npm - @yuants/vendor-binance - Versions diffs - 0.12.6 → 0.12.8 - Mend

@yuants/vendor-binance 0.12.6 → 0.12.8

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 (12) hide show

package/dist/api/public-api.js +18 -0
package/dist/api/public-api.js.map +1 -1
package/dist/public-data/quote.js +13 -3
package/dist/public-data/quote.js.map +1 -1
package/lib/api/public-api.d.ts +15 -0
package/lib/api/public-api.d.ts.map +1 -1
package/lib/api/public-api.js +20 -1
package/lib/api/public-api.js.map +1 -1
package/lib/public-data/quote.js +12 -2
package/lib/public-data/quote.js.map +1 -1
package/package.json +15 -15
package/temp/package-deps.json +19 -19

package/dist/api/public-api.js CHANGED Viewed

@@ -32,6 +32,24 @@ export const getFutureFundingRate = (params) => {
     }).acquireSync(weight));
     return requestPublic('GET', endpoint, params);
 };
+/**
+ * 查询资金费率信息
+ *
+ * 权重: /fapi/v1/fundingRate共享500/5min/IP
+ *
+ * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-Info
+ */
+export const getFutureFundingInfo = () => {
+    const endpoint = 'https://fapi.binance.com/fapi/v1/fundingInfo';
+    const url = new URL(endpoint);
+    const weight = 1;
+    scopeError('BINANCE_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => tokenBucket(url.host + 'fundingRate', {
+        capacity: 500,
+        refillAmount: 500,
+        refillInterval: 300000,
+    }).acquireSync(weight));
+    return requestPublic('GET', endpoint);
+};
 /**
  * 最新标记价格和资金费率
  *

package/dist/api/public-api.js.map CHANGED Viewed

	@@ -1 +1 @@
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{ scopeError, tokenBucket } from '@yuants/utils';\nimport { requestPublic } from './client';\n\nexport interface IFutureExchangeFilter extends Record<string, string \| number \| boolean \| undefined> {\n filterType: string;\n}\n\nexport interface IFutureExchangeSymbol {\n symbol: string;\n pair: string;\n contractType: string;\n deliveryDate: number;\n onboardDate: number;\n status: string;\n maintMarginPercent: string;\n requiredMarginPercent: string;\n baseAsset: string;\n quoteAsset: string;\n marginAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n underlyingType: string;\n underlyingSubType: string[];\n settlePlan: number;\n triggerProtect: string;\n liquidationFee: string;\n marketTakeBound: string;\n maxMoveOrderLimit: number;\n filters: IFutureExchangeFilter[];\n orderTypes: string[];\n timeInForce: string[];\n}\n\nexport interface IFutureExchangeInfo {\n timezone: string;\n serverTime: number;\n futuresType: string;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n assets: {\n asset: string;\n marginAvailable: boolean;\n autoAssetExchange: string;\n }[];\n symbols: IFutureExchangeSymbol[];\n}\n\nexport interface IFutureFundingRateEntry {\n symbol: string;\n fundingTime: number;\n fundingRate: string;\n markPrice: string;\n}\n\nexport interface IFuturePremiumIndexEntry {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n interestRate: string;\n nextFundingTime: number;\n time: number;\n}\n\nexport interface IFutureBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n time: number;\n}\n\nexport interface IFutureOpenInterest {\n openInterest: string;\n symbol: string;\n time: number;\n}\n\nexport interface IMarginPair {\n id: string;\n symbol: string;\n base: string;\n quote: string;\n isMarginTrade: boolean;\n isBuyAllowed: boolean;\n isSellAllowed: boolean;\n}\n\n/*\n 获取交易规则和交易对\n \n 权重: 1\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Exchange-Information\n /\nexport const getFutureExchangeInfo = (): Promise<IFutureExchangeInfo> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/exchangeInfo';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureExchangeInfo>('GET', endpoint);\n};\n\n/\n 查询资金费率历史\n \n 权重: /fapi/v1/fundingInfo共享500/5min/IP\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-History\n /\nexport const getFutureFundingRate = (params: {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IFutureFundingRateEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/fundingRate';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () =>\n tokenBucket(url.host + 'fundingRate', {\n capacity: 500,\n refillAmount: 500,\n refillInterval: 300_000,\n }).acquireSync(weight),\n );\n return requestPublic<IFutureFundingRateEntry[]>('GET', endpoint, params);\n};\n\n/\n 最新标记价格和资金费率\n \n 采集各大交易所数据加权平均\n \n 权重: 带symbol为1；不带symbol为10\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n /\nexport const getFuturePremiumIndex = (params: { symbol?: string }): Promise<IFuturePremiumIndexEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/premiumIndex';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 1 : 10;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFuturePremiumIndexEntry[]>('GET', endpoint, params);\n};\n\n/\n 当前最优挂单\n \n 返回当前最优的挂单(最高买单，最低卖单)\n \n 权重: 单交易对2，无交易对5\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n /\nexport const getFutureBookTicker = (params?: { symbol?: string }): Promise<IFutureBookTickerEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/ticker/bookTicker';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 5;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureBookTickerEntry[]>('GET', endpoint, params);\n};\n\n/\n 获取未平仓合约数\n \n 权重: 1\n \n 更新速率: 3s\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n /\nexport const getFutureOpenInterest = (params: { symbol: string }): Promise<IFutureOpenInterest> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/openInterest';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureOpenInterest>('GET', endpoint, params);\n};\nexport interface ISpotBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n}\n\n/\n 当前最优挂单 (Spot)\n \n 权重: 单交易对 2，不带 symbol 4\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E4%BC%98%E6%8C%82%E5%8D%95%E6%8E%A5%E5%8F%A3\n /\nexport const getSpotBookTicker = (params?: { symbol?: string }): Promise<ISpotBookTickerEntry[]> => {\n const endpoint = 'https://api.binance.com/api/v3/ticker/bookTicker';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 4;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<ISpotBookTickerEntry[]>('GET', endpoint, params);\n};\n\nexport interface ISpotExchangeFilter extends Record<string, string \| number \| boolean \| undefined> {\n filterType: string;\n}\n\nexport interface ISpotExchangeSymbol {\n symbol: string;\n status: string;\n baseAsset: string;\n baseAssetPrecision: number;\n quoteAsset: string;\n quotePrecision: number;\n baseCommissionPrecision: number;\n quoteCommissionPrecision: number;\n orderTypes: string[];\n icebergAllowed: boolean;\n ocoAllowed: boolean;\n quoteOrderQtyMarketAllowed: boolean;\n allowTrailingStop: boolean;\n cancelReplaceAllowed: boolean;\n isSpotTradingAllowed: boolean;\n isMarginTradingAllowed: boolean;\n filters: ISpotExchangeFilter[];\n permissions: string[];\n}\n\nexport interface ISpotExchangeInfo {\n timezone: string;\n serverTime: number;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n symbols: ISpotExchangeSymbol[];\n}\n\n/\n 获取现货交易规则和交易对\n \n 权重: 20\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/general-endpoints#%E4%BA%A4%E6%98%93%E8%A7%84%E8%8C%83%E4%BF%A1%E6%81%AF\n /\nexport const getSpotExchangeInfo = (): Promise<ISpotExchangeInfo> => {\n const endpoint = 'https://api.binance.com/api/v3/exchangeInfo';\n const url = new URL(endpoint);\n const weight = 20;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<ISpotExchangeInfo>('GET', endpoint);\n};\n\n/\n 获取当前现货报价\n \n 权重: 单交易对 2，不带 symbol 4\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC%E6%8E%A5%E5%8F%A3\n */\nexport const getSpotTickerPrice = (params?: {\n symbol?: string;\n symbols?: string;\n symbolStatus?: string;\n}): Promise<\n {\n symbol: string;\n price: string;\n }[]\n> => {\n const endpoint = 'https://api.binance.com/api/v3/ticker/price';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 4;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic('GET', endpoint, params);\n};\n"]}
1	+ 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{ scopeError, tokenBucket } from '@yuants/utils';\nimport { requestPublic } from './client';\n\nexport interface IFutureExchangeFilter extends Record<string, string \| number \| boolean \| undefined> {\n filterType: string;\n}\n\nexport interface IFutureExchangeSymbol {\n symbol: string;\n pair: string;\n contractType: string;\n deliveryDate: number;\n onboardDate: number;\n status: string;\n maintMarginPercent: string;\n requiredMarginPercent: string;\n baseAsset: string;\n quoteAsset: string;\n marginAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n underlyingType: string;\n underlyingSubType: string[];\n settlePlan: number;\n triggerProtect: string;\n liquidationFee: string;\n marketTakeBound: string;\n maxMoveOrderLimit: number;\n filters: IFutureExchangeFilter[];\n orderTypes: string[];\n timeInForce: string[];\n}\n\nexport interface IFutureExchangeInfo {\n timezone: string;\n serverTime: number;\n futuresType: string;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n assets: {\n asset: string;\n marginAvailable: boolean;\n autoAssetExchange: string;\n }[];\n symbols: IFutureExchangeSymbol[];\n}\n\nexport interface IFutureFundingRateEntry {\n symbol: string;\n fundingTime: number;\n fundingRate: string;\n markPrice: string;\n}\n\nexport interface IFutureFundingInfoEntry {\n symbol: string;\n adjustedFundingRateCap: string;\n adjustedFundingRateFloor: string;\n fundingIntervalHours: number;\n disclaimer: boolean;\n}\n\nexport interface IFuturePremiumIndexEntry {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n interestRate: string;\n nextFundingTime: number;\n time: number;\n}\n\nexport interface IFutureBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n time: number;\n}\n\nexport interface IFutureOpenInterest {\n openInterest: string;\n symbol: string;\n time: number;\n}\n\nexport interface IMarginPair {\n id: string;\n symbol: string;\n base: string;\n quote: string;\n isMarginTrade: boolean;\n isBuyAllowed: boolean;\n isSellAllowed: boolean;\n}\n\n/*\n 获取交易规则和交易对\n \n 权重: 1\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Exchange-Information\n /\nexport const getFutureExchangeInfo = (): Promise<IFutureExchangeInfo> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/exchangeInfo';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureExchangeInfo>('GET', endpoint);\n};\n\n/\n 查询资金费率历史\n \n 权重: /fapi/v1/fundingInfo共享500/5min/IP\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-History\n /\nexport const getFutureFundingRate = (params: {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IFutureFundingRateEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/fundingRate';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () =>\n tokenBucket(url.host + 'fundingRate', {\n capacity: 500,\n refillAmount: 500,\n refillInterval: 300_000,\n }).acquireSync(weight),\n );\n return requestPublic<IFutureFundingRateEntry[]>('GET', endpoint, params);\n};\n\n/\n 查询资金费率信息\n \n 权重: /fapi/v1/fundingRate共享500/5min/IP\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-Info\n /\nexport const getFutureFundingInfo = (): Promise<IFutureFundingInfoEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/fundingInfo';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () =>\n tokenBucket(url.host + 'fundingRate', {\n capacity: 500,\n refillAmount: 500,\n refillInterval: 300_000,\n }).acquireSync(weight),\n );\n return requestPublic<IFutureFundingInfoEntry[]>('GET', endpoint);\n};\n\n/\n 最新标记价格和资金费率\n \n 采集各大交易所数据加权平均\n \n 权重: 带symbol为1；不带symbol为10\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n /\nexport const getFuturePremiumIndex = (params: { symbol?: string }): Promise<IFuturePremiumIndexEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/premiumIndex';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 1 : 10;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFuturePremiumIndexEntry[]>('GET', endpoint, params);\n};\n\n/\n 当前最优挂单\n \n 返回当前最优的挂单(最高买单，最低卖单)\n \n 权重: 单交易对2，无交易对5\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n /\nexport const getFutureBookTicker = (params?: { symbol?: string }): Promise<IFutureBookTickerEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/ticker/bookTicker';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 5;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureBookTickerEntry[]>('GET', endpoint, params);\n};\n\n/\n 获取未平仓合约数\n \n 权重: 1\n \n 更新速率: 3s\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n /\nexport const getFutureOpenInterest = (params: { symbol: string }): Promise<IFutureOpenInterest> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/openInterest';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureOpenInterest>('GET', endpoint, params);\n};\nexport interface ISpotBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n}\n\n/\n 当前最优挂单 (Spot)\n \n 权重: 单交易对 2，不带 symbol 4\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E4%BC%98%E6%8C%82%E5%8D%95%E6%8E%A5%E5%8F%A3\n /\nexport const getSpotBookTicker = (params?: { symbol?: string }): Promise<ISpotBookTickerEntry[]> => {\n const endpoint = 'https://api.binance.com/api/v3/ticker/bookTicker';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 4;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<ISpotBookTickerEntry[]>('GET', endpoint, params);\n};\n\nexport interface ISpotExchangeFilter extends Record<string, string \| number \| boolean \| undefined> {\n filterType: string;\n}\n\nexport interface ISpotExchangeSymbol {\n symbol: string;\n status: string;\n baseAsset: string;\n baseAssetPrecision: number;\n quoteAsset: string;\n quotePrecision: number;\n baseCommissionPrecision: number;\n quoteCommissionPrecision: number;\n orderTypes: string[];\n icebergAllowed: boolean;\n ocoAllowed: boolean;\n quoteOrderQtyMarketAllowed: boolean;\n allowTrailingStop: boolean;\n cancelReplaceAllowed: boolean;\n isSpotTradingAllowed: boolean;\n isMarginTradingAllowed: boolean;\n filters: ISpotExchangeFilter[];\n permissions: string[];\n}\n\nexport interface ISpotExchangeInfo {\n timezone: string;\n serverTime: number;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n symbols: ISpotExchangeSymbol[];\n}\n\n/\n 获取现货交易规则和交易对\n \n 权重: 20\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/general-endpoints#%E4%BA%A4%E6%98%93%E8%A7%84%E8%8C%83%E4%BF%A1%E6%81%AF\n /\nexport const getSpotExchangeInfo = (): Promise<ISpotExchangeInfo> => {\n const endpoint = 'https://api.binance.com/api/v3/exchangeInfo';\n const url = new URL(endpoint);\n const weight = 20;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<ISpotExchangeInfo>('GET', endpoint);\n};\n\n/\n 获取当前现货报价\n \n 权重: 单交易对 2，不带 symbol 4\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC%E6%8E%A5%E5%8F%A3\n */\nexport const getSpotTickerPrice = (params?: {\n symbol?: string;\n symbols?: string;\n symbolStatus?: string;\n}): Promise<\n {\n symbol: string;\n price: string;\n }[]\n> => {\n const endpoint = 'https://api.binance.com/api/v3/ticker/price';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 4;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic('GET', endpoint, params);\n};\n"]}

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

@@ -5,7 +5,7 @@ import { writeToSQL } from '@yuants/sql';
 import { decodePath, encodePath, formatTime } from '@yuants/utils';
 import { catchError, combineLatest, concatMap, defer, exhaustMap, filter, from, groupBy, map, merge, mergeMap, of, repeat, retry, scan, share, shareReplay, tap, timer, } from 'rxjs';
 import { getMarginAllPairs, getMarginNextHourlyInterestRate } from '../api/private-api';
-import { getFutureBookTicker, getFutureExchangeInfo, getFutureOpenInterest, getFuturePremiumIndex, getSpotBookTicker, getSpotExchangeInfo, getSpotTickerPrice, } from '../api/public-api';
+import { getFutureBookTicker, getFutureExchangeInfo, getFutureFundingInfo, getFutureOpenInterest, getFuturePremiumIndex, getSpotBookTicker, getSpotExchangeInfo, getSpotTickerPrice, } from '../api/public-api';
 const terminal = Terminal.fromNodeEnv();
 const DEFAULT_OPEN_INTEREST_REQUEST_INTERVAL_MS = 500;
 const DEFAULT_MARGIN_RATE_REQUEST_INTERVAL_MS = 500;
@@ -61,6 +61,7 @@ const futureRequestInterval$ = defer(() => getFutureExchangeInfo()).pipe(map((in
     console.info(`!!!!Determined future request interval: ${v} ms`);
 }));
 const futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), shareReplay({ bufferSize: 1, refCount: true }));
+const futureFundingInfo$ = defer(() => getFutureFundingInfo()).pipe(retry({ delay: 30000 }), repeat({ delay: 60000 }), shareReplay({ bufferSize: 1, refCount: true }));
 const futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), shareReplay({ bufferSize: 1, refCount: true }));
 const quoteFromSpotTicker$ = defer(() => getSpotTickerPrice({})).pipe(mergeMap((entries) => from(entries || [])), mergeMap((entry) => [
     {
@@ -89,6 +90,13 @@ const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(mergeMap((entries) => fr
         updated_at: formatTime((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
     });
 }));
+const quoteFromFutureFundingInfo$ = futureFundingInfo$.pipe(mergeMap((entries) => from(entries || [])), map((entry) => ({
+    datasource_id: 'BINANCE',
+    product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),
+    interest_rate_settlement_interval: entry.fundingIntervalHours
+        ? `${entry.fundingIntervalHours * 60 * 60}`
+        : undefined,
+})));
 const quoteFromBookTicker$ = futureBookTicker$.pipe(mergeMap((entries) => from(entries || [])), map((entry) => {
     var _a;
     return ({
@@ -153,10 +161,12 @@ const quoteFromMarginRates$ = combineLatest([marginPairs$, spotRequestInterval$]
     interest_rate_short: baseRate,
     updated_at: formatTime(Date.now()),
 })))))))), repeat({ delay: 60000 }));
-const quote$ = merge(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$, quoteFromSpotBookTicker$, quoteFromMarginRates$, quoteFromSpotTicker$).pipe(groupBy((quote) => quote.product_id), mergeMap((group$) => group$.pipe(scan((acc, cur) => Object.assign(acc, cur, {
+const quote$ = merge(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$, quoteFromSpotBookTicker$, quoteFromMarginRates$, quoteFromSpotTicker$, quoteFromFutureFundingInfo$).pipe(groupBy((quote) => quote.product_id), mergeMap((group$) => group$.pipe(scan((acc, cur) => Object.assign(acc, cur, {
     datasource_id: 'BINANCE',
     product_id: group$.key,
-}), {}))), share(), shareReplay({ bufferSize: 1, refCount: true }));
+}), {
+    interest_rate_settlement_interval: '',
+}))), share(), shareReplay({ bufferSize: 1, refCount: true }));
 if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
     quote$
         .pipe(setMetricsQuoteState(terminal.terminal_id), writeToSQL({

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

	@@ -1 +1 @@
1	- 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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 getSpotTickerPrice,\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 quoteFromSpotTicker$ = defer(() => getSpotTickerPrice({})).pipe(\n mergeMap((entries) => from(entries \|\| [])),\n mergeMap((entry): Partial<IQuote>[] => [\n {\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n last_price: entry.price,\n updated_at: formatTime(Date.now()),\n },\n {\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'MARGIN', entry.symbol),\n last_price: entry.price,\n updated_at: formatTime(Date.now()),\n },\n ]),\n repeat({ delay: 1_000 }),\n retry({ delay: 1_000 }),\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$,\n quoteFromSpotTicker$,\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"]}
1	+ 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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 getFutureFundingInfo,\n getFutureOpenInterest,\n getFuturePremiumIndex,\n getSpotBookTicker,\n getSpotExchangeInfo,\n getSpotTickerPrice,\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 futureFundingInfo$ = defer(() => getFutureFundingInfo()).pipe(\n retry({ delay: 30_000 }),\n repeat({ delay: 60_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 quoteFromSpotTicker$ = defer(() => getSpotTickerPrice({})).pipe(\n mergeMap((entries) => from(entries \|\| [])),\n mergeMap((entry): Partial<IQuote>[] => [\n {\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n last_price: entry.price,\n updated_at: formatTime(Date.now()),\n },\n {\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'MARGIN', entry.symbol),\n last_price: entry.price,\n updated_at: formatTime(Date.now()),\n },\n ]),\n repeat({ delay: 1_000 }),\n retry({ delay: 1_000 }),\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);\nconst quoteFromFutureFundingInfo$ = futureFundingInfo$.pipe(\n mergeMap((entries) => from(entries \|\| [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n interest_rate_settlement_interval: entry.fundingIntervalHours\n ? `${entry.fundingIntervalHours * 60 * 60}`\n : undefined,\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$,\n quoteFromSpotTicker$,\n quoteFromFutureFundingInfo$,\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'BINANCE',\n product_id: group$.key,\n }),\n {\n interest_rate_settlement_interval: '',\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/api/public-api.d.ts CHANGED Viewed

@@ -52,6 +52,13 @@ export interface IFutureFundingRateEntry {
     fundingRate: string;
     markPrice: string;
 }
+export interface IFutureFundingInfoEntry {
+    symbol: string;
+    adjustedFundingRateCap: string;
+    adjustedFundingRateFloor: string;
+    fundingIntervalHours: number;
+    disclaimer: boolean;
+}
 export interface IFuturePremiumIndexEntry {
     symbol: string;
     markPrice: string;
@@ -105,6 +112,14 @@ export declare const getFutureFundingRate: (params: {
     endTime?: number;
     limit?: number;
 }) => Promise<IFutureFundingRateEntry[]>;
+/**
+ * 查询资金费率信息
+ *
+ * 权重: /fapi/v1/fundingRate共享500/5min/IP
+ *
+ * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-Info
+ */
+export declare const getFutureFundingInfo: () => Promise<IFutureFundingInfoEntry[]>;
 /**
  * 最新标记价格和资金费率
  *

