@yuants/vendor-aster 0.9.12 → 0.10.0

package/temp/package-deps.json

@@ -1,22 +1,21 @@
 {
-    "apps/vendor-aster/AGENTS.md": "dcd006d19a5c3b73081525d7c0afea68cd6d058b",
-    "apps/vendor-aster/CHANGELOG.json": "cf296da06f6f9fc89fcbd58a6ea96aa75f80f7e7",
-    "apps/vendor-aster/CHANGELOG.md": "f08eb744fdbf203f6796173ab424c40df4ad07bf",
-    "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": "5444982eafd5415d2603edc9123ab65082f7b205",
+    "apps/vendor-aster/package.json": "485800a9202546a78fc84400761f8cefdbdc4572",
     "apps/vendor-aster/src/api/client.ts": "9464e0c848a0a7f1525d5d4fecdbcc5586f8b051",
     "apps/vendor-aster/src/api/private-api.ts": "b36f61156c4f765ee88df390c4d3b7261b8f05a8",
     "apps/vendor-aster/src/api/public-api.ts": "23a8ca6eac3f046d4132b5e2be4911a72f4712bf",
-    "apps/vendor-aster/src/index.ts": "08a6c3749cad1b666c8c34645ec660024814750d",
+    "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",

package/dist/services/markets/interest_rate.js

@@ -1,81 +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 = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
-    function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
-    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 (_a) {
-        return __asyncGenerator(this, arguments, function* ({ series_id, started_at, ended_at }) {
-            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 @@
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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

@@ -1,83 +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 = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
-    function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
-    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 (_a) {
-        return __asyncGenerator(this, arguments, function* ({ series_id, started_at, ended_at }) {
-            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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