => client.getSpotAccountBalance(superMarginAccountUid)).pipe(
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  //
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  map((res) => res.data), repeat({ delay: 1000 }), tap({
@@ -155,7 +148,7 @@ const terminal = Terminal.fromNodeEnv();
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  subscriptions.add(symbol);
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  }
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  });
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- const superMarginAccountInfo$ = defer(async () => {
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+ provideAccountInfoService(terminal, SUPER_MARGIN_ACCOUNT_ID, async () => {
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  var _a;
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  // get account balance
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  const accountBalance = await client.getSpotAccountBalance(superMarginAccountUid);
@@ -226,21 +219,14 @@ const terminal = Terminal.fromNodeEnv();
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  free: equity,
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  used: 0,
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  };
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- const accountInfo = {
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- updated_at: Date.now(),
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- account_id: SUPER_MARGIN_ACCOUNT_ID,
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- money: money,
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+ return {
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+ money,
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  positions,
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  };
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- return accountInfo;
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- }).pipe(repeat({ delay: 1000 }), tap({
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- error: (e) => {
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- console.error(formatTime(Date.now()), 'superMarginAccountInfo', e);
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- },
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- }), retry({ delay: 5000 }), shareReplay(1));
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- const spotRawBalance$ = defer(() => client.getSpotAccountBalance(spotAccountUid)).pipe(repeat({ delay: 1000 }), retry({ delay: 5000 }), shareReplay(1));
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- const spotAccountInfo$ = spotRawBalance$.pipe(map((spotBalance) => {
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+ }, { auto_refresh_interval: 1000 });
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+ provideAccountInfoService(terminal, SPOT_ACCOUNT_ID, async () => {
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  var _a, _b;
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+ const spotBalance = await client.getSpotAccountBalance(spotAccountUid);
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  const balance = +((_b = (_a = spotBalance.data.list.find((v) => v.currency === 'usdt')) === null || _a === void 0 ? void 0 : _a.balance) !== null && _b !== void 0 ? _b : 0);
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  const equity = balance;
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  const free = equity;
@@ -253,17 +239,12 @@ const terminal = Terminal.fromNodeEnv();
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  used: 0,
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  };
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  return {
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- updated_at: Date.now(),
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- account_id: SPOT_ACCOUNT_ID,
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  money: money,
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  positions: [],
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  };
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- }), shareReplay(1));
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- publishAccountInfo(terminal, SPOT_ACCOUNT_ID, spotAccountInfo$);
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+ }, { auto_refresh_interval: 1000 });
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  addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'HUOBI/SPOT' });
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- publishAccountInfo(terminal, SUPER_MARGIN_ACCOUNT_ID, superMarginAccountInfo$);
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  addAccountMarket(terminal, { account_id: SUPER_MARGIN_ACCOUNT_ID, market_id: 'HUOBI/SUPER-MARGIN' });
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- publishAccountInfo(terminal, SWAP_ACCOUNT_ID, perpetualContractAccountInfo$);
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  addAccountMarket(terminal, { account_id: SWAP_ACCOUNT_ID, market_id: 'HUOBI/SWAP' });
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  // Submit order
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  terminal.server.provideService('SubmitOrder', {
package/dist/index.js.map CHANGED
@@ -1 +1 @@
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{\n addAccountMarket,\n IAccountInfo,\n IAccountMoney,\n IPosition,\n publishAccountInfo,\n} from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime, roundToStep } from '@yuants/utils';\nimport {\n catchError,\n combineLatestWith,\n defer,\n distinct,\n filter,\n first,\n firstValueFrom,\n from,\n map,\n mergeMap,\n of,\n reduce,\n repeat,\n retry,\n shareReplay,\n tap,\n timeout,\n toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport './interest_rate';\nimport { perpetualContractProducts$, spotProducts$ } from './product';\nimport './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\n(async () => {\n const swapAccountTypeRes = await client.getSwapUnifiedAccountType();\n if (swapAccountTypeRes.data?.account_type === 1) {\n console.info(\n formatTime(Date.now()),\n 'SwitchingAccountType',\n `previous: ${swapAccountTypeRes.data.account_type}, switching to 2 (unified account)`,\n );\n const switchRes = await client.postSwapSwitchAccountType({ account_type: 2 });\n console.info(formatTime(Date.now()), 'SwitchingAccountType', `current: ${switchRes.data.account_type}`);\n }\n\n const huobiUid: number = (await client.getUid()).data;\n console.info(formatTime(Date.now()), 'UID', huobiUid);\n\n const huobiAccounts = await client.getAccount();\n const superMarginAccountUid = huobiAccounts.data.find((v) => v.type === 'super-margin')?.id!;\n const spotAccountUid = huobiAccounts.data.find((v) => v.type === 'spot')?.id!;\n console.info(formatTime(Date.now()), 'huobiAccount', JSON.stringify(huobiAccounts));\n\n const account_id = `huobi/${huobiUid}`;\n const SPOT_ACCOUNT_ID = `${account_id}/spot/usdt`;\n const SUPER_MARGIN_ACCOUNT_ID = `${account_id}/super-margin`;\n const SWAP_ACCOUNT_ID = `${account_id}/swap`;\n\n const subUsersRes = await client.getSubUserList();\n const subAccounts = subUsersRes.data;\n const isMainAccount = subUsersRes.ok;\n console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));\n\n const mapProductIdToPerpetualProduct$ = perpetualContractProducts$.pipe(\n map((x) => new Map(x.map((v) => [v.product_id, v]))),\n shareReplay(1),\n );\n\n const perpetualContractAccountInfo$ = defer(async () => {\n // balance\n const balance = await client.getUnifiedAccountInfo();\n if (!balance.data) {\n throw new Error('Failed to get unified account info');\n }\n const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n if (!balanceData) {\n throw new Error('No USDT balance found in unified account');\n }\n const money: IAccountMoney = {\n currency: 'USDT',\n balance: balanceData.cross_margin_static,\n equity: balanceData.margin_balance,\n profit: balanceData.cross_profit_unreal,\n free: balanceData.withdraw_available,\n used: balanceData.margin_balance - balanceData.withdraw_available,\n };\n\n // positions\n const positionsRes = await client.getSwapCrossPositionInfo();\n const mapProductIdToPerpetualProduct = await firstValueFrom(mapProductIdToPerpetualProduct$);\n const positions: IPosition[] = (positionsRes.data || []).map((v): IPosition => {\n const product_id = v.contract_code;\n const theProduct = mapProductIdToPerpetualProduct?.get(product_id);\n const valuation = v.volume * v.last_price * (theProduct?.value_scale || 1);\n return {\n position_id: `${v.contract_code}/${v.contract_type}/${v.direction}/${v.margin_mode}`,\n datasource_id: 'HUOBI-SWAP',\n product_id,\n direction: v.direction === 'buy' ? 'LONG' : 'SHORT',\n volume: v.volume,\n free_volume: v.available,\n position_price: v.cost_hold,\n closable_price: v.last_price,\n floating_profit: v.profit_unreal,\n valuation,\n };\n });\n\n // orders\n // const orders: IOrder[] = [];\n // let page_index = 1;\n // const page_size = 50;\n\n // while (true) {\n // const ordersRes = await client.getSwapOpenOrders({ page_index, page_size });\n // if (!ordersRes.data?.orders || ordersRes.data.orders.length === 0) {\n // break;\n // }\n\n // const pageOrders: IOrder[] = ordersRes.data.orders.map((v): IOrder => {\n // return {\n // order_id: v.order_id_str,\n // account_id: SWAP_ACCOUNT_ID,\n // product_id: v.contract_code,\n // order_type: ['lightning'].includes(v.order_price_type)\n // ? 'MARKET'\n // : ['limit', 'opponent', 'post_only', 'optimal_5', 'optimal_10', 'optimal_20'].includes(\n // v.order_price_type,\n // )\n // ? 'LIMIT'\n // : ['fok'].includes(v.order_price_type)\n // ? 'FOK'\n // : v.order_price_type.includes('ioc')\n // ? 'IOC'\n // : 'STOP', // unreachable code\n // order_direction:\n // v.direction === 'open'\n // ? v.offset === 'buy'\n // ? 'OPEN_LONG'\n // : 'OPEN_SHORT'\n // : v.offset === 'buy'\n // ? 'CLOSE_SHORT'\n // : 'CLOSE_LONG',\n // volume: v.volume,\n // submit_at: v.created_at,\n // price: v.price,\n // traded_volume: v.trade_volume,\n // };\n // });\n\n // orders.push(...pageOrders);\n // page_index++;\n // }\n\n const accountInfo: IAccountInfo = {\n updated_at: Date.now(),\n account_id: SWAP_ACCOUNT_ID,\n money: money,\n positions,\n };\n\n return accountInfo;\n }).pipe(\n repeat({ delay: 1000 }),\n tap({\n error: (e) => {\n console.error(formatTime(Date.now()), 'perpetualContractAccountInfo', e);\n },\n }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const superMarginUnifiedRawAccountBalance$ = defer(() =>\n client.getSpotAccountBalance(superMarginAccountUid),\n ).pipe(\n //\n map((res) => res.data),\n repeat({ delay: 1000 }),\n tap({\n error: (e) => {\n console.error(formatTime(Date.now()), 'unifiedRaw', e);\n },\n }),\n retry({ delay: 5000 }),\n shareReplay(1),\n );\n\n const subscriptions: Set<string> = new Set();\n from(client.spot_ws.connection$).subscribe(() => {\n subscriptions.clear();\n });\n // subscribe the symbols of positions we held\n superMarginUnifiedRawAccountBalance$\n .pipe(\n //\n mergeMap((res) =>\n from(res?.list || []).pipe(\n filter((v) => v.currency !== 'usdt'),\n map((v) => v.currency),\n distinct(),\n toArray(),\n map((v) => new Set(v)),\n ),\n ),\n )\n .subscribe((v: Set<string>) => {\n const toUnsubscribe = [...subscriptions].filter((x) => !v.has(x));\n const toSubscribe = [...v].filter((x) => !subscriptions.has(x));\n\n for (const symbol of toUnsubscribe) {\n client.spot_ws.output$.next({\n unsub: `market.${symbol}usdt.ticker`,\n });\n subscriptions.delete(symbol);\n }\n for (const symbol of toSubscribe) {\n client.spot_ws.output$.next({\n sub: `market.${symbol}usdt.ticker`,\n });\n subscriptions.add(symbol);\n }\n });\n\n const superMarginAccountInfo$ = defer(async () => {\n // get account balance\n const accountBalance = await client.getSpotAccountBalance(superMarginAccountUid);\n const balanceList = accountBalance.data?.list || [];\n\n // calculate usdt balance\n const usdtBalance = balanceList\n .filter((v) => v.currency === 'usdt')\n .reduce((acc, cur) => acc + +cur.balance, 0);\n\n // get positions (non-usdt currencies)\n const positions: IPosition[] = [];\n const nonUsdtCurrencies = balanceList\n .filter((v) => v.currency !== 'usdt')\n .reduce((acc, cur) => {\n const existing = acc.find((item) => item.currency === cur.currency);\n if (existing) {\n existing.balance += +cur.balance;\n } else {\n acc.push({ currency: cur.currency, balance: +cur.balance });\n }\n return acc;\n }, [] as { currency: string; balance: number }[]);\n\n // get prices and create positions\n for (const currencyData of nonUsdtCurrencies) {\n if (currencyData.balance > 0) {\n try {\n // get current price from websocket or fallback to REST API\n let price: number;\n try {\n const tickPrice = await firstValueFrom(\n client.spot_ws.input$.pipe(\n //\n first((v) => v.ch?.includes('ticker') && v.ch?.includes(currencyData.currency) && v.tick),\n map((v): number => v.tick.bid),\n timeout(5000),\n tap({\n error: (e) => {\n subscriptions.clear();\n },\n }),\n ),\n );\n price = tickPrice;\n } catch {\n // fallback to REST API\n const tickerRes = await client.getSpotTick({ symbol: `${currencyData.currency}usdt` });\n price = tickerRes.tick.close;\n }\n\n positions.push({\n position_id: `${currencyData.currency}/usdt/spot`,\n product_id: `${currencyData.currency}usdt`,\n direction: 'LONG',\n volume: currencyData.balance,\n free_volume: currencyData.balance,\n position_price: price,\n closable_price: price,\n floating_profit: 0,\n valuation: currencyData.balance * price,\n });\n } catch (error) {\n console.warn(formatTime(Date.now()), `Failed to get price for ${currencyData.currency}:`, error);\n }\n }\n }\n\n // calculate equity\n const equity = positions.reduce((acc, cur) => acc + cur.closable_price * cur.volume, 0) + usdtBalance;\n\n const money: IAccountMoney = {\n currency: 'USDT',\n balance: equity,\n equity: equity,\n profit: 0,\n free: equity,\n used: 0,\n };\n\n const accountInfo: IAccountInfo = {\n updated_at: Date.now(),\n account_id: SUPER_MARGIN_ACCOUNT_ID,\n money: money,\n positions,\n };\n\n return accountInfo;\n }).pipe(\n repeat({ delay: 1000 }),\n tap({\n error: (e) => {\n console.error(formatTime(Date.now()), 'superMarginAccountInfo', e);\n },\n }),\n retry({ delay: 5000 }),\n shareReplay(1),\n );\n\n const spotRawBalance$ = defer(() => client.getSpotAccountBalance(spotAccountUid)).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n );\n\n const spotAccountInfo$ = spotRawBalance$.pipe(\n map((spotBalance): IAccountInfo => {\n const balance = +(spotBalance.data.list.find((v) => v.currency === 'usdt')?.balance ?? 0);\n const equity = balance;\n const free = equity;\n const money: IAccountMoney = {\n currency: 'USDT',\n balance,\n equity,\n profit: 0,\n free,\n used: 0,\n };\n return {\n updated_at: Date.now(),\n account_id: SPOT_ACCOUNT_ID,\n money: money,\n positions: [],\n };\n }),\n shareReplay(1),\n );\n\n publishAccountInfo(terminal, SPOT_ACCOUNT_ID, spotAccountInfo$);\n addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'HUOBI/SPOT' });\n publishAccountInfo(terminal, SUPER_MARGIN_ACCOUNT_ID, superMarginAccountInfo$);\n addAccountMarket(terminal, { account_id: SUPER_MARGIN_ACCOUNT_ID, market_id: 'HUOBI/SUPER-MARGIN' });\n publishAccountInfo(terminal, SWAP_ACCOUNT_ID, perpetualContractAccountInfo$);\n addAccountMarket(terminal, { account_id: SWAP_ACCOUNT_ID, market_id: 'HUOBI/SWAP' });\n\n // Submit order\n terminal.server.provideService<IOrder>(\n 'SubmitOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: {\n enum: [SUPER_MARGIN_ACCOUNT_ID, SWAP_ACCOUNT_ID],\n },\n },\n },\n (msg) => {\n const { account_id: req_account_id } = msg.req;\n console.info(formatTime(Date.now()), `SubmitOrder for ${account_id}`, JSON.stringify(msg));\n\n if (req_account_id === SWAP_ACCOUNT_ID) {\n return defer(() => client.getSwapCrossPositionInfo()).pipe(\n mergeMap((res) => res.data),\n map((v) => [v.contract_code, v.lever_rate]),\n toArray(),\n map((v) => Object.fromEntries(v)),\n mergeMap((mapContractCodeToRate) => {\n const lever_rate = mapContractCodeToRate[msg.req.product_id] ?? 20;\n const params = {\n contract_code: msg.req.product_id,\n contract_type: 'swap',\n price: msg.req.price,\n volume: msg.req.volume,\n offset:\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'OPEN_SHORT'\n ? 'open'\n : 'close',\n direction:\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? 'buy'\n : 'sell',\n // dynamically adjust the leverage\n lever_rate,\n order_price_type: msg.req.order_type === 'MARKET' ? 'market' : 'limit',\n };\n return client.postSwapOrder(params).then((v) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n return v;\n });\n }),\n map((v) => {\n if (v.status !== 'ok') {\n return { res: { code: 500, message: v.status } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n catchError((e) => {\n console.error(formatTime(Date.now()), 'SubmitOrder', e);\n return of({ res: { code: 500, message: `${e}` } });\n }),\n );\n }\n // for super-margin orders, we need to denote the amount of usdt to borrow, therefore we need to:\n // 1. get the loanable amount\n // 2. get the current balance\n // 3. get the current price\n // 4. combine the information to submit the order\n return defer(() => client.getCrossMarginLoanInfo()).pipe(\n //\n mergeMap((res) => res.data),\n first((v) => v.currency === 'usdt'),\n map((v) => +v['loanable-amt']),\n combineLatestWith(\n superMarginUnifiedRawAccountBalance$.pipe(\n first(),\n mergeMap((res) =>\n from(res.list).pipe(\n // we only need the amount of usdt that can be used to trade\n filter((v) => v.currency === 'usdt' && v.type === 'trade'),\n reduce((acc, cur) => acc + +cur.balance, 0),\n ),\n ),\n ),\n ),\n combineLatestWith(spotProducts$.pipe(first())),\n mergeMap(async ([[loanable, balance], products]) => {\n const priceRes = await client.getSpotTick({ symbol: msg.req.product_id });\n const theProduct = products.find((v) => v.product_id === msg.req.product_id);\n const price: number = priceRes.tick.close;\n const borrow_amount =\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? Math.max(Math.min(loanable, msg.req.volume * price - balance), 0)\n : undefined;\n const params = {\n symbol: msg.req.product_id,\n 'account-id': '' + superMarginAccountUid,\n // amount: msg.req.type === OrderType.MARKET ? 0 : '' + msg.req.volume,\n // 'market-amount': msg.req.type === OrderType.MARKET ? '' + msg.req.volume : undefined,\n amount:\n '' +\n (msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? roundToStep(msg.req.volume * price, theProduct?.volume_step!)\n : msg.req.volume),\n 'borrow-amount': '' + borrow_amount,\n type: `${\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? 'buy'\n : 'sell'\n }-${'LIMIT' === msg.req.order_type ? 'limit' : 'market'}`,\n 'trade-purpose':\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? '1' // auto borrow\n : '2', // auto repay\n price: msg.req.order_type === 'MARKET' ? undefined : '' + msg.req.price,\n source: 'super-margin-api',\n };\n return client.postSpotOrder(params).then((v) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n return v;\n });\n }),\n map((v) => {\n if (v.success === false) {\n return { res: { code: v.code, message: v.message } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n catchError((e) => {\n console.error(formatTime(Date.now()), 'SubmitOrder', e);\n return of({ res: { code: 500, message: `${e}` } });\n }),\n );\n },\n );\n\n // Update Spot TRC20 Addresses (Only Main Account)\n if (isMainAccount) {\n const res = await client.getSpotAccountDepositAddresses({ currency: 'usdt' });\n const addresses = res.data.filter((v) => v.chain === 'trc20usdt').map((v) => v.address);\n\n for (const address of addresses) {\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n address: address,\n network_id: 'TRC20',\n onApply: {\n INIT: async (order) => {\n const res0 = await client.getV2ReferenceCurrencies({ currency: 'usdt' });\n const fee = res0.data\n .find((v) => v.currency === 'usdt')\n ?.chains.find((v) => v.chain === 'trc20usdt')?.transactFeeWithdraw;\n if (!fee) {\n return { state: 'ERROR', message: 'MISSING FEE' };\n }\n const res = await client.postWithdraw({\n address: order.current_rx_address!,\n amount: '' + (order.expected_amount - +fee),\n currency: 'usdt',\n fee: fee,\n chain: 'trc20usdt',\n });\n if (res.status != 'ok') {\n return { state: 'INIT', message: `${res.status}` };\n }\n return { state: 'PENDING', context: `${res.data}` };\n },\n PENDING: async (order) => {\n if (!order.current_tx_context) {\n return { state: 'ERROR', message: 'MISSING CONTEXT' };\n }\n const wdId = +order.current_tx_context;\n const res = await client.getDepositWithdrawHistory({\n currency: 'usdt',\n type: 'withdraw',\n from: `${wdId}`,\n });\n const txId = res.data.find((v) => v.id === wdId)?.['tx-hash'];\n if (!txId) {\n return { state: 'PENDING', context: `${wdId}` };\n }\n return {\n state: 'COMPLETE',\n transaction_id: txId,\n };\n },\n },\n onEval: async (order) => {\n const res = await client.getDepositWithdrawHistory({\n currency: 'usdt',\n type: 'deposit',\n direct: 'next',\n });\n\n const theItem = res.data.find(\n (v) => v['tx-hash'] === order.current_transaction_id && v.state === 'safe',\n );\n if (!theItem) {\n return { state: 'PENDING' };\n }\n return { received_amount: +theItem.amount, state: 'COMPLETE' };\n },\n });\n }\n }\n\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n address: 'SPOT',\n onApply: {\n INIT: async (order) => {\n const transferInResult = await client.postSuperMarginAccountTransferIn({\n currency: 'usdt',\n amount: '' + (order.current_amount || order.expected_amount),\n });\n if (transferInResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SUPER_MARGIN_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n address: 'SUPER_MARGIN',\n onApply: {\n INIT: async (order) => {\n const transferOutResult = await client.postSuperMarginAccountTransferOut({\n currency: 'usdt',\n amount: '' + (order.current_amount || order.expected_amount),\n });\n if (transferOutResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n address: 'SPOT',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSpotAccountTransfer({\n from: 'spot',\n to: 'linear-swap',\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n 'margin-account': 'USDT',\n });\n if (!transferResult.success) {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SWAP_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n address: 'SWAP',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSpotAccountTransfer({\n from: 'linear-swap',\n to: 'spot',\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n 'margin-account': 'USDT',\n });\n if (!transferResult.success) {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n if (isMainAccount) {\n for (const subAccount of subAccounts) {\n const SPOT_SUB_ACCOUNT_ID = `huobi/${subAccount.uid}/spot/usdt`;\n\n const SUB_ACCOUNT_NETWORK_ID = `Huobi/${huobiUid}/SubAccount/${subAccount.uid}`;\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: SUB_ACCOUNT_NETWORK_ID,\n address: '#main',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSubUserTransfer({\n 'sub-uid': +order.current_rx_address!,\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n type: 'master-transfer-out',\n });\n if (transferResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_SUB_ACCOUNT_ID,\n currency: 'USDT',\n network_id: SUB_ACCOUNT_NETWORK_ID,\n address: `${subAccount.uid}`,\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSubUserTransfer({\n 'sub-uid': +order.current_tx_address!,\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n type: 'master-transfer-in',\n });\n if (transferResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n }\n }\n})();\n"]}
1
+ 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{ addAccountMarket, IAccountMoney, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime, roundToStep } from '@yuants/utils';\nimport {\n catchError,\n combineLatestWith,\n defer,\n distinct,\n filter,\n first,\n firstValueFrom,\n from,\n map,\n mergeMap,\n of,\n reduce,\n repeat,\n retry,\n shareReplay,\n tap,\n timeout,\n toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport './interest_rate';\nimport { perpetualContractProducts$, spotProducts$ } from './product';\nimport './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\n(async () => {\n const swapAccountTypeRes = await client.getSwapUnifiedAccountType();\n if (swapAccountTypeRes.data?.account_type === 1) {\n console.info(\n formatTime(Date.now()),\n 'SwitchingAccountType',\n `previous: ${swapAccountTypeRes.data.account_type}, switching to 2 (unified account)`,\n );\n const switchRes = await client.postSwapSwitchAccountType({ account_type: 2 });\n console.info(formatTime(Date.now()), 'SwitchingAccountType', `current: ${switchRes.data.account_type}`);\n }\n\n const huobiUid: number = (await client.getUid()).data;\n console.info(formatTime(Date.now()), 'UID', huobiUid);\n\n const huobiAccounts = await client.getAccount();\n const superMarginAccountUid = huobiAccounts.data.find((v) => v.type === 'super-margin')?.id!;\n const spotAccountUid = huobiAccounts.data.find((v) => v.type === 'spot')?.id!;\n console.info(formatTime(Date.now()), 'huobiAccount', JSON.stringify(huobiAccounts));\n\n const account_id = `huobi/${huobiUid}`;\n const SPOT_ACCOUNT_ID = `${account_id}/spot/usdt`;\n const SUPER_MARGIN_ACCOUNT_ID = `${account_id}/super-margin`;\n const SWAP_ACCOUNT_ID = `${account_id}/swap`;\n\n const subUsersRes = await client.getSubUserList();\n const subAccounts = subUsersRes.data;\n const isMainAccount = subUsersRes.ok;\n console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));\n\n const mapProductIdToPerpetualProduct$ = perpetualContractProducts$.pipe(\n map((x) => new Map(x.map((v) => [v.product_id, v]))),\n shareReplay(1),\n );\n\n provideAccountInfoService(\n terminal,\n SWAP_ACCOUNT_ID,\n async () => {\n // balance\n const balance = await client.getUnifiedAccountInfo();\n if (!balance.data) {\n throw new Error('Failed to get unified account info');\n }\n const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n if (!balanceData) {\n throw new Error('No USDT balance found in unified account');\n }\n const money: IAccountMoney = {\n currency: 'USDT',\n balance: balanceData.cross_margin_static,\n equity: balanceData.margin_balance,\n profit: balanceData.cross_profit_unreal,\n free: balanceData.withdraw_available,\n used: balanceData.margin_balance - balanceData.withdraw_available,\n };\n\n // positions\n const positionsRes = await client.getSwapCrossPositionInfo();\n const mapProductIdToPerpetualProduct = await firstValueFrom(mapProductIdToPerpetualProduct$);\n const positions: IPosition[] = (positionsRes.data || []).map((v): IPosition => {\n const product_id = v.contract_code;\n const theProduct = mapProductIdToPerpetualProduct?.get(product_id);\n const valuation = v.volume * v.last_price * (theProduct?.value_scale || 1);\n return {\n position_id: `${v.contract_code}/${v.contract_type}/${v.direction}/${v.margin_mode}`,\n datasource_id: 'HUOBI-SWAP',\n product_id,\n direction: v.direction === 'buy' ? 'LONG' : 'SHORT',\n volume: v.volume,\n free_volume: v.available,\n position_price: v.cost_hold,\n closable_price: v.last_price,\n floating_profit: v.profit_unreal,\n valuation,\n };\n });\n\n // orders\n // const orders: IOrder[] = [];\n // let page_index = 1;\n // const page_size = 50;\n\n // while (true) {\n // const ordersRes = await client.getSwapOpenOrders({ page_index, page_size });\n // if (!ordersRes.data?.orders || ordersRes.data.orders.length === 0) {\n // break;\n // }\n\n // const pageOrders: IOrder[] = ordersRes.data.orders.map((v): IOrder => {\n // return {\n // order_id: v.order_id_str,\n // account_id: SWAP_ACCOUNT_ID,\n // product_id: v.contract_code,\n // order_type: ['lightning'].includes(v.order_price_type)\n // ? 'MARKET'\n // : ['limit', 'opponent', 'post_only', 'optimal_5', 'optimal_10', 'optimal_20'].includes(\n // v.order_price_type,\n // )\n // ? 'LIMIT'\n // : ['fok'].includes(v.order_price_type)\n // ? 'FOK'\n // : v.order_price_type.includes('ioc')\n // ? 'IOC'\n // : 'STOP', // unreachable code\n // order_direction:\n // v.direction === 'open'\n // ? v.offset === 'buy'\n // ? 'OPEN_LONG'\n // : 'OPEN_SHORT'\n // : v.offset === 'buy'\n // ? 'CLOSE_SHORT'\n // : 'CLOSE_LONG',\n // volume: v.volume,\n // submit_at: v.created_at,\n // price: v.price,\n // traded_volume: v.trade_volume,\n // };\n // });\n\n // orders.push(...pageOrders);\n // page_index++;\n // }\n\n return {\n money: money,\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n\n const superMarginUnifiedRawAccountBalance$ = defer(() =>\n client.getSpotAccountBalance(superMarginAccountUid),\n ).pipe(\n //\n map((res) => res.data),\n repeat({ delay: 1000 }),\n tap({\n error: (e) => {\n console.error(formatTime(Date.now()), 'unifiedRaw', e);\n },\n }),\n retry({ delay: 5000 }),\n shareReplay(1),\n );\n\n const subscriptions: Set<string> = new Set();\n from(client.spot_ws.connection$).subscribe(() => {\n subscriptions.clear();\n });\n // subscribe the symbols of positions we held\n superMarginUnifiedRawAccountBalance$\n .pipe(\n //\n mergeMap((res) =>\n from(res?.list || []).pipe(\n filter((v) => v.currency !== 'usdt'),\n map((v) => v.currency),\n distinct(),\n toArray(),\n map((v) => new Set(v)),\n ),\n ),\n )\n .subscribe((v: Set<string>) => {\n const toUnsubscribe = [...subscriptions].filter((x) => !v.has(x));\n const toSubscribe = [...v].filter((x) => !subscriptions.has(x));\n\n for (const symbol of toUnsubscribe) {\n client.spot_ws.output$.next({\n unsub: `market.${symbol}usdt.ticker`,\n });\n subscriptions.delete(symbol);\n }\n for (const symbol of toSubscribe) {\n client.spot_ws.output$.next({\n sub: `market.${symbol}usdt.ticker`,\n });\n subscriptions.add(symbol);\n }\n });\n\n provideAccountInfoService(\n terminal,\n SUPER_MARGIN_ACCOUNT_ID,\n async () => {\n // get account balance\n const accountBalance = await client.getSpotAccountBalance(superMarginAccountUid);\n const balanceList = accountBalance.data?.list || [];\n\n // calculate usdt balance\n const usdtBalance = balanceList\n .filter((v) => v.currency === 'usdt')\n .reduce((acc, cur) => acc + +cur.balance, 0);\n\n // get positions (non-usdt currencies)\n const positions: IPosition[] = [];\n const nonUsdtCurrencies = balanceList\n .filter((v) => v.currency !== 'usdt')\n .reduce((acc, cur) => {\n const existing = acc.find((item) => item.currency === cur.currency);\n if (existing) {\n existing.balance += +cur.balance;\n } else {\n acc.push({ currency: cur.currency, balance: +cur.balance });\n }\n return acc;\n }, [] as { currency: string; balance: number }[]);\n\n // get prices and create positions\n for (const currencyData of nonUsdtCurrencies) {\n if (currencyData.balance > 0) {\n try {\n // get current price from websocket or fallback to REST API\n let price: number;\n try {\n const tickPrice = await firstValueFrom(\n client.spot_ws.input$.pipe(\n //\n first((v) => v.ch?.includes('ticker') && v.ch?.includes(currencyData.currency) && v.tick),\n map((v): number => v.tick.bid),\n timeout(5000),\n tap({\n error: (e) => {\n subscriptions.clear();\n },\n }),\n ),\n );\n price = tickPrice;\n } catch {\n // fallback to REST API\n const tickerRes = await client.getSpotTick({ symbol: `${currencyData.currency}usdt` });\n price = tickerRes.tick.close;\n }\n\n positions.push({\n position_id: `${currencyData.currency}/usdt/spot`,\n product_id: `${currencyData.currency}usdt`,\n direction: 'LONG',\n volume: currencyData.balance,\n free_volume: currencyData.balance,\n position_price: price,\n closable_price: price,\n floating_profit: 0,\n valuation: currencyData.balance * price,\n });\n } catch (error) {\n console.warn(formatTime(Date.now()), `Failed to get price for ${currencyData.currency}:`, error);\n }\n }\n }\n\n // calculate equity\n const equity = positions.reduce((acc, cur) => acc + cur.closable_price * cur.volume, 0) + usdtBalance;\n\n const money: IAccountMoney = {\n currency: 'USDT',\n balance: equity,\n equity: equity,\n profit: 0,\n free: equity,\n used: 0,\n };\n\n return {\n money,\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n\n provideAccountInfoService(\n terminal,\n SPOT_ACCOUNT_ID,\n async () => {\n const spotBalance = await client.getSpotAccountBalance(spotAccountUid);\n\n const balance = +(spotBalance.data.list.find((v) => v.currency === 'usdt')?.balance ?? 0);\n const equity = balance;\n const free = equity;\n const money: IAccountMoney = {\n currency: 'USDT',\n balance,\n equity,\n profit: 0,\n free,\n used: 0,\n };\n return {\n money: money,\n positions: [],\n };\n },\n { auto_refresh_interval: 1000 },\n );\n addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'HUOBI/SPOT' });\n addAccountMarket(terminal, { account_id: SUPER_MARGIN_ACCOUNT_ID, market_id: 'HUOBI/SUPER-MARGIN' });\n addAccountMarket(terminal, { account_id: SWAP_ACCOUNT_ID, market_id: 'HUOBI/SWAP' });\n\n // Submit order\n terminal.server.provideService<IOrder>(\n 'SubmitOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: {\n enum: [SUPER_MARGIN_ACCOUNT_ID, SWAP_ACCOUNT_ID],\n },\n },\n },\n (msg) => {\n const { account_id: req_account_id } = msg.req;\n console.info(formatTime(Date.now()), `SubmitOrder for ${account_id}`, JSON.stringify(msg));\n\n if (req_account_id === SWAP_ACCOUNT_ID) {\n return defer(() => client.getSwapCrossPositionInfo()).pipe(\n mergeMap((res) => res.data),\n map((v) => [v.contract_code, v.lever_rate]),\n toArray(),\n map((v) => Object.fromEntries(v)),\n mergeMap((mapContractCodeToRate) => {\n const lever_rate = mapContractCodeToRate[msg.req.product_id] ?? 20;\n const params = {\n contract_code: msg.req.product_id,\n contract_type: 'swap',\n price: msg.req.price,\n volume: msg.req.volume,\n offset:\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'OPEN_SHORT'\n ? 'open'\n : 'close',\n direction:\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? 'buy'\n : 'sell',\n // dynamically adjust the leverage\n lever_rate,\n order_price_type: msg.req.order_type === 'MARKET' ? 'market' : 'limit',\n };\n return client.postSwapOrder(params).then((v) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n return v;\n });\n }),\n map((v) => {\n if (v.status !== 'ok') {\n return { res: { code: 500, message: v.status } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n catchError((e) => {\n console.error(formatTime(Date.now()), 'SubmitOrder', e);\n return of({ res: { code: 500, message: `${e}` } });\n }),\n );\n }\n // for super-margin orders, we need to denote the amount of usdt to borrow, therefore we need to:\n // 1. get the loanable amount\n // 2. get the current balance\n // 3. get the current price\n // 4. combine the information to submit the order\n return defer(() => client.getCrossMarginLoanInfo()).pipe(\n //\n mergeMap((res) => res.data),\n first((v) => v.currency === 'usdt'),\n map((v) => +v['loanable-amt']),\n combineLatestWith(\n superMarginUnifiedRawAccountBalance$.pipe(\n first(),\n mergeMap((res) =>\n from(res.list).pipe(\n // we only need the amount of usdt that can be used to trade\n filter((v) => v.currency === 'usdt' && v.type === 'trade'),\n reduce((acc, cur) => acc + +cur.balance, 0),\n ),\n ),\n ),\n ),\n combineLatestWith(spotProducts$.pipe(first())),\n mergeMap(async ([[loanable, balance], products]) => {\n const priceRes = await client.getSpotTick({ symbol: msg.req.product_id });\n const theProduct = products.find((v) => v.product_id === msg.req.product_id);\n const price: number = priceRes.tick.close;\n const borrow_amount =\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? Math.max(Math.min(loanable, msg.req.volume * price - balance), 0)\n : undefined;\n const params = {\n symbol: msg.req.product_id,\n 'account-id': '' + superMarginAccountUid,\n // amount: msg.req.type === OrderType.MARKET ? 0 : '' + msg.req.volume,\n // 'market-amount': msg.req.type === OrderType.MARKET ? '' + msg.req.volume : undefined,\n amount:\n '' +\n (msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? roundToStep(msg.req.volume * price, theProduct?.volume_step!)\n : msg.req.volume),\n 'borrow-amount': '' + borrow_amount,\n type: `${\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? 'buy'\n : 'sell'\n }-${'LIMIT' === msg.req.order_type ? 'limit' : 'market'}`,\n 'trade-purpose':\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? '1' // auto borrow\n : '2', // auto repay\n price: msg.req.order_type === 'MARKET' ? undefined : '' + msg.req.price,\n source: 'super-margin-api',\n };\n return client.postSpotOrder(params).then((v) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n return v;\n });\n }),\n map((v) => {\n if (v.success === false) {\n return { res: { code: v.code, message: v.message } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n catchError((e) => {\n console.error(formatTime(Date.now()), 'SubmitOrder', e);\n return of({ res: { code: 500, message: `${e}` } });\n }),\n );\n },\n );\n\n // Update Spot TRC20 Addresses (Only Main Account)\n if (isMainAccount) {\n const res = await client.getSpotAccountDepositAddresses({ currency: 'usdt' });\n const addresses = res.data.filter((v) => v.chain === 'trc20usdt').map((v) => v.address);\n\n for (const address of addresses) {\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n address: address,\n network_id: 'TRC20',\n onApply: {\n INIT: async (order) => {\n const res0 = await client.getV2ReferenceCurrencies({ currency: 'usdt' });\n const fee = res0.data\n .find((v) => v.currency === 'usdt')\n ?.chains.find((v) => v.chain === 'trc20usdt')?.transactFeeWithdraw;\n if (!fee) {\n return { state: 'ERROR', message: 'MISSING FEE' };\n }\n const res = await client.postWithdraw({\n address: order.current_rx_address!,\n amount: '' + (order.expected_amount - +fee),\n currency: 'usdt',\n fee: fee,\n chain: 'trc20usdt',\n });\n if (res.status != 'ok') {\n return { state: 'INIT', message: `${res.status}` };\n }\n return { state: 'PENDING', context: `${res.data}` };\n },\n PENDING: async (order) => {\n if (!order.current_tx_context) {\n return { state: 'ERROR', message: 'MISSING CONTEXT' };\n }\n const wdId = +order.current_tx_context;\n const res = await client.getDepositWithdrawHistory({\n currency: 'usdt',\n type: 'withdraw',\n from: `${wdId}`,\n });\n const txId = res.data.find((v) => v.id === wdId)?.['tx-hash'];\n if (!txId) {\n return { state: 'PENDING', context: `${wdId}` };\n }\n return {\n state: 'COMPLETE',\n transaction_id: txId,\n };\n },\n },\n onEval: async (order) => {\n const res = await client.getDepositWithdrawHistory({\n currency: 'usdt',\n type: 'deposit',\n direct: 'next',\n });\n\n const theItem = res.data.find(\n (v) => v['tx-hash'] === order.current_transaction_id && v.state === 'safe',\n );\n if (!theItem) {\n return { state: 'PENDING' };\n }\n return { received_amount: +theItem.amount, state: 'COMPLETE' };\n },\n });\n }\n }\n\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n address: 'SPOT',\n onApply: {\n INIT: async (order) => {\n const transferInResult = await client.postSuperMarginAccountTransferIn({\n currency: 'usdt',\n amount: '' + (order.current_amount || order.expected_amount),\n });\n if (transferInResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SUPER_MARGIN_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n address: 'SUPER_MARGIN',\n onApply: {\n INIT: async (order) => {\n const transferOutResult = await client.postSuperMarginAccountTransferOut({\n currency: 'usdt',\n amount: '' + (order.current_amount || order.expected_amount),\n });\n if (transferOutResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n address: 'SPOT',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSpotAccountTransfer({\n from: 'spot',\n to: 'linear-swap',\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n 'margin-account': 'USDT',\n });\n if (!transferResult.success) {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SWAP_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n address: 'SWAP',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSpotAccountTransfer({\n from: 'linear-swap',\n to: 'spot',\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n 'margin-account': 'USDT',\n });\n if (!transferResult.success) {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n if (isMainAccount) {\n for (const subAccount of subAccounts) {\n const SPOT_SUB_ACCOUNT_ID = `huobi/${subAccount.uid}/spot/usdt`;\n\n const SUB_ACCOUNT_NETWORK_ID = `Huobi/${huobiUid}/SubAccount/${subAccount.uid}`;\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: SUB_ACCOUNT_NETWORK_ID,\n address: '#main',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSubUserTransfer({\n 'sub-uid': +order.current_rx_address!,\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n type: 'master-transfer-out',\n });\n if (transferResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_SUB_ACCOUNT_ID,\n currency: 'USDT',\n network_id: SUB_ACCOUNT_NETWORK_ID,\n address: `${subAccount.uid}`,\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSubUserTransfer({\n 'sub-uid': +order.current_tx_address!,\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n type: 'master-transfer-in',\n });\n if (transferResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n }\n }\n})();\n"]}
package/lib/index.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAgCA,OAAO,iBAAiB,CAAC;AAEzB,OAAO,SAAS,CAAC"}
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AA0BA,OAAO,iBAAiB,CAAC;AAEzB,OAAO,SAAS,CAAC"}
package/lib/index.js CHANGED
@@ -33,7 +33,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
33
33
  const isMainAccount = subUsersRes.ok;
34
34
  console.info((0, utils_1.formatTime)(Date.now()), 'subAccounts', JSON.stringify(subAccounts));
35
35
  const mapProductIdToPerpetualProduct$ = product_1.perpetualContractProducts$.pipe((0, rxjs_1.map)((x) => new Map(x.map((v) => [v.product_id, v]))), (0, rxjs_1.shareReplay)(1));
36
- const perpetualContractAccountInfo$ = (0, rxjs_1.defer)(async () => {
36
+ (0, data_account_1.provideAccountInfoService)(terminal, SWAP_ACCOUNT_ID, async () => {
37
37
  // balance
38
38
  const balance = await api_1.client.getUnifiedAccountInfo();
39
39
  if (!balance.data) {
@@ -113,18 +113,11 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
113
113
  // orders.push(...pageOrders);
114
114
  // page_index++;
115
115
  // }
116
- const accountInfo = {
117
- updated_at: Date.now(),
118
- account_id: SWAP_ACCOUNT_ID,
116
+ return {
119
117
  money: money,
120
118
  positions,
121
119
  };
122
- return accountInfo;
123
- }).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.tap)({
124
- error: (e) => {
125
- console.error((0, utils_1.formatTime)(Date.now()), 'perpetualContractAccountInfo', e);
126
- },
127
- }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
120
+ }, { auto_refresh_interval: 1000 });
128
121
  const superMarginUnifiedRawAccountBalance$ = (0, rxjs_1.defer)(() => api_1.client.getSpotAccountBalance(superMarginAccountUid)).pipe(
129
122
  //
130
123
  (0, rxjs_1.map)((res) => res.data), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.tap)({
@@ -157,7 +150,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
157
150
  subscriptions.add(symbol);
158
151
  }
159
152
  });
160
- const superMarginAccountInfo$ = (0, rxjs_1.defer)(async () => {
153
+ (0, data_account_1.provideAccountInfoService)(terminal, SUPER_MARGIN_ACCOUNT_ID, async () => {
161
154
  var _a;
162
155
  // get account balance
163
156
  const accountBalance = await api_1.client.getSpotAccountBalance(superMarginAccountUid);
@@ -228,21 +221,14 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
228
221
  free: equity,
229
222
  used: 0,
230
223
  };
231
- const accountInfo = {
232
- updated_at: Date.now(),
233
- account_id: SUPER_MARGIN_ACCOUNT_ID,
234
- money: money,
224
+ return {
225
+ money,
235
226
  positions,
236
227
  };
237
- return accountInfo;
238
- }).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.tap)({
239
- error: (e) => {
240
- console.error((0, utils_1.formatTime)(Date.now()), 'superMarginAccountInfo', e);
241
- },
242
- }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1));
243
- const spotRawBalance$ = (0, rxjs_1.defer)(() => api_1.client.getSpotAccountBalance(spotAccountUid)).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1));
244
- const spotAccountInfo$ = spotRawBalance$.pipe((0, rxjs_1.map)((spotBalance) => {
228
+ }, { auto_refresh_interval: 1000 });
229
+ (0, data_account_1.provideAccountInfoService)(terminal, SPOT_ACCOUNT_ID, async () => {
245
230
  var _a, _b;
231
+ const spotBalance = await api_1.client.getSpotAccountBalance(spotAccountUid);
246
232
  const balance = +((_b = (_a = spotBalance.data.list.find((v) => v.currency === 'usdt')) === null || _a === void 0 ? void 0 : _a.balance) !== null && _b !== void 0 ? _b : 0);
247
233
  const equity = balance;
248
234
  const free = equity;
@@ -255,17 +241,12 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
255
241
  used: 0,
256
242
  };
257
243
  return {
258
- updated_at: Date.now(),
259
- account_id: SPOT_ACCOUNT_ID,
260
244
  money: money,
261
245
  positions: [],
262
246
  };
263
- }), (0, rxjs_1.shareReplay)(1));
264
- (0, data_account_1.publishAccountInfo)(terminal, SPOT_ACCOUNT_ID, spotAccountInfo$);
247
+ }, { auto_refresh_interval: 1000 });
265
248
  (0, data_account_1.addAccountMarket)(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'HUOBI/SPOT' });
266
- (0, data_account_1.publishAccountInfo)(terminal, SUPER_MARGIN_ACCOUNT_ID, superMarginAccountInfo$);
267
249
  (0, data_account_1.addAccountMarket)(terminal, { account_id: SUPER_MARGIN_ACCOUNT_ID, market_id: 'HUOBI/SUPER-MARGIN' });
268
- (0, data_account_1.publishAccountInfo)(terminal, SWAP_ACCOUNT_ID, perpetualContractAccountInfo$);
269
250
  (0, data_account_1.addAccountMarket)(terminal, { account_id: SWAP_ACCOUNT_ID, market_id: 'HUOBI/SWAP' });
270
251
  // Submit order
271
252
  terminal.server.provideService('SubmitOrder', {
package/lib/index.js.map CHANGED
@@ -1 +1 @@
1
- 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{\n addAccountMarket,\n IAccountInfo,\n IAccountMoney,\n IPosition,\n publishAccountInfo,\n} from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime, roundToStep } from '@yuants/utils';\nimport {\n catchError,\n combineLatestWith,\n defer,\n distinct,\n filter,\n first,\n firstValueFrom,\n from,\n map,\n mergeMap,\n of,\n reduce,\n repeat,\n retry,\n shareReplay,\n tap,\n timeout,\n toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport './interest_rate';\nimport { perpetualContractProducts$, spotProducts$ } from './product';\nimport './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\n(async () => {\n const swapAccountTypeRes = await client.getSwapUnifiedAccountType();\n if (swapAccountTypeRes.data?.account_type === 1) {\n console.info(\n formatTime(Date.now()),\n 'SwitchingAccountType',\n `previous: ${swapAccountTypeRes.data.account_type}, switching to 2 (unified account)`,\n );\n const switchRes = await client.postSwapSwitchAccountType({ account_type: 2 });\n console.info(formatTime(Date.now()), 'SwitchingAccountType', `current: ${switchRes.data.account_type}`);\n }\n\n const huobiUid: number = (await client.getUid()).data;\n console.info(formatTime(Date.now()), 'UID', huobiUid);\n\n const huobiAccounts = await client.getAccount();\n const superMarginAccountUid = huobiAccounts.data.find((v) => v.type === 'super-margin')?.id!;\n const spotAccountUid = huobiAccounts.data.find((v) => v.type === 'spot')?.id!;\n console.info(formatTime(Date.now()), 'huobiAccount', JSON.stringify(huobiAccounts));\n\n const account_id = `huobi/${huobiUid}`;\n const SPOT_ACCOUNT_ID = `${account_id}/spot/usdt`;\n const SUPER_MARGIN_ACCOUNT_ID = `${account_id}/super-margin`;\n const SWAP_ACCOUNT_ID = `${account_id}/swap`;\n\n const subUsersRes = await client.getSubUserList();\n const subAccounts = subUsersRes.data;\n const isMainAccount = subUsersRes.ok;\n console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));\n\n const mapProductIdToPerpetualProduct$ = perpetualContractProducts$.pipe(\n map((x) => new Map(x.map((v) => [v.product_id, v]))),\n shareReplay(1),\n );\n\n const perpetualContractAccountInfo$ = defer(async () => {\n // balance\n const balance = await client.getUnifiedAccountInfo();\n if (!balance.data) {\n throw new Error('Failed to get unified account info');\n }\n const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n if (!balanceData) {\n throw new Error('No USDT balance found in unified account');\n }\n const money: IAccountMoney = {\n currency: 'USDT',\n balance: balanceData.cross_margin_static,\n equity: balanceData.margin_balance,\n profit: balanceData.cross_profit_unreal,\n free: balanceData.withdraw_available,\n used: balanceData.margin_balance - balanceData.withdraw_available,\n };\n\n // positions\n const positionsRes = await client.getSwapCrossPositionInfo();\n const mapProductIdToPerpetualProduct = await firstValueFrom(mapProductIdToPerpetualProduct$);\n const positions: IPosition[] = (positionsRes.data || []).map((v): IPosition => {\n const product_id = v.contract_code;\n const theProduct = mapProductIdToPerpetualProduct?.get(product_id);\n const valuation = v.volume * v.last_price * (theProduct?.value_scale || 1);\n return {\n position_id: `${v.contract_code}/${v.contract_type}/${v.direction}/${v.margin_mode}`,\n datasource_id: 'HUOBI-SWAP',\n product_id,\n direction: v.direction === 'buy' ? 'LONG' : 'SHORT',\n volume: v.volume,\n free_volume: v.available,\n position_price: v.cost_hold,\n closable_price: v.last_price,\n floating_profit: v.profit_unreal,\n valuation,\n };\n });\n\n // orders\n // const orders: IOrder[] = [];\n // let page_index = 1;\n // const page_size = 50;\n\n // while (true) {\n // const ordersRes = await client.getSwapOpenOrders({ page_index, page_size });\n // if (!ordersRes.data?.orders || ordersRes.data.orders.length === 0) {\n // break;\n // }\n\n // const pageOrders: IOrder[] = ordersRes.data.orders.map((v): IOrder => {\n // return {\n // order_id: v.order_id_str,\n // account_id: SWAP_ACCOUNT_ID,\n // product_id: v.contract_code,\n // order_type: ['lightning'].includes(v.order_price_type)\n // ? 'MARKET'\n // : ['limit', 'opponent', 'post_only', 'optimal_5', 'optimal_10', 'optimal_20'].includes(\n // v.order_price_type,\n // )\n // ? 'LIMIT'\n // : ['fok'].includes(v.order_price_type)\n // ? 'FOK'\n // : v.order_price_type.includes('ioc')\n // ? 'IOC'\n // : 'STOP', // unreachable code\n // order_direction:\n // v.direction === 'open'\n // ? v.offset === 'buy'\n // ? 'OPEN_LONG'\n // : 'OPEN_SHORT'\n // : v.offset === 'buy'\n // ? 'CLOSE_SHORT'\n // : 'CLOSE_LONG',\n // volume: v.volume,\n // submit_at: v.created_at,\n // price: v.price,\n // traded_volume: v.trade_volume,\n // };\n // });\n\n // orders.push(...pageOrders);\n // page_index++;\n // }\n\n const accountInfo: IAccountInfo = {\n updated_at: Date.now(),\n account_id: SWAP_ACCOUNT_ID,\n money: money,\n positions,\n };\n\n return accountInfo;\n }).pipe(\n repeat({ delay: 1000 }),\n tap({\n error: (e) => {\n console.error(formatTime(Date.now()), 'perpetualContractAccountInfo', e);\n },\n }),\n retry({ delay: 1000 }),\n shareReplay(1),\n );\n\n const superMarginUnifiedRawAccountBalance$ = defer(() =>\n client.getSpotAccountBalance(superMarginAccountUid),\n ).pipe(\n //\n map((res) => res.data),\n repeat({ delay: 1000 }),\n tap({\n error: (e) => {\n console.error(formatTime(Date.now()), 'unifiedRaw', e);\n },\n }),\n retry({ delay: 5000 }),\n shareReplay(1),\n );\n\n const subscriptions: Set<string> = new Set();\n from(client.spot_ws.connection$).subscribe(() => {\n subscriptions.clear();\n });\n // subscribe the symbols of positions we held\n superMarginUnifiedRawAccountBalance$\n .pipe(\n //\n mergeMap((res) =>\n from(res?.list || []).pipe(\n filter((v) => v.currency !== 'usdt'),\n map((v) => v.currency),\n distinct(),\n toArray(),\n map((v) => new Set(v)),\n ),\n ),\n )\n .subscribe((v: Set<string>) => {\n const toUnsubscribe = [...subscriptions].filter((x) => !v.has(x));\n const toSubscribe = [...v].filter((x) => !subscriptions.has(x));\n\n for (const symbol of toUnsubscribe) {\n client.spot_ws.output$.next({\n unsub: `market.${symbol}usdt.ticker`,\n });\n subscriptions.delete(symbol);\n }\n for (const symbol of toSubscribe) {\n client.spot_ws.output$.next({\n sub: `market.${symbol}usdt.ticker`,\n });\n subscriptions.add(symbol);\n }\n });\n\n const superMarginAccountInfo$ = defer(async () => {\n // get account balance\n const accountBalance = await client.getSpotAccountBalance(superMarginAccountUid);\n const balanceList = accountBalance.data?.list || [];\n\n // calculate usdt balance\n const usdtBalance = balanceList\n .filter((v) => v.currency === 'usdt')\n .reduce((acc, cur) => acc + +cur.balance, 0);\n\n // get positions (non-usdt currencies)\n const positions: IPosition[] = [];\n const nonUsdtCurrencies = balanceList\n .filter((v) => v.currency !== 'usdt')\n .reduce((acc, cur) => {\n const existing = acc.find((item) => item.currency === cur.currency);\n if (existing) {\n existing.balance += +cur.balance;\n } else {\n acc.push({ currency: cur.currency, balance: +cur.balance });\n }\n return acc;\n }, [] as { currency: string; balance: number }[]);\n\n // get prices and create positions\n for (const currencyData of nonUsdtCurrencies) {\n if (currencyData.balance > 0) {\n try {\n // get current price from websocket or fallback to REST API\n let price: number;\n try {\n const tickPrice = await firstValueFrom(\n client.spot_ws.input$.pipe(\n //\n first((v) => v.ch?.includes('ticker') && v.ch?.includes(currencyData.currency) && v.tick),\n map((v): number => v.tick.bid),\n timeout(5000),\n tap({\n error: (e) => {\n subscriptions.clear();\n },\n }),\n ),\n );\n price = tickPrice;\n } catch {\n // fallback to REST API\n const tickerRes = await client.getSpotTick({ symbol: `${currencyData.currency}usdt` });\n price = tickerRes.tick.close;\n }\n\n positions.push({\n position_id: `${currencyData.currency}/usdt/spot`,\n product_id: `${currencyData.currency}usdt`,\n direction: 'LONG',\n volume: currencyData.balance,\n free_volume: currencyData.balance,\n position_price: price,\n closable_price: price,\n floating_profit: 0,\n valuation: currencyData.balance * price,\n });\n } catch (error) {\n console.warn(formatTime(Date.now()), `Failed to get price for ${currencyData.currency}:`, error);\n }\n }\n }\n\n // calculate equity\n const equity = positions.reduce((acc, cur) => acc + cur.closable_price * cur.volume, 0) + usdtBalance;\n\n const money: IAccountMoney = {\n currency: 'USDT',\n balance: equity,\n equity: equity,\n profit: 0,\n free: equity,\n used: 0,\n };\n\n const accountInfo: IAccountInfo = {\n updated_at: Date.now(),\n account_id: SUPER_MARGIN_ACCOUNT_ID,\n money: money,\n positions,\n };\n\n return accountInfo;\n }).pipe(\n repeat({ delay: 1000 }),\n tap({\n error: (e) => {\n console.error(formatTime(Date.now()), 'superMarginAccountInfo', e);\n },\n }),\n retry({ delay: 5000 }),\n shareReplay(1),\n );\n\n const spotRawBalance$ = defer(() => client.getSpotAccountBalance(spotAccountUid)).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay(1),\n );\n\n const spotAccountInfo$ = spotRawBalance$.pipe(\n map((spotBalance): IAccountInfo => {\n const balance = +(spotBalance.data.list.find((v) => v.currency === 'usdt')?.balance ?? 