@yuants/exchange 0.8.1 → 0.8.2

package/dist/interest_rate.js

@@ -1,6 +1,6 @@
+import { encodeInterestRateSeriesId } from '@yuants/data-interest-rate';
 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',
@@ -94,7 +94,7 @@ export const provideInterestRateService = (terminal, metadata, fetchPage, servic
         },
     }, async (msg) => {
         try {
-            const series_id = encodePath(msg.req.product_id);
+            const series_id = encodeInterestRateSeriesId(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) {

package/dist/interest_rate.js.map

@@ -1 +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"]}
+{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAiB,MAAM,4BAA4B,CAAC;AAEvF,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAC;AAC9D,OAAO,EAAE,2BAA2B,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACtE,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,0BAA0B,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YAEjE,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 { encodeInterestRateSeriesId, 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 { 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: `^${metadata.product_id_prefix}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodeInterestRateSeriesId(msg.req.product_id);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        const normalized: IInterestRate[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n        }));\n\n        if (normalized.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(normalized, 'interest_rate', {\n              columns: INTEREST_RATE_INSERT_COLUMNS,\n              conflictKeys: ['series_id', 'created_at'],\n            }),\n          );\n        }\n\n        const range = computeInterestRatePageRange(normalized);\n        if (range) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(\n              [\n                {\n                  series_id,\n                  table_name: 'interest_rate',\n                  start_time: range.start_time,\n                  end_time: range.end_time,\n                },\n              ],\n              'series_data_range',\n              {\n                columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n                ignoreConflict: true,\n              },\n            ),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/dist/ohlc.js

@@ -1,6 +1,7 @@
+import { encodeOHLCSeriesId } from '@yuants/data-ohlc';
 import { createValidator } from '@yuants/protocol/lib/schema';
 import { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';
-import { encodePath, formatTime } from '@yuants/utils';
+import { formatTime } from '@yuants/utils';
 import { newError } from '../../utils/lib';
 const schemaValidator = createValidator({
     type: 'object',
@@ -63,9 +64,6 @@ export const parseOHLCServiceMetadataFromSchema = (schema) => {
 const OHLC_INSERT_COLUMNS = [
     'series_id',
     'created_at',
-    'datasource_id',
-    'product_id',
-    'duration',
     'closed_at',
     'open',
     'high',
@@ -114,7 +112,7 @@ export const provideOHLCService = (terminal, metadata, fetchPage, serviceOptions
         },
     }, async (msg) => {
         try {
-            const series_id = encodePath(msg.req.product_id, msg.req.duration);
+            const series_id = encodeOHLCSeriesId(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) => {
@@ -122,7 +120,7 @@ export const provideOHLCService = (terminal, metadata, fetchPage, serviceOptions
                 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', {
+                await requestSQL(terminal, buildInsertManyIntoTableSQL(normalized, 'ohlc_v2', {
                     columns: OHLC_INSERT_COLUMNS,
                     conflictKeys: ['series_id', 'created_at'],
                 }));
@@ -132,7 +130,7 @@ export const provideOHLCService = (terminal, metadata, fetchPage, serviceOptions
                 await requestSQL(terminal, buildInsertManyIntoTableSQL([
                     {
                         series_id,
-                        table_name: 'ohlc',
+                        table_name: 'ohlc_v2',
                         start_time: range.start_time,
                         end_time: range.end_time,
                     },

package/dist/ohlc.js.map

@@ -1 +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"]}
+{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../src/ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAS,MAAM,mBAAmB,CAAC;AAE9D,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;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,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,kBAAkB,CAAC,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;YAE3E,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,SAAS,EAAE;oBACjD,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,SAAS;wBACrB,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 { encodeOHLCSeriesId, 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 { 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  '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 = encodeOHLCSeriesId(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_v2', {\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_v2',\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/lib/interest_rate.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"interest_rate.d.ts","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,4BAA4B,CAAC;AAC3D,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAK7D,OAAO,EAAuB,oBAAoB,EAAE,MAAM,SAAS,CAAC;AAEpE;;;GAGG;AACH,MAAM,WAAW,4BAA4B;IAC3C,iBAAiB,EAAE,MAAM,CAAC;IAC1B,SAAS,EAAE,oBAAoB,CAAC;CACjC;AAED;;;GAGG;AACH,MAAM,WAAW,0BAA0B;IACzC,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,oBAAoB,CAAC;IAChC,IAAI,EAAE,MAAM,CAAC;CACd;AAuCD;;GAEG;AACH,eAAO,MAAM,0CAA0C,WAAY,GAAG,KAAG,4BAOxE,CAAC;AAqCF;;GAEG;AACH,eAAO,MAAM,0BAA0B,aAC3B,QAAQ,YACR,4BAA4B,uBACjB,0BAA0B,GAAG;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,KAAK,QAAQ,aAAa,EAAE,CAAC,mBACnF,eAAe;;CAkEjC,CAAC"}
+{"version":3,"file":"interest_rate.d.ts","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":"AAAA,OAAO,EAA8B,aAAa,EAAE,MAAM,4BAA4B,CAAC;AACvF,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAI7D,OAAO,EAAuB,oBAAoB,EAAE,MAAM,SAAS,CAAC;AAEpE;;;GAGG;AACH,MAAM,WAAW,4BAA4B;IAC3C,iBAAiB,EAAE,MAAM,CAAC;IAC1B,SAAS,EAAE,oBAAoB,CAAC;CACjC;AAED;;;GAGG;AACH,MAAM,WAAW,0BAA0B;IACzC,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,oBAAoB,CAAC;IAChC,IAAI,EAAE,MAAM,CAAC;CACd;AAuCD;;GAEG;AACH,eAAO,MAAM,0CAA0C,WAAY,GAAG,KAAG,4BAOxE,CAAC;AAqCF;;GAEG;AACH,eAAO,MAAM,0BAA0B,aAC3B,QAAQ,YACR,4BAA4B,uBACjB,0BAA0B,GAAG;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,KAAK,QAAQ,aAAa,EAAE,CAAC,mBACnF,eAAe;;CAkEjC,CAAC"}

package/lib/interest_rate.js

@@ -1,9 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.provideInterestRateService = exports.parseInterestRateServiceMetadataFromSchema = void 0;
+const data_interest_rate_1 = require("@yuants/data-interest-rate");
 const schema_1 = require("@yuants/protocol/lib/schema");
 const sql_1 = require("@yuants/sql");
-const utils_1 = require("@yuants/utils");
 const lib_1 = require("../../utils/lib");
 const schemaValidator = (0, schema_1.createValidator)({
     type: 'object',
@@ -98,7 +98,7 @@ const provideInterestRateService = (terminal, metadata, fetchPage, serviceOption
         },
     }, async (msg) => {
         try {
-            const series_id = (0, utils_1.encodePath)(msg.req.product_id);
+            const series_id = (0, data_interest_rate_1.encodeInterestRateSeriesId)(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) {

package/lib/interest_rate.js.map

@@ -1 +1 @@
-{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;AAEA,wDAA8D;AAC9D,qCAAsE;AACtE,yCAA2C;AAC3C,yCAA2C;AAsB3C,MAAM,eAAe,GAAG,IAAA,wBAAe,EAAC;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;AACI,MAAM,0CAA0C,GAAG,CAAC,MAAW,EAAgC,EAAE;IACtG,IAAI,CAAC,MAAM;QAAE,MAAM,IAAA,cAAQ,EAAC,sCAAsC,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IAChF,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC;QAAE,MAAM,IAAA,cAAQ,EAAC,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;AAPW,QAAA,0CAA0C,8CAOrD;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;AACI,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,IAAA,kBAAU,EAAC,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,IAAA,gBAAU,EACd,QAAQ,EACR,IAAA,iCAA2B,EAAC,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,IAAA,gBAAU,EACd,QAAQ,EACR,IAAA,iCAA2B,EACzB;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;AAtEW,QAAA,0BAA0B,8BAsErC","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"]}
+{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;AAAA,mEAAuF;AAEvF,wDAA8D;AAC9D,qCAAsE;AACtE,yCAA2C;AAsB3C,MAAM,eAAe,GAAG,IAAA,wBAAe,EAAC;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;AACI,MAAM,0CAA0C,GAAG,CAAC,MAAW,EAAgC,EAAE;IACtG,IAAI,CAAC,MAAM;QAAE,MAAM,IAAA,cAAQ,EAAC,sCAAsC,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IAChF,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC;QAAE,MAAM,IAAA,cAAQ,EAAC,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;AAPW,QAAA,0CAA0C,8CAOrD;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;AACI,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,IAAA,+CAA0B,EAAC,GAAG,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YAEjE,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,IAAA,gBAAU,EACd,QAAQ,EACR,IAAA,iCAA2B,EAAC,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,IAAA,gBAAU,EACd,QAAQ,EACR,IAAA,iCAA2B,EACzB;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;AAtEW,QAAA,0BAA0B,8BAsErC","sourcesContent":["import { encodeInterestRateSeriesId, 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 { 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: `^${metadata.product_id_prefix}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodeInterestRateSeriesId(msg.req.product_id);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        const normalized: IInterestRate[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n        }));\n\n        if (normalized.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(normalized, 'interest_rate', {\n              columns: INTEREST_RATE_INSERT_COLUMNS,\n              conflictKeys: ['series_id', 'created_at'],\n            }),\n          );\n        }\n\n        const range = computeInterestRatePageRange(normalized);\n        if (range) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(\n              [\n                {\n                  series_id,\n                  table_name: 'interest_rate',\n                  start_time: range.start_time,\n                  end_time: range.end_time,\n                },\n              ],\n              'series_data_range',\n              {\n                columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n                ignoreConflict: true,\n              },\n            ),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/lib/ohlc.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../src/ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,MAAM,mBAAmB,CAAC;AAC1C,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAK7D,OAAO,EAAuB,oBAAoB,EAAE,MAAM,SAAS,CAAC;AAEpE;;;GAGG;AACH,MAAM,WAAW,oBAAoB;IACnC,iBAAiB,EAAE,MAAM,CAAC;IAC1B,aAAa,EAAE,MAAM,EAAE,CAAC;IACxB,SAAS,EAAE,oBAAoB,CAAC;CACjC;AAED;;;GAGG;AACH,MAAM,WAAW,kBAAkB;IACjC,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,oBAAoB,CAAC;IAChC,IAAI,EAAE,MAAM,CAAC;CACd;AA+CD;;GAEG;AACH,eAAO,MAAM,kCAAkC,WAAY,GAAG,KAAG,oBAQhE,CAAC;AA6CF;;GAEG;AACH,eAAO,MAAM,kBAAkB,aACnB,QAAQ,YACR,oBAAoB,uBACT,kBAAkB,GAAG;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,KAAK,QAAQ,KAAK,EAAE,CAAC,mBACnE,eAAe;;CAgFjC,CAAC"}
+{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../src/ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAsB,KAAK,EAAE,MAAM,mBAAmB,CAAC;AAC9D,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAK7D,OAAO,EAAuB,oBAAoB,EAAE,MAAM,SAAS,CAAC;AAEpE;;;GAGG;AACH,MAAM,WAAW,oBAAoB;IACnC,iBAAiB,EAAE,MAAM,CAAC;IAC1B,aAAa,EAAE,MAAM,EAAE,CAAC;IACxB,SAAS,EAAE,oBAAoB,CAAC;CACjC;AAED;;;GAGG;AACH,MAAM,WAAW,kBAAkB;IACjC,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,oBAAoB,CAAC;IAChC,IAAI,EAAE,MAAM,CAAC;CACd;AA+CD;;GAEG;AACH,eAAO,MAAM,kCAAkC,WAAY,GAAG,KAAG,oBAQhE,CAAC;AA0CF;;GAEG;AACH,eAAO,MAAM,kBAAkB,aACnB,QAAQ,YACR,oBAAoB,uBACT,kBAAkB,GAAG;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,KAAK,QAAQ,KAAK,EAAE,CAAC,mBACnE,eAAe;;CAgFjC,CAAC"}

