@yuants/vendor-aster 0.4.0 → 0.5.1

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 (20) hide show
  1. package/dist/api.js +1 -0
  2. package/dist/api.js.map +1 -1
  3. package/dist/index.js +1 -0
  4. package/dist/index.js.map +1 -1
  5. package/dist/interest_rate.js +96 -0
  6. package/dist/interest_rate.js.map +1 -0
  7. package/lib/api.d.ts +10 -0
  8. package/lib/api.d.ts.map +1 -1
  9. package/lib/api.js +2 -1
  10. package/lib/api.js.map +1 -1
  11. package/lib/index.d.ts +1 -0
  12. package/lib/index.d.ts.map +1 -1
  13. package/lib/index.js +1 -0
  14. package/lib/index.js.map +1 -1
  15. package/lib/interest_rate.d.ts +2 -0
  16. package/lib/interest_rate.d.ts.map +1 -0
  17. package/lib/interest_rate.js +98 -0
  18. package/lib/interest_rate.js.map +1 -0
  19. package/package.json +14 -14
  20. package/temp/package-deps.json +19 -18
package/dist/api.js CHANGED
@@ -41,6 +41,7 @@ const createApi = (type, method, endpoint) => (params) => request(type, method,
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  export const getFApiV4Account = createApi('USER_DATA', 'GET', '/fapi/v4/account');
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  export const getFApiV2Balance = createApi('USER_DATA', 'GET', '/fapi/v2/balance');
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  export const getFApiV1TickerPrice = createApi('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');
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+ export const getFApiV1FundingRate = createApi('NONE', 'GET', '/fapi/v1/fundingRate');
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  export const postFApiV1Order = createApi('TRADE', 'POST', '/fapi/v1/order');
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  export const getFApiV1OpenOrders = createApi('USER_DATA', 'GET', '/fapi/v1/openOrders');
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  export const deleteFApiV1Order = createApi('TRADE', 'DELETE', '/fapi/v1/order');
package/dist/api.js.map CHANGED
@@ -1 +1 @@
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{\n 'X-MBX-APIKEY': API_KEY,\n }\n : {},\n }).then((response) => response.json());\n if (res.code && res.code !== 0) {\n throw JSON.stringify(res);\n }\n return res;\n};\n\nconst createApi =\n <TReq, TRes>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n ) =>\n (params: TReq) =>\n request<TRes>(type, method, endpoint, params);\n\n/**\n * 获取账户信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AFv4-user_data\n */\nexport const getFApiV4Account = createApi<\n {},\n {\n feeTier: number;\n canTrade: boolean;\n canDeposit: boolean;\n canWithdraw: boolean;\n updateTime: number;\n totalInitialMargin: string;\n totalMaintMargin: string;\n totalWalletBalance: string;\n totalUnrealizedProfit: string;\n totalMarginBalance: string;\n totalPositionInitialMargin: string;\n totalOpenOrderInitialMargin: string;\n totalCrossWalletBalance: string;\n totalCrossUnPnl: string;\n availableBalance: string;\n maxWithdrawAmount: string;\n assets: {\n asset: string;\n walletBalance: string;\n unrealizedProfit: string;\n marginBalance: string;\n maintMargin: string;\n initialMargin: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n maxWithdrawAmount: string;\n crossWalletBalance: string;\n crossUnPnl: string;\n availableBalance: string;\n marginAvailable: boolean;\n updateTime: number;\n }[];\n positions: {\n symbol: string;\n initialMargin: string;\n maintMargin: string;\n unrealizedProfit: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n leverage: string;\n isolated: boolean;\n entryPrice: string;\n maxNotional: string;\n positionSide: 'BOTH' | 'LONG' | 'SHORT';\n positionAmt: string;\n notional: string;\n isolatedWallet: string;\n updateTime: number;\n }[];\n }\n>('USER_DATA', 'GET', '/fapi/v4/account');\n\nexport const getFApiV2Balance = createApi<\n {},\n {\n accountAlias: string; // 账户唯一识别码\n asset: string; // 资产\n balance: string; // 总余额\n crossWalletBalance: string; // 全仓余额\n crossUnPnl: string; // 全仓持仓未实现盈亏\n availableBalance: string; // 下单可用余额\n maxWithdrawAmount: string; // 最大可转出余额\n marginAvailable: boolean; // 是否可用作联合保证金\n updateTime: number;\n }[]\n>('USER_DATA', 'GET', '/fapi/v2/balance');\n\nexport const getFApiV1TickerPrice = createApi<\n {},\n {\n symbol: string;\n price: string;\n time?: number;\n }[]\n>('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');\n\nexport const postFApiV1Order = createApi<\n {\n symbol: string;\n side: 'BUY' | 'SELL';\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n type:\n | 'MARKET'\n | 'LIMIT'\n | 'STOP'\n | 'STOP_MARKET'\n | 'TAKE_PROFIT'\n | 'TAKE_PROFIT_MARKET'\n | 'TRAILING_STOP_MARKET';\n reduceOnly?: 'true' | 'false';\n quantity?: number;\n price?: number;\n timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n },\n {}\n>('TRADE', 'POST', '/fapi/v1/order');\n\nexport const getFApiV1OpenOrders = createApi<\n {\n symbol?: string;\n },\n {\n orderId: number;\n clientOrderId: string;\n price: string;\n origQty: string;\n executedQty: string;\n status: string;\n timeInForce: string;\n type: string;\n side: 'BUY' | 'SELL';\n updateTime: number;\n avgPrice: string;\n reduceOnly?: boolean;\n closePosition?: boolean;\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n workingType?: string;\n priceProtect?: boolean;\n origType?: string;\n stopPrice?: string;\n symbol: string;\n }[]\n>('USER_DATA', 'GET', '/fapi/v1/openOrders');\n\nexport const deleteFApiV1Order = createApi<\n {\n symbol: string;\n orderId?: string | number;\n origClientOrderId?: string;\n },\n {}\n>('TRADE', 'DELETE', '/fapi/v1/order');\n\n/**\n * 获取交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = createApi<\n {},\n {\n symbols: {\n symbol: string;\n status: 'TRADING' | 'BREAK' | 'HALT';\n baseAsset: string;\n quoteAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n filters: {\n filterType: string;\n [key: string]: any;\n }[];\n }[];\n }\n>('NONE', 'GET', '/fapi/v1/exchangeInfo');\n"]}
1
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{\n 'X-MBX-APIKEY': API_KEY,\n }\n : {},\n }).then((response) => response.json());\n if (res.code && res.code !== 0) {\n throw JSON.stringify(res);\n }\n return res;\n};\n\nconst createApi =\n <TReq, TRes>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n ) =>\n (params: TReq) =>\n request<TRes>(type, method, endpoint, params);\n\n/**\n * 获取账户信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AFv4-user_data\n */\nexport const getFApiV4Account = createApi<\n {},\n {\n feeTier: number;\n canTrade: boolean;\n canDeposit: boolean;\n canWithdraw: boolean;\n updateTime: number;\n totalInitialMargin: string;\n totalMaintMargin: string;\n totalWalletBalance: string;\n totalUnrealizedProfit: string;\n totalMarginBalance: string;\n totalPositionInitialMargin: string;\n totalOpenOrderInitialMargin: string;\n totalCrossWalletBalance: string;\n totalCrossUnPnl: string;\n availableBalance: string;\n maxWithdrawAmount: string;\n assets: {\n asset: string;\n walletBalance: string;\n unrealizedProfit: string;\n marginBalance: string;\n maintMargin: string;\n initialMargin: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n maxWithdrawAmount: string;\n crossWalletBalance: string;\n crossUnPnl: string;\n availableBalance: string;\n marginAvailable: boolean;\n updateTime: number;\n }[];\n positions: {\n symbol: string;\n initialMargin: string;\n maintMargin: string;\n unrealizedProfit: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n leverage: string;\n isolated: boolean;\n entryPrice: string;\n maxNotional: string;\n positionSide: 'BOTH' | 'LONG' | 'SHORT';\n positionAmt: string;\n notional: string;\n isolatedWallet: string;\n updateTime: number;\n }[];\n }\n>('USER_DATA', 'GET', '/fapi/v4/account');\n\nexport const getFApiV2Balance = createApi<\n {},\n {\n accountAlias: string; // 账户唯一识别码\n asset: string; // 资产\n balance: string; // 总余额\n crossWalletBalance: string; // 全仓余额\n crossUnPnl: string; // 全仓持仓未实现盈亏\n availableBalance: string; // 下单可用余额\n maxWithdrawAmount: string; // 最大可转出余额\n marginAvailable: boolean; // 是否可用作联合保证金\n updateTime: number;\n }[]\n>('USER_DATA', 'GET', '/fapi/v2/balance');\n\nexport const getFApiV1TickerPrice = createApi<\n {},\n {\n symbol: string;\n price: string;\n time?: number;\n }[]\n>('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');\n\nexport const getFApiV1FundingRate = createApi<\n {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n },\n {\n symbol: string;\n fundingRate: string;\n fundingTime: number;\n }[]\n>('NONE', 'GET', '/fapi/v1/fundingRate');\n\nexport const postFApiV1Order = createApi<\n {\n symbol: string;\n side: 'BUY' | 'SELL';\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n type:\n | 'MARKET'\n | 'LIMIT'\n | 'STOP'\n | 'STOP_MARKET'\n | 'TAKE_PROFIT'\n | 'TAKE_PROFIT_MARKET'\n | 'TRAILING_STOP_MARKET';\n reduceOnly?: 'true' | 'false';\n quantity?: number;\n price?: number;\n timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n },\n {}\n>('TRADE', 'POST', '/fapi/v1/order');\n\nexport const getFApiV1OpenOrders = createApi<\n {\n symbol?: string;\n },\n {\n orderId: number;\n clientOrderId: string;\n price: string;\n origQty: string;\n executedQty: string;\n status: string;\n timeInForce: string;\n type: string;\n side: 'BUY' | 'SELL';\n updateTime: number;\n avgPrice: string;\n reduceOnly?: boolean;\n closePosition?: boolean;\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n workingType?: string;\n priceProtect?: boolean;\n origType?: string;\n stopPrice?: string;\n symbol: string;\n }[]\n>('USER_DATA', 'GET', '/fapi/v1/openOrders');\n\nexport const deleteFApiV1Order = createApi<\n {\n symbol: string;\n orderId?: string | number;\n origClientOrderId?: string;\n },\n {}\n>('TRADE', 'DELETE', '/fapi/v1/order');\n\n/**\n * 获取交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = createApi<\n {},\n {\n symbols: {\n symbol: string;\n status: 'TRADING' | 'BREAK' | 'HALT';\n baseAsset: string;\n quoteAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n filters: {\n filterType: string;\n [key: string]: any;\n }[];\n }[];\n }\n>('NONE', 'GET', '/fapi/v1/exchangeInfo');\n"]}
package/dist/index.js CHANGED
@@ -2,6 +2,7 @@ import './account';
2
2
  import './account-spot';
3
3
  import './order';
4
4
  import './order-spot';
5
+ import './interest_rate';
5
6
  import './product'; // Import the new product service
6
7
  import './pending-orders';
7
8
  import './quote';
package/dist/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,gBAAgB,CAAC;AACxB,OAAO,SAAS,CAAC;AACjB,OAAO,cAAc,CAAC;AACtB,OAAO,WAAW,CAAC,CAAC,iCAAiC;AACrD,OAAO,kBAAkB,CAAC;AAC1B,OAAO,SAAS,CAAC","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './product'; // Import the new product service\nimport './pending-orders';\nimport './quote';\n"]}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,WAAW,CAAC;AACnB,OAAO,gBAAgB,CAAC;AACxB,OAAO,SAAS,CAAC;AACjB,OAAO,cAAc,CAAC;AACtB,OAAO,iBAAiB,CAAC;AACzB,OAAO,WAAW,CAAC,CAAC,iCAAiC;AACrD,OAAO,kBAAkB,CAAC;AAC1B,OAAO,SAAS,CAAC","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './interest_rate';\nimport './product'; // Import the new product service\nimport './pending-orders';\nimport './quote';\n"]}
package/dist/interest_rate.js ADDED
@@ -0,0 +1,96 @@
1
+ var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
2
+ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
3
+ if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
4
+ var g = generator.apply(thisArg, _arguments || []), i, q = [];
5
+ return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
6
+ function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
7
+ function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
8
+ function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
9
+ function fulfill(value) { resume("next", value); }
10
+ function reject(value) { resume("throw", value); }
11
+ function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
12
+ };
13
+ import { createSeriesProvider } from '@yuants/data-series';
14
+ import { Terminal } from '@yuants/protocol';
15
+ import { createSQLWriter } from '@yuants/sql';
16
+ import { decodePath, encodePath, formatTime } from '@yuants/utils';
17
+ import { firstValueFrom, map, mergeAll, timer } from 'rxjs';
18
+ import { getFApiV1FundingRate } from './api';
19
+ import { productService } from './product';
20
+ const terminal = Terminal.fromNodeEnv();
21
+ createSQLWriter(terminal, {
22
+ data$: productService.products$.pipe(map((products) => products.filter((product) => product.no_interest_rate === false)), mergeAll(), map((product) => ({
23
+ series_id: encodePath(product.datasource_id, product.product_id),
24
+ table_name: 'interest_rate',
25
+ cron_pattern: '0 * * * *',
26
+ cron_timezone: 'UTC',
27
+ disabled: false,
28
+ replay_count: 0,
29
+ }))),
30
+ tableName: 'series_collecting_task',
31
+ writeInterval: 1000,
32
+ conflictKeys: ['series_id', 'table_name'],
33
+ });
34
+ createSeriesProvider(terminal, {
35
+ tableName: 'interest_rate',
36
+ series_id_prefix_parts: ['ASTER'],
37
+ reversed: true,
38
+ serviceOptions: { concurrent: 1 },
39
+ queryFn: function ({ series_id, started_at, ended_at }) {
40
+ return __asyncGenerator(this, arguments, function* () {
41
+ const start = started_at !== null && started_at !== void 0 ? started_at : 0;
42
+ const end = ended_at !== null && ended_at !== void 0 ? ended_at : Date.now();
43
+ const [datasource_id, product_id] = decodePath(series_id);
44
+ const [instType, instId] = decodePath(product_id);
45
+ if (instType !== 'PERPETUAL') {
46
+ return yield __await(void 0);
47
+ }
48
+ let currentStart = start;
49
+ while (currentStart <= end) {
50
+ const res = yield __await(getFApiV1FundingRate({
51
+ symbol: instId,
52
+ startTime: currentStart,
53
+ endTime: end,
54
+ limit: 1000,
55
+ }));
56
+ if (!Array.isArray(res) || res.length === 0) {
57
+ break;
58
+ }
59
+ const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);
60
+ if (filtered.length === 0) {
61
+ const lastRecord = res[res.length - 1];
62
+ const nextStart = lastRecord.fundingTime + 1;
63
+ if (nextStart <= currentStart) {
64
+ break;
65
+ }
66
+ currentStart = nextStart;
67
+ yield __await(firstValueFrom(timer(1000)));
68
+ continue;
69
+ }
70
+ const data = filtered.map((item) => {
71
+ const rate = Number(item.fundingRate);
72
+ return {
73
+ series_id,
74
+ product_id,
75
+ datasource_id,
76
+ created_at: formatTime(item.fundingTime),
77
+ long_rate: `${-rate}`,
78
+ short_rate: `${rate}`,
79
+ settlement_price: '',
80
+ };
81
+ });
82
+ yield yield __await(data);
83
+ const lastTime = filtered[filtered.length - 1].fundingTime;
84
+ if (lastTime >= end) {
85
+ break;
86
+ }
87
+ currentStart = lastTime + 1;
88
+ if (res.length < 1000) {
89
+ break;
90
+ }
91
+ yield __await(firstValueFrom(timer(1000)));
92
+ }
93
+ });
94
+ },
95
+ });
96
+ //# sourceMappingURL=interest_rate.js.map
package/dist/interest_rate.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AAEA,OAAO,EAAE,oBAAoB,EAAyB,MAAM,qBAAqB,CAAC;AAClF,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAC;AAC9C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,QAAQ,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC5D,OAAO,EAAE,oBAAoB,EAAE,MAAM,OAAO,CAAC;AAC7C,OAAO,EAAE,cAAc,EAAE,MAAM,WAAW,CAAC;AAE3C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,eAAe,CAAwB,QAAQ,EAAE;IAC/C,KAAK,EAAE,cAAc,CAAC,SAAS,CAAC,IAAI,CAClC,GAAG,CAAC,CAAC,QAAoB,EAAE,EAAE,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,gBAAgB,KAAK,KAAK,CAAC,CAAC,EAC/F,QAAQ,EAAE,EACV,GAAG,CACD,CAAC,OAAiB,EAAyB,EAAE,CAAC,CAAC;QAC7C,SAAS,EAAE,UAAU,CAAC,OAAO,CAAC,aAAa,EAAE,OAAO,CAAC,UAAU,CAAC;QAChE,UAAU,EAAE,eAAe;QAC3B,YAAY,EAAE,WAAW;QACzB,aAAa,EAAE,KAAK;QACpB,QAAQ,EAAE,KAAK;QACf,YAAY,EAAE,CAAC;KAChB,CAAC,CACH,CACF;IACD,SAAS,EAAE,wBAAwB;IACnC,aAAa,EAAE,IAAI;IACnB,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;CAC1C,CAAC,CAAC;AAEH,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,OAAO,CAAC;IACjC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,KAAK,GAAG,UAAU,aAAV,UAAU,cAAV,UAAU,GAAI,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,QAAQ,aAAR,QAAQ,cAAR,QAAQ,GAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACnC,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1D,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAElD,IAAI,QAAQ,KAAK,WAAW,EAAE;gBAC5B,6BAAO;aACR;YAED,IAAI,YAAY,GAAG,KAAK,CAAC;YAEzB,OAAO,YAAY,IAAI,GAAG,EAAE;gBAC1B,MAAM,GAAG,GAAG,cAAM,oBAAoB,CAAC;oBACrC,MAAM,EAAE,MAAM;oBACd,SAAS,EAAE,YAAY;oBACvB,OAAO,EAAE,GAAG;oBACZ,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBAEH,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC,EAAE;oBAC3C,MAAM;iBACP;gBAED,MAAM,QAAQ,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,WAAW,IAAI,YAAY,IAAI,IAAI,CAAC,WAAW,IAAI,GAAG,CAAC,CAAC;gBAEnG,IAAI,QAAQ,CAAC,MAAM,KAAK,CAAC,EAAE;oBACzB,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;oBACvC,MAAM,SAAS,GAAG,UAAU,CAAC,WAAW,GAAG,CAAC,CAAC;oBAC7C,IAAI,SAAS,IAAI,YAAY,EAAE;wBAC7B,MAAM;qBACP;oBACD,YAAY,GAAG,SAAS,CAAC;oBACzB,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;oBAClC,SAAS;iBACV;gBAED,MAAM,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,CAAC,IAAI,EAAiB,EAAE;oBAChD,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;oBACtC,OAAO;wBACL,SAAS;wBACT,UAAU;wBACV,aAAa;wBACb,UAAU,EAAE,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC;wBACxC,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;wBACrB,UAAU,EAAE,GAAG,IAAI,EAAE;wBACrB,gBAAgB,EAAE,EAAE;qBACrB,CAAC;gBACJ,CAAC,CAAC,CAAC;gBAEH,oBAAM,IAAI,CAAA,CAAC;gBAEX,MAAM,QAAQ,GAAG,QAAQ,CAAC,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;gBAC3D,IAAI,QAAQ,IAAI,GAAG,EAAE;oBACnB,MAAM;iBACP;gBAED,YAAY,GAAG,QAAQ,GAAG,CAAC,CAAC;gBAE5B,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;oBACrB,MAAM;iBACP;gBAED,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { IProduct } from '@yuants/data-product';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, timer } from 'rxjs';\nimport { getFApiV1FundingRate } from './api';\nimport { productService } from './product';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSQLWriter<ISeriesCollectingTask>(terminal, {\n data$: productService.products$.pipe(\n map((products: IProduct[]) => products.filter((product) => product.no_interest_rate === false)),\n mergeAll(),\n map(\n (product: IProduct): ISeriesCollectingTask => ({\n series_id: encodePath(product.datasource_id, product.product_id),\n table_name: 'interest_rate',\n cron_pattern: '0 * * * *',\n cron_timezone: 'UTC',\n disabled: false,\n replay_count: 0,\n }),\n ),\n ),\n tableName: 'series_collecting_task',\n writeInterval: 1000,\n conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['ASTER'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const start = started_at ?? 0;\n const end = ended_at ?? Date.now();\n const [datasource_id, product_id] = decodePath(series_id);\n const [instType, instId] = decodePath(product_id);\n\n if (instType !== 'PERPETUAL') {\n return;\n }\n\n let currentStart = start;\n\n while (currentStart <= end) {\n const res = await getFApiV1FundingRate({\n symbol: instId,\n startTime: currentStart,\n endTime: end,\n limit: 1000,\n });\n\n if (!Array.isArray(res) || res.length === 0) {\n break;\n }\n\n const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);\n\n if (filtered.length === 0) {\n const lastRecord = res[res.length - 1];\n const nextStart = lastRecord.fundingTime + 1;\n if (nextStart <= currentStart) {\n break;\n }\n currentStart = nextStart;\n await firstValueFrom(timer(1000));\n continue;\n }\n\n const data = filtered.map((item): IInterestRate => {\n const rate = Number(item.fundingRate);\n return {\n series_id,\n product_id,\n datasource_id,\n created_at: formatTime(item.fundingTime),\n long_rate: `${-rate}`,\n short_rate: `${rate}`,\n settlement_price: '',\n };\n });\n\n yield data;\n\n const lastTime = filtered[filtered.length - 1].fundingTime;\n if (lastTime >= end) {\n break;\n }\n\n currentStart = lastTime + 1;\n\n if (res.length < 1000) {\n break;\n }\n\n await firstValueFrom(timer(1000));\n }\n },\n});\n"]}
package/lib/api.d.ts CHANGED
@@ -70,6 +70,16 @@ export declare const getFApiV1TickerPrice: (params: {}) => Promise<{
70
70
  price: string;
71
71
  time?: number | undefined;
72
72
  }[]>;
73
+ export declare const getFApiV1FundingRate: (params: {
74
+ symbol?: string | undefined;
75
+ startTime?: number | undefined;
76
+ endTime?: number | undefined;
77
+ limit?: number | undefined;
78
+ }) => Promise<{
79
+ symbol: string;
80
+ fundingRate: string;
81
+ fundingTime: number;
82
+ }[]>;
73
83
  export declare const postFApiV1Order: (params: {
74
84
  symbol: string;
75
85
  side: 'BUY' | 'SELL';
package/lib/api.d.ts.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"api.d.ts","sourceRoot":"","sources":["../src/api.ts"],"names":[],"mappings":"AAsDA;;;;GAIG;AACH,eAAO,MAAM,gBAAgB;aAGhB,MAAM;cACL,OAAO;gBACL,OAAO;iBACN,OAAO;gBACR,MAAM;wBACE,MAAM;sBACR,MAAM;wBACJ,MAAM;2BACH,MAAM;wBACT,MAAM;gCACE,MAAM;iCACL,MAAM;6BACV,MAAM;qBACd,MAAM;sBACL,MAAM;uBACL,MAAM;YACjB;QACN,KAAK,EAAE,MAAM,CAAC;QACd,aAAa,EAAE,MAAM,CAAC;QACtB,gBAAgB,EAAE,MAAM,CAAC;QACzB,aAAa,EAAE,MAAM,CAAC;QACtB,WAAW,EAAE,MAAM,CAAC;QACpB,aAAa,EAAE,MAAM,CAAC;QACtB,qBAAqB,EAAE,MAAM,CAAC;QAC9B,sBAAsB,EAAE,MAAM,CAAC;QAC/B,iBAAiB,EAAE,MAAM,CAAC;QAC1B,kBAAkB,EAAE,MAAM,CAAC;QAC3B,UAAU,EAAE,MAAM,CAAC;QACnB,gBAAgB,EAAE,MAAM,CAAC;QACzB,eAAe,EAAE,OAAO,CAAC;QACzB,UAAU,EAAE,MAAM,CAAC;KACpB,EAAE;eACQ;QACT,MAAM,EAAE,MAAM,CAAC;QACf,aAAa,EAAE,MAAM,CAAC;QACtB,WAAW,EAAE,MAAM,CAAC;QACpB,gBAAgB,EAAE,MAAM,CAAC;QACzB,qBAAqB,EAAE,MAAM,CAAC;QAC9B,sBAAsB,EAAE,MAAM,CAAC;QAC/B,QAAQ,EAAE,MAAM,CAAC;QACjB,QAAQ,EAAE,OAAO,CAAC;QAClB,UAAU,EAAE,MAAM,CAAC;QACnB,WAAW,EAAE,MAAM,CAAC;QACpB,YAAY,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,CAAC;QACxC,WAAW,EAAE,MAAM,CAAC;QACpB,QAAQ,EAAE,MAAM,CAAC;QACjB,cAAc,EAAE,MAAM,CAAC;QACvB,UAAU,EAAE,MAAM,CAAC;KACpB,EAAE;EAEkC,CAAC;AAE1C,eAAO,MAAM,gBAAgB;kBAGX,MAAM;WACb,MAAM;aACJ,MAAM;wBACK,MAAM;gBACd,MAAM;sBACA,MAAM;uBACL,MAAM;qBACR,OAAO;gBACZ,MAAM;IAEmB,CAAC;AAE1C,eAAO,MAAM,oBAAoB;YAGrB,MAAM;WACP,MAAM;;IAG+B,CAAC;AAEjD,eAAO,MAAM,oBAAoB;;;;;;YAQrB,MAAM;iBACD,MAAM;iBACN,MAAM;IAEiB,CAAC;AAEzC,eAAO,MAAM,eAAe;YAEhB,MAAM;UACR,KAAK,GAAG,MAAM;;UAGhB,QAAQ,GACR,OAAO,GACP,MAAM,GACN,aAAa,GACb,aAAa,GACb,oBAAoB,GACpB,sBAAsB;;;;;iBAOM,CAAC;AAErC,eAAO,MAAM,mBAAmB;;;aAKnB,MAAM;mBACA,MAAM;WACd,MAAM;aACJ,MAAM;iBACF,MAAM;YACX,MAAM;iBACD,MAAM;UACb,MAAM;UACN,KAAK,GAAG,MAAM;gBACR,MAAM;cACR,MAAM;;;;;;;;YAQR,MAAM;IAE0B,CAAC;AAE7C,eAAO,MAAM,iBAAiB;YAElB,MAAM;;;iBAKoB,CAAC;AAEvC;;;;GAIG;AACH,eAAO,MAAM,qBAAqB;;gBAIpB,MAAM;gBACN,SAAS,GAAG,OAAO,GAAG,MAAM;mBACzB,MAAM;oBACL,MAAM;wBACF,MAAM;2BACH,MAAM;4BACL,MAAM;wBACV,MAAM;;;wBAER,MAAM;;;EAKe,CAAC"}
package/lib/api.js CHANGED
@@ -1,6 +1,6 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.getFApiV1ExchangeInfo = exports.deleteFApiV1Order = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV1TickerPrice = exports.getFApiV2Balance = exports.getFApiV4Account = void 0;
3
+ exports.getFApiV1ExchangeInfo = exports.deleteFApiV1Order = exports.getFApiV1OpenOrders = exports.postFApiV1Order = exports.getFApiV1FundingRate = exports.getFApiV1TickerPrice = exports.getFApiV2Balance = exports.getFApiV4Account = void 0;
4
4
  const utils_1 = require("./utils");
5
5
  const API_KEY = process.env.API_KEY;
6
6
  const SECRET_KEY = process.env.SECRET_KEY;
@@ -44,6 +44,7 @@ const createApi = (type, method, endpoint) => (params) => request(type, method,
44
44
  exports.getFApiV4Account = createApi('USER_DATA', 'GET', '/fapi/v4/account');
45
45
  exports.getFApiV2Balance = createApi('USER_DATA', 'GET', '/fapi/v2/balance');
46
46
  exports.getFApiV1TickerPrice = createApi('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');
47
+ exports.getFApiV1FundingRate = createApi('NONE', 'GET', '/fapi/v1/fundingRate');
47
48
  exports.postFApiV1Order = createApi('TRADE', 'POST', '/fapi/v1/order');
48
49
  exports.getFApiV1OpenOrders = createApi('USER_DATA', 'GET', '/fapi/v1/openOrders');
49
50
  exports.deleteFApiV1Order = createApi('TRADE', 'DELETE', '/fapi/v1/order');
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{\n 'X-MBX-APIKEY': API_KEY,\n }\n : {},\n }).then((response) => response.json());\n if (res.code && res.code !== 0) {\n throw JSON.stringify(res);\n }\n return res;\n};\n\nconst createApi =\n <TReq, TRes>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n ) =>\n (params: TReq) =>\n request<TRes>(type, method, endpoint, params);\n\n/**\n * 获取账户信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AFv4-user_data\n */\nexport const getFApiV4Account = createApi<\n {},\n {\n feeTier: number;\n canTrade: boolean;\n canDeposit: boolean;\n canWithdraw: boolean;\n updateTime: number;\n totalInitialMargin: string;\n totalMaintMargin: string;\n totalWalletBalance: string;\n totalUnrealizedProfit: string;\n totalMarginBalance: string;\n totalPositionInitialMargin: string;\n totalOpenOrderInitialMargin: string;\n totalCrossWalletBalance: string;\n totalCrossUnPnl: string;\n availableBalance: string;\n maxWithdrawAmount: string;\n assets: {\n asset: string;\n walletBalance: string;\n unrealizedProfit: string;\n marginBalance: string;\n maintMargin: string;\n initialMargin: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n maxWithdrawAmount: string;\n crossWalletBalance: string;\n crossUnPnl: string;\n availableBalance: string;\n marginAvailable: boolean;\n updateTime: number;\n }[];\n positions: {\n symbol: string;\n initialMargin: string;\n maintMargin: string;\n unrealizedProfit: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n leverage: string;\n isolated: boolean;\n entryPrice: string;\n maxNotional: string;\n positionSide: 'BOTH' | 'LONG' | 'SHORT';\n positionAmt: string;\n notional: string;\n isolatedWallet: string;\n updateTime: number;\n }[];\n }\n>('USER_DATA', 'GET', '/fapi/v4/account');\n\nexport const getFApiV2Balance = createApi<\n {},\n {\n accountAlias: string; // 账户唯一识别码\n asset: string; // 资产\n balance: string; // 总余额\n crossWalletBalance: string; // 全仓余额\n crossUnPnl: string; // 全仓持仓未实现盈亏\n availableBalance: string; // 下单可用余额\n maxWithdrawAmount: string; // 最大可转出余额\n marginAvailable: boolean; // 是否可用作联合保证金\n updateTime: number;\n }[]\n>('USER_DATA', 'GET', '/fapi/v2/balance');\n\nexport const getFApiV1TickerPrice = createApi<\n {},\n {\n symbol: string;\n price: string;\n time?: number;\n }[]\n>('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');\n\nexport const postFApiV1Order = createApi<\n {\n symbol: string;\n side: 'BUY' | 'SELL';\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n type:\n | 'MARKET'\n | 'LIMIT'\n | 'STOP'\n | 'STOP_MARKET'\n | 'TAKE_PROFIT'\n | 'TAKE_PROFIT_MARKET'\n | 'TRAILING_STOP_MARKET';\n reduceOnly?: 'true' | 'false';\n quantity?: number;\n price?: number;\n timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n },\n {}\n>('TRADE', 'POST', '/fapi/v1/order');\n\nexport const getFApiV1OpenOrders = createApi<\n {\n symbol?: string;\n },\n {\n orderId: number;\n clientOrderId: string;\n price: string;\n origQty: string;\n executedQty: string;\n status: string;\n timeInForce: string;\n type: string;\n side: 'BUY' | 'SELL';\n updateTime: number;\n avgPrice: string;\n reduceOnly?: boolean;\n closePosition?: boolean;\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n workingType?: string;\n priceProtect?: boolean;\n origType?: string;\n stopPrice?: string;\n symbol: string;\n }[]\n>('USER_DATA', 'GET', '/fapi/v1/openOrders');\n\nexport const deleteFApiV1Order = createApi<\n {\n symbol: string;\n orderId?: string | number;\n origClientOrderId?: string;\n },\n {}\n>('TRADE', 'DELETE', '/fapi/v1/order');\n\n/**\n * 获取交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = createApi<\n {},\n {\n symbols: {\n symbol: string;\n status: 'TRADING' | 'BREAK' | 'HALT';\n baseAsset: string;\n quoteAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n filters: {\n filterType: string;\n [key: string]: any;\n }[];\n }[];\n }\n>('NONE', 'GET', '/fapi/v1/exchangeInfo');\n"]}
1
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{\n 'X-MBX-APIKEY': API_KEY,\n }\n : {},\n }).then((response) => response.json());\n if (res.code && res.code !== 0) {\n throw JSON.stringify(res);\n }\n return res;\n};\n\nconst createApi =\n <TReq, TRes>(\n type: 'NONE' | 'TRADE' | 'USER_DATA' | 'USER_STREAM' | 'MARKET_DATA',\n method: string,\n endpoint: string,\n ) =>\n (params: TReq) =>\n request<TRes>(type, method, endpoint, params);\n\n/**\n * 获取账户信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E8%B4%A6%E6%88%B7%E4%BF%A1%E6%81%AFv4-user_data\n */\nexport const getFApiV4Account = createApi<\n {},\n {\n feeTier: number;\n canTrade: boolean;\n canDeposit: boolean;\n canWithdraw: boolean;\n updateTime: number;\n totalInitialMargin: string;\n totalMaintMargin: string;\n totalWalletBalance: string;\n totalUnrealizedProfit: string;\n totalMarginBalance: string;\n totalPositionInitialMargin: string;\n totalOpenOrderInitialMargin: string;\n totalCrossWalletBalance: string;\n totalCrossUnPnl: string;\n availableBalance: string;\n maxWithdrawAmount: string;\n assets: {\n asset: string;\n walletBalance: string;\n unrealizedProfit: string;\n marginBalance: string;\n maintMargin: string;\n initialMargin: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n maxWithdrawAmount: string;\n crossWalletBalance: string;\n crossUnPnl: string;\n availableBalance: string;\n marginAvailable: boolean;\n updateTime: number;\n }[];\n positions: {\n symbol: string;\n initialMargin: string;\n maintMargin: string;\n unrealizedProfit: string;\n positionInitialMargin: string;\n openOrderInitialMargin: string;\n leverage: string;\n isolated: boolean;\n entryPrice: string;\n maxNotional: string;\n positionSide: 'BOTH' | 'LONG' | 'SHORT';\n positionAmt: string;\n notional: string;\n isolatedWallet: string;\n updateTime: number;\n }[];\n }\n>('USER_DATA', 'GET', '/fapi/v4/account');\n\nexport const getFApiV2Balance = createApi<\n {},\n {\n accountAlias: string; // 账户唯一识别码\n asset: string; // 资产\n balance: string; // 总余额\n crossWalletBalance: string; // 全仓余额\n crossUnPnl: string; // 全仓持仓未实现盈亏\n availableBalance: string; // 下单可用余额\n maxWithdrawAmount: string; // 最大可转出余额\n marginAvailable: boolean; // 是否可用作联合保证金\n updateTime: number;\n }[]\n>('USER_DATA', 'GET', '/fapi/v2/balance');\n\nexport const getFApiV1TickerPrice = createApi<\n {},\n {\n symbol: string;\n price: string;\n time?: number;\n }[]\n>('MARKET_DATA', 'GET', '/fapi/v1/ticker/price');\n\nexport const getFApiV1FundingRate = createApi<\n {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n },\n {\n symbol: string;\n fundingRate: string;\n fundingTime: number;\n }[]\n>('NONE', 'GET', '/fapi/v1/fundingRate');\n\nexport const postFApiV1Order = createApi<\n {\n symbol: string;\n side: 'BUY' | 'SELL';\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n type:\n | 'MARKET'\n | 'LIMIT'\n | 'STOP'\n | 'STOP_MARKET'\n | 'TAKE_PROFIT'\n | 'TAKE_PROFIT_MARKET'\n | 'TRAILING_STOP_MARKET';\n reduceOnly?: 'true' | 'false';\n quantity?: number;\n price?: number;\n timeInForce?: 'GTC' | 'IOC' | 'FOK' | 'GTX' | 'HIDDEN';\n },\n {}\n>('TRADE', 'POST', '/fapi/v1/order');\n\nexport const getFApiV1OpenOrders = createApi<\n {\n symbol?: string;\n },\n {\n orderId: number;\n clientOrderId: string;\n price: string;\n origQty: string;\n executedQty: string;\n status: string;\n timeInForce: string;\n type: string;\n side: 'BUY' | 'SELL';\n updateTime: number;\n avgPrice: string;\n reduceOnly?: boolean;\n closePosition?: boolean;\n positionSide?: 'BOTH' | 'LONG' | 'SHORT';\n workingType?: string;\n priceProtect?: boolean;\n origType?: string;\n stopPrice?: string;\n symbol: string;\n }[]\n>('USER_DATA', 'GET', '/fapi/v1/openOrders');\n\nexport const deleteFApiV1Order = createApi<\n {\n symbol: string;\n orderId?: string | number;\n origClientOrderId?: string;\n },\n {}\n>('TRADE', 'DELETE', '/fapi/v1/order');\n\n/**\n * 获取交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E4%BA%A4%E6%98%93%E5%AF%B9%E4%BF%A1%E6%81%AF\n */\nexport const getFApiV1ExchangeInfo = createApi<\n {},\n {\n symbols: {\n symbol: string;\n status: 'TRADING' | 'BREAK' | 'HALT';\n baseAsset: string;\n quoteAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n filters: {\n filterType: string;\n [key: string]: any;\n }[];\n }[];\n }\n>('NONE', 'GET', '/fapi/v1/exchangeInfo');\n"]}
package/lib/index.d.ts CHANGED
@@ -2,6 +2,7 @@ import './account';
2
2
  import './account-spot';
3
3
  import './order';
4
4
  import './order-spot';
5
+ import './interest_rate';
5
6
  import './product';
6
7
  import './pending-orders';
7
8
  import './quote';
package/lib/index.d.ts.map CHANGED
@@ -1 +1 @@
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package/lib/index.js CHANGED
@@ -4,6 +4,7 @@ require("./account");
4
4
  require("./account-spot");
5
5
  require("./order");
6
6
  require("./order-spot");
7
+ require("./interest_rate");
7
8
  require("./product"); // Import the new product service
8
9
  require("./pending-orders");
9
10
  require("./quote");
package/lib/index.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,0BAAwB;AACxB,mBAAiB;AACjB,wBAAsB;AACtB,qBAAmB,CAAC,iCAAiC;AACrD,4BAA0B;AAC1B,mBAAiB","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './product'; // Import the new product service\nimport './pending-orders';\nimport './quote';\n"]}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,qBAAmB;AACnB,0BAAwB;AACxB,mBAAiB;AACjB,wBAAsB;AACtB,2BAAyB;AACzB,qBAAmB,CAAC,iCAAiC;AACrD,4BAA0B;AAC1B,mBAAiB","sourcesContent":["import './account';\nimport './account-spot';\nimport './order';\nimport './order-spot';\nimport './interest_rate';\nimport './product'; // Import the new product service\nimport './pending-orders';\nimport './quote';\n"]}
package/lib/interest_rate.d.ts ADDED
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=interest_rate.d.ts.map
package/lib/interest_rate.d.ts.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"interest_rate.d.ts","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":""}
package/lib/interest_rate.js ADDED
@@ -0,0 +1,98 @@
1
+ "use strict";
2
+ var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
3
+ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
4
+ if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
5
+ var g = generator.apply(thisArg, _arguments || []), i, q = [];
6
+ return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
7
+ function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
8
+ function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
9
+ function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
10
+ function fulfill(value) { resume("next", value); }
11
+ function reject(value) { resume("throw", value); }
12
+ function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
13
+ };
14
+ Object.defineProperty(exports, "__esModule", { value: true });
15
+ const data_series_1 = require("@yuants/data-series");
16
+ const protocol_1 = require("@yuants/protocol");
17
+ const sql_1 = require("@yuants/sql");
18
+ const utils_1 = require("@yuants/utils");
19
+ const rxjs_1 = require("rxjs");
20
+ const api_1 = require("./api");
21
+ const product_1 = require("./product");
22
+ const terminal = protocol_1.Terminal.fromNodeEnv();
23
+ (0, sql_1.createSQLWriter)(terminal, {
24
+ data$: product_1.productService.products$.pipe((0, rxjs_1.map)((products) => products.filter((product) => product.no_interest_rate === false)), (0, rxjs_1.mergeAll)(), (0, rxjs_1.map)((product) => ({
25
+ series_id: (0, utils_1.encodePath)(product.datasource_id, product.product_id),
26
+ table_name: 'interest_rate',
27
+ cron_pattern: '0 * * * *',
28
+ cron_timezone: 'UTC',
29
+ disabled: false,
30
+ replay_count: 0,
31
+ }))),
32
+ tableName: 'series_collecting_task',
33
+ writeInterval: 1000,
34
+ conflictKeys: ['series_id', 'table_name'],
35
+ });
36
+ (0, data_series_1.createSeriesProvider)(terminal, {
37
+ tableName: 'interest_rate',
38
+ series_id_prefix_parts: ['ASTER'],
39
+ reversed: true,
40
+ serviceOptions: { concurrent: 1 },
41
+ queryFn: function ({ series_id, started_at, ended_at }) {
42
+ return __asyncGenerator(this, arguments, function* () {
43
+ const start = started_at !== null && started_at !== void 0 ? started_at : 0;
44
+ const end = ended_at !== null && ended_at !== void 0 ? ended_at : Date.now();
45
+ const [datasource_id, product_id] = (0, utils_1.decodePath)(series_id);
46
+ const [instType, instId] = (0, utils_1.decodePath)(product_id);
47
+ if (instType !== 'PERPETUAL') {
48
+ return yield __await(void 0);
49
+ }
50
+ let currentStart = start;
51
+ while (currentStart <= end) {
52
+ const res = yield __await((0, api_1.getFApiV1FundingRate)({
53
+ symbol: instId,
54
+ startTime: currentStart,
55
+ endTime: end,
56
+ limit: 1000,
57
+ }));
58
+ if (!Array.isArray(res) || res.length === 0) {
59
+ break;
60
+ }
61
+ const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);
62
+ if (filtered.length === 0) {
63
+ const lastRecord = res[res.length - 1];
64
+ const nextStart = lastRecord.fundingTime + 1;
65
+ if (nextStart <= currentStart) {
66
+ break;
67
+ }
68
+ currentStart = nextStart;
69
+ yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
70
+ continue;
71
+ }
72
+ const data = filtered.map((item) => {
73
+ const rate = Number(item.fundingRate);
74
+ return {
75
+ series_id,
76
+ product_id,
77
+ datasource_id,
78
+ created_at: (0, utils_1.formatTime)(item.fundingTime),
79
+ long_rate: `${-rate}`,
80
+ short_rate: `${rate}`,
81
+ settlement_price: '',
82
+ };
83
+ });
84
+ yield yield __await(data);
85
+ const lastTime = filtered[filtered.length - 1].fundingTime;
86
+ if (lastTime >= end) {
87
+ break;
88
+ }
89
+ currentStart = lastTime + 1;
90
+ if (res.length < 1000) {
91
+ break;
92
+ }
93
+ yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
94
+ }
95
+ });
96
+ },
97
+ });
98
+ //# sourceMappingURL=interest_rate.js.map
package/lib/interest_rate.js.map ADDED
@@ -0,0 +1 @@
1
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Date.now();\n const [datasource_id, product_id] = decodePath(series_id);\n const [instType, instId] = decodePath(product_id);\n\n if (instType !== 'PERPETUAL') {\n return;\n }\n\n let currentStart = start;\n\n while (currentStart <= end) {\n const res = await getFApiV1FundingRate({\n symbol: instId,\n startTime: currentStart,\n endTime: end,\n limit: 1000,\n });\n\n if (!Array.isArray(res) || res.length === 0) {\n break;\n }\n\n const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);\n\n if (filtered.length === 0) {\n const lastRecord = res[res.length - 1];\n const nextStart = lastRecord.fundingTime + 1;\n if (nextStart <= currentStart) {\n break;\n }\n currentStart = nextStart;\n await firstValueFrom(timer(1000));\n continue;\n }\n\n const data = filtered.map((item): IInterestRate => {\n const rate = Number(item.fundingRate);\n return {\n series_id,\n product_id,\n datasource_id,\n created_at: formatTime(item.fundingTime),\n long_rate: `${-rate}`,\n short_rate: `${rate}`,\n settlement_price: '',\n };\n });\n\n yield data;\n\n const lastTime = filtered[filtered.length - 1].fundingTime;\n if (lastTime >= end) {\n break;\n }\n\n currentStart = lastTime + 1;\n\n if (res.length < 1000) {\n break;\n }\n\n await firstValueFrom(timer(1000));\n }\n },\n});\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-aster",
3
- "version": "0.4.0",
3
+ "version": "0.5.1",
4
4
  "bin": "lib/cli.js",
5
5
  "main": "lib/index.js",
6
6
  "files": [
@@ -9,17 +9,17 @@
9
9
  "temp"
10
10
  ],
11
11
  "dependencies": {
12
- "@yuants/protocol": "0.50.0",
13
- "@yuants/data-account": "0.6.10",
14
- "@yuants/utils": "0.10.0",
15
- "@yuants/data-series": "0.3.41",
16
- "@yuants/sql": "0.9.20",
17
- "@yuants/data-product": "0.4.11",
18
- "@yuants/data-ohlc": "0.4.12",
19
- "@yuants/data-order": "0.3.8",
20
- "@yuants/data-interest-rate": "0.1.38",
21
- "@yuants/transfer": "0.2.29",
22
- "@yuants/data-quote": "0.2.33",
12
+ "@yuants/protocol": "0.50.1",
13
+ "@yuants/data-account": "0.6.11",
14
+ "@yuants/utils": "0.10.1",
15
+ "@yuants/data-series": "0.3.42",
16
+ "@yuants/sql": "0.9.21",
17
+ "@yuants/data-product": "0.4.12",
18
+ "@yuants/data-ohlc": "0.4.13",
19
+ "@yuants/data-order": "0.3.9",
20
+ "@yuants/data-interest-rate": "0.1.39",
21
+ "@yuants/transfer": "0.2.30",
22
+ "@yuants/data-quote": "0.2.34",
23
23
  "rxjs": "~7.5.6"
24
24
  },
25
25
  "devDependencies": {
@@ -29,8 +29,8 @@
29
29
  "@rushstack/heft-node-rig": "~1.10.7",
30
30
  "@types/heft-jest": "1.0.3",
31
31
  "@types/node": "22",
32
- "@yuants/extension": "0.2.26",
33
- "@yuants/tool-kit": "0.2.0",
32
+ "@yuants/extension": "0.2.27",
33
+ "@yuants/tool-kit": "0.2.1",
34
34
  "typescript": "~4.7.4",
35
35
  "ts-node": "~10.9.2"
36
36
  },
package/temp/package-deps.json CHANGED
@@ -1,15 +1,16 @@
1
1
  {
2
- "apps/vendor-aster/CHANGELOG.json": "02827ec15e869b41bf0d6a8e7664f290c68041f2",
3
- "apps/vendor-aster/CHANGELOG.md": "2ed00719240c330b4481a8fb016bdc5a800f9c80",
2
+ "apps/vendor-aster/CHANGELOG.json": "3f180fb1bf063110502da383183371d81cd45458",
3
+ "apps/vendor-aster/CHANGELOG.md": "f07124edac0f5d62ea34b321e078de91973bdf49",
4
4
  "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
5
5
  "apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
6
6
  "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
7
- "apps/vendor-aster/package.json": "5d687cf5eb79edf4ba4e4ff8db2ce9a7705089c7",
7
+ "apps/vendor-aster/package.json": "be21078ffaf7be28f036015a9c81d19f31daec05",
8
8
  "apps/vendor-aster/src/account-spot.ts": "e5162a9c7f00fde4d1f143c3f85ef04ae8877b56",
9
9
  "apps/vendor-aster/src/account.ts": "6163105ce1de2d1b9747b8080936357bbcada559",
10
- "apps/vendor-aster/src/api.ts": "a6f88637677a023c93e3072ed527beec9aec5803",
10
+ "apps/vendor-aster/src/api.ts": "14f0dc9326707c79e307b951bd37e75badce34de",
11
11
  "apps/vendor-aster/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
12
- "apps/vendor-aster/src/index.ts": "3412ffd7a3b3e913bb48ccf972c4baa575e51b97",
12
+ "apps/vendor-aster/src/index.ts": "ec461c856e78211a16e3529e20ba6bcb643512f9",
13
+ "apps/vendor-aster/src/interest_rate.ts": "40366d0cc1d78d77e7852432cbe5df2847ccfda4",
13
14
  "apps/vendor-aster/src/order-spot.ts": "e17f728347f3c49d4311493a47b1ed72d5a29f37",
14
15
  "apps/vendor-aster/src/order.ts": "f4c905309ffabf2122bf7079b4f5faf6c1e3f744",
15
16
  "apps/vendor-aster/src/pending-orders.ts": "e047fcb2f9098583856513677f90b2e3d6e26441",
@@ -19,17 +20,17 @@
19
20
  "apps/vendor-aster/src/utils.ts": "f732922ea47951ddf0889bba9a70fd8e270cae2f",
20
21
  "apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
21
22
  "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "079d5f6c02db17fd629cf5af455cb4544478f976",
22
- "libraries/protocol/temp/package-deps.json": "b798d038ca8307c5c1da842400ce9b64a81b8bb4",
23
- "libraries/data-account/temp/package-deps.json": "927914a42877bd5e5eece519e427c0b4743f5e2d",
24
- "libraries/utils/temp/package-deps.json": "00132af02f003a95edfc2b9e1e9ec298a59fb89c",
25
- "libraries/data-series/temp/package-deps.json": "f0ac273595ca98049fe361a4a4f9c02e3f2af689",
26
- "libraries/sql/temp/package-deps.json": "e2a073b3cedae605bf3be4eba0df3bf9e6ce1cda",
27
- "libraries/data-product/temp/package-deps.json": "b3db51796835c2bb4a5a307b1ab693ba12379ddd",
28
- "libraries/data-ohlc/temp/package-deps.json": "9a2c1de185e0a9d54d7c28b35a62077a69435245",
29
- "libraries/data-order/temp/package-deps.json": "61701a3a0578d8c0bc50dfda8f54349c19cf1521",
30
- "libraries/data-interest-rate/temp/package-deps.json": "c349130b331ab41396ac04722cb5463f0ce41a1c",
31
- "libraries/transfer/temp/package-deps.json": "bdb70a9e16eed15573c12f44a97b136d4df0439b",
32
- "libraries/data-quote/temp/package-deps.json": "aceb6fb51f0cd42c513e9213de9f55f06d2973f3",
33
- "libraries/extension/temp/package-deps.json": "baf08ab93278543b640b68f31261ffd3705bd9e7",
34
- "tools/toolkit/temp/package-deps.json": "3bef053db16659f0cdaceea64c8a8580c0131633"
23
+ "libraries/protocol/temp/package-deps.json": "0b032cee3e535748f6b18aafc53ebb5d22b93b39",
24
+ "libraries/data-account/temp/package-deps.json": "db21ad5308b662aeb4080aeab2ea1b3ce707fbc3",
25
+ "libraries/utils/temp/package-deps.json": "cb0a4bb6018bb4723b41538c5d8de701976651a9",
26
+ "libraries/data-series/temp/package-deps.json": "705e60258cd1b672ccd5bbd397f96e915dd041fe",
27
+ "libraries/sql/temp/package-deps.json": "9b6f844923fb0890c6b6b340148c36c0c509529f",
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+ "libraries/data-product/temp/package-deps.json": "c0c0fe3448f71b00cf35f3d7f01f3f23766853f7",
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+ "libraries/data-ohlc/temp/package-deps.json": "d133678d93bde02a5ecb128bff6d5d43586e6423",
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+ "libraries/data-order/temp/package-deps.json": "8004fda5dded2e15763321180f81ecd5c1f03e73",
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+ "libraries/data-interest-rate/temp/package-deps.json": "8df7f68dffe18726f766de1ceb7823f8afa9e0c9",
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+ "libraries/transfer/temp/package-deps.json": "6c2b48061b395f9f1a06dffcd6152be79090d150",
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+ "libraries/data-quote/temp/package-deps.json": "dac628dcc28baf1810f38a9fb293269f943231ea",
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+ "libraries/extension/temp/package-deps.json": "060fce6fcff500e243a49c37c970a9b2ea580c32",
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+ "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
35
36
  }