npm - @yuants/exchange - Versions diffs - 0.8.16 → 0.8.17 - Mend

@yuants/exchange 0.8.16 → 0.8.17

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/trade_history.js CHANGED Viewed

@@ -1,4 +1,6 @@
+import { encodeTradeHistorySeriesId } from '@yuants/data-trade';
 import { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';
+import { formatTime } from '@yuants/utils';
 const computeInterestRatePageRange = (items) => {
     if (items.length === 0)
         return undefined;
@@ -30,6 +32,7 @@ const TRADE_HISTORY_INSERT_COLUMNS = [
     'fee_currency',
     'pnl',
     'created_at',
+    'origin',
 ];
 /**
  * @public
@@ -58,13 +61,13 @@ export const provideTradeHistoryService = (terminal, metadata, fetchPage, servic
             const range = computeInterestRatePageRange(tradeHistory);
             // Atomic write: data rows + series_data_range in the same statement.
             if (tradeHistory.length > 0 && range) {
-                const writeInterestRate = `${buildInsertManyIntoTableSQL(tradeHistory, 'trade_history', {
+                const writeTradeHistory = `${buildInsertManyIntoTableSQL(tradeHistory, 'trade_history', {
                     columns: TRADE_HISTORY_INSERT_COLUMNS,
                     conflictKeys: ['id', 'account_id'],
                 })} RETURNING 1`;
                 const writeRange = `${buildInsertManyIntoTableSQL([
                     {
-                        series_id: msg.req.account_id,
+                        series_id: encodeTradeHistorySeriesId(msg.req.account_id, msg.req.trade_type),
                         table_name: 'trade_history',
                         start_time: range.start_time,
                         end_time: range.end_time,
@@ -76,7 +79,7 @@ export const provideTradeHistoryService = (terminal, metadata, fetchPage, servic
                 await requestSQL(terminal, `
             WITH
               write_trade_history AS (
-                ${writeInterestRate}
+                ${writeTradeHistory}
               ),
               write_range AS (
                 ${writeRange}
@@ -90,6 +93,32 @@ export const provideTradeHistoryService = (terminal, metadata, fetchPage, servic
                     conflictKeys: ['id', 'account_id'],
                 }));
             }
+            else {
+                if ((metadata.type === 'HTX' ||
+                    metadata.type === 'BITGET' ||
+                    metadata.type === 'ASTER' ||
+                    metadata.type === 'BINANCE') &&
+                    tradeHistory.length === 0) {
+                    if (msg.req.time >= Date.now() - 3600000 * 24 * 88 || msg.req.time === 0) {
+                        msg.req.time = Math.max(msg.req.time, Date.now() - 3600000 * 24 * 88);
+                        await requestSQL(terminal, buildInsertManyIntoTableSQL([
+                            {
+                                series_id: encodeTradeHistorySeriesId(msg.req.account_id, msg.req.trade_type),
+                                table_name: 'trade_history',
+                                start_time: metadata.direction === 'backward'
+                                    ? formatTime(msg.req.time - 48 * 3600000)
+                                    : formatTime(msg.req.time),
+                                end_time: metadata.direction === 'backward'
+                                    ? formatTime(msg.req.time)
+                                    : formatTime(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: tradeHistory.length, range } },
             };

package/dist/trade_history.js.map CHANGED Viewed

	@@ -1 +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"]}
1	+ 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{ IServiceOptions, Terminal } from '@yuants/protocol';\nimport { ITradeHistory, encodeTradeHistorySeriesId } from '@yuants/data-trade';\nimport { ISeriesIngestResult } from './types';\nimport { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';\nimport { formatTime } from '@yuants/utils';\n\ninterface IExchangeCredential {\n type: string;\n payload: any;\n}\n\ninterface IIngestInterestLedgerRequest {\n credential: IExchangeCredential;\n account_id: string;\n time: number;\n trade_type: string;\n}\n\nconst computeInterestRatePageRange = (\n items: ITradeHistory[],\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\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 'origin',\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: `^${metadata.type}` },\n direction: { const: metadata.direction },\n time: { type: 'number' },\n trade_type: { type: 'string', enum: metadata.trade_type },\n credential: {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string', const: metadata.type },\n payload: { type: 'object' },\n },\n },\n },\n },\n async (msg) => {\n try {\n const tradeHistory = await fetchPage({ ...msg.req });\n const range = computeInterestRatePageRange(tradeHistory);\n // Atomic write: data rows + series_data_range in the same statement.\n if (tradeHistory.length > 0 && range) {\n const writeTradeHistory = `${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: encodeTradeHistorySeriesId(msg.req.account_id, msg.req.trade_type),\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 ${writeTradeHistory}\n ),\n write_range AS (\n ${writeRange}\n )\n SELECT 1 as ok;\n `,\n );\n } else if (tradeHistory.length > 0) {\n await requestSQL(\n terminal,\n buildInsertManyIntoTableSQL(tradeHistory, 'trade_history', {\n columns: TRADE_HISTORY_INSERT_COLUMNS,\n conflictKeys: ['id', 'account_id'],\n }),\n );\n } else {\n if (\n (metadata.type === 'HTX' \|\|\n metadata.type === 'BITGET' \|\|\n metadata.type === 'ASTER' \|\|\n metadata.type === 'BINANCE') &&\n tradeHistory.length === 0\n ) {\n if (msg.req.time >= Date.now() - 3600_000 24 * 88 \|\| msg.req.time === 0) {\n msg.req.time = Math.max(msg.req.time, Date.now() - 3600_000 * 24 * 88);\n await requestSQL(\n terminal,\n buildInsertManyIntoTableSQL(\n [\n {\n series_id: encodeTradeHistorySeriesId(msg.req.account_id, msg.req.trade_type),\n table_name: 'trade_history',\n start_time:\n metadata.direction === 'backward'\n ? formatTime(msg.req.time - 48 * 3600_000)\n : formatTime(msg.req.time),\n end_time:\n metadata.direction === 'backward'\n ? formatTime(msg.req.time)\n : formatTime(msg.req.time + 48 * 3600_000),\n },\n ],\n 'series_data_range',\n {\n columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n ignoreConflict: true,\n },\n ),\n );\n }\n }\n }\n\n return {\n res: { code: 0, message: 'OK', data: { wrote_count: tradeHistory.length, range } },\n };\n } catch (error) {\n const message = error instanceof Error ? error.message : `${error}`;\n return { res: { code: 1, message } };\n }\n },\n serviceOptions,\n );\n};\n"]}

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

	@@ -1 +1 @@
1	- {"version":3,"file":"trade_history.d.ts","sourceRoot":"","sources":["../src/trade_history.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC7D,OAAO,EAAE,aAAa,~~EAAE~~,MAAM,oBAAoB,CAAC;~~AAInD~~,UAAU,mBAAmB;IAC3B,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;CACd;AAED,UAAU,4BAA4B;IACpC,UAAU,EAAE,mBAAmB,CAAC;IAChC,UAAU,EAAE,MAAM,CAAC;IACnB,IAAI,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,MAAM,CAAC;CACpB;~~AAwCD~~;;GAEG;AACH,eAAO,MAAM,0BAA0B,GACrC,UAAU,QAAQ,EAClB,UAAU;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,MAAM,EAAE,CAAA;CAAE,EACnE,WAAW,CAAC,OAAO,EAAE,4BAA4B,KAAK,OAAO,CAAC,aAAa,EAAE,CAAC,EAC9E,iBAAiB,eAAe;;~~CAkFjC~~,CAAC"}
1	+ {"version":3,"file":"trade_history.d.ts","sourceRoot":"","sources":["../src/trade_history.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC7D,OAAO,EAAE,aAAa,EAA8B,MAAM,oBAAoB,CAAC;AAK/E,UAAU,mBAAmB;IAC3B,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;CACd;AAED,UAAU,4BAA4B;IACpC,UAAU,EAAE,mBAAmB,CAAC;IAChC,UAAU,EAAE,MAAM,CAAC;IACnB,IAAI,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,MAAM,CAAC;CACpB;AAyCD;;GAEG;AACH,eAAO,MAAM,0BAA0B,GACrC,UAAU,QAAQ,EAClB,UAAU;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,MAAM,EAAE,CAAA;CAAE,EACnE,WAAW,CAAC,OAAO,EAAE,4BAA4B,KAAK,OAAO,CAAC,aAAa,EAAE,CAAC,EAC9E,iBAAiB,eAAe;;CAsHjC,CAAC"}

package/lib/trade_history.js CHANGED Viewed

@@ -1,7 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.provideTradeHistoryService = void 0;
+const data_trade_1 = require("@yuants/data-trade");
 const sql_1 = require("@yuants/sql");
+const utils_1 = require("@yuants/utils");
 const computeInterestRatePageRange = (items) => {
     if (items.length === 0)
         return undefined;
@@ -33,6 +35,7 @@ const TRADE_HISTORY_INSERT_COLUMNS = [
     'fee_currency',
     'pnl',
     'created_at',
+    'origin',
 ];
 /**
  * @public
@@ -61,13 +64,13 @@ const provideTradeHistoryService = (terminal, metadata, fetchPage, serviceOption
             const range = computeInterestRatePageRange(tradeHistory);
             // Atomic write: data rows + series_data_range in the same statement.
             if (tradeHistory.length > 0 && range) {
-                const writeInterestRate = `${(0, sql_1.buildInsertManyIntoTableSQL)(tradeHistory, 'trade_history', {
+                const writeTradeHistory = `${(0, sql_1.buildInsertManyIntoTableSQL)(tradeHistory, 'trade_history', {
                     columns: TRADE_HISTORY_INSERT_COLUMNS,
                     conflictKeys: ['id', 'account_id'],
                 })} RETURNING 1`;
                 const writeRange = `${(0, sql_1.buildInsertManyIntoTableSQL)([
                     {
-                        series_id: msg.req.account_id,
+                        series_id: (0, data_trade_1.encodeTradeHistorySeriesId)(msg.req.account_id, msg.req.trade_type),
                         table_name: 'trade_history',
                         start_time: range.start_time,
                         end_time: range.end_time,
@@ -79,7 +82,7 @@ const provideTradeHistoryService = (terminal, metadata, fetchPage, serviceOption
                 await (0, sql_1.requestSQL)(terminal, `
             WITH
               write_trade_history AS (
-                ${writeInterestRate}
+                ${writeTradeHistory}
               ),
               write_range AS (
                 ${writeRange}
@@ -93,6 +96,32 @@ const provideTradeHistoryService = (terminal, metadata, fetchPage, serviceOption
                     conflictKeys: ['id', 'account_id'],
                 }));
             }
+            else {
+                if ((metadata.type === 'HTX' ||
+                    metadata.type === 'BITGET' ||
+                    metadata.type === 'ASTER' ||
+                    metadata.type === 'BINANCE') &&
+                    tradeHistory.length === 0) {
+                    if (msg.req.time >= Date.now() - 3600000 * 24 * 88 || msg.req.time === 0) {
+                        msg.req.time = Math.max(msg.req.time, Date.now() - 3600000 * 24 * 88);
+                        await (0, sql_1.requestSQL)(terminal, (0, sql_1.buildInsertManyIntoTableSQL)([
+                            {
+                                series_id: (0, data_trade_1.encodeTradeHistorySeriesId)(msg.req.account_id, msg.req.trade_type),
+                                table_name: 'trade_history',
+                                start_time: metadata.direction === 'backward'
+                                    ? (0, utils_1.formatTime)(msg.req.time - 48 * 3600000)
+                                    : (0, utils_1.formatTime)(msg.req.time),
+                                end_time: metadata.direction === 'backward'
+                                    ? (0, utils_1.formatTime)(msg.req.time)
+                                    : (0, utils_1.formatTime)(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: tradeHistory.length, range } },
             };

package/lib/trade_history.js.map CHANGED Viewed

	@@ -1 +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"]}
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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 'origin',\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: `^${metadata.type}` },\n direction: { const: metadata.direction },\n time: { type: 'number' },\n trade_type: { type: 'string', enum: metadata.trade_type },\n credential: {\n type: 'object',\n required: ['type', 'payload'],\n properties: {\n type: { type: 'string', const: metadata.type },\n payload: { type: 'object' },\n },\n },\n },\n },\n async (msg) => {\n try {\n const tradeHistory = await fetchPage({ ...msg.req });\n const range = computeInterestRatePageRange(tradeHistory);\n // Atomic write: data rows + series_data_range in the same statement.\n if (tradeHistory.length > 0 && range) {\n const writeTradeHistory = `${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: encodeTradeHistorySeriesId(msg.req.account_id, msg.req.trade_type),\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 ${writeTradeHistory}\n ),\n write_range AS (\n ${writeRange}\n )\n SELECT 1 as ok;\n `,\n );\n } else if (tradeHistory.length > 0) {\n await requestSQL(\n terminal,\n buildInsertManyIntoTableSQL(tradeHistory, 'trade_history', {\n columns: TRADE_HISTORY_INSERT_COLUMNS,\n conflictKeys: ['id', 'account_id'],\n }),\n );\n } else {\n if (\n (metadata.type === 'HTX' \|\|\n metadata.type === 'BITGET' \|\|\n metadata.type === 'ASTER' \|\|\n metadata.type === 'BINANCE') &&\n tradeHistory.length === 0\n ) {\n if (msg.req.time >= Date.now() - 3600_000 24 * 88 \|\| msg.req.time === 0) {\n msg.req.time = Math.max(msg.req.time, Date.now() - 3600_000 * 24 * 88);\n await requestSQL(\n terminal,\n buildInsertManyIntoTableSQL(\n [\n {\n series_id: encodeTradeHistorySeriesId(msg.req.account_id, msg.req.trade_type),\n table_name: 'trade_history',\n start_time:\n metadata.direction === 'backward'\n ? formatTime(msg.req.time - 48 * 3600_000)\n : formatTime(msg.req.time),\n end_time:\n metadata.direction === 'backward'\n ? formatTime(msg.req.time)\n : formatTime(msg.req.time + 48 * 3600_000),\n },\n ],\n 'series_data_range',\n {\n columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n ignoreConflict: true,\n },\n ),\n );\n }\n }\n }\n\n return {\n res: { code: 0, message: 'OK', data: { wrote_count: tradeHistory.length, range } },\n };\n } catch (error) {\n const message = error instanceof Error ? error.message : `${error}`;\n return { res: { code: 1, message } };\n }\n },\n serviceOptions,\n );\n};\n"]}

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@yuants/exchange",
-  "version": "0.8.16",
+  "version": "0.8.17",
   "main": "lib/index.js",
   "module": "dist/index.js",
   "files": [
@@ -25,16 +25,16 @@
   },
   "dependencies": {
     "rxjs": "~7.5.6",
-    "@yuants/data-account": "0.11.8",
     "@yuants/protocol": "0.54.1",
-    "@yuants/data-trade": "0.1.31",
-    "@yuants/data-product": "0.5.9",
     "@yuants/data-order": "0.7.9",
+    "@yuants/data-trade": "0.1.32",
+    "@yuants/data-product": "0.5.9",
+    "@yuants/data-account": "0.11.8",
     "@yuants/data-quote": "0.4.8",
-    "@yuants/data-interest-rate": "0.2.9",
     "@yuants/data-ohlc": "0.6.4",
-    "@yuants/sql": "0.9.39",
     "@yuants/cache": "0.3.12",
+    "@yuants/sql": "0.9.39",
+    "@yuants/data-interest-rate": "0.2.9",
     "@yuants/utils": "0.19.4"
   },
   "scripts": {