@yuants/vendor-aster 0.9.11 → 0.10.0

package/temp/package-deps.json

@@ -1,21 +1,21 @@
 {
-    "apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
-    "apps/vendor-aster/CHANGELOG.json": "e9a2108877042e8e162cac0e8b797cf17cb4dfc7",
-    "apps/vendor-aster/CHANGELOG.md": "e2785a9b41598505649b8ef704552f9e1049ca4f",
-    "apps/vendor-aster/SESSION_NOTES.md": "8190e547bbff4338deee5a18b0657eb0c2e400c6",
+    "apps/vendor-aster/AGENTS.md": "8e7ec679ecdd293e73cf92538ead40e7650c7317",
+    "apps/vendor-aster/CHANGELOG.json": "1243cb7e55b1cd9fdd6a34ac844e5824e2870968",
+    "apps/vendor-aster/CHANGELOG.md": "97a96bdb4153cd2a446c2c04b09a87272d52d5f6",
+    "apps/vendor-aster/SESSION_NOTES.md": "de6df5467e9dc5899c48cdc4b7f8949f29c1fe14",
     "apps/vendor-aster/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-aster/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-aster/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "apps/vendor-aster/package.json": "0383c66ebbab7c2ee1cce2e140ebd82f37c6c0b9",
+    "apps/vendor-aster/package.json": "485800a9202546a78fc84400761f8cefdbdc4572",
     "apps/vendor-aster/src/api/client.ts": "9464e0c848a0a7f1525d5d4fecdbcc5586f8b051",
-    "apps/vendor-aster/src/api/private-api.ts": "50b7c4ddd321b7abedfa58a0562b6fce1930c9d3",
+    "apps/vendor-aster/src/api/private-api.ts": "b36f61156c4f765ee88df390c4d3b7261b8f05a8",
     "apps/vendor-aster/src/api/public-api.ts": "23a8ca6eac3f046d4132b5e2be4911a72f4712bf",
-    "apps/vendor-aster/src/index.ts": "1decd1aabd3e77bc7a678427a42a9fa5fa84cf29",
+    "apps/vendor-aster/src/index.ts": "81dc7ba7bc3ec00ce8821e8b672483d27e75a59e",
     "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-ledger-service.ts": "899b2618889dda3841ec09044dcf2ce7b6504752",
     "apps/vendor-aster/src/services/interest-rate-service.ts": "1b6061601c8c3712c0c18174d997a5589adef02c",
-    "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": "919314f9e146c11678205467fc2a6ad4cdb180ac",
     "apps/vendor-aster/src/services/ohlc-service.ts": "6856f141561d53ec709c15b66e36744ae99323dc",
@@ -24,20 +24,20 @@
     "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": "f9ac8a0412f63d53f93ce189a390eab4a74b772b",
-    "libraries/cache/temp/package-deps.json": "39ebfb1d8a15e6341c4902a0954985d469597125",
-    "libraries/data-account/temp/package-deps.json": "0b428e3b8643b117276ebe0f29428d5686526d4a",
-    "libraries/utils/temp/package-deps.json": "16ee87f512cd903d59f2ce9935be22e5ed6d03a1",
-    "libraries/data-series/temp/package-deps.json": "cc0091507594699dcba5a91b5068259c4776fffe",
-    "libraries/sql/temp/package-deps.json": "d1a7297dec9849184bda8843800beae36c6b1f09",
-    "libraries/data-product/temp/package-deps.json": "0eee98e9df8a5aa401aa1e87cefa141630973535",
-    "libraries/data-ohlc/temp/package-deps.json": "d746fd7cc4964310a4f239d6c59538e7562d537a",
-    "libraries/data-order/temp/package-deps.json": "751f5b506c10f57ca17960dd9af22c465c77c6de",
-    "libraries/data-interest-rate/temp/package-deps.json": "4c9d3f2fe8c1f209de2039367832df81a410408b",
-    "libraries/transfer/temp/package-deps.json": "1475a93c85fc5214e481cd20910740bba1c80812",
-    "libraries/data-quote/temp/package-deps.json": "ad175d5009b9c8a1a0d590bd8b9f5210e48ef61a",
-    "libraries/exchange/temp/package-deps.json": "f09d006f65e2a5bb7260affc8b51f2973d47d059",
-    "libraries/extension/temp/package-deps.json": "85f040a21803ec7d18c2730a13e0a2d79d5245fa",
-    "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
+    "apps/vendor-aster/.rush/temp/shrinkwrap-deps.json": "25a4a8ea10df337dee17843bee10179556e80854",
+    "libraries/protocol/temp/package-deps.json": "1ed7faa57c156fc1b7ff9f13fe5566aacda70447",
+    "libraries/cache/temp/package-deps.json": "53c7e65e4fbefc731eef11e41145ecc3b90d9845",
+    "libraries/data-account/temp/package-deps.json": "9bfd92d0e975a4ad3f2e79ce68233e832865b579",
+    "libraries/utils/temp/package-deps.json": "018cb7f334c7419da6d55993eec202580b95f794",
+    "libraries/data-series/temp/package-deps.json": "ca8fb8d7fa67d7a77b7254eb785f4aa14c1d928c",
+    "libraries/sql/temp/package-deps.json": "88cd4d4a8648dfa8d3aeec991aa734f9ab3374dc",
+    "libraries/data-product/temp/package-deps.json": "2b9736cd4a54002df2be4e72f9a4b9641aa71201",
+    "libraries/data-ohlc/temp/package-deps.json": "4d744c19879a13bbdb1959b5aef0cc1a5da7f726",
+    "libraries/data-order/temp/package-deps.json": "3495abc01b406b0c63a2725d361512a996a23a79",
+    "libraries/data-interest-rate/temp/package-deps.json": "42fb3cc90524c7bba423d19f038add1ea2d1e4bd",
+    "libraries/transfer/temp/package-deps.json": "56f1b09fff53f23da4c19c0c71307cd636a4421f",
+    "libraries/data-quote/temp/package-deps.json": "ecee1e69820ccb2072ea6977a3971555e9e68e11",
+    "libraries/exchange/temp/package-deps.json": "522ed703d78091e161f719f0b0db4666c65316a8",
+    "libraries/extension/temp/package-deps.json": "454f577565ee01a0838c468fb1fc59e1f5d5f37c",
+    "tools/toolkit/temp/package-deps.json": "580f13201f076fa393117989256a2fee58e354f8"
 }

package/dist/services/markets/interest_rate.js

@@ -1,80 +0,0 @@
-var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
-var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
-    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
-    var g = generator.apply(thisArg, _arguments || []), i, q = [];
-    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
-    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
-    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
-    function fulfill(value) { resume("next", value); }
-    function reject(value) { resume("throw", value); }
-    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
-};
-import { createSeriesProvider } from '@yuants/data-series';
-import { Terminal } from '@yuants/protocol';
-import { decodePath, formatTime } from '@yuants/utils';
-import { firstValueFrom, timer } from 'rxjs';
-import { getFApiV1FundingRate } from '../../api/public-api';
-const terminal = Terminal.fromNodeEnv();
-createSeriesProvider(terminal, {
-    tableName: 'interest_rate',
-    series_id_prefix_parts: ['ASTER'],
-    reversed: true,
-    serviceOptions: { concurrent: 1 },
-    queryFn: function ({ series_id, started_at, ended_at }) {
-        return __asyncGenerator(this, arguments, function* () {
-            const start = started_at !== null && started_at !== void 0 ? started_at : 0;
-            const end = ended_at !== null && ended_at !== void 0 ? ended_at : Date.now();
-            const [, instType, instId] = decodePath(series_id);
-            if (instType !== 'PERP') {
-                return yield __await(void 0);
-            }
-            let currentStart = start;
-            while (currentStart <= end) {
-                const res = yield __await(getFApiV1FundingRate({
-                    symbol: instId,
-                    startTime: currentStart,
-                    endTime: end,
-                    limit: 1000,
-                }));
-                if (!Array.isArray(res) || res.length === 0) {
-                    break;
-                }
-                const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);
-                if (filtered.length === 0) {
-                    const lastRecord = res[res.length - 1];
-                    const nextStart = lastRecord.fundingTime + 1;
-                    if (nextStart <= currentStart) {
-                        break;
-                    }
-                    currentStart = nextStart;
-                    yield __await(firstValueFrom(timer(1000)));
-                    continue;
-                }
-                const data = filtered.map((item) => {
-                    const rate = Number(item.fundingRate);
-                    return {
-                        series_id,
-                        product_id: series_id,
-                        datasource_id: 'ASTER',
-                        created_at: formatTime(item.fundingTime),
-                        long_rate: `${-rate}`,
-                        short_rate: `${rate}`,
-                        settlement_price: '',
-                    };
-                });
-                yield yield __await(data);
-                const lastTime = filtered[filtered.length - 1].fundingTime;
-                if (lastTime >= end) {
-                    break;
-                }
-                currentStart = lastTime + 1;
-                if (res.length < 1000) {
-                    break;
-                }
-                yield __await(firstValueFrom(timer(1000)));
-            }
-        });
-    },
-});
-//# sourceMappingURL=interest_rate.js.map

package/dist/services/markets/interest_rate.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,oBAAoB,EAAE,MAAM,sBAAsB,CAAC;AAE5D,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,OAAO,CAAC;IACjC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,KAAK,GAAG,UAAU,aAAV,UAAU,cAAV,UAAU,GAAI,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,QAAQ,aAAR,QAAQ,cAAR,QAAQ,GAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACnC,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAEnD,IAAI,QAAQ,KAAK,MAAM,EAAE;gBACvB,6BAAO;aACR;YAED,IAAI,YAAY,GAAG,KAAK,CAAC;YAEzB,OAAO,YAAY,IAAI,GAAG,EAAE;gBAC1B,MAAM,GAAG,GAAG,cAAM,oBAAoB,CAAC;oBACrC,MAAM,EAAE,MAAM;oBACd,SAAS,EAAE,YAAY;oBACvB,OAAO,EAAE,GAAG;oBACZ,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBAEH,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC,EAAE;oBAC3C,MAAM;iBACP;gBAED,MAAM,QAAQ,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,WAAW,IAAI,YAAY,IAAI,IAAI,CAAC,WAAW,IAAI,GAAG,CAAC,CAAC;gBAEnG,IAAI,QAAQ,CAAC,MAAM,KAAK,CAAC,EAAE;oBACzB,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;oBACvC,MAAM,SAAS,GAAG,UAAU,CAAC,WAAW,GAAG,CAAC,CAAC;oBAC7C,IAAI,SAAS,IAAI,YAAY,EAAE;wBAC7B,MAAM;qBACP;oBACD,YAAY,GAAG,SAAS,CAAC;oBACzB,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;oBAClC,SAAS;iBACV;gBAED,MAAM,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,CAAC,IAAI,EAAiB,EAAE;oBAChD,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;oBACtC,OAAO;wBACL,SAAS;wBACT,UAAU,EAAE,SAAS;wBACrB,aAAa,EAAE,OAAO;wBACtB,UAAU,EAAE,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC;wBACxC,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;wBACrB,UAAU,EAAE,GAAG,IAAI,EAAE;wBACrB,gBAAgB,EAAE,EAAE;qBACrB,CAAC;gBACJ,CAAC,CAAC,CAAC;gBAEH,oBAAM,IAAI,CAAA,CAAC;gBAEX,MAAM,QAAQ,GAAG,QAAQ,CAAC,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;gBAC3D,IAAI,QAAQ,IAAI,GAAG,EAAE;oBACnB,MAAM;iBACP;gBAED,YAAY,GAAG,QAAQ,GAAG,CAAC,CAAC;gBAE5B,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;oBACrB,MAAM;iBACP;gBAED,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getFApiV1FundingRate } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['ASTER'],\n  reversed: true,\n  serviceOptions: { concurrent: 1 },\n  queryFn: async function* ({ series_id, started_at, ended_at }) {\n    const start = started_at ?? 0;\n    const end = ended_at ?? Date.now();\n    const [, instType, instId] = decodePath(series_id);\n\n    if (instType !== 'PERP') {\n      return;\n    }\n\n    let currentStart = start;\n\n    while (currentStart <= end) {\n      const res = await getFApiV1FundingRate({\n        symbol: instId,\n        startTime: currentStart,\n        endTime: end,\n        limit: 1000,\n      });\n\n      if (!Array.isArray(res) || res.length === 0) {\n        break;\n      }\n\n      const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);\n\n      if (filtered.length === 0) {\n        const lastRecord = res[res.length - 1];\n        const nextStart = lastRecord.fundingTime + 1;\n        if (nextStart <= currentStart) {\n          break;\n        }\n        currentStart = nextStart;\n        await firstValueFrom(timer(1000));\n        continue;\n      }\n\n      const data = filtered.map((item): IInterestRate => {\n        const rate = Number(item.fundingRate);\n        return {\n          series_id,\n          product_id: series_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\n      yield data;\n\n      const lastTime = filtered[filtered.length - 1].fundingTime;\n      if (lastTime >= end) {\n        break;\n      }\n\n      currentStart = lastTime + 1;\n\n      if (res.length < 1000) {\n        break;\n      }\n\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n"]}

package/lib/services/markets/interest_rate.d.ts

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

package/lib/services/markets/interest_rate.d.ts.map

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

package/lib/services/markets/interest_rate.js

@@ -1,82 +0,0 @@
-"use strict";
-var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
-var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
-    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
-    var g = generator.apply(thisArg, _arguments || []), i, q = [];
-    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
-    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
-    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
-    function fulfill(value) { resume("next", value); }
-    function reject(value) { resume("throw", value); }
-    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-const data_series_1 = require("@yuants/data-series");
-const protocol_1 = require("@yuants/protocol");
-const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
-const public_api_1 = require("../../api/public-api");
-const terminal = protocol_1.Terminal.fromNodeEnv();
-(0, data_series_1.createSeriesProvider)(terminal, {
-    tableName: 'interest_rate',
-    series_id_prefix_parts: ['ASTER'],
-    reversed: true,
-    serviceOptions: { concurrent: 1 },
-    queryFn: function ({ series_id, started_at, ended_at }) {
-        return __asyncGenerator(this, arguments, function* () {
-            const start = started_at !== null && started_at !== void 0 ? started_at : 0;
-            const end = ended_at !== null && ended_at !== void 0 ? ended_at : Date.now();
-            const [, instType, instId] = (0, utils_1.decodePath)(series_id);
-            if (instType !== 'PERP') {
-                return yield __await(void 0);
-            }
-            let currentStart = start;
-            while (currentStart <= end) {
-                const res = yield __await((0, public_api_1.getFApiV1FundingRate)({
-                    symbol: instId,
-                    startTime: currentStart,
-                    endTime: end,
-                    limit: 1000,
-                }));
-                if (!Array.isArray(res) || res.length === 0) {
-                    break;
-                }
-                const filtered = res.filter((item) => item.fundingTime >= currentStart && item.fundingTime <= end);
-                if (filtered.length === 0) {
-                    const lastRecord = res[res.length - 1];
-                    const nextStart = lastRecord.fundingTime + 1;
-                    if (nextStart <= currentStart) {
-                        break;
-                    }
-                    currentStart = nextStart;
-                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
-                    continue;
-                }
-                const data = filtered.map((item) => {
-                    const rate = Number(item.fundingRate);
-                    return {
-                        series_id,
-                        product_id: series_id,
-                        datasource_id: 'ASTER',
-                        created_at: (0, utils_1.formatTime)(item.fundingTime),
-                        long_rate: `${-rate}`,
-                        short_rate: `${rate}`,
-                        settlement_price: '',
-                    };
-                });
-                yield yield __await(data);
-                const lastTime = filtered[filtered.length - 1].fundingTime;
-                if (lastTime >= end) {
-                    break;
-                }
-                currentStart = lastTime + 1;
-                if (res.length < 1000) {
-                    break;
-                }
-                yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
-            }
-        });
-    },
-});
-//# sourceMappingURL=interest_rate.js.map

package/lib/services/markets/interest_rate.js.map

@@ -1 +0,0 @@
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