@yuants/vendor-binance 0.11.4 → 0.12.0

package/dist/index.js

@@ -4,4 +4,6 @@ import './public-data/product';
 import './public-data/quote';
 import './services/exchange';
 import './services/quotes';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,6BAA6B,CAAC;AACrC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC","sourcesContent":["import './public-data/interest_rate';\nimport './public-data/ohlc';\nimport './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,6BAA6B,CAAC;AACrC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC","sourcesContent":["import './public-data/interest_rate';\nimport './public-data/ohlc';\nimport './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/dist/services/interest-rate-service.js

@@ -0,0 +1,68 @@
+import { provideInterestRateService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { decodePath, formatTime } from '@yuants/utils';
+import { getMarginInterestRateHistory } from '../api/private-api';
+import { getFutureFundingRate } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const WINDOW_MS = 365 * 24 * 3600000;
+const fetchUsdtFutureFundingRateForward = async (req) => {
+    const [, instType, symbol] = decodePath(req.product_id);
+    if (instType !== 'USDT-FUTURE' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const startTime = req.time;
+    const res = await getFutureFundingRate({
+        symbol,
+        startTime,
+        endTime: startTime + WINDOW_MS,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((v) => {
+        const ms = Number(v.fundingTime);
+        const rate = Number(v.fundingRate);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'BINANCE',
+            created_at: formatTime(ms),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= startTime);
+};
+const fetchMarginBorrowRateForward = async (req) => {
+    const [, instType, asset] = decodePath(req.product_id);
+    if (instType !== 'MARGIN' || !asset)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const startTime = req.time;
+    const res = await getMarginInterestRateHistory({
+        asset,
+        startTime,
+        endTime: startTime + WINDOW_MS,
+        limit: 100,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((v) => {
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'BINANCE',
+            created_at: formatTime(v.timestamp),
+            long_rate: v.dailyInterestRate,
+            short_rate: '0',
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= startTime);
+};
+provideInterestRateService(terminal, {
+    product_id_prefix: 'BINANCE/USDT-FUTURE/',
+    direction: 'forward',
+}, fetchUsdtFutureFundingRateForward);
+provideInterestRateService(terminal, {
+    product_id_prefix: 'BINANCE/MARGIN/',
+    direction: 'forward',
+}, fetchMarginBorrowRateForward);
+//# sourceMappingURL=interest-rate-service.js.map

package/dist/services/interest-rate-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,0BAA0B,EAAE,MAAM,kBAAkB,CAAC;AAC9D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,4BAA4B,EAAE,MAAM,oBAAoB,CAAC;AAClE,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,GAAG,GAAG,EAAE,GAAG,OAAQ,CAAC;AAEtC,MAAM,iCAAiC,GAAG,KAAK,EAAE,GAIhD,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,aAAa,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAExG,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,GAAG,GAAG,MAAM,oBAAoB,CAAC;QACrC,MAAM;QACN,SAAS;QACT,OAAO,EAAE,SAAS,GAAG,SAAS;QAC9B,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAiB,EAAE;QACxB,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;QACjC,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;QACnC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,EAAE,CAAC;YAC1B,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;YACrB,UAAU,EAAE,GAAG,IAAI,EAAE;YACrB,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,SAAS,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,MAAM,4BAA4B,GAAG,KAAK,EAAE,GAI3C,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,KAAK,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACvD,IAAI,QAAQ,KAAK,QAAQ,IAAI,CAAC,KAAK;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAElG,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,GAAG,GAAG,MAAM,4BAA4B,CAAC;QAC7C,KAAK;QACL,SAAS;QACT,OAAO,EAAE,SAAS,GAAG,SAAS;QAC9B,KAAK,EAAE,GAAG;KACX,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAiB,EAAE;QACxB,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,SAAS,CAAC;YACnC,SAAS,EAAE,CAAC,CAAC,iBAAiB;YAC9B,UAAU,EAAE,GAAG;YACf,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,SAAS,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,0BAA0B,CACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,sBAAsB;IACzC,SAAS,EAAE,SAAS;CACrB,EACD,iCAAiC,CAClC,CAAC;AAEF,0BAA0B,CACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,iBAAiB;IACpC,SAAS,EAAE,SAAS;CACrB,EACD,4BAA4B,CAC7B,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getMarginInterestRateHistory } from '../api/private-api';\nimport { getFutureFundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 365 * 24 * 3600_000;\n\nconst fetchUsdtFutureFundingRateForward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'USDT-FUTURE' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const startTime = req.time;\n  const res = await getFutureFundingRate({\n    symbol,\n    startTime,\n    endTime: startTime + WINDOW_MS,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map((v): IInterestRate => {\n      const ms = Number(v.fundingTime);\n      const rate = Number(v.fundingRate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'BINANCE',\n        created_at: formatTime(ms),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nconst fetchMarginBorrowRateForward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, asset] = decodePath(req.product_id);\n  if (instType !== 'MARGIN' || !asset) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const startTime = req.time;\n  const res = await getMarginInterestRateHistory({\n    asset,\n    startTime,\n    endTime: startTime + WINDOW_MS,\n    limit: 100,\n  });\n\n  return (res ?? [])\n    .map((v): IInterestRate => {\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'BINANCE',\n        created_at: formatTime(v.timestamp),\n        long_rate: v.dailyInterestRate,\n        short_rate: '0',\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/USDT-FUTURE/',\n    direction: 'forward',\n  },\n  fetchUsdtFutureFundingRateForward,\n);\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/MARGIN/',\n    direction: 'forward',\n  },\n  fetchMarginBorrowRateForward,\n);\n"]}

package/dist/services/ohlc-service.js

@@ -0,0 +1,73 @@
+import { provideOHLCService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
+import { requestPublic } from '../api/client';
+const terminal = Terminal.fromNodeEnv();
+const DURATION_TO_BINANCE_INTERVAL = {
+    PT1M: '1m',
+    PT3M: '3m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT2H: '2h',
+    PT4H: '4h',
+    PT6H: '6h',
+    PT8H: '8h',
+    PT12H: '12h',
+    P1D: '1d',
+    P3D: '3d',
+    P1W: '1w',
+    P1M: '1M',
+};
+const fetchOHLCPageBackward = async (req) => {
+    const [, instType, symbol] = decodePath(req.product_id);
+    if (!instType || !symbol)
+        throw new Error(`Invalid product_id: ${req.product_id}`);
+    const interval = DURATION_TO_BINANCE_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = convertDurationToOffset(req.duration);
+    const endedAtMs = req.time;
+    const baseUrl = instType === 'USDT-FUTURE'
+        ? 'https://fapi.binance.com/fapi/v1/klines'
+        : 'https://api.binance.com/api/v3/klines';
+    const res = await requestPublic('GET', baseUrl, {
+        symbol,
+        interval,
+        endTime: endedAtMs,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((k) => ({
+        series_id: req.series_id,
+        datasource_id: 'BINANCE',
+        product_id: req.product_id,
+        duration: req.duration,
+        created_at: formatTime(k[0]),
+        closed_at: formatTime(k[0] + offset),
+        open: `${k[1]}`,
+        high: `${k[2]}`,
+        low: `${k[3]}`,
+        close: `${k[4]}`,
+        volume: `${k[5]}`,
+        open_interest: '0',
+    }))
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+provideOHLCService(terminal, {
+    product_id_prefix: 'BINANCE/USDT-FUTURE/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+provideOHLCService(terminal, {
+    product_id_prefix: 'BINANCE/SPOT/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+provideOHLCService(terminal, {
+    product_id_prefix: 'BINANCE/MARGIN/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+//# sourceMappingURL=ohlc-service.js.map

package/dist/services/ohlc-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,kBAAkB,EAAE,MAAM,kBAAkB,CAAC;AACtD,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AAE9C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,4BAA4B,GAA2B;IAC3D,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAiBF,MAAM,qBAAqB,GAAG,KAAK,EAAE,GAKpC,EAAoB,EAAE;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,CAAC,QAAQ,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,uBAAuB,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEnF,MAAM,QAAQ,GAAG,4BAA4B,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IAC5D,IAAI,CAAC,QAAQ;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAExE,MAAM,MAAM,GAAG,uBAAuB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACrD,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAE3B,MAAM,OAAO,GACX,QAAQ,KAAK,aAAa;QACxB,CAAC,CAAC,yCAAyC;QAC3C,CAAC,CAAC,uCAAuC,CAAC;IAE9C,MAAM,GAAG,GAAG,MAAM,aAAa,CAAkB,KAAK,EAAE,OAAO,EAAE;QAC/D,MAAM;QACN,QAAQ;QACR,OAAO,EAAE,SAAS;QAClB,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CACF,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;QACb,SAAS,EAAE,GAAG,CAAC,SAAS;QACxB,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,GAAG,CAAC,UAAU;QAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;QACtB,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAC5B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;QACpC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QACf,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QACf,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QACd,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QAChB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QACjB,aAAa,EAAE,GAAG;KACnB,CAAC,CACH;SACA,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,sBAAsB;IACzC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,4BAA4B,CAAC;IACxD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,eAAe;IAClC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,4BAA4B,CAAC;IACxD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,iBAAiB;IACpC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,4BAA4B,CAAC;IACxD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { requestPublic } from '../api/client';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_BINANCE_INTERVAL: Record<string, string> = {\n  PT1M: '1m',\n  PT3M: '3m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n  PT1H: '1h',\n  PT2H: '2h',\n  PT4H: '4h',\n  PT6H: '6h',\n  PT8H: '8h',\n  PT12H: '12h',\n  P1D: '1d',\n  P3D: '3d',\n  P1W: '1w',\n  P1M: '1M',\n};\n\ntype IBinanceKline = [\n  number, // Open time\n  string, // Open\n  string, // High\n  string, // Low\n  string, // Close\n  string, // Volume\n  number, // Close time\n  string, // Quote asset volume\n  number, // Number of trades\n  string, // Taker buy base asset volume\n  string, // Taker buy quote asset volume\n  string, // Ignore\n];\n\nconst fetchOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (!instType || !symbol) throw new Error(`Invalid product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_BINANCE_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n\n  const baseUrl =\n    instType === 'USDT-FUTURE'\n      ? 'https://fapi.binance.com/fapi/v1/klines'\n      : 'https://api.binance.com/api/v3/klines';\n\n  const res = await requestPublic<IBinanceKline[]>('GET', baseUrl, {\n    symbol,\n    interval,\n    endTime: endedAtMs,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map(\n      (k): IOHLC => ({\n        series_id: req.series_id,\n        datasource_id: 'BINANCE',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(k[0]),\n        closed_at: formatTime(k[0] + offset),\n        open: `${k[1]}`,\n        high: `${k[2]}`,\n        low: `${k[3]}`,\n        close: `${k[4]}`,\n        volume: `${k[5]}`,\n        open_interest: '0',\n      }),\n    )\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/USDT-FUTURE/',\n    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/SPOT/',\n    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/MARGIN/',\n    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n"]}

package/lib/index.d.ts

@@ -4,4 +4,6 @@ import './public-data/product';
 import './public-data/quote';
 import './services/exchange';
 import './services/quotes';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,6BAA6B,CAAC;AACrC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,6BAA6B,CAAC;AACrC,OAAO,oBAAoB,CAAC;AAC5B,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC"}

package/lib/index.js

@@ -6,4 +6,6 @@ require("./public-data/product");
 require("./public-data/quote");
 require("./services/exchange");
 require("./services/quotes");
+require("./services/ohlc-service");
+require("./services/interest-rate-service");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,uCAAqC;AACrC,8BAA4B;AAC5B,iCAA+B;AAC/B,+BAA6B;AAC7B,+BAA6B;AAC7B,6BAA2B","sourcesContent":["import './public-data/interest_rate';\nimport './public-data/ohlc';\nimport './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,uCAAqC;AACrC,8BAA4B;AAC5B,iCAA+B;AAC/B,+BAA6B;AAC7B,+BAA6B;AAC7B,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C","sourcesContent":["import './public-data/interest_rate';\nimport './public-data/ohlc';\nimport './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/lib/services/interest-rate-service.d.ts

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

package/lib/services/interest-rate-service.d.ts.map

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

package/lib/services/interest-rate-service.js

@@ -0,0 +1,70 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const private_api_1 = require("../api/private-api");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const WINDOW_MS = 365 * 24 * 3600000;
+const fetchUsdtFutureFundingRateForward = async (req) => {
+    const [, instType, symbol] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'USDT-FUTURE' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const startTime = req.time;
+    const res = await (0, public_api_1.getFutureFundingRate)({
+        symbol,
+        startTime,
+        endTime: startTime + WINDOW_MS,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((v) => {
+        const ms = Number(v.fundingTime);
+        const rate = Number(v.fundingRate);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'BINANCE',
+            created_at: (0, utils_1.formatTime)(ms),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= startTime);
+};
+const fetchMarginBorrowRateForward = async (req) => {
+    const [, instType, asset] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'MARGIN' || !asset)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const startTime = req.time;
+    const res = await (0, private_api_1.getMarginInterestRateHistory)({
+        asset,
+        startTime,
+        endTime: startTime + WINDOW_MS,
+        limit: 100,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((v) => {
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'BINANCE',
+            created_at: (0, utils_1.formatTime)(v.timestamp),
+            long_rate: v.dailyInterestRate,
+            short_rate: '0',
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) >= startTime);
+};
+(0, exchange_1.provideInterestRateService)(terminal, {
+    product_id_prefix: 'BINANCE/USDT-FUTURE/',
+    direction: 'forward',
+}, fetchUsdtFutureFundingRateForward);
+(0, exchange_1.provideInterestRateService)(terminal, {
+    product_id_prefix: 'BINANCE/MARGIN/',
+    direction: 'forward',
+}, fetchMarginBorrowRateForward);
+//# sourceMappingURL=interest-rate-service.js.map

package/lib/services/interest-rate-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":";;AACA,+CAA8D;AAC9D,+CAA4C;AAC5C,yCAAuD;AACvD,oDAAkE;AAClE,kDAAyD;AAEzD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,GAAG,GAAG,EAAE,GAAG,OAAQ,CAAC;AAEtC,MAAM,iCAAiC,GAAG,KAAK,EAAE,GAIhD,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,aAAa,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAExG,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,GAAG,GAAG,MAAM,IAAA,iCAAoB,EAAC;QACrC,MAAM;QACN,SAAS;QACT,OAAO,EAAE,SAAS,GAAG,SAAS;QAC9B,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAiB,EAAE;QACxB,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;QACjC,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;QACnC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,EAAE,CAAC;YAC1B,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;YACrB,UAAU,EAAE,GAAG,IAAI,EAAE;YACrB,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,SAAS,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,MAAM,4BAA4B,GAAG,KAAK,EAAE,GAI3C,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,KAAK,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACvD,IAAI,QAAQ,KAAK,QAAQ,IAAI,CAAC,KAAK;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAElG,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,GAAG,GAAG,MAAM,IAAA,0CAA4B,EAAC;QAC7C,KAAK;QACL,SAAS;QACT,OAAO,EAAE,SAAS,GAAG,SAAS;QAC9B,KAAK,EAAE,GAAG;KACX,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CAAC,CAAC,CAAC,EAAiB,EAAE;QACxB,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,SAAS,CAAC;YACnC,SAAS,EAAE,CAAC,CAAC,iBAAiB;YAC9B,UAAU,EAAE,GAAG;YACf,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,SAAS,CAAC,CAAC;AAC1D,CAAC,CAAC;AAEF,IAAA,qCAA0B,EACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,sBAAsB;IACzC,SAAS,EAAE,SAAS;CACrB,EACD,iCAAiC,CAClC,CAAC;AAEF,IAAA,qCAA0B,EACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,iBAAiB;IACpC,SAAS,EAAE,SAAS;CACrB,EACD,4BAA4B,CAC7B,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getMarginInterestRateHistory } from '../api/private-api';\nimport { getFutureFundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 365 * 24 * 3600_000;\n\nconst fetchUsdtFutureFundingRateForward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'USDT-FUTURE' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const startTime = req.time;\n  const res = await getFutureFundingRate({\n    symbol,\n    startTime,\n    endTime: startTime + WINDOW_MS,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map((v): IInterestRate => {\n      const ms = Number(v.fundingTime);\n      const rate = Number(v.fundingRate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'BINANCE',\n        created_at: formatTime(ms),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nconst fetchMarginBorrowRateForward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, asset] = decodePath(req.product_id);\n  if (instType !== 'MARGIN' || !asset) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const startTime = req.time;\n  const res = await getMarginInterestRateHistory({\n    asset,\n    startTime,\n    endTime: startTime + WINDOW_MS,\n    limit: 100,\n  });\n\n  return (res ?? [])\n    .map((v): IInterestRate => {\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'BINANCE',\n        created_at: formatTime(v.timestamp),\n        long_rate: v.dailyInterestRate,\n        short_rate: '0',\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) >= startTime);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/USDT-FUTURE/',\n    direction: 'forward',\n  },\n  fetchUsdtFutureFundingRateForward,\n);\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/MARGIN/',\n    direction: 'forward',\n  },\n  fetchMarginBorrowRateForward,\n);\n"]}

package/lib/services/ohlc-service.d.ts

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

package/lib/services/ohlc-service.d.ts.map

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

package/lib/services/ohlc-service.js

@@ -0,0 +1,75 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const client_1 = require("../api/client");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const DURATION_TO_BINANCE_INTERVAL = {
+    PT1M: '1m',
+    PT3M: '3m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT2H: '2h',
+    PT4H: '4h',
+    PT6H: '6h',
+    PT8H: '8h',
+    PT12H: '12h',
+    P1D: '1d',
+    P3D: '3d',
+    P1W: '1w',
+    P1M: '1M',
+};
+const fetchOHLCPageBackward = async (req) => {
+    const [, instType, symbol] = (0, utils_1.decodePath)(req.product_id);
+    if (!instType || !symbol)
+        throw new Error(`Invalid product_id: ${req.product_id}`);
+    const interval = DURATION_TO_BINANCE_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = (0, utils_1.convertDurationToOffset)(req.duration);
+    const endedAtMs = req.time;
+    const baseUrl = instType === 'USDT-FUTURE'
+        ? 'https://fapi.binance.com/fapi/v1/klines'
+        : 'https://api.binance.com/api/v3/klines';
+    const res = await (0, client_1.requestPublic)('GET', baseUrl, {
+        symbol,
+        interval,
+        endTime: endedAtMs,
+        limit: 1000,
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((k) => ({
+        series_id: req.series_id,
+        datasource_id: 'BINANCE',
+        product_id: req.product_id,
+        duration: req.duration,
+        created_at: (0, utils_1.formatTime)(k[0]),
+        closed_at: (0, utils_1.formatTime)(k[0] + offset),
+        open: `${k[1]}`,
+        high: `${k[2]}`,
+        low: `${k[3]}`,
+        close: `${k[4]}`,
+        volume: `${k[5]}`,
+        open_interest: '0',
+    }))
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'BINANCE/USDT-FUTURE/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'BINANCE/SPOT/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'BINANCE/MARGIN/',
+    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+//# sourceMappingURL=ohlc-service.js.map

package/lib/services/ohlc-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":";;AACA,+CAAsD;AACtD,+CAA4C;AAC5C,yCAAgF;AAChF,0CAA8C;AAE9C,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,4BAA4B,GAA2B;IAC3D,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAiBF,MAAM,qBAAqB,GAAG,KAAK,EAAE,GAKpC,EAAoB,EAAE;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,CAAC,QAAQ,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,uBAAuB,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEnF,MAAM,QAAQ,GAAG,4BAA4B,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IAC5D,IAAI,CAAC,QAAQ;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAExE,MAAM,MAAM,GAAG,IAAA,+BAAuB,EAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACrD,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAE3B,MAAM,OAAO,GACX,QAAQ,KAAK,aAAa;QACxB,CAAC,CAAC,yCAAyC;QAC3C,CAAC,CAAC,uCAAuC,CAAC;IAE9C,MAAM,GAAG,GAAG,MAAM,IAAA,sBAAa,EAAkB,KAAK,EAAE,OAAO,EAAE;QAC/D,MAAM;QACN,QAAQ;QACR,OAAO,EAAE,SAAS;QAClB,KAAK,EAAE,IAAI;KACZ,CAAC,CAAC;IAEH,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;SACf,GAAG,CACF,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;QACb,SAAS,EAAE,GAAG,CAAC,SAAS;QACxB,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,GAAG,CAAC,UAAU;QAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;QACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAC5B,SAAS,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;QACpC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QACf,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QACf,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QACd,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QAChB,MAAM,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,EAAE;QACjB,aAAa,EAAE,GAAG;KACnB,CAAC,CACH;SACA,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,IAAA,6BAAkB,EAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,sBAAsB;IACzC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,4BAA4B,CAAC;IACxD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC;AAEF,IAAA,6BAAkB,EAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,eAAe;IAClC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,4BAA4B,CAAC;IACxD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC;AAEF,IAAA,6BAAkB,EAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,iBAAiB;IACpC,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,4BAA4B,CAAC;IACxD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,CACtB,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { requestPublic } from '../api/client';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_BINANCE_INTERVAL: Record<string, string> = {\n  PT1M: '1m',\n  PT3M: '3m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n  PT1H: '1h',\n  PT2H: '2h',\n  PT4H: '4h',\n  PT6H: '6h',\n  PT8H: '8h',\n  PT12H: '12h',\n  P1D: '1d',\n  P3D: '3d',\n  P1W: '1w',\n  P1M: '1M',\n};\n\ntype IBinanceKline = [\n  number, // Open time\n  string, // Open\n  string, // High\n  string, // Low\n  string, // Close\n  string, // Volume\n  number, // Close time\n  string, // Quote asset volume\n  number, // Number of trades\n  string, // Taker buy base asset volume\n  string, // Taker buy quote asset volume\n  string, // Ignore\n];\n\nconst fetchOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (!instType || !symbol) throw new Error(`Invalid product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_BINANCE_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n\n  const baseUrl =\n    instType === 'USDT-FUTURE'\n      ? 'https://fapi.binance.com/fapi/v1/klines'\n      : 'https://api.binance.com/api/v3/klines';\n\n  const res = await requestPublic<IBinanceKline[]>('GET', baseUrl, {\n    symbol,\n    interval,\n    endTime: endedAtMs,\n    limit: 1000,\n  });\n\n  return (res ?? [])\n    .map(\n      (k): IOHLC => ({\n        series_id: req.series_id,\n        datasource_id: 'BINANCE',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(k[0]),\n        closed_at: formatTime(k[0] + offset),\n        open: `${k[1]}`,\n        high: `${k[2]}`,\n        low: `${k[3]}`,\n        close: `${k[4]}`,\n        volume: `${k[5]}`,\n        open_interest: '0',\n      }),\n    )\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/USDT-FUTURE/',\n    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/SPOT/',\n    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'BINANCE/MARGIN/',\n    duration_list: Object.keys(DURATION_TO_BINANCE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-binance",
-	"version": "0.11.4",
+	"version": "0.12.0",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -20,7 +20,7 @@
 		"@yuants/data-order": "0.7.1",
 		"@yuants/data-interest-rate": "0.1.49",
 		"@yuants/transfer": "0.2.40",
-		"@yuants/exchange": "0.8.0",
+		"@yuants/exchange": "0.8.1",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {

package/temp/package-deps.json

@@ -1,7 +1,7 @@
 {
     "apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
-    "apps/vendor-binance/CHANGELOG.json": "390e36916be2e24d321d29eeda164b6a2dda15c5",
-    "apps/vendor-binance/CHANGELOG.md": "461aa990529c3e2fb1c28272f5c28d446251809c",
+    "apps/vendor-binance/CHANGELOG.json": "efb7ab1016a81a780e472f9904a0d3d3bc2eb59f",
+    "apps/vendor-binance/CHANGELOG.md": "c7d90d4d12fe54c97d65d7e42ecbebee418701a6",
     "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
     "apps/vendor-binance/SESSION_NOTES.md": "dd49b3364394c502fdcaf687ed5942811d89abe9",
     "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
@@ -9,11 +9,11 @@
     "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": "5a15ddb508ecceb0153685fb5b8464bf454f4e93",
+    "apps/vendor-binance/package.json": "9d63baaf2321176f62b1d407c9b9649bfe28a7e6",
     "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": "23922476534fcc827c7501e5baa5bd8558f37a66",
+    "apps/vendor-binance/src/index.ts": "8a1559cfd02fccf4d9c6686669bf177d86b62106",
     "apps/vendor-binance/src/legacy_index.ts": "a2b44c041aa7ef1f4b77249e11f84d97cde5525f",
     "apps/vendor-binance/src/public-data/interest_rate.ts": "a197c30a2cf8acbb389fed8c0687a091320d8113",
     "apps/vendor-binance/src/public-data/ohlc.ts": "bb4f791f96064eca7d45d361ea36cb8ba0ab8fe0",
@@ -23,6 +23,8 @@
     "apps/vendor-binance/src/services/accounts/spot.ts": "7561d3054c967b48711a4dcedf96946eeab9fab4",
     "apps/vendor-binance/src/services/accounts/unified.ts": "46c772fdad40056462b0b28848d46944954518c8",
     "apps/vendor-binance/src/services/exchange.ts": "c989e025b771f5d5c49efcc779ca388dfb1d488d",
+    "apps/vendor-binance/src/services/interest-rate-service.ts": "45d73bedcdc3a4e8de4ee6398b1ad09d09a61b0c",
+    "apps/vendor-binance/src/services/ohlc-service.ts": "e8394f9189505afcb3841a34a7219fd03b013b85",
     "apps/vendor-binance/src/services/orders/cancelOrder.ts": "7177ca56fd09b11651edbb38e1962363ac67d4ff",
     "apps/vendor-binance/src/services/orders/listOrders.ts": "baa21b8e858c1ec593415145cc63fb38a6841d3f",
     "apps/vendor-binance/src/services/orders/modifyOrder.ts": "0d1ec4d683e43876e9d53ee29cdc5324301b287e",
@@ -43,7 +45,7 @@
     "libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
     "libraries/data-interest-rate/temp/package-deps.json": "5a1011b097b18b96c2d8c932d874f69472621efd",
     "libraries/transfer/temp/package-deps.json": "7b0db8291734d10d4f1d9c2c25d9e3918cabc79e",
-    "libraries/exchange/temp/package-deps.json": "98f6e1318166102a07cf64b69399b35cb4575222",
+    "libraries/exchange/temp/package-deps.json": "0f0549ddf97292ceadb8c3cbcc8799e31e7a0901",
     "libraries/extension/temp/package-deps.json": "3e0a81b0c863c2daf342dfaf284b8fd7d18c8562",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }