@yuants/vendor-coinex 0.2.55 → 0.3.1

package/temp/package-deps.json

@@ -1,15 +1,14 @@
 {
-    "apps/vendor-coinex/CHANGELOG.json": "1636173b6d9444db038e4aba7da09429e1f712db",
-    "apps/vendor-coinex/CHANGELOG.md": "e089585c1f8d14acf09450dfff42fe777bce8676",
+    "apps/vendor-coinex/CHANGELOG.json": "3c8affe73a0fec14c1662f9ae30936adbd9df09f",
+    "apps/vendor-coinex/CHANGELOG.md": "3b3c0197ac0d2a898ad00f5e4480f0d328528ed8",
     "apps/vendor-coinex/config/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "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": "47b76417b81a49abf2403e885686e1baf59dcd2d",
+    "apps/vendor-coinex/package.json": "dfc740a9249fcfa49f90b2e106449383b148e084",
     "apps/vendor-coinex/src/api.ts": "2c912b4fcb8e849cef573c6cd7c26489a6ab0b70",
-    "apps/vendor-coinex/src/index.ts": "1839b7a344b0f693f8e835f048a0bf6a69f5ff60",
-    "apps/vendor-coinex/src/interest_rate.ts": "ca8d750396697e81e60f609986bc1a676c7aeb41",
+    "apps/vendor-coinex/src/index.ts": "690dca686be2a7dce11efbd30fa3ffc45fc5010f",
     "apps/vendor-coinex/src/product.ts": "c11fafeac162c0037299b79d4ce9594a931d7a96",
     "apps/vendor-coinex/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-coinex/.rush/temp/shrinkwrap-deps.json": "ada1394af5597d99685478d44dcef1b1dd43b6df",
@@ -19,7 +18,7 @@
     "libraries/sql/temp/package-deps.json": "88cd4d4a8648dfa8d3aeec991aa734f9ab3374dc",
     "libraries/data-series/temp/package-deps.json": "ca8fb8d7fa67d7a77b7254eb785f4aa14c1d928c",
     "libraries/data-product/temp/package-deps.json": "2b9736cd4a54002df2be4e72f9a4b9641aa71201",
-    "libraries/data-interest-rate/temp/package-deps.json": "42fb3cc90524c7bba423d19f038add1ea2d1e4bd",
+    "libraries/data-interest-rate/temp/package-deps.json": "32d5320598b42e9bbf68d25ea982f8dc29b2bc74",
     "libraries/extension/temp/package-deps.json": "454f577565ee01a0838c468fb1fc59e1f5d5f37c",
     "tools/toolkit/temp/package-deps.json": "580f13201f076fa393117989256a2fee58e354f8"
 }

package/dist/interest_rate.js

@@ -1,61 +0,0 @@
-var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
-var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
-    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
-    var g = generator.apply(thisArg, _arguments || []), i, q = [];
-    return i = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
-    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]); } }
-    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
-    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
-    function fulfill(value) { resume("next", value); }
-    function reject(value) { resume("throw", value); }
-    function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
-};
-import { createSeriesProvider } from '@yuants/data-series';
-import { Terminal } from '@yuants/protocol';
-import { decodePath, formatTime } from '@yuants/utils';
-import { firstValueFrom, timer } from 'rxjs';
-import { client } from './api';
-const terminal = Terminal.fromNodeEnv();
-createSeriesProvider(terminal, {
-    tableName: 'interest_rate',
-    series_id_prefix_parts: ['coinex'],
-    reversed: true,
-    serviceOptions: { concurrent: 1 },
-    queryFn: function (_a) {
-        return __asyncGenerator(this, arguments, function* ({ series_id, started_at, ended_at }) {
-            const [, instType, instId] = decodePath(series_id);
-            let current_page = 0;
-            while (true) {
-                const res = yield __await(client.getFuturesFundingRateHistory({
-                    market: instId,
-                    start_time: started_at,
-                    end_time: ended_at,
-                    page: current_page,
-                    limit: 100,
-                }));
-                if (res.code !== 0) {
-                    throw `API failed: ${res.code} ${res.message}`;
-                }
-                if (res.data.length === 0)
-                    break;
-                yield yield __await(res.data.map((v) => ({
-                    series_id,
-                    datasource_id: 'COINEX',
-                    product_id: series_id,
-                    created_at: formatTime(+v.funding_time),
-                    long_rate: `${-v.actual_funding_rate}`,
-                    short_rate: `${v.actual_funding_rate}`,
-                    settlement_price: '',
-                })));
-                if (!res.pagination.has_next)
-                    break;
-                if (+res.data[res.data.length - 1].funding_time <= started_at)
-                    break;
-                current_page++;
-                yield __await(firstValueFrom(timer(1000)));
-            }
-        });
-    },
-});
-//# sourceMappingURL=interest_rate.js.map

package/dist/interest_rate.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7C,OAAO,EAAE,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/lib/interest_rate.d.ts

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

package/lib/interest_rate.d.ts.map

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

package/lib/interest_rate.js

@@ -1,63 +0,0 @@
-"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 = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
-    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]); } }
-    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 protocol_1 = require("@yuants/protocol");
-const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
-const api_1 = require("./api");
-const terminal = protocol_1.Terminal.fromNodeEnv();
-(0, data_series_1.createSeriesProvider)(terminal, {
-    tableName: 'interest_rate',
-    series_id_prefix_parts: ['coinex'],
-    reversed: true,
-    serviceOptions: { concurrent: 1 },
-    queryFn: function (_a) {
-        return __asyncGenerator(this, arguments, function* ({ series_id, started_at, ended_at }) {
-            const [, instType, instId] = (0, utils_1.decodePath)(series_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} ${res.message}`;
-                }
-                if (res.data.length === 0)
-                    break;
-                yield yield __await(res.data.map((v) => ({
-                    series_id,
-                    datasource_id: 'COINEX',
-                    product_id: series_id,
-                    created_at: (0, utils_1.formatTime)(+v.funding_time),
-                    long_rate: `${-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

@@ -1 +0,0 @@
-{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,yCAAuD;AACvD,+BAA6C;AAC7C,+BAA+B;AAE/B,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAoB,EAAgB,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,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YACnD,IAAI,YAAY,GAAG,CAAC,CAAC;YAErB,OAAO,IAAI,EAAE,CAAC;gBACZ,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,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,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;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"]}