@yuants/app-virtual-exchange 0.5.4 → 0.6.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/legacy-services.js +6 -5
- package/dist/legacy-services.js.map +1 -1
- package/dist/position.js +55 -0
- package/dist/position.js.map +1 -0
- package/lib/legacy-services.js +6 -5
- package/lib/legacy-services.js.map +1 -1
- package/lib/position.d.ts +3 -0
- package/lib/position.d.ts.map +1 -0
- package/lib/position.js +59 -0
- package/lib/position.js.map +1 -0
- package/package.json +4 -3
- package/temp/package-deps.json +9 -7
package/dist/legacy-services.js
CHANGED
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@@ -5,6 +5,7 @@ import { Terminal } from '@yuants/protocol';
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5
5
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import { listWatch, newError } from '@yuants/utils';
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6
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import { map, Observable } from 'rxjs';
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import { validCredentials$ } from './credential';
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8
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+
import { polyfillPosition } from './position';
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const terminal = Terminal.fromNodeEnv();
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validCredentials$
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.pipe(map((x) => Array.from(x.entries())), listWatch(([id]) => id, ([credential_id, credential]) => new Observable((sub) => {
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@@ -13,10 +14,10 @@ validCredentials$
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{
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const service = provideAccountInfoService(terminal, credential_id, async () => {
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const res = await getPositions(terminal, credential);
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if (res.
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-
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-
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-
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if (!res.data)
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throw newError('FETCH_POSITIONS_FAILED', { credential_id, res });
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const polyfilledPositions = await polyfillPosition(res.data);
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return polyfilledPositions;
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}, {
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auto_refresh_interval: 1000,
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});
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@@ -35,7 +36,7 @@ validCredentials$
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});
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return res.data;
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}, {
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-
auto_refresh_interval:
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auto_refresh_interval: 10000,
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});
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sub.add(() => {
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service.dispose$.next();
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@@ -1 +1 @@
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1
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-
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1
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+
{"version":3,"file":"legacy-services.js","sourceRoot":"","sources":["../src/legacy-services.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AACjE,OAAO,EAAU,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AACzE,OAAO,EAAE,WAAW,EAAE,SAAS,EAAE,YAAY,EAAE,WAAW,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAC;AAClG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACpD,OAAO,EAAE,GAAG,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AACvC,OAAO,EAAE,iBAAiB,EAAE,MAAM,cAAc,CAAC;AACjD,OAAO,EAAE,gBAAgB,EAAE,MAAM,YAAY,CAAC;AAE9C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,iBAAiB;KACd,IAAI,CACH,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,EACnC,SAAS,CACP,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,EACZ,CAAC,CAAC,aAAa,EAAE,UAAU,CAAC,EAAE,EAAE,CAC9B,IAAI,UAAU,CAAC,CAAC,GAAG,EAAE,EAAE;IACrB,OAAO,CAAC,IAAI,CAAC,2CAA2C,aAAa,EAAE,CAAC,CAAC;IACzE,4BAA4B;IAC5B;QACE,MAAM,OAAO,GAAG,yBAAyB,CACvC,QAAQ,EACR,aAAa,EACb,KAAK,IAAI,EAAE;YACT,MAAM,GAAG,GAAG,MAAM,YAAY,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;YACrD,IAAI,CAAC,GAAG,CAAC,IAAI;gBAAE,MAAM,QAAQ,CAAC,wBAAwB,