@yuants/exchange 0.6.1 → 0.7.1
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/exchange.d.ts +1 -1
- package/dist/index.js +0 -9
- package/dist/index.js.map +1 -1
- package/dist/types.js.map +1 -1
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +0 -9
- package/lib/index.js.map +1 -1
- package/lib/types.d.ts +1 -1
- package/lib/types.d.ts.map +1 -1
- package/lib/types.js.map +1 -1
- package/package.json +3 -3
- package/temp/exchange.api.json +34 -12
- package/temp/exchange.api.md +1 -1
- package/temp/package-deps.json +8 -8
package/dist/exchange.d.ts
CHANGED
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@@ -167,7 +167,7 @@ export declare interface IQuoteServiceRequestByVEX {
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* ```
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* @public
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*/
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-
export declare type IQuoteUpdateAction = Record<string, Partial<Record<
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+
export declare type IQuoteUpdateAction<K extends IQuoteField = IQuoteField> = Record<string, Partial<Record<K, [value: string, updated_at: number]>>>;
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/**
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* List products
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package/dist/index.js
CHANGED
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@@ -1,6 +1,3 @@
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1
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-
import { createCache } from '@yuants/cache';
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-
import { createClientProductCache } from '@yuants/data-product';
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-
import { escapeSQL, requestSQL } from '@yuants/sql';
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export * from './quote';
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export * from './types';
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const makeCredentialSchema = (type, payloadSchema) => {
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@@ -20,12 +17,6 @@ const makeCredentialSchema = (type, payloadSchema) => {
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*/
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export const provideExchangeServices = (terminal, exchange) => {
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const { name: type, credentialSchema } = exchange;
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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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const productCache = createClientProductCache(terminal, { expire: 3600000 });
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// GetCredentialId
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terminal.server.provideService('GetCredentialId', {
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type: 'object',
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package/dist/index.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache, IProduct } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { JSONSchema7 } from 'json-schema';\nexport * from './quote';\nexport * from './types';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n /**\n * Exchange name / type (e.g. 'Binance', 'OKX')\n */\n name: string;\n\n /**\n * JSON Schema for the credential payload\n */\n credentialSchema: JSONSchema7;\n\n /**\n * Get credential ID from credential\n *\n * @param credential - The credential object\n */\n getCredentialId(credential: T): Promise<string>;\n\n /**\n * List all products\n */\n listProducts(): Promise<IProduct[]>;\n\n /**\n * Get all positions\n *\n * @param credential - The credential object\n */\n getPositions(credential: T): Promise<IPosition[]>;\n\n /**\n * Get all orders\n *\n * @param credential - The credential object\n */\n getOrders(credential: T): Promise<IOrder[]>;\n\n /**\n * Get positions by product_id\n *\n * @param credential - The credential object\n * @param product_id - The product ID\n */\n getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n /**\n * Get orders by product_id\n *\n * @param credential - The credential object\n * @param product_id - The product ID\n */\n getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n /**\n * Submit an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n /**\n * Modify an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n /**\n * Cancel an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n return {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string', const: type },\n payload: payloadSchema,\n },\n };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n const { name: type, credentialSchema } = exchange;\n\n const 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\n const productCache = createClientProductCache(terminal, { expire: 3600_000 });\n\n // GetCredentialId\n terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n 'GetCredentialId',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n },\n },\n async (msg) => {\n const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: credentialId } };\n },\n );\n\n // ListProducts\n terminal.server.provideService<void, IProduct[]>(\n 'ListProducts',\n {\n type: 'object',\n required: ['type'],\n properties: {\n type: { const: exchange.name },\n },\n },\n async () => {\n const products = await exchange.listProducts();\n return { res: { code: 0, message: 'OK', data: products } };\n },\n );\n\n // GetPositions\n terminal.server.provideService<\n { credential: { type: string; payload: T }; product_id?: string },\n IPosition[]\n >(\n 'GetPositions',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n product_id: { type: 'string' },\n },\n },\n async (msg) => {\n if (msg.req.product_id) {\n const positions = await exchange.getPositionsByProductId(\n msg.req.credential.payload,\n msg.req.product_id,\n );\n return { res: { code: 0, message: 'OK', data: positions } };\n }\n const positions = await exchange.getPositions(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: positions } };\n },\n );\n\n // GetOrders\n terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n 'GetOrders',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n product_id: { type: 'string' },\n },\n },\n async (msg) => {\n if (msg.req.product_id) {\n const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n return { res: { code: 0, message: 'OK', data: orders } };\n }\n const orders = await exchange.getOrders(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: orders } };\n },\n );\n\n // SubmitOrder\n terminal.server.provideService<\n { credential: { type: string; payload: T }; order: IOrder },\n { order_id: string }\n >(\n 'SubmitOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK', data: result } };\n },\n );\n\n // ModifyOrder\n terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n 'ModifyOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n\n // CancelOrder\n terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n 'CancelOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<void>> => {\n return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<void>> => {\n return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}
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1
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+
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getOrders(credential: T): Promise<IOrder[]>;\n\n /**\n * Get positions by product_id\n *\n * @param credential - The credential object\n * @param product_id - The product ID\n */\n getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n /**\n * Get orders by product_id\n *\n * @param credential - The credential object\n * @param product_id - The product ID\n */\n getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n /**\n * Submit an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n /**\n * Modify an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n /**\n * Cancel an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n return {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string', const: type },\n payload: payloadSchema,\n },\n };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n const { name: type, credentialSchema } = exchange;\n\n // GetCredentialId\n terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n 'GetCredentialId',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n },\n },\n async (msg) => {\n const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: credentialId } };\n },\n );\n\n // ListProducts\n terminal.server.provideService<void, IProduct[]>(\n 'ListProducts',\n {\n type: 'object',\n required: ['type'],\n properties: {\n type: { const: exchange.name },\n },\n },\n async () => {\n const products = await exchange.listProducts();\n return { res: { code: 0, message: 'OK', data: products } };\n },\n );\n\n // GetPositions\n terminal.server.provideService<\n { credential: { type: string; payload: T }; product_id?: string },\n IPosition[]\n >(\n 'GetPositions',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n product_id: { type: 'string' },\n },\n },\n async (msg) => {\n if (msg.req.product_id) {\n const positions = await exchange.getPositionsByProductId(\n msg.req.credential.payload,\n msg.req.product_id,\n );\n return { res: { code: 0, message: 'OK', data: positions } };\n }\n const