@yuants/vendor-aster 0.9.1 → 0.9.3

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.
@@ -3,14 +3,6 @@ import { Terminal } from '@yuants/protocol';
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  import { decodePath, formatTime } from '@yuants/utils';
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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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- 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 WINDOW_MS = 365 * 24 * 3600000;
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  const fetchFundingRateForward = async (req) => {
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  const [, instType, symbol] = decodePath(req.product_id);
@@ -41,5 +33,5 @@ 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, INGEST_SERVICE_OPTIONS);
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+ }, fetchFundingRateForward);
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  //# sourceMappingURL=interest-rate-service.js.map
@@ -1 +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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+ {"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,0BAA0B,EAAE,MAAM,kBAAkB,CAAC;AAC9D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,GAAG,GAAG,EAAE,GAAG,OAAQ,CAAC;AAEtC,MAAM,uBAAuB,GAAG,KAAK,EAAE,GAItC,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,GAAG,GAAG,MAAM,oBAAoB,CAAC;QACrC,MAAM;QACN,SAAS;QACT,OAAO,EAAE,SAAS,GAAG,SAAS;QAC9B,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,IAAI,EAAiB,EAAE;QAC3B,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;QACtC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC;YACxC,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;YACrB,UAAU,EAAE,GAAG,IAAI,EAAE;YACrB,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,SAAS,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,0BAA0B,CACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,SAAS,EAAE,SAAS;CACrB,EACD,uBAAuB,CACxB,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getFApiV1FundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 365 * 24 * 3600_000;\n\nconst fetchFundingRateForward = async (req: {\n product_id: string;\n time: number;\n series_id: string;\n}): Promise<IInterestRate[]> => {\n const [, instType, symbol] = decodePath(req.product_id);\n if (instType !== 'PERP' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const startTime = req.time;\n const res = await getFApiV1FundingRate({\n symbol,\n startTime,\n endTime: startTime + WINDOW_MS,\n limit: 1000,\n });\n\n return (res ?? [])\n .map((item): IInterestRate => {\n const rate = Number(item.fundingRate);\n return {\n series_id: req.series_id,\n product_id: req.product_id,\n datasource_id: 'ASTER',\n created_at: formatTime(item.fundingTime),\n long_rate: `${-rate}`,\n short_rate: `${rate}`,\n settlement_price: '',\n };\n })\n .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nprovideInterestRateService(\n terminal,\n {\n product_id_prefix: 'ASTER/PERP/',\n direction: 'forward',\n },\n fetchFundingRateForward,\n);\n"]}
@@ -3,14 +3,6 @@ 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',
@@ -102,10 +94,10 @@ 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, INGEST_SERVICE_OPTIONS);
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+ }, fetchOHLCPageBackward);
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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, INGEST_SERVICE_OPTIONS);
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+ }, fetchSpotOHLCPageBackward);
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  //# sourceMappingURL=ohlc-service.js.map
@@ -1 +1 @@
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- 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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"]}
1