package/lib/api/public-api.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"public-api.d.ts","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAGA,MAAM,WAAW,qBAAsB,SAAQ,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,GAAG,SAAS,CAAC;IAClG,UAAU,EAAE,MAAM,CAAC;CACpB;AAED,MAAM,WAAW,qBAAqB;IACpC,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;IACb,YAAY,EAAE,MAAM,CAAC;IACrB,YAAY,EAAE,MAAM,CAAC;IACrB,WAAW,EAAE,MAAM,CAAC;IACpB,MAAM,EAAE,MAAM,CAAC;IACf,kBAAkB,EAAE,MAAM,CAAC;IAC3B,qBAAqB,EAAE,MAAM,CAAC;IAC9B,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,kBAAkB,EAAE,MAAM,CAAC;IAC3B,cAAc,EAAE,MAAM,CAAC;IACvB,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,EAAE,CAAC;IAC5B,UAAU,EAAE,MAAM,CAAC;IACnB,cAAc,EAAE,MAAM,CAAC;IACvB,cAAc,EAAE,MAAM,CAAC;IACvB,eAAe,EAAE,MAAM,CAAC;IACxB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,OAAO,EAAE,qBAAqB,EAAE,CAAC;IACjC,UAAU,EAAE,MAAM,EAAE,CAAC;IACrB,WAAW,EAAE,MAAM,EAAE,CAAC;CACvB;AAED,MAAM,WAAW,mBAAmB;IAClC,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,UAAU,EAAE;QACV,aAAa,EAAE,MAAM,CAAC;QACtB,QAAQ,EAAE,MAAM,CAAC;QACjB,WAAW,EAAE,MAAM,CAAC;QACpB,KAAK,EAAE,MAAM,CAAC;KACf,EAAE,CAAC;IACJ,eAAe,EAAE,OAAO,EAAE,CAAC;IAC3B,MAAM,EAAE;QACN,KAAK,EAAE,MAAM,CAAC;QACd,eAAe,EAAE,OAAO,CAAC;QACzB,iBAAiB,EAAE,MAAM,CAAC;KAC3B,EAAE,CAAC;IACJ,OAAO,EAAE,qBAAqB,EAAE,CAAC;CAClC;AAED,MAAM,WAAW,uBAAuB;IACtC,MAAM,EAAE,MAAM,CAAC;IACf,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,uBAAuB;IACtC,MAAM,EAAE,MAAM,CAAC;IACf,sBAAsB,EAAE,MAAM,CAAC;IAC/B,wBAAwB,EAAE,MAAM,CAAC;IACjC,oBAAoB,EAAE,MAAM,CAAC;IAC7B,UAAU,EAAE,OAAO,CAAC;CACrB;AAED,MAAM,WAAW,wBAAwB;IACvC,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,oBAAoB,EAAE,MAAM,CAAC;IAC7B,eAAe,EAAE,MAAM,CAAC;IACxB,YAAY,EAAE,MAAM,CAAC;IACrB,eAAe,EAAE,MAAM,CAAC;IACxB,IAAI,EAAE,MAAM,CAAC;CACd;AAED,MAAM,WAAW,sBAAsB;IACrC,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;CACd;AAED,MAAM,WAAW,mBAAmB;IAClC,YAAY,EAAE,MAAM,CAAC;IACrB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;CACd;AAED,MAAM,WAAW,WAAW;IAC1B,EAAE,EAAE,MAAM,CAAC;IACX,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;IACd,aAAa,EAAE,OAAO,CAAC;IACvB,YAAY,EAAE,OAAO,CAAC;IACtB,aAAa,EAAE,OAAO,CAAC;CACxB;AAED;;;;;;GAMG;AACH,eAAO,MAAM,qBAAqB,QAAO,QAAQ,mBAAmB,CAUnE,CAAC;AAEF;;;;;;GAMG;AACH,eAAO,MAAM,oBAAoB,WAAY;IAC3C,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB,KAAG,QAAQ,uBAAuB,EAAE,CAepC,CAAC;AAEF;;;;;;GAMG;AACH,eAAO,MAAM,oBAAoB,QAAO,QAAQ,uBAAuB,EAAE,CAexE,CAAC;AAEF;;;;;;;;GAQG;AACH,eAAO,MAAM,qBAAqB,WAAY;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAAG,QAAQ,wBAAwB,EAAE,CAkBrG,CAAC;AAEF;;;;;;;;GAQG;AACH,eAAO,MAAM,mBAAmB,YAAa;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAAG,QAAQ,sBAAsB,EAAE,CAkBlG,CAAC;AAEF;;;;;;;;GAQG;AACH,eAAO,MAAM,qBAAqB,WAAY;IAAE,MAAM,EAAE,MAAM,CAAA;CAAE,KAAG,QAAQ,mBAAmB,CAU7F,CAAC;AACF,MAAM,WAAW,oBAAoB;IACnC,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;CAChB;AAED;;;;;;GAMG;AACH,eAAO,MAAM,iBAAiB,YAAa;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAAG,QAAQ,oBAAoB,EAAE,CAkB9F,CAAC;AAEF,MAAM,WAAW,mBAAoB,SAAQ,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,GAAG,SAAS,CAAC;IAChG,UAAU,EAAE,MAAM,CAAC;CACpB;AAED,MAAM,WAAW,mBAAmB;IAClC,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,UAAU,EAAE,MAAM,CAAC;IACnB,cAAc,EAAE,MAAM,CAAC;IACvB,uBAAuB,EAAE,MAAM,CAAC;IAChC,wBAAwB,EAAE,MAAM,CAAC;IACjC,UAAU,EAAE,MAAM,EAAE,CAAC;IACrB,cAAc,EAAE,OAAO,CAAC;IACxB,UAAU,EAAE,OAAO,CAAC;IACpB,0BAA0B,EAAE,OAAO,CAAC;IACpC,iBAAiB,EAAE,OAAO,CAAC;IAC3B,oBAAoB,EAAE,OAAO,CAAC;IAC9B,oBAAoB,EAAE,OAAO,CAAC;IAC9B,sBAAsB,EAAE,OAAO,CAAC;IAChC,OAAO,EAAE,mBAAmB,EAAE,CAAC;IAC/B,WAAW,EAAE,MAAM,EAAE,CAAC;CACvB;AAED,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE;QACV,aAAa,EAAE,MAAM,CAAC;QACtB,QAAQ,EAAE,MAAM,CAAC;QACjB,WAAW,EAAE,MAAM,CAAC;QACpB,KAAK,EAAE,MAAM,CAAC;KACf,EAAE,CAAC;IACJ,eAAe,EAAE,OAAO,EAAE,CAAC;IAC3B,OAAO,EAAE,mBAAmB,EAAE,CAAC;CAChC;AAED;;;;;;GAMG;AACH,eAAO,MAAM,mBAAmB,QAAO,QAAQ,iBAAiB,CAU/D,CAAC;AAEF;;;;;;GAMG;AACH,eAAO,MAAM,kBAAkB,YAAa;IAC1C,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,YAAY,CAAC,EAAE,MAAM,CAAC;CACvB,KAAG,QACF;IACE,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;CACf,EAAE,CAWJ,CAAC"}

package/lib/api/public-api.js CHANGED Viewed

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpotTickerPrice = exports.getSpotExchangeInfo = exports.getSpotBookTicker = exports.getFutureOpenInterest = exports.getFutureBookTicker = exports.getFuturePremiumIndex = exports.getFutureFundingRate = exports.getFutureExchangeInfo = void 0;
+exports.getSpotTickerPrice = exports.getSpotExchangeInfo = exports.getSpotBookTicker = exports.getFutureOpenInterest = exports.getFutureBookTicker = exports.getFuturePremiumIndex = exports.getFutureFundingInfo = exports.getFutureFundingRate = exports.getFutureExchangeInfo = void 0;
 const utils_1 = require("@yuants/utils");
 const client_1 = require("./client");
 /**
@@ -37,6 +37,25 @@ const getFutureFundingRate = (params) => {
     return (0, client_1.requestPublic)('GET', endpoint, params);
 };
 exports.getFutureFundingRate = getFutureFundingRate;
+/**
+ * 查询资金费率信息
+ *
+ * 权重: /fapi/v1/fundingRate共享500/5min/IP
+ *
+ * https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-Info
+ */
+const getFutureFundingInfo = () => {
+    const endpoint = 'https://fapi.binance.com/fapi/v1/fundingInfo';
+    const url = new URL(endpoint);
+    const weight = 1;
+    (0, utils_1.scopeError)('BINANCE_API_RATE_LIMIT', { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight }, () => (0, utils_1.tokenBucket)(url.host + 'fundingRate', {
+        capacity: 500,
+        refillAmount: 500,
+        refillInterval: 300000,
+    }).acquireSync(weight));
+    return (0, client_1.requestPublic)('GET', endpoint);
+};
+exports.getFutureFundingInfo = getFutureFundingInfo;
 /**
  * 最新标记价格和资金费率
  *

