@yuants/vendor-huobi 0.15.4 → 0.15.6

package/dist/api/public-api.js

@@ -142,4 +142,11 @@ export function getSwapCrossLadderMargin(params) {
 export function getV2ReferenceCurrencies(params) {
     return publicRequest('GET', '/v2/reference/currencies', SPOT_API_ROOT, params);
 }
+/**
+ * 【现货】获取市场所有交易对的最新行情
+ *
+ * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec40374-7773-11ed-9966-0242ac110003
+ *
+ */
+export const getSpotMarketTickers = () => publicRequest('GET', '/market/tickers', SPOT_API_ROOT);
 //# sourceMappingURL=public-api.js.map

package/dist/api/public-api.js.map

@@ -1 +1 @@
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'' : JSON.stringify(params);\n\n  console.info(formatTime(Date.now()), method, url.href, body);\n\n  const res = await fetch(url.href, {\n    method,\n    headers: { 'Content-Type': 'application/json' },\n    body: body || undefined,\n  });\n\n  console.info(formatTime(Date.now()), 'PublicResponse', url.toString(), res.status);\n\n  const retStr = await res.text();\n  try {\n    return JSON.parse(retStr);\n  } catch (e) {\n    console.error(formatTime(Date.now()), 'huobiRequestFailed', path, JSON.stringify(params), retStr);\n    throw e;\n  }\n}\n\n// ==================== 公共 API 方法 ====================\n\n/**\n * 获取永续合约产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72f34-77b5-11ed-9966-0242ac110003\n */\nexport function getPerpetualContractSymbols(params?: {\n  contract_code?: string;\n  support_margin_mode?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    symbol: string;\n    contract_code: string;\n    contract_size: number;\n    price_tick: number;\n    settlement_date: string;\n    delivery_time: string;\n    create_date: string;\n    contract_status: number;\n    support_margin_mode: string;\n    contract_type: string;\n    pair: string;\n    business_type: string;\n    delivery_date: string;\n  }[];\n  ts: string;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_contract_info', SWAP_API_ROOT, params);\n}\n\n/**\n * 获取现货产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec47f16-7773-11ed-9966-0242ac110003\n */\nexport function getSpotSymbols(): Promise<{\n  status: string;\n  data: {\n    si: string;\n    scr: string;\n    sc: string;\n    dn: string;\n    bc: string;\n    bcdn: string;\n    qc: string;\n    qcdn: string;\n    state: string;\n    whe: boolean;\n    cd: boolean;\n    te: boolean;\n    toa: number;\n    sp: string;\n    w: number;\n    ttp: number;\n    tap: number;\n    tpp: number;\n    fp: number;\n    suspend_desc: string;\n    transfer_board_desc: string;\n    tags: string;\n    lr: number;\n    smlr: number;\n    flr: string;\n    wr: string;\n    d: number;\n    elr: number;\n    p: any;\n    castate: string;\n    ca1oa: number;\n    ca2oa: number;\n  }[];\n  ts: string;\n  full: number;\n  err_code: string;\n  err_msg: string;\n}> {\n  return publicRequest('GET', '/v2/settings/common/symbols', SPOT_API_ROOT);\n}\n\n/**\n * 获取现货行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3fc25-7773-11ed-9966-0242ac110003\n */\nexport function getSpotTick(params: { symbol: string }): Promise<{\n  status: string;\n  tick: {\n    close: number;\n  };\n}> {\n  return publicRequest('GET', `/market/detail/merged`, SPOT_API_ROOT, params);\n}\n\n/**\n * 【通用】批量获取合约资金费率\n *\n * 接口权限: 读取\n *\n * 限频: 其他非行情类的公开接口，比如获取指数信息，限价信息，交割结算、平台持仓信息等，所有用户都是每个IP3秒最多240次请求（所有该IP的非行情类的公开接口请求共享3秒240次的额度）\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb71b45-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapBatchFundingRate(params: { contract_code?: string }): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    estimated_rate: null;\n    funding_rate: string;\n    contract_code: string;\n    symbol: string;\n    fee_asset: string;\n    funding_time: string;\n    next_funding_time: null;\n    trade_partition: string;\n  }[];\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_batch_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最近成交记录\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73c34-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketTrade(params: { contract_code?: string; business_type?: string }): Promise<{\n  ch: string;\n  status: string;\n  tick: {\n    data: {\n      amount: string;\n      quantity: string;\n      trade_turnover: string;\n      ts: number;\n      id: number;\n      price: string;\n      direction: string;\n      contract_code: string;\n      business_type: string;\n      trade_partition: string;\n    }[];\n    id: number;\n    ts: number;\n  };\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/trade`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获得当前合约的总持仓量\n *\n * https://huobiapi.github.io/docs/usdt_swap/v1/cn/#3218e7531a\n */\nexport function getSwapOpenInterest(params: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    volume: number;\n    amount: number;\n    symbol: string;\n    value: number;\n    contract_code: string;\n    trade_amount: number;\n    trade_volume: number;\n    trade_turnover: number;\n    business_type: string;\n    pair: string;\n    contract_type: string;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_open_interest', SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最优挂单\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb735e0-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketBbo(params: { contract_code?: string }): Promise<{\n  status: string;\n  ticks: {\n    trade_partition: string;\n    business_type: string;\n    contract_code: string;\n    ask: number[] | null;\n    bid: number[] | null;\n    mrid: number;\n    ts: number;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/bbo`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获取合约的历史资金费率\n *\n * 接口权限: 读取\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=5d51f1f9-77b6-11ed-9966-0242ac110003\n */\nexport function getSwapHistoricalFundingRate(params: {\n  contract_code: string;\n  page_index?: number;\n  page_size?: number;\n}): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    data: {\n      symbol: string;\n      contract_code: string;\n      fee_asset: string;\n      funding_time: string;\n      funding_rate: string;\n      realized_rate: string;\n      avg_premium_index: string;\n    }[];\n    total_page: number;\n    current_page: number;\n    total_size: number;\n  };\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_historical_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【全仓】获取平台阶梯保证金\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72290-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapCrossLadderMargin(params?: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: Array<{ contract_code: string; pair: string; list: Array<{ lever_rate: number }> }>;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_cross_ladder_margin', SWAP_API_ROOT, params);\n}\n\n/**\n * APIv2币链参考信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec478f0-7773-11ed-9966-0242ac110003\n */\nexport function getV2ReferenceCurrencies(params: { currency?: string; authorizedUser?: string }): Promise<{\n  code: number;\n  data: {\n    currency: string;\n    assetType: number;\n    chains: {\n      chain: string;\n      displayName: string;\n      fullName: string;\n      baseChain?: string;\n      baseChainProtocol?: string;\n      isDynamic?: boolean;\n      numOfConfirmations: number;\n      numOfFastConfirmations: number;\n      depositStatus: string;\n      minDepositAmt: string;\n      withdrawStatus: string;\n      minWithdrawAmt: string;\n      withdrawPrecision: number;\n      maxWithdrawAmt: string;\n      withdrawQuotaPerDay: string;\n      withdrawQuotaPerYear: null;\n      withdrawQuotaTotal: null;\n      withdrawFeeType: string;\n      transactFeeWithdraw?: string;\n      addrWithTag: boolean;\n      addrDepositTag: boolean;\n      minTransactFeeWithdraw?: string;\n      transactFeeRateWithdraw?: string;\n      maxTransactFeeWithdraw?: string;\n    }[];\n    instStatus: string;\n  }[];\n}> {\n  return publicRequest('GET', '/v2/reference/currencies', SPOT_API_ROOT, params);\n}\n"]}
