@yuants/vendor-gate 0.7.0 → 0.7.2

package/lib/services/trade-history-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"trade-history-service.js","sourceRoot":"","sources":["../../src/services/trade-history-service.ts"],"names":[],"mappings":";;AAAA,+CAA4C;AAC5C,yCAAuD;AACvD,+CAA8D;AAC9D,oDAA6D;AAE7D,uDAAgE;AAMhE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,aAAa,GAAG,IAAA,uCAAwB,EAAC,QAAQ,EAAE,EAAE,MAAM,EAAE,OAAQ,EAAE,CAAC,CAAC;AAE/E,MAAM,SAAS,GAAG,CAAC,GAAG,EAAE,GAAG,OAAQ,CAAC;AACpC,MAAM,yBAAyB,GAAG,KAAK,EAAE,GAKxC,EAA4B,EAAE;IAC7B,IAAI,GAAG,CAAC,UAAU,KAAK,WAAW,EAAE,CAAC;QACnC,MAAM,MAAM,GAAG;YACb,MAAM,EAAE,MAAM;YACd,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,GAAG,IAAI,CAAC;YACvB,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,GAAG,SAAS,CAAC,GAAG,IAAI,CAAC;YACvC,KAAK,EAAE,GAAG;SACX,CAAC;QACF,MAAM,GAAG,GAAG,MAAM,IAAA,qCAAuB,EAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAC1E,OAAO,CACL,MAAM,OAAO,CAAC,GAAG,CACf,CAAC,GAAG,aAAH,GAAG,cAAH,GAAG,GAAI,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,EAAE,CAAC,EAAsC,EAAE;;YAC9D,MAAM,UAAU,GAAG,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC;YAC5D,MAAM,OAAO,GAAG,MAAM,aAAa,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;YACtD,IAAI,CAAC,OAAO;gBAAE,OAAO;YACrB,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,GAAG,IAAI,CAAC;YACxC,IAAI,SAAS,GAAG,WAAW,CAAC;YAC5B,MAAM,UAAU,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC;YAC3B,MAAM,eAAe,GAAG,CAAC,CAAC,CAAC,UAAU,CAAC;YACtC,IAAI,eAAe,KAAK,CAAC,EAAE,CAAC;gBAC1B,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;oBACnB,SAAS,GAAG,WAAW,CAAC;gBAC1B,CAAC;qBAAM,CAAC;oBACN,SAAS,GAAG,YAAY,CAAC;gBAC3B,CAAC;YACH,CAAC;YACD,IAAI,eAAe,GAAG,CAAC,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;gBAC1C,SAAS,GAAG,aAAa,CAAC;YAC5B,CAAC;YACD,IAAI,eAAe,GAAG,CAAC,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;gBAC1C,SAAS,GAAG,YAAY,CAAC;YAC3B,CAAC;YAED,OAAO;gBACL,EAAE,EAAE,CAAC,CAAC,QAAQ;gBACd,UAAU;gBACV,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,UAAU,GAAG,CAAC,MAAA,OAAO,CAAC,WAAW,mCAAI,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE;gBAClE,UAAU,EAAE,GAAG,CAAC,UAAU;gBAC1B,SAAS;gBACT,KAAK,EAAE,CAAC,CAAC,KAAK;gBACd,GAAG,EAAE,CAAC,CAAC,GAAG;gBACV,YAAY,EAAE,MAAM;gBACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,EAAE,CAAC;aACV,CAAC;QACrB,CAAC,CAAC,CACH,CACF,CAAC,MAAM,CACN,CAAC,CAAC,EAAqC,EAAE,CACvC,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAW,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,IAAI,CACjE,CAAC;IACJ,CAAC;IACD,OAAO,EAAE,CAAC;AACZ,CAAC,CAAC;AAEF,IAAA,qCAA0B,EACxB,QAAQ,EACR;IACE,SAAS,EAAE,UAAU;IACrB,IAAI,EAAE,MAAM;IACZ,UAAU,EAAE,CAAC,WAAW,CAAC;CAC1B,EACD,yBAAyB,CAC1B,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { provideTradeHistoryService } from '@yuants/exchange';\nimport { getFutureAccountsTrades } from '../api/private-api';\nimport { ITradeHistory } from '@yuants/data-trade';\nimport { createClientProductCache } from '@yuants/data-product';\ninterface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n\nconst terminal = Terminal.fromNodeEnv();\nconst productsCache = createClientProductCache(terminal, { expire: 7200_000 });\n\nconst WINDOW_MS = 1 * 24 * 3600_000;\nconst fetchTradeHistoryBackward = async (req: {\n  credential: IExchangeCredential;\n  account_id: string;\n  time: number;\n  trade_type: string;\n}): Promise<ITradeHistory[]> => {\n  if (req.trade_type === 'USDT_SWAP') {\n    const params = {\n      settle: 'usdt',\n      to: ~~(req.time / 1000),\n      from: ~~((req.time - WINDOW_MS) / 1000),\n      limit: 100,\n    };\n    const res = await getFutureAccountsTrades(req.credential.payload, params);\n    return (\n      await Promise.all(\n        (res ?? []).map(async (v): Promise<ITradeHistory | undefined> => {\n          const product_id = encodePath('GATE', 'FUTURE', v.contract);\n          const product = await productsCache.query(product_id);\n          if (!product) return;\n          const ms = Number(v.create_time) * 1000;\n          let direction = 'OPEN_LONG';\n          const numberSize = +v.size;\n          const numberCloseSize = +v.close_size;\n          if (numberCloseSize === 0) {\n            if (numberSize > 0) {\n              direction = 'OPEN_LONG';\n            } else {\n              direction = 'OPEN_SHORT';\n            }\n          }\n          if (numberCloseSize > 0 && numberSize > 0) {\n            direction = 'CLOSE_SHORT';\n          }\n          if (numberCloseSize < 0 && numberSize < 0) {\n            direction = 'CLOSE_LONG';\n          }\n\n          return {\n            id: v.trade_id,\n            product_id,\n            size: Math.abs(numberSize * (product.value_scale ?? 1)).toString(),\n            account_id: req.account_id,\n            direction,\n            price: v.price,\n            fee: v.fee,\n            fee_currency: 'USDT',\n            created_at: formatTime(ms),\n          } as ITradeHistory;\n        }),\n      )\n    ).filter(\n      (x): x is Exclude<typeof x, undefined> =>\n        !!x && Date.parse(x.created_at!) <= ~~(req.time / 1000) * 1000,\n    );\n  }\n  return [];\n};\n\nprovideTradeHistoryService(\n  terminal,\n  {\n    direction: 'backward',\n    type: 'GATE',\n    trade_type: ['USDT_SWAP'],\n  },\n  fetchTradeHistoryBackward,\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@yuants/vendor-gate",
-  "version": "0.7.0",
+  "version": "0.7.2",
   "main": "lib/index.js",
   "files": [
     "lib",
@@ -10,18 +10,19 @@
   "dependencies": {
     "rxjs": "~7.5.6",
     "@yuants/cache": "0.3.12",
-    "@yuants/protocol": "0.54.1",
+    "@yuants/data-order": "0.7.9",
     "@yuants/transfer": "0.2.48",
     "@yuants/data-account": "0.11.8",
-    "@yuants/data-order": "0.7.9",
+    "@yuants/protocol": "0.54.1",
     "@yuants/data-ohlc": "0.6.4",
-    "@yuants/data-product": "0.5.9",
+    "@yuants/data-trade": "0.1.31",
+    "@yuants/sql": "0.9.39",
     "@yuants/utils": "0.19.4",
+    "@yuants/data-product": "0.5.9",
+    "@yuants/data-series": "0.3.61",
     "@yuants/data-interest-rate": "0.2.8",
-    "@yuants/sql": "0.9.39",
-    "@yuants/exchange": "0.8.11",
-    "@yuants/data-quote": "0.4.8",
-    "@yuants/data-series": "0.3.61"
+    "@yuants/exchange": "0.8.13",
+    "@yuants/data-quote": "0.4.8"
   },
   "devDependencies": {
     "@microsoft/api-extractor": "~7.55.2",