@yuants/vendor-huobi 0.13.1 → 0.14.0

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

@@ -0,0 +1,30 @@
+import { provideAccountActionsWithCredential } from '@yuants/data-account';
+import { Terminal } from '@yuants/protocol';
+import { listAccounts } from './accounts/list';
+import { getSpotAccountInfo } from './accounts/spot';
+import { getSuperMarginAccountInfo } from './accounts/super-margin';
+import { getSwapAccountInfo } from './accounts/swap';
+import { getAccountIds } from './uid';
+provideAccountActionsWithCredential(Terminal.fromNodeEnv(), 'HTX', {
+    type: 'object',
+    required: ['access_key', 'secret_key'],
+    properties: {
+        access_key: { type: 'string' },
+        secret_key: { type: 'string' },
+    },
+}, {
+    listAccounts: listAccounts,
+    getAccountInfo: async (credential, account_id) => {
+        const accounts = await getAccountIds(JSON.stringify(credential));
+        switch (account_id) {
+            case accounts.spot:
+                return getSpotAccountInfo(credential, account_id);
+            case accounts.superMargin:
+                return getSuperMarginAccountInfo(credential, account_id);
+            case accounts.swap:
+                return getSwapAccountInfo(credential, account_id);
+        }
+        throw new Error(`Unsupported account_id: ${account_id}`);
+    },
+});
+//# sourceMappingURL=account-actions-with-credentials.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"account-actions-with-credentials.js","sourceRoot":"","sources":["../src/account-actions-with-credentials.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mCAAmC,EAAE,MAAM,sBAAsB,CAAC;AAC3E,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,YAAY,EAAE,MAAM,iBAAiB,CAAC;AAC/C,OAAO,EAAE,kBAAkB,EAAE,MAAM,iBAAiB,CAAC;AACrD,OAAO,EAAE,yBAAyB,EAAE,MAAM,yBAAyB,CAAC;AACpE,OAAO,EAAE,kBAAkB,EAAE,MAAM,iBAAiB,CAAC;AACrD,OAAO,EAAE,aAAa,EAAE,MAAM,OAAO,CAAC;AAEtC,mCAAmC,CACjC,QAAQ,CAAC,WAAW,EAAE,EACtB,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,YAAY,EAAE,YAAY;IAC1B,cAAc,EAAE,KAAK,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE;QAC/C,MAAM,QAAQ,GAAG,MAAM,aAAa,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;QACjE,QAAQ,UAAU,EAAE;YAClB,KAAK,QAAQ,CAAC,IAAI;gBAChB,OAAO,kBAAkB,CAAC,UAAU,EAAE,UAAU,CAAC,CAAC;YACpD,KAAK,QAAQ,CAAC,WAAW;gBACvB,OAAO,yBAAyB,CAAC,UAAU,EAAE,UAAU,CAAC,CAAC;YAC3D,KAAK,QAAQ,CAAC,IAAI;gBAChB,OAAO,kBAAkB,CAAC,UAAU,EAAE,UAAU,CAAC,CAAC;SACrD;QACD,MAAM,IAAI,KAAK,CAAC,2BAA2B,UAAU,EAAE,CAAC,CAAC;IAC3D,CAAC;CACF,CACF,CAAC","sourcesContent":["import { provideAccountActionsWithCredential } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { listAccounts } from './accounts/list';\nimport { getSpotAccountInfo } from './accounts/spot';\nimport { getSuperMarginAccountInfo } from './accounts/super-margin';\nimport { getSwapAccountInfo } from './accounts/swap';\nimport { getAccountIds } from './uid';\n\nprovideAccountActionsWithCredential(\n  Terminal.fromNodeEnv(),\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    listAccounts: listAccounts,\n    getAccountInfo: async (credential, account_id) => {\n      const accounts = await getAccountIds(JSON.stringify(credential));\n      switch (account_id) {\n        case accounts.spot:\n          return getSpotAccountInfo(credential, account_id);\n        case accounts.superMargin:\n          return getSuperMarginAccountInfo(credential, account_id);\n        case accounts.swap:\n          return getSwapAccountInfo(credential, account_id);\n      }\n      throw new Error(`Unsupported account_id: ${account_id}`);\n    },\n  },\n);\n"]}

package/dist/account-info.js

@@ -1,96 +1,18 @@
 import { provideAccountInfoService } from '@yuants/data-account';
 import { formatTime } from '@yuants/utils';
-import { defer, distinct, filter, first, firstValueFrom, from, map, mergeMap, repeat, retry, shareReplay, tap, timeout, toArray, } from 'rxjs';
+import { defer, distinct, filter, from, map, mergeMap, repeat, retry, shareReplay, tap, toArray } from 'rxjs';
+import { getSpotAccountInfo } from './accounts/spot';
+import { getSuperMarginAccountInfo } from './accounts/super-margin';
+import { getSwapAccountInfo } from './accounts/swap';
 import { client } from './api';
-import { getSpotAccountBalance, getSpotTick, getSwapCrossPositionInfo, getUnifiedAccountInfo, } from './api/private-api';
-import { swapProductService } from './product';
+import { getSpotAccountBalance } from './api/private-api';
 /**
  * 提供 SWAP 账户信息服务
  */
 export const provideSwapAccountInfoService = (terminal, accountId, credential) => {
-    provideAccountInfoService(terminal, accountId, async () => {
-        // balance
-        const balance = await 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 getSwapCrossPositionInfo(credential);
-        const mapProductIdToPerpetualProduct = await firstValueFrom(swapProductService.mapProductIdToProduct$);
-        const positions = (positionsRes.data || []).map((v) => {
-            const product_id = v.contract_code;
-            const theProduct = mapProductIdToPerpetualProduct === null || mapProductIdToPerpetualProduct === void 0 ? void 0 : mapProductIdToPerpetualProduct.get(product_id);
-            const valuation = v.volume * v.last_price * ((theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) || 1);
-            return {
-                position_id: `${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 });
+    provideAccountInfoService(terminal, accountId, async () => getSwapAccountInfo(credential, accountId), {
+        auto_refresh_interval: 1000,
+    });
 };
 /**
  * 获取超级保证金账户余额流
@@ -139,97 +61,15 @@ export const setupSuperMarginWebSocketSubscriptions = (superMarginAccountBalance
 export const provideSuperMarginAccountInfoService = (terminal, accountId, credential, superMarginAccountUid, subscriptions) => {
     const superMarginAccountBalance$ = getSuperMarginAccountBalance$(credential, superMarginAccountUid);
     setupSuperMarginWebSocketSubscriptions(superMarginAccountBalance$, subscriptions);
-    provideAccountInfoService(terminal, accountId, async () => {
-        var _a;
-        // get account balance
-        const accountBalance = await 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 firstValueFrom(client.spot_ws.input$.pipe(
-                        //
-                        first((v) => { var _a, _b; return ((_a = v.ch) === null || _a === void 0 ? void 0 : _a.includes('ticker')) && ((_b = v.ch) === null || _b === void 0 ? void 0 : _b.includes(currencyData.currency)) && v.tick; }), map((v) => v.tick.bid), timeout(5000), tap({
-                            error: (e) => {
-                                subscriptions.clear();
-                            },
-                        })));
-                        price = tickPrice;
-                    }
-                    catch (_b) {
-                        // fallback to REST API
-                        const tickerRes = await getSpotTick(credential, { symbol: `${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(formatTime(Date.now()), `Failed to get price for ${currencyData.currency}:`, error);
-                }
-            }
-        }
-        // calculate equity
-        const equity = positions.reduce((acc, cur) => acc + cur.closable_price * cur.volume, 0) + usdtBalance;
-        return {
-            money: {
-                currency: 'USDT',
-                equity,
-                free: equity,
-            },
-            positions,
-        };
-    }, { auto_refresh_interval: 1000 });
+    provideAccountInfoService(terminal, accountId, async () => getSuperMarginAccountInfo(credential, accountId), { auto_refresh_interval: 1000 });
     return superMarginAccountBalance$;
 };
 /**
  * 提供 SPOT 账户信息服务
  */
-export const provideSpotAccountInfoService = (terminal, accountId, credential, spotAccountUid) => {
-    provideAccountInfoService(terminal, accountId, async () => {
-        var _a, _b;
-        const spotBalance = await 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 });
+export const provideSpotAccountInfoService = (terminal, accountId, credential) => {
+    provideAccountInfoService(terminal, accountId, async () => getSpotAccountInfo(credential, accountId), {
+        auto_refresh_interval: 1000,
+    });
 };
 //# sourceMappingURL=account-info.js.map

