@yuants/vendor-huobi 0.14.6 → 0.15.1

package/temp/package-deps.json

@@ -1,45 +1,43 @@
 {
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-    "apps/vendor-huobi/CHANGELOG.md": "0b55f47b5328af406851ae9ae4c73444b96674e3",
+    "apps/vendor-huobi/CHANGELOG.json": "3daec0cf0fd40c844762016b64d25d5928c46867",
+    "apps/vendor-huobi/CHANGELOG.md": "82c02c887f6b04c96fb4557d7babddd1c9890f43",
     "apps/vendor-huobi/README.md": "d7bf0149513114eab5500a6b5c9e7cba10565572",
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-    "apps/vendor-huobi/src/account-info.ts": "fc2189e31000dd05855e659c2f0cf14fc12ffbdd",
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-    "apps/vendor-huobi/src/api.ts": "061c8644a01c6e0b4964e4be6f4588e16abd8869",
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+    "apps/vendor-huobi/src/__archived/api.ts": "8366151dc881b177d0478fb328a601a11e33cd35",
+    "apps/vendor-huobi/src/__archived/transfer.ts": "fd299ad82ff31344460967f2a938b8f36c879259",
     "apps/vendor-huobi/src/api/private-api.ts": "644260e6709841ade74d43b6df6dd3eda42d36d9",
     "apps/vendor-huobi/src/api/public-api.ts": "03a1468bea318d5fcb8c0c9d45666ffbee4346f0",
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-    "apps/vendor-huobi/src/interest_rate.ts": "2ba38d2c97b91f1b2f9979647dab5d516f6bfa4f",
-    "apps/vendor-huobi/src/order-actions-with-credentials.ts": "32322c28a4c52b936c98ee51d09905178815cb5e",
-    "apps/vendor-huobi/src/order-actions.ts": "93a5d294f6674ba433d892d6be2ae6aa5d059420",
-    "apps/vendor-huobi/src/orders/submitOrder.ts": "f9700de8bbaf97a662313155cb5499c7c92e378a",
-    "apps/vendor-huobi/src/product.ts": "973c81048708f265ce86fad37d06e4a4044a11b9",
-    "apps/vendor-huobi/src/quote.ts": "52922569315ce9f72aef8ed5d65157c8800e943d",
-    "apps/vendor-huobi/src/transfer.ts": "0da0957b0acf820bbc26bfd74776305167f28d35",
-    "apps/vendor-huobi/src/uid.ts": "a6e778eb401659decc6eaadb8e6390b60a1f7238",
+    "apps/vendor-huobi/src/index.ts": "b0fa28ef4e008320564a0ddc789104f398160a0a",
+    "apps/vendor-huobi/src/services/accounts/spot.ts": "a1b9e94547112561fa8f8389c03dbf73c51ba21e",
+    "apps/vendor-huobi/src/services/accounts/super-margin.ts": "b4fbe80f4d1419a211a03461bbe7c96ad52aa594",
+    "apps/vendor-huobi/src/services/accounts/swap.ts": "4da1dbf2cc3554a9943df419c5a11330130a5f3d",
+    "apps/vendor-huobi/src/services/exchange.ts": "6fed94206a22c43d3c6890cf52ff054a24d98d82",
+    "apps/vendor-huobi/src/services/market-data/interest_rate.ts": "8c737154003cc55568cdc3288004b720082be258",
+    "apps/vendor-huobi/src/services/market-data/quote.ts": "d11620707dd195403df11320cccff7f481b4ae9c",
+    "apps/vendor-huobi/src/services/orders/listOrders.ts": "1cf4621727fb290f8e5fd1439765fd73387bda7a",
+    "apps/vendor-huobi/src/services/orders/submitOrder.ts": "e79925ede5f4a7dc856f5662ebe9dfb3b9dc8a01",
+    "apps/vendor-huobi/src/services/product.ts": "32ee8940524fa250664a05693b373daba4d6fd08",
+    "apps/vendor-huobi/src/services/uid.ts": "b71c27a6a0debdd9365dea35306f4763327aca2f",
     "apps/vendor-huobi/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
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+    "libraries/data-account/temp/package-deps.json": "eb3d9ccad211a998fef9e0230e164407bf1b95fc",
+    "libraries/data-order/temp/package-deps.json": "cf5b85fc4c5160f51023f7fbdc68a7ed9db5573a",
+    "libraries/transfer/temp/package-deps.json": "0be7967706065779def1ef1e7f68a9794690599a",
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 }