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'' : JSON.stringify(params);\n\n  console.info(formatTime(Date.now()), method, url.href, body);\n\n  const res = await fetch(url.href, {\n    method,\n    headers: { 'Content-Type': 'application/json' },\n    body: body || undefined,\n  });\n\n  console.info(formatTime(Date.now()), 'PublicResponse', url.toString(), res.status);\n\n  const retStr = await res.text();\n  try {\n    return JSON.parse(retStr);\n  } catch (e) {\n    console.error(formatTime(Date.now()), 'huobiRequestFailed', path, JSON.stringify(params), retStr);\n    throw e;\n  }\n}\n\n// ==================== 公共 API 方法 ====================\n\n/**\n * 获取永续合约产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72f34-77b5-11ed-9966-0242ac110003\n */\nexport function getPerpetualContractSymbols(params?: {\n  contract_code?: string;\n  support_margin_mode?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    symbol: string;\n    contract_code: string;\n    contract_size: number;\n    price_tick: number;\n    settlement_date: string;\n    delivery_time: string;\n    create_date: string;\n    contract_status: number;\n    support_margin_mode: string;\n    contract_type: string;\n    pair: string;\n    business_type: string;\n    delivery_date: string;\n  }[];\n  ts: string;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_contract_info', SWAP_API_ROOT, params);\n}\n\n/**\n * 获取现货产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec47f16-7773-11ed-9966-0242ac110003\n */\nexport function getSpotSymbols(): Promise<{\n  status: string;\n  data: {\n    si: string;\n    scr: string;\n    sc: string;\n    dn: string;\n    bc: string;\n    bcdn: string;\n    qc: string;\n    qcdn: string;\n    state: string;\n    whe: boolean;\n    cd: boolean;\n    te: boolean;\n    toa: number;\n    sp: string;\n    w: number;\n    ttp: number;\n    tap: number;\n    tpp: number;\n    fp: number;\n    suspend_desc: string;\n    transfer_board_desc: string;\n    tags: string;\n    lr: number;\n    smlr: number;\n    flr: string;\n    wr: string;\n    d: number;\n    elr: number;\n    p: any;\n    castate: string;\n    ca1oa: number;\n    ca2oa: number;\n  }[];\n  ts: string;\n  full: number;\n  err_code: string;\n  err_msg: string;\n}> {\n  return publicRequest('GET', '/v2/settings/common/symbols', SPOT_API_ROOT);\n}\n\n/**\n * 获取现货行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3fc25-7773-11ed-9966-0242ac110003\n */\nexport function getSpotTick(params: { symbol: string }): Promise<{\n  status: string;\n  tick: {\n    close: number;\n  };\n}> {\n  return publicRequest('GET', `/market/detail/merged`, SPOT_API_ROOT, params);\n}\n\n/**\n * 【通用】批量获取合约资金费率\n *\n * 接口权限: 读取\n *\n * 限频: 其他非行情类的公开接口，比如获取指数信息，限价信息，交割结算、平台持仓信息等，所有用户都是每个IP3秒最多240次请求（所有该IP的非行情类的公开接口请求共享3秒240次的额度）\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb71b45-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapBatchFundingRate(params: { contract_code?: string }): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    estimated_rate: null;\n    funding_rate: string;\n    contract_code: string;\n    symbol: string;\n    fee_asset: string;\n    funding_time: string;\n    next_funding_time: null;\n    trade_partition: string;\n  }[];\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_batch_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最近成交记录\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73c34-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketTrade(params: { contract_code?: string; business_type?: string }): Promise<{\n  ch: string;\n  status: string;\n  tick: {\n    data: {\n      amount: string;\n      quantity: string;\n      trade_turnover: string;\n      ts: number;\n      id: number;\n      price: string;\n      direction: string;\n      contract_code: string;\n      business_type: string;\n      trade_partition: string;\n    }[];\n    id: number;\n    ts: number;\n  };\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/trade`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获得当前合约的总持仓量\n *\n * https://huobiapi.github.io/docs/usdt_swap/v1/cn/#3218e7531a\n */\nexport function getSwapOpenInterest(params: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    volume: number;\n    amount: number;\n    symbol: string;\n    value: number;\n    contract_code: string;\n    trade_amount: number;\n    trade_volume: number;\n    trade_turnover: number;\n    business_type: string;\n    pair: string;\n    contract_type: string;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_open_interest', SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最优挂单\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb735e0-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketBbo(params: { contract_code?: string }): Promise<{\n  status: string;\n  ticks: {\n    trade_partition: string;\n    business_type: string;\n    contract_code: string;\n    ask: number[] | null;\n    bid: number[] | null;\n    mrid: number;\n    ts: number;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/bbo`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获取合约的历史资金费率\n *\n * 接口权限: 读取\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=5d51f1f9-77b6-11ed-9966-0242ac110003\n */\nexport function getSwapHistoricalFundingRate(params: {\n  contract_code: string;\n  page_index?: number;\n  page_size?: number;\n}): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    data: {\n      symbol: string;\n      contract_code: string;\n      fee_asset: string;\n      funding_time: string;\n      funding_rate: string;\n      realized_rate: string;\n      avg_premium_index: string;\n    }[];\n    total_page: number;\n    current_page: number;\n    total_size: number;\n  };\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_historical_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【全仓】获取平台阶梯保证金\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72290-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapCrossLadderMargin(params?: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: Array<{ contract_code: string; pair: string; list: Array<{ lever_rate: number }> }>;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_cross_ladder_margin', SWAP_API_ROOT, params);\n}\n\n/**\n * APIv2币链参考信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec478f0-7773-11ed-9966-0242ac110003\n */\nexport function getV2ReferenceCurrencies(params: { currency?: string; authorizedUser?: string }): Promise<{\n  code: number;\n  data: {\n    currency: string;\n    assetType: number;\n    chains: {\n      chain: string;\n      displayName: string;\n      fullName: string;\n      baseChain?: string;\n      baseChainProtocol?: string;\n      isDynamic?: boolean;\n      numOfConfirmations: number;\n      numOfFastConfirmations: number;\n      depositStatus: string;\n      minDepositAmt: string;\n      withdrawStatus: string;\n      minWithdrawAmt: string;\n      withdrawPrecision: number;\n      maxWithdrawAmt: string;\n      withdrawQuotaPerDay: string;\n      withdrawQuotaPerYear: null;\n      withdrawQuotaTotal: null;\n      withdrawFeeType: string;\n      transactFeeWithdraw?: string;\n      addrWithTag: boolean;\n      addrDepositTag: boolean;\n      minTransactFeeWithdraw?: string;\n      transactFeeRateWithdraw?: string;\n      maxTransactFeeWithdraw?: string;\n    }[];\n    instStatus: string;\n  }[];\n}> {\n  return publicRequest('GET', '/v2/reference/currencies', SPOT_API_ROOT, params);\n}\n\n/**\n * 【现货】获取市场所有交易对的最新行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec40374-7773-11ed-9966-0242ac110003\n *\n */\nexport const getSpotMarketTickers = (): Promise<{\n  data: {\n    symbol: string;\n    open: number;\n    high: number;\n    low: number;\n    close: number;\n    amount: number;\n    vol: number;\n    count: number;\n    bid: number;\n    bidSize: number;\n    ask: number;\n    askSize: number;\n  }[];\n  status: string;\n  ts: number;\n}> => publicRequest('GET', '/market/tickers', SPOT_API_ROOT);\n"]}