package/lib/api/public-api.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ scopeError, tokenBucket } from '@yuants/utils';\nimport { requestPublic } from './client';\n\nexport interface IFutureExchangeFilter extends Record<string, string \| number \| boolean \| undefined> {\n filterType: string;\n}\n\nexport interface IFutureExchangeSymbol {\n symbol: string;\n pair: string;\n contractType: string;\n deliveryDate: number;\n onboardDate: number;\n status: string;\n maintMarginPercent: string;\n requiredMarginPercent: string;\n baseAsset: string;\n quoteAsset: string;\n marginAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n underlyingType: string;\n underlyingSubType: string[];\n settlePlan: number;\n triggerProtect: string;\n liquidationFee: string;\n marketTakeBound: string;\n maxMoveOrderLimit: number;\n filters: IFutureExchangeFilter[];\n orderTypes: string[];\n timeInForce: string[];\n}\n\nexport interface IFutureExchangeInfo {\n timezone: string;\n serverTime: number;\n futuresType: string;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n assets: {\n asset: string;\n marginAvailable: boolean;\n autoAssetExchange: string;\n }[];\n symbols: IFutureExchangeSymbol[];\n}\n\nexport interface IFutureFundingRateEntry {\n symbol: string;\n fundingTime: number;\n fundingRate: string;\n markPrice: string;\n}\n\nexport interface IFuturePremiumIndexEntry {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n interestRate: string;\n nextFundingTime: number;\n time: number;\n}\n\nexport interface IFutureBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n time: number;\n}\n\nexport interface IFutureOpenInterest {\n openInterest: string;\n symbol: string;\n time: number;\n}\n\nexport interface IMarginPair {\n id: string;\n symbol: string;\n base: string;\n quote: string;\n isMarginTrade: boolean;\n isBuyAllowed: boolean;\n isSellAllowed: boolean;\n}\n\n/*\n 获取交易规则和交易对\n \n 权重: 1\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Exchange-Information\n /\nexport const getFutureExchangeInfo = (): Promise<IFutureExchangeInfo> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/exchangeInfo';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureExchangeInfo>('GET', endpoint);\n};\n\n/\n 查询资金费率历史\n \n 权重: /fapi/v1/fundingInfo共享500/5min/IP\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-History\n /\nexport const getFutureFundingRate = (params: {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IFutureFundingRateEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/fundingRate';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () =>\n tokenBucket(url.host + 'fundingRate', {\n capacity: 500,\n refillAmount: 500,\n refillInterval: 300_000,\n }).acquireSync(weight),\n );\n return requestPublic<IFutureFundingRateEntry[]>('GET', endpoint, params);\n};\n\n/\n 最新标记价格和资金费率\n \n 采集各大交易所数据加权平均\n \n 权重: 带symbol为1；不带symbol为10\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n /\nexport const getFuturePremiumIndex = (params: { symbol?: string }): Promise<IFuturePremiumIndexEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/premiumIndex';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 1 : 10;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFuturePremiumIndexEntry[]>('GET', endpoint, params);\n};\n\n/\n 当前最优挂单\n \n 返回当前最优的挂单(最高买单，最低卖单)\n \n 权重: 单交易对2，无交易对5\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n /\nexport const getFutureBookTicker = (params?: { symbol?: string }): Promise<IFutureBookTickerEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/ticker/bookTicker';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 5;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureBookTickerEntry[]>('GET', endpoint, params);\n};\n\n/\n 获取未平仓合约数\n \n 权重: 1\n \n 更新速率: 3s\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n /\nexport const getFutureOpenInterest = (params: { symbol: string }): Promise<IFutureOpenInterest> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/openInterest';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureOpenInterest>('GET', endpoint, params);\n};\nexport interface ISpotBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n}\n\n/\n 当前最优挂单 (Spot)\n \n 权重: 单交易对 2，不带 symbol 4\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E4%BC%98%E6%8C%82%E5%8D%95%E6%8E%A5%E5%8F%A3\n /\nexport const getSpotBookTicker = (params?: { symbol?: string }): Promise<ISpotBookTickerEntry[]> => {\n const endpoint = 'https://api.binance.com/api/v3/ticker/bookTicker';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 4;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<ISpotBookTickerEntry[]>('GET', endpoint, params);\n};\n\nexport interface ISpotExchangeFilter extends Record<string, string \| number \| boolean \| undefined> {\n filterType: string;\n}\n\nexport interface ISpotExchangeSymbol {\n symbol: string;\n status: string;\n baseAsset: string;\n baseAssetPrecision: number;\n quoteAsset: string;\n quotePrecision: number;\n baseCommissionPrecision: number;\n quoteCommissionPrecision: number;\n orderTypes: string[];\n icebergAllowed: boolean;\n ocoAllowed: boolean;\n quoteOrderQtyMarketAllowed: boolean;\n allowTrailingStop: boolean;\n cancelReplaceAllowed: boolean;\n isSpotTradingAllowed: boolean;\n isMarginTradingAllowed: boolean;\n filters: ISpotExchangeFilter[];\n permissions: string[];\n}\n\nexport interface ISpotExchangeInfo {\n timezone: string;\n serverTime: number;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n symbols: ISpotExchangeSymbol[];\n}\n\n/\n 获取现货交易规则和交易对\n \n 权重: 20\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/general-endpoints#%E4%BA%A4%E6%98%93%E8%A7%84%E8%8C%83%E4%BF%A1%E6%81%AF\n /\nexport const getSpotExchangeInfo = (): Promise<ISpotExchangeInfo> => {\n const endpoint = 'https://api.binance.com/api/v3/exchangeInfo';\n const url = new URL(endpoint);\n const weight = 20;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<ISpotExchangeInfo>('GET', endpoint);\n};\n\n/\n 获取当前现货报价\n \n 权重: 单交易对 2，不带 symbol 4\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC%E6%8E%A5%E5%8F%A3\n */\nexport const getSpotTickerPrice = (params?: {\n symbol?: string;\n symbols?: string;\n symbolStatus?: string;\n}): Promise<\n {\n symbol: string;\n price: string;\n }[]\n> => {\n const endpoint = 'https://api.binance.com/api/v3/ticker/price';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 4;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic('GET', endpoint, params);\n};\n"]}
1	+ 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{ scopeError, tokenBucket } from '@yuants/utils';\nimport { requestPublic } from './client';\n\nexport interface IFutureExchangeFilter extends Record<string, string \| number \| boolean \| undefined> {\n filterType: string;\n}\n\nexport interface IFutureExchangeSymbol {\n symbol: string;\n pair: string;\n contractType: string;\n deliveryDate: number;\n onboardDate: number;\n status: string;\n maintMarginPercent: string;\n requiredMarginPercent: string;\n baseAsset: string;\n quoteAsset: string;\n marginAsset: string;\n pricePrecision: number;\n quantityPrecision: number;\n baseAssetPrecision: number;\n quotePrecision: number;\n underlyingType: string;\n underlyingSubType: string[];\n settlePlan: number;\n triggerProtect: string;\n liquidationFee: string;\n marketTakeBound: string;\n maxMoveOrderLimit: number;\n filters: IFutureExchangeFilter[];\n orderTypes: string[];\n timeInForce: string[];\n}\n\nexport interface IFutureExchangeInfo {\n timezone: string;\n serverTime: number;\n futuresType: string;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n assets: {\n asset: string;\n marginAvailable: boolean;\n autoAssetExchange: string;\n }[];\n symbols: IFutureExchangeSymbol[];\n}\n\nexport interface IFutureFundingRateEntry {\n symbol: string;\n fundingTime: number;\n fundingRate: string;\n markPrice: string;\n}\n\nexport interface IFutureFundingInfoEntry {\n symbol: string;\n adjustedFundingRateCap: string;\n adjustedFundingRateFloor: string;\n fundingIntervalHours: number;\n disclaimer: boolean;\n}\n\nexport interface IFuturePremiumIndexEntry {\n symbol: string;\n markPrice: string;\n indexPrice: string;\n estimatedSettlePrice: string;\n lastFundingRate: string;\n interestRate: string;\n nextFundingTime: number;\n time: number;\n}\n\nexport interface IFutureBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n time: number;\n}\n\nexport interface IFutureOpenInterest {\n openInterest: string;\n symbol: string;\n time: number;\n}\n\nexport interface IMarginPair {\n id: string;\n symbol: string;\n base: string;\n quote: string;\n isMarginTrade: boolean;\n isBuyAllowed: boolean;\n isSellAllowed: boolean;\n}\n\n/*\n 获取交易规则和交易对\n \n 权重: 1\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Exchange-Information\n /\nexport const getFutureExchangeInfo = (): Promise<IFutureExchangeInfo> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/exchangeInfo';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureExchangeInfo>('GET', endpoint);\n};\n\n/\n 查询资金费率历史\n \n 权重: /fapi/v1/fundingInfo共享500/5min/IP\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-History\n /\nexport const getFutureFundingRate = (params: {\n symbol?: string;\n startTime?: number;\n endTime?: number;\n limit?: number;\n}): Promise<IFutureFundingRateEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/fundingRate';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () =>\n tokenBucket(url.host + 'fundingRate', {\n capacity: 500,\n refillAmount: 500,\n refillInterval: 300_000,\n }).acquireSync(weight),\n );\n return requestPublic<IFutureFundingRateEntry[]>('GET', endpoint, params);\n};\n\n/\n 查询资金费率信息\n \n 权重: /fapi/v1/fundingRate共享500/5min/IP\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-Info\n /\nexport const getFutureFundingInfo = (): Promise<IFutureFundingInfoEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/fundingInfo';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () =>\n tokenBucket(url.host + 'fundingRate', {\n capacity: 500,\n refillAmount: 500,\n refillInterval: 300_000,\n }).acquireSync(weight),\n );\n return requestPublic<IFutureFundingInfoEntry[]>('GET', endpoint);\n};\n\n/\n 最新标记价格和资金费率\n \n 采集各大交易所数据加权平均\n \n 权重: 带symbol为1；不带symbol为10\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price\n /\nexport const getFuturePremiumIndex = (params: { symbol?: string }): Promise<IFuturePremiumIndexEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/premiumIndex';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 1 : 10;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFuturePremiumIndexEntry[]>('GET', endpoint, params);\n};\n\n/\n 当前最优挂单\n \n 返回当前最优的挂单(最高买单，最低卖单)\n \n 权重: 单交易对2，无交易对5\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker\n /\nexport const getFutureBookTicker = (params?: { symbol?: string }): Promise<IFutureBookTickerEntry[]> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/ticker/bookTicker';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 5;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureBookTickerEntry[]>('GET', endpoint, params);\n};\n\n/\n 获取未平仓合约数\n \n 权重: 1\n \n 更新速率: 3s\n \n https://developers.binance.com/docs/zh-CN/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest\n /\nexport const getFutureOpenInterest = (params: { symbol: string }): Promise<IFutureOpenInterest> => {\n const endpoint = 'https://fapi.binance.com/fapi/v1/openInterest';\n const url = new URL(endpoint);\n const weight = 1;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<IFutureOpenInterest>('GET', endpoint, params);\n};\nexport interface ISpotBookTickerEntry {\n symbol: string;\n bidPrice: string;\n bidQty: string;\n askPrice: string;\n askQty: string;\n}\n\n/\n 当前最优挂单 (Spot)\n \n 权重: 单交易对 2，不带 symbol 4\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E4%BC%98%E6%8C%82%E5%8D%95%E6%8E%A5%E5%8F%A3\n /\nexport const getSpotBookTicker = (params?: { symbol?: string }): Promise<ISpotBookTickerEntry[]> => {\n const endpoint = 'https://api.binance.com/api/v3/ticker/bookTicker';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 4;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n {\n method: 'GET',\n endpoint,\n host: url.host,\n path: url.pathname,\n bucketId: url.host,\n weight,\n hasSymbol: !!params?.symbol,\n },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<ISpotBookTickerEntry[]>('GET', endpoint, params);\n};\n\nexport interface ISpotExchangeFilter extends Record<string, string \| number \| boolean \| undefined> {\n filterType: string;\n}\n\nexport interface ISpotExchangeSymbol {\n symbol: string;\n status: string;\n baseAsset: string;\n baseAssetPrecision: number;\n quoteAsset: string;\n quotePrecision: number;\n baseCommissionPrecision: number;\n quoteCommissionPrecision: number;\n orderTypes: string[];\n icebergAllowed: boolean;\n ocoAllowed: boolean;\n quoteOrderQtyMarketAllowed: boolean;\n allowTrailingStop: boolean;\n cancelReplaceAllowed: boolean;\n isSpotTradingAllowed: boolean;\n isMarginTradingAllowed: boolean;\n filters: ISpotExchangeFilter[];\n permissions: string[];\n}\n\nexport interface ISpotExchangeInfo {\n timezone: string;\n serverTime: number;\n rateLimits: {\n rateLimitType: string;\n interval: string;\n intervalNum: number;\n limit: number;\n }[];\n exchangeFilters: unknown[];\n symbols: ISpotExchangeSymbol[];\n}\n\n/\n 获取现货交易规则和交易对\n \n 权重: 20\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/general-endpoints#%E4%BA%A4%E6%98%93%E8%A7%84%E8%8C%83%E4%BF%A1%E6%81%AF\n /\nexport const getSpotExchangeInfo = (): Promise<ISpotExchangeInfo> => {\n const endpoint = 'https://api.binance.com/api/v3/exchangeInfo';\n const url = new URL(endpoint);\n const weight = 20;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic<ISpotExchangeInfo>('GET', endpoint);\n};\n\n/\n 获取当前现货报价\n \n 权重: 单交易对 2，不带 symbol 4\n \n https://developers.binance.com/docs/zh-CN/binance-spot-api-docs/rest-api/market-data-endpoints#%E6%9C%80%E6%96%B0%E4%BB%B7%E6%A0%BC%E6%8E%A5%E5%8F%A3\n */\nexport const getSpotTickerPrice = (params?: {\n symbol?: string;\n symbols?: string;\n symbolStatus?: string;\n}): Promise<\n {\n symbol: string;\n price: string;\n }[]\n> => {\n const endpoint = 'https://api.binance.com/api/v3/ticker/price';\n const url = new URL(endpoint);\n const weight = params?.symbol ? 2 : 4;\n scopeError(\n 'BINANCE_API_RATE_LIMIT',\n { method: 'GET', endpoint, host: url.host, path: url.pathname, bucketId: url.host, weight },\n () => tokenBucket(url.host).acquireSync(weight),\n );\n return requestPublic('GET', endpoint, params);\n};\n"]}

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

@@ -63,6 +63,7 @@ const futureRequestInterval$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFutur
     console.info(`!!!!Determined future request interval: ${v} ms`);
 }));
 const futurePremiumIndex$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturePremiumIndex)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
+const futureFundingInfo$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFutureFundingInfo)()).pipe((0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.repeat)({ delay: 60000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
 const futureBookTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFutureBookTicker)({})).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
 const quoteFromSpotTicker$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotTickerPrice)({})).pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.mergeMap)((entry) => [
     {
@@ -91,6 +92,13 @@ const quoteFromPremiumIndex$ = futurePremiumIndex$.pipe((0, rxjs_1.mergeMap)((en
         updated_at: (0, utils_1.formatTime)((_a = entry.time) !== null && _a !== void 0 ? _a : Date.now()),
     });
 }));
+const quoteFromFutureFundingInfo$ = futureFundingInfo$.pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => ({
+    datasource_id: 'BINANCE',
+    product_id: (0, utils_1.encodePath)('BINANCE', 'USDT-FUTURE', entry.symbol),
+    interest_rate_settlement_interval: entry.fundingIntervalHours
+        ? `${entry.fundingIntervalHours * 60 * 60}`
+        : undefined,
+})));
 const quoteFromBookTicker$ = futureBookTicker$.pipe((0, rxjs_1.mergeMap)((entries) => (0, rxjs_1.from)(entries || [])), (0, rxjs_1.map)((entry) => {
     var _a;
     return ({
@@ -155,10 +163,12 @@ const quoteFromMarginRates$ = (0, rxjs_1.combineLatest)([marginPairs$, spotReque
     interest_rate_short: baseRate,
     updated_at: (0, utils_1.formatTime)(Date.now()),
 })))))))), (0, rxjs_1.repeat)({ delay: 60000 }));
-const quote$ = (0, rxjs_1.merge)(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$, quoteFromSpotBookTicker$, quoteFromMarginRates$, quoteFromSpotTicker$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
+const quote$ = (0, rxjs_1.merge)(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$, quoteFromSpotBookTicker$, quoteFromMarginRates$, quoteFromSpotTicker$, quoteFromFutureFundingInfo$).pipe((0, rxjs_1.groupBy)((quote) => quote.product_id), (0, rxjs_1.mergeMap)((group$) => group$.pipe((0, rxjs_1.scan)((acc, cur) => Object.assign(acc, cur, {
     datasource_id: 'BINANCE',
     product_id: group$.key,
-}), {}))), (0, rxjs_1.share)(), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
+}), {
+    interest_rate_settlement_interval: '',
+}))), (0, rxjs_1.share)(), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
 if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
     quote$
         .pipe((0, data_quote_1.setMetricsQuoteState)(terminal.terminal_id), (0, sql_1.writeToSQL)({

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

	@@ -1 +1 @@
1	- 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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 getSpotTickerPrice,\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 quoteFromSpotTicker$ = defer(() => getSpotTickerPrice({})).pipe(\n mergeMap((entries) => from(entries \|\| [])),\n mergeMap((entry): Partial<IQuote>[] => [\n {\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n last_price: entry.price,\n updated_at: formatTime(Date.now()),\n },\n {\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'MARGIN', entry.symbol),\n last_price: entry.price,\n updated_at: formatTime(Date.now()),\n },\n ]),\n repeat({ delay: 1_000 }),\n retry({ delay: 1_000 }),\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$,\n quoteFromSpotTicker$,\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"]}
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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 getFutureFundingInfo,\n getFutureOpenInterest,\n getFuturePremiumIndex,\n getSpotBookTicker,\n getSpotExchangeInfo,\n getSpotTickerPrice,\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 futureFundingInfo$ = defer(() => getFutureFundingInfo()).pipe(\n retry({ delay: 30_000 }),\n repeat({ delay: 60_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 quoteFromSpotTicker$ = defer(() => getSpotTickerPrice({})).pipe(\n mergeMap((entries) => from(entries \|\| [])),\n mergeMap((entry): Partial<IQuote>[] => [\n {\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'SPOT', entry.symbol),\n last_price: entry.price,\n updated_at: formatTime(Date.now()),\n },\n {\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'MARGIN', entry.symbol),\n last_price: entry.price,\n updated_at: formatTime(Date.now()),\n },\n ]),\n repeat({ delay: 1_000 }),\n retry({ delay: 1_000 }),\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);\nconst quoteFromFutureFundingInfo$ = futureFundingInfo$.pipe(\n mergeMap((entries) => from(entries \|\| [])),\n map(\n (entry): Partial<IQuote> => ({\n datasource_id: 'BINANCE',\n product_id: encodePath('BINANCE', 'USDT-FUTURE', entry.symbol),\n interest_rate_settlement_interval: entry.fundingIntervalHours\n ? `${entry.fundingIntervalHours * 60 * 60}`\n : undefined,\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$,\n quoteFromSpotTicker$,\n quoteFromFutureFundingInfo$,\n).pipe(\n groupBy((quote) => quote.product_id),\n mergeMap((group$) =>\n group$.pipe(\n scan(\n (acc, cur) =>\n Object.assign(acc, cur, {\n datasource_id: 'BINANCE',\n product_id: group$.key,\n }),\n {\n interest_rate_settlement_interval: '',\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 Viewed

