@yuants/vendor-huobi 0.15.4 → 0.15.6

package/lib/api/public-api.d.ts

@@ -305,4 +305,28 @@ export declare function getV2ReferenceCurrencies(params: {
         instStatus: string;
     }[];
 }>;
+/**
+ * 【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 declare const getSpotMarketTickers: () => Promise<{
+    data: {
+        symbol: string;
+        open: number;
+        high: number;
+        low: number;
+        close: number;
+        amount: number;
+        vol: number;
+        count: number;
+        bid: number;
+        bidSize: number;
+        ask: number;
+        askSize: number;
+    }[];
+    status: string;
+    ts: number;
+}>;
 //# sourceMappingURL=public-api.d.ts.map

package/lib/api/public-api.d.ts.map

@@ -1 +1 @@
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package/lib/api/public-api.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getV2ReferenceCurrencies = exports.getSwapCrossLadderMargin = exports.getSwapHistoricalFundingRate = exports.getSwapMarketBbo = exports.getSwapOpenInterest = exports.getSwapMarketTrade = exports.getSwapBatchFundingRate = exports.getSpotTick = exports.getSpotSymbols = exports.getPerpetualContractSymbols = void 0;
+exports.getSpotMarketTickers = exports.getV2ReferenceCurrencies = exports.getSwapCrossLadderMargin = exports.getSwapHistoricalFundingRate = exports.getSwapMarketBbo = exports.getSwapOpenInterest = exports.getSwapMarketTrade = exports.getSwapBatchFundingRate = exports.getSpotTick = exports.getSpotSymbols = exports.getPerpetualContractSymbols = void 0;
 const utils_1 = require("@yuants/utils");
 // Huobi API 根域名
 const SWAP_API_ROOT = 'api.hbdm.com';
@@ -155,4 +155,12 @@ function getV2ReferenceCurrencies(params) {
     return publicRequest('GET', '/v2/reference/currencies', SPOT_API_ROOT, params);
 }
 exports.getV2ReferenceCurrencies = getV2ReferenceCurrencies;
+/**
+ * 【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
+ *
+ */
+const getSpotMarketTickers = () => publicRequest('GET', '/market/tickers', SPOT_API_ROOT);
+exports.getSpotMarketTickers = getSpotMarketTickers;
 //# sourceMappingURL=public-api.js.map

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

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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; 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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/lib/services/accounts/spot.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"spot.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,8BAA8B,EAA+B,MAAM,sBAAsB,CAAC;AACnG,OAAO,EAAyB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAK3E,eAAO,MAAM,kBAAkB,EAAE,8BAA8B,CAAC,WAAW,CAwB1E,CAAC"}

package/lib/services/accounts/spot.js

@@ -5,24 +5,30 @@ const data_account_1 = require("@yuants/data-account");
 const private_api_1 = require("../../api/private-api");
 const uid_1 = require("../uid");
 const utils_1 = require("@yuants/utils");
+const quote_1 = require("../market-data/quote");
 const getSpotAccountInfo = async (credential) => {
+    var _a, _b, _c;
     const spotAccountUid = await uid_1.spotAccountUidCache.query(JSON.stringify(credential));
     if (!spotAccountUid)
         throw new Error('Failed to get Spot Account UID');
     const spotBalance = await (0, private_api_1.getSpotAccountBalance)(credential, spotAccountUid);
-    return spotBalance.data.list
-        .map((v) => {
-        var _a, _b;
-        return (0, data_account_1.makeSpotPosition)({
+    const positions = [];
+    for (const v of spotBalance.data.list) {
+        if (v.balance === '0')
+            continue;
+        const product_id = (0, utils_1.encodePath)('HTX', 'SPOT', v.currency + 'usdt');
+        const quote = await quote_1.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((0, data_account_1.makeSpotPosition)({
             position_id: `${v.currency}`,
             datasource_id: 'HTX',
-            product_id: (0, utils_1.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;
 };
 exports.getSpotAccountInfo = getSpotAccountInfo;
 //# sourceMappingURL=spot.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"spot.js","sourceRoot":"","sources":["../../../src/services/accounts/spot.ts"],"names":[],"mappings":";;;AAAA,uDAAwF;AACxF,uDAA2E;AAC3E,gCAA6C;AAC7C,yCAA2C;AAEpC,MAAM,kBAAkB,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;IAClG,MAAM,cAAc,GAAG,MAAM,yBAAmB,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,IAAA,mCAAqB,EAAC,UAAU,EAAE,cAAc,CAAC,CAAC;IAE5E,OAAO,WAAW,CAAC,IAAI,CAAC,IAAI;SACzB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;;QACT,OAAO,IAAA,+BAAgB,EAAC;YACtB,WAAW,EAAE,GAAG,CAAC,CAAC,QAAQ,EAAE;YAC5B,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,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;AAjBW,QAAA,kBAAkB,sBAiB7B","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,uDAAmG;AACnG,uDAA2E;AAC3E,gCAA6C;AAC7C,yCAA2C;AAC3C,gDAAkD;AAE3C,MAAM,kBAAkB,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;;IAClG,MAAM,cAAc,GAAG,MAAM,yBAAmB,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,IAAA,mCAAqB,EAAC,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,IAAA,kBAAU,EAAC,KAAK,EAAE,MAAM,EAAE,CAAC,CAAC,QAAQ,GAAG,MAAM,CAAC,CAAC;QAClE,MAAM,KAAK,GAAG,MAAM,kBAAU,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,IAAA,+BAAgB,EAAC;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;AAxBW,QAAA,kBAAkB,sBAwB7B","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/lib/services/accounts/super-margin.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"super-margin.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/super-margin.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,8BAA8B,EAA+B,MAAM,sBAAsB,CAAC;AAEnG,OAAO,EAAyB,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAI3E;;GAEG;AACH,eAAO,MAAM,yBAAyB,EAAE,8BAA8B,CAAC,WAAW,CA2BjF,CAAC"}

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

@@ -1,63 +1,37 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getSuperMarginAccountInfo = void 0;
-const cache_1 = require("@yuants/cache");
+const data_account_1 = require("@yuants/data-account");
 const utils_1 = require("@yuants/utils");
 const private_api_1 = require("../../api/private-api");
-const public_api_1 = require("../../api/public-api");
+const quote_1 = require("../market-data/quote");
 const uid_1 = require("../uid");
-const spotTickCache = (0, cache_1.createCache)((currency) => (0, public_api_1.getSpotTick)({ symbol: `${currency}usdt` }), {
-    expire: 300000,
-    swrAfter: 10000, // 10 seconds
-});
 /**
  * 全仓杠杆账户 (Super Margin Account)
  */
 const getSuperMarginAccountInfo = async (credential) => {
-    var _a;
+    var _a, _b;
+    const positions = [];
     // get account balance
     const superMarginAccountUid = await uid_1.superMarginAccountUidCache.query(JSON.stringify(credential));
     if (!superMarginAccountUid)
         throw new Error('Failed to get Super Margin Account UID');
     const accountBalance = await (0, private_api_1.getSpotAccountBalance)(credential, superMarginAccountUid);
     const balanceList = ((_a = accountBalance.data) === null || _a === void 0 ? void 0 : _a.list) || [];
-    // get positions (non-usdt currencies)
-    const positions = [];
-    const nonUsdtCurrencies = balanceList
-        .filter((v) => v.currency !== 'usdt')
-        .reduce((acc, cur) => {
-        const existing = acc.find((item) => item.currency === cur.currency);
-        if (existing) {
-            existing.balance += +cur.balance;
-        }
-        else {
-            acc.push({ currency: cur.currency, balance: +cur.balance });
-        }
-        return acc;
-    }, []);
     // get prices and create positions
-    for (const currencyData of nonUsdtCurrencies) {
-        if (currencyData.balance > 0) {
-            const tickerRes = await spotTickCache.query(currencyData.currency);
-            const price = (tickerRes === null || tickerRes === void 0 ? void 0 : tickerRes.tick.close) || 0;
-            try {
-                // get current price from websocket or fallback to REST API
-                positions.push({
-                    position_id: `${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((0, utils_1.formatTime)(Date.now()), `Failed to get price for ${currencyData.currency}:`, error);
-            }
-        }
+    for (const currencyData of balanceList) {
+        if (currencyData.balance === '0')
+            continue;
+        const product_id = (0, utils_1.encodePath)('HTX', 'SPOT', currencyData.currency + 'usdt');
+        const quote = await quote_1.quoteCache.query(currencyData.currency);
+        const closable_price = currencyData.currency === 'usdt' ? 1 : +((_b = quote === null || quote === void 0 ? void 0 : quote.ask_price) !== null && _b !== void 0 ? _b : 0);
+        positions.push((0, data_account_1.makeSpotPosition)({
+            position_id: `${currencyData.currency}/usdt/spot`,
+            product_id: product_id,
+            volume: +currencyData.balance,
+            free_volume: +currencyData.balance,
+            closable_price: closable_price,
+        }));
     }
     return positions;
 };

