@yuants/vendor-coinex 0.1.36 → 0.2.0

package/dist/api.js

@@ -0,0 +1,119 @@
+import { UUID, formatTime } from '@yuants/utils';
+// @ts-ignore
+import CryptoJS from 'crypto-js';
+import { Subject, filter, firstValueFrom, mergeMap, of, shareReplay, throwError, timeout, timer } from 'rxjs';
+/**
+ * API: https://www.bitget.com/zh-CN/api-doc/common/intro
+ */
+export class CoinExClient {
+    constructor(config) {
+        this.config = config;
+        this.noAuth = true;
+        this.mapPathToRequestChannel = {};
+        /**
+         * 获取市场资金费率
+         *
+         * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market-funding-rate
+         */
+        this.getFuturesFundingRate = async (params) => this.requestWithFlowControl('GET', '/v2/futures/funding-rate', { period: 1000, limit: 400 }, params);
+        /**
+         * 获取市场资金费率历史记录
+         *
+         * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market-funding-rate-history
+         */
+        this.getFuturesFundingRateHistory = async (params) => this.requestWithFlowControl('GET', '/v2/futures/funding-rate-history', { period: 1000, limit: 400 }, params);
+        /**
+         * 获取市场状态
+         *
+         * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market
+         */
+        this.getFuturesMarket = async (params) => this.request('GET', '/v2/futures/market', params);
+        /**
+         * 获取市场行情
+         *
+         * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market-ticker
+         */
+        this.getFuturesTicker = async (params) => this.request('GET', '/v2/futures/ticker', params);
+        if (config.auth.access_key && config.auth.secret_key) {
+            this.noAuth = false;
+        }
+    }
+    async request(method, path, params) {
+        const url = new URL('https://api.coinex.com');
+        url.pathname = path;
+        if (method === 'GET' && params !== undefined) {
+            const sortedParams = Object.entries(params).sort(([a], [b]) => a.localeCompare(b));
+            for (const [k, v] of sortedParams) {
+                url.searchParams.set(k, '' + v);
+            }
+        }
+        if (this.noAuth) {
+            console.info(formatTime(Date.now()), method, url.href);
+            const res = await fetch(url.href, { method });
+            return res.json();
+        }
+        const timestamp = '' + Date.now();
+        const secret_key = this.config.auth.secret_key;
+        const body = method === 'GET' ? '' : JSON.stringify(params);
+        const signData = method + url.pathname + url.search + body + timestamp;
+        const str = CryptoJS.enc.Base64.stringify(CryptoJS.HmacSHA256(signData, secret_key));
+        const headers = {
+            'Content-Type': 'application/json',
+            'X-COINEX-KEY': this.config.auth.access_key,
+            'X-COINEX-SIGN': str,
+            'X-COINEX-TIMESTAMP': timestamp,
+        };
+        console.info(formatTime(Date.now()), method, url.href, JSON.stringify(headers), body, signData);
+        const res = await fetch(url.href, {
+            method,
+            headers,
+            body: body || undefined,
+        });
+        return res.json();
+    }
+    setupChannel(path, period, limit) {
+        this.mapPathToRequestChannel[path] = {
+            requestQueue: [],
+            responseChannel: new Subject(),
+        };
+        const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];
+        timer(0, period)
+            .pipe(filter(() => requestQueue.length > 0), mergeMap(() => requestQueue.splice(0, limit)), mergeMap(async (request) => {
+            try {
+                const res = await this.request(request.method, request.path, request.params);
+                return { trace_id: request.trace_id, response: res };
+            }
+            catch (error) {
+                return { trace_id: request.trace_id, error };
+            }
+        }))
+            .subscribe(responseChannel);
+    }
+    /**
+     * @param method - GET, POST, PUT, DELETE
+     * @param path - api path
+     * @param flowControl - period in ms, limit in count
+     * @param params - request params/body
+     * @returns
+     */
+    async requestWithFlowControl(method, path, flowControl = { period: 10, limit: Infinity }, params) {
+        const { period, limit } = flowControl;
+        if (!this.mapPathToRequestChannel[path]) {
+            this.setupChannel(path, period, limit);
+        }
+        const uuid = UUID();
+        const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];
+        const res$ = responseChannel.pipe(
+        //
+        filter((response) => response.trace_id === uuid), mergeMap((response) => (response.error ? throwError(() => response.error) : of(response))), timeout(30000), shareReplay(1));
+        requestQueue.push({ trace_id: uuid, method, path, params });
+        return (await firstValueFrom(res$)).response;
+    }
+}
+export const client = new CoinExClient({
+    auth: {
+        access_key: process.env.ACCESS_KEY,
+        secret_key: process.env.SECRET_KEY,
+    },
+});
+//# sourceMappingURL=api.js.map

package/dist/api.js.map

@@ -0,0 +1 @@
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{ UUID, formatTime } from '@yuants/utils';\n// @ts-ignore\nimport CryptoJS from 'crypto-js';\nimport { Subject, filter, firstValueFrom, mergeMap, of, shareReplay, throwError, timeout, timer } from 'rxjs';\n\n/**\n * API: https://www.bitget.com/zh-CN/api-doc/common/intro\n */\nexport class CoinExClient {\n  noAuth = true;\n  constructor(\n    public config: {\n      auth: {\n        access_key: string;\n        secret_key: string;\n      };\n    },\n  ) {\n    if (config.auth.access_key && config.auth.secret_key) {\n      this.noAuth = false;\n    }\n  }\n\n  async request(method: string, path: string, params?: any) {\n    const url = new URL('https://api.coinex.com');\n    url.pathname = path;\n    if (method === 'GET' && params !== undefined) {\n      const sortedParams = Object.entries(params).sort(([a], [b]) => a.localeCompare(b));\n      for (const [k, v] of sortedParams) {\n        url.searchParams.set(k, '' + v);\n      }\n    }\n    if (this.noAuth) {\n      console.info(formatTime(Date.now()), method, url.href);\n      const res = await fetch(url.href, { method });\n      return res.json();\n    }\n    const timestamp = '' + Date.now();\n    const secret_key = this.config.auth.secret_key;\n    const body = method === 'GET' ? '' : JSON.stringify(params);\n    const signData = method + url.pathname + url.search + body + timestamp;\n    const str = CryptoJS.enc.Base64.stringify(CryptoJS.HmacSHA256(signData, secret_key));\n\n    const headers = {\n      'Content-Type': 'application/json',\n      'X-COINEX-KEY': this.config.auth.access_key!,\n      'X-COINEX-SIGN': str,\n      'X-COINEX-TIMESTAMP': timestamp,\n    };\n\n    console.info(formatTime(Date.now()), method, url.href, JSON.stringify(headers), body, signData);\n    const res = await fetch(url.href, {\n      method,\n      headers,\n      body: body || undefined,\n    });\n\n    return res.json();\n  }\n\n  mapPathToRequestChannel: Record<\n    string,\n    {\n      requestQueue: Array<{\n        trace_id: string;\n        method: string;\n        path: string;\n        params?: any;\n      }>;\n      responseChannel: Subject<{ trace_id: string; response?: any; error?: Error }>;\n    }\n  > = {};\n\n  setupChannel(path: string, period: number, limit: number) {\n    this.mapPathToRequestChannel[path] = {\n      requestQueue: [],\n      responseChannel: new Subject(),\n    };\n\n    const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];\n    timer(0, period)\n      .pipe(\n        filter(() => requestQueue.length > 0),\n        mergeMap(() => requestQueue.splice(0, limit)),\n        mergeMap(async (request) => {\n          try {\n            const res = await this.request(request.method, request.path, request.params);\n            return { trace_id: request.trace_id, response: res };\n          } catch (error) {\n            return { trace_id: request.trace_id, error };\n          }\n        }),\n      )\n      .subscribe(responseChannel);\n  }\n\n  /**\n   * @param method - GET, POST, PUT, DELETE\n   * @param path - api path\n   * @param flowControl - period in ms, limit in count\n   * @param params - request params/body\n   * @returns\n   */\n  async requestWithFlowControl(\n    method: string,\n    path: string,\n    flowControl: { period: number; limit: number } = { period: 10, limit: Infinity },\n    params?: any,\n  ) {\n    const { period, limit } = flowControl;\n    if (!this.mapPathToRequestChannel[path]) {\n      this.setupChannel(path, period, limit);\n    }\n    const uuid = UUID();\n\n    const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];\n    const res$ = responseChannel.pipe(\n      //\n      filter((response) => response.trace_id === uuid),\n      mergeMap((response) => (response.error ? throwError(() => response.error) : of(response))),\n      timeout(30_000),\n      shareReplay(1),\n    );\n    requestQueue.push({ trace_id: uuid, method, path, params });\n    return (await firstValueFrom(res$)).response;\n  }\n\n  /**\n   * 获取市场资金费率\n   *\n   * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market-funding-rate\n   */\n  getFuturesFundingRate = async (params?: {\n    market?: string;\n  }): Promise<{\n    code: number;\n    message: string;\n    data: {\n      market: string;\n      mark_price: string;\n      latest_funding_rate: string;\n      next_funding_rate: string;\n      max_funding_time: string;\n      min_funding_time: string;\n      latest_funding_time: number;\n      next_funding_time: number;\n    }[];\n  }> => this.requestWithFlowControl('GET', '/v2/futures/funding-rate', { period: 1000, limit: 400 }, params);\n\n  /**\n   * 获取市场资金费率历史记录\n   *\n   * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market-funding-rate-history\n   */\n  getFuturesFundingRateHistory = async (params: {\n    market: string;\n    start_time?: number;\n    end_time?: number;\n    page?: number;\n    limit?: number;\n  }): Promise<{\n    code: number;\n    message: string;\n    pagination: {\n      has_next: boolean;\n    };\n    data: {\n      market: string;\n      funding_time: number;\n      theoretical_funding_rate: string;\n      actual_funding_rate: string;\n    }[];\n  }> =>\n    this.requestWithFlowControl(\n      'GET',\n      '/v2/futures/funding-rate-history',\n      { period: 1000, limit: 400 },\n      params,\n    );\n\n  /**\n   * 获取市场状态\n   *\n   * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market\n   */\n  getFuturesMarket = async (params?: {\n    market?: string;\n  }): Promise<{\n    code: number;\n    message: string;\n    data: {\n      market: string;\n      contract_type: string;\n      maker_fee_rate: string;\n      taker_fee_rate: string;\n      min_amount: string;\n      base_ccy: string;\n      quote_ccy: string;\n      base_ccy_precision: number;\n      quote_ccy_precision: number;\n      leverage: number[];\n      open_interest_volume: string;\n    }[];\n  }> => this.request('GET', '/v2/futures/market', params);\n\n  /**\n   * 获取市场行情\n   *\n   * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market-ticker\n   */\n  getFuturesTicker = async (params?: {\n    market?: string;\n  }): Promise<{\n    code: number;\n    message: string;\n    data: {\n      market: string;\n      last: string;\n      open: string;\n      close: string;\n      high: string;\n      low: string;\n      volume: string;\n      value: string;\n      volume_sell: string;\n      volume_buy: string;\n      index_price: string;\n      mark_price: string;\n      period: number;\n    }[];\n  }> => this.request('GET', '/v2/futures/ticker', params);\n}\n\nexport const client = new CoinExClient({\n  auth: {\n    access_key: process.env.ACCESS_KEY!,\n    secret_key: process.env.SECRET_KEY!,\n  },\n});\n"]}