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-binance",
-	"version": "0.12.6",
+	"version": "0.12.8",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,19 +8,19 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.53.7",
-		"@yuants/data-account": "0.11.4",
-		"@yuants/cache": "0.3.8",
-		"@yuants/data-quote": "0.4.4",
-		"@yuants/utils": "0.19.0",
-		"@yuants/data-series": "0.3.57",
-		"@yuants/sql": "0.9.35",
-		"@yuants/data-product": "0.5.5",
-		"@yuants/data-ohlc": "0.6.0",
-		"@yuants/data-order": "0.7.5",
-		"@yuants/data-interest-rate": "0.2.3",
-		"@yuants/transfer": "0.2.44",
-		"@yuants/exchange": "0.8.6",
+		"@yuants/protocol": "0.53.9",
+		"@yuants/data-account": "0.11.6",
+		"@yuants/cache": "0.3.10",
+		"@yuants/data-quote": "0.4.6",
+		"@yuants/utils": "0.19.2",
+		"@yuants/data-series": "0.3.59",
+		"@yuants/sql": "0.9.37",
+		"@yuants/data-product": "0.5.7",
+		"@yuants/data-ohlc": "0.6.2",
+		"@yuants/data-order": "0.7.7",
+		"@yuants/data-interest-rate": "0.2.5",
+		"@yuants/transfer": "0.2.46",
+		"@yuants/exchange": "0.8.8",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {
@@ -30,7 +30,7 @@
 		"@rushstack/heft-node-rig": "~1.10.7",
 		"@types/heft-jest": "1.0.3",
 		"@types/node": "22",
-		"@yuants/extension": "0.2.36",
+		"@yuants/extension": "0.2.38",
 		"@yuants/tool-kit": "0.2.1",
 		"typescript": "~4.7.4",
 		"ts-node": "~10.9.2"

package/temp/package-deps.json CHANGED Viewed

@@ -1,7 +1,7 @@
 {
     "apps/vendor-binance/AGENTS.md": "378369925bffa237cd5e8ef459fe2bc2a141337c",
-    "apps/vendor-binance/CHANGELOG.json": "a8a662587339ea15e70d46dba583b0d3c22562c2",
-    "apps/vendor-binance/CHANGELOG.md": "be02cb6bba91269d6a8f989dee9776c666f9a780",
+    "apps/vendor-binance/CHANGELOG.json": "0614400c46e1c82f7a0436841a49d650af14c22c",
+    "apps/vendor-binance/CHANGELOG.md": "89d3dfe2cbbbc66b2f458bf550fbe1089558b91b",
     "apps/vendor-binance/README.md": "4ab94c08b3d07398aee74c3264a4f87d554d20fa",
     "apps/vendor-binance/SESSION_NOTES.md": "4fc0775fba087007700313496d04ed2daa9bc568",
     "apps/vendor-binance/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
@@ -9,16 +9,16 @@
     "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": "137888271eae057224737fd60b487fef45ab906e",
+    "apps/vendor-binance/package.json": "bc634206f6292bb2fb6220ef8b7a83efd87b2aa6",
     "apps/vendor-binance/src/api/client.ts": "2a441cac1f7017c70752bf0ac0883341c635036d",
     "apps/vendor-binance/src/api/private-api.ts": "0a0fb08fe1dc8daedfd9b4aa1cde367756af3225",
-    "apps/vendor-binance/src/api/public-api.ts": "35a746eef8522f7224ba5ef102eaa104c867e307",
+    "apps/vendor-binance/src/api/public-api.ts": "ccaec4ca5aaadf03d797ac9c0f8c82914c8fc263",
     "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",
     "apps/vendor-binance/src/public-data/product.ts": "8879f59f4b5ee5925c5becef5fce5492e2f30f42",
-    "apps/vendor-binance/src/public-data/quote.ts": "a15d2df38a391bd360cb6a1ac16706de04fd529b",
+    "apps/vendor-binance/src/public-data/quote.ts": "5a01bf612e851d9e6d65cbd539b9ddc153b38fce",
     "apps/vendor-binance/src/services/accounts/profile.ts": "1d23b04d19c078e8c21f41efd6ca3db37b0bd206",
     "apps/vendor-binance/src/services/accounts/unified.ts": "26cd40a714936c8ba0e5305ce362f353c2b91435",
     "apps/vendor-binance/src/services/exchange.ts": "0e81f5219d534e0ab560b11c346df28bd3b8ce54",
@@ -32,19 +32,19 @@
     "apps/vendor-binance/src/services/quotes.ts": "5af233c8c8fb136111754055e79febaa551b993f",
     "apps/vendor-binance/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-binance/.rush/temp/shrinkwrap-deps.json": "0408a4d9b00c1701e07aa22f8350e585241c4581",
-    "libraries/protocol/temp/package-deps.json": "765a1ba74dfa437b95a8685a308a09df6de49706",
-    "libraries/data-account/temp/package-deps.json": "ef7f802f6cec62965d3a5ea3365df131b9ed46a0",
-    "libraries/cache/temp/package-deps.json": "3fe087e264b56a7a72d25df93f942e69de6ab765",
-    "libraries/data-quote/temp/package-deps.json": "1b8805efdca7fee957cf36c414a0c53d5faa454b",
-    "libraries/utils/temp/package-deps.json": "ae24e0f28d8238425131202aa7e46e2fc6ba3ae2",
-    "libraries/data-series/temp/package-deps.json": "5148dcf1033142f34a1dff17076a7a031052cb21",
-    "libraries/sql/temp/package-deps.json": "35ac4d78347c54d6c247d31dd77a1d88cfaed20f",
-    "libraries/data-product/temp/package-deps.json": "d527946b0136eb9ad0ee4451d31ea2c18eb88fa3",
-    "libraries/data-ohlc/temp/package-deps.json": "1abde47d0c7112ca7871ec9243e38ea48f8eba79",
-    "libraries/data-order/temp/package-deps.json": "9940b4267bcaaba4f3e0db2d2e07f575ea8afa34",
-    "libraries/data-interest-rate/temp/package-deps.json": "82005a4c9b295c0eab9599127946dd8c915adc64",
-    "libraries/transfer/temp/package-deps.json": "f4c5d1fc1bed3061cee9e67381ab36749fb9118f",
-    "libraries/exchange/temp/package-deps.json": "b00a11bc3628c9cbe8cea4eccd7b1f3d21d5b77d",
-    "libraries/extension/temp/package-deps.json": "0655b86a4838124dba78913552adf2425484e900",
+    "libraries/protocol/temp/package-deps.json": "fd1828e035a9220017e8951f15d3e4c270e3bc27",
+    "libraries/data-account/temp/package-deps.json": "cf6d3133b4b3a93ccfed2cfa4b14d4da7ac04111",
+    "libraries/cache/temp/package-deps.json": "5e819d4f6b881137398de0d7e660d4abb4724264",
+    "libraries/data-quote/temp/package-deps.json": "0982e538459436994f54ff82826cd8115996c25e",
+    "libraries/utils/temp/package-deps.json": "b75dc3605259796139482beb655374c86fcb639d",
+    "libraries/data-series/temp/package-deps.json": "171f3db35b49b5172de8e93405288b63a95d5ec3",
+    "libraries/sql/temp/package-deps.json": "a60ef2dc3b11a2ce34e10d4f75d8f0a954e9dde5",
+    "libraries/data-product/temp/package-deps.json": "d3c612cf501f32013535b950722ee5ca862c5c06",
+    "libraries/data-ohlc/temp/package-deps.json": "39961506c9620c65688fd33c1800fb05717fa219",
+    "libraries/data-order/temp/package-deps.json": "f31827d78049ac4040cf415f01faac3889189cca",
+    "libraries/data-interest-rate/temp/package-deps.json": "8f63147e58f0d59bfd144a7af59e818d91f1ccac",
+    "libraries/transfer/temp/package-deps.json": "ec79a31aa814fe36659734b32c39c5e6f68fcc88",
+    "libraries/exchange/temp/package-deps.json": "00e5c5f25e8e8a94dfa48404d549152d096d0eee",
+    "libraries/extension/temp/package-deps.json": "7b95a93f51b7907650200258c66be80941585bda",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }