@yuants/vendor-huobi 0.18.12 → 0.18.13

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

@@ -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/dist/services/ohlc-service.js.map

@@ -1 +1 @@
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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: ${res.status}`);\n  }\n\n  return (res.data ?? 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[])\n    .map((k): IOHLC => {\n      const createdAtMs = k.id * 1000;\n      return {\n        series_id: req.series_id,\n        datasource_id: 'HTX',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(createdAtMs),\n        closed_at: formatTime(createdAtMs + offset),\n        open: `${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"]}
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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/dist/services/orders/listOrders.js

@@ -12,7 +12,7 @@ export 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'
@@ -22,7 +22,7 @@ export 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/dist/services/orders/listOrders.js.map

@@ -1 +1 @@
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package/dist/services/orders/submitOrder.js

@@ -96,7 +96,7 @@ 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/dist/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/dist/services/product.js.map

@@ -1 +1 @@
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// Only include active contracts\n\n    const maxLeverage = crossLeverage?.data\n      .find((x) => x.contract_code === symbol.contract_code)\n      ?.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);\n\n    products.push({\n      datasource_id: 'HTX',\n      product_id: encodePath('HTX', 'SWAP', symbol.contract_code),\n      base_currency: symbol.symbol,\n      quote_currency: 'USDT',\n      value_scale: symbol.contract_size,\n      price_step: symbol.price_tick,\n      volume_step: 1,\n      name: '',\n      value_scale_unit: '',\n      margin_rate: 1 / (maxLeverage || 1),\n      value_based_cost: 0,\n      volume_based_cost: 0,\n      max_position: 0,\n      max_volume: 0,\n      allow_long: true,\n      allow_short: true,\n      market_id: 'HTX',\n      no_interest_rate: false,\n    });\n  }\n\n  return products;\n};\n\n// Provide QueryProducts service for spot products\nconst listSpotProducts = async (): Promise<IProduct[]> => {\n  const products: IProduct[] = [];\n\n  // Get spot products\n  const spotSymbols = await getSpotSymbols();\n\n  for (const symbol of spotSymbols?.data || []) {\n    if (symbol.state !== 'online') continue; // Only include online symbols\n\n    products.push({\n      datasource_id: 'HTX',\n      product_id: encodePath('HTX', 'SPOT', symbol.sc),\n      base_currency: symbol.bc,\n      quote_currency: symbol.qc,\n      value_scale: 1,\n      price_step: 1 / 10 ** symbol.tpp,\n      volume_step: 1 / 10 ** symbol.tap,\n      name: '',\n      value_scale_unit: '',\n      margin_rate: 1,\n      value_based_cost: 0,\n      volume_based_cost: 0,\n      max_position: 0,\n      max_volume: 0,\n      allow_long: true,\n      allow_short: false,\n      market_id: 'HUOBI/SPOT',\n      no_interest_rate: true,\n    });\n  }\n\n  return products;\n};\n\nexport const listProducts = async (): Promise<IProduct[]> => {\n  const [swapProducts, spotProducts] = await Promise.all([listSwapProducts(), listSpotProducts()]);\n  return [...swapProducts, ...spotProducts];\n};\n\nexport const productCache = createClientProductCache(terminal);\n"]}
+{"version":3,"file":"product.js","sourceRoot":"","sources":["../../src/services/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,wBAAwB,EAAY,MAAM,sBAAsB,CAAC;AAC1E,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,2BAA2B,EAAE,cAAc,EAAE,wBAAwB,EAAE,MAAM,mBAAmB,CAAC;AAE1G,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,kDAAkD;AAClD,MAAM,gBAAgB,GAAG,KAAK,IAAyB,EAAE;;IACvD,MAAM,QAAQ,GAAe,EAAE,CAAC;IAEhC,sEAAsE;IACtE,MAAM,CAAC,WAAW,EAAE,aAAa,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QACrD,2BAA2B,EAAE;QAC7B,wBAAwB,EAAE;KAC3B,CAAC,CAAC;IAEH,KAAK,MAAM,MAAM,IAAI,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,IAAI,KAAI,EAAE,EAAE,CAAC;QAC7C,IAAI,MAAM,CAAC,eAAe,KAAK,CAAC;YAAE,SAAS,CAAC,gCAAgC;QAE5E,MAAM,WAAW,GAAG,MAAA,aAAa,aAAb,aAAa,uBAAb,aAAa,CAAE,IAAI,CACpC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,aAAa,KAAK,MAAM,CAAC,aAAa,CAAC,0CACpD,IAAI,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC;QAEhE,QAAQ,CAAC,IAAI,CAAC;YACZ,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,MAAM,CAAC,aAAa,CAAC;YAC3D,aAAa,EAAE,MAAM,CAAC,MAAM;YAC5B,cAAc,EAAE,MAAM;YACtB,WAAW,EAAE,MAAM,CAAC,aAAa;YACjC,UAAU,EAAE,MAAM,CAAC,UAAU;YAC7B,WAAW,EAAE,CAAC;YACd,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC;YACnC,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,KAAK;YAChB,gBAAgB,EAAE,KAAK;SACxB,CAAC,CAAC;IACL,CAAC;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,CAAC;AAEF,kDAAkD;AAClD,MAAM,gBAAgB,GAAG,KAAK,IAAyB,EAAE;IACvD,MAAM,QAAQ,GAAe,EAAE,CAAC;IAEhC,oBAAoB;IACpB,MAAM,WAAW,GAAG,MAAM,cAAc,EAAE,CAAC;IAE3C,KAAK,MAAM,MAAM,IAAI,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,IAAI,KAAI,EAAE,EAAE,CAAC;QAC7C,IAAI,MAAM,CAAC,KAAK,KAAK,QAAQ;YAAE,SAAS,CAAC,8BAA8B;QAEvE,QAAQ,CAAC,IAAI,CAAC;YACZ,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,CAAC;YAChD,aAAa,EAAE,MAAM,CAAC,EAAE;YACxB,cAAc,EAAE,MAAM,CAAC,EAAE;YACzB,WAAW,EAAE,CAAC;YACd,UAAU,EAAE,CAAC,GAAG,EAAE,IAAI,MAAM,CAAC,GAAG;YAChC,WAAW,EAAE,CAAC,GAAG,EAAE,IAAI,MAAM,CAAC,GAAG;YACjC,IAAI,EAAE,EAAE;YACR,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC;YACd,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,KAAK;YAClB,SAAS,EAAE,YAAY;YACvB,gBAAgB,EAAE,IAAI;SACvB,CAAC,CAAC;IACL,CAAC;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,IAAyB,EAAE;IAC1D,MAAM,CAAC,YAAY,EAAE,YAAY,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,CAAC,gBAAgB,EAAE,EAAE,gBAAgB,EAAE,CAAC,CAAC,CAAC;IACjG,OAAO,CAAC,GAAG,YAAY,EAAE,GAAG,YAAY,CAAC,CAAC;AAC5C,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,YAAY,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC","sourcesContent":["import { createClientProductCache, IProduct } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getPerpetualContractSymbols, getSpotSymbols, getSwapCrossLadderMargin } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service for swap products\nconst listSwapProducts = async (): Promise<IProduct[]> => {\n  const products: IProduct[] = [];\n\n  // Get perpetual contract products and cross leverage data in parallel\n  const [swapSymbols, crossLeverage] = await Promise.all([\n    getPerpetualContractSymbols(),\n    getSwapCrossLadderMargin(),\n  ]);\n\n  for (const symbol of swapSymbols?.data || []) {\n    if (symbol.contract_status !== 1) continue; // 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/api/private-api.d.ts

@@ -135,7 +135,7 @@ export declare const getCrossMarginLoanInfo: (credential: ICredential) => Promis
     code: number;
     data: {
         currency: string;
-        'loanable-amt': string;
+        "loanable-amt": string;
     }[];
 }>;
 /**
@@ -145,15 +145,15 @@ export declare const getCrossMarginLoanInfo: (credential: ICredential) => Promis
  */
 export declare const postSpotOrder: (credential: ICredential, params: {
     symbol: string;
-    'account-id': string;
+    "account-id": string;
     amount: string;
     market_amount?: string;
-    'borrow-amount'?: string;
+    "borrow-amount"?: string;
     type: string;
-    'trade-purpose': string;
+    "trade-purpose": string;
     price?: string;
     source: string;
-    'client-order-id'?: string;
+    "client-order-id"?: string;
 }) => Promise<{
     success: boolean;
     code: number;
@@ -281,7 +281,7 @@ export declare const postSpotAccountTransfer: (credential: ICredential, params:
     to: string;
     currency: string;
     amount: number;
-    'margin-account': string;
+    "margin-account": string;
 }) => Promise<{
     success: boolean;
     data: number;
@@ -328,21 +328,21 @@ export declare const getDepositWithdrawHistory: (credential: ICredential, params
     direct?: string;
 }) => Promise<{
     status: string;
-    'error-code': string;
-    'error-msg': string;
+    "error-code": string;
+    "error-msg": string;
     data: {
         id: number;
         type: string;
         currency: string;
-        'tx-hash': string;
+        "tx-hash": string;
         chain: string;
         amount: string;
         address: string;
-        'address-tag': string;
+        "address-tag": string;
         fee: string;
         state: string;
-        'create-at': number;
-        'update-at': number;
+        "create-at": number;
+        "update-at": number;
     }[];
 }>;
 /**
@@ -355,10 +355,10 @@ export declare const getDepositWithdrawHistory: (credential: ICredential, params
  * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec45d8e-7773-11ed-9966-0242ac110003
  */
 export declare const postSubUserTransfer: (credential: ICredential, params: {
-    'sub-uid': number;
+    "sub-uid": number;
     currency: string;
     amount: number;
-    'client-order-id'?: string;
+    "client-order-id"?: string;
     type: string;
 }) => Promise<{
     data: number;
@@ -478,30 +478,30 @@ export declare const getV2ReferenceCurrencies: (credential: ICredential, params:
  * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec41049-7773-11ed-9966-0242ac110003
  */
 export declare const getAccountHistory: (credential: ICredential, params: {
-    'account-id': string;
+    "account-id": string;
     currency?: string;
-    'transact-types'?: number;
-    'start-time'?: number;
-    'end-time'?: number;
-    sort?: 'asc' | 'desc';
+    "transact-types"?: number;
+    "start-time"?: number;
+    "end-time"?: number;
+    sort?: "asc" | "desc";
     size?: number;
-    'from-id'?: number;
+    "from-id"?: number;
 }) => Promise<{
-    'transact-amt': string;
-    'avail-balance': string;
-    'acct-balance': string;
-    'transact-time': string;
-    'record-id': string;
+    "transact-amt": string;
+    "avail-balance": string;
+    "acct-balance": string;
+    "transact-time": string;
+    "record-id": string;
     status: string;
     data: {
-        'account-id': string;
+        "account-id": string;
         currency: string;
-        'record-id': string;
-        'transact-amt': string;
-        'transact-type': string;
-        'avail-balance': string;
-        'acct-balance': string;
-        'transact-time': string;
+        "record-id": string;
+        "transact-amt": string;
+        "transact-type": string;
+        "avail-balance": string;
+        "acct-balance": string;
+        "transact-time": string;
     }[];
 }>;
 /**
@@ -586,4 +586,33 @@ export declare const getUnionAccountPositions: (credential: ICredential) => Prom
     }[];
     ts: number;
 }>;
+/**
+ * 组合查询用户财务记录 (新))
+ *
+ * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb75a91-77b5-11ed-9966-0242ac110003
+ */
+export declare const getAccountFinancialRecordExact: (credential: ICredential, params: {
+    mar_acct: string;
+    contract?: string;
+    type?: string;
+    start_time?: number;
+    end_time?: number;
+    direct?: string;
+    from_id?: number;
+}) => Promise<{
+    code: number;
+    msg: string;
+    data: {
+        query_id: number;
+        id: number;
+        type: number;
+        amount: number;
+        ts: number;
+        contract_code: string;
+        asset: string;
+        margin_account: string;
+        face_margin_account: string;
+    }[];
+    ts: number;
+}>;
 //# sourceMappingURL=private-api.d.ts.map

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

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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getUnionAccountPositions = exports.getUnionAccountBalance = exports.getAccountAssetsMode = exports.getAccountHistory = exports.getV2ReferenceCurrencies = exports.postSwapSwitchAccountType = exports.getSwapUnifiedAccountType = exports.getSubUserList = exports.postSubUserTransfer = exports.getDepositWithdrawHistory = exports.postWithdraw = exports.postBorrow = exports.postSpotAccountTransfer = exports.postSuperMarginAccountTransferIn = exports.postSuperMarginAccountTransferOut = exports.getAccountLedger = exports.getSpotAccountDepositAddresses = exports.postUnionAccountSwapOrder = exports.postSwapOrder = exports.postSpotOrder = exports.getCrossMarginLoanInfo = exports.getSpotAccountBalance = exports.getSwapOpenOrders = exports.getSwapCrossPositionInfo = exports.getUnifiedAccountInfo = exports.getUid = exports.getAccount = exports.getDefaultCredential = void 0;
+exports.getAccountFinancialRecordExact = exports.getUnionAccountPositions = exports.getUnionAccountBalance = exports.getAccountAssetsMode = exports.getAccountHistory = exports.getV2ReferenceCurrencies = exports.postSwapSwitchAccountType = exports.getSwapUnifiedAccountType = exports.getSubUserList = exports.postSubUserTransfer = exports.getDepositWithdrawHistory = exports.postWithdraw = exports.postBorrow = exports.postSpotAccountTransfer = exports.postSuperMarginAccountTransferIn = exports.postSuperMarginAccountTransferOut = exports.getAccountLedger = exports.getSpotAccountDepositAddresses = exports.postUnionAccountSwapOrder = exports.postSwapOrder = exports.postSpotOrder = exports.getCrossMarginLoanInfo = exports.getSpotAccountBalance = exports.getSwapOpenOrders = exports.getSwapCrossPositionInfo = exports.getUnifiedAccountInfo = exports.getUid = exports.getAccount = exports.getDefaultCredential = void 0;
 const utils_1 = require("@yuants/utils");
 const SPOT_API_ROOT = 'api.huobi.pro';
 const LINEAR_SWAP_API_ROOT = 'api.hbdm.com';
@@ -320,4 +320,13 @@ const getUnionAccountPositions = (credential) => {
     return linearSwapPrivateQueryRequest(credential, 'GET', '/v5/trade/position/opens');
 };
 exports.getUnionAccountPositions = getUnionAccountPositions;
+/**
+ * 组合查询用户财务记录 (新))
+ *
+ * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb75a91-77b5-11ed-9966-0242ac110003
+ */
+const getAccountFinancialRecordExact = (credential, params) => {
+    return linearSwapPrivateTradeRequest(credential, 'POST', '/linear-swap-api/v3/swap_financial_record_exact', params);
+};
+exports.getAccountFinancialRecordExact = getAccountFinancialRecordExact;
 //# sourceMappingURL=private-api.js.map