@yuants/vendor-huobi 0.11.41 → 0.13.0

package/dist/index.js.map

@@ -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 { 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"]}
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{ addAccountMarket } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\nimport { provideSpotAccountInfoService, provideSwapAccountInfoService } from './account-info';\nimport {\n  getAccount,\n  getDefaultCredential,\n  getSubUserList,\n  getSwapUnifiedAccountType,\n  getUid,\n  postSwapSwitchAccountType,\n} from './api/private-api';\nimport './interest_rate';\nimport { provideOrderSubmitService } from './order-actions';\nimport './order-actions-with-credentials';\nimport './quote';\nimport {\n  setupSpotSuperMarginTransfer,\n  setupSpotSwapTransfer,\n  setupSubAccountTransfers,\n  setupTrc20WithdrawalAddresses,\n} from './transfer';\nimport { spotAccountUidCache } from './uid';\n\nconst terminal = Terminal.fromNodeEnv();\nconst credential = getDefaultCredential();\n\n(async () => {\n  // 账户类型切换\n  const swapAccountTypeRes = await getSwapUnifiedAccountType(credential);\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 postSwapSwitchAccountType(credential, { account_type: 2 });\n    console.info(formatTime(Date.now()), 'SwitchingAccountType', `current: ${switchRes.data.account_type}`);\n  }\n\n  const huobiUid: number = (await getUid(credential)).data;\n  console.info(formatTime(Date.now()), 'UID', huobiUid);\n\n  const huobiAccounts = await getAccount(credential);\n  const spotAccountUid = (await spotAccountUidCache.query(JSON.stringify(credential)))!;\n  console.info(formatTime(Date.now()), 'huobiAccount', JSON.stringify(huobiAccounts));\n\n  const account_id = `huobi/${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 getSubUserList(credential);\n  const subAccounts = subUsersRes.data;\n  const isMainAccount = subUsersRes.ok;\n  console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));\n\n  // 设置账户信息服务\n\n  provideSwapAccountInfoService(terminal, SWAP_ACCOUNT_ID, credential);\n\n  provideSpotAccountInfoService(terminal, SPOT_ACCOUNT_ID, credential, spotAccountUid);\n\n  // 设置账户市场关联\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  // 设置订单提交服务\n  provideOrderSubmitService(terminal, SWAP_ACCOUNT_ID, SUPER_MARGIN_ACCOUNT_ID, credential);\n\n  // 设置转账功能\n  await setupTrc20WithdrawalAddresses(terminal, SPOT_ACCOUNT_ID, credential, isMainAccount);\n  setupSpotSuperMarginTransfer(terminal, SPOT_ACCOUNT_ID, SUPER_MARGIN_ACCOUNT_ID, credential, huobiUid);\n  setupSpotSwapTransfer(terminal, SPOT_ACCOUNT_ID, SWAP_ACCOUNT_ID, credential, huobiUid);\n  setupSubAccountTransfers(terminal, SPOT_ACCOUNT_ID, credential, huobiUid, subAccounts, isMainAccount);\n})();\n"]}

package/dist/interest_rate.js

@@ -14,7 +14,7 @@ import { createSeriesProvider } from '@yuants/data-series';
 import { Terminal } from '@yuants/protocol';
 import { decodePath, formatTime } from '@yuants/utils';
 import { firstValueFrom, timer } from 'rxjs';
-import { client } from './api';
+import { getSwapHistoricalFundingRate } from './api/public-api';
 createSeriesProvider(Terminal.fromNodeEnv(), {
     tableName: 'interest_rate',
     series_id_prefix_parts: ['HUOBI-SWAP'],
@@ -27,7 +27,7 @@ createSeriesProvider(Terminal.fromNodeEnv(), {
             let total_page = 1;
             while (true) {
                 // 向前翻页，时间降序
-                const res = yield __await(client.getSwapHistoricalFundingRate({
+                const res = yield __await(getSwapHistoricalFundingRate({
                     contract_code: product_id,
                     page_index: current_page,
                 }));

