@yuants/vendor-huobi 0.18.11 → 0.18.13

package/lib/services/interest-ledger-service.js

@@ -0,0 +1,65 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const exchange_1 = require("@yuants/exchange");
+const private_api_1 = require("../api/private-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const WINDOW_MS = 2 * 24 * 3600000;
+const fetchInterestRateLedgerBackward = async (req) => {
+    var _a;
+    const params = {
+        end_time: req.time,
+        start_time: req.time - WINDOW_MS,
+        type: req.ledger_type,
+        direct: 'prev',
+        mar_acct: 'USDT',
+    };
+    const res = await (0, private_api_1.getAccountFinancialRecordExact)(req.credential.payload, params);
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : [])
+        .map((v) => {
+        const ms = v.ts;
+        return {
+            id: v.id.toString(),
+            product_id: (0, utils_1.encodePath)('HTX', 'SWAP', v.contract_code),
+            amount: v.amount.toString(),
+            account_id: req.account_id,
+            currency: v.asset,
+            created_at: (0, utils_1.formatTime)(ms),
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) <= req.time);
+};
+const fetchInterestRateLedgerForward = async (req) => {
+    var _a;
+    const params = {
+        end_time: req.time,
+        start_time: req.time - WINDOW_MS,
+        type: req.ledger_type,
+        direct: 'next',
+        mar_acct: 'USDT',
+    };
+    const res = await (0, private_api_1.getAccountFinancialRecordExact)(req.credential.payload, params);
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : [])
+        .map((v) => {
+        const ms = v.ts;
+        return {
+            id: v.id.toString(),
+            product_id: (0, utils_1.encodePath)('HTX', 'SWAP', v.contract_code),
+            amount: v.amount.toString(),
+            account_id: req.account_id,
+            currency: v.asset,
+            created_at: (0, utils_1.formatTime)(ms),
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= params.start_time);
+};
+(0, exchange_1.provideInterestLedgerService)(terminal, {
+    direction: 'backward',
+    type: 'HTX',
+}, fetchInterestRateLedgerBackward);
+(0, exchange_1.provideInterestLedgerService)(terminal, {
+    direction: 'forward',
+    type: 'HTX',
+}, fetchInterestRateLedgerForward);
+//# sourceMappingURL=interest-ledger-service.js.map

package/lib/services/interest-ledger-service.js.map

@@ -0,0 +1 @@
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package/lib/services/interest-rate-service.js.map

