@yuants/exchange 0.8.9 → 0.8.10

package/dist/exchange.d.ts

@@ -1,3 +1,4 @@
+import { IInterestLedger } from '@yuants/data-interest-rate';
 import { IInterestRate } from '@yuants/data-interest-rate';
 import { IOHLC } from '@yuants/data-ohlc';
 import { IOrder } from '@yuants/data-order';
@@ -124,6 +125,18 @@ export declare interface IExchange<T = any> {
     cancelOrder(credential: T, order: IOrder): Promise<void>;
 }
 
+declare interface IExchangeCredential {
+    type: string;
+    payload: any;
+}
+
+declare interface IIngestInterestLedgerRequest {
+    credential: IExchangeCredential;
+    account_id: string;
+    time: number;
+    ledger_type: string;
+}
+
 /**
  * Interest Rate Service Request from VEX to Vendor
  * @public
@@ -263,6 +276,16 @@ export declare const parseQuoteServiceMetadataFromSchema: (schema: any) => IQuot
  */
 export declare const provideExchangeServices: <T>(terminal: Terminal, exchange: IExchange<T>) => void;
 
+/**
+ * @public
+ */
+export declare const provideInterestLedgerService: (terminal: Terminal, metadata: {
+    direction: string;
+    type: string;
+}, fetchPage: (request: IIngestInterestLedgerRequest) => Promise<IInterestLedger[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+
 /**
  * @public
  */

package/dist/interest_rate.js

@@ -140,4 +140,79 @@ export const provideInterestRateService = (terminal, metadata, fetchPage, servic
         }
     }, serviceOptions);
 };
+const INTEREST_RATE_LEDGER_INSERT_COLUMNS = [
+    'created_at',
+    'product_id',
+    'account_id',
+    'amount',
+    'currency',
+    'id',
+];
+/**
+ * @public
+ */
+export const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOptions) => {
+    return terminal.server.provideService('IngestInterestLedger', {
+        type: 'object',
+        required: ['account_id', 'direction', 'time', 'credential', 'ledger_type'],
+        properties: {
+            account_id: { type: 'string', pattern: `^${metadata.type}` },
+            direction: { const: metadata.direction },
+            time: { type: 'number' },
+            ledger_type: { type: 'string' },
+            credential: {
+                type: 'object',
+                required: ['type', 'payload'],
+                properties: {
+                    type: { type: 'string', const: metadata.type },
+                    payload: { type: 'object' },
+                },
+            },
+        },
+    }, async (msg) => {
+        try {
+            const interestRateLedgers = await fetchPage(Object.assign({}, msg.req));
+            const range = computeInterestRatePageRange(interestRateLedgers);
+            // Atomic write: data rows + series_data_range in the same statement.
+            if (interestRateLedgers.length > 0 && range) {
+                const writeInterestRate = `${buildInsertManyIntoTableSQL(interestRateLedgers, 'interest_rate_ledger', {
+                    columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,
+                    conflictKeys: ['id'],
+                })} RETURNING 1`;
+                const writeRange = `${buildInsertManyIntoTableSQL([
+                    {
+                        series_id: msg.req.account_id,
+                        table_name: 'interest_rate_ledger',
+                        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_interest_rate_ledger AS (
+                ${writeInterestRate}
+              ),
+              write_range AS (
+                ${writeRange}
+              )
+            SELECT 1 as ok;
+            `);
+            }
+            else if (interestRateLedgers.length > 0) {
+                await requestSQL(terminal, buildInsertManyIntoTableSQL(interestRateLedgers, 'interest_rate_ledger', {
+                    columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,
+                    conflictKeys: ['id'],
+                }));
+            }
+            return { res: { code: 0, message: 'OK', data: { wrote_count: interestRateLedgers.length, range } } };
+        }
+        catch (error) {
+            const message = error instanceof Error ? error.message : `${error}`;
+            return { res: { code: 1, message } };
+        }
+    }, serviceOptions);
+};
 //# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -1 +1 @@
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{ encodeInterestRateSeriesId, IInterestRate } from '@yuants/data-interest-rate';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { createValidator } from '@yuants/protocol/lib/schema';\nimport { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '../../utils/lib';\nimport { ISeriesIngestResult, SeriesFetchDirection } from './types';\n\n/**\n * Interest Rate Service Metadata\n * @public\n */\nexport interface IInterestRateServiceMetadata {\n  product_id_prefix: string;\n  direction: SeriesFetchDirection;\n}\n\n/**\n * Interest Rate Service Request from VEX to Vendor\n * @public\n */\nexport interface IIngestInterestRateRequest {\n  product_id: string;\n  direction: SeriesFetchDirection;\n  time: number;\n}\n\nconst schemaValidator = createValidator({\n  type: 'object',\n  required: ['type', 'properties'],\n  properties: {\n    type: { type: 'string', const: 'object' },\n    required: { type: 'array', const: ['product_id', 'direction', 'time'] },\n    properties: {\n      type: 'object',\n      required: ['product_id', 'direction', 'time'],\n      properties: {\n        product_id: {\n          type: 'object',\n          required: ['type', 'pattern'],\n          properties: {\n            type: { type: 'string', const: 'string' },\n            pattern: { type: 'string', pattern: '^\\\\^' },\n          },\n        },\n        direction: {\n          type: 'object',\n          required: ['const'],\n          properties: {\n            const: { type: 'string', enum: ['backward', 'forward'] },\n          },\n        },\n        time: {\n          type: 'object',\n          required: ['type'],\n          properties: {\n            type: { type: 'string', const: 'number' },\n          },\n        },\n      },\n    },\n  },\n});\n\n/**\n * @public\n */\nexport const parseInterestRateServiceMetadataFromSchema = (schema: any): IInterestRateServiceMetadata => {\n  if (!schema) throw newError('INTEREST_RATE_SERVICE_SCHEMA_MISSING', { schema });\n  if (!schemaValidator(schema)) throw newError('INTEREST_RATE_SERVICE_SCHEMA_INVALID', { schema });\n  return {\n    product_id_prefix: schema.properties.product_id.pattern.slice(1),\n    direction: schema.properties.direction.const,\n  };\n};\n\nconst INTEREST_RATE_INSERT_COLUMNS: Array<keyof IInterestRate> = [\n  'series_id',\n  'created_at',\n  'datasource_id',\n  'product_id',\n  'long_rate',\n  'short_rate',\n  'settlement_price',\n];\n\nconst computeInterestRatePageRange = (\n  items: IInterestRate[],\n): { start_time: string; end_time: string } | undefined => {\n  if (items.length === 0) return undefined;\n\n  let start = items[0];\n  let startMs = Date.parse(start.created_at);\n  let end = items[0];\n  let endMs = Date.parse(end.created_at);\n\n  for (const item of items) {\n    const createdAtMs = Date.parse(item.created_at);\n    if (!isNaN(createdAtMs) && (isNaN(startMs) || createdAtMs < startMs)) {\n      start = item;\n      startMs = createdAtMs;\n    }\n    if (!isNaN(createdAtMs) && (isNaN(endMs) || createdAtMs > endMs)) {\n      end = item;\n      endMs = createdAtMs;\n    }\n  }\n\n  return { start_time: start.created_at, end_time: end.created_at };\n};\n\n/**\n * @public\n */\nexport const provideInterestRateService = (\n  terminal: Terminal,\n  metadata: IInterestRateServiceMetadata,\n  fetchPage: (request: IIngestInterestRateRequest & { series_id: string }) => Promise<IInterestRate[]>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IIngestInterestRateRequest, ISeriesIngestResult>(\n    'IngestInterestRate',\n    {\n      type: 'object',\n      required: ['product_id', 'direction', 'time'],\n      properties: {\n        product_id: { type: 'string', pattern: `^${metadata.product_id_prefix}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodeInterestRateSeriesId(msg.req.product_id);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        const normalized: IInterestRate[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n        }));\n\n        const range = computeInterestRatePageRange(normalized);\n\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (normalized.length > 0 && range) {\n          const writeInterestRate = `${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};\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 INTEREST_RATE_LEDGER_INSERT_COLUMNS: Array<keyof IInterestLedger> = [\n  'created_at',\n  'product_id',\n  'account_id',\n  'amount',\n  'currency',\n  'id',\n];\n\n/**\n * @public\n */\nexport const provideInterestLedgerService = (\n  terminal: Terminal,\n  metadata: { direction: string; type: string },\n  fetchPage: (request: IIngestInterestLedgerRequest) => Promise<IInterestLedger[]>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IIngestInterestLedgerRequest, ISeriesIngestResult>(\n    'IngestInterestLedger',\n    {\n      type: 'object',\n      required: ['account_id', 'direction', 'time', 'credential', 'ledger_type'],\n      properties: {\n        account_id: { type: 'string', pattern: `^${metadata.type}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n        ledger_type: { type: 'string' },\n        credential: {\n          type: 'object',\n          required: ['type', 'payload'],\n          properties: {\n            type: { type: 'string', const: metadata.type },\n            payload: { type: 'object' },\n          },\n        },\n      },\n    },\n    async (msg) => {\n      try {\n        const interestRateLedgers = await fetchPage({ ...msg.req });\n        const range = computeInterestRatePageRange(interestRateLedgers);\n\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (interestRateLedgers.length > 0 && range) {\n          const writeInterestRate = `${buildInsertManyIntoTableSQL(\n            interestRateLedgers,\n            'interest_rate_ledger',\n            {\n              columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id'],\n            },\n          )} RETURNING 1`;\n\n          const writeRange = `${buildInsertManyIntoTableSQL(\n            [\n              {\n                series_id: msg.req.account_id,\n                table_name: 'interest_rate_ledger',\n                start_time: range.start_time,\n                end_time: range.end_time,\n              },\n            ],\n            'series_data_range',\n            {\n              columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n              ignoreConflict: true,\n            },\n          )} RETURNING 1`;\n\n          await requestSQL(\n            terminal,\n            `\n            WITH\n              write_interest_rate_ledger AS (\n                ${writeInterestRate}\n              ),\n              write_range AS (\n                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (interestRateLedgers.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(interestRateLedgers, 'interest_rate_ledger', {\n              columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id'],\n            }),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: interestRateLedgers.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/lib/interest_rate.d.ts

@@ -1,4 +1,4 @@
-import { IInterestRate } from '@yuants/data-interest-rate';
+import { IInterestRate, IInterestLedger } from '@yuants/data-interest-rate';
 import { IServiceOptions, Terminal } from '@yuants/protocol';
 import { SeriesFetchDirection } from './types';
 /**
@@ -30,4 +30,24 @@ export declare const provideInterestRateService: (terminal: Terminal, metadata:
 }) => Promise<IInterestRate[]>, serviceOptions?: IServiceOptions) => {
     dispose: () => void;
 };
+interface IExchangeCredential {
+    type: string;
+    payload: any;
+}
+interface IIngestInterestLedgerRequest {
+    credential: IExchangeCredential;
+    account_id: string;
+    time: number;
+    ledger_type: string;
+}
+/**
+ * @public
+ */
+export declare const provideInterestLedgerService: (terminal: Terminal, metadata: {
+    direction: string;
+    type: string;
+}, fetchPage: (request: IIngestInterestLedgerRequest) => Promise<IInterestLedger[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+export {};
 //# sourceMappingURL=interest_rate.d.ts.map

package/lib/interest_rate.d.ts.map

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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.provideInterestRateService = exports.parseInterestRateServiceMetadataFromSchema = void 0;
+exports.provideInterestLedgerService = exports.provideInterestRateService = exports.parseInterestRateServiceMetadataFromSchema = void 0;
 const data_interest_rate_1 = require("@yuants/data-interest-rate");
 const schema_1 = require("@yuants/protocol/lib/schema");
 const sql_1 = require("@yuants/sql");
@@ -145,4 +145,80 @@ const provideInterestRateService = (terminal, metadata, fetchPage, serviceOption
     }, serviceOptions);
 };
 exports.provideInterestRateService = provideInterestRateService;
+const INTEREST_RATE_LEDGER_INSERT_COLUMNS = [
+    'created_at',
+    'product_id',
+    'account_id',
+    'amount',
+    'currency',
+    'id',
+];
+/**
+ * @public
+ */
+const provideInterestLedgerService = (terminal, metadata, fetchPage, serviceOptions) => {
+    return terminal.server.provideService('IngestInterestLedger', {
+        type: 'object',
+        required: ['account_id', 'direction', 'time', 'credential', 'ledger_type'],
+        properties: {
+            account_id: { type: 'string', pattern: `^${metadata.type}` },
+            direction: { const: metadata.direction },
+            time: { type: 'number' },
+            ledger_type: { type: 'string' },
+            credential: {
+                type: 'object',
+                required: ['type', 'payload'],
+                properties: {
+                    type: { type: 'string', const: metadata.type },
+                    payload: { type: 'object' },
+                },
+            },
+        },
+    }, async (msg) => {
+        try {
+            const interestRateLedgers = await fetchPage(Object.assign({}, msg.req));
+            const range = computeInterestRatePageRange(interestRateLedgers);
+            // Atomic write: data rows + series_data_range in the same statement.
+            if (interestRateLedgers.length > 0 && range) {
+                const writeInterestRate = `${(0, sql_1.buildInsertManyIntoTableSQL)(interestRateLedgers, 'interest_rate_ledger', {
+                    columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,
+                    conflictKeys: ['id'],
+                })} RETURNING 1`;
+                const writeRange = `${(0, sql_1.buildInsertManyIntoTableSQL)([
+                    {
+                        series_id: msg.req.account_id,
+                        table_name: 'interest_rate_ledger',
+                        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 (0, sql_1.requestSQL)(terminal, `
+            WITH
+              write_interest_rate_ledger AS (
+                ${writeInterestRate}
+              ),
+              write_range AS (
+                ${writeRange}
+              )
+            SELECT 1 as ok;
+            `);
+            }
+            else if (interestRateLedgers.length > 0) {
+                await (0, sql_1.requestSQL)(terminal, (0, sql_1.buildInsertManyIntoTableSQL)(interestRateLedgers, 'interest_rate_ledger', {
+                    columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,
+                    conflictKeys: ['id'],
+                }));
+            }
+            return { res: { code: 0, message: 'OK', data: { wrote_count: interestRateLedgers.length, range } } };
+        }
+        catch (error) {
+            const message = error instanceof Error ? error.message : `${error}`;
+            return { res: { code: 1, message } };
+        }
+    }, serviceOptions);
+};
+exports.provideInterestLedgerService = provideInterestLedgerService;
 //# sourceMappingURL=interest_rate.js.map

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{ encodeInterestRateSeriesId, IInterestRate } from '@yuants/data-interest-rate';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { createValidator } from '@yuants/protocol/lib/schema';\nimport { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '../../utils/lib';\nimport { ISeriesIngestResult, SeriesFetchDirection } from './types';\n\n/**\n * Interest Rate Service Metadata\n * @public\n */\nexport interface IInterestRateServiceMetadata {\n  product_id_prefix: string;\n  direction: SeriesFetchDirection;\n}\n\n/**\n * Interest Rate Service Request from VEX to Vendor\n * @public\n */\nexport interface IIngestInterestRateRequest {\n  product_id: string;\n  direction: SeriesFetchDirection;\n  time: number;\n}\n\nconst schemaValidator = createValidator({\n  type: 'object',\n  required: ['type', 'properties'],\n  properties: {\n    type: { type: 'string', const: 'object' },\n    required: { type: 'array', const: ['product_id', 'direction', 'time'] },\n    properties: {\n      type: 'object',\n      required: ['product_id', 'direction', 'time'],\n      properties: {\n        product_id: {\n          type: 'object',\n          required: ['type', 'pattern'],\n          properties: {\n            type: { type: 'string', const: 'string' },\n            pattern: { type: 'string', pattern: '^\\\\^' },\n          },\n        },\n        direction: {\n          type: 'object',\n          required: ['const'],\n          properties: {\n            const: { type: 'string', enum: ['backward', 'forward'] },\n          },\n        },\n        time: {\n          type: 'object',\n          required: ['type'],\n          properties: {\n            type: { type: 'string', const: 'number' },\n          },\n        },\n      },\n    },\n  },\n});\n\n/**\n * @public\n */\nexport const parseInterestRateServiceMetadataFromSchema = (schema: any): IInterestRateServiceMetadata => {\n  if (!schema) throw newError('INTEREST_RATE_SERVICE_SCHEMA_MISSING', { schema });\n  if (!schemaValidator(schema)) throw newError('INTEREST_RATE_SERVICE_SCHEMA_INVALID', { schema });\n  return {\n    product_id_prefix: schema.properties.product_id.pattern.slice(1),\n    direction: schema.properties.direction.const,\n  };\n};\n\nconst INTEREST_RATE_INSERT_COLUMNS: Array<keyof IInterestRate> = [\n  'series_id',\n  'created_at',\n  'datasource_id',\n  'product_id',\n  'long_rate',\n  'short_rate',\n  'settlement_price',\n];\n\nconst computeInterestRatePageRange = (\n  items: IInterestRate[],\n): { start_time: string; end_time: string } | undefined => {\n  if (items.length === 0) return undefined;\n\n  let start = items[0];\n  let startMs = Date.parse(start.created_at);\n  let end = items[0];\n  let endMs = Date.parse(end.created_at);\n\n  for (const item of items) {\n    const createdAtMs = Date.parse(item.created_at);\n    if (!isNaN(createdAtMs) && (isNaN(startMs) || createdAtMs < startMs)) {\n      start = item;\n      startMs = createdAtMs;\n    }\n    if (!isNaN(createdAtMs) && (isNaN(endMs) || createdAtMs > endMs)) {\n      end = item;\n      endMs = createdAtMs;\n    }\n  }\n\n  return { start_time: start.created_at, end_time: end.created_at };\n};\n\n/**\n * @public\n */\nexport const provideInterestRateService = (\n  terminal: Terminal,\n  metadata: IInterestRateServiceMetadata,\n  fetchPage: (request: IIngestInterestRateRequest & { series_id: string }) => Promise<IInterestRate[]>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IIngestInterestRateRequest, ISeriesIngestResult>(\n    'IngestInterestRate',\n    {\n      type: 'object',\n      required: ['product_id', 'direction', 'time'],\n      properties: {\n        product_id: { type: 'string', pattern: `^${metadata.product_id_prefix}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n      },\n    },\n    async (msg) => {\n      try {\n        const series_id = encodeInterestRateSeriesId(msg.req.product_id);\n\n        const items = await fetchPage({ ...msg.req, series_id });\n\n        const normalized: IInterestRate[] = items.map((x) => ({\n          ...x,\n          series_id,\n          datasource_id: '',\n          product_id: msg.req.product_id,\n        }));\n\n        const range = computeInterestRatePageRange(normalized);\n\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (normalized.length > 0 && range) {\n          const writeInterestRate = `${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};\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 INTEREST_RATE_LEDGER_INSERT_COLUMNS: Array<keyof IInterestLedger> = [\n  'created_at',\n  'product_id',\n  'account_id',\n  'amount',\n  'currency',\n  'id',\n];\n\n/**\n * @public\n */\nexport const provideInterestLedgerService = (\n  terminal: Terminal,\n  metadata: { direction: string; type: string },\n  fetchPage: (request: IIngestInterestLedgerRequest) => Promise<IInterestLedger[]>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IIngestInterestLedgerRequest, ISeriesIngestResult>(\n    'IngestInterestLedger',\n    {\n      type: 'object',\n      required: ['account_id', 'direction', 'time', 'credential', 'ledger_type'],\n      properties: {\n        account_id: { type: 'string', pattern: `^${metadata.type}` },\n        direction: { const: metadata.direction },\n        time: { type: 'number' },\n        ledger_type: { type: 'string' },\n        credential: {\n          type: 'object',\n          required: ['type', 'payload'],\n          properties: {\n            type: { type: 'string', const: metadata.type },\n            payload: { type: 'object' },\n          },\n        },\n      },\n    },\n    async (msg) => {\n      try {\n        const interestRateLedgers = await fetchPage({ ...msg.req });\n        const range = computeInterestRatePageRange(interestRateLedgers);\n\n        // Atomic write: data rows + series_data_range in the same statement.\n        if (interestRateLedgers.length > 0 && range) {\n          const writeInterestRate = `${buildInsertManyIntoTableSQL(\n            interestRateLedgers,\n            'interest_rate_ledger',\n            {\n              columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id'],\n            },\n          )} RETURNING 1`;\n\n          const writeRange = `${buildInsertManyIntoTableSQL(\n            [\n              {\n                series_id: msg.req.account_id,\n                table_name: 'interest_rate_ledger',\n                start_time: range.start_time,\n                end_time: range.end_time,\n              },\n            ],\n            'series_data_range',\n            {\n              columns: ['series_id', 'table_name', 'start_time', 'end_time'],\n              ignoreConflict: true,\n            },\n          )} RETURNING 1`;\n\n          await requestSQL(\n            terminal,\n            `\n            WITH\n              write_interest_rate_ledger AS (\n                ${writeInterestRate}\n              ),\n              write_range AS (\n                ${writeRange}\n              )\n            SELECT 1 as ok;\n            `,\n          );\n        } else if (interestRateLedgers.length > 0) {\n          await requestSQL(\n            terminal,\n            buildInsertManyIntoTableSQL(interestRateLedgers, 'interest_rate_ledger', {\n              columns: INTEREST_RATE_LEDGER_INSERT_COLUMNS,\n              conflictKeys: ['id'],\n            }),\n          );\n        }\n\n        return { res: { code: 0, message: 'OK', data: { wrote_count: interestRateLedgers.length, range } } };\n      } catch (error) {\n        const message = error instanceof Error ? error.message : `${error}`;\n        return { res: { code: 1, message } };\n      }\n    },\n    serviceOptions,\n  );\n};\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/exchange",
-	"version": "0.8.9",
+	"version": "0.8.10",
 	"main": "lib/index.js",
 	"module": "dist/index.js",
 	"files": [
@@ -30,7 +30,7 @@
 		"@yuants/data-product": "0.5.8",
 		"@yuants/data-quote": "0.4.7",
 		"@yuants/data-ohlc": "0.6.3",
-		"@yuants/data-interest-rate": "0.2.6",
+		"@yuants/data-interest-rate": "0.2.7",
 		"@yuants/cache": "0.3.11",
 		"@yuants/sql": "0.9.38",
 		"@yuants/utils": "0.19.3",

package/temp/exchange.api.json

@@ -2076,6 +2076,73 @@
             "endIndex": 6
           }
         },
+        {
+          "kind": "Variable",
+          "canonicalReference": "@yuants/exchange!provideInterestLedgerService:var",
+          "docComment": "/**\n * @public\n */\n",
+          "excerptTokens": [
+            {
+              "kind": "Content",
+              "text": "provideInterestLedgerService: "
+            },
+            {
+              "kind": "Content",
+              "text": "(terminal: "
+            },
+            {
+              "kind": "Reference",
+              "text": "Terminal",
+              "canonicalReference": "@yuants/protocol!Terminal:class"
+            },
+            {
+              "kind": "Content",
+              "text": ", metadata: {\n    direction: string;\n    type: string;\n}, fetchPage: (request: "
+            },
+            {
+              "kind": "Reference",
+              "text": "IIngestInterestLedgerRequest",
+              "canonicalReference": "@yuants/exchange!~IIngestInterestLedgerRequest:interface"
+            },
+            {
+              "kind": "Content",
+              "text": ") => "
+            },
+            {
+              "kind": "Reference",
+              "text": "Promise",
+              "canonicalReference": "!Promise:interface"
+            },
+            {
+              "kind": "Content",
+              "text": "<"
+            },
+            {
+              "kind": "Reference",
+              "text": "IInterestLedger",
+              "canonicalReference": "@yuants/data-interest-rate!IInterestLedger:interface"
+            },
+            {
+              "kind": "Content",
+              "text": "[]>, serviceOptions?: "
+            },
+            {
+              "kind": "Reference",
+              "text": "IServiceOptions",
+              "canonicalReference": "@yuants/protocol!IServiceOptions:interface"
+            },
+            {
+              "kind": "Content",
+              "text": ") => {\n    dispose: () => void;\n}"
+            }
+          ],
+          "isReadonly": true,
+          "releaseTag": "Public",
+          "name": "provideInterestLedgerService",
+          "variableTypeTokenRange": {
+            "startIndex": 1,
+            "endIndex": 12
+          }
+        },
         {
           "kind": "Variable",
           "canonicalReference": "@yuants/exchange!provideInterestRateService:var",

package/temp/exchange.api.md

@@ -4,6 +4,7 @@
 
 ```ts
 
+import { IInterestLedger } from '@yuants/data-interest-rate';
 import { IInterestRate } from '@yuants/data-interest-rate';
 import { IOHLC } from '@yuants/data-ohlc';
 import { IOrder } from '@yuants/data-order';
@@ -152,6 +153,16 @@ export const parseQuoteServiceMetadataFromSchema: (schema: any) => IQuoteService
 // @public
 export const provideExchangeServices: <T>(terminal: Terminal, exchange: IExchange<T>) => void;
 
+// Warning: (ae-forgotten-export) The symbol "IIngestInterestLedgerRequest" needs to be exported by the entry point index.d.ts
+//
+// @public (undocumented)
+export const provideInterestLedgerService: (terminal: Terminal, metadata: {
+    direction: string;
+    type: string;
+}, fetchPage: (request: IIngestInterestLedgerRequest) => Promise<IInterestLedger[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+
 // @public (undocumented)
 export const provideInterestRateService: (terminal: Terminal, metadata: IInterestRateServiceMetadata, fetchPage: (request: IIngestInterestRateRequest & {
     series_id: string;

package/temp/package-deps.json

@@ -1,15 +1,15 @@
 {
-    "libraries/exchange/CHANGELOG.json": "50a3f17efeab8b839adc1a550261ee6c321a71a3",
-    "libraries/exchange/CHANGELOG.md": "4a2dfc223441dfc4e6cfafc805ec74b3993e516a",
+    "libraries/exchange/CHANGELOG.json": "9b1e6596ce544cd825e9363c37aba7be8eb4b82c",
+    "libraries/exchange/CHANGELOG.md": "92142343e214f80d9e29b5f4e3736a03992ff2a3",
     "libraries/exchange/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "libraries/exchange/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "libraries/exchange/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "libraries/exchange/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "libraries/exchange/etc/exchange.api.md": "5cbfbfb185ea230234d254b34a778ee25073ac3c",
-    "libraries/exchange/package.json": "062416d5c25dee90416ead3600320077461cf6bd",
+    "libraries/exchange/etc/exchange.api.md": "1a1f98e9a5a5da1d843f93ebb306002db17cd727",
+    "libraries/exchange/package.json": "68942f925b46187dcb84e783b8a054cac48a0b70",
     "libraries/exchange/src/index.ts": "3eb2b464a88063b8730b8d7f671553bfdfc88ce6",
     "libraries/exchange/src/interest_rate.test.ts": "9197fe2ace778d3dd6ef6043926d776abf21ab89",
-    "libraries/exchange/src/interest_rate.ts": "f8eb61acc74cb16f30c98ecd382b877eb74f49f3",
+    "libraries/exchange/src/interest_rate.ts": "4da86155815f61446d8f1556b5c9273b6ba5d505",
     "libraries/exchange/src/ohlc.test.ts": "975b880372c2c608d09944a37e294244bd6e488b",
     "libraries/exchange/src/ohlc.ts": "32d5dbcdcac255a043a93bb62cdec955ac5b01bd",
     "libraries/exchange/src/quote.test.ts": "2d50be70e6a924498719ad4fe940e0b95d0dfa09",
@@ -23,7 +23,7 @@
     "libraries/data-product/temp/package-deps.json": "0eee98e9df8a5aa401aa1e87cefa141630973535",
     "libraries/data-quote/temp/package-deps.json": "ad175d5009b9c8a1a0d590bd8b9f5210e48ef61a",
     "libraries/data-ohlc/temp/package-deps.json": "d746fd7cc4964310a4f239d6c59538e7562d537a",
-    "libraries/data-interest-rate/temp/package-deps.json": "331554e06551ab0543be2102249d6dfffded9eb7",
+    "libraries/data-interest-rate/temp/package-deps.json": "4c9d3f2fe8c1f209de2039367832df81a410408b",
     "libraries/cache/temp/package-deps.json": "39ebfb1d8a15e6341c4902a0954985d469597125",
     "libraries/sql/temp/package-deps.json": "d1a7297dec9849184bda8843800beae36c6b1f09",
     "libraries/utils/temp/package-deps.json": "16ee87f512cd903d59f2ce9935be22e5ed6d03a1",