positions = await exchange.getPositions(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: positions } };\n },\n );\n\n // GetOrders\n terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n 'GetOrders',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n product_id: { type: 'string' },\n },\n },\n async (msg) => {\n if (msg.req.product_id) {\n const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n return { res: { code: 0, message: 'OK', data: orders } };\n }\n const orders = await exchange.getOrders(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: orders } };\n },\n );\n\n // SubmitOrder\n terminal.server.provideService<\n { credential: { type: string; payload: T }; order: IOrder },\n { order_id: string }\n >(\n 'SubmitOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK', data: result } };\n },\n );\n\n // ModifyOrder\n terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n 'ModifyOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n\n // CancelOrder\n terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n 'CancelOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<void>> => {\n return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<void>> => {\n return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}
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{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\n\n/**\n * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段\n * @public\n */\nexport type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;\n\n/**\n * Quote Service Metadata\n * @public\n */\nexport interface IQuoteServiceMetadata<K extends IQuoteField = IQuoteField> {\n product_id_prefix: string;\n fields: K[];\n max_products_per_request?: number;\n}\n\n/**\n * Quote Service Request from VEX to Vendor\n * @public\n */\nexport interface IQuoteServiceRequestByVEX {\n product_ids: string[];\n fields: IQuoteField[];\n}\n/**\n * 用于批量更新的数据结构\n * 结构为：\n * product_id -\\> field_name (keyof IQuote) -\\> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间\n *\n * 例如：\n * ```json\n * {\n * \"product_123\": {\n * \"last_price\": [\"100.5\", 1627890123456],\n * \"volume\": [\"1500\", 1627890123456]\n * },\n * \"product_456\": {\n * \"last_price\": [\"200.0\", 1627890123456]\n * }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n string,\n Partial<Record<
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|
+
{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\n\n/**\n * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段\n * @public\n */\nexport type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;\n\n/**\n * Quote Service Metadata\n * @public\n */\nexport interface IQuoteServiceMetadata<K extends IQuoteField = IQuoteField> {\n product_id_prefix: string;\n fields: K[];\n max_products_per_request?: number;\n}\n\n/**\n * Quote Service Request from VEX to Vendor\n * @public\n */\nexport interface IQuoteServiceRequestByVEX {\n product_ids: string[];\n fields: IQuoteField[];\n}\n/**\n * 用于批量更新的数据结构\n * 结构为：\n * product_id -\\> field_name (keyof IQuote) -\\> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间\n *\n * 例如：\n * ```json\n * {\n * \"product_123\": {\n * \"last_price\": [\"100.5\", 1627890123456],\n * \"volume\": [\"1500\", 1627890123456]\n * },\n * \"product_456\": {\n * \"last_price\": [\"200.0\", 1627890123456]\n * }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction<K extends IQuoteField = IQuoteField> = Record<\n string,\n Partial<Record<K, [value: string, updated_at: number]>>\n>;\n"]}
|
package/lib/index.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AACjD,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAC5C,OAAO,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAChD,OAAO,EAAE,SAAS,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AACvD,OAAO,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAC1C,cAAc,SAAS,CAAC;AACxB,cAAc,SAAS,CAAC;AAExB;;;;GAIG;AACH,MAAM,WAAW,SAAS,CAAC,CAAC,GAAG,GAAG;IAChC;;OAEG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;OAEG;IACH,gBAAgB,EAAE,WAAW,CAAC;IAE9B;;;;OAIG;IACH,eAAe,CAAC,UAAU,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC;IAEhD;;OAEG;IACH,YAAY,IAAI,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEpC;;;;OAIG;IACH,YAAY,CAAC,UAAU,EAAE,CAAC,GAAG,OAAO,CAAC,SAAS,EAAE,CAAC,CAAC;IAElD;;;;OAIG;IACH,SAAS,CAAC,UAAU,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;IAE5C;;;;;OAKG;IACH,uBAAuB,CAAC,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,MAAM,GAAG,OAAO,CAAC,SAAS,EAAE,CAAC,CAAC;IAEjF;;;;;OAKG;IACH,oBAAoB,CAAC,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,MAAM,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;IAE3E;;;;;OAKG;IACH,WAAW,CAAC,UAAU,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC;QAAE,QAAQ,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC;IAEzE;;;;;OAKG;IACH,WAAW,CAAC,UAAU,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IAEzD;;;;;OAKG;IACH,WAAW,CAAC,UAAU,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CAC1D;AAaD;;;;GAIG;AACH,eAAO,MAAM,uBAAuB,gBAAiB,QAAQ,iCAwI5D,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,eAAe,gBAChB,QAAQ;UACE,MAAM;;MACzB,QAAQ,UAAU,MAAM,CAAC,CAE3B,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,YAAY,aAAoB,QAAQ,QAAQ,MAAM,KAAG,QAAQ,UAAU,QAAQ,EAAE,CAAC,CAElG,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,YAAY,gBACb,QAAQ;UACE,MAAM;;gBACb,MAAM,KAClB,QAAQ,UAAU,SAAS,EAAE,CAAC,CAEhC,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,SAAS,gBACV,QAAQ;UACE,MAAM;;gBACb,MAAM,KAClB,QAAQ,UAAU,MAAM,EAAE,CAAC,CAE7B,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,WAAW,gBACZ,QAAQ;UACE,MAAM;;UACnB,MAAM,KACZ,QAAQ,UAAU;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAAC,CAEzC,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,WAAW,gBACZ,QAAQ;UACE,MAAM;;UACnB,MAAM,KACZ,QAAQ,UAAU,IAAI,CAAC,CAEzB,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,WAAW,gBACZ,QAAQ;UACE,MAAM;;UACnB,MAAM,KACZ,QAAQ,UAAU,IAAI,CAAC,CAEzB,CAAC"}
|
package/lib/index.js
CHANGED
|
@@ -15,9 +15,6 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
|
|
|
15
15
|
};
|
|
16
16
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
17
17
|
exports.cancelOrder = exports.modifyOrder = exports.submitOrder = exports.getOrders = exports.getPositions = exports.listProducts = exports.getCredentialId = exports.provideExchangeServices = void 0;
|
|
18
|
-
const cache_1 = require("@yuants/cache");
|
|
19
|
-
const data_product_1 = require("@yuants/data-product");
|
|
20
|
-
const sql_1 = require("@yuants/sql");
|
|
21
18
|
__exportStar(require("./quote"), exports);
|
|
22
19
|
__exportStar(require("./types"), exports);
|
|
23
20
|
const makeCredentialSchema = (type, payloadSchema) => {
|
|
@@ -37,12 +34,6 @@ const makeCredentialSchema = (type, payloadSchema) => {
|
|
|
37
34
|
*/
|
|
38
35
|
const provideExchangeServices = (terminal, exchange) => {
|
|
39
36
|
const { name: type, credentialSchema } = exchange;
|
|
40
|
-
const quoteCache = (0, cache_1.createCache)(async (product_id) => {
|
|
41
|
-
const sql = `select * from quote where product_id = ${(0, sql_1.escapeSQL)(product_id)}`;
|
|
42
|
-
const [quote] = await (0, sql_1.requestSQL)(terminal, sql);
|
|
43
|
-
return quote;
|
|
44
|
-
}, { expire: 30000 });
|
|
45
|
-
const productCache = (0, data_product_1.createClientProductCache)(terminal, { expire: 3600000 });
|
|
46
37
|
// GetCredentialId
|
|
47
38
|
terminal.server.provideService('GetCredentialId', {
|
|
48
39
|
type: 'object',
|
package/lib/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache, IProduct } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { JSONSchema7 } from 'json-schema';\nexport * from './quote';\nexport * from './types';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n /**\n * Exchange name / type (e.g. 'Binance', 'OKX')\n */\n name: string;\n\n /**\n * JSON Schema for the credential payload\n */\n credentialSchema: JSONSchema7;\n\n /**\n * Get credential ID from credential\n *\n * @param credential - The credential object\n */\n getCredentialId(credential: T): Promise<string>;\n\n /**\n * List all products\n */\n listProducts(): Promise<IProduct[]>;\n\n /**\n * Get all positions\n *\n * @param credential - The credential object\n */\n getPositions(credential: T): Promise<IPosition[]>;\n\n /**\n * Get all orders\n *\n * @param credential - The credential object\n */\n getOrders(credential: T): Promise<IOrder[]>;\n\n /**\n * Get positions by product_id\n *\n * @param credential - The credential object\n * @param product_id - The product ID\n */\n getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n /**\n * Get orders by product_id\n *\n * @param credential - The credential object\n * @param product_id - The product ID\n */\n getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n /**\n * Submit an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n /**\n * Modify an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n /**\n * Cancel an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n return {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string', const: type },\n payload: payloadSchema,\n },\n };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n const { name: type, credentialSchema } = exchange;\n\n const 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\n const productCache = createClientProductCache(terminal, { expire: 3600_000 });\n\n // GetCredentialId\n terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n 