@yuants/exchange 0.8.10 → 0.8.12

package/dist/exchange.d.ts

@@ -282,6 +282,7 @@ export declare const provideExchangeServices: <T>(terminal: Terminal, exchange:
 export declare const provideInterestLedgerService: (terminal: Terminal, metadata: {
     direction: string;
     type: string;
+    ledger_type: string[];
 }, fetchPage: (request: IIngestInterestLedgerRequest) => Promise<IInterestLedger[]>, serviceOptions?: IServiceOptions) => {
     dispose: () => void;
 };
@@ -308,10 +309,10 @@ export declare const provideOHLCService: (terminal: Terminal, metadata: IOHLCSer
  * Provide Quote Service
  * @public
  */
-export declare const provideQuoteService: <K extends IQuoteField>(terminal: Terminal, metadata: IQuoteServiceMetadata<K>, requestFunc: (request: IQuoteServiceRequestByVEX) => Promise<(Pick<IQuote, K> & {
+export declare const provideQuoteService: <K extends IQuoteField>(terminal: Terminal, metadata: IQuoteServiceMetadata<K>, requestFunc: (request: IQuoteServiceRequestByVEX) => Promise<Array<Pick<IQuote, K> & {
     product_id: string;
     updated_at: number;
-})[]>, serviceOptions?: IServiceOptions) => {
+}>>, serviceOptions?: IServiceOptions) => {
     dispose: () => void;
 };
 

package/dist/index.js.map

@@ -1 +1 @@
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{ IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { IProduct } from '@yuants/data-product';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { JSONSchema7 } from 'json-schema';\nexport * from './quote';\nexport * from './ohlc';\nexport * from './interest_rate';\nexport * from './types';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n  /**\n   * Exchange name / type (e.g. 'Binance', 'OKX')\n   */\n  name: string;\n\n  /**\n   * JSON Schema for the credential payload\n   */\n  credentialSchema: JSONSchema7;\n\n  /**\n   * Get credential ID from credential\n   *\n   * @param credential - The credential object\n   */\n  getCredentialId(credential: T): Promise<string>;\n\n  /**\n   * List all products\n   */\n  listProducts(): Promise<IProduct[]>;\n\n  /**\n   * Get all positions\n   *\n   * @param credential - The credential object\n   */\n  getPositions(credential: T): Promise<IPosition[]>;\n\n  /**\n   * Get all orders\n   *\n   * @param credential - The credential object\n   */\n  getOrders(credential: T): Promise<IOrder[]>;\n\n  /**\n   * Get positions by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n  /**\n   * Get orders by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n  /**\n   * Submit an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n  /**\n   * Modify an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n  /**\n   * Cancel an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n  return {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string', const: type },\n      payload: payloadSchema,\n    },\n  };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n  const { name: type, credentialSchema } = exchange;\n\n  // GetCredentialId\n  terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n    'GetCredentialId',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n      },\n    },\n    async (msg) => {\n      const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: credentialId } };\n    },\n  );\n\n  // ListProducts\n  terminal.server.provideService<void, IProduct[]>(\n    'ListProducts',\n    {\n      type: 'object',\n      required: ['type'],\n      properties: {\n        type: { const: exchange.name },\n      },\n    },\n    async () => {\n      const products = await exchange.listProducts();\n      return { res: { code: 0, message: 'OK', data: products } };\n    },\n  );\n\n  // GetPositions\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; product_id?: string },\n    IPosition[]\n  >(\n    'GetPositions',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const positions = await exchange.getPositionsByProductId(\n          msg.req.credential.payload,\n          msg.req.product_id,\n        );\n        return { res: { code: 0, message: 'OK', data: positions } };\n      }\n      const positions = await exchange.getPositions(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: positions } };\n    },\n  );\n\n  // GetOrders\n  terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n    'GetOrders',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n        return { res: { code: 0, message: 'OK', data: orders } };\n      }\n      const orders = await exchange.getOrders(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: orders } };\n    },\n  );\n\n  // SubmitOrder\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; order: IOrder },\n    { order_id: string }\n  >(\n    'SubmitOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK', data: result } };\n    },\n  );\n\n  // ModifyOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'ModifyOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  // CancelOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'CancelOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n  return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n  return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n  return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n  return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n  return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}