package/dist/account-info.js.map

@@ -1 +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"]}
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{ provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\nimport { defer, distinct, filter, from, map, mergeMap, repeat, retry, shareReplay, tap, toArray } from 'rxjs';\nimport { getSpotAccountInfo } from './accounts/spot';\nimport { getSuperMarginAccountInfo } from './accounts/super-margin';\nimport { getSwapAccountInfo } from './accounts/swap';\nimport { client } from './api';\nimport { getSpotAccountBalance, ICredential } from './api/private-api';\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(terminal, accountId, async () => getSwapAccountInfo(credential, accountId), {\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 () => getSuperMarginAccountInfo(credential, accountId),\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) => {\n  provideAccountInfoService(terminal, accountId, async () => getSpotAccountInfo(credential, accountId), {\n    auto_refresh_interval: 1000,\n  });\n};\n"]}

package/dist/accounts/list.js

@@ -0,0 +1,8 @@
+import { getAccountIds } from '../uid';
+export const listAccounts = async (credential) => {
+    const accounts = await getAccountIds(JSON.stringify(credential));
+    if (!accounts)
+        throw new Error('Failed to get Account IDs');
+    return [{ account_id: accounts.spot }, { account_id: accounts.superMargin }, { account_id: accounts.swap }];
+};
+//# sourceMappingURL=list.js.map

package/dist/accounts/list.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"list.js","sourceRoot":"","sources":["../../src/accounts/list.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,aAAa,EAAE,MAAM,QAAQ,CAAC;AAEvC,MAAM,CAAC,MAAM,YAAY,GAA8C,KAAK,EAAE,UAAU,EAAE,EAAE;IAC1F,MAAM,QAAQ,GAAG,MAAM,aAAa,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;IACjE,IAAI,CAAC,QAAQ;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;IAE5D,OAAO,CAAC,EAAE,UAAU,EAAE,QAAQ,CAAC,IAAI,EAAE,EAAE,EAAE,UAAU,EAAE,QAAQ,CAAC,WAAW,EAAE,EAAE,EAAE,UAAU,EAAE,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;AAC9G,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfListAccounts } from '@yuants/data-account';\nimport { ICredential } from '../api/private-api';\nimport { getAccountIds } from '../uid';\n\nexport const listAccounts: IActionHandlerOfListAccounts<ICredential> = async (credential) => {\n  const accounts = await getAccountIds(JSON.stringify(credential));\n  if (!accounts) throw new Error('Failed to get Account IDs');\n\n  return [{ account_id: accounts.spot }, { account_id: accounts.superMargin }, { account_id: accounts.swap }];\n};\n"]}

package/dist/accounts/spot.js

@@ -0,0 +1,20 @@
+import { getSpotAccountBalance } from '../api/private-api';
+import { spotAccountUidCache } from '../uid';
+export const getSpotAccountInfo = async (credential) => {
+    var _a, _b;
+    const spotAccountUid = await spotAccountUidCache.query(JSON.stringify(credential));
+    if (!spotAccountUid)
+        throw new Error('Failed to get Spot Account UID');
+    const spotBalance = await 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: [],
+    };
+};
+//# sourceMappingURL=spot.js.map

package/dist/accounts/spot.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../src/accounts/spot.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,qBAAqB,EAAe,MAAM,oBAAoB,CAAC;AACxE,OAAO,EAAE,mBAAmB,EAAE,MAAM,QAAQ,CAAC;AAE7C,MAAM,CAAC,MAAM,kBAAkB,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;;IAClG,MAAM,cAAc,GAAG,MAAM,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;IACnF,IAAI,CAAC,cAAc;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,CAAC,CAAC;IACvE,MAAM,WAAW,GAAG,MAAM,qBAAqB,CAAC,UAAU,EAAE,cAAc,CAAC,CAAC;IAE5E,MAAM,MAAM,GAAG,CAAC,CAAC,MAAA,MAAA,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,KAAK,MAAM,CAAC,0CAAE,OAAO,mCAAI,CAAC,CAAC,CAAC;IACzF,MAAM,IAAI,GAAG,MAAM,CAAC;IACpB,OAAO;QACL,KAAK,EAAE;YACL,QAAQ,EAAE,MAAM;YAChB,MAAM;YACN,IAAI;SACL;QACD,SAAS,EAAE,EAAE;KACd,CAAC;AACJ,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfGetAccountInfo } from '@yuants/data-account';\nimport { getSpotAccountBalance, ICredential } from '../api/private-api';\nimport { spotAccountUidCache } from '../uid';\n\nexport const getSpotAccountInfo: IActionHandlerOfGetAccountInfo<ICredential> = async (credential) => {\n  const spotAccountUid = await spotAccountUidCache.query(JSON.stringify(credential));\n  if (!spotAccountUid) throw new Error('Failed to get Spot Account UID');\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"]}

package/dist/accounts/super-margin.js

@@ -0,0 +1,74 @@
+import { createCache } from '@yuants/cache';
+import { formatTime } from '@yuants/utils';
+import { getSpotAccountBalance } from '../api/private-api';
+import { getSpotTick } from '../api/public-api';
+import { superMarginAccountUidCache } from '../uid';
+const spotTickCache = createCache((currency) => getSpotTick({ symbol: `${currency}usdt` }), {
+    expire: 300000,
+    swrAfter: 10000, // 10 seconds
+});
+/**
+ * 全仓杠杆账户 (Super Margin Account)
+ */
+export const getSuperMarginAccountInfo = async (credential) => {
+    var _a;
+    // get account balance
+    const superMarginAccountUid = await superMarginAccountUidCache.query(JSON.stringify(credential));
+    if (!superMarginAccountUid)
+        throw new Error('Failed to get Super Margin Account UID');
+    const accountBalance = await getSpotAccountBalance(credential, superMarginAccountUid);
+    const balanceList = ((_a = accountBalance.data) === null || _a === void 0 ? void 0 : _a.list) || [];
+    // calculate usdt balance
+    const usdtBalance = balanceList
+        .filter((v) => v.currency === 'usdt')
+        .reduce((acc, cur) => acc + +cur.balance, 0);
+    // get positions (non-usdt currencies)
+    const positions = [];
+    const nonUsdtCurrencies = balanceList
+        .filter((v) => v.currency !== 'usdt')
+        .reduce((acc, cur) => {
+        const existing = acc.find((item) => item.currency === cur.currency);
+        if (existing) {
+            existing.balance += +cur.balance;
+        }
+        else {
+            acc.push({ currency: cur.currency, balance: +cur.balance });
+        }
+        return acc;
+    }, []);
+    // get prices and create positions
+    for (const currencyData of nonUsdtCurrencies) {
+        if (currencyData.balance > 0) {
+            const tickerRes = await spotTickCache.query(currencyData.currency);
+            const price = (tickerRes === null || tickerRes === void 0 ? void 0 : tickerRes.tick.close) || 0;
+            try {
+                // get current price from websocket or fallback to REST API
+                positions.push({
+                    position_id: `${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(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,
+    };
+};
+//# sourceMappingURL=super-margin.js.map

package/dist/accounts/super-margin.js.map

@@ -0,0 +1 @@
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balance: number }[]);\n\n  // get prices and create positions\n  for (const currencyData of nonUsdtCurrencies) {\n    if (currencyData.balance > 0) {\n      const tickerRes = await spotTickCache.query(currencyData.currency);\n      const price = tickerRes?.tick.close || 0;\n      try {\n        // get current price from websocket or fallback to REST API\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"]}

package/dist/accounts/swap.js

@@ -0,0 +1,87 @@
+import { firstValueFrom } from 'rxjs';
+import { getSwapCrossPositionInfo, getUnifiedAccountInfo } from '../api/private-api';
+import { swapProductService } from '../product';
+export const getSwapAccountInfo = async (credential) => {
+    // balance
+    const balance = await 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 getSwapCrossPositionInfo(credential);
+    const mapProductIdToPerpetualProduct = await firstValueFrom(swapProductService.mapProductIdToProduct$);
+    const positions = (positionsRes.data || []).map((v) => {
+        const product_id = v.contract_code;
+        const theProduct = mapProductIdToPerpetualProduct === null || mapProductIdToPerpetualProduct === void 0 ? void 0 : mapProductIdToPerpetualProduct.get(product_id);
+        const valuation = v.volume * v.last_price * ((theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) || 1);
+        return {
+            position_id: `${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,
+    };
+};
+//# sourceMappingURL=swap.js.map

package/dist/accounts/swap.js.map

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'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"]}

package/dist/api/private-api.js

@@ -89,14 +89,6 @@ export const getSpotAccountBalance = (credential, account_uid) => {
 export const getCrossMarginLoanInfo = (credential) => {
     return privateRequest(credential, 'GET', '/v1/cross-margin/loan-info', 'api.huobi.pro');
 };
-/**
- * 获取现货行情
- *
- * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3fc25-7773-11ed-9966-0242ac110003
- */
-export const getSpotTick = (credential, params) => {
-    return privateRequest(credential, 'GET', `/market/detail/merged`, 'api.huobi.pro', params);
-};
 /**
  * 现货下单
  *