@yuants/vendor-aster 0.9.0 → 0.9.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/services/interest-rate-service.js +9 -1
- package/dist/services/interest-rate-service.js.map +1 -1
- package/dist/services/ohlc-service.js +10 -2
- package/dist/services/ohlc-service.js.map +1 -1
- package/lib/services/interest-rate-service.js +9 -1
- package/lib/services/interest-rate-service.js.map +1 -1
- package/lib/services/ohlc-service.js +10 -2
- package/lib/services/ohlc-service.js.map +1 -1
- package/package.json +15 -15
- package/temp/package-deps.json +19 -19
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@@ -3,6 +3,14 @@ import { Terminal } from '@yuants/protocol';
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3
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import { decodePath, formatTime } from '@yuants/utils';
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4
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import { getFApiV1FundingRate } from '../api/public-api';
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const terminal = Terminal.fromNodeEnv();
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const INGEST_SERVICE_OPTIONS = {
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concurrent: 1,
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max_pending_requests: 20,
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9
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ingress_token_capacity: 2,
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10
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ingress_token_refill_interval: 1000,
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egress_token_capacity: 1,
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egress_token_refill_interval: 1000,
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};
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const WINDOW_MS = 365 * 24 * 3600000;
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const fetchFundingRateForward = async (req) => {
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const [, instType, symbol] = decodePath(req.product_id);
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@@ -33,5 +41,5 @@ const fetchFundingRateForward = async (req) => {
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provideInterestRateService(terminal, {
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product_id_prefix: 'ASTER/PERP/',
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direction: 'forward',
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-
}, fetchFundingRateForward);
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}, fetchFundingRateForward, INGEST_SERVICE_OPTIONS);
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//# sourceMappingURL=interest-rate-service.js.map
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@@ -1 +1 @@
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1
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-
{"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,
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1
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{"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"]}
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@@ -3,6 +3,14 @@ import { Terminal } from '@yuants/protocol';
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import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
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import { getApiV1Klines, getFApiV1Klines } from '../api/public-api';
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const terminal = Terminal.fromNodeEnv();
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const INGEST_SERVICE_OPTIONS = {
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concurrent: 1,
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max_pending_requests: 20,
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ingress_token_capacity: 2,
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ingress_token_refill_interval: 1000,
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egress_token_capacity: 1,
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egress_token_refill_interval: 1000,
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};
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const DURATION_TO_INTERVAL = {
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PT1M: '1m',
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PT3M: '3m',
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@@ -94,10 +102,10 @@ provideOHLCService(terminal, {
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product_id_prefix: 'ASTER/PERP/',
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duration_list: Object.keys(DURATION_TO_INTERVAL),
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direction: 'backward',
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}, fetchOHLCPageBackward);
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}, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
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provideOHLCService(terminal, {
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product_id_prefix: 'ASTER/SPOT/',
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duration_list: Object.keys(DURATION_TO_INTERVAL),
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direction: 'backward',
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}, fetchSpotOHLCPageBackward);
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}, fetchSpotOHLCPageBackward, INGEST_SERVICE_OPTIONS);
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//# sourceMappingURL=ohlc-service.js.map
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@@ -1 +1 @@
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{"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,
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{"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,EAAmB,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC7D,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,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,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,EACrB,sBAAsB,CACvB,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,EACzB,sBAAsB,CACvB,CAAC","sourcesContent":["import { 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"]}
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@@ -5,6 +5,14 @@ const protocol_1 = require("@yuants/protocol");
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const utils_1 = require("@yuants/utils");
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const public_api_1 = require("../api/public-api");
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const terminal = protocol_1.Terminal.fromNodeEnv();
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const INGEST_SERVICE_OPTIONS = {
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concurrent: 1,
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max_pending_requests: 20,
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ingress_token_capacity: 2,
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ingress_token_refill_interval: 1000,
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egress_token_capacity: 1,
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};
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const WINDOW_MS = 365 * 24 * 3600000;
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const fetchFundingRateForward = async (req) => {
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const [, instType, symbol] = (0, utils_1.decodePath)(req.product_id);
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@@ -35,5 +43,5 @@ const fetchFundingRateForward = async (req) => {
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(0, exchange_1.provideInterestRateService)(terminal, {
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direction: 'forward',
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}, fetchFundingRateForward);
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|
46
|
+
}, fetchFundingRateForward, INGEST_SERVICE_OPTIONS);
|
|
39
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|
//# sourceMappingURL=interest-rate-service.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":";;AAAA,+CAA8D;AAE9D,+
|
|
1
|
+
{"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":";;AAAA,+CAA8D;AAE9D,+CAA6D;AAC7D,yCAAuD;AACvD,kDAAyD;AAEzD,MAAM,QAAQ,GAAG,mBAAQ,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,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,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"]}
|
|
@@ -5,6 +5,14 @@ const protocol_1 = require("@yuants/protocol");
|
|
|
5
5
|
const utils_1 = require("@yuants/utils");
|
|
6
6
|
const public_api_1 = require("../api/public-api");
|
|
7
7
|
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
8
|
+
const INGEST_SERVICE_OPTIONS = {
|
|
9
|
+
concurrent: 1,
|
|
10
|
+
max_pending_requests: 20,
|
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11
|
+
ingress_token_capacity: 2,
|
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12
|
+
ingress_token_refill_interval: 1000,
|
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13
|
+
egress_token_capacity: 1,
|
|
14
|
+
egress_token_refill_interval: 1000,
|
|
15
|
+
};
|
|
8
16
|
const DURATION_TO_INTERVAL = {
|
|
9
17
|
PT1M: '1m',
|
|
10
18
|
PT3M: '3m',
|
|
@@ -96,10 +104,10 @@ const fetchSpotOHLCPageBackward = async (req) => {
|
|
|
96
104
|
product_id_prefix: 'ASTER/PERP/',
|
|
97
105
|
duration_list: Object.keys(DURATION_TO_INTERVAL),
|
|
98
106
|
direction: 'backward',
|
|
99
|
-
}, fetchOHLCPageBackward);
|
|
107
|
+
}, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
|
|
100
108
|
(0, exchange_1.provideOHLCService)(terminal, {
|
|
101
109
|
product_id_prefix: 'ASTER/SPOT/',
|
|
102
110
|
duration_list: Object.keys(DURATION_TO_INTERVAL),
|
|
103
111
|
direction: 'backward',
|
|
104
|
-
}, fetchSpotOHLCPageBackward);
|
|
112
|
+
}, fetchSpotOHLCPageBackward, INGEST_SERVICE_OPTIONS);
|
|
105
113
|
//# sourceMappingURL=ohlc-service.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":";;AAAA,+CAAsD;AAEtD,+
|
|
1
|
+
{"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":";;AAAA,+CAAsD;AAEtD,+CAA6D;AAC7D,yCAAgF;AAChF,kDAAoE;AAEpE,MAAM,QAAQ,GAAG,mBAAQ,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,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,EACrB,sBAAsB,CACvB,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,EACzB,sBAAsB,CACvB,CAAC","sourcesContent":["import { 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
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/vendor-aster",
|
|
3
|
-
"version": "0.9.
|
|
3
|
+
"version": "0.9.1",
|
|
4
4
|
"main": "lib/index.js",
|
|
5
5
|
"files": [
|
|
6
6
|
"dist",
|
|
@@ -8,19 +8,19 @@
|
|
|
8
8
|
"temp"
|
|
9
9
|
],
|
|
10
10
|
"dependencies": {
|
|
11
|
-
"@yuants/protocol": "0.53.
|
|
12
|
-
"@yuants/cache": "0.3.
|
|
13
|
-
"@yuants/data-account": "0.11.
|
|
14
|
-
"@yuants/utils": "0.
|
|
15
|
-
"@yuants/data-series": "0.3.
|
|
16
|
-
"@yuants/sql": "0.9.
|
|
17
|
-
"@yuants/data-product": "0.5.
|
|
18
|
-
"@yuants/data-ohlc": "0.
|
|
19
|
-
"@yuants/data-order": "0.7.
|
|
20
|
-
"@yuants/data-interest-rate": "0.
|
|
21
|
-
"@yuants/transfer": "0.2.
|
|
22
|
-
"@yuants/data-quote": "0.4.
|
|
23
|
-
"@yuants/exchange": "0.8.
|
|
11
|
+
"@yuants/protocol": "0.53.4",
|
|
12
|
+
"@yuants/cache": "0.3.5",
|
|
13
|
+
"@yuants/data-account": "0.11.1",
|
|
14
|
+
"@yuants/utils": "0.16.0",
|
|
15
|
+
"@yuants/data-series": "0.3.54",
|
|
16
|
+
"@yuants/sql": "0.9.32",
|
|
17
|
+
"@yuants/data-product": "0.5.2",
|
|
18
|
+
"@yuants/data-ohlc": "0.5.0",
|
|
19
|
+
"@yuants/data-order": "0.7.2",
|
|
20
|
+
"@yuants/data-interest-rate": "0.2.0",
|
|
21
|
+
"@yuants/transfer": "0.2.41",
|
|
22
|
+
"@yuants/data-quote": "0.4.1",
|
|
23
|
+
"@yuants/exchange": "0.8.2",
|
|
24
24
|
"rxjs": "~7.5.6"
|
|
25
25
|
},
|
|
26
26
|
"devDependencies": {
|
|
@@ -30,7 +30,7 @@
|
|
|
30
30
|
"@rushstack/heft-node-rig": "~1.10.7",
|
|
31
31
|
"@types/heft-jest": "1.0.3",
|
|
32
32
|
"@types/node": "22",
|
|
33
|
-
"@yuants/extension": "0.2.
|
|
33
|
+
"@yuants/extension": "0.2.33",
|
|
34
34
|
"@yuants/tool-kit": "0.2.1",
|
|
35
35
|
"typescript": "~4.7.4",
|
|
36
36
|
"ts-node": "~10.9.2"
|
package/temp/package-deps.json
CHANGED
|
@@ -1,42 +1,42 @@
|
|
|
1
1
|
{
|
|
2
2
|
"apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
|
|
3
|
-
"apps/vendor-aster/CHANGELOG.json": "
|
|
4
|
-
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