package/lib/ohlc.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.provideOHLCService = exports.parseOHLCServiceMetadataFromSchema = void 0;
+const data_ohlc_1 = require("@yuants/data-ohlc");
 const schema_1 = require("@yuants/protocol/lib/schema");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
@@ -67,9 +68,6 @@ exports.parseOHLCServiceMetadataFromSchema = parseOHLCServiceMetadataFromSchema;
 const OHLC_INSERT_COLUMNS = [
     'series_id',
     'created_at',
-    'datasource_id',
-    'product_id',
-    'duration',
     'closed_at',
     'open',
     'high',
@@ -118,7 +116,7 @@ const provideOHLCService = (terminal, metadata, fetchPage, serviceOptions) => {
         },
     }, async (msg) => {
         try {
-            const series_id = (0, utils_1.encodePath)(msg.req.product_id, msg.req.duration);
+            const series_id = (0, data_ohlc_1.encodeOHLCSeriesId)(msg.req.product_id, msg.req.duration);
             const items = await fetchPage(Object.assign(Object.assign({}, msg.req), { series_id }));
             console.info((0, utils_1.formatTime)(Date.now()), 'IngestOHLC', msg.req.product_id, msg.req.duration, 'fetched', items.length, 'bars');
             const normalized = items.map((x) => {
@@ -126,7 +124,7 @@ const provideOHLCService = (terminal, metadata, fetchPage, serviceOptions) => {
                 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 (0, sql_1.requestSQL)(terminal, (0, sql_1.buildInsertManyIntoTableSQL)(normalized, 'ohlc', {
+                await (0, sql_1.requestSQL)(terminal, (0, sql_1.buildInsertManyIntoTableSQL)(normalized, 'ohlc_v2', {
                     columns: OHLC_INSERT_COLUMNS,
                     conflictKeys: ['series_id', 'created_at'],
                 }));
@@ -136,7 +134,7 @@ const provideOHLCService = (terminal, metadata, fetchPage, serviceOptions) => {
                 await (0, sql_1.requestSQL)(terminal, (0, sql_1.buildInsertManyIntoTableSQL)([
                     {
                         series_id,
-                        table_name: 'ohlc',
+                        table_name: 'ohlc_v2',
                         start_time: range.start_time,
                         end_time: range.end_time,
                     },

package/lib/ohlc.js.map

@@ -1 +1 @@
-{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../src/ohlc.ts"],"names":[],"mappings":";;;AAEA,wDAA8D;AAC9D,qCAAsE;AACtE,yCAAuD;AACvD,yCAA2C;AAwB3C,MAAM,eAAe,GAAG,IAAA,wBAAe,EAAC;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;AACI,MAAM,kCAAkC,GAAG,CAAC,MAAW,EAAwB,EAAE;IACtF,IAAI,CAAC,MAAM;QAAE,MAAM,IAAA,cAAQ,EAAC,6BAA6B,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IACvE,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC;QAAE,MAAM,IAAA,cAAQ,EAAC,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;AARW,QAAA,kCAAkC,sCAQ7C;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;AACI,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,IAAA,kBAAU,EAAC,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,IAAA,kBAAU,EAAC,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,IAAA,gBAAU,EACd,QAAQ,EACR,IAAA,iCAA2B,EAAC,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,IAAA,gBAAU,EACd,QAAQ,EACR,IAAA,iCAA2B,EACzB;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,IAAA,kBAAU,EAAC,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;AApFW,QAAA,kBAAkB,sBAoF7B","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"]}
+{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../src/ohlc.ts"],"names":[],"mappings":";;;AAAA,iDAA8D;AAE9D,wDAA8D;AAC9D,qCAAsE;AACtE,yCAA2C;AAC3C,yCAA2C;AAwB3C,MAAM,eAAe,GAAG,IAAA,wBAAe,EAAC;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;AACI,MAAM,kCAAkC,GAAG,CAAC,MAAW,EAAwB,EAAE;IACtF,IAAI,CAAC,MAAM;QAAE,MAAM,IAAA,cAAQ,EAAC,6BAA6B,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC;IACvE,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC;QAAE,MAAM,IAAA,cAAQ,EAAC,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;AARW,QAAA,kCAAkC,sCAQ7C;AAEF,MAAM,mBAAmB,GAAuB;IAC9C,WAAW;IACX,YAAY;IACZ,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;AACI,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,IAAA,8BAAkB,EAAC,GAAG,CAAC,GAAG,CAAC,UAAU,EAAE,GAAG,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;YAE3E,MAAM,KAAK,GAAG,MAAM,SAAS,iCAAM,GAAG,CAAC,GAAG,KAAE,SAAS,IAAG,CAAC;YAEzD,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,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,IAAA,gBAAU,EACd,QAAQ,EACR,IAAA,iCAA2B,EAAC,UAAU,EAAE,SAAS,EAAE;oBACjD,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,IAAA,gBAAU,EACd,QAAQ,EACR,IAAA,iCAA2B,EACzB;oBACE;wBACE,SAAS;wBACT,UAAU,EAAE,SAAS;wBACrB,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,IAAA,kBAAU,EAAC,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;AApFW,QAAA,kBAAkB,sBAoF7B","sourcesContent":["import { encodeOHLCSeriesId, 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 { 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  '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 = encodeOHLCSeriesId(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_v2', {\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_v2',\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/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/exchange",
-	"version": "0.8.1",
+	"version": "0.8.2",
 	"main": "lib/index.js",
 	"module": "dist/index.js",
 	"files": [
@@ -24,16 +24,16 @@
 		"typescript": "~4.7.4"
 	},
 	"dependencies": {
-		"@yuants/protocol": "0.53.3",
-		"@yuants/data-account": "0.11.0",
-		"@yuants/data-order": "0.7.1",
-		"@yuants/data-product": "0.5.1",
-		"@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",
+		"@yuants/protocol": "0.53.4",
+		"@yuants/data-account": "0.11.1",
+		"@yuants/data-order": "0.7.2",
+		"@yuants/data-product": "0.5.2",
+		"@yuants/data-quote": "0.4.1",
+		"@yuants/data-ohlc": "0.5.0",
+		"@yuants/data-interest-rate": "0.2.0",
+		"@yuants/cache": "0.3.5",
+		"@yuants/sql": "0.9.32",
+		"@yuants/utils": "0.16.0",
 		"rxjs": "~7.5.6"
 	},
 	"scripts": {

package/temp/package-deps.json

@@ -1,31 +1,31 @@
 {
-    "libraries/exchange/CHANGELOG.json": "39f1e7f93fcc64bffdf5d847eded0aac63cb7d1d",
-    "libraries/exchange/CHANGELOG.md": "98e7e849c1adfd6e19c53a5bbde6ee04fa39ee22",
+    "libraries/exchange/CHANGELOG.json": "d23a2f0e51f804d15944ef08ab456cf862c3a736",
+    "libraries/exchange/CHANGELOG.md": "a48ced92014cb6654d2b6193787fcc9eb13727b2",
     "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": "5cbfbfb185ea230234d254b34a778ee25073ac3c",
-    "libraries/exchange/package.json": "1e5a3beb25f3829b2de5cf7f7d6a85f7c5bea857",
+    "libraries/exchange/package.json": "bf104aacb2ce37eb05d145bab66cf2c7bb0ec7e2",
     "libraries/exchange/src/index.ts": "3eb2b464a88063b8730b8d7f671553bfdfc88ce6",
     "libraries/exchange/src/interest_rate.test.ts": "9197fe2ace778d3dd6ef6043926d776abf21ab89",
-    "libraries/exchange/src/interest_rate.ts": "58ca713ccbaccaef478f35149695220f1c97bef5",
+    "libraries/exchange/src/interest_rate.ts": "01c6a61297aac1ae1400be6c7308b575b4fd6492",
     "libraries/exchange/src/ohlc.test.ts": "975b880372c2c608d09944a37e294244bd6e488b",
-    "libraries/exchange/src/ohlc.ts": "7f9a7a80d75b0e1421866e47b47f0cc739bc83f1",
+    "libraries/exchange/src/ohlc.ts": "89e999499c135fb2af0b637ad54fec618935761e",
     "libraries/exchange/src/quote.test.ts": "2d50be70e6a924498719ad4fe940e0b95d0dfa09",
     "libraries/exchange/src/quote.ts": "663393e8f22b1e11f675e05f6d3c19d06862366e",
     "libraries/exchange/src/types.ts": "302d5383c38c053ac2ea8fac028b9d4921f1abe0",
     "libraries/exchange/tsconfig.json": "22f94ca28b507f8ddcc21b9053158eefd3f726a9",
     "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": "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",
+    "libraries/protocol/temp/package-deps.json": "a30b39ceb4cd530ed6bc4e97433f995b026b26d9",
+    "libraries/data-account/temp/package-deps.json": "363f171a8ec4ae558e4b20626b06bc8ae145ce8a",
+    "libraries/data-order/temp/package-deps.json": "daedd350fe85f0564f7739c73689fb09664132de",
+    "libraries/data-product/temp/package-deps.json": "4f525fda6d65677f9fbdcd1b4480970dd6ff9e5b",
+    "libraries/data-quote/temp/package-deps.json": "07e342d9dba4d5f5d89b62c74f079425b560cb1f",
+    "libraries/data-ohlc/temp/package-deps.json": "2115e384567d1b0958c085f455da9bed5a638780",
+    "libraries/data-interest-rate/temp/package-deps.json": "0aa2057c1c5c432be87e97b8df22984bdcab307c",
+    "libraries/cache/temp/package-deps.json": "2e6c6db8f750a2e173a3c4b9a57d22fbd6f9181d",
+    "libraries/sql/temp/package-deps.json": "252d819797cb0a4bbc579075867624b05b19dabb",
+    "libraries/utils/temp/package-deps.json": "7a9e2336d7ad44e827d81e9722767d6cdf99fc1f",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }