@yuants/vendor-aster 0.7.18 → 0.7.19
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.
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@@ -1,9 +1,8 @@
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import { createCache } from '@yuants/cache';
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import { Terminal } from '@yuants/protocol';
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import { writeToSQL } from '@yuants/sql';
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import { decodePath, encodePath } from '@yuants/utils';
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import {
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import {
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import { defer, filter, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, } from 'rxjs';
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import { getFApiV1TickerPrice, } from '../../api/public-api';
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const terminal = Terminal.fromNodeEnv();
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const DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;
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const OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120000;
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@@ -36,20 +35,28 @@ const getRequestIntervalMs = (rateLimits, fallbackMs) => {
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return fallbackMs;
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return Math.max(fallbackMs, Math.max(...intervals));
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};
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const openInterestCache = createCache(
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},
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// const openInterestCache = createCache<string>(
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// async (symbol: string) => {
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// try {
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// const data = await getFApiV1OpenInterest({ symbol });
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// return data.openInterest;
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// } catch (error) {
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// console.warn('getFApiV1OpenInterest failed', symbol, error);
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// return undefined;
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// }
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// },
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// { expire: OPEN_INTEREST_TTL },
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// );
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// const requestInterval$ = defer(() => getFApiV1ExchangeInfo({})).pipe(
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// map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),
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// catchError((err) => {
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// console.warn('getFApiV1ExchangeInfo failed when calculating request interval', err);
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// return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);
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// }),
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// startWith(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS),
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// retry({ delay: 60_000 }),
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// shareReplay({ bufferSize: 1, refCount: true }),
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// );
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const ticker$ = defer(() => getFApiV1TickerPrice({})).pipe(map((tickers) => (Array.isArray(tickers) ? tickers : [])), repeat({ delay: 1000 }), retry({ delay: 5000 }), shareReplay({ bufferSize: 1, refCount: true }));
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const quoteFromTicker$ = ticker$.pipe(mergeMap((tickers) => tickers || []), map((ticker) => {
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var _a;
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@@ -62,16 +69,26 @@ const quoteFromTicker$ = ticker$.pipe(mergeMap((tickers) => tickers || []), map(
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updated_at: new Date((_a = ticker.time) !== null && _a !== void 0 ? _a : Date.now()).toISOString(),
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});
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}));
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const quoteFromOpenInterest$ = combineLatest([ticker$, requestInterval$]).pipe(
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// const quoteFromOpenInterest$ = combineLatest([ticker$, requestInterval$]).pipe(
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// mergeMap(([tickers, requestInterval]) =>
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// from(tickers).pipe(
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// concatMap((ticker, index) =>
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// (index > 0 ? timer(requestInterval) : of(0)).pipe(
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// mergeMap(() => from(openInterestCache.query(ticker.symbol))),
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// map(
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// (openInterest): Partial<IQuote> => ({
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// datasource_id: 'ASTER',
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// product_id: encodePath('ASTER', 'PERP', ticker.symbol),
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// open_interest: `${openInterest ?? 0}`,
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// updated_at: new Date(ticker.time ?? Date.now()).toISOString(),
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// }),
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// ),
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// ),
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// ),
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// ),
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// ),
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// );
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const quote$ = merge(quoteFromTicker$).pipe(groupBy((quote) => quote.product_id), mergeMap((group$) => group$.pipe(scan((acc, cur) => Object.assign(acc, cur, {
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datasource_id: 'ASTER',
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product_id: group$.key,
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}), {}))), shareReplay({ bufferSize: 1, refCount: true }));
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@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport type { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n catchError,\n combineLatest,\n concatMap,\n defer,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n of,\n repeat,\n retry,\n scan,\n shareReplay,\n startWith,\n timer,\n} from 'rxjs';\nimport {\n getFApiV1ExchangeInfo,\n getFApiV1OpenInterest,\n getFApiV1TickerPrice,\n IAsterRateLimit,\n} from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n switch (interval) {\n case 'SECOND':\n return (intervalNum ?? 1) * 1_000;\n case 'MINUTE':\n return (intervalNum ?? 1) * 60_000;\n case 'HOUR':\n return (intervalNum ?? 1) * 3_600_000;\n case 'DAY':\n return (intervalNum ?? 1) * 86_400_000;\n default:\n return undefined;\n }\n};\n\nconst getRequestIntervalMs = (rateLimits: IAsterRateLimit[] | undefined, fallbackMs: number) => {\n const intervals: number[] = [];\n for (const item of rateLimits ?? []) {\n if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n const duration = toIntervalMs(item.interval, item.intervalNum);\n const limit = item.limit;\n if (duration == null || limit == null || limit <= 0) continue;\n intervals.push(Math.ceil(duration / limit));\n }\n if (!intervals.length) return fallbackMs;\n return Math.max(fallbackMs, Math.max(...intervals));\n};\n\nconst openInterestCache = createCache<string>(\n async (symbol: string) => {\n try {\n const data = await getFApiV1OpenInterest({ symbol });\n return data.openInterest;\n } catch (error) {\n console.warn('getFApiV1OpenInterest failed', symbol, error);\n return undefined;\n }\n },\n { expire: OPEN_INTEREST_TTL },\n);\n\nconst requestInterval$ = defer(() => getFApiV1ExchangeInfo({})).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getFApiV1ExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n }),\n startWith(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst ticker$ = defer(() => getFApiV1TickerPrice({})).pipe(\n map((tickers) => (Array.isArray(tickers) ? tickers : [])),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromTicker$ = ticker$.pipe(\n mergeMap((tickers) => tickers || []),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n last_price: `${ticker.price}`,\n bid_price: `${ticker.price}`,\n ask_price: `${ticker.price}`,\n updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = combineLatest([ticker$, requestInterval$]).pipe(\n mergeMap(([tickers, requestInterval]) =>\n from(tickers).pipe(\n concatMap((ticker, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(openInterestCache.query(ticker.symbol))),\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n open_interest: `${openInterest ?? 0}`,\n updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n }),\n ),\n ),\n ),\n ),\n ),\n);\n\nconst quote$ = merge(quoteFromTicker$, quoteFromOpenInterest$).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'ASTER',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^ASTER/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
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Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n switch (interval) {\n case 'SECOND':\n return (intervalNum ?? 1) * 1_000;\n case 'MINUTE':\n return (intervalNum ?? 1) * 60_000;\n case 'HOUR':\n return (intervalNum ?? 1) * 3_600_000;\n case 'DAY':\n return (intervalNum ?? 1) * 86_400_000;\n default:\n return undefined;\n }\n};\n\nconst getRequestIntervalMs = (rateLimits: IAsterRateLimit[] | undefined, fallbackMs: number) => {\n const intervals: number[] = [];\n for (const item of rateLimits ?? []) {\n if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n const duration = toIntervalMs(item.interval, item.intervalNum);\n const limit = item.limit;\n if (duration == null || limit == null || limit <= 0) continue;\n intervals.push(Math.ceil(duration / limit));\n }\n if (!intervals.length) return fallbackMs;\n return Math.max(fallbackMs, Math.max(...intervals));\n};\n\n// const openInterestCache = createCache<string>(\n// async (symbol: string) => {\n// try {\n// const data = await getFApiV1OpenInterest({ symbol });\n// return data.openInterest;\n// } catch (error) {\n// console.warn('getFApiV1OpenInterest failed', symbol, error);\n// return undefined;\n// }\n// },\n// { expire: OPEN_INTEREST_TTL },\n// );\n\n// const requestInterval$ = defer(() => getFApiV1ExchangeInfo({})).pipe(\n// map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n// catchError((err) => {\n// console.warn('getFApiV1ExchangeInfo failed when calculating request interval', err);\n// return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n// }),\n// startWith(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS),\n// retry({ delay: 60_000 }),\n// shareReplay({ bufferSize: 1, refCount: true }),\n// );\n\nconst ticker$ = defer(() => getFApiV1TickerPrice({})).pipe(\n map((tickers) => (Array.isArray(tickers) ? tickers : [])),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromTicker$ = ticker$.pipe(\n mergeMap((tickers) => tickers || []),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n last_price: `${ticker.price}`,\n bid_price: `${ticker.price}`,\n ask_price: `${ticker.price}`,\n updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n }),\n ),\n);\n\n// const quoteFromOpenInterest$ = combineLatest([ticker$, requestInterval$]).pipe(\n// mergeMap(([tickers, requestInterval]) =>\n// from(tickers).pipe(\n// concatMap((ticker, index) =>\n// (index > 0 ? timer(requestInterval) : of(0)).pipe(\n// mergeMap(() => from(openInterestCache.query(ticker.symbol))),\n// map(\n// (openInterest): Partial<IQuote> => ({\n// datasource_id: 'ASTER',\n// product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n// open_interest: `${openInterest ?? 0}`,\n// updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n// }),\n// ),\n// ),\n// ),\n// ),\n// ),\n// );\n\nconst quote$ = merge(\n quoteFromTicker$,\n // quoteFromOpenInterest$\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'ASTER',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^ASTER/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
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const quote$ = (0, rxjs_1.merge)(quoteFromTicker$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
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{ createCache } from '@yuants/cache';\nimport type { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n catchError,\n combineLatest,\n concatMap,\n defer,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n of,\n repeat,\n retry,\n scan,\n shareReplay,\n startWith,\n timer,\n} from 'rxjs';\nimport {\n getFApiV1ExchangeInfo,\n getFApiV1OpenInterest,\n getFApiV1TickerPrice,\n IAsterRateLimit,\n} from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n switch (interval) {\n case 'SECOND':\n return (intervalNum ?? 1) * 1_000;\n case 'MINUTE':\n return (intervalNum ?? 1) * 60_000;\n case 'HOUR':\n return (intervalNum ?? 1) * 3_600_000;\n case 'DAY':\n return (intervalNum ?? 1) * 86_400_000;\n default:\n return undefined;\n }\n};\n\nconst getRequestIntervalMs = (rateLimits: IAsterRateLimit[] | undefined, fallbackMs: number) => {\n const intervals: number[] = [];\n for (const item of rateLimits ?? []) {\n if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n const duration = toIntervalMs(item.interval, item.intervalNum);\n const limit = item.limit;\n if (duration == null || limit == null || limit <= 0) continue;\n intervals.push(Math.ceil(duration / limit));\n }\n if (!intervals.length) return fallbackMs;\n return Math.max(fallbackMs, Math.max(...intervals));\n};\n\nconst openInterestCache = createCache<string>(\n async (symbol: string) => {\n try {\n const data = await getFApiV1OpenInterest({ symbol });\n return data.openInterest;\n } catch (error) {\n console.warn('getFApiV1OpenInterest failed', symbol, error);\n return undefined;\n }\n },\n { expire: OPEN_INTEREST_TTL },\n);\n\nconst requestInterval$ = defer(() => getFApiV1ExchangeInfo({})).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getFApiV1ExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n }),\n startWith(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst ticker$ = defer(() => getFApiV1TickerPrice({})).pipe(\n map((tickers) => (Array.isArray(tickers) ? tickers : [])),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromTicker$ = ticker$.pipe(\n mergeMap((tickers) => tickers || []),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n last_price: `${ticker.price}`,\n bid_price: `${ticker.price}`,\n ask_price: `${ticker.price}`,\n updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = combineLatest([ticker$, requestInterval$]).pipe(\n mergeMap(([tickers, requestInterval]) =>\n from(tickers).pipe(\n concatMap((ticker, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(openInterestCache.query(ticker.symbol))),\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n open_interest: `${openInterest ?? 0}`,\n updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n }),\n ),\n ),\n ),\n ),\n ),\n);\n\nconst quote$ = merge(quoteFromTicker$, quoteFromOpenInterest$).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'ASTER',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^ASTER/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
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Number(process.env.OPEN_INTEREST_TTL) : 120_000;\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n switch (interval) {\n case 'SECOND':\n return (intervalNum ?? 1) * 1_000;\n case 'MINUTE':\n return (intervalNum ?? 1) * 60_000;\n case 'HOUR':\n return (intervalNum ?? 1) * 3_600_000;\n case 'DAY':\n return (intervalNum ?? 1) * 86_400_000;\n default:\n return undefined;\n }\n};\n\nconst getRequestIntervalMs = (rateLimits: IAsterRateLimit[] | undefined, fallbackMs: number) => {\n const intervals: number[] = [];\n for (const item of rateLimits ?? []) {\n if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n const duration = toIntervalMs(item.interval, item.intervalNum);\n const limit = item.limit;\n if (duration == null || limit == null || limit <= 0) continue;\n intervals.push(Math.ceil(duration / limit));\n }\n if (!intervals.length) return fallbackMs;\n return Math.max(fallbackMs, Math.max(...intervals));\n};\n\n// const openInterestCache = createCache<string>(\n// async (symbol: string) => {\n// try {\n// const data = await getFApiV1OpenInterest({ symbol });\n// return data.openInterest;\n// } catch (error) {\n// console.warn('getFApiV1OpenInterest failed', symbol, error);\n// return undefined;\n// }\n// },\n// { expire: OPEN_INTEREST_TTL },\n// );\n\n// const requestInterval$ = defer(() => getFApiV1ExchangeInfo({})).pipe(\n// map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n// catchError((err) => {\n// console.warn('getFApiV1ExchangeInfo failed when calculating request interval', err);\n// return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n// }),\n// startWith(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS),\n// retry({ delay: 60_000 }),\n// shareReplay({ bufferSize: 1, refCount: true }),\n// );\n\nconst ticker$ = defer(() => getFApiV1TickerPrice({})).pipe(\n map((tickers) => (Array.isArray(tickers) ? tickers : [])),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromTicker$ = ticker$.pipe(\n mergeMap((tickers) => tickers || []),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'ASTER',\n product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n last_price: `${ticker.price}`,\n bid_price: `${ticker.price}`,\n ask_price: `${ticker.price}`,\n updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n }),\n ),\n);\n\n// const quoteFromOpenInterest$ = combineLatest([ticker$, requestInterval$]).pipe(\n// mergeMap(([tickers, requestInterval]) =>\n// from(tickers).pipe(\n// concatMap((ticker, index) =>\n// (index > 0 ? timer(requestInterval) : of(0)).pipe(\n// mergeMap(() => from(openInterestCache.query(ticker.symbol))),\n// map(\n// (openInterest): Partial<IQuote> => ({\n// datasource_id: 'ASTER',\n// product_id: encodePath('ASTER', 'PERP', ticker.symbol),\n// open_interest: `${openInterest ?? 0}`,\n// updated_at: new Date(ticker.time ?? Date.now()).toISOString(),\n// }),\n// ),\n// ),\n// ),\n// ),\n// ),\n// );\n\nconst quote$ = merge(\n quoteFromTicker$,\n // quoteFromOpenInterest$\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'ASTER',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^ASTER/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
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package/package.json
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package/temp/package-deps.json
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1
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{
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"apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
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"apps/vendor-aster/CHANGELOG.json": "
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"apps/vendor-aster/CHANGELOG.md": "
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"apps/vendor-aster/CHANGELOG.json": "098dec2b340192274d0d57ddf0231acbaf2c6a9e",
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"apps/vendor-aster/CHANGELOG.md": "d31cd102a161c5a49511f7a197d21795bdf64d69",
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5
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"apps/vendor-aster/SESSION_NOTES.md": "8a7aaa694e6428ef6e1ef14096e5c3ee00c42152",
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6
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"apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
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7
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"apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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"apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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"apps/vendor-aster/package.json": "
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+
"apps/vendor-aster/package.json": "073099d7af9a85bc5f369e6537d12386b9e7142b",
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10
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"apps/vendor-aster/src/api/private-api.ts": "71f2f794377a45c64f688a663111318e36463bdb",
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"apps/vendor-aster/src/api/public-api.ts": "516014a166c938d0fc4b1097b444d7ee52446631",
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"apps/vendor-aster/src/index.ts": "509ef4c18ec2deb8a6e11ed5682334433cb2bcb2",
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@@ -15,7 +15,7 @@
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15
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"apps/vendor-aster/src/services/exchange.ts": "71a555ceec0d84b6f12a9c2002834676f1370d51",
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16
16
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"apps/vendor-aster/src/services/markets/interest_rate.ts": "8512bb506f3d66b16aceb9d153d1b3a4671de5ef",
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17
17
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"apps/vendor-aster/src/services/markets/product.ts": "027646b5af638bacc0f943cefc14e32e71bbb6ce",
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18
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-
"apps/vendor-aster/src/services/markets/quote.ts": "
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18
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+
"apps/vendor-aster/src/services/markets/quote.ts": "9ea420c98bdce05d915f8944ef821f99519beff0",
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"apps/vendor-aster/src/services/orders/cancelOrder.ts": "09a6d3b10a218ad226346dd68d0ff0207083a7f1",
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20
20
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"apps/vendor-aster/src/services/orders/listOrders.ts": "579e83c45f6c4435ad3f5a2d3fe163a036bb9fd1",
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21
21
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"apps/vendor-aster/src/services/orders/submitOrder.ts": "9e99af753829d8f75a110cb29042ee3ebe6b724d",
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