@yuants/vendor-gate 0.5.4 → 0.6.1

package/dist/api/public-api.js

@@ -1,5 +1,5 @@
-import { rateLimiter } from './rate-limiter';
 import { requestPublic } from './http-client';
+import { rateLimiter } from './rate-limiter';
 /**
  * 查询所有的合约信息
  *
@@ -16,6 +16,18 @@ export const getFuturesContracts = (settle, params) => requestPublic('GET', `/fu
  * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E5%8E%86%E5%8F%B2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87
  */
 export const getFutureFundingRate = (settle, params) => requestPublic('GET', `/futures/${settle}/funding_rate`, params);
+/**
+ * 合约市场 K 线图
+ *
+ * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE
+ */
+export const getFuturesCandlesticks = (settle, params) => requestPublic('GET', `/futures/${settle}/candlesticks`, params);
+/**
+ * 市场 K 线图
+ *
+ * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE
+ */
+export const getSpotCandlesticks = (params) => requestPublic('GET', `/spot/candlesticks`, params);
 /**
  * 查询合约市场深度信息
  *

package/dist/api/public-api.js.map

@@ -1 +1 @@
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offset?: number },\n): Promise<\n  {\n    name: string;\n    type: string;\n    quanto_multiplier: string;\n    ref_discount_rate: string;\n    order_price_deviate: string;\n    maintenance_rate: string;\n    mark_type: string;\n    last_price: string;\n    mark_price: string;\n    index_price: string;\n    funding_rate_indicative: string;\n    mark_price_round: string;\n    funding_offset: number;\n    in_delisting: boolean;\n    risk_limit_base: string;\n    interest_rate: string;\n    order_price_round: string;\n    order_size_min: number;\n    ref_rebate_rate: string;\n    funding_interval: number;\n    risk_limit_step: string;\n    leverage_min: string;\n    leverage_max: string;\n    risk_limit_max: string;\n    maker_fee_rate: string;\n    taker_fee_rate: string;\n    funding_rate: string;\n    order_size_max: number;\n    funding_next_apply: number;\n    short_users: number;\n    config_change_time: number;\n    trade_size: number;\n    position_size: number;\n    long_users: number;\n    funding_impact_value: string;\n    orders_limit: number;\n    trade_id: number;\n    orderbook_id: number;\n    enable_bonus: boolean;\n    enable_credit: boolean;\n    create_time: number;\n    funding_cap_ratio: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/contracts`, params);\n\n/**\n * 合约市场历史资金费率\n *\n * - Note: 该接口返回的数据是按照时间倒序排列的\n * - Note: limit 参数最大值为 1000\n * - Note: t 字段为秒级时间戳 (Unix Second)，r 字段为资金费率 (0-1 单位)\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E5%8E%86%E5%8F%B2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87\n */\nexport const getFutureFundingRate = (\n  settle: string,\n  params: { contract: string; limit?: number },\n): Promise<\n  {\n    t: number;\n    r: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/funding_rate`, params);\n\n/**\n * 查询合约市场深度信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E6%B7%B1%E5%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesOrderBook = async (\n  settle: string,\n  params: {\n    contract: string;\n    interval?: string;\n    limit?: number;\n    with_id?: boolean;\n  },\n): Promise<{\n  id: number;\n  current: number;\n  update: number;\n  asks: {\n    p: string;\n    s: string;\n  }[];\n  bids: {\n    p: string;\n    s: string;\n  }[];\n}> =>\n  rateLimiter.schedule(`futures-order-book:${settle}`, 200, 10_000, () =>\n    requestPublic('GET', `/futures/${settle}/order_book`, params),\n  );\n\n/**\n * 获取所有合约交易行情统计\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E6%89%80%E6%9C%89%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E8%A1%8C%E6%83%85%E7%BB%9F%E8%AE%A1\n */\nexport const getFuturesTickers = (\n  settle: string,\n  params?: { contract?: string },\n): Promise<\n  {\n    contract: string;\n    last: string;\n    change_percentage: string;\n    total_size: string;\n    low_24h: string;\n    high_24h: string;\n    volume_24h: string;\n    volume_24h_btc: string;\n    volume_24h_usd: string;\n    volume_24h_base: string;\n    volume_24h_quote: string;\n    volume_24h_settle: string;\n    mark_price: string;\n    funding_rate: string;\n    funding_rate_indicative: string;\n    index_price: string;\n    quanto_base_rate: string;\n    basis_rate: string;\n    basis_value: string;\n    lowest_ask: string;\n    highest_bid: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/tickers`, params);\n\n/**\n * 获取交易对 ticker 信息\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E4%BA%A4%E6%98%93%E5%AF%B9-ticker-%E4%BF%A1%E6%81%AF\n */\nexport const getSpotTickers = (params: {\n  currency_pair?: string;\n  timezone?: string;\n}): Promise<\n  Array<{\n    currency_pair: string;\n    last: string;\n    lowest_ask: string;\n    lowest_size: string;\n    highest_bid: string;\n    highest_size: string;\n    change_percentage: string;\n    change_utc0: string;\n    change_utc8: string;\n    base_volume: string;\n    quote_volume: string;\n    high_24h: string;\n    low_24h: string;\n    etf_net_value: string;\n    etf_pre_net_value: string;\n    etf_pre_timestamp: string;\n    etf_leverage: string;\n  }>\n> => requestPublic('GET', `/spot/tickers`, params);\n\n/**\n * 查询支持的所有现货交易对\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%94%AF%E6%8C%81%E7%9A%84%E6%89%80%E6%9C%89%E4%BA%A4%E6%98%93%E5%AF%B9\n */\nexport const getSpotCurrencyPairs = (): Promise<\n  Array<{\n    id: string;\n    base: string;\n    base_name: string;\n    quote: string;\n    quote_name: string;\n    fee: string;\n    min_base_amount: string;\n    min_quote_amount: string;\n    max_base_amount: string;\n    max_quote_amount: string;\n    amount_precision: Number;\n    precision: Number;\n    trade_status: string;\n    sell_start: Number;\n    buy_start: number;\n    delisting_time: number;\n    trade_url: string;\n    st_tag: boolean;\n  }>\n> => requestPublic('GET', `/spot/currency_pairs`);\n"]}
+{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AAC9C,OAAO,EAAE,WAAW,EAAE,MAAM,gBAAgB,CAAC;AAE7C;;;;GAIG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,CACjC,MAAc,EACd,MAA4C,EA8C5C,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,YAAY,MAAM,YAAY,EAAE,MAAM,CAAC,CAAC;AAElE;;;;;;;;GAQG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,CAClC,MAAc,EACd,MAAyF,EAMzF,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,YAAY,MAAM,eAAe,EAAE,MAAM,CAAC,CAAC;AAErE;;;;GAIG;AACH,MAAM,CAAC,MAAM,sBAAsB,GAAG,CACpC,MAAc,EACd,MAMC,EAgBD,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,YAAY,MAAM,eAAe,EAAE,MAAM,CAAC,CAAC;AAErE;;;;GAIG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,CAAC,MAMnC,EAQC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,oBAAoB,EAAE,MAAM,CAAC,CAAC;AAExD;;;;GAIG;AACH,MAAM,CAAC,MAAM,mBAAmB,GAAG,KAAK,EACtC,MAAc,EACd,MAKC,EAaA,EAAE,CACH,WAAW,CAAC,QAAQ,CAAC,sBAAsB,MAAM,EAAE,EAAE,GAAG,EAAE,KAAM,EAAE,GAAG,EAAE,CACrE,aAAa,CAAC,KAAK,EAAE,YAAY,MAAM,aAAa,EAAE,MAAM,CAAC,CAC9D,CAAC;AAEJ;;;;GAIG;AACH,MAAM,CAAC,MAAM,iBAAiB,GAAG,CAC/B,MAAc,EACd,MAA8B,EAyB9B,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,YAAY,MAAM,UAAU,EAAE,MAAM,CAAC,CAAC;AAEhE;;;;GAIG;AACH,MAAM,CAAC,MAAM,cAAc,GAAG,CAAC,MAG9B,EAoBC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,eAAe,EAAE,MAAM,CAAC,CAAC;AAEnD;;;GAGG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,GAqBlC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,sBAAsB,CAAC,CAAC","sourcesContent":["import { requestPublic } from './http-client';\nimport { rateLimiter } from './rate-limiter';\n\n/**\n * 查询所有的合约信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%89%80%E6%9C%89%E7%9A%84%E5%90%88%E7%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesContracts = (\n  settle: string,\n  params?: { limit?: number; offset?: number },\n): Promise<\n  {\n    name: string;\n    type: string;\n    quanto_multiplier: string;\n    ref_discount_rate: string;\n    order_price_deviate: string;\n    maintenance_rate: string;\n    mark_type: string;\n    last_price: string;\n    mark_price: string;\n    index_price: string;\n    funding_rate_indicative: string;\n    mark_price_round: string;\n    funding_offset: number;\n    in_delisting: boolean;\n    risk_limit_base: string;\n    interest_rate: string;\n    order_price_round: string;\n    order_size_min: number;\n    ref_rebate_rate: string;\n    funding_interval: number;\n    risk_limit_step: string;\n    leverage_min: string;\n    leverage_max: string;\n    risk_limit_max: string;\n    maker_fee_rate: string;\n    taker_fee_rate: string;\n    funding_rate: string;\n    order_size_max: number;\n    funding_next_apply: number;\n    short_users: number;\n    config_change_time: number;\n    trade_size: number;\n    position_size: number;\n    long_users: number;\n    funding_impact_value: string;\n    orders_limit: number;\n    trade_id: number;\n    orderbook_id: number;\n    enable_bonus: boolean;\n    enable_credit: boolean;\n    create_time: number;\n    funding_cap_ratio: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/contracts`, params);\n\n/**\n * 合约市场历史资金费率\n *\n * - Note: 该接口返回的数据是按照时间倒序排列的\n * - Note: limit 参数最大值为 1000\n * - Note: t 字段为秒级时间戳 (Unix Second)，r 字段为资金费率 (0-1 单位)\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E5%8E%86%E5%8F%B2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87\n */\nexport const getFutureFundingRate = (\n  settle: string,\n  params: { contract: string; limit?: number; from?: number; to?: number; offset?: number },\n): Promise<\n  {\n    t: number;\n    r: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/funding_rate`, params);\n\n/**\n * 合约市场 K 线图\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE\n */\nexport const getFuturesCandlesticks = (\n  settle: string,\n  params: {\n    contract: string;\n    interval: string;\n    from?: number;\n    to?: number;\n    limit?: number;\n  },\n): Promise<\n  Array<{\n    /** Unix second */\n    t: number;\n    /** Open */\n    o: string;\n    /** High */\n    h: string;\n    /** Low */\n    l: string;\n    /** Close */\n    c: string;\n    /** Volume */\n    v: string;\n  }>\n> => requestPublic('GET', `/futures/${settle}/candlesticks`, params);\n\n/**\n * 市场 K 线图\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE\n */\nexport const getSpotCandlesticks = (params: {\n  currency_pair: string;\n  interval: string;\n  from?: number;\n  to?: number;\n  limit?: number;\n}): Promise<\n  Array<\n    /**\n     * [t, v, c, h, l, o]\n     * - t: Unix second\n     */\n    [string, string, string, string, string, string]\n  >\n> => requestPublic('GET', `/spot/candlesticks`, params);\n\n/**\n * 查询合约市场深度信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E6%B7%B1%E5%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesOrderBook = async (\n  settle: string,\n  params: {\n    contract: string;\n    interval?: string;\n    limit?: number;\n    with_id?: boolean;\n  },\n): Promise<{\n  id: number;\n  current: number;\n  update: number;\n  asks: {\n    p: string;\n    s: string;\n  }[];\n  bids: {\n    p: string;\n    s: string;\n  }[];\n}> =>\n  rateLimiter.schedule(`futures-order-book:${settle}`, 200, 10_000, () =>\n    requestPublic('GET', `/futures/${settle}/order_book`, params),\n  );\n\n/**\n * 获取所有合约交易行情统计\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E6%89%80%E6%9C%89%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E8%A1%8C%E6%83%85%E7%BB%9F%E8%AE%A1\n */\nexport const getFuturesTickers = (\n  settle: string,\n  params?: { contract?: string },\n): Promise<\n  {\n    contract: string;\n    last: string;\n    change_percentage: string;\n    total_size: string;\n    low_24h: string;\n    high_24h: string;\n    volume_24h: string;\n    volume_24h_btc: string;\n    volume_24h_usd: string;\n    volume_24h_base: string;\n    volume_24h_quote: string;\n    volume_24h_settle: string;\n    mark_price: string;\n    funding_rate: string;\n    funding_rate_indicative: string;\n    index_price: string;\n    quanto_base_rate: string;\n    basis_rate: string;\n    basis_value: string;\n    lowest_ask: string;\n    highest_bid: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/tickers`, params);\n\n/**\n * 获取交易对 ticker 信息\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E4%BA%A4%E6%98%93%E5%AF%B9-ticker-%E4%BF%A1%E6%81%AF\n */\nexport const getSpotTickers = (params: {\n  currency_pair?: string;\n  timezone?: string;\n}): Promise<\n  Array<{\n    currency_pair: string;\n    last: string;\n    lowest_ask: string;\n    lowest_size: string;\n    highest_bid: string;\n    highest_size: string;\n    change_percentage: string;\n    change_utc0: string;\n    change_utc8: string;\n    base_volume: string;\n    quote_volume: string;\n    high_24h: string;\n    low_24h: string;\n    etf_net_value: string;\n    etf_pre_net_value: string;\n    etf_pre_timestamp: string;\n    etf_leverage: string;\n  }>\n> => requestPublic('GET', `/spot/tickers`, params);\n\n/**\n * 查询支持的所有现货交易对\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%94%AF%E6%8C%81%E7%9A%84%E6%89%80%E6%9C%89%E4%BA%A4%E6%98%93%E5%AF%B9\n */\nexport const getSpotCurrencyPairs = (): Promise<\n  Array<{\n    id: string;\n    base: string;\n    base_name: string;\n    quote: string;\n    quote_name: string;\n    fee: string;\n    min_base_amount: string;\n    min_quote_amount: string;\n    max_base_amount: string;\n    max_quote_amount: string;\n    amount_precision: Number;\n    precision: Number;\n    trade_status: string;\n    sell_start: Number;\n    buy_start: number;\n    delisting_time: number;\n    trade_url: string;\n    st_tag: boolean;\n  }>\n> => requestPublic('GET', `/spot/currency_pairs`);\n"]}

package/dist/index.js

@@ -4,4 +4,6 @@ import './services/markets/product';
 import './services/markets/quote';
 import './services/quotes';
 import './services/transfer';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,mBAAmB,CAAC;AAC3B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/transfer';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/dist/services/interest-rate-service.js

@@ -0,0 +1,43 @@
+import { provideInterestRateService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { decodePath, formatTime } from '@yuants/utils';
+import { getFutureFundingRate } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+const WINDOW_SEC = 365 * 86400;
+const fetchFundingRateBackward = async (req) => {
+    const [, instType, contract] = decodePath(req.product_id);
+    if (instType !== 'FUTURE' || !contract)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const from = Math.max(0, to - WINDOW_SEC);
+    const rows = await getFutureFundingRate('usdt', { contract, from, to, limit: 1000 });
+    return (rows !== null && rows !== void 0 ? rows : [])
+        .map((entry) => {
+        const ms = entry.t * 1000;
+        const rate = Number(entry.r);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'GATE',
+            created_at: formatTime(ms),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+provideInterestRateService(terminal, {
+    product_id_prefix: 'GATE/FUTURE/',
+    direction: 'backward',
+}, fetchFundingRateBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=interest-rate-service.js.map

package/dist/services/interest-rate-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,0BAA0B,EAAE,MAAM,kBAAkB,CAAC;AAC9D,OAAO,EAAmB,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC7D,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,sBAAsB,GAAoB;IAC9C,UAAU,EAAE,CAAC;IACb,oBAAoB,EAAE,EAAE;IACxB,sBAAsB,EAAE,CAAC;IACzB,6BAA6B,EAAE,IAAI;IACnC,qBAAqB,EAAE,CAAC;IACxB,4BAA4B,EAAE,IAAI;CACnC,CAAC;AAEF,MAAM,UAAU,GAAG,GAAG,GAAG,KAAK,CAAC;AAE/B,MAAM,wBAAwB,GAAG,KAAK,EAAE,GAIvC,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAC1D,IAAI,QAAQ,KAAK,QAAQ,IAAI,CAAC,QAAQ;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAErG,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAC3B,MAAM,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,CAAC;IACxC,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,EAAE,GAAG,UAAU,CAAC,CAAC;IAE1C,MAAM,IAAI,GAAG,MAAM,oBAAoB,CAAC,MAAM,EAAE,EAAE,QAAQ,EAAE,IAAI,EAAE,EAAE,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CAAC;IAErF,OAAO,CAAC,IAAI,aAAJ,IAAI,cAAJ,IAAI,GAAI,EAAE,CAAC;SAChB,GAAG,CAAC,CAAC,KAAK,EAAiB,EAAE;QAC5B,MAAM,EAAE,GAAG,KAAK,CAAC,CAAC,GAAG,IAAI,CAAC;QAC1B,MAAM,IAAI,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QAC7B,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,MAAM;YACrB,UAAU,EAAE,UAAU,CAAC,EAAE,CAAC;YAC1B,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;YACrB,UAAU,EAAE,GAAG,IAAI,EAAE;YACrB,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,0BAA0B,CACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,cAAc;IACjC,SAAS,EAAE,UAAU;CACtB,EACD,wBAAwB,EACxB,sBAAsB,CACvB,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getFutureFundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\n\nconst WINDOW_SEC = 365 * 86400;\n\nconst fetchFundingRateBackward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, contract] = decodePath(req.product_id);\n  if (instType !== 'FUTURE' || !contract) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const endedAtMs = req.time;\n  const to = Math.floor(endedAtMs / 1000);\n  const from = Math.max(0, to - WINDOW_SEC);\n\n  const rows = await getFutureFundingRate('usdt', { contract, from, to, limit: 1000 });\n\n  return (rows ?? [])\n    .map((entry): IInterestRate => {\n      const ms = entry.t * 1000;\n      const rate = Number(entry.r);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'GATE',\n        created_at: formatTime(ms),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'GATE/FUTURE/',\n    direction: 'backward',\n  },\n  fetchFundingRateBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/dist/services/ohlc-service.js

@@ -0,0 +1,122 @@
+import { provideOHLCService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
+import { getFuturesCandlesticks, getSpotCandlesticks } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+const DURATION_TO_GATE_INTERVAL = {
+    PT1M: '1m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT4H: '4h',
+    PT8H: '8h',
+    P1D: '1d',
+    P1W: '1w',
+};
+const normalizeCandle = (raw) => {
+    if (Array.isArray(raw)) {
+        const t = Number(raw[0]);
+        const tMs = t < 1e12 ? t * 1000 : t;
+        const volume = raw[1];
+        const close = raw[2];
+        const high = raw[3];
+        const low = raw[4];
+        const open = raw[5];
+        return { tMs, o: open, h: high, l: low, c: close, v: volume };
+    }
+    const t = Number(raw.t);
+    const tMs = t < 1e12 ? t * 1000 : t;
+    return { tMs, o: raw.o, h: raw.h, l: raw.l, c: raw.c, v: raw.v };
+};
+const fetchFuturesOHLCBackward = async (req) => {
+    const [, instType, contract] = decodePath(req.product_id);
+    if (instType !== 'FUTURE' || !contract)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const interval = DURATION_TO_GATE_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = convertDurationToOffset(req.duration);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const rows = await getFuturesCandlesticks('usdt', {
+        contract,
+        interval,
+        to,
+        limit: 1000,
+    });
+    return (rows !== null && rows !== void 0 ? rows : [])
+        .map((raw) => {
+        const k = normalizeCandle(raw);
+        return {
+            series_id: req.series_id,
+            datasource_id: 'GATE',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: formatTime(k.tMs),
+            closed_at: formatTime(k.tMs + offset),
+            open: k.o,
+            high: k.h,
+            low: k.l,
+            close: k.c,
+            volume: k.v,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+const fetchSpotOHLCBackward = async (req) => {
+    const [, instType, currency_pair] = decodePath(req.product_id);
+    if (instType !== 'SPOT' || !currency_pair)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const interval = DURATION_TO_GATE_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = convertDurationToOffset(req.duration);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const rows = await getSpotCandlesticks({
+        currency_pair,
+        interval,
+        to,
+        limit: 1000,
+    });
+    return (rows !== null && rows !== void 0 ? rows : [])
+        .map((raw) => {
+        const k = normalizeCandle(raw);
+        return {
+            series_id: req.series_id,
+            datasource_id: 'GATE',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: formatTime(k.tMs),
+            closed_at: formatTime(k.tMs + offset),
+            open: k.o,
+            high: k.h,
+            low: k.l,
+            close: k.c,
+            volume: k.v,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+provideOHLCService(terminal, {
+    product_id_prefix: 'GATE/FUTURE/',
+    duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),
+    direction: 'backward',
+}, fetchFuturesOHLCBackward, INGEST_SERVICE_OPTIONS);
+provideOHLCService(terminal, {
+    product_id_prefix: 'GATE/SPOT/',
+    duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),
+    direction: 'backward',
+}, fetchSpotOHLCBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=ohlc-service.js.map

package/dist/services/ohlc-service.js.map

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{ IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getFuturesCandlesticks, getSpotCandlesticks } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\n\nconst DURATION_TO_GATE_INTERVAL: Record<string, string> = {\n  PT1M: '1m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n  PT1H: '1h',\n  PT4H: '4h',\n  PT8H: '8h',\n  P1D: '1d',\n  P1W: '1w',\n};\n\nconst normalizeCandle = (\n  raw:\n    | { t: number; o: string; h: string; l: string; c: string; v: string }\n    | [string, string, string, string, string, string],\n): { tMs: number; o: string; h: string; l: string; c: string; v: string } => {\n  if (Array.isArray(raw)) {\n    const t = Number(raw[0]);\n    const tMs = t < 1e12 ? t * 1000 : t;\n    const volume = raw[1];\n    const close = raw[2];\n    const high = raw[3];\n    const low = raw[4];\n    const open = raw[5];\n    return { tMs, o: open, h: high, l: low, c: close, v: volume };\n  }\n  const t = Number(raw.t);\n  const tMs = t < 1e12 ? t * 1000 : t;\n  return { tMs, o: raw.o, h: raw.h, l: raw.l, c: raw.c, v: raw.v };\n};\n\nconst fetchFuturesOHLCBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, contract] = decodePath(req.product_id);\n  if (instType !== 'FUTURE' || !contract) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_GATE_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n  const to = Math.floor(endedAtMs / 1000);\n\n  const rows = await getFuturesCandlesticks('usdt', {\n    contract,\n    interval,\n    to,\n    limit: 1000,\n  });\n\n  return (rows ?? [])\n    .map((raw): IOHLC => {\n      const k = normalizeCandle(raw);\n      return {\n        series_id: req.series_id,\n        datasource_id: 'GATE',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(k.tMs),\n        closed_at: formatTime(k.tMs + offset),\n        open: k.o,\n        high: k.h,\n        low: k.l,\n        close: k.c,\n        volume: k.v,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchSpotOHLCBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, currency_pair] = decodePath(req.product_id);\n  if (instType !== 'SPOT' || !currency_pair) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_GATE_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n  const to = Math.floor(endedAtMs / 1000);\n\n  const rows = await getSpotCandlesticks({\n    currency_pair,\n    interval,\n    to,\n    limit: 1000,\n  });\n\n  return (rows ?? [])\n    .map((raw): IOHLC => {\n      const k = normalizeCandle(raw);\n      return {\n        series_id: req.series_id,\n        datasource_id: 'GATE',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(k.tMs),\n        closed_at: formatTime(k.tMs + offset),\n        open: k.o,\n        high: k.h,\n        low: k.l,\n        close: k.c,\n        volume: k.v,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'GATE/FUTURE/',\n    duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchFuturesOHLCBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'GATE/SPOT/',\n    duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchSpotOHLCBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/lib/api/public-api.d.ts

@@ -62,10 +62,62 @@ export declare const getFuturesContracts: (settle: string, params?: {
 export declare const getFutureFundingRate: (settle: string, params: {
     contract: string;
     limit?: number;
+    from?: number;
+    to?: number;
+    offset?: number;
 }) => Promise<{
     t: number;
     r: string;
 }[]>;
+/**
+ * 合约市场 K 线图
+ *
+ * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE
+ */
+export declare const getFuturesCandlesticks: (settle: string, params: {
+    contract: string;
+    interval: string;
+    from?: number;
+    to?: number;
+    limit?: number;
+}) => Promise<Array<{
+    /** Unix second */
+    t: number;
+    /** Open */
+    o: string;
+    /** High */
+    h: string;
+    /** Low */
+    l: string;
+    /** Close */
+    c: string;
+    /** Volume */
+    v: string;
+}>>;
+/**
+ * 市场 K 线图
+ *
+ * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE
+ */
+export declare const getSpotCandlesticks: (params: {
+    currency_pair: string;
+    interval: string;
+    from?: number;
+    to?: number;
+    limit?: number;
+}) => Promise<Array<
+/**
+ * [t, v, c, h, l, o]
+ * - t: Unix second
+ */
+[
+    string,
+    string,
+    string,
+    string,
+    string,
+    string
+]>>;
 /**
  * 查询合约市场深度信息
  *

package/lib/api/public-api.d.ts.map

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+{"version":3,"file":"public-api.d.ts","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAGA;;;;GAIG;AACH,eAAO,MAAM,mBAAmB,WACtB,MAAM,WACL;IAAE,KAAK,CAAC,EAAE,MAAM,CAAC;IAAC,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC3C,QACD;IACE,MAAM,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,iBAAiB,EAAE,MAAM,CAAC;IAC1B,iBAAiB,EAAE,MAAM,CAAC;IAC1B,mBAAmB,EAAE,MAAM,CAAC;IAC5B,gBAAgB,EAAE,MAAM,CAAC;IACzB,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,uBAAuB,EAAE,MAAM,CAAC;IAChC,gBAAgB,EAAE,MAAM,CAAC;IACzB,cAAc,EAAE,MAAM,CAAC;IACvB,YAAY,EAAE,OAAO,CAAC;IACtB,eAAe,EAAE,MAAM,CAAC;IACxB,aAAa,EAAE,MAAM,CAAC;IACtB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,cAAc,EAAE,MAAM,CAAC;IACvB,eAAe,EAAE,MAAM,CAAC;IACxB,gBAAgB,EAAE,MAAM,CAAC;IACzB,eAAe,EAAE,MAAM,CAAC;IACxB,YAAY,EAAE,MAAM,CAAC;IACrB,YAAY,EAAE,MAAM,CAAC;IACrB,cAAc,EAAE,MAAM,CAAC;IACvB,cAAc,EAAE,MAAM,CAAC;IACvB,cAAc,EAAE,MAAM,CAAC;IACvB,YAAY,EAAE,MAAM,CAAC;IACrB,cAAc,EAAE,MAAM,CAAC;IACvB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,WAAW,EAAE,MAAM,CAAC;IACpB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,UAAU,EAAE,MAAM,CAAC;IACnB,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,MAAM,CAAC;IACnB,oBAAoB,EAAE,MAAM,CAAC;IAC7B,YAAY,EAAE,MAAM,CAAC;IACrB,QAAQ,EAAE,MAAM,CAAC;IACjB,YAAY,EAAE,MAAM,CAAC;IACrB,YAAY,EAAE,OAAO,CAAC;IACtB,aAAa,EAAE,OAAO,CAAC;IACvB,WAAW,EAAE,MAAM,CAAC;IACpB,iBAAiB,EAAE,MAAM,CAAC;CAC3B,EAAE,CAC4D,CAAC;AAElE;;;;;;;;GAQG;AACH,eAAO,MAAM,oBAAoB,WACvB,MAAM,UACN;IAAE,QAAQ,EAAE,MAAM,CAAC;IAAC,KAAK,CAAC,EAAE,MAAM,CAAC;IAAC,IAAI,CAAC,EAAE,MAAM,CAAC;IAAC,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KACxF,QACD;IACE,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;CACX,EAAE,CAC+D,CAAC;AAErE;;;;GAIG;AACH,eAAO,MAAM,sBAAsB,WACzB,MAAM,UACN;IACN,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,EAAE,CAAC,EAAE,MAAM,CAAC;IACZ,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB,KACA,QACD,MAAM;IACJ,kBAAkB;IAClB,CAAC,EAAE,MAAM,CAAC;IACV,WAAW;IACX,CAAC,EAAE,MAAM,CAAC;IACV,WAAW;IACX,CAAC,EAAE,MAAM,CAAC;IACV,UAAU;IACV,CAAC,EAAE,MAAM,CAAC;IACV,YAAY;IACZ,CAAC,EAAE,MAAM,CAAC;IACV,aAAa;IACb,CAAC,EAAE,MAAM,CAAC;CACX,CAAC,CACgE,CAAC;AAErE;;;;GAIG;AACH,eAAO,MAAM,mBAAmB,WAAY;IAC1C,aAAa,EAAE,MAAM,CAAC;IACtB,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,EAAE,CAAC,EAAE,MAAM,CAAC;IACZ,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB,KAAG,QACF;AACE;;;GAGG;AACH;IAAC,MAAM;IAAE,MAAM;IAAE,MAAM;IAAE,MAAM;IAAE,MAAM;IAAE,MAAM;CAAC,CACjD,CACoD,CAAC;AAExD;;;;GAIG;AACH,eAAO,MAAM,mBAAmB,WACtB,MAAM,UACN;IACN,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,OAAO,CAAC,EAAE,OAAO,CAAC;CACnB,KACA,QAAQ;IACT,EAAE,EAAE,MAAM,CAAC;IACX,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,CAAC,EAAE,MAAM,CAAC;QACV,CAAC,EAAE,MAAM,CAAC;KACX,EAAE,CAAC;IACJ,IAAI,EAAE;QACJ,CAAC,EAAE,MAAM,CAAC;QACV,CAAC,EAAE,MAAM,CAAC;KACX,EAAE,CAAC;CACL,CAGE,CAAC;AAEJ;;;;GAIG;AACH,eAAO,MAAM,iBAAiB,WACpB,MAAM,WACL;IAAE,QAAQ,CAAC,EAAE,MAAM,CAAA;CAAE,KAC7B,QACD;IACE,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,EAAE,MAAM,CAAC;IACb,iBAAiB,EAAE,MAAM,CAAC;IAC1B,UAAU,EAAE,MAAM,CAAC;IACnB,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,EAAE,MAAM,CAAC;IACnB,cAAc,EAAE,MAAM,CAAC;IACvB,cAAc,EAAE,MAAM,CAAC;IACvB,eAAe,EAAE,MAAM,CAAC;IACxB,gBAAgB,EAAE,MAAM,CAAC;IACzB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,UAAU,EAAE,MAAM,CAAC;IACnB,YAAY,EAAE,MAAM,CAAC;IACrB,uBAAuB,EAAE,MAAM,CAAC;IAChC,WAAW,EAAE,MAAM,CAAC;IACpB,gBAAgB,EAAE,MAAM,CAAC;IACzB,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;CACrB,EAAE,CAC0D,CAAC;AAEhE;;;;GAIG;AACH,eAAO,MAAM,cAAc,WAAY;IACrC,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB,KAAG,QACF,MAAM;IACJ,aAAa,EAAE,MAAM,CAAC;IACtB,IAAI,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;IACpB,YAAY,EAAE,MAAM,CAAC;IACrB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;IACpB,YAAY,EAAE,MAAM,CAAC;IACrB,QAAQ,EAAE,MAAM,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;IAChB,aAAa,EAAE,MAAM,CAAC;IACtB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,iBAAiB,EAAE,MAAM,CAAC;IAC1B,YAAY,EAAE,MAAM,CAAC;CACtB,CAAC,CAC8C,CAAC;AAEnD;;;GAGG;AACH,eAAO,MAAM,oBAAoB,QAAO,QACtC,MAAM;IACJ,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE,MAAM,CAAC;IACb,SAAS,EAAE,MAAM,CAAC;IAClB,KAAK,EAAE,MAAM,CAAC;IACd,UAAU,EAAE,MAAM,CAAC;IACnB,GAAG,EAAE,MAAM,CAAC;IACZ,eAAe,EAAE,MAAM,CAAC;IACxB,gBAAgB,EAAE,MAAM,CAAC;IACzB,eAAe,EAAE,MAAM,CAAC;IACxB,gBAAgB,EAAE,MAAM,CAAC;IACzB,gBAAgB,EAAE,MAAM,CAAC;IACzB,SAAS,EAAE,MAAM,CAAC;IAClB,YAAY,EAAE,MAAM,CAAC;IACrB,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,MAAM,CAAC;IAClB,cAAc,EAAE,MAAM,CAAC;IACvB,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,OAAO,CAAC;CACjB,CAAC,CAC6C,CAAC"}

package/lib/api/public-api.js

@@ -1,8 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpotCurrencyPairs = exports.getSpotTickers = exports.getFuturesTickers = exports.getFuturesOrderBook = exports.getFutureFundingRate = exports.getFuturesContracts = void 0;
-const rate_limiter_1 = require("./rate-limiter");
+exports.getSpotCurrencyPairs = exports.getSpotTickers = exports.getFuturesTickers = exports.getFuturesOrderBook = exports.getSpotCandlesticks = exports.getFuturesCandlesticks = exports.getFutureFundingRate = exports.getFuturesContracts = void 0;
 const http_client_1 = require("./http-client");
+const rate_limiter_1 = require("./rate-limiter");
 /**
  * 查询所有的合约信息
  *
@@ -21,6 +21,20 @@ exports.getFuturesContracts = getFuturesContracts;
  */
 const getFutureFundingRate = (settle, params) => (0, http_client_1.requestPublic)('GET', `/futures/${settle}/funding_rate`, params);
 exports.getFutureFundingRate = getFutureFundingRate;
+/**
+ * 合约市场 K 线图
+ *
+ * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE
+ */
+const getFuturesCandlesticks = (settle, params) => (0, http_client_1.requestPublic)('GET', `/futures/${settle}/candlesticks`, params);
+exports.getFuturesCandlesticks = getFuturesCandlesticks;
+/**
+ * 市场 K 线图
+ *
+ * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE
+ */
+const getSpotCandlesticks = (params) => (0, http_client_1.requestPublic)('GET', `/spot/candlesticks`, params);
+exports.getSpotCandlesticks = getSpotCandlesticks;
 /**
  * 查询合约市场深度信息
  *

package/lib/api/public-api.js.map

@@ -1 +1 @@
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offset?: number },\n): Promise<\n  {\n    name: string;\n    type: string;\n    quanto_multiplier: string;\n    ref_discount_rate: string;\n    order_price_deviate: string;\n    maintenance_rate: string;\n    mark_type: string;\n    last_price: string;\n    mark_price: string;\n    index_price: string;\n    funding_rate_indicative: string;\n    mark_price_round: string;\n    funding_offset: number;\n    in_delisting: boolean;\n    risk_limit_base: string;\n    interest_rate: string;\n    order_price_round: string;\n    order_size_min: number;\n    ref_rebate_rate: string;\n    funding_interval: number;\n    risk_limit_step: string;\n    leverage_min: string;\n    leverage_max: string;\n    risk_limit_max: string;\n    maker_fee_rate: string;\n    taker_fee_rate: string;\n    funding_rate: string;\n    order_size_max: number;\n    funding_next_apply: number;\n    short_users: number;\n    config_change_time: number;\n    trade_size: number;\n    position_size: number;\n    long_users: number;\n    funding_impact_value: string;\n    orders_limit: number;\n    trade_id: number;\n    orderbook_id: number;\n    enable_bonus: boolean;\n    enable_credit: boolean;\n    create_time: number;\n    funding_cap_ratio: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/contracts`, params);\n\n/**\n * 合约市场历史资金费率\n *\n * - Note: 该接口返回的数据是按照时间倒序排列的\n * - Note: limit 参数最大值为 1000\n * - Note: t 字段为秒级时间戳 (Unix Second)，r 字段为资金费率 (0-1 单位)\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E5%8E%86%E5%8F%B2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87\n */\nexport const getFutureFundingRate = (\n  settle: string,\n  params: { contract: string; limit?: number },\n): Promise<\n  {\n    t: number;\n    r: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/funding_rate`, params);\n\n/**\n * 查询合约市场深度信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E6%B7%B1%E5%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesOrderBook = async (\n  settle: string,\n  params: {\n    contract: string;\n    interval?: string;\n    limit?: number;\n    with_id?: boolean;\n  },\n): Promise<{\n  id: number;\n  current: number;\n  update: number;\n  asks: {\n    p: string;\n    s: string;\n  }[];\n  bids: {\n    p: string;\n    s: string;\n  }[];\n}> =>\n  rateLimiter.schedule(`futures-order-book:${settle}`, 200, 10_000, () =>\n    requestPublic('GET', `/futures/${settle}/order_book`, params),\n  );\n\n/**\n * 获取所有合约交易行情统计\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E6%89%80%E6%9C%89%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E8%A1%8C%E6%83%85%E7%BB%9F%E8%AE%A1\n */\nexport const getFuturesTickers = (\n  settle: string,\n  params?: { contract?: string },\n): Promise<\n  {\n    contract: string;\n    last: string;\n    change_percentage: string;\n    total_size: string;\n    low_24h: string;\n    high_24h: string;\n    volume_24h: string;\n    volume_24h_btc: string;\n    volume_24h_usd: string;\n    volume_24h_base: string;\n    volume_24h_quote: string;\n    volume_24h_settle: string;\n    mark_price: string;\n    funding_rate: string;\n    funding_rate_indicative: string;\n    index_price: string;\n    quanto_base_rate: string;\n    basis_rate: string;\n    basis_value: string;\n    lowest_ask: string;\n    highest_bid: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/tickers`, params);\n\n/**\n * 获取交易对 ticker 信息\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E4%BA%A4%E6%98%93%E5%AF%B9-ticker-%E4%BF%A1%E6%81%AF\n */\nexport const getSpotTickers = (params: {\n  currency_pair?: string;\n  timezone?: string;\n}): Promise<\n  Array<{\n    currency_pair: string;\n    last: string;\n    lowest_ask: string;\n    lowest_size: string;\n    highest_bid: string;\n    highest_size: string;\n    change_percentage: string;\n    change_utc0: string;\n    change_utc8: string;\n    base_volume: string;\n    quote_volume: string;\n    high_24h: string;\n    low_24h: string;\n    etf_net_value: string;\n    etf_pre_net_value: string;\n    etf_pre_timestamp: string;\n    etf_leverage: string;\n  }>\n> => requestPublic('GET', `/spot/tickers`, params);\n\n/**\n * 查询支持的所有现货交易对\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%94%AF%E6%8C%81%E7%9A%84%E6%89%80%E6%9C%89%E4%BA%A4%E6%98%93%E5%AF%B9\n */\nexport const getSpotCurrencyPairs = (): Promise<\n  Array<{\n    id: string;\n    base: string;\n    base_name: string;\n    quote: string;\n    quote_name: string;\n    fee: string;\n    min_base_amount: string;\n    min_quote_amount: string;\n    max_base_amount: string;\n    max_quote_amount: string;\n    amount_precision: Number;\n    precision: Number;\n    trade_status: string;\n    sell_start: Number;\n    buy_start: number;\n    delisting_time: number;\n    trade_url: string;\n    st_tag: boolean;\n  }>\n> => requestPublic('GET', `/spot/currency_pairs`);\n"]}
+{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA,+CAA8C;AAC9C,iDAA6C;AAE7C;;;;GAIG;AACI,MAAM,mBAAmB,GAAG,CACjC,MAAc,EACd,MAA4C,EA8C5C,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,YAAY,MAAM,YAAY,EAAE,MAAM,CAAC,CAAC;AAhDrD,QAAA,mBAAmB,uBAgDkC;AAElE;;;;;;;;GAQG;AACI,MAAM,oBAAoB,GAAG,CAClC,MAAc,EACd,MAAyF,EAMzF,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,YAAY,MAAM,eAAe,EAAE,MAAM,CAAC,CAAC;AARxD,QAAA,oBAAoB,wBAQoC;AAErE;;;;GAIG;AACI,MAAM,sBAAsB,GAAG,CACpC,MAAc,EACd,MAMC,EAgBD,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,YAAY,MAAM,eAAe,EAAE,MAAM,CAAC,CAAC;AAxBxD,QAAA,sBAAsB,0BAwBkC;AAErE;;;;GAIG;AACI,MAAM,mBAAmB,GAAG,CAAC,MAMnC,EAQC,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,oBAAoB,EAAE,MAAM,CAAC,CAAC;AAd3C,QAAA,mBAAmB,uBAcwB;AAExD;;;;GAIG;AACI,MAAM,mBAAmB,GAAG,KAAK,EACtC,MAAc,EACd,MAKC,EAaA,EAAE,CACH,0BAAW,CAAC,QAAQ,CAAC,sBAAsB,MAAM,EAAE,EAAE,GAAG,EAAE,KAAM,EAAE,GAAG,EAAE,CACrE,IAAA,2BAAa,EAAC,KAAK,EAAE,YAAY,MAAM,aAAa,EAAE,MAAM,CAAC,CAC9D,CAAC;AAvBS,QAAA,mBAAmB,uBAuB5B;AAEJ;;;;GAIG;AACI,MAAM,iBAAiB,GAAG,CAC/B,MAAc,EACd,MAA8B,EAyB9B,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,YAAY,MAAM,UAAU,EAAE,MAAM,CAAC,CAAC;AA3BnD,QAAA,iBAAiB,qBA2BkC;AAEhE;;;;GAIG;AACI,MAAM,cAAc,GAAG,CAAC,MAG9B,EAoBC,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,eAAe,EAAE,MAAM,CAAC,CAAC;AAvBtC,QAAA,cAAc,kBAuBwB;AAEnD;;;GAGG;AACI,MAAM,oBAAoB,GAAG,GAqBlC,EAAE,CAAC,IAAA,2BAAa,EAAC,KAAK,EAAE,sBAAsB,CAAC,CAAC;AArBrC,QAAA,oBAAoB,wBAqBiB","sourcesContent":["import { requestPublic } from './http-client';\nimport { rateLimiter } from './rate-limiter';\n\n/**\n * 查询所有的合约信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%89%80%E6%9C%89%E7%9A%84%E5%90%88%E7%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesContracts = (\n  settle: string,\n  params?: { limit?: number; offset?: number },\n): Promise<\n  {\n    name: string;\n    type: string;\n    quanto_multiplier: string;\n    ref_discount_rate: string;\n    order_price_deviate: string;\n    maintenance_rate: string;\n    mark_type: string;\n    last_price: string;\n    mark_price: string;\n    index_price: string;\n    funding_rate_indicative: string;\n    mark_price_round: string;\n    funding_offset: number;\n    in_delisting: boolean;\n    risk_limit_base: string;\n    interest_rate: string;\n    order_price_round: string;\n    order_size_min: number;\n    ref_rebate_rate: string;\n    funding_interval: number;\n    risk_limit_step: string;\n    leverage_min: string;\n    leverage_max: string;\n    risk_limit_max: string;\n    maker_fee_rate: string;\n    taker_fee_rate: string;\n    funding_rate: string;\n    order_size_max: number;\n    funding_next_apply: number;\n    short_users: number;\n    config_change_time: number;\n    trade_size: number;\n    position_size: number;\n    long_users: number;\n    funding_impact_value: string;\n    orders_limit: number;\n    trade_id: number;\n    orderbook_id: number;\n    enable_bonus: boolean;\n    enable_credit: boolean;\n    create_time: number;\n    funding_cap_ratio: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/contracts`, params);\n\n/**\n * 合约市场历史资金费率\n *\n * - Note: 该接口返回的数据是按照时间倒序排列的\n * - Note: limit 参数最大值为 1000\n * - Note: t 字段为秒级时间戳 (Unix Second)，r 字段为资金费率 (0-1 单位)\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E5%8E%86%E5%8F%B2%E8%B5%84%E9%87%91%E8%B4%B9%E7%8E%87\n */\nexport const getFutureFundingRate = (\n  settle: string,\n  params: { contract: string; limit?: number; from?: number; to?: number; offset?: number },\n): Promise<\n  {\n    t: number;\n    r: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/funding_rate`, params);\n\n/**\n * 合约市场 K 线图\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE\n */\nexport const getFuturesCandlesticks = (\n  settle: string,\n  params: {\n    contract: string;\n    interval: string;\n    from?: number;\n    to?: number;\n    limit?: number;\n  },\n): Promise<\n  Array<{\n    /** Unix second */\n    t: number;\n    /** Open */\n    o: string;\n    /** High */\n    h: string;\n    /** Low */\n    l: string;\n    /** Close */\n    c: string;\n    /** Volume */\n    v: string;\n  }>\n> => requestPublic('GET', `/futures/${settle}/candlesticks`, params);\n\n/**\n * 市场 K 线图\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E5%B8%82%E5%9C%BA-k-%E7%BA%BF%E5%9B%BE\n */\nexport const getSpotCandlesticks = (params: {\n  currency_pair: string;\n  interval: string;\n  from?: number;\n  to?: number;\n  limit?: number;\n}): Promise<\n  Array<\n    /**\n     * [t, v, c, h, l, o]\n     * - t: Unix second\n     */\n    [string, string, string, string, string, string]\n  >\n> => requestPublic('GET', `/spot/candlesticks`, params);\n\n/**\n * 查询合约市场深度信息\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E5%90%88%E7%BA%A6%E5%B8%82%E5%9C%BA%E6%B7%B1%E5%BA%A6%E4%BF%A1%E6%81%AF\n */\nexport const getFuturesOrderBook = async (\n  settle: string,\n  params: {\n    contract: string;\n    interval?: string;\n    limit?: number;\n    with_id?: boolean;\n  },\n): Promise<{\n  id: number;\n  current: number;\n  update: number;\n  asks: {\n    p: string;\n    s: string;\n  }[];\n  bids: {\n    p: string;\n    s: string;\n  }[];\n}> =>\n  rateLimiter.schedule(`futures-order-book:${settle}`, 200, 10_000, () =>\n    requestPublic('GET', `/futures/${settle}/order_book`, params),\n  );\n\n/**\n * 获取所有合约交易行情统计\n *\n * https://www.gate.io/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E6%89%80%E6%9C%89%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E8%A1%8C%E6%83%85%E7%BB%9F%E8%AE%A1\n */\nexport const getFuturesTickers = (\n  settle: string,\n  params?: { contract?: string },\n): Promise<\n  {\n    contract: string;\n    last: string;\n    change_percentage: string;\n    total_size: string;\n    low_24h: string;\n    high_24h: string;\n    volume_24h: string;\n    volume_24h_btc: string;\n    volume_24h_usd: string;\n    volume_24h_base: string;\n    volume_24h_quote: string;\n    volume_24h_settle: string;\n    mark_price: string;\n    funding_rate: string;\n    funding_rate_indicative: string;\n    index_price: string;\n    quanto_base_rate: string;\n    basis_rate: string;\n    basis_value: string;\n    lowest_ask: string;\n    highest_bid: string;\n  }[]\n> => requestPublic('GET', `/futures/${settle}/tickers`, params);\n\n/**\n * 获取交易对 ticker 信息\n *\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E8%8E%B7%E5%8F%96%E4%BA%A4%E6%98%93%E5%AF%B9-ticker-%E4%BF%A1%E6%81%AF\n */\nexport const getSpotTickers = (params: {\n  currency_pair?: string;\n  timezone?: string;\n}): Promise<\n  Array<{\n    currency_pair: string;\n    last: string;\n    lowest_ask: string;\n    lowest_size: string;\n    highest_bid: string;\n    highest_size: string;\n    change_percentage: string;\n    change_utc0: string;\n    change_utc8: string;\n    base_volume: string;\n    quote_volume: string;\n    high_24h: string;\n    low_24h: string;\n    etf_net_value: string;\n    etf_pre_net_value: string;\n    etf_pre_timestamp: string;\n    etf_leverage: string;\n  }>\n> => requestPublic('GET', `/spot/tickers`, params);\n\n/**\n * 查询支持的所有现货交易对\n * https://www.gate.com/docs/developers/apiv4/zh_CN/#%E6%9F%A5%E8%AF%A2%E6%94%AF%E6%8C%81%E7%9A%84%E6%89%80%E6%9C%89%E4%BA%A4%E6%98%93%E5%AF%B9\n */\nexport const getSpotCurrencyPairs = (): Promise<\n  Array<{\n    id: string;\n    base: string;\n    base_name: string;\n    quote: string;\n    quote_name: string;\n    fee: string;\n    min_base_amount: string;\n    min_quote_amount: string;\n    max_base_amount: string;\n    max_quote_amount: string;\n    amount_precision: Number;\n    precision: Number;\n    trade_status: string;\n    sell_start: Number;\n    buy_start: number;\n    delisting_time: number;\n    trade_url: string;\n    st_tag: boolean;\n  }>\n> => requestPublic('GET', `/spot/currency_pairs`);\n"]}

package/lib/index.d.ts

@@ -4,4 +4,6 @@ import './services/markets/product';
 import './services/markets/quote';
 import './services/quotes';
 import './services/transfer';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,kCAAkC,CAAC;AAC1C,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,mBAAmB,CAAC;AAC3B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC"}

package/lib/index.js

@@ -6,4 +6,6 @@ require("./services/markets/product");
 require("./services/markets/quote");
 require("./services/quotes");
 require("./services/transfer");
+require("./services/ohlc-service");
+require("./services/interest-rate-service");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,4CAA0C;AAC1C,sCAAoC;AACpC,oCAAkC;AAClC,6BAA2B;AAC3B,+BAA6B","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/transfer';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,4CAA0C;AAC1C,sCAAoC;AACpC,oCAAkC;AAClC,6BAA2B;AAC3B,+BAA6B;AAC7B,mCAAiC;AACjC,4CAA0C","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/transfer';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/lib/services/interest-rate-service.d.ts

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

package/lib/services/interest-rate-service.d.ts.map

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

package/lib/services/interest-rate-service.js

@@ -0,0 +1,45 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+const WINDOW_SEC = 365 * 86400;
+const fetchFundingRateBackward = async (req) => {
+    const [, instType, contract] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'FUTURE' || !contract)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const from = Math.max(0, to - WINDOW_SEC);
+    const rows = await (0, public_api_1.getFutureFundingRate)('usdt', { contract, from, to, limit: 1000 });
+    return (rows !== null && rows !== void 0 ? rows : [])
+        .map((entry) => {
+        const ms = entry.t * 1000;
+        const rate = Number(entry.r);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'GATE',
+            created_at: (0, utils_1.formatTime)(ms),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+(0, exchange_1.provideInterestRateService)(terminal, {
+    product_id_prefix: 'GATE/FUTURE/',
+    direction: 'backward',
+}, fetchFundingRateBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=interest-rate-service.js.map

package/lib/services/interest-rate-service.js.map

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package/lib/services/ohlc-service.d.ts

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

package/lib/services/ohlc-service.d.ts.map

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

package/lib/services/ohlc-service.js

@@ -0,0 +1,124 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+const DURATION_TO_GATE_INTERVAL = {
+    PT1M: '1m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT4H: '4h',
+    PT8H: '8h',
+    P1D: '1d',
+    P1W: '1w',
+};
+const normalizeCandle = (raw) => {
+    if (Array.isArray(raw)) {
+        const t = Number(raw[0]);
+        const tMs = t < 1e12 ? t * 1000 : t;
+        const volume = raw[1];
+        const close = raw[2];
+        const high = raw[3];
+        const low = raw[4];
+        const open = raw[5];
+        return { tMs, o: open, h: high, l: low, c: close, v: volume };
+    }
+    const t = Number(raw.t);
+    const tMs = t < 1e12 ? t * 1000 : t;
+    return { tMs, o: raw.o, h: raw.h, l: raw.l, c: raw.c, v: raw.v };
+};
+const fetchFuturesOHLCBackward = async (req) => {
+    const [, instType, contract] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'FUTURE' || !contract)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const interval = DURATION_TO_GATE_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = (0, utils_1.convertDurationToOffset)(req.duration);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const rows = await (0, public_api_1.getFuturesCandlesticks)('usdt', {
+        contract,
+        interval,
+        to,
+        limit: 1000,
+    });
+    return (rows !== null && rows !== void 0 ? rows : [])
+        .map((raw) => {
+        const k = normalizeCandle(raw);
+        return {
+            series_id: req.series_id,
+            datasource_id: 'GATE',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: (0, utils_1.formatTime)(k.tMs),
+            closed_at: (0, utils_1.formatTime)(k.tMs + offset),
+            open: k.o,
+            high: k.h,
+            low: k.l,
+            close: k.c,
+            volume: k.v,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+const fetchSpotOHLCBackward = async (req) => {
+    const [, instType, currency_pair] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'SPOT' || !currency_pair)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const interval = DURATION_TO_GATE_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = (0, utils_1.convertDurationToOffset)(req.duration);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const rows = await (0, public_api_1.getSpotCandlesticks)({
+        currency_pair,
+        interval,
+        to,
+        limit: 1000,
+    });
+    return (rows !== null && rows !== void 0 ? rows : [])
+        .map((raw) => {
+        const k = normalizeCandle(raw);
+        return {
+            series_id: req.series_id,
+            datasource_id: 'GATE',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: (0, utils_1.formatTime)(k.tMs),
+            closed_at: (0, utils_1.formatTime)(k.tMs + offset),
+            open: k.o,
+            high: k.h,
+            low: k.l,
+            close: k.c,
+            volume: k.v,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'GATE/FUTURE/',
+    duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),
+    direction: 'backward',
+}, fetchFuturesOHLCBackward, INGEST_SERVICE_OPTIONS);
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'GATE/SPOT/',
+    duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),
+    direction: 'backward',
+}, fetchSpotOHLCBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=ohlc-service.js.map

package/lib/services/ohlc-service.js.map

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{ IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getFuturesCandlesticks, getSpotCandlesticks } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\n\nconst DURATION_TO_GATE_INTERVAL: Record<string, string> = {\n  PT1M: '1m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n  PT1H: '1h',\n  PT4H: '4h',\n  PT8H: '8h',\n  P1D: '1d',\n  P1W: '1w',\n};\n\nconst normalizeCandle = (\n  raw:\n    | { t: number; o: string; h: string; l: string; c: string; v: string }\n    | [string, string, string, string, string, string],\n): { tMs: number; o: string; h: string; l: string; c: string; v: string } => {\n  if (Array.isArray(raw)) {\n    const t = Number(raw[0]);\n    const tMs = t < 1e12 ? t * 1000 : t;\n    const volume = raw[1];\n    const close = raw[2];\n    const high = raw[3];\n    const low = raw[4];\n    const open = raw[5];\n    return { tMs, o: open, h: high, l: low, c: close, v: volume };\n  }\n  const t = Number(raw.t);\n  const tMs = t < 1e12 ? t * 1000 : t;\n  return { tMs, o: raw.o, h: raw.h, l: raw.l, c: raw.c, v: raw.v };\n};\n\nconst fetchFuturesOHLCBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, contract] = decodePath(req.product_id);\n  if (instType !== 'FUTURE' || !contract) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_GATE_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n  const to = Math.floor(endedAtMs / 1000);\n\n  const rows = await getFuturesCandlesticks('usdt', {\n    contract,\n    interval,\n    to,\n    limit: 1000,\n  });\n\n  return (rows ?? [])\n    .map((raw): IOHLC => {\n      const k = normalizeCandle(raw);\n      return {\n        series_id: req.series_id,\n        datasource_id: 'GATE',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(k.tMs),\n        closed_at: formatTime(k.tMs + offset),\n        open: k.o,\n        high: k.h,\n        low: k.l,\n        close: k.c,\n        volume: k.v,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchSpotOHLCBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, currency_pair] = decodePath(req.product_id);\n  if (instType !== 'SPOT' || !currency_pair) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const interval = DURATION_TO_GATE_INTERVAL[req.duration];\n  if (!interval) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n  const to = Math.floor(endedAtMs / 1000);\n\n  const rows = await getSpotCandlesticks({\n    currency_pair,\n    interval,\n    to,\n    limit: 1000,\n  });\n\n  return (rows ?? [])\n    .map((raw): IOHLC => {\n      const k = normalizeCandle(raw);\n      return {\n        series_id: req.series_id,\n        datasource_id: 'GATE',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(k.tMs),\n        closed_at: formatTime(k.tMs + offset),\n        open: k.o,\n        high: k.h,\n        low: k.l,\n        close: k.c,\n        volume: k.v,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'GATE/FUTURE/',\n    duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchFuturesOHLCBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'GATE/SPOT/',\n    duration_list: Object.keys(DURATION_TO_GATE_INTERVAL),\n    direction: 'backward',\n  },\n  fetchSpotOHLCBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-gate",
-	"version": "0.5.4",
+	"version": "0.6.1",
 	"main": "lib/index.js",
 	"files": [
 		"lib",
@@ -8,18 +8,19 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/cache": "0.3.4",
-		"@yuants/protocol": "0.53.3",
-		"@yuants/transfer": "0.2.40",
-		"@yuants/data-account": "0.11.0",
-		"@yuants/data-order": "0.7.1",
-		"@yuants/sql": "0.9.31",
-		"@yuants/data-product": "0.5.1",
-		"@yuants/utils": "0.15.0",
-		"@yuants/data-series": "0.3.53",
-		"@yuants/data-interest-rate": "0.1.49",
-		"@yuants/exchange": "0.8.0",
-		"@yuants/data-quote": "0.4.0",
+		"@yuants/cache": "0.3.5",
+		"@yuants/protocol": "0.53.4",
+		"@yuants/transfer": "0.2.41",
+		"@yuants/data-account": "0.11.1",
+		"@yuants/data-order": "0.7.2",
+		"@yuants/data-ohlc": "0.5.0",
+		"@yuants/sql": "0.9.32",
+		"@yuants/data-product": "0.5.2",
+		"@yuants/utils": "0.16.0",
+		"@yuants/data-series": "0.3.54",
+		"@yuants/data-interest-rate": "0.2.0",
+		"@yuants/exchange": "0.8.2",
+		"@yuants/data-quote": "0.4.1",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {
@@ -29,7 +30,7 @@
 		"@rushstack/heft-node-rig": "~1.10.7",
 		"@types/heft-jest": "1.0.3",
 		"@types/node": "22",
-		"@yuants/extension": "0.2.32",
+		"@yuants/extension": "0.2.33",
 		"@yuants/tool-kit": "0.2.1",
 		"typescript": "~4.7.4"
 	},

package/temp/package-deps.json

@@ -1,7 +1,7 @@
 {
     "apps/vendor-gate/AGENTS.md": "59be8d734f8a91ae5f7377e7c688f1fccb8641b7",
-    "apps/vendor-gate/CHANGELOG.json": "3d15b30c03d7b2d187beca23e842b47bd555f00d",
-    "apps/vendor-gate/CHANGELOG.md": "407481ca31a4c6790067b356761f41df2933439c",
+    "apps/vendor-gate/CHANGELOG.json": "202399a93affeac3b86f62a1b9360082ae909de3",
+    "apps/vendor-gate/CHANGELOG.md": "28337cd5e4bba72b54801bdd3eb906633eb32640",
     "apps/vendor-gate/README.md": "ea5ee3a61cd87d9104d729902dfaccac9b9913e0",
     "apps/vendor-gate/SESSION_NOTES.md": "eefeaa9e02b039bde7180b6a479fc3fa0e72321c",
     "apps/vendor-gate/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
@@ -9,38 +9,41 @@
     "apps/vendor-gate/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-gate/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-gate/etc/vendor-gate.api.md": "970682cd589432de553cc5cee2a0abe73814a515",
-    "apps/vendor-gate/package.json": "ca767818ee672f133868d9bc1f269b6a26517292",
+    "apps/vendor-gate/package.json": "41de87af2db21fb29c5ea3a076a44e994df9ad64",
     "apps/vendor-gate/src/api/http-client.ts": "97e0e70454c6072f388f90442ec4afabe6feb93b",
     "apps/vendor-gate/src/api/private-api.ts": "7a3e2f74881651ee940d23d34025deab07abe3f0",
-    "apps/vendor-gate/src/api/public-api.ts": "ee1a246a8833a7d9bb06e829b09a3bd80e0d86bf",
+    "apps/vendor-gate/src/api/public-api.ts": "02743d258c70cd0fbfc7fcc80a0603dd45f3a75e",
     "apps/vendor-gate/src/api/rate-limiter.ts": "047c51029ffcaf98190cfd04d96816bbced5fa7c",
-    "apps/vendor-gate/src/index.ts": "6d36c17dd95c5b03031a056d53a4a9dc249f6a97",
+    "apps/vendor-gate/src/index.ts": "2cb0c1c564616f5c114e624cd988eca8f4a6f124",
     "apps/vendor-gate/src/services/accounts/profile.ts": "1420e22dfce97f741106abccd3bb769db34dfb5c",
     "apps/vendor-gate/src/services/accounts/unified.ts": "2955a652857c54404f2c14142ef31d2ad67a05e0",
     "apps/vendor-gate/src/services/default-credential.ts": "b9ffa157b818148450bfaaf4851597e91901190c",
     "apps/vendor-gate/src/services/exchange.ts": "3a8fbaecaf7ea0c5a03f3a61f21fb8d2d4588394",
+    "apps/vendor-gate/src/services/interest-rate-service.ts": "88767416bc626e8b0248950589920f1b69242cdb",
     "apps/vendor-gate/src/services/markets/interest-rate.ts": "e669eb1d664448f309bb062907b273157d1c111e",
     "apps/vendor-gate/src/services/markets/product.ts": "1e62a06379a7833936ca1385bf639b5be5d5e07e",
     "apps/vendor-gate/src/services/markets/quote.ts": "a213aa6505f0619e456403c764ee14d9d7cf3931",
+    "apps/vendor-gate/src/services/ohlc-service.ts": "4fda4f79d6405d223df5db28753e9448f8916f9d",
     "apps/vendor-gate/src/services/orders/cancelOrder.ts": "7dfdd30eaac89742f1050bf0fb47d8053ccecb28",
     "apps/vendor-gate/src/services/orders/listOrders.ts": "cc59845c6ab9acb6b0513866aff56031a68328c2",
     "apps/vendor-gate/src/services/orders/submitOrder.ts": "321398ad18bb4012d2a40e4f704bc827ccfaff93",
     "apps/vendor-gate/src/services/quotes.ts": "7fa15e4e61197737cce040bbf4faadb968abbfbe",
     "apps/vendor-gate/src/services/transfer.ts": "a1a7df99d74d5301b4f36ee9c168079874e73a40",
     "apps/vendor-gate/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
-    "apps/vendor-gate/.rush/temp/shrinkwrap-deps.json": "9aa98bfacea2eaf6aa77491dda2ea7632a0ce879",
-    "libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
-    "libraries/protocol/temp/package-deps.json": "c94931cb0eab7180d90a06d740c1a97c0ac0c6b6",
-    "libraries/transfer/temp/package-deps.json": "7b0db8291734d10d4f1d9c2c25d9e3918cabc79e",
-    "libraries/data-account/temp/package-deps.json": "d49586cd2fc2d6d025e585e5a5dd04d37c41263c",
-    "libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
-    "libraries/sql/temp/package-deps.json": "041074e0102f9a01820c0fddcf82b9eaee226c79",
-    "libraries/data-product/temp/package-deps.json": "899bba8ace3f04b2035488ff9059e40732ef1d97",
-    "libraries/utils/temp/package-deps.json": "7f1eab07acae68df931b001594a522f050ace396",
-    "libraries/data-series/temp/package-deps.json": "a94e2f373c448a6205ee6c47e41d9283a76ee352",
-    "libraries/data-interest-rate/temp/package-deps.json": "5a1011b097b18b96c2d8c932d874f69472621efd",
-    "libraries/exchange/temp/package-deps.json": "98f6e1318166102a07cf64b69399b35cb4575222",
-    "libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
-    "libraries/extension/temp/package-deps.json": "3e0a81b0c863c2daf342dfaf284b8fd7d18c8562",
+    "apps/vendor-gate/.rush/temp/shrinkwrap-deps.json": "95f71ca2cec03122dda0b5c63c809ffede0bb891",
+    "libraries/cache/temp/package-deps.json": "2e6c6db8f750a2e173a3c4b9a57d22fbd6f9181d",
+    "libraries/protocol/temp/package-deps.json": "a30b39ceb4cd530ed6bc4e97433f995b026b26d9",
+    "libraries/transfer/temp/package-deps.json": "6d0942aa4c50b35a8e47a500fe494fb4a08a99e5",
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+    "libraries/data-order/temp/package-deps.json": "daedd350fe85f0564f7739c73689fb09664132de",
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 }