@yuants/vendor-huobi 0.14.5 → 0.15.0

package/lib/services/exchange.js

@@ -0,0 +1,77 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const private_api_1 = require("../api/private-api");
+const spot_1 = require("./accounts/spot");
+const super_margin_1 = require("./accounts/super-margin");
+const swap_1 = require("./accounts/swap");
+const listOrders_1 = require("./orders/listOrders");
+const submitOrder_1 = require("./orders/submitOrder");
+const product_1 = require("./product");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+(0, exchange_1.provideExchangeServices)(terminal, {
+    name: 'HTX',
+    credentialSchema: {
+        type: 'object',
+        required: ['access_key', 'secret_key'],
+        properties: {
+            access_key: { type: 'string' },
+            secret_key: { type: 'string' },
+        },
+    },
+    getCredentialId: async (credential) => {
+        const res = await (0, private_api_1.getUid)(credential);
+        return (0, utils_1.encodePath)('HTX', res.data);
+    },
+    listProducts: product_1.listProducts,
+    getPositions: async (credential) => {
+        const [swap, spot, superMargin] = await Promise.all([
+            (0, swap_1.getSwapAccountInfo)(credential),
+            (0, spot_1.getSpotAccountInfo)(credential, 'spot'),
+            (0, super_margin_1.getSuperMarginAccountInfo)(credential, 'super-margin'),
+        ]);
+        return [...swap, ...spot, ...superMargin];
+    },
+    getOrders: async (credential) => {
+        const swapOrders = await (0, listOrders_1.listSwapOrders)(credential);
+        return swapOrders;
+    },
+    submitOrder: submitOrder_1.submitOrder,
+    cancelOrder: async (credential, order) => {
+        throw new Error('Not Implemented');
+    },
+    modifyOrder: async (credential, order) => {
+        throw new Error('Not Implemented');
+    },
+    getPositionsByProductId: async (credential, product_id) => {
+        const [, instType] = (0, utils_1.decodePath)(product_id);
+        if (instType === 'SPOT') {
+            const positions = await (0, spot_1.getSpotAccountInfo)(credential, product_id);
+            return positions.filter((pos) => pos.product_id === product_id);
+        }
+        if (instType === 'SWAP') {
+            const positions = await (0, swap_1.getSwapAccountInfo)(credential);
+            return positions.filter((pos) => pos.product_id === product_id);
+        }
+        if (instType === 'SUPER-MARGIN') {
+            const positions = await (0, super_margin_1.getSuperMarginAccountInfo)(credential, product_id);
+            return positions.filter((pos) => pos.product_id === product_id);
+        }
+        throw (0, utils_1.newError)('UnsupportedProductId', { product_id });
+    },
+    getOrdersByProductId: async (credential, product_id) => {
+        const [, instType] = (0, utils_1.decodePath)(product_id);
+        // if (instType === 'SPOT') {
+        //   const orders = await listSpotOrders(credential, product_id);
+        //   return orders.filter((order) => order.product_id === product_id);
+        // }
+        if (instType === 'SWAP') {
+            const orders = await (0, listOrders_1.listSwapOrders)(credential);
+            return orders.filter((order) => order.product_id === product_id);
+        }
+        throw (0, utils_1.newError)('UnsupportedProductId', { product_id });
+    },
+});
+//# sourceMappingURL=exchange.js.map

package/lib/services/exchange.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"exchange.js","sourceRoot":"","sources":["../../src/services/exchange.ts"],"names":[],"mappings":";;AACA,+CAA2D;AAC3D,+CAA4C;AAC5C,yCAAiE;AACjE,oDAAyD;AACzD,0CAAqD;AACrD,0DAAoE;AACpE,0CAAqD;AACrD,oDAAqD;AACrD,sDAAmD;AACnD,uCAAyC;AAEzC,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAuB,EAAc,QAAQ,EAAE;IAC7C,IAAI,EAAE,KAAK;IACX,gBAAgB,EAAE;QAChB,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,YAAY,CAAC;QACtC,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC9B,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF;IACD,eAAe,EAAE,KAAK,EAAE,UAAU,EAAE,EAAE;QACpC,MAAM,GAAG,GAAG,MAAM,IAAA,oBAAM,EAAC,UAAU,CAAC,CAAC;QACrC,OAAO,IAAA,kBAAU,EAAC,KAAK,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC;IACrC,CAAC;IACD,YAAY,EAAZ,sBAAY;IACZ,YAAY,EAAE,KAAK,EAAE,UAAU,EAAE,EAAE;QACjC,MAAM,CAAC,IAAI,EAAE,IAAI,EAAE,WAAW,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAClD,IAAA,yBAAkB,EAAC,UAAU,CAAC;YAC9B,IAAA,yBAAkB,EAAC,UAAU,EAAE,MAAM,CAAC;YACtC,IAAA,wCAAyB,EAAC,UAAU,EAAE,cAAc,CAAC;SACtD,CAAC,CAAC;QACH,OAAO,CAAC,GAAG,IAAI,EAAE,GAAG,IAAI,EAAE,GAAG,WAAW,CAAC,CAAC;IAC5C,CAAC;IACD,SAAS,EAAE,KAAK,EAAE,UAAU,EAAE,EAAE;QAC9B,MAAM,UAAU,GAAG,MAAM,IAAA,2BAAc,EAAC,UAAU,CAAC,CAAC;QACpD,OAAO,UAAU,CAAC;IACpB,CAAC;IACD,WAAW,EAAX,yBAAW;IACX,WAAW,EAAE,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;QACvC,MAAM,IAAI,KAAK,CAAC,iBAAiB,CAAC,CAAC;IACrC,CAAC;IACD,WAAW,EAAE,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,EAAE;QACvC,MAAM,IAAI,KAAK,CAAC,iBAAiB,CAAC,CAAC;IACrC,CAAC;IACD,uBAAuB,EAAE,KAAK,EAAE,UAAU,EAAE,UAAU,EAAE,EAAE;QACxD,MAAM,CAAC,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;QAC5C,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,SAAS,GAAG,MAAM,IAAA,yBAAkB,EAAC,UAAU,EAAE,UAAU,CAAC,CAAC;YACnE,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SACjE;QACD,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,SAAS,GAAG,MAAM,IAAA,yBAAkB,EAAC,UAAU,CAAC,CAAC;YACvD,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SACjE;QACD,IAAI,QAAQ,KAAK,cAAc,EAAE;YAC/B,MAAM,SAAS,GAAG,MAAM,IAAA,wCAAyB,EAAC,UAAU,EAAE,UAAU,CAAC,CAAC;YAC1E,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SACjE;QACD,MAAM,IAAA,gBAAQ,EAAC,sBAAsB,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC;IACzD,CAAC;IACD,oBAAoB,EAAE,KAAK,EAAE,UAAuB,EAAE,UAAkB,EAAqB,EAAE;QAC7F,MAAM,CAAC,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;QAC5C,6BAA6B;QAC7B,iEAAiE;QACjE,sEAAsE;QACtE,IAAI;QACJ,IAAI,QAAQ,KAAK,MAAM,EAAE;YACvB,MAAM,MAAM,GAAG,MAAM,IAAA,2BAAc,EAAC,UAAU,CAAC,CAAC;YAChD,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;SAClE;QACD,MAAM,IAAA,gBAAQ,EAAC,sBAAsB,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC;IACzD,CAAC;CACF,CAAC,CAAC","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { provideExchangeServices } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, encodePath, newError } from '@yuants/utils';\nimport { ICredential, getUid } from '../api/private-api';\nimport { getSpotAccountInfo } from './accounts/spot';\nimport { getSuperMarginAccountInfo } from './accounts/super-margin';\nimport { getSwapAccountInfo } from './accounts/swap';\nimport { listSwapOrders } from './orders/listOrders';\nimport { submitOrder } from './orders/submitOrder';\nimport { listProducts } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\nprovideExchangeServices<ICredential>(terminal, {\n  name: 'HTX',\n  credentialSchema: {\n    type: 'object',\n    required: ['access_key', 'secret_key'],\n    properties: {\n      access_key: { type: 'string' },\n      secret_key: { type: 'string' },\n    },\n  },\n  getCredentialId: async (credential) => {\n    const res = await getUid(credential);\n    return encodePath('HTX', res.data);\n  },\n  listProducts,\n  getPositions: async (credential) => {\n    const [swap, spot, superMargin] = await Promise.all([\n      getSwapAccountInfo(credential),\n      getSpotAccountInfo(credential, 'spot'),\n      getSuperMarginAccountInfo(credential, 'super-margin'),\n    ]);\n    return [...swap, ...spot, ...superMargin];\n  },\n  getOrders: async (credential) => {\n    const swapOrders = await listSwapOrders(credential);\n    return swapOrders;\n  },\n  submitOrder,\n  cancelOrder: async (credential, order) => {\n    throw new Error('Not Implemented');\n  },\n  modifyOrder: async (credential, order) => {\n    throw new Error('Not Implemented');\n  },\n  getPositionsByProductId: async (credential, product_id) => {\n    const [, instType] = decodePath(product_id);\n    if (instType === 'SPOT') {\n      const positions = await getSpotAccountInfo(credential, product_id);\n      return positions.filter((pos) => pos.product_id === product_id);\n    }\n    if (instType === 'SWAP') {\n      const positions = await getSwapAccountInfo(credential);\n      return positions.filter((pos) => pos.product_id === product_id);\n    }\n    if (instType === 'SUPER-MARGIN') {\n      const positions = await getSuperMarginAccountInfo(credential, product_id);\n      return positions.filter((pos) => pos.product_id === product_id);\n    }\n    throw newError('UnsupportedProductId', { product_id });\n  },\n  getOrdersByProductId: async (credential: ICredential, product_id: string): Promise<IOrder[]> => {\n    const [, instType] = decodePath(product_id);\n    // if (instType === 'SPOT') {\n    //   const orders = await listSpotOrders(credential, product_id);\n    //   return orders.filter((order) => order.product_id === product_id);\n    // }\n    if (instType === 'SWAP') {\n      const orders = await listSwapOrders(credential);\n      return orders.filter((order) => order.product_id === product_id);\n    }\n    throw newError('UnsupportedProductId', { product_id });\n  },\n});\n"]}

package/lib/services/market-data/interest_rate.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest_rate.d.ts","sourceRoot":"","sources":["../../../src/services/market-data/interest_rate.ts"],"names":[],"mappings":""}

package/lib/{interest_rate.js → services/market-data/interest_rate.js}

@@ -16,45 +16,49 @@ const data_series_1 = require("@yuants/data-series");
 const protocol_1 = require("@yuants/protocol");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const public_api_1 = require("./api/public-api");
+const public_api_1 = require("../../api/public-api");
 (0, data_series_1.createSeriesProvider)(protocol_1.Terminal.fromNodeEnv(), {
     tableName: 'interest_rate',
-    series_id_prefix_parts: ['HUOBI-SWAP'],
+    series_id_prefix_parts: ['HTX'],
     reversed: true,
     serviceOptions: { concurrent: 10 },
     queryFn: function ({ series_id, started_at }) {
         return __asyncGenerator(this, arguments, function* () {
             const [datasource_id, product_id] = (0, utils_1.decodePath)(series_id);
-            let current_page = 0;
-            let total_page = 1;
-            while (true) {
-                // 向前翻页，时间降序
-                const res = yield __await((0, public_api_1.getSwapHistoricalFundingRate)({
-                    contract_code: product_id,
-                    page_index: current_page,
-                }));
-                if (res.status !== 'ok') {
-                    throw `API failed: ${res.status}`;
+            const [, instType] = (0, utils_1.decodePath)(product_id);
+            if (instType === 'SWAP') {
+                let current_page = 0;
+                let total_page = 1;
+                while (true) {
+                    // 向前翻页，时间降序
+                    const res = yield __await((0, public_api_1.getSwapHistoricalFundingRate)({
+                        contract_code: product_id,
+                        page_index: current_page,
+                    }));
+                    if (res.status !== 'ok') {
+                        throw `API failed: ${res.status}`;
+                    }
+                    if (res.data.data.length === 0)
+                        break;
+                    yield yield __await(res.data.data.map((v) => ({
+                        series_id,
+                        datasource_id,
+                        product_id,
+                        created_at: (0, utils_1.formatTime)(+v.funding_time),
+                        long_rate: `${-v.funding_rate}`,
+                        short_rate: `${v.funding_rate}`,
+                        settlement_price: '',
+                    })));
+                    total_page = res.data.total_page;
+                    current_page++;
+                    if (current_page >= total_page)
+                        break;
+                    if (+res.data.data[res.data.data.length - 1].funding_time <= started_at)
+                        break;
+                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
                 }
-                if (res.data.data.length === 0)
-                    break;
-                yield yield __await(res.data.data.map((v) => ({
-                    series_id,
-                    datasource_id,
-                    product_id,
-                    created_at: (0, utils_1.formatTime)(+v.funding_time),
-                    long_rate: `${-v.funding_rate}`,
-                    short_rate: `${v.funding_rate}`,
-                    settlement_price: '',
-                })));
-                total_page = res.data.total_page;
-                current_page++;
-                if (current_page >= total_page)
-                    break;
-                if (+res.data.data[res.data.data.length - 1].funding_time <= started_at)
-                    break;
-                yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
             }
+            throw (0, utils_1.newError)('UNSUPPORTED_INST_TYPE', { instType });
         });
     },
 });

package/lib/services/market-data/interest_rate.js.map

@@ -0,0 +1 @@
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package/lib/services/market-data/quote.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../../../src/services/market-data/quote.ts"],"names":[],"mappings":""}

package/lib/{quote.js → services/market-data/quote.js}

@@ -4,14 +4,14 @@ const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const public_api_1 = require("./api/public-api");
+const public_api_1 = require("../../api/public-api");
 const swapBboTick$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSwapMarketBbo)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const quote1$ = swapBboTick$.pipe((0, rxjs_1.mergeMap)((res) => res.ticks || []), (0, rxjs_1.map)((tick) => {
     const [ask_price = '', ask_volume = ''] = tick.ask || [];
     const [bid_price = '', bid_volume = ''] = tick.bid || [];
     return {
-        datasource_id: 'HUOBI-SWAP',
-        product_id: tick.contract_code,
+        datasource_id: 'HTX',
+        product_id: (0, utils_1.encodePath)('HTX', 'SWAP', tick.contract_code),
         ask_price: `${ask_price}`,
         bid_price: `${bid_price}`,
         ask_volume: `${ask_volume}`,
@@ -21,15 +21,15 @@ const quote1$ = swapBboTick$.pipe((0, rxjs_1.mergeMap)((res) => res.ticks || [])
 const mapSwapContractCodeToBboTick$ = (0, rxjs_1.defer)(() => swapBboTick$).pipe((0, rxjs_1.mergeMap)((res) => (0, rxjs_1.from)(res.ticks).pipe((0, rxjs_1.map)((tick) => [tick.contract_code, tick]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((ticks) => Object.fromEntries(ticks)))), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const swapTradeTick$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSwapMarketTrade)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const quote2$ = swapTradeTick$.pipe((0, rxjs_1.mergeMap)((res) => { var _a; return ((_a = res.tick) === null || _a === void 0 ? void 0 : _a.data) || []; }), (0, rxjs_1.map)((tick) => ({
-    datasource_id: 'HUOBI-SWAP',
-    product_id: tick.contract_code,
+    datasource_id: 'HTX',
+    product_id: (0, utils_1.encodePath)('HTX', 'SWAP', tick.contract_code),
     last_price: `${tick.price}`,
 })));
 const mapSwapContractCodeToTradeTick$ = (0, rxjs_1.defer)(() => swapTradeTick$).pipe((0, rxjs_1.mergeMap)((res) => (0, rxjs_1.from)(res.tick.data).pipe((0, rxjs_1.map)((tick) => [tick.contract_code, tick]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((ticks) => Object.fromEntries(ticks)))), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const swapFundingRateTick$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSwapBatchFundingRate)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const quote3$ = swapFundingRateTick$.pipe((0, rxjs_1.mergeMap)((res) => res.data || []), (0, rxjs_1.map)((tick) => ({
-    datasource_id: 'HUOBI-SWAP',
-    product_id: tick.contract_code,
+    datasource_id: 'HTX',
+    product_id: (0, utils_1.encodePath)('HTX', 'SWAP', tick.contract_code),
     interest_rate_long: `${-tick.funding_rate}`,
     interest_rate_short: `${tick.funding_rate}`,
     interest_rate_next_settled_at: (0, utils_1.formatTime)(+tick.funding_time),
@@ -37,8 +37,8 @@ const quote3$ = swapFundingRateTick$.pipe((0, rxjs_1.mergeMap)((res) => res.data
 const mapSwapContractCodeToFundingRateTick$ = (0, rxjs_1.defer)(() => swapFundingRateTick$).pipe((0, rxjs_1.mergeMap)((res) => (0, rxjs_1.from)(res.data).pipe((0, rxjs_1.map)((tick) => [tick.contract_code, tick]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((ticks) => Object.fromEntries(ticks)))), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const swapOpenInterest$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSwapOpenInterest)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const quote4$ = swapOpenInterest$.pipe((0, rxjs_1.mergeMap)((res) => res.data || []), (0, rxjs_1.map)((tick) => ({
-    datasource_id: 'HUOBI-SWAP',
-    product_id: tick.contract_code,
+    datasource_id: 'HTX',
+    product_id: (0, utils_1.encodePath)('HTX', 'SWAP', tick.contract_code),
     open_interest: `${tick.volume}`,
 })));
 if (process.env.WRITE_QUOTE_TO_SQL === 'true') {

package/lib/services/market-data/quote.js.map

@@ -0,0 +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 {\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$.pipe(\n  mergeMap((res) => res.ticks || []),\n  map((tick): Partial<IQuote> => {\n    const [ask_price = '', ask_volume = ''] = tick.ask || [];\n    const [bid_price = '', bid_volume = ''] = tick.bid || [];\n    return {\n      datasource_id: 'HTX',\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      ask_price: `${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$.pipe(\n  mergeMap((res) => res.tick?.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HTX',\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      last_price: `${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$.pipe(\n  mergeMap((res) => res.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HTX',\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      interest_rate_long: `${-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$.pipe(\n  mergeMap((res) => res.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HTX',\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      open_interest: `${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"]}

package/lib/services/orders/listOrders.d.ts

@@ -0,0 +1,4 @@
+import { IOrder } from '@yuants/data-order';
+import { ICredential } from '../../api/private-api';
+export declare const listSwapOrders: (credential: ICredential) => Promise<IOrder[]>;
+//# sourceMappingURL=listOrders.d.ts.map

package/lib/services/orders/listOrders.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"listOrders.d.ts","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAC5C,OAAO,EAAqB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEvE,eAAO,MAAM,cAAc,eAAsB,WAAW,KAAG,QAAQ,MAAM,EAAE,CA8C9E,CAAC"}

package/lib/services/orders/listOrders.js

@@ -0,0 +1,48 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.listSwapOrders = void 0;
+const private_api_1 = require("../../api/private-api");
+const listSwapOrders = async (credential) => {
+    var _a;
+    const orders = [];
+    let page_index = 1;
+    const page_size = 50;
+    while (true) {
+        const ordersRes = await (0, private_api_1.getSwapOpenOrders)(credential, { page_index, page_size });
+        if (!((_a = ordersRes.data) === null || _a === void 0 ? void 0 : _a.orders) || ordersRes.data.orders.length === 0) {
+            break;
+        }
+        const pageOrders = ordersRes.data.orders.map((v) => {
+            return {
+                order_id: v.order_id_str,
+                account_id: `huobi/swap`,
+                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',
+                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 orders;
+};
+exports.listSwapOrders = listSwapOrders;
+//# sourceMappingURL=listOrders.js.map

package/lib/services/orders/listOrders.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":";;;AACA,uDAAuE;AAEhE,MAAM,cAAc,GAAG,KAAK,EAAE,UAAuB,EAAqB,EAAE;;IACjF,MAAM,MAAM,GAAa,EAAE,CAAC;IAC5B,IAAI,UAAU,GAAG,CAAC,CAAC;IACnB,MAAM,SAAS,GAAG,EAAE,CAAC;IAErB,OAAO,IAAI,EAAE;QACX,MAAM,SAAS,GAAG,MAAM,IAAA,+BAAiB,EAAC,UAAU,EAAE,EAAE,UAAU,EAAE,SAAS,EAAE,CAAC,CAAC;QACjF,IAAI,CAAC,CAAA,MAAA,SAAS,CAAC,IAAI,0CAAE,MAAM,CAAA,IAAI,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE;YACjE,MAAM;SACP;QAED,MAAM,UAAU,GAAa,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAU,EAAE;YACnE,OAAO;gBACL,QAAQ,EAAE,CAAC,CAAC,YAAY;gBACxB,UAAU,EAAE,YAAY;gBACxB,UAAU,EAAE,CAAC,CAAC,aAAa;gBAC3B,UAAU,EAAE,CAAC,WAAW,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,gBAAgB,CAAC;oBACpD,CAAC,CAAC,QAAQ;oBACV,CAAC,CAAC,CAAC,OAAO,EAAE,UAAU,EAAE,WAAW,EAAE,WAAW,EAAE,YAAY,EAAE,YAAY,CAAC,CAAC,QAAQ,CAClF,CAAC,CAAC,gBAAgB,CACnB;wBACH,CAAC,CAAC,OAAO;wBACT,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,gBAAgB,CAAC;4BACtC,CAAC,CAAC,KAAK;4BACP,CAAC,CAAC,CAAC,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,CAAC;gCACpC,CAAC,CAAC,KAAK;gCACP,CAAC,CAAC,MAAM;gBACV,eAAe,EACb,CAAC,CAAC,SAAS,KAAK,MAAM;oBACpB,CAAC,CAAC,CAAC,CAAC,MAAM,KAAK,KAAK;wBAClB,CAAC,CAAC,WAAW;wBACb,CAAC,CAAC,YAAY;oBAChB,CAAC,CAAC,CAAC,CAAC,MAAM,KAAK,KAAK;wBACpB,CAAC,CAAC,aAAa;wBACf,CAAC,CAAC,YAAY;gBAClB,MAAM,EAAE,CAAC,CAAC,MAAM;gBAChB,SAAS,EAAE,CAAC,CAAC,UAAU;gBACvB,KAAK,EAAE,CAAC,CAAC,KAAK;gBACd,aAAa,EAAE,CAAC,CAAC,YAAY;aAC9B,CAAC;QACJ,CAAC,CAAC,CAAC;QAEH,MAAM,CAAC,IAAI,CAAC,GAAG,UAAU,CAAC,CAAC;QAC3B,UAAU,EAAE,CAAC;KACd;IACD,OAAO,MAAM,CAAC;AAChB,CAAC,CAAC;AA9CW,QAAA,cAAc,kBA8CzB","sourcesContent":["import { IOrder } from '@yuants/data-order';\nimport { getSwapOpenOrders, ICredential } from '../../api/private-api';\n\nexport const listSwapOrders = async (credential: ICredential): Promise<IOrder[]> => {\n  const orders: IOrder[] = [];\n  let page_index = 1;\n  const page_size = 50;\n\n  while (true) {\n    const ordersRes = await getSwapOpenOrders(credential, { 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: `huobi/swap`, // Placeholder, will be adjusted if needed\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  return orders;\n};\n"]}

package/lib/{orders → services/orders}/submitOrder.d.ts

@@ -1,5 +1,5 @@
 import { IOrder } from '@yuants/data-order';
-import { ICredential } from '../api/private-api';
+import { ICredential } from '../../api/private-api';
 export declare const submitOrder: (credential: ICredential, order: IOrder) => Promise<{
     order_id: string;
 }>;

package/lib/services/orders/submitOrder.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAG5C,OAAO,EACL,WAAW,EAMZ,MAAM,uBAAuB,CAAC;AAqG/B,eAAO,MAAM,WAAW,eAAgB,WAAW,SAAS,MAAM,KAAG,QAAQ;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAShG,CAAC"}

package/lib/{orders → services/orders}/submitOrder.js

@@ -3,8 +3,8 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.submitOrder = void 0;
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
-const private_api_1 = require("../api/private-api");
-const public_api_1 = require("../api/public-api");
+const private_api_1 = require("../../api/private-api");
+const public_api_1 = require("../../api/public-api");
 const product_1 = require("../product");
 const uid_1 = require("../uid");
 /**
@@ -50,7 +50,7 @@ async function handleSuperMarginOrder(order, credential) {
     // 获取账户余额, 产品信息和价格
     const [balanceRes, mapProductIdToProduct, priceRes] = await Promise.all([
         (0, private_api_1.getSpotAccountBalance)(credential, superMarginAccountUid),
-        (0, rxjs_1.firstValueFrom)(product_1.spotProductService.mapProductIdToProduct$),
+        (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$),
         (0, public_api_1.getSpotTick)({ symbol: order.product_id }),
     ]);
     const balance = balanceRes.data.list
@@ -86,13 +86,14 @@ async function handleSuperMarginOrder(order, credential) {
     return { order_id: result.data.orderId.toString() };
 }
 const submitOrder = (credential, order) => {
-    if (order.account_id.includes('swap')) {
+    const [, instType] = (0, utils_1.decodePath)(order.product_id);
+    if (instType === 'SWAP') {
         return handleSwapOrder(order, credential);
     }
-    if (order.account_id.includes('super-margin')) {
+    if (instType === 'SUPER-MARGIN') {
         return handleSuperMarginOrder(order, credential);
     }
-    throw new Error(`Unsupported account_id for order submission: ${order.account_id}`);
+    throw (0, utils_1.newError)('UNSUPPORTED_INST_TYPE', { order_type: instType });
 };
 exports.submitOrder = submitOrder;
 //# sourceMappingURL=submitOrder.js.map

package/lib/services/orders/submitOrder.js.map

@@ -0,0 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport { firstValueFrom } from 'rxjs';\nimport {\n  ICredential,\n  getCrossMarginLoanInfo,\n  getSpotAccountBalance,\n  getSwapCrossPositionInfo,\n  postSpotOrder,\n  postSwapOrder,\n} from '../../api/private-api';\nimport { getSpotTick } from '../../api/public-api';\nimport { productService } 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=${result.status}`);\n  }\n  return { order_id: result.data.order_id_str };\n}\n\n/**\n * 处理 super-margin 账户订单提交\n */\nasync function handleSuperMarginOrder(order: IOrder, credential: ICredential): Promise<{ order_id: string }> {\n  // 获取可贷款金额\n  const superMarginAccountUid = await superMarginAccountUidCache.query(JSON.stringify(credential));\n  if (!superMarginAccountUid) throw new Error('Super margin account UID not found');\n  const loanInfo = await getCrossMarginLoanInfo(credential);\n  const usdtLoanable = loanInfo.data.find((v) => v.currency === 'usdt');\n  if (!usdtLoanable) throw new Error('USDT loanable amount not found');\n  const loanable = +usdtLoanable['loanable-amt'];\n\n  // 获取账户余额, 产品信息和价格\n  const [balanceRes, mapProductIdToProduct, priceRes] = await Promise.all([\n    getSpotAccountBalance(credential, superMarginAccountUid),\n    firstValueFrom(productService.mapProductIdToProduct$),\n    getSpotTick({ 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  const [, instType] = decodePath(order.product_id);\n  if (instType === 'SWAP') {\n    return handleSwapOrder(order, credential);\n  }\n  if (instType === 'SUPER-MARGIN') {\n    return handleSuperMarginOrder(order, credential);\n  }\n  throw newError('UNSUPPORTED_INST_TYPE', { order_type: instType });\n};\n"]}

package/lib/services/product.d.ts

@@ -0,0 +1,4 @@
+import { IProduct } from '@yuants/data-product';
+export declare const listProducts: () => Promise<IProduct[]>;
+export declare const productService: import("@yuants/data-product").IQueryProductsService;
+//# sourceMappingURL=product.d.ts.map

package/lib/services/product.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../../src/services/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAA+B,MAAM,sBAAsB,CAAC;AAoF7E,eAAO,MAAM,YAAY,QAAa,QAAQ,QAAQ,EAAE,CAGvD,CAAC;AAEF,eAAO,MAAM,cAAc,sDAEzB,CAAC"}

package/lib/{product.js → services/product.js}

@@ -1,12 +1,13 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.spotProductService = exports.swapProductService = void 0;
+exports.productService = exports.listProducts = void 0;
 const data_product_1 = require("@yuants/data-product");
 const protocol_1 = require("@yuants/protocol");
-const public_api_1 = require("./api/public-api");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 // Provide QueryProducts service for swap products
-exports.swapProductService = (0, data_product_1.provideQueryProductsService)(terminal, 'HUOBI-SWAP', async (req) => {
+const listSwapProducts = async () => {
     var _a;
     const products = [];
     // Get perpetual contract products and cross leverage data in parallel
@@ -19,8 +20,8 @@ exports.swapProductService = (0, data_product_1.provideQueryProductsService)(ter
             continue; // Only include active contracts
         const maxLeverage = (_a = crossLeverage === null || crossLeverage === void 0 ? void 0 : crossLeverage.data.find((x) => x.contract_code === symbol.contract_code)) === null || _a === void 0 ? void 0 : _a.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);
         products.push({
-            datasource_id: 'HUOBI-SWAP',
-            product_id: symbol.contract_code,
+            datasource_id: 'HTX',
+            product_id: (0, utils_1.encodePath)('HTX', 'SWAP', symbol.contract_code),
             base_currency: symbol.symbol,
             quote_currency: 'USDT',
             value_scale: symbol.contract_size,
@@ -35,16 +36,14 @@ exports.swapProductService = (0, data_product_1.provideQueryProductsService)(ter
             max_volume: 0,
             allow_long: true,
             allow_short: true,
-            market_id: 'HUOBI/SWAP',
+            market_id: 'HTX',
             no_interest_rate: false,
         });
     }
     return products;
-}, {
-    auto_refresh_interval: 3600000,
-});
+};
 // Provide QueryProducts service for spot products
-exports.spotProductService = (0, data_product_1.provideQueryProductsService)(terminal, 'HUOBI-SPOT', async (req) => {
+const listSpotProducts = async () => {
     const products = [];
     // Get spot products
     const spotSymbols = await (0, public_api_1.getSpotSymbols)();
@@ -52,8 +51,8 @@ exports.spotProductService = (0, data_product_1.provideQueryProductsService)(ter
         if (symbol.state !== 'online')
             continue; // Only include online symbols
         products.push({
-            datasource_id: 'HUOBI-SPOT',
-            product_id: symbol.sc,
+            datasource_id: 'HTX',
+            product_id: (0, utils_1.encodePath)('HTX', 'SPOT', symbol.sc),
             base_currency: symbol.bc,
             quote_currency: symbol.qc,
             value_scale: 1,
@@ -73,7 +72,13 @@ exports.spotProductService = (0, data_product_1.provideQueryProductsService)(ter
         });
     }
     return products;
-}, {
+};
+const listProducts = async () => {
+    const [swapProducts, spotProducts] = await Promise.all([listSwapProducts(), listSpotProducts()]);
+    return [...swapProducts, ...spotProducts];
+};
+exports.listProducts = listProducts;
+exports.productService = (0, data_product_1.provideQueryProductsService)(terminal, 'HTX', exports.listProducts, {
     auto_refresh_interval: 3600000,
 });
 //# sourceMappingURL=product.js.map

package/lib/services/product.js.map

@@ -0,0 +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: 'HTX',\n      product_id: encodePath('HTX', 'SWAP', 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: 'HTX',\n      no_interest_rate: false,\n    });\n  }\n\n  return products;\n};\n\n// Provide QueryProducts service for spot products\nconst listSpotProducts = async (): 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: 'HTX',\n      product_id: encodePath('HTX', 'SPOT', 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\nexport const listProducts = async (): Promise<IProduct[]> => {\n  const [swapProducts, spotProducts] = await Promise.all([listSwapProducts(), listSpotProducts()]);\n  return [...swapProducts, ...spotProducts];\n};\n\nexport const productService = provideQueryProductsService(terminal, 'HTX', listProducts, {\n  auto_refresh_interval: 3600_000,\n});\n"]}

package/lib/{uid.d.ts → services/uid.d.ts}

@@ -4,9 +4,4 @@ export declare const uidCache: import("@yuants/cache").ICache<{
 }>;
 export declare const superMarginAccountUidCache: import("@yuants/cache").ICache<number>;
 export declare const spotAccountUidCache: import("@yuants/cache").ICache<number>;
-export declare const getAccountIds: (key: string) => Promise<{
-    spot: string;
-    superMargin: string;
-    swap: string;
-}>;
 //# sourceMappingURL=uid.d.ts.map

package/lib/services/uid.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"uid.d.ts","sourceRoot":"","sources":["../../src/services/uid.ts"],"names":[],"mappings":"AAGA,eAAO,MAAM,QAAQ;;;EAAgD,CAAC;AAItE,eAAO,MAAM,0BAA0B,wCAEtC,CAAC;AAEF,eAAO,MAAM,mBAAmB,wCAE/B,CAAC"}

package/lib/{uid.js → services/uid.js}

@@ -1,25 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getAccountIds = exports.spotAccountUidCache = exports.superMarginAccountUidCache = exports.uidCache = void 0;
+exports.spotAccountUidCache = exports.superMarginAccountUidCache = exports.uidCache = void 0;
 const cache_1 = require("@yuants/cache");
-const private_api_1 = require("./api/private-api");
+const private_api_1 = require("../api/private-api");
 exports.uidCache = (0, cache_1.createCache)((key) => (0, private_api_1.getUid)(JSON.parse(key)));
 const huobiAccounts = (0, cache_1.createCache)((key) => (0, private_api_1.getAccount)(JSON.parse(key)));
 exports.superMarginAccountUidCache = (0, cache_1.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; }));
 exports.spotAccountUidCache = (0, cache_1.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; }));
-const getAccountIds = async (key) => {
-    const uid = await exports.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 {
-        spot: SPOT_ACCOUNT_ID,
-        superMargin: SUPER_MARGIN_ACCOUNT_ID,
-        swap: SWAP_ACCOUNT_ID,
-    };
-};
-exports.getAccountIds = getAccountIds;
 //# sourceMappingURL=uid.js.map

package/lib/services/uid.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"uid.js","sourceRoot":"","sources":["../../src/services/uid.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAC5C,oDAAwD;AAE3C,QAAA,QAAQ,GAAG,IAAA,mBAAW,EAAC,CAAC,GAAG,EAAE,EAAE,CAAC,IAAA,oBAAM,EAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;AAEtE,MAAM,aAAa,GAAG,IAAA,mBAAW,EAAC,CAAC,GAAG,EAAE,EAAE,CAAC,IAAA,wBAAU,EAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;AAE3D,QAAA,0BAA0B,GAAG,IAAA,mBAAW,EAAC,CAAC,GAAG,EAAE,EAAE,CAC5D,aAAa,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,WAAC,OAAA,MAAA,CAAC,aAAD,CAAC,uBAAD,CAAC,CAAE,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,cAAc,CAAC,0CAAE,EAAE,CAAA,EAAA,CAAC,CACzF,CAAC;AAEW,QAAA,mBAAmB,GAAG,IAAA,mBAAW,EAAC,CAAC,GAAG,EAAE,EAAE,CACrD,aAAa,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,WAAC,OAAA,MAAA,CAAC,aAAD,CAAC,uBAAD,CAAC,CAAE,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,MAAM,CAAC,0CAAE,EAAE,CAAA,EAAA,CAAC,CACjF,CAAC","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { getAccount, getUid } from '../api/private-api';\n\nexport const uidCache = createCache((key) => getUid(JSON.parse(key)));\n\nconst huobiAccounts = createCache((key) => getAccount(JSON.parse(key)));\n\nexport const superMarginAccountUidCache = createCache((key) =>\n  huobiAccounts.query(key).then((x) => x?.data.find((v) => v.type === 'super-margin')?.id),\n);\n\nexport const spotAccountUidCache = createCache((key) =>\n  huobiAccounts.query(key).then((x) => x?.data.find((v) => v.type === 'spot')?.id),\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-huobi",
-	"version": "0.14.5",
+	"version": "0.15.0",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,17 +8,18 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.52.1",
-		"@yuants/data-account": "0.8.1",
-		"@yuants/data-order": "0.6.3",
-		"@yuants/transfer": "0.2.36",
-		"@yuants/utils": "0.12.0",
-		"@yuants/cache": "0.3.1",
-		"@yuants/sql": "0.9.27",
-		"@yuants/data-product": "0.4.18",
-		"@yuants/data-series": "0.3.48",
-		"@yuants/data-interest-rate": "0.1.45",
-		"@yuants/data-quote": "0.2.40",
+		"@yuants/protocol": "0.53.0",
+		"@yuants/data-account": "0.8.2",
+		"@yuants/data-order": "0.6.4",
+		"@yuants/transfer": "0.2.37",
+		"@yuants/utils": "0.13.0",
+		"@yuants/cache": "0.3.2",
+		"@yuants/sql": "0.9.28",
+		"@yuants/data-product": "0.4.19",
+		"@yuants/data-series": "0.3.49",
+		"@yuants/data-interest-rate": "0.1.46",
+		"@yuants/data-quote": "0.2.41",
+		"@yuants/exchange": "0.1.0",
 		"rxjs": "~7.5.6",
 		"crypto-js": "^4.2.0"
 	},
@@ -29,7 +30,7 @@
 		"@rushstack/heft-node-rig": "~1.10.7",
 		"@types/heft-jest": "1.0.3",
 		"@types/node": "22",
-		"@yuants/extension": "0.2.29",
+		"@yuants/extension": "0.2.30",
 		"@yuants/tool-kit": "0.2.1",
 		"typescript": "~4.7.4"
 	},