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{ IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { IProduct } from '@yuants/data-product';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { JSONSchema7 } from 'json-schema';\nexport * from './quote';\nexport * from './ohlc';\nexport * from './interest_rate';\nexport * from './types';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n  /**\n   * Exchange name / type (e.g. 'Binance', 'OKX')\n   */\n  name: string;\n\n  /**\n   * JSON Schema for the credential payload\n   */\n  credentialSchema: JSONSchema7;\n\n  /**\n   * Get credential ID from credential\n   *\n   * @param credential - The credential object\n   */\n  getCredentialId(credential: T): Promise<string>;\n\n  /**\n   * List all products\n   */\n  listProducts(): Promise<IProduct[]>;\n\n  /**\n   * Get all positions\n   *\n   * @param credential - The credential object\n   */\n  getPositions(credential: T): Promise<IPosition[]>;\n\n  /**\n   * Get all orders\n   *\n   * @param credential - The credential object\n   */\n  getOrders(credential: T): Promise<IOrder[]>;\n\n  /**\n   * Get positions by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n  /**\n   * Get orders by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n  /**\n   * Submit an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n  /**\n   * Modify an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n  /**\n   * Cancel an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n  return {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string', const: type },\n      payload: payloadSchema,\n    },\n  };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n  const { name: type, credentialSchema } = exchange;\n\n  // GetCredentialId\n  terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n    'GetCredentialId',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n      },\n    },\n    async (msg) => {\n      const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: credentialId } };\n    },\n  );\n\n  // ListProducts\n  terminal.server.provideService<void, IProduct[]>(\n    'ListProducts',\n    {\n      type: 'object',\n      required: ['type'],\n      properties: {\n        type: { const: exchange.name },\n      },\n    },\n    async () => {\n      const products = await exchange.listProducts();\n      return { res: { code: 0, message: 'OK', data: products } };\n    },\n  );\n\n  // GetPositions\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; product_id?: string },\n    IPosition[]\n  >(\n    'GetPositions',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const positions = await exchange.getPositionsByProductId(\n          msg.req.credential.payload,\n          msg.req.product_id,\n        );\n        return { res: { code: 0, message: 'OK', data: positions } };\n      }\n      const positions = await exchange.getPositions(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: positions } };\n    },\n  );\n\n  // GetOrders\n  terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n    'GetOrders',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n        return { res: { code: 0, message: 'OK', data: orders } };\n      }\n      const orders = await exchange.getOrders(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: orders } };\n    },\n  );\n\n  // SubmitOrder\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; order: IOrder },\n    { order_id: string }\n  >(\n    'SubmitOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK', data: result } };\n    },\n  );\n\n  // ModifyOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'ModifyOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  // CancelOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'CancelOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n  return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n  return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n  return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n  return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n  return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}

package/dist/interest_rate.js

@@ -140,7 +140,7 @@ export const provideInterestRateService = (terminal, metadata, fetchPage, servic
         }
     }, serviceOptions);
 };
-const INTEREST_RATE_LEDGER_INSERT_COLUMNS = [
+const ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS = [
     'created_at',
     'product_id',
     'account_id',
@@ -159,7 +159,7 @@ export const provideInterestLedgerService = (terminal, metadata, fetchPage, serv
             account_id: { type: 'string', pattern: `^${metadata.type}` },
             direction: { const: metadata.direction },
             time: { type: 'number' },
-            ledger_type: { type: 'string' },
+            ledger_type: { type: 'string', enum: metadata.ledger_type },
             credential: {
                 type: 'object',
                 required: ['type', 'payload'],
@@ -171,18 +171,18 @@ export const provideInterestLedgerService = (terminal, metadata, fetchPage, serv
         },
     }, async (msg) => {
         try {
-            const interestRateLedgers = await fetchPage(Object.assign({}, msg.req));
-            const range = computeInterestRatePageRange(interestRateLedgers);
+            const accountInterestLedgers = await fetchPage(Object.assign({}, msg.req));
+            const range = computeInterestRatePageRange(accountInterestLedgers);
             // Atomic write: data rows + series_data_range in the same statement.
-            if (interestRateLedgers.length > 0 && range) {
-                const writeInterestRate = `${buildInsertManyIntoTableSQL(interestRateLedgers, 'interest_rate_ledger', {
-                    columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,
+            if (accountInterestLedgers.length > 0 && range) {
+                const writeInterestRate = `${buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {
+                    columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,
                     conflictKeys: ['id'],
                 })} RETURNING 1`;
                 const writeRange = `${buildInsertManyIntoTableSQL([
                     {
                         series_id: msg.req.account_id,
-                        table_name: 'interest_rate_ledger',
+                        table_name: 'account_interest_ledger',
                         start_time: range.start_time,
                         end_time: range.end_time,
                     },
@@ -192,7 +192,7 @@ export const provideInterestLedgerService = (terminal, metadata, fetchPage, serv
                 })} RETURNING 1`;
                 await requestSQL(terminal, `
             WITH
-              write_interest_rate_ledger AS (
+              write_account_interest_ledger AS (
                 ${writeInterestRate}
               ),
               write_range AS (
@@ -201,13 +201,15 @@ export const provideInterestLedgerService = (terminal, metadata, fetchPage, serv
             SELECT 1 as ok;
             `);
             }
-            else if (interestRateLedgers.length > 0) {
-                await requestSQL(terminal, buildInsertManyIntoTableSQL(interestRateLedgers, 'interest_rate_ledger', {
-                    columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,
+            else if (accountInterestLedgers.length > 0) {
+                await requestSQL(terminal, buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {
+                    columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,
                     conflictKeys: ['id'],
                 }));
             }
-            return { res: { code: 0, message: 'OK', data: { wrote_count: interestRateLedgers.length, range } } };
+            return {
+                res: { code: 0, message: 'OK', data: { wrote_count: accountInterestLedgers.length, range } },
+            };
         }
         catch (error) {
             const message = error instanceof Error ? error.message : `${error}`;

