@yuants/vendor-aster 0.8.4 → 0.9.1

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 @@
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{ 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"]}
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{ 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 @@
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+{"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 +1,45 @@
+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 INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+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, INGEST_SERVICE_OPTIONS);
+//# 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,EAAmB,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC7D,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,sBAAsB,GAAoB;IAC9C,UAAU,EAAE,CAAC;IACb,oBAAoB,EAAE,EAAE;IACxB,sBAAsB,EAAE,CAAC;IACzB,6BAA6B,EAAE,IAAI;IACnC,qBAAqB,EAAE,CAAC;IACxB,4BAA4B,EAAE,IAAI;CACnC,CAAC;AAEF,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,EACvB,sBAAsB,CACvB,CAAC","sourcesContent":["import { provideInterestRateService } from '@yuants/exchange';\nimport { IInterestRate } from '@yuants/data-interest-rate';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getFApiV1FundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\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  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/dist/services/ohlc-service.js

@@ -0,0 +1,111 @@
+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 INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+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, INGEST_SERVICE_OPTIONS);
+provideOHLCService(terminal, {
+    product_id_prefix: 'ASTER/SPOT/',
+    duration_list: Object.keys(DURATION_TO_INTERVAL),
+    direction: 'backward',
+}, fetchSpotOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=ohlc-service.js.map

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

@@ -0,0 +1 @@
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{ provideOHLCService } from '@yuants/exchange';\nimport { IOHLC } from '@yuants/data-ohlc';\nimport { IServiceOptions, 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 INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\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  INGEST_SERVICE_OPTIONS,\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  INGEST_SERVICE_OPTIONS,\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 @@
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+{"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 @@
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{ 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"]}
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{ 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 @@
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+{"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 +1,47 @@
+"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 INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+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, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=interest-rate-service.js.map

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

@@ -0,0 +1 @@
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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 +1,113 @@
+"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 INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+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, INGEST_SERVICE_OPTIONS);
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'ASTER/SPOT/',
+    duration_list: Object.keys(DURATION_TO_INTERVAL),
+    direction: 'backward',
+}, fetchSpotOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=ohlc-service.js.map

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

@@ -0,0 +1 @@
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{ provideOHLCService } from '@yuants/exchange';\nimport { IOHLC } from '@yuants/data-ohlc';\nimport { IServiceOptions, 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 INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\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  INGEST_SERVICE_OPTIONS,\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  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-aster",
-	"version": "0.8.4",
+	"version": "0.9.1",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,19 +8,19 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.53.3",
-		"@yuants/cache": "0.3.4",
-		"@yuants/data-account": "0.11.0",
-		"@yuants/utils": "0.15.0",
-		"@yuants/data-series": "0.3.53",
-		"@yuants/sql": "0.9.31",
-		"@yuants/data-product": "0.5.1",
-		"@yuants/data-ohlc": "0.4.23",
-		"@yuants/data-order": "0.7.1",
-		"@yuants/data-interest-rate": "0.1.49",
-		"@yuants/transfer": "0.2.40",
-		"@yuants/data-quote": "0.4.0",
-		"@yuants/exchange": "0.8.0",
+		"@yuants/protocol": "0.53.4",
+		"@yuants/cache": "0.3.5",
+		"@yuants/data-account": "0.11.1",
+		"@yuants/utils": "0.16.0",
+		"@yuants/data-series": "0.3.54",
+		"@yuants/sql": "0.9.32",
+		"@yuants/data-product": "0.5.2",
+		"@yuants/data-ohlc": "0.5.0",
+		"@yuants/data-order": "0.7.2",
+		"@yuants/data-interest-rate": "0.2.0",
+		"@yuants/transfer": "0.2.41",
+		"@yuants/data-quote": "0.4.1",
+		"@yuants/exchange": "0.8.2",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {
@@ -30,7 +30,7 @@
 		"@rushstack/heft-node-rig": "~1.10.7",
 		"@types/heft-jest": "1.0.3",
 		"@types/node": "22",
-		"@yuants/extension": "0.2.32",
+		"@yuants/extension": "0.2.33",
 		"@yuants/tool-kit": "0.2.1",
 		"typescript": "~4.7.4",
 		"ts-node": "~10.9.2"

package/temp/package-deps.json

@@ -1,40 +1,42 @@
 {
     "apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
-    "apps/vendor-aster/CHANGELOG.json": "a1bd87b7577316382ec5a238cae5ae46bafc95b6",
-    "apps/vendor-aster/CHANGELOG.md": "0b96391bdacc23b3b1c023e58d6ad18a3c738992",
+    "apps/vendor-aster/CHANGELOG.json": "ebe5c49639733cdf7fef4fd8be541f4eda61cddb",
+    "apps/vendor-aster/CHANGELOG.md": "eb5066d883da1db63bd8be00e416418140d3a6c8",
     "apps/vendor-aster/SESSION_NOTES.md": "d91f7a251d148fab1715b6da62395455edcb3b93",
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     "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "apps/vendor-aster/package.json": "8805573b5bfbde54cc6457cc9dd029d0cecc5cdc",
+    "apps/vendor-aster/package.json": "37eed388ca7ec1bfe9991e7a560657183e241bf9",
     "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": "4af49f8aab4975c391b350ff7419f9cddd186c9f",
     "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": "27af3ee2e37fa15640a13f329d6434a217589b5b",
     "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",
     "apps/vendor-aster/src/services/quotes.ts": "9e93bc9a89a26018fd50f9ca845897334f2429ce",
     "apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "5ded440ffb547a8aa495353d5b13c1fd1b164b4a",
-    "libraries/protocol/temp/package-deps.json": "c94931cb0eab7180d90a06d740c1a97c0ac0c6b6",
-    "libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
-    "libraries/data-account/temp/package-deps.json": "d49586cd2fc2d6d025e585e5a5dd04d37c41263c",
-    "libraries/utils/temp/package-deps.json": "7f1eab07acae68df931b001594a522f050ace396",
-    "libraries/data-series/temp/package-deps.json": "a94e2f373c448a6205ee6c47e41d9283a76ee352",
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-    "libraries/data-product/temp/package-deps.json": "899bba8ace3f04b2035488ff9059e40732ef1d97",
-    "libraries/data-ohlc/temp/package-deps.json": "8415ee90c49d7e84faaa2565cc1122fdacf73dab",
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-    "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/extension/temp/package-deps.json": "3e0a81b0c863c2daf342dfaf284b8fd7d18c8562",
+    "libraries/protocol/temp/package-deps.json": "a30b39ceb4cd530ed6bc4e97433f995b026b26d9",
+    "libraries/cache/temp/package-deps.json": "2e6c6db8f750a2e173a3c4b9a57d22fbd6f9181d",
+    "libraries/data-account/temp/package-deps.json": "363f171a8ec4ae558e4b20626b06bc8ae145ce8a",
+    "libraries/utils/temp/package-deps.json": "7a9e2336d7ad44e827d81e9722767d6cdf99fc1f",
+    "libraries/data-series/temp/package-deps.json": "71b373ec83ce1188001e341aefaca704aa4a5c38",
+    "libraries/sql/temp/package-deps.json": "252d819797cb0a4bbc579075867624b05b19dabb",
+    "libraries/data-product/temp/package-deps.json": "4f525fda6d65677f9fbdcd1b4480970dd6ff9e5b",
+    "libraries/data-ohlc/temp/package-deps.json": "2115e384567d1b0958c085f455da9bed5a638780",
+    "libraries/data-order/temp/package-deps.json": "daedd350fe85f0564f7739c73689fb09664132de",
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