'GetCredentialId',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n },\n },\n async (msg) => {\n const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: credentialId } };\n },\n );\n\n // ListProducts\n terminal.server.provideService<void, IProduct[]>(\n 'ListProducts',\n {\n type: 'object',\n required: ['type'],\n properties: {\n type: { const: exchange.name },\n },\n },\n async () => {\n const products = await exchange.listProducts();\n return { res: { code: 0, message: 'OK', data: products } };\n },\n );\n\n // GetPositions\n terminal.server.provideService<\n { credential: { type: string; payload: T }; product_id?: string },\n IPosition[]\n >(\n 'GetPositions',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n product_id: { type: 'string' },\n },\n },\n async (msg) => {\n if (msg.req.product_id) {\n const positions = await exchange.getPositionsByProductId(\n msg.req.credential.payload,\n msg.req.product_id,\n );\n return { res: { code: 0, message: 'OK', data: positions } };\n }\n const positions = await exchange.getPositions(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: positions } };\n },\n );\n\n // GetOrders\n terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n 'GetOrders',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n product_id: { type: 'string' },\n },\n },\n async (msg) => {\n if (msg.req.product_id) {\n const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n return { res: { code: 0, message: 'OK', data: orders } };\n }\n const orders = await exchange.getOrders(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: orders } };\n },\n );\n\n // SubmitOrder\n terminal.server.provideService<\n { credential: { type: string; payload: T }; order: IOrder },\n { order_id: string }\n >(\n 'SubmitOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK', data: result } };\n },\n );\n\n // ModifyOrder\n terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n 'ModifyOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n\n // CancelOrder\n terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n 'CancelOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<void>> => {\n return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<void>> => {\n return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}
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{ IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { IProduct } from '@yuants/data-product';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { JSONSchema7 } from 'json-schema';\nexport * from './quote';\nexport * from './types';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n /**\n * Exchange name / type (e.g. 'Binance', 'OKX')\n */\n name: string;\n\n /**\n * JSON Schema for the credential payload\n */\n credentialSchema: JSONSchema7;\n\n /**\n * Get credential ID from credential\n *\n * @param credential - The credential object\n */\n getCredentialId(credential: T): Promise<string>;\n\n /**\n * List all products\n */\n listProducts(): Promise<IProduct[]>;\n\n /**\n * Get all positions\n *\n * @param credential - The credential object\n */\n getPositions(credential: T): Promise<IPosition[]>;\n\n /**\n * Get all orders\n *\n * @param credential - The credential object\n */\n getOrders(credential: T): Promise<IOrder[]>;\n\n /**\n * Get positions by product_id\n *\n * @param credential - The credential object\n * @param product_id - The product ID\n */\n getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n /**\n * Get orders by product_id\n *\n * @param credential - The credential object\n * @param product_id - The product ID\n */\n getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n /**\n * Submit an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n /**\n * Modify an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n /**\n * Cancel an order\n *\n * @param credential - The credential object\n * @param order - The order object\n */\n cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n return {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string', const: type },\n payload: payloadSchema,\n },\n };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n const { name: type, credentialSchema } = exchange;\n\n // GetCredentialId\n terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n 'GetCredentialId',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n },\n },\n async (msg) => {\n const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: credentialId } };\n },\n );\n\n // ListProducts\n terminal.server.provideService<void, IProduct[]>(\n 'ListProducts',\n {\n type: 'object',\n required: ['type'],\n properties: {\n type: { const: exchange.name },\n },\n },\n async () => {\n const products = await exchange.listProducts();\n return { res: { code: 0, message: 'OK', data: products } };\n },\n );\n\n // GetPositions\n terminal.server.provideService<\n { credential: { type: string; payload: T }; product_id?: string },\n IPosition[]\n >(\n 'GetPositions',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n product_id: { type: 'string' },\n },\n },\n async (msg) => {\n if (msg.req.product_id) {\n const positions = await exchange.getPositionsByProductId(\n msg.req.credential.payload,\n msg.req.product_id,\n );\n return { res: { code: 0, message: 'OK', data: positions } };\n }\n const positions = await exchange.getPositions(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: positions } };\n },\n );\n\n // GetOrders\n terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n 'GetOrders',\n {\n type: 'object',\n required: ['credential'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n product_id: { type: 'string' },\n },\n },\n async (msg) => {\n if (msg.req.product_id) {\n const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n return { res: { code: 0, message: 'OK', data: orders } };\n }\n const orders = await exchange.getOrders(msg.req.credential.payload);\n return { res: { code: 0, message: 'OK', data: orders } };\n },\n );\n\n // SubmitOrder\n terminal.server.provideService<\n { credential: { type: string; payload: T }; order: IOrder },\n { order_id: string }\n >(\n 'SubmitOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK', data: result } };\n },\n );\n\n // ModifyOrder\n terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n 'ModifyOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n\n // CancelOrder\n terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n 'CancelOrder',\n {\n type: 'object',\n required: ['credential', 'order'],\n properties: {\n credential: makeCredentialSchema(type, credentialSchema),\n order: { type: 'object' },\n },\n },\n async (msg) => {\n await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n return { res: { code: 0, message: 'OK' } };\n },\n );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<void>> => {\n return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n terminal: Terminal,\n credential: { type: string; payload: T },\n order: IOrder,\n): Promise<IResponse<void>> => {\n return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}
|
package/lib/types.d.ts
CHANGED
|
@@ -41,5 +41,5 @@ export interface IQuoteServiceRequestByVEX {
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|
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|
* ```
|
|
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|
* @public
|
|
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|
*/
|
|
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|
-
export declare type IQuoteUpdateAction = Record<string, Partial<Record<
|
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+
export declare type IQuoteUpdateAction<K extends IQuoteField = IQuoteField> = Record<string, Partial<Record<K, [value: string, updated_at: number]>>>;
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|
//# sourceMappingURL=types.d.ts.map
|
package/lib/types.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAE5C;;;GAGG;AACH,oBAAY,WAAW,GAAG,OAAO,CAAC,MAAM,MAAM,EAAE,YAAY,GAAG,YAAY,GAAG,eAAe,CAAC,CAAC;AAE/F;;;GAGG;AACH,MAAM,WAAW,qBAAqB,CAAC,CAAC,SAAS,WAAW,GAAG,WAAW;IACxE,iBAAiB,EAAE,MAAM,CAAC;IAC1B,MAAM,EAAE,CAAC,EAAE,CAAC;IACZ,wBAAwB,CAAC,EAAE,MAAM,CAAC;CACnC;AAED;;;GAGG;AACH,MAAM,WAAW,yBAAyB;IACxC,WAAW,EAAE,MAAM,EAAE,CAAC;IACtB,MAAM,EAAE,WAAW,EAAE,CAAC;CACvB;AACD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,oBAAY,kBAAkB,GAAG,MAAM,
|
|
1
|
+
{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAE5C;;;GAGG;AACH,oBAAY,WAAW,GAAG,OAAO,CAAC,MAAM,MAAM,EAAE,YAAY,GAAG,YAAY,GAAG,eAAe,CAAC,CAAC;AAE/F;;;GAGG;AACH,MAAM,WAAW,qBAAqB,CAAC,CAAC,SAAS,WAAW,GAAG,WAAW;IACxE,iBAAiB,EAAE,MAAM,CAAC;IAC1B,MAAM,EAAE,CAAC,EAAE,CAAC;IACZ,wBAAwB,CAAC,EAAE,MAAM,CAAC;CACnC;AAED;;;GAGG;AACH,MAAM,WAAW,yBAAyB;IACxC,WAAW,EAAE,MAAM,EAAE,CAAC;IACtB,MAAM,EAAE,WAAW,EAAE,CAAC;CACvB;AACD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,oBAAY,kBAAkB,CAAC,CAAC,SAAS,WAAW,GAAG,WAAW,IAAI,MAAM,CAC1E,MAAM,EACN,OAAO,CAAC,MAAM,CAAC,CAAC,EAAE,CAAC,KAAK,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CACxD,CAAC"}
|
package/lib/types.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\n\n/**\n * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段\n * @public\n */\nexport type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;\n\n/**\n * Quote Service Metadata\n * @public\n */\nexport interface IQuoteServiceMetadata<K extends IQuoteField = IQuoteField> {\n product_id_prefix: string;\n fields: K[];\n max_products_per_request?: number;\n}\n\n/**\n * Quote Service Request from VEX to Vendor\n * @public\n */\nexport interface IQuoteServiceRequestByVEX {\n product_ids: string[];\n fields: IQuoteField[];\n}\n/**\n * 用于批量更新的数据结构\n * 结构为：\n * product_id -\\> field_name (keyof IQuote) -\\> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间\n *\n * 例如：\n * ```json\n * {\n * \"product_123\": {\n * \"last_price\": [\"100.5\", 1627890123456],\n * \"volume\": [\"1500\", 1627890123456]\n * },\n * \"product_456\": {\n * \"last_price\": [\"200.0\", 1627890123456]\n * }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n string,\n Partial<Record<
|
|
1
|
+
{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\n\n/**\n * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段\n * @public\n */\nexport type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;\n\n/**\n * Quote Service Metadata\n * @public\n */\nexport interface IQuoteServiceMetadata<K extends IQuoteField = IQuoteField> {\n product_id_prefix: string;\n fields: K[];\n max_products_per_request?: number;\n}\n\n/**\n * Quote Service Request from VEX to Vendor\n * @public\n */\nexport interface IQuoteServiceRequestByVEX {\n product_ids: string[];\n fields: IQuoteField[];\n}\n/**\n * 用于批量更新的数据结构\n * 结构为：\n * product_id -\\> field_name (keyof IQuote) -\\> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间\n *\n * 例如：\n * ```json\n * {\n * \"product_123\": {\n * \"last_price\": [\"100.5\", 1627890123456],\n * \"volume\": [\"1500\", 1627890123456]\n * },\n * \"product_456\": {\n * \"last_price\": [\"200.0\", 1627890123456]\n * }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction<K extends IQuoteField = IQuoteField> = Record<\n string,\n Partial<Record<K, [value: string, updated_at: number]>>\n>;\n"]}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
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1
|
{
|
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2
2
|
"name": "@yuants/exchange",
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|
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"version": "0.
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3
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+
"version": "0.7.1",
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4
|
"main": "lib/index.js",
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"module": "dist/index.js",
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"files": [
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@@ -25,10 +25,10 @@
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},
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"dependencies": {
|
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27
27
|
"@yuants/protocol": "0.53.3",
|
|
28
|
-
"@yuants/data-account": "0.
|
|
28
|
+
"@yuants/data-account": "0.11.0",
|
|
29
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|
"@yuants/data-order": "0.7.1",
|
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30
|
"@yuants/data-product": "0.5.1",
|
|
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|
-
"@yuants/data-quote": "0.
|
|
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|
+
"@yuants/data-quote": "0.4.0",
|
|
32
32
|
"@yuants/cache": "0.3.4",
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33
|
"@yuants/sql": "0.9.31",
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34
|
"@yuants/utils": "0.15.0",
|
package/temp/exchange.api.json
CHANGED
|
@@ -1300,43 +1300,52 @@
|
|
|
1300
1300
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"excerptTokens": [
|
|
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{
|
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1302
|
"kind": "Content",
|
|
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|
-
"text": "export declare type IQuoteUpdateAction
|
|
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|
+
"text": "export declare type IQuoteUpdateAction<K extends "
|
|
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|
},
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{
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"kind": "Reference",
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|
-
"text": "
|
|
1308
|
-
"canonicalReference": "!
|
|
1307
|
+
"text": "IQuoteField",
|
|
1308
|
+
"canonicalReference": "@yuants/exchange!IQuoteField:type"
|
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1309
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},
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{
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"text": "
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+
"text": " = "
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{
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"text": "
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"canonicalReference": "!
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|
+
"text": "IQuoteField",
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|
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"canonicalReference": "@yuants/exchange!IQuoteField:type"
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},
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{
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},
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{
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"kind": "Reference",
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"canonicalReference": "
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"text": "Record",
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"canonicalReference": "!Record:type"
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{
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"kind": "Content",
|
|
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|
-
"text": ", [value: string, updated_at: number]>>>"
|
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|
+
"text": "<K, [value: string, updated_at: number]>>>"
|
|
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|
},
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{
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@@ -1345,9 +1354,22 @@
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],
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|
"releaseTag": "Public",
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|
"name": "IQuoteUpdateAction",
|
|
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|
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"typeParameters": [
|
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+
{
|
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"typeParameterName": "K",
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"constraintTokenRange": {
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"startIndex": 1,
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|
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},
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"defaultTypeTokenRange": {
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"startIndex": 3,
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|
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"endIndex": 4
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}
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],
|
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|
"typeTokenRange": {
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"startIndex":
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"endIndex":
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"startIndex": 5,
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"endIndex": 11
|
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|
}
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|
},
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|
{
|
package/temp/exchange.api.md
CHANGED
|
@@ -76,7 +76,7 @@ export interface IQuoteServiceRequestByVEX {
|
|
|
76
76
|
}
|
|
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|
|
|
78
78
|
// @public
|
|
79
|
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export type IQuoteUpdateAction = Record<string, Partial<Record<
|
|
79
|
+
export type IQuoteUpdateAction<K extends IQuoteField = IQuoteField> = Record<string, Partial<Record<K, [value: string, updated_at: number]>>>;
|
|
80
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|
|
|
81
81
|
// @public
|
|
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82
|
export const listProducts: (terminal: Terminal, type: string) => Promise<IResponse<IProduct[]>>;
|
package/temp/package-deps.json
CHANGED
|
@@ -1,22 +1,22 @@
|
|
|
1
1
|
{
|
|
2
|
-
"libraries/exchange/CHANGELOG.json": "
|
|
3
|
-
"libraries/exchange/CHANGELOG.md": "
|
|
2
|
+
"libraries/exchange/CHANGELOG.json": "79ee529a89cee2e626e7184d4ef2d7df8f1525fa",
|
|
3
|
+
"libraries/exchange/CHANGELOG.md": "0d7750817471f6480ea0994e19fbdb5692d78ace",
|
|
4
4
|
"libraries/exchange/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
|
|
5
5
|
"libraries/exchange/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
|
6
6
|
"libraries/exchange/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
7
7
|
"libraries/exchange/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
8
|
-
"libraries/exchange/etc/exchange.api.md": "
|
|
9
|
-
"libraries/exchange/package.json": "
|
|
10
|
-
"libraries/exchange/src/index.ts": "
|
|
8
|
+
"libraries/exchange/etc/exchange.api.md": "dda8f63256e99f27c13ee96532bcd687da982228",
|
|
9
|
+
"libraries/exchange/package.json": "c26d213c7c8be4efc27f0f1c0e9c795475788070",
|
|
10
|
+
"libraries/exchange/src/index.ts": "6803d344b322c588739334a2798ae507f818e5bf",
|
|
11
11
|
"libraries/exchange/src/quote.ts": "663393e8f22b1e11f675e05f6d3c19d06862366e",
|
|
12
|
-
"libraries/exchange/src/types.ts": "
|
|
12
|
+
"libraries/exchange/src/types.ts": "613659d6e26834eb6ffd322ae8d8580cbcde017c",
|
|
13
13
|
"libraries/exchange/tsconfig.json": "22f94ca28b507f8ddcc21b9053158eefd3f726a9",
|
|
14
14
|
"libraries/exchange/.rush/temp/shrinkwrap-deps.json": "f769a3dbf84c1bff16d82dcfcefa30369a27dd36",
|
|
15
15
|
"libraries/protocol/temp/package-deps.json": "c94931cb0eab7180d90a06d740c1a97c0ac0c6b6",
|
|
16
|
-
"libraries/data-account/temp/package-deps.json": "
|
|
16
|
+
"libraries/data-account/temp/package-deps.json": "d49586cd2fc2d6d025e585e5a5dd04d37c41263c",
|
|
17
17
|
"libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
|
|
18
18
|
"libraries/data-product/temp/package-deps.json": "899bba8ace3f04b2035488ff9059e40732ef1d97",
|
|
19
|
-
"libraries/data-quote/temp/package-deps.json": "
|
|
19
|
+
"libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
|
|
20
20
|
"libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
|
|
21
21
|
"libraries/sql/temp/package-deps.json": "041074e0102f9a01820c0fddcf82b9eaee226c79",
|
|
22
22
|
"libraries/utils/temp/package-deps.json": "7f1eab07acae68df931b001594a522f050ace396",
|