@yuants/vendor-binance 0.10.20 → 0.10.21
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.
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@@ -1,4 +1,5 @@
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1
1
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import { createCache } from '@yuants/cache';
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2
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+
import { setMetricsQuoteState } from '@yuants/data-quote';
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2
3
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import { Terminal } from '@yuants/protocol';
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3
4
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import { writeToSQL } from '@yuants/sql';
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4
5
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import { decodePath, encodePath, formatTime } from '@yuants/utils';
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@@ -144,7 +145,7 @@ const quote$ = merge(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpen
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144
145
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}), {}))), share(), shareReplay({ bufferSize: 1, refCount: true }));
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145
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if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
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146
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quote$
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147
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-
.pipe(writeToSQL({
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148
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+
.pipe(setMetricsQuoteState(terminal.terminal_id), writeToSQL({
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148
149
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terminal,
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149
150
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tableName: 'quote',
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150
151
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writeInterval: 1000,
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@@ -1 +1 @@
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1
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-
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{ createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n catchError,\n combineLatest,\n concatMap,\n defer,\n exhaustMap,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n of,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n startWith,\n tap,\n timer,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n getFutureBookTicker,\n getFutureExchangeInfo,\n getFutureOpenInterest,\n getFuturePremiumIndex,\n getSpotBookTicker,\n getSpotExchangeInfo,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;\nconst DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS = 500;\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 300_000;\n\ninterface IRateLimit {\n rateLimitType?: string;\n interval?: string;\n intervalNum?: number;\n limit?: number;\n}\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n switch (interval) {\n case 'SECOND':\n return (intervalNum ?? 1) * 1_000;\n case 'MINUTE':\n return (intervalNum ?? 1) * 60_000;\n case 'HOUR':\n return (intervalNum ?? 1) * 3_600_000;\n case 'DAY':\n return (intervalNum ?? 1) * 86_400_000;\n default:\n return undefined;\n }\n};\n\nconst getRequestIntervalMs = (rateLimits: IRateLimit[] | undefined, fallbackMs: number) => {\n const intervals: number[] = [];\n for (const item of rateLimits ?? []) {\n if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n const duration = toIntervalMs(item.interval, item.intervalNum);\n console.info('!!!!!', item, duration);\n const limit = item.limit;\n if (duration == null || limit == null || limit <= 0) continue;\n intervals.push(Math.ceil(duration / limit));\n }\n console.info('!!!!!', intervals);\n if (!intervals.length) return fallbackMs;\n return Math.max(fallbackMs, Math.max(...intervals));\n};\n\nconst openInterestCache = createCache<number>(\n async (symbol: string) => {\n try {\n const data = await getFutureOpenInterest({ symbol });\n return Number(data.openInterest ?? 0);\n } catch (err) {\n console.warn('getFutureOpenInterest failed', symbol, err);\n return undefined;\n }\n },\n {\n expire: OPEN_INTEREST_TTL,\n },\n);\n\nconst futureRequestInterval$ = defer(() => getFutureExchangeInfo()).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getFutureExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n }),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n tap((v) => {\n console.info(`!!!!Determined future request interval: ${v} ms`);\n }),\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n last_price: entry.markPrice,\n // Use the latest funding rate so that long pays when fundingRate > 0\n interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n interest_rate_short: entry.lastFundingRate,\n interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = combineLatest([futureBookTicker$, futureRequestInterval$]).pipe(\n exhaustMap(([entries, requestInterval]) =>\n from(entries || []).pipe(\n concatMap((entry, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(openInterestCache.query(entry.symbol))),\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n open_interest: `${openInterest ?? 0}`,\n }),\n ),\n ),\n ),\n ),\n ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n bid_volume: entry.bidQty,\n ask_volume: entry.askQty,\n updated_at: formatTime(Date.now()),\n }),\n ),\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst marginInterestRateCache = createCache<string>(\n async (asset: string) => {\n try {\n const data = await getMarginNextHourlyInterestRate({\n assets: asset,\n isIsolated: false,\n });\n return data[0]?.nextHourlyInterestRate;\n } catch (err) {\n return undefined;\n }\n },\n {\n expire: 60_000,\n },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n map((pairs) => {\n if (!Array.isArray(pairs)) {\n console.warn('getMarginAllPairs returned non-array payload', pairs);\n return [];\n }\n return pairs;\n }),\n catchError((err) => {\n console.warn('getMarginAllPairs failed', err);\n return of([] as IMarginPair[]);\n }),\n repeat({ delay: 3600_000 }), // Refresh pair list hourly\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst spotRequestInterval$ = defer(() => getSpotExchangeInfo()).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getSpotExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS);\n }),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n tap((v) => {\n console.info(`!!!!Determined spot request interval: ${v} ms`);\n }),\n);\n\nconst quoteFromMarginRates$ = combineLatest([marginPairs$, spotRequestInterval$]).pipe(\n mergeMap(([pairs, requestInterval]) =>\n from(pairs).pipe(\n concatMap((pair, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(marginInterestRateCache.query(pair.base))),\n mergeMap((baseRate) =>\n timer(requestInterval).pipe(\n mergeMap(() => from(marginInterestRateCache.query(pair.quote))),\n map(\n (quoteRate): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n // User instruction: Long = Quote Rate, Short = Base Rate\n interest_rate_long: quoteRate,\n interest_rate_short: baseRate,\n updated_at: formatTime(Date.now()),\n }),\n ),\n ),\n ),\n ),\n ),\n ),\n ),\n repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n quoteFromPremiumIndex$,\n quoteFromBookTicker$,\n quoteFromOpenInterest$,\n quoteFromSpotBookTicker$,\n quoteFromMarginRates$,\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'BINANCE',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n share(),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1_000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
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+
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{ createCache } from '@yuants/cache';\nimport { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n catchError,\n combineLatest,\n concatMap,\n defer,\n exhaustMap,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n of,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n tap,\n timer,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n getFutureBookTicker,\n getFutureExchangeInfo,\n getFutureOpenInterest,\n getFuturePremiumIndex,\n getSpotBookTicker,\n getSpotExchangeInfo,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;\nconst DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS = 500;\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 300_000;\n\ninterface IRateLimit {\n rateLimitType?: string;\n interval?: string;\n intervalNum?: number;\n limit?: number;\n}\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n switch (interval) {\n case 'SECOND':\n return (intervalNum ?? 1) * 1_000;\n case 'MINUTE':\n return (intervalNum ?? 1) * 60_000;\n case 'HOUR':\n return (intervalNum ?? 1) * 3_600_000;\n case 'DAY':\n return (intervalNum ?? 1) * 86_400_000;\n default:\n return undefined;\n }\n};\n\nconst getRequestIntervalMs = (rateLimits: IRateLimit[] | undefined, fallbackMs: number) => {\n const intervals: number[] = [];\n for (const item of rateLimits ?? []) {\n if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n const duration = toIntervalMs(item.interval, item.intervalNum);\n console.info('!!!!!', item, duration);\n const limit = item.limit;\n if (duration == null || limit == null || limit <= 0) continue;\n intervals.push(Math.ceil(duration / limit));\n }\n console.info('!!!!!', intervals);\n if (!intervals.length) return fallbackMs;\n return Math.max(fallbackMs, Math.max(...intervals));\n};\n\nconst openInterestCache = createCache<number>(\n async (symbol: string) => {\n try {\n const data = await getFutureOpenInterest({ symbol });\n return Number(data.openInterest ?? 0);\n } catch (err) {\n console.warn('getFutureOpenInterest failed', symbol, err);\n return undefined;\n }\n },\n {\n expire: OPEN_INTEREST_TTL,\n },\n);\n\nconst futureRequestInterval$ = defer(() => getFutureExchangeInfo()).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getFutureExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n }),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n tap((v) => {\n console.info(`!!!!Determined future request interval: ${v} ms`);\n }),\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n last_price: entry.markPrice,\n // Use the latest funding rate so that long pays when fundingRate > 0\n interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n interest_rate_short: entry.lastFundingRate,\n interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = combineLatest([futureBookTicker$, futureRequestInterval$]).pipe(\n exhaustMap(([entries, requestInterval]) =>\n from(entries || []).pipe(\n concatMap((entry, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(openInterestCache.query(entry.symbol))),\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n open_interest: `${openInterest ?? 0}`,\n }),\n ),\n ),\n ),\n ),\n ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n bid_volume: entry.bidQty,\n ask_volume: entry.askQty,\n updated_at: formatTime(Date.now()),\n }),\n ),\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst marginInterestRateCache = createCache<string>(\n async (asset: string) => {\n try {\n const data = await getMarginNextHourlyInterestRate({\n assets: asset,\n isIsolated: false,\n });\n return data[0]?.nextHourlyInterestRate;\n } catch (err) {\n return undefined;\n }\n },\n {\n expire: 60_000,\n },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n map((pairs) => {\n if (!Array.isArray(pairs)) {\n console.warn('getMarginAllPairs returned non-array payload', pairs);\n return [];\n }\n return pairs;\n }),\n catchError((err) => {\n console.warn('getMarginAllPairs failed', err);\n return of([] as IMarginPair[]);\n }),\n repeat({ delay: 3600_000 }), // Refresh pair list hourly\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst spotRequestInterval$ = defer(() => getSpotExchangeInfo()).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getSpotExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS);\n }),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n tap((v) => {\n console.info(`!!!!Determined spot request interval: ${v} ms`);\n }),\n);\n\nconst quoteFromMarginRates$ = combineLatest([marginPairs$, spotRequestInterval$]).pipe(\n mergeMap(([pairs, requestInterval]) =>\n from(pairs).pipe(\n concatMap((pair, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(marginInterestRateCache.query(pair.base))),\n mergeMap((baseRate) =>\n timer(requestInterval).pipe(\n mergeMap(() => from(marginInterestRateCache.query(pair.quote))),\n map(\n (quoteRate): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n // User instruction: Long = Quote Rate, Short = Base Rate\n interest_rate_long: quoteRate,\n interest_rate_short: baseRate,\n updated_at: formatTime(Date.now()),\n }),\n ),\n ),\n ),\n ),\n ),\n ),\n ),\n repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n quoteFromPremiumIndex$,\n quoteFromBookTicker$,\n quoteFromOpenInterest$,\n quoteFromSpotBookTicker$,\n quoteFromMarginRates$,\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'BINANCE',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n share(),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n setMetricsQuoteState(terminal.terminal_id),\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1_000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
|
package/lib/public-data/quote.js
CHANGED
|
@@ -1,6 +1,7 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
const cache_1 = require("@yuants/cache");
|
|
4
|
+
const data_quote_1 = require("@yuants/data-quote");
|
|
4
5
|
const protocol_1 = require("@yuants/protocol");
|
|
5
6
|
const sql_1 = require("@yuants/sql");
|
|
6
7
|
const utils_1 = require("@yuants/utils");
|
|
@@ -146,7 +147,7 @@ const quote$ = (0, rxjs_1.merge)(quoteFromPremiumIndex$, quoteFromBookTicker$, q
|
|
|
146
147
|
}), {}))), (0, rxjs_1.share)(), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
|
|
147
148
|
if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
|
|
148
149
|
quote$
|
|
149
|
-
.pipe((0, sql_1.writeToSQL)({
|
|
150
|
+
.pipe((0, data_quote_1.setMetricsQuoteState)(terminal.terminal_id), (0, sql_1.writeToSQL)({
|
|
150
151
|
terminal,
|
|
151
152
|
tableName: 'quote',
|
|
152
153
|
writeInterval: 1000,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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{ createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n catchError,\n combineLatest,\n concatMap,\n defer,\n exhaustMap,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n of,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n startWith,\n tap,\n timer,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n getFutureBookTicker,\n getFutureExchangeInfo,\n getFutureOpenInterest,\n getFuturePremiumIndex,\n getSpotBookTicker,\n getSpotExchangeInfo,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;\nconst DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS = 500;\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 300_000;\n\ninterface IRateLimit {\n rateLimitType?: string;\n interval?: string;\n intervalNum?: number;\n limit?: number;\n}\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n switch (interval) {\n case 'SECOND':\n return (intervalNum ?? 1) * 1_000;\n case 'MINUTE':\n return (intervalNum ?? 1) * 60_000;\n case 'HOUR':\n return (intervalNum ?? 1) * 3_600_000;\n case 'DAY':\n return (intervalNum ?? 1) * 86_400_000;\n default:\n return undefined;\n }\n};\n\nconst getRequestIntervalMs = (rateLimits: IRateLimit[] | undefined, fallbackMs: number) => {\n const intervals: number[] = [];\n for (const item of rateLimits ?? []) {\n if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n const duration = toIntervalMs(item.interval, item.intervalNum);\n console.info('!!!!!', item, duration);\n const limit = item.limit;\n if (duration == null || limit == null || limit <= 0) continue;\n intervals.push(Math.ceil(duration / limit));\n }\n console.info('!!!!!', intervals);\n if (!intervals.length) return fallbackMs;\n return Math.max(fallbackMs, Math.max(...intervals));\n};\n\nconst openInterestCache = createCache<number>(\n async (symbol: string) => {\n try {\n const data = await getFutureOpenInterest({ symbol });\n return Number(data.openInterest ?? 0);\n } catch (err) {\n console.warn('getFutureOpenInterest failed', symbol, err);\n return undefined;\n }\n },\n {\n expire: OPEN_INTEREST_TTL,\n },\n);\n\nconst futureRequestInterval$ = defer(() => getFutureExchangeInfo()).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getFutureExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n }),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n tap((v) => {\n console.info(`!!!!Determined future request interval: ${v} ms`);\n }),\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n last_price: entry.markPrice,\n // Use the latest funding rate so that long pays when fundingRate > 0\n interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n interest_rate_short: entry.lastFundingRate,\n interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = combineLatest([futureBookTicker$, futureRequestInterval$]).pipe(\n exhaustMap(([entries, requestInterval]) =>\n from(entries || []).pipe(\n concatMap((entry, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(openInterestCache.query(entry.symbol))),\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n open_interest: `${openInterest ?? 0}`,\n }),\n ),\n ),\n ),\n ),\n ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n bid_volume: entry.bidQty,\n ask_volume: entry.askQty,\n updated_at: formatTime(Date.now()),\n }),\n ),\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst marginInterestRateCache = createCache<string>(\n async (asset: string) => {\n try {\n const data = await getMarginNextHourlyInterestRate({\n assets: asset,\n isIsolated: false,\n });\n return data[0]?.nextHourlyInterestRate;\n } catch (err) {\n return undefined;\n }\n },\n {\n expire: 60_000,\n },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n map((pairs) => {\n if (!Array.isArray(pairs)) {\n console.warn('getMarginAllPairs returned non-array payload', pairs);\n return [];\n }\n return pairs;\n }),\n catchError((err) => {\n console.warn('getMarginAllPairs failed', err);\n return of([] as IMarginPair[]);\n }),\n repeat({ delay: 3600_000 }), // Refresh pair list hourly\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst spotRequestInterval$ = defer(() => getSpotExchangeInfo()).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getSpotExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS);\n }),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n tap((v) => {\n console.info(`!!!!Determined spot request interval: ${v} ms`);\n }),\n);\n\nconst quoteFromMarginRates$ = combineLatest([marginPairs$, spotRequestInterval$]).pipe(\n mergeMap(([pairs, requestInterval]) =>\n from(pairs).pipe(\n concatMap((pair, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(marginInterestRateCache.query(pair.base))),\n mergeMap((baseRate) =>\n timer(requestInterval).pipe(\n mergeMap(() => from(marginInterestRateCache.query(pair.quote))),\n map(\n (quoteRate): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n // User instruction: Long = Quote Rate, Short = Base Rate\n interest_rate_long: quoteRate,\n interest_rate_short: baseRate,\n updated_at: formatTime(Date.now()),\n }),\n ),\n ),\n ),\n ),\n ),\n ),\n ),\n repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n quoteFromPremiumIndex$,\n quoteFromBookTicker$,\n quoteFromOpenInterest$,\n quoteFromSpotBookTicker$,\n quoteFromMarginRates$,\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'BINANCE',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n share(),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1_000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
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+
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{ createCache } from '@yuants/cache';\nimport { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport {\n catchError,\n combineLatest,\n concatMap,\n defer,\n exhaustMap,\n filter,\n from,\n groupBy,\n map,\n merge,\n mergeMap,\n of,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n tap,\n timer,\n} from 'rxjs';\nimport { getMarginAllPairs, getMarginNextHourlyInterestRate, IMarginPair } from '../api/private-api';\nimport {\n getFutureBookTicker,\n getFutureExchangeInfo,\n getFutureOpenInterest,\n getFuturePremiumIndex,\n getSpotBookTicker,\n getSpotExchangeInfo,\n} from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;\nconst DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS = 500;\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 300_000;\n\ninterface IRateLimit {\n rateLimitType?: string;\n interval?: string;\n intervalNum?: number;\n limit?: number;\n}\n\nconst toIntervalMs = (interval?: string, intervalNum?: number) => {\n switch (interval) {\n case 'SECOND':\n return (intervalNum ?? 1) * 1_000;\n case 'MINUTE':\n return (intervalNum ?? 1) * 60_000;\n case 'HOUR':\n return (intervalNum ?? 1) * 3_600_000;\n case 'DAY':\n return (intervalNum ?? 1) * 86_400_000;\n default:\n return undefined;\n }\n};\n\nconst getRequestIntervalMs = (rateLimits: IRateLimit[] | undefined, fallbackMs: number) => {\n const intervals: number[] = [];\n for (const item of rateLimits ?? []) {\n if (item.rateLimitType !== 'REQUEST_WEIGHT' && item.rateLimitType !== 'RAW_REQUESTS') continue;\n const duration = toIntervalMs(item.interval, item.intervalNum);\n console.info('!!!!!', item, duration);\n const limit = item.limit;\n if (duration == null || limit == null || limit <= 0) continue;\n intervals.push(Math.ceil(duration / limit));\n }\n console.info('!!!!!', intervals);\n if (!intervals.length) return fallbackMs;\n return Math.max(fallbackMs, Math.max(...intervals));\n};\n\nconst openInterestCache = createCache<number>(\n async (symbol: string) => {\n try {\n const data = await getFutureOpenInterest({ symbol });\n return Number(data.openInterest ?? 0);\n } catch (err) {\n console.warn('getFutureOpenInterest failed', symbol, err);\n return undefined;\n }\n },\n {\n expire: OPEN_INTEREST_TTL,\n },\n);\n\nconst futureRequestInterval$ = defer(() => getFutureExchangeInfo()).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getFutureExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS);\n }),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n tap((v) => {\n console.info(`!!!!Determined future request interval: ${v} ms`);\n }),\n);\n\nconst futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n last_price: entry.markPrice,\n // Use the latest funding rate so that long pays when fundingRate > 0\n interest_rate_long: `${-Number(entry.lastFundingRate)}`,\n interest_rate_short: entry.lastFundingRate,\n interest_rate_next_settled_at: formatTime(entry.nextFundingTime),\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n updated_at: formatTime(entry.time ?? Date.now()),\n }),\n ),\n);\n\nconst quoteFromOpenInterest$ = combineLatest([futureBookTicker$, futureRequestInterval$]).pipe(\n exhaustMap(([entries, requestInterval]) =>\n from(entries || []).pipe(\n concatMap((entry, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(openInterestCache.query(entry.symbol))),\n map(\n (openInterest): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n open_interest: `${openInterest ?? 0}`,\n }),\n ),\n ),\n ),\n ),\n ),\n);\n\nconst quoteFromSpotBookTicker$ = defer(() => getSpotBookTicker({})).pipe(\n mergeMap((entries) => from(entries || [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n bid_price: entry.bidPrice,\n ask_price: entry.askPrice,\n bid_volume: entry.bidQty,\n ask_volume: entry.askQty,\n updated_at: formatTime(Date.now()),\n }),\n ),\n repeat({ delay: 1_000 }),\n retry({ delay: 30_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst marginInterestRateCache = createCache<string>(\n async (asset: string) => {\n try {\n const data = await getMarginNextHourlyInterestRate({\n assets: asset,\n isIsolated: false,\n });\n return data[0]?.nextHourlyInterestRate;\n } catch (err) {\n return undefined;\n }\n },\n {\n expire: 60_000,\n },\n);\n\nconst marginPairs$ = defer(() => getMarginAllPairs()).pipe(\n map((pairs) => {\n if (!Array.isArray(pairs)) {\n console.warn('getMarginAllPairs returned non-array payload', pairs);\n return [];\n }\n return pairs;\n }),\n catchError((err) => {\n console.warn('getMarginAllPairs failed', err);\n return of([] as IMarginPair[]);\n }),\n repeat({ delay: 3600_000 }), // Refresh pair list hourly\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst spotRequestInterval$ = defer(() => getSpotExchangeInfo()).pipe(\n map((info) => getRequestIntervalMs(info.rateLimits, DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS)),\n catchError((err) => {\n console.warn('getSpotExchangeInfo failed when calculating request interval', err);\n return of(DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS);\n }),\n retry({ delay: 60_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n tap((v) => {\n console.info(`!!!!Determined spot request interval: ${v} ms`);\n }),\n);\n\nconst quoteFromMarginRates$ = combineLatest([marginPairs$, spotRequestInterval$]).pipe(\n mergeMap(([pairs, requestInterval]) =>\n from(pairs).pipe(\n concatMap((pair, index) =>\n (index > 0 ? timer(requestInterval) : of(0)).pipe(\n mergeMap(() => from(marginInterestRateCache.query(pair.base))),\n mergeMap((baseRate) =>\n timer(requestInterval).pipe(\n mergeMap(() => from(marginInterestRateCache.query(pair.quote))),\n map(\n (quoteRate): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', pair.symbol),\n // User instruction: Long = Quote Rate, Short = Base Rate\n interest_rate_long: quoteRate,\n interest_rate_short: baseRate,\n updated_at: formatTime(Date.now()),\n }),\n ),\n ),\n ),\n ),\n ),\n ),\n ),\n repeat({ delay: 60_000 }),\n);\n\nconst quote$ = merge(\n quoteFromPremiumIndex$,\n quoteFromBookTicker$,\n quoteFromOpenInterest$,\n quoteFromSpotBookTicker$,\n quoteFromMarginRates$,\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'BINANCE',\n product_id: group$.key,\n }),\n {} as Partial<IQuote>,\n ),\n ),\n ),\n share(),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n setMetricsQuoteState(terminal.terminal_id),\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1_000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId || !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
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1
1
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{
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2
2
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"name": "@yuants/vendor-binance",
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3
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-
"version": "0.10.
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3
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+
"version": "0.10.21",
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4
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"main": "lib/index.js",
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5
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"files": [
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"dist",
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@@ -11,7 +11,7 @@
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11
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"@yuants/protocol": "0.53.2",
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12
12
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"@yuants/data-account": "0.10.1",
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13
13
|
"@yuants/cache": "0.3.3",
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|
14
|
-
"@yuants/data-quote": "0.
|
|
14
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+
"@yuants/data-quote": "0.3.0",
|
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15
15
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"@yuants/utils": "0.14.0",
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|
16
16
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"@yuants/data-series": "0.3.52",
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17
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"@yuants/sql": "0.9.30",
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@@ -20,7 +20,7 @@
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|
20
20
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"@yuants/data-order": "0.7.0",
|
|
21
21
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"@yuants/data-interest-rate": "0.1.48",
|
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22
22
|
"@yuants/transfer": "0.2.39",
|
|
23
|
-
"@yuants/exchange": "0.5.
|
|
23
|
+
"@yuants/exchange": "0.5.2",
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|
24
24
|
"rxjs": "~7.5.6"
|
|
25
25
|
},
|
|
26
26
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"devDependencies": {
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package/temp/package-deps.json
CHANGED
|
@@ -1,7 +1,7 @@
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|
|
1
1
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{
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|
2
2
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"apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
|
|
3
|
-
"apps/vendor-binance/CHANGELOG.json": "
|
|
4
|
-
"apps/vendor-binance/CHANGELOG.md": "
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|
3
|
+
"apps/vendor-binance/CHANGELOG.json": "a35fd4c04b78a5d74eea32eb945dcca670b40ed4",
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|
4
|
+
"apps/vendor-binance/CHANGELOG.md": "49aa67c647c6a10c42746ac69a5c91185321d761",
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|
5
5
|
"apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
|
|
6
6
|
"apps/vendor-binance/SESSION_NOTES.md": "dd49b3364394c502fdcaf687ed5942811d89abe9",
|
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7
7
|
"apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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|
@@ -9,7 +9,7 @@
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|
|
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": "
|
|
12
|
+
"apps/vendor-binance/package.json": "3cb21c6c82c44f1516648cbd28397238b989476a",
|
|
13
13
|
"apps/vendor-binance/src/api/client.ts": "fab85d85d10577f0b6430a551dab46d7c1d2258a",
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|
14
14
|
"apps/vendor-binance/src/api/private-api.ts": "982c1902b8417aba1f75df5fa63db76dfc416dac",
|
|
15
15
|
"apps/vendor-binance/src/api/public-api.ts": "70dc33214e05ec3ead45271bfae70abdb0623c1e",
|
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@@ -18,7 +18,7 @@
|
|
|
18
18
|
"apps/vendor-binance/src/public-data/interest_rate.ts": "a197c30a2cf8acbb389fed8c0687a091320d8113",
|
|
19
19
|
"apps/vendor-binance/src/public-data/ohlc.ts": "bb4f791f96064eca7d45d361ea36cb8ba0ab8fe0",
|
|
20
20
|
"apps/vendor-binance/src/public-data/product.ts": "8879f59f4b5ee5925c5becef5fce5492e2f30f42",
|
|
21
|
-
"apps/vendor-binance/src/public-data/quote.ts": "
|
|
21
|
+
"apps/vendor-binance/src/public-data/quote.ts": "392ca103f00f6462528a24d5ba3c00a86554abcc",
|
|
22
22
|
"apps/vendor-binance/src/services/accounts/profile.ts": "1d23b04d19c078e8c21f41efd6ca3db37b0bd206",
|
|
23
23
|
"apps/vendor-binance/src/services/accounts/spot.ts": "7561d3054c967b48711a4dcedf96946eeab9fab4",
|
|
24
24
|
"apps/vendor-binance/src/services/accounts/unified.ts": "46c772fdad40056462b0b28848d46944954518c8",
|
|
@@ -33,7 +33,7 @@
|
|
|
33
33
|
"libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
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|
34
34
|
"libraries/data-account/temp/package-deps.json": "e6ba0067a1b68f17266564f15987936ab2672eb9",
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35
35
|
"libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
|
|
36
|
-
"libraries/data-quote/temp/package-deps.json": "
|
|
36
|
+
"libraries/data-quote/temp/package-deps.json": "d5fd89abda84b46f6c14925eda0c381c36b94dfe",
|
|
37
37
|
"libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
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38
38
|
"libraries/data-series/temp/package-deps.json": "e12b4c97d2b8c8b21d1a033cdd3683e01f81401a",
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39
39
|
"libraries/sql/temp/package-deps.json": "4a9a7ec55f04b20459e664e81e76fa74b6c77b39",
|
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@@ -42,7 +42,7 @@
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|
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42
42
|
"libraries/data-order/temp/package-deps.json": "ccdc9819f254f37a3591bb37876a86c703df33a6",
|
|
43
43
|
"libraries/data-interest-rate/temp/package-deps.json": "cef1e1cb0116ad593c24635684e0cbf03488d67c",
|
|
44
44
|
"libraries/transfer/temp/package-deps.json": "36c58299bd6c841c5ba7252d71881a881570d08c",
|
|
45
|
-
"libraries/exchange/temp/package-deps.json": "
|
|
45
|
+
"libraries/exchange/temp/package-deps.json": "35e755087dec12d39822dda2dccf2f9d895eefad",
|
|
46
46
|
"libraries/extension/temp/package-deps.json": "9569c553c2f9a7d50b70d8f101fc2d3825aaccb9",
|
|
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47
|
"tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
|
|
48
48
|
}
|