@yuants/vendor-binance 0.10.1 → 0.10.3

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.
@@ -24,9 +24,8 @@ createSeriesProvider(terminal, {
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  serviceOptions: { concurrent: 1 },
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  queryFn: function ({ series_id, started_at, ended_at }) {
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  return __asyncGenerator(this, arguments, function* () {
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- const [datasource_id, product_id] = decodePath(series_id);
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  let current_start = started_at;
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- const [, instType, symbol] = decodePath(product_id);
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+ const [, instType, symbol] = decodePath(series_id);
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  if (instType === 'USDT-FUTURE') {
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  while (true) {
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  // 向前翻页,时间降序
@@ -39,8 +38,8 @@ createSeriesProvider(terminal, {
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  yield yield __await(res.map((v) => ({
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  series_id,
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  created_at: formatTime(v.fundingTime),
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- datasource_id,
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- product_id,
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+ datasource_id: 'BINANCE',
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+ product_id: series_id,
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  long_rate: `${-v.fundingRate}`,
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  short_rate: `${v.fundingRate}`,
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  settlement_price: '',
@@ -64,8 +63,8 @@ createSeriesProvider(terminal, {
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  yield yield __await(res.map((v) => ({
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  series_id,
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  created_at: formatTime(v.timestamp),
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- datasource_id,
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- product_id,
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+ datasource_id: 'BINANCE',
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+ product_id: series_id,
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  long_rate: v.dailyInterestRate,
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  short_rate: '0',
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  settlement_price: '',
@@ -1 +1 @@
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+ {"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../src/public-data/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,mBAAmB,CAAC;AACzD,OAAO,EAAE,4BAA4B,EAAE,MAAM,oBAAoB,CAAC;AAElE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,IAAI,aAAa,GAAG,UAAU,CAAC;YAC/B,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YACnD,IAAI,QAAQ,KAAK,aAAa,EAAE;gBAC9B,OAAO,IAAI,EAAE;oBACX,YAAY;oBACZ,MAAM,GAAG,GAAG,cAAM,oBAAoB,CAAC;wBACrC,MAAM,EAAE,MAAM;wBACd,SAAS,EAAE,aAAa;wBACxB,OAAO,EAAE,QAAQ;wBACjB,KAAK,EAAE,IAAI;qBACZ,CAAC,CAAA,CAAC;oBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;wBACrB,SAAS;wBACT,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,WAAW,CAAC;wBACrC,aAAa,EAAE,SAAS;wBACxB,UAAU,EAAE,SAAS;wBACrB,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE;wBAC9B,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;wBAC9B,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAA,CAAC;oBACF,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;wBACrB,MAAM;qBACP;oBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;oBACjD,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;gBACD,6BAAO;aACR;YACD,IAAI,QAAQ,KAAK,QAAQ,EAAE;gBACzB,OAAO,IAAI,EAAE;oBACX,MAAM,GAAG,GAAG,cAAM,4BAA4B,CAAC;wBAC7C,KAAK,EAAE,MAAM;wBACb,SAAS,EAAE,aAAa;wBACxB,OAAO,EAAE,QAAQ;wBACjB,KAAK,EAAE,GAAG;qBACX,CAAC,CAAA,CAAC;oBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAKA,EAAiB,EAAE,CAAC,CAAC;wBACpB,SAAS;wBACT,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,SAAS,CAAC;wBACnC,aAAa,EAAE,SAAS;wBACxB,UAAU,EAAE,SAAS;wBACrB,SAAS,EAAE,CAAC,CAAC,iBAAiB;wBAC9B,UAAU,EAAE,GAAG;wBACf,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAA,CAAC;oBACF,IAAI,GAAG,CAAC,MAAM,GAAG,GAAG,EAAE;wBACpB,MAAM;qBACP;oBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC;oBAC/C,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;iBACnC;aACF;YACD,6BAAO;QACT,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 { getFutureFundingRate } from '../api/public-api';\nimport { getMarginInterestRateHistory } from '../api/private-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['BINANCE'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n let current_start = started_at;\n const [, instType, symbol] = decodePath(series_id);\n if (instType === 'USDT-FUTURE') {\n while (true) {\n // 向前翻页,时间降序\n const res = await getFutureFundingRate({\n symbol: symbol,\n startTime: current_start,\n endTime: ended_at,\n limit: 1000,\n });\n yield res.map(\n (v): IInterestRate => ({\n series_id,\n created_at: formatTime(v.fundingTime),\n datasource_id: 'BINANCE',\n product_id: series_id,\n long_rate: `${-v.fundingRate}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n if (res.length < 1000) {\n break;\n }\n current_start = +res[res.length - 1].fundingTime;\n await firstValueFrom(timer(1000));\n }\n return;\n }\n if (instType === 'MARGIN') {\n while (true) {\n const res = await getMarginInterestRateHistory({\n asset: symbol,\n startTime: current_start,\n endTime: ended_at,\n limit: 100,\n });\n yield res.map(\n (v: {\n asset: string;\n dailyInterestRate: string;\n timestamp: number;\n vipLevel: number;\n }): IInterestRate => ({\n series_id,\n created_at: formatTime(v.timestamp),\n datasource_id: 'BINANCE',\n product_id: series_id,\n long_rate: v.dailyInterestRate,\n short_rate: '0',\n settlement_price: '',\n }),\n );\n if (res.length < 100) {\n break;\n }\n current_start = +res[res.length - 1].timestamp;\n await firstValueFrom(timer(1000));\n }\n }\n return;\n },\n});\n"]}
@@ -26,9 +26,8 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
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  serviceOptions: { concurrent: 1 },
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  queryFn: function ({ series_id, started_at, ended_at }) {
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  return __asyncGenerator(this, arguments, function* () {
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- const [datasource_id, product_id] = (0, utils_1.decodePath)(series_id);
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  let current_start = started_at;
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- const [, instType, symbol] = (0, utils_1.decodePath)(product_id);
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+ const [, instType, symbol] = (0, utils_1.decodePath)(series_id);
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  if (instType === 'USDT-FUTURE') {
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  while (true) {
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  // 向前翻页,时间降序
@@ -41,8 +40,8 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
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  yield yield __await(res.map((v) => ({
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  series_id,
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  created_at: (0, utils_1.formatTime)(v.fundingTime),
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- datasource_id,
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- product_id,
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+ datasource_id: 'BINANCE',
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+ product_id: series_id,
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  long_rate: `${-v.fundingRate}`,
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  short_rate: `${v.fundingRate}`,
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  settlement_price: '',
@@ -66,8 +65,8 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
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  yield yield __await(res.map((v) => ({
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  series_id,
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  created_at: (0, utils_1.formatTime)(v.timestamp),
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- datasource_id,
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- product_id,
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+ datasource_id: 'BINANCE',
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+ product_id: series_id,
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  long_rate: v.dailyInterestRate,
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  short_rate: '0',
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  settlement_price: '',
@@ -1 +1 @@
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1
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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-binance",
3
- "version": "0.10.1",
3
+ "version": "0.10.3",
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": "0.53.1",
12
- "@yuants/data-account": "0.8.3",
11
+ "@yuants/protocol": "0.53.2",
12
+ "@yuants/data-account": "0.8.4",
13
13
  "@yuants/cache": "0.3.3",
14
- "@yuants/data-quote": "0.2.42",
14
+ "@yuants/data-quote": "0.2.43",
15
15
  "@yuants/utils": "0.14.0",
16
- "@yuants/data-series": "0.3.50",
17
- "@yuants/sql": "0.9.29",
18
- "@yuants/data-product": "0.4.20",
19
- "@yuants/data-ohlc": "0.4.21",
20
- "@yuants/data-order": "0.6.5",
21
- "@yuants/data-interest-rate": "0.1.47",
22
- "@yuants/transfer": "0.2.38",
23
- "@yuants/exchange": "0.1.1",
16
+ "@yuants/data-series": "0.3.51",
17
+ "@yuants/sql": "0.9.30",
18
+ "@yuants/data-product": "0.4.21",
19
+ "@yuants/data-ohlc": "0.4.22",
20
+ "@yuants/data-order": "0.6.6",
21
+ "@yuants/data-interest-rate": "0.1.48",
22
+ "@yuants/transfer": "0.2.39",
23
+ "@yuants/exchange": "0.1.2",
24
24
  "rxjs": "~7.5.6"
25
25
  },
26
26
  "devDependencies": {
@@ -1,7 +1,7 @@
1
1
  {
2
2
  "apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
3
- "apps/vendor-binance/CHANGELOG.json": "972d3a58c0e23c9d2aa29e4fe6bc05b77731abbf",
4
- "apps/vendor-binance/CHANGELOG.md": "d586acafda0824658cafd315f781cb77c5e1c942",
3
+ "apps/vendor-binance/CHANGELOG.json": "1aaf6c297a8cfa6084f5654e4da346967bac741e",
4
+ "apps/vendor-binance/CHANGELOG.md": "a5af85e2b62f8d3ed871faa15d696db1dff3640a",
5
5
  "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
6
6
  "apps/vendor-binance/SESSION_NOTES.md": "323540130bec032bd3e4231c7bbcfc0013a17631",
7
7
  "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
@@ -9,13 +9,13 @@
9
9
  "apps/vendor-binance/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
10
10
  "apps/vendor-binance/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
11
11
  "apps/vendor-binance/etc/vendor-binance.api.md": "2094b84e9b5e7503f5c42b31fffee8d7db47fe7b",
12
- "apps/vendor-binance/package.json": "17351a1232ff2b7ab135efd442a1bd5c91e94319",
12
+ "apps/vendor-binance/package.json": "3071cc4fc2665f0e62dbe03fabb8d33a9aec02d4",
13
13
  "apps/vendor-binance/src/api/client.ts": "4d853dcbc46f08054dfbf6b985f776a3231a8138",
14
14
  "apps/vendor-binance/src/api/private-api.ts": "e7643bd482e4d8f4eefe39aee578e5ea52094b2b",
15
15
  "apps/vendor-binance/src/api/public-api.ts": "7ff3b6551cdf1766b4a31cdf76002ce1db11f109",
16
16
  "apps/vendor-binance/src/index.ts": "285cc4bded3608d415aaa00b9df180fbbdcebac0",
17
17
  "apps/vendor-binance/src/legacy_index.ts": "a2b44c041aa7ef1f4b77249e11f84d97cde5525f",
18
- "apps/vendor-binance/src/public-data/interest_rate.ts": "a95d6d8784a9d5b0a82105247a36ae793df82ae0",
18
+ "apps/vendor-binance/src/public-data/interest_rate.ts": "ab9b57f1af6478c61d34db8b51f4fcabac971fd4",
19
19
  "apps/vendor-binance/src/public-data/ohlc.ts": "bb4f791f96064eca7d45d361ea36cb8ba0ab8fe0",
20
20
  "apps/vendor-binance/src/public-data/product.ts": "a25f998f917cc94c029984c4f9f38fe56a9ef3e6",
21
21
  "apps/vendor-binance/src/public-data/quote.ts": "5a034f952736b50ce9d1939c588ba163ac975c38",
@@ -30,19 +30,19 @@
30
30
  "apps/vendor-binance/src/services/orders/submitOrder.ts": "1e05c8900c9d5e774953a4df22b07639fa927b29",
31
31
  "apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
32
32
  "apps/vendor-binance/.rush/temp/shrinkwrap-deps.json": "0408a4d9b00c1701e07aa22f8350e585241c4581",
33
- "libraries/protocol/temp/package-deps.json": "14095036ed251977cb3fb362a7e23d8786aaa4c9",
34
- "libraries/data-account/temp/package-deps.json": "eb3d9ccad211a998fef9e0230e164407bf1b95fc",
33
+ "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
34
+ "libraries/data-account/temp/package-deps.json": "ae6b0c69040d0d1989525e843717b6e303d95ef2",
35
35
  "libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
36
- "libraries/data-quote/temp/package-deps.json": "5a46a556f6eb8f2c682b092ee4703207e226ea8a",
36
+ "libraries/data-quote/temp/package-deps.json": "34d079eab44d2bf65e07b112ac2099c6e92a015e",
37
37
  "libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
38
- "libraries/data-series/temp/package-deps.json": "d70ec6d1ca7342204a35a1c3619481e226239e73",
39
- "libraries/sql/temp/package-deps.json": "95cd7209bf6002d530eb37960bac77c793afadd0",
40
- "libraries/data-product/temp/package-deps.json": "60b8abf6f95edc29268f10f0d64331e2f034a3e5",
41
- "libraries/data-ohlc/temp/package-deps.json": "959dd21977a31d4d9b623425c4c443d33729416d",
42
- "libraries/data-order/temp/package-deps.json": "cf5b85fc4c5160f51023f7fbdc68a7ed9db5573a",
43
- "libraries/data-interest-rate/temp/package-deps.json": "92396227ed3aab2f407bf93c515cf340ac796932",
44
- "libraries/transfer/temp/package-deps.json": "0be7967706065779def1ef1e7f68a9794690599a",
45
- "libraries/exchange/temp/package-deps.json": "68091305dec4ea0dc245f4314f1d474a2c3247d8",
38
+ "libraries/data-series/temp/package-deps.json": "c89ebffe302757903aa54eff78f76cb855486b8c",
39
+ "libraries/sql/temp/package-deps.json": "4a9a7ec55f04b20459e664e81e76fa74b6c77b39",
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+ "libraries/data-product/temp/package-deps.json": "8caccae65af24afde5d0e602eb24f57c22c7efd2",
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+ "libraries/data-ohlc/temp/package-deps.json": "c0059a14c647112486ad561d730a4427b9f6f832",
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+ "libraries/data-order/temp/package-deps.json": "2adac9fc0423f9b1b7ddaa8946ab7af374cc22e1",
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+ "libraries/data-interest-rate/temp/package-deps.json": "cef1e1cb0116ad593c24635684e0cbf03488d67c",
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+ "libraries/transfer/temp/package-deps.json": "36c58299bd6c841c5ba7252d71881a881570d08c",
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+ "libraries/exchange/temp/package-deps.json": "f9a2557b53874e78a809b82326b850d98b524a9b",
46
46
  "libraries/extension/temp/package-deps.json": "9569c553c2f9a7d50b70d8f101fc2d3825aaccb9",
47
47
  "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
48
48
  }