package/dist/interest_rate.js.map

@@ -1 +1 @@
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{ encodeInterestRateSeriesId, IInterestRate, IInterestLedger } 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';\nimport { IExchange } from '.';\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 | IInterestLedger)[],\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: `^${metadata.product_id_prefix}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodeInterestRateSeriesId(msg.req.product_id);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        const normalized: IInterestRate[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n        }));\n\n        const range = computeInterestRatePageRange(normalized);\n\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (normalized.length > 0 && range) {\n          const writeInterestRate = `${buildInsertManyIntoTableSQL(normalized, 'interest_rate', {\n            columns: INTEREST_RATE_INSERT_COLUMNS,\n            conflictKeys: ['series_id', 'created_at'],\n          })} RETURNING 1`;\n\n          const writeRange = `${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          )} RETURNING 1`;\n\n          await requestSQL(\n            terminal,\n            `\n            WITH\n              write_interest_rate AS (\n                ${writeInterestRate}\n              ),\n              write_range AS (\n                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (normalized.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(normalized, 'interest_rate', {\n              columns: INTEREST_RATE_INSERT_COLUMNS,\n              conflictKeys: ['series_id', 'created_at'],\n            }),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\ninterface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n\ninterface IIngestInterestLedgerRequest {\n  credential: IExchangeCredential;\n  account_id: string;\n  time: number;\n  ledger_type: string;\n}\n\nconst INTEREST_RATE_LEDGER_INSERT_COLUMNS: Array<keyof IInterestLedger> = [\n  'created_at',\n  'product_id',\n  'account_id',\n  'amount',\n  'currency',\n  'id',\n];\n\n/**\n * @public\n */\nexport const provideInterestLedgerService = (\n  terminal: Terminal,\n  metadata: { direction: string; type: string },\n  fetchPage: (request: IIngestInterestLedgerRequest) => Promise<IInterestLedger[]>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IIngestInterestLedgerRequest, ISeriesIngestResult>(\n    'IngestInterestLedger',\n    {\n      type: 'object',\n      required: ['account_id', 'direction', 'time', 'credential', 'ledger_type'],\n      properties: {\n        account_id: { type: 'string', pattern: `^${metadata.type}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n        ledger_type: { type: 'string' },\n        credential: {\n          type: 'object',\n          required: ['type', 'payload'],\n          properties: {\n            type: { type: 'string', const: metadata.type },\n            payload: { type: 'object' },\n          },\n        },\n      },\n    },\n    async (msg) => {\n      try {\n        const interestRateLedgers = await fetchPage({ ...msg.req });\n        const range = computeInterestRatePageRange(interestRateLedgers);\n\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (interestRateLedgers.length > 0 && range) {\n          const writeInterestRate = `${buildInsertManyIntoTableSQL(\n            interestRateLedgers,\n            'interest_rate_ledger',\n            {\n              columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id'],\n            },\n          )} RETURNING 1`;\n\n          const writeRange = `${buildInsertManyIntoTableSQL(\n            [\n              {\n                series_id: msg.req.account_id,\n                table_name: 'interest_rate_ledger',\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          )} RETURNING 1`;\n\n          await requestSQL(\n            terminal,\n            `\n            WITH\n              write_interest_rate_ledger AS (\n                ${writeInterestRate}\n              ),\n              write_range AS (\n                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (interestRateLedgers.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(interestRateLedgers, 'interest_rate_ledger', {\n              columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id'],\n            }),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: interestRateLedgers.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}
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{ encodeInterestRateSeriesId, IInterestRate, IInterestLedger } 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';\nimport { IExchange } from '.';\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 | IInterestLedger)[],\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: `^${metadata.product_id_prefix}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodeInterestRateSeriesId(msg.req.product_id);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        const normalized: IInterestRate[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n        }));\n\n        const range = computeInterestRatePageRange(normalized);\n\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (normalized.length > 0 && range) {\n          const writeInterestRate = `${buildInsertManyIntoTableSQL(normalized, 'interest_rate', {\n            columns: INTEREST_RATE_INSERT_COLUMNS,\n            conflictKeys: ['series_id', 'created_at'],\n          })} RETURNING 1`;\n\n          const writeRange = `${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          )} RETURNING 1`;\n\n          await requestSQL(\n            terminal,\n            `\n            WITH\n              write_interest_rate AS (\n                ${writeInterestRate}\n              ),\n              write_range AS (\n                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (normalized.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(normalized, 'interest_rate', {\n              columns: INTEREST_RATE_INSERT_COLUMNS,\n              conflictKeys: ['series_id', 'created_at'],\n            }),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\ninterface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n\ninterface IIngestInterestLedgerRequest {\n  credential: IExchangeCredential;\n  account_id: string;\n  time: number;\n  ledger_type: string;\n}\n\nconst ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS: Array<keyof IInterestLedger> = [\n  'created_at',\n  'product_id',\n  'account_id',\n  'amount',\n  'currency',\n  'id',\n];\n\n/**\n * @public\n */\nexport const provideInterestLedgerService = (\n  terminal: Terminal,\n  metadata: { direction: string; type: string; ledger_type: string[] },\n  fetchPage: (request: IIngestInterestLedgerRequest) => Promise<IInterestLedger[]>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IIngestInterestLedgerRequest, ISeriesIngestResult>(\n    'IngestInterestLedger',\n    {\n      type: 'object',\n      required: ['account_id', 'direction', 'time', 'credential', 'ledger_type'],\n      properties: {\n        account_id: { type: 'string', pattern: `^${metadata.type}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n        ledger_type: { type: 'string', enum: metadata.ledger_type },\n        credential: {\n          type: 'object',\n          required: ['type', 'payload'],\n          properties: {\n            type: { type: 'string', const: metadata.type },\n            payload: { type: 'object' },\n          },\n        },\n      },\n    },\n    async (msg) => {\n      try {\n        const accountInterestLedgers = await fetchPage({ ...msg.req });\n\n        const range = computeInterestRatePageRange(accountInterestLedgers);\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (accountInterestLedgers.length > 0 && range) {\n          const writeInterestRate = `${buildInsertManyIntoTableSQL(\n            accountInterestLedgers,\n            'account_interest_ledger',\n            {\n              columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id'],\n            },\n          )} RETURNING 1`;\n\n          const writeRange = `${buildInsertManyIntoTableSQL(\n            [\n              {\n                series_id: msg.req.account_id,\n                table_name: 'account_interest_ledger',\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          )} RETURNING 1`;\n\n          await requestSQL(\n            terminal,\n            `\n            WITH\n              write_account_interest_ledger AS (\n                ${writeInterestRate}\n              ),\n              write_range AS (\n                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (accountInterestLedgers.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {\n              columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id'],\n            }),\n          );\n        }\n\n        return {\n          res: { code: 0, message: 'OK', data: { wrote_count: accountInterestLedgers.length, range } },\n        };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/dist/ohlc.js.map

