@yuants/exchange 0.8.12 → 0.8.13

package/dist/exchange.d.ts

@@ -7,6 +7,7 @@ import { IProduct } from '@yuants/data-product';
 import { IQuote } from '@yuants/data-quote';
 import { IResponse } from '@yuants/protocol';
 import { IServiceOptions } from '@yuants/protocol';
+import { ITradeHistory } from '@yuants/data-trade';
 import { JSONSchema7 } from 'json-schema';
 import { Terminal } from '@yuants/protocol';
 
@@ -130,6 +131,11 @@ declare interface IExchangeCredential {
     payload: any;
 }
 
+declare interface IExchangeCredential_2 {
+    type: string;
+    payload: any;
+}
+
 declare interface IIngestInterestLedgerRequest {
     credential: IExchangeCredential;
     account_id: string;
@@ -137,6 +143,13 @@ declare interface IIngestInterestLedgerRequest {
     ledger_type: string;
 }
 
+declare interface IIngestInterestLedgerRequest_2 {
+    credential: IExchangeCredential_2;
+    account_id: string;
+    time: number;
+    trade_type: string;
+}
+
 /**
  * Interest Rate Service Request from VEX to Vendor
  * @public
@@ -316,6 +329,17 @@ export declare const provideQuoteService: <K extends IQuoteField>(terminal: Term
     dispose: () => void;
 };
 
+/**
+ * @public
+ */
+export declare const provideTradeHistoryService: (terminal: Terminal, metadata: {
+    direction: string;
+    type: string;
+    trade_type: string[];
+}, fetchPage: (request: IIngestInterestLedgerRequest_2) => Promise<ITradeHistory[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+
 /**
  * 历史数据翻页方向
  * @public

package/dist/index.js

@@ -2,6 +2,7 @@ export * from './quote';
 export * from './ohlc';
 export * from './interest_rate';
 export * from './types';
+export * from './trade_history';
 const makeCredentialSchema = (type, payloadSchema) => {
     return {
         type: 'object',

package/dist/index.js.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';\nexport * from './trade_history';\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

@@ -177,7 +177,7 @@ export const provideInterestLedgerService = (terminal, metadata, fetchPage, serv
             if (accountInterestLedgers.length > 0 && range) {
                 const writeInterestRate = `${buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {
                     columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,
-                    conflictKeys: ['id'],
+                    conflictKeys: ['id', 'account_id'],
                 })} RETURNING 1`;
                 const writeRange = `${buildInsertManyIntoTableSQL([
                     {
@@ -204,7 +204,7 @@ export const provideInterestLedgerService = (terminal, metadata, fetchPage, serv
             else if (accountInterestLedgers.length > 0) {
                 await requestSQL(terminal, buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {
                     columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,
-                    conflictKeys: ['id'],
+                    conflictKeys: ['id', 'account_id'],
                 }));
             }
             return {

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 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"]}
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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', 'account_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                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (accountInterestLedgers.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {\n              columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id', 'account_id'],\n            }),\n          );\n        }\n\n        return {\n          res: { code: 0, message: 'OK', data: { wrote_count: accountInterestLedgers.length, range } },\n        };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/dist/trade_history.js

@@ -0,0 +1,103 @@
+import { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';
+const computeInterestRatePageRange = (items) => {
+    if (items.length === 0)
+        return undefined;
+    let start = items[0];
+    let startMs = Date.parse(start.created_at);
+    let end = items[0];
+    let endMs = Date.parse(end.created_at);
+    for (const item of items) {
+        const createdAtMs = Date.parse(item.created_at);
+        if (!isNaN(createdAtMs) && (isNaN(startMs) || createdAtMs < startMs)) {
+            start = item;
+            startMs = createdAtMs;
+        }
+        if (!isNaN(createdAtMs) && (isNaN(endMs) || createdAtMs > endMs)) {
+            end = item;
+            endMs = createdAtMs;
+        }
+    }
+    return { start_time: start.created_at, end_time: end.created_at };
+};
+const TRADE_HISTORY_INSERT_COLUMNS = [
+    'id',
+    'product_id',
+    'account_id',
+    'direction',
+    'size',
+    'price',
+    'fee',
+    'fee_currency',
+    'pnl',
+    'created_at',
+];
+/**
+ * @public
+ */
+export const provideTradeHistoryService = (terminal, metadata, fetchPage, serviceOptions) => {
+    return terminal.server.provideService('IngestTradeHistory', {
+        type: 'object',
+        required: ['account_id', 'direction', 'time', 'credential', 'trade_type'],
+        properties: {
+            account_id: { type: 'string', pattern: `^${metadata.type}` },
+            direction: { const: metadata.direction },
+            time: { type: 'number' },
+            trade_type: { type: 'string', enum: metadata.trade_type },
+            credential: {
+                type: 'object',
+                required: ['type', 'payload'],
+                properties: {
+                    type: { type: 'string', const: metadata.type },
+                    payload: { type: 'object' },
+                },
+            },
+        },
+    }, async (msg) => {
+        try {
+            const tradeHistory = await fetchPage(Object.assign({}, msg.req));
+            const range = computeInterestRatePageRange(tradeHistory);
+            // Atomic write: data rows + series_data_range in the same statement.
+            if (tradeHistory.length > 0 && range) {
+                const writeInterestRate = `${buildInsertManyIntoTableSQL(tradeHistory, 'trade_history', {
+                    columns: TRADE_HISTORY_INSERT_COLUMNS,
+                    conflictKeys: ['id', 'account_id'],
+                })} RETURNING 1`;
+                const writeRange = `${buildInsertManyIntoTableSQL([
+                    {
+                        series_id: msg.req.account_id,
+                        table_name: 'trade_history',
+                        start_time: range.start_time,
+                        end_time: range.end_time,
+                    },
+                ], 'series_data_range', {
+                    columns: ['series_id', 'table_name', 'start_time', 'end_time'],
+                    ignoreConflict: true,
+                })} RETURNING 1`;
+                await requestSQL(terminal, `
+            WITH
+              write_trade_history AS (
+                ${writeInterestRate}
+              ),
+              write_range AS (
+                ${writeRange}
+              )
+            SELECT 1 as ok;
+            `);
+            }
+            else if (tradeHistory.length > 0) {
+                await requestSQL(terminal, buildInsertManyIntoTableSQL(tradeHistory, 'trade_history', {
+                    columns: TRADE_HISTORY_INSERT_COLUMNS,
+                    conflictKeys: ['id', 'account_id'],
+                }));
+            }
+            return {
+                res: { code: 0, message: 'OK', data: { wrote_count: tradeHistory.length, range } },
+            };
+        }
+        catch (error) {
+            const message = error instanceof Error ? error.message : `${error}`;
+            return { res: { code: 1, message } };
+        }
+    }, serviceOptions);
+};
+//# sourceMappingURL=trade_history.js.map

package/dist/trade_history.js.map

@@ -0,0 +1 @@
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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\nconst TRADE_HISTORY_INSERT_COLUMNS: Array<keyof ITradeHistory> = [\n  'id',\n  'product_id',\n  'account_id',\n  'direction',\n  'size',\n  'price',\n  'fee',\n  'fee_currency',\n  'pnl',\n  'created_at',\n];\n\n/**\n * @public\n */\nexport const provideTradeHistoryService = (\n  terminal: Terminal,\n  metadata: { direction: string; type: string; trade_type: string[] },\n  fetchPage: (request: IIngestInterestLedgerRequest) => Promise<ITradeHistory[]>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IIngestInterestLedgerRequest, ISeriesIngestResult>(\n    'IngestTradeHistory',\n    {\n      type: 'object',\n      required: ['account_id', 'direction', 'time', 'credential', 'trade_type'],\n      properties: {\n        account_id: { type: 'string', pattern: `^${metadata.type}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n        trade_type: { type: 'string', enum: metadata.trade_type },\n        credential: {\n          type: 'object',\n          required: ['type', 'payload'],\n          properties: {\n            type: { type: 'string', const: metadata.type },\n            payload: { type: 'object' },\n          },\n        },\n      },\n    },\n    async (msg) => {\n      try {\n        const tradeHistory = await fetchPage({ ...msg.req });\n        const range = computeInterestRatePageRange(tradeHistory);\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (tradeHistory.length > 0 && range) {\n          const writeInterestRate = `${buildInsertManyIntoTableSQL(tradeHistory, 'trade_history', {\n            columns: TRADE_HISTORY_INSERT_COLUMNS,\n            conflictKeys: ['id', 'account_id'],\n          })} RETURNING 1`;\n\n          const writeRange = `${buildInsertManyIntoTableSQL(\n            [\n              {\n                series_id: msg.req.account_id,\n                table_name: 'trade_history',\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_trade_history AS (\n                ${writeInterestRate}\n              ),\n              write_range AS (\n                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (tradeHistory.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(tradeHistory, 'trade_history', {\n              columns: TRADE_HISTORY_INSERT_COLUMNS,\n              conflictKeys: ['id', 'account_id'],\n            }),\n          );\n        }\n\n        return {\n          res: { code: 0, message: 'OK', data: { wrote_count: tradeHistory.length, range } },\n        };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/lib/index.d.ts

@@ -7,6 +7,7 @@ export * from './quote';
 export * from './ohlc';
 export * from './interest_rate';
 export * from './types';
+export * from './trade_history';
 /**
  * Exchange Interface
  *

package/lib/index.d.ts.map

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package/lib/index.js

@@ -19,6 +19,7 @@ __exportStar(require("./quote"), exports);
 __exportStar(require("./ohlc"), exports);
 __exportStar(require("./interest_rate"), exports);
 __exportStar(require("./types"), exports);
+__exportStar(require("./trade_history"), exports);
 const makeCredentialSchema = (type, payloadSchema) => {
     return {
         type: 'object',

package/lib/index.js.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';\nexport * from './trade_history';\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.js

@@ -182,7 +182,7 @@ const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOpti
             if (accountInterestLedgers.length > 0 && range) {
                 const writeInterestRate = `${(0, sql_1.buildInsertManyIntoTableSQL)(accountInterestLedgers, 'account_interest_ledger', {
                     columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,
-                    conflictKeys: ['id'],
+                    conflictKeys: ['id', 'account_id'],
                 })} RETURNING 1`;
                 const writeRange = `${(0, sql_1.buildInsertManyIntoTableSQL)([
                     {
@@ -209,7 +209,7 @@ const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOpti
             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'],
+                    conflictKeys: ['id', 'account_id'],
                 }));
             }
             return {

package/lib/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 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"]}
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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', 'account_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                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (accountInterestLedgers.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {\n              columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id', 'account_id'],\n            }),\n          );\n        }\n\n        return {\n          res: { code: 0, message: 'OK', data: { wrote_count: accountInterestLedgers.length, range } },\n        };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/lib/trade_history.d.ts

@@ -0,0 +1,24 @@
+import { IServiceOptions, Terminal } from '@yuants/protocol';
+import { ITradeHistory } from '@yuants/data-trade';
+interface IExchangeCredential {
+    type: string;
+    payload: any;
+}
+interface IIngestInterestLedgerRequest {
+    credential: IExchangeCredential;
+    account_id: string;
+    time: number;
+    trade_type: string;
+}
+/**
+ * @public
+ */
+export declare const provideTradeHistoryService: (terminal: Terminal, metadata: {
+    direction: string;
+    type: string;
+    trade_type: string[];
+}, fetchPage: (request: IIngestInterestLedgerRequest) => Promise<ITradeHistory[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+export {};
+//# sourceMappingURL=trade_history.d.ts.map

package/lib/trade_history.d.ts.map

@@ -0,0 +1 @@
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