package/dist/interest_rate.js.map

@@ -1 +1 @@
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+{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,4BAA4B,EAAE,MAAM,kBAAkB,CAAC;AAEhE,oBAAoB,CAAgB,QAAQ,CAAC,WAAW,EAAE,EAAE;IAC1D,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,YAAY,CAAC;IACtC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,EAAE,EAAE;IAClC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE;;YACjD,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAE1D,IAAI,YAAY,GAAG,CAAC,CAAC;YACrB,IAAI,UAAU,GAAG,CAAC,CAAC;YACnB,OAAO,IAAI,EAAE;gBACX,YAAY;gBACZ,MAAM,GAAG,GAAG,cAAM,4BAA4B,CAAC;oBAC7C,aAAa,EAAE,UAAU;oBACzB,UAAU,EAAE,YAAY;iBACzB,CAAC,CAAA,CAAC;gBACH,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE;oBACvB,MAAM,eAAe,GAAG,CAAC,MAAM,EAAE,CAAC;iBACnC;gBACD,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBACtC,oBAAM,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CACrB,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;oBACrB,SAAS;oBACT,aAAa;oBACb,UAAU;oBACV,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC;oBACvC,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,YAAY,EAAE;oBAC/B,UAAU,EAAE,GAAG,CAAC,CAAC,YAAY,EAAE;oBAC/B,gBAAgB,EAAE,EAAE;iBACrB,CAAC,CACH,CAAA,CAAC;gBACF,UAAU,GAAG,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC;gBACjC,YAAY,EAAE,CAAC;gBACf,IAAI,YAAY,IAAI,UAAU;oBAAE,MAAM;gBACtC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,YAAY,IAAI,UAAU;oBAAE,MAAM;gBAC/E,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getSwapHistoricalFundingRate } from './api/public-api';\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['HUOBI-SWAP'],\n  reversed: true,\n  serviceOptions: { concurrent: 10 },\n  queryFn: async function* ({ series_id, started_at }) {\n    const [datasource_id, product_id] = decodePath(series_id);\n\n    let current_page = 0;\n    let total_page = 1;\n    while (true) {\n      // 向前翻页，时间降序\n      const res = await getSwapHistoricalFundingRate({\n        contract_code: product_id,\n        page_index: current_page,\n      });\n      if (res.status !== 'ok') {\n        throw `API failed: ${res.status}`;\n      }\n      if (res.data.data.length === 0) break;\n      yield res.data.data.map(\n        (v): IInterestRate => ({\n          series_id,\n          datasource_id,\n          product_id,\n          created_at: formatTime(+v.funding_time),\n          long_rate: `${-v.funding_rate}`,\n          short_rate: `${v.funding_rate}`,\n          settlement_price: '',\n        }),\n      );\n      total_page = res.data.total_page;\n      current_page++;\n      if (current_page >= total_page) break;\n      if (+res.data.data[res.data.data.length - 1].funding_time <= started_at) break;\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n"]}

package/dist/order-actions-with-credentials.js

@@ -0,0 +1,15 @@
+import { provideOrderActionsWithCredential } from '@yuants/data-order';
+import { Terminal } from '@yuants/protocol';
+import { submitOrder } from './orders/submitOrder';
+const terminal = Terminal.fromNodeEnv();
+provideOrderActionsWithCredential(terminal, 'HTX', {
+    type: 'object',
+    required: ['access_key', 'secret_key'],
+    properties: {
+        access_key: { type: 'string' },
+        secret_key: { type: 'string' },
+    },
+}, {
+    submitOrder,
+});
+//# sourceMappingURL=order-actions-with-credentials.js.map

package/dist/order-actions-with-credentials.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"order-actions-with-credentials.js","sourceRoot":"","sources":["../src/order-actions-with-credentials.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iCAAiC,EAAE,MAAM,oBAAoB,CAAC;AACvE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,iCAAiC,CAC/B,QAAQ,EACR,KAAK,EACL;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;IACtC,UAAU,EAAE;QACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;QAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD;IACE,WAAW;CACZ,CACF,CAAC","sourcesContent":["import { provideOrderActionsWithCredential } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { submitOrder } from './orders/submitOrder';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideOrderActionsWithCredential(\n  terminal,\n  'HTX',\n  {\n    type: 'object',\n    required: ['access_key', 'secret_key'],\n    properties: {\n      access_key: { type: 'string' },\n      secret_key: { type: 'string' },\n    },\n  },\n  {\n    submitOrder,\n  },\n);\n"]}

package/dist/order-actions.js

@@ -0,0 +1,17 @@
+import { submitOrder } from './orders/submitOrder';
+/**
+ * 提供订单提交服务
+ */
+export const provideOrderSubmitService = (terminal, swapAccountId, superMarginAccountId, credential) => {
+    terminal.server.provideService('SubmitOrder', {
+        required: ['account_id'],
+        properties: {
+            account_id: {
+                enum: [superMarginAccountId, swapAccountId],
+            },
+        },
+    }, async (msg) => {
+        return { res: { code: 0, message: 'OK', data: await submitOrder(credential, msg.req) } };
+    });
+};
+//# sourceMappingURL=order-actions.js.map

package/dist/order-actions.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"order-actions.js","sourceRoot":"","sources":["../src/order-actions.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAC;AAEnD;;GAEG;AACH,MAAM,CAAC,MAAM,yBAAyB,GAAG,CACvC,QAAkB,EAClB,aAAqB,EACrB,oBAA4B,EAC5B,UAAuB,EACvB,EAAE;IACF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE;gBACV,IAAI,EAAE,CAAC,oBAAoB,EAAE,aAAa,CAAC;aAC5C;SACF;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC;IAC3F,CAAC,CACF,CAAC;AACJ,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { ICredential } from './api/private-api';\nimport { submitOrder } from './orders/submitOrder';\n\n/**\n * 提供订单提交服务\n */\nexport const provideOrderSubmitService = (\n  terminal: Terminal,\n  swapAccountId: string,\n  superMarginAccountId: string,\n  credential: ICredential,\n) => {\n  terminal.server.provideService<IOrder, { order_id: string }>(\n    'SubmitOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: {\n          enum: [superMarginAccountId, swapAccountId],\n        },\n      },\n    },\n    async (msg) => {\n      return { res: { code: 0, message: 'OK', data: await submitOrder(credential, msg.req) } };\n    },\n  );\n};\n"]}

package/dist/orders/submitOrder.js

@@ -0,0 +1,93 @@
+import { formatTime, roundToStep } from '@yuants/utils';
+import { firstValueFrom } from 'rxjs';
+import { getCrossMarginLoanInfo, getSpotAccountBalance, getSpotTick, getSwapCrossPositionInfo, postSpotOrder, postSwapOrder, } from '../api/private-api';
+import { spotProductService } from '../product';
+import { superMarginAccountUidCache } from '../uid';
+/**
+ * 处理 swap 账户订单提交
+ */
+async function handleSwapOrder(order, credential) {
+    var _a;
+    // 获取仓位信息
+    const positionInfo = await getSwapCrossPositionInfo(credential);
+    const mapContractCodeToRate = Object.fromEntries(positionInfo.data.map((v) => [v.contract_code, v.lever_rate]));
+    const lever_rate = (_a = mapContractCodeToRate[order.product_id]) !== null && _a !== void 0 ? _a : 20;
+    const params = {
+        contract_code: order.product_id,
+        contract_type: 'swap',
+        price: order.price,
+        volume: order.volume,
+        offset: order.order_direction === 'OPEN_LONG' || order.order_direction === 'OPEN_SHORT' ? 'open' : 'close',
+        direction: order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'buy' : 'sell',
+        // dynamically adjust the leverage
+        lever_rate,
+        order_price_type: order.order_type === 'MARKET' ? 'market' : 'limit',
+    };
+    const result = await postSwapOrder(credential, params);
+    console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(result), JSON.stringify(params));
+    if (result.status !== 'ok') {
+        throw new Error(`Failed to submit swap order: status=${result.status}`);
+    }
+    return { order_id: result.data.order_id_str };
+}
+/**
+ * 处理 super-margin 账户订单提交
+ */
+async function handleSuperMarginOrder(order, credential) {
+    // 获取可贷款金额
+    const superMarginAccountUid = await superMarginAccountUidCache.query(JSON.stringify(credential));
+    if (!superMarginAccountUid)
+        throw new Error('Super margin account UID not found');
+    const loanInfo = await getCrossMarginLoanInfo(credential);
+    const usdtLoanable = loanInfo.data.find((v) => v.currency === 'usdt');
+    if (!usdtLoanable)
+        throw new Error('USDT loanable amount not found');
+    const loanable = +usdtLoanable['loanable-amt'];
+    // 获取账户余额, 产品信息和价格
+    const [balanceRes, mapProductIdToProduct, priceRes] = await Promise.all([
+        getSpotAccountBalance(credential, superMarginAccountUid),
+        firstValueFrom(spotProductService.mapProductIdToProduct$),
+        getSpotTick(credential, { symbol: order.product_id }),
+    ]);
+    const balance = balanceRes.data.list
+        .filter((v) => v.currency === 'usdt' && v.type === 'trade')
+        .reduce((acc, cur) => acc + +cur.balance, 0);
+    if (!mapProductIdToProduct)
+        throw new Error('Product map not found');
+    const theProduct = mapProductIdToProduct.get(order.product_id);
+    const price = priceRes.tick.close;
+    const borrow_amount = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
+        ? Math.max(Math.min(loanable, order.volume * price - balance), 0)
+        : undefined;
+    const params = {
+        symbol: order.product_id,
+        'account-id': '' + superMarginAccountUid,
+        amount: '' +
+            (order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
+                ? roundToStep(order.volume * price, theProduct === null || theProduct === void 0 ? void 0 : theProduct.volume_step)
+                : order.volume),
+        'borrow-amount': '' + borrow_amount,
+        type: `${order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'buy' : 'sell'}-${'LIMIT' === order.order_type ? 'limit' : 'market'}`,
+        'trade-purpose': order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
+            ? '1' // auto borrow
+            : '2',
+        price: order.order_type === 'MARKET' ? undefined : '' + order.price,
+        source: 'super-margin-api',
+    };
+    const result = await postSpotOrder(credential, params);
+    console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(result), JSON.stringify(params));
+    if (result.success === false) {
+        throw new Error(`Failed to submit super margin order: code=${result.code} message=${result.message}`);
+    }
+    return { order_id: result.data.orderId.toString() };
+}
+export const submitOrder = (credential, order) => {
+    if (order.account_id.includes('swap')) {
+        return handleSwapOrder(order, credential);
+    }
+    if (order.account_id.includes('super-margin')) {
+        return handleSuperMarginOrder(order, credential);
+    }
+    throw new Error(`Unsupported account_id for order submission: ${order.account_id}`);
+};
+//# sourceMappingURL=submitOrder.js.map

package/dist/orders/submitOrder.js.map

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{ IOrder } from '@yuants/data-order';\nimport { formatTime, roundToStep } from '@yuants/utils';\nimport { firstValueFrom } from 'rxjs';\nimport {\n  ICredential,\n  getCrossMarginLoanInfo,\n  getSpotAccountBalance,\n  getSpotTick,\n  getSwapCrossPositionInfo,\n  postSpotOrder,\n  postSwapOrder,\n} from '../api/private-api';\nimport { spotProductService } from '../product';\nimport { superMarginAccountUidCache } from '../uid';\n\n/**\n * 处理 swap 账户订单提交\n */\nasync function handleSwapOrder(order: IOrder, credential: ICredential): Promise<{ order_id: string }> {\n  // 获取仓位信息\n  const positionInfo = await getSwapCrossPositionInfo(credential);\n  const mapContractCodeToRate = Object.fromEntries(\n    positionInfo.data.map((v) => [v.contract_code, v.lever_rate]),\n  );\n\n  const lever_rate = mapContractCodeToRate[order.product_id] ?? 20;\n  const params = {\n    contract_code: order.product_id,\n    contract_type: 'swap',\n    price: order.price,\n    volume: order.volume,\n    offset:\n      order.order_direction === 'OPEN_LONG' || order.order_direction === 'OPEN_SHORT' ? 'open' : 'close',\n    direction:\n      order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'buy' : 'sell',\n    // dynamically adjust the leverage\n    lever_rate,\n    order_price_type: order.order_type === 'MARKET' ? 'market' : 'limit',\n  };\n\n  const result = await postSwapOrder(credential, params);\n  console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(result), JSON.stringify(params));\n\n  if (result.status !== 'ok') {\n    throw new Error(`Failed to submit swap order: status=${result.status}`);\n  }\n  return { order_id: result.data.order_id_str };\n}\n\n/**\n * 处理 super-margin 账户订单提交\n */\nasync function handleSuperMarginOrder(order: IOrder, credential: ICredential): Promise<{ order_id: string }> {\n  // 获取可贷款金额\n  const superMarginAccountUid = await superMarginAccountUidCache.query(JSON.stringify(credential));\n  if (!superMarginAccountUid) throw new Error('Super margin account UID not found');\n  const loanInfo = await getCrossMarginLoanInfo(credential);\n  const usdtLoanable = loanInfo.data.find((v) => v.currency === 'usdt');\n  if (!usdtLoanable) throw new Error('USDT loanable amount not found');\n  const loanable = +usdtLoanable['loanable-amt'];\n\n  // 获取账户余额, 产品信息和价格\n  const [balanceRes, mapProductIdToProduct, priceRes] = await Promise.all([\n    getSpotAccountBalance(credential, superMarginAccountUid),\n    firstValueFrom(spotProductService.mapProductIdToProduct$),\n    getSpotTick(credential, { symbol: order.product_id }),\n  ]);\n\n  const balance = balanceRes.data.list\n    .filter((v) => v.currency === 'usdt' && v.type === 'trade')\n    .reduce((acc, cur) => acc + +cur.balance, 0);\n\n  if (!mapProductIdToProduct) throw new Error('Product map not found');\n\n  const theProduct = mapProductIdToProduct.get(order.product_id);\n  const price = priceRes.tick.close;\n  const borrow_amount =\n    order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n      ? Math.max(Math.min(loanable, order.volume * price - balance), 0)\n      : undefined;\n\n  const params = {\n    symbol: order.product_id,\n    'account-id': '' + superMarginAccountUid,\n    amount:\n      '' +\n      (order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n        ? roundToStep(order.volume * price, theProduct?.volume_step!)\n        : order.volume),\n    'borrow-amount': '' + borrow_amount,\n    type: `${\n      order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'buy' : 'sell'\n    }-${'LIMIT' === order.order_type ? 'limit' : 'market'}`,\n    'trade-purpose':\n      order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'\n        ? '1' // auto borrow\n        : '2', // auto repay\n    price: order.order_type === 'MARKET' ? undefined : '' + order.price,\n    source: 'super-margin-api',\n  };\n\n  const result = await postSpotOrder(credential, params);\n  console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(result), JSON.stringify(params));\n\n  if (result.success === false) {\n    throw new Error(`Failed to submit super margin order: code=${result.code} message=${result.message}`);\n  }\n\n  return { order_id: result.data.orderId.toString() };\n}\n\nexport const submitOrder = (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  if (order.account_id.includes('swap')) {\n    return handleSwapOrder(order, credential);\n  }\n  if (order.account_id.includes('super-margin')) {\n    return handleSuperMarginOrder(order, credential);\n  }\n  throw new Error(`Unsupported account_id for order submission: ${order.account_id}`);\n};\n"]}

package/dist/product.js

@@ -1,6 +1,6 @@
 import { provideQueryProductsService } from '@yuants/data-product';
 import { Terminal } from '@yuants/protocol';
-import { client } from './api';
+import { getPerpetualContractSymbols, getSwapCrossLadderMargin, getSpotSymbols } from './api/public-api';
 const terminal = Terminal.fromNodeEnv();
 // Provide QueryProducts service for swap products
 export const swapProductService = provideQueryProductsService(terminal, 'HUOBI-SWAP', async (req) => {
@@ -8,8 +8,8 @@ export const swapProductService = provideQueryProductsService(terminal, 'HUOBI-S
     const products = [];
     // Get perpetual contract products and cross leverage data in parallel
     const [swapSymbols, crossLeverage] = await Promise.all([
-        client.getPerpetualContractSymbols(),
-        client.getSwapCrossLadderMargin(),
+        getPerpetualContractSymbols(),
+        getSwapCrossLadderMargin(),
     ]);
     for (const symbol of (swapSymbols === null || swapSymbols === void 0 ? void 0 : swapSymbols.data) || []) {
         if (symbol.contract_status !== 1)
@@ -44,7 +44,7 @@ export const swapProductService = provideQueryProductsService(terminal, 'HUOBI-S
 export const spotProductService = provideQueryProductsService(terminal, 'HUOBI-SPOT', async (req) => {
     const products = [];
     // Get spot products
-    const spotSymbols = await client.getSpotSymbols();
+    const spotSymbols = await getSpotSymbols();
     for (const symbol of (spotSymbols === null || spotSymbols === void 0 ? void 0 : spotSymbols.data) || []) {
         if (symbol.state !== 'online')
             continue; // Only include online symbols

package/dist/product.js.map

@@ -1 +1 @@
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// 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"]}
+{"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,2BAA2B,EAAE,wBAAwB,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAEzG,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,2BAA2B,EAAE;QAC7B,wBAAwB,EAAE;KAC3B,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,cAAc,EAAE,CAAC;IAE3C,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 { getPerpetualContractSymbols, getSwapCrossLadderMargin, getSpotSymbols } from './api/public-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      getPerpetualContractSymbols(),\n      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 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/dist/quote.js

@@ -2,8 +2,8 @@ import { Terminal } from '@yuants/protocol';
 import { writeToSQL } from '@yuants/sql';
 import { encodePath, formatTime } from '@yuants/utils';
 import { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';
-import { client } from './api';
-const swapBboTick$ = defer(() => client.getSwapMarketBbo({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+import { getSwapBatchFundingRate, getSwapMarketBbo, getSwapMarketTrade, getSwapOpenInterest, } from './api/public-api';
+const swapBboTick$ = defer(() => getSwapMarketBbo({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const quote1$ = swapBboTick$.pipe(mergeMap((res) => res.ticks || []), map((tick) => {
     const [ask_price = '', ask_volume = ''] = tick.ask || [];
     const [bid_price = '', bid_volume = ''] = tick.bid || [];
@@ -17,14 +17,14 @@ const quote1$ = swapBboTick$.pipe(mergeMap((res) => res.ticks || []), map((tick)
     };
 }));
 const mapSwapContractCodeToBboTick$ = defer(() => swapBboTick$).pipe(mergeMap((res) => from(res.ticks).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
-const swapTradeTick$ = defer(() => client.getSwapMarketTrade({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const swapTradeTick$ = defer(() => getSwapMarketTrade({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const quote2$ = swapTradeTick$.pipe(mergeMap((res) => { var _a; return ((_a = res.tick) === null || _a === void 0 ? void 0 : _a.data) || []; }), map((tick) => ({
     datasource_id: 'HUOBI-SWAP',
     product_id: tick.contract_code,
     last_price: `${tick.price}`,
 })));
 const mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(mergeMap((res) => from(res.tick.data).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
-const swapFundingRateTick$ = defer(() => client.getSwapBatchFundingRate({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const swapFundingRateTick$ = defer(() => getSwapBatchFundingRate({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const quote3$ = swapFundingRateTick$.pipe(mergeMap((res) => res.data || []), map((tick) => ({
     datasource_id: 'HUOBI-SWAP',
     product_id: tick.contract_code,
@@ -33,7 +33,7 @@ const quote3$ = swapFundingRateTick$.pipe(mergeMap((res) => res.data || []), map
     interest_rate_next_settled_at: formatTime(+tick.funding_time),
 })));
 const mapSwapContractCodeToFundingRateTick$ = defer(() => swapFundingRateTick$).pipe(mergeMap((res) => from(res.data).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
-const swapOpenInterest$ = defer(() => client.getSwapOpenInterest({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const swapOpenInterest$ = defer(() => getSwapOpenInterest({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const quote4$ = swapOpenInterest$.pipe(mergeMap((res) => res.data || []), map((tick) => ({
     datasource_id: 'HUOBI-SWAP',
     product_id: tick.contract_code,

package/dist/quote.js.map

@@ -1 +1 @@
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst swapBboTick$ = defer(() => client.getSwapMarketBbo({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote1$ = swapBboTick$.pipe(\n  mergeMap((res) => res.ticks || []),\n  map((tick): Partial<IQuote> => {\n    const [ask_price = '', ask_volume = ''] = tick.ask || [];\n    const [bid_price = '', bid_volume = ''] = tick.bid || [];\n    return {\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      ask_price: `${ask_price}`,\n      bid_price: `${bid_price}`,\n      ask_volume: `${ask_volume}`,\n      bid_volume: `${bid_volume}`,\n    };\n  }),\n);\n\nconst mapSwapContractCodeToBboTick$ = defer(() => swapBboTick$).pipe(\n  mergeMap((res) =>\n    from(res.ticks).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst swapTradeTick$ = defer(() => client.getSwapMarketTrade({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote2$ = swapTradeTick$.pipe(\n  mergeMap((res) => res.tick?.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      last_price: `${tick.price}`,\n    }),\n  ),\n);\n\nconst mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(\n  mergeMap((res) =>\n    from(res.tick.data).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\nconst swapFundingRateTick$ = defer(() => client.getSwapBatchFundingRate({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote3$ = swapFundingRateTick$.pipe(\n  mergeMap((res) => res.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      interest_rate_long: `${-tick.funding_rate}`,\n      interest_rate_short: `${tick.funding_rate}`,\n      interest_rate_next_settled_at: formatTime(+tick.funding_time),\n    }),\n  ),\n);\n\nconst mapSwapContractCodeToFundingRateTick$ = defer(() => swapFundingRateTick$).pipe(\n  mergeMap((res) =>\n    from(res.data).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst swapOpenInterest$ = defer(() => client.getSwapOpenInterest({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterest$.pipe(\n  mergeMap((res) => res.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      open_interest: `${tick.volume}`,\n    }),\n  ),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  // 合并不同来源的数据并进行合并，避免死锁\n  merge(quote1$, quote2$, quote3$, quote4$)\n    .pipe(\n      groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n      mergeMap((group$) => {\n        return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n      }),\n    )\n    .pipe(\n      writeToSQL({\n        terminal: Terminal.fromNodeEnv(),\n        tableName: 'quote',\n        writeInterval: 1000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nconst mapSwapContractCodeToOpenInterest$ = defer(() => swapOpenInterest$).pipe(\n  mergeMap((res) =>\n    from(res.data).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\n// provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {\n//   return defer(async () => {\n//     const products = await firstValueFrom(perpetualContractProducts$);\n//     const theProduct = products.find((x) => x.product_id === product_id);\n//     if (!theProduct) throw `No Found ProductID ${product_id}`;\n\n//     return [\n//       of(theProduct),\n//       mapSwapContractCodeToBboTick$,\n//       mapSwapContractCodeToTradeTick$,\n//       mapSwapContractCodeToFundingRateTick$,\n//       mapSwapContractCodeToOpenInterest$,\n//     ] as const;\n//   }).pipe(\n//     catchError(() => EMPTY),\n//     mergeMap((x) =>\n//       combineLatest(x).pipe(\n//         map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {\n//           return {\n//             datasource_id: 'HUOBI-SWAP',\n//             product_id,\n//             updated_at: Date.now(),\n//             settlement_scheduled_at: +fundingRateTick[product_id].funding_time,\n//             price: +tradeTick[product_id].price,\n//             ask: bboTick[product_id].ask?.[0] ?? undefined,\n//             bid: bboTick[product_id].bid?.[0] ?? undefined,\n//             volume: +tradeTick[product_id].amount,\n//             interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,\n//             interest_rate_for_short: +fundingRateTick[product_id].funding_rate,\n//             open_interest: +openInterest[product_id]?.volume,\n//           };\n//         }),\n//       ),\n//     ),\n//   );\n// });\n"]}
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport {\n  getSwapBatchFundingRate,\n  getSwapMarketBbo,\n  getSwapMarketTrade,\n  getSwapOpenInterest,\n} from './api/public-api';\n\nconst swapBboTick$ = defer(() => getSwapMarketBbo({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote1$ = swapBboTick$.pipe(\n  mergeMap((res) => res.ticks || []),\n  map((tick): Partial<IQuote> => {\n    const [ask_price = '', ask_volume = ''] = tick.ask || [];\n    const [bid_price = '', bid_volume = ''] = tick.bid || [];\n    return {\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      ask_price: `${ask_price}`,\n      bid_price: `${bid_price}`,\n      ask_volume: `${ask_volume}`,\n      bid_volume: `${bid_volume}`,\n    };\n  }),\n);\n\nconst mapSwapContractCodeToBboTick$ = defer(() => swapBboTick$).pipe(\n  mergeMap((res) =>\n    from(res.ticks).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst swapTradeTick$ = defer(() => getSwapMarketTrade({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote2$ = swapTradeTick$.pipe(\n  mergeMap((res) => res.tick?.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      last_price: `${tick.price}`,\n    }),\n  ),\n);\n\nconst mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(\n  mergeMap((res) =>\n    from(res.tick.data).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\nconst swapFundingRateTick$ = defer(() => getSwapBatchFundingRate({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote3$ = swapFundingRateTick$.pipe(\n  mergeMap((res) => res.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      interest_rate_long: `${-tick.funding_rate}`,\n      interest_rate_short: `${tick.funding_rate}`,\n      interest_rate_next_settled_at: formatTime(+tick.funding_time),\n    }),\n  ),\n);\n\nconst mapSwapContractCodeToFundingRateTick$ = defer(() => swapFundingRateTick$).pipe(\n  mergeMap((res) =>\n    from(res.data).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst swapOpenInterest$ = defer(() => getSwapOpenInterest({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterest$.pipe(\n  mergeMap((res) => res.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      open_interest: `${tick.volume}`,\n    }),\n  ),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  // 合并不同来源的数据并进行合并，避免死锁\n  merge(quote1$, quote2$, quote3$, quote4$)\n    .pipe(\n      groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n      mergeMap((group$) => {\n        return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n      }),\n    )\n    .pipe(\n      writeToSQL({\n        terminal: Terminal.fromNodeEnv(),\n        tableName: 'quote',\n        writeInterval: 1000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nconst mapSwapContractCodeToOpenInterest$ = defer(() => swapOpenInterest$).pipe(\n  mergeMap((res) =>\n    from(res.data).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\n// provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {\n//   return defer(async () => {\n//     const products = await firstValueFrom(perpetualContractProducts$);\n//     const theProduct = products.find((x) => x.product_id === product_id);\n//     if (!theProduct) throw `No Found ProductID ${product_id}`;\n\n//     return [\n//       of(theProduct),\n//       mapSwapContractCodeToBboTick$,\n//       mapSwapContractCodeToTradeTick$,\n//       mapSwapContractCodeToFundingRateTick$,\n//       mapSwapContractCodeToOpenInterest$,\n//     ] as const;\n//   }).pipe(\n//     catchError(() => EMPTY),\n//     mergeMap((x) =>\n//       combineLatest(x).pipe(\n//         map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {\n//           return {\n//             datasource_id: 'HUOBI-SWAP',\n//             product_id,\n//             updated_at: Date.now(),\n//             settlement_scheduled_at: +fundingRateTick[product_id].funding_time,\n//             price: +tradeTick[product_id].price,\n//             ask: bboTick[product_id].ask?.[0] ?? undefined,\n//             bid: bboTick[product_id].bid?.[0] ?? undefined,\n//             volume: +tradeTick[product_id].amount,\n//             interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,\n//             interest_rate_for_short: +fundingRateTick[product_id].funding_rate,\n//             open_interest: +openInterest[product_id]?.volume,\n//           };\n//         }),\n//       ),\n//     ),\n//   );\n// });\n"]}