package/dist/services/accounts/spot.js

@@ -2,23 +2,29 @@ import { makeSpotPosition } from '@yuants/data-account';
 import { getSpotAccountBalance } from '../../api/private-api';
 import { spotAccountUidCache } from '../uid';
 import { encodePath } from '@yuants/utils';
+import { quoteCache } from '../market-data/quote';
 export const getSpotAccountInfo = async (credential) => {
+    var _a, _b, _c;
     const spotAccountUid = await spotAccountUidCache.query(JSON.stringify(credential));
     if (!spotAccountUid)
         throw new Error('Failed to get Spot Account UID');
     const spotBalance = await getSpotAccountBalance(credential, spotAccountUid);
-    return spotBalance.data.list
-        .map((v) => {
-        var _a, _b;
-        return makeSpotPosition({
+    const positions = [];
+    for (const v of spotBalance.data.list) {
+        if (v.balance === '0')
+            continue;
+        const product_id = encodePath('HTX', 'SPOT', v.currency + 'usdt');
+        const quote = await quoteCache.query(product_id);
+        const closable_price = v.currency === 'usdt' ? 1 : +((_a = quote === null || quote === void 0 ? void 0 : quote.ask_price) !== null && _a !== void 0 ? _a : 0);
+        positions.push(makeSpotPosition({
             position_id: `${v.currency}`,
             datasource_id: 'HTX',
-            product_id: encodePath('HTX', 'SPOT', v.currency + 'usdt'),
-            volume: +((_a = v.balance) !== null && _a !== void 0 ? _a : 0),
-            free_volume: +((_b = v.balance) !== null && _b !== void 0 ? _b : 0),
-            closable_price: 1, // TODO: 获取现货币对价格
-        });
-    })
-        .filter((x) => x.volume > 0);
+            product_id: product_id,
+            volume: +((_b = v.balance) !== null && _b !== void 0 ? _b : 0),
+            free_volume: +((_c = v.balance) !== null && _c !== void 0 ? _c : 0),
+            closable_price: closable_price,
+        }));
+    }
+    return positions;
 };
 //# sourceMappingURL=spot.js.map

package/dist/services/accounts/spot.js.map

@@ -1 +1 @@
-{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAkC,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACxF,OAAO,EAAE,qBAAqB,EAAe,MAAM,uBAAuB,CAAC;AAC3E,OAAO,EAAE,mBAAmB,EAAE,MAAM,QAAQ,CAAC;AAC7C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,MAAM,CAAC,MAAM,kBAAkB,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;IAClG,MAAM,cAAc,GAAG,MAAM,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;IACnF,IAAI,CAAC,cAAc;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,CAAC,CAAC;IACvE,MAAM,WAAW,GAAG,MAAM,qBAAqB,CAAC,UAAU,EAAE,cAAc,CAAC,CAAC;IAE5E,OAAO,WAAW,CAAC,IAAI,CAAC,IAAI;SACzB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;;QACT,OAAO,gBAAgB,CAAC;YACtB,WAAW,EAAE,GAAG,CAAC,CAAC,QAAQ,EAAE;YAC5B,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,CAAC,CAAC,QAAQ,GAAG,MAAM,CAAC;YAC1D,MAAM,EAAE,CAAC,CAAC,MAAA,CAAC,CAAC,OAAO,mCAAI,CAAC,CAAC;YACzB,WAAW,EAAE,CAAC,CAAC,MAAA,CAAC,CAAC,OAAO,mCAAI,CAAC,CAAC;YAC9B,cAAc,EAAE,CAAC,EAAE,iBAAiB;SACrC,CAAC,CAAC;IACL,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;AACjC,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfGetAccountInfo, makeSpotPosition } from '@yuants/data-account';\nimport { getSpotAccountBalance, ICredential } from '../../api/private-api';\nimport { spotAccountUidCache } from '../uid';\nimport { encodePath } from '@yuants/utils';\n\nexport const getSpotAccountInfo: IActionHandlerOfGetAccountInfo<ICredential> = async (credential) => {\n  const spotAccountUid = await spotAccountUidCache.query(JSON.stringify(credential));\n  if (!spotAccountUid) throw new Error('Failed to get Spot Account UID');\n  const spotBalance = await getSpotAccountBalance(credential, spotAccountUid);\n\n  return spotBalance.data.list\n    .map((v) => {\n      return makeSpotPosition({\n        position_id: `${v.currency}`,\n        datasource_id: 'HTX',\n        product_id: encodePath('HTX', 'SPOT', v.currency + 'usdt'),\n        volume: +(v.balance ?? 0),\n        free_volume: +(v.balance ?? 0),\n        closable_price: 1, // TODO: 获取现货币对价格\n      });\n    })\n    .filter((x) => x.volume > 0);\n};\n"]}
+{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAA6C,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnG,OAAO,EAAE,qBAAqB,EAAe,MAAM,uBAAuB,CAAC;AAC3E,OAAO,EAAE,mBAAmB,EAAE,MAAM,QAAQ,CAAC;AAC7C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,UAAU,EAAE,MAAM,sBAAsB,CAAC;AAElD,MAAM,CAAC,MAAM,kBAAkB,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;;IAClG,MAAM,cAAc,GAAG,MAAM,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;IACnF,IAAI,CAAC,cAAc;QAAE,MAAM,IAAI,KAAK,CAAC,gCAAgC,CAAC,CAAC;IACvE,MAAM,WAAW,GAAG,MAAM,qBAAqB,CAAC,UAAU,EAAE,cAAc,CAAC,CAAC;IAE5E,MAAM,SAAS,GAAgB,EAAE,CAAC;IAElC,KAAK,MAAM,CAAC,IAAI,WAAW,CAAC,IAAI,CAAC,IAAI,EAAE;QACrC,IAAI,CAAC,CAAC,OAAO,KAAK,GAAG;YAAE,SAAS;QAChC,MAAM,UAAU,GAAG,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,CAAC,CAAC,QAAQ,GAAG,MAAM,CAAC,CAAC;QAClE,MAAM,KAAK,GAAG,MAAM,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QACjD,MAAM,cAAc,GAAG,CAAC,CAAC,QAAQ,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,SAAS,mCAAI,CAAC,CAAC,CAAC;QAC5E,SAAS,CAAC,IAAI,CACZ,gBAAgB,CAAC;YACf,WAAW,EAAE,GAAG,CAAC,CAAC,QAAQ,EAAE;YAC5B,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,UAAU;YACtB,MAAM,EAAE,CAAC,CAAC,MAAA,CAAC,CAAC,OAAO,mCAAI,CAAC,CAAC;YACzB,WAAW,EAAE,CAAC,CAAC,MAAA,CAAC,CAAC,OAAO,mCAAI,CAAC,CAAC;YAC9B,cAAc,EAAE,cAAc;SAC/B,CAAC,CACH,CAAC;KACH;IACD,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfGetAccountInfo, IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { getSpotAccountBalance, ICredential } from '../../api/private-api';\nimport { spotAccountUidCache } from '../uid';\nimport { encodePath } from '@yuants/utils';\nimport { quoteCache } from '../market-data/quote';\n\nexport const getSpotAccountInfo: IActionHandlerOfGetAccountInfo<ICredential> = async (credential) => {\n  const spotAccountUid = await spotAccountUidCache.query(JSON.stringify(credential));\n  if (!spotAccountUid) throw new Error('Failed to get Spot Account UID');\n  const spotBalance = await getSpotAccountBalance(credential, spotAccountUid);\n\n  const positions: IPosition[] = [];\n\n  for (const v of spotBalance.data.list) {\n    if (v.balance === '0') continue;\n    const product_id = encodePath('HTX', 'SPOT', v.currency + 'usdt');\n    const quote = await quoteCache.query(product_id);\n    const closable_price = v.currency === 'usdt' ? 1 : +(quote?.ask_price ?? 0);\n    positions.push(\n      makeSpotPosition({\n        position_id: `${v.currency}`,\n        datasource_id: 'HTX',\n        product_id: product_id,\n        volume: +(v.balance ?? 0),\n        free_volume: +(v.balance ?? 0),\n        closable_price: closable_price,\n      }),\n    );\n  }\n  return positions;\n};\n"]}