@@ -1 +1 @@
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maxMs: number };\n\nconst computePageRangeMs = (items: Array<{ funding_time: string }>): IPageRange | undefined => {\n  if (items.length === 0) return undefined;\n  let minMs = Infinity;\n  let maxMs = -Infinity;\n  for (const item of items) {\n    const ms = Number(item.funding_time);\n    if (isNaN(ms)) continue;\n    if (ms < minMs) minMs = ms;\n    if (ms > maxMs) maxMs = ms;\n  }\n  if (!isFinite(minMs) || !isFinite(maxMs)) return undefined;\n  return { minMs, maxMs };\n};\n\nconst fetchFundingRatePage = async (params: {\n  contract_code: string;\n  pageIndex: number;\n}): Promise<{\n  items: Array<{ funding_rate: string; funding_time: string }>;\n  totalPage: number;\n}> => {\n  const res = await getSwapHistoricalFundingRate({\n    contract_code: params.contract_code,\n    page_index: params.pageIndex,\n    page_size: PAGE_SIZE,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSwapHistoricalFundingRate failed: ${res.status}`);\n  }\n  return {\n    items: res.data.data ?? [],\n    totalPage: res.data.total_page,\n  };\n};\n\nconst locatePageByTimeBackward = async (params: {\n  contract_code: string;\n  targetMs: number;\n}): Promise<{ pageIndex: number; totalPage: number }> => {\n  const first = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex: 0 });\n  const totalPage = first.totalPage;\n  if (!totalPage || totalPage <= 1) return { pageIndex: 0, totalPage: totalPage || 1 };\n\n  const rangeCache = new Map<number, IPageRange | undefined>([[0, computePageRangeMs(first.items)]]);\n\n  const getRange = async (pageIndex: number): Promise<IPageRange | undefined> => {\n    if (rangeCache.has(pageIndex)) return rangeCache.get(pageIndex);\n    const page = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex });\n    const range = computePageRangeMs(page.items);\n    rangeCache.set(pageIndex, range);\n    return range;\n  };\n\n  let left = 0;\n  let right = totalPage - 1;\n  while (left <= right) {\n    const mid = Math.floor((left + right) / 2);\n    const range = await getRange(mid);\n    if (!range) {\n      right = mid - 1;\n      continue;\n    }\n    if (params.targetMs > range.maxMs) {\n      right = mid - 1;\n      continue;\n    }\n    if (params.targetMs < range.minMs) {\n      left = mid + 1;\n      continue;\n    }\n    return { pageIndex: mid, totalPage };\n  }\n\n  return { pageIndex: Math.min(Math.max(0, left), totalPage - 1), totalPage };\n};\n\nconst fetchFundingRateBackward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, contract_code] = decodePath(req.product_id);\n  if (instType !== 'SWAP' || !contract_code) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const targetMs = req.time;\n  const { pageIndex } = await locatePageByTimeBackward({ contract_code, targetMs });\n  const page = await fetchFundingRatePage({ contract_code, pageIndex });\n\n  return page.items\n    .map((v): IInterestRate => {\n      const ms = Number(v.funding_time);\n      const rate = Number(v.funding_rate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'HTX',\n        created_at: formatTime(ms),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < targetMs);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    direction: 'backward',\n  },\n  fetchFundingRateBackward,\n);\n"]}
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maxMs: number };\n\nconst computePageRangeMs = (items: Array<{ funding_time: string }>): IPageRange | undefined => {\n  if (items.length === 0) return undefined;\n  let minMs = Infinity;\n  let maxMs = -Infinity;\n  for (const item of items) {\n    const ms = Number(item.funding_time);\n    if (isNaN(ms)) continue;\n    if (ms < minMs) minMs = ms;\n    if (ms > maxMs) maxMs = ms;\n  }\n  if (!isFinite(minMs) || !isFinite(maxMs)) return undefined;\n  return { minMs, maxMs };\n};\n\nconst fetchFundingRatePage = async (params: {\n  contract_code: string;\n  pageIndex: number;\n}): Promise<{\n  items: Array<{ funding_rate: string; funding_time: string }>;\n  totalPage: number;\n}> => {\n  const res = await getSwapHistoricalFundingRate({\n    contract_code: params.contract_code,\n    page_index: params.pageIndex,\n    page_size: PAGE_SIZE,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSwapHistoricalFundingRate failed: ${res.status}`);\n  }\n  return {\n    items: res.data.data ?? [],\n    totalPage: res.data.total_page,\n  };\n};\n\nconst locatePageByTimeBackward = async (params: {\n  contract_code: string;\n  targetMs: number;\n}): Promise<{ pageIndex: number; totalPage: number }> => {\n  const first = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex: 0 });\n  const totalPage = first.totalPage;\n  if (!totalPage || totalPage <= 1) return { pageIndex: 0, totalPage: totalPage || 1 };\n\n  const rangeCache = new Map<number, IPageRange | undefined>([[0, computePageRangeMs(first.items)]]);\n\n  const getRange = async (pageIndex: number): Promise<IPageRange | undefined> => {\n    if (rangeCache.has(pageIndex)) return rangeCache.get(pageIndex);\n    const page = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex });\n    const range = computePageRangeMs(page.items);\n    rangeCache.set(pageIndex, range);\n    return range;\n  };\n\n  let left = 0;\n  let right = totalPage - 1;\n  while (left <= right) {\n    const mid = Math.floor((left + right) / 2);\n    const range = await getRange(mid);\n    if (!range) {\n      right = mid - 1;\n      continue;\n    }\n    if (params.targetMs > range.maxMs) {\n      right = mid - 1;\n      continue;\n    }\n    if (params.targetMs < range.minMs) {\n      left = mid + 1;\n      continue;\n    }\n    return { pageIndex: mid, totalPage };\n  }\n\n  return { pageIndex: Math.min(Math.max(0, left), totalPage - 1), totalPage };\n};\n\nconst fetchFundingRateBackward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, contract_code] = decodePath(req.product_id);\n  if (instType !== 'SWAP' || !contract_code) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const targetMs = req.time;\n  const { pageIndex } = await locatePageByTimeBackward({ contract_code, targetMs });\n  const page = await fetchFundingRatePage({ contract_code, pageIndex });\n\n  return page.items\n    .map((v): IInterestRate => {\n      const ms = Number(v.funding_time);\n      const rate = Number(v.funding_rate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'HTX',\n        created_at: formatTime(ms),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < targetMs);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    direction: 'backward',\n  },\n  fetchFundingRateBackward,\n);\n"]}

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

@@ -3,8 +3,9 @@ var __await = (this && this.__await) || function (v) { return this instanceof __
 var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
     if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
     var g = generator.apply(thisArg, _arguments || []), i, q = [];
-    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
+    return i = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
+    function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
+    function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
     function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
     function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
     function fulfill(value) { resume("next", value); }
@@ -22,8 +23,8 @@ const public_api_1 = require("../../api/public-api");
     series_id_prefix_parts: ['HTX'],
     reversed: true,
     serviceOptions: { concurrent: 10 },
-    queryFn: function ({ series_id, started_at }) {
-        return __asyncGenerator(this, arguments, function* () {
+    queryFn: function (_a) {
+        return __asyncGenerator(this, arguments, function* ({ series_id, started_at }) {
             const [, instType, contract_code] = (0, utils_1.decodePath)(series_id);
             if (instType === 'SWAP') {
                 let current_page = 0;

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

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@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { GlobalPrometheusRegistry, 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 terminal = Terminal.fromNodeEnv();\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$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n      }),\n    )\n    .pipe(\n      setMetricsQuoteState(terminal.terminal_id),\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nconst mapSwapContractCodeToOpenInterest$ = 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\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$,\n//     ] as const;\n//   }).pipe(\n//     catchError(() => EMPTY),\n//     mergeMap((x) =>\n//       combineLatest(x).pipe(\n//         map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {\n//           return {\n//             datasource_id: 'HUOBI-SWAP',\n//             product_id,\n//             updated_at: Date.now(),\n//             settlement_scheduled_at: +fundingRateTick[product_id].funding_time,\n//             price: +tradeTick[product_id].price,\n//             ask: bboTick[product_id].ask?.[0] ?? undefined,\n//             bid: bboTick[product_id].bid?.[0] ?? undefined,\n//             volume: +tradeTick[product_id].amount,\n//             interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,\n//             interest_rate_for_short: +fundingRateTick[product_id].funding_rate,\n//             open_interest: +openInterest[product_id]?.volume,\n//           };\n//         }),\n//       ),\n//     ),\n//   );\n// });\n"]}
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{ createCache } from '@yuants/cache';\nimport { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL, writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport {\n  getSpotMarketTickers,\n  getSwapBatchFundingRate,\n  getSwapMarketBbo,\n  getSwapMarketTrade,\n  getSwapOpenInterest,\n} from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst swapBboTick$ = 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$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n      }),\n    )\n    .pipe(\n      setMetricsQuoteState(terminal.terminal_id),\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n}\n\nconst mapSwapContractCodeToOpenInterest$ = 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\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/ohlc-service.js.map

@@ -1 +1 @@
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{ IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getSpotHistoryKline, getSwapHistoryKline } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_HTX_PERIOD: Record<string, string> = {\n  PT1M: '1min',\n  PT5M: '5min',\n  PT15M: '15min',\n  PT30M: '30min',\n  PT1H: '60min',\n  PT4H: '4hour',\n  P1D: '1day',\n  P1W: '1week',\n};\n\nconst DEFAULT_BAR_COUNT = 500;\n\nconst fetchSpotOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'SPOT' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const period = DURATION_TO_HTX_PERIOD[req.duration];\n  if (!period) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n\n  const to = Math.floor(endedAtMs / 1000);\n  const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));\n\n  const res = await getSpotHistoryKline({\n    symbol: symbol.toLowerCase(),\n    period,\n    size: DEFAULT_BAR_COUNT,\n    from,\n    to,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSpotHistoryKline failed: ${res.status}`);\n  }\n\n  return (res.data ?? [])\n    .map((k): IOHLC => {\n      const createdAtMs = k.id * 1000;\n      return {\n        series_id: req.series_id,\n        datasource_id: 'HTX',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(createdAtMs),\n        closed_at: formatTime(createdAtMs + offset),\n        open: `${k.open}`,\n        high: `${k.high}`,\n        low: `${k.low}`,\n        close: `${k.close}`,\n        volume: `${k.vol}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, contract_code] = decodePath(req.product_id);\n  if (instType !== 'SWAP' || !contract_code) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const period = DURATION_TO_HTX_PERIOD[req.duration];\n  if (!period) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n\n  const to = Math.floor(endedAtMs / 1000);\n  const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));\n\n  const res = await getSwapHistoryKline({\n    contract_code,\n    period,\n    size: DEFAULT_BAR_COUNT,\n    from,\n    to,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSwapHistoryKline failed: ${res.status}`);\n  }\n\n  return (res.data ?? [])\n    .map((k): IOHLC => {\n      const createdAtMs = k.id * 1000;\n      return {\n        series_id: req.series_id,\n        datasource_id: 'HTX',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(createdAtMs),\n        closed_at: formatTime(createdAtMs + offset),\n        open: `${k.open}`,\n        high: `${k.high}`,\n        low: `${k.low}`,\n        close: `${k.close}`,\n        volume: `${k.vol}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SPOT/',\n    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),\n    direction: 'backward',\n  },\n  fetchSpotOHLCPageBackward,\n  {\n    egress_token_capacity: 4500,\n    egress_token_refill_interval: 300_000,\n  },\n);\n"]}

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

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

package/lib/services/orders/listOrders.js

@@ -15,7 +15,7 @@ const listSwapOrders = async (credential) => {
         const pageOrders = ordersRes.data.orders.map((v) => {
             return {
                 order_id: v.order_id_str,
-                account_id: `huobi/swap`,
+                account_id: `huobi/swap`, // Placeholder, will be adjusted if needed
                 product_id: v.contract_code,
                 order_type: ['lightning'].includes(v.order_price_type)
                     ? 'MARKET'
@@ -25,7 +25,7 @@ const listSwapOrders = async (credential) => {
                             ? 'FOK'
                             : v.order_price_type.includes('ioc')
                                 ? 'IOC'
-                                : 'STOP',
+                                : 'STOP', // unreachable code
                 order_direction: v.direction === 'open'
                     ? v.offset === 'buy'
                         ? 'OPEN_LONG'

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

@@ -1 +1 @@
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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;AAE5C,OAAO,EACL,WAAW,EAQZ,MAAM,uBAAuB,CAAC;AAsI/B,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,KAAG,QAAQ;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAgBtG,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,EAQZ,MAAM,uBAAuB,CAAC;AAsI/B,eAAO,MAAM,WAAW,GAAU,YAAY,WAAW,EAAE,OAAO,MAAM,KAAG,OAAO,CAAC;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAgBtG,CAAC"}

package/lib/services/orders/submitOrder.js

@@ -99,7 +99,7 @@ async function handleSuperMarginOrder(order, credential) {
         type: `${order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'buy' : 'sell'}-${'LIMIT' === order.order_type ? 'limit' : 'market'}`,
         'trade-purpose': order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT'
             ? '1' // auto borrow
-            : '2',
+            : '2', // auto repay
         price: order.order_type === 'MARKET' ? undefined : '' + order.price,
         source: 'super-margin-api',
         'client-order-id': process.env.BROKER_ID,