@@ -1 +1 @@
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{ 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, newError } from '@yuants/utils';\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: `^${metadata.product_id_prefix}` },\n        duration: { type: 'string', enum: metadata.duration_list },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodeOHLCSeriesId(msg.req.product_id, msg.req.duration);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        console.info(\n          formatTime(Date.now()),\n          'IngestOHLC',\n          msg.req.product_id,\n          msg.req.duration,\n          'fetched',\n          items.length,\n          'bars',\n        );\n\n        const normalized: IOHLC[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n          duration: msg.req.duration,\n          open_interest: x.open_interest ?? '0',\n        }));\n\n        const range = computeOHLCPageRange(normalized);\n\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (normalized.length > 0 && range) {\n          const writeOHLC = `${buildInsertManyIntoTableSQL(normalized, 'ohlc_v2', {\n            columns: OHLC_INSERT_COLUMNS,\n            conflictKeys: ['series_id', 'created_at'],\n          })} RETURNING 1`;\n\n          const writeRange = `${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          )} RETURNING 1`;\n\n          await requestSQL(\n            terminal,\n            `\n            WITH\n              write_ohlc AS (\n                ${writeOHLC}\n              ),\n              write_range AS (\n                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (normalized.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(normalized, 'ohlc_v2', {\n              columns: OHLC_INSERT_COLUMNS,\n              conflictKeys: ['series_id', 'created_at'],\n            }),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        console.error(formatTime(Date.now()), 'IngestOHLC error:', error);\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}
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{ 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, newError } from '@yuants/utils';\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: `^${metadata.product_id_prefix}` },\n        duration: { type: 'string', enum: metadata.duration_list },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodeOHLCSeriesId(msg.req.product_id, msg.req.duration);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        console.info(\n          formatTime(Date.now()),\n          'IngestOHLC',\n          msg.req.product_id,\n          msg.req.duration,\n          'fetched',\n          items.length,\n          'bars',\n        );\n\n        const normalized: IOHLC[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n          duration: msg.req.duration,\n          open_interest: x.open_interest ?? '0',\n        }));\n\n        const range = computeOHLCPageRange(normalized);\n\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (normalized.length > 0 && range) {\n          const writeOHLC = `${buildInsertManyIntoTableSQL(normalized, 'ohlc_v2', {\n            columns: OHLC_INSERT_COLUMNS,\n            conflictKeys: ['series_id', 'created_at'],\n          })} RETURNING 1`;\n\n          const writeRange = `${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          )} RETURNING 1`;\n\n          await requestSQL(\n            terminal,\n            `\n            WITH\n              write_ohlc AS (\n                ${writeOHLC}\n              ),\n              write_range AS (\n                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (normalized.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(normalized, 'ohlc_v2', {\n              columns: OHLC_INSERT_COLUMNS,\n              conflictKeys: ['series_id', 'created_at'],\n            }),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: normalized.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        console.error(formatTime(Date.now()), 'IngestOHLC error:', error);\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/dist/quote.js.map

@@ -1 +1 @@
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{ IQuote } from '@yuants/data-quote';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { createValidator } from '@yuants/protocol/lib/schema';\nimport { newError } from '../../utils/lib';\nimport { IQuoteField, IQuoteServiceMetadata, IQuoteServiceRequestByVEX, IQuoteUpdateAction } from './types';\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_ids', 'fields'] },\n    properties: {\n      type: 'object',\n      required: ['product_ids', 'fields'],\n      properties: {\n        product_ids: {\n          type: 'object',\n          required: ['type', 'items'],\n          properties: {\n            type: { type: 'string', const: 'array' },\n            maxItems: { type: ['number', 'null'] },\n            items: {\n              type: 'object',\n              required: ['type', 'pattern'],\n              properties: {\n                type: { type: 'string', const: 'string' },\n                pattern: { type: 'string', pattern: '^\\\\^' },\n              },\n            },\n          },\n        },\n        fields: {\n          type: 'object',\n          required: ['type', 'const'],\n          properties: {\n            type: { type: 'string', const: 'array' },\n            const: { type: 'array', items: { type: 'string' } },\n          },\n        },\n      },\n    },\n  },\n});\n\n/**\n * Extract Quote Service Metadata from JSON Schema\n * @public\n */\nexport const parseQuoteServiceMetadataFromSchema = (schema: any): IQuoteServiceMetadata => {\n  if (!schema) throw newError('QUOTE_SERVICE_SCHEMA_MISSING', { schema });\n  if (!schemaValidator(schema)) throw newError('QUOTE_SERVICE_SCHEMA_INVALID', { schema });\n\n  return {\n    product_id_prefix: schema.properties.product_ids.items.pattern.slice(1),\n    fields: schema.properties.fields.const,\n    max_products_per_request: schema.properties.product_ids.maxItems,\n  };\n};\n\n/**\n * Provide Quote Service\n * @public\n */\nexport const provideQuoteService = <K extends IQuoteField>(\n  terminal: Terminal,\n  metadata: IQuoteServiceMetadata<K>,\n  requestFunc: (\n    request: IQuoteServiceRequestByVEX,\n  ) => Promise<Array<Pick<IQuote, K> & { product_id: string; updated_at: number }>>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IQuoteServiceRequestByVEX, IQuoteUpdateAction>(\n    'GetQuotes',\n    {\n      type: 'object',\n      required: ['product_ids', 'fields'],\n      properties: {\n        product_ids: {\n          type: 'array',\n          maxItems: metadata.max_products_per_request,\n          items: { type: 'string', pattern: `^${metadata.product_id_prefix}` },\n        },\n        fields: {\n          type: 'array',\n          const: metadata.fields.sort(),\n        },\n      },\n    },\n    async (msg) => {\n      const data = await requestFunc(msg.req);\n\n      const action: IQuoteUpdateAction = {};\n      for (const quote of data) {\n        const { product_id, updated_at, ...fields } = quote;\n        action[product_id] ??= {};\n        for (const key of Object.keys(fields) as K[]) {\n          const value = (fields as any)[key];\n          if (value !== undefined) {\n            action[product_id][key] = [value, updated_at];\n          }\n        }\n      }\n\n      return { res: { code: 0, message: 'OK', data: action } };\n    },\n    serviceOptions,\n  );\n};\n"]}
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{ IQuote } from '@yuants/data-quote';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { createValidator } from '@yuants/protocol/lib/schema';\nimport { newError } from '../../utils/lib';\nimport { IQuoteField, IQuoteServiceMetadata, IQuoteServiceRequestByVEX, IQuoteUpdateAction } from './types';\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_ids', 'fields'] },\n    properties: {\n      type: 'object',\n      required: ['product_ids', 'fields'],\n      properties: {\n        product_ids: {\n          type: 'object',\n          required: ['type', 'items'],\n          properties: {\n            type: { type: 'string', const: 'array' },\n            maxItems: { type: ['number', 'null'] },\n            items: {\n              type: 'object',\n              required: ['type', 'pattern'],\n              properties: {\n                type: { type: 'string', const: 'string' },\n                pattern: { type: 'string', pattern: '^\\\\^' },\n              },\n            },\n          },\n        },\n        fields: {\n          type: 'object',\n          required: ['type', 'const'],\n          properties: {\n            type: { type: 'string', const: 'array' },\n            const: { type: 'array', items: { type: 'string' } },\n          },\n        },\n      },\n    },\n  },\n});\n\n/**\n * Extract Quote Service Metadata from JSON Schema\n * @public\n */\nexport const parseQuoteServiceMetadataFromSchema = (schema: any): IQuoteServiceMetadata => {\n  if (!schema) throw newError('QUOTE_SERVICE_SCHEMA_MISSING', { schema });\n  if (!schemaValidator(schema)) throw newError('QUOTE_SERVICE_SCHEMA_INVALID', { schema });\n\n  return {\n    product_id_prefix: schema.properties.product_ids.items.pattern.slice(1),\n    fields: schema.properties.fields.const,\n    max_products_per_request: schema.properties.product_ids.maxItems,\n  };\n};\n\n/**\n * Provide Quote Service\n * @public\n */\nexport const provideQuoteService = <K extends IQuoteField>(\n  terminal: Terminal,\n  metadata: IQuoteServiceMetadata<K>,\n  requestFunc: (\n    request: IQuoteServiceRequestByVEX,\n  ) => Promise<Array<Pick<IQuote, K> & { product_id: string; updated_at: number }>>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IQuoteServiceRequestByVEX, IQuoteUpdateAction>(\n    'GetQuotes',\n    {\n      type: 'object',\n      required: ['product_ids', 'fields'],\n      properties: {\n        product_ids: {\n          type: 'array',\n          maxItems: metadata.max_products_per_request,\n          items: { type: 'string', pattern: `^${metadata.product_id_prefix}` },\n        },\n        fields: {\n          type: 'array',\n          const: metadata.fields.sort(),\n        },\n      },\n    },\n    async (msg) => {\n      const data = await requestFunc(msg.req);\n\n      const action: IQuoteUpdateAction = {};\n      for (const quote of data) {\n        const { product_id, updated_at, ...fields } = quote;\n        action[product_id] ??= {};\n        for (const key of Object.keys(fields) as K[]) {\n          const value = (fields as any)[key];\n          if (value !== undefined) {\n            action[product_id][key] = [value, updated_at];\n          }\n        }\n      }\n\n      return { res: { code: 0, message: 'OK', data: action } };\n    },\n    serviceOptions,\n  );\n};\n"]}

package/lib/index.d.ts.map

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{ IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { IProduct } from '@yuants/data-product';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { JSONSchema7 } from 'json-schema';\nexport * from './quote';\nexport * from './ohlc';\nexport * from './interest_rate';\nexport * from './types';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n  /**\n   * Exchange name / type (e.g. 'Binance', 'OKX')\n   */\n  name: string;\n\n  /**\n   * JSON Schema for the credential payload\n   */\n  credentialSchema: JSONSchema7;\n\n  /**\n   * Get credential ID from credential\n   *\n   * @param credential - The credential object\n   */\n  getCredentialId(credential: T): Promise<string>;\n\n  /**\n   * List all products\n   */\n  listProducts(): Promise<IProduct[]>;\n\n  /**\n   * Get all positions\n   *\n   * @param credential - The credential object\n   */\n  getPositions(credential: T): Promise<IPosition[]>;\n\n  /**\n   * Get all orders\n   *\n   * @param credential - The credential object\n   */\n  getOrders(credential: T): Promise<IOrder[]>;\n\n  /**\n   * Get positions by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n  /**\n   * Get orders by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n  /**\n   * Submit an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n  /**\n   * Modify an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n  /**\n   * Cancel an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n  return {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string', const: type },\n      payload: payloadSchema,\n    },\n  };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n  const { name: type, credentialSchema } = exchange;\n\n  // GetCredentialId\n  terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n    'GetCredentialId',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n      },\n    },\n    async (msg) => {\n      const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: credentialId } };\n    },\n  );\n\n  // ListProducts\n  terminal.server.provideService<void, IProduct[]>(\n    'ListProducts',\n    {\n      type: 'object',\n      required: ['type'],\n      properties: {\n        type: { const: exchange.name },\n      },\n    },\n    async () => {\n      const products = await exchange.listProducts();\n      return { res: { code: 0, message: 'OK', data: products } };\n    },\n  );\n\n  // GetPositions\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; product_id?: string },\n    IPosition[]\n  >(\n    'GetPositions',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const positions = await exchange.getPositionsByProductId(\n          msg.req.credential.payload,\n          msg.req.product_id,\n        );\n        return { res: { code: 0, message: 'OK', data: positions } };\n      }\n      const positions = await exchange.getPositions(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: positions } };\n    },\n  );\n\n  // GetOrders\n  terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n    'GetOrders',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n        return { res: { code: 0, message: 'OK', data: orders } };\n      }\n      const orders = await exchange.getOrders(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: orders } };\n    },\n  );\n\n  // SubmitOrder\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; order: IOrder },\n    { order_id: string }\n  >(\n    'SubmitOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK', data: result } };\n    },\n  );\n\n  // ModifyOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'ModifyOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  // CancelOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'CancelOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n  return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n  return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n  return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n  return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n  return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}
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{ IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { IProduct } from '@yuants/data-product';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { JSONSchema7 } from 'json-schema';\nexport * from './quote';\nexport * from './ohlc';\nexport * from './interest_rate';\nexport * from './types';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n  /**\n   * Exchange name / type (e.g. 'Binance', 'OKX')\n   */\n  name: string;\n\n  /**\n   * JSON Schema for the credential payload\n   */\n  credentialSchema: JSONSchema7;\n\n  /**\n   * Get credential ID from credential\n   *\n   * @param credential - The credential object\n   */\n  getCredentialId(credential: T): Promise<string>;\n\n  /**\n   * List all products\n   */\n  listProducts(): Promise<IProduct[]>;\n\n  /**\n   * Get all positions\n   *\n   * @param credential - The credential object\n   */\n  getPositions(credential: T): Promise<IPosition[]>;\n\n  /**\n   * Get all orders\n   *\n   * @param credential - The credential object\n   */\n  getOrders(credential: T): Promise<IOrder[]>;\n\n  /**\n   * Get positions by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n  /**\n   * Get orders by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n  /**\n   * Submit an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n  /**\n   * Modify an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n  /**\n   * Cancel an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n  return {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string', const: type },\n      payload: payloadSchema,\n    },\n  };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n  const { name: type, credentialSchema } = exchange;\n\n  // GetCredentialId\n  terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n    'GetCredentialId',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n      },\n    },\n    async (msg) => {\n      const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: credentialId } };\n    },\n  );\n\n  // ListProducts\n  terminal.server.provideService<void, IProduct[]>(\n    'ListProducts',\n    {\n      type: 'object',\n      required: ['type'],\n      properties: {\n        type: { const: exchange.name },\n      },\n    },\n    async () => {\n      const products = await exchange.listProducts();\n      return { res: { code: 0, message: 'OK', data: products } };\n    },\n  );\n\n  // GetPositions\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; product_id?: string },\n    IPosition[]\n  >(\n    'GetPositions',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const positions = await exchange.getPositionsByProductId(\n          msg.req.credential.payload,\n          msg.req.product_id,\n        );\n        return { res: { code: 0, message: 'OK', data: positions } };\n      }\n      const positions = await exchange.getPositions(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: positions } };\n    },\n  );\n\n  // GetOrders\n  terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n    'GetOrders',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n        return { res: { code: 0, message: 'OK', data: orders } };\n      }\n      const orders = await exchange.getOrders(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: orders } };\n    },\n  );\n\n  // SubmitOrder\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; order: IOrder },\n    { order_id: string }\n  >(\n    'SubmitOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK', data: result } };\n    },\n  );\n\n  // ModifyOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'ModifyOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  // CancelOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'CancelOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n  return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n  return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n  return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n  return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n  return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}

package/lib/interest_rate.d.ts

@@ -46,6 +46,7 @@ interface IIngestInterestLedgerRequest {
 export declare const provideInterestLedgerService: (terminal: Terminal, metadata: {
     direction: string;
     type: string;
+    ledger_type: string[];
 }, fetchPage: (request: IIngestInterestLedgerRequest) => Promise<IInterestLedger[]>, serviceOptions?: IServiceOptions) => {
     dispose: () => void;
 };

package/lib/interest_rate.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"interest_rate.d.ts","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":"AAAA,OAAO,EAA8B,aAAa,EAAE,eAAe,EAAE,MAAM,4BAA4B,CAAC;AACxG,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAI7D,OAAO,EAAuB,oBAAoB,EAAE,MAAM,SAAS,CAAC;AAGpE;;;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,GAAI,QAAQ,GAAG,KAAG,4BAOxE,CAAC;AAqCF;;GAEG;AACH,eAAO,MAAM,0BAA0B,GACrC,UAAU,QAAQ,EAClB,UAAU,4BAA4B,EACtC,WAAW,CAAC,OAAO,EAAE,0BAA0B,GAAG;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,KAAK,OAAO,CAAC,aAAa,EAAE,CAAC,EACpG,iBAAiB,eAAe;;CAkFjC,CAAC;AACF,UAAU,mBAAmB;IAC3B,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;CACd;AAED,UAAU,4BAA4B;IACpC,UAAU,EAAE,mBAAmB,CAAC;IAChC,UAAU,EAAE,MAAM,CAAC;IACnB,IAAI,EAAE,MAAM,CAAC;IACb,WAAW,EAAE,MAAM,CAAC;CACrB;AAWD;;GAEG;AACH,eAAO,MAAM,4BAA4B,GACvC,UAAU,QAAQ,EAClB,UAAU;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,MAAM,CAAC;IAAC,WAAW,EAAE,MAAM,EAAE,CAAA;CAAE,EACpE,WAAW,CAAC,OAAO,EAAE,4BAA4B,KAAK,OAAO,CAAC,eAAe,EAAE,CAAC,EAChF,iBAAiB,eAAe;;CAuFjC,CAAC"}

package/lib/interest_rate.js

@@ -145,7 +145,7 @@ const provideInterestRateService = (terminal, metadata, fetchPage, serviceOption
     }, serviceOptions);
 };
 exports.provideInterestRateService = provideInterestRateService;
-const INTEREST_RATE_LEDGER_INSERT_COLUMNS = [
+const ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS = [
     'created_at',
     'product_id',
     'account_id',
@@ -164,7 +164,7 @@ const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOpti
             account_id: { type: 'string', pattern: `^${metadata.type}` },
             direction: { const: metadata.direction },
             time: { type: 'number' },
-            ledger_type: { type: 'string' },
+            ledger_type: { type: 'string', enum: metadata.ledger_type },
             credential: {
                 type: 'object',
                 required: ['type', 'payload'],
@@ -176,18 +176,18 @@ const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOpti
         },
     }, async (msg) => {
         try {
-            const interestRateLedgers = await fetchPage(Object.assign({}, msg.req));
-            const range = computeInterestRatePageRange(interestRateLedgers);
+            const accountInterestLedgers = await fetchPage(Object.assign({}, msg.req));
+            const range = computeInterestRatePageRange(accountInterestLedgers);
             // Atomic write: data rows + series_data_range in the same statement.
-            if (interestRateLedgers.length > 0 && range) {
-                const writeInterestRate = `${(0, sql_1.buildInsertManyIntoTableSQL)(interestRateLedgers, 'interest_rate_ledger', {
-                    columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,
+            if (accountInterestLedgers.length > 0 && range) {
+                const writeInterestRate = `${(0, sql_1.buildInsertManyIntoTableSQL)(accountInterestLedgers, 'account_interest_ledger', {
+                    columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,
                     conflictKeys: ['id'],
                 })} RETURNING 1`;
                 const writeRange = `${(0, sql_1.buildInsertManyIntoTableSQL)([
                     {
                         series_id: msg.req.account_id,
-                        table_name: 'interest_rate_ledger',
+                        table_name: 'account_interest_ledger',
                         start_time: range.start_time,
                         end_time: range.end_time,
                     },
@@ -197,7 +197,7 @@ const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOpti
                 })} RETURNING 1`;
                 await (0, sql_1.requestSQL)(terminal, `
             WITH
-              write_interest_rate_ledger AS (
+              write_account_interest_ledger AS (
                 ${writeInterestRate}
               ),
               write_range AS (
@@ -206,13 +206,15 @@ const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOpti
             SELECT 1 as ok;
             `);
             }
-            else if (interestRateLedgers.length > 0) {
-                await (0, sql_1.requestSQL)(terminal, (0, sql_1.buildInsertManyIntoTableSQL)(interestRateLedgers, 'interest_rate_ledger', {
-                    columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,
+            else if (accountInterestLedgers.length > 0) {
+                await (0, sql_1.requestSQL)(terminal, (0, sql_1.buildInsertManyIntoTableSQL)(accountInterestLedgers, 'account_interest_ledger', {
+                    columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,
                     conflictKeys: ['id'],
                 }));
             }
-            return { res: { code: 0, message: 'OK', data: { wrote_count: interestRateLedgers.length, range } } };
+            return {
+                res: { code: 0, message: 'OK', data: { wrote_count: accountInterestLedgers.length, range } },
+            };
         }
         catch (error) {
             const message = error instanceof Error ? error.message : `${error}`;