npm - @yuants/vendor-binance - Versions diffs - 0.10.13 → 0.10.15 - Mend

@yuants/vendor-binance 0.10.13 → 0.10.15

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.

Files changed (11) hide show

package/dist/api/client.js +1 -1
package/dist/api/client.js.map +1 -1
package/dist/public-data/interest_rate.js +2 -2
package/dist/public-data/interest_rate.js.map +1 -1
package/lib/api/client.d.ts.map +1 -1
package/lib/api/client.js +1 -1
package/lib/api/client.js.map +1 -1
package/lib/public-data/interest_rate.js +2 -2
package/lib/public-data/interest_rate.js.map +1 -1
package/package.json +1 -1
package/temp/package-deps.json +5 -5

package/dist/api/client.js CHANGED Viewed

@@ -73,7 +73,7 @@ const callApi = async (method, endpoint, params, credential) => {
     }
     console.info(formatTime(Date.now()), 'response', method, url.href, `status=${res.status}`, retryAfter ? `retryAfter=${retryAfter}` : '', `usedWeight1M=${usedWeight1M !== null && usedWeight1M !== void 0 ? usedWeight1M : 'N/A'}`);
     if (usedWeight1M) {
-        MetricBinanceApiUsedWeight.labels({ endpoint, terminal_id: terminal.terminal_id }).set(+usedWeight1M);
+        MetricBinanceApiUsedWeight.labels({ path: endpoint, terminal_id: terminal.terminal_id }).set(+usedWeight1M);
     }
     return res.json();
 };

