@yuants/vendor-binance 0.8.1 → 0.8.3

package/dist/interest_rate.js

@@ -1,55 +0,0 @@
-var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
-var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
-    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
-    var g = generator.apply(thisArg, _arguments || []), i, q = [];
-    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
-    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
-    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
-    function fulfill(value) { resume("next", value); }
-    function reject(value) { resume("throw", value); }
-    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
-};
-import { createSeriesProvider } from '@yuants/data-series';
-import { Terminal } from '@yuants/protocol';
-import { decodePath, formatTime } from '@yuants/utils';
-import { firstValueFrom, timer } from 'rxjs';
-import { getFutureFundingRate } from './api/public-api';
-const terminal = Terminal.fromNodeEnv();
-createSeriesProvider(terminal, {
-    tableName: 'interest_rate',
-    series_id_prefix_parts: ['BINANCE'],
-    reversed: true,
-    serviceOptions: { concurrent: 1 },
-    queryFn: function ({ series_id, started_at, ended_at }) {
-        return __asyncGenerator(this, arguments, function* () {
-            const [datasource_id, product_id] = decodePath(series_id);
-            let current_start = started_at;
-            const [instType, symbol] = decodePath(product_id);
-            while (true) {
-                // 向前翻页，时间降序
-                const res = yield __await(getFutureFundingRate({
-                    symbol: symbol,
-                    startTime: current_start,
-                    endTime: ended_at,
-                    limit: 1000,
-                }));
-                yield yield __await(res.map((v) => ({
-                    series_id,
-                    created_at: formatTime(v.fundingTime),
-                    datasource_id,
-                    product_id,
-                    long_rate: `${-v.fundingRate}`,
-                    short_rate: `${v.fundingRate}`,
-                    settlement_price: '',
-                })));
-                if (res.length < 1000) {
-                    break;
-                }
-                current_start = +res[res.length - 1].fundingTime;
-                yield __await(firstValueFrom(timer(1000)));
-            }
-        });
-    },
-});
-//# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,oBAAoB,EAAE,MAAM,kBAAkB,CAAC;AAExD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,SAAS,CAAC;IACnC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;YAC3D,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1D,IAAI,aAAa,GAAG,UAAU,CAAC;YAC/B,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAClD,OAAO,IAAI,EAAE;gBACX,YAAY;gBACZ,MAAM,GAAG,GAAG,cAAM,oBAAoB,CAAC;oBACrC,MAAM,EAAE,MAAM;oBACd,SAAS,EAAE,aAAa;oBACxB,OAAO,EAAE,QAAQ;oBACjB,KAAK,EAAE,IAAI;iBACZ,CAAC,CAAA,CAAC;gBACH,oBAAM,GAAG,CAAC,GAAG,CACX,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;oBACrB,SAAS;oBACT,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,WAAW,CAAC;oBACrC,aAAa;oBACb,UAAU;oBACV,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE;oBAC9B,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;oBAC9B,gBAAgB,EAAE,EAAE;iBACrB,CAAC,CACH,CAAA,CAAC;gBACF,IAAI,GAAG,CAAC,MAAM,GAAG,IAAI,EAAE;oBACrB,MAAM;iBACP;gBACD,aAAa,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,WAAW,CAAC;gBACjD,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getFutureFundingRate } from './api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['BINANCE'],\n  reversed: true,\n  serviceOptions: { concurrent: 1 },\n  queryFn: async function* ({ series_id, started_at, ended_at }) {\n    const [datasource_id, product_id] = decodePath(series_id);\n    let current_start = started_at;\n    const [instType, symbol] = decodePath(product_id);\n    while (true) {\n      // 向前翻页，时间降序\n      const res = await getFutureFundingRate({\n        symbol: symbol,\n        startTime: current_start,\n        endTime: ended_at,\n        limit: 1000,\n      });\n      yield res.map(\n        (v): IInterestRate => ({\n          series_id,\n          created_at: formatTime(v.fundingTime),\n          datasource_id,\n          product_id,\n          long_rate: `${-v.fundingRate}`,\n          short_rate: `${v.fundingRate}`,\n          settlement_price: '',\n        }),\n      );\n      if (res.length < 1000) {\n        break;\n      }\n      current_start = +res[res.length - 1].fundingTime;\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n"]}

package/dist/product.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oDAAoD;AACpD,MAAM,KAAK,GAAG,2BAA2B,CACvC,QAAQ,EACR,SAAS,EACT,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,sDAAsD;IACtD,MAAM,YAAY,GAAG,MAAM,qBAAqB,EAAE,CAAC;IAEnD,qCAAqC;IACrC,OAAO,YAAY,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAY,EAAE;QACnD,OAAO;YACL,aAAa,EAAE,SAAS;YACxB,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,MAAM,CAAC,MAAM,CAAC;YACpD,aAAa,EAAE,MAAM,CAAC,SAAS;YAC/B,cAAc,EAAE,MAAM,CAAC,UAAU;YACjC,UAAU,EAAE,CAAC,MAAM,MAAM,CAAC,cAAc,EAAE;YAC1C,WAAW,EAAE,CAAC;YACd,WAAW,EAAE,CAAC,MAAM,MAAM,CAAC,iBAAiB,EAAE;YAC9C,IAAI,EAAE,GAAG,MAAM,CAAC,SAAS,IAAI,MAAM,CAAC,UAAU,OAAO;YACrD,gBAAgB,EAAE,EAAE;YACpB,WAAW,EAAE,CAAC,MAAM,CAAC,qBAAqB,GAAG,GAAG;YAChD,gBAAgB,EAAE,CAAC;YACnB,iBAAiB,EAAE,CAAC;YACpB,YAAY,EAAE,CAAC;YACf,UAAU,EAAE,CAAC;YACb,UAAU,EAAE,IAAI;YAChB,WAAW,EAAE,IAAI;YACjB,SAAS,EAAE,qBAAqB;YAChC,gBAAgB,EAAE,KAAK;SACxB,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,EACD;IACE,qBAAqB,EAAE,OAAQ;CAChC,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { getFutureExchangeInfo } from './api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service with the new design\nconst cache = provideQueryProductsService(\n  terminal,\n  'BINANCE',\n  async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n    // Directly call the external API to get exchange info\n    const exchangeInfo = await getFutureExchangeInfo();\n\n    // Convert symbols to IProduct format\n    return exchangeInfo.symbols.map((symbol): IProduct => {\n      return {\n        datasource_id: 'BINANCE',\n        product_id: encodePath('usdt-future', symbol.symbol),\n        base_currency: symbol.baseAsset,\n        quote_currency: symbol.quoteAsset,\n        price_step: +`1e-${symbol.pricePrecision}`,\n        value_scale: 1,\n        volume_step: +`1e-${symbol.quantityPrecision}`,\n        name: `${symbol.baseAsset}/${symbol.quoteAsset} PERP`,\n        value_scale_unit: '',\n        margin_rate: +symbol.requiredMarginPercent / 100,\n        value_based_cost: 0,\n        volume_based_cost: 0,\n        max_position: 0,\n        max_volume: 0,\n        allow_long: true,\n        allow_short: true,\n        market_id: 'BINANCE/USDT-FUTURE',\n        no_interest_rate: false,\n      };\n    });\n  },\n  {\n    auto_refresh_interval: 3600_000,\n  },\n);\n"]}

package/dist/quote.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"quote.js","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAE5C,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EACL,KAAK,EACL,MAAM,EACN,IAAI,EACJ,OAAO,EACP,GAAG,EACH,KAAK,EACL,QAAQ,EACR,MAAM,EACN,KAAK,EACL,IAAI,EACJ,KAAK,EACL,WAAW,GACZ,MAAM,MAAM,CAAC;AACd,OAAO,EAAE,mBAAmB,EAAE,qBAAqB,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AAErG,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,iBAAiB,GAAG,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,CAAC,CAAC,MAAO,CAAC;AAE1G,MAAM,iBAAiB,GAAG,WAAW,CACnC,KAAK,EAAE,MAAc,EAAE,EAAE;;IACvB,IAAI;QACF,MAAM,IAAI,GAAG,MAAM,qBAAqB,CAAC,EAAE,MAAM,EAAE,CAAC,CAAC;QACrD,OAAO,MAAM,CAAC,MAAA,IAAI,CAAC,YAAY,mCAAI,CAAC,CAAC,CAAC;KACvC;IAAC,OAAO,GAAG,EAAE;QACZ,OAAO,CAAC,IAAI,CAAC,8BAA8B,EAAE,MAAM,EAAE,GAAG,CAAC,CAAC;QAC1D,OAAO,SAAS,CAAC;KAClB;AACH,CAAC,EACD;IACE,MAAM,EAAE,iBAAiB;CAC1B,CACF,CAAC;AAEF,MAAM,mBAAmB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,qBAAqB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACrE,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CACjE,MAAM,CAAC,EAAE,KAAK,EAAE,IAAK,EAAE,CAAC,EACxB,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,sBAAsB,GAAG,mBAAmB,CAAC,IAAI,CACrD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,GAAG,CACD,CAAC,KAAK,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC3B,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;QACnD,UAAU,EAAE,KAAK,CAAC,SAAS;QAC3B,UAAU,EAAE,IAAI,IAAI,CAAC,MAAA,KAAK,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,WAAW,EAAE;KAC7D,CAAC,CAAA;CAAA,CACH,CACF,CAAC;AAEF,MAAM,oBAAoB,GAAG,iBAAiB,CAAC,IAAI,CACjD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,GAAG,CACD,CAAC,KAAK,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC3B,aAAa,EAAE,SAAS;QACxB,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;QACnD,SAAS,EAAE,KAAK,CAAC,QAAQ;QACzB,SAAS,EAAE,KAAK,CAAC,QAAQ;QACzB,UAAU,EAAE,IAAI,IAAI,CAAC,MAAA,KAAK,CAAC,IAAI,mCAAI,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,WAAW,EAAE;KAC7D,CAAC,CAAA;CAAA,CACH,CACF,CAAC;AAEF,MAAM,sBAAsB,GAAG,iBAAiB,CAAC,IAAI,CACnD,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC,CAAC,EAC1C,QAAQ,CACN,CAAC,KAAK,EAAE,EAAE,CACR,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAC9C,GAAG,CACD,CAAC,YAAY,EAAmB,EAAE,CAAC,CAAC;IAClC,aAAa,EAAE,SAAS;IACxB,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC;IACnD,aAAa,EAAE,GAAG,YAAY,aAAZ,YAAY,cAAZ,YAAY,GAAI,CAAC,EAAE;CACtC,CAAC,CACH,CACF,EACH,CAAC,CACF,CACF,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAAC,sBAAsB,EAAE,oBAAoB,EAAE,sBAAsB,CAAC,CAAC,IAAI,CAC7F,OAAO,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,CAAC,EACpC,QAAQ,CAAC,CAAC,MAAM,EAAE,EAAE,CAClB,MAAM,CAAC,IAAI,CACT,IAAI,CACF,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CACX,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,EAAE;IACtB,aAAa,EAAE,SAAS;IACxB,UAAU,EAAE,MAAM,CAAC,GAAG;CACvB,CAAC,EACJ,EAAqB,CACtB,CACF,CACF,EACD,KAAK,EAAE,EACP,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAK;QACpB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;IAEf,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,WAAW,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAChF,MAAM,CAAC,YAAY,EAAE,SAAS,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACzD,IAAI,CAAC,YAAY,IAAI,CAAC,SAAS,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC;IACxE,CAAC,CAAC,CAAC;CACJ","sourcesContent":["import { createCache } from '@yuants/cache';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n  defer,\n  filter,\n  from,\n  groupBy,\n  map,\n  merge,\n  mergeMap,\n  repeat,\n  retry,\n  scan,\n  share,\n  shareReplay,\n} from 'rxjs';\nimport { getFutureBookTicker, getFutureOpenInterest, getFuturePremiumIndex } from './api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst OPEN_INTEREST_TTL = process.env.OPEN_INTEREST_TTL ? Number(process.env.OPEN_INTEREST_TTL) : 120_000;\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 futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('usdt-future', entry.symbol),\n      last_price: entry.markPrice,\n      updated_at: new Date(entry.time ?? Date.now()).toISOString(),\n    }),\n  ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('usdt-future', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      updated_at: new Date(entry.time ?? Date.now()).toISOString(),\n    }),\n  ),\n);\n\nconst quoteFromOpenInterest$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  mergeMap(\n    (entry) =>\n      from(openInterestCache.query(entry.symbol)).pipe(\n        map(\n          (openInterest): Partial<IQuote> => ({\n            datasource_id: 'BINANCE',\n            product_id: encodePath('usdt-future', entry.symbol),\n            open_interest: `${openInterest ?? 0}`,\n          }),\n        ),\n      ),\n    5,\n  ),\n);\n\nconst quote$ = merge(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$).pipe(\n  groupBy((quote) => quote.product_id),\n  mergeMap((group$) =>\n    group$.pipe(\n      scan(\n        (acc, cur) =>\n          Object.assign(acc, cur, {\n            datasource_id: 'BINANCE',\n            product_id: group$.key,\n          }),\n        {} as Partial<IQuote>,\n      ),\n    ),\n  ),\n  share(),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1_000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n\n  terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n    const [datasourceId, productId] = decodePath(channel_id);\n    if (!datasourceId || !productId) {\n      throw new Error(`Invalid channel_id: ${channel_id}`);\n    }\n    return quote$.pipe(filter((quote) => quote.product_id === productId));\n  });\n}\n"]}

package/lib/interest_rate.d.ts.map

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

package/lib/interest_rate.js.map

@@ -1 +0,0 @@
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package/lib/product.js.map

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package/lib/quote.js.map

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Number(process.env.OPEN_INTEREST_TTL) : 120_000;\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 futurePremiumIndex$ = defer(() => getFuturePremiumIndex({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst futureBookTicker$ = defer(() => getFutureBookTicker({})).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quoteFromPremiumIndex$ = futurePremiumIndex$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('usdt-future', entry.symbol),\n      last_price: entry.markPrice,\n      updated_at: new Date(entry.time ?? Date.now()).toISOString(),\n    }),\n  ),\n);\n\nconst quoteFromBookTicker$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  map(\n    (entry): Partial<IQuote> => ({\n      datasource_id: 'BINANCE',\n      product_id: encodePath('usdt-future', entry.symbol),\n      bid_price: entry.bidPrice,\n      ask_price: entry.askPrice,\n      updated_at: new Date(entry.time ?? Date.now()).toISOString(),\n    }),\n  ),\n);\n\nconst quoteFromOpenInterest$ = futureBookTicker$.pipe(\n  mergeMap((entries) => from(entries || [])),\n  mergeMap(\n    (entry) =>\n      from(openInterestCache.query(entry.symbol)).pipe(\n        map(\n          (openInterest): Partial<IQuote> => ({\n            datasource_id: 'BINANCE',\n            product_id: encodePath('usdt-future', entry.symbol),\n            open_interest: `${openInterest ?? 0}`,\n          }),\n        ),\n      ),\n    5,\n  ),\n);\n\nconst quote$ = merge(quoteFromPremiumIndex$, quoteFromBookTicker$, quoteFromOpenInterest$).pipe(\n  groupBy((quote) => quote.product_id),\n  mergeMap((group$) =>\n    group$.pipe(\n      scan(\n        (acc, cur) =>\n          Object.assign(acc, cur, {\n            datasource_id: 'BINANCE',\n            product_id: group$.key,\n          }),\n        {} as Partial<IQuote>,\n      ),\n    ),\n  ),\n  share(),\n  shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n  quote$\n    .pipe(\n      writeToSQL({\n        terminal,\n        tableName: 'quote',\n        writeInterval: 1_000,\n        conflictKeys: ['datasource_id', 'product_id'],\n      }),\n    )\n    .subscribe();\n\n  terminal.channel.publishChannel('quote', { pattern: '^BINANCE/' }, (channel_id) => {\n    const [datasourceId, productId] = decodePath(channel_id);\n    if (!datasourceId || !productId) {\n      throw new Error(`Invalid channel_id: ${channel_id}`);\n    }\n    return quote$.pipe(filter((quote) => quote.product_id === productId));\n  });\n}\n"]}