package/lib/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,uDAAmG;AACnG,yCAA2C;AAC3C,uDAA2E;AAC3E,gDAAkD;AAClD,gCAAoD;AAEpD;;GAEG;AACI,MAAM,yBAAyB,GAAgD,KAAK,EAAE,UAAU,EAAE,EAAE;;IACzG,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,sBAAsB;IACtB,MAAM,qBAAqB,GAAG,MAAM,gCAA0B,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,IAAA,mCAAqB,EAAC,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,IAAA,kBAAU,EAAC,KAAK,EAAE,MAAM,EAAE,YAAY,CAAC,QAAQ,GAAG,MAAM,CAAC,CAAC;QAC7E,MAAM,KAAK,GAAG,MAAM,kBAAU,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,IAAA,+BAAgB,EAAC;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;AA3BW,QAAA,yBAAyB,6BA2BpC","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/lib/services/accounts/swap.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"swap.d.ts","sourceRoot":"","sources":["../../../src/services/accounts/swap.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAoB,MAAM,sBAAsB,CAAC;AAEnE,OAAO,EAAmD,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAKrG,eAAO,MAAM,kBAAkB,eAAsB,WAAW,KAAG,QAAQ,SAAS,EAAE,CA2CrF,CAAC"}

package/lib/services/accounts/swap.js

@@ -1,28 +1,37 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getSwapAccountInfo = void 0;
+const data_account_1 = require("@yuants/data-account");
 const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
 const private_api_1 = require("../../api/private-api");
 const product_1 = require("../product");
+const usdAssets = new Set(['USDT', 'USDC', 'USDD']);
 const getSwapAccountInfo = async (credential) => {
+    const positions = [];
     // balance
     const balance = await (0, private_api_1.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((0, data_account_1.makeSpotPosition)({
+            position_id: (0, utils_1.encodePath)('HTX', 'SWAP-MARGIN', v.margin_asset),
+            datasource_id: 'HTX',
+            product_id: (0, utils_1.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 (0, private_api_1.getSwapCrossPositionInfo)(credential);
-    const mapProductIdToPerpetualProduct = await (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$);
-    const positions = (positionsRes.data || []).map((v) => {
+    for (const v of positionsRes.data || []) {
         const product_id = (0, utils_1.encodePath)('HTX', 'SWAP', v.contract_code);
-        const theProduct = mapProductIdToPerpetualProduct === null || mapProductIdToPerpetualProduct === void 0 ? void 0 : mapProductIdToPerpetualProduct.get(product_id);
+        const theProduct = await product_1.productCache.query(product_id);
         const valuation = v.volume * v.last_price * ((theProduct === null || theProduct === void 0 ? void 0 : theProduct.value_scale) || 1);
-        return {
+        positions.push({
             position_id: `${product_id}/${v.contract_type}/${v.direction}/${v.margin_mode}`,
             datasource_id: 'HTX',
             product_id,
@@ -33,8 +42,8 @@ const getSwapAccountInfo = async (credential) => {
             closable_price: v.last_price,
             floating_profit: v.profit_unreal,
             valuation,
-        };
-    });
+        });
+    }
     return positions;
 };
 exports.getSwapAccountInfo = getSwapAccountInfo;

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

@@ -1 +1 @@
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+{"version":3,"file":"swap.js","sourceRoot":"","sources":["../../../src/services/accounts/swap.ts"],"names":[],"mappings":";;;AAAA,uDAAmE;AACnE,yCAA2C;AAC3C,uDAAqG;AACrG,wCAA0C;AAE1C,MAAM,SAAS,GAAG,IAAI,GAAG,CAAC,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC;AAE7C,MAAM,kBAAkB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IACxF,MAAM,SAAS,GAAgB,EAAE,CAAC;IAClC,UAAU;IACV,MAAM,OAAO,GAAG,MAAM,IAAA,mCAAqB,EAAC,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,IAAA,+BAAgB,EAAC;YACf,WAAW,EAAE,IAAA,kBAAU,EAAC,KAAK,EAAE,aAAa,EAAE,CAAC,CAAC,YAAY,CAAC;YAC7D,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,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,IAAA,sCAAwB,EAAC,UAAU,CAAC,CAAC;IAChE,KAAK,MAAM,CAAC,IAAI,YAAY,CAAC,IAAI,IAAI,EAAE,EAAE;QACvC,MAAM,UAAU,GAAG,IAAA,kBAAU,EAAC,KAAK,EAAE,MAAM,EAAE,CAAC,CAAC,aAAa,CAAC,CAAC;QAC9D,MAAM,UAAU,GAAG,MAAM,sBAAY,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;AA3CW,QAAA,kBAAkB,sBA2C7B","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/lib/services/market-data/quote.d.ts

@@ -1,2 +1,3 @@
-export {};
+import { IQuote } from '@yuants/data-quote';
+export declare const quoteCache: import("@yuants/cache").ICache<IQuote>;
 //# sourceMappingURL=quote.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../../../src/services/market-data/quote.ts"],"names":[],"mappings":""}
+{"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../../../src/services/market-data/quote.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAuL5C,eAAO,MAAM,UAAU,wCAStB,CAAC"}

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

@@ -1,5 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.quoteCache = void 0;
+const cache_1 = require("@yuants/cache");
 const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
@@ -25,6 +27,15 @@ const quote2$ = swapTradeTick$.pipe((0, rxjs_1.mergeMap)((res) => { var _a; retu
     product_id: (0, utils_1.encodePath)('HTX', 'SWAP', tick.contract_code),
     last_price: `${tick.price}`,
 })));
+const quote5$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotMarketTickers)()).pipe((0, rxjs_1.mergeMap)((res) => res.data || []), (0, rxjs_1.map)((tick) => ({
+    datasource_id: 'HTX',
+    product_id: (0, utils_1.encodePath)('HTX', 'SPOT', tick.symbol),
+    ask_price: `${tick.ask}`,
+    bid_price: `${tick.bid}`,
+    ask_volume: `${tick.askSize}`,
+    bid_volume: `${tick.bidSize}`,
+    last_price: `${tick.close}`,
+})), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const mapSwapContractCodeToTradeTick$ = (0, rxjs_1.defer)(() => swapTradeTick$).pipe((0, rxjs_1.mergeMap)((res) => (0, rxjs_1.from)(res.tick.data).pipe((0, rxjs_1.map)((tick) => [tick.contract_code, tick]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((ticks) => Object.fromEntries(ticks)))), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const swapFundingRateTick$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSwapBatchFundingRate)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
 const quote3$ = swapFundingRateTick$.pipe((0, rxjs_1.mergeMap)((res) => res.data || []), (0, rxjs_1.map)((tick) => ({
@@ -43,7 +54,7 @@ const quote4$ = swapOpenInterest$.pipe((0, rxjs_1.mergeMap)((res) => res.data ||
 })));
 if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
     // 合并不同来源的数据并进行合并，避免死锁
-    (0, rxjs_1.merge)(quote1$, quote2$, quote3$, quote4$)
+    (0, rxjs_1.merge)(quote1$, quote2$, quote3$, quote4$, quote5$)
         .pipe((0, rxjs_1.groupBy)((x) => (0, utils_1.encodePath)(x.datasource_id, x.product_id)), (0, rxjs_1.mergeMap)((group$) => {
         return group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur), {}));
     }))
@@ -56,6 +67,14 @@ if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
         .subscribe();
 }
 const mapSwapContractCodeToOpenInterest$ = (0, rxjs_1.defer)(() => swapOpenInterest$).pipe((0, rxjs_1.mergeMap)((res) => (0, rxjs_1.from)(res.data).pipe((0, rxjs_1.map)((tick) => [tick.contract_code, tick]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((ticks) => Object.fromEntries(ticks)))), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.shareReplay)(1));
+const terminal = protocol_1.Terminal.fromNodeEnv();
+exports.quoteCache = (0, cache_1.createCache)(async (product_id) => {
+    const sql = `select * from quote where product_id = ${(0, sql_1.escapeSQL)(product_id)}`;
+    console.info('QuoteSQL', sql);
+    const [quote] = await (0, sql_1.requestSQL)(terminal, sql);
+    console.info('QuoteFetched', product_id, JSON.stringify(quote));
+    return quote;
+}, { expire: 10000 });
 // provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {
 //   return defer(async () => {
 //     const products = await firstValueFrom(perpetualContractProducts$);

package/lib/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$,\n//     ] as const;\n//   }).pipe(\n//     catchError(() => EMPTY),\n//     mergeMap((x) =>\n//       combineLatest(x).pipe(\n//         map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {\n//           return {\n//             datasource_id: 'HUOBI-SWAP',\n//             product_id,\n//             updated_at: Date.now(),\n//             settlement_scheduled_at: +fundingRateTick[product_id].funding_time,\n//             price: +tradeTick[product_id].price,\n//             ask: bboTick[product_id].ask?.[0] ?? undefined,\n//             bid: bboTick[product_id].bid?.[0] ?? undefined,\n//             volume: +tradeTick[product_id].amount,\n//             interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,\n//             interest_rate_for_short: +fundingRateTick[product_id].funding_rate,\n//             open_interest: +openInterest[product_id]?.volume,\n//           };\n//         }),\n//       ),\n//     ),\n//   );\n// });\n"]}
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{ createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL, writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport {\n  getSpotMarketTickers,\n  getSwapBatchFundingRate,\n  getSwapMarketBbo,\n  getSwapMarketTrade,\n  getSwapOpenInterest,\n} from '../../api/public-api';\n\nconst swapBboTick$ = 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/lib/services/orders/submitOrder.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAG5C,OAAO,EACL,WAAW,EAMZ,MAAM,uBAAuB,CAAC;AAqG/B,eAAO,MAAM,WAAW,eAAgB,WAAW,SAAS,MAAM,KAAG,QAAQ;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAShG,CAAC"}
+{"version":3,"file":"submitOrder.d.ts","sourceRoot":"","sources":["../../../src/services/orders/submitOrder.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAE5C,OAAO,EACL,WAAW,EAMZ,MAAM,uBAAuB,CAAC;AAoG/B,eAAO,MAAM,WAAW,eAAgB,WAAW,SAAS,MAAM,KAAG,QAAQ;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAShG,CAAC"}

package/lib/services/orders/submitOrder.js

@@ -2,7 +2,6 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.submitOrder = void 0;
 const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
 const private_api_1 = require("../../api/private-api");
 const public_api_1 = require("../../api/public-api");
 const product_1 = require("../product");
@@ -48,17 +47,16 @@ 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([
         (0, private_api_1.getSpotAccountBalance)(credential, superMarginAccountUid),
-        (0, rxjs_1.firstValueFrom)(product_1.productService.mapProductIdToProduct$),
+        product_1.productCache.query(order.product_id),
         (0, public_api_1.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 (0, utils_1.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)