npm - @yuants/vendor-huobi - Versions diffs - 0.11.18 → 0.11.19 - Mend

@yuants/vendor-huobi 0.11.18 → 0.11.19

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 (12) hide show

package/dist/index.js CHANGED Viewed

@@ -5,7 +5,7 @@ import { formatTime, roundToStep } from '@yuants/utils';
 import { catchError, combineLatestWith, defer, distinct, filter, first, firstValueFrom, from, map, mergeMap, of, reduce, repeat, retry, shareReplay, tap, timeout, toArray, } from 'rxjs';
 import { client } from './api';
 import './interest_rate';
-import { perpetualContractProducts$, spotProducts$ } from './product';
+import { spotProductService, swapProductService } from './product';
 import './quote';
 const terminal = Terminal.fromNodeEnv();
 (async () => {
@@ -30,7 +30,6 @@ const terminal = Terminal.fromNodeEnv();
     const subAccounts = subUsersRes.data;
     const isMainAccount = subUsersRes.ok;
     console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));
-    const mapProductIdToPerpetualProduct$ = perpetualContractProducts$.pipe(map((x) => new Map(x.map((v) => [v.product_id, v]))), shareReplay(1));
     provideAccountInfoService(terminal, SWAP_ACCOUNT_ID, async () => {
         // balance
         const balance = await client.getUnifiedAccountInfo();
@@ -45,7 +44,7 @@ const terminal = Terminal.fromNodeEnv();
         const free = balanceData.withdraw_available;
         // positions
         const positionsRes = await client.getSwapCrossPositionInfo();
-        const mapProductIdToPerpetualProduct = await firstValueFrom(mapProductIdToPerpetualProduct$);
+        const mapProductIdToPerpetualProduct = await firstValueFrom(swapProductService.mapProductIdToProduct$);
         const positions = (positionsRes.data || []).map((v) => {
             const product_id = v.contract_code;
             const theProduct = mapProductIdToPerpetualProduct === null || mapProductIdToPerpetualProduct === void 0 ? void 0 : mapProductIdToPerpetualProduct.get(product_id);
@@ -288,9 +287,9 @@ const terminal = Terminal.fromNodeEnv();
         //
         mergeMap((res) => res.data), first((v) => v.currency === 'usdt'), map((v) => +v['loanable-amt']), combineLatestWith(superMarginUnifiedRawAccountBalance$.pipe(first(), mergeMap((res) => from(res.list).pipe(
         // we only need the amount of usdt that can be used to trade
-        filter((v) => v.currency === 'usdt' && v.type === 'trade'), reduce((acc, cur) => acc + +cur.balance, 0))))), combineLatestWith(spotProducts$.pipe(first())), mergeMap(async ([[loanable, balance], products]) => {
+        filter((v) => v.currency === 'usdt' && v.type === 'trade'), reduce((acc, cur) => acc + +cur.balance, 0))))), combineLatestWith(spotProductService.mapProductIdToProduct$.pipe(first())), mergeMap(async ([[loanable, balance], mapProductIdToProduct]) => {
             const priceRes = await client.getSpotTick({ symbol: msg.req.product_id });
-            const theProduct = products.find((v) => v.product_id === msg.req.product_id);
+            const theProduct = mapProductIdToProduct.get(msg.req.product_id);
             const price = priceRes.tick.close;
             const borrow_amount = msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'
                 ? Math.max(Math.min(loanable, msg.req.volume * price - balance), 0)

package/dist/index.js.map CHANGED Viewed

	@@ -1 +1 @@
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{ addAccountMarket, 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$.pipe(\n map((x) => new Map(x.map((v) => [v.product_id, v]))),\n shareReplay(1),\n );\n\n provideAccountInfoService(\n terminal,\n SWAP_ACCOUNT_ID,\n async () => {\n // balance\n const balance = await client.getUnifiedAccountInfo();\n if (!balance.data) {\n throw new Error('Failed to get unified account info');\n }\n const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n if (!balanceData) {\n throw new Error('No USDT balance found in unified account');\n }\n const equity = balanceData.margin_balance;\n const free = balanceData.withdraw_available;\n\n // positions\n const positionsRes = await client.getSwapCrossPositionInfo();\n const mapProductIdToPerpetualProduct = await firstValueFrom(mapProductIdToPerpetualProduct$);\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: {\n currency: 'USDT',\n equity,\n free,\n },\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 return {\n money: {\n currency: 'USDT',\n equity,\n free: equity,\n },\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 equity = +(spotBalance.data.list.find((v) => v.currency === 'usdt')?.balance ?? 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\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"]}
1	+ 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{ addAccountMarket, 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 { spotProductService, swapProductService } 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 = `${account_id}/swap`;\n\n const subUsersRes = await client.getSubUserList();\n const subAccounts = subUsersRes.data;\n const isMainAccount = subUsersRes.ok;\n console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));\n\n provideAccountInfoService(\n terminal,\n SWAP_ACCOUNT_ID,\n async () => {\n // balance\n const balance = await client.getUnifiedAccountInfo();\n if (!balance.data) {\n throw new Error('Failed to get unified account info');\n }\n const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n if (!balanceData) {\n throw new Error('No USDT balance found in unified account');\n }\n const equity = balanceData.margin_balance;\n const free = balanceData.withdraw_available;\n\n // positions\n const positionsRes = await client.getSwapCrossPositionInfo();\n const mapProductIdToPerpetualProduct = await firstValueFrom(swapProductService.mapProductIdToProduct$);\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: {\n currency: 'USDT',\n equity,\n free,\n },\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 return {\n money: {\n currency: 'USDT',\n equity,\n free: equity,\n },\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 equity = +(spotBalance.data.list.find((v) => v.currency === 'usdt')?.balance ?? 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\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$.pipe(\n first(),\n mergeMap((res) =>\n from(res.list).pipe(\n // we only need the amount of usdt that can be used to trade\n filter((v) => v.currency === 'usdt' && v.type === 'trade'),\n reduce((acc, cur) => acc + +cur.balance, 0),\n ),\n ),\n ),\n ),\n combineLatestWith(spotProductService.mapProductIdToProduct$.pipe(first())),\n mergeMap(async ([[loanable, balance], mapProductIdToProduct]) => {\n const priceRes = await client.getSpotTick({ symbol: msg.req.product_id });\n const theProduct = mapProductIdToProduct.get(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/dist/product.js CHANGED Viewed

@@ -1,30 +1,21 @@
-import { createCache } from '@yuants/cache';
+import { provideQueryProductsService } from '@yuants/data-product';
 import { Terminal } from '@yuants/protocol';
-import { createSQLWriter } from '@yuants/sql';
-import { defer, filter, map, mergeMap, repeat, retry, shareReplay, Subject, toArray } from 'rxjs';
 import { client } from './api';
-const product$ = new Subject();
-const cacheOfCrossLeverage = createCache(() => client.getSwapCrossLadderMargin(), {
-    expire: 3600000, // 1 hour
-});
-const productIdToMaxLeverage = createCache(async (product_id, force_update) => {
+const terminal = Terminal.fromNodeEnv();
+// Provide QueryProducts service for swap products
+export const swapProductService = provideQueryProductsService(terminal, 'HUOBI-SWAP', async (req) => {
     var _a;
-    const res = await cacheOfCrossLeverage.query('', force_update);
-    return (_a = res === null || res === void 0 ? void 0 : res.data.find((x) => x.contract_code === product_id)) === null || _a === void 0 ? void 0 : _a.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);
-}, {
-    expire: 3600000, // 1 hour
-});
-const swapSymbols = createCache(() => client.getPerpetualContractSymbols(), {
-    expire: 3600000,
-});
-const swapProducts = createCache(async (_, force_update) => {
     const products = [];
-    const symbols = await swapSymbols.query('', force_update);
-    for (const symbol of (symbols === null || symbols === void 0 ? void 0 : symbols.data) || []) {
+    // Get perpetual contract products and cross leverage data in parallel
+    const [swapSymbols, crossLeverage] = await Promise.all([
+        client.getPerpetualContractSymbols(),
+        client.getSwapCrossLadderMargin(),
+    ]);
+    for (const symbol of (swapSymbols === null || swapSymbols === void 0 ? void 0 : swapSymbols.data) || []) {
         if (symbol.contract_status !== 1)
             continue; // Only include active contracts
-        const maxLeverage = await productIdToMaxLeverage.query(symbol.contract_code);
-        const product = {
+        const maxLeverage = (_a = crossLeverage === null || crossLeverage === void 0 ? void 0 : crossLeverage.data.find((x) => x.contract_code === symbol.contract_code)) === null || _a === void 0 ? void 0 : _a.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);
+        products.push({
             datasource_id: 'HUOBI-SWAP',
             product_id: symbol.contract_code,
             base_currency: symbol.symbol,
@@ -43,41 +34,43 @@ const swapProducts = createCache(async (_, force_update) => {
             allow_short: true,
             market_id: 'HUOBI/SWAP',
             no_interest_rate: false,
-        };
-        products.push(product);
-        product$.next(product);
+        });
     }
     return products;
 }, {
-    expire: 3600000, // 1 hour
+    auto_refresh_interval: 3600000,
 });
-export const perpetualContractProducts$ = defer(() => swapProducts.query('')).pipe(map((res) => res || []), repeat({ delay: 86400000 }), retry({ delay: 10000 }), shareReplay(1));
-export const spotProducts$ = defer(() => client.getSpotSymbols()).pipe(mergeMap((res) => res.data), filter((symbol) => symbol.state === 'online'), map((symbol) => ({
-    datasource_id: 'HUOBI-SPOT',
-    product_id: symbol.sc,
-    base_currency: symbol.bc,
-    quote_currency: symbol.qc,
-    value_scale: 1,
-    price_step: 1 / 10 ** symbol.tpp,
-    volume_step: 1 / 10 ** symbol.tap,
-    name: '',
-    value_scale_unit: '',
-    margin_rate: 1,
-    value_based_cost: 0,
-    volume_based_cost: 0,
-    max_position: 0,
-    max_volume: 0,
-    allow_long: true,
-    allow_short: false,
-    market_id: 'HUOBI/SPOT',
-    no_interest_rate: true,
-})), toArray(), repeat({ delay: 86400000 }), retry({ delay: 10000 }), shareReplay(1));
-spotProducts$.subscribe();
-perpetualContractProducts$.subscribe();
-createSQLWriter(Terminal.fromNodeEnv(), {
-    tableName: 'product',
-    writeInterval: 1000,
-    conflictKeys: ['datasource_id', 'product_id'],
-    data$: product$,
+// Provide QueryProducts service for spot products
+export const spotProductService = provideQueryProductsService(terminal, 'HUOBI-SPOT', async (req) => {
+    const products = [];
+    // Get spot products
+    const spotSymbols = await client.getSpotSymbols();
+    for (const symbol of (spotSymbols === null || spotSymbols === void 0 ? void 0 : spotSymbols.data) || []) {
+        if (symbol.state !== 'online')
+            continue; // Only include online symbols
+        products.push({
+            datasource_id: 'HUOBI-SPOT',
+            product_id: symbol.sc,
+            base_currency: symbol.bc,
+            quote_currency: symbol.qc,
+            value_scale: 1,
+            price_step: 1 / 10 ** symbol.tpp,
+            volume_step: 1 / 10 ** symbol.tap,
+            name: '',
+            value_scale_unit: '',
+            margin_rate: 1,
+            value_based_cost: 0,
+            volume_based_cost: 0,
+            max_position: 0,
+            max_volume: 0,
+            allow_long: true,
+            allow_short: false,
+            market_id: 'HUOBI/SPOT',
+            no_interest_rate: true,
+        });
+    }
+    return products;
+}, {
+    auto_refresh_interval: 3600000,
 });
 //# sourceMappingURL=product.js.map

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{ ~~createCache~~ } ~~from~~ ~~'@yuants/cache';\nimport { IProduct~~ } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { ~~createSQLWriter } from '@yuants/sql';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay, Subject, toArray } from 'rxjs';\nimport {~~ client } from './api';\n\nconst ~~product$~~ = ~~new Subject<IProduct>~~();\n\~~nconst~~ ~~cacheOfCrossLeverage~~ = ~~createCache(()~~ => ~~client.getSwapCrossLadderMargin(),~~ {\~~n expire:~~ ~~3600_000,~~ // ~~1 hour\n});\n\nconst productIdToMaxLeverage~~ = ~~createCache~~(\n async (~~product_id,~~ ~~force_update~~) => {\n const ~~res~~ = ~~await cacheOfCrossLeverage.query('', force_update)~~;\n ~~return res?.data~~\n ~~.find((x)~~ => ~~x.contract_code~~ ~~===~~ ~~product_id)\n ?.list.reduce((acc,~~ ~~cur)~~ => ~~Math.max(acc,~~ ~~cur.lever_rate),~~ ~~1);\n },\n {~~\n ~~expire:~~ ~~3600_000~~, // 1 ~~hour~~\n ~~},\n);\n\nconst swapSymbols = createCache(() =>~~ client.getPerpetualContractSymbols()~~, {\n expire: 3600_000~~,\n~~});\n\nconst swapProducts = createCache~~(~~\n async (_, force_update~~) ~~=> {\~~n ~~const products: IProduct[~~] ~~= [];\n const symbols = await swapSymbols.query('', force_update~~);\n for (const symbol of ~~symbols~~?.data \|\| []) {\n if (symbol.contract_status !== 1) continue; // Only include active contracts\n const maxLeverage = ~~await~~ ~~productIdToMaxLeverage~~.~~query(~~symbol.contract_code);\n ~~const~~ ~~product:~~ ~~IProduct~~ = {\n datasource_id: 'HUOBI-SWAP',\n product_id: symbol.contract_code,\n base_currency: symbol.symbol,\n quote_currency: 'USDT',\n value_scale: symbol.contract_size,\n price_step: symbol.price_tick,\n volume_step: 1,\n name: '',\n value_scale_unit: '',\n margin_rate: 1 / (maxLeverage \|\| 1),\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'HUOBI/SWAP',\n no_interest_rate: false,\n }~~;\n products.push(product~~);\n ~~product$.next(product);\n~~ }\n return products;\n },\n {\n ~~expire~~: 3600_000~~, // 1 hour\~~n },\n);\n\nexport const ~~perpetualContractProducts$~~ = ~~defer~~(~~() => swapProducts.query(~~''~~)).pipe(\~~n ~~map~~(~~(res~~) => ~~res~~ \|\| []~~),\n repeat({~~ ~~delay:~~ ~~86400_000 }),\~~n ~~retry({~~ ~~delay:~~ ~~10_000~~ ~~}),\~~n ~~shareReplay(1),\n);\n\nexport~~ const ~~spotProducts$~~ = ~~defer(()~~ => client.getSpotSymbols()~~).pipe(~~\n ~~mergeMap~~(~~(res)~~ => ~~res.~~data),\n ~~filter~~((symbol~~) => symbol~~.state ~~===~~ 'online'),\n ~~map(~~\n (~~symbol): IProduct => (~~{\n datasource_id: 'HUOBI-SPOT',\n product_id: symbol.sc,\n base_currency: symbol.bc,\n quote_currency: symbol.qc,\n value_scale: 1,\n price_step: 1 / 10 symbol.tpp,\n volume_step: 1 / 10 symbol.tap,\n name: '',\n value_scale_unit: '',\n margin_rate: 1,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: false,\n market_id: 'HUOBI/SPOT',\n no_interest_rate: true,\n }),\n ~~),\~~n ~~toArray(),\~~n ~~repeat({~~ ~~delay: 86400_000 }),\~~n ~~retry({ delay: 10_000~~ }),\n ~~shareReplay(1),\n);\n\nspotProducts$.subscribe();\nperpetualContractProducts$.subscribe();\n\ncreateSQLWriter<IProduct>(Terminal.fromNodeEnv(),~~ {\n ~~tableName~~: ~~'product'~~,\n ~~writeInterval: 1000~~,\n ~~conflictKeys: ['datasource_id', 'product_id'],\n data$: product$,\n}~~);\n"]}
1	+ {"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAE/B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,kDAAkD;AAClD,MAAM,CAAC,MAAM,kBAAkB,GAAG,2BAA2B,CAC3D,QAAQ,EACR,YAAY,EACZ,KAAK,EAAE,GAA0B,EAAuB,EAAE;;IACxD,MAAM,QAAQ,GAAe,EAAE,CAAC;IAEhC,sEAAsE;IACtE,MAAM,CAAC,WAAW,EAAE,aAAa,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACrD,MAAM,CAAC,2BAA2B,EAAE;QACpC,MAAM,CAAC,wBAAwB,EAAE;KAClC,CAAC,CAAC;IAEH,KAAK,MAAM,MAAM,IAAI,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,IAAI,KAAI,EAAE,EAAE;QAC5C,IAAI,MAAM,CAAC,eAAe,KAAK,CAAC;YAAE,SAAS,CAAC,gCAAgC;QAE5E,MAAM,WAAW,GAAG,MAAA,aAAa,aAAb,aAAa,uBAAb,aAAa,CAAE,IAAI,CACpC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,aAAa,KAAK,MAAM,CAAC,aAAa,CAAC,0CACpD,IAAI,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC;QAEhE,QAAQ,CAAC,IAAI,CAAC;YACZ,aAAa,EAAE,YAAY;YAC3B,UAAU,EAAE,MAAM,CAAC,aAAa;YAChC,aAAa,EAAE,MAAM,CAAC,MAAM;YAC5B,cAAc,EAAE,MAAM;YACtB,WAAW,EAAE,MAAM,CAAC,aAAa;YACjC,UAAU,EAAE,MAAM,CAAC,UAAU;YAC7B,WAAW,EAAE,CAAC;YACd,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC;YACnC,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,YAAY;YACvB,gBAAgB,EAAE,KAAK;SACxB,CAAC,CAAC;KACJ;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC;AAEF,kDAAkD;AAClD,MAAM,CAAC,MAAM,kBAAkB,GAAG,2BAA2B,CAC3D,QAAQ,EACR,YAAY,EACZ,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,MAAM,QAAQ,GAAe,EAAE,CAAC;IAEhC,oBAAoB;IACpB,MAAM,WAAW,GAAG,MAAM,MAAM,CAAC,cAAc,EAAE,CAAC;IAElD,KAAK,MAAM,MAAM,IAAI,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,IAAI,KAAI,EAAE,EAAE;QAC5C,IAAI,MAAM,CAAC,KAAK,KAAK,QAAQ;YAAE,SAAS,CAAC,8BAA8B;QAEvE,QAAQ,CAAC,IAAI,CAAC;YACZ,aAAa,EAAE,YAAY;YAC3B,UAAU,EAAE,MAAM,CAAC,EAAE;YACrB,aAAa,EAAE,MAAM,CAAC,EAAE;YACxB,cAAc,EAAE,MAAM,CAAC,EAAE;YACzB,WAAW,EAAE,CAAC;YACd,UAAU,EAAE,CAAC,GAAG,EAAE,IAAI,MAAM,CAAC,GAAG;YAChC,WAAW,EAAE,CAAC,GAAG,EAAE,IAAI,MAAM,CAAC,GAAG;YACjC,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC;YACd,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,KAAK;YAClB,SAAS,EAAE,YAAY;YACvB,gBAAgB,EAAE,IAAI;SACvB,CAAC,CAAC;KACJ;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service for swap products\nexport const swapProductService = provideQueryProductsService(\n terminal,\n 'HUOBI-SWAP',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n const products: IProduct[] = [];\n\n // Get perpetual contract products and cross leverage data in parallel\n const [swapSymbols, crossLeverage] = await Promise.all([\n client.getPerpetualContractSymbols(),\n client.getSwapCrossLadderMargin(),\n ]);\n\n for (const symbol of swapSymbols?.data \|\| []) {\n if (symbol.contract_status !== 1) continue; // Only include active contracts\n\n const maxLeverage = crossLeverage?.data\n .find((x) => x.contract_code === symbol.contract_code)\n ?.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);\n\n products.push({\n datasource_id: 'HUOBI-SWAP',\n product_id: symbol.contract_code,\n base_currency: symbol.symbol,\n quote_currency: 'USDT',\n value_scale: symbol.contract_size,\n price_step: symbol.price_tick,\n volume_step: 1,\n name: '',\n value_scale_unit: '',\n margin_rate: 1 / (maxLeverage \|\| 1),\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'HUOBI/SWAP',\n no_interest_rate: false,\n });\n }\n\n return products;\n },\n {\n auto_refresh_interval: 3600_000,\n },\n);\n\n// Provide QueryProducts service for spot products\nexport const spotProductService = provideQueryProductsService(\n terminal,\n 'HUOBI-SPOT',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n const products: IProduct[] = [];\n\n // Get spot products\n const spotSymbols = await client.getSpotSymbols();\n\n for (const symbol of spotSymbols?.data \|\| []) {\n if (symbol.state !== 'online') continue; // Only include online symbols\n\n products.push({\n datasource_id: 'HUOBI-SPOT',\n product_id: symbol.sc,\n base_currency: symbol.bc,\n quote_currency: symbol.qc,\n value_scale: 1,\n price_step: 1 / 10 symbol.tpp,\n volume_step: 1 / 10 symbol.tap,\n name: '',\n value_scale_unit: '',\n margin_rate: 1,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: false,\n market_id: 'HUOBI/SPOT',\n no_interest_rate: true,\n });\n }\n\n return products;\n },\n {\n auto_refresh_interval: 3600_000,\n },\n);\n"]}