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

@@ -1 +1 @@
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, encodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport {\n  ICredential,\n  getAccountAssetsMode,\n  getCrossMarginLoanInfo,\n  getSpotAccountBalance,\n  getSwapCrossPositionInfo,\n  postSpotOrder,\n  postSwapOrder,\n  postUnionAccountSwapOrder,\n} from '../../api/private-api';\nimport { getSpotTick } from '../../api/public-api';\nimport { productCache } from '../product';\nimport { superMarginAccountUidCache } from '../uid';\nimport { accountModeCache } from '../exchange';\n\n/**\n * 处理 swap 账户订单提交\n */\nasync function handleUnionAccountSwapOrder(\n  order: IOrder,\n  credential: ICredential,\n): Promise<{ order_id: string }> {\n  const [, instType, contractCode] = decodePath(order.product_id);\n  const params = {\n    contract_code: contractCode,\n    margin_mode: 'cross',\n    price: order.price,\n    volume: order.volume,\n    position_side: 'both',\n    side: order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'buy' : 'sell',\n    type: order.order_type === 'MARKET' ? 'market' : 'limit',\n    channel_code: process.env.BROKER_ID,\n    reduce_only: order.is_close ? 1 : 0,\n  };\n  const result = await postUnionAccountSwapOrder(credential, params);\n  console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(result), JSON.stringify(params));\n\n  if (result.code !== 200) {\n    throw newError(`HTX_SUBMIT_ORDER_FAILED`, { result });\n  }\n  return { order_id: result.data.order_id_str };\n}\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 [, instType, contractCode] = decodePath(order.product_id);\n  const lever_rate = mapContractCodeToRate[contractCode] ?? 20;\n  const params = {\n    contract_code: contractCode,\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    channel_code: process.env.BROKER_ID,\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 newError(`HTX_SUBMIT_ORDER_FAILED`, { result });\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  const [, instType, contractCode] = decodePath(order.product_id);\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: contractCode }),\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: contractCode,\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    'client-order-id': process.env.BROKER_ID,\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 = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  const [, instType] = decodePath(order.product_id);\n  if (instType === 'SWAP') {\n    // const accountMode = await getAccountAssetsMode(credential);\n    const accountMode = await accountModeCache.query(\n      encodePath(credential.access_key, credential.secret_key),\n    );\n    if (accountMode === 1) {\n      return handleUnionAccountSwapOrder(order, credential);\n    }\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, encodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport {\n  ICredential,\n  getAccountAssetsMode,\n  getCrossMarginLoanInfo,\n  getSpotAccountBalance,\n  getSwapCrossPositionInfo,\n  postSpotOrder,\n  postSwapOrder,\n  postUnionAccountSwapOrder,\n} from '../../api/private-api';\nimport { getSpotTick } from '../../api/public-api';\nimport { productCache } from '../product';\nimport { superMarginAccountUidCache } from '../uid';\nimport { accountModeCache } from '../exchange';\n\n/**\n * 处理 swap 账户订单提交\n */\nasync function handleUnionAccountSwapOrder(\n  order: IOrder,\n  credential: ICredential,\n): Promise<{ order_id: string }> {\n  const [, instType, contractCode] = decodePath(order.product_id);\n  const params = {\n    contract_code: contractCode,\n    margin_mode: 'cross',\n    price: order.price,\n    volume: order.volume,\n    position_side: 'both',\n    side: order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'buy' : 'sell',\n    type: order.order_type === 'MARKET' ? 'market' : 'limit',\n    channel_code: process.env.BROKER_ID,\n    reduce_only: order.is_close ? 1 : 0,\n  };\n  const result = await postUnionAccountSwapOrder(credential, params);\n  console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(result), JSON.stringify(params));\n\n  if (result.code !== 200) {\n    throw newError(`HTX_SUBMIT_ORDER_FAILED`, { result });\n  }\n  return { order_id: result.data.order_id_str };\n}\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 [, instType, contractCode] = decodePath(order.product_id);\n  const lever_rate = mapContractCodeToRate[contractCode] ?? 20;\n  const params = {\n    contract_code: contractCode,\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    channel_code: process.env.BROKER_ID,\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 newError(`HTX_SUBMIT_ORDER_FAILED`, { result });\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  const [, instType, contractCode] = decodePath(order.product_id);\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: contractCode }),\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: contractCode,\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    'client-order-id': process.env.BROKER_ID,\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 = async (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  const [, instType] = decodePath(order.product_id);\n  if (instType === 'SWAP') {\n    // const accountMode = await getAccountAssetsMode(credential);\n    const accountMode = await accountModeCache.query(\n      encodePath(credential.access_key, credential.secret_key),\n    );\n    if (accountMode === 1) {\n      return handleUnionAccountSwapOrder(order, credential);\n    }\n    return handleSwapOrder(order, credential);\n  }\n  if (instType === 'SUPER-MARGIN') {\n    return handleSuperMarginOrder(order, credential);\n  }\n  throw newError('UNSUPPORTED_INST_TYPE', { order_type: instType });\n};\n"]}

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

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package/lib/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 productCache = createClientProductCache(terminal);\n"]}

package/lib/tsdoc-metadata.json

@@ -5,7 +5,7 @@
   "toolPackages": [
     {
       "packageName": "@microsoft/api-extractor",
-      "packageVersion": "7.30.1"
+      "packageVersion": "7.55.2"
     }
   ]
 }

package/package.json

@@ -1,44 +1,44 @@
 {
-	"name": "@yuants/vendor-huobi",
-	"version": "0.18.11",
-	"main": "lib/index.js",
-	"files": [
-		"dist",
-		"lib",
-		"temp"
-	],
-	"dependencies": {
-		"@yuants/protocol": "0.54.0",
-		"@yuants/data-account": "0.11.7",
-		"@yuants/data-order": "0.7.8",
-		"@yuants/data-ohlc": "0.6.3",
-		"@yuants/transfer": "0.2.47",
-		"@yuants/utils": "0.19.3",
-		"@yuants/cache": "0.3.11",
-		"@yuants/sql": "0.9.38",
-		"@yuants/data-product": "0.5.8",
-		"@yuants/data-series": "0.3.60",
-		"@yuants/data-interest-rate": "0.2.6",
-		"@yuants/data-quote": "0.4.7",
-		"@yuants/exchange": "0.8.9",
-		"rxjs": "~7.5.6"
-	},
-	"devDependencies": {
-		"@microsoft/api-extractor": "~7.30.0",
-		"@rushstack/heft": "~0.47.5",
-		"@rushstack/heft-jest-plugin": "~0.16.8",
-		"@rushstack/heft-node-rig": "~1.10.7",
-		"@types/heft-jest": "1.0.3",
-		"@types/node": "22",
-		"@yuants/extension": "0.2.39",
-		"@yuants/tool-kit": "0.2.1",
-		"typescript": "~4.7.4"
-	},
-	"publishConfig": {
-		"registry": "https://registry.npmjs.org",
-		"access": "public"
-	},
-	"scripts": {
-		"build": "heft test --clean && api-extractor run --local && yuan-toolkit post-build"
-	}
-}
+  "name": "@yuants/vendor-huobi",
+  "version": "0.18.13",
+  "main": "lib/index.js",
+  "files": [
+    "dist",
+    "lib",
+    "temp"
+  ],
+  "dependencies": {
+    "rxjs": "~7.5.6",
+    "@yuants/protocol": "0.54.1",
+    "@yuants/data-order": "0.7.9",
+    "@yuants/transfer": "0.2.48",
+    "@yuants/data-ohlc": "0.6.4",
+    "@yuants/data-account": "0.11.8",
+    "@yuants/cache": "0.3.12",
+    "@yuants/utils": "0.19.4",
+    "@yuants/sql": "0.9.39",
+    "@yuants/data-product": "0.5.9",
+    "@yuants/data-interest-rate": "0.2.8",
+    "@yuants/data-quote": "0.4.8",
+    "@yuants/data-series": "0.3.61",
+    "@yuants/exchange": "0.8.11"
+  },
+  "devDependencies": {
+    "@microsoft/api-extractor": "~7.55.2",
+    "@rushstack/heft": "~1.1.7",
+    "@rushstack/heft-jest-plugin": "~1.1.7",
+    "@rushstack/heft-node-rig": "~2.11.12",
+    "@types/heft-jest": "1.0.6",
+    "@types/node": "24",
+    "typescript": "~5.9.3",
+    "@yuants/tool-kit": "0.2.2",
+    "@yuants/extension": "0.2.40"
+  },
+  "publishConfig": {
+    "registry": "https://registry.npmjs.org",
+    "access": "public"
+  },
+  "scripts": {
+    "build": "heft test --clean && api-extractor run --local --config ./config/api-extractor.json && yuan-toolkit post-build"
+  }
+}