npm - @yuants/exchange - Versions diffs - 0.8.13 → 0.8.15 - Mend

@yuants/exchange 0.8.13 → 0.8.15

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (10) hide show

package/dist/interest_rate.js CHANGED Viewed

@@ -1,4 +1,4 @@
-import { encodeInterestRateSeriesId } from '@yuants/data-interest-rate';
+import { encodeInterestRateSeriesId, encodeInterestLedgerSeriesId, } from '@yuants/data-interest-rate';
 import { createValidator } from '@yuants/protocol/lib/schema';
 import { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';
 import { newError } from '../../utils/lib';
@@ -173,6 +173,9 @@ export const provideInterestLedgerService = (terminal, metadata, fetchPage, serv
         try {
             const accountInterestLedgers = await fetchPage(Object.assign({}, msg.req));
             const range = computeInterestRatePageRange(accountInterestLedgers);
+            if (metadata.type === 'GATE') {
+                console.log({ Where: 'Herex', range, accountInterestLedgers });
+            }
             // Atomic write: data rows + series_data_range in the same statement.
             if (accountInterestLedgers.length > 0 && range) {
                 const writeInterestRate = `${buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {
@@ -181,7 +184,7 @@ export const provideInterestLedgerService = (terminal, metadata, fetchPage, serv
                 })} RETURNING 1`;
                 const writeRange = `${buildInsertManyIntoTableSQL([
                     {
-                        series_id: msg.req.account_id,
+                        series_id: encodeInterestLedgerSeriesId(msg.req.account_id, msg.req.ledger_type),
                         table_name: 'account_interest_ledger',
                         start_time: range.start_time,
                         end_time: range.end_time,
@@ -207,6 +210,25 @@ export const provideInterestLedgerService = (terminal, metadata, fetchPage, serv
                     conflictKeys: ['id', 'account_id'],
                 }));
             }
+            else {
+                if ((metadata.type === 'HTX' ||
+                    metadata.type === 'BITGET' ||
+                    metadata.type === 'ASTER' ||
+                    metadata.type === 'BINANCE') &&
+                    accountInterestLedgers.length === 0) {
+                    await requestSQL(terminal, buildInsertManyIntoTableSQL([
+                        {
+                            series_id: encodeInterestLedgerSeriesId(msg.req.account_id, msg.req.ledger_type),
+                            table_name: 'account_interest_ledger',
+                            start_time: metadata.direction === 'backward' ? msg.req.time - 48 * 3600000 : msg.req.time,
+                            end_time: metadata.direction === 'backward' ? msg.req.time : msg.req.time + 48 * 3600000,
+                        },
+                    ], 'series_data_range', {
+                        columns: ['series_id', 'table_name', 'start_time', 'end_time'],
+                        ignoreConflict: true,
+                    }));
+                }
+            }
             return {
                 res: { code: 0, message: 'OK', data: { wrote_count: accountInterestLedgers.length, range } },
             };

package/dist/interest_rate.js.map CHANGED Viewed

	@@ -1 +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', '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"]}
1	+ 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{\n encodeInterestRateSeriesId,\n IInterestRate,\n IInterestLedger,\n encodeInterestLedgerSeriesId,\n} from '@yuants/data-interest-rate';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { createValidator } from '@yuants/protocol/lib/schema';\nimport { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '../../utils/lib';\nimport { ISeriesIngestResult, SeriesFetchDirection } from './types';\n\n/*\n Interest Rate Service Metadata\n * @public\n /\nexport interface IInterestRateServiceMetadata {\n product_id_prefix: string;\n direction: SeriesFetchDirection;\n}\n\n/\n Interest Rate Service Request from VEX to Vendor\n * @public\n /\nexport interface IIngestInterestRateRequest {\n product_id: string;\n direction: SeriesFetchDirection;\n time: number;\n}\n\nconst schemaValidator = createValidator({\n type: 'object',\n required: ['type', 'properties'],\n properties: {\n type: { type: 'string', const: 'object' },\n required: { type: 'array', const: ['product_id', 'direction', 'time'] },\n properties: {\n type: 'object',\n required: ['product_id', 'direction', 'time'],\n properties: {\n product_id: {\n type: 'object',\n required: ['type', 'pattern'],\n properties: {\n type: { type: 'string', const: 'string' },\n pattern: { type: 'string', pattern: '^\\\\^' },\n },\n },\n direction: {\n type: 'object',\n required: ['const'],\n properties: {\n const: { type: 'string', enum: ['backward', 'forward'] },\n },\n },\n time: {\n type: 'object',\n required: ['type'],\n properties: {\n type: { type: 'string', const: 'number' },\n },\n },\n },\n },\n },\n});\n\n/\n @public\n /\nexport const parseInterestRateServiceMetadataFromSchema = (schema: any): IInterestRateServiceMetadata => {\n if (!schema) throw newError('INTEREST_RATE_SERVICE_SCHEMA_MISSING', { schema });\n if (!schemaValidator(schema)) throw newError('INTEREST_RATE_SERVICE_SCHEMA_INVALID', { schema });\n return {\n product_id_prefix: schema.properties.product_id.pattern.slice(1),\n direction: schema.properties.direction.const,\n };\n};\n\nconst INTEREST_RATE_INSERT_COLUMNS: Array<keyof IInterestRate> = [\n 'series_id',\n 'created_at',\n 'datasource_id',\n 'product_id',\n 'long_rate',\n 'short_rate',\n 'settlement_price',\n];\n\nconst computeInterestRatePageRange = (\n items: (IInterestRate \| 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: `^${metadata.type}` },\n direction: { const: metadata.direction },\n time: { type: 'number' },\n ledger_type: { type: 'string', enum: metadata.ledger_type },\n credential: {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string', const: metadata.type },\n payload: { type: 'object' },\n },\n },\n },\n },\n async (msg) => {\n try {\n const accountInterestLedgers = await fetchPage({ ...msg.req });\n\n const range = computeInterestRatePageRange(accountInterestLedgers);\n if (metadata.type === 'GATE') {\n console.log({ Where: 'Herex', range, accountInterestLedgers });\n }\n // Atomic write: data rows + series_data_range in the same statement.\n if (accountInterestLedgers.length > 0 && range) {\n const writeInterestRate = `${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: encodeInterestLedgerSeriesId(msg.req.account_id, msg.req.ledger_type),\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 ${writeRange}\n )\n SELECT 1 as ok;\n `,\n );\n } else if (accountInterestLedgers.length > 0) {\n await requestSQL(\n terminal,\n buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {\n columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,\n conflictKeys: ['id', 'account_id'],\n }),\n );\n } else {\n if (\n (metadata.type === 'HTX' \|\|\n metadata.type === 'BITGET' \|\|\n metadata.type === 'ASTER' \|\|\n metadata.type === 'BINANCE') &&\n accountInterestLedgers.length === 0\n ) {\n await requestSQL(\n terminal,\n buildInsertManyIntoTableSQL(\n [\n {\n series_id: encodeInterestLedgerSeriesId(msg.req.account_id, msg.req.ledger_type),\n table_name: 'account_interest_ledger',\n start_time:\n metadata.direction === 'backward' ? msg.req.time - 48 3600_000 : msg.req.time,\n end_time: metadata.direction === 'backward' ? msg.req.time : msg.req.time + 48 * 3600_000,\n },\n ],\n 'series_data_range',\n {\n columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n ignoreConflict: true,\n },\n ),\n );\n }\n }\n return {\n res: { code: 0, message: 'OK', data: { wrote_count: accountInterestLedgers.length, range } },\n };\n } catch (error) {\n const message = error instanceof Error ? error.message : `${error}`;\n return { res: { code: 1, message } };\n }\n },\n serviceOptions,\n );\n};\n"]}

package/lib/interest_rate.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/interest_rate.js CHANGED Viewed

@@ -178,6 +178,9 @@ const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOpti
         try {
             const accountInterestLedgers = await fetchPage(Object.assign({}, msg.req));
             const range = computeInterestRatePageRange(accountInterestLedgers);
+            if (metadata.type === 'GATE') {
+                console.log({ Where: 'Herex', range, accountInterestLedgers });
+            }
             // Atomic write: data rows + series_data_range in the same statement.
             if (accountInterestLedgers.length > 0 && range) {
                 const writeInterestRate = `${(0, sql_1.buildInsertManyIntoTableSQL)(accountInterestLedgers, 'account_interest_ledger', {
@@ -186,7 +189,7 @@ const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOpti
                 })} RETURNING 1`;
                 const writeRange = `${(0, sql_1.buildInsertManyIntoTableSQL)([
                     {
-                        series_id: msg.req.account_id,
+                        series_id: (0, data_interest_rate_1.encodeInterestLedgerSeriesId)(msg.req.account_id, msg.req.ledger_type),
                         table_name: 'account_interest_ledger',
                         start_time: range.start_time,
                         end_time: range.end_time,
@@ -212,6 +215,25 @@ const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOpti
                     conflictKeys: ['id', 'account_id'],
                 }));
             }
+            else {
+                if ((metadata.type === 'HTX' ||
+                    metadata.type === 'BITGET' ||
+                    metadata.type === 'ASTER' ||
+                    metadata.type === 'BINANCE') &&
+                    accountInterestLedgers.length === 0) {
+                    await (0, sql_1.requestSQL)(terminal, (0, sql_1.buildInsertManyIntoTableSQL)([
+                        {
+                            series_id: (0, data_interest_rate_1.encodeInterestLedgerSeriesId)(msg.req.account_id, msg.req.ledger_type),
+                            table_name: 'account_interest_ledger',
+                            start_time: metadata.direction === 'backward' ? msg.req.time - 48 * 3600000 : msg.req.time,
+                            end_time: metadata.direction === 'backward' ? msg.req.time : msg.req.time + 48 * 3600000,
+                        },
+                    ], 'series_data_range', {
+                        columns: ['series_id', 'table_name', 'start_time', 'end_time'],
+                        ignoreConflict: true,
+                    }));
+                }
+            }
             return {
                 res: { code: 0, message: 'OK', data: { wrote_count: accountInterestLedgers.length, range } },
             };

package/lib/interest_rate.js.map CHANGED Viewed

	@@ -1 +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', '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"]}
1	+ 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{\n encodeInterestRateSeriesId,\n IInterestRate,\n IInterestLedger,\n encodeInterestLedgerSeriesId,\n} from '@yuants/data-interest-rate';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { createValidator } from '@yuants/protocol/lib/schema';\nimport { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '../../utils/lib';\nimport { ISeriesIngestResult, SeriesFetchDirection } from './types';\n\n/*\n Interest Rate Service Metadata\n * @public\n /\nexport interface IInterestRateServiceMetadata {\n product_id_prefix: string;\n direction: SeriesFetchDirection;\n}\n\n/\n Interest Rate Service Request from VEX to Vendor\n * @public\n /\nexport interface IIngestInterestRateRequest {\n product_id: string;\n direction: SeriesFetchDirection;\n time: number;\n}\n\nconst schemaValidator = createValidator({\n type: 'object',\n required: ['type', 'properties'],\n properties: {\n type: { type: 'string', const: 'object' },\n required: { type: 'array', const: ['product_id', 'direction', 'time'] },\n properties: {\n type: 'object',\n required: ['product_id', 'direction', 'time'],\n properties: {\n product_id: {\n type: 'object',\n required: ['type', 'pattern'],\n properties: {\n type: { type: 'string', const: 'string' },\n pattern: { type: 'string', pattern: '^\\\\^' },\n },\n },\n direction: {\n type: 'object',\n required: ['const'],\n properties: {\n const: { type: 'string', enum: ['backward', 'forward'] },\n },\n },\n time: {\n type: 'object',\n required: ['type'],\n properties: {\n type: { type: 'string', const: 'number' },\n },\n },\n },\n },\n },\n});\n\n/\n @public\n /\nexport const parseInterestRateServiceMetadataFromSchema = (schema: any): IInterestRateServiceMetadata => {\n if (!schema) throw newError('INTEREST_RATE_SERVICE_SCHEMA_MISSING', { schema });\n if (!schemaValidator(schema)) throw newError('INTEREST_RATE_SERVICE_SCHEMA_INVALID', { schema });\n return {\n product_id_prefix: schema.properties.product_id.pattern.slice(1),\n direction: schema.properties.direction.const,\n };\n};\n\nconst INTEREST_RATE_INSERT_COLUMNS: Array<keyof IInterestRate> = [\n 'series_id',\n 'created_at',\n 'datasource_id',\n 'product_id',\n 'long_rate',\n 'short_rate',\n 'settlement_price',\n];\n\nconst computeInterestRatePageRange = (\n items: (IInterestRate \| 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: `^${metadata.type}` },\n direction: { const: metadata.direction },\n time: { type: 'number' },\n ledger_type: { type: 'string', enum: metadata.ledger_type },\n credential: {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string', const: metadata.type },\n payload: { type: 'object' },\n },\n },\n },\n },\n async (msg) => {\n try {\n const accountInterestLedgers = await fetchPage({ ...msg.req });\n\n const range = computeInterestRatePageRange(accountInterestLedgers);\n if (metadata.type === 'GATE') {\n console.log({ Where: 'Herex', range, accountInterestLedgers });\n }\n // Atomic write: data rows + series_data_range in the same statement.\n if (accountInterestLedgers.length > 0 && range) {\n const writeInterestRate = `${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: encodeInterestLedgerSeriesId(msg.req.account_id, msg.req.ledger_type),\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 ${writeRange}\n )\n SELECT 1 as ok;\n `,\n );\n } else if (accountInterestLedgers.length > 0) {\n await requestSQL(\n terminal,\n buildInsertManyIntoTableSQL(accountInterestLedgers, 'account_interest_ledger', {\n columns: ACCOUNT_INTEREST_LEDGER_INSERT_COLUMNS,\n conflictKeys: ['id', 'account_id'],\n }),\n );\n } else {\n if (\n (metadata.type === 'HTX' \|\|\n metadata.type === 'BITGET' \|\|\n metadata.type === 'ASTER' \|\|\n metadata.type === 'BINANCE') &&\n accountInterestLedgers.length === 0\n ) {\n await requestSQL(\n terminal,\n buildInsertManyIntoTableSQL(\n [\n {\n series_id: encodeInterestLedgerSeriesId(msg.req.account_id, msg.req.ledger_type),\n table_name: 'account_interest_ledger',\n start_time:\n metadata.direction === 'backward' ? msg.req.time - 48 3600_000 : msg.req.time,\n end_time: metadata.direction === 'backward' ? msg.req.time : msg.req.time + 48 * 3600_000,\n },\n ],\n 'series_data_range',\n {\n columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n ignoreConflict: true,\n },\n ),\n );\n }\n }\n return {\n res: { code: 0, message: 'OK', data: { wrote_count: accountInterestLedgers.length, range } },\n };\n } catch (error) {\n const message = error instanceof Error ? error.message : `${error}`;\n return { res: { code: 1, message } };\n }\n },\n serviceOptions,\n );\n};\n"]}

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@yuants/exchange",
-  "version": "0.8.13",
+  "version": "0.8.15",
   "main": "lib/index.js",
   "module": "dist/index.js",
   "files": [
@@ -28,14 +28,14 @@
     "@yuants/protocol": "0.54.1",
     "@yuants/data-account": "0.11.8",
     "@yuants/data-trade": "0.1.31",
-    "@yuants/data-product": "0.5.9",
     "@yuants/data-order": "0.7.9",
+    "@yuants/data-product": "0.5.9",
     "@yuants/data-quote": "0.4.8",
     "@yuants/data-ohlc": "0.6.4",
-    "@yuants/data-interest-rate": "0.2.8",
     "@yuants/cache": "0.3.12",
     "@yuants/sql": "0.9.39",
-    "@yuants/utils": "0.19.4"
+    "@yuants/utils": "0.19.4",
+    "@yuants/data-interest-rate": "0.2.9"
   },
   "scripts": {
     "build": "heft test --clean && api-extractor run --local --config ./config/api-extractor.json && yuan-toolkit post-build"