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

@@ -1,60 +1,34 @@
-import { createCache } from '@yuants/cache';
-import { formatTime } from '@yuants/utils';
+import { makeSpotPosition } from '@yuants/data-account';
+import { encodePath } from '@yuants/utils';
 import { getSpotAccountBalance } from '../../api/private-api';
-import { getSpotTick } from '../../api/public-api';
+import { quoteCache } from '../market-data/quote';
 import { superMarginAccountUidCache } from '../uid';
-const spotTickCache = createCache((currency) => getSpotTick({ symbol: `${currency}usdt` }), {
-    expire: 300000,
-    swrAfter: 10000, // 10 seconds
-});
 /**
  * 全仓杠杆账户 (Super Margin Account)
  */
 export const getSuperMarginAccountInfo = async (credential) => {
-    var _a;
+    var _a, _b;
+    const positions = [];
     // get account balance
     const superMarginAccountUid = await superMarginAccountUidCache.query(JSON.stringify(credential));
     if (!superMarginAccountUid)
         throw new Error('Failed to get Super Margin Account UID');
     const accountBalance = await getSpotAccountBalance(credential, superMarginAccountUid);
     const balanceList = ((_a = accountBalance.data) === null || _a === void 0 ? void 0 : _a.list) || [];
-    // get positions (non-usdt currencies)
-    const positions = [];
-    const nonUsdtCurrencies = balanceList
-        .filter((v) => v.currency !== 'usdt')
-        .reduce((acc, cur) => {
-        const existing = acc.find((item) => item.currency === cur.currency);
-        if (existing) {
-            existing.balance += +cur.balance;
-        }
-        else {
-            acc.push({ currency: cur.currency, balance: +cur.balance });
-        }
-        return acc;
-    }, []);
     // get prices and create positions
-    for (const currencyData of nonUsdtCurrencies) {
-        if (currencyData.balance > 0) {
-            const tickerRes = await spotTickCache.query(currencyData.currency);
-            const price = (tickerRes === null || tickerRes === void 0 ? void 0 : tickerRes.tick.close) || 0;
-            try {
-                // get current price from websocket or fallback to REST API
-                positions.push({
-                    position_id: `${currencyData.currency}/usdt/spot`,
-                    product_id: `${currencyData.currency}usdt`,
-                    direction: 'LONG',
-                    volume: currencyData.balance,
-                    free_volume: currencyData.balance,
-                    position_price: price,
-                    closable_price: price,
-                    floating_profit: 0,
-                    valuation: currencyData.balance * price,
-                });
-            }
-            catch (error) {
-                console.warn(formatTime(Date.now()), `Failed to get price for ${currencyData.currency}:`, error);
-            }
-        }
+    for (const currencyData of balanceList) {
+        if (currencyData.balance === '0')
+            continue;
+        const product_id = encodePath('HTX', 'SPOT', currencyData.currency + 'usdt');
+        const quote = await quoteCache.query(currencyData.currency);
+        const closable_price = currencyData.currency === 'usdt' ? 1 : +((_b = quote === null || quote === void 0 ? void 0 : quote.ask_price) !== null && _b !== void 0 ? _b : 0);
+        positions.push(makeSpotPosition({
+            position_id: `${currencyData.currency}/usdt/spot`,
+            product_id: product_id,
+            volume: +currencyData.balance,
+            free_volume: +currencyData.balance,
+            closable_price: closable_price,
+        }));
     }
     return positions;
 };

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

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+{"version":3,"file":"super-margin.js","sourceRoot":"","sources":["../../../src/services/accounts/super-margin.ts"],"names":[],"mappings":"AAAA,OAAO,EAA6C,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnG,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,qBAAqB,EAAe,MAAM,uBAAuB,CAAC;AAC3E,OAAO,EAAE,UAAU,EAAE,MAAM,sBAAsB,CAAC;AAClD,OAAO,EAAE,0BAA0B,EAAE,MAAM,QAAQ,CAAC;AAEpD;;GAEG;AACH,MAAM,CAAC,MAAM,yBAAyB,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;;IACzG,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,sBAAsB;IACtB,MAAM,qBAAqB,GAAG,MAAM,0BAA0B,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,CAAC;IACjG,IAAI,CAAC,qBAAqB;QAAE,MAAM,IAAI,KAAK,CAAC,wCAAwC,CAAC,CAAC;IACtF,MAAM,cAAc,GAAG,MAAM,qBAAqB,CAAC,UAAU,EAAE,qBAAqB,CAAC,CAAC;IACtF,MAAM,WAAW,GAAG,CAAA,MAAA,cAAc,CAAC,IAAI,0CAAE,IAAI,KAAI,EAAE,CAAC;IAEpD,kCAAkC;IAClC,KAAK,MAAM,YAAY,IAAI,WAAW,EAAE;QACtC,IAAI,YAAY,CAAC,OAAO,KAAK,GAAG;YAAE,SAAS;QAC3C,MAAM,UAAU,GAAG,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,YAAY,CAAC,QAAQ,GAAG,MAAM,CAAC,CAAC;QAC7E,MAAM,KAAK,GAAG,MAAM,UAAU,CAAC,KAAK,CAAC,YAAY,CAAC,QAAQ,CAAC,CAAC;QAC5D,MAAM,cAAc,GAAG,YAAY,CAAC,QAAQ,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,SAAS,mCAAI,CAAC,CAAC,CAAC;QAEvF,SAAS,CAAC,IAAI,CACZ,gBAAgB,CAAC;YACf,WAAW,EAAE,GAAG,YAAY,CAAC,QAAQ,YAAY;YACjD,UAAU,EAAE,UAAU;YACtB,MAAM,EAAE,CAAC,YAAY,CAAC,OAAO;YAC7B,WAAW,EAAE,CAAC,YAAY,CAAC,OAAO;YAClC,cAAc,EAAE,cAAc;SAC/B,CAAC,CACH,CAAC;KACH;IAED,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { IActionHandlerOfGetAccountInfo, IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getSpotAccountBalance, ICredential } from '../../api/private-api';\nimport { quoteCache } from '../market-data/quote';\nimport { superMarginAccountUidCache } from '../uid';\n\n/**\n * 全仓杠杆账户 (Super Margin Account)\n */\nexport const getSuperMarginAccountInfo: IActionHandlerOfGetAccountInfo<ICredential> = async (credential) => {\n  const positions: IPosition[] = [];\n  // get account balance\n  const superMarginAccountUid = await superMarginAccountUidCache.query(JSON.stringify(credential));\n  if (!superMarginAccountUid) throw new Error('Failed to get Super Margin Account UID');\n  const accountBalance = await getSpotAccountBalance(credential, superMarginAccountUid);\n  const balanceList = accountBalance.data?.list || [];\n\n  // get prices and create positions\n  for (const currencyData of balanceList) {\n    if (currencyData.balance === '0') continue;\n    const product_id = encodePath('HTX', 'SPOT', currencyData.currency + 'usdt');\n    const quote = await quoteCache.query(currencyData.currency);\n    const closable_price = currencyData.currency === 'usdt' ? 1 : +(quote?.ask_price ?? 0);\n\n    positions.push(\n      makeSpotPosition({\n        position_id: `${currencyData.currency}/usdt/spot`,\n        product_id: product_id,\n        volume: +currencyData.balance,\n        free_volume: +currencyData.balance,\n        closable_price: closable_price,\n      }),\n    );\n  }\n\n  return positions;\n};\n"]}

package/dist/services/accounts/swap.js

@@ -1,25 +1,34 @@
+import { makeSpotPosition } from '@yuants/data-account';
 import { encodePath } from '@yuants/utils';
-import { firstValueFrom } from 'rxjs';
 import { getSwapCrossPositionInfo, getUnifiedAccountInfo } from '../../api/private-api';
-import { productService } from '../product';
+import { productCache } from '../product';
+const usdAssets = new Set(['USDT', 'USDC', 'USDD']);
 export const getSwapAccountInfo = async (credential) => {
+    const positions = [];
     // 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');
+    for (const v of balance.data || []) {
+        if (v.margin_balance === 0)
+            continue;
+        positions.push(makeSpotPosition({
+            position_id: encodePath('HTX', 'SWAP-MARGIN', v.margin_asset),
+            datasource_id: 'HTX',
+            product_id: encodePath('HTX', 'SWAP-MARGIN', v.margin_asset),
+            volume: +v.margin_balance,
+            free_volume: +v.withdraw_available,
+            closable_price: usdAssets.has(v.margin_asset) ? 1 : 0,
+        }));
     }
     // positions
     const positionsRes = await getSwapCrossPositionInfo(credential);
-    const mapProductIdToPerpetualProduct = await firstValueFrom(productService.mapProductIdToProduct$);
-    const positions = (positionsRes.data || []).map((v) => {
+    for (const v of positionsRes.data || []) {
         const product_id = encodePath('HTX', 'SWAP', v.contract_code);
-        const theProduct = mapProductIdToPerpetualProduct === null || mapProductIdToPerpetualProduct === void 0 ? void 0 : mapProductIdToPerpetualProduct.get(product_id);
+        const theProduct = await productCache.query(product_id);
         const valuation = v.volume * v.last_price * ((theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) || 1);
-        return {
+        positions.push({
             position_id: `${product_id}/${v.contract_type}/${v.direction}/${v.margin_mode}`,
             datasource_id: 'HTX',
             product_id,
@@ -30,8 +39,8 @@ export const getSwapAccountInfo = async (credential) => {
             closable_price: v.last_price,
             floating_profit: v.profit_unreal,
             valuation,
-        };
-    });
+        });
+    }
     return positions;
 };
 //# sourceMappingURL=swap.js.map