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE,CAAC,CAAC;YAChF,MAAM,mBAAmB,GAAG,MAAM,gBAAgB,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;YAC7D,OAAO,mBAAmB,CAAC;QAC7B,CAAC,EACD;YACE,qBAAqB,EAAE,IAAI;SAC5B,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAC1B,CAAC,CAAC,CAAC;KACJ;IACD,+BAA+B;IAC/B;QACE,MAAM,OAAO,GAAG,2BAA2B,CACzC,QAAQ,EACR,aAAa,EACb,KAAK,IAAI,EAAE;YACT,MAAM,GAAG,GAAG,MAAM,SAAS,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;YAClD,IAAI,CAAC,GAAG,CAAC,IAAI;gBAAE,MAAM,QAAQ,CAAC,qBAAqB,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE,CAAC,CAAC;YAE7E,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,KAAK,EAAE,EAAE;gBACzB,KAAK,CAAC,UAAU,GAAG,aAAa,CAAC;YACnC,CAAC,CAAC,CAAC;YAEH,OAAO,GAAG,CAAC,IAAI,CAAC;QAClB,CAAC,EACD;YACE,qBAAqB,EAAE,KAAK;SAC7B,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAC1B,CAAC,CAAC,CAAC;KACJ;IACD,4BAA4B;IAC5B;QACE,MAAM,OAAO,GAAG,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5C,aAAa,EACb;YACE,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,CAAC;YACxB,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,aAAa,EAAE;aACrD;SACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,WAAW,CAAC,QAAQ,EAAE,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAC7D,OAAO,EAAE,GAAG,EAAE,CAAC;QACjB,CAAC,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,OAAO,EAAE,CAAC;QACpB,CAAC,CAAC,CAAC;KACJ;IAED,4BAA4B;IAC5B;QACE,MAAM,OAAO,GAAG,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5C,aAAa,EACb;YACE,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,CAAC;YACxB,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,aAAa,EAAE;aACrD;SACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,WAAW,CAAC,QAAQ,EAAE,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAC7D,OAAO,EAAE,GAAG,EAAE,CAAC;QACjB,CAAC,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,OAAO,EAAE,CAAC;QACpB,CAAC,CAAC,CAAC;KACJ;IAED,4BAA4B;IAC5B;QACE,MAAM,OAAO,GAAG,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5C,aAAa,EACb;YACE,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,CAAC;YACxB,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,aAAa,EAAE;aACrD;SACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,WAAW,CAAC,QAAQ,EAAE,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAC7D,OAAO,EAAE,GAAG,EAAE,CAAC;QACjB,CAAC,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,OAAO,EAAE,CAAC;QACpB,CAAC,CAAC,CAAC;KACJ;AACH,CAAC,CAAC,CACL,CACF;KACA,SAAS,EAAE,CAAC","sourcesContent":["import { provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder, providePendingOrdersService } from '@yuants/data-order';\nimport { cancelOrder, getOrders, getPositions, modifyOrder, submitOrder } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { listWatch, newError } from '@yuants/utils';\nimport { map, Observable } from 'rxjs';\nimport { validCredentials$ } from './credential';\nimport { polyfillPosition } from './position';\n\nconst terminal = Terminal.fromNodeEnv();\n\nvalidCredentials$\n .pipe(\n map((x) => Array.from(x.entries())),\n listWatch(\n ([id]) => id,\n ([credential_id, credential]) =>\n new Observable((sub) => {\n console.info(`Setting up VEX services for credential: ${credential_id}`);\n // Setup AccountInfo Service\n {\n const service = provideAccountInfoService(\n terminal,\n credential_id,\n async () => {\n const res = await getPositions(terminal, credential);\n if (!res.data) throw newError('FETCH_POSITIONS_FAILED', { credential_id, res });\n const polyfilledPositions = await polyfillPosition(res.data);\n return polyfilledPositions;\n },\n {\n auto_refresh_interval: 1000,\n },\n );\n sub.add(() => {\n service.dispose$.next();\n });\n }\n // Setup Pending Orders Service\n {\n const service = providePendingOrdersService(\n terminal,\n credential_id,\n async () => {\n const res = await getOrders(terminal, credential);\n if (!res.data) throw newError('FETCH_ORDERS_FAILED', { credential_id, res });\n\n res.data.forEach((order) => {\n order.account_id = credential_id;\n });\n\n return res.data;\n },\n {\n auto_refresh_interval: 10000,\n },\n );\n sub.add(() => {\n service.dispose$.next();\n });\n }\n // Setup SubmitOrder Service\n {\n const service = terminal.server.provideService<IOrder, { order_id: string }>(\n 'SubmitOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const res = await submitOrder(terminal, credential, msg.req);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n\n // Setup ModifyOrder Service\n {\n const service = terminal.server.provideService<IOrder, void>(\n 'ModifyOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const res = await modifyOrder(terminal, credential, msg.req);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n\n // Setup CancelOrder Service\n {\n const service = terminal.server.provideService<IOrder, void>(\n 'CancelOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const res = await cancelOrder(terminal, credential, msg.req);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n }),\n ),\n )\n .subscribe();\n"]}
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package/dist/position.js
ADDED
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@@ -0,0 +1,55 @@
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import { createCache } from '@yuants/cache';
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import { createClientProductCache } from '@yuants/data-product';
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import { Terminal } from '@yuants/protocol';
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import { escapeSQL, requestSQL } from '@yuants/sql';
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const terminal = Terminal.fromNodeEnv();
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const productCache = createClientProductCache(terminal);
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const quoteCache = createCache(async (product_id) => {
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const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;
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const [quote] = await requestSQL(terminal, sql);
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return quote;
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}, { expire: 30000 });
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export const polyfillPosition = async (positions) => {
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// TODO: 使用 batch query SQL 优化 product / quote 查询性能
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for (const pos of positions) {
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const [theProduct, quote] = await Promise.all([
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productCache.query(pos.product_id),
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quoteCache.query(pos.product_id),
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]);
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// 估值 = value_scale * volume * closable_price
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if (theProduct) {
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if (theProduct.base_currency) {
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pos.base_currency = theProduct.base_currency;
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}
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if (theProduct.quote_currency) {
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pos.quote_currency = theProduct.quote_currency;
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}
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if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {
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pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale || 1) + '';
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}
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if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {
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pos.free_size =
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(pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale || 1) + '';
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}
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pos.valuation = Math.abs((theProduct.value_scale || 1) * pos.volume * pos.closable_price);
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}
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// 利率相关信息的追加
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if (quote) {
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if (quote.interest_rate_next_settled_at !== null) {
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pos.settlement_scheduled_at = new Date(quote.interest_rate_next_settled_at).getTime();
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}
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if (pos.direction === 'LONG') {
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if (quote.interest_rate_long !== null) {
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pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;
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}
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}
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if (pos.direction === 'SHORT') {
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if (quote.interest_rate_short !== null) {
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pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;
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}
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}
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}
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}
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return positions;
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};
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//# sourceMappingURL=position.js.map
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+
{"version":3,"file":"position.js","sourceRoot":"","sources":["../src/position.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAE5C,OAAO,EAAE,wBAAwB,EAAE,MAAM,sBAAsB,CAAC;AAEhE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAEpD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,YAAY,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;AACxD,MAAM,UAAU,GAAG,WAAW,CAC5B,KAAK,EAAE,UAAU,EAAE,EAAE;IACnB,MAAM,GAAG,GAAG,0CAA0C,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC;IAC9E,MAAM,CAAC,KAAK,CAAC,GAAG,MAAM,UAAU,CAAW,QAAQ,EAAE,GAAG,CAAC,CAAC;IAC1D,OAAO,KAAK,CAAC;AACf,CAAC,EACD,EAAE,MAAM,EAAE,KAAM,EAAE,CACnB,CAAC;AAEF,MAAM,CAAC,MAAM,gBAAgB,GAAG,KAAK,EAAE,SAAsB,EAAwB,EAAE;IACrF,mDAAmD;IACnD,KAAK,MAAM,GAAG,IAAI,SAAS,EAAE;QAC3B,MAAM,CAAC,UAAU,EAAE,KAAK,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC5C,YAAY,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;YAClC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;SACjC,CAAC,CAAC;QAEH,6CAA6C;QAC7C,IAAI,UAAU,EAAE;YACd,IAAI,UAAU,CAAC,aAAa,EAAE;gBAC5B,GAAG,CAAC,aAAa,GAAG,UAAU,CAAC,aAAa,CAAC;aAC9C;YACD,IAAI,UAAU,CAAC,cAAc,EAAE;gBAC7B,GAAG,CAAC,cAAc,GAAG,UAAU,CAAC,cAAc,CAAC;aAChD;YACD,IAAI,GAAG,CAAC,IAAI,KAAK,SAAS,IAAI,GAAG,CAAC,MAAM,KAAK,SAAS,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,EAAE;gBACrF,GAAG,CAAC,IAAI,GAAG,CAAC,GAAG,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aAClG;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,IAAI,GAAG,CAAC,WAAW,KAAK,SAAS,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,EAAE;gBAC/F,GAAG,CAAC,SAAS;oBACX,CAAC,GAAG,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,WAAW,GAAG,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aAC9F;YACD,GAAG,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,GAAG,CAAC,MAAM,GAAG,GAAG,CAAC,cAAc,CAAC,CAAC;SAC3F;QAED,YAAY;QACZ,IAAI,KAAK,EAAE;YACT,IAAI,KAAK,CAAC,6BAA6B,KAAK,IAAI,EAAE;gBAChD,GAAG,CAAC,uBAAuB,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,6BAA6B,CAAC,CAAC,OAAO,EAAE,CAAC;aACvF;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,MAAM,EAAE;gBAC5B,IAAI,KAAK,CAAC,kBAAkB,KAAK,IAAI,EAAE;oBACrC,GAAG,CAAC,kBAAkB,GAAG,CAAC,KAAK,CAAC,kBAAkB,GAAG,GAAG,CAAC,SAAS,CAAC;iBACpE;aACF;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,OAAO,EAAE;gBAC7B,IAAI,KAAK,CAAC,mBAAmB,KAAK,IAAI,EAAE;oBACtC,GAAG,CAAC,kBAAkB,GAAG,CAAC,KAAK,CAAC,mBAAmB,GAAG,GAAG,CAAC,SAAS,CAAC;iBACrE;aACF;SACF;KACF;IACD,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n async (product_id) => {\n const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 30_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n for (const pos of positions) {\n const [theProduct, quote] = await Promise.all([\n productCache.query(pos.product_id),\n quoteCache.query(pos.product_id),\n ]);\n\n // 估值 = value_scale * volume * closable_price\n if (theProduct) {\n if (theProduct.base_currency) {\n pos.base_currency = theProduct.base_currency;\n }\n if (theProduct.quote_currency) {\n pos.quote_currency = theProduct.quote_currency;\n }\n if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale || 1) + '';\n }\n if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n pos.free_size =\n (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale || 1) + '';\n }\n pos.valuation = Math.abs((theProduct.value_scale || 1) * pos.volume * pos.closable_price);\n }\n\n // 利率相关信息的追加\n if (quote) {\n if (quote.interest_rate_next_settled_at !== null) {\n pos.settlement_scheduled_at = new Date(quote.interest_rate_next_settled_at).getTime();\n }\n if (pos.direction === 'LONG') {\n if (quote.interest_rate_long !== null) {\n pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n }\n }\n if (pos.direction === 'SHORT') {\n if (quote.interest_rate_short !== null) {\n pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n }\n }\n }\n }\n return positions;\n};\n"]}
|
package/lib/legacy-services.js
CHANGED
|
@@ -7,6 +7,7 @@ const protocol_1 = require("@yuants/protocol");
|
|
|
7
7
|
const utils_1 = require("@yuants/utils");
|
|
8
8
|
const rxjs_1 = require("rxjs");
|
|
9
9
|
const credential_1 = require("./credential");
|
|
10
|
+
const position_1 = require("./position");
|
|
10
11
|
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
11
12
|
credential_1.validCredentials$
|
|
12
13
|
.pipe((0, rxjs_1.map)((x) => Array.from(x.entries())), (0, utils_1.listWatch)(([id]) => id, ([credential_id, credential]) => new rxjs_1.Observable((sub) => {
|
|
@@ -15,10 +16,10 @@ credential_1.validCredentials$
|
|
|
15
16
|
{
|
|
16
17
|
const service = (0, data_account_1.provideAccountInfoService)(terminal, credential_id, async () => {
|
|
17
18
|
const res = await (0, exchange_1.getPositions)(terminal, credential);
|
|
18
|
-
if (res.
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
19
|
+
if (!res.data)
|
|
20
|
+
throw (0, utils_1.newError)('FETCH_POSITIONS_FAILED', { credential_id, res });
|
|
21
|
+
const polyfilledPositions = await (0, position_1.polyfillPosition)(res.data);
|
|
22
|
+
return polyfilledPositions;
|
|
22
23
|
}, {
|
|
23
24
|
auto_refresh_interval: 1000,
|
|
24
25
|
});
|
|
@@ -37,7 +38,7 @@ credential_1.validCredentials$
|
|
|
37
38
|
});
|
|
38
39
|
return res.data;
|
|
39
40
|
}, {
|
|
40
|
-
auto_refresh_interval:
|
|
41
|
+
auto_refresh_interval: 10000,
|
|
41
42
|
});
|
|
42
43
|
sub.add(() => {
|
|
43
44
|
service.dispose$.next();
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"legacy-services.js","sourceRoot":"","sources":["../src/legacy-services.ts"],"names":[],"mappings":";;AAAA,uDAAiE;AACjE,mDAAyE;AACzE,+CAAkG;AAClG,+CAA4C;AAC5C,yCAAoD;AACpD,+BAAuC;AACvC,6CAAiD;
|
|
1
|
+
{"version":3,"file":"legacy-services.js","sourceRoot":"","sources":["../src/legacy-services.ts"],"names":[],"mappings":";;AAAA,uDAAiE;AACjE,mDAAyE;AACzE,+CAAkG;AAClG,+CAA4C;AAC5C,yCAAoD;AACpD,+BAAuC;AACvC,6CAAiD;AACjD,yCAA8C;AAE9C,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,8BAAiB;KACd,IAAI,CACH,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,EACnC,IAAA,iBAAS,EACP,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,EACZ,CAAC,CAAC,aAAa,EAAE,UAAU,CAAC,EAAE,EAAE,CAC9B,IAAI,iBAAU,CAAC,CAAC,GAAG,EAAE,EAAE;IACrB,OAAO,CAAC,IAAI,CAAC,2CAA2C,aAAa,EAAE,CAAC,CAAC;IACzE,4BAA4B;IAC5B;QACE,MAAM,OAAO,GAAG,IAAA,wCAAyB,EACvC,QAAQ,EACR,aAAa,EACb,KAAK,IAAI,EAAE;YACT,MAAM,GAAG,GAAG,MAAM,IAAA,uBAAY,EAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;YACrD,IAAI,CAAC,GAAG,CAAC,IAAI;gBAAE,MAAM,IAAA,gBAAQ,EAAC,wBAAwB,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE,CAAC,CAAC;YAChF,MAAM,mBAAmB,GAAG,MAAM,IAAA,2BAAgB,EAAC,GAAG,CAAC,IAAI,CAAC,CAAC;YAC7D,OAAO,mBAAmB,CAAC;QAC7B,CAAC,EACD;YACE,qBAAqB,EAAE,IAAI;SAC5B,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAC1B,CAAC,CAAC,CAAC;KACJ;IACD,+BAA+B;IAC/B;QACE,MAAM,OAAO,GAAG,IAAA,wCAA2B,EACzC,QAAQ,EACR,aAAa,EACb,KAAK,IAAI,EAAE;YACT,MAAM,GAAG,GAAG,MAAM,IAAA,oBAAS,EAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;YAClD,IAAI,CAAC,GAAG,CAAC,IAAI;gBAAE,MAAM,IAAA,gBAAQ,EAAC,qBAAqB,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE,CAAC,CAAC;YAE7E,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,KAAK,EAAE,EAAE;gBACzB,KAAK,CAAC,UAAU,GAAG,aAAa,CAAC;YACnC,CAAC,CAAC,CAAC;YAEH,OAAO,GAAG,CAAC,IAAI,CAAC;QAClB,CAAC,EACD;YACE,qBAAqB,EAAE,KAAK;SAC7B,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAC1B,CAAC,CAAC,CAAC;KACJ;IACD,4BAA4B;IAC5B;QACE,MAAM,OAAO,GAAG,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5C,aAAa,EACb;YACE,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,CAAC;YACxB,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,aAAa,EAAE;aACrD;SACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,IAAA,sBAAW,EAAC,QAAQ,EAAE,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAC7D,OAAO,EAAE,GAAG,EAAE,CAAC;QACjB,CAAC,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,OAAO,EAAE,CAAC;QACpB,CAAC,CAAC,CAAC;KACJ;IAED,4BAA4B;IAC5B;QACE,MAAM,OAAO,GAAG,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5C,aAAa,EACb;YACE,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,CAAC;YACxB,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,aAAa,EAAE;aACrD;SACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,IAAA,sBAAW,EAAC,QAAQ,EAAE,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAC7D,OAAO,EAAE,GAAG,EAAE,CAAC;QACjB,CAAC,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,OAAO,EAAE,CAAC;QACpB,CAAC,CAAC,CAAC;KACJ;IAED,4BAA4B;IAC5B;QACE,MAAM,OAAO,GAAG,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5C,aAAa,EACb;YACE,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,CAAC;YACxB,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,aAAa,EAAE;aACrD;SACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,IAAA,sBAAW,EAAC,QAAQ,EAAE,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAC7D,OAAO,EAAE,GAAG,EAAE,CAAC;QACjB,CAAC,CACF,CAAC;QACF,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;YACX,OAAO,CAAC,OAAO,EAAE,CAAC;QACpB,CAAC,CAAC,CAAC;KACJ;AACH,CAAC,CAAC,CACL,CACF;KACA,SAAS,EAAE,CAAC","sourcesContent":["import { provideAccountInfoService } from '@yuants/data-account';\nimport { IOrder, providePendingOrdersService } from '@yuants/data-order';\nimport { cancelOrder, getOrders, getPositions, modifyOrder, submitOrder } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { listWatch, newError } from '@yuants/utils';\nimport { map, Observable } from 'rxjs';\nimport { validCredentials$ } from './credential';\nimport { polyfillPosition } from './position';\n\nconst terminal = Terminal.fromNodeEnv();\n\nvalidCredentials$\n .pipe(\n map((x) => Array.from(x.entries())),\n listWatch(\n ([id]) => id,\n ([credential_id, credential]) =>\n new Observable((sub) => {\n console.info(`Setting up VEX services for credential: ${credential_id}`);\n // Setup AccountInfo Service\n {\n const service = provideAccountInfoService(\n terminal,\n credential_id,\n async () => {\n const res = await getPositions(terminal, credential);\n if (!res.data) throw newError('FETCH_POSITIONS_FAILED', { credential_id, res });\n const polyfilledPositions = await polyfillPosition(res.data);\n return polyfilledPositions;\n },\n {\n auto_refresh_interval: 1000,\n },\n );\n sub.add(() => {\n service.dispose$.next();\n });\n }\n // Setup Pending Orders Service\n {\n const service = providePendingOrdersService(\n terminal,\n credential_id,\n async () => {\n const res = await getOrders(terminal, credential);\n if (!res.data) throw newError('FETCH_ORDERS_FAILED', { credential_id, res });\n\n res.data.forEach((order) => {\n order.account_id = credential_id;\n });\n\n return res.data;\n },\n {\n auto_refresh_interval: 10000,\n },\n );\n sub.add(() => {\n service.dispose$.next();\n });\n }\n // Setup SubmitOrder Service\n {\n const service = terminal.server.provideService<IOrder, { order_id: string }>(\n 'SubmitOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const res = await submitOrder(terminal, credential, msg.req);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n\n // Setup ModifyOrder Service\n {\n const service = terminal.server.provideService<IOrder, void>(\n 'ModifyOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const res = await modifyOrder(terminal, credential, msg.req);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n\n // Setup CancelOrder Service\n {\n const service = terminal.server.provideService<IOrder, void>(\n 'CancelOrder',\n {\n type: 'object',\n required: ['account_id'],\n properties: {\n account_id: { type: 'string', const: credential_id },\n },\n },\n async (msg) => {\n const res = await cancelOrder(terminal, credential, msg.req);\n return { res };\n },\n );\n sub.add(() => {\n service.dispose();\n });\n }\n }),\n ),\n )\n .subscribe();\n"]}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../src/position.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AAiBjD,eAAO,MAAM,gBAAgB,cAAqB,SAAS,EAAE,KAAG,QAAQ,SAAS,EAAE,CA4ClF,CAAC"}
|
package/lib/position.js
ADDED
|
@@ -0,0 +1,59 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.polyfillPosition = void 0;
|
|
4
|
+
const cache_1 = require("@yuants/cache");
|
|
5
|
+
const data_product_1 = require("@yuants/data-product");
|
|
6
|
+
const protocol_1 = require("@yuants/protocol");
|
|
7
|
+
const sql_1 = require("@yuants/sql");
|
|
8
|
+
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
9
|
+
const productCache = (0, data_product_1.createClientProductCache)(terminal);
|
|
10
|
+
const quoteCache = (0, cache_1.createCache)(async (product_id) => {
|
|
11
|
+
const sql = `select * from quote where product_id = ${(0, sql_1.escapeSQL)(product_id)}`;
|
|
12
|
+
const [quote] = await (0, sql_1.requestSQL)(terminal, sql);
|
|
13
|
+
return quote;
|
|
14
|
+
}, { expire: 30000 });
|
|
15
|
+
const polyfillPosition = async (positions) => {
|
|
16
|
+
// TODO: 使用 batch query SQL 优化 product / quote 查询性能
|
|
17
|
+
for (const pos of positions) {
|
|
18
|
+
const [theProduct, quote] = await Promise.all([
|
|
19
|
+
productCache.query(pos.product_id),
|
|
20
|
+
quoteCache.query(pos.product_id),
|
|
21
|
+
]);
|
|
22
|
+
// 估值 = value_scale * volume * closable_price
|
|
23
|
+
if (theProduct) {
|
|
24
|
+
if (theProduct.base_currency) {
|
|
25
|
+
pos.base_currency = theProduct.base_currency;
|
|
26
|
+
}
|
|
27
|
+
if (theProduct.quote_currency) {
|
|
28
|
+
pos.quote_currency = theProduct.quote_currency;
|
|
29
|
+
}
|
|
30
|
+
if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {
|
|
31
|
+
pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale || 1) + '';
|
|
32
|
+
}
|
|
33
|
+
if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {
|
|
34
|
+
pos.free_size =
|
|
35
|
+
(pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale || 1) + '';
|
|
36
|
+
}
|
|
37
|
+
pos.valuation = Math.abs((theProduct.value_scale || 1) * pos.volume * pos.closable_price);
|
|
38
|
+
}
|
|
39
|
+
// 利率相关信息的追加
|
|
40
|
+
if (quote) {
|
|
41
|
+
if (quote.interest_rate_next_settled_at !== null) {
|
|
42
|
+
pos.settlement_scheduled_at = new Date(quote.interest_rate_next_settled_at).getTime();
|
|
43
|
+
}
|
|
44
|
+
if (pos.direction === 'LONG') {
|
|
45
|
+
if (quote.interest_rate_long !== null) {
|
|
46
|
+
pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;
|
|
47
|
+
}
|
|
48
|
+
}
|
|
49
|
+
if (pos.direction === 'SHORT') {
|
|
50
|
+
if (quote.interest_rate_short !== null) {
|
|
51
|
+
pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;
|
|
52
|
+
}
|
|
53
|
+
}
|
|
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|
+
}
|
|
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|
+
}
|
|
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|
+
return positions;
|
|
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|
+
};
|
|
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|
+
exports.polyfillPosition = polyfillPosition;
|
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+
//# sourceMappingURL=position.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"position.js","sourceRoot":"","sources":["../src/position.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAE5C,uDAAgE;AAEhE,+CAA4C;AAC5C,qCAAoD;AAEpD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,YAAY,GAAG,IAAA,uCAAwB,EAAC,QAAQ,CAAC,CAAC;AACxD,MAAM,UAAU,GAAG,IAAA,mBAAW,EAC5B,KAAK,EAAE,UAAU,EAAE,EAAE;IACnB,MAAM,GAAG,GAAG,0CAA0C,IAAA,eAAS,EAAC,UAAU,CAAC,EAAE,CAAC;IAC9E,MAAM,CAAC,KAAK,CAAC,GAAG,MAAM,IAAA,gBAAU,EAAW,QAAQ,EAAE,GAAG,CAAC,CAAC;IAC1D,OAAO,KAAK,CAAC;AACf,CAAC,EACD,EAAE,MAAM,EAAE,KAAM,EAAE,CACnB,CAAC;AAEK,MAAM,gBAAgB,GAAG,KAAK,EAAE,SAAsB,EAAwB,EAAE;IACrF,mDAAmD;IACnD,KAAK,MAAM,GAAG,IAAI,SAAS,EAAE;QAC3B,MAAM,CAAC,UAAU,EAAE,KAAK,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAC5C,YAAY,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;YAClC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;SACjC,CAAC,CAAC;QAEH,6CAA6C;QAC7C,IAAI,UAAU,EAAE;YACd,IAAI,UAAU,CAAC,aAAa,EAAE;gBAC5B,GAAG,CAAC,aAAa,GAAG,UAAU,CAAC,aAAa,CAAC;aAC9C;YACD,IAAI,UAAU,CAAC,cAAc,EAAE;gBAC7B,GAAG,CAAC,cAAc,GAAG,UAAU,CAAC,cAAc,CAAC;aAChD;YACD,IAAI,GAAG,CAAC,IAAI,KAAK,SAAS,IAAI,GAAG,CAAC,MAAM,KAAK,SAAS,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,EAAE;gBACrF,GAAG,CAAC,IAAI,GAAG,CAAC,GAAG,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aAClG;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,IAAI,GAAG,CAAC,WAAW,KAAK,SAAS,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,EAAE;gBAC/F,GAAG,CAAC,SAAS;oBACX,CAAC,GAAG,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,WAAW,GAAG,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aAC9F;YACD,GAAG,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,GAAG,CAAC,MAAM,GAAG,GAAG,CAAC,cAAc,CAAC,CAAC;SAC3F;QAED,YAAY;QACZ,IAAI,KAAK,EAAE;YACT,IAAI,KAAK,CAAC,6BAA6B,KAAK,IAAI,EAAE;gBAChD,GAAG,CAAC,uBAAuB,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,6BAA6B,CAAC,CAAC,OAAO,EAAE,CAAC;aACvF;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,MAAM,EAAE;gBAC5B,IAAI,KAAK,CAAC,kBAAkB,KAAK,IAAI,EAAE;oBACrC,GAAG,CAAC,kBAAkB,GAAG,CAAC,KAAK,CAAC,kBAAkB,GAAG,GAAG,CAAC,SAAS,CAAC;iBACpE;aACF;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,OAAO,EAAE;gBAC7B,IAAI,KAAK,CAAC,mBAAmB,KAAK,IAAI,EAAE;oBACtC,GAAG,CAAC,kBAAkB,GAAG,CAAC,KAAK,CAAC,mBAAmB,GAAG,GAAG,CAAC,SAAS,CAAC;iBACrE;aACF;SACF;KACF;IACD,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AA5CW,QAAA,gBAAgB,oBA4C3B","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n async (product_id) => {\n const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 30_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n for (const pos of positions) {\n const [theProduct, quote] = await Promise.all([\n productCache.query(pos.product_id),\n quoteCache.query(pos.product_id),\n ]);\n\n // 估值 = value_scale * volume * closable_price\n if (theProduct) {\n if (theProduct.base_currency) {\n pos.base_currency = theProduct.base_currency;\n }\n if (theProduct.quote_currency) {\n pos.quote_currency = theProduct.quote_currency;\n }\n if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale || 1) + '';\n }\n if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n pos.free_size =\n (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale || 1) + '';\n }\n pos.valuation = Math.abs((theProduct.value_scale || 1) * pos.volume * pos.closable_price);\n }\n\n // 利率相关信息的追加\n if (quote) {\n if (quote.interest_rate_next_settled_at !== null) {\n pos.settlement_scheduled_at = new Date(quote.interest_rate_next_settled_at).getTime();\n }\n if (pos.direction === 'LONG') {\n if (quote.interest_rate_long !== null) {\n pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n }\n }\n if (pos.direction === 'SHORT') {\n if (quote.interest_rate_short !== null) {\n pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n }\n }\n }\n }\n return positions;\n};\n"]}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/app-virtual-exchange",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.6.0",
|
|
4
4
|
"main": "lib/index.js",
|
|
5
5
|
"files": [
|
|
6
6
|
"dist",
|
|
@@ -11,11 +11,12 @@
|
|
|
11
11
|
"@yuants/protocol": "0.53.2",
|
|
12
12
|
"@yuants/utils": "0.14.0",
|
|
13
13
|
"@yuants/data-product": "0.5.0",
|
|
14
|
-
"@yuants/data-account": "0.
