@yuants/vendor-huobi 0.18.4 → 0.18.6

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

@@ -1 +1 @@
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+{"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;AAqI/B,eAAO,MAAM,WAAW,eAAsB,WAAW,SAAS,MAAM,KAAG,QAAQ;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAatG,CAAC"}

package/lib/services/orders/submitOrder.js

@@ -6,6 +6,29 @@ const private_api_1 = require("../../api/private-api");
 const public_api_1 = require("../../api/public-api");
 const product_1 = require("../product");
 const uid_1 = require("../uid");
+/**
+ * 处理 swap 账户订单提交
+ */
+async function handleUnionAccountSwapOrder(order, credential) {
+    const [, instType, contractCode] = (0, utils_1.decodePath)(order.product_id);
+    const params = {
+        contract_code: contractCode,
+        margin_mode: 'cross',
+        price: order.price,
+        volume: order.volume,
+        position_side: 'both',
+        side: order.order_direction === 'OPEN_LONG' || order.order_direction === 'CLOSE_SHORT' ? 'buy' : 'sell',
+        type: order.order_type === 'MARKET' ? 'market' : 'limit',
+        channel_code: process.env.BROKER_ID,
+        reduce_only: order.is_close ? 1 : 0,
+    };
+    const result = await (0, private_api_1.postUnionAccountSwapOrder)(credential, params);
+    console.info((0, utils_1.formatTime)(Date.now()), 'SubmitOrder', JSON.stringify(result), JSON.stringify(params));
+    if (result.code !== 200) {
+        throw (0, utils_1.newError)(`HTX_SUBMIT_ORDER_FAILED`, { result });
+    }
+    return { order_id: result.data.order_id_str };
+}
 /**
  * 处理 swap 账户订单提交
  */
@@ -87,9 +110,13 @@ async function handleSuperMarginOrder(order, credential) {
     }
     return { order_id: result.data.orderId.toString() };
 }
-const submitOrder = (credential, order) => {
+const submitOrder = async (credential, order) => {
     const [, instType] = (0, utils_1.decodePath)(order.product_id);
     if (instType === 'SWAP') {
+        const accountMode = await (0, private_api_1.getAccountAssetsMode)(credential);
+        if (accountMode.data.asset_mode === 1) {
+            return handleUnionAccountSwapOrder(order, credential);
+        }
         return handleSwapOrder(order, credential);
     }
     if (instType === 'SUPER-MARGIN') {

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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport {\n  ICredential,\n  getCrossMarginLoanInfo,\n  getSpotAccountBalance,\n  getSwapCrossPositionInfo,\n  postSpotOrder,\n  postSwapOrder,\n} from '../../api/private-api';\nimport { getSpotTick } from '../../api/public-api';\nimport { productCache } from '../product';\nimport { superMarginAccountUidCache } from '../uid';\n\n/**\n * 处理 swap 账户订单提交\n */\nasync function handleSwapOrder(order: IOrder, credential: ICredential): Promise<{ order_id: string }> {\n  // 获取仓位信息\n  const positionInfo = await getSwapCrossPositionInfo(credential);\n  const mapContractCodeToRate = Object.fromEntries(\n    positionInfo.data.map((v) => [v.contract_code, v.lever_rate]),\n  );\n\n  const [, 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 = (credential: ICredential, order: IOrder): Promise<{ order_id: string }> => {\n  const [, instType] = decodePath(order.product_id);\n  if (instType === 'SWAP') {\n    return handleSwapOrder(order, credential);\n  }\n  if (instType === 'SUPER-MARGIN') {\n    return handleSuperMarginOrder(order, credential);\n  }\n  throw newError('UNSUPPORTED_INST_TYPE', { order_type: instType });\n};\n"]}
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{ IOrder } from '@yuants/data-order';\nimport { decodePath, formatTime, newError, roundToStep } from '@yuants/utils';\nimport {\n  ICredential,\n  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';\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    if (accountMode.data.asset_mode === 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/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-huobi",
-	"version": "0.18.4",
+	"version": "0.18.6",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -11,7 +11,7 @@
 		"@yuants/protocol": "0.53.7",
 		"@yuants/data-account": "0.11.4",
 		"@yuants/data-order": "0.7.5",
-		"@yuants/data-ohlc": "0.5.3",
+		"@yuants/data-ohlc": "0.6.0",
 		"@yuants/transfer": "0.2.44",
 		"@yuants/utils": "0.19.0",
 		"@yuants/cache": "0.3.8",
@@ -20,7 +20,7 @@
 		"@yuants/data-series": "0.3.57",
 		"@yuants/data-interest-rate": "0.2.3",
 		"@yuants/data-quote": "0.4.4",
-		"@yuants/exchange": "0.8.5",
+		"@yuants/exchange": "0.8.6",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {

package/temp/package-deps.json

@@ -1,29 +1,29 @@
 {
-    "apps/vendor-huobi/CHANGELOG.json": "a436aa5550f8b22a561fa3a579b17924303b8004",
-    "apps/vendor-huobi/CHANGELOG.md": "558cf94f68db6f5db1874cc0034e2807da474213",
+    "apps/vendor-huobi/CHANGELOG.json": "fefb54829069a4a85d611ce48f7af8331d7ba3b1",
+    "apps/vendor-huobi/CHANGELOG.md": "ae1695a2cc9a2cafc7b81c00d26338b8e29071dc",
     "apps/vendor-huobi/README.md": "d7bf0149513114eab5500a6b5c9e7cba10565572",
     "apps/vendor-huobi/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-huobi/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-huobi/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-huobi/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-huobi/etc/vendor-huobi.api.md": "dc8cbf2a044a227b30a4ee9701b0c97328244724",
-    "apps/vendor-huobi/package.json": "325907129caa6382980bf4c9a08c1ea2c7275c13",
+    "apps/vendor-huobi/package.json": "53a72cb091f8ff9b5790c7743082091d1c336dd1",
     "apps/vendor-huobi/src/__archived/account-info.ts": "5c325d3bb8839476c11f25693326ce05f3321ebd",
     "apps/vendor-huobi/src/__archived/api.ts": "8366151dc881b177d0478fb328a601a11e33cd35",
     "apps/vendor-huobi/src/__archived/transfer.ts": "fd299ad82ff31344460967f2a938b8f36c879259",
-    "apps/vendor-huobi/src/api/private-api.ts": "de66773ec7ce9d7301b98b7d773b6a31ff1e7f35",
+    "apps/vendor-huobi/src/api/private-api.ts": "4a25e10f2ec0bc6b43743c6714a8ca2c5e1df52c",
     "apps/vendor-huobi/src/api/public-api.ts": "7141d4c6369a59b062b2b0e5a475af9abb1ec31b",
     "apps/vendor-huobi/src/index.ts": "997283c933e2df8c6d35ce3d2f40d7d0c33c469b",
-    "apps/vendor-huobi/src/services/accounts/spot.ts": "9b214135dd375822ea5ef03c0fee108873ccc264",
-    "apps/vendor-huobi/src/services/accounts/super-margin.ts": "ff885947334f43085aacb6e8c37b997afee2b7f6",
-    "apps/vendor-huobi/src/services/accounts/swap.ts": "99ef837adc9c6d47358898c5f869d947e834ae18",
-    "apps/vendor-huobi/src/services/exchange.ts": "6fed94206a22c43d3c6890cf52ff054a24d98d82",
+    "apps/vendor-huobi/src/services/accounts/spot.ts": "fb2e22203eecce2dbb246a0bf8d8c1caec4c5dff",
+    "apps/vendor-huobi/src/services/accounts/super-margin.ts": "83b6012233458c4d4723971cb4f0342d876142ed",
+    "apps/vendor-huobi/src/services/accounts/swap.ts": "7ed0a7a6e927973b1c13dd156cd72607708e818b",
+    "apps/vendor-huobi/src/services/exchange.ts": "00efd7d0b85e67d69bd4e01f21b16c48b41c6660",
     "apps/vendor-huobi/src/services/interest-rate-service.ts": "3180227cd8fe336e187ad7a90bf3ce1bb7dfc7f7",
     "apps/vendor-huobi/src/services/market-data/interest_rate.ts": "79aa362f9fa90e612f9813d0b45d357b96189f3e",
     "apps/vendor-huobi/src/services/market-data/quote.ts": "2f5883a95b11cf19c1a9a595567f9369b360cccf",
     "apps/vendor-huobi/src/services/ohlc-service.ts": "914f75705e0ad396b537e4b55334419206526160",
     "apps/vendor-huobi/src/services/orders/listOrders.ts": "1cf4621727fb290f8e5fd1439765fd73387bda7a",
-    "apps/vendor-huobi/src/services/orders/submitOrder.ts": "fbf9bd1fd423af0937e1bcc057a09bff4dd59c92",
+    "apps/vendor-huobi/src/services/orders/submitOrder.ts": "1a2129b48496c546b9f7708d97c8bdbf9ad6d977",
     "apps/vendor-huobi/src/services/product.ts": "096feb6e1348910242e814ca45848afa3b5bff98",
     "apps/vendor-huobi/src/services/quotes.ts": "a99185c9d2e95da220919deef49357ec6280ee78",
     "apps/vendor-huobi/src/services/uid.ts": "b71c27a6a0debdd9365dea35306f4763327aca2f",
@@ -32,7 +32,7 @@
     "libraries/protocol/temp/package-deps.json": "765a1ba74dfa437b95a8685a308a09df6de49706",
     "libraries/data-account/temp/package-deps.json": "ef7f802f6cec62965d3a5ea3365df131b9ed46a0",
     "libraries/data-order/temp/package-deps.json": "9940b4267bcaaba4f3e0db2d2e07f575ea8afa34",
-    "libraries/data-ohlc/temp/package-deps.json": "048949cb4791307628bbf35de8edd31480b8cd5e",
+    "libraries/data-ohlc/temp/package-deps.json": "1abde47d0c7112ca7871ec9243e38ea48f8eba79",
     "libraries/transfer/temp/package-deps.json": "f4c5d1fc1bed3061cee9e67381ab36749fb9118f",
     "libraries/utils/temp/package-deps.json": "ae24e0f28d8238425131202aa7e46e2fc6ba3ae2",
     "libraries/cache/temp/package-deps.json": "3fe087e264b56a7a72d25df93f942e69de6ab765",
@@ -41,7 +41,7 @@
     "libraries/data-series/temp/package-deps.json": "5148dcf1033142f34a1dff17076a7a031052cb21",
     "libraries/data-interest-rate/temp/package-deps.json": "82005a4c9b295c0eab9599127946dd8c915adc64",
     "libraries/data-quote/temp/package-deps.json": "1b8805efdca7fee957cf36c414a0c53d5faa454b",
-    "libraries/exchange/temp/package-deps.json": "c27614f8a83ec352ddc52e5e2f0f9c04ecc80a1e",
+    "libraries/exchange/temp/package-deps.json": "b00a11bc3628c9cbe8cea4eccd7b1f3d21d5b77d",
     "libraries/extension/temp/package-deps.json": "0655b86a4838124dba78913552adf2425484e900",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }