@yuants/exchange 0.7.1 → 0.8.1

package/dist/exchange.d.ts

@@ -1,3 +1,5 @@
+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';
@@ -122,6 +124,46 @@ export declare interface IExchange<T = any> {
     cancelOrder(credential: T, order: IOrder): Promise<void>;
 }
 
+/**
+ * Interest Rate Service Request from VEX to Vendor
+ * @public
+ */
+export declare interface IIngestInterestRateRequest {
+    product_id: string;
+    direction: SeriesFetchDirection;
+    time: number;
+}
+
+/**
+ * OHLC Service Request from VEX to Vendor
+ * @public
+ */
+export declare interface IIngestOHLCRequest {
+    product_id: string;
+    duration: string;
+    direction: SeriesFetchDirection;
+    time: number;
+}
+
+/**
+ * Interest Rate Service Metadata
+ * @public
+ */
+export declare interface IInterestRateServiceMetadata {
+    product_id_prefix: string;
+    direction: SeriesFetchDirection;
+}
+
+/**
+ * OHLC Service Metadata
+ * @public
+ */
+export declare interface IOHLCServiceMetadata {
+    product_id_prefix: string;
+    duration_list: string[];
+    direction: SeriesFetchDirection;
+}
+
 /**
  * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段
  * @public
@@ -169,6 +211,18 @@ export declare interface IQuoteServiceRequestByVEX {
  */
 export declare type IQuoteUpdateAction<K extends IQuoteField = IQuoteField> = Record<string, Partial<Record<K, [value: string, updated_at: number]>>>;
 
+/**
+ * 历史数据写库结果（不返回数据本体）
+ * @public
+ */
+export declare interface ISeriesIngestResult {
+    wrote_count: number;
+    range?: {
+        start_time: string;
+        end_time: string;
+    };
+}
+
 /**
  * List products
  *
@@ -186,6 +240,16 @@ export declare const modifyOrder: <T>(terminal: Terminal, credential: {
     payload: T;
 }, order: IOrder) => Promise<IResponse<void>>;
 
+/**
+ * @public
+ */
+export declare const parseInterestRateServiceMetadataFromSchema: (schema: any) => IInterestRateServiceMetadata;
+
+/**
+ * @public
+ */
+export declare const parseOHLCServiceMetadataFromSchema: (schema: any) => IOHLCServiceMetadata;
+
 /**
  * Extract Quote Service Metadata from JSON Schema
  * @public
@@ -199,6 +263,24 @@ export declare const parseQuoteServiceMetadataFromSchema: (schema: any) => IQuot
  */
 export declare const provideExchangeServices: <T>(terminal: Terminal, exchange: IExchange<T>) => void;
 
+/**
+ * @public
+ */
+export declare const provideInterestRateService: (terminal: Terminal, metadata: IInterestRateServiceMetadata, fetchPage: (request: IIngestInterestRateRequest & {
+    series_id: string;
+}) => Promise<IInterestRate[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+
+/**
+ * @public
+ */
+export declare const provideOHLCService: (terminal: Terminal, metadata: IOHLCServiceMetadata, fetchPage: (request: IIngestOHLCRequest & {
+    series_id: string;
+}) => Promise<IOHLC[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+
 /**
  * Provide Quote Service
  * @public
@@ -210,6 +292,12 @@ export declare const provideQuoteService: <K extends IQuoteField>(terminal: Term
     dispose: () => void;
 };
 
+/**
+ * 历史数据翻页方向
+ * @public
+ */
+export declare type SeriesFetchDirection = 'backward' | 'forward';
+
 /**
  * Submit order
  *

package/dist/index.js

@@ -1,4 +1,6 @@
 export * from './quote';
+export * from './ohlc';
+export * from './interest_rate';
 export * from './types';
 const makeCredentialSchema = (type, payloadSchema) => {
     return {

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAKA,cAAc,SAAS,CAAC;AACxB,cAAc,SAAS,CAAC;AAqFxB,MAAM,oBAAoB,GAAG,CAAC,IAAY,EAAE,aAA0B,EAAe,EAAE;IACrF,OAAO;QACL,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,MAAM,EAAE,SAAS,CAAC;QAC7B,UAAU,EAAE;YACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,IAAI,EAAE;YACrC,OAAO,EAAE,aAAa;SACvB;KACF,CAAC;AACJ,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,uBAAuB,GAAG,CAAI,QAAkB,EAAE,QAAsB,EAAE,EAAE;IACvF,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,gBAAgB,EAAE,GAAG,QAAQ,CAAC;IAElD,kBAAkB;IAClB,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;SACzD;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,YAAY,GAAG,MAAM,QAAQ,CAAC,eAAe,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QAChF,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,YAAY,EAAE,EAAE,CAAC;IACjE,CAAC,CACF,CAAC;IAEF,eAAe;IACf,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,cAAc,EACd;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,MAAM,CAAC;QAClB,UAAU,EAAE;YACV,IAAI,EAAE,EAAE,KAAK,EAAE,QAAQ,CAAC,IAAI,EAAE;SAC/B;KACF,EACD,KAAK,IAAI,EAAE;QACT,MAAM,QAAQ,GAAG,MAAM,QAAQ,CAAC,YAAY,EAAE,CAAC;QAC/C,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,EAAE,EAAE,CAAC;IAC7D,CAAC,CACF,CAAC;IAEF,eAAe;IACf,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,cAAc,EACd;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE;YACtB,MAAM,SAAS,GAAG,MAAM,QAAQ,CAAC,uBAAuB,CACtD,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAC1B,GAAG,CAAC,GAAG,CAAC,UAAU,CACnB,CAAC;YACF,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,SAAS,EAAE,EAAE,CAAC;SAC7D;QACD,MAAM,SAAS,GAAG,MAAM,QAAQ,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QAC1E,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,SAAS,EAAE,EAAE,CAAC;IAC9D,CAAC,CACF,CAAC;IAEF,YAAY;IACZ,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,WAAW,EACX;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE;YACtB,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,oBAAoB,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YACnG,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,SAAS,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QACpE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;IAC3D,CAAC,CACF,CAAC;IAEF,cAAc;IACd,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,aAAa,EACb;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,OAAO,CAAC;QACjC,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACrF,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;IAC3D,CAAC,CACF,CAAC;IAEF,cAAc;IACd,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,OAAO,CAAC;QACjC,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,QAAQ,CAAC,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACtE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;IAEF,cAAc;IACd,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,OAAO,CAAC;QACjC,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,QAAQ,CAAC,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACtE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;AACJ,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,eAAe,GAAG,KAAK,EAClC,QAAkB,EAClB,UAAwC,EACZ,EAAE;IAC9B,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,iBAAiB,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC;AAC/E,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAAE,QAAkB,EAAE,IAAY,EAAkC,EAAE;IACrG,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,cAAc,EAAE,EAAE,IAAI,EAAE,CAAC,CAAC;AACtE,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAC/B,QAAkB,EAClB,UAAwC,EACxC,UAAmB,EACc,EAAE;IACnC,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,cAAc,EAAE,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC,CAAC;AACxF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,SAAS,GAAG,KAAK,EAC5B,QAAkB,EAClB,UAAwC,EACxC,UAAmB,EACW,EAAE;IAChC,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,WAAW,EAAE,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC,CAAC;AACrF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,QAAkB,EAClB,UAAwC,EACxC,KAAa,EAC6B,EAAE;IAC5C,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,aAAa,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;AAClF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,QAAkB,EAClB,UAAwC,EACxC,KAAa,EACa,EAAE;IAC5B,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,aAAa,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;AAClF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,QAAkB,EAClB,UAAwC,EACxC,KAAa,EACa,EAAE;IAC5B,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,aAAa,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;AAClF,CAAC,CAAC","sourcesContent":["import { 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"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAKA,cAAc,SAAS,CAAC;AACxB,cAAc,QAAQ,CAAC;AACvB,cAAc,iBAAiB,CAAC;AAChC,cAAc,SAAS,CAAC;AAqFxB,MAAM,oBAAoB,GAAG,CAAC,IAAY,EAAE,aAA0B,EAAe,EAAE;IACrF,OAAO;QACL,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,MAAM,EAAE,SAAS,CAAC;QAC7B,UAAU,EAAE;YACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,IAAI,EAAE;YACrC,OAAO,EAAE,aAAa;SACvB;KACF,CAAC;AACJ,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,uBAAuB,GAAG,CAAI,QAAkB,EAAE,QAAsB,EAAE,EAAE;IACvF,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,gBAAgB,EAAE,GAAG,QAAQ,CAAC;IAElD,kBAAkB;IAClB,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,iBAAiB,EACjB;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;SACzD;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,YAAY,GAAG,MAAM,QAAQ,CAAC,eAAe,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QAChF,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,YAAY,EAAE,EAAE,CAAC;IACjE,CAAC,CACF,CAAC;IAEF,eAAe;IACf,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,cAAc,EACd;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,MAAM,CAAC;QAClB,UAAU,EAAE;YACV,IAAI,EAAE,EAAE,KAAK,EAAE,QAAQ,CAAC,IAAI,EAAE;SAC/B;KACF,EACD,KAAK,IAAI,EAAE;QACT,MAAM,QAAQ,GAAG,MAAM,QAAQ,CAAC,YAAY,EAAE,CAAC;QAC/C,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,QAAQ,EAAE,EAAE,CAAC;IAC7D,CAAC,CACF,CAAC;IAEF,eAAe;IACf,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,cAAc,EACd;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE;YACtB,MAAM,SAAS,GAAG,MAAM,QAAQ,CAAC,uBAAuB,CACtD,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAC1B,GAAG,CAAC,GAAG,CAAC,UAAU,CACnB,CAAC;YACF,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,SAAS,EAAE,EAAE,CAAC;SAC7D;QACD,MAAM,SAAS,GAAG,MAAM,QAAQ,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QAC1E,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,SAAS,EAAE,EAAE,CAAC;IAC9D,CAAC,CACF,CAAC;IAEF,YAAY;IACZ,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,WAAW,EACX;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,CAAC;QACxB,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC/B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE;YACtB,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,oBAAoB,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YACnG,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;SAC1D;QACD,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,SAAS,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;QACpE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;IAC3D,CAAC,CACF,CAAC;IAEF,cAAc;IACd,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,aAAa,EACb;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,OAAO,CAAC;QACjC,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,MAAM,GAAG,MAAM,QAAQ,CAAC,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACrF,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,CAAC;IAC3D,CAAC,CACF,CAAC;IAEF,cAAc;IACd,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,OAAO,CAAC;QACjC,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,QAAQ,CAAC,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACtE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;IAEF,cAAc;IACd,QAAQ,CAAC,MAAM,CAAC,cAAc,CAC5B,aAAa,EACb;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,OAAO,CAAC;QACjC,UAAU,EAAE;YACV,UAAU,EAAE,oBAAoB,CAAC,IAAI,EAAE,gBAAgB,CAAC;YACxD,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,QAAQ,CAAC,WAAW,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACtE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;IAC7C,CAAC,CACF,CAAC;AACJ,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,eAAe,GAAG,KAAK,EAClC,QAAkB,EAClB,UAAwC,EACZ,EAAE;IAC9B,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,iBAAiB,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC;AAC/E,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAAE,QAAkB,EAAE,IAAY,EAAkC,EAAE;IACrG,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,cAAc,EAAE,EAAE,IAAI,EAAE,CAAC,CAAC;AACtE,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAC/B,QAAkB,EAClB,UAAwC,EACxC,UAAmB,EACc,EAAE;IACnC,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,cAAc,EAAE,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC,CAAC;AACxF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,SAAS,GAAG,KAAK,EAC5B,QAAkB,EAClB,UAAwC,EACxC,UAAmB,EACW,EAAE;IAChC,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,WAAW,EAAE,EAAE,UAAU,EAAE,UAAU,EAAE,CAAC,CAAC;AACrF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,QAAkB,EAClB,UAAwC,EACxC,KAAa,EAC6B,EAAE;IAC5C,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,aAAa,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;AAClF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,QAAkB,EAClB,UAAwC,EACxC,KAAa,EACa,EAAE;IAC5B,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,aAAa,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;AAClF,CAAC,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,WAAW,GAAG,KAAK,EAC9B,QAAkB,EAClB,UAAwC,EACxC,KAAa,EACa,EAAE;IAC5B,OAAO,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,aAAa,EAAE,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;AAClF,CAAC,CAAC","sourcesContent":["import { 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 './ohlc';\nexport * from './interest_rate';\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/dist/interest_rate.js

@@ -0,0 +1,128 @@
+import { createValidator } from '@yuants/protocol/lib/schema';
+import { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';
+import { encodePath } from '@yuants/utils';
+import { newError } from '../../utils/lib';
+const schemaValidator = createValidator({
+    type: 'object',
+    required: ['type', 'properties'],
+    properties: {
+        type: { type: 'string', const: 'object' },
+        required: { type: 'array', const: ['product_id', 'direction', 'time'] },
+        properties: {
+            type: 'object',
+            required: ['product_id', 'direction', 'time'],
+            properties: {
+                product_id: {
+                    type: 'object',
+                    required: ['type', 'pattern'],
+                    properties: {
+                        type: { type: 'string', const: 'string' },
+                        pattern: { type: 'string', pattern: '^\\^' },
+                    },
+                },
+                direction: {
+                    type: 'object',
+                    required: ['const'],
+                    properties: {
+                        const: { type: 'string', enum: ['backward', 'forward'] },
+                    },
+                },
+                time: {
+                    type: 'object',
+                    required: ['type'],
+                    properties: {
+                        type: { type: 'string', const: 'number' },
+                    },
+                },
+            },
+        },
+    },
+});
+/**
+ * @public
+ */
+export const parseInterestRateServiceMetadataFromSchema = (schema) => {
+    if (!schema)
+        throw newError('INTEREST_RATE_SERVICE_SCHEMA_MISSING', { schema });
+    if (!schemaValidator(schema))
+        throw newError('INTEREST_RATE_SERVICE_SCHEMA_INVALID', { schema });
+    return {
+        product_id_prefix: schema.properties.product_id.pattern.slice(1),
+        direction: schema.properties.direction.const,
+    };
+};
+const INTEREST_RATE_INSERT_COLUMNS = [
+    'series_id',
+    'created_at',
+    'datasource_id',
+    'product_id',
+    'long_rate',
+    'short_rate',
+    'settlement_price',
+];
+const computeInterestRatePageRange = (items) => {
+    if (items.length === 0)
+        return undefined;
+    let start = items[0];
+    let startMs = Date.parse(start.created_at);
+    let end = items[0];
+    let endMs = Date.parse(end.created_at);
+    for (const item of items) {
+        const createdAtMs = Date.parse(item.created_at);
+        if (!isNaN(createdAtMs) && (isNaN(startMs) || createdAtMs < startMs)) {
+            start = item;
+            startMs = createdAtMs;
+        }
+        if (!isNaN(createdAtMs) && (isNaN(endMs) || createdAtMs > endMs)) {
+            end = item;
+            endMs = createdAtMs;
+        }
+    }
+    return { start_time: start.created_at, end_time: end.created_at };
+};
+/**
+ * @public
+ */
+export const provideInterestRateService = (terminal, metadata, fetchPage, serviceOptions) => {
+    return terminal.server.provideService('IngestInterestRate', {
+        type: 'object',
+        required: ['product_id', 'direction', 'time'],
+        properties: {
+            product_id: { type: 'string', pattern: `^${metadata.product_id_prefix}` },
+            direction: { const: metadata.direction },
+            time: { type: 'number' },
+        },
+    }, async (msg) => {
+        try {
+            const series_id = encodePath(msg.req.product_id);
+            const items = await fetchPage(Object.assign(Object.assign({}, msg.req), { series_id }));
+            const normalized = items.map((x) => (Object.assign(Object.assign({}, x), { series_id, datasource_id: '', product_id: msg.req.product_id })));
+            if (normalized.length > 0) {
+                await requestSQL(terminal, buildInsertManyIntoTableSQL(normalized, 'interest_rate', {
+                    columns: INTEREST_RATE_INSERT_COLUMNS,
+                    conflictKeys: ['series_id', 'created_at'],
+                }));
+            }
+            const range = computeInterestRatePageRange(normalized);
+            if (range) {
+                await requestSQL(terminal, buildInsertManyIntoTableSQL([
+                    {
+                        series_id,
+                        table_name: 'interest_rate',
+                        start_time: range.start_time,
+                        end_time: range.end_time,
+                    },
+                ], 'series_data_range', {
+                    columns: ['series_id', 'table_name', 'start_time', 'end_time'],
+                    ignoreConflict: true,
+                }));
+            }
+            return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };
+        }
+        catch (error) {
+            const message = error instanceof Error ? error.message : `${error}`;
+            return { res: { code: 1, message } };
+        }
+    }, serviceOptions);
+};
+//# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAC;AAC9D,OAAO,EAAE,2BAA2B,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACtE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,QAAQ,EAAE,MAAM,iBAAiB,CAAC;AAsB3C,MAAM,eAAe,GAAG,eAAe,CAAC;IACtC,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,MAAM,EAAE,YAAY,CAAC;IAChC,UAAU,EAAE;QACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,QAAQ,EAAE;QACzC,QAAQ,EAAE,EAAE,IAAI,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC,YAAY,EAAE,WAAW,EAAE,MAAM,CAAC,EAAE;QACvE,UAAU,EAAE;YACV,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,EAAE,WAAW,EAAE,MAAM,CAAC;YAC7C,UAAU,EAAE;gBACV,UAAU,EAAE;oBACV,IAAI,EAAE,QAAQ;oBACd,QAAQ,EAAE,CAAC,MAAM,EAAE,SAAS,CAAC;oBAC7B,UAAU,EAAE;wBACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,QAAQ,EAAE;wBACzC,OAAO,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,MAAM,EAAE;qBAC7C;iBACF;gBACD,SAAS,EAAE;oBACT,IAAI,EAAE,QAAQ;oBACd,QAAQ,EAAE,CAAC,OAAO,CAAC;oBACnB,UAAU,EAAE;wBACV,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,UAAU,EAAE,SAAS,CAAC,EAAE;qBACzD;iBACF;gBACD,IAAI,EAAE;oBACJ,IAAI,EAAE,QAAQ;oBACd,QAAQ,EAAE,CAAC,MAAM,CAAC;oBAClB,UAAU,EAAE;wBACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,QAAQ,EAAE;qBAC1C;iBACF;aACF;SACF;KACF;CACF,CAAC,CAAC;AAEH;;GAEG;AACH,MAAM,CAAC,MAAM,0CAA0C,GAAG,CAAC,MAAW,EAAgC,EAAE;IACtG,IAAI,CAAC,MAAM;QAAE,MAAM,QAAQ,CAAC,sCAAsC,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IAChF,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC;QAAE,MAAM,QAAQ,CAAC,sCAAsC,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IACjG,OAAO;QACL,iBAAiB,EAAE,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAC;QAChE,SAAS,EAAE,MAAM,CAAC,UAAU,CAAC,SAAS,CAAC,KAAK;KAC7C,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,4BAA4B,GAA+B;IAC/D,WAAW;IACX,YAAY;IACZ,eAAe;IACf,YAAY;IACZ,WAAW;IACX,YAAY;IACZ,kBAAkB;CACnB,CAAC;AAEF,MAAM,4BAA4B,GAAG,CACnC,KAAsB,EACgC,EAAE;IACxD,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,SAAS,CAAC;IAEzC,IAAI,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;IACrB,IAAI,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAC3C,IAAI,GAAG,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;IACnB,IAAI,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAEvC,KAAK,MAAM,IAAI,IAAI,KAAK,EAAE;QACxB,MAAM,WAAW,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC;QAChD,IAAI,CAAC,KAAK,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,WAAW,GAAG,OAAO,CAAC,EAAE;YACpE,KAAK,GAAG,IAAI,CAAC;YACb,OAAO,GAAG,WAAW,CAAC;SACvB;QACD,IAAI,CAAC,KAAK,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,WAAW,GAAG,KAAK,CAAC,EAAE;YAChE,GAAG,GAAG,IAAI,CAAC;YACX,KAAK,GAAG,WAAW,CAAC;SACrB;KACF;IAED,OAAO,EAAE,UAAU,EAAE,KAAK,CAAC,UAAU,EAAE,QAAQ,EAAE,GAAG,CAAC,UAAU,EAAE,CAAC;AACpE,CAAC,CAAC;AAEF;;GAEG;AACH,MAAM,CAAC,MAAM,0BAA0B,GAAG,CACxC,QAAkB,EAClB,QAAsC,EACtC,SAAoG,EACpG,cAAgC,EAChC,EAAE;IACF,OAAO,QAAQ,CAAC,MAAM,CAAC,cAAc,CACnC,oBAAoB,EACpB;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,WAAW,EAAE,MAAM,CAAC;QAC7C,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,IAAI,QAAQ,CAAC,iBAAiB,EAAE,EAAE;YACzE,SAAS,EAAE,EAAE,KAAK,EAAE,QAAQ,CAAC,SAAS,EAAE;YACxC,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SACzB;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI;YACF,MAAM,SAAS,GAAG,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YAEjD,MAAM,KAAK,GAAG,MAAM,SAAS,iCAAM,GAAG,CAAC,GAAG,KAAE,SAAS,IAAG,CAAC;YAEzD,MAAM,UAAU,GAAoB,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,iCAChD,CAAC,KACJ,SAAS,EACT,aAAa,EAAE,EAAE,EACjB,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,UAAU,IAC9B,CAAC,CAAC;YAEJ,IAAI,UAAU,CAAC,MAAM,GAAG,CAAC,EAAE;gBACzB,MAAM,UAAU,CACd,QAAQ,EACR,2BAA2B,CAAC,UAAU,EAAE,eAAe,EAAE;oBACvD,OAAO,EAAE,4BAA4B;oBACrC,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;iBAC1C,CAAC,CACH,CAAC;aACH;YAED,MAAM,KAAK,GAAG,4BAA4B,CAAC,UAAU,CAAC,CAAC;YACvD,IAAI,KAAK,EAAE;gBACT,MAAM,UAAU,CACd,QAAQ,EACR,2BAA2B,CACzB;oBACE;wBACE,SAAS;wBACT,UAAU,EAAE,eAAe;wBAC3B,UAAU,EAAE,KAAK,CAAC,UAAU;wBAC5B,QAAQ,EAAE,KAAK,CAAC,QAAQ;qBACzB;iBACF,EACD,mBAAmB,EACnB;oBACE,OAAO,EAAE,CAAC,WAAW,EAAE,YAAY,EAAE,YAAY,EAAE,UAAU,CAAC;oBAC9D,cAAc,EAAE,IAAI;iBACrB,CACF,CACF,CAAC;aACH;YAED,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,EAAE,WAAW,EAAE,UAAU,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE,EAAE,CAAC;SAC7F;QAAC,OAAO,KAAK,EAAE;YACd,MAAM,OAAO,GAAG,KAAK,YAAY,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,GAAG,KAAK,EAAE,CAAC;YACpE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,EAAE,CAAC;SACtC;IACH,CAAC,EACD,cAAc,CACf,CAAC;AACJ,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { createValidator } from '@yuants/protocol/lib/schema';\nimport { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';\nimport { encodePath } from '@yuants/utils';\nimport { newError } from '../../utils/lib';\nimport { ISeriesIngestResult, SeriesFetchDirection } from './types';\n\n/**\n * Interest Rate Service Metadata\n * @public\n */\nexport interface IInterestRateServiceMetadata {\n  product_id_prefix: string;\n  direction: SeriesFetchDirection;\n}\n\n/**\n * Interest Rate Service Request from VEX to Vendor\n * @public\n */\nexport interface IIngestInterestRateRequest {\n  product_id: string;\n  direction: SeriesFetchDirection;\n  time: number;\n}\n\nconst schemaValidator = createValidator({\n  type: 'object',\n  required: ['type', 'properties'],\n  properties: {\n    type: { type: 'string', const: 'object' },\n    required: { type: 'array', const: ['product_id', 'direction', 'time'] },\n    properties: {\n      type: 'object',\n      required: ['product_id', 'direction', 'time'],\n      properties: {\n        product_id: {\n          type: 'object',\n          required: ['type', 'pattern'],\n          properties: {\n            type: { type: 'string', const: 'string' },\n            pattern: { type: 'string', pattern: '^\\\\^' },\n          },\n        },\n        direction: {\n          type: 'object',\n          required: ['const'],\n          properties: {\n            const: { type: 'string', enum: ['backward', 'forward'] },\n          },\n        },\n        time: {\n          type: 'object',\n          required: ['type'],\n          properties: {\n            type: { type: 'string', const: 'number' },\n          },\n        },\n      },\n    },\n  },\n});\n\n/**\n * @public\n */\nexport const parseInterestRateServiceMetadataFromSchema = (schema: any): IInterestRateServiceMetadata => {\n  if (!schema) throw newError('INTEREST_RATE_SERVICE_SCHEMA_MISSING', { schema });\n  if (!schemaValidator(schema)) throw newError('INTEREST_RATE_SERVICE_SCHEMA_INVALID', { schema });\n  return {\n    product_id_prefix: schema.properties.product_id.pattern.slice(1),\n    direction: schema.properties.direction.const,\n  };\n};\n\nconst INTEREST_RATE_INSERT_COLUMNS: Array<keyof IInterestRate> = [\n  'series_id',\n  'created_at',\n  'datasource_id',\n  'product_id',\n  'long_rate',\n  'short_rate',\n  'settlement_price',\n];\n\nconst computeInterestRatePageRange = (\n  items: IInterestRate[],\n): { start_time: string; end_time: string } | undefined => {\n  if (items.length === 0) return undefined;\n\n  let start = items[0];\n  let startMs = Date.parse(start.created_at);\n  let end = items[0];\n  let endMs = Date.parse(end.created_at);\n\n  for (const item of items) {\n    const createdAtMs = Date.parse(item.created_at);\n    if (!isNaN(createdAtMs) && (isNaN(startMs) || createdAtMs < startMs)) {\n      start = item;\n      startMs = createdAtMs;\n    }\n    if (!isNaN(createdAtMs) && (isNaN(endMs) || createdAtMs > endMs)) {\n      end = item;\n      endMs = createdAtMs;\n    }\n  }\n\n  return { start_time: start.created_at, end_time: end.created_at };\n};\n\n/**\n * @public\n */\nexport const provideInterestRateService = (\n  terminal: Terminal,\n  metadata: IInterestRateServiceMetadata,\n  fetchPage: (request: IIngestInterestRateRequest & { series_id: string }) => Promise<IInterestRate[]>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IIngestInterestRateRequest, ISeriesIngestResult>(\n    'IngestInterestRate',\n    {\n      type: 'object',\n      required: ['product_id', 'direction', 'time'],\n      properties: {\n        product_id: { type: 'string', pattern: `^${metadata.product_id_prefix}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodePath(msg.req.product_id);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        const normalized: IInterestRate[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n        }));\n\n        if (normalized.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(normalized, 'interest_rate', {\n              columns: INTEREST_RATE_INSERT_COLUMNS,\n              conflictKeys: ['series_id', 'created_at'],\n            }),\n          );\n        }\n\n        const range = computeInterestRatePageRange(normalized);\n        if (range) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(\n              [\n                {\n                  series_id,\n                  table_name: 'interest_rate',\n                  start_time: range.start_time,\n                  end_time: range.end_time,\n                },\n              ],\n              'series_data_range',\n              {\n                columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n                ignoreConflict: true,\n              },\n            ),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/dist/interest_rate.test.js

@@ -0,0 +1,24 @@
+import { parseInterestRateServiceMetadataFromSchema } from './interest_rate';
+describe('parseInterestRateServiceMetadataFromSchema', () => {
+    it('parses interest rate service schema', () => {
+        const schema = {
+            type: 'object',
+            required: ['product_id', 'direction', 'time'],
+            properties: {
+                product_id: { type: 'string', pattern: '^BINANCE/' },
+                direction: { const: 'forward' },
+                time: { type: 'number' },
+            },
+        };
+        const meta = parseInterestRateServiceMetadataFromSchema(schema);
+        expect(meta).toEqual({
+            product_id_prefix: 'BINANCE/',
+            direction: 'forward',
+        });
+    });
+    it('throws when schema missing/invalid', () => {
+        expect(() => parseInterestRateServiceMetadataFromSchema(undefined)).toThrow('INTEREST_RATE_SERVICE_SCHEMA_MISSING');
+        expect(() => parseInterestRateServiceMetadataFromSchema({})).toThrow('INTEREST_RATE_SERVICE_SCHEMA_INVALID');
+    });
+});
+//# sourceMappingURL=interest_rate.test.js.map

package/dist/interest_rate.test.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest_rate.test.js","sourceRoot":"","sources":["../src/interest_rate.test.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0CAA0C,EAAE,MAAM,iBAAiB,CAAC;AAE7E,QAAQ,CAAC,4CAA4C,EAAE,GAAG,EAAE;IAC1D,EAAE,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC7C,MAAM,MAAM,GAAG;YACb,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,EAAE,WAAW,EAAE,MAAM,CAAC;YAC7C,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,WAAW,EAAE;gBACpD,SAAS,EAAE,EAAE,KAAK,EAAE,SAAS,EAAE;gBAC/B,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;aACzB;SACF,CAAC;QAEF,MAAM,IAAI,GAAG,0CAA0C,CAAC,MAAM,CAAC,CAAC;QAChE,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC;YACnB,iBAAiB,EAAE,UAAU;YAC7B,SAAS,EAAE,SAAS;SACrB,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC5C,MAAM,CAAC,GAAG,EAAE,CAAC,0CAA0C,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CACzE,sCAAsC,CACvC,CAAC;QACF,MAAM,CAAC,GAAG,EAAE,CAAC,0CAA0C,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAClE,sCAAsC,CACvC,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC","sourcesContent":["import { parseInterestRateServiceMetadataFromSchema } from './interest_rate';\n\ndescribe('parseInterestRateServiceMetadataFromSchema', () => {\n  it('parses interest rate service schema', () => {\n    const schema = {\n      type: 'object',\n      required: ['product_id', 'direction', 'time'],\n      properties: {\n        product_id: { type: 'string', pattern: '^BINANCE/' },\n        direction: { const: 'forward' },\n        time: { type: 'number' },\n      },\n    };\n\n    const meta = parseInterestRateServiceMetadataFromSchema(schema);\n    expect(meta).toEqual({\n      product_id_prefix: 'BINANCE/',\n      direction: 'forward',\n    });\n  });\n\n  it('throws when schema missing/invalid', () => {\n    expect(() => parseInterestRateServiceMetadataFromSchema(undefined)).toThrow(\n      'INTEREST_RATE_SERVICE_SCHEMA_MISSING',\n    );\n    expect(() => parseInterestRateServiceMetadataFromSchema({})).toThrow(\n      'INTEREST_RATE_SERVICE_SCHEMA_INVALID',\n    );\n  });\n});\n"]}

package/dist/ohlc.js

@@ -0,0 +1,153 @@
+import { createValidator } from '@yuants/protocol/lib/schema';
+import { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';
+import { encodePath, formatTime } from '@yuants/utils';
+import { newError } from '../../utils/lib';
+const schemaValidator = createValidator({
+    type: 'object',
+    required: ['type', 'properties'],
+    properties: {
+        type: { type: 'string', const: 'object' },
+        required: { type: 'array', const: ['product_id', 'duration', 'direction', 'time'] },
+        properties: {
+            type: 'object',
+            required: ['product_id', 'duration', 'direction', 'time'],
+            properties: {
+                product_id: {
+                    type: 'object',
+                    required: ['type', 'pattern'],
+                    properties: {
+                        type: { type: 'string', const: 'string' },
+                        pattern: { type: 'string', pattern: '^\\^' },
+                    },
+                },
+                duration: {
+                    type: 'object',
+                    required: ['type', 'enum'],
+                    properties: {
+                        type: { type: 'string', const: 'string' },
+                        enum: { type: 'array', items: { type: 'string' } },
+                    },
+                },
+                direction: {
+                    type: 'object',
+                    required: ['const'],
+                    properties: {
+                        const: { type: 'string', enum: ['backward', 'forward'] },
+                    },
+                },
+                time: {
+                    type: 'object',
+                    required: ['type'],
+                    properties: {
+                        type: { type: 'string', const: 'number' },
+                    },
+                },
+            },
+        },
+    },
+});
+/**
+ * @public
+ */
+export const parseOHLCServiceMetadataFromSchema = (schema) => {
+    if (!schema)
+        throw newError('OHLC_SERVICE_SCHEMA_MISSING', { schema });
+    if (!schemaValidator(schema))
+        throw newError('OHLC_SERVICE_SCHEMA_INVALID', { schema });
+    return {
+        product_id_prefix: schema.properties.product_id.pattern.slice(1),
+        duration_list: schema.properties.duration.enum,
+        direction: schema.properties.direction.const,
+    };
+};
+const OHLC_INSERT_COLUMNS = [
+    'series_id',
+    'created_at',
+    'datasource_id',
+    'product_id',
+    'duration',
+    'closed_at',
+    'open',
+    'high',
+    'low',
+    'close',
+    'volume',
+    'open_interest',
+];
+const computeOHLCPageRange = (items) => {
+    if (items.length === 0)
+        return undefined;
+    let start = items[0];
+    let startMs = Date.parse(start.created_at);
+    let end = items[0];
+    let endMs = Date.parse(end.closed_at) || Date.parse(end.created_at);
+    for (const item of items) {
+        const createdAtMs = Date.parse(item.created_at);
+        if (!isNaN(createdAtMs) && (isNaN(startMs) || createdAtMs < startMs)) {
+            start = item;
+            startMs = createdAtMs;
+        }
+        const closedAtMs = Date.parse(item.closed_at);
+        const candidateEndMs = !isNaN(closedAtMs) ? closedAtMs : createdAtMs;
+        if (!isNaN(candidateEndMs) && (isNaN(endMs) || candidateEndMs > endMs)) {
+            end = item;
+            endMs = candidateEndMs;
+        }
+    }
+    return {
+        start_time: start.created_at,
+        end_time: end.closed_at || end.created_at,
+    };
+};
+/**
+ * @public
+ */
+export const provideOHLCService = (terminal, metadata, fetchPage, serviceOptions) => {
+    return terminal.server.provideService('IngestOHLC', {
+        type: 'object',
+        required: ['product_id', 'duration', 'direction', 'time'],
+        properties: {
+            product_id: { type: 'string', pattern: `^${metadata.product_id_prefix}` },
+            duration: { type: 'string', enum: metadata.duration_list },
+            direction: { const: metadata.direction },
+            time: { type: 'number' },
+        },
+    }, async (msg) => {
+        try {
+            const series_id = encodePath(msg.req.product_id, msg.req.duration);
+            const items = await fetchPage(Object.assign(Object.assign({}, msg.req), { series_id }));
+            console.info(formatTime(Date.now()), 'IngestOHLC', msg.req.product_id, msg.req.duration, 'fetched', items.length, 'bars');
+            const normalized = items.map((x) => {
+                var _a;
+                return (Object.assign(Object.assign({}, x), { series_id, datasource_id: '', product_id: msg.req.product_id, duration: msg.req.duration, open_interest: (_a = x.open_interest) !== null && _a !== void 0 ? _a : '0' }));
+            });
+            if (normalized.length > 0) {
+                await requestSQL(terminal, buildInsertManyIntoTableSQL(normalized, 'ohlc', {
+                    columns: OHLC_INSERT_COLUMNS,
+                    conflictKeys: ['series_id', 'created_at'],
+                }));
+            }
+            const range = computeOHLCPageRange(normalized);
+            if (range) {
+                await requestSQL(terminal, buildInsertManyIntoTableSQL([
+                    {
+                        series_id,
+                        table_name: 'ohlc',
+                        start_time: range.start_time,
+                        end_time: range.end_time,
+                    },
+                ], 'series_data_range', {
+                    columns: ['series_id', 'table_name', 'start_time', 'end_time'],
+                    ignoreConflict: true,
+                }));
+            }
+            return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };
+        }
+        catch (error) {
+            const message = error instanceof Error ? error.message : `${error}`;
+            console.error(formatTime(Date.now()), 'IngestOHLC error:', error);
+            return { res: { code: 1, message } };
+        }
+    }, serviceOptions);
+};
+//# sourceMappingURL=ohlc.js.map

package/dist/ohlc.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../src/ohlc.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAC;AAC9D,OAAO,EAAE,2BAA2B,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACtE,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,QAAQ,EAAE,MAAM,iBAAiB,CAAC;AAwB3C,MAAM,eAAe,GAAG,eAAe,CAAC;IACtC,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,MAAM,EAAE,YAAY,CAAC;IAChC,UAAU,EAAE;QACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,QAAQ,EAAE;QACzC,QAAQ,EAAE,EAAE,IAAI,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC,YAAY,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,CAAC,EAAE;QACnF,UAAU,EAAE;YACV,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,CAAC;YACzD,UAAU,EAAE;gBACV,UAAU,EAAE;oBACV,IAAI,EAAE,QAAQ;oBACd,QAAQ,EAAE,CAAC,MAAM,EAAE,SAAS,CAAC;oBAC7B,UAAU,EAAE;wBACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,QAAQ,EAAE;wBACzC,OAAO,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,MAAM,EAAE;qBAC7C;iBACF;gBACD,QAAQ,EAAE;oBACR,IAAI,EAAE,QAAQ;oBACd,QAAQ,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC;oBAC1B,UAAU,EAAE;wBACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,QAAQ,EAAE;wBACzC,IAAI,EAAE,EAAE,IAAI,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,EAAE;qBACnD;iBACF;gBACD,SAAS,EAAE;oBACT,IAAI,EAAE,QAAQ;oBACd,QAAQ,EAAE,CAAC,OAAO,CAAC;oBACnB,UAAU,EAAE;wBACV,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,UAAU,EAAE,SAAS,CAAC,EAAE;qBACzD;iBACF;gBACD,IAAI,EAAE;oBACJ,IAAI,EAAE,QAAQ;oBACd,QAAQ,EAAE,CAAC,MAAM,CAAC;oBAClB,UAAU,EAAE;wBACV,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,EAAE,QAAQ,EAAE;qBAC1C;iBACF;aACF;SACF;KACF;CACF,CAAC,CAAC;AAEH;;GAEG;AACH,MAAM,CAAC,MAAM,kCAAkC,GAAG,CAAC,MAAW,EAAwB,EAAE;IACtF,IAAI,CAAC,MAAM;QAAE,MAAM,QAAQ,CAAC,6BAA6B,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IACvE,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC;QAAE,MAAM,QAAQ,CAAC,6BAA6B,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IACxF,OAAO;QACL,iBAAiB,EAAE,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAC;QAChE,aAAa,EAAE,MAAM,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI;QAC9C,SAAS,EAAE,MAAM,CAAC,UAAU,CAAC,SAAS,CAAC,KAAK;KAC7C,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,mBAAmB,GAAuB;IAC9C,WAAW;IACX,YAAY;IACZ,eAAe;IACf,YAAY;IACZ,UAAU;IACV,WAAW;IACX,MAAM;IACN,MAAM;IACN,KAAK;IACL,OAAO;IACP,QAAQ;IACR,eAAe;CAChB,CAAC;AAEF,MAAM,oBAAoB,GAAG,CAAC,KAAc,EAAwD,EAAE;IACpG,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,SAAS,CAAC;IAEzC,IAAI,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;IACrB,IAAI,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;IAC3C,IAAI,GAAG,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC;IACnB,IAAI,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAEpE,KAAK,MAAM,IAAI,IAAI,KAAK,EAAE;QACxB,MAAM,WAAW,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC;QAChD,IAAI,CAAC,KAAK,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,WAAW,GAAG,OAAO,CAAC,EAAE;YACpE,KAAK,GAAG,IAAI,CAAC;YACb,OAAO,GAAG,WAAW,CAAC;SACvB;QACD,MAAM,UAAU,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;QAC9C,MAAM,cAAc,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,WAAW,CAAC;QACrE,IAAI,CAAC,KAAK,CAAC,cAAc,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,cAAc,GAAG,KAAK,CAAC,EAAE;YACtE,GAAG,GAAG,IAAI,CAAC;YACX,KAAK,GAAG,cAAc,CAAC;SACxB;KACF;IAED,OAAO;QACL,UAAU,EAAE,KAAK,CAAC,UAAU;QAC5B,QAAQ,EAAE,GAAG,CAAC,SAAS,IAAI,GAAG,CAAC,UAAU;KAC1C,CAAC;AACJ,CAAC,CAAC;AAEF;;GAEG;AACH,MAAM,CAAC,MAAM,kBAAkB,GAAG,CAChC,QAAkB,EAClB,QAA8B,EAC9B,SAAoF,EACpF,cAAgC,EAChC,EAAE;IACF,OAAO,QAAQ,CAAC,MAAM,CAAC,cAAc,CACnC,YAAY,EACZ;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,YAAY,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,CAAC;QACzD,UAAU,EAAE;YACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,IAAI,QAAQ,CAAC,iBAAiB,EAAE,EAAE;YACzE,QAAQ,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,IAAI,EAAE,QAAQ,CAAC,aAAa,EAAE;YAC1D,SAAS,EAAE,EAAE,KAAK,EAAE,QAAQ,CAAC,SAAS,EAAE;YACxC,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SACzB;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,IAAI;YACF,MAAM,SAAS,GAAG,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;YAEnE,MAAM,KAAK,GAAG,MAAM,SAAS,iCAAM,GAAG,CAAC,GAAG,KAAE,SAAS,IAAG,CAAC;YAEzD,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,YAAY,EACZ,GAAG,CAAC,GAAG,CAAC,UAAU,EAClB,GAAG,CAAC,GAAG,CAAC,QAAQ,EAChB,SAAS,EACT,KAAK,CAAC,MAAM,EACZ,MAAM,CACP,CAAC;YAEF,MAAM,UAAU,GAAY,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;;gBAAC,OAAA,iCACxC,CAAC,KACJ,SAAS,EACT,aAAa,EAAE,EAAE,EACjB,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,UAAU,EAC9B,QAAQ,EAAE,GAAG,CAAC,GAAG,CAAC,QAAQ,EAC1B,aAAa,EAAE,MAAA,CAAC,CAAC,aAAa,mCAAI,GAAG,IACrC,CAAA;aAAA,CAAC,CAAC;YAEJ,IAAI,UAAU,CAAC,MAAM,GAAG,CAAC,EAAE;gBACzB,MAAM,UAAU,CACd,QAAQ,EACR,2BAA2B,CAAC,UAAU,EAAE,MAAM,EAAE;oBAC9C,OAAO,EAAE,mBAAmB;oBAC5B,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;iBAC1C,CAAC,CACH,CAAC;aACH;YAED,MAAM,KAAK,GAAG,oBAAoB,CAAC,UAAU,CAAC,CAAC;YAC/C,IAAI,KAAK,EAAE;gBACT,MAAM,UAAU,CACd,QAAQ,EACR,2BAA2B,CACzB;oBACE;wBACE,SAAS;wBACT,UAAU,EAAE,MAAM;wBAClB,UAAU,EAAE,KAAK,CAAC,UAAU;wBAC5B,QAAQ,EAAE,KAAK,CAAC,QAAQ;qBACzB;iBACF,EACD,mBAAmB,EACnB;oBACE,OAAO,EAAE,CAAC,WAAW,EAAE,YAAY,EAAE,YAAY,EAAE,UAAU,CAAC;oBAC9D,cAAc,EAAE,IAAI;iBACrB,CACF,CACF,CAAC;aACH;YAED,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,EAAE,WAAW,EAAE,UAAU,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE,EAAE,CAAC;SAC7F;QAAC,OAAO,KAAK,EAAE;YACd,MAAM,OAAO,GAAG,KAAK,YAAY,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,GAAG,KAAK,EAAE,CAAC;YACpE,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,mBAAmB,EAAE,KAAK,CAAC,CAAC;YAClE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,EAAE,CAAC;SACtC;IACH,CAAC,EACD,cAAc,CACf,CAAC;AACJ,CAAC,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { createValidator } from '@yuants/protocol/lib/schema';\nimport { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { newError } from '../../utils/lib';\nimport { ISeriesIngestResult, SeriesFetchDirection } from './types';\n\n/**\n * OHLC Service Metadata\n * @public\n */\nexport interface IOHLCServiceMetadata {\n  product_id_prefix: string;\n  duration_list: string[];\n  direction: SeriesFetchDirection;\n}\n\n/**\n * OHLC Service Request from VEX to Vendor\n * @public\n */\nexport interface IIngestOHLCRequest {\n  product_id: string;\n  duration: string;\n  direction: SeriesFetchDirection;\n  time: number;\n}\n\nconst schemaValidator = createValidator({\n  type: 'object',\n  required: ['type', 'properties'],\n  properties: {\n    type: { type: 'string', const: 'object' },\n    required: { type: 'array', const: ['product_id', 'duration', 'direction', 'time'] },\n    properties: {\n      type: 'object',\n      required: ['product_id', 'duration', 'direction', 'time'],\n      properties: {\n        product_id: {\n          type: 'object',\n          required: ['type', 'pattern'],\n          properties: {\n            type: { type: 'string', const: 'string' },\n            pattern: { type: 'string', pattern: '^\\\\^' },\n          },\n        },\n        duration: {\n          type: 'object',\n          required: ['type', 'enum'],\n          properties: {\n            type: { type: 'string', const: 'string' },\n            enum: { type: 'array', items: { type: 'string' } },\n          },\n        },\n        direction: {\n          type: 'object',\n          required: ['const'],\n          properties: {\n            const: { type: 'string', enum: ['backward', 'forward'] },\n          },\n        },\n        time: {\n          type: 'object',\n          required: ['type'],\n          properties: {\n            type: { type: 'string', const: 'number' },\n          },\n        },\n      },\n    },\n  },\n});\n\n/**\n * @public\n */\nexport const parseOHLCServiceMetadataFromSchema = (schema: any): IOHLCServiceMetadata => {\n  if (!schema) throw newError('OHLC_SERVICE_SCHEMA_MISSING', { schema });\n  if (!schemaValidator(schema)) throw newError('OHLC_SERVICE_SCHEMA_INVALID', { schema });\n  return {\n    product_id_prefix: schema.properties.product_id.pattern.slice(1),\n    duration_list: schema.properties.duration.enum,\n    direction: schema.properties.direction.const,\n  };\n};\n\nconst OHLC_INSERT_COLUMNS: Array<keyof IOHLC> = [\n  'series_id',\n  'created_at',\n  'datasource_id',\n  'product_id',\n  'duration',\n  'closed_at',\n  'open',\n  'high',\n  'low',\n  'close',\n  'volume',\n  'open_interest',\n];\n\nconst computeOHLCPageRange = (items: IOHLC[]): { start_time: string; end_time: string } | undefined => {\n  if (items.length === 0) return undefined;\n\n  let start = items[0];\n  let startMs = Date.parse(start.created_at);\n  let end = items[0];\n  let endMs = Date.parse(end.closed_at) || Date.parse(end.created_at);\n\n  for (const item of items) {\n    const createdAtMs = Date.parse(item.created_at);\n    if (!isNaN(createdAtMs) && (isNaN(startMs) || createdAtMs < startMs)) {\n      start = item;\n      startMs = createdAtMs;\n    }\n    const closedAtMs = Date.parse(item.closed_at);\n    const candidateEndMs = !isNaN(closedAtMs) ? closedAtMs : createdAtMs;\n    if (!isNaN(candidateEndMs) && (isNaN(endMs) || candidateEndMs > endMs)) {\n      end = item;\n      endMs = candidateEndMs;\n    }\n  }\n\n  return {\n    start_time: start.created_at,\n    end_time: end.closed_at || end.created_at,\n  };\n};\n\n/**\n * @public\n */\nexport const provideOHLCService = (\n  terminal: Terminal,\n  metadata: IOHLCServiceMetadata,\n  fetchPage: (request: IIngestOHLCRequest & { series_id: string }) => Promise<IOHLC[]>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IIngestOHLCRequest, ISeriesIngestResult>(\n    'IngestOHLC',\n    {\n      type: 'object',\n      required: ['product_id', 'duration', 'direction', 'time'],\n      properties: {\n        product_id: { type: 'string', pattern: `^${metadata.product_id_prefix}` },\n        duration: { type: 'string', enum: metadata.duration_list },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodePath(msg.req.product_id, msg.req.duration);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        console.info(\n          formatTime(Date.now()),\n          'IngestOHLC',\n          msg.req.product_id,\n          msg.req.duration,\n          'fetched',\n          items.length,\n          'bars',\n        );\n\n        const normalized: IOHLC[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n          duration: msg.req.duration,\n          open_interest: x.open_interest ?? '0',\n        }));\n\n        if (normalized.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(normalized, 'ohlc', {\n              columns: OHLC_INSERT_COLUMNS,\n              conflictKeys: ['series_id', 'created_at'],\n            }),\n          );\n        }\n\n        const range = computeOHLCPageRange(normalized);\n        if (range) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(\n              [\n                {\n                  series_id,\n                  table_name: 'ohlc',\n                  start_time: range.start_time,\n                  end_time: range.end_time,\n                },\n              ],\n              'series_data_range',\n              {\n                columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n                ignoreConflict: true,\n              },\n            ),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        console.error(formatTime(Date.now()), 'IngestOHLC error:', error);\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/dist/ohlc.test.js

@@ -0,0 +1,26 @@
+import { parseOHLCServiceMetadataFromSchema } from './ohlc';
+describe('parseOHLCServiceMetadataFromSchema', () => {
+    it('parses OHLC service schema', () => {
+        const schema = {
+            type: 'object',
+            required: ['product_id', 'duration', 'direction', 'time'],
+            properties: {
+                product_id: { type: 'string', pattern: '^BINANCE/USDT-FUTURE' },
+                duration: { type: 'string', enum: ['PT1M', 'PT5M'] },
+                direction: { const: 'backward' },
+                time: { type: 'number' },
+            },
+        };
+        const meta = parseOHLCServiceMetadataFromSchema(schema);
+        expect(meta).toEqual({
+            product_id_prefix: 'BINANCE/USDT-FUTURE',
+            duration_list: ['PT1M', 'PT5M'],
+            direction: 'backward',
+        });
+    });
+    it('throws when schema missing/invalid', () => {
+        expect(() => parseOHLCServiceMetadataFromSchema(undefined)).toThrow('OHLC_SERVICE_SCHEMA_MISSING');
+        expect(() => parseOHLCServiceMetadataFromSchema({})).toThrow('OHLC_SERVICE_SCHEMA_INVALID');
+    });
+});
+//# sourceMappingURL=ohlc.test.js.map

package/dist/ohlc.test.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc.test.js","sourceRoot":"","sources":["../src/ohlc.test.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kCAAkC,EAAE,MAAM,QAAQ,CAAC;AAE5D,QAAQ,CAAC,oCAAoC,EAAE,GAAG,EAAE;IAClD,EAAE,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACpC,MAAM,MAAM,GAAG;YACb,IAAI,EAAE,QAAQ;YACd,QAAQ,EAAE,CAAC,YAAY,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,CAAC;YACzD,UAAU,EAAE;gBACV,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,sBAAsB,EAAE;gBAC/D,QAAQ,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE;gBACpD,SAAS,EAAE,EAAE,KAAK,EAAE,UAAU,EAAE;gBAChC,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;aACzB;SACF,CAAC;QAEF,MAAM,IAAI,GAAG,kCAAkC,CAAC,MAAM,CAAC,CAAC;QACxD,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC;YACnB,iBAAiB,EAAE,qBAAqB;YACxC,aAAa,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC;YAC/B,SAAS,EAAE,UAAU;SACtB,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC5C,MAAM,CAAC,GAAG,EAAE,CAAC,kCAAkC,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,6BAA6B,CAAC,CAAC;QACnG,MAAM,CAAC,GAAG,EAAE,CAAC,kCAAkC,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,6BAA6B,CAAC,CAAC;IAC9F,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC","sourcesContent":["import { parseOHLCServiceMetadataFromSchema } from './ohlc';\n\ndescribe('parseOHLCServiceMetadataFromSchema', () => {\n  it('parses OHLC service schema', () => {\n    const schema = {\n      type: 'object',\n      required: ['product_id', 'duration', 'direction', 'time'],\n      properties: {\n        product_id: { type: 'string', pattern: '^BINANCE/USDT-FUTURE' },\n        duration: { type: 'string', enum: ['PT1M', 'PT5M'] },\n        direction: { const: 'backward' },\n        time: { type: 'number' },\n      },\n    };\n\n    const meta = parseOHLCServiceMetadataFromSchema(schema);\n    expect(meta).toEqual({\n      product_id_prefix: 'BINANCE/USDT-FUTURE',\n      duration_list: ['PT1M', 'PT5M'],\n      direction: 'backward',\n    });\n  });\n\n  it('throws when schema missing/invalid', () => {\n    expect(() => parseOHLCServiceMetadataFromSchema(undefined)).toThrow('OHLC_SERVICE_SCHEMA_MISSING');\n    expect(() => parseOHLCServiceMetadataFromSchema({})).toThrow('OHLC_SERVICE_SCHEMA_INVALID');\n  });\n});\n"]}

package/dist/quote.test.js

@@ -0,0 +1,31 @@
+import { parseQuoteServiceMetadataFromSchema } from './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 = 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(() => parseQuoteServiceMetadataFromSchema(undefined)).toThrow('QUOTE_SERVICE_SCHEMA_MISSING');
+        expect(() => parseQuoteServiceMetadataFromSchema({})).toThrow('QUOTE_SERVICE_SCHEMA_INVALID');
+    });
+});
+//# sourceMappingURL=quote.test.js.map

package/dist/quote.test.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.test.js","sourceRoot":"","sources":["../src/quote.test.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,mCAAmC,EAAE,MAAM,SAAS,CAAC;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,mCAAmC,CAAC,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,mCAAmC,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,8BAA8B,CAAC,CAAC;QACrG,MAAM,CAAC,GAAG,EAAE,CAAC,mCAAmC,CAAC,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"]}