|
|
14
|
+
"@yuants/data-account": "0.9.0",
|
|
15
15
|
"@yuants/data-order": "0.6.6",
|
|
16
|
+
"@yuants/data-quote": "0.2.43",
|
|
16
17
|
"@yuants/secret": "0.3.13",
|
|
17
18
|
"@yuants/sql": "0.9.30",
|
|
18
|
-
"@yuants/exchange": "0.
|
|
19
|
+
"@yuants/exchange": "0.4.0",
|
|
19
20
|
"@yuants/cache": "0.3.3",
|
|
20
21
|
"rxjs": "~7.5.6",
|
|
21
22
|
"ajv": "~8.12.0"
|
package/temp/package-deps.json
CHANGED
|
@@ -1,27 +1,29 @@
|
|
|
1
1
|
{
|
|
2
|
-
"apps/virtual-exchange/CHANGELOG.json": "
|
|
3
|
-
"apps/virtual-exchange/CHANGELOG.md": "
|
|
2
|
+
"apps/virtual-exchange/CHANGELOG.json": "147ce694adc06bd1f99564c9cedb25f1c4e83e78",
|
|
3
|
+
"apps/virtual-exchange/CHANGELOG.md": "e8cae2a5a4bcee40346a268251b43c0d7eb0017b",
|
|
4
4
|
"apps/virtual-exchange/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
|
|
5
5
|
"apps/virtual-exchange/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
|
6
6
|
"apps/virtual-exchange/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
7
7
|
"apps/virtual-exchange/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
8
8
|
"apps/virtual-exchange/etc/app-virtual-exchange.api.md": "6cb40ec1fa2d40a31a7b0dd3f02b8b24a4d7c4de",
|
|
9
|
-
"apps/virtual-exchange/package.json": "
|
|
9
|
+
"apps/virtual-exchange/package.json": "8bec54b59654fa231a0a215c6822c7766f23206a",
|
|
10
10
|
"apps/virtual-exchange/src/credential.ts": "f839246750fcbddd9a6a29bf3de54631a92c88b7",
|
|
11
11
|
"apps/virtual-exchange/src/general.ts": "5ffe52c4f30268ef82a285af27f07862bacacebb",
|
|
12
12
|
"apps/virtual-exchange/src/index.ts": "8d7f19a07e6be09c4d8fd4a49ddb3127d3fbf3de",
|
|
13
|
-
"apps/virtual-exchange/src/legacy-services.ts": "
|
|
13
|
+
"apps/virtual-exchange/src/legacy-services.ts": "73f57566054e8cae899dc20f4d1547184e2c2e71",
|
|
14
|
+
"apps/virtual-exchange/src/position.ts": "29d3f9f0c51ccc8c8834dbf8cff1d08fe08c3322",
|
|
14
15
|
"apps/virtual-exchange/src/product-collector.ts": "15ba0a692d694d20b607eaad0287a864577ef30c",
|
|
15
16
|
"apps/virtual-exchange/tsconfig.json": "22f94ca28b507f8ddcc21b9053158eefd3f726a9",
|
|
16
|
-
"apps/virtual-exchange/.rush/temp/shrinkwrap-deps.json": "
|
|
17
|
+
"apps/virtual-exchange/.rush/temp/shrinkwrap-deps.json": "2c8344167a574161e8a89138bc1eb686bf6339de",
|
|
17
18
|
"libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
|
|
18
19
|
"libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
|
|
19
20
|
"libraries/data-product/temp/package-deps.json": "a03f08f30800d5fb52c5d019bda4f8e7ec04e344",
|
|
20
|
-
"libraries/data-account/temp/package-deps.json": "
|
|
21
|
+
"libraries/data-account/temp/package-deps.json": "711aeba1f1f5f03741475a4290e56d18b39e5305",
|
|
21
22
|
"libraries/data-order/temp/package-deps.json": "2adac9fc0423f9b1b7ddaa8946ab7af374cc22e1",
|
|
23
|
+
"libraries/data-quote/temp/package-deps.json": "34d079eab44d2bf65e07b112ac2099c6e92a015e",
|
|
22
24
|
"libraries/secret/temp/package-deps.json": "d7bea10938c76e2e654781b013cc7be5eaa04ede",
|
|
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25
|
"libraries/sql/temp/package-deps.json": "4a9a7ec55f04b20459e664e81e76fa74b6c77b39",
|
|
24
|
-
"libraries/exchange/temp/package-deps.json": "
|
|
26
|
+
"libraries/exchange/temp/package-deps.json": "d30a450879e4d67f56466262bd88a72506594d68",
|
|
25
27
|
"libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
|
|
26
28
|
"tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
|
|
27
29
|
}
|