0);\n const equity = balance;\n const free = equity;\n const money: IAccountMoney = {\n currency: 'USDT',\n balance,\n equity,\n profit: 0,\n free,\n used: 0,\n };\n return {\n updated_at: Date.now(),\n account_id: SPOT_ACCOUNT_ID,\n money: money,\n positions: [],\n };\n }),\n shareReplay(1),\n );\n\n publishAccountInfo(terminal, SPOT_ACCOUNT_ID, spotAccountInfo$);\n addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'HUOBI/SPOT' });\n publishAccountInfo(terminal, SUPER_MARGIN_ACCOUNT_ID, superMarginAccountInfo$);\n addAccountMarket(terminal, { account_id: SUPER_MARGIN_ACCOUNT_ID, market_id: 'HUOBI/SUPER-MARGIN' });\n publishAccountInfo(terminal, SWAP_ACCOUNT_ID, perpetualContractAccountInfo$);\n addAccountMarket(terminal, { account_id: SWAP_ACCOUNT_ID, market_id: 'HUOBI/SWAP' });\n\n // Submit order\n terminal.server.provideService<IOrder>(\n 'SubmitOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: {\n enum: [SUPER_MARGIN_ACCOUNT_ID, SWAP_ACCOUNT_ID],\n },\n },\n },\n (msg) => {\n const { account_id: req_account_id } = msg.req;\n console.info(formatTime(Date.now()), `SubmitOrder for ${account_id}`, JSON.stringify(msg));\n\n if (req_account_id === SWAP_ACCOUNT_ID) {\n return defer(() => client.getSwapCrossPositionInfo()).pipe(\n mergeMap((res) => res.data),\n map((v) => [v.contract_code, v.lever_rate]),\n toArray(),\n map((v) => Object.fromEntries(v)),\n mergeMap((mapContractCodeToRate) => {\n const lever_rate = mapContractCodeToRate[msg.req.product_id] ?? 20;\n const params = {\n contract_code: msg.req.product_id,\n contract_type: 'swap',\n price: msg.req.price,\n volume: msg.req.volume,\n offset:\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'OPEN_SHORT'\n ? 'open'\n : 'close',\n direction:\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? 'buy'\n : 'sell',\n // dynamically adjust the leverage\n lever_rate,\n order_price_type: msg.req.order_type === 'MARKET' ? 'market' : 'limit',\n };\n return client.postSwapOrder(params).then((v) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n return v;\n });\n }),\n map((v) => {\n if (v.status !== 'ok') {\n return { res: { code: 500, message: v.status } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n catchError((e) => {\n console.error(formatTime(Date.now()), 'SubmitOrder', e);\n return of({ res: { code: 500, message: `${e}` } });\n }),\n );\n }\n // for super-margin orders, we need to denote the amount of usdt to borrow, therefore we need to:\n // 1. get the loanable amount\n // 2. get the current balance\n // 3. get the current price\n // 4. combine the information to submit the order\n return defer(() => client.getCrossMarginLoanInfo()).pipe(\n //\n mergeMap((res) => res.data),\n first((v) => v.currency === 'usdt'),\n map((v) => +v['loanable-amt']),\n combineLatestWith(\n superMarginUnifiedRawAccountBalance$.pipe(\n first(),\n mergeMap((res) =>\n from(res.list).pipe(\n // we only need the amount of usdt that can be used to trade\n filter((v) => v.currency === 'usdt' && v.type === 'trade'),\n reduce((acc, cur) => acc + +cur.balance, 0),\n ),\n ),\n ),\n ),\n combineLatestWith(spotProducts$.pipe(first())),\n mergeMap(async ([[loanable, balance], products]) => {\n const priceRes = await client.getSpotTick({ symbol: msg.req.product_id });\n const theProduct = products.find((v) => v.product_id === msg.req.product_id);\n const price: number = priceRes.tick.close;\n const borrow_amount =\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? Math.max(Math.min(loanable, msg.req.volume * price - balance), 0)\n : undefined;\n const params = {\n symbol: msg.req.product_id,\n 'account-id': '' + superMarginAccountUid,\n // amount: msg.req.type === OrderType.MARKET ? 0 : '' + msg.req.volume,\n // 'market-amount': msg.req.type === OrderType.MARKET ? '' + msg.req.volume : undefined,\n amount:\n '' +\n (msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? roundToStep(msg.req.volume * price, theProduct?.volume_step!)\n : msg.req.volume),\n 'borrow-amount': '' + borrow_amount,\n type: `${\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? 'buy'\n : 'sell'\n }-${'LIMIT' === msg.req.order_type ? 'limit' : 'market'}`,\n 'trade-purpose':\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? '1' // auto borrow\n : '2', // auto repay\n price: msg.req.order_type === 'MARKET' ? undefined : '' + msg.req.price,\n source: 'super-margin-api',\n };\n return client.postSpotOrder(params).then((v) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n return v;\n });\n }),\n map((v) => {\n if (v.success === false) {\n return { res: { code: v.code, message: v.message } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n catchError((e) => {\n console.error(formatTime(Date.now()), 'SubmitOrder', e);\n return of({ res: { code: 500, message: `${e}` } });\n }),\n );\n },\n );\n\n // Update Spot TRC20 Addresses (Only Main Account)\n if (isMainAccount) {\n const res = await client.getSpotAccountDepositAddresses({ currency: 'usdt' });\n const addresses = res.data.filter((v) => v.chain === 'trc20usdt').map((v) => v.address);\n\n for (const address of addresses) {\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n address: address,\n network_id: 'TRC20',\n onApply: {\n INIT: async (order) => {\n const res0 = await client.getV2ReferenceCurrencies({ currency: 'usdt' });\n const fee = res0.data\n .find((v) => v.currency === 'usdt')\n ?.chains.find((v) => v.chain === 'trc20usdt')?.transactFeeWithdraw;\n if (!fee) {\n return { state: 'ERROR', message: 'MISSING FEE' };\n }\n const res = await client.postWithdraw({\n address: order.current_rx_address!,\n amount: '' + (order.expected_amount - +fee),\n currency: 'usdt',\n fee: fee,\n chain: 'trc20usdt',\n });\n if (res.status != 'ok') {\n return { state: 'INIT', message: `${res.status}` };\n }\n return { state: 'PENDING', context: `${res.data}` };\n },\n PENDING: async (order) => {\n if (!order.current_tx_context) {\n return { state: 'ERROR', message: 'MISSING CONTEXT' };\n }\n const wdId = +order.current_tx_context;\n const res = await client.getDepositWithdrawHistory({\n currency: 'usdt',\n type: 'withdraw',\n from: `${wdId}`,\n });\n const txId = res.data.find((v) => v.id === wdId)?.['tx-hash'];\n if (!txId) {\n return { state: 'PENDING', context: `${wdId}` };\n }\n return {\n state: 'COMPLETE',\n transaction_id: txId,\n };\n },\n },\n onEval: async (order) => {\n const res = await client.getDepositWithdrawHistory({\n currency: 'usdt',\n type: 'deposit',\n direct: 'next',\n });\n\n const theItem = res.data.find(\n (v) => v['tx-hash'] === order.current_transaction_id && v.state === 'safe',\n );\n if (!theItem) {\n return { state: 'PENDING' };\n }\n return { received_amount: +theItem.amount, state: 'COMPLETE' };\n },\n });\n }\n }\n\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n address: 'SPOT',\n onApply: {\n INIT: async (order) => {\n const transferInResult = await client.postSuperMarginAccountTransferIn({\n currency: 'usdt',\n amount: '' + (order.current_amount || order.expected_amount),\n });\n if (transferInResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SUPER_MARGIN_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n address: 'SUPER_MARGIN',\n onApply: {\n INIT: async (order) => {\n const transferOutResult = await client.postSuperMarginAccountTransferOut({\n currency: 'usdt',\n amount: '' + (order.current_amount || order.expected_amount),\n });\n if (transferOutResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n address: 'SPOT',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSpotAccountTransfer({\n from: 'spot',\n to: 'linear-swap',\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n 'margin-account': 'USDT',\n });\n if (!transferResult.success) {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SWAP_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n address: 'SWAP',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSpotAccountTransfer({\n from: 'linear-swap',\n to: 'spot',\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n 'margin-account': 'USDT',\n });\n if (!transferResult.success) {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n if (isMainAccount) {\n for (const subAccount of subAccounts) {\n const SPOT_SUB_ACCOUNT_ID = `huobi/${subAccount.uid}/spot/usdt`;\n\n const SUB_ACCOUNT_NETWORK_ID = `Huobi/${huobiUid}/SubAccount/${subAccount.uid}`;\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: SUB_ACCOUNT_NETWORK_ID,\n address: '#main',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSubUserTransfer({\n 'sub-uid': +order.current_rx_address!,\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n type: 'master-transfer-out',\n });\n if (transferResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_SUB_ACCOUNT_ID,\n currency: 'USDT',\n network_id: SUB_ACCOUNT_NETWORK_ID,\n address: `${subAccount.uid}`,\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSubUserTransfer({\n 'sub-uid': +order.current_tx_address!,\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n type: 'master-transfer-in',\n });\n if (transferResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n }\n }\n})();\n"]}
1
+ 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{ addAccountMarket, IAccountMoney, IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime, roundToStep } from '@yuants/utils';\nimport {\n catchError,\n combineLatestWith,\n defer,\n distinct,\n filter,\n first,\n firstValueFrom,\n from,\n map,\n mergeMap,\n of,\n reduce,\n repeat,\n retry,\n shareReplay,\n tap,\n timeout,\n toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport './interest_rate';\nimport { perpetualContractProducts$, spotProducts$ } from './product';\nimport './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\n(async () => {\n const swapAccountTypeRes = await client.getSwapUnifiedAccountType();\n if (swapAccountTypeRes.data?.account_type === 1) {\n console.info(\n formatTime(Date.now()),\n 'SwitchingAccountType',\n `previous: ${swapAccountTypeRes.data.account_type}, switching to 2 (unified account)`,\n );\n const switchRes = await client.postSwapSwitchAccountType({ account_type: 2 });\n console.info(formatTime(Date.now()), 'SwitchingAccountType', `current: ${switchRes.data.account_type}`);\n }\n\n const huobiUid: number = (await client.getUid()).data;\n console.info(formatTime(Date.now()), 'UID', huobiUid);\n\n const huobiAccounts = await client.getAccount();\n const superMarginAccountUid = huobiAccounts.data.find((v) => v.type === 'super-margin')?.id!;\n const spotAccountUid = huobiAccounts.data.find((v) => v.type === 'spot')?.id!;\n console.info(formatTime(Date.now()), 'huobiAccount', JSON.stringify(huobiAccounts));\n\n const account_id = `huobi/${huobiUid}`;\n const SPOT_ACCOUNT_ID = `${account_id}/spot/usdt`;\n const SUPER_MARGIN_ACCOUNT_ID = `${account_id}/super-margin`;\n const SWAP_ACCOUNT_ID = `${account_id}/swap`;\n\n const subUsersRes = await client.getSubUserList();\n const subAccounts = subUsersRes.data;\n const isMainAccount = subUsersRes.ok;\n console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));\n\n const mapProductIdToPerpetualProduct$ = perpetualContractProducts$.pipe(\n map((x) => new Map(x.map((v) => [v.product_id, v]))),\n shareReplay(1),\n );\n\n provideAccountInfoService(\n terminal,\n SWAP_ACCOUNT_ID,\n async () => {\n // balance\n const balance = await client.getUnifiedAccountInfo();\n if (!balance.data) {\n throw new Error('Failed to get unified account info');\n }\n const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n if (!balanceData) {\n throw new Error('No USDT balance found in unified account');\n }\n const money: IAccountMoney = {\n currency: 'USDT',\n balance: balanceData.cross_margin_static,\n equity: balanceData.margin_balance,\n profit: balanceData.cross_profit_unreal,\n free: balanceData.withdraw_available,\n used: balanceData.margin_balance - balanceData.withdraw_available,\n };\n\n // positions\n const positionsRes = await client.getSwapCrossPositionInfo();\n const mapProductIdToPerpetualProduct = await firstValueFrom(mapProductIdToPerpetualProduct$);\n const positions: IPosition[] = (positionsRes.data || []).map((v): IPosition => {\n const product_id = v.contract_code;\n const theProduct = mapProductIdToPerpetualProduct?.get(product_id);\n const valuation = v.volume * v.last_price * (theProduct?.value_scale || 1);\n return {\n position_id: `${v.contract_code}/${v.contract_type}/${v.direction}/${v.margin_mode}`,\n datasource_id: 'HUOBI-SWAP',\n product_id,\n direction: v.direction === 'buy' ? 'LONG' : 'SHORT',\n volume: v.volume,\n free_volume: v.available,\n position_price: v.cost_hold,\n closable_price: v.last_price,\n floating_profit: v.profit_unreal,\n valuation,\n };\n });\n\n // orders\n // const orders: IOrder[] = [];\n // let page_index = 1;\n // const page_size = 50;\n\n // while (true) {\n // const ordersRes = await client.getSwapOpenOrders({ page_index, page_size });\n // if (!ordersRes.data?.orders || ordersRes.data.orders.length === 0) {\n // break;\n // }\n\n // const pageOrders: IOrder[] = ordersRes.data.orders.map((v): IOrder => {\n // return {\n // order_id: v.order_id_str,\n // account_id: SWAP_ACCOUNT_ID,\n // product_id: v.contract_code,\n // order_type: ['lightning'].includes(v.order_price_type)\n // ? 'MARKET'\n // : ['limit', 'opponent', 'post_only', 'optimal_5', 'optimal_10', 'optimal_20'].includes(\n // v.order_price_type,\n // )\n // ? 'LIMIT'\n // : ['fok'].includes(v.order_price_type)\n // ? 'FOK'\n // : v.order_price_type.includes('ioc')\n // ? 'IOC'\n // : 'STOP', // unreachable code\n // order_direction:\n // v.direction === 'open'\n // ? v.offset === 'buy'\n // ? 'OPEN_LONG'\n // : 'OPEN_SHORT'\n // : v.offset === 'buy'\n // ? 'CLOSE_SHORT'\n // : 'CLOSE_LONG',\n // volume: v.volume,\n // submit_at: v.created_at,\n // price: v.price,\n // traded_volume: v.trade_volume,\n // };\n // });\n\n // orders.push(...pageOrders);\n // page_index++;\n // }\n\n return {\n money: money,\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n\n const superMarginUnifiedRawAccountBalance$ = defer(() =>\n client.getSpotAccountBalance(superMarginAccountUid),\n ).pipe(\n //\n map((res) => res.data),\n repeat({ delay: 1000 }),\n tap({\n error: (e) => {\n console.error(formatTime(Date.now()), 'unifiedRaw', e);\n },\n }),\n retry({ delay: 5000 }),\n shareReplay(1),\n );\n\n const subscriptions: Set<string> = new Set();\n from(client.spot_ws.connection$).subscribe(() => {\n subscriptions.clear();\n });\n // subscribe the symbols of positions we held\n superMarginUnifiedRawAccountBalance$\n .pipe(\n //\n mergeMap((res) =>\n from(res?.list || []).pipe(\n filter((v) => v.currency !== 'usdt'),\n map((v) => v.currency),\n distinct(),\n toArray(),\n map((v) => new Set(v)),\n ),\n ),\n )\n .subscribe((v: Set<string>) => {\n const toUnsubscribe = [...subscriptions].filter((x) => !v.has(x));\n const toSubscribe = [...v].filter((x) => !subscriptions.has(x));\n\n for (const symbol of toUnsubscribe) {\n client.spot_ws.output$.next({\n unsub: `market.${symbol}usdt.ticker`,\n });\n subscriptions.delete(symbol);\n }\n for (const symbol of toSubscribe) {\n client.spot_ws.output$.next({\n sub: `market.${symbol}usdt.ticker`,\n });\n subscriptions.add(symbol);\n }\n });\n\n provideAccountInfoService(\n terminal,\n SUPER_MARGIN_ACCOUNT_ID,\n async () => {\n // get account balance\n const accountBalance = await client.getSpotAccountBalance(superMarginAccountUid);\n const balanceList = accountBalance.data?.list || [];\n\n // calculate usdt balance\n const usdtBalance = balanceList\n .filter((v) => v.currency === 'usdt')\n .reduce((acc, cur) => acc + +cur.balance, 0);\n\n // get positions (non-usdt currencies)\n const positions: IPosition[] = [];\n const nonUsdtCurrencies = balanceList\n .filter((v) => v.currency !== 'usdt')\n .reduce((acc, cur) => {\n const existing = acc.find((item) => item.currency === cur.currency);\n if (existing) {\n existing.balance += +cur.balance;\n } else {\n acc.push({ currency: cur.currency, balance: +cur.balance });\n }\n return acc;\n }, [] as { currency: string; balance: number }[]);\n\n // get prices and create positions\n for (const currencyData of nonUsdtCurrencies) {\n if (currencyData.balance > 0) {\n try {\n // get current price from websocket or fallback to REST API\n let price: number;\n try {\n const tickPrice = await firstValueFrom(\n client.spot_ws.input$.pipe(\n //\n first((v) => v.ch?.includes('ticker') && v.ch?.includes(currencyData.currency) && v.tick),\n map((v): number => v.tick.bid),\n timeout(5000),\n tap({\n error: (e) => {\n subscriptions.clear();\n },\n }),\n ),\n );\n price = tickPrice;\n } catch {\n // fallback to REST API\n const tickerRes = await client.getSpotTick({ symbol: `${currencyData.currency}usdt` });\n price = tickerRes.tick.close;\n }\n\n positions.push({\n position_id: `${currencyData.currency}/usdt/spot`,\n product_id: `${currencyData.currency}usdt`,\n direction: 'LONG',\n volume: currencyData.balance,\n free_volume: currencyData.balance,\n position_price: price,\n closable_price: price,\n floating_profit: 0,\n valuation: currencyData.balance * price,\n });\n } catch (error) {\n console.warn(formatTime(Date.now()), `Failed to get price for ${currencyData.currency}:`, error);\n }\n }\n }\n\n // calculate equity\n const equity = positions.reduce((acc, cur) => acc + cur.closable_price * cur.volume, 0) + usdtBalance;\n\n const money: IAccountMoney = {\n currency: 'USDT',\n balance: equity,\n equity: equity,\n profit: 0,\n free: equity,\n used: 0,\n };\n\n return {\n money,\n positions,\n };\n },\n { auto_refresh_interval: 1000 },\n );\n\n provideAccountInfoService(\n terminal,\n SPOT_ACCOUNT_ID,\n async () => {\n const spotBalance = await client.getSpotAccountBalance(spotAccountUid);\n\n const balance = +(spotBalance.data.list.find((v) => v.currency === 'usdt')?.balance ?? 0);\n const equity = balance;\n const free = equity;\n const money: IAccountMoney = {\n currency: 'USDT',\n balance,\n equity,\n profit: 0,\n free,\n used: 0,\n };\n return {\n money: money,\n positions: [],\n };\n },\n { auto_refresh_interval: 1000 },\n );\n addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'HUOBI/SPOT' });\n addAccountMarket(terminal, { account_id: SUPER_MARGIN_ACCOUNT_ID, market_id: 'HUOBI/SUPER-MARGIN' });\n addAccountMarket(terminal, { account_id: SWAP_ACCOUNT_ID, market_id: 'HUOBI/SWAP' });\n\n // Submit order\n terminal.server.provideService<IOrder>(\n 'SubmitOrder',\n {\n required: ['account_id'],\n properties: {\n account_id: {\n enum: [SUPER_MARGIN_ACCOUNT_ID, SWAP_ACCOUNT_ID],\n },\n },\n },\n (msg) => {\n const { account_id: req_account_id } = msg.req;\n console.info(formatTime(Date.now()), `SubmitOrder for ${account_id}`, JSON.stringify(msg));\n\n if (req_account_id === SWAP_ACCOUNT_ID) {\n return defer(() => client.getSwapCrossPositionInfo()).pipe(\n mergeMap((res) => res.data),\n map((v) => [v.contract_code, v.lever_rate]),\n toArray(),\n map((v) => Object.fromEntries(v)),\n mergeMap((mapContractCodeToRate) => {\n const lever_rate = mapContractCodeToRate[msg.req.product_id] ?? 20;\n const params = {\n contract_code: msg.req.product_id,\n contract_type: 'swap',\n price: msg.req.price,\n volume: msg.req.volume,\n offset:\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'OPEN_SHORT'\n ? 'open'\n : 'close',\n direction:\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? 'buy'\n : 'sell',\n // dynamically adjust the leverage\n lever_rate,\n order_price_type: msg.req.order_type === 'MARKET' ? 'market' : 'limit',\n };\n return client.postSwapOrder(params).then((v) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n return v;\n });\n }),\n map((v) => {\n if (v.status !== 'ok') {\n return { res: { code: 500, message: v.status } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n catchError((e) => {\n console.error(formatTime(Date.now()), 'SubmitOrder', e);\n return of({ res: { code: 500, message: `${e}` } });\n }),\n );\n }\n // for super-margin orders, we need to denote the amount of usdt to borrow, therefore we need to:\n // 1. get the loanable amount\n // 2. get the current balance\n // 3. get the current price\n // 4. combine the information to submit the order\n return defer(() => client.getCrossMarginLoanInfo()).pipe(\n //\n mergeMap((res) => res.data),\n first((v) => v.currency === 'usdt'),\n map((v) => +v['loanable-amt']),\n combineLatestWith(\n superMarginUnifiedRawAccountBalance$.pipe(\n first(),\n mergeMap((res) =>\n from(res.list).pipe(\n // we only need the amount of usdt that can be used to trade\n filter((v) => v.currency === 'usdt' && v.type === 'trade'),\n reduce((acc, cur) => acc + +cur.balance, 0),\n ),\n ),\n ),\n ),\n combineLatestWith(spotProducts$.pipe(first())),\n mergeMap(async ([[loanable, balance], products]) => {\n const priceRes = await client.getSpotTick({ symbol: msg.req.product_id });\n const theProduct = products.find((v) => v.product_id === msg.req.product_id);\n const price: number = priceRes.tick.close;\n const borrow_amount =\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? Math.max(Math.min(loanable, msg.req.volume * price - balance), 0)\n : undefined;\n const params = {\n symbol: msg.req.product_id,\n 'account-id': '' + superMarginAccountUid,\n // amount: msg.req.type === OrderType.MARKET ? 0 : '' + msg.req.volume,\n // 'market-amount': msg.req.type === OrderType.MARKET ? '' + msg.req.volume : undefined,\n amount:\n '' +\n (msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? roundToStep(msg.req.volume * price, theProduct?.volume_step!)\n : msg.req.volume),\n 'borrow-amount': '' + borrow_amount,\n type: `${\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? 'buy'\n : 'sell'\n }-${'LIMIT' === msg.req.order_type ? 'limit' : 'market'}`,\n 'trade-purpose':\n msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n ? '1' // auto borrow\n : '2', // auto repay\n price: msg.req.order_type === 'MARKET' ? undefined : '' + msg.req.price,\n source: 'super-margin-api',\n };\n return client.postSpotOrder(params).then((v) => {\n console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n return v;\n });\n }),\n map((v) => {\n if (v.success === false) {\n return { res: { code: v.code, message: v.message } };\n }\n return { res: { code: 0, message: 'OK' } };\n }),\n catchError((e) => {\n console.error(formatTime(Date.now()), 'SubmitOrder', e);\n return of({ res: { code: 500, message: `${e}` } });\n }),\n );\n },\n );\n\n // Update Spot TRC20 Addresses (Only Main Account)\n if (isMainAccount) {\n const res = await client.getSpotAccountDepositAddresses({ currency: 'usdt' });\n const addresses = res.data.filter((v) => v.chain === 'trc20usdt').map((v) => v.address);\n\n for (const address of addresses) {\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n address: address,\n network_id: 'TRC20',\n onApply: {\n INIT: async (order) => {\n const res0 = await client.getV2ReferenceCurrencies({ currency: 'usdt' });\n const fee = res0.data\n .find((v) => v.currency === 'usdt')\n ?.chains.find((v) => v.chain === 'trc20usdt')?.transactFeeWithdraw;\n if (!fee) {\n return { state: 'ERROR', message: 'MISSING FEE' };\n }\n const res = await client.postWithdraw({\n address: order.current_rx_address!,\n amount: '' + (order.expected_amount - +fee),\n currency: 'usdt',\n fee: fee,\n chain: 'trc20usdt',\n });\n if (res.status != 'ok') {\n return { state: 'INIT', message: `${res.status}` };\n }\n return { state: 'PENDING', context: `${res.data}` };\n },\n PENDING: async (order) => {\n if (!order.current_tx_context) {\n return { state: 'ERROR', message: 'MISSING CONTEXT' };\n }\n const wdId = +order.current_tx_context;\n const res = await client.getDepositWithdrawHistory({\n currency: 'usdt',\n type: 'withdraw',\n from: `${wdId}`,\n });\n const txId = res.data.find((v) => v.id === wdId)?.['tx-hash'];\n if (!txId) {\n return { state: 'PENDING', context: `${wdId}` };\n }\n return {\n state: 'COMPLETE',\n transaction_id: txId,\n };\n },\n },\n onEval: async (order) => {\n const res = await client.getDepositWithdrawHistory({\n currency: 'usdt',\n type: 'deposit',\n direct: 'next',\n });\n\n const theItem = res.data.find(\n (v) => v['tx-hash'] === order.current_transaction_id && v.state === 'safe',\n );\n if (!theItem) {\n return { state: 'PENDING' };\n }\n return { received_amount: +theItem.amount, state: 'COMPLETE' };\n },\n });\n }\n }\n\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n address: 'SPOT',\n onApply: {\n INIT: async (order) => {\n const transferInResult = await client.postSuperMarginAccountTransferIn({\n currency: 'usdt',\n amount: '' + (order.current_amount || order.expected_amount),\n });\n if (transferInResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SUPER_MARGIN_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n address: 'SUPER_MARGIN',\n onApply: {\n INIT: async (order) => {\n const transferOutResult = await client.postSuperMarginAccountTransferOut({\n currency: 'usdt',\n amount: '' + (order.current_amount || order.expected_amount),\n });\n if (transferOutResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n address: 'SPOT',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSpotAccountTransfer({\n from: 'spot',\n to: 'linear-swap',\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n 'margin-account': 'USDT',\n });\n if (!transferResult.success) {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n addAccountTransferAddress({\n terminal,\n account_id: SWAP_ACCOUNT_ID,\n currency: 'USDT',\n network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n address: 'SWAP',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSpotAccountTransfer({\n from: 'linear-swap',\n to: 'spot',\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n 'margin-account': 'USDT',\n });\n if (!transferResult.success) {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n\n if (isMainAccount) {\n for (const subAccount of subAccounts) {\n const SPOT_SUB_ACCOUNT_ID = `huobi/${subAccount.uid}/spot/usdt`;\n\n const SUB_ACCOUNT_NETWORK_ID = `Huobi/${huobiUid}/SubAccount/${subAccount.uid}`;\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_ACCOUNT_ID,\n currency: 'USDT',\n network_id: SUB_ACCOUNT_NETWORK_ID,\n address: '#main',\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSubUserTransfer({\n 'sub-uid': +order.current_rx_address!,\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n type: 'master-transfer-out',\n });\n if (transferResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n addAccountTransferAddress({\n terminal,\n account_id: SPOT_SUB_ACCOUNT_ID,\n currency: 'USDT',\n network_id: SUB_ACCOUNT_NETWORK_ID,\n address: `${subAccount.uid}`,\n onApply: {\n INIT: async (order) => {\n const transferResult = await client.postSubUserTransfer({\n 'sub-uid': +order.current_tx_address!,\n currency: 'usdt',\n amount: order.current_amount || order.expected_amount,\n type: 'master-transfer-in',\n });\n if (transferResult.status !== 'ok') {\n return { state: 'INIT' };\n }\n return { state: 'COMPLETE' };\n },\n },\n onEval: async (order) => {\n return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n },\n });\n }\n }\n})();\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-huobi",
3
- "version": "0.11.13",
3
+ "version": "0.11.15",
4
4
  "bin": "lib/cli.js",
5
5
  "main": "lib/index.js",
6
6
  "files": [
@@ -9,18 +9,18 @@
9
9
  "temp"
10
10
  ],
11
11
  "dependencies": {
12
- "@yuants/protocol": "0.42.1",
13
- "@yuants/data-account": "0.4.2",
14
- "@yuants/data-order": "0.2.11",
15
- "@yuants/transfer": "0.2.14",
12
+ "@yuants/protocol": "0.43.0",
13
+ "@yuants/data-account": "0.4.4",
14
+ "@yuants/data-order": "0.2.12",
15
+ "@yuants/transfer": "0.2.15",
16
16
  "@yuants/utils": "0.8.0",
17
17
  "@yuants/cache": "0.1.7",
18
- "@yuants/sql": "0.9.5",
19
- "@yuants/data-product": "0.2.15",
20
- "@yuants/data-series": "0.3.26",
21
- "@yuants/data-interest-rate": "0.1.23",
22
- "@yuants/data-quote": "0.2.18",
23
- "@yuants/secret": "0.2.9",
18
+ "@yuants/sql": "0.9.6",
19
+ "@yuants/data-product": "0.2.16",
20
+ "@yuants/data-series": "0.3.27",
21
+ "@yuants/data-interest-rate": "0.1.24",
22
+ "@yuants/data-quote": "0.2.19",
23
+ "@yuants/secret": "0.2.10",
24
24
  "rxjs": "~7.5.6",
25
25
  "crypto-js": "^4.2.0"
26
26
  },
package/temp/package-deps.json CHANGED
@@ -1,35 +1,35 @@
1
1
  {
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- "apps/vendor-huobi/CHANGELOG.json": "f63b604d666f9a7ceeeff000464da60debaaff7f",
3
- "apps/vendor-huobi/CHANGELOG.md": "bacb65dc2f46e65b9c34f87dd2667b19f838feb5",
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+ "apps/vendor-huobi/CHANGELOG.json": "9d8f49bf8b9cbe3fa7bc1e1465205d23e69487d3",
3
+ "apps/vendor-huobi/CHANGELOG.md": "015a3c83f33929832725957d3b9d38e6fcaacb53",
4
4
  "apps/vendor-huobi/README.md": "d7bf0149513114eab5500a6b5c9e7cba10565572",
5
5
  "apps/vendor-huobi/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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  "apps/vendor-huobi/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
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  "apps/vendor-huobi/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
8
8
  "apps/vendor-huobi/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
9
9
  "apps/vendor-huobi/etc/vendor-huobi.api.md": "dc8cbf2a044a227b30a4ee9701b0c97328244724",
10
- "apps/vendor-huobi/package.json": "7488b7728192aaee9970df6acfef9519c43145e3",
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+ "apps/vendor-huobi/package.json": "9cabeab597ecf09ca18bb01886b6a9dca750d987",
11
11
  "apps/vendor-huobi/src/api.ts": "7f13d45da5c3600276cdf4e734e086358d96b348",
12
12
  "apps/vendor-huobi/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
13
13
  "apps/vendor-huobi/src/cluster.ts": "f58a96d9c89e29e4fcf7cedd8ea9cb1dc920540b",
14
- "apps/vendor-huobi/src/index.ts": "d14b769d3e840645eab3f7a7f64d47d24e27829c",
14
+ "apps/vendor-huobi/src/index.ts": "53674760f8680d15b68b6ced2792d30ad0d9856b",
15
15
  "apps/vendor-huobi/src/interest_rate.ts": "1ada272b47f382533368928758b35176442d957f",
16
16
  "apps/vendor-huobi/src/logger.ts": "d25d427e74f46819a601e0cb17d5358b22c8db7b",
17
17
  "apps/vendor-huobi/src/product.ts": "5085b9262651dc574627e82723f862724124e6ea",
18
18
  "apps/vendor-huobi/src/quote.ts": "d772d64897c765a8157dac1a9abc0f3f488eaa1d",
19
19
  "apps/vendor-huobi/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
20
20
  "apps/vendor-huobi/.rush/temp/shrinkwrap-deps.json": "d9fc97de6643d551cb315ce28c6deca42698705c",
21
- "libraries/protocol/temp/package-deps.json": "68f1211ef6fa964309505e53f0b94ddcaf6d2909",
22
- "libraries/data-account/temp/package-deps.json": "2144511ab715a1601e984a443e4eba9ec0524372",
23
- "libraries/data-order/temp/package-deps.json": "6205d96b3edd4f1570cc3ebf3dddc8c62a31f26b",
24
- "libraries/transfer/temp/package-deps.json": "b2172632c3a3b19d5826f422ce390334ebd29f07",
21
+ "libraries/protocol/temp/package-deps.json": "3b8c7d38aeee5cc1b2858530c0bff8904d8326e4",
22
+ "libraries/data-account/temp/package-deps.json": "5eb844c54c6c70d8cdde8bceb2e3ce337ebbe061",
23
+ "libraries/data-order/temp/package-deps.json": "52b60ad284690709bdd3a1b922b50321e54faa81",
24
+ "libraries/transfer/temp/package-deps.json": "55b5e0be5042b445bf9cf2be5b4087baf93de46b",
25
25
  "libraries/utils/temp/package-deps.json": "c0ccd6946461153e7eb1b04a3061e075788fad2a",
26
26
  "libraries/cache/temp/package-deps.json": "7fe9a4cf5cb23ebd4de9f237e4ffdff34429b205",
27
- "libraries/sql/temp/package-deps.json": "ad3a35187374a87704492b34a5d287432d96b6f5",
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- "libraries/data-product/temp/package-deps.json": "e9a9715ab74c3d2c301ef5e301d14fa8a0e4e445",
29
- "libraries/data-series/temp/package-deps.json": "e449261379774595e4fd0b1033bb8409afe4fb9c",
30
- "libraries/data-interest-rate/temp/package-deps.json": "7eba2fb9af329c328497677d58a39a62bccf84cc",
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- "libraries/data-quote/temp/package-deps.json": "91cce4546eb249249e2818412e9d7bf033f27567",
32
- "libraries/secret/temp/package-deps.json": "37a1d4fa9de6cc38b4df8b05137442bfb845becc",
27
+ "libraries/sql/temp/package-deps.json": "58c2368f516d411e6849e82620f1969f34db381e",
28
+ "libraries/data-product/temp/package-deps.json": "54454b1f541b962b2e87f66459d3a2f0cd524d4d",
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+ "libraries/data-series/temp/package-deps.json": "f26c0a0e5ae88682a502ccaa50da5c33dc32aa2c",
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+ "libraries/data-interest-rate/temp/package-deps.json": "2eb39b7c4946bd07e168d2f8729fd843eddca04a",
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+ "libraries/data-quote/temp/package-deps.json": "70a7d00b2fb1a8353113d4469528617fc77cbdce",
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+ "libraries/secret/temp/package-deps.json": "6284a85c9598187bbed2c9c2d83ee17a23fefed4",
33
33
  "libraries/extension/temp/package-deps.json": "abcd1ce716b9fd88f33173d01f02c4c3a9462009",
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  "tools/toolkit/temp/package-deps.json": "3bef053db16659f0cdaceea64c8a8580c0131633"
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  }