@yuants/vendor-huobi 0.9.8 → 0.10.0

package/dist/index.js.map

@@ -0,0 +1 @@
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{\n  addAccountMarket,\n  IAccountInfo,\n  IAccountMoney,\n  IPosition,\n  publishAccountInfo,\n} from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { Terminal } from '@yuants/protocol';\nimport { addAccountTransferAddress } from '@yuants/transfer';\nimport { formatTime, roundToStep } from '@yuants/utils';\nimport {\n  catchError,\n  combineLatestWith,\n  defer,\n  distinct,\n  filter,\n  first,\n  firstValueFrom,\n  from,\n  map,\n  mergeMap,\n  of,\n  reduce,\n  repeat,\n  retry,\n  shareReplay,\n  tap,\n  timeout,\n  toArray,\n} from 'rxjs';\nimport { client } from './api';\nimport './interest_rate';\nimport { perpetualContractProducts$, spotProducts$ } from './product';\nimport './quote';\n\nconst terminal = Terminal.fromNodeEnv();\n\n(async () => {\n  const swapAccountTypeRes = await client.getSwapUnifiedAccountType();\n  if (swapAccountTypeRes.data?.account_type === 1) {\n    console.info(\n      formatTime(Date.now()),\n      'SwitchingAccountType',\n      `previous: ${swapAccountTypeRes.data.account_type}, switching to 2 (unified account)`,\n    );\n    const switchRes = await client.postSwapSwitchAccountType({ account_type: 2 });\n    console.info(formatTime(Date.now()), 'SwitchingAccountType', `current: ${switchRes.data.account_type}`);\n  }\n\n  const huobiUid: number = (await client.getUid()).data;\n  console.info(formatTime(Date.now()), 'UID', huobiUid);\n\n  const huobiAccounts = await client.getAccount();\n  const superMarginAccountUid = huobiAccounts.data.find((v) => v.type === 'super-margin')?.id!;\n  const spotAccountUid = huobiAccounts.data.find((v) => v.type === 'spot')?.id!;\n  console.info(formatTime(Date.now()), 'huobiAccount', JSON.stringify(huobiAccounts));\n\n  const account_id = `huobi/${huobiUid}`;\n  const SPOT_ACCOUNT_ID = `${account_id}/spot/usdt`;\n  const SUPER_MARGIN_ACCOUNT_ID = `${account_id}/super-margin`;\n  const SWAP_ACCOUNT_ID = `${account_id}/swap`;\n\n  const subUsersRes = await client.getSubUserList();\n  const subAccounts = subUsersRes.data;\n  const isMainAccount = subUsersRes.ok;\n  console.info(formatTime(Date.now()), 'subAccounts', JSON.stringify(subAccounts));\n\n  const mapProductIdToPerpetualProduct$ = perpetualContractProducts$.pipe(\n    map((x) => new Map(x.map((v) => [v.product_id, v]))),\n    shareReplay(1),\n  );\n\n  const perpetualContractAccountInfo$ = defer(async () => {\n    // balance\n    const balance = await client.getUnifiedAccountInfo();\n    if (!balance.data) {\n      throw new Error('Failed to get unified account info');\n    }\n    const balanceData = balance.data.find((v) => v.margin_asset === 'USDT');\n    if (!balanceData) {\n      throw new Error('No USDT balance found in unified account');\n    }\n    const money: IAccountMoney = {\n      currency: 'USDT',\n      balance: balanceData.cross_margin_static,\n      equity: balanceData.margin_balance,\n      profit: balanceData.cross_profit_unreal,\n      free: balanceData.withdraw_available,\n      used: balanceData.margin_balance - balanceData.withdraw_available,\n    };\n\n    // positions\n    const positionsRes = await client.getSwapCrossPositionInfo();\n    const mapProductIdToPerpetualProduct = await firstValueFrom(mapProductIdToPerpetualProduct$);\n    const positions: IPosition[] = (positionsRes.data || []).map((v): IPosition => {\n      const product_id = v.contract_code;\n      const theProduct = mapProductIdToPerpetualProduct?.get(product_id);\n      const valuation = v.volume * v.last_price * (theProduct?.value_scale || 1);\n      return {\n        position_id: `${v.contract_code}/${v.contract_type}/${v.direction}/${v.margin_mode}`,\n        datasource_id: 'HUOBI-SWAP',\n        product_id,\n        direction: v.direction === 'buy' ? 'LONG' : 'SHORT',\n        volume: v.volume,\n        free_volume: v.available,\n        position_price: v.cost_hold,\n        closable_price: v.last_price,\n        floating_profit: v.profit_unreal,\n        valuation,\n      };\n    });\n\n    // orders\n    const orders: IOrder[] = [];\n    let page_index = 1;\n    const page_size = 50;\n\n    while (true) {\n      const ordersRes = await client.getSwapOpenOrders({ page_index, page_size });\n      if (!ordersRes.data?.orders || ordersRes.data.orders.length === 0) {\n        break;\n      }\n\n      const pageOrders: IOrder[] = ordersRes.data.orders.map((v): IOrder => {\n        return {\n          order_id: v.order_id_str,\n          account_id: SWAP_ACCOUNT_ID,\n          product_id: v.contract_code,\n          order_type: ['lightning'].includes(v.order_price_type)\n            ? 'MARKET'\n            : ['limit', 'opponent', 'post_only', 'optimal_5', 'optimal_10', 'optimal_20'].includes(\n                v.order_price_type,\n              )\n            ? 'LIMIT'\n            : ['fok'].includes(v.order_price_type)\n            ? 'FOK'\n            : v.order_price_type.includes('ioc')\n            ? 'IOC'\n            : 'STOP', // unreachable code\n          order_direction:\n            v.direction === 'open'\n              ? v.offset === 'buy'\n                ? 'OPEN_LONG'\n                : 'OPEN_SHORT'\n              : v.offset === 'buy'\n              ? 'CLOSE_SHORT'\n              : 'CLOSE_LONG',\n          volume: v.volume,\n          submit_at: v.created_at,\n          price: v.price,\n          traded_volume: v.trade_volume,\n        };\n      });\n\n      orders.push(...pageOrders);\n      page_index++;\n    }\n\n    const accountInfo: IAccountInfo = {\n      updated_at: Date.now(),\n      account_id: SWAP_ACCOUNT_ID,\n      money: money,\n      currencies: [money],\n      positions,\n      orders,\n    };\n\n    return accountInfo;\n  }).pipe(\n    repeat({ delay: 1000 }),\n    tap({\n      error: (e) => {\n        console.error(formatTime(Date.now()), 'perpetualContractAccountInfo', e);\n      },\n    }),\n    retry({ delay: 1000 }),\n    shareReplay(1),\n  );\n\n  const superMarginUnifiedRawAccountBalance$ = defer(() =>\n    client.getSpotAccountBalance(superMarginAccountUid),\n  ).pipe(\n    //\n    map((res) => res.data),\n    repeat({ delay: 1000 }),\n    tap({\n      error: (e) => {\n        console.error(formatTime(Date.now()), 'unifiedRaw', e);\n      },\n    }),\n    retry({ delay: 5000 }),\n    shareReplay(1),\n  );\n\n  const subscriptions: Set<string> = new Set();\n  from(client.spot_ws.connection$).subscribe(() => {\n    subscriptions.clear();\n  });\n  // subscribe the symbols of positions we held\n  superMarginUnifiedRawAccountBalance$\n    .pipe(\n      //\n      mergeMap((res) =>\n        from(res?.list || []).pipe(\n          filter((v) => v.currency !== 'usdt'),\n          map((v) => v.currency),\n          distinct(),\n          toArray(),\n          map((v) => new Set(v)),\n        ),\n      ),\n    )\n    .subscribe((v: Set<string>) => {\n      const toUnsubscribe = [...subscriptions].filter((x) => !v.has(x));\n      const toSubscribe = [...v].filter((x) => !subscriptions.has(x));\n\n      for (const symbol of toUnsubscribe) {\n        client.spot_ws.output$.next({\n          unsub: `market.${symbol}usdt.ticker`,\n        });\n        subscriptions.delete(symbol);\n      }\n      for (const symbol of toSubscribe) {\n        client.spot_ws.output$.next({\n          sub: `market.${symbol}usdt.ticker`,\n        });\n        subscriptions.add(symbol);\n      }\n    });\n\n  const superMarginAccountInfo$ = defer(async () => {\n    // get account balance\n    const accountBalance = await client.getSpotAccountBalance(superMarginAccountUid);\n    const balanceList = accountBalance.data?.list || [];\n\n    // calculate usdt balance\n    const usdtBalance = balanceList\n      .filter((v) => v.currency === 'usdt')\n      .reduce((acc, cur) => acc + +cur.balance, 0);\n\n    // get positions (non-usdt currencies)\n    const positions: IPosition[] = [];\n    const nonUsdtCurrencies = balanceList\n      .filter((v) => v.currency !== 'usdt')\n      .reduce((acc, cur) => {\n        const existing = acc.find((item) => item.currency === cur.currency);\n        if (existing) {\n          existing.balance += +cur.balance;\n        } else {\n          acc.push({ currency: cur.currency, balance: +cur.balance });\n        }\n        return acc;\n      }, [] as { currency: string; balance: number }[]);\n\n    // get prices and create positions\n    for (const currencyData of nonUsdtCurrencies) {\n      if (currencyData.balance > 0) {\n        try {\n          // get current price from websocket or fallback to REST API\n          let price: number;\n          try {\n            const tickPrice = await firstValueFrom(\n              client.spot_ws.input$.pipe(\n                //\n                first((v) => v.ch?.includes('ticker') && v.ch?.includes(currencyData.currency) && v.tick),\n                map((v): number => v.tick.bid),\n                timeout(5000),\n                tap({\n                  error: (e) => {\n                    subscriptions.clear();\n                  },\n                }),\n              ),\n            );\n            price = tickPrice;\n          } catch {\n            // fallback to REST API\n            const tickerRes = await client.getSpotTick({ symbol: `${currencyData.currency}usdt` });\n            price = tickerRes.tick.close;\n          }\n\n          positions.push({\n            position_id: `${currencyData.currency}/usdt/spot`,\n            product_id: `${currencyData.currency}usdt`,\n            direction: 'LONG',\n            volume: currencyData.balance,\n            free_volume: currencyData.balance,\n            position_price: price,\n            closable_price: price,\n            floating_profit: 0,\n            valuation: currencyData.balance * price,\n          });\n        } catch (error) {\n          console.warn(formatTime(Date.now()), `Failed to get price for ${currencyData.currency}:`, error);\n        }\n      }\n    }\n\n    // calculate equity\n    const equity = positions.reduce((acc, cur) => acc + cur.closable_price * cur.volume, 0) + usdtBalance;\n\n    const money: IAccountMoney = {\n      currency: 'USDT',\n      balance: equity,\n      equity: equity,\n      profit: 0,\n      free: equity,\n      used: 0,\n    };\n\n    const accountInfo: IAccountInfo = {\n      updated_at: Date.now(),\n      account_id: SUPER_MARGIN_ACCOUNT_ID,\n      money: money,\n      currencies: [money],\n      positions,\n      orders: [],\n    };\n\n    return accountInfo;\n  }).pipe(\n    repeat({ delay: 1000 }),\n    tap({\n      error: (e) => {\n        console.error(formatTime(Date.now()), 'superMarginAccountInfo', e);\n      },\n    }),\n    retry({ delay: 5000 }),\n    shareReplay(1),\n  );\n\n  const spotRawBalance$ = defer(() => client.getSpotAccountBalance(spotAccountUid)).pipe(\n    repeat({ delay: 1000 }),\n    retry({ delay: 5000 }),\n    shareReplay(1),\n  );\n\n  const spotAccountInfo$ = spotRawBalance$.pipe(\n    map((spotBalance): IAccountInfo => {\n      const balance = +(spotBalance.data.list.find((v) => v.currency === 'usdt')?.balance ?? 0);\n      const equity = balance;\n      const free = equity;\n      const money: IAccountMoney = {\n        currency: 'USDT',\n        balance,\n        equity,\n        profit: 0,\n        free,\n        used: 0,\n      };\n      return {\n        updated_at: Date.now(),\n        account_id: SPOT_ACCOUNT_ID,\n        money: money,\n        currencies: [money],\n        positions: [],\n        orders: [],\n      };\n    }),\n    shareReplay(1),\n  );\n\n  publishAccountInfo(terminal, SPOT_ACCOUNT_ID, spotAccountInfo$);\n  addAccountMarket(terminal, { account_id: SPOT_ACCOUNT_ID, market_id: 'HUOBI/SPOT' });\n  publishAccountInfo(terminal, SUPER_MARGIN_ACCOUNT_ID, superMarginAccountInfo$);\n  addAccountMarket(terminal, { account_id: SUPER_MARGIN_ACCOUNT_ID, market_id: 'HUOBI/SUPER-MARGIN' });\n  publishAccountInfo(terminal, SWAP_ACCOUNT_ID, perpetualContractAccountInfo$);\n  addAccountMarket(terminal, { account_id: SWAP_ACCOUNT_ID, market_id: 'HUOBI/SWAP' });\n\n  // Submit order\n  terminal.provideService(\n    'SubmitOrder',\n    {\n      required: ['account_id'],\n      properties: {\n        account_id: {\n          enum: [SUPER_MARGIN_ACCOUNT_ID, SWAP_ACCOUNT_ID],\n        },\n      },\n    },\n    (msg) => {\n      const { account_id: req_account_id } = msg.req;\n      console.info(formatTime(Date.now()), `SubmitOrder for ${account_id}`, JSON.stringify(msg));\n\n      if (req_account_id === SWAP_ACCOUNT_ID) {\n        return defer(() => client.getSwapCrossPositionInfo()).pipe(\n          mergeMap((res) => res.data),\n          map((v) => [v.contract_code, v.lever_rate]),\n          toArray(),\n          map((v) => Object.fromEntries(v)),\n          mergeMap((mapContractCodeToRate) => {\n            const lever_rate = mapContractCodeToRate[msg.req.product_id] ?? 20;\n            const params = {\n              contract_code: msg.req.product_id,\n              contract_type: 'swap',\n              price: msg.req.price,\n              volume: msg.req.volume,\n              offset:\n                msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'OPEN_SHORT'\n                  ? 'open'\n                  : 'close',\n              direction:\n                msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n                  ? 'buy'\n                  : 'sell',\n              // dynamically adjust the leverage\n              lever_rate,\n              order_price_type: msg.req.order_type === 'MARKET' ? 'market' : 'limit',\n            };\n            return client.postSwapOrder(params).then((v) => {\n              console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n              return v;\n            });\n          }),\n          map((v) => {\n            if (v.status !== 'ok') {\n              return { res: { code: 500, message: v.status } };\n            }\n            return { res: { code: 0, message: 'OK' } };\n          }),\n          catchError((e) => {\n            console.error(formatTime(Date.now()), 'SubmitOrder', e);\n            return of({ res: { code: 500, message: `${e}` } });\n          }),\n        );\n      }\n      // for super-margin orders, we need to denote the amount of usdt to borrow, therefore we need to:\n      // 1. get the loanable amount\n      // 2. get the current balance\n      // 3. get the current price\n      // 4. combine the information to submit the order\n      return defer(() => client.getCrossMarginLoanInfo()).pipe(\n        //\n        mergeMap((res) => res.data),\n        first((v) => v.currency === 'usdt'),\n        map((v) => +v['loanable-amt']),\n        combineLatestWith(\n          superMarginUnifiedRawAccountBalance$.pipe(\n            first(),\n            mergeMap((res) =>\n              from(res.list).pipe(\n                // we only need the amount of usdt that can be used to trade\n                filter((v) => v.currency === 'usdt' && v.type === 'trade'),\n                reduce((acc, cur) => acc + +cur.balance, 0),\n              ),\n            ),\n          ),\n        ),\n        combineLatestWith(spotProducts$.pipe(first())),\n        mergeMap(async ([[loanable, balance], products]) => {\n          const priceRes = await client.getSpotTick({ symbol: msg.req.product_id });\n          const theProduct = products.find((v) => v.product_id === msg.req.product_id);\n          const price: number = priceRes.tick.close;\n          const borrow_amount =\n            msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n              ? Math.max(Math.min(loanable, msg.req.volume * price - balance), 0)\n              : undefined;\n          const params = {\n            symbol: msg.req.product_id,\n            'account-id': '' + superMarginAccountUid,\n            // amount: msg.req.type === OrderType.MARKET ? 0 : '' + msg.req.volume,\n            // 'market-amount': msg.req.type === OrderType.MARKET ? '' + msg.req.volume : undefined,\n            amount:\n              '' +\n              (msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n                ? roundToStep(msg.req.volume * price, theProduct?.volume_step!)\n                : msg.req.volume),\n            'borrow-amount': '' + borrow_amount,\n            type: `${\n              msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n                ? 'buy'\n                : 'sell'\n            }-${'LIMIT' === msg.req.order_type ? 'limit' : 'market'}`,\n            'trade-purpose':\n              msg.req.order_direction === 'OPEN_LONG' || msg.req.order_direction === 'CLOSE_SHORT'\n                ? '1' // auto borrow\n                : '2', // auto repay\n            price: msg.req.order_type === 'MARKET' ? undefined : '' + msg.req.price,\n            source: 'super-margin-api',\n          };\n          return client.postSpotOrder(params).then((v) => {\n            console.info(formatTime(Date.now()), 'SubmitOrder', JSON.stringify(v), JSON.stringify(params));\n            return v;\n          });\n        }),\n        map((v) => {\n          if (v.success === false) {\n            return { res: { code: v.code, message: v.message } };\n          }\n          return { res: { code: 0, message: 'OK' } };\n        }),\n        catchError((e) => {\n          console.error(formatTime(Date.now()), 'SubmitOrder', e);\n          return of({ res: { code: 500, message: `${e}` } });\n        }),\n      );\n    },\n  );\n\n  // Update Spot TRC20 Addresses (Only Main Account)\n  if (isMainAccount) {\n    const res = await client.getSpotAccountDepositAddresses({ currency: 'usdt' });\n    const addresses = res.data.filter((v) => v.chain === 'trc20usdt').map((v) => v.address);\n\n    for (const address of addresses) {\n      addAccountTransferAddress({\n        terminal,\n        account_id: SPOT_ACCOUNT_ID,\n        currency: 'USDT',\n        address: address,\n        network_id: 'TRC20',\n        onApply: {\n          INIT: async (order) => {\n            const res0 = await client.getV2ReferenceCurrencies({ currency: 'usdt' });\n            const fee = res0.data\n              .find((v) => v.currency === 'usdt')\n              ?.chains.find((v) => v.chain === 'trc20usdt')?.transactFeeWithdraw;\n            if (!fee) {\n              return { state: 'ERROR', message: 'MISSING FEE' };\n            }\n            const res = await client.postWithdraw({\n              address: order.current_rx_address!,\n              amount: '' + (order.expected_amount - +fee),\n              currency: 'usdt',\n              fee: fee,\n              chain: 'trc20usdt',\n            });\n            if (res.status != 'ok') {\n              return { state: 'INIT', message: `${res.status}` };\n            }\n            return { state: 'PENDING', context: `${res.data}` };\n          },\n          PENDING: async (order) => {\n            if (!order.current_tx_context) {\n              return { state: 'ERROR', message: 'MISSING CONTEXT' };\n            }\n            const wdId = +order.current_tx_context;\n            const res = await client.getDepositWithdrawHistory({\n              currency: 'usdt',\n              type: 'withdraw',\n              from: `${wdId}`,\n            });\n            const txId = res.data.find((v) => v.id === wdId)?.['tx-hash'];\n            if (!txId) {\n              return { state: 'PENDING', context: `${wdId}` };\n            }\n            return {\n              state: 'COMPLETE',\n              transaction_id: txId,\n            };\n          },\n        },\n        onEval: async (order) => {\n          const res = await client.getDepositWithdrawHistory({\n            currency: 'usdt',\n            type: 'deposit',\n            direct: 'next',\n          });\n\n          const theItem = res.data.find(\n            (v) => v['tx-hash'] === order.current_transaction_id && v.state === 'safe',\n          );\n          if (!theItem) {\n            return { state: 'PENDING' };\n          }\n          return { received_amount: +theItem.amount, state: 'COMPLETE' };\n        },\n      });\n    }\n  }\n\n  addAccountTransferAddress({\n    terminal,\n    account_id: SPOT_ACCOUNT_ID,\n    currency: 'USDT',\n    network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n    address: 'SPOT',\n    onApply: {\n      INIT: async (order) => {\n        const transferInResult = await client.postSuperMarginAccountTransferIn({\n          currency: 'usdt',\n          amount: '' + (order.current_amount || order.expected_amount),\n        });\n        if (transferInResult.status !== 'ok') {\n          return { state: 'INIT' };\n        }\n        return { state: 'COMPLETE' };\n      },\n    },\n    onEval: async (order) => {\n      return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n    },\n  });\n\n  addAccountTransferAddress({\n    terminal,\n    account_id: SUPER_MARGIN_ACCOUNT_ID,\n    currency: 'USDT',\n    network_id: `Huobi/${huobiUid}/SPOT-SUPER_MARGIN`,\n    address: 'SUPER_MARGIN',\n    onApply: {\n      INIT: async (order) => {\n        const transferOutResult = await client.postSuperMarginAccountTransferOut({\n          currency: 'usdt',\n          amount: '' + (order.current_amount || order.expected_amount),\n        });\n        if (transferOutResult.status !== 'ok') {\n          return { state: 'INIT' };\n        }\n        return { state: 'COMPLETE' };\n      },\n    },\n    onEval: async (order) => {\n      return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n    },\n  });\n\n  addAccountTransferAddress({\n    terminal,\n    account_id: SPOT_ACCOUNT_ID,\n    currency: 'USDT',\n    network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n    address: 'SPOT',\n    onApply: {\n      INIT: async (order) => {\n        const transferResult = await client.postSpotAccountTransfer({\n          from: 'spot',\n          to: 'linear-swap',\n          currency: 'usdt',\n          amount: order.current_amount || order.expected_amount,\n          'margin-account': 'USDT',\n        });\n        if (!transferResult.success) {\n          return { state: 'INIT' };\n        }\n        return { state: 'COMPLETE' };\n      },\n    },\n    onEval: async (order) => {\n      return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n    },\n  });\n\n  addAccountTransferAddress({\n    terminal,\n    account_id: SWAP_ACCOUNT_ID,\n    currency: 'USDT',\n    network_id: `Huobi/${huobiUid}/SPOT-SWAP`,\n    address: 'SWAP',\n    onApply: {\n      INIT: async (order) => {\n        const transferResult = await client.postSpotAccountTransfer({\n          from: 'linear-swap',\n          to: 'spot',\n          currency: 'usdt',\n          amount: order.current_amount || order.expected_amount,\n          'margin-account': 'USDT',\n        });\n        if (!transferResult.success) {\n          return { state: 'INIT' };\n        }\n        return { state: 'COMPLETE' };\n      },\n    },\n    onEval: async (order) => {\n      return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n    },\n  });\n\n  if (isMainAccount) {\n    for (const subAccount of subAccounts) {\n      const SPOT_SUB_ACCOUNT_ID = `huobi/${subAccount.uid}/spot/usdt`;\n\n      const SUB_ACCOUNT_NETWORK_ID = `Huobi/${huobiUid}/SubAccount/${subAccount.uid}`;\n      addAccountTransferAddress({\n        terminal,\n        account_id: SPOT_ACCOUNT_ID,\n        currency: 'USDT',\n        network_id: SUB_ACCOUNT_NETWORK_ID,\n        address: '#main',\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await client.postSubUserTransfer({\n              'sub-uid': +order.current_rx_address!,\n              currency: 'usdt',\n              amount: order.current_amount || order.expected_amount,\n              type: 'master-transfer-out',\n            });\n            if (transferResult.status !== 'ok') {\n              return { state: 'INIT' };\n            }\n            return { state: 'COMPLETE' };\n          },\n        },\n        onEval: async (order) => {\n          return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n        },\n      });\n      addAccountTransferAddress({\n        terminal,\n        account_id: SPOT_SUB_ACCOUNT_ID,\n        currency: 'USDT',\n        network_id: SUB_ACCOUNT_NETWORK_ID,\n        address: `${subAccount.uid}`,\n        onApply: {\n          INIT: async (order) => {\n            const transferResult = await client.postSubUserTransfer({\n              'sub-uid': +order.current_tx_address!,\n              currency: 'usdt',\n              amount: order.current_amount || order.expected_amount,\n              type: 'master-transfer-in',\n            });\n            if (transferResult.status !== 'ok') {\n              return { state: 'INIT' };\n            }\n            return { state: 'COMPLETE' };\n          },\n        },\n        onEval: async (order) => {\n          return { received_amount: order.current_amount || order.expected_amount, state: 'COMPLETE' };\n        },\n      });\n    }\n  }\n})();\n"]}

package/dist/interest_rate.js

@@ -0,0 +1,59 @@
+var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
+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); }); }; }
+    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); }
+    function reject(value) { resume("throw", value); }
+    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
+};
+import { createSeriesProvider } from '@yuants/data-series';
+import { Terminal } from '@yuants/protocol';
+import { decodePath, formatTime } from '@yuants/utils';
+import { firstValueFrom, timer } from 'rxjs';
+import { client } from './api';
+createSeriesProvider(Terminal.fromNodeEnv(), {
+    tableName: 'interest_rate',
+    series_id_prefix_parts: ['HUOBI-SWAP'],
+    reversed: true,
+    serviceOptions: { concurrent: 10 },
+    queryFn: function ({ series_id, started_at }) {
+        return __asyncGenerator(this, arguments, function* () {
+            const [datasource_id, product_id] = decodePath(series_id);
+            let current_page = 0;
+            let total_page = 1;
+            while (true) {
+                // 向前翻页，时间降序
+                const res = yield __await(client.getSwapHistoricalFundingRate({
+                    contract_code: product_id,
+                    page_index: current_page,
+                }));
+                if (res.status !== 'ok') {
+                    throw `API failed: ${res.status}`;
+                }
+                if (res.data.data.length === 0)
+                    break;
+                yield yield __await(res.data.data.map((v) => ({
+                    series_id,
+                    datasource_id,
+                    product_id,
+                    created_at: formatTime(+v.funding_time),
+                    long_rate: `${-v.funding_rate}`,
+                    short_rate: `${v.funding_rate}`,
+                    settlement_price: '',
+                })));
+                total_page = res.data.total_page;
+                current_page++;
+                if (current_page >= total_page)
+                    break;
+                if (+res.data.data[res.data.data.length - 1].funding_time <= started_at)
+                    break;
+                yield __await(firstValueFrom(timer(1000)));
+            }
+        });
+    },
+});
+//# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAE/B,oBAAoB,CAAgB,QAAQ,CAAC,WAAW,EAAE,EAAE;IAC1D,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,YAAY,CAAC;IACtC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,EAAE,EAAE;IAClC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE;;YACjD,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAE1D,IAAI,YAAY,GAAG,CAAC,CAAC;YACrB,IAAI,UAAU,GAAG,CAAC,CAAC;YACnB,OAAO,IAAI,EAAE;gBACX,YAAY;gBACZ,MAAM,GAAG,GAAG,cAAM,MAAM,CAAC,4BAA4B,CAAC;oBACpD,aAAa,EAAE,UAAU;oBACzB,UAAU,EAAE,YAAY;iBACzB,CAAC,CAAA,CAAC;gBACH,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE;oBACvB,MAAM,eAAe,GAAG,CAAC,MAAM,EAAE,CAAC;iBACnC;gBACD,IAAI,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBACtC,oBAAM,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CACrB,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;oBACrB,SAAS;oBACT,aAAa;oBACb,UAAU;oBACV,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC;oBACvC,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,YAAY,EAAE;oBAC/B,UAAU,EAAE,GAAG,CAAC,CAAC,YAAY,EAAE;oBAC/B,gBAAgB,EAAE,EAAE;iBACrB,CAAC,CACH,CAAA,CAAC;gBACF,UAAU,GAAG,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC;gBACjC,YAAY,EAAE,CAAC;gBACf,IAAI,YAAY,IAAI,UAAU;oBAAE,MAAM;gBACtC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,YAAY,IAAI,UAAU;oBAAE,MAAM;gBAC/E,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { client } from './api';\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['HUOBI-SWAP'],\n  reversed: true,\n  serviceOptions: { concurrent: 10 },\n  queryFn: async function* ({ series_id, started_at }) {\n    const [datasource_id, product_id] = decodePath(series_id);\n\n    let current_page = 0;\n    let total_page = 1;\n    while (true) {\n      // 向前翻页，时间降序\n      const res = await client.getSwapHistoricalFundingRate({\n        contract_code: product_id,\n        page_index: current_page,\n      });\n      if (res.status !== 'ok') {\n        throw `API failed: ${res.status}`;\n      }\n      if (res.data.data.length === 0) break;\n      yield res.data.data.map(\n        (v): IInterestRate => ({\n          series_id,\n          datasource_id,\n          product_id,\n          created_at: formatTime(+v.funding_time),\n          long_rate: `${-v.funding_rate}`,\n          short_rate: `${v.funding_rate}`,\n          settlement_price: '',\n        }),\n      );\n      total_page = res.data.total_page;\n      current_page++;\n      if (current_page >= total_page) break;\n      if (+res.data.data[res.data.data.length - 1].funding_time <= started_at) break;\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n"]}

package/dist/logger.js

@@ -0,0 +1,91 @@
+import cluster from 'cluster';
+/**
+ * 集群模式下的日志管理器
+ * 在worker进程中将日志发送到主进程，在主进程中直接使用console
+ */
+class ClusterLogger {
+    constructor() {
+        this.isWorker = !cluster.isPrimary;
+    }
+    sendToMaster(level, message, ...args) {
+        if (this.isWorker && process.send) {
+            const formattedMessage = args.length > 0
+                ? `${message} ${args
+                    .map((arg) => (typeof arg === 'object' ? JSON.stringify(arg) : String(arg)))
+                    .join(' ')}`
+                : message;
+            process.send({
+                type: 'log',
+                level,
+                message: `[PID:${process.pid}] ${formattedMessage}`,
+                pid: process.pid,
+                label: process.env.WORKER_LABEL || 'unknown',
+                timestamp: Date.now(),
+            });
+        }
+        else {
+            // 在主进程中直接输出
+            const formattedMessage = args.length > 0
+                ? `${message} ${args
+                    .map((arg) => (typeof arg === 'object' ? JSON.stringify(arg) : String(arg)))
+                    .join(' ')}`
+                : message;
+            const logMessage = `[PID:${process.pid}] ${formattedMessage}`;
+            // 控制台输出
+            switch (level) {
+                case 'error':
+                    console.error(logMessage);
+                    break;
+                case 'warn':
+                    console.warn(logMessage);
+                    break;
+                case 'debug':
+                    console.debug(logMessage);
+                    break;
+                default:
+                    console.log(logMessage);
+            }
+        }
+    }
+    info(message, ...args) {
+        this.sendToMaster('info', message, ...args);
+    }
+    warn(message, ...args) {
+        this.sendToMaster('warn', message, ...args);
+    }
+    error(message, ...args) {
+        this.sendToMaster('error', message, ...args);
+    }
+    debug(message, ...args) {
+        this.sendToMaster('debug', message, ...args);
+    }
+    log(message, ...args) {
+        this.info(message, ...args);
+    }
+}
+// 默认配置的logger实例
+export const logger = new ClusterLogger();
+// 猛踩油门
+export const overrideConsole = () => {
+    if (!cluster.isPrimary) {
+        const originalConsole = {
+            log: console.log,
+            info: console.info,
+            warn: console.warn,
+            error: console.error,
+        };
+        console.log = (...args) => logger.info(args.join(' '));
+        console.info = (...args) => logger.info(args.join(' '));
+        console.warn = (...args) => logger.warn(args.join(' '));
+        console.error = (...args) => logger.error(args.join(' '));
+        // 提供恢复方法
+        return () => {
+            console.log = originalConsole.log;
+            console.info = originalConsole.info;
+            console.warn = originalConsole.warn;
+            console.error = originalConsole.error;
+        };
+    }
+    return () => { }; // 主进程中返回空函数
+};
+//# sourceMappingURL=logger.js.map

package/dist/logger.js.map

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JSON.stringify(arg) : String(arg)))\n              .join(' ')}`\n          : message;\n\n      process.send({\n        type: 'log',\n        level,\n        message: `[PID:${process.pid}] ${formattedMessage}`,\n        pid: process.pid,\n        label: process.env.WORKER_LABEL || 'unknown',\n        timestamp: Date.now(),\n      });\n    } else {\n      // 在主进程中直接输出\n      const formattedMessage =\n        args.length > 0\n          ? `${message} ${args\n              .map((arg) => (typeof arg === 'object' ? JSON.stringify(arg) : String(arg)))\n              .join(' ')}`\n          : message;\n\n      const logMessage = `[PID:${process.pid}] ${formattedMessage}`;\n\n      // 控制台输出\n      switch (level) {\n        case 'error':\n          console.error(logMessage);\n          break;\n        case 'warn':\n          console.warn(logMessage);\n          break;\n        case 'debug':\n          console.debug(logMessage);\n          break;\n        default:\n          console.log(logMessage);\n      }\n    }\n  }\n\n  info(message: string, ...args: any[]) {\n    this.sendToMaster('info', message, ...args);\n  }\n\n  warn(message: string, ...args: any[]) {\n    this.sendToMaster('warn', message, ...args);\n  }\n\n  error(message: string, ...args: any[]) {\n    this.sendToMaster('error', message, ...args);\n  }\n\n  debug(message: string, ...args: any[]) {\n    this.sendToMaster('debug', message, ...args);\n  }\n\n  log(message: string, ...args: any[]) {\n    this.info(message, ...args);\n  }\n}\n\n// 默认配置的logger实例\nexport const logger = new ClusterLogger();\n\n// 猛踩油门\nexport const overrideConsole = () => {\n  if (!cluster.isPrimary) {\n    const originalConsole = {\n      log: console.log,\n      info: console.info,\n      warn: console.warn,\n      error: console.error,\n    };\n\n    console.log = (...args: any[]) => logger.info(args.join(' '));\n    console.info = (...args: any[]) => logger.info(args.join(' '));\n    console.warn = (...args: any[]) => logger.warn(args.join(' '));\n    console.error = (...args: any[]) => logger.error(args.join(' '));\n\n    // 提供恢复方法\n    return () => {\n      console.log = originalConsole.log;\n      console.info = originalConsole.info;\n      console.warn = originalConsole.warn;\n      console.error = originalConsole.error;\n    };\n  }\n  return () => {}; // 主进程中返回空函数\n};\n"]}

package/dist/product.js

@@ -0,0 +1,85 @@
+import { createCache } from '@yuants/cache';
+import { Terminal } from '@yuants/protocol';
+import { createSQLWriter } from '@yuants/sql';
+import { encodePath } from '@yuants/utils';
+import { defer, filter, map, mergeMap, repeat, retry, shareReplay, Subject, toArray } from 'rxjs';
+import { client } from './api';
+const product$ = new Subject();
+const cacheOfCrossLeverage = createCache(() => client.getSwapCrossLadderMargin(), {
+    expire: 3600000, // 1 hour
+});
+const productIdToMaxLeverage = createCache(async (product_id, force_update) => {
+    var _a;
+    const res = await cacheOfCrossLeverage.query('', force_update);
+    return (_a = res === null || res === void 0 ? void 0 : res.data.find((x) => x.contract_code === product_id)) === null || _a === void 0 ? void 0 : _a.list.reduce((acc, cur) => Math.max(acc, cur.lever_rate), 1);
+}, {
+    expire: 3600000, // 1 hour
+});
+const swapSymbols = createCache(() => client.getPerpetualContractSymbols(), {
+    expire: 3600000,
+});
+const swapProducts = createCache(async (_, force_update) => {
+    const products = [];
+    const symbols = await swapSymbols.query('', force_update);
+    for (const symbol of (symbols === null || symbols === void 0 ? void 0 : symbols.data) || []) {
+        if (symbol.contract_status !== 1)
+            continue; // Only include active contracts
+        const maxLeverage = await productIdToMaxLeverage.query(symbol.contract_code);
+        const product = {
+            datasource_id: 'HUOBI-SWAP',
+            product_id: symbol.contract_code,
+            base_currency: symbol.symbol,
+            quote_currency: 'USDT',
+            value_scale: symbol.contract_size,
+            price_step: symbol.price_tick,
+            volume_step: 1,
+            name: '',
+            value_scale_unit: '',
+            margin_rate: 1 / (maxLeverage || 1),
+            value_based_cost: 0,
+            volume_based_cost: 0,
+            max_position: 0,
+            max_volume: 0,
+            allow_long: true,
+            allow_short: true,
+            market_id: 'HUOBI/SWAP',
+            no_interest_rate: false,
+        };
+        products.push(product);
+        product$.next(product);
+    }
+    return products;
+}, {
+    expire: 3600000, // 1 hour
+});
+export const perpetualContractProducts$ = defer(() => swapProducts.query('')).pipe(map((res) => res || []), repeat({ delay: 86400000 }), retry({ delay: 10000 }), shareReplay(1));
+export const spotProducts$ = defer(() => client.getSpotSymbols()).pipe(mergeMap((res) => res.data), filter((symbol) => symbol.state === 'online'), map((symbol) => ({
+    datasource_id: 'HUOBI-SPOT',
+    product_id: symbol.sc,
+    base_currency: symbol.bc,
+    quote_currency: symbol.qc,
+    value_scale: 1,
+    price_step: 1 / 10 ** symbol.tpp,
+    volume_step: 1 / 10 ** symbol.tap,
+    name: '',
+    value_scale_unit: '',
+    margin_rate: 1,
+    value_based_cost: 0,
+    volume_based_cost: 0,
+    max_position: 0,
+    max_volume: 0,
+    allow_long: true,
+    allow_short: false,
+    market_id: 'HUOBI/SPOT',
+    no_interest_rate: true,
+})), toArray(), repeat({ delay: 86400000 }), retry({ delay: 10000 }), shareReplay(1));
+spotProducts$.subscribe();
+perpetualContractProducts$.subscribe();
+createSQLWriter(Terminal.fromNodeEnv(), {
+    tableName: 'product',
+    writeInterval: 1000,
+    keyFn: (x) => encodePath(x.datasource_id, x.product_id),
+    conflictKeys: ['datasource_id', 'product_id'],
+    data$: product$,
+});
+//# sourceMappingURL=product.js.map

package/dist/product.js.map

@@ -0,0 +1 @@
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// Only include active contracts\n      const maxLeverage = await productIdToMaxLeverage.query(symbol.contract_code);\n      const product: IProduct = {\n        datasource_id: 'HUOBI-SWAP',\n        product_id: 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: 'HUOBI/SWAP',\n        no_interest_rate: false,\n      };\n      products.push(product);\n      product$.next(product);\n    }\n    return products;\n  },\n  {\n    expire: 3600_000, // 1 hour\n  },\n);\n\nexport const perpetualContractProducts$ = defer(() => swapProducts.query('')).pipe(\n  map((res) => res || []),\n  repeat({ delay: 86400_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nexport const spotProducts$ = defer(() => client.getSpotSymbols()).pipe(\n  mergeMap((res) => res.data),\n  filter((symbol) => symbol.state === 'online'),\n  map(\n    (symbol): IProduct => ({\n      datasource_id: 'HUOBI-SPOT',\n      product_id: 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  toArray(),\n  repeat({ delay: 86400_000 }),\n  retry({ delay: 10_000 }),\n  shareReplay(1),\n);\n\nspotProducts$.subscribe();\nperpetualContractProducts$.subscribe();\n\ncreateSQLWriter<IProduct>(Terminal.fromNodeEnv(), {\n  tableName: 'product',\n  writeInterval: 1000,\n  keyFn: (x) => encodePath(x.datasource_id, x.product_id),\n  conflictKeys: ['datasource_id', 'product_id'],\n  data$: product$,\n});\n"]}

package/dist/quote.js

@@ -0,0 +1,93 @@
+import { Terminal } from '@yuants/protocol';
+import { writeToSQL } from '@yuants/sql';
+import { encodePath, formatTime } from '@yuants/utils';
+import { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';
+import { client } from './api';
+const swapBboTick$ = defer(() => client.getSwapMarketBbo({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const quote1$ = swapBboTick$.pipe(mergeMap((res) => res.ticks || []), map((tick) => {
+    const [ask_price = '', ask_volume = ''] = tick.ask || [];
+    const [bid_price = '', bid_volume = ''] = tick.bid || [];
+    return {
+        datasource_id: 'HUOBI-SWAP',
+        product_id: tick.contract_code,
+        ask_price: `${ask_price}`,
+        bid_price: `${bid_price}`,
+        ask_volume: `${ask_volume}`,
+        bid_volume: `${bid_volume}`,
+    };
+}));
+const mapSwapContractCodeToBboTick$ = defer(() => swapBboTick$).pipe(mergeMap((res) => from(res.ticks).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const swapTradeTick$ = defer(() => client.getSwapMarketTrade({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const quote2$ = swapTradeTick$.pipe(mergeMap((res) => { var _a; return ((_a = res.tick) === null || _a === void 0 ? void 0 : _a.data) || []; }), map((tick) => ({
+    datasource_id: 'HUOBI-SWAP',
+    product_id: tick.contract_code,
+    last_price: `${tick.price}`,
+})));
+const mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(mergeMap((res) => from(res.tick.data).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const swapFundingRateTick$ = defer(() => client.getSwapBatchFundingRate({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const quote3$ = swapFundingRateTick$.pipe(mergeMap((res) => res.data || []), map((tick) => ({
+    datasource_id: 'HUOBI-SWAP',
+    product_id: tick.contract_code,
+    interest_rate_long: `${-tick.funding_rate}`,
+    interest_rate_short: `${tick.funding_rate}`,
+    interest_rate_next_settled_at: formatTime(+tick.funding_time),
+})));
+const mapSwapContractCodeToFundingRateTick$ = defer(() => swapFundingRateTick$).pipe(mergeMap((res) => from(res.data).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const swapOpenInterest$ = defer(() => client.getSwapOpenInterest({})).pipe(repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+const quote4$ = swapOpenInterest$.pipe(mergeMap((res) => res.data || []), map((tick) => ({
+    datasource_id: 'HUOBI-SWAP',
+    product_id: tick.contract_code,
+    open_interest: `${tick.volume}`,
+})));
+if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
+    // 合并不同来源的数据并进行合并，避免死锁
+    merge(quote1$, quote2$, quote3$, quote4$)
+        .pipe(groupBy((x) => encodePath(x.datasource_id, x.product_id)), mergeMap((group$) => {
+        return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {}));
+    }))
+        .pipe(writeToSQL({
+        terminal: Terminal.fromNodeEnv(),
+        tableName: 'quote',
+        writeInterval: 1000,
+        conflictKeys: ['datasource_id', 'product_id'],
+        keyFn: (x) => encodePath(x.datasource_id, x.product_id),
+    }))
+        .subscribe();
+}
+const mapSwapContractCodeToOpenInterest$ = defer(() => swapOpenInterest$).pipe(mergeMap((res) => from(res.data).pipe(map((tick) => [tick.contract_code, tick]), toArray(), map((ticks) => Object.fromEntries(ticks)))), repeat({ delay: 1000 }), retry({ delay: 1000 }), shareReplay(1));
+// provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {
+//   return defer(async () => {
+//     const products = await firstValueFrom(perpetualContractProducts$);
+//     const theProduct = products.find((x) => x.product_id === product_id);
+//     if (!theProduct) throw `No Found ProductID ${product_id}`;
+//     return [
+//       of(theProduct),
+//       mapSwapContractCodeToBboTick$,
+//       mapSwapContractCodeToTradeTick$,
+//       mapSwapContractCodeToFundingRateTick$,
+//       mapSwapContractCodeToOpenInterest$,
+//     ] as const;
+//   }).pipe(
+//     catchError(() => EMPTY),
+//     mergeMap((x) =>
+//       combineLatest(x).pipe(
+//         map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {
+//           return {
+//             datasource_id: 'HUOBI-SWAP',
+//             product_id,
+//             updated_at: Date.now(),
+//             settlement_scheduled_at: +fundingRateTick[product_id].funding_time,
+//             price: +tradeTick[product_id].price,
+//             ask: bboTick[product_id].ask?.[0] ?? undefined,
+//             bid: bboTick[product_id].bid?.[0] ?? undefined,
+//             volume: +tradeTick[product_id].amount,
+//             interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,
+//             interest_rate_for_short: +fundingRateTick[product_id].funding_rate,
+//             open_interest: +openInterest[product_id]?.volume,
+//           };
+//         }),
+//       ),
+//     ),
+//   );
+// });
+//# sourceMappingURL=quote.js.map

package/dist/quote.js.map

@@ -0,0 +1 @@
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst swapBboTick$ = defer(() => client.getSwapMarketBbo({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote1$ = swapBboTick$.pipe(\n  mergeMap((res) => res.ticks || []),\n  map((tick): Partial<IQuote> => {\n    const [ask_price = '', ask_volume = ''] = tick.ask || [];\n    const [bid_price = '', bid_volume = ''] = tick.bid || [];\n    return {\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      ask_price: `${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(() => client.getSwapMarketTrade({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote2$ = swapTradeTick$.pipe(\n  mergeMap((res) => res.tick?.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      last_price: `${tick.price}`,\n    }),\n  ),\n);\n\nconst mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(\n  mergeMap((res) =>\n    from(res.tick.data).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\nconst swapFundingRateTick$ = defer(() => client.getSwapBatchFundingRate({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote3$ = swapFundingRateTick$.pipe(\n  mergeMap((res) => res.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      interest_rate_long: `${-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(() => client.getSwapOpenInterest({})).pipe(\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterest$.pipe(\n  mergeMap((res) => res.data || []),\n  map(\n    (tick): Partial<IQuote> => ({\n      datasource_id: 'HUOBI-SWAP',\n      product_id: tick.contract_code,\n      open_interest: `${tick.volume}`,\n    }),\n  ),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  // 合并不同来源的数据并进行合并，避免死锁\n  merge(quote1$, quote2$, quote3$, quote4$)\n    .pipe(\n      groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n      mergeMap((group$) => {\n        return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n      }),\n    )\n    .pipe(\n      writeToSQL({\n        terminal: Terminal.fromNodeEnv(),\n        tableName: 'quote',\n        writeInterval: 1000,\n        conflictKeys: ['datasource_id', 'product_id'],\n        keyFn: (x) => encodePath(x.datasource_id, x.product_id),\n      }),\n    )\n    .subscribe();\n}\n\nconst mapSwapContractCodeToOpenInterest$ = defer(() => swapOpenInterest$).pipe(\n  mergeMap((res) =>\n    from(res.data).pipe(\n      map((tick) => [tick.contract_code, tick] as const),\n      toArray(),\n      map((ticks) => Object.fromEntries(ticks)),\n    ),\n  ),\n\n  repeat({ delay: 1000 }),\n  retry({ delay: 1000 }),\n  shareReplay(1),\n);\n\n// provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {\n//   return defer(async () => {\n//     const products = await firstValueFrom(perpetualContractProducts$);\n//     const theProduct = products.find((x) => x.product_id === product_id);\n//     if (!theProduct) throw `No Found ProductID ${product_id}`;\n\n//     return [\n//       of(theProduct),\n//       mapSwapContractCodeToBboTick$,\n//       mapSwapContractCodeToTradeTick$,\n//       mapSwapContractCodeToFundingRateTick$,\n//       mapSwapContractCodeToOpenInterest$,\n//     ] as const;\n//   }).pipe(\n//     catchError(() => EMPTY),\n//     mergeMap((x) =>\n//       combineLatest(x).pipe(\n//         map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {\n//           return {\n//             datasource_id: 'HUOBI-SWAP',\n//             product_id,\n//             updated_at: Date.now(),\n//             settlement_scheduled_at: +fundingRateTick[product_id].funding_time,\n//             price: +tradeTick[product_id].price,\n//             ask: bboTick[product_id].ask?.[0] ?? undefined,\n//             bid: bboTick[product_id].bid?.[0] ?? undefined,\n//             volume: +tradeTick[product_id].amount,\n//             interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,\n//             interest_rate_for_short: +fundingRateTick[product_id].funding_rate,\n//             open_interest: +openInterest[product_id]?.volume,\n//           };\n//         }),\n//       ),\n//     ),\n//   );\n// });\n"]}

package/dist/vendor-huobi.d.ts

@@ -0,0 +1 @@
+export { }