@yuants/vendor-aster 0.8.4 → 0.9.0

package/dist/api/public-api.js

@@ -11,10 +11,11 @@ const request = async (method, baseUrl, endpoint, params = {}) => {
     }
     console.info(url.toString());
     MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();
-    const res = await fetch(url.toString(), {
+    const res = (await fetch(url.toString(), {
         method,
-    }).then((response) => response.json());
-    if (res.code && res.code !== 0) {
+    }).then((response) => response.json()));
+    const maybeError = res;
+    if (typeof maybeError.code === 'number' && maybeError.code !== 0) {
         throw JSON.stringify(res);
     }
     return res;
@@ -57,4 +58,19 @@ export const getFApiV1TickerPrice = createFutureApi('GET', '/fapi/v1/ticker/pric
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md
  */
 export const getFApiV1PremiumIndex = createFutureApi('GET', '/fapi/v1/premiumIndex');
+/**
+ * 获取 K 线
+ *
+ * 参考 Binance 风格接口：/fapi/v1/klines
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE
+ */
+export const getFApiV1Klines = createFutureApi('GET', '/fapi/v1/klines');
+/**
+ * 获取现货 K 线
+ *
+ * 参考 Binance 风格接口：/api/v1/klines
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md
+ */
+export const getApiV1Klines = createSpotApi('GET', '/api/v1/klines');
 //# sourceMappingURL=public-api.js.map

package/dist/api/public-api.js.map

@@ -1 +1 @@
-{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,wBAAwB,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAEtE,MAAM,0BAA0B,GAAG,wBAAwB,CAAC,OAAO,CACjE,gBAAgB,EAChB,0BAA0B,CAC3B,CAAC;AACF,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,OAAO,GAAG,KAAK,EACnB,MAAc,EACd,OAAe,EACf,QAAgB,EAChB,SAAc,EAAE,EACJ,EAAE;IACd,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,OAAO,CAAC,CAAC;IAC7B,GAAG,CAAC,QAAQ,GAAG,QAAQ,CAAC;IACxB,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;QACjD,IAAI,KAAK,KAAK,SAAS;YAAE,SAAS;QAClC,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,KAAK,EAAE,CAAC,CAAC;KACvC;IAED,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7B,0BAA0B,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,QAAQ,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC;IACnG,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAE;QACtC,MAAM;KACP,CAAC,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;IACvC,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC,EAAE;QAC9B,MAAM,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;KAC3B;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEF,MAAM,SAAS,GACb,CAAC,OAAe,EAAE,EAAE,CACpB,CAAa,MAAc,EAAE,QAAgB,EAAE,EAAE,CACjD,CAAC,MAAY,EAAE,EAAE,CACf,OAAO,CAAO,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAErD,MAAM,eAAe,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAC/D,MAAM,aAAa,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAE7D;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,eAAe,CAYjD,KAAK,EAAE,sBAAsB,CAAC,CAAC;AA2BjC;;;;GAIG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,eAAe,CAAyB,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAE7G;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,aAAa,CAAyB,KAAK,EAAE,sBAAsB,CAAC,CAAC;AAEzG;;;;GAIG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,eAAe,CASlD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,eAAe,CAOjD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;GAGG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,eAAe,CAwBlD,KAAK,EAAE,uBAAuB,CAAC,CAAC","sourcesContent":["import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\nconst request = async <T>(\n  method: string,\n  baseUrl: string,\n  endpoint: string,\n  params: any = {},\n): Promise<T> => {\n  const url = new URL(baseUrl);\n  url.pathname = endpoint;\n  for (const [key, value] of Object.entries(params)) {\n    if (value === undefined) continue;\n    url.searchParams.set(key, `${value}`);\n  }\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const res = await fetch(url.toString(), {\n    method,\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  (baseUrl: string) =>\n  <TReq, TRes>(method: string, endpoint: string) =>\n  (params: TReq) =>\n    request<TRes>(method, baseUrl, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取资金费率历史\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = createFutureApi<\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>('GET', '/fapi/v1/fundingRate');\n\nexport interface IAsterRateLimit {\n  rateLimitType?: string;\n  interval?: string;\n  intervalNum?: number;\n  limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\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  rateLimits?: IAsterRateLimit[];\n}\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 = createFutureApi<{}, IAsterExchangeInfo>('GET', '/fapi/v1/exchangeInfo');\n\n/**\n * 获取现货交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = createSpotApi<{}, IAsterExchangeInfo>('GET', '/api/v1/exchangeInfo');\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n */\nexport const getFApiV1OpenInterest = createFutureApi<\n  {\n    symbol: string;\n  },\n  {\n    symbol: string;\n    openInterest: string;\n    time: number;\n  }\n>('GET', '/fapi/v1/openInterest');\n\n/**\n * 获取最新价格\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = createFutureApi<\n  {},\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n>('GET', '/fapi/v1/ticker/price');\n\n/**\n * 获取资金费率\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = createFutureApi<\n  {\n    symbol?: string;\n  },\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }[]\n>('GET', '/fapi/v1/premiumIndex');\n"]}
+{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,wBAAwB,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAEtE,MAAM,0BAA0B,GAAG,wBAAwB,CAAC,OAAO,CACjE,gBAAgB,EAChB,0BAA0B,CAC3B,CAAC;AACF,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,OAAO,GAAG,KAAK,EACnB,MAAc,EACd,OAAe,EACf,QAAgB,EAChB,SAAkC,EAAE,EACxB,EAAE;IACd,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,OAAO,CAAC,CAAC;IAC7B,GAAG,CAAC,QAAQ,GAAG,QAAQ,CAAC;IACxB,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;QACjD,IAAI,KAAK,KAAK,SAAS;YAAE,SAAS;QAClC,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,KAAK,EAAE,CAAC,CAAC;KACvC;IAED,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7B,0BAA0B,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,QAAQ,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC;IACnG,MAAM,GAAG,GAAG,CAAC,MAAM,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAE;QACvC,MAAM;KACP,CAAC,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAY,CAAC;IAEnD,MAAM,UAAU,GAAG,GAAwB,CAAC;IAC5C,IAAI,OAAO,UAAU,CAAC,IAAI,KAAK,QAAQ,IAAI,UAAU,CAAC,IAAI,KAAK,CAAC,EAAE;QAChE,MAAM,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;KAC3B;IACD,OAAO,GAAQ,CAAC;AAClB,CAAC,CAAC;AAEF,MAAM,SAAS,GACb,CAAC,OAAe,EAAE,EAAE,CACpB,CAA6C,MAAc,EAAE,QAAgB,EAAE,EAAE,CACjF,CAAC,MAAY,EAAE,EAAE,CACf,OAAO,CAAO,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAErD,MAAM,eAAe,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAC/D,MAAM,aAAa,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAE7D;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,eAAe,CAYjD,KAAK,EAAE,sBAAsB,CAAC,CAAC;AA2BjC;;;;GAIG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,eAAe,CAClD,KAAK,EACL,uBAAuB,CACxB,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,aAAa,CAC/C,KAAK,EACL,sBAAsB,CACvB,CAAC;AAEF;;;;GAIG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,eAAe,CASlD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;;GAIG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,eAAe,CAOjD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;GAGG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,eAAe,CAwBlD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAiBlC;;;;;GAKG;AACH,MAAM,CAAC,MAAM,eAAe,GAAG,eAAe,CAS5C,KAAK,EAAE,iBAAiB,CAAC,CAAC;AAE5B;;;;;;GAMG;AACH,MAAM,CAAC,MAAM,cAAc,GAAG,aAAa,CASzC,KAAK,EAAE,gBAAgB,CAAC,CAAC","sourcesContent":["import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\nconst request = async <T>(\n  method: string,\n  baseUrl: string,\n  endpoint: string,\n  params: Record<string, unknown> = {},\n): Promise<T> => {\n  const url = new URL(baseUrl);\n  url.pathname = endpoint;\n  for (const [key, value] of Object.entries(params)) {\n    if (value === undefined) continue;\n    url.searchParams.set(key, `${value}`);\n  }\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const res = (await fetch(url.toString(), {\n    method,\n  }).then((response) => response.json())) as unknown;\n\n  const maybeError = res as { code?: number };\n  if (typeof maybeError.code === 'number' && maybeError.code !== 0) {\n    throw JSON.stringify(res);\n  }\n  return res as T;\n};\n\nconst createApi =\n  (baseUrl: string) =>\n  <TReq extends Record<string, unknown>, TRes>(method: string, endpoint: string) =>\n  (params: TReq) =>\n    request<TRes>(method, baseUrl, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取资金费率历史\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = createFutureApi<\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>('GET', '/fapi/v1/fundingRate');\n\nexport interface IAsterRateLimit {\n  rateLimitType?: string;\n  interval?: string;\n  intervalNum?: number;\n  limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\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]: unknown;\n    }[];\n  }[];\n  rateLimits?: IAsterRateLimit[];\n}\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 = createFutureApi<Record<string, never>, IAsterExchangeInfo>(\n  'GET',\n  '/fapi/v1/exchangeInfo',\n);\n\n/**\n * 获取现货交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = createSpotApi<Record<string, never>, IAsterExchangeInfo>(\n  'GET',\n  '/api/v1/exchangeInfo',\n);\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n */\nexport const getFApiV1OpenInterest = createFutureApi<\n  {\n    symbol: string;\n  },\n  {\n    symbol: string;\n    openInterest: string;\n    time: number;\n  }\n>('GET', '/fapi/v1/openInterest');\n\n/**\n * 获取最新价格\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = createFutureApi<\n  Record<string, never>,\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n>('GET', '/fapi/v1/ticker/price');\n\n/**\n * 获取资金费率\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = createFutureApi<\n  {\n    symbol?: string;\n  },\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }[]\n>('GET', '/fapi/v1/premiumIndex');\n\nexport interface IAsterKline extends Array<string | number> {\n  0: number; // Open time\n  1: string; // Open\n  2: string; // High\n  3: string; // Low\n  4: string; // Close\n  5: string; // Volume\n  6: number; // Close time\n  7: string; // Quote asset volume\n  8: number; // Number of trades\n  9: string; // Taker buy base asset volume\n  10: string; // Taker buy quote asset volume\n  11: string; // Ignore\n}\n\n/**\n * 获取 K 线\n *\n * 参考 Binance 风格接口：/fapi/v1/klines\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE\n */\nexport const getFApiV1Klines = createFutureApi<\n  {\n    symbol: string;\n    interval: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  },\n  IAsterKline[]\n>('GET', '/fapi/v1/klines');\n\n/**\n * 获取现货 K 线\n *\n * 参考 Binance 风格接口：/api/v1/klines\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md\n */\nexport const getApiV1Klines = createSpotApi<\n  {\n    symbol: string;\n    interval: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  },\n  IAsterKline[]\n>('GET', '/api/v1/klines');\n"]}

