@yuants/vendor-coinex 0.2.53 → 0.2.55
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/api.js.map +1 -1
- package/dist/interest_rate.js +5 -4
- package/dist/interest_rate.js.map +1 -1
- package/dist/product.js.map +1 -1
- package/lib/api.d.ts.map +1 -1
- package/lib/api.js.map +1 -1
- package/lib/interest_rate.js +5 -4
- package/lib/interest_rate.js.map +1 -1
- package/lib/product.js.map +1 -1
- package/lib/tsdoc-metadata.json +1 -1
- package/package.json +40 -40
- package/temp/build/typescript/ts_yMqt30qk.json +1 -0
- package/temp/package-deps.json +14 -14
- package/temp/test/jest/haste-map-f9e6d7f2f61a9a2ed86514b795962ab0-9feea4b494adda9e83642d00f3645f9e-ffc2214134e666f8bd9c8d79367fbdf0 +0 -0
- package/temp/vendor-coinex.api.json +18 -2
package/dist/api.js.map
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{ HmacSHA256, UUID, encodeBase64, formatTime } from '@yuants/utils';\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 = 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"]}
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{ HmacSHA256, UUID, encodeBase64, formatTime } from '@yuants/utils';\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 = 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/dist/interest_rate.js
CHANGED
|
@@ -2,8 +2,9 @@ var __await = (this && this.__await) || function (v) { return this instanceof __
|
|
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2
2
|
var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
|
|
3
3
|
if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
|
|
4
4
|
var g = generator.apply(thisArg, _arguments || []), i, q = [];
|
|
5
|
-
return i =
|
|
6
|
-
function
|
|
5
|
+
return i = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
|
|
6
|
+
function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
|
|
7
|
+
function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
|
|
7
8
|
function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
|
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function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
|
|
9
10
|
function fulfill(value) { resume("next", value); }
|
|
@@ -21,8 +22,8 @@ createSeriesProvider(terminal, {
|
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21
22
|
series_id_prefix_parts: ['coinex'],
|
|
22
23
|
reversed: true,
|
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|
serviceOptions: { concurrent: 1 },
|
|
24
|
-
queryFn: function (
|
|
25
|
-
return __asyncGenerator(this, arguments, function* () {
|
|
25
|
+
queryFn: function (_a) {
|
|
26
|
+
return __asyncGenerator(this, arguments, function* ({ series_id, started_at, ended_at }) {
|
|
26
27
|
const [, instType, instId] = decodePath(series_id);
|
|
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28
|
let current_page = 0;
|
|
28
29
|
while (true) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":"
|
|
1
|
+
{"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,MAAM,EAAE,MAAM,OAAO,CAAC;AAE/B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,oBAAoB,CAAgB,QAAQ,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;4DAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;YAC3D,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YACnD,IAAI,YAAY,GAAG,CAAC,CAAC;YAErB,OAAO,IAAI,EAAE,CAAC;gBACZ,MAAM,GAAG,GAAG,cAAM,MAAM,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,CAAC;oBACnB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,OAAO,EAAE,CAAC;gBACjD,CAAC;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,EAAE,QAAQ;oBACvB,UAAU,EAAE,SAAS;oBACrB,UAAU,EAAE,UAAU,CAAC,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,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;YACpC,CAAC;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 { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\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 [, instType, instId] = decodePath(series_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} ${res.message}`;\n }\n if (res.data.length === 0) break;\n\n yield res.data.map(\n (v): IInterestRate => ({\n series_id,\n datasource_id: 'COINEX',\n product_id: series_id,\n created_at: formatTime(+v.funding_time),\n long_rate: `${-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/dist/product.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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package/lib/api.d.ts.map
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package/lib/api.js.map
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{ HmacSHA256, UUID, encodeBase64, formatTime } from '@yuants/utils';\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 = 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"]}
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+
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{ HmacSHA256, UUID, encodeBase64, formatTime } from '@yuants/utils';\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 = 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/lib/interest_rate.js
CHANGED
|
@@ -3,8 +3,9 @@ var __await = (this && this.__await) || function (v) { return this instanceof __
|
|
|
3
3
|
var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
|
|
4
4
|
if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
|
|
5
5
|
var g = generator.apply(thisArg, _arguments || []), i, q = [];
|
|
6
|
-
return i =
|
|
7
|
-
function
|
|
6
|
+
return i = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
|
|
7
|
+
function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
|
|
8
|
+
function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
|
|
8
9
|
function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
|
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9
10
|
function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
|
|
10
11
|
function fulfill(value) { resume("next", value); }
|
|
@@ -23,8 +24,8 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
|
23
24
|
series_id_prefix_parts: ['coinex'],
|
|
24
25
|
reversed: true,
|
|
25
26
|
serviceOptions: { concurrent: 1 },
|
|
26
|
-
queryFn: function (
|
|
27
|
-
return __asyncGenerator(this, arguments, function* () {
|
|
27
|
+
queryFn: function (_a) {
|
|
28
|
+
return __asyncGenerator(this, arguments, function* ({ series_id, started_at, ended_at }) {
|
|
28
29
|
const [, instType, instId] = (0, utils_1.decodePath)(series_id);
|
|
29
30
|
let current_page = 0;
|
|
30
31
|
while (true) {
|
package/lib/interest_rate.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":"
|
|
1
|
+
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|
package/lib/product.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;;AACA,+CAA4C;AAC5C,qCAA8C;AAC9C,yCAAuD;AACvD,+BAAqG;AACrG,+BAA+B;AAE/B,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,QAAQ,GAAG,IAAI,cAAO,EAAY,CAAC;AAE5B,QAAA,kBAAkB,GAAG,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACjD,MAAM,GAAG,GAAG,MAAM,YAAM,CAAC,gBAAgB,EAAE,CAAC;IAC5C,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC,EAAE;
|
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1
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package/lib/tsdoc-metadata.json
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package/package.json
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"name": "@yuants/vendor-coinex",
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"version": "0.2.55",
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"main": "lib/index.js",
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"dependencies": {
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"rxjs": "~7.5.6",
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"@yuants/protocol": "0.54.1",
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"@yuants/transfer": "0.2.48",
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"@yuants/utils": "0.19.4",
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"@yuants/sql": "0.9.39",
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"@yuants/data-series": "0.3.61",
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"@yuants/data-interest-rate": "0.2.8",
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"@yuants/data-product": "0.5.9"
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},
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"devDependencies": {
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"@microsoft/api-extractor": "~7.55.2",
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"@rushstack/heft": "~1.1.7",
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"@rushstack/heft-jest-plugin": "~1.1.7",
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"@types/heft-jest": "1.0.6",
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"@types/node": "24",
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"typescript": "~5.9.3",
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"@yuants/tool-kit": "0.2.2",
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"@yuants/extension": "0.2.40"
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"scripts": {
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"dev": "ts-node src/index.ts",
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"build": "heft test --clean && api-extractor run --local --config ./config/api-extractor.json && yuan-toolkit post-build"
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package/temp/package-deps.json
CHANGED
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@@ -1,25 +1,25 @@
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|
|
1
1
|
{
|
|
2
|
-
"apps/vendor-coinex/CHANGELOG.json": "
|
|
3
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-
"apps/vendor-coinex/CHANGELOG.md": "
|
|
4
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