@yuants/vendor-huobi 0.14.6 → 0.15.0

package/dist/services/exchange.js

@@ -0,0 +1,75 @@
+import { provideExchangeServices } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { decodePath, encodePath, newError } from '@yuants/utils';
+import { getUid } from '../api/private-api';
+import { getSpotAccountInfo } from './accounts/spot';
+import { getSuperMarginAccountInfo } from './accounts/super-margin';
+import { getSwapAccountInfo } from './accounts/swap';
+import { listSwapOrders } from './orders/listOrders';
+import { submitOrder } from './orders/submitOrder';
+import { listProducts } from './product';
+const terminal = Terminal.fromNodeEnv();
+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 getUid(credential);
+        return encodePath('HTX', res.data);
+    },
+    listProducts,
+    getPositions: async (credential) => {
+        const [swap, spot, superMargin] = await Promise.all([
+            getSwapAccountInfo(credential),
+            getSpotAccountInfo(credential, 'spot'),
+            getSuperMarginAccountInfo(credential, 'super-margin'),
+        ]);
+        return [...swap, ...spot, ...superMargin];
+    },
+    getOrders: async (credential) => {
+        const swapOrders = await listSwapOrders(credential);
+        return swapOrders;
+    },
+    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] = decodePath(product_id);
+        if (instType === 'SPOT') {
+            const positions = await getSpotAccountInfo(credential, product_id);
+            return positions.filter((pos) => pos.product_id === product_id);
+        }
+        if (instType === 'SWAP') {
+            const positions = await getSwapAccountInfo(credential);
+            return positions.filter((pos) => pos.product_id === product_id);
+        }
+        if (instType === 'SUPER-MARGIN') {
+            const positions = await getSuperMarginAccountInfo(credential, product_id);
+            return positions.filter((pos) => pos.product_id === product_id);
+        }
+        throw newError('UnsupportedProductId', { product_id });
+    },
+    getOrdersByProductId: async (credential, product_id) => {
+        const [, instType] = 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 listSwapOrders(credential);
+            return orders.filter((order) => order.product_id === product_id);
+        }
+        throw newError('UnsupportedProductId', { product_id });
+    },
+});
+//# sourceMappingURL=exchange.js.map

package/dist/services/exchange.js.map

@@ -0,0 +1 @@
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{ 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/dist/services/market-data/interest_rate.js

@@ -0,0 +1,63 @@
+var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
+var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
+    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
+    var g = generator.apply(thisArg, _arguments || []), i, q = [];
+    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
+    function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
+    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
+    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
+    function fulfill(value) { resume("next", value); }
+    function reject(value) { resume("throw", value); }
+    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
+};
+import { createSeriesProvider } from '@yuants/data-series';
+import { Terminal } from '@yuants/protocol';
+import { decodePath, formatTime, newError } from '@yuants/utils';
+import { firstValueFrom, timer } from 'rxjs';
+import { getSwapHistoricalFundingRate } from '../../api/public-api';
+createSeriesProvider(Terminal.fromNodeEnv(), {
+    tableName: 'interest_rate',
+    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] = decodePath(series_id);
+            const [, instType] = 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(getSwapHistoricalFundingRate({
+                        contract_code: product_id,
+                        page_index: current_page,
+                    }));
+                    if (res.status !== 'ok') {
+                        throw `API failed: ${res.status}`;
+                    }
+                    if (res.data.data.length === 0)
+                        break;
+                    yield yield __await(res.data.data.map((v) => ({
+                        series_id,
+                        datasource_id,
+                        product_id,
+                        created_at: formatTime(+v.funding_time),
+                        long_rate: `${-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(firstValueFrom(timer(1000)));
+                }
+            }
+            throw newError('UNSUPPORTED_INST_TYPE', { instType });
+        });
+    },
+});
+//# sourceMappingURL=interest_rate.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../../src/services/market-data/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACjE,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,4BAA4B,EAAE,MAAM,sBAAsB,CAAC;AAEpE,oBAAoB,CAAgB,QAAQ,CAAC,WAAW,EAAE,EAAE;IAC1D,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,KAAK,CAAC;IAC/B,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,EAAE,EAAE;IAClC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE;;YACjD,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1D,MAAM,CAAC,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAE5C,IAAI,QAAQ,KAAK,MAAM,EAAE;gBACvB,IAAI,YAAY,GAAG,CAAC,CAAC;gBACrB,IAAI,UAAU,GAAG,CAAC,CAAC;gBACnB,OAAO,IAAI,EAAE;oBACX,YAAY;oBACZ,MAAM,GAAG,GAAG,cAAM,4BAA4B,CAAC;wBAC7C,aAAa,EAAE,UAAU;wBACzB,UAAU,EAAE,YAAY;qBACzB,CAAC,CAAA,CAAC;oBACH,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE;wBACvB,MAAM,eAAe,GAAG,CAAC,MAAM,EAAE,CAAC;qBACnC;oBACD,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC;wBAAE,MAAM;oBACtC,oBAAM,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CACrB,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;wBACrB,SAAS;wBACT,aAAa;wBACb,UAAU;wBACV,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC;wBACvC,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,YAAY,EAAE;wBAC/B,UAAU,EAAE,GAAG,CAAC,CAAC,YAAY,EAAE;wBAC/B,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAA,CAAC;oBACF,UAAU,GAAG,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC;oBACjC,YAAY,EAAE,CAAC;oBACf,IAAI,YAAY,IAAI,UAAU;wBAAE,MAAM;oBACtC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,YAAY,IAAI,UAAU;wBAAE,MAAM;oBAC/E,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;YACD,MAAM,QAAQ,CAAC,uBAAuB,EAAE,EAAE,QAAQ,EAAE,CAAC,CAAC;QACxD,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime, newError } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getSwapHistoricalFundingRate } from '../../api/public-api';\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['HTX'],\n  reversed: true,\n  serviceOptions: { concurrent: 10 },\n  queryFn: async function* ({ series_id, started_at }) {\n    const [datasource_id, product_id] = decodePath(series_id);\n    const [, instType] = decodePath(product_id);\n\n    if (instType === 'SWAP') {\n      let current_page = 0;\n      let total_page = 1;\n      while (true) {\n        // 向前翻页，时间降序\n        const res = await getSwapHistoricalFundingRate({\n          contract_code: product_id,\n          page_index: current_page,\n        });\n        if (res.status !== 'ok') {\n          throw `API failed: ${res.status}`;\n        }\n        if (res.data.data.length === 0) break;\n        yield res.data.data.map(\n          (v): IInterestRate => ({\n            series_id,\n            datasource_id,\n            product_id,\n            created_at: formatTime(+v.funding_time),\n            long_rate: `${-v.funding_rate}`,\n            short_rate: `${v.funding_rate}`,\n            settlement_price: '',\n          }),\n        );\n        total_page = res.data.total_page;\n        current_page++;\n        if (current_page >= total_page) break;\n        if (+res.data.data[res.data.data.length - 1].funding_time <= started_at) break;\n        await firstValueFrom(timer(1000));\n      }\n    }\n    throw newError('UNSUPPORTED_INST_TYPE', { instType });\n  },\n});\n"]}

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

@@ -2,14 +2,14 @@ import { Terminal } from '@yuants/protocol';
 import { writeToSQL } from '@yuants/sql';
 import { encodePath, formatTime } from '@yuants/utils';
 import { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';
-import { getSwapBatchFundingRate, getSwapMarketBbo, getSwapMarketTrade, getSwapOpenInterest, } from './api/public-api';
+import { getSwapBatchFundingRate, getSwapMarketBbo, getSwapMarketTrade, getSwapOpenInterest, } from '../../api/public-api';
 const swapBboTick$ = defer(() => getSwapMarketBbo({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const quote1$ = swapBboTick$.pipe(mergeMap((res) => res.ticks || []), map((tick) => {
     const [ask_price = '', ask_volume = ''] = tick.ask || [];
     const [bid_price = '', bid_volume = ''] = tick.bid || [];
     return {
-        datasource_id: 'HUOBI-SWAP',
-        product_id: tick.contract_code,
+        datasource_id: 'HTX',
+        product_id: encodePath('HTX', 'SWAP', tick.contract_code),
         ask_price: `${ask_price}`,
         bid_price: `${bid_price}`,
         ask_volume: `${ask_volume}`,
@@ -19,15 +19,15 @@ const quote1$ = swapBboTick$.pipe(mergeMap((res) => res.ticks || []), map((tick)
 const mapSwapContractCodeToBboTick$ = defer(() => swapBboTick$).pipe(mergeMap((res) => from(res.ticks).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const swapTradeTick$ = defer(() => getSwapMarketTrade({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const quote2$ = swapTradeTick$.pipe(mergeMap((res) => { var _a; return ((_a = res.tick) === null || _a === void 0 ? void 0 : _a.data) || []; }), map((tick) => ({
-    datasource_id: 'HUOBI-SWAP',
-    product_id: tick.contract_code,
+    datasource_id: 'HTX',
+    product_id: encodePath('HTX', 'SWAP', tick.contract_code),
     last_price: `${tick.price}`,
 })));
 const mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(mergeMap((res) => from(res.tick.data).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const swapFundingRateTick$ = defer(() => getSwapBatchFundingRate({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const quote3$ = swapFundingRateTick$.pipe(mergeMap((res) => res.data || []), map((tick) => ({
-    datasource_id: 'HUOBI-SWAP',
-    product_id: tick.contract_code,
+    datasource_id: 'HTX',
+    product_id: encodePath('HTX', 'SWAP', tick.contract_code),
     interest_rate_long: `${-tick.funding_rate}`,
     interest_rate_short: `${tick.funding_rate}`,
     interest_rate_next_settled_at: formatTime(+tick.funding_time),
@@ -35,8 +35,8 @@ const quote3$ = swapFundingRateTick$.pipe(mergeMap((res) => res.data || []), map
 const mapSwapContractCodeToFundingRateTick$ = defer(() => swapFundingRateTick$).pipe(mergeMap((res) => from(res.data).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const swapOpenInterest$ = defer(() => getSwapOpenInterest({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const quote4$ = swapOpenInterest$.pipe(mergeMap((res) => res.data || []), map((tick) => ({
-    datasource_id: 'HUOBI-SWAP',
-    product_id: tick.contract_code,
+    datasource_id: 'HTX',
+    product_id: encodePath('HTX', 'SWAP', tick.contract_code),
     open_interest: `${tick.volume}`,
 })));
 if (process.env.WRITE_QUOTE_TO_SQL === 'true') {

package/dist/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/dist/services/orders/listOrders.js

@@ -0,0 +1,44 @@
+import { getSwapOpenOrders } from '../../api/private-api';
+export const listSwapOrders = async (credential) => {
+    var _a;
+    const orders = [];
+    let page_index = 1;
+    const page_size = 50;
+    while (true) {
+        const ordersRes = await 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;
+};
+//# sourceMappingURL=listOrders.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"listOrders.js","sourceRoot":"","sources":["../../../src/services/orders/listOrders.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,iBAAiB,EAAe,MAAM,uBAAuB,CAAC;AAEvE,MAAM,CAAC,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,iBAAiB,CAAC,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","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/dist/{orders → services/orders}/submitOrder.js

@@ -1,8 +1,8 @@
-import { formatTime, roundToStep } from '@yuants/utils';
+import { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';
 import { firstValueFrom } from 'rxjs';
-import { getCrossMarginLoanInfo, getSpotAccountBalance, getSwapCrossPositionInfo, postSpotOrder, postSwapOrder, } from '../api/private-api';
-import { getSpotTick } from '../api/public-api';
-import { spotProductService } from '../product';
+import { getCrossMarginLoanInfo, getSpotAccountBalance, getSwapCrossPositionInfo, postSpotOrder, postSwapOrder, } from '../../api/private-api';
+import { getSpotTick } from '../../api/public-api';
+import { productService } from '../product';
 import { superMarginAccountUidCache } from '../uid';
 /**
  * 处理 swap 账户订单提交
@@ -47,7 +47,7 @@ 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([
         getSpotAccountBalance(credential, superMarginAccountUid),
-        firstValueFrom(spotProductService.mapProductIdToProduct$),
+        firstValueFrom(productService.mapProductIdToProduct$),
         getSpotTick({ symbol: order.product_id }),
     ]);
     const balance = balanceRes.data.list
@@ -83,12 +83,13 @@ async function handleSuperMarginOrder(order, credential) {
     return { order_id: result.data.orderId.toString() };
 }
 export const submitOrder = (credential, order) => {
-    if (order.account_id.includes('swap')) {
+    const [, instType] = 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 newError('UNSUPPORTED_INST_TYPE', { order_type: instType });
 };
 //# sourceMappingURL=submitOrder.js.map

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

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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/dist/{product.js → services/product.js}

