@yuants/vendor-binance 0.13.3 → 0.13.5

package/dist/index.js

@@ -4,5 +4,5 @@ import './services/exchange';
 import './services/quotes';
 import './services/ohlc-service';
 import './services/interest-rate-service';
-import './services/interest-ledger';
+import './services/interest-ledger-service';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC","sourcesContent":["import './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\nimport './services/interest-ledger';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,oCAAoC,CAAC","sourcesContent":["import './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\nimport './services/interest-ledger-service';\n"]}

package/dist/services/{interest-ledger.js → interest-ledger-service.js}

@@ -1,18 +1,22 @@
 import { Terminal } from '@yuants/protocol';
 import { encodePath, formatTime } from '@yuants/utils';
-import { getAccountIncome } from '../api/private-api';
+import { getUMIncome } from '../api/private-api';
 import { provideInterestLedgerService } from '@yuants/exchange';
 const terminal = Terminal.fromNodeEnv();
-const WINDOW_MS = 10 * 24 * 3600000;
+const WINDOW_MS = 48 * 3600000;
 const fetchInterestRateLedgerForward = async (req) => {
     if (req.ledger_type === 'FUNDING_FEE') {
-        const startTime = req.time;
-        const res = await getAccountIncome(req.credential.payload, {
+        const time = Math.max(req.time, Date.now() - 3600000 * 24 * 88);
+        const startTime = time;
+        const res = await getUMIncome(req.credential.payload, {
             startTime,
             endTime: startTime + WINDOW_MS,
-            limit: 1,
+            limit: 500,
             incomeType: 'FUNDING_FEE',
         });
+        if (!Array.isArray(res)) {
+            throw new Error(`getAccountIncome failed: ${JSON.stringify(res)}`);
+        }
         return (res !== null && res !== void 0 ? res : [])
             .map((v) => {
             const ms = Number(v.time);
@@ -34,4 +38,4 @@ provideInterestLedgerService(terminal, {
     type: 'BINANCE',
     ledger_type: ['FUNDING_FEE'],
 }, fetchInterestRateLedgerForward);
-//# sourceMappingURL=interest-ledger.js.map
+//# sourceMappingURL=interest-ledger-service.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"interest-ledger-service.js","sourceRoot":"","sources":["../../src/services/interest-ledger-service.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAoB,WAAW,EAAE,MAAM,oBAAoB,CAAC;AACnE,OAAO,EAAE,4BAA4B,EAAE,MAAM,kBAAkB,CAAC;AAOhE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,EAAE,GAAG,OAAQ,CAAC;AAEhC,MAAM,8BAA8B,GAAG,KAAK,EAAE,GAK7C,EAA8B,EAAE;IAC/B,IAAI,GAAG,CAAC,WAAW,KAAK,aAAa,EAAE,CAAC;QACtC,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,GAAG,EAAE,GAAG,OAAQ,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;QACjE,MAAM,SAAS,GAAG,IAAI,CAAC;QACvB,MAAM,GAAG,GAAG,MAAM,WAAW,CAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE;YACpD,SAAS;YACT,OAAO,EAAE,SAAS,GAAG,SAAS;YAC9B,KAAK,EAAE,GAAG;YACV,UAAU,EAAE,aAAa;SAC1B,CAAC,CAAC;QACH,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC;YACxB,MAAM,IAAI,KAAK,CAAC,4BAA4B,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;QACrE,CAAC;QACD,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;aACf,GAAG,CAAC,CAAC,CAAC,EAAmB,EAAE;YAC1B,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;YAC1B,OAAO;gBACL,EAAE,EAAE,CAAC,CAAC,MAAM;gBACZ,UAAU,EAAE,UAAU,CAAC,SAAS,EAAE,aAAa,EAAE,CAAC,CAAC,MAAM,CAAC;gBAC1D,MAAM,EAAE,CAAC,CAAC,MAAM;gBAChB,UAAU,EAAE,GAAG,CAAC,UAAU;gBAC1B,QAAQ,EAAE,CAAC,CAAC,KAAK;gBACjB,UAAU,EAAE,UAAU,CAAC,EAAE,CAAC;aACR,CAAC;QACvB,CAAC,CAAC;aACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAW,CAAC,IAAI,SAAS,CAAC,CAAC;IAC3D,CAAC;IACD,OAAO,EAAE,CAAC;AACZ,CAAC,CAAC;AAEF,4BAA4B,CAC1B,QAAQ,EACR;IACE,SAAS,EAAE,SAAS;IACpB,IAAI,EAAE,SAAS;IACf,WAAW,EAAE,CAAC,aAAa,CAAC;CAC7B,EACD,8BAA8B,CAC/B,CAAC","sourcesContent":["import { IInterestLedger } from '@yuants/data-interest-rate';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { getAccountIncome, getUMIncome } from '../api/private-api';\nimport { provideInterestLedgerService } from '@yuants/exchange';\n\ninterface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 48 * 3600_000;\n\nconst fetchInterestRateLedgerForward = async (req: {\n  credential: IExchangeCredential;\n  account_id: string;\n  time: number;\n  ledger_type: string;\n}): Promise<IInterestLedger[]> => {\n  if (req.ledger_type === 'FUNDING_FEE') {\n    const time = Math.max(req.time, Date.now() - 3600_000 * 24 * 88);\n    const startTime = time;\n    const res = await getUMIncome(req.credential.payload, {\n      startTime,\n      endTime: startTime + WINDOW_MS,\n      limit: 500,\n      incomeType: 'FUNDING_FEE',\n    });\n    if (!Array.isArray(res)) {\n      throw new Error(`getAccountIncome failed: ${JSON.stringify(res)}`);\n    }\n    return (res ?? [])\n      .map((v): IInterestLedger => {\n        const ms = Number(v.time);\n        return {\n          id: v.tranId,\n          product_id: encodePath('BINANCE', 'USDT-FUTURE', v.symbol),\n          amount: v.income,\n          account_id: req.account_id,\n          currency: v.asset,\n          created_at: formatTime(ms),\n        } as IInterestLedger;\n      })\n      .filter((x) => Date.parse(x.created_at!) >= startTime);\n  }\n  return [];\n};\n\nprovideInterestLedgerService(\n  terminal,\n  {\n    direction: 'forward',\n    type: 'BINANCE',\n    ledger_type: ['FUNDING_FEE'],\n  },\n  fetchInterestRateLedgerForward,\n);\n"]}

package/lib/index.d.ts

@@ -4,5 +4,5 @@ import './services/exchange';
 import './services/quotes';
 import './services/ohlc-service';
 import './services/interest-rate-service';
-import './services/interest-ledger';
+import './services/interest-ledger-service';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,uBAAuB,CAAC;AAC/B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC;AAC1C,OAAO,oCAAoC,CAAC"}

package/lib/index.js

@@ -6,5 +6,5 @@ require("./services/exchange");
 require("./services/quotes");
 require("./services/ohlc-service");
 require("./services/interest-rate-service");
-require("./services/interest-ledger");
+require("./services/interest-ledger-service");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,iCAA+B;AAC/B,+BAA6B;AAC7B,+BAA6B;AAC7B,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C;AAC1C,sCAAoC","sourcesContent":["import './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\nimport './services/interest-ledger';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,iCAA+B;AAC/B,+BAA6B;AAC7B,+BAA6B;AAC7B,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C;AAC1C,8CAA4C","sourcesContent":["import './public-data/product';\nimport './public-data/quote';\nimport './services/exchange';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\nimport './services/interest-ledger-service';\n"]}

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

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

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

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

package/lib/services/{interest-ledger.js → interest-ledger-service.js}

@@ -5,16 +5,20 @@ const utils_1 = require("@yuants/utils");
 const private_api_1 = require("../api/private-api");
 const exchange_1 = require("@yuants/exchange");
 const terminal = protocol_1.Terminal.fromNodeEnv();
-const WINDOW_MS = 10 * 24 * 3600000;
+const WINDOW_MS = 48 * 3600000;
 const fetchInterestRateLedgerForward = async (req) => {
     if (req.ledger_type === 'FUNDING_FEE') {
-        const startTime = req.time;
-        const res = await (0, private_api_1.getAccountIncome)(req.credential.payload, {
+        const time = Math.max(req.time, Date.now() - 3600000 * 24 * 88);
+        const startTime = time;
+        const res = await (0, private_api_1.getUMIncome)(req.credential.payload, {
             startTime,
             endTime: startTime + WINDOW_MS,
-            limit: 1,
+            limit: 500,
             incomeType: 'FUNDING_FEE',
         });
+        if (!Array.isArray(res)) {
+            throw new Error(`getAccountIncome failed: ${JSON.stringify(res)}`);
+        }
         return (res !== null && res !== void 0 ? res : [])
             .map((v) => {
             const ms = Number(v.time);
@@ -36,4 +40,4 @@ const fetchInterestRateLedgerForward = async (req) => {
     type: 'BINANCE',
     ledger_type: ['FUNDING_FEE'],
 }, fetchInterestRateLedgerForward);
-//# sourceMappingURL=interest-ledger.js.map
+//# sourceMappingURL=interest-ledger-service.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"interest-ledger-service.js","sourceRoot":"","sources":["../../src/services/interest-ledger-service.