package/lib/index.js CHANGED Viewed

@@ -32,7 +32,6 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
     const subAccounts = subUsersRes.data;
     const isMainAccount = subUsersRes.ok;
     console.info((0, utils_1.formatTime)(Date.now()), 'subAccounts', JSON.stringify(subAccounts));
-    const mapProductIdToPerpetualProduct$ = product_1.perpetualContractProducts$.pipe((0, rxjs_1.map)((x) => new Map(x.map((v) => [v.product_id, v]))), (0, rxjs_1.shareReplay)(1));
     (0, data_account_1.provideAccountInfoService)(terminal, SWAP_ACCOUNT_ID, async () => {
         // balance
         const balance = await api_1.client.getUnifiedAccountInfo();
@@ -47,7 +46,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
         const free = balanceData.withdraw_available;
         // positions
         const positionsRes = await api_1.client.getSwapCrossPositionInfo();
-        const mapProductIdToPerpetualProduct = await (0, rxjs_1.firstValueFrom)(mapProductIdToPerpetualProduct$);
+        const mapProductIdToPerpetualProduct = await (0, rxjs_1.firstValueFrom)(product_1.swapProductService.mapProductIdToProduct$);
         const positions = (positionsRes.data || []).map((v) => {
             const product_id = v.contract_code;
             const theProduct = mapProductIdToPerpetualProduct === null || mapProductIdToPerpetualProduct === void 0 ? void 0 : mapProductIdToPerpetualProduct.get(product_id);
@@ -290,9 +289,9 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
         //
         (0, rxjs_1.mergeMap)((res) => res.data), (0, rxjs_1.first)((v) => v.currency === 'usdt'), (0, rxjs_1.map)((v) => +v['loanable-amt']), (0, rxjs_1.combineLatestWith)(superMarginUnifiedRawAccountBalance$.pipe((0, rxjs_1.first)(), (0, rxjs_1.mergeMap)((res) => (0, rxjs_1.from)(res.list).pipe(
         // we only need the amount of usdt that can be used to trade
-        (0, rxjs_1.filter)((v) => v.currency === 'usdt' && v.type === 'trade'), (0, rxjs_1.reduce)((acc, cur) => acc + +cur.balance, 0))))), (0, rxjs_1.combineLatestWith)(product_1.spotProducts$.pipe((0, rxjs_1.first)())), (0, rxjs_1.mergeMap)(async ([[loanable, balance], products]) => {
+        (0, rxjs_1.filter)((v) => v.currency === 'usdt' && v.type === 'trade'), (0, rxjs_1.reduce)((acc, cur) => acc + +cur.balance, 0))))), (0, rxjs_1.combineLatestWith)(product_1.spotProductService.mapProductIdToProduct$.pipe((0, rxjs_1.first)())), (0, rxjs_1.mergeMap)(async ([[loanable, balance], mapProductIdToProduct]) => {
             const priceRes = await api_1.client.getSpotTick({ symbol: msg.req.product_id });
-            const theProduct = products.find((v) => v.product_id === msg.req.product_id);
+            const theProduct = mapProductIdToProduct.get(msg.req.product_id);
             const price = priceRes.tick.close;
             const borrow_amount = msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'
                 ? Math.max(Math.min(loanable, msg.req.volume * price - balance), 0)

package/lib/index.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ addAccountMarket, 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$.pipe(\n map((x) => new Map(x.map((v) => [v.product_id, v]))),\n shareReplay(1),\n );\n\n provideAccountInfoService(\n terminal,\n SWAP_ACCOUNT_ID,\n async () => {\n // balance\n const balance = await client.getUnifiedAccountInfo();\n if (!balance.data) {\n throw new Error('Failed to get unified account info');\n }\n const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n if (!balanceData) {\n throw new Error('No USDT balance found in unified account');\n }\n const equity = balanceData.margin_balance;\n const free = balanceData.withdraw_available;\n\n // positions\n const positionsRes = await client.getSwapCrossPositionInfo();\n const mapProductIdToPerpetualProduct = await firstValueFrom(mapProductIdToPerpetualProduct$);\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: {\n currency: 'USDT',\n equity,\n free,\n },\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 return {\n money: {\n currency: 'USDT',\n equity,\n free: equity,\n },\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 equity = +(spotBalance.data.list.find((v) => v.currency === 'usdt')?.balance ?? 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\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"]}
1	+ 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{ addAccountMarket, 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 { spotProductService, swapProductService } 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 = `${account_id}/swap`;\n\n const subUsersRes = await client.getSubUserList();\n const subAccounts = subUsersRes.data;\n const isMainAccount = subUsersRes.ok;\n console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));\n\n provideAccountInfoService(\n terminal,\n SWAP_ACCOUNT_ID,\n async () => {\n // balance\n const balance = await client.getUnifiedAccountInfo();\n if (!balance.data) {\n throw new Error('Failed to get unified account info');\n }\n const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n if (!balanceData) {\n throw new Error('No USDT balance found in unified account');\n }\n const equity = balanceData.margin_balance;\n const free = balanceData.withdraw_available;\n\n // positions\n const positionsRes = await client.getSwapCrossPositionInfo();\n const mapProductIdToPerpetualProduct = await firstValueFrom(swapProductService.mapProductIdToProduct$);\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: {\n currency: 'USDT',\n equity,\n free,\n },\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 return {\n money: {\n currency: 'USDT',\n equity,\n free: equity,\n },\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 equity = +(spotBalance.data.list.find((v) => v.currency === 'usdt')?.balance ?? 0);\n const free = equity;\n return {\n money: {\n currency: 'USDT',\n equity,\n free,\n },\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$.pipe(\n first(),\n mergeMap((res) =>\n from(res.list).pipe(\n // we only need the amount of usdt that can be used to trade\n filter((v) => v.currency === 'usdt' && v.type === 'trade'),\n reduce((acc, cur) => acc + +cur.balance, 0),\n ),\n ),\n ),\n ),\n combineLatestWith(spotProductService.mapProductIdToProduct$.pipe(first())),\n mergeMap(async ([[loanable, balance], mapProductIdToProduct]) => {\n const priceRes = await client.getSpotTick({ symbol: msg.req.product_id });\n const theProduct = mapProductIdToProduct.get(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/product.d.ts CHANGED Viewed

@@ -1,4 +1,3 @@
-import { IProduct } from '@yuants/data-product';
-export declare const perpetualContractProducts$: import("rxjs").Observable<IProduct[]>;
-export declare const spotProducts$: import("rxjs").Observable<IProduct[]>;
+export declare const swapProductService: import("@yuants/data-product").IQueryProductsService;
+export declare const spotProductService: import("@yuants/data-product").IQueryProductsService;
 //# sourceMappingURL=product.d.ts.map

package/lib/product.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"~~AACA~~,~~OAAO,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAkEhD,~~eAAO,MAAM,~~0BAA0B~~,~~uCAKtC~~,CAAC;~~AAEF~~,eAAO,MAAM,~~aAAa~~,~~uCA6BzB~~,CAAC"}
1	+ {"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"AAOA,eAAO,MAAM,kBAAkB,sDA8C9B,CAAC;AAGF,eAAO,MAAM,kBAAkB,sDAuC9B,CAAC"}

package/lib/product.js CHANGED Viewed

@@ -1,33 +1,24 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.spotProducts$ = exports.perpetualContractProducts$ = void 0;
-const cache_1 = require("@yuants/cache");
+exports.spotProductService = exports.swapProductService = void 0;
+const data_product_1 = require("@yuants/data-product");
 const protocol_1 = require("@yuants/protocol");
-const sql_1 = require("@yuants/sql");
-const rxjs_1 = require("rxjs");
 const api_1 = require("./api");
-const product$ = new rxjs_1.Subject();
-const cacheOfCrossLeverage = (0, cache_1.createCache)(() => api_1.client.getSwapCrossLadderMargin(), {
-    expire: 3600000, // 1 hour
-});
-const productIdToMaxLeverage = (0, cache_1.createCache)(async (product_id, force_update) => {
+const terminal = protocol_1.Terminal.fromNodeEnv();
+// Provide QueryProducts service for swap products
+exports.swapProductService = (0, data_product_1.provideQueryProductsService)(terminal, 'HUOBI-SWAP', async (req) => {
     var _a;
-    const res = await cacheOfCrossLeverage.query('', force_update);
-    return (_a = res === null || res === void 0 ? void 0 : res.data.find((x) => x.contract_code === product_id)) === null || _a === void 0 ? void 0 : _a.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);
-}, {
-    expire: 3600000, // 1 hour
-});
-const swapSymbols = (0, cache_1.createCache)(() => api_1.client.getPerpetualContractSymbols(), {
-    expire: 3600000,
-});
-const swapProducts = (0, cache_1.createCache)(async (_, force_update) => {
     const products = [];
-    const symbols = await swapSymbols.query('', force_update);
-    for (const symbol of (symbols === null || symbols === void 0 ? void 0 : symbols.data) || []) {
+    // Get perpetual contract products and cross leverage data in parallel
+    const [swapSymbols, crossLeverage] = await Promise.all([
+        api_1.client.getPerpetualContractSymbols(),
+        api_1.client.getSwapCrossLadderMargin(),
+    ]);
+    for (const symbol of (swapSymbols === null || swapSymbols === void 0 ? void 0 : swapSymbols.data) || []) {
         if (symbol.contract_status !== 1)
             continue; // Only include active contracts
-        const maxLeverage = await productIdToMaxLeverage.query(symbol.contract_code);
-        const product = {
+        const maxLeverage = (_a = crossLeverage === null || crossLeverage === void 0 ? void 0 : crossLeverage.data.find((x) => x.contract_code === symbol.contract_code)) === null || _a === void 0 ? void 0 : _a.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);
+        products.push({
             datasource_id: 'HUOBI-SWAP',
             product_id: symbol.contract_code,
             base_currency: symbol.symbol,
@@ -46,41 +37,43 @@ const swapProducts = (0, cache_1.createCache)(async (_, force_update) => {
             allow_short: true,
             market_id: 'HUOBI/SWAP',
             no_interest_rate: false,
-        };
-        products.push(product);
-        product$.next(product);
+        });
     }
     return products;
 }, {
-    expire: 3600000, // 1 hour
+    auto_refresh_interval: 3600000,
 });
-exports.perpetualContractProducts$ = (0, rxjs_1.defer)(() => swapProducts.query('')).pipe((0, rxjs_1.map)((res) => res || []), (0, rxjs_1.repeat)({ delay: 86400000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.shareReplay)(1));
-exports.spotProducts$ = (0, rxjs_1.defer)(() => api_1.client.getSpotSymbols()).pipe((0, rxjs_1.mergeMap)((res) => res.data), (0, rxjs_1.filter)((symbol) => symbol.state === 'online'), (0, rxjs_1.map)((symbol) => ({
-    datasource_id: 'HUOBI-SPOT',
-    product_id: symbol.sc,
-    base_currency: symbol.bc,
-    quote_currency: symbol.qc,
-    value_scale: 1,
-    price_step: 1 / 10 ** symbol.tpp,
-    volume_step: 1 / 10 ** symbol.tap,
-    name: '',
-    value_scale_unit: '',
-    margin_rate: 1,
-    value_based_cost: 0,
-    volume_based_cost: 0,
-    max_position: 0,
-    max_volume: 0,
-    allow_long: true,
-    allow_short: false,
-    market_id: 'HUOBI/SPOT',
-    no_interest_rate: true,
-})), (0, rxjs_1.toArray)(), (0, rxjs_1.repeat)({ delay: 86400000 }), (0, rxjs_1.retry)({ delay: 10000 }), (0, rxjs_1.shareReplay)(1));
-exports.spotProducts$.subscribe();
-exports.perpetualContractProducts$.subscribe();
-(0, sql_1.createSQLWriter)(protocol_1.Terminal.fromNodeEnv(), {
-    tableName: 'product',
-    writeInterval: 1000,
-    conflictKeys: ['datasource_id', 'product_id'],
-    data$: product$,
+// Provide QueryProducts service for spot products
+exports.spotProductService = (0, data_product_1.provideQueryProductsService)(terminal, 'HUOBI-SPOT', async (req) => {
+    const products = [];
+    // Get spot products
+    const spotSymbols = await api_1.client.getSpotSymbols();
+    for (const symbol of (spotSymbols === null || spotSymbols === void 0 ? void 0 : spotSymbols.data) || []) {
+        if (symbol.state !== 'online')
+            continue; // Only include online symbols
+        products.push({
+            datasource_id: 'HUOBI-SPOT',
+            product_id: symbol.sc,
+            base_currency: symbol.bc,
+            quote_currency: symbol.qc,
+            value_scale: 1,
+            price_step: 1 / 10 ** symbol.tpp,
+            volume_step: 1 / 10 ** symbol.tap,
+            name: '',
+            value_scale_unit: '',
+            margin_rate: 1,
+            value_based_cost: 0,
+            volume_based_cost: 0,
+            max_position: 0,
+            max_volume: 0,
+            allow_long: true,
+            allow_short: false,
+            market_id: 'HUOBI/SPOT',
+            no_interest_rate: true,
+        });
+    }
+    return products;
+}, {
+    auto_refresh_interval: 3600000,
 });
 //# sourceMappingURL=product.js.map

package/lib/product.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ ~~createCache~~ } ~~from~~ ~~'@yuants/cache';\nimport { IProduct~~ } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { ~~createSQLWriter } from '@yuants/sql';\nimport { encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay, Subject, toArray } from 'rxjs';\nimport {~~ client } from './api';\n\nconst ~~product$~~ = ~~new Subject<IProduct>~~();\n\~~nconst~~ ~~cacheOfCrossLeverage~~ = ~~createCache(()~~ => ~~client.getSwapCrossLadderMargin(),~~ {\~~n expire:~~ ~~3600_000,~~ // ~~1 hour\n});\n\nconst productIdToMaxLeverage~~ = ~~createCache~~(\n async (~~product_id,~~ ~~force_update~~) => {\n const ~~res~~ = ~~await cacheOfCrossLeverage.query('', force_update)~~;\n ~~return res?.data~~\n ~~.find((x)~~ => ~~x.contract_code~~ ~~===~~ ~~product_id)\n ?.list.reduce((acc,~~ ~~cur)~~ => ~~Math.max(acc,~~ ~~cur.lever_rate),~~ ~~1);\n },\n {~~\n ~~expire:~~ ~~3600_000~~, // 1 ~~hour~~\n ~~},\n);\n\nconst swapSymbols = createCache(() =>~~ client.getPerpetualContractSymbols()~~, {\n expire: 3600_000~~,\n~~});\n\nconst swapProducts = createCache~~(~~\n async (_, force_update~~) ~~=> {\~~n ~~const products: IProduct[~~] ~~= [];\n const symbols = await swapSymbols.query('', force_update~~);\n for (const symbol of ~~symbols~~?.data \|\| []) {\n if (symbol.contract_status !== 1) continue; // Only include active contracts\n const maxLeverage = ~~await~~ ~~productIdToMaxLeverage~~.~~query(~~symbol.contract_code);\n ~~const~~ ~~product:~~ ~~IProduct~~ = {\n datasource_id: 'HUOBI-SWAP',\n product_id: symbol.contract_code,\n base_currency: symbol.symbol,\n quote_currency: 'USDT',\n value_scale: symbol.contract_size,\n price_step: symbol.price_tick,\n volume_step: 1,\n name: '',\n value_scale_unit: '',\n margin_rate: 1 / (maxLeverage \|\| 1),\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'HUOBI/SWAP',\n no_interest_rate: false,\n }~~;\n products.push(product~~);\n ~~product$.next(product);\n~~ }\n return products;\n },\n {\n ~~expire~~: 3600_000~~, // 1 hour\~~n },\n);\n\nexport const ~~perpetualContractProducts$~~ = ~~defer~~(~~() => swapProducts.query(~~''~~)).pipe(\~~n ~~map~~(~~(res~~) => ~~res~~ \|\| []~~),\n repeat({~~ ~~delay:~~ ~~86400_000 }),\~~n ~~retry({~~ ~~delay:~~ ~~10_000~~ ~~}),\~~n ~~shareReplay(1),\n);\n\nexport~~ const ~~spotProducts$~~ = ~~defer(()~~ => client.getSpotSymbols()~~).pipe(~~\n ~~mergeMap~~(~~(res)~~ => ~~res.~~data),\n ~~filter~~((symbol~~) => symbol~~.state ~~===~~ 'online'),\n ~~map(~~\n (~~symbol): IProduct => (~~{\n datasource_id: 'HUOBI-SPOT',\n product_id: symbol.sc,\n base_currency: symbol.bc,\n quote_currency: symbol.qc,\n value_scale: 1,\n price_step: 1 / 10 symbol.tpp,\n volume_step: 1 / 10 symbol.tap,\n name: '',\n value_scale_unit: '',\n margin_rate: 1,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: false,\n market_id: 'HUOBI/SPOT',\n no_interest_rate: true,\n }),\n ~~),\~~n ~~toArray(),\~~n ~~repeat({~~ ~~delay: 86400_000 }),\~~n ~~retry({ delay: 10_000~~ }),\n ~~shareReplay(1),\n);\n\nspotProducts$.subscribe();\nperpetualContractProducts$.subscribe();\n\ncreateSQLWriter<IProduct>(Terminal.fromNodeEnv(),~~ {\n ~~tableName~~: ~~'product'~~,\n ~~writeInterval: 1000~~,\n ~~conflictKeys: ['datasource_id', 'product_id'],\n data$: product$,\n}~~);\n"]}
1	+ {"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;;AAAA,uDAAoG;AACpG,+CAA4C;AAC5C,+BAA+B;AAE/B,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,kDAAkD;AACrC,QAAA,kBAAkB,GAAG,IAAA,0CAA2B,EAC3D,QAAQ,EACR,YAAY,EACZ,KAAK,EAAE,GAA0B,EAAuB,EAAE;;IACxD,MAAM,QAAQ,GAAe,EAAE,CAAC;IAEhC,sEAAsE;IACtE,MAAM,CAAC,WAAW,EAAE,aAAa,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACrD,YAAM,CAAC,2BAA2B,EAAE;QACpC,YAAM,CAAC,wBAAwB,EAAE;KAClC,CAAC,CAAC;IAEH,KAAK,MAAM,MAAM,IAAI,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,IAAI,KAAI,EAAE,EAAE;QAC5C,IAAI,MAAM,CAAC,eAAe,KAAK,CAAC;YAAE,SAAS,CAAC,gCAAgC;QAE5E,MAAM,WAAW,GAAG,MAAA,aAAa,aAAb,aAAa,uBAAb,aAAa,CAAE,IAAI,CACpC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,aAAa,KAAK,MAAM,CAAC,aAAa,CAAC,0CACpD,IAAI,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC;QAEhE,QAAQ,CAAC,IAAI,CAAC;YACZ,aAAa,EAAE,YAAY;YAC3B,UAAU,EAAE,MAAM,CAAC,aAAa;YAChC,aAAa,EAAE,MAAM,CAAC,MAAM;YAC5B,cAAc,EAAE,MAAM;YACtB,WAAW,EAAE,MAAM,CAAC,aAAa;YACjC,UAAU,EAAE,MAAM,CAAC,UAAU;YAC7B,WAAW,EAAE,CAAC;YACd,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC;YACnC,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,YAAY;YACvB,gBAAgB,EAAE,KAAK;SACxB,CAAC,CAAC;KACJ;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC;AAEF,kDAAkD;AACrC,QAAA,kBAAkB,GAAG,IAAA,0CAA2B,EAC3D,QAAQ,EACR,YAAY,EACZ,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,MAAM,QAAQ,GAAe,EAAE,CAAC;IAEhC,oBAAoB;IACpB,MAAM,WAAW,GAAG,MAAM,YAAM,CAAC,cAAc,EAAE,CAAC;IAElD,KAAK,MAAM,MAAM,IAAI,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,IAAI,KAAI,EAAE,EAAE;QAC5C,IAAI,MAAM,CAAC,KAAK,KAAK,QAAQ;YAAE,SAAS,CAAC,8BAA8B;QAEvE,QAAQ,CAAC,IAAI,CAAC;YACZ,aAAa,EAAE,YAAY;YAC3B,UAAU,EAAE,MAAM,CAAC,EAAE;YACrB,aAAa,EAAE,MAAM,CAAC,EAAE;YACxB,cAAc,EAAE,MAAM,CAAC,EAAE;YACzB,WAAW,EAAE,CAAC;YACd,UAAU,EAAE,CAAC,GAAG,EAAE,IAAI,MAAM,CAAC,GAAG;YAChC,WAAW,EAAE,CAAC,GAAG,EAAE,IAAI,MAAM,CAAC,GAAG;YACjC,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC;YACd,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,KAAK;YAClB,SAAS,EAAE,YAAY;YACvB,gBAAgB,EAAE,IAAI;SACvB,CAAC,CAAC;KACJ;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service for swap products\nexport const swapProductService = provideQueryProductsService(\n terminal,\n 'HUOBI-SWAP',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n const products: IProduct[] = [];\n\n // Get perpetual contract products and cross leverage data in parallel\n const [swapSymbols, crossLeverage] = await Promise.all([\n client.getPerpetualContractSymbols(),\n client.getSwapCrossLadderMargin(),\n ]);\n\n for (const symbol of swapSymbols?.data \|\| []) {\n if (symbol.contract_status !== 1) continue; // Only include active contracts\n\n const maxLeverage = crossLeverage?.data\n .find((x) => x.contract_code === symbol.contract_code)\n ?.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);\n\n products.push({\n datasource_id: 'HUOBI-SWAP',\n product_id: symbol.contract_code,\n base_currency: symbol.symbol,\n quote_currency: 'USDT',\n value_scale: symbol.contract_size,\n price_step: symbol.price_tick,\n volume_step: 1,\n name: '',\n value_scale_unit: '',\n margin_rate: 1 / (maxLeverage \|\| 1),\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'HUOBI/SWAP',\n no_interest_rate: false,\n });\n }\n\n return products;\n },\n {\n auto_refresh_interval: 3600_000,\n },\n);\n\n// Provide QueryProducts service for spot products\nexport const spotProductService = provideQueryProductsService(\n terminal,\n 'HUOBI-SPOT',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n const products: IProduct[] = [];\n\n // Get spot products\n const spotSymbols = await client.getSpotSymbols();\n\n for (const symbol of spotSymbols?.data \|\| []) {\n if (symbol.state !== 'online') continue; // Only include online symbols\n\n products.push({\n datasource_id: 'HUOBI-SPOT',\n product_id: symbol.sc,\n base_currency: symbol.bc,\n quote_currency: symbol.qc,\n value_scale: 1,\n price_step: 1 / 10 symbol.tpp,\n volume_step: 1 / 10 symbol.tap,\n name: '',\n value_scale_unit: '',\n margin_rate: 1,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: false,\n market_id: 'HUOBI/SPOT',\n no_interest_rate: true,\n });\n }\n\n return products;\n },\n {\n auto_refresh_interval: 3600_000,\n },\n);\n"]}

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-huobi",
-	"version": "0.11.18",
+	"version": "0.11.19",
 	"bin": "lib/cli.js",
 	"main": "lib/index.js",
 	"files": [
@@ -16,7 +16,7 @@
 		"@yuants/utils": "0.8.0",
 		"@yuants/cache": "0.1.7",
 		"@yuants/sql": "0.9.8",
-		"@yuants/data-product": "0.2.18",
+		"@yuants/data-product": "0.3.0",
 		"@yuants/data-series": "0.3.29",
 		"@yuants/data-interest-rate": "0.1.26",
 		"@yuants/data-quote": "0.2.21",

package/temp/package-deps.json CHANGED Viewed

@@ -1,20 +1,20 @@
 {
-    "apps/vendor-huobi/CHANGELOG.json": "66d01948e107dab1d8debc2b53e5afa28a571d06",
-    "apps/vendor-huobi/CHANGELOG.md": "d88ec3627528b56e807949a6aea07768824a2e2d",
+    "apps/vendor-huobi/CHANGELOG.json": "b356d637969bd5e39cf2f762f4fcfbdf06457147",
+    "apps/vendor-huobi/CHANGELOG.md": "b770d2b083f7e4f5b16b7ec14f003e1c6b742ea6",
     "apps/vendor-huobi/README.md": "d7bf0149513114eab5500a6b5c9e7cba10565572",
     "apps/vendor-huobi/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-huobi/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-huobi/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-huobi/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-huobi/etc/vendor-huobi.api.md": "dc8cbf2a044a227b30a4ee9701b0c97328244724",
-    "apps/vendor-huobi/package.json": "dfc6e8f1db406a645acd622a035e4d7b2120c2d8",
+    "apps/vendor-huobi/package.json": "253616d4a101c1a44cb22948c546109b0d012e7a",
     "apps/vendor-huobi/src/api.ts": "7f13d45da5c3600276cdf4e734e086358d96b348",
     "apps/vendor-huobi/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
     "apps/vendor-huobi/src/cluster.ts": "f58a96d9c89e29e4fcf7cedd8ea9cb1dc920540b",
-    "apps/vendor-huobi/src/index.ts": "0e6d5f00e25d8bad8080034c5c18b0d7be44fa57",
+    "apps/vendor-huobi/src/index.ts": "a0695d883a439740b990c883b002f27f237ee5a5",
     "apps/vendor-huobi/src/interest_rate.ts": "1ada272b47f382533368928758b35176442d957f",
     "apps/vendor-huobi/src/logger.ts": "d25d427e74f46819a601e0cb17d5358b22c8db7b",
-    "apps/vendor-huobi/src/product.ts": "5085b9262651dc574627e82723f862724124e6ea",
+    "apps/vendor-huobi/src/product.ts": "2e15fedf89c1dc5ab2fc9c557ee94c3fbb0bd57d",
     "apps/vendor-huobi/src/quote.ts": "d772d64897c765a8157dac1a9abc0f3f488eaa1d",
     "apps/vendor-huobi/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-huobi/.rush/temp/shrinkwrap-deps.json": "d9fc97de6643d551cb315ce28c6deca42698705c",
@@ -25,7 +25,7 @@
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     "libraries/cache/temp/package-deps.json": "e73377f1b5ffb139459079e09bfeffec119abc6a",
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