@@ -1,9 +1,10 @@
 import { provideQueryProductsService } from '@yuants/data-product';
 import { Terminal } from '@yuants/protocol';
-import { getPerpetualContractSymbols, getSwapCrossLadderMargin, getSpotSymbols } from './api/public-api';
+import { encodePath } from '@yuants/utils';
+import { getPerpetualContractSymbols, getSpotSymbols, getSwapCrossLadderMargin } from '../api/public-api';
 const terminal = Terminal.fromNodeEnv();
 // Provide QueryProducts service for swap products
-export const swapProductService = provideQueryProductsService(terminal, 'HUOBI-SWAP', async (req) => {
+const listSwapProducts = async () => {
     var _a;
     const products = [];
     // Get perpetual contract products and cross leverage data in parallel
@@ -16,8 +17,8 @@ export const swapProductService = provideQueryProductsService(terminal, 'HUOBI-S
             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: encodePath('HTX', 'SWAP', symbol.contract_code),
             base_currency: symbol.symbol,
             quote_currency: 'USDT',
             value_scale: symbol.contract_size,
@@ -32,16 +33,14 @@ export const swapProductService = provideQueryProductsService(terminal, 'HUOBI-S
             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
-export const spotProductService = provideQueryProductsService(terminal, 'HUOBI-SPOT', async (req) => {
+const listSpotProducts = async () => {
     const products = [];
     // Get spot products
     const spotSymbols = await getSpotSymbols();
@@ -49,8 +48,8 @@ export const spotProductService = provideQueryProductsService(terminal, 'HUOBI-S
         if (symbol.state !== 'online')
             continue; // Only include online symbols
         products.push({
-            datasource_id: 'HUOBI-SPOT',
-            product_id: symbol.sc,
+            datasource_id: 'HTX',
+            product_id: encodePath('HTX', 'SPOT', symbol.sc),
             base_currency: symbol.bc,
             quote_currency: symbol.qc,
             value_scale: 1,
@@ -70,7 +69,12 @@ export const spotProductService = provideQueryProductsService(terminal, 'HUOBI-S
         });
     }
     return products;
-}, {
+};
+export const listProducts = async () => {
+    const [swapProducts, spotProducts] = await Promise.all([listSwapProducts(), listSpotProducts()]);
+    return [...swapProducts, ...spotProducts];
+};
+export const productService = provideQueryProductsService(terminal, 'HTX', listProducts, {
     auto_refresh_interval: 3600000,
 });
 //# sourceMappingURL=product.js.map

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

@@ -1,21 +1,7 @@
 import { createCache } from '@yuants/cache';
-import { getAccount, getUid } from './api/private-api';
+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 {
-        spot: SPOT_ACCOUNT_ID,
-        superMargin: SUPER_MARGIN_ACCOUNT_ID,
-        swap: SWAP_ACCOUNT_ID,
-    };
-};
 //# sourceMappingURL=uid.js.map

package/dist/services/uid.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"uid.js","sourceRoot":"","sources":["../../src/services/uid.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAExD,MAAM,CAAC,MAAM,QAAQ,GAAG,WAAW,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;AAEtE,MAAM,aAAa,GAAG,WAAW,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;AAExE,MAAM,CAAC,MAAM,0BAA0B,GAAG,WAAW,CAAC,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;AAEF,MAAM,CAAC,MAAM,mBAAmB,GAAG,WAAW,CAAC,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/lib/__archived/account-info.d.ts

@@ -0,0 +1 @@
+//# sourceMappingURL=account-info.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"account-info.d.ts","sourceRoot":"","sources":["../../src/__archived/account-info.ts"],"names":[],"mappings":""}

package/lib/__archived/account-info.js

@@ -0,0 +1,45 @@
+"use strict";
+// import { distinct, filter, from, map, mergeMap, toArray } from 'rxjs';
+// import { client } from './api';
+// /**
+//  * 设置超级保证金账户的 WebSocket 订阅
+//  */
+// export const setupSuperMarginWebSocketSubscriptions = (
+//   superMarginAccountBalance$: ReturnType<typeof getSuperMarginAccountBalance$>,
+//   subscriptions: Set<string>,
+// ) => {
+//   from(client.spot_ws.connection$).subscribe(() => {
+//     subscriptions.clear();
+//   });
+//   // subscribe the symbols of positions we held
+//   superMarginAccountBalance$
+//     .pipe(
+//       //
+//       mergeMap((res) =>
+//         from(res?.list || []).pipe(
+//           filter((v) => v.currency !== 'usdt'),
+//           map((v) => v.currency),
+//           distinct(),
+//           toArray(),
+//           map((v) => new Set(v)),
+//         ),
+//       ),
+//     )
+//     .subscribe((v: Set<string>) => {
+//       const toUnsubscribe = [...subscriptions].filter((x) => !v.has(x));
+//       const toSubscribe = [...v].filter((x) => !subscriptions.has(x));
+//       for (const symbol of toUnsubscribe) {
+//         client.spot_ws.output$.next({
+//           unsub: `market.${symbol}usdt.ticker`,
+//         });
+//         subscriptions.delete(symbol);
+//       }
+//       for (const symbol of toSubscribe) {
+//         client.spot_ws.output$.next({
+//           sub: `market.${symbol}usdt.ticker`,
+//         });
+//         subscriptions.add(symbol);
+//       }
+//     });
+// };
+//# sourceMappingURL=account-info.js.map

package/lib/__archived/account-info.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"account-info.js","sourceRoot":"","sources":["../../src/__archived/account-info.ts"],"names":[],"mappings":";AAAA,yEAAyE;AACzE,kCAAkC;AAElC,MAAM;AACN,6BAA6B;AAC7B,MAAM;AACN,0DAA0D;AAC1D,kFAAkF;AAClF,gCAAgC;AAChC,SAAS;AACT,uDAAuD;AACvD,6BAA6B;AAC7B,QAAQ;AACR,kDAAkD;AAClD,+BAA+B;AAC/B,aAAa;AACb,WAAW;AACX,0BAA0B;AAC1B,sCAAsC;AACtC,kDAAkD;AAClD,oCAAoC;AACpC,wBAAwB;AACxB,uBAAuB;AACvB,oCAAoC;AACpC,aAAa;AACb,WAAW;AACX,QAAQ;AACR,uCAAuC;AACvC,2EAA2E;AAC3E,yEAAyE;AAEzE,8CAA8C;AAC9C,wCAAwC;AACxC,kDAAkD;AAClD,cAAc;AACd,wCAAwC;AACxC,UAAU;AACV,4CAA4C;AAC5C,wCAAwC;AACxC,gDAAgD;AAChD,cAAc;AACd,qCAAqC;AACrC,UAAU;AACV,UAAU;AACV,KAAK","sourcesContent":["// import { distinct, filter, from, map, mergeMap, toArray } from 'rxjs';\n// import { client } from './api';\n\n// /**\n//  * 设置超级保证金账户的 WebSocket 订阅\n//  */\n// export 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"]}

package/lib/__archived/api.d.ts

@@ -0,0 +1 @@
+//# sourceMappingURL=api.d.ts.map

package/lib/__archived/api.d.ts.map

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

package/lib/__archived/api.js

@@ -0,0 +1,51 @@
+"use strict";
+// import { IConnection, createConnectionWs } from '@yuants/protocol';
+// import { Subject, filter, from, map, share, tap } from 'rxjs';
+// import zlib from 'zlib';
+// import { ICredential } from './api/private-api';
+// interface IHuobiParams {
+//   auth: ICredential;
+// }
+// const createConnectionGzipWS = <T = any>(URL: string): IConnection<T> => {
+//   const conn = createConnectionWs(URL);
+//   const input$ = from(conn.input$).pipe(
+//     map((msg) => zlib.gunzipSync(msg)),
+//     map((msg) => msg.toString()),
+//     map((msg) => JSON.parse(msg)),
+//     share(),
+//   );
+//   const output$ = new Subject<any>();
+//   output$.pipe(map((msg) => JSON.stringify(msg))).subscribe(conn.output$);
+//   return {
+//     ...conn,
+//     input$: input$,
+//     output$: output$,
+//   };
+// };
+// export class HuobiClient {
+//   // https://www.htx.com/zh-cn/opend/newApiPages/?id=510
+//   swap_api_root = 'api.hbdm.com';
+//   // https://www.htx.com/zh-cn/opend/newApiPages/?id=404
+//   spot_api_root = 'api.huobi.pro';
+//   spot_ws: IConnection<any>;
+//   constructor(public params: IHuobiParams) {
+//     this.spot_ws = createConnectionGzipWS(`wss://${this.spot_api_root}/ws`);
+//     from(this.spot_ws.input$)
+//       .pipe(
+//         //
+//         filter((v) => v.ping),
+//         tap((v) => {
+//           this.spot_ws.output$.next({ pong: v.ping });
+//         }),
+//       )
+//       .subscribe();
+//   }
+//   // swap_ws = new WebSocket(new URL(`wss://${this.swap_api_root}/linear-swap-ws`));
+// }
+// export const client = new HuobiClient({
+//   auth: {
+//     access_key: process.env.ACCESS_KEY!,
+//     secret_key: process.env.SECRET_KEY!,
+//   },
+// });
+//# sourceMappingURL=api.js.map

package/lib/__archived/api.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"api.js","sourceRoot":"","sources":["../../src/__archived/api.ts"],"names":[],"mappings":";AAAA,sEAAsE;AACtE,iEAAiE;AACjE,2BAA2B;AAC3B,mDAAmD;AAEnD,2BAA2B;AAC3B,uBAAuB;AACvB,IAAI;AAEJ,6EAA6E;AAC7E,0CAA0C;AAC1C,2CAA2C;AAC3C,0CAA0C;AAC1C,oCAAoC;AACpC,qCAAqC;AACrC,eAAe;AACf,OAAO;AAEP,wCAAwC;AACxC,6EAA6E;AAC7E,aAAa;AACb,eAAe;AACf,sBAAsB;AACtB,wBAAwB;AACxB,OAAO;AACP,KAAK;AAEL,6BAA6B;AAC7B,2DAA2D;AAC3D,oCAAoC;AACpC,2DAA2D;AAC3D,qCAAqC;AAErC,+BAA+B;AAE/B,+CAA+C;AAC/C,+EAA+E;AAC/E,gCAAgC;AAChC,eAAe;AACf,aAAa;AACb,iCAAiC;AACjC,uBAAuB;AACvB,yDAAyD;AACzD,cAAc;AACd,UAAU;AACV,sBAAsB;AACtB,MAAM;AAEN,uFAAuF;AACvF,IAAI;AAEJ,0CAA0C;AAC1C,YAAY;AACZ,2CAA2C;AAC3C,2CAA2C;AAC3C,OAAO;AACP,MAAM","sourcesContent":["// import { IConnection, createConnectionWs } from '@yuants/protocol';\n// import { Subject, filter, from, map, share, tap } from 'rxjs';\n// import zlib from 'zlib';\n// import { ICredential } from './api/private-api';\n\n// interface IHuobiParams {\n//   auth: ICredential;\n// }\n\n// const createConnectionGzipWS = <T = any>(URL: string): IConnection<T> => {\n//   const conn = createConnectionWs(URL);\n//   const input$ = from(conn.input$).pipe(\n//     map((msg) => zlib.gunzipSync(msg)),\n//     map((msg) => msg.toString()),\n//     map((msg) => JSON.parse(msg)),\n//     share(),\n//   );\n\n//   const output$ = new Subject<any>();\n//   output$.pipe(map((msg) => JSON.stringify(msg))).subscribe(conn.output$);\n//   return {\n//     ...conn,\n//     input$: input$,\n//     output$: output$,\n//   };\n// };\n\n// export class HuobiClient {\n//   // https://www.htx.com/zh-cn/opend/newApiPages/?id=510\n//   swap_api_root = 'api.hbdm.com';\n//   // https://www.htx.com/zh-cn/opend/newApiPages/?id=404\n//   spot_api_root = 'api.huobi.pro';\n\n//   spot_ws: IConnection<any>;\n\n//   constructor(public params: IHuobiParams) {\n//     this.spot_ws = createConnectionGzipWS(`wss://${this.spot_api_root}/ws`);\n//     from(this.spot_ws.input$)\n//       .pipe(\n//         //\n//         filter((v) => v.ping),\n//         tap((v) => {\n//           this.spot_ws.output$.next({ pong: v.ping });\n//         }),\n//       )\n//       .subscribe();\n//   }\n\n//   // swap_ws = new WebSocket(new URL(`wss://${this.swap_api_root}/linear-swap-ws`));\n// }\n\n// export const client = new HuobiClient({\n//   auth: {\n//     access_key: process.env.ACCESS_KEY!,\n//     secret_key: process.env.SECRET_KEY!,\n//   },\n// });\n"]}

package/lib/__archived/transfer.d.ts

@@ -0,0 +1 @@
+//# sourceMappingURL=transfer.d.ts.map

package/lib/__archived/transfer.d.ts.map

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