@yuants/exchange 0.7.0 → 0.8.0

package/lib/quote.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=quote.test.d.ts.map

package/lib/quote.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.test.d.ts","sourceRoot":"","sources":["../src/quote.test.ts"],"names":[],"mappings":""}

package/lib/quote.test.js

@@ -0,0 +1,33 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const quote_1 = require("./quote");
+describe('parseQuoteServiceMetadataFromSchema', () => {
+    it('parses quote service schema', () => {
+        const schema = {
+            type: 'object',
+            required: ['product_ids', 'fields'],
+            properties: {
+                product_ids: {
+                    type: 'array',
+                    maxItems: 20,
+                    items: { type: 'string', pattern: '^BINANCE/USDT-FUTURE' },
+                },
+                fields: {
+                    type: 'array',
+                    const: ['last_price', 'bid_price'],
+                },
+            },
+        };
+        const meta = (0, quote_1.parseQuoteServiceMetadataFromSchema)(schema);
+        expect(meta).toEqual({
+            product_id_prefix: 'BINANCE/USDT-FUTURE',
+            fields: ['last_price', 'bid_price'],
+            max_products_per_request: 20,
+        });
+    });
+    it('throws when schema missing/invalid', () => {
+        expect(() => (0, quote_1.parseQuoteServiceMetadataFromSchema)(undefined)).toThrow('QUOTE_SERVICE_SCHEMA_MISSING');
+        expect(() => (0, quote_1.parseQuoteServiceMetadataFromSchema)({})).toThrow('QUOTE_SERVICE_SCHEMA_INVALID');
+    });
+});
+//# sourceMappingURL=quote.test.js.map

package/lib/quote.test.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.test.js","sourceRoot":"","sources":["../src/quote.test.ts"],"names":[],"mappings":";;AAAA,mCAA8D;AAE9D,QAAQ,CAAC,qCAAqC,EAAE,GAAG,EAAE;IACnD,EAAE,CAAC,6BAA6B,EAAE,GAAG,EAAE;QACrC,MAAM,MAAM,GAAG;YACb,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,aAAa,EAAE,QAAQ,CAAC;YACnC,UAAU,EAAE;gBACV,WAAW,EAAE;oBACX,IAAI,EAAE,OAAO;oBACb,QAAQ,EAAE,EAAE;oBACZ,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,sBAAsB,EAAE;iBAC3D;gBACD,MAAM,EAAE;oBACN,IAAI,EAAE,OAAO;oBACb,KAAK,EAAE,CAAC,YAAY,EAAE,WAAW,CAAC;iBACnC;aACF;SACF,CAAC;QAEF,MAAM,IAAI,GAAG,IAAA,2CAAmC,EAAC,MAAM,CAAC,CAAC;QACzD,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC;YACnB,iBAAiB,EAAE,qBAAqB;YACxC,MAAM,EAAE,CAAC,YAAY,EAAE,WAAW,CAAC;YACnC,wBAAwB,EAAE,EAAE;SAC7B,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC5C,MAAM,CAAC,GAAG,EAAE,CAAC,IAAA,2CAAmC,EAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,8BAA8B,CAAC,CAAC;QACrG,MAAM,CAAC,GAAG,EAAE,CAAC,IAAA,2CAAmC,EAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,8BAA8B,CAAC,CAAC;IAChG,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC","sourcesContent":["import { parseQuoteServiceMetadataFromSchema } from './quote';\n\ndescribe('parseQuoteServiceMetadataFromSchema', () => {\n  it('parses quote service schema', () => {\n    const schema = {\n      type: 'object',\n      required: ['product_ids', 'fields'],\n      properties: {\n        product_ids: {\n          type: 'array',\n          maxItems: 20,\n          items: { type: 'string', pattern: '^BINANCE/USDT-FUTURE' },\n        },\n        fields: {\n          type: 'array',\n          const: ['last_price', 'bid_price'],\n        },\n      },\n    };\n\n    const meta = parseQuoteServiceMetadataFromSchema(schema);\n    expect(meta).toEqual({\n      product_id_prefix: 'BINANCE/USDT-FUTURE',\n      fields: ['last_price', 'bid_price'],\n      max_products_per_request: 20,\n    });\n  });\n\n  it('throws when schema missing/invalid', () => {\n    expect(() => parseQuoteServiceMetadataFromSchema(undefined)).toThrow('QUOTE_SERVICE_SCHEMA_MISSING');\n    expect(() => parseQuoteServiceMetadataFromSchema({})).toThrow('QUOTE_SERVICE_SCHEMA_INVALID');\n  });\n});\n"]}

package/lib/types.d.ts

@@ -1,4 +1,20 @@
 import { IQuote } from '@yuants/data-quote';
+/**
+ * 历史数据翻页方向
+ * @public
+ */
+export declare type SeriesFetchDirection = 'backward' | 'forward';
+/**
+ * 历史数据写库结果（不返回数据本体）
+ * @public
+ */
+export interface ISeriesIngestResult {
+    wrote_count: number;
+    range?: {
+        start_time: string;
+        end_time: string;
+    };
+}
 /**
  * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段
  * @public

package/lib/types.d.ts.map

@@ -1 +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,oBAAoB,GAAG,UAAU,GAAG,SAAS,CAAC;AAE1D;;;GAGG;AACH,MAAM,WAAW,mBAAmB;IAClC,WAAW,EAAE,MAAM,CAAC;IACpB,KAAK,CAAC,EAAE;QAAE,UAAU,EAAE,MAAM,CAAC;QAAC,QAAQ,EAAE,MAAM,CAAA;KAAE,CAAC;CAClD;AAED;;;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

@@ -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<K extends IQuoteField = IQuoteField> = Record<\n  string,\n  Partial<Record<K, [value: string, updated_at: number]>>\n>;\n"]}
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\n\n/**\n * 历史数据翻页方向\n * @public\n */\nexport type SeriesFetchDirection = 'backward' | 'forward';\n\n/**\n * 历史数据写库结果（不返回数据本体）\n * @public\n */\nexport interface ISeriesIngestResult {\n  wrote_count: number;\n  range?: { start_time: string; end_time: string };\n}\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

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/exchange",
-	"version": "0.7.0",
+	"version": "0.8.0",
 	"main": "lib/index.js",
 	"module": "dist/index.js",
 	"files": [
@@ -28,7 +28,9 @@
 		"@yuants/data-account": "0.11.0",
 		"@yuants/data-order": "0.7.1",
 		"@yuants/data-product": "0.5.1",
-		"@yuants/data-quote": "0.3.1",
+		"@yuants/data-quote": "0.4.0",
+		"@yuants/data-ohlc": "0.4.23",
+		"@yuants/data-interest-rate": "0.1.49",
 		"@yuants/cache": "0.3.4",
 		"@yuants/sql": "0.9.31",
 		"@yuants/utils": "0.15.0",