package/dist/cli.js

@@ -0,0 +1,3 @@
+#!/usr/bin/env node
+import './index';
+//# sourceMappingURL=cli.js.map

package/dist/cli.js.map

@@ -0,0 +1 @@
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package/dist/extension.js

@@ -0,0 +1,90 @@
+import { makeDockerEnvs, makeK8sEnvs } from '@yuants/extension';
+export default (context) => {
+    context.registerDeployProvider({
+        make_json_schema: () => ({
+            type: 'object',
+            properties: {
+                env: {
+                    type: 'object',
+                    required: ['HOST_URL'],
+                    properties: {
+                        //
+                        HOST_URL: { type: 'string' },
+                        TERMINAL_ID: { type: 'string' },
+                        ACCESS_KEY: { type: 'string' },
+                        SECRET_KEY: { type: 'string' },
+                        PASSPHRASE: { type: 'string' },
+                    },
+                },
+            },
+        }),
+        make_docker_compose_file: async (ctx, envCtx) => {
+            var _a;
+            return {
+                [`coinex-${ctx.env.ACCESS_KEY}`.replace(/\s/g, '')]: {
+                    image: `ghcr.io/no-trade-no-life/vendor-coinex:${(_a = ctx.version) !== null && _a !== void 0 ? _a : envCtx.version}`,
+                    restart: 'always',
+                    environment: makeDockerEnvs(ctx.env),
+                },
+            };
+        },
+        make_k8s_resource_objects: async (ctx, envCtx) => {
+            var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k, _l;
+            return {
+                deployment: {
+                    apiVersion: 'apps/v1',
+                    kind: 'Deployment',
+                    metadata: {
+                        labels: {
+                            'y.ntnl.io/version': (_a = ctx.version) !== null && _a !== void 0 ? _a : envCtx.version,
+                            'y.ntnl.io/manifest_key': ctx.key,
+                            'y.ntnl.io/component': 'coinex',
+                        },
+                        name: `coinex-${ctx.key}`.replace(/\s/g, '').toLocaleLowerCase(),
+                        namespace: 'yuan',
+                    },
+                    spec: {
+                        replicas: 1,
+                        selector: {
+                            matchLabels: {
+                                'y.ntnl.io/component': 'coinex',
+                                'y.ntnl.io/manifest_key': ctx.key,
+                            },
+                        },
+                        template: {
+                            metadata: {
+                                labels: {
+                                    'y.ntnl.io/version': (_b = ctx.version) !== null && _b !== void 0 ? _b : envCtx.version,
+                                    'y.ntnl.io/manifest_key': ctx.key,
+                                    'y.ntnl.io/component': 'coinex',
+                                },
+                            },
+                            spec: {
+                                containers: [
+                                    {
+                                        env: makeK8sEnvs(ctx.env),
+                                        image: `ghcr.io/no-trade-no-life/vendor-coinex:${(_c = ctx.version) !== null && _c !== void 0 ? _c : envCtx.version}`,
+                                        imagePullPolicy: 'IfNotPresent',
+                                        name: 'coinex',
+                                        resources: {
+                                            limits: {
+                                                cpu: (_e = (_d = ctx.cpu) === null || _d === void 0 ? void 0 : _d.max) !== null && _e !== void 0 ? _e : '500m',
+                                                memory: (_g = (_f = ctx.memory) === null || _f === void 0 ? void 0 : _f.max) !== null && _g !== void 0 ? _g : '256Mi',
+                                            },
+                                            requests: {
+                                                cpu: (_j = (_h = ctx.cpu) === null || _h === void 0 ? void 0 : _h.min) !== null && _j !== void 0 ? _j : '100m',
+                                                memory: (_l = (_k = ctx.memory) === null || _k === void 0 ? void 0 : _k.min) !== null && _l !== void 0 ? _l : '128Mi',
+                                            },
+                                        },
+                                    },
+                                ],
+                                hostname: 'coinex',
+                            },
+                        },
+                    },
+                },
+            };
+        },
+    });
+};
+//# sourceMappingURL=extension.js.map

package/dist/extension.js.map

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'500m',\n                        memory: ctx.memory?.max ?? '256Mi',\n                      },\n                      requests: {\n                        cpu: ctx.cpu?.min ?? '100m',\n                        memory: ctx.memory?.min ?? '128Mi',\n                      },\n                    },\n                  },\n                ],\n                hostname: 'coinex',\n              },\n            },\n          },\n        },\n      };\n    },\n  });\n};\n"]}

package/dist/index.js

@@ -0,0 +1,41 @@
+import { defer, from, map, mergeMap, repeat, retry, shareReplay, toArray } from 'rxjs';
+import { client } from './api';
+import './interest_rate';
+const mapSymbolToFundingRate$ = defer(() => client.getFuturesFundingRate()).pipe(
+//
+map((v) => v.data), repeat({ delay: 1000 }), retry({ delay: 30000 }), mergeMap((x) => from(x).pipe(map((v) => [v.market, v]), toArray(), map((v) => new Map(v)))), shareReplay(1));
+const mapSymbolToTicker$ = defer(() => client.getFuturesTicker()).pipe(
+//
+map((v) => v.data), repeat({ delay: 1000 }), retry({ delay: 30000 }), mergeMap((x) => from(x).pipe(map((v) => [v.market, v]), toArray(), map((v) => new Map(v)))), shareReplay(1));
+// provideTicks(terminal, 'COINEX', (product_id) => {
+//   const [instType, instId] = decodePath(product_id);
+//   if (instType !== 'SWAP') return [];
+//   return combineLatest([mapSymbolToTicker$, mapSymbolToMarket$, mapSymbolToFundingRate$]).pipe(
+//     //
+//     map(([mapSymbolToTicker, mapSymbolToMarket, mapSymbolToFundingRate]): ITick => {
+//       const ticker = mapSymbolToTicker.get(instId);
+//       const market = mapSymbolToMarket.get(instId);
+//       const fundingRate = mapSymbolToFundingRate.get(instId);
+//       if (!ticker) {
+//         throw new Error(`ticker ${instId} not found`);
+//       }
+//       if (!market) {
+//         throw new Error(`market ${instId} not found`);
+//       }
+//       if (!fundingRate) {
+//         throw new Error(`fundingRate ${instId} not found`);
+//       }
+//       return {
+//         product_id,
+//         datasource_id: 'COINEX',
+//         updated_at: Date.now(),
+//         price: +ticker.last,
+//         interest_rate_for_long: -+fundingRate.latest_funding_rate,
+//         interest_rate_for_short: +fundingRate.latest_funding_rate,
+//         settlement_scheduled_at: +fundingRate.next_funding_time,
+//         open_interest: +market.open_interest_volume,
+//       };
+//     }),
+//   );
+// });
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

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package/dist/interest_rate.js

@@ -0,0 +1,60 @@
+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 { decodePath, formatTime } from '@yuants/utils';
+import { firstValueFrom, timer } from 'rxjs';
+import { client } from './api';
+import { terminal } from './terminal';
+createSeriesProvider(terminal, {
+    tableName: 'interest_rate',
+    series_id_prefix_parts: ['coinex'],
+    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);
+            const [instType, instId] = decodePath(product_id);
+            let current_page = 0;
+            while (true) {
+                const res = yield __await(client.getFuturesFundingRateHistory({
+                    market: instId,
+                    start_time: started_at,
+                    end_time: ended_at,
+                    page: current_page,
+                    limit: 100,
+                }));
+                if (res.code !== 0) {
+                    throw `API failed: ${res.code} ${res.message}`;
+                }
+                if (res.data.length === 0)
+                    break;
+                yield yield __await(res.data.map((v) => ({
+                    series_id,
+                    datasource_id,
+                    product_id,
+                    created_at: formatTime(+v.funding_time),
+                    long_rate: `${-v.actual_funding_rate}`,
+                    short_rate: `${v.actual_funding_rate}`,
+                    settlement_price: '',
+                })));
+                if (!res.pagination.has_next)
+                    break;
+                if (+res.data[res.data.length - 1].funding_time <= started_at)
+                    break;
+                current_page++;
+                yield __await(firstValueFrom(timer(1000)));
+            }
+        });
+    },
+});
+//# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -0,0 +1 @@
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package/dist/product.js

@@ -0,0 +1,57 @@
+import { createSQLWriter } from '@yuants/sql';
+import { encodePath, formatTime } from '@yuants/utils';
+import { defer, from, map, mergeMap, repeat, retry, shareReplay, Subject, tap, toArray } from 'rxjs';
+import { client } from './api';
+import { terminal } from './terminal';
+const product$ = new Subject();
+export const mapSymbolToMarket$ = defer(async () => {
+    const res = await client.getFuturesMarket();
+    if (res.code !== 0) {
+        throw new Error(res.message);
+    }
+    return res.data;
+}).pipe(repeat({ delay: 1000 }), retry({ delay: 30000 }), mergeMap((x) => from(x).pipe(map((v) => [v.market, v]), toArray(), map((v) => new Map(v)))), shareReplay(1));
+const futuresProducts$ = defer(async () => {
+    const res = await client.getFuturesMarket();
+    if (res.code !== 0) {
+        throw new Error(res.message);
+    }
+    const futures = res.data.map((item) => ({
+        datasource_id: 'COINEX',
+        product_id: encodePath('SWAP', item.market),
+        quote_currency: item.quote_ccy,
+        base_currency: item.base_ccy,
+        price_step: Number(item.quote_ccy_precision),
+        // FIXME: volume_step, value_scale
+        volume_step: 1,
+        value_scale: 1,
+        name: '',
+        value_scale_unit: '',
+        margin_rate: 0,
+        value_based_cost: 0,
+        volume_based_cost: 0,
+        max_position: 0,
+        max_volume: 0,
+        allow_long: true,
+        allow_short: true,
+    }));
+    return futures;
+}).pipe(tap((list) => {
+    list.forEach((v) => product$.next(v));
+}), tap({
+    error: (e) => {
+        console.error(formatTime(Date.now()), 'FuturesProducts', e);
+    },
+}), retry({ delay: 5000 }), repeat({ delay: 86400000 }), shareReplay(1));
+createSQLWriter(terminal, {
+    tableName: 'product',
+    data$: product$,
+    writeInterval: 1000,
+    keyFn: (x) => encodePath(x.datasource_id, x.product_id),
+    conflictKeys: ['datasource_id', 'product_id'],
+});
+futuresProducts$.subscribe();
+const mapProductIdToFuturesProduct$ = futuresProducts$.pipe(
+//
+map((products) => new Map(products.map((v) => [v.product_id, v]))), shareReplay(1));
+//# sourceMappingURL=product.js.map

package/dist/product.js.map

@@ -0,0 +1 @@
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{ IProduct } from '@yuants/data-product';\nimport { createSQLWriter } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, map, mergeMap, repeat, retry, shareReplay, Subject, tap, toArray } from 'rxjs';\nimport { client } from './api';\nimport { terminal } from './terminal';\n\nconst product$ = new Subject<IProduct>();\n\nexport const mapSymbolToMarket$ = defer(async () => {\n  const res = await client.getFuturesMarket();\n  if (res.code !== 0) {\n    throw new Error(res.message);\n  }\n  return res.data;\n}).pipe(\n  repeat({ delay: 1_000 }),\n  retry({ delay: 30_000 }),\n  mergeMap((x) =>\n    from(x).pipe(\n      map((v) => [v.market, v] as const),\n      toArray(),\n      map((v) => new Map(v)),\n    ),\n  ),\n  shareReplay(1),\n);\n\nconst futuresProducts$ = defer(async () => {\n  const res = await client.getFuturesMarket();\n  if (res.code !== 0) {\n    throw new Error(res.message);\n  }\n\n  const futures = res.data.map(\n    (item): IProduct => ({\n      datasource_id: 'COINEX',\n      product_id: encodePath('SWAP', item.market),\n      quote_currency: item.quote_ccy,\n      base_currency: item.base_ccy,\n      price_step: Number(item.quote_ccy_precision),\n      // FIXME: volume_step, value_scale\n      volume_step: 1,\n      value_scale: 1,\n      name: '',\n      value_scale_unit: '',\n      margin_rate: 0,\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    }),\n  );\n  return futures;\n}).pipe(\n  tap((list) => {\n    list.forEach((v) => product$.next(v));\n  }),\n  tap({\n    error: (e) => {\n      console.error(formatTime(Date.now()), 'FuturesProducts', e);\n    },\n  }),\n  retry({ delay: 5000 }),\n  repeat({ delay: 86400_000 }),\n  shareReplay(1),\n);\n\ncreateSQLWriter<IProduct>(terminal, {\n  tableName: 'product',\n  data$: product$,\n  writeInterval: 1000,\n  keyFn: (x) => encodePath(x.datasource_id, x.product_id),\n  conflictKeys: ['datasource_id', 'product_id'],\n});\n\nfuturesProducts$.subscribe();\n\nconst mapProductIdToFuturesProduct$ = futuresProducts$.pipe(\n  //\n  map((products) => new Map(products.map((v) => [v.product_id, v]))),\n  shareReplay(1),\n);\n"]}

package/dist/terminal.js

@@ -0,0 +1,7 @@
+import { Terminal } from '@yuants/protocol';
+import { UUID } from '@yuants/utils';
+export const terminal = new Terminal(process.env.HOST_URL, {
+    name: 'COINEX',
+    terminal_id: process.env.TERMINAL_ID || `COINEX/${UUID()}`,
+});
+//# sourceMappingURL=terminal.js.map

package/dist/terminal.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"terminal.js","sourceRoot":"","sources":["../src/terminal.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,IAAI,EAAE,MAAM,eAAe,CAAC;AAErC,MAAM,CAAC,MAAM,QAAQ,GAAG,IAAI,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,QAAS,EAAE;IAC1D,IAAI,EAAE,QAAQ;IACd,WAAW,EAAE,OAAO,CAAC,GAAG,CAAC,WAAW,IAAI,UAAU,IAAI,EAAE,EAAE;CAC3D,CAAC,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { UUID } from '@yuants/utils';\n\nexport const terminal = new Terminal(process.env.HOST_URL!, {\n  name: 'COINEX',\n  terminal_id: process.env.TERMINAL_ID || `COINEX/${UUID()}`,\n});\n"]}

package/dist/vendor-coinex.d.ts

@@ -0,0 +1 @@
+export { }

package/lib/api.d.ts

@@ -0,0 +1,142 @@
+import { Subject } from 'rxjs';
+/**
+ * API: https://www.bitget.com/zh-CN/api-doc/common/intro
+ */
+export declare class CoinExClient {
+    config: {
+        auth: {
+            access_key: string;
+            secret_key: string;
+        };
+    };
+    noAuth: boolean;
+    constructor(config: {
+        auth: {
+            access_key: string;
+            secret_key: string;
+        };
+    });
+    request(method: string, path: string, params?: any): Promise<any>;
+    mapPathToRequestChannel: Record<string, {
+        requestQueue: Array<{
+            trace_id: string;
+            method: string;
+            path: string;
+            params?: any;
+        }>;
+        responseChannel: Subject<{
+            trace_id: string;
+            response?: any;
+            error?: Error;
+        }>;
+    }>;
+    setupChannel(path: string, period: number, limit: number): void;
+    /**
+     * @param method - GET, POST, PUT, DELETE
+     * @param path - api path
+     * @param flowControl - period in ms, limit in count
+     * @param params - request params/body
+     * @returns
+     */
+    requestWithFlowControl(method: string, path: string, flowControl?: {
+        period: number;
+        limit: number;
+    }, params?: any): Promise<any>;
+    /**
+     * 获取市场资金费率
+     *
+     * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market-funding-rate
+     */
+    getFuturesFundingRate: (params?: {
+        market?: string;
+    }) => Promise<{
+        code: number;
+        message: string;
+        data: {
+            market: string;
+            mark_price: string;
+            latest_funding_rate: string;
+            next_funding_rate: string;
+            max_funding_time: string;
+            min_funding_time: string;
+            latest_funding_time: number;
+            next_funding_time: number;
+        }[];
+    }>;
+    /**
+     * 获取市场资金费率历史记录
+     *
+     * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market-funding-rate-history
+     */
+    getFuturesFundingRateHistory: (params: {
+        market: string;
+        start_time?: number;
+        end_time?: number;
+        page?: number;
+        limit?: number;
+    }) => Promise<{
+        code: number;
+        message: string;
+        pagination: {
+            has_next: boolean;
+        };
+        data: {
+            market: string;
+            funding_time: number;
+            theoretical_funding_rate: string;
+            actual_funding_rate: string;
+        }[];
+    }>;
+    /**
+     * 获取市场状态
+     *
+     * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market
+     */
+    getFuturesMarket: (params?: {
+        market?: string;
+    }) => Promise<{
+        code: number;
+        message: string;
+        data: {
+            market: string;
+            contract_type: string;
+            maker_fee_rate: string;
+            taker_fee_rate: string;
+            min_amount: string;
+            base_ccy: string;
+            quote_ccy: string;
+            base_ccy_precision: number;
+            quote_ccy_precision: number;
+            leverage: number[];
+            open_interest_volume: string;
+        }[];
+    }>;
+    /**
+     * 获取市场行情
+     *
+     * https://docs.coinex.com/api/v2/zh/futures/market/http/list-market-ticker
+     */
+    getFuturesTicker: (params?: {
+        market?: string;
+    }) => Promise<{
+        code: number;
+        message: string;
+        data: {
+            market: string;
+            last: string;
+            open: string;
+            close: string;
+            high: string;
+            low: string;
+            volume: string;
+            value: string;
+            volume_sell: string;
+            volume_buy: string;
+            index_price: string;
+            mark_price: string;
+            period: number;
+        }[];
+    }>;
+}
+export declare const client: CoinExClient;
+//# sourceMappingURL=api.d.ts.map

package/lib/api.d.ts.map

@@ -0,0 +1 @@
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