@yuants/vendor-gate 0.4.24 → 0.4.26
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.
|
@@ -1,8 +1,9 @@
|
|
|
1
|
+
import { setMetricsQuoteState } from '@yuants/data-quote';
|
|
1
2
|
import { Terminal } from '@yuants/protocol';
|
|
2
3
|
import { writeToSQL } from '@yuants/sql';
|
|
3
4
|
import { decodePath, encodePath } from '@yuants/utils';
|
|
4
|
-
import {
|
|
5
|
-
import {
|
|
5
|
+
import { catchError, defer, EMPTY, filter, groupBy, map, merge, mergeMap, repeat, retry, scan, share, shareReplay, } from 'rxjs';
|
|
6
|
+
import { getFuturesContracts, getFuturesTickers, getSpotTickers } from '../../api/public-api';
|
|
6
7
|
const terminal = Terminal.fromNodeEnv();
|
|
7
8
|
// 获取所有USDT永续合约
|
|
8
9
|
const usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(repeat({ delay: 3600000 }), retry({ delay: 60000 }), shareReplay(1));
|
|
@@ -59,7 +60,7 @@ if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
|
|
|
59
60
|
return quote$.pipe(filter((x) => x.product_id === product_id));
|
|
60
61
|
});
|
|
61
62
|
quote$
|
|
62
|
-
.pipe(writeToSQL({
|
|
63
|
+
.pipe(setMetricsQuoteState(terminal.terminal_id), writeToSQL({
|
|
63
64
|
terminal,
|
|
64
65
|
writeInterval: 1000,
|
|
65
66
|
tableName: 'quote',
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAU,oBAAoB,EAAE,MAAM,oBAAoB,CAAC;AAClE,OAAO,EAA4B,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AACtE,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EACL,UAAU,EACV,KAAK,EACL,KAAK,EACL,MAAM,EACN,OAAO,EACP,GAAG,EACH,KAAK,EACL,QAAQ,EACR,MAAM,EACN,KAAK,EACL,IAAI,EACJ,KAAK,EACL,WAAW,GACZ,MAAM,MAAM,CAAC;AACd,OAAO,EAAE,mBAAmB,EAAE,iBAAiB,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAC;AAE9F,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,eAAe;AACf,MAAM,oBAAoB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAC5E,MAAM,CAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,qBAAqB;AACrB,MAAM,iBAAiB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,iBAAiB,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CACvE,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,GAAG,CACD,CAAC,MAAM,EAAmB,EAAE,CAAC,CAAC;IAC5B,aAAa,EAAE,MAAM;IACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC;IACzD,UAAU,EAAE,MAAM,CAAC,IAAI;IACvB,SAAS,EAAE,MAAM,CAAC,UAAU;IAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;IAC7B,+DAA+D;IAC/D,oDAAoD;IACpD,UAAU,EAAE,GAAG;IACf,UAAU,EAAE,GAAG;IACf,kCAAkC;IAClC,aAAa,EAAE,MAAM,CAAC,UAAU;IAChC,2CAA2C;IAC3C,kBAAkB,EAAE,MAAM,CAAC,YAAY,CAAC,CAAC,CAAC,GAAG,CAAC,UAAU,CAAC,MAAM,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS;IAC3F,mBAAmB,EAAE,MAAM,CAAC,YAAY;CACzC,CAAC,CACH,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,uBAAuB;AACvB,MAAM,qBAAqB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,cAAc,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAChE,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,GAAG,CACD,CAAC,MAAM,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC5B,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,aAAa,CAAC;QAC5D,UAAU,EAAE,MAAM,CAAC,IAAI;QACvB,SAAS,EAAE,MAAM,CAAC,UAAU;QAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;QAC7B,UAAU,EAAE,MAAA,MAAM,CAAC,WAAW,mCAAI,GAAG;QACrC,UAAU,EAAE,MAAA,MAAM,CAAC,YAAY,mCAAI,GAAG;QACtC,kBAAkB;QAClB,aAAa,EAAE,GAAG;KACnB,CAAC,CAAA;CAAA,CACH,EACD,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,MAAM,aAAa,GAAG,CAAC,iBAAiB,EAAE,qBAAqB,CAAC,CAAC;AAEjE,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CACxB,KAAK,CACH,GAAG,aAAa,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,CAC1B,KAAK,CAAC,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI;AAClB,gBAAgB;AAChB,UAAU,CAAC,GAAG,EAAE,CAAC,KAAK,CAAC,CACxB,CACF,CACF,CACF,CAAC,IAAI,CACJ,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,UAAU,CAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC,CAAC,EACzD,QAAQ,CAAC,CAAC,MAAM,EAAE,EAAE;IAClB,OAAO,MAAM,CAAC,IAAI;IAChB,EAAE;IACF,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAqB,CAAC,CACnE,CAAC;AACJ,CAAC,CAAC,EACF,KAAK,EAAE,CACR,CAAC;AAEF,QAAQ;AACR,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,QAAQ,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAC7E,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QAC3D,IAAI,CAAC,aAAa,EAAE;YAClB,MAAM,2BAA2B,CAAC;SACnC;QACD,IAAI,CAAC,UAAU,EAAE;YACf,MAAM,wBAAwB,CAAC;SAChC;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;IACjE,CAAC,CAAC,CAAC;IACH,MAAM;SACH,IAAI,CACH,oBAAoB,CAAC,QAAQ,CAAC,WAAW,CAAC,EAC1C,UAAU,CAAC;QACT,QAAQ;QACR,aAAa,EAAE,IAAI;QACnB,SAAS,EAAE,OAAO;QAClB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB","sourcesContent":["import { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n catchError,\n defer,\n EMPTY,\n filter,\n groupBy,\n map,\n merge,\n mergeMap,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n} from 'rxjs';\nimport { getFuturesContracts, getFuturesTickers, getSpotTickers } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 获取所有USDT永续合约\nconst usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 60_000 }),\n shareReplay(1),\n);\n\n// 从tickers获取价格和交易量数据\nconst quoteFromTickers$ = defer(() => getFuturesTickers('usdt', {})).pipe(\n mergeMap((tickers) => tickers),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', ticker.contract),\n last_price: ticker.last,\n ask_price: ticker.lowest_ask,\n bid_price: ticker.highest_bid,\n // GATE API doesn't provide bid/ask volumes in tickers endpoint\n // We'll need to use order book for that if required\n ask_volume: '0',\n bid_volume: '0',\n // total_size is the open interest\n open_interest: ticker.total_size,\n // funding_rate is the current funding rate\n interest_rate_long: ticker.funding_rate ? `${-parseFloat(ticker.funding_rate)}` : undefined,\n interest_rate_short: ticker.funding_rate,\n }),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 1000 }),\n);\n\n// 从现货tickers获取价格和交易量数据\nconst quoteFromSpotTickers$ = defer(() => getSpotTickers({})).pipe(\n mergeMap((tickers) => tickers),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'SPOT', ticker.currency_pair),\n last_price: ticker.last,\n ask_price: ticker.lowest_ask,\n bid_price: ticker.highest_bid,\n ask_volume: ticker.lowest_size ?? '0',\n bid_volume: ticker.highest_size ?? '0',\n // 现货没有持仓量的概念，设置为0\n open_interest: '0',\n }),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 1000 }),\n);\n\nconst quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$];\n\nconst quote$ = defer(() =>\n merge(\n ...quoteSources$.map((x$) =>\n defer(() => x$).pipe(\n // 防止单个流关闭导致整体关闭\n catchError(() => EMPTY),\n ),\n ),\n ),\n).pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(\n //\n scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n );\n }),\n share(),\n);\n\n// 写入数据库\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n terminal.channel.publishChannel('quote', { pattern: `^GATE/` }, (channel_id) => {\n const [datasource_id, product_id] = decodePath(channel_id);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n return quote$.pipe(filter((x) => x.product_id === product_id));\n });\n quote$\n .pipe(\n setMetricsQuoteState(terminal.terminal_id),\n writeToSQL({\n terminal,\n writeInterval: 1000,\n tableName: 'quote',\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n"]}
|
|
@@ -1,5 +1,6 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
const data_quote_1 = require("@yuants/data-quote");
|
|
3
4
|
const protocol_1 = require("@yuants/protocol");
|
|
4
5
|
const sql_1 = require("@yuants/sql");
|
|
5
6
|
const utils_1 = require("@yuants/utils");
|
|
@@ -61,7 +62,7 @@ if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
|
|
|
61
62
|
return quote$.pipe((0, rxjs_1.filter)((x) => x.product_id === product_id));
|
|
62
63
|
});
|
|
63
64
|
quote$
|
|
64
|
-
.pipe((0, sql_1.writeToSQL)({
|
|
65
|
+
.pipe((0, data_quote_1.setMetricsQuoteState)(terminal.terminal_id), (0, sql_1.writeToSQL)({
|
|
65
66
|
terminal,
|
|
66
67
|
writeInterval: 1000,
|
|
67
68
|
tableName: 'quote',
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;
|
|
1
|
+
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;AAAA,mDAAkE;AAClE,+CAAsE;AACtE,qCAAyC;AACzC,yCAAuD;AACvD,+BAcc;AACd,qDAA8F;AAE9F,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,eAAe;AACf,MAAM,oBAAoB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,gCAAmB,EAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAC5E,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,IAAA,kBAAW,EAAC,CAAC,CAAC,CACf,CAAC;AAEF,qBAAqB;AACrB,MAAM,iBAAiB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,8BAAiB,EAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CACvE,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE,CAAC,CAAC;IAC5B,aAAa,EAAE,MAAM;IACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC;IACzD,UAAU,EAAE,MAAM,CAAC,IAAI;IACvB,SAAS,EAAE,MAAM,CAAC,UAAU;IAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;IAC7B,+DAA+D;IAC/D,oDAAoD;IACpD,UAAU,EAAE,GAAG;IACf,UAAU,EAAE,GAAG;IACf,kCAAkC;IAClC,aAAa,EAAE,MAAM,CAAC,UAAU;IAChC,2CAA2C;IAC3C,kBAAkB,EAAE,MAAM,CAAC,YAAY,CAAC,CAAC,CAAC,GAAG,CAAC,UAAU,CAAC,MAAM,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,SAAS;IAC3F,mBAAmB,EAAE,MAAM,CAAC,YAAY;CACzC,CAAC,CACH,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,uBAAuB;AACvB,MAAM,qBAAqB,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,2BAAc,EAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAChE,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,IAAA,UAAG,EACD,CAAC,MAAM,EAAmB,EAAE;;IAAC,OAAA,CAAC;QAC5B,aAAa,EAAE,MAAM;QACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,aAAa,CAAC;QAC5D,UAAU,EAAE,MAAM,CAAC,IAAI;QACvB,SAAS,EAAE,MAAM,CAAC,UAAU;QAC5B,SAAS,EAAE,MAAM,CAAC,WAAW;QAC7B,UAAU,EAAE,MAAA,MAAM,CAAC,WAAW,mCAAI,GAAG;QACrC,UAAU,EAAE,MAAA,MAAM,CAAC,YAAY,mCAAI,GAAG;QACtC,kBAAkB;QAClB,aAAa,EAAE,GAAG;KACnB,CAAC,CAAA;CAAA,CACH,EACD,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CACvB,CAAC;AAEF,MAAM,aAAa,GAAG,CAAC,iBAAiB,EAAE,qBAAqB,CAAC,CAAC;AAEjE,MAAM,MAAM,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CACxB,IAAA,YAAK,EACH,GAAG,aAAa,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,EAAE,CAC1B,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI;AAClB,gBAAgB;AAChB,IAAA,iBAAU,EAAC,GAAG,EAAE,CAAC,YAAK,CAAC,CACxB,CACF,CACF,CACF,CAAC,IAAI,CACJ,IAAA,cAAO,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAA,kBAAU,EAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC,CAAC,EACzD,IAAA,eAAQ,EAAC,CAAC,MAAM,EAAE,EAAE;IAClB,OAAO,MAAM,CAAC,IAAI;IAChB,EAAE;IACF,IAAA,WAAI,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAqB,CAAC,CACnE,CAAC;AACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;AAEF,QAAQ;AACR,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,QAAQ,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QAC7E,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;QAC3D,IAAI,CAAC,aAAa,EAAE;YAClB,MAAM,2BAA2B,CAAC;SACnC;QACD,IAAI,CAAC,UAAU,EAAE;YACf,MAAM,wBAAwB,CAAC;SAChC;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;IACjE,CAAC,CAAC,CAAC;IACH,MAAM;SACH,IAAI,CACH,IAAA,iCAAoB,EAAC,QAAQ,CAAC,WAAW,CAAC,EAC1C,IAAA,gBAAU,EAAC;QACT,QAAQ;QACR,aAAa,EAAE,IAAI;QACnB,SAAS,EAAE,OAAO;QAClB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB","sourcesContent":["import { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { GlobalPrometheusRegistry, Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport {\n catchError,\n defer,\n EMPTY,\n filter,\n groupBy,\n map,\n merge,\n mergeMap,\n repeat,\n retry,\n scan,\n share,\n shareReplay,\n} from 'rxjs';\nimport { getFuturesContracts, getFuturesTickers, getSpotTickers } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 获取所有USDT永续合约\nconst usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(\n repeat({ delay: 3600_000 }),\n retry({ delay: 60_000 }),\n shareReplay(1),\n);\n\n// 从tickers获取价格和交易量数据\nconst quoteFromTickers$ = defer(() => getFuturesTickers('usdt', {})).pipe(\n mergeMap((tickers) => tickers),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', ticker.contract),\n last_price: ticker.last,\n ask_price: ticker.lowest_ask,\n bid_price: ticker.highest_bid,\n // GATE API doesn't provide bid/ask volumes in tickers endpoint\n // We'll need to use order book for that if required\n ask_volume: '0',\n bid_volume: '0',\n // total_size is the open interest\n open_interest: ticker.total_size,\n // funding_rate is the current funding rate\n interest_rate_long: ticker.funding_rate ? `${-parseFloat(ticker.funding_rate)}` : undefined,\n interest_rate_short: ticker.funding_rate,\n }),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 1000 }),\n);\n\n// 从现货tickers获取价格和交易量数据\nconst quoteFromSpotTickers$ = defer(() => getSpotTickers({})).pipe(\n mergeMap((tickers) => tickers),\n map(\n (ticker): Partial<IQuote> => ({\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'SPOT', ticker.currency_pair),\n last_price: ticker.last,\n ask_price: ticker.lowest_ask,\n bid_price: ticker.highest_bid,\n ask_volume: ticker.lowest_size ?? '0',\n bid_volume: ticker.highest_size ?? '0',\n // 现货没有持仓量的概念，设置为0\n open_interest: '0',\n }),\n ),\n repeat({ delay: 5000 }),\n retry({ delay: 1000 }),\n);\n\nconst quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$];\n\nconst quote$ = defer(() =>\n merge(\n ...quoteSources$.map((x$) =>\n defer(() => x$).pipe(\n // 防止单个流关闭导致整体关闭\n catchError(() => EMPTY),\n ),\n ),\n ),\n).pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(\n //\n scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>),\n );\n }),\n share(),\n);\n\n// 写入数据库\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n terminal.channel.publishChannel('quote', { pattern: `^GATE/` }, (channel_id) => {\n const [datasource_id, product_id] = decodePath(channel_id);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n return quote$.pipe(filter((x) => x.product_id === product_id));\n });\n quote$\n .pipe(\n setMetricsQuoteState(terminal.terminal_id),\n writeToSQL({\n terminal,\n writeInterval: 1000,\n tableName: 'quote',\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n"]}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/vendor-gate",
|
|
3
|
-
"version": "0.4.
|
|
3
|
+
"version": "0.4.26",
|
|
4
4
|
"main": "lib/index.js",
|
|
5
5
|
"files": [
|
|
6
6
|
"lib",
|
|
@@ -11,15 +11,15 @@
|
|
|
11
11
|
"@yuants/cache": "0.3.3",
|
|
12
12
|
"@yuants/protocol": "0.53.2",
|
|
13
13
|
"@yuants/transfer": "0.2.39",
|
|
14
|
-
"@yuants/data-account": "0.10.
|
|
15
|
-
"@yuants/data-order": "0.
|
|
14
|
+
"@yuants/data-account": "0.10.1",
|
|
15
|
+
"@yuants/data-order": "0.7.0",
|
|
16
16
|
"@yuants/sql": "0.9.30",
|
|
17
17
|
"@yuants/data-product": "0.5.0",
|
|
18
18
|
"@yuants/utils": "0.14.0",
|
|
19
19
|
"@yuants/data-series": "0.3.52",
|
|
20
20
|
"@yuants/data-interest-rate": "0.1.48",
|
|
21
|
-
"@yuants/exchange": "0.5.
|
|
22
|
-
"@yuants/data-quote": "0.
|
|
21
|
+
"@yuants/exchange": "0.5.2",
|
|
22
|
+
"@yuants/data-quote": "0.3.0",
|
|
23
23
|
"rxjs": "~7.5.6"
|
|
24
24
|
},
|
|
25
25
|
"devDependencies": {
|
package/temp/package-deps.json
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
{
|
|
2
2
|
"apps/vendor-gate/AGENTS.md": "59be8d734f8a91ae5f7377e7c688f1fccb8641b7",
|
|
3
|
-
"apps/vendor-gate/CHANGELOG.json": "
|
|
4
|
-
"apps/vendor-gate/CHANGELOG.md": "
|
|
3
|
+
"apps/vendor-gate/CHANGELOG.json": "bd5e179432880fa36502c96ee9232ca7892d4625",
|
|
4
|
+
"apps/vendor-gate/CHANGELOG.md": "f43b9acf02091c9ea28e139524c7d02445b191dd",
|
|
5
5
|
"apps/vendor-gate/README.md": "ea5ee3a61cd87d9104d729902dfaccac9b9913e0",
|
|
6
6
|
"apps/vendor-gate/SESSION_NOTES.md": "eefeaa9e02b039bde7180b6a479fc3fa0e72321c",
|
|
7
7
|
"apps/vendor-gate/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
|
|
@@ -9,7 +9,7 @@
|
|
|
9
9
|
"apps/vendor-gate/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
10
10
|
"apps/vendor-gate/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
11
11
|
"apps/vendor-gate/etc/vendor-gate.api.md": "970682cd589432de553cc5cee2a0abe73814a515",
|
|
12
|
-
"apps/vendor-gate/package.json": "
|
|
12
|
+
"apps/vendor-gate/package.json": "ffa932eab882631b0688e4fbf5c3cfcd702051c2",
|
|
13
13
|
"apps/vendor-gate/src/api/http-client.ts": "97e0e70454c6072f388f90442ec4afabe6feb93b",
|
|
14
14
|
"apps/vendor-gate/src/api/private-api.ts": "d8e7c486135bce076f691dd247d0e2eb40543fa5",
|
|
15
15
|
"apps/vendor-gate/src/api/public-api.ts": "ee1a246a8833a7d9bb06e829b09a3bd80e0d86bf",
|
|
@@ -21,7 +21,7 @@
|
|
|
21
21
|
"apps/vendor-gate/src/services/exchange.ts": "3a8fbaecaf7ea0c5a03f3a61f21fb8d2d4588394",
|
|
22
22
|
"apps/vendor-gate/src/services/markets/interest-rate.ts": "e669eb1d664448f309bb062907b273157d1c111e",
|
|
23
23
|
"apps/vendor-gate/src/services/markets/product.ts": "217bf64b307adca4c251333462b75f73d0d85e83",
|
|
24
|
-
"apps/vendor-gate/src/services/markets/quote.ts": "
|
|
24
|
+
"apps/vendor-gate/src/services/markets/quote.ts": "f9e220cabe62c15550a3d2ffc02f64b81c9e9ae5",
|
|
25
25
|
"apps/vendor-gate/src/services/orders/cancelOrder.ts": "7dfdd30eaac89742f1050bf0fb47d8053ccecb28",
|
|
26
26
|
"apps/vendor-gate/src/services/orders/listOrders.ts": "cc59845c6ab9acb6b0513866aff56031a68328c2",
|
|
27
27
|
"apps/vendor-gate/src/services/orders/submitOrder.ts": "321398ad18bb4012d2a40e4f704bc827ccfaff93",
|
|
@@ -31,15 +31,15 @@
|
|
|
31
31
|
"libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
|
|
32
32
|
"libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
|
|
33
33
|
"libraries/transfer/temp/package-deps.json": "36c58299bd6c841c5ba7252d71881a881570d08c",
|
|
34
|
-
"libraries/data-account/temp/package-deps.json": "
|
|
35
|
-
"libraries/data-order/temp/package-deps.json": "
|
|
34
|
+
"libraries/data-account/temp/package-deps.json": "e6ba0067a1b68f17266564f15987936ab2672eb9",
|
|
35
|
+
"libraries/data-order/temp/package-deps.json": "ccdc9819f254f37a3591bb37876a86c703df33a6",
|
|
36
36
|
"libraries/sql/temp/package-deps.json": "4a9a7ec55f04b20459e664e81e76fa74b6c77b39",
|
|
37
37
|
"libraries/data-product/temp/package-deps.json": "a03f08f30800d5fb52c5d019bda4f8e7ec04e344",
|
|
38
38
|
"libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
|
|
39
39
|
"libraries/data-series/temp/package-deps.json": "e12b4c97d2b8c8b21d1a033cdd3683e01f81401a",
|
|
40
40
|
"libraries/data-interest-rate/temp/package-deps.json": "cef1e1cb0116ad593c24635684e0cbf03488d67c",
|
|
41
|
-
"libraries/exchange/temp/package-deps.json": "
|
|
42
|
-
"libraries/data-quote/temp/package-deps.json": "
|
|
41
|
+
"libraries/exchange/temp/package-deps.json": "35e755087dec12d39822dda2dccf2f9d895eefad",
|
|
42
|
+
"libraries/data-quote/temp/package-deps.json": "d5fd89abda84b46f6c14925eda0c381c36b94dfe",
|
|
43
43
|
"libraries/extension/temp/package-deps.json": "9569c553c2f9a7d50b70d8f101fc2d3825aaccb9",
|
|
44
44
|
"tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
|
|
45
45
|
}
|