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

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

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

@@ -1 +0,0 @@
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package/dist/account-info.js

@@ -1,75 +0,0 @@
-import { provideAccountInfoService } from '@yuants/data-account';
-import { formatTime } from '@yuants/utils';
-import { defer, distinct, filter, from, map, mergeMap, repeat, retry, shareReplay, tap, toArray } from 'rxjs';
-import { getSpotAccountInfo } from './accounts/spot';
-import { getSuperMarginAccountInfo } from './accounts/super-margin';
-import { getSwapAccountInfo } from './accounts/swap';
-import { client } from './api';
-import { getSpotAccountBalance } from './api/private-api';
-/**
- * 提供 SWAP 账户信息服务
- */
-export const provideSwapAccountInfoService = (terminal, accountId, credential) => {
-    provideAccountInfoService(terminal, accountId, async () => getSwapAccountInfo(credential, accountId), {
-        auto_refresh_interval: 1000,
-    });
-};
-/**
- * 获取超级保证金账户余额流
- */
-export const getSuperMarginAccountBalance$ = (credential, superMarginAccountUid) => {
-    return defer(() => getSpotAccountBalance(credential, superMarginAccountUid)).pipe(
-    //
-    map((res) => res.data), repeat({ delay: 1000 }), tap({
-        error: (e) => {
-            console.error(formatTime(Date.now()), 'unifiedRaw', e);
-        },
-    }), retry({ delay: 5000 }), shareReplay(1));
-};
-/**
- * 设置超级保证金账户的 WebSocket 订阅
- */
-export const setupSuperMarginWebSocketSubscriptions = (superMarginAccountBalance$, subscriptions) => {
-    from(client.spot_ws.connection$).subscribe(() => {
-        subscriptions.clear();
-    });
-    // subscribe the symbols of positions we held
-    superMarginAccountBalance$
-        .pipe(
-    //
-    mergeMap((res) => from((res === null || res === void 0 ? void 0 : res.list) || []).pipe(filter((v) => v.currency !== 'usdt'), map((v) => v.currency), distinct(), toArray(), map((v) => new Set(v)))))
-        .subscribe((v) => {
-        const toUnsubscribe = [...subscriptions].filter((x) => !v.has(x));
-        const toSubscribe = [...v].filter((x) => !subscriptions.has(x));
-        for (const symbol of toUnsubscribe) {
-            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);
-        }
-    });
-};
-/**
- * 提供超级保证金账户信息服务
- */
-export const provideSuperMarginAccountInfoService = (terminal, accountId, credential, superMarginAccountUid, subscriptions) => {
-    const superMarginAccountBalance$ = getSuperMarginAccountBalance$(credential, superMarginAccountUid);
-    setupSuperMarginWebSocketSubscriptions(superMarginAccountBalance$, subscriptions);
-    provideAccountInfoService(terminal, accountId, async () => getSuperMarginAccountInfo(credential, accountId), { auto_refresh_interval: 1000 });
-    return superMarginAccountBalance$;
-};
-/**
- * 提供 SPOT 账户信息服务
- */
-export const provideSpotAccountInfoService = (terminal, accountId, credential) => {
-    provideAccountInfoService(terminal, accountId, async () => getSpotAccountInfo(credential, accountId), {
-        auto_refresh_interval: 1000,
-    });
-};
-//# sourceMappingURL=account-info.js.map

package/dist/account-info.js.map

@@ -1 +0,0 @@
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{ provideAccountInfoService } from '@yuants/data-account';\nimport { Terminal } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\nimport { defer, distinct, filter, from, map, mergeMap, repeat, retry, shareReplay, tap, toArray } from 'rxjs';\nimport { getSpotAccountInfo } from './accounts/spot';\nimport { getSuperMarginAccountInfo } from './accounts/super-margin';\nimport { getSwapAccountInfo } from './accounts/swap';\nimport { client } from './api';\nimport { getSpotAccountBalance, ICredential } from './api/private-api';\n\n/**\n * 提供 SWAP 账户信息服务\n */\nexport const provideSwapAccountInfoService = (\n  terminal: Terminal,\n  accountId: string,\n  credential: ICredential,\n) => {\n  provideAccountInfoService(terminal, accountId, async () => getSwapAccountInfo(credential, accountId), {\n    auto_refresh_interval: 1000,\n  });\n};\n\n/**\n * 获取超级保证金账户余额流\n */\nexport const getSuperMarginAccountBalance$ = (credential: ICredential, superMarginAccountUid: number) => {\n  return defer(() => getSpotAccountBalance(credential, superMarginAccountUid)).pipe(\n    //\n    map((res) => res.data),\n    repeat({ delay: 1000 }),\n    tap({\n      error: (e) => {\n        console.error(formatTime(Date.now()), 'unifiedRaw', e);\n      },\n    }),\n    retry({ delay: 5000 }),\n    shareReplay(1),\n  );\n};\n\n/**\n * 设置超级保证金账户的 WebSocket 订阅\n */\nexport const setupSuperMarginWebSocketSubscriptions = (\n  superMarginAccountBalance$: ReturnType<typeof getSuperMarginAccountBalance$>,\n  subscriptions: Set<string>,\n) => {\n  from(client.spot_ws.connection$).subscribe(() => {\n    subscriptions.clear();\n  });\n  // subscribe the symbols of positions we held\n  superMarginAccountBalance$\n    .pipe(\n      //\n      mergeMap((res) =>\n        from(res?.list || []).pipe(\n          filter((v) => v.currency !== 'usdt'),\n          map((v) => v.currency),\n          distinct(),\n          toArray(),\n          map((v) => new Set(v)),\n        ),\n      ),\n    )\n    .subscribe((v: Set<string>) => {\n      const toUnsubscribe = [...subscriptions].filter((x) => !v.has(x));\n      const toSubscribe = [...v].filter((x) => !subscriptions.has(x));\n\n      for (const symbol of toUnsubscribe) {\n        client.spot_ws.output$.next({\n          unsub: `market.${symbol}usdt.ticker`,\n        });\n        subscriptions.delete(symbol);\n      }\n      for (const symbol of toSubscribe) {\n        client.spot_ws.output$.next({\n          sub: `market.${symbol}usdt.ticker`,\n        });\n        subscriptions.add(symbol);\n      }\n    });\n};\n\n/**\n * 提供超级保证金账户信息服务\n */\nexport const provideSuperMarginAccountInfoService = (\n  terminal: Terminal,\n  accountId: string,\n  credential: ICredential,\n  superMarginAccountUid: number,\n  subscriptions: Set<string>,\n) => {\n  const superMarginAccountBalance$ = getSuperMarginAccountBalance$(credential, superMarginAccountUid);\n  setupSuperMarginWebSocketSubscriptions(superMarginAccountBalance$, subscriptions);\n\n  provideAccountInfoService(\n    terminal,\n    accountId,\n    async () => getSuperMarginAccountInfo(credential, accountId),\n    { auto_refresh_interval: 1000 },\n  );\n\n  return superMarginAccountBalance$;\n};\n\n/**\n * 提供 SPOT 账户信息服务\n */\nexport const provideSpotAccountInfoService = (\n  terminal: Terminal,\n  accountId: string,\n  credential: ICredential,\n) => {\n  provideAccountInfoService(terminal, accountId, async () => getSpotAccountInfo(credential, accountId), {\n    auto_refresh_interval: 1000,\n  });\n};\n"]}

package/dist/accounts/list.js

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

package/dist/accounts/list.js.map

@@ -1 +0,0 @@
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package/dist/accounts/spot.js.map

@@ -1 +0,0 @@
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package/dist/accounts/super-margin.js.map

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package/dist/accounts/swap.js

@@ -1,80 +0,0 @@
-import { firstValueFrom } from 'rxjs';
-import { getSwapCrossPositionInfo, getUnifiedAccountInfo } from '../api/private-api';
-import { swapProductService } from '../product';
-export const getSwapAccountInfo = async (credential) => {
-    // balance
-    const balance = await getUnifiedAccountInfo(credential);
-    if (!balance.data) {
-        throw new Error('Failed to get unified account info');
-    }
-    const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');
-    if (!balanceData) {
-        throw new Error('No USDT balance found in unified account');
-    }
-    const equity = balanceData.margin_balance;
-    const free = balanceData.withdraw_available;
-    // positions
-    const positionsRes = await getSwapCrossPositionInfo(credential);
-    const mapProductIdToPerpetualProduct = await firstValueFrom(swapProductService.mapProductIdToProduct$);
-    const positions = (positionsRes.data || []).map((v) => {
-        const product_id = v.contract_code;
-        const theProduct = mapProductIdToPerpetualProduct === null || mapProductIdToPerpetualProduct === void 0 ? void 0 : mapProductIdToPerpetualProduct.get(product_id);
-        const valuation = v.volume * v.last_price * ((theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) || 1);
-        return {
-            position_id: `${v.contract_code}/${v.contract_type}/${v.direction}/${v.margin_mode}`,
-            datasource_id: 'HUOBI-SWAP',
-            product_id,
-            direction: v.direction === 'buy' ? 'LONG' : 'SHORT',
-            volume: v.volume,
-            free_volume: v.available,
-            position_price: v.cost_hold,
-            closable_price: v.last_price,
-            floating_profit: v.profit_unreal,
-            valuation,
-        };
-    });
-    // orders
-    // const orders: IOrder[] = [];
-    // let page_index = 1;
-    // const page_size = 50;
-    // while (true) {
-    //   const ordersRes = await client.getSwapOpenOrders({ page_index, page_size });
-    //   if (!ordersRes.data?.orders || ordersRes.data.orders.length === 0) {
-    //     break;
-    //   }
-    //   const pageOrders: IOrder[] = ordersRes.data.orders.map((v): IOrder => {
-    //     return {
-    //       order_id: v.order_id_str,
-    //       account_id: SWAP_ACCOUNT_ID,
-    //       product_id: v.contract_code,
-    //       order_type: ['lightning'].includes(v.order_price_type)
-    //         ? 'MARKET'
-    //         : ['limit', 'opponent', 'post_only', 'optimal_5', 'optimal_10', 'optimal_20'].includes(
-    //             v.order_price_type,
-    //           )
-    //         ? 'LIMIT'
-    //         : ['fok'].includes(v.order_price_type)
-    //         ? 'FOK'
-    //         : v.order_price_type.includes('ioc')
-    //         ? 'IOC'
-    //         : 'STOP', // unreachable code
-    //       order_direction:
-    //         v.direction === 'open'
-    //           ? v.offset === 'buy'
-    //             ? 'OPEN_LONG'
-    //             : 'OPEN_SHORT'
-    //           : v.offset === 'buy'
-    //           ? 'CLOSE_SHORT'
-    //           : 'CLOSE_LONG',
-    //       volume: v.volume,
-    //       submit_at: v.created_at,
-    //       price: v.price,
-    //       traded_volume: v.trade_volume,
-    //     };
-    //   });
-    //   orders.push(...pageOrders);
-    //   page_index++;
-    // }
-    return positions;
-};
-//# sourceMappingURL=swap.js.map

package/dist/accounts/swap.js.map

@@ -1 +0,0 @@
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'LONG' : 'SHORT',\n      volume: v.volume,\n      free_volume: v.available,\n      position_price: v.cost_hold,\n      closable_price: v.last_price,\n      floating_profit: v.profit_unreal,\n      valuation,\n    };\n  });\n\n  // orders\n  // const orders: IOrder[] = [];\n  // let page_index = 1;\n  // const page_size = 50;\n\n  // while (true) {\n  //   const ordersRes = await client.getSwapOpenOrders({ page_index, page_size });\n  //   if (!ordersRes.data?.orders || ordersRes.data.orders.length === 0) {\n  //     break;\n  //   }\n\n  //   const pageOrders: IOrder[] = ordersRes.data.orders.map((v): IOrder => {\n  //     return {\n  //       order_id: v.order_id_str,\n  //       account_id: SWAP_ACCOUNT_ID,\n  //       product_id: v.contract_code,\n  //       order_type: ['lightning'].includes(v.order_price_type)\n  //         ? 'MARKET'\n  //         : ['limit', 'opponent', 'post_only', 'optimal_5', 'optimal_10', 'optimal_20'].includes(\n  //             v.order_price_type,\n  //           )\n  //         ? 'LIMIT'\n  //         : ['fok'].includes(v.order_price_type)\n  //         ? 'FOK'\n  //         : v.order_price_type.includes('ioc')\n  //         ? 'IOC'\n  //         : 'STOP', // unreachable code\n  //       order_direction:\n  //         v.direction === 'open'\n  //           ? v.offset === 'buy'\n  //             ? 'OPEN_LONG'\n  //             : 'OPEN_SHORT'\n  //           : v.offset === 'buy'\n  //           ? 'CLOSE_SHORT'\n  //           : 'CLOSE_LONG',\n  //       volume: v.volume,\n  //       submit_at: v.created_at,\n  //       price: v.price,\n  //       traded_volume: v.trade_volume,\n  //     };\n  //   });\n\n  //   orders.push(...pageOrders);\n  //   page_index++;\n  // }\n\n  return positions;\n};\n"]}

package/dist/api.js

@@ -1,34 +0,0 @@
-import { createConnectionWs } from '@yuants/protocol';
-import { Subject, filter, from, map, share, tap } from 'rxjs';
-import zlib from 'zlib';
-const createConnectionGzipWS = (URL) => {
-    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();
-    output$.pipe(map((msg) => JSON.stringify(msg))).subscribe(conn.output$);
-    return Object.assign(Object.assign({}, conn), { input$: input$, output$: output$ });
-};
-export class HuobiClient {
-    constructor(params) {
-        this.params = params;
-        // https://www.htx.com/zh-cn/opend/newApiPages/?id=510
-        this.swap_api_root = 'api.hbdm.com';
-        // https://www.htx.com/zh-cn/opend/newApiPages/?id=404
-        this.spot_api_root = 'api.huobi.pro';
-        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();
-    }
-}
-export const client = new HuobiClient({
-    auth: {
-        access_key: process.env.ACCESS_KEY,
-        secret_key: process.env.SECRET_KEY,
-    },
-});
-//# sourceMappingURL=api.js.map

package/dist/api.js.map

@@ -1 +0,0 @@
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package/dist/cli.js

@@ -1,3 +0,0 @@
-#!/usr/bin/env node
-import './index';
-//# sourceMappingURL=cli.js.map

package/dist/cli.js.map

@@ -1 +0,0 @@
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package/dist/interest_rate.js

@@ -1,59 +0,0 @@
-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 } from '@yuants/utils';
-import { firstValueFrom, timer } from 'rxjs';
-import { getSwapHistoricalFundingRate } from './api/public-api';
-createSeriesProvider(Terminal.fromNodeEnv(), {
-    tableName: 'interest_rate',
-    series_id_prefix_parts: ['HUOBI-SWAP'],
-    reversed: true,
-    serviceOptions: { concurrent: 10 },
-    queryFn: function ({ series_id, started_at }) {
-        return __asyncGenerator(this, arguments, function* () {
-            const [datasource_id, product_id] = 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(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)));
-            }
-        });
-    },
-});
-//# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -1 +0,0 @@
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package/dist/order-actions-with-credentials.js

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

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

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

package/dist/order-actions.js

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

package/dist/order-actions.js.map

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

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

package/dist/product.js.map

@@ -1 +0,0 @@
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// Only include active contracts\n\n      const maxLeverage = crossLeverage?.data\n        .find((x) => x.contract_code === symbol.contract_code)\n        ?.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);\n\n      products.push({\n        datasource_id: 'HUOBI-SWAP',\n        product_id: symbol.contract_code,\n        base_currency: symbol.symbol,\n        quote_currency: 'USDT',\n        value_scale: symbol.contract_size,\n        price_step: symbol.price_tick,\n        volume_step: 1,\n        name: '',\n        value_scale_unit: '',\n        margin_rate: 1 / (maxLeverage || 1),\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'HUOBI/SWAP',\n        no_interest_rate: false,\n      });\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n\n// Provide QueryProducts service for spot products\nexport const spotProductService = provideQueryProductsService(\n  terminal,\n  'HUOBI-SPOT',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    const products: IProduct[] = [];\n\n    // Get spot products\n    const spotSymbols = await getSpotSymbols();\n\n    for (const symbol of spotSymbols?.data || []) {\n      if (symbol.state !== 'online') continue; // Only include online symbols\n\n      products.push({\n        datasource_id: 'HUOBI-SPOT',\n        product_id: symbol.sc,\n        base_currency: symbol.bc,\n        quote_currency: symbol.qc,\n        value_scale: 1,\n        price_step: 1 / 10 ** symbol.tpp,\n        volume_step: 1 / 10 ** symbol.tap,\n        name: '',\n        value_scale_unit: '',\n        margin_rate: 1,\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: false,\n        market_id: 'HUOBI/SPOT',\n        no_interest_rate: true,\n      });\n    }\n\n    return products;\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}

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