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,yCAAuD;AACvD,oDAAmE;AACnE,+CAAgE;AAOhE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,EAAE,GAAG,OAAQ,CAAC;AAEhC,MAAM,8BAA8B,GAAG,KAAK,EAAE,GAK7C,EAA8B,EAAE;IAC/B,IAAI,GAAG,CAAC,WAAW,KAAK,aAAa,EAAE,CAAC;QACtC,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,GAAG,EAAE,GAAG,OAAQ,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;QACjE,MAAM,SAAS,GAAG,IAAI,CAAC;QACvB,MAAM,GAAG,GAAG,MAAM,IAAA,yBAAW,EAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE;YACpD,SAAS;YACT,OAAO,EAAE,SAAS,GAAG,SAAS;YAC9B,KAAK,EAAE,GAAG;YACV,UAAU,EAAE,aAAa;SAC1B,CAAC,CAAC;QACH,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC;YACxB,MAAM,IAAI,KAAK,CAAC,4BAA4B,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;QACrE,CAAC;QACD,OAAO,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC;aACf,GAAG,CAAC,CAAC,CAAC,EAAmB,EAAE;YAC1B,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;YAC1B,OAAO;gBACL,EAAE,EAAE,CAAC,CAAC,MAAM;gBACZ,UAAU,EAAE,IAAA,kBAAU,EAAC,SAAS,EAAE,aAAa,EAAE,CAAC,CAAC,MAAM,CAAC;gBAC1D,MAAM,EAAE,CAAC,CAAC,MAAM;gBAChB,UAAU,EAAE,GAAG,CAAC,UAAU;gBAC1B,QAAQ,EAAE,CAAC,CAAC,KAAK;gBACjB,UAAU,EAAE,IAAA,kBAAU,EAAC,EAAE,CAAC;aACR,CAAC;QACvB,CAAC,CAAC;aACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAW,CAAC,IAAI,SAAS,CAAC,CAAC;IAC3D,CAAC;IACD,OAAO,EAAE,CAAC;AACZ,CAAC,CAAC;AAEF,IAAA,uCAA4B,EAC1B,QAAQ,EACR;IACE,SAAS,EAAE,SAAS;IACpB,IAAI,EAAE,SAAS;IACf,WAAW,EAAE,CAAC,aAAa,CAAC;CAC7B,EACD,8BAA8B,CAC/B,CAAC","sourcesContent":["import { IInterestLedger } from '@yuants/data-interest-rate';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { getAccountIncome, getUMIncome } from '../api/private-api';\nimport { provideInterestLedgerService } from '@yuants/exchange';\n\ninterface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 48 * 3600_000;\n\nconst fetchInterestRateLedgerForward = async (req: {\n  credential: IExchangeCredential;\n  account_id: string;\n  time: number;\n  ledger_type: string;\n}): Promise<IInterestLedger[]> => {\n  if (req.ledger_type === 'FUNDING_FEE') {\n    const time = Math.max(req.time, Date.now() - 3600_000 * 24 * 88);\n    const startTime = time;\n    const res = await getUMIncome(req.credential.payload, {\n      startTime,\n      endTime: startTime + WINDOW_MS,\n      limit: 500,\n      incomeType: 'FUNDING_FEE',\n    });\n    if (!Array.isArray(res)) {\n      throw new Error(`getAccountIncome failed: ${JSON.stringify(res)}`);\n    }\n    return (res ?? [])\n      .map((v): IInterestLedger => {\n        const ms = Number(v.time);\n        return {\n          id: v.tranId,\n          product_id: encodePath('BINANCE', 'USDT-FUTURE', v.symbol),\n          amount: v.income,\n          account_id: req.account_id,\n          currency: v.asset,\n          created_at: formatTime(ms),\n        } as IInterestLedger;\n      })\n      .filter((x) => Date.parse(x.created_at!) >= startTime);\n  }\n  return [];\n};\n\nprovideInterestLedgerService(\n  terminal,\n  {\n    direction: 'forward',\n    type: 'BINANCE',\n    ledger_type: ['FUNDING_FEE'],\n  },\n  fetchInterestRateLedgerForward,\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@yuants/vendor-binance",
-  "version": "0.13.3",
+  "version": "0.13.5",
   "main": "lib/index.js",
   "files": [
     "dist",
@@ -9,19 +9,19 @@
   ],
   "dependencies": {
     "rxjs": "~7.5.6",
-    "@yuants/data-account": "0.11.8",
+    "@yuants/protocol": "0.54.1",
     "@yuants/cache": "0.3.12",
     "@yuants/data-quote": "0.4.8",
+    "@yuants/data-account": "0.11.8",
     "@yuants/utils": "0.19.4",
-    "@yuants/protocol": "0.54.1",
     "@yuants/data-series": "0.3.61",
     "@yuants/sql": "0.9.39",
     "@yuants/data-ohlc": "0.6.4",
-    "@yuants/data-product": "0.5.9",
-    "@yuants/data-order": "0.7.9",
     "@yuants/data-interest-rate": "0.2.9",
     "@yuants/transfer": "0.2.48",
-    "@yuants/exchange": "0.8.14"
+    "@yuants/data-product": "0.5.9",
+    "@yuants/data-order": "0.7.9",
+    "@yuants/exchange": "0.8.16"
   },
   "devDependencies": {
     "@microsoft/api-extractor": "~7.55.2",