@yuants/vendor-coinex 0.2.40 → 0.2.41

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Files changed (13) hide show
  1. package/dist/api.js +2 -4
  2. package/dist/api.js.map +1 -1
  3. package/lib/api.d.ts.map +1 -1
  4. package/lib/api.js +1 -6
  5. package/lib/api.js.map +1 -1
  6. package/package.json +10 -11
  7. package/temp/package-deps.json +13 -14
  8. package/dist/cli.js +0 -3
  9. package/dist/cli.js.map +0 -1
  10. package/lib/cli.d.ts +0 -3
  11. package/lib/cli.d.ts.map +0 -1
  12. package/lib/cli.js +0 -5
  13. package/lib/cli.js.map +0 -1
package/dist/api.js CHANGED
@@ -1,6 +1,4 @@
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- import { UUID, formatTime } from '@yuants/utils';
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- // @ts-ignore
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- import CryptoJS from 'crypto-js';
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+ import { HmacSHA256, UUID, encodeBase64, formatTime } from '@yuants/utils';
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  import { Subject, filter, firstValueFrom, mergeMap, of, shareReplay, throwError, timeout, timer } from 'rxjs';
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  /**
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  * API: https://www.bitget.com/zh-CN/api-doc/common/intro
@@ -56,7 +54,7 @@ export class CoinExClient {
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  const secret_key = this.config.auth.secret_key;
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  const body = method === 'GET' ? '' : JSON.stringify(params);
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  const signData = method + url.pathname + url.search + body + timestamp;
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- const str = CryptoJS.enc.Base64.stringify(CryptoJS.HmacSHA256(signData, secret_key));
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+ const str = encodeBase64(await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(secret_key)));
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  const headers = {
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  'Content-Type': 'application/json',
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  'X-COINEX-KEY': this.config.auth.access_key,
package/dist/api.js.map CHANGED
@@ -1 +1 @@
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"]}
1
+ 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package/lib/api.js CHANGED
@@ -1,12 +1,7 @@
1
1
  "use strict";
2
- var __importDefault = (this && this.__importDefault) || function (mod) {
3
- return (mod && mod.__esModule) ? mod : { "default": mod };
4
- };
5
2
  Object.defineProperty(exports, "__esModule", { value: true });
6
3
  exports.client = exports.CoinExClient = void 0;
7
4
  const utils_1 = require("@yuants/utils");
8
- // @ts-ignore
9
- const crypto_js_1 = __importDefault(require("crypto-js"));
10
5
  const rxjs_1 = require("rxjs");
11
6
  /**
12
7
  * API: https://www.bitget.com/zh-CN/api-doc/common/intro
@@ -62,7 +57,7 @@ class CoinExClient {
62
57
  const secret_key = this.config.auth.secret_key;
63
58
  const body = method === 'GET' ? '' : JSON.stringify(params);
64
59
  const signData = method + url.pathname + url.search + body + timestamp;
65
- const str = crypto_js_1.default.enc.Base64.stringify(crypto_js_1.default.HmacSHA256(signData, secret_key));
60
+ const str = (0, utils_1.encodeBase64)(await (0, utils_1.HmacSHA256)(new TextEncoder().encode(signData), new TextEncoder().encode(secret_key)));
66
61
  const headers = {
67
62
  'Content-Type': 'application/json',
68
63
  'X-COINEX-KEY': this.config.auth.access_key,
package/lib/api.js.map CHANGED
@@ -1 +1 @@
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"]}
1
+ 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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 = encodeBase64(\n await HmacSHA256(new TextEncoder().encode(signData), new TextEncoder().encode(secret_key)),\n );\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/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-coinex",
3
- "version": "0.2.40",
3
+ "version": "0.2.41",
4
4
  "main": "lib/index.js",
5
5
  "module": "dist/index.js",
6
6
  "files": [
@@ -9,15 +9,14 @@
9
9
  "temp"
10
10
  ],
11
11
  "dependencies": {
12
- "@yuants/protocol": "0.53.0",
13
- "@yuants/transfer": "0.2.37",
14
- "@yuants/utils": "0.13.0",
15
- "@yuants/sql": "0.9.28",
16
- "@yuants/data-series": "0.3.49",
17
- "@yuants/data-product": "0.4.19",
18
- "@yuants/data-interest-rate": "0.1.46",
19
- "rxjs": "~7.5.6",
20
- "crypto-js": "^4.2.0"
12
+ "@yuants/protocol": "0.53.1",
13
+ "@yuants/transfer": "0.2.38",
14
+ "@yuants/utils": "0.14.0",
15
+ "@yuants/sql": "0.9.29",
16
+ "@yuants/data-series": "0.3.50",
17
+ "@yuants/data-product": "0.4.20",
18
+ "@yuants/data-interest-rate": "0.1.47",
19
+ "rxjs": "~7.5.6"
21
20
  },
22
21
  "devDependencies": {
23
22
  "@microsoft/api-extractor": "~7.30.0",
@@ -26,7 +25,7 @@
26
25
  "@rushstack/heft-node-rig": "~1.10.7",
27
26
  "@types/heft-jest": "1.0.3",
28
27
  "@types/node": "22",
29
- "@yuants/extension": "0.2.30",
28
+ "@yuants/extension": "0.2.31",
30
29
  "@yuants/tool-kit": "0.2.1",
31
30
  "typescript": "~4.7.4",
32
31
  "ts-node": "~10.9.2"
package/temp/package-deps.json CHANGED
@@ -1,26 +1,25 @@
1
1
  {
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