package/dist/services/accounts/swap.js.map

@@ -1 +1 @@
-{"version":3,"file":"swap.js","sourceRoot":"","sources":["../../../src/services/accounts/swap.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AACtC,OAAO,EAAE,wBAAwB,EAAE,qBAAqB,EAAe,MAAM,uBAAuB,CAAC;AACrG,OAAO,EAAE,cAAc,EAAE,MAAM,YAAY,CAAC;AAE5C,MAAM,CAAC,MAAM,kBAAkB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IACxF,UAAU;IACV,MAAM,OAAO,GAAG,MAAM,qBAAqB,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE;QACjB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;KACvD;IACD,MAAM,WAAW,GAAG,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,YAAY,KAAK,MAAM,CAAC,CAAC;IACxE,IAAI,CAAC,WAAW,EAAE;QAChB,MAAM,IAAI,KAAK,CAAC,0CAA0C,CAAC,CAAC;KAC7D;IAED,YAAY;IACZ,MAAM,YAAY,GAAG,MAAM,wBAAwB,CAAC,UAAU,CAAC,CAAC;IAChE,MAAM,8BAA8B,GAAG,MAAM,cAAc,CAAC,cAAc,CAAC,sBAAsB,CAAC,CAAC;IACnG,MAAM,SAAS,GAAgB,CAAC,YAAY,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAa,EAAE;QAC5E,MAAM,UAAU,GAAG,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,CAAC,CAAC,aAAa,CAAC,CAAC;QAC9D,MAAM,UAAU,GAAG,8BAA8B,aAA9B,8BAA8B,uBAA9B,8BAA8B,CAAE,GAAG,CAAC,UAAU,CAAC,CAAC;QACnE,MAAM,SAAS,GAAG,CAAC,CAAC,MAAM,GAAG,CAAC,CAAC,UAAU,GAAG,CAAC,CAAA,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,WAAW,KAAI,CAAC,CAAC,CAAC;QAC3E,OAAO;YACL,WAAW,EAAE,GAAG,UAAU,IAAI,CAAC,CAAC,aAAa,IAAI,CAAC,CAAC,SAAS,IAAI,CAAC,CAAC,WAAW,EAAE;YAC/E,aAAa,EAAE,KAAK;YACpB,UAAU;YACV,SAAS,EAAE,CAAC,CAAC,SAAS,KAAK,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO;YACnD,MAAM,EAAE,CAAC,CAAC,MAAM;YAChB,WAAW,EAAE,CAAC,CAAC,SAAS;YACxB,cAAc,EAAE,CAAC,CAAC,SAAS;YAC3B,cAAc,EAAE,CAAC,CAAC,UAAU;YAC5B,eAAe,EAAE,CAAC,CAAC,aAAa;YAChC,SAAS;SACV,CAAC;IACJ,CAAC,CAAC,CAAC;IAEH,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { firstValueFrom } from 'rxjs';\nimport { getSwapCrossPositionInfo, getUnifiedAccountInfo, ICredential } from '../../api/private-api';\nimport { productService } from '../product';\n\nexport const getSwapAccountInfo = async (credential: ICredential): Promise<IPosition[]> => {\n  // balance\n  const balance = await getUnifiedAccountInfo(credential);\n  if (!balance.data) {\n    throw new Error('Failed to get unified account info');\n  }\n  const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n  if (!balanceData) {\n    throw new Error('No USDT balance found in unified account');\n  }\n\n  // positions\n  const positionsRes = await getSwapCrossPositionInfo(credential);\n  const mapProductIdToPerpetualProduct = await firstValueFrom(productService.mapProductIdToProduct$);\n  const positions: IPosition[] = (positionsRes.data || []).map((v): IPosition => {\n    const product_id = encodePath('HTX', 'SWAP', v.contract_code);\n    const theProduct = mapProductIdToPerpetualProduct?.get(product_id);\n    const valuation = v.volume * v.last_price * (theProduct?.value_scale || 1);\n    return {\n      position_id: `${product_id}/${v.contract_type}/${v.direction}/${v.margin_mode}`,\n      datasource_id: 'HTX',\n      product_id,\n      direction: v.direction === 'buy' ? 'LONG' : 'SHORT',\n      volume: v.volume,\n      free_volume: v.available,\n      position_price: v.cost_hold,\n      closable_price: v.last_price,\n      floating_profit: v.profit_unreal,\n      valuation,\n    };\n  });\n\n  return positions;\n};\n"]}
+{"version":3,"file":"swap.js","sourceRoot":"","sources":["../../../src/services/accounts/swap.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACnE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,wBAAwB,EAAE,qBAAqB,EAAe,MAAM,uBAAuB,CAAC;AACrG,OAAO,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAE1C,MAAM,SAAS,GAAG,IAAI,GAAG,CAAC,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC;AAEpD,MAAM,CAAC,MAAM,kBAAkB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IACxF,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,UAAU;IACV,MAAM,OAAO,GAAG,MAAM,qBAAqB,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE;QACjB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;KACvD;IAED,KAAK,MAAM,CAAC,IAAI,OAAO,CAAC,IAAI,IAAI,EAAE,EAAE;QAClC,IAAI,CAAC,CAAC,cAAc,KAAK,CAAC;YAAE,SAAS;QACrC,SAAS,CAAC,IAAI,CACZ,gBAAgB,CAAC;YACf,WAAW,EAAE,UAAU,CAAC,KAAK,EAAE,aAAa,EAAE,CAAC,CAAC,YAAY,CAAC;YAC7D,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,aAAa,EAAE,CAAC,CAAC,YAAY,CAAC;YAC5D,MAAM,EAAE,CAAC,CAAC,CAAC,cAAc;YACzB,WAAW,EAAE,CAAC,CAAC,CAAC,kBAAkB;YAClC,cAAc,EAAE,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACtD,CAAC,CACH,CAAC;KACH;IAED,YAAY;IACZ,MAAM,YAAY,GAAG,MAAM,wBAAwB,CAAC,UAAU,CAAC,CAAC;IAChE,KAAK,MAAM,CAAC,IAAI,YAAY,CAAC,IAAI,IAAI,EAAE,EAAE;QACvC,MAAM,UAAU,GAAG,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,CAAC,CAAC,aAAa,CAAC,CAAC;QAC9D,MAAM,UAAU,GAAG,MAAM,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QACxD,MAAM,SAAS,GAAG,CAAC,CAAC,MAAM,GAAG,CAAC,CAAC,UAAU,GAAG,CAAC,CAAA,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,WAAW,KAAI,CAAC,CAAC,CAAC;QAC3E,SAAS,CAAC,IAAI,CAAC;YACb,WAAW,EAAE,GAAG,UAAU,IAAI,CAAC,CAAC,aAAa,IAAI,CAAC,CAAC,SAAS,IAAI,CAAC,CAAC,WAAW,EAAE;YAC/E,aAAa,EAAE,KAAK;YACpB,UAAU;YACV,SAAS,EAAE,CAAC,CAAC,SAAS,KAAK,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO;YACnD,MAAM,EAAE,CAAC,CAAC,MAAM;YAChB,WAAW,EAAE,CAAC,CAAC,SAAS;YACxB,cAAc,EAAE,CAAC,CAAC,SAAS;YAC3B,cAAc,EAAE,CAAC,CAAC,UAAU;YAC5B,eAAe,EAAE,CAAC,CAAC,aAAa;YAChC,SAAS;SACV,CAAC,CAAC;KACJ;IAED,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { IPosition, makeSpotPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getSwapCrossPositionInfo, getUnifiedAccountInfo, ICredential } from '../../api/private-api';\nimport { productCache } from '../product';\n\nconst usdAssets = new Set(['USDT', 'USDC', 'USDD']);\n\nexport const getSwapAccountInfo = async (credential: ICredential): Promise<IPosition[]> => {\n  const positions: IPosition[] = [];\n  // balance\n  const balance = await getUnifiedAccountInfo(credential);\n  if (!balance.data) {\n    throw new Error('Failed to get unified account info');\n  }\n\n  for (const v of balance.data || []) {\n    if (v.margin_balance === 0) continue;\n    positions.push(\n      makeSpotPosition({\n        position_id: encodePath('HTX', 'SWAP-MARGIN', v.margin_asset),\n        datasource_id: 'HTX',\n        product_id: encodePath('HTX', 'SWAP-MARGIN', v.margin_asset),\n        volume: +v.margin_balance,\n        free_volume: +v.withdraw_available,\n        closable_price: usdAssets.has(v.margin_asset) ? 1 : 0,\n      }),\n    );\n  }\n\n  // positions\n  const positionsRes = await getSwapCrossPositionInfo(credential);\n  for (const v of positionsRes.data || []) {\n    const product_id = encodePath('HTX', 'SWAP', v.contract_code);\n    const theProduct = await productCache.query(product_id);\n    const valuation = v.volume * v.last_price * (theProduct?.value_scale || 1);\n    positions.push({\n      position_id: `${product_id}/${v.contract_type}/${v.direction}/${v.margin_mode}`,\n      datasource_id: 'HTX',\n      product_id,\n      direction: v.direction === 'buy' ? 'LONG' : 'SHORT',\n      volume: v.volume,\n      free_volume: v.available,\n      position_price: v.cost_hold,\n      closable_price: v.last_price,\n      floating_profit: v.profit_unreal,\n      valuation,\n    });\n  }\n\n  return positions;\n};\n"]}

package/dist/services/market-data/quote.js

@@ -1,8 +1,9 @@
+import { createCache } from '@yuants/cache';
 import { Terminal } from '@yuants/protocol';
-import { writeToSQL } from '@yuants/sql';
+import { escapeSQL, requestSQL, 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 { getSpotMarketTickers, getSwapBatchFundingRate, getSwapMarketBbo, getSwapMarketTrade, getSwapOpenInterest, } from '../../api/public-api';
 const swapBboTick$ = defer(() => getSwapMarketBbo({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const quote1$ = swapBboTick$.pipe(mergeMap((res) => res.ticks || []), map((tick) => {
     const [ask_price = '', ask_volume = ''] = tick.ask || [];
@@ -23,6 +24,15 @@ const quote2$ = swapTradeTick$.pipe(mergeMap((res) => { var _a; return ((_a = re
     product_id: encodePath('HTX', 'SWAP', tick.contract_code),
     last_price: `${tick.price}`,
 })));
+const quote5$ = defer(() => getSpotMarketTickers()).pipe(mergeMap((res) => res.data || []), map((tick) => ({
+    datasource_id: 'HTX',
+    product_id: encodePath('HTX', 'SPOT', tick.symbol),
+    ask_price: `${tick.ask}`,
+    bid_price: `${tick.bid}`,
+    ask_volume: `${tick.askSize}`,
+    bid_volume: `${tick.bidSize}`,
+    last_price: `${tick.close}`,
+})), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
 const mapSwapContractCodeToTradeTick$ = 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$.pipe(mergeMap((res) => res.data || []), map((tick) => ({
@@ -41,7 +51,7 @@ const quote4$ = swapOpenInterest$.pipe(mergeMap((res) => res.data || []), map((t
 })));
 if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
     // 合并不同来源的数据并进行合并，避免死锁
-    merge(quote1$, quote2$, quote3$, quote4$)
+    merge(quote1$, quote2$, quote3$, quote4$, quote5$)
         .pipe(groupBy((x) => encodePath(x.datasource_id, x.product_id)), mergeMap((group$) => {
         return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {}));
     }))
@@ -54,6 +64,14 @@ if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
         .subscribe();
 }
 const mapSwapContractCodeToOpenInterest$ = defer(() => swapOpenInterest$).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 terminal = Terminal.fromNodeEnv();
+export const quoteCache = createCache(async (product_id) => {
+    const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;
+    console.info('QuoteSQL', sql);
+    const [quote] = await requestSQL(terminal, sql);
+    console.info('QuoteFetched', product_id, JSON.stringify(quote));
+    return quote;
+}, { expire: 10000 });
 // provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {
 //   return defer(async () => {
 //     const products = await firstValueFrom(perpetualContractProducts$);

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

@@ -1 +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"]}
+{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/market-data/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAE5C,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAChE,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,OAAO,EAAE,GAAG,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,IAAI,EAAE,WAAW,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AAC7G,OAAO,EACL,oBAAoB,EACpB,uBAAuB,EACvB,gBAAgB,EAChB,kBAAkB,EAClB,mBAAmB,GACpB,MAAM,sBAAsB,CAAC;AAE9B,MAAM,YAAY,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,gBAAgB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACzD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,OAAO,GAAG,YAAY,CAAC,IAAI,CAC/B,QAAQ,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,KAAK,IAAI,EAAE,CAAC,EAClC,GAAG,CAAC,CAAC,IAAI,EAAmB,EAAE;IAC5B,MAAM,CAAC,SAAS,GAAG,EAAE,EAAE,UAAU,GAAG,EAAE,CAAC,GAAG,IAAI,CAAC,GAAG,IAAI,EAAE,CAAC;IACzD,MAAM,CAAC,SAAS,GAAG,EAAE,EAAE,UAAU,GAAG,EAAE,CAAC,GAAG,IAAI,CAAC,GAAG,IAAI,EAAE,CAAC;IACzD,OAAO;QACL,aAAa,EAAE,KAAK;QACpB,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,CAAC,aAAa,CAAC;QACzD,SAAS,EAAE,GAAG,SAAS,EAAE;QACzB,SAAS,EAAE,GAAG,SAAS,EAAE;QACzB,UAAU,EAAE,GAAG,UAAU,EAAE;QAC3B,UAAU,EAAE,GAAG,UAAU,EAAE;KAC5B,CAAC;AACJ,CAAC,CAAC,CACH,CAAC;AAEF,MAAM,6BAA6B,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,YAAY,CAAC,CAAC,IAAI,CAClE,QAAQ,CAAC,CAAC,GAAG,EAAE,EAAE,CACf,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,IAAI,CAClB,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,aAAa,EAAE,IAAI,CAAU,CAAC,EAClD,OAAO,EAAE,EACT,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,MAAM,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC,CAC1C,CACF,EAED,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,cAAc,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,kBAAkB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAC7D,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,OAAO,GAAG,cAAc,CAAC,IAAI,CACjC,QAAQ,CAAC,CAAC,GAAG,EAAE,EAAE,WAAC,OAAA,CAAA,MAAA,GAAG,CAAC,IAAI,0CAAE,IAAI,KAAI,EAAE,CAAA,EAAA,CAAC,EACvC,GAAG,CACD,CAAC,IAAI,EAAmB,EAAE,CAAC,CAAC;IAC1B,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,CAAC,aAAa,CAAC;IACzD,UAAU,EAAE,GAAG,IAAI,CAAC,KAAK,EAAE;CAC5B,CAAC,CACH,CACF,CAAC;AAEF,MAAM,OAAO,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,oBAAoB,EAAE,CAAC,CAAC,IAAI,CACtD,QAAQ,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,IAAI,EAAE,CAAC,EACjC,GAAG,CACD,CAAC,IAAI,EAAmB,EAAE,CAAC,CAAC;IAC1B,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,CAAC;IAClD,SAAS,EAAE,GAAG,IAAI,CAAC,GAAG,EAAE;IACxB,SAAS,EAAE,GAAG,IAAI,CAAC,GAAG,EAAE;IACxB,UAAU,EAAE,GAAG,IAAI,CAAC,OAAO,EAAE;IAC7B,UAAU,EAAE,GAAG,IAAI,CAAC,OAAO,EAAE;IAC7B,UAAU,EAAE,GAAG,IAAI,CAAC,KAAK,EAAE;CAC5B,CAAC,CACH,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,+BAA+B,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,cAAc,CAAC,CAAC,IAAI,CACtE,QAAQ,CAAC,CAAC,GAAG,EAAE,EAAE,CACf,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,IAAI,CACtB,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,aAAa,EAAE,IAAI,CAAU,CAAC,EAClD,OAAO,EAAE,EACT,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,MAAM,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC,CAC1C,CACF,EAED,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AACF,MAAM,oBAAoB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,uBAAuB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACxE,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,OAAO,GAAG,oBAAoB,CAAC,IAAI,CACvC,QAAQ,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,IAAI,EAAE,CAAC,EACjC,GAAG,CACD,CAAC,IAAI,EAAmB,EAAE,CAAC,CAAC;IAC1B,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,CAAC,aAAa,CAAC;IACzD,kBAAkB,EAAE,GAAG,CAAC,IAAI,CAAC,YAAY,EAAE;IAC3C,mBAAmB,EAAE,GAAG,IAAI,CAAC,YAAY,EAAE;IAC3C,6BAA6B,EAAE,UAAU,CAAC,CAAC,IAAI,CAAC,YAAY,CAAC;CAC9D,CAAC,CACH,CACF,CAAC;AAEF,MAAM,qCAAqC,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,oBAAoB,CAAC,CAAC,IAAI,CAClF,QAAQ,CAAC,CAAC,GAAG,EAAE,EAAE,CACf,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,IAAI,CACjB,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,CAAC,aAAa,EAAE,IAAI,CAAU,CAAC,EAClD,OAAO,EAAE,EACT,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,MAAM,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC,CAC1C,CACF,EAED,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACjE,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,OAAO,GAAG,iBAAiB,CAAC,IAAI,CACpC,QAAQ,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,IAAI,EAAE,CAAC,EACjC,GAAG,CACD,CAAC,IAAI,EAAmB,EAAE,CAAC,CAAC;IAC1B,aAAa,EAAE,KAAK;IACpB,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,CAAC,aAAa,CAAC;IAC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{ createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL, 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  getSpotMarketTickers,\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 quote5$ = defer(() => getSpotMarketTickers()).pipe(\n  mergeMap((res) => res.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HTX',\n      product_id: encodePath('HTX', 'SPOT', tick.symbol),\n      ask_price: `${tick.ask}`,\n      bid_price: `${tick.bid}`,\n      ask_volume: `${tick.askSize}`,\n      bid_volume: `${tick.bidSize}`,\n      last_price: `${tick.close}`,\n    }),\n  ),\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst mapSwapContractCodeToTradeTick$ = 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$, quote4$, quote5$)\n    .pipe(\n      groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n      mergeMap((group$) => {\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\nconst terminal = Terminal.fromNodeEnv();\n\nexport const quoteCache = createCache<IQuote>(\n  async (product_id) => {\n    const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n    console.info('QuoteSQL', sql);\n    const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n    console.info('QuoteFetched', product_id, JSON.stringify(quote));\n    return quote;\n  },\n  { expire: 10_000 },\n);\n\n// provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {\n//   return defer(async () => {\n//     const products = await firstValueFrom(perpetualContractProducts$);\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/submitOrder.js

@@ -1,8 +1,7 @@
 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 { productService } from '../product';
+import { productCache } from '../product';
 import { superMarginAccountUidCache } from '../uid';
 /**
  * 处理 swap 账户订单提交
@@ -45,17 +44,16 @@ async function handleSuperMarginOrder(order, credential) {
         throw new Error('USDT loanable amount not found');
     const loanable = +usdtLoanable['loanable-amt'];
     // 获取账户余额, 产品信息和价格
-    const [balanceRes, mapProductIdToProduct, priceRes] = await Promise.all([
+    const [balanceRes, theProduct, priceRes] = await Promise.all([
         getSpotAccountBalance(credential, superMarginAccountUid),
-        firstValueFrom(productService.mapProductIdToProduct$),
+        productCache.query(order.product_id),
         getSpotTick({ symbol: order.product_id }),
     ]);
     const balance = balanceRes.data.list
         .filter((v) => v.currency === 'usdt' && v.type === 'trade')
         .reduce((acc, cur) => acc + +cur.balance, 0);
-    if (!mapProductIdToProduct)
-        throw new Error('Product map not found');
-    const theProduct = mapProductIdToProduct.get(order.product_id);
+    if (!theProduct)
+        throw newError('HUOBI_SUBMIT_ORDER_PRODUCT_NOT_FOUND', { product_id: order.product_id });
     const price = priceRes.tick.close;
     const borrow_amount = order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
         ? Math.max(Math.min(loanable, order.volume * price - balance), 0)

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

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

@@ -1,4 +1,4 @@
-import { provideQueryProductsService } from '@yuants/data-product';
+import { createProductCache } from '@yuants/data-product';
 import { Terminal } from '@yuants/protocol';
 import { encodePath } from '@yuants/utils';
 import { getPerpetualContractSymbols, getSpotSymbols, getSwapCrossLadderMargin } from '../api/public-api';
@@ -74,7 +74,5 @@ 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,
-});
+export const productCache = createProductCache(terminal);
 //# sourceMappingURL=product.js.map

package/dist/services/product.js.map

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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"]}
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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 productCache = createProductCache(terminal);\n"]}