@yuants/vendor-huobi 0.11.41 → 0.13.0

package/dist/transfer.js

@@ -0,0 +1,248 @@
+import { addAccountTransferAddress } from '@yuants/transfer';
+import { getDepositWithdrawHistory, getSpotAccountDepositAddresses, getV2ReferenceCurrencies, postSpotAccountTransfer, postSubUserTransfer, postSuperMarginAccountTransferIn, postSuperMarginAccountTransferOut, postWithdraw, } from './api/private-api';
+/**
+ * 设置 TRC20 USDT 提现地址
+ */
+export const setupTrc20WithdrawalAddresses = async (terminal, spotAccountId, credential, isMainAccount) => {
+    if (!isMainAccount) {
+        return;
+    }
+    const res = await getSpotAccountDepositAddresses(credential, { currency: 'usdt' });
+    const addresses = res.data.filter((v) => v.chain === 'trc20usdt').map((v) => v.address);
+    for (const address of addresses) {
+        addAccountTransferAddress({
+            terminal,
+            account_id: spotAccountId,
+            currency: 'USDT',
+            address: address,
+            network_id: 'TRC20',
+            onApply: {
+                INIT: async (order) => {
+                    var _a, _b;
+                    const res0 = await getV2ReferenceCurrencies(credential, { currency: 'usdt' });
+                    const fee = (_b = (_a = res0.data
+                        .find((v) => v.currency === 'usdt')) === null || _a === void 0 ? void 0 : _a.chains.find((v) => v.chain === 'trc20usdt')) === null || _b === void 0 ? void 0 : _b.transactFeeWithdraw;
+                    if (!fee) {
+                        return { state: 'ERROR', message: 'MISSING FEE' };
+                    }
+                    const res = await postWithdraw(credential, {
+                        address: order.current_rx_address,
+                        amount: '' + (order.expected_amount - +fee),
+                        currency: 'usdt',
+                        fee: fee,
+                        chain: 'trc20usdt',
+                    });
+                    if (res.status != 'ok') {
+                        return { state: 'INIT', message: `${res.status}` };
+                    }
+                    return { state: 'PENDING', context: `${res.data}` };
+                },
+                PENDING: async (order) => {
+                    var _a;
+                    if (!order.current_tx_context) {
+                        return { state: 'ERROR', message: 'MISSING CONTEXT' };
+                    }
+                    const wdId = +order.current_tx_context;
+                    const res = await getDepositWithdrawHistory(credential, {
+                        currency: 'usdt',
+                        type: 'withdraw',
+                        from: `${wdId}`,
+                    });
+                    const txId = (_a = res.data.find((v) => v.id === wdId)) === null || _a === void 0 ? void 0 : _a['tx-hash'];
+                    if (!txId) {
+                        return { state: 'PENDING', context: `${wdId}` };
+                    }
+                    return {
+                        state: 'COMPLETE',
+                        transaction_id: txId,
+                    };
+                },
+            },
+            onEval: async (order) => {
+                const res = await getDepositWithdrawHistory(credential, {
+                    currency: 'usdt',
+                    type: 'deposit',
+                    direct: 'next',
+                });
+                const theItem = res.data.find((v) => v['tx-hash'] === order.current_transaction_id && v.state === 'safe');
+                if (!theItem) {
+                    return { state: 'PENDING' };
+                }
+                return { received_amount: +theItem.amount, state: 'COMPLETE' };
+            },
+        });
+    }
+};
+/**
+ * 设置 SPOT 和 SUPER_MARGIN 账户之间的内部转账
+ */
+export const setupSpotSuperMarginTransfer = (terminal, spotAccountId, superMarginAccountId, credential, huobiUid) => {
+    const networkId = `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`;
+    // SPOT -> SUPER_MARGIN
+    addAccountTransferAddress({
+        terminal,
+        account_id: spotAccountId,
+        currency: 'USDT',
+        network_id: networkId,
+        address: 'SPOT',
+        onApply: {
+            INIT: async (order) => {
+                const transferInResult = await postSuperMarginAccountTransferIn(credential, {
+                    currency: 'usdt',
+                    amount: '' + (order.current_amount || order.expected_amount),
+                });
+                if (transferInResult.status !== 'ok') {
+                    return { state: 'INIT' };
+                }
+                return { state: 'COMPLETE' };
+            },
+        },
+        onEval: async (order) => {
+            return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };
+        },
+    });
+    // SUPER_MARGIN -> SPOT
+    addAccountTransferAddress({
+        terminal,
+        account_id: superMarginAccountId,
+        currency: 'USDT',
+        network_id: networkId,
+        address: 'SUPER_MARGIN',
+        onApply: {
+            INIT: async (order) => {
+                const transferOutResult = await postSuperMarginAccountTransferOut(credential, {
+                    currency: 'usdt',
+                    amount: '' + (order.current_amount || order.expected_amount),
+                });
+                if (transferOutResult.status !== 'ok') {
+                    return { state: 'INIT' };
+                }
+                return { state: 'COMPLETE' };
+            },
+        },
+        onEval: async (order) => {
+            return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };
+        },
+    });
+};
+/**
+ * 设置 SPOT 和 SWAP 账户之间的内部转账
+ */
+export const setupSpotSwapTransfer = (terminal, spotAccountId, swapAccountId, credential, huobiUid) => {
+    const networkId = `Huobi/${huobiUid}/SPOT-SWAP`;
+    // SPOT -> SWAP
+    addAccountTransferAddress({
+        terminal,
+        account_id: spotAccountId,
+        currency: 'USDT',
+        network_id: networkId,
+        address: 'SPOT',
+        onApply: {
+            INIT: async (order) => {
+                const transferResult = await postSpotAccountTransfer(credential, {
+                    from: 'spot',
+                    to: 'linear-swap',
+                    currency: 'usdt',
+                    amount: order.current_amount || order.expected_amount,
+                    'margin-account': 'USDT',
+                });
+                if (!transferResult.success) {
+                    return { state: 'INIT' };
+                }
+                return { state: 'COMPLETE' };
+            },
+        },
+        onEval: async (order) => {
+            return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };
+        },
+    });
+    // SWAP -> SPOT
+    addAccountTransferAddress({
+        terminal,
+        account_id: swapAccountId,
+        currency: 'USDT',
+        network_id: networkId,
+        address: 'SWAP',
+        onApply: {
+            INIT: async (order) => {
+                const transferResult = await postSpotAccountTransfer(credential, {
+                    from: 'linear-swap',
+                    to: 'spot',
+                    currency: 'usdt',
+                    amount: order.current_amount || order.expected_amount,
+                    'margin-account': 'USDT',
+                });
+                if (!transferResult.success) {
+                    return { state: 'INIT' };
+                }
+                return { state: 'COMPLETE' };
+            },
+        },
+        onEval: async (order) => {
+            return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };
+        },
+    });
+};
+/**
+ * 设置子账户转账
+ */
+export const setupSubAccountTransfers = (terminal, spotAccountId, credential, huobiUid, subAccounts, isMainAccount) => {
+    if (!isMainAccount) {
+        return;
+    }
+    for (const subAccount of subAccounts) {
+        const spotSubAccountId = `huobi/${subAccount.uid}/spot/usdt`;
+        const subAccountNetworkId = `Huobi/${huobiUid}/SubAccount/${subAccount.uid}`;
+        // 主账户 -> 子账户
+        addAccountTransferAddress({
+            terminal,
+            account_id: spotAccountId,
+            currency: 'USDT',
+            network_id: subAccountNetworkId,
+            address: '#main',
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await postSubUserTransfer(credential, {
+                        'sub-uid': +order.current_rx_address,
+                        currency: 'usdt',
+                        amount: order.current_amount || order.expected_amount,
+                        type: 'master-transfer-out',
+                    });
+                    if (transferResult.status !== 'ok') {
+                        return { state: 'INIT' };
+                    }
+                    return { state: 'COMPLETE' };
+                },
+            },
+            onEval: async (order) => {
+                return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };
+            },
+        });
+        // 子账户 -> 主账户
+        addAccountTransferAddress({
+            terminal,
+            account_id: spotSubAccountId,
+            currency: 'USDT',
+            network_id: subAccountNetworkId,
+            address: `${subAccount.uid}`,
+            onApply: {
+                INIT: async (order) => {
+                    const transferResult = await postSubUserTransfer(credential, {
+                        'sub-uid': +order.current_tx_address,
+                        currency: 'usdt',
+                        amount: order.current_amount || order.expected_amount,
+                        type: 'master-transfer-in',
+                    });
+                    if (transferResult.status !== 'ok') {
+                        return { state: 'INIT' };
+                    }
+                    return { state: 'COMPLETE' };
+                },
+            },
+            onEval: async (order) => {
+                return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };
+            },
+        });
+    }
+};
+//# sourceMappingURL=transfer.js.map

package/dist/transfer.js.map

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{ Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport {\n  getDepositWithdrawHistory,\n  getSpotAccountDepositAddresses,\n  getV2ReferenceCurrencies,\n  ICredential,\n  postSpotAccountTransfer,\n  postSubUserTransfer,\n  postSuperMarginAccountTransferIn,\n  postSuperMarginAccountTransferOut,\n  postWithdraw,\n} from './api/private-api';\n\n/**\n * 设置 TRC20 USDT 提现地址\n */\nexport const setupTrc20WithdrawalAddresses = async (\n  terminal: Terminal,\n  spotAccountId: string,\n  credential: ICredential,\n  isMainAccount: boolean,\n) => {\n  if (!isMainAccount) {\n    return;\n  }\n\n  const res = await getSpotAccountDepositAddresses(credential, { 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: spotAccountId,\n      currency: 'USDT',\n      address: address,\n      network_id: 'TRC20',\n      onApply: {\n        INIT: async (order) => {\n          const res0 = await getV2ReferenceCurrencies(credential, { 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 postWithdraw(credential, {\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 getDepositWithdrawHistory(credential, {\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 getDepositWithdrawHistory(credential, {\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/**\n * 设置 SPOT 和 SUPER_MARGIN 账户之间的内部转账\n */\nexport const setupSpotSuperMarginTransfer = (\n  terminal: Terminal,\n  spotAccountId: string,\n  superMarginAccountId: string,\n  credential: ICredential,\n  huobiUid: number,\n) => {\n  const networkId = `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`;\n\n  // SPOT -> SUPER_MARGIN\n  addAccountTransferAddress({\n    terminal,\n    account_id: spotAccountId,\n    currency: 'USDT',\n    network_id: networkId,\n    address: 'SPOT',\n    onApply: {\n      INIT: async (order) => {\n        const transferInResult = await postSuperMarginAccountTransferIn(credential, {\n          currency: 'usdt',\n          amount: '' + (order.current_amount || order.expected_amount),\n        });\n        if (transferInResult.status !== 'ok') {\n          return { state: 'INIT' };\n        }\n        return { state: 'COMPLETE' };\n      },\n    },\n    onEval: async (order) => {\n      return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n    },\n  });\n\n  // SUPER_MARGIN -> SPOT\n  addAccountTransferAddress({\n    terminal,\n    account_id: superMarginAccountId,\n    currency: 'USDT',\n    network_id: networkId,\n    address: 'SUPER_MARGIN',\n    onApply: {\n      INIT: async (order) => {\n        const transferOutResult = await postSuperMarginAccountTransferOut(credential, {\n          currency: 'usdt',\n          amount: '' + (order.current_amount || order.expected_amount),\n        });\n        if (transferOutResult.status !== 'ok') {\n          return { state: 'INIT' };\n        }\n        return { state: 'COMPLETE' };\n      },\n    },\n    onEval: async (order) => {\n      return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n    },\n  });\n};\n\n/**\n * 设置 SPOT 和 SWAP 账户之间的内部转账\n */\nexport const setupSpotSwapTransfer = (\n  terminal: Terminal,\n  spotAccountId: string,\n  swapAccountId: string,\n  credential: ICredential,\n  huobiUid: number,\n) => {\n  const networkId = `Huobi/${huobiUid}/SPOT-SWAP`;\n\n  // SPOT -> SWAP\n  addAccountTransferAddress({\n    terminal,\n    account_id: spotAccountId,\n    currency: 'USDT',\n    network_id: networkId,\n    address: 'SPOT',\n    onApply: {\n      INIT: async (order) => {\n        const transferResult = await postSpotAccountTransfer(credential, {\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  // SWAP -> SPOT\n  addAccountTransferAddress({\n    terminal,\n    account_id: swapAccountId,\n    currency: 'USDT',\n    network_id: networkId,\n    address: 'SWAP',\n    onApply: {\n      INIT: async (order) => {\n        const transferResult = await postSpotAccountTransfer(credential, {\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\n/**\n * 设置子账户转账\n */\nexport const setupSubAccountTransfers = (\n  terminal: Terminal,\n  spotAccountId: string,\n  credential: ICredential,\n  huobiUid: number,\n  subAccounts: any[],\n  isMainAccount: boolean,\n) => {\n  if (!isMainAccount) {\n    return;\n  }\n\n  for (const subAccount of subAccounts) {\n    const spotSubAccountId = `huobi/${subAccount.uid}/spot/usdt`;\n    const subAccountNetworkId = `Huobi/${huobiUid}/SubAccount/${subAccount.uid}`;\n\n    // 主账户 -> 子账户\n    addAccountTransferAddress({\n      terminal,\n      account_id: spotAccountId,\n      currency: 'USDT',\n      network_id: subAccountNetworkId,\n      address: '#main',\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postSubUserTransfer(credential, {\n            'sub-uid': +order.current_rx_address!,\n            currency: 'usdt',\n            amount: order.current_amount || order.expected_amount,\n            type: 'master-transfer-out',\n          });\n          if (transferResult.status !== 'ok') {\n            return { state: 'INIT' };\n          }\n          return { state: 'COMPLETE' };\n        },\n      },\n      onEval: async (order) => {\n        return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n      },\n    });\n\n    // 子账户 -> 主账户\n    addAccountTransferAddress({\n      terminal,\n      account_id: spotSubAccountId,\n      currency: 'USDT',\n      network_id: subAccountNetworkId,\n      address: `${subAccount.uid}`,\n      onApply: {\n        INIT: async (order) => {\n          const transferResult = await postSubUserTransfer(credential, {\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"]}

package/dist/uid.js

@@ -0,0 +1,22 @@
+import { createCache } from '@yuants/cache';
+import { getAccount, getUid } from './api/private-api';
+export const uidCache = createCache((key) => getUid(JSON.parse(key)));
+const huobiAccounts = createCache((key) => getAccount(JSON.parse(key)));
+export const superMarginAccountUidCache = createCache((key) => huobiAccounts.query(key).then((x) => { var _a; return (_a = x === null || x === void 0 ? void 0 : x.data.find((v) => v.type === 'super-margin')) === null || _a === void 0 ? void 0 : _a.id; }));
+export const spotAccountUidCache = createCache((key) => huobiAccounts.query(key).then((x) => { var _a; return (_a = x === null || x === void 0 ? void 0 : x.data.find((v) => v.type === 'spot')) === null || _a === void 0 ? void 0 : _a.id; }));
+export const getAccountIds = async (key) => {
+    const uid = await uidCache.query(key);
+    if (!uid)
+        throw new Error('Failed to get UID');
+    const account_id = `huobi/${uid}`;
+    const SPOT_ACCOUNT_ID = `${account_id}/spot/usdt`;
+    const SUPER_MARGIN_ACCOUNT_ID = `${account_id}/super-margin`;
+    const SWAP_ACCOUNT_ID = `${account_id}/swap`;
+    return {
+        main: account_id,
+        spot: SPOT_ACCOUNT_ID,
+        superMargin: SUPER_MARGIN_ACCOUNT_ID,
+        swap: SWAP_ACCOUNT_ID,
+    };
+};
+//# sourceMappingURL=uid.js.map

package/dist/uid.js.map

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package/lib/account-info.d.ts

@@ -0,0 +1,35 @@
+import { Terminal } from '@yuants/protocol';
+import { ICredential } from './api/private-api';
+/**
+ * 提供 SWAP 账户信息服务
+ */
+export declare const provideSwapAccountInfoService: (terminal: Terminal, accountId: string, credential: ICredential) => void;
+/**
+ * 获取超级保证金账户余额流
+ */
+export declare const getSuperMarginAccountBalance$: (credential: ICredential, superMarginAccountUid: number) => import("rxjs").Observable<{
+    list: {
+        currency: string;
+        balance: string;
+        type: string;
+    }[];
+}>;
+/**
+ * 设置超级保证金账户的 WebSocket 订阅
+ */
+export declare const setupSuperMarginWebSocketSubscriptions: (superMarginAccountBalance$: ReturnType<typeof getSuperMarginAccountBalance$>, subscriptions: Set<string>) => void;
+/**
+ * 提供超级保证金账户信息服务
+ */
+export declare const provideSuperMarginAccountInfoService: (terminal: Terminal, accountId: string, credential: ICredential, superMarginAccountUid: number, subscriptions: Set<string>) => import("rxjs").Observable<{
+    list: {
+        currency: string;
+        balance: string;
+        type: string;
+    }[];
+}>;
+/**
+ * 提供 SPOT 账户信息服务
+ */
+export declare const provideSpotAccountInfoService: (terminal: Terminal, accountId: string, credential: ICredential, spotAccountUid: number) => void;
+//# sourceMappingURL=account-info.d.ts.map

package/lib/account-info.d.ts.map

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package/lib/account-info.js

@@ -0,0 +1,243 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.provideSpotAccountInfoService = exports.provideSuperMarginAccountInfoService = exports.setupSuperMarginWebSocketSubscriptions = exports.getSuperMarginAccountBalance$ = exports.provideSwapAccountInfoService = void 0;
+const data_account_1 = require("@yuants/data-account");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const api_1 = require("./api");
+const private_api_1 = require("./api/private-api");
+const product_1 = require("./product");
+/**
+ * 提供 SWAP 账户信息服务
+ */
+const provideSwapAccountInfoService = (terminal, accountId, credential) => {
+    (0, data_account_1.provideAccountInfoService)(terminal, accountId, async () => {
+        // balance
+        const balance = await (0, private_api_1.getUnifiedAccountInfo)(credential);
+        if (!balance.data) {
+            throw new Error('Failed to get unified account info');
+        }
+        const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');
+        if (!balanceData) {
+            throw new Error('No USDT balance found in unified account');
+        }
+        const equity = balanceData.margin_balance;
+        const free = balanceData.withdraw_available;
+        // positions
+        const positionsRes = await (0, private_api_1.getSwapCrossPositionInfo)(credential);
+        const mapProductIdToPerpetualProduct = await (0, rxjs_1.firstValueFrom)(product_1.swapProductService.mapProductIdToProduct$);
+        const positions = (positionsRes.data || []).map((v) => {
+            const product_id = v.contract_code;
+            const theProduct = mapProductIdToPerpetualProduct === null || mapProductIdToPerpetualProduct === void 0 ? void 0 : mapProductIdToPerpetualProduct.get(product_id);
+            const valuation = v.volume * v.last_price * ((theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) || 1);
+            return {
+                position_id: `${v.contract_code}/${v.contract_type}/${v.direction}/${v.margin_mode}`,
+                datasource_id: 'HUOBI-SWAP',
+                product_id,
+                direction: v.direction === 'buy' ? 'LONG' : 'SHORT',
+                volume: v.volume,
+                free_volume: v.available,
+                position_price: v.cost_hold,
+                closable_price: v.last_price,
+                floating_profit: v.profit_unreal,
+                valuation,
+            };
+        });
+        // orders
+        // const orders: IOrder[] = [];
+        // let page_index = 1;
+        // const page_size = 50;
+        // while (true) {
+        //   const ordersRes = await client.getSwapOpenOrders({ page_index, page_size });
+        //   if (!ordersRes.data?.orders || ordersRes.data.orders.length === 0) {
+        //     break;
+        //   }
+        //   const pageOrders: IOrder[] = ordersRes.data.orders.map((v): IOrder => {
+        //     return {
+        //       order_id: v.order_id_str,
+        //       account_id: SWAP_ACCOUNT_ID,
+        //       product_id: v.contract_code,
+        //       order_type: ['lightning'].includes(v.order_price_type)
+        //         ? 'MARKET'
+        //         : ['limit', 'opponent', 'post_only', 'optimal_5', 'optimal_10', 'optimal_20'].includes(
+        //             v.order_price_type,
+        //           )
+        //         ? 'LIMIT'
+        //         : ['fok'].includes(v.order_price_type)
+        //         ? 'FOK'
+        //         : v.order_price_type.includes('ioc')
+        //         ? 'IOC'
+        //         : 'STOP', // unreachable code
+        //       order_direction:
+        //         v.direction === 'open'
+        //           ? v.offset === 'buy'
+        //             ? 'OPEN_LONG'
+        //             : 'OPEN_SHORT'
+        //           : v.offset === 'buy'
+        //           ? 'CLOSE_SHORT'
+        //           : 'CLOSE_LONG',
+        //       volume: v.volume,
+        //       submit_at: v.created_at,
+        //       price: v.price,
+        //       traded_volume: v.trade_volume,
+        //     };
+        //   });
+        //   orders.push(...pageOrders);
+        //   page_index++;
+        // }
+        return {
+            money: {
+                currency: 'USDT',
+                equity,
+                free,
+            },
+            positions,
+        };
+    }, { auto_refresh_interval: 1000 });
+};
+exports.provideSwapAccountInfoService = provideSwapAccountInfoService;
+/**
+ * 获取超级保证金账户余额流
+ */
+const getSuperMarginAccountBalance$ = (credential, superMarginAccountUid) => {
+    return (0, rxjs_1.defer)(() => (0, private_api_1.getSpotAccountBalance)(credential, superMarginAccountUid)).pipe(
+    //
+    (0, rxjs_1.map)((res) => res.data), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.tap)({
+        error: (e) => {
+            console.error((0, utils_1.formatTime)(Date.now()), 'unifiedRaw', e);
+        },
+    }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)(1));
+};
+exports.getSuperMarginAccountBalance$ = getSuperMarginAccountBalance$;
+/**
+ * 设置超级保证金账户的 WebSocket 订阅
+ */
+const setupSuperMarginWebSocketSubscriptions = (superMarginAccountBalance$, subscriptions) => {
+    (0, rxjs_1.from)(api_1.client.spot_ws.connection$).subscribe(() => {
+        subscriptions.clear();
+    });
+    // subscribe the symbols of positions we held
+    superMarginAccountBalance$
+        .pipe(
+    //
+    (0, rxjs_1.mergeMap)((res) => (0, rxjs_1.from)((res === null || res === void 0 ? void 0 : res.list) || []).pipe((0, rxjs_1.filter)((v) => v.currency !== 'usdt'), (0, rxjs_1.map)((v) => v.currency), (0, rxjs_1.distinct)(), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((v) => new Set(v)))))
+        .subscribe((v) => {
+        const toUnsubscribe = [...subscriptions].filter((x) => !v.has(x));
+        const toSubscribe = [...v].filter((x) => !subscriptions.has(x));
+        for (const symbol of toUnsubscribe) {
+            api_1.client.spot_ws.output$.next({
+                unsub: `market.${symbol}usdt.ticker`,
+            });
+            subscriptions.delete(symbol);
+        }
+        for (const symbol of toSubscribe) {
+            api_1.client.spot_ws.output$.next({
+                sub: `market.${symbol}usdt.ticker`,
+            });
+            subscriptions.add(symbol);
+        }
+    });
+};
+exports.setupSuperMarginWebSocketSubscriptions = setupSuperMarginWebSocketSubscriptions;
+/**
+ * 提供超级保证金账户信息服务
+ */
+const provideSuperMarginAccountInfoService = (terminal, accountId, credential, superMarginAccountUid, subscriptions) => {
+    const superMarginAccountBalance$ = (0, exports.getSuperMarginAccountBalance$)(credential, superMarginAccountUid);
+    (0, exports.setupSuperMarginWebSocketSubscriptions)(superMarginAccountBalance$, subscriptions);
+    (0, data_account_1.provideAccountInfoService)(terminal, accountId, async () => {
+        var _a;
+        // get account balance
+        const accountBalance = await (0, private_api_1.getSpotAccountBalance)(credential, superMarginAccountUid);
+        const balanceList = ((_a = accountBalance.data) === null || _a === void 0 ? void 0 : _a.list) || [];
+        // calculate usdt balance
+        const usdtBalance = balanceList
+            .filter((v) => v.currency === 'usdt')
+            .reduce((acc, cur) => acc + +cur.balance, 0);
+        // get positions (non-usdt currencies)
+        const positions = [];
+        const nonUsdtCurrencies = balanceList
+            .filter((v) => v.currency !== 'usdt')
+            .reduce((acc, cur) => {
+            const existing = acc.find((item) => item.currency === cur.currency);
+            if (existing) {
+                existing.balance += +cur.balance;
+            }
+            else {
+                acc.push({ currency: cur.currency, balance: +cur.balance });
+            }
+            return acc;
+        }, []);
+        // get prices and create positions
+        for (const currencyData of nonUsdtCurrencies) {
+            if (currencyData.balance > 0) {
+                try {
+                    // get current price from websocket or fallback to REST API
+                    let price;
+                    try {
+                        const tickPrice = await (0, rxjs_1.firstValueFrom)(api_1.client.spot_ws.input$.pipe(
+                        //
+                        (0, rxjs_1.first)((v) => { var _a, _b; return ((_a = v.ch) === null || _a === void 0 ? void 0 : _a.includes('ticker')) && ((_b = v.ch) === null || _b === void 0 ? void 0 : _b.includes(currencyData.currency)) && v.tick; }), (0, rxjs_1.map)((v) => v.tick.bid), (0, rxjs_1.timeout)(5000), (0, rxjs_1.tap)({
+                            error: (e) => {
+                                subscriptions.clear();
+                            },
+                        })));
+                        price = tickPrice;
+                    }
+                    catch (_b) {
+                        // fallback to REST API
+                        const tickerRes = await (0, private_api_1.getSpotTick)(credential, { symbol: `${currencyData.currency}usdt` });
+                        price = tickerRes.tick.close;
+                    }
+                    positions.push({
+                        position_id: `${currencyData.currency}/usdt/spot`,
+                        product_id: `${currencyData.currency}usdt`,
+                        direction: 'LONG',
+                        volume: currencyData.balance,
+                        free_volume: currencyData.balance,
+                        position_price: price,
+                        closable_price: price,
+                        floating_profit: 0,
+                        valuation: currencyData.balance * price,
+                    });
+                }
+                catch (error) {
+                    console.warn((0, utils_1.formatTime)(Date.now()), `Failed to get price for ${currencyData.currency}:`, error);
+                }
+            }
+        }
+        // calculate equity
+        const equity = positions.reduce((acc, cur) => acc + cur.closable_price * cur.volume, 0) + usdtBalance;
+        return {
+            money: {
+                currency: 'USDT',
+                equity,
+                free: equity,
+            },
+            positions,
+        };
+    }, { auto_refresh_interval: 1000 });
+    return superMarginAccountBalance$;
+};
+exports.provideSuperMarginAccountInfoService = provideSuperMarginAccountInfoService;
+/**
+ * 提供 SPOT 账户信息服务
+ */
+const provideSpotAccountInfoService = (terminal, accountId, credential, spotAccountUid) => {
+    (0, data_account_1.provideAccountInfoService)(terminal, accountId, async () => {
+        var _a, _b;
+        const spotBalance = await (0, private_api_1.getSpotAccountBalance)(credential, spotAccountUid);
+        const equity = +((_b = (_a = spotBalance.data.list.find((v) => v.currency === 'usdt')) === null || _a === void 0 ? void 0 : _a.balance) !== null && _b !== void 0 ? _b : 0);
+        const free = equity;
+        return {
+            money: {
+                currency: 'USDT',
+                equity,
+                free,
+            },
+            positions: [],
+        };
+    }, { auto_refresh_interval: 1000 });
+};
+exports.provideSpotAccountInfoService = provideSpotAccountInfoService;
+//# sourceMappingURL=account-info.js.map

package/lib/account-info.js.map

@@ -0,0 +1 @@
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{ IPosition, provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\nimport {\n  defer,\n  distinct,\n  filter,\n  first,\n  firstValueFrom,\n  from,\n  map,\n  mergeMap,\n  repeat,\n  retry,\n  shareReplay,\n  tap,\n  timeout,\n  toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport {\n  getSpotAccountBalance,\n  getSpotTick,\n  getSwapCrossPositionInfo,\n  getUnifiedAccountInfo,\n  ICredential,\n} from './api/private-api';\nimport { swapProductService } from './product';\n\n/**\n * 提供 SWAP 账户信息服务\n */\nexport const provideSwapAccountInfoService = (\n  terminal: Terminal,\n  accountId: string,\n  credential: ICredential,\n) => {\n  provideAccountInfoService(\n    terminal,\n    accountId,\n    async () => {\n      // balance\n      const balance = await getUnifiedAccountInfo(credential);\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 getSwapCrossPositionInfo(credential);\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\n/**\n * 获取超级保证金账户余额流\n */\nexport const getSuperMarginAccountBalance$ = (credential: ICredential, superMarginAccountUid: number) => {\n  return defer(() => getSpotAccountBalance(credential, superMarginAccountUid)).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\n/**\n * 设置超级保证金账户的 WebSocket 订阅\n */\nexport const setupSuperMarginWebSocketSubscriptions = (\n  superMarginAccountBalance$: ReturnType<typeof getSuperMarginAccountBalance$>,\n  subscriptions: Set<string>,\n) => {\n  from(client.spot_ws.connection$).subscribe(() => {\n    subscriptions.clear();\n  });\n  // subscribe the symbols of positions we held\n  superMarginAccountBalance$\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\n/**\n * 提供超级保证金账户信息服务\n */\nexport const provideSuperMarginAccountInfoService = (\n  terminal: Terminal,\n  accountId: string,\n  credential: ICredential,\n  superMarginAccountUid: number,\n  subscriptions: Set<string>,\n) => {\n  const superMarginAccountBalance$ = getSuperMarginAccountBalance$(credential, superMarginAccountUid);\n  setupSuperMarginWebSocketSubscriptions(superMarginAccountBalance$, subscriptions);\n\n  provideAccountInfoService(\n    terminal,\n    accountId,\n    async () => {\n      // get account balance\n      const accountBalance = await getSpotAccountBalance(credential, 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$.pipe(\n                  //\n                  first((v) => v.ch?.includes('ticker') && v.ch?.includes(currencyData.currency) && v.tick),\n                  map((v): number => v.tick.bid),\n                  timeout(5000),\n                  tap({\n                    error: (e) => {\n                      subscriptions.clear();\n                    },\n                  }),\n                ),\n              );\n              price = tickPrice;\n            } catch {\n              // fallback to REST API\n              const tickerRes = await getSpotTick(credential, { symbol: `${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 ${currencyData.currency}:`, error);\n          }\n        }\n      }\n\n      // calculate equity\n      const equity = positions.reduce((acc, cur) => acc + cur.closable_price * cur.volume, 0) + usdtBalance;\n\n      return {\n        money: {\n          currency: 'USDT',\n          equity,\n          free: equity,\n        },\n        positions,\n      };\n    },\n    { auto_refresh_interval: 1000 },\n  );\n\n  return superMarginAccountBalance$;\n};\n\n/**\n * 提供 SPOT 账户信息服务\n */\nexport const provideSpotAccountInfoService = (\n  terminal: Terminal,\n  accountId: string,\n  credential: ICredential,\n  spotAccountUid: number,\n) => {\n  provideAccountInfoService(\n    terminal,\n    accountId,\n    async () => {\n      const spotBalance = await getSpotAccountBalance(credential, 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};\n"]}