@yuants/exchange 0.7.0 → 0.8.0

package/temp/exchange.api.md

@@ -4,6 +4,8 @@
 
 ```ts
 
+import { IInterestRate } from '@yuants/data-interest-rate';
+import { IOHLC } from '@yuants/data-ohlc';
 import { IOrder } from '@yuants/data-order';
 import { IPosition } from '@yuants/data-account';
 import { IProduct } from '@yuants/data-product';
@@ -54,6 +56,50 @@ export interface IExchange<T = any> {
     }>;
 }
 
+// @public
+export interface IIngestInterestRateRequest {
+    // (undocumented)
+    direction: SeriesFetchDirection;
+    // (undocumented)
+    limit?: number;
+    // (undocumented)
+    product_id: string;
+    // (undocumented)
+    time: string;
+}
+
+// @public
+export interface IIngestOHLCRequest {
+    // (undocumented)
+    direction: SeriesFetchDirection;
+    // (undocumented)
+    duration: string;
+    // (undocumented)
+    limit?: number;
+    // (undocumented)
+    product_id: string;
+    // (undocumented)
+    time: string;
+}
+
+// @public
+export interface IInterestRateServiceMetadata {
+    // (undocumented)
+    direction: SeriesFetchDirection;
+    // (undocumented)
+    product_id_prefix: string;
+}
+
+// @public
+export interface IOHLCServiceMetadata {
+    // (undocumented)
+    direction: SeriesFetchDirection;
+    // (undocumented)
+    duration_list: string[];
+    // (undocumented)
+    product_id_prefix: string;
+}
+
 // @public
 export type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;
 
@@ -78,6 +124,17 @@ export interface IQuoteServiceRequestByVEX {
 // @public
 export type IQuoteUpdateAction<K extends IQuoteField = IQuoteField> = Record<string, Partial<Record<K, [value: string, updated_at: number]>>>;
 
+// @public
+export interface ISeriesIngestResult {
+    // (undocumented)
+    range?: {
+        start_time: string;
+        end_time: string;
+    };
+    // (undocumented)
+    wrote_count: number;
+}
+
 // @public
 export const listProducts: (terminal: Terminal, type: string) => Promise<IResponse<IProduct[]>>;
 
@@ -87,12 +144,32 @@ export const modifyOrder: <T>(terminal: Terminal, credential: {
     payload: T;
 }, order: IOrder) => Promise<IResponse<void>>;
 
+// @public (undocumented)
+export const parseInterestRateServiceMetadataFromSchema: (schema: any) => IInterestRateServiceMetadata;
+
+// @public (undocumented)
+export const parseOHLCServiceMetadataFromSchema: (schema: any) => IOHLCServiceMetadata;
+
 // @public
 export const parseQuoteServiceMetadataFromSchema: (schema: any) => IQuoteServiceMetadata;
 
 // @public
 export const provideExchangeServices: <T>(terminal: Terminal, exchange: IExchange<T>) => void;
 
+// @public (undocumented)
+export const provideInterestRateService: (terminal: Terminal, metadata: IInterestRateServiceMetadata, fetchPage: (request: IIngestInterestRateRequest & {
+    series_id: string;
+}) => Promise<IInterestRate[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+
+// @public (undocumented)
+export const provideOHLCService: (terminal: Terminal, metadata: IOHLCServiceMetadata, fetchPage: (request: IIngestOHLCRequest & {
+    series_id: string;
+}) => Promise<IOHLC[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+
 // @public
 export const provideQuoteService: <K extends IQuoteField>(terminal: Terminal, metadata: IQuoteServiceMetadata<K>, requestFunc: (request: IQuoteServiceRequestByVEX) => Promise<(Pick<IQuote, K> & {
     product_id: string;
@@ -101,6 +178,9 @@ export const provideQuoteService: <K extends IQuoteField>(terminal: Terminal, me
     dispose: () => void;
 };
 
+// @public
+export type SeriesFetchDirection = 'backward' | 'forward';
+
 // @public
 export const submitOrder: <T>(terminal: Terminal, credential: {
     type: string;

package/temp/package-deps.json

@@ -1,22 +1,29 @@
 {
-    "libraries/exchange/CHANGELOG.json": "6187d0ecbacfdebccbda3fea044526788d075d3b",
-    "libraries/exchange/CHANGELOG.md": "ba567a61e59f8a8045d7b4bf38080f89be84c9a1",
+    "libraries/exchange/CHANGELOG.json": "90f3fa915c71c18d5b684f0d62aeaf83b5e2d932",
+    "libraries/exchange/CHANGELOG.md": "bad0c3f012539c7861affce27b525be7aab5b10b",
     "libraries/exchange/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "libraries/exchange/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "libraries/exchange/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "libraries/exchange/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "libraries/exchange/etc/exchange.api.md": "dda8f63256e99f27c13ee96532bcd687da982228",
-    "libraries/exchange/package.json": "50496cf0fe63415a5270cf3964c42087734db899",
-    "libraries/exchange/src/index.ts": "6803d344b322c588739334a2798ae507f818e5bf",
+    "libraries/exchange/etc/exchange.api.md": "89e77701ff5e9f8a2d2887fb2ab3e254e60bcd8f",
+    "libraries/exchange/package.json": "e4eb91d1edc7a0fc36079607b318a10350181108",
+    "libraries/exchange/src/index.ts": "3eb2b464a88063b8730b8d7f671553bfdfc88ce6",
+    "libraries/exchange/src/interest_rate.test.ts": "027f0951ad0b6f105d35febc82c1576a90e36e5c",
+    "libraries/exchange/src/interest_rate.ts": "0483754b034d5e57e70a144dc3b18eae2bebeaea",
+    "libraries/exchange/src/ohlc.test.ts": "5a18e54c22a76d58a79570a3e24487901853ec51",
+    "libraries/exchange/src/ohlc.ts": "0fb0bb321a180f10889e7e6e5a1bf4ccb1eaae5d",
+    "libraries/exchange/src/quote.test.ts": "2d50be70e6a924498719ad4fe940e0b95d0dfa09",
     "libraries/exchange/src/quote.ts": "663393e8f22b1e11f675e05f6d3c19d06862366e",
-    "libraries/exchange/src/types.ts": "613659d6e26834eb6ffd322ae8d8580cbcde017c",
+    "libraries/exchange/src/types.ts": "302d5383c38c053ac2ea8fac028b9d4921f1abe0",
     "libraries/exchange/tsconfig.json": "22f94ca28b507f8ddcc21b9053158eefd3f726a9",
-    "libraries/exchange/.rush/temp/shrinkwrap-deps.json": "f769a3dbf84c1bff16d82dcfcefa30369a27dd36",
+    "libraries/exchange/.rush/temp/shrinkwrap-deps.json": "75a385701243e189b795559fc82d660f1a355805",
     "libraries/protocol/temp/package-deps.json": "c94931cb0eab7180d90a06d740c1a97c0ac0c6b6",
     "libraries/data-account/temp/package-deps.json": "d49586cd2fc2d6d025e585e5a5dd04d37c41263c",
     "libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
     "libraries/data-product/temp/package-deps.json": "899bba8ace3f04b2035488ff9059e40732ef1d97",
-    "libraries/data-quote/temp/package-deps.json": "272c0fe62ababfa66a7589139c31231a6fdce2b4",
+    "libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
+    "libraries/data-ohlc/temp/package-deps.json": "8415ee90c49d7e84faaa2565cc1122fdacf73dab",
+    "libraries/data-interest-rate/temp/package-deps.json": "5a1011b097b18b96c2d8c932d874f69472621efd",
     "libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
     "libraries/sql/temp/package-deps.json": "041074e0102f9a01820c0fddcf82b9eaee226c79",
     "libraries/utils/temp/package-deps.json": "7f1eab07acae68df931b001594a522f050ace396",