@yuants/vendor-coinex 0.1.36 → 0.2.0

package/lib/api.js

@@ -0,0 +1,126 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.client = exports.CoinExClient = void 0;
+const utils_1 = require("@yuants/utils");
+// @ts-ignore
+const crypto_js_1 = __importDefault(require("crypto-js"));
+const rxjs_1 = require("rxjs");
+/**
+ * API: https://www.bitget.com/zh-CN/api-doc/common/intro
+ */
+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((0, utils_1.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 = crypto_js_1.default.enc.Base64.stringify(crypto_js_1.default.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((0, utils_1.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 rxjs_1.Subject(),
+        };
+        const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];
+        (0, rxjs_1.timer)(0, period)
+            .pipe((0, rxjs_1.filter)(() => requestQueue.length > 0), (0, rxjs_1.mergeMap)(() => requestQueue.splice(0, limit)), (0, rxjs_1.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 = (0, utils_1.UUID)();
+        const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];
+        const res$ = responseChannel.pipe(
+        //
+        (0, rxjs_1.filter)((response) => response.trace_id === uuid), (0, rxjs_1.mergeMap)((response) => (response.error ? (0, rxjs_1.throwError)(() => response.error) : (0, rxjs_1.of)(response))), (0, rxjs_1.timeout)(30000), (0, rxjs_1.shareReplay)(1));
+        requestQueue.push({ trace_id: uuid, method, path, params });
+        return (await (0, rxjs_1.firstValueFrom)(res$)).response;
+    }
+}
+exports.CoinExClient = CoinExClient;
+exports.client = new CoinExClient({
+    auth: {
+        access_key: process.env.ACCESS_KEY,
+        secret_key: process.env.SECRET_KEY,
+    },
+});
+//# sourceMappingURL=api.js.map

package/lib/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/lib/cli.d.ts

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

package/lib/cli.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"cli.d.ts","sourceRoot":"","sources":["../src/cli.ts"],"names":[],"mappings":";AACA,OAAO,SAAS,CAAC"}

package/lib/cli.js

@@ -0,0 +1,5 @@
+#!/usr/bin/env node
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+require("./index");
+//# sourceMappingURL=cli.js.map

package/lib/cli.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"cli.js","sourceRoot":"","sources":["../src/cli.ts"],"names":[],"mappings":";;;AACA,mBAAiB","sourcesContent":["#!/usr/bin/env node\nimport './index';\n"]}

package/lib/extension.d.ts

@@ -0,0 +1,4 @@
+import { IExtensionContext } from '@yuants/extension';
+declare const _default: (context: IExtensionContext) => void;
+export default _default;
+//# sourceMappingURL=extension.d.ts.map

package/lib/extension.d.ts.map

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

@@ -0,0 +1,92 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const extension_1 = require("@yuants/extension");
+exports.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: (0, extension_1.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-${ctx.key}`.replace(/\s/g, '').toLocaleLowerCase(),
+                        namespace: 'yuan',
+                    },
+                    spec: {
+                        replicas: 1,
+                        selector: {
+                            matchLabels: {
+                                'y.ntnl.io/component': 'coinex',
+                                'y.ntnl.io/manifest_key': ctx.key,
+                            },
+                        },
+                        template: {
+                            metadata: {
+                                labels: {
+                                    'y.ntnl.io/version': (_b = ctx.version) !== null && _b !== void 0 ? _b : envCtx.version,
+                                    'y.ntnl.io/manifest_key': ctx.key,
+                                    'y.ntnl.io/component': 'coinex',
+                                },
+                            },
+                            spec: {
+                                containers: [
+                                    {
+                                        env: (0, extension_1.makeK8sEnvs)(ctx.env),
+                                        image: `ghcr.io/no-trade-no-life/vendor-coinex:${(_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

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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/lib/index.d.ts

@@ -0,0 +1,2 @@
+import './interest_rate';
+//# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

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

package/lib/index.js

@@ -0,0 +1,43 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const api_1 = require("./api");
+require("./interest_rate");
+const mapSymbolToFundingRate$ = (0, rxjs_1.defer)(() => api_1.client.getFuturesFundingRate()).pipe(
+//
+(0, rxjs_1.map)((v) => v.data), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x).pipe((0, rxjs_1.map)((v) => [v.market, v]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((v) => new Map(v)))), (0, rxjs_1.shareReplay)(1));
+const mapSymbolToTicker$ = (0, rxjs_1.defer)(() => api_1.client.getFuturesTicker()).pipe(
+//
+(0, rxjs_1.map)((v) => v.data), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x).pipe((0, rxjs_1.map)((v) => [v.market, v]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((v) => new Map(v)))), (0, rxjs_1.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/lib/index.js.map

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package/lib/interest_rate.d.ts

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

package/lib/interest_rate.d.ts.map

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

package/lib/interest_rate.js

@@ -0,0 +1,62 @@
+"use strict";
+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]); }
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const data_series_1 = require("@yuants/data-series");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const api_1 = require("./api");
+const terminal_1 = require("./terminal");
+(0, data_series_1.createSeriesProvider)(terminal_1.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] = (0, utils_1.decodePath)(series_id);
+            const [instType, instId] = (0, utils_1.decodePath)(product_id);
+            let current_page = 0;
+            while (true) {
+                const res = yield __await(api_1.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} ${res.message}`;
+                }
+                if (res.data.length === 0)
+                    break;
+                yield yield __await(res.data.map((v) => ({
+                    series_id,
+                    datasource_id,
+                    product_id,
+                    created_at: (0, utils_1.formatTime)(+v.funding_time),
+                    long_rate: `${-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((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
+            }
+        });
+    },
+});
+//# sourceMappingURL=interest_rate.js.map

package/lib/interest_rate.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,yCAAuD;AACvD,+BAA6C;AAC7C,+BAA+B;AAC/B,yCAAsC;AAEtC,IAAA,kCAAoB,EAAgB,mBAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,QAAQ,CAAC;IAClC,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,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YAC1D,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;YAClD,IAAI,YAAY,GAAG,CAAC,CAAC;YAErB,OAAO,IAAI,EAAE;gBACX,MAAM,GAAG,GAAG,cAAM,YAAM,CAAC,4BAA4B,CAAC;oBACpD,MAAM,EAAE,MAAM;oBACd,UAAU,EAAE,UAAU;oBACtB,QAAQ,EAAE,QAAQ;oBAClB,IAAI,EAAE,YAAY;oBAClB,KAAK,EAAE,GAAG;iBACX,CAAC,CAAA,CAAC;gBACH,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC,EAAE;oBAClB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,OAAO,EAAE,CAAC;iBAChD;gBACD,IAAI,GAAG,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBAEjC,oBAAM,GAAG,CAAC,IAAI,CAAC,GAAG,CAChB,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;oBACrB,SAAS;oBACT,aAAa;oBACb,UAAU;oBACV,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,YAAY,CAAC;oBACvC,SAAS,EAAE,GAAG,CAAC,CAAC,CAAC,mBAAmB,EAAE;oBACtC,UAAU,EAAE,GAAG,CAAC,CAAC,mBAAmB,EAAE;oBACtC,gBAAgB,EAAE,EAAE;iBACrB,CAAC,CACH,CAAA,CAAC;gBACF,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,QAAQ;oBAAE,MAAM;gBACpC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,YAAY,IAAI,UAAU;oBAAE,MAAM;gBACrE,YAAY,EAAE,CAAC;gBACf,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,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 { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { client } from './api';\nimport { terminal } from './terminal';\n\ncreateSeriesProvider<IInterestRate>(terminal, {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['coinex'],\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    const [instType, instId] = decodePath(product_id);\n    let current_page = 0;\n\n    while (true) {\n      const res = await client.getFuturesFundingRateHistory({\n        market: instId,\n        start_time: started_at,\n        end_time: ended_at,\n        page: current_page,\n        limit: 100,\n      });\n      if (res.code !== 0) {\n        throw `API failed: ${res.code} ${res.message}`;\n      }\n      if (res.data.length === 0) break;\n\n      yield res.data.map(\n        (v): IInterestRate => ({\n          series_id,\n          datasource_id,\n          product_id,\n          created_at: formatTime(+v.funding_time),\n          long_rate: `${-v.actual_funding_rate}`,\n          short_rate: `${v.actual_funding_rate}`,\n          settlement_price: '',\n        }),\n      );\n      if (!res.pagination.has_next) break;\n      if (+res.data[res.data.length - 1].funding_time <= started_at) break;\n      current_page++;\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n"]}

package/lib/product.d.ts

@@ -0,0 +1,14 @@
+export declare const mapSymbolToMarket$: import("rxjs").Observable<Map<string, {
+    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;
+}>>;
+//# sourceMappingURL=product.d.ts.map

package/lib/product.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"AASA,eAAO,MAAM,kBAAkB;;;;;;;;;;;;GAiB9B,CAAC"}

package/lib/product.js

@@ -0,0 +1,60 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.mapSymbolToMarket$ = void 0;
+const sql_1 = require("@yuants/sql");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const api_1 = require("./api");
+const terminal_1 = require("./terminal");
+const product$ = new rxjs_1.Subject();
+exports.mapSymbolToMarket$ = (0, rxjs_1.defer)(async () => {
+    const res = await api_1.client.getFuturesMarket();
+    if (res.code !== 0) {
+        throw new Error(res.message);
+    }
+    return res.data;
+}).pipe((0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 30000 }), (0, rxjs_1.mergeMap)((x) => (0, rxjs_1.from)(x).pipe((0, rxjs_1.map)((v) => [v.market, v]), (0, rxjs_1.toArray)(), (0, rxjs_1.map)((v) => new Map(v)))), (0, rxjs_1.shareReplay)(1));
+const futuresProducts$ = (0, rxjs_1.defer)(async () => {
+    const res = await api_1.client.getFuturesMarket();
+    if (res.code !== 0) {
+        throw new Error(res.message);
+    }
+    const futures = res.data.map((item) => ({
+        datasource_id: 'COINEX',
+        product_id: (0, utils_1.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((0, rxjs_1.tap)((list) => {
+    list.forEach((v) => product$.next(v));
+}), (0, rxjs_1.tap)({
+    error: (e) => {
+        console.error((0, utils_1.formatTime)(Date.now()), 'FuturesProducts', e);
+    },
+}), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.repeat)({ delay: 86400000 }), (0, rxjs_1.shareReplay)(1));
+(0, sql_1.createSQLWriter)(terminal_1.terminal, {
+    tableName: 'product',
+    data$: product$,
+    writeInterval: 1000,
+    keyFn: (x) => (0, utils_1.encodePath)(x.datasource_id, x.product_id),
+    conflictKeys: ['datasource_id', 'product_id'],
+});
+futuresProducts$.subscribe();
+const mapProductIdToFuturesProduct$ = futuresProducts$.pipe(
+//
+(0, rxjs_1.map)((products) => new Map(products.map((v) => [v.product_id, v]))), (0, rxjs_1.shareReplay)(1));
+//# sourceMappingURL=product.js.map

package/lib/product.js.map

@@ -0,0 +1 @@
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package/lib/terminal.d.ts

@@ -0,0 +1,3 @@
+import { Terminal } from '@yuants/protocol';
+export declare const terminal: Terminal;
+//# sourceMappingURL=terminal.d.ts.map

package/lib/terminal.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"terminal.d.ts","sourceRoot":"","sources":["../src/terminal.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAG5C,eAAO,MAAM,QAAQ,UAGnB,CAAC"}

package/lib/terminal.js

@@ -0,0 +1,10 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.terminal = void 0;
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+exports.terminal = new protocol_1.Terminal(process.env.HOST_URL, {
+    name: 'COINEX',
+    terminal_id: process.env.TERMINAL_ID || `COINEX/${(0, utils_1.UUID)()}`,
+});
+//# sourceMappingURL=terminal.js.map

package/lib/terminal.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"terminal.js","sourceRoot":"","sources":["../src/terminal.ts"],"names":[],"mappings":";;;AAAA,+CAA4C;AAC5C,yCAAqC;AAExB,QAAA,QAAQ,GAAG,IAAI,mBAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,QAAS,EAAE;IAC1D,IAAI,EAAE,QAAQ;IACd,WAAW,EAAE,OAAO,CAAC,GAAG,CAAC,WAAW,IAAI,UAAU,IAAA,YAAI,GAAE,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/lib/tsdoc-metadata.json

@@ -0,0 +1,11 @@
+// This file is read by tools that parse documentation comments conforming to the TSDoc standard.
+// It should be published with your NPM package.  It should not be tracked by Git.
+{
+  "tsdocVersion": "0.12",
+  "toolPackages": [
+    {
+      "packageName": "@microsoft/api-extractor",
+      "packageVersion": "7.30.1"
+    }
+  ]
+}

package/package.json

@@ -1,17 +1,22 @@
 {
 	"name": "@yuants/vendor-coinex",
-	"version": "0.1.36",
+	"version": "0.2.0",
+	"main": "lib/index.js",
+	"bin": "lib/cli.js",
+	"module": "dist/index.js",
 	"files": [
-		"dist/extension.bundle.js"
+		"dist",
+		"lib",
+		"temp"
 	],
 	"dependencies": {
 		"@yuants/protocol": "0.37.2",
-		"@yuants/transfer": "0.2.3",
+		"@yuants/transfer": "0.2.4",
 		"@yuants/utils": "0.5.0",
-		"@yuants/sql": "0.8.2",
-		"@yuants/data-series": "0.3.15",
-		"@yuants/data-product": "0.2.4",
-		"@yuants/data-interest-rate": "0.1.12",
+		"@yuants/sql": "0.8.3",
+		"@yuants/data-series": "0.3.16",
+		"@yuants/data-product": "0.2.5",
+		"@yuants/data-interest-rate": "0.1.13",
 		"rxjs": "~7.5.6",
 		"crypto-js": "^4.2.0"
 	},

package/temp/image-tag

@@ -0,0 +1 @@
+sha-c05cdffc4bcffa48d80b2fd971d51883be9272aa

package/temp/package-deps.json

@@ -0,0 +1,29 @@
+{
+    "apps/vendor-coinex/CHANGELOG.json": "de882985e80e73af990a472086134bb765818b27",
+    "apps/vendor-coinex/CHANGELOG.md": "51b5a0faa8d1c9555e68d16d2460fe5a8a6ffa17",
+    "apps/vendor-coinex/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
+    "apps/vendor-coinex/build/Dockerfile": "8337903e3366ea6c13f1396269c082b8cb5dd96b",
+    "apps/vendor-coinex/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
+    "apps/vendor-coinex/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
+    "apps/vendor-coinex/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
+    "apps/vendor-coinex/etc/vendor-coinex.api.md": "33941b70ac7469421ff8fb8c157181014a0ea655",
+    "apps/vendor-coinex/package.json": "df74ce267420f8b9ab3cc06ed8dbce8b25eb603d",
+    "apps/vendor-coinex/src/api.ts": "5dc2027855a6f71ff98f88ad2329abeef40593fb",
+    "apps/vendor-coinex/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
+    "apps/vendor-coinex/src/extension.ts": "0a560546d341acebb59b1703be89c19fc2111a8b",
+    "apps/vendor-coinex/src/index.ts": "1839b7a344b0f693f8e835f048a0bf6a69f5ff60",
+    "apps/vendor-coinex/src/interest_rate.ts": "e085bb282420c139fd541f7fa8fb9a676121382f",
+    "apps/vendor-coinex/src/product.ts": "415c59cf5fa9f56fae7b75978eb6b5b35e21748f",
+    "apps/vendor-coinex/src/terminal.ts": "c3e598a4dd29804c269bea2846d30387afd9f1cc",
+    "apps/vendor-coinex/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
+    "apps/vendor-coinex/.rush/temp/shrinkwrap-deps.json": "65091c107a6149901dadc3fa1a7717446ce94f99",
+    "libraries/protocol/temp/package-deps.json": "d326f24867d9ae3fef16ff84ba537eabb7c8adf0",
+    "libraries/transfer/temp/package-deps.json": "cb2786055e5e79cd7d9d0f5787e300ca1c0bf002",
+    "libraries/utils/temp/package-deps.json": "c747617da1c0a40843603c62a7477da641ff0aef",
+    "libraries/sql/temp/package-deps.json": "1cb2248873d01ed732e8473f7b242a41f987fdd7",
+    "libraries/data-series/temp/package-deps.json": "3ba9330800ae3952ed7ba430526596a24d1e8eb7",
+    "libraries/data-product/temp/package-deps.json": "634e636d948295079b02dbeffb84f6d52872fda8",
+    "libraries/data-interest-rate/temp/package-deps.json": "420702140b635d7fbbd0524108a827b12efde639",
+    "libraries/extension/temp/package-deps.json": "96816518ae9dc050cafe0b8fbce95cbb59d06ee6",
+    "tools/toolkit/temp/package-deps.json": "eb0447c467da3a90db0913ed01e42ec0de840234"
+}