package/dist/api/client.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { encodeHex, formatTime, HmacSHA256, newError } from '@yuants/utils';\n\nconst MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');\nconst MetricBinanceApiCounter = GlobalPrometheusRegistry.counter('binance_api_request_total', '');\nconst terminal = Terminal.fromNodeEnv();\n\ntype HttpMethod = 'GET' \| 'POST' \| 'DELETE' \| 'PUT';\n\ntype RequestParams = Record<string, string \| number \| boolean \| undefined>;\n\nexport interface ICredential {\n access_key: string;\n secret_key: string;\n}\n\nexport interface IApiError {\n code: number;\n msg: string;\n}\n\n// 每个接口单独进行主动限流控制\nconst mapPathToRetryAfterUntil: Record<string, number> = {};\n\nexport const isApiError = <T>(value: T \| IApiError): value is IApiError =>\n typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n if (!params) return;\n const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n const timestampEntry = entries.find(([key]) => key === 'timestamp');\n const restEntries = entries.filter(([key]) => key !== 'timestamp');\n restEntries\n .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n .forEach(([key, value]) => {\n url.searchParams.set(key, String(value));\n });\n if (timestampEntry) {\n url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n }\n};\n\nconst callApi = async <T>(\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n credential?: ICredential,\n): Promise<T> => {\n const url = new URL(endpoint);\n const normalizedParams: RequestParams = { ...params };\n if (credential) {\n if (normalizedParams.recvWindow === undefined) {\n // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n normalizedParams.recvWindow = 5000;\n }\n if (normalizedParams.timestamp === undefined) {\n normalizedParams.timestamp = Date.now();\n }\n }\n appendParams(url, normalizedParams);\n\n let headers: Record<string, string> \| undefined;\n if (credential) {\n const signData = url.search.slice(1);\n\n const signature = encodeHex(\n await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n );\n url.searchParams.set('signature', signature);\n headers = {\n 'Content-Type': 'application/json;charset=utf-8',\n 'X-MBX-APIKEY': credential.access_key,\n };\n console.info(\n formatTime(Date.now()),\n method,\n url.href,\n JSON.stringify(headers),\n url.searchParams.toString(),\n signData,\n );\n } else {\n console.info(formatTime(Date.now()), method, url.href);\n }\n\n const retryAfterUntil = mapPathToRetryAfterUntil[endpoint];\n\n if (retryAfterUntil) {\n if (Date.now() <= retryAfterUntil) {\n // 主动限流\n throw newError('ACTIVE_RATE_LIMIT', {\n wait_time: `${retryAfterUntil - Date.now()}ms`,\n retryAfterUntil,\n url: url.href,\n endpoint,\n });\n }\n delete mapPathToRetryAfterUntil[endpoint];\n }\n\n MetricBinanceApiCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n\n const res = await fetch(url.href, {\n method,\n headers,\n });\n const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n const retryAfter = res.headers.get('Retry-After');\n if (retryAfter) {\n mapPathToRetryAfterUntil[endpoint] = Date.now() + parseInt(retryAfter, 10) * 1000;\n }\n console.info(\n formatTime(Date.now()),\n 'response',\n method,\n url.href,\n `status=${res.status}`,\n retryAfter ? `retryAfter=${retryAfter}` : '',\n `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n );\n if (usedWeight1M) {\n MetricBinanceApiUsedWeight.labels({ endpoint, terminal_id: terminal.terminal_id }).set(+usedWeight1M);\n }\n return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n credential: ICredential,\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n const access_key = process.env.ACCESS_KEY;\n const secret_key = process.env.SECRET_KEY;\n if (!access_key \|\| !secret_key) {\n throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n }\n return { access_key, secret_key };\n};\n"]}
1	+ 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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { encodeHex, formatTime, HmacSHA256, newError } from '@yuants/utils';\n\nconst MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');\nconst MetricBinanceApiCounter = GlobalPrometheusRegistry.counter('binance_api_request_total', '');\nconst terminal = Terminal.fromNodeEnv();\n\ntype HttpMethod = 'GET' \| 'POST' \| 'DELETE' \| 'PUT';\n\ntype RequestParams = Record<string, string \| number \| boolean \| undefined>;\n\nexport interface ICredential {\n access_key: string;\n secret_key: string;\n}\n\nexport interface IApiError {\n code: number;\n msg: string;\n}\n\n// 每个接口单独进行主动限流控制\nconst mapPathToRetryAfterUntil: Record<string, number> = {};\n\nexport const isApiError = <T>(value: T \| IApiError): value is IApiError =>\n typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n if (!params) return;\n const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n const timestampEntry = entries.find(([key]) => key === 'timestamp');\n const restEntries = entries.filter(([key]) => key !== 'timestamp');\n restEntries\n .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n .forEach(([key, value]) => {\n url.searchParams.set(key, String(value));\n });\n if (timestampEntry) {\n url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n }\n};\n\nconst callApi = async <T>(\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n credential?: ICredential,\n): Promise<T> => {\n const url = new URL(endpoint);\n const normalizedParams: RequestParams = { ...params };\n if (credential) {\n if (normalizedParams.recvWindow === undefined) {\n // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n normalizedParams.recvWindow = 5000;\n }\n if (normalizedParams.timestamp === undefined) {\n normalizedParams.timestamp = Date.now();\n }\n }\n appendParams(url, normalizedParams);\n\n let headers: Record<string, string> \| undefined;\n if (credential) {\n const signData = url.search.slice(1);\n\n const signature = encodeHex(\n await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n );\n url.searchParams.set('signature', signature);\n headers = {\n 'Content-Type': 'application/json;charset=utf-8',\n 'X-MBX-APIKEY': credential.access_key,\n };\n console.info(\n formatTime(Date.now()),\n method,\n url.href,\n JSON.stringify(headers),\n url.searchParams.toString(),\n signData,\n );\n } else {\n console.info(formatTime(Date.now()), method, url.href);\n }\n\n const retryAfterUntil = mapPathToRetryAfterUntil[endpoint];\n\n if (retryAfterUntil) {\n if (Date.now() <= retryAfterUntil) {\n // 主动限流\n throw newError('ACTIVE_RATE_LIMIT', {\n wait_time: `${retryAfterUntil - Date.now()}ms`,\n retryAfterUntil,\n url: url.href,\n endpoint,\n });\n }\n delete mapPathToRetryAfterUntil[endpoint];\n }\n\n MetricBinanceApiCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n\n const res = await fetch(url.href, {\n method,\n headers,\n });\n const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n const retryAfter = res.headers.get('Retry-After');\n if (retryAfter) {\n mapPathToRetryAfterUntil[endpoint] = Date.now() + parseInt(retryAfter, 10) * 1000;\n }\n console.info(\n formatTime(Date.now()),\n 'response',\n method,\n url.href,\n `status=${res.status}`,\n retryAfter ? `retryAfter=${retryAfter}` : '',\n `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n );\n if (usedWeight1M) {\n MetricBinanceApiUsedWeight.labels({ path: endpoint, terminal_id: terminal.terminal_id }).set(\n +usedWeight1M,\n );\n }\n return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n credential: ICredential,\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n const access_key = process.env.ACCESS_KEY;\n const secret_key = process.env.SECRET_KEY;\n if (!access_key \|\| !secret_key) {\n throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n }\n return { access_key, secret_key };\n};\n"]}

package/dist/public-data/interest_rate.js CHANGED Viewed

@@ -28,6 +28,7 @@ createSeriesProvider(terminal, {
             const [, instType, symbol] = decodePath(series_id);
             if (instType === 'USDT-FUTURE') {
                 while (true) {
+                    yield __await(firstValueFrom(timer(1000)));
                     // 向前翻页，时间降序
                     const res = yield __await(getFutureFundingRate({
                         symbol: symbol,
@@ -48,12 +49,12 @@ createSeriesProvider(terminal, {
                         break;
                     }
                     current_start = +res[res.length - 1].fundingTime;
-                    yield __await(firstValueFrom(timer(1000)));
                 }
                 return yield __await(void 0);
             }
             if (instType === 'MARGIN') {
                 while (true) {
+                    yield __await(firstValueFrom(timer(1000)));
                     const res = yield __await(getMarginInterestRateHistory({
                         asset: symbol,
                         startTime: current_start,
@@ -73,7 +74,6 @@ createSeriesProvider(terminal, {
                         break;
                     }
                     current_start = +res[res.length - 1].timestamp;
-                    yield __await(firstValueFrom(timer(1000)));
                 }
             }
             return yield __await(void 0);

package/dist/public-data/interest_rate.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/api/client.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"client.d.ts","sourceRoot":"","sources":["../../src/api/client.ts"],"names":[],"mappings":"AAOA,aAAK,UAAU,GAAG,KAAK,GAAG,MAAM,GAAG,QAAQ,GAAG,KAAK,CAAC;AAEpD,aAAK,aAAa,GAAG,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,GAAG,SAAS,CAAC,CAAC;AAE3E,MAAM,WAAW,WAAW;IAC1B,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,MAAM,CAAC;CACpB;AAED,MAAM,WAAW,SAAS;IACxB,IAAI,EAAE,MAAM,CAAC;IACb,GAAG,EAAE,MAAM,CAAC;CACb;AAKD,eAAO,MAAM,UAAU,iDAC0E,CAAC;~~AAqGlG~~,eAAO,MAAM,aAAa,cAAe,UAAU,YAAY,MAAM,WAAW,aAAa,eACvD,CAAC;AAEvC,eAAO,MAAM,cAAc,kBACb,WAAW,UACf,UAAU,YACR,MAAM,WACP,aAAa,eAC6B,CAAC;AAEtD,eAAO,MAAM,oBAAoB,QAAO,WAOvC,CAAC"}
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package/lib/api/client.js CHANGED Viewed

@@ -77,7 +77,7 @@ const callApi = async (method, endpoint, params, credential) => {
     }
     console.info((0, utils_1.formatTime)(Date.now()), 'response', method, url.href, `status=${res.status}`, retryAfter ? `retryAfter=${retryAfter}` : '', `usedWeight1M=${usedWeight1M !== null && usedWeight1M !== void 0 ? usedWeight1M : 'N/A'}`);
     if (usedWeight1M) {
-        MetricBinanceApiUsedWeight.labels({ endpoint, terminal_id: terminal.terminal_id }).set(+usedWeight1M);
+        MetricBinanceApiUsedWeight.labels({ path: endpoint, terminal_id: terminal.terminal_id }).set(+usedWeight1M);
     }
     return res.json();
 };

package/lib/api/client.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { encodeHex, formatTime, HmacSHA256, newError } from '@yuants/utils';\n\nconst MetricBinanceApiUsedWeight = GlobalPrometheusRegistry.gauge('binance_api_used_weight', '');\nconst MetricBinanceApiCounter = GlobalPrometheusRegistry.counter('binance_api_request_total', '');\nconst terminal = Terminal.fromNodeEnv();\n\ntype HttpMethod = 'GET' \| 'POST' \| 'DELETE' \| 'PUT';\n\ntype RequestParams = Record<string, string \| number \| boolean \| undefined>;\n\nexport interface ICredential {\n access_key: string;\n secret_key: string;\n}\n\nexport interface IApiError {\n code: number;\n msg: string;\n}\n\n// 每个接口单独进行主动限流控制\nconst mapPathToRetryAfterUntil: Record<string, number> = {};\n\nexport const isApiError = <T>(value: T \| IApiError): value is IApiError =>\n typeof (value as IApiError)?.code === 'number' && typeof (value as IApiError)?.msg === 'string';\n\nconst appendParams = (url: URL, params?: RequestParams) => {\n if (!params) return;\n const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n const timestampEntry = entries.find(([key]) => key === 'timestamp');\n const restEntries = entries.filter(([key]) => key !== 'timestamp');\n restEntries\n .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n .forEach(([key, value]) => {\n url.searchParams.set(key, String(value));\n });\n if (timestampEntry) {\n url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n }\n};\n\nconst callApi = async <T>(\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n credential?: ICredential,\n): Promise<T> => {\n const url = new URL(endpoint);\n const normalizedParams: RequestParams = { ...params };\n if (credential) {\n if (normalizedParams.recvWindow === undefined) {\n // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n normalizedParams.recvWindow = 5000;\n }\n if (normalizedParams.timestamp === undefined) {\n normalizedParams.timestamp = Date.now();\n }\n }\n appendParams(url, normalizedParams);\n\n let headers: Record<string, string> \| undefined;\n if (credential) {\n const signData = url.search.slice(1);\n\n const signature = encodeHex(\n await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n );\n url.searchParams.set('signature', signature);\n headers = {\n 'Content-Type': 'application/json;charset=utf-8',\n 'X-MBX-APIKEY': credential.access_key,\n };\n console.info(\n formatTime(Date.now()),\n method,\n url.href,\n JSON.stringify(headers),\n url.searchParams.toString(),\n signData,\n );\n } else {\n console.info(formatTime(Date.now()), method, url.href);\n }\n\n const retryAfterUntil = mapPathToRetryAfterUntil[endpoint];\n\n if (retryAfterUntil) {\n if (Date.now() <= retryAfterUntil) {\n // 主动限流\n throw newError('ACTIVE_RATE_LIMIT', {\n wait_time: `${retryAfterUntil - Date.now()}ms`,\n retryAfterUntil,\n url: url.href,\n endpoint,\n });\n }\n delete mapPathToRetryAfterUntil[endpoint];\n }\n\n MetricBinanceApiCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n\n const res = await fetch(url.href, {\n method,\n headers,\n });\n const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n const retryAfter = res.headers.get('Retry-After');\n if (retryAfter) {\n mapPathToRetryAfterUntil[endpoint] = Date.now() + parseInt(retryAfter, 10) * 1000;\n }\n console.info(\n formatTime(Date.now()),\n 'response',\n method,\n url.href,\n `status=${res.status}`,\n retryAfter ? `retryAfter=${retryAfter}` : '',\n `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n );\n if (usedWeight1M) {\n MetricBinanceApiUsedWeight.labels({ endpoint, terminal_id: terminal.terminal_id }).set(+usedWeight1M);\n }\n return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n credential: ICredential,\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n const access_key = process.env.ACCESS_KEY;\n const secret_key = process.env.SECRET_KEY;\n if (!access_key \|\| !secret_key) {\n throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n }\n return { access_key, secret_key };\n};\n"]}
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if (!params) return;\n const entries = Object.entries(params).filter(([, value]) => value !== undefined);\n const timestampEntry = entries.find(([key]) => key === 'timestamp');\n const restEntries = entries.filter(([key]) => key !== 'timestamp');\n restEntries\n .sort(([keyA], [keyB]) => keyA.localeCompare(keyB))\n .forEach(([key, value]) => {\n url.searchParams.set(key, String(value));\n });\n if (timestampEntry) {\n url.searchParams.set(timestampEntry[0], String(timestampEntry[1]));\n }\n};\n\nconst callApi = async <T>(\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n credential?: ICredential,\n): Promise<T> => {\n const url = new URL(endpoint);\n const normalizedParams: RequestParams = { ...params };\n if (credential) {\n if (normalizedParams.recvWindow === undefined) {\n // FYI https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info#timing-security\n normalizedParams.recvWindow = 5000;\n }\n if (normalizedParams.timestamp === undefined) {\n normalizedParams.timestamp = Date.now();\n }\n }\n appendParams(url, normalizedParams);\n\n let headers: Record<string, string> \| undefined;\n if (credential) {\n const signData = url.search.slice(1);\n\n const signature = encodeHex(\n await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(credential.secret_key)),\n );\n url.searchParams.set('signature', signature);\n headers = {\n 'Content-Type': 'application/json;charset=utf-8',\n 'X-MBX-APIKEY': credential.access_key,\n };\n console.info(\n formatTime(Date.now()),\n method,\n url.href,\n JSON.stringify(headers),\n url.searchParams.toString(),\n signData,\n );\n } else {\n console.info(formatTime(Date.now()), method, url.href);\n }\n\n const retryAfterUntil = mapPathToRetryAfterUntil[endpoint];\n\n if (retryAfterUntil) {\n if (Date.now() <= retryAfterUntil) {\n // 主动限流\n throw newError('ACTIVE_RATE_LIMIT', {\n wait_time: `${retryAfterUntil - Date.now()}ms`,\n retryAfterUntil,\n url: url.href,\n endpoint,\n });\n }\n delete mapPathToRetryAfterUntil[endpoint];\n }\n\n MetricBinanceApiCounter.labels({ path: url.pathname, terminal_id: terminal.terminal_id }).inc();\n\n const res = await fetch(url.href, {\n method,\n headers,\n });\n const usedWeight1M = res.headers.get('x-mbx-used-weight-1m');\n const retryAfter = res.headers.get('Retry-After');\n if (retryAfter) {\n mapPathToRetryAfterUntil[endpoint] = Date.now() + parseInt(retryAfter, 10) * 1000;\n }\n console.info(\n formatTime(Date.now()),\n 'response',\n method,\n url.href,\n `status=${res.status}`,\n retryAfter ? `retryAfter=${retryAfter}` : '',\n `usedWeight1M=${usedWeight1M ?? 'N/A'}`,\n );\n if (usedWeight1M) {\n MetricBinanceApiUsedWeight.labels({ path: endpoint, terminal_id: terminal.terminal_id }).set(\n +usedWeight1M,\n );\n }\n return res.json() as Promise<T>;\n};\n\nexport const requestPublic = <T>(method: HttpMethod, endpoint: string, params?: RequestParams) =>\n callApi<T>(method, endpoint, params);\n\nexport const requestPrivate = <T>(\n credential: ICredential,\n method: HttpMethod,\n endpoint: string,\n params?: RequestParams,\n) => callApi<T>(method, endpoint, params, credential);\n\nexport const getDefaultCredential = (): ICredential => {\n const access_key = process.env.ACCESS_KEY;\n const secret_key = process.env.SECRET_KEY;\n if (!access_key \|\| !secret_key) {\n throw new Error('Missing Binance credential: ACCESS_KEY and SECRET_KEY must be set');\n }\n return { access_key, secret_key };\n};\n"]}

package/lib/public-data/interest_rate.js CHANGED Viewed

@@ -30,6 +30,7 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
             const [, instType, symbol] = (0, utils_1.decodePath)(series_id);
             if (instType === 'USDT-FUTURE') {
                 while (true) {
+                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
                     // 向前翻页，时间降序
                     const res = yield __await((0, public_api_1.getFutureFundingRate)({
                         symbol: symbol,
@@ -50,12 +51,12 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
                         break;
                     }
                     current_start = +res[res.length - 1].fundingTime;
-                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
                 }
                 return yield __await(void 0);
             }
             if (instType === 'MARGIN') {
                 while (true) {
+                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
                     const res = yield __await((0, private_api_1.getMarginInterestRateHistory)({
                         asset: symbol,
                         startTime: current_start,
@@ -75,7 +76,6 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
                         break;
                     }
                     current_start = +res[res.length - 1].timestamp;
-                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
                 }
             }
             return yield __await(void 0);

package/lib/public-data/interest_rate.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../../src/public-data/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,yCAAuD;AACvD,+BAA6C;AAC7C,oDAAkE;AAClE,kDAAyD;AAEzD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAoB,EAAgB,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,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YACnD,IAAI,QAAQ,KAAK,aAAa,EAAE;gBAC9B,OAAO,IAAI,EAAE;oBACX,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;oBAClC,YAAY;oBACZ,MAAM,GAAG,GAAG,cAAM,IAAA,iCAAoB,EAAC;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,IAAA,kBAAU,EAAC,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;iBAClD;gBACD,6BAAO;aACR;YACD,IAAI,QAAQ,KAAK,QAAQ,EAAE;gBACzB,OAAO,IAAI,EAAE;oBACX,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;oBAClC,MAAM,GAAG,GAAG,cAAM,IAAA,0CAA4B,EAAC;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,CAAC,EAAiB,EAAE,CAAC,CAAC;wBACrB,SAAS;wBACT,UAAU,EAAE,IAAA,kBAAU,EAAC,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;iBAChD;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 { getMarginInterestRateHistory } from '../api/private-api';\nimport { getFutureFundingRate } from '../api/public-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 await firstValueFrom(timer(1000));\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 }\n return;\n }\n if (instType === 'MARGIN') {\n while (true) {\n await firstValueFrom(timer(1000));\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): 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 }\n }\n return;\n },\n});\n"]}

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-binance",
-	"version": "0.10.13",
+	"version": "0.10.15",
 	"main": "lib/index.js",
 	"files": [
 		"dist",

package/temp/package-deps.json CHANGED Viewed

@@ -1,7 +1,7 @@
 {
     "apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
-    "apps/vendor-binance/CHANGELOG.json": "f4782dd2ffd146a57549c2c6560e4478cd0d3597",
-    "apps/vendor-binance/CHANGELOG.md": "4d7c1cec45814c1f89fffb93f5a4c52883a9dc42",
+    "apps/vendor-binance/CHANGELOG.json": "6c966397053498e83d27e4c49255db16a6cdb0a6",
+    "apps/vendor-binance/CHANGELOG.md": "3e6d3e53bc3a10ace7e96e0a5c1086539e3c3ac5",
     "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
     "apps/vendor-binance/SESSION_NOTES.md": "dd49b3364394c502fdcaf687ed5942811d89abe9",
     "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
@@ -9,13 +9,13 @@
     "apps/vendor-binance/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-binance/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-binance/etc/vendor-binance.api.md": "2094b84e9b5e7503f5c42b31fffee8d7db47fe7b",
-    "apps/vendor-binance/package.json": "ecc201b031c16d79126fefd36f9c104913bea46c",
-    "apps/vendor-binance/src/api/client.ts": "4435ec16c4ffd3e0575b0e5aee9d6a33906033f3",
+    "apps/vendor-binance/package.json": "0970b460fe9abed8d0e2811a9d180ca08075209d",
+    "apps/vendor-binance/src/api/client.ts": "fab85d85d10577f0b6430a551dab46d7c1d2258a",
     "apps/vendor-binance/src/api/private-api.ts": "982c1902b8417aba1f75df5fa63db76dfc416dac",
     "apps/vendor-binance/src/api/public-api.ts": "70dc33214e05ec3ead45271bfae70abdb0623c1e",
     "apps/vendor-binance/src/index.ts": "285cc4bded3608d415aaa00b9df180fbbdcebac0",
     "apps/vendor-binance/src/legacy_index.ts": "a2b44c041aa7ef1f4b77249e11f84d97cde5525f",
-    "apps/vendor-binance/src/public-data/interest_rate.ts": "920a2d3ce2b14649a0113ca3007358bfeae80715",
+    "apps/vendor-binance/src/public-data/interest_rate.ts": "a197c30a2cf8acbb389fed8c0687a091320d8113",
     "apps/vendor-binance/src/public-data/ohlc.ts": "bb4f791f96064eca7d45d361ea36cb8ba0ab8fe0",
     "apps/vendor-binance/src/public-data/product.ts": "8879f59f4b5ee5925c5becef5fce5492e2f30f42",
     "apps/vendor-binance/src/public-data/quote.ts": "0445513ea3b36e1ba9bd05d577ac7050503168f0",