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[])\n .map((k): IOHLC => {\n const openTimeMs = Number(k[0]);\n return {\n series_id: req.series_id,\n datasource_id: 'ASTER',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(openTimeMs),\n closed_at: formatTime(openTimeMs + offset),\n open: `${k[1]}`,\n high: `${k[2]}`,\n low: `${k[3]}`,\n close: `${k[4]}`,\n volume: `${k[5]}`,\n open_interest: '0',\n };\n })\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchSpotOHLCPageBackward = async (req: {\n product_id: string;\n duration: string;\n time: number;\n series_id: string;\n}): Promise<IOHLC[]> => {\n const [, instType, symbol] = decodePath(req.product_id);\n if (instType !== 'SPOT' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const interval = DURATION_TO_INTERVAL[req.duration];\n if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n const endedAtMs = req.time;\n const offset = convertDurationToOffset(req.duration);\n\n const res = await getApiV1Klines({\n symbol,\n interval,\n endTime: endedAtMs,\n limit: 1000,\n });\n\n return (res ?? [])\n .map((k): IOHLC => {\n const openTimeMs = Number(k[0]);\n return {\n series_id: req.series_id,\n datasource_id: 'ASTER',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(openTimeMs),\n closed_at: formatTime(openTimeMs + offset),\n open: `${k[1]}`,\n high: `${k[2]}`,\n low: `${k[3]}`,\n close: `${k[4]}`,\n volume: `${k[5]}`,\n open_interest: '0',\n };\n })\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'ASTER/PERP/',\n duration_list: Object.keys(DURATION_TO_INTERVAL),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'ASTER/SPOT/',\n duration_list: Object.keys(DURATION_TO_INTERVAL),\n direction: 'backward',\n },\n fetchSpotOHLCPageBackward,\n);\n"]}
@@ -5,14 +5,6 @@ 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,
11
- ingress_token_capacity: 2,
12
- ingress_token_refill_interval: 1000,
13
- egress_token_capacity: 1,
14
- egress_token_refill_interval: 1000,
15
- };
16
8
  const WINDOW_MS = 365 * 24 * 3600000;
17
9
  const fetchFundingRateForward = async (req) => {
18
10
  const [, instType, symbol] = (0, utils_1.decodePath)(req.product_id);
@@ -43,5 +35,5 @@ const fetchFundingRateForward = async (req) => {
43
35
  (0, exchange_1.provideInterestRateService)(terminal, {
44
36
  product_id_prefix: 'ASTER/PERP/',
45
37
  direction: 'forward',
46
- }, fetchFundingRateForward, INGEST_SERVICE_OPTIONS);
38
+ }, fetchFundingRateForward);
47
39
  //# sourceMappingURL=interest-rate-service.js.map
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":";;AACA,+CAA8D;AAC9D,+CAA4C;AAC5C,yCAAuD;AACvD,kDAAyD;AAEzD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,GAAG,GAAG,EAAE,GAAG,OAAQ,CAAC;AAEtC,MAAM,uBAAuB,GAAG,KAAK,EAAE,GAItC,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,GAAG,GAAG,MAAM,IAAA,iCAAoB,EAAC;QACrC,MAAM;QACN,SAAS;QACT,OAAO,EAAE,SAAS,GAAG,SAAS;QAC9B,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,IAAI,EAAiB,EAAE;QAC3B,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;QACtC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,OAAO;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,IAAI,CAAC,WAAW,CAAC;YACxC,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;YACrB,UAAU,EAAE,GAAG,IAAI,EAAE;YACrB,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,SAAS,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,IAAA,qCAA0B,EACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,aAAa;IAChC,SAAS,EAAE,SAAS;CACrB,EACD,uBAAuB,CACxB,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getFApiV1FundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 365 * 24 * 3600_000;\n\nconst fetchFundingRateForward = async (req: {\n product_id: string;\n time: number;\n series_id: string;\n}): Promise<IInterestRate[]> => {\n const [, instType, symbol] = decodePath(req.product_id);\n if (instType !== 'PERP' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const startTime = req.time;\n const res = await getFApiV1FundingRate({\n symbol,\n startTime,\n endTime: startTime + WINDOW_MS,\n limit: 1000,\n });\n\n return (res ?? [])\n .map((item): IInterestRate => {\n const rate = Number(item.fundingRate);\n return {\n series_id: req.series_id,\n product_id: req.product_id,\n datasource_id: 'ASTER',\n created_at: formatTime(item.fundingTime),\n long_rate: `${-rate}`,\n short_rate: `${rate}`,\n settlement_price: '',\n };\n })\n .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nprovideInterestRateService(\n terminal,\n {\n product_id_prefix: 'ASTER/PERP/',\n direction: 'forward',\n },\n fetchFundingRateForward,\n);\n"]}
@@ -5,14 +5,6 @@ const protocol_1 = require("@yuants/protocol");
5
5
  const utils_1 = require("@yuants/utils");
6
6
  const public_api_1 = require("../api/public-api");
7
7
  const terminal = protocol_1.Terminal.fromNodeEnv();
8
- const INGEST_SERVICE_OPTIONS = {
9
- concurrent: 1,
10
- max_pending_requests: 20,
11
- ingress_token_capacity: 2,
12
- ingress_token_refill_interval: 1000,
13
- egress_token_capacity: 1,
14
- egress_token_refill_interval: 1000,
15
- };
16
8
  const DURATION_TO_INTERVAL = {
17
9
  PT1M: '1m',
18
10
  PT3M: '3m',
@@ -104,10 +96,10 @@ const fetchSpotOHLCPageBackward = async (req) => {
104
96
  product_id_prefix: 'ASTER/PERP/',
105
97
  duration_list: Object.keys(DURATION_TO_INTERVAL),
106
98
  direction: 'backward',
107
- }, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
99
+ }, fetchOHLCPageBackward);
108
100
  (0, exchange_1.provideOHLCService)(terminal, {
109
101
  product_id_prefix: 'ASTER/SPOT/',
110
102
  duration_list: Object.keys(DURATION_TO_INTERVAL),
111
103
  direction: 'backward',
112
- }, fetchSpotOHLCPageBackward, INGEST_SERVICE_OPTIONS);
104
+ }, fetchSpotOHLCPageBackward);
113
105
  //# sourceMappingURL=ohlc-service.js.map
@@ -1 +1 @@
1
- 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[])\n .map((k): IOHLC => {\n const openTimeMs = Number(k[0]);\n return {\n series_id: req.series_id,\n datasource_id: 'ASTER',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(openTimeMs),\n closed_at: formatTime(openTimeMs + offset),\n open: `${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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[])\n .map((k): IOHLC => {\n const openTimeMs = Number(k[0]);\n return {\n series_id: req.series_id,\n datasource_id: 'ASTER',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(openTimeMs),\n closed_at: formatTime(openTimeMs + offset),\n open: `${k[1]}`,\n high: `${k[2]}`,\n low: `${k[3]}`,\n close: `${k[4]}`,\n volume: `${k[5]}`,\n open_interest: '0',\n };\n })\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchSpotOHLCPageBackward = async (req: {\n product_id: string;\n duration: string;\n time: number;\n series_id: string;\n}): Promise<IOHLC[]> => {\n const [, instType, symbol] = decodePath(req.product_id);\n if (instType !== 'SPOT' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n const interval = DURATION_TO_INTERVAL[req.duration];\n if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n const endedAtMs = req.time;\n const offset = convertDurationToOffset(req.duration);\n\n const res = await getApiV1Klines({\n symbol,\n interval,\n endTime: endedAtMs,\n limit: 1000,\n });\n\n return (res ?? [])\n .map((k): IOHLC => {\n const openTimeMs = Number(k[0]);\n return {\n series_id: req.series_id,\n datasource_id: 'ASTER',\n product_id: req.product_id,\n duration: req.duration,\n created_at: formatTime(openTimeMs),\n closed_at: formatTime(openTimeMs + offset),\n open: `${k[1]}`,\n high: `${k[2]}`,\n low: `${k[3]}`,\n close: `${k[4]}`,\n volume: `${k[5]}`,\n open_interest: '0',\n };\n })\n .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'ASTER/PERP/',\n duration_list: Object.keys(DURATION_TO_INTERVAL),\n direction: 'backward',\n },\n fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n terminal,\n {\n product_id_prefix: 'ASTER/SPOT/',\n duration_list: Object.keys(DURATION_TO_INTERVAL),\n direction: 'backward',\n },\n fetchSpotOHLCPageBackward,\n);\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-aster",
3
- "version": "0.9.1",
3
+ "version": "0.9.3",
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": "0.53.4",
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",
11
+ "@yuants/protocol": "0.53.6",
12
+ "@yuants/cache": "0.3.7",
13
+ "@yuants/data-account": "0.11.3",
14
+ "@yuants/utils": "0.18.0",
15
+ "@yuants/data-series": "0.3.56",
16
+ "@yuants/sql": "0.9.34",
17
+ "@yuants/data-product": "0.5.4",
18
+ "@yuants/data-ohlc": "0.5.2",
19
+ "@yuants/data-order": "0.7.4",
20
+ "@yuants/data-interest-rate": "0.2.2",
21
+ "@yuants/transfer": "0.2.43",
22
+ "@yuants/data-quote": "0.4.3",
23
+ "@yuants/exchange": "0.8.4",
24
24
  "rxjs": "~7.5.6"
25
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  },
26
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  "devDependencies": {
@@ -30,7 +30,7 @@
30
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  "@rushstack/heft-node-rig": "~1.10.7",
31
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  "@types/heft-jest": "1.0.3",
32
32
  "@types/node": "22",
33
- "@yuants/extension": "0.2.33",
33
+ "@yuants/extension": "0.2.35",
34
34
  "@yuants/tool-kit": "0.2.1",
35
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  "typescript": "~4.7.4",
36
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  "ts-node": "~10.9.2"
@@ -1,42 +1,42 @@
1
1
  {
2
2
  "apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
3
- "apps/vendor-aster/CHANGELOG.json": "ebe5c49639733cdf7fef4fd8be541f4eda61cddb",
4
- "apps/vendor-aster/CHANGELOG.md": "eb5066d883da1db63bd8be00e416418140d3a6c8",
3
+ "apps/vendor-aster/CHANGELOG.json": "96227ad644f7d5f1b94ec4b205cb24b25c5fd37d",
4
+ "apps/vendor-aster/CHANGELOG.md": "07e41457dfd67cb7e811e60e25c6ed6746d113d9",
5
5
  "apps/vendor-aster/SESSION_NOTES.md": "d91f7a251d148fab1715b6da62395455edcb3b93",
6
6
  "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
7
7
  "apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
8
8
  "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
9
- "apps/vendor-aster/package.json": "37eed388ca7ec1bfe9991e7a560657183e241bf9",
9
+ "apps/vendor-aster/package.json": "dbf5d97cc13eb9698ef2bbfc28ff17e9a040f01e",
10
10
  "apps/vendor-aster/src/api/private-api.ts": "b3288706373f8917be480210f8f02074890d5b34",
11
11
  "apps/vendor-aster/src/api/public-api.ts": "a20ac4c4465ab3e75e2dc024adc12ecc19422375",
12
12
  "apps/vendor-aster/src/index.ts": "1decd1aabd3e77bc7a678427a42a9fa5fa84cf29",
13
13
  "apps/vendor-aster/src/services/accounts/profile.ts": "fc57e7d2c865790dd257c043c8dd5cf5c641b7fd",
14
14
  "apps/vendor-aster/src/services/accounts/spot.ts": "49d045e5daae100ce9919ebd84723506806060ea",
15
15
  "apps/vendor-aster/src/services/exchange.ts": "71a555ceec0d84b6f12a9c2002834676f1370d51",
16
- "apps/vendor-aster/src/services/interest-rate-service.ts": "4af49f8aab4975c391b350ff7419f9cddd186c9f",
16
+ "apps/vendor-aster/src/services/interest-rate-service.ts": "1b6061601c8c3712c0c18174d997a5589adef02c",
17
17
  "apps/vendor-aster/src/services/markets/interest_rate.ts": "8512bb506f3d66b16aceb9d153d1b3a4671de5ef",
18
18
  "apps/vendor-aster/src/services/markets/product.ts": "cae86f69c6f019747ebad07569ed2bc862a78ac6",
19
19
  "apps/vendor-aster/src/services/markets/quote.ts": "01274f7a820656ad480cb80a1cf526ac3805982b",
20
- "apps/vendor-aster/src/services/ohlc-service.ts": "27af3ee2e37fa15640a13f329d6434a217589b5b",
20
+ "apps/vendor-aster/src/services/ohlc-service.ts": "6856f141561d53ec709c15b66e36744ae99323dc",
21
21
  "apps/vendor-aster/src/services/orders/cancelOrder.ts": "09a6d3b10a218ad226346dd68d0ff0207083a7f1",
22
22
  "apps/vendor-aster/src/services/orders/listOrders.ts": "579e83c45f6c4435ad3f5a2d3fe163a036bb9fd1",
23
23
  "apps/vendor-aster/src/services/orders/submitOrder.ts": "9580e87b195b7bd3631b0b3e5f6c2a1c37b29feb",
24
24
  "apps/vendor-aster/src/services/quotes.ts": "9e93bc9a89a26018fd50f9ca845897334f2429ce",
25
25
  "apps/vendor-aster/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
26
26
  "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "5ded440ffb547a8aa495353d5b13c1fd1b164b4a",
27
- "libraries/protocol/temp/package-deps.json": "a30b39ceb4cd530ed6bc4e97433f995b026b26d9",
28
- "libraries/cache/temp/package-deps.json": "2e6c6db8f750a2e173a3c4b9a57d22fbd6f9181d",
29
- "libraries/data-account/temp/package-deps.json": "363f171a8ec4ae558e4b20626b06bc8ae145ce8a",
30
- "libraries/utils/temp/package-deps.json": "7a9e2336d7ad44e827d81e9722767d6cdf99fc1f",
31
- "libraries/data-series/temp/package-deps.json": "71b373ec83ce1188001e341aefaca704aa4a5c38",
32
- "libraries/sql/temp/package-deps.json": "252d819797cb0a4bbc579075867624b05b19dabb",
33
- "libraries/data-product/temp/package-deps.json": "4f525fda6d65677f9fbdcd1b4480970dd6ff9e5b",
34
- "libraries/data-ohlc/temp/package-deps.json": "2115e384567d1b0958c085f455da9bed5a638780",
35
- "libraries/data-order/temp/package-deps.json": "daedd350fe85f0564f7739c73689fb09664132de",
36
- "libraries/data-interest-rate/temp/package-deps.json": "0aa2057c1c5c432be87e97b8df22984bdcab307c",
37
- "libraries/transfer/temp/package-deps.json": "6d0942aa4c50b35a8e47a500fe494fb4a08a99e5",
38
- "libraries/data-quote/temp/package-deps.json": "07e342d9dba4d5f5d89b62c74f079425b560cb1f",
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- "libraries/exchange/temp/package-deps.json": "5267eb70cd2e7df4a645f94133ad3428b52c567e",
40
- "libraries/extension/temp/package-deps.json": "fcddc4a668ecf969ca593c67ff02543fe69a6829",
27
+ "libraries/protocol/temp/package-deps.json": "ad2b09da06aa0b6d98e9ca145c3da7c8418f30d1",
28
+ "libraries/cache/temp/package-deps.json": "8faf993aa54072a8cc7773ca9502618ec1660be1",
29
+ "libraries/data-account/temp/package-deps.json": "ec07276e124d707820e348948c8689cd4b4d5a84",
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+ "libraries/utils/temp/package-deps.json": "6afd4e6b9f8348c0c24e05f7289101fc6b8fa5a9",
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+ "libraries/data-series/temp/package-deps.json": "6744fc1995bb77846daccced427210187b5e774f",
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+ "libraries/sql/temp/package-deps.json": "1fb8bcfa1bd3912150e7567770b065794a3b2138",
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+ "libraries/data-product/temp/package-deps.json": "77b545e27fbd147bf5fded94beb5baaa33687563",
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+ "libraries/data-ohlc/temp/package-deps.json": "f6a0a2248e237fe960daf27c93071ec1c3235fa3",
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+ "libraries/data-order/temp/package-deps.json": "d2826719d6e1f86ad64cfe6556a0f61352e02897",
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+ "libraries/data-interest-rate/temp/package-deps.json": "d1a26e2ed8d3ecd147e0b3a897927720d7760597",
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+ "libraries/transfer/temp/package-deps.json": "52cd9bb451ece058b39c7a7b08dd3fef1a57b934",
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+ "libraries/data-quote/temp/package-deps.json": "5aa2671e9a9e7b94827a8891049c4af5eefe757e",
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+ "libraries/exchange/temp/package-deps.json": "8315951811f0278801081fe8e48ba07213af6816",
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+ "libraries/extension/temp/package-deps.json": "d0a314f466619661a85b5fa9cc12ffe0b427864b",
41
41
  "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
42
42
  }