package/dist/index.js

@@ -3,4 +3,6 @@ import './services/markets/product';
 import './services/markets/quote';
 import './services/exchange';
 import './services/quotes';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC","sourcesContent":["import './services/markets/interest_rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/exchange';\nimport './services/quotes';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC","sourcesContent":["import './services/markets/interest_rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/dist/services/interest-rate-service.js

@@ -0,0 +1,37 @@
+import { provideInterestRateService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { decodePath, formatTime } from '@yuants/utils';
+import { getFApiV1FundingRate } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const WINDOW_MS = 365 * 24 * 3600000;
+const fetchFundingRateForward = async (req) => {
+    const [, instType, symbol] = decodePath(req.product_id);
+    if (instType !== 'PERP' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const startTime = req.time;
+    const res = await getFApiV1FundingRate({
+        symbol,
+        startTime,
+        endTime: startTime + WINDOW_MS,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((item) => {
+        const rate = Number(item.fundingRate);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'ASTER',
+            created_at: formatTime(item.fundingTime),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= startTime);
+};
+provideInterestRateService(terminal, {
+    product_id_prefix: 'ASTER/PERP/',
+    direction: 'forward',
+}, fetchFundingRateForward);
+//# sourceMappingURL=interest-rate-service.js.map

package/dist/services/interest-rate-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,MAAM,kBAAkB,CAAC;AAE9D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,GAAG,GAAG,EAAE,GAAG,OAAQ,CAAC;AAEtC,MAAM,uBAAuB,GAAG,KAAK,EAAE,GAItC,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,GAAG,GAAG,MAAM,oBAAoB,CAAC;QACrC,MAAM;QACN,SAAS;QACT,OAAO,EAAE,SAAS,GAAG,SAAS;QAC9B,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,IAAI,EAAiB,EAAE;QAC3B,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;QACtC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC;YACxC,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;YACrB,UAAU,EAAE,GAAG,IAAI,EAAE;YACrB,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,SAAS,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,0BAA0B,CACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,SAAS,EAAE,SAAS;CACrB,EACD,uBAAuB,CACxB,CAAC","sourcesContent":["import { provideInterestRateService } from '@yuants/exchange';\nimport { IInterestRate } from '@yuants/data-interest-rate';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getFApiV1FundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 365 * 24 * 3600_000;\n\nconst fetchFundingRateForward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'PERP' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const startTime = req.time;\n  const res = await getFApiV1FundingRate({\n    symbol,\n    startTime,\n    endTime: startTime + WINDOW_MS,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map((item): IInterestRate => {\n      const rate = Number(item.fundingRate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'ASTER',\n        created_at: formatTime(item.fundingTime),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'ASTER/PERP/',\n    direction: 'forward',\n  },\n  fetchFundingRateForward,\n);\n"]}

package/dist/services/ohlc-service.js

@@ -0,0 +1,103 @@
+import { provideOHLCService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
+import { getApiV1Klines, getFApiV1Klines } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const DURATION_TO_INTERVAL = {
+    PT1M: '1m',
+    PT3M: '3m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT2H: '2h',
+    PT4H: '4h',
+    PT6H: '6h',
+    PT8H: '8h',
+    PT12H: '12h',
+    P1D: '1d',
+    P3D: '3d',
+    P1W: '1w',
+    P1M: '1M',
+};
+const fetchOHLCPageBackward = async (req) => {
+    const [, instType, symbol] = decodePath(req.product_id);
+    if (instType !== 'PERP' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const interval = DURATION_TO_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const endedAtMs = req.time;
+    const offset = convertDurationToOffset(req.duration);
+    const res = await getFApiV1Klines({
+        symbol,
+        interval,
+        endTime: endedAtMs,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((k) => {
+        const openTimeMs = Number(k[0]);
+        return {
+            series_id: req.series_id,
+            datasource_id: 'ASTER',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: formatTime(openTimeMs),
+            closed_at: formatTime(openTimeMs + offset),
+            open: `${k[1]}`,
+            high: `${k[2]}`,
+            low: `${k[3]}`,
+            close: `${k[4]}`,
+            volume: `${k[5]}`,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+const fetchSpotOHLCPageBackward = async (req) => {
+    const [, instType, symbol] = decodePath(req.product_id);
+    if (instType !== 'SPOT' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const interval = DURATION_TO_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const endedAtMs = req.time;
+    const offset = convertDurationToOffset(req.duration);
+    const res = await getApiV1Klines({
+        symbol,
+        interval,
+        endTime: endedAtMs,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((k) => {
+        const openTimeMs = Number(k[0]);
+        return {
+            series_id: req.series_id,
+            datasource_id: 'ASTER',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: formatTime(openTimeMs),
+            closed_at: formatTime(openTimeMs + offset),
+            open: `${k[1]}`,
+            high: `${k[2]}`,
+            low: `${k[3]}`,
+            close: `${k[4]}`,
+            volume: `${k[5]}`,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+provideOHLCService(terminal, {
+    product_id_prefix: 'ASTER/PERP/',
+    duration_list: Object.keys(DURATION_TO_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+provideOHLCService(terminal, {
+    product_id_prefix: 'ASTER/SPOT/',
+    duration_list: Object.keys(DURATION_TO_INTERVAL),
+    direction: 'backward',
+}, fetchSpotOHLCPageBackward);
+//# sourceMappingURL=ohlc-service.js.map

package/dist/services/ohlc-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,kBAAkB,CAAC;AAEtD,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,cAAc,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AAEpE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,oBAAoB,GAA2B;IACnD,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,MAAM,qBAAqB,GAAG,KAAK,EAAE,GAKpC,EAAoB,EAAE;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,QAAQ,GAAG,oBAAoB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACpD,IAAI,CAAC,QAAQ;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAExE,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,MAAM,GAAG,uBAAuB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IAErD,MAAM,GAAG,GAAG,MAAM,eAAe,CAAC;QAChC,MAAM;QACN,QAAQ;QACR,OAAO,EAAE,SAAS;QAClB,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAS,EAAE;QAChB,MAAM,UAAU,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAChC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,UAAU,EAAE,UAAU,CAAC,UAAU,CAAC;YAClC,SAAS,EAAE,UAAU,CAAC,UAAU,GAAG,MAAM,CAAC;YAC1C,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACf,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACf,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACd,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YAChB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACjB,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,MAAM,yBAAyB,GAAG,KAAK,EAAE,GAKxC,EAAoB,EAAE;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,QAAQ,GAAG,oBAAoB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACpD,IAAI,CAAC,QAAQ;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAExE,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,MAAM,GAAG,uBAAuB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IAErD,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC;QAC/B,MAAM;QACN,QAAQ;QACR,OAAO,EAAE,SAAS;QAClB,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAS,EAAE;QAChB,MAAM,UAAU,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAChC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,UAAU,EAAE,UAAU,CAAC,UAAU,CAAC;YAClC,SAAS,EAAE,UAAU,CAAC,UAAU,GAAG,MAAM,CAAC;YAC1C,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACf,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACf,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACd,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YAChB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACjB,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,oBAAoB,CAAC;IAChD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,oBAAoB,CAAC;IAChD,SAAS,EAAE,UAAU;CACtB,EACD,yBAAyB,CAC1B,CAAC","sourcesContent":["import { provideOHLCService } from '@yuants/exchange';\nimport { IOHLC } from '@yuants/data-ohlc';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getApiV1Klines, getFApiV1Klines } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_INTERVAL: Record<string, string> = {\n  PT1M: '1m',\n  PT3M: '3m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n  PT1H: '1h',\n  PT2H: '2h',\n  PT4H: '4h',\n  PT6H: '6h',\n  PT8H: '8h',\n  PT12H: '12h',\n  P1D: '1d',\n  P3D: '3d',\n  P1W: '1w',\n  P1M: '1M',\n};\n\nconst fetchOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'PERP' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const endedAtMs = req.time;\n  const offset = convertDurationToOffset(req.duration);\n\n  const res = await getFApiV1Klines({\n    symbol,\n    interval,\n    endTime: endedAtMs,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map((k): IOHLC => {\n      const openTimeMs = Number(k[0]);\n      return {\n        series_id: req.series_id,\n        datasource_id: 'ASTER',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(openTimeMs),\n        closed_at: formatTime(openTimeMs + offset),\n        open: `${k[1]}`,\n        high: `${k[2]}`,\n        low: `${k[3]}`,\n        close: `${k[4]}`,\n        volume: `${k[5]}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchSpotOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'SPOT' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const endedAtMs = req.time;\n  const offset = convertDurationToOffset(req.duration);\n\n  const res = await getApiV1Klines({\n    symbol,\n    interval,\n    endTime: endedAtMs,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map((k): IOHLC => {\n      const openTimeMs = Number(k[0]);\n      return {\n        series_id: req.series_id,\n        datasource_id: 'ASTER',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(openTimeMs),\n        closed_at: formatTime(openTimeMs + offset),\n        open: `${k[1]}`,\n        high: `${k[2]}`,\n        low: `${k[3]}`,\n        close: `${k[4]}`,\n        volume: `${k[5]}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'ASTER/PERP/',\n    duration_list: Object.keys(DURATION_TO_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'ASTER/SPOT/',\n    duration_list: Object.keys(DURATION_TO_INTERVAL),\n    direction: 'backward',\n  },\n  fetchSpotOHLCPageBackward,\n);\n"]}

package/lib/api/public-api.d.ts

@@ -31,7 +31,7 @@ export interface IAsterExchangeInfo {
         quotePrecision: number;
         filters: {
             filterType: string;
-            [key: string]: any;
+            [key: string]: unknown;
         }[];
     }[];
     rateLimits?: IAsterRateLimit[];
@@ -41,13 +41,13 @@ export interface IAsterExchangeInfo {
  *
  * 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
  */
-export declare const getFApiV1ExchangeInfo: (params: {}) => Promise<IAsterExchangeInfo>;
+export declare const getFApiV1ExchangeInfo: (params: Record<string, never>) => Promise<IAsterExchangeInfo>;
 /**
  * 获取现货交易对信息
  *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145
  */
-export declare const getApiV1ExchangeInfo: (params: {}) => Promise<IAsterExchangeInfo>;
+export declare const getApiV1ExchangeInfo: (params: Record<string, never>) => Promise<IAsterExchangeInfo>;
 /**
  * 获取未平仓合约数量
  *
@@ -65,7 +65,7 @@ export declare const getFApiV1OpenInterest: (params: {
  *
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC
  */
-export declare const getFApiV1TickerPrice: (params: {}) => Promise<{
+export declare const getFApiV1TickerPrice: (params: Record<string, never>) => Promise<{
     symbol: string;
     price: string;
     time?: number | undefined;
@@ -95,4 +95,45 @@ export declare const getFApiV1PremiumIndex: (params: {
     interestRate: string;
     time: number;
 }[]>;
+export interface IAsterKline extends Array<string | number> {
+    0: number;
+    1: string;
+    2: string;
+    3: string;
+    4: string;
+    5: string;
+    6: number;
+    7: string;
+    8: number;
+    9: string;
+    10: string;
+    11: string;
+}
+/**
+ * 获取 K 线
+ *
+ * 参考 Binance 风格接口：/fapi/v1/klines
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE
+ */
+export declare const getFApiV1Klines: (params: {
+    symbol: string;
+    interval: string;
+    startTime?: number | undefined;
+    endTime?: number | undefined;
+    limit?: number | undefined;
+}) => Promise<IAsterKline[]>;
+/**
+ * 获取现货 K 线
+ *
+ * 参考 Binance 风格接口：/api/v1/klines
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md
+ */
+export declare const getApiV1Klines: (params: {
+    symbol: string;
+    interval: string;
+    startTime?: number | undefined;
+    endTime?: number | undefined;
+    limit?: number | undefined;
+}) => Promise<IAsterKline[]>;
 //# sourceMappingURL=public-api.d.ts.map

package/lib/api/public-api.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"public-api.d.ts","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAwCA;;;;GAIG;AACH,eAAO,MAAM,oBAAoB;;;;;;YAQrB,MAAM;iBACD,MAAM;iBACN,MAAM;IAES,CAAC;AAEjC,MAAM,WAAW,eAAe;IAC9B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,kBAAkB;IACjC,OAAO,EAAE;QACP,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,EAAE,SAAS,GAAG,OAAO,GAAG,MAAM,CAAC;QACrC,SAAS,EAAE,MAAM,CAAC;QAClB,UAAU,EAAE,MAAM,CAAC;QACnB,cAAc,EAAE,MAAM,CAAC;QACvB,iBAAiB,EAAE,MAAM,CAAC;QAC1B,kBAAkB,EAAE,MAAM,CAAC;QAC3B,cAAc,EAAE,MAAM,CAAC;QACvB,OAAO,EAAE;YACP,UAAU,EAAE,MAAM,CAAC;YACnB,CAAC,GAAG,EAAE,MAAM,GAAG,GAAG,CAAC;SACpB,EAAE,CAAC;KACL,EAAE,CAAC;IACJ,UAAU,CAAC,EAAE,eAAe,EAAE,CAAC;CAChC;AAED;;;;GAIG;AACH,eAAO,MAAM,qBAAqB,6CAA0E,CAAC;AAE7G;;;;GAIG;AACH,eAAO,MAAM,oBAAoB,6CAAuE,CAAC;AAEzG;;;;GAIG;AACH,eAAO,MAAM,qBAAqB;YAEtB,MAAM;;YAGN,MAAM;kBACA,MAAM;UACd,MAAM;EAEiB,CAAC;AAElC;;;;GAIG;AACH,eAAO,MAAM,oBAAoB;YAGrB,MAAM;WACP,MAAM;;IAGgB,CAAC;AAElC;;;GAGG;AACH,eAAO,MAAM,qBAAqB;;;YAKpB,MAAM;eACH,MAAM;gBACL,MAAM;0BACI,MAAM;qBACX,MAAM;qBACN,MAAM;kBACT,MAAM;UACd,MAAM;;YAGJ,MAAM;eACH,MAAM;gBACL,MAAM;0BACI,MAAM;qBACX,MAAM;qBACN,MAAM;kBACT,MAAM;UACd,MAAM;IAEe,CAAC"}
+{"version":3,"file":"public-api.d.ts","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AA0CA;;;;GAIG;AACH,eAAO,MAAM,oBAAoB;;;;;;YAQrB,MAAM;iBACD,MAAM;iBACN,MAAM;IAES,CAAC;AAEjC,MAAM,WAAW,eAAe;IAC9B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,kBAAkB;IACjC,OAAO,EAAE;QACP,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,EAAE,SAAS,GAAG,OAAO,GAAG,MAAM,CAAC;QACrC,SAAS,EAAE,MAAM,CAAC;QAClB,UAAU,EAAE,MAAM,CAAC;QACnB,cAAc,EAAE,MAAM,CAAC;QACvB,iBAAiB,EAAE,MAAM,CAAC;QAC1B,kBAAkB,EAAE,MAAM,CAAC;QAC3B,cAAc,EAAE,MAAM,CAAC;QACvB,OAAO,EAAE;YACP,UAAU,EAAE,MAAM,CAAC;YACnB,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAC;SACxB,EAAE,CAAC;KACL,EAAE,CAAC;IACJ,UAAU,CAAC,EAAE,eAAe,EAAE,CAAC;CAChC;AAED;;;;GAIG;AACH,eAAO,MAAM,qBAAqB,gEAGjC,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,oBAAoB,gEAGhC,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,qBAAqB;YAEtB,MAAM;;YAGN,MAAM;kBACA,MAAM;UACd,MAAM;EAEiB,CAAC;AAElC;;;;GAIG;AACH,eAAO,MAAM,oBAAoB;YAGrB,MAAM;WACP,MAAM;;IAGgB,CAAC;AAElC;;;GAGG;AACH,eAAO,MAAM,qBAAqB;;;YAKpB,MAAM;eACH,MAAM;gBACL,MAAM;0BACI,MAAM;qBACX,MAAM;qBACN,MAAM;kBACT,MAAM;UACd,MAAM;;YAGJ,MAAM;eACH,MAAM;gBACL,MAAM;0BACI,MAAM;qBACX,MAAM;qBACN,MAAM;kBACT,MAAM;UACd,MAAM;IAEe,CAAC;AAElC,MAAM,WAAW,WAAY,SAAQ,KAAK,CAAC,MAAM,GAAG,MAAM,CAAC;IACzD,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,EAAE,EAAE,MAAM,CAAC;IACX,EAAE,EAAE,MAAM,CAAC;CACZ;AAED;;;;;GAKG;AACH,eAAO,MAAM,eAAe;YAEhB,MAAM;cACJ,MAAM;;;;4BAMO,CAAC;AAE5B;;;;;;GAMG;AACH,eAAO,MAAM,cAAc;YAEf,MAAM;cACJ,MAAM;;;;4BAMM,CAAC"}

package/lib/api/public-api.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getFApiV1PremiumIndex = exports.getFApiV1TickerPrice = exports.getFApiV1OpenInterest = exports.getApiV1ExchangeInfo = exports.getFApiV1ExchangeInfo = exports.getFApiV1FundingRate = void 0;
+exports.getApiV1Klines = exports.getFApiV1Klines = exports.getFApiV1PremiumIndex = exports.getFApiV1TickerPrice = exports.getFApiV1OpenInterest = exports.getApiV1ExchangeInfo = exports.getFApiV1ExchangeInfo = exports.getFApiV1FundingRate = void 0;
 const protocol_1 = require("@yuants/protocol");
 const MetricsAsterApiCallCounter = protocol_1.GlobalPrometheusRegistry.counter('aster_api_call', 'Number of aster api call');
 const terminal = protocol_1.Terminal.fromNodeEnv();
@@ -14,10 +14,11 @@ const request = async (method, baseUrl, endpoint, params = {}) => {
     }
     console.info(url.toString());
     MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();
-    const res = await fetch(url.toString(), {
+    const res = (await fetch(url.toString(), {
         method,
-    }).then((response) => response.json());
-    if (res.code && res.code !== 0) {
+    }).then((response) => response.json()));
+    const maybeError = res;
+    if (typeof maybeError.code === 'number' && maybeError.code !== 0) {
         throw JSON.stringify(res);
     }
     return res;
@@ -60,4 +61,19 @@ exports.getFApiV1TickerPrice = createFutureApi('GET', '/fapi/v1/ticker/price');
  * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md
  */
 exports.getFApiV1PremiumIndex = createFutureApi('GET', '/fapi/v1/premiumIndex');
+/**
+ * 获取 K 线
+ *
+ * 参考 Binance 风格接口：/fapi/v1/klines
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE
+ */
+exports.getFApiV1Klines = createFutureApi('GET', '/fapi/v1/klines');
+/**
+ * 获取现货 K 线
+ *
+ * 参考 Binance 风格接口：/api/v1/klines
+ *
+ * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md
+ */
+exports.getApiV1Klines = createSpotApi('GET', '/api/v1/klines');
 //# sourceMappingURL=public-api.js.map

package/lib/api/public-api.js.map

@@ -1 +1 @@
-{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA,+CAAsE;AAEtE,MAAM,0BAA0B,GAAG,mCAAwB,CAAC,OAAO,CACjE,gBAAgB,EAChB,0BAA0B,CAC3B,CAAC;AACF,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,OAAO,GAAG,KAAK,EACnB,MAAc,EACd,OAAe,EACf,QAAgB,EAChB,SAAc,EAAE,EACJ,EAAE;IACd,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,OAAO,CAAC,CAAC;IAC7B,GAAG,CAAC,QAAQ,GAAG,QAAQ,CAAC;IACxB,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;QACjD,IAAI,KAAK,KAAK,SAAS;YAAE,SAAS;QAClC,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,KAAK,EAAE,CAAC,CAAC;KACvC;IAED,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7B,0BAA0B,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,QAAQ,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC;IACnG,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAE;QACtC,MAAM;KACP,CAAC,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;IACvC,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC,EAAE;QAC9B,MAAM,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;KAC3B;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEF,MAAM,SAAS,GACb,CAAC,OAAe,EAAE,EAAE,CACpB,CAAa,MAAc,EAAE,QAAgB,EAAE,EAAE,CACjD,CAAC,MAAY,EAAE,EAAE,CACf,OAAO,CAAO,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAErD,MAAM,eAAe,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAC/D,MAAM,aAAa,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAE7D;;;;GAIG;AACU,QAAA,oBAAoB,GAAG,eAAe,CAYjD,KAAK,EAAE,sBAAsB,CAAC,CAAC;AA2BjC;;;;GAIG;AACU,QAAA,qBAAqB,GAAG,eAAe,CAAyB,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAE7G;;;;GAIG;AACU,QAAA,oBAAoB,GAAG,aAAa,CAAyB,KAAK,EAAE,sBAAsB,CAAC,CAAC;AAEzG;;;;GAIG;AACU,QAAA,qBAAqB,GAAG,eAAe,CASlD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;;GAIG;AACU,QAAA,oBAAoB,GAAG,eAAe,CAOjD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;GAGG;AACU,QAAA,qBAAqB,GAAG,eAAe,CAwBlD,KAAK,EAAE,uBAAuB,CAAC,CAAC","sourcesContent":["import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\nconst request = async <T>(\n  method: string,\n  baseUrl: string,\n  endpoint: string,\n  params: any = {},\n): Promise<T> => {\n  const url = new URL(baseUrl);\n  url.pathname = endpoint;\n  for (const [key, value] of Object.entries(params)) {\n    if (value === undefined) continue;\n    url.searchParams.set(key, `${value}`);\n  }\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const res = await fetch(url.toString(), {\n    method,\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  (baseUrl: string) =>\n  <TReq, TRes>(method: string, endpoint: string) =>\n  (params: TReq) =>\n    request<TRes>(method, baseUrl, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取资金费率历史\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = createFutureApi<\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>('GET', '/fapi/v1/fundingRate');\n\nexport interface IAsterRateLimit {\n  rateLimitType?: string;\n  interval?: string;\n  intervalNum?: number;\n  limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\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  rateLimits?: IAsterRateLimit[];\n}\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 = createFutureApi<{}, IAsterExchangeInfo>('GET', '/fapi/v1/exchangeInfo');\n\n/**\n * 获取现货交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = createSpotApi<{}, IAsterExchangeInfo>('GET', '/api/v1/exchangeInfo');\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n */\nexport const getFApiV1OpenInterest = createFutureApi<\n  {\n    symbol: string;\n  },\n  {\n    symbol: string;\n    openInterest: string;\n    time: number;\n  }\n>('GET', '/fapi/v1/openInterest');\n\n/**\n * 获取最新价格\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = createFutureApi<\n  {},\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n>('GET', '/fapi/v1/ticker/price');\n\n/**\n * 获取资金费率\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = createFutureApi<\n  {\n    symbol?: string;\n  },\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }[]\n>('GET', '/fapi/v1/premiumIndex');\n"]}
+{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA,+CAAsE;AAEtE,MAAM,0BAA0B,GAAG,mCAAwB,CAAC,OAAO,CACjE,gBAAgB,EAChB,0BAA0B,CAC3B,CAAC;AACF,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,OAAO,GAAG,KAAK,EACnB,MAAc,EACd,OAAe,EACf,QAAgB,EAChB,SAAkC,EAAE,EACxB,EAAE;IACd,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,OAAO,CAAC,CAAC;IAC7B,GAAG,CAAC,QAAQ,GAAG,QAAQ,CAAC;IACxB,KAAK,MAAM,CAAC,GAAG,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;QACjD,IAAI,KAAK,KAAK,SAAS;YAAE,SAAS;QAClC,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,KAAK,EAAE,CAAC,CAAC;KACvC;IAED,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7B,0BAA0B,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,GAAG,CAAC,QAAQ,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC;IACnG,MAAM,GAAG,GAAG,CAAC,MAAM,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAE;QACvC,MAAM;KACP,CAAC,CAAC,IAAI,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAY,CAAC;IAEnD,MAAM,UAAU,GAAG,GAAwB,CAAC;IAC5C,IAAI,OAAO,UAAU,CAAC,IAAI,KAAK,QAAQ,IAAI,UAAU,CAAC,IAAI,KAAK,CAAC,EAAE;QAChE,MAAM,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;KAC3B;IACD,OAAO,GAAQ,CAAC;AAClB,CAAC,CAAC;AAEF,MAAM,SAAS,GACb,CAAC,OAAe,EAAE,EAAE,CACpB,CAA6C,MAAc,EAAE,QAAgB,EAAE,EAAE,CACjF,CAAC,MAAY,EAAE,EAAE,CACf,OAAO,CAAO,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;AAErD,MAAM,eAAe,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAC/D,MAAM,aAAa,GAAG,SAAS,CAAC,2BAA2B,CAAC,CAAC;AAE7D;;;;GAIG;AACU,QAAA,oBAAoB,GAAG,eAAe,CAYjD,KAAK,EAAE,sBAAsB,CAAC,CAAC;AA2BjC;;;;GAIG;AACU,QAAA,qBAAqB,GAAG,eAAe,CAClD,KAAK,EACL,uBAAuB,CACxB,CAAC;AAEF;;;;GAIG;AACU,QAAA,oBAAoB,GAAG,aAAa,CAC/C,KAAK,EACL,sBAAsB,CACvB,CAAC;AAEF;;;;GAIG;AACU,QAAA,qBAAqB,GAAG,eAAe,CASlD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;;GAIG;AACU,QAAA,oBAAoB,GAAG,eAAe,CAOjD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAElC;;;GAGG;AACU,QAAA,qBAAqB,GAAG,eAAe,CAwBlD,KAAK,EAAE,uBAAuB,CAAC,CAAC;AAiBlC;;;;;GAKG;AACU,QAAA,eAAe,GAAG,eAAe,CAS5C,KAAK,EAAE,iBAAiB,CAAC,CAAC;AAE5B;;;;;;GAMG;AACU,QAAA,cAAc,GAAG,aAAa,CASzC,KAAK,EAAE,gBAAgB,CAAC,CAAC","sourcesContent":["import { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\n\nconst MetricsAsterApiCallCounter = GlobalPrometheusRegistry.counter(\n  'aster_api_call',\n  'Number of aster api call',\n);\nconst terminal = Terminal.fromNodeEnv();\nconst request = async <T>(\n  method: string,\n  baseUrl: string,\n  endpoint: string,\n  params: Record<string, unknown> = {},\n): Promise<T> => {\n  const url = new URL(baseUrl);\n  url.pathname = endpoint;\n  for (const [key, value] of Object.entries(params)) {\n    if (value === undefined) continue;\n    url.searchParams.set(key, `${value}`);\n  }\n\n  console.info(url.toString());\n  MetricsAsterApiCallCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n  const res = (await fetch(url.toString(), {\n    method,\n  }).then((response) => response.json())) as unknown;\n\n  const maybeError = res as { code?: number };\n  if (typeof maybeError.code === 'number' && maybeError.code !== 0) {\n    throw JSON.stringify(res);\n  }\n  return res as T;\n};\n\nconst createApi =\n  (baseUrl: string) =>\n  <TReq extends Record<string, unknown>, TRes>(method: string, endpoint: string) =>\n  (params: TReq) =>\n    request<TRes>(method, baseUrl, endpoint, params);\n\nconst createFutureApi = createApi('https://fapi.asterdex.com');\nconst createSpotApi = createApi('https://sapi.asterdex.com');\n\n/**\n * 获取资金费率历史\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9F%A5%E8%AF%A2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87%E5%8E%86%E5%8F%B2\n */\nexport const getFApiV1FundingRate = createFutureApi<\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>('GET', '/fapi/v1/fundingRate');\n\nexport interface IAsterRateLimit {\n  rateLimitType?: string;\n  interval?: string;\n  intervalNum?: number;\n  limit?: number;\n}\n\nexport interface IAsterExchangeInfo {\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]: unknown;\n    }[];\n  }[];\n  rateLimits?: IAsterRateLimit[];\n}\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 = createFutureApi<Record<string, never>, IAsterExchangeInfo>(\n  'GET',\n  '/fapi/v1/exchangeInfo',\n);\n\n/**\n * 获取现货交易对信息\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md#L1080-L1145\n */\nexport const getApiV1ExchangeInfo = createSpotApi<Record<string, never>, IAsterExchangeInfo>(\n  'GET',\n  '/api/v1/exchangeInfo',\n);\n\n/**\n * 获取未平仓合约数量\n *\n * 无 API 文档 (weird)\n */\nexport const getFApiV1OpenInterest = createFutureApi<\n  {\n    symbol: string;\n  },\n  {\n    symbol: string;\n    openInterest: string;\n    time: number;\n  }\n>('GET', '/fapi/v1/openInterest');\n\n/**\n * 获取最新价格\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC\n */\nexport const getFApiV1TickerPrice = createFutureApi<\n  Record<string, never>,\n  {\n    symbol: string;\n    price: string;\n    time?: number;\n  }[]\n>('GET', '/fapi/v1/ticker/price');\n\n/**\n * 获取资金费率\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md\n */\nexport const getFApiV1PremiumIndex = createFutureApi<\n  {\n    symbol?: string;\n  },\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }\n  | {\n      symbol: string; // 交易对\n      markPrice: string; // 标记价格\n      indexPrice: string; // 指数价格\n      estimatedSettlePrice: string; // 预估结算价,仅在交割开始前最后一小时有意义\n      lastFundingRate: string; // 最近更新的资金费率\n      nextFundingTime: number; // 下次资金费时间\n      interestRate: string; // 标的资产基础利率\n      time: number; // 更新时间\n    }[]\n>('GET', '/fapi/v1/premiumIndex');\n\nexport interface IAsterKline extends Array<string | number> {\n  0: number; // Open time\n  1: string; // Open\n  2: string; // High\n  3: string; // Low\n  4: string; // Close\n  5: string; // Volume\n  6: number; // Close time\n  7: string; // Quote asset volume\n  8: number; // Number of trades\n  9: string; // Taker buy base asset volume\n  10: string; // Taker buy quote asset volume\n  11: string; // Ignore\n}\n\n/**\n * 获取 K 线\n *\n * 参考 Binance 风格接口：/fapi/v1/klines\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api_CN.md#k%E7%BA%BF%E6%95%B0%E6%8D%AE\n */\nexport const getFApiV1Klines = createFutureApi<\n  {\n    symbol: string;\n    interval: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  },\n  IAsterKline[]\n>('GET', '/fapi/v1/klines');\n\n/**\n * 获取现货 K 线\n *\n * 参考 Binance 风格接口：/api/v1/klines\n *\n * https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api_CN.md\n */\nexport const getApiV1Klines = createSpotApi<\n  {\n    symbol: string;\n    interval: string;\n    startTime?: number;\n    endTime?: number;\n    limit?: number;\n  },\n  IAsterKline[]\n>('GET', '/api/v1/klines');\n"]}

package/lib/index.d.ts

@@ -3,4 +3,6 @@ import './services/markets/product';
 import './services/markets/quote';
 import './services/exchange';
 import './services/quotes';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC"}

package/lib/index.js

@@ -5,4 +5,6 @@ require("./services/markets/product");
 require("./services/markets/quote");
 require("./services/exchange");
 require("./services/quotes");
+require("./services/ohlc-service");
+require("./services/interest-rate-service");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,4CAA0C;AAC1C,sCAAoC;AACpC,oCAAkC;AAClC,+BAA6B;AAC7B,6BAA2B","sourcesContent":["import './services/markets/interest_rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/exchange';\nimport './services/quotes';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,4CAA0C;AAC1C,sCAAoC;AACpC,oCAAkC;AAClC,+BAA6B;AAC7B,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C","sourcesContent":["import './services/markets/interest_rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/lib/services/interest-rate-service.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=interest-rate-service.d.ts.map

package/lib/services/interest-rate-service.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.d.ts","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":""}

package/lib/services/interest-rate-service.js

@@ -0,0 +1,39 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const WINDOW_MS = 365 * 24 * 3600000;
+const fetchFundingRateForward = async (req) => {
+    const [, instType, symbol] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'PERP' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const startTime = req.time;
+    const res = await (0, public_api_1.getFApiV1FundingRate)({
+        symbol,
+        startTime,
+        endTime: startTime + WINDOW_MS,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((item) => {
+        const rate = Number(item.fundingRate);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'ASTER',
+            created_at: (0, utils_1.formatTime)(item.fundingTime),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= startTime);
+};
+(0, exchange_1.provideInterestRateService)(terminal, {
+    product_id_prefix: 'ASTER/PERP/',
+    direction: 'forward',
+}, fetchFundingRateForward);
+//# sourceMappingURL=interest-rate-service.js.map

package/lib/services/interest-rate-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":";;AAAA,+CAA8D;AAE9D,+CAA4C;AAC5C,yCAAuD;AACvD,kDAAyD;AAEzD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,GAAG,GAAG,EAAE,GAAG,OAAQ,CAAC;AAEtC,MAAM,uBAAuB,GAAG,KAAK,EAAE,GAItC,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,GAAG,GAAG,MAAM,IAAA,iCAAoB,EAAC;QACrC,MAAM;QACN,SAAS;QACT,OAAO,EAAE,SAAS,GAAG,SAAS;QAC9B,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,IAAI,EAAiB,EAAE;QAC3B,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;QACtC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,IAAI,CAAC,WAAW,CAAC;YACxC,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;YACrB,UAAU,EAAE,GAAG,IAAI,EAAE;YACrB,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,SAAS,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,IAAA,qCAA0B,EACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,SAAS,EAAE,SAAS;CACrB,EACD,uBAAuB,CACxB,CAAC","sourcesContent":["import { provideInterestRateService } from '@yuants/exchange';\nimport { IInterestRate } from '@yuants/data-interest-rate';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getFApiV1FundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 365 * 24 * 3600_000;\n\nconst fetchFundingRateForward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'PERP' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const startTime = req.time;\n  const res = await getFApiV1FundingRate({\n    symbol,\n    startTime,\n    endTime: startTime + WINDOW_MS,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map((item): IInterestRate => {\n      const rate = Number(item.fundingRate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'ASTER',\n        created_at: formatTime(item.fundingTime),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'ASTER/PERP/',\n    direction: 'forward',\n  },\n  fetchFundingRateForward,\n);\n"]}

package/lib/services/ohlc-service.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=ohlc-service.d.ts.map

package/lib/services/ohlc-service.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-service.d.ts","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":""}

package/lib/services/ohlc-service.js

@@ -0,0 +1,105 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const DURATION_TO_INTERVAL = {
+    PT1M: '1m',
+    PT3M: '3m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT2H: '2h',
+    PT4H: '4h',
+    PT6H: '6h',
+    PT8H: '8h',
+    PT12H: '12h',
+    P1D: '1d',
+    P3D: '3d',
+    P1W: '1w',
+    P1M: '1M',
+};
+const fetchOHLCPageBackward = async (req) => {
+    const [, instType, symbol] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'PERP' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const interval = DURATION_TO_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const endedAtMs = req.time;
+    const offset = (0, utils_1.convertDurationToOffset)(req.duration);
+    const res = await (0, public_api_1.getFApiV1Klines)({
+        symbol,
+        interval,
+        endTime: endedAtMs,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((k) => {
+        const openTimeMs = Number(k[0]);
+        return {
+            series_id: req.series_id,
+            datasource_id: 'ASTER',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: (0, utils_1.formatTime)(openTimeMs),
+            closed_at: (0, utils_1.formatTime)(openTimeMs + offset),
+            open: `${k[1]}`,
+            high: `${k[2]}`,
+            low: `${k[3]}`,
+            close: `${k[4]}`,
+            volume: `${k[5]}`,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+const fetchSpotOHLCPageBackward = async (req) => {
+    const [, instType, symbol] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'SPOT' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const interval = DURATION_TO_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const endedAtMs = req.time;
+    const offset = (0, utils_1.convertDurationToOffset)(req.duration);
+    const res = await (0, public_api_1.getApiV1Klines)({
+        symbol,
+        interval,
+        endTime: endedAtMs,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((k) => {
+        const openTimeMs = Number(k[0]);
+        return {
+            series_id: req.series_id,
+            datasource_id: 'ASTER',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: (0, utils_1.formatTime)(openTimeMs),
+            closed_at: (0, utils_1.formatTime)(openTimeMs + offset),
+            open: `${k[1]}`,
+            high: `${k[2]}`,
+            low: `${k[3]}`,
+            close: `${k[4]}`,
+            volume: `${k[5]}`,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'ASTER/PERP/',
+    duration_list: Object.keys(DURATION_TO_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'ASTER/SPOT/',
+    duration_list: Object.keys(DURATION_TO_INTERVAL),
+    direction: 'backward',
+}, fetchSpotOHLCPageBackward);
+//# sourceMappingURL=ohlc-service.js.map

package/lib/services/ohlc-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":";;AAAA,+CAAsD;AAEtD,+CAA4C;AAC5C,yCAAgF;AAChF,kDAAoE;AAEpE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,oBAAoB,GAA2B;IACnD,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,MAAM,qBAAqB,GAAG,KAAK,EAAE,GAKpC,EAAoB,EAAE;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,QAAQ,GAAG,oBAAoB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACpD,IAAI,CAAC,QAAQ;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAExE,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,MAAM,GAAG,IAAA,+BAAuB,EAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IAErD,MAAM,GAAG,GAAG,MAAM,IAAA,4BAAe,EAAC;QAChC,MAAM;QACN,QAAQ;QACR,OAAO,EAAE,SAAS;QAClB,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAS,EAAE;QAChB,MAAM,UAAU,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAChC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,UAAU,CAAC;YAClC,SAAS,EAAE,IAAA,kBAAU,EAAC,UAAU,GAAG,MAAM,CAAC;YAC1C,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACf,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACf,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACd,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YAChB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACjB,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,MAAM,yBAAyB,GAAG,KAAK,EAAE,GAKxC,EAAoB,EAAE;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,QAAQ,GAAG,oBAAoB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACpD,IAAI,CAAC,QAAQ;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAExE,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,MAAM,GAAG,IAAA,+BAAuB,EAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IAErD,MAAM,GAAG,GAAG,MAAM,IAAA,2BAAc,EAAC;QAC/B,MAAM;QACN,QAAQ;QACR,OAAO,EAAE,SAAS;QAClB,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAS,EAAE;QAChB,MAAM,UAAU,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAChC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,UAAU,CAAC;YAClC,SAAS,EAAE,IAAA,kBAAU,EAAC,UAAU,GAAG,MAAM,CAAC;YAC1C,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACf,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACf,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACd,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YAChB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;YACjB,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,IAAA,6BAAkB,EAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,oBAAoB,CAAC;IAChD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC;AAEF,IAAA,6BAAkB,EAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,oBAAoB,CAAC;IAChD,SAAS,EAAE,UAAU;CACtB,EACD,yBAAyB,CAC1B,CAAC","sourcesContent":["import { provideOHLCService } from '@yuants/exchange';\nimport { IOHLC } from '@yuants/data-ohlc';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getApiV1Klines, getFApiV1Klines } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_INTERVAL: Record<string, string> = {\n  PT1M: '1m',\n  PT3M: '3m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n  PT1H: '1h',\n  PT2H: '2h',\n  PT4H: '4h',\n  PT6H: '6h',\n  PT8H: '8h',\n  PT12H: '12h',\n  P1D: '1d',\n  P3D: '3d',\n  P1W: '1w',\n  P1M: '1M',\n};\n\nconst fetchOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'PERP' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const endedAtMs = req.time;\n  const offset = convertDurationToOffset(req.duration);\n\n  const res = await getFApiV1Klines({\n    symbol,\n    interval,\n    endTime: endedAtMs,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map((k): IOHLC => {\n      const openTimeMs = Number(k[0]);\n      return {\n        series_id: req.series_id,\n        datasource_id: 'ASTER',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(openTimeMs),\n        closed_at: formatTime(openTimeMs + offset),\n        open: `${k[1]}`,\n        high: `${k[2]}`,\n        low: `${k[3]}`,\n        close: `${k[4]}`,\n        volume: `${k[5]}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchSpotOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'SPOT' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const endedAtMs = req.time;\n  const offset = convertDurationToOffset(req.duration);\n\n  const res = await getApiV1Klines({\n    symbol,\n    interval,\n    endTime: endedAtMs,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map((k): IOHLC => {\n      const openTimeMs = Number(k[0]);\n      return {\n        series_id: req.series_id,\n        datasource_id: 'ASTER',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(openTimeMs),\n        closed_at: formatTime(openTimeMs + offset),\n        open: `${k[1]}`,\n        high: `${k[2]}`,\n        low: `${k[3]}`,\n        close: `${k[4]}`,\n        volume: `${k[5]}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'ASTER/PERP/',\n    duration_list: Object.keys(DURATION_TO_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'ASTER/SPOT/',\n    duration_list: Object.keys(DURATION_TO_INTERVAL),\n    direction: 'backward',\n  },\n  fetchSpotOHLCPageBackward,\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-aster",
-	"version": "0.8.4",
+	"version": "0.9.0",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -20,7 +20,7 @@
 		"@yuants/data-interest-rate": "0.1.49",
 		"@yuants/transfer": "0.2.40",
 		"@yuants/data-quote": "0.4.0",
-		"@yuants/exchange": "0.8.0",
+		"@yuants/exchange": "0.8.1",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {

package/temp/package-deps.json

@@ -1,21 +1,23 @@
 {
     "apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
-    "apps/vendor-aster/CHANGELOG.json": "a1bd87b7577316382ec5a238cae5ae46bafc95b6",
-    "apps/vendor-aster/CHANGELOG.md": "0b96391bdacc23b3b1c023e58d6ad18a3c738992",
+    "apps/vendor-aster/CHANGELOG.json": "7a2b22e4415dcb9669466d6841344d09b9d8f4fb",
+    "apps/vendor-aster/CHANGELOG.md": "5a2de61ae593cef9d745bd14479ed9472612f77f",
     "apps/vendor-aster/SESSION_NOTES.md": "d91f7a251d148fab1715b6da62395455edcb3b93",
     "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "apps/vendor-aster/package.json": "8805573b5bfbde54cc6457cc9dd029d0cecc5cdc",
+    "apps/vendor-aster/package.json": "720f1aa9b18161b2dc86cc3d29eeb49b5286114b",
     "apps/vendor-aster/src/api/private-api.ts": "b3288706373f8917be480210f8f02074890d5b34",
-    "apps/vendor-aster/src/api/public-api.ts": "ced2ae976ee7a74a5c1fe704b2c5fb2e25f13ab7",
-    "apps/vendor-aster/src/index.ts": "4b46f0d848fc05118d9db1a65be160423416da15",
+    "apps/vendor-aster/src/api/public-api.ts": "a20ac4c4465ab3e75e2dc024adc12ecc19422375",
+    "apps/vendor-aster/src/index.ts": "1decd1aabd3e77bc7a678427a42a9fa5fa84cf29",
     "apps/vendor-aster/src/services/accounts/profile.ts": "fc57e7d2c865790dd257c043c8dd5cf5c641b7fd",
     "apps/vendor-aster/src/services/accounts/spot.ts": "49d045e5daae100ce9919ebd84723506806060ea",
     "apps/vendor-aster/src/services/exchange.ts": "71a555ceec0d84b6f12a9c2002834676f1370d51",
+    "apps/vendor-aster/src/services/interest-rate-service.ts": "3113b2a857cf38e9f1cfa86d2f526464009d2018",
     "apps/vendor-aster/src/services/markets/interest_rate.ts": "8512bb506f3d66b16aceb9d153d1b3a4671de5ef",
     "apps/vendor-aster/src/services/markets/product.ts": "cae86f69c6f019747ebad07569ed2bc862a78ac6",
     "apps/vendor-aster/src/services/markets/quote.ts": "01274f7a820656ad480cb80a1cf526ac3805982b",
+    "apps/vendor-aster/src/services/ohlc-service.ts": "45c9c44df2ccb3b6cb58aebdcf7b3fa7a21ff047",
     "apps/vendor-aster/src/services/orders/cancelOrder.ts": "09a6d3b10a218ad226346dd68d0ff0207083a7f1",
     "apps/vendor-aster/src/services/orders/listOrders.ts": "579e83c45f6c4435ad3f5a2d3fe163a036bb9fd1",
     "apps/vendor-aster/src/services/orders/submitOrder.ts": "9580e87b195b7bd3631b0b3e5f6c2a1c37b29feb",
@@ -34,7 +36,7 @@
     "libraries/data-interest-rate/temp/package-deps.json": "5a1011b097b18b96c2d8c932d874f69472621efd",
     "libraries/transfer/temp/package-deps.json": "7b0db8291734d10d4f1d9c2c25d9e3918cabc79e",
     "libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
-    "libraries/exchange/temp/package-deps.json": "98f6e1318166102a07cf64b69399b35cb4575222",
+    "libraries/exchange/temp/package-deps.json": "0f0549ddf97292ceadb8c3cbcc8799e31e7a0901",
     "libraries/extension/temp/package-deps.json": "3e0a81b0c863c2daf342dfaf284b8fd7d18c8562",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }