@yuants/vendor-gate 0.9.7 → 0.9.9
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/services/accounts/earning.js +1 -1
- package/dist/services/accounts/earning.js.map +1 -1
- package/dist/services/markets/quote.js +8 -2
- package/dist/services/markets/quote.js.map +1 -1
- package/lib/services/accounts/earning.js +1 -1
- package/lib/services/accounts/earning.js.map +1 -1
- package/lib/services/markets/quote.js +8 -2
- package/lib/services/markets/quote.js.map +1 -1
- package/package.json +17 -17
- package/temp/build/typescript/ts_Eujh_fX2.json +1 -1
- package/temp/package-deps.json +21 -21
- package/temp/test/jest/haste-map-ac984f375ffe2771b37aa116ca7fe6f5-87fb4bb14df3d29fb61369ce8cbe1fe1-6499ab22de0ac9ce813ded0e96430273 +0 -0
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@@ -37,7 +37,7 @@ const limitedGetSpotPrice = createConcurrencyLimiter(5, getSpotPrice);
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*/
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export const getEarningAccountInfo = async (credential) => {
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const balances = await getEarnBalance(credential, {});
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-
const positions = await Promise.all(balances.map(async (balance) => {
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const positions = await Promise.all((balances !== null && balances !== void 0 ? balances : []).map(async (balance) => {
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// 过滤零余额条目
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if (+balance.amount <= 0)
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return undefined;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"earning.js","sourceRoot":"","sources":["../../../src/services/accounts/earning.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAkB,MAAM,sBAAsB,CAAC;AACxE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,cAAc,EAAe,MAAM,uBAAuB,CAAC;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAEpD;;GAEG;AACH,MAAM,wBAAwB,GAAG,CAC/B,WAAmB,EACnB,EAAiC,EACA,EAAE;IACnC,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,MAAM,KAAK,GAAsB,EAAE,CAAC;IAEpC,MAAM,OAAO,GAAG,GAAG,EAAE;QACnB,IAAI,OAAO,IAAI,WAAW,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO;QACzD,OAAO,EAAE,CAAC;QACV,MAAM,IAAI,GAAG,KAAK,CAAC,KAAK,EAAG,CAAC;QAC5B,IAAI,EAAE,CAAC;IACT,CAAC,CAAC;IAEF,OAAO,CAAC,GAAG,IAAU,EAAE,EAAE;QACvB,OAAO,IAAI,OAAO,CAAI,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YACxC,MAAM,IAAI,GAAG,GAAG,EAAE;gBAChB,EAAE,CAAC,GAAG,IAAI,CAAC;qBACR,IAAI,CAAC,OAAO,EAAE,MAAM,CAAC;qBACrB,OAAO,CAAC,GAAG,EAAE;oBACZ,OAAO,EAAE,CAAC;oBACV,OAAO,EAAE,CAAC;gBACZ,CAAC,CAAC,CAAC;YACP,CAAC,CAAC;YACF,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YACjB,OAAO,EAAE,CAAC;QACZ,CAAC,CAAC,CAAC;IACL,CAAC,CAAC;AACJ,CAAC,CAAC;AAEF,4BAA4B;AAC5B,MAAM,mBAAmB,GAAG,wBAAwB,CAAC,CAAC,EAAE,YAAY,CAAC,CAAC;AAEtE;;GAEG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAC3F,MAAM,QAAQ,GAAG,MAAM,cAAc,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC;IAEtD,MAAM,SAAS,GAAG,MAAM,OAAO,CAAC,GAAG,CACjC,QAAQ,CAAC,GAAG,CAAC,KAAK,EAAE,OAAO,EAAE,EAAE;
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{"version":3,"file":"earning.js","sourceRoot":"","sources":["../../../src/services/accounts/earning.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAkB,MAAM,sBAAsB,CAAC;AACxE,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,cAAc,EAAe,MAAM,uBAAuB,CAAC;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAEpD;;GAEG;AACH,MAAM,wBAAwB,GAAG,CAC/B,WAAmB,EACnB,EAAiC,EACA,EAAE;IACnC,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,MAAM,KAAK,GAAsB,EAAE,CAAC;IAEpC,MAAM,OAAO,GAAG,GAAG,EAAE;QACnB,IAAI,OAAO,IAAI,WAAW,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO;QACzD,OAAO,EAAE,CAAC;QACV,MAAM,IAAI,GAAG,KAAK,CAAC,KAAK,EAAG,CAAC;QAC5B,IAAI,EAAE,CAAC;IACT,CAAC,CAAC;IAEF,OAAO,CAAC,GAAG,IAAU,EAAE,EAAE;QACvB,OAAO,IAAI,OAAO,CAAI,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YACxC,MAAM,IAAI,GAAG,GAAG,EAAE;gBAChB,EAAE,CAAC,GAAG,IAAI,CAAC;qBACR,IAAI,CAAC,OAAO,EAAE,MAAM,CAAC;qBACrB,OAAO,CAAC,GAAG,EAAE;oBACZ,OAAO,EAAE,CAAC;oBACV,OAAO,EAAE,CAAC;gBACZ,CAAC,CAAC,CAAC;YACP,CAAC,CAAC;YACF,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YACjB,OAAO,EAAE,CAAC;QACZ,CAAC,CAAC,CAAC;IACL,CAAC,CAAC;AACJ,CAAC,CAAC;AAEF,4BAA4B;AAC5B,MAAM,mBAAmB,GAAG,wBAAwB,CAAC,CAAC,EAAE,YAAY,CAAC,CAAC;AAEtE;;GAEG;AACH,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAC3F,MAAM,QAAQ,GAAG,MAAM,cAAc,CAAC,UAAU,EAAE,EAAE,CAAC,CAAC;IAEtD,MAAM,SAAS,GAAG,MAAM,OAAO,CAAC,GAAG,CACjC,CAAC,QAAQ,aAAR,QAAQ,cAAR,QAAQ,GAAI,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,EAAE,OAAO,EAAE,EAAE;QACrC,UAAU;QACV,IAAI,CAAC,OAAO,CAAC,MAAM,IAAI,CAAC;YAAE,OAAO,SAAS,CAAC;QAE3C,8BAA8B;QAC9B,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,aAAa,IAAI,CAAC,CAAC;QAC3C,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,OAAO,CAAC,MAAM,GAAG,MAAM,CAAC,CAAC;QAEzD,6CAA6C;QAC7C,MAAM,aAAa,GAAG,MAAM,mBAAmB,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QAElE,OAAO,gBAAgB,CAAC;YACtB,aAAa,EAAE,MAAM;YACrB,WAAW,EAAE,WAAW,OAAO,CAAC,QAAQ,EAAE;YAC1C,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,SAAS,EAAE,OAAO,CAAC,QAAQ,CAAC;YAC3D,MAAM,EAAE,CAAC,OAAO,CAAC,MAAM;YACvB,WAAW,EAAE,UAAU;YACvB,cAAc,EAAE,aAAa;SAC9B,CAAC,CAAC;IACL,CAAC,CAAC,CACH,CAAC;IAEF,kBAAkB;IAClB,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,GAAG,EAAoB,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;AAC5D,CAAC,CAAC","sourcesContent":["import { makeSpotPosition, type IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getEarnBalance, ICredential } from '../../api/private-api';\nimport { getSpotPrice } from '../../api/public-api';\n\n/**\n * 简单的并发限制器（支持带参数的函数）\n */\nconst createConcurrencyLimiter = <T, Args extends any[]>(\n concurrency: number,\n fn: (...args: Args) => Promise<T>,\n): ((...args: Args) => Promise<T>) => {\n let running = 0;\n const queue: Array<() => void> = [];\n\n const runNext = () => {\n if (running >= concurrency || queue.length === 0) return;\n running++;\n const task = queue.shift()!;\n task();\n };\n\n return (...args: Args) => {\n return new Promise<T>((resolve, reject) => {\n const task = () => {\n fn(...args)\n .then(resolve, reject)\n .finally(() => {\n running--;\n runNext();\n });\n };\n queue.push(task);\n runNext();\n });\n };\n};\n\n// 限制现货价格查询的并发数（避免触发 API 限流）\nconst limitedGetSpotPrice = createConcurrencyLimiter(5, getSpotPrice);\n\n/**\n * 获取理财账户信息\n */\nexport const getEarningAccountInfo = async (credential: ICredential): Promise<IPosition[]> => {\n const balances = await getEarnBalance(credential, {});\n\n const positions = await Promise.all(\n (balances ?? []).map(async (balance) => {\n // 过滤零余额条目\n if (+balance.amount <= 0) return undefined;\n\n // 计算可用余额：理财总数量减去已申请赎回未到账的冻结部分\n const frozen = +balance.frozen_amount || 0;\n const freeVolume = Math.max(0, +balance.amount - frozen);\n\n // 获取币种对 USDT 的现货价格（getSpotPrice 已处理特殊映射和默认值）\n const closablePrice = await limitedGetSpotPrice(balance.currency);\n\n return makeSpotPosition({\n datasource_id: 'GATE',\n position_id: `earning/${balance.currency}`,\n product_id: encodePath('GATE', 'EARNING', balance.currency),\n volume: +balance.amount,\n free_volume: freeVolume,\n closable_price: closablePrice,\n });\n }),\n );\n\n // 过滤 undefined 条目\n return positions.filter((pos): pos is IPosition => !!pos);\n};\n"]}
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@@ -6,7 +6,13 @@ import { catchError, defer, EMPTY, filter, groupBy, map, merge, mergeMap, repeat
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import { getFuturesContracts, getFuturesTickers, getSpotTickers } from '../../api/public-api';
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const terminal = Terminal.fromNodeEnv();
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// 获取所有USDT永续合约
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const usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(
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const usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(mergeMap((contracts) => contracts), map((contract) => ({
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interest_rate_next_settled_at: contract.funding_next_apply
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? `${contract.funding_next_apply * 1000}`
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: undefined,
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datasource_id: 'GATE',
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product_id: encodePath('GATE', 'FUTURE', contract.name),
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})), repeat({ delay: 3600000 }), retry({ delay: 60000 }), shareReplay(1));
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// 从tickers获取价格和交易量数据
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const quoteFromTickers$ = defer(() => getFuturesTickers('usdt', {})).pipe(mergeMap((tickers) => tickers), map((ticker) => ({
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datasource_id: 'GATE',
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@@ -39,7 +45,7 @@ const quoteFromSpotTickers$ = defer(() => getSpotTickers({})).pipe(mergeMap((tic
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open_interest: '0',
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});
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}), repeat({ delay: 5000 }), retry({ delay: 1000 }));
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const quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$];
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const quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$, usdtFutureContracts$];
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const quote$ = defer(() => merge(...quoteSources$.map((x$) => defer(() => x$).pipe(
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// 防止单个流关闭导致整体关闭
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catchError(() => EMPTY))))).pipe(groupBy((x) => encodePath(x.datasource_id, x.product_id)), mergeMap((group$) => {
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{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAU,oBAAoB,EAAE,MAAM,oBAAoB,CAAC;AAClE,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,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,QAAQ,CAAC,CAAC,SAAS,EAAE,EAAE,CAAC,SAAS,CAAC,EAClC,GAAG,CACD,CAAC,QAAQ,EAAmB,EAAE,CAAC,CAAC;IAC9B,6BAA6B,EAAE,QAAQ,CAAC,kBAAkB;QACxD,CAAC,CAAC,GAAG,QAAQ,CAAC,kBAAkB,GAAG,IAAI,EAAE;QACzC,CAAC,CAAC,SAAS;IACb,aAAa,EAAE,MAAM;IACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,IAAI,CAAC;CACxD,CAAC,CACH,EACD,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,EAAE,oBAAoB,CAAC,CAAC;AAEvF,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,CAAC;IAC9C,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,CAAC;YACnB,MAAM,2BAA2B,CAAC;QACpC,CAAC;QACD,IAAI,CAAC,UAAU,EAAE,CAAC;YAChB,MAAM,wBAAwB,CAAC;QACjC,CAAC;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;AACjB,CAAC","sourcesContent":["import { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { 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 mergeMap((contracts) => contracts),\n map(\n (contract): Partial<IQuote> => ({\n interest_rate_next_settled_at: contract.funding_next_apply\n ? `${contract.funding_next_apply * 1000}`\n : undefined,\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', contract.name),\n }),\n ),\n repeat({ delay: 3600_000 }),\n retry({ delay: 60_000 }),\n shareReplay(1),\n);\n\n// 从tickers获取价格和交易量数据\nconst quoteFromTickers$ = 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$, quoteFromSpotTickers$, usdtFutureContracts$];\n\nconst quote$ = 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"]}
|
|
@@ -40,7 +40,7 @@ const limitedGetSpotPrice = createConcurrencyLimiter(5, public_api_1.getSpotPric
|
|
|
40
40
|
*/
|
|
41
41
|
const getEarningAccountInfo = async (credential) => {
|
|
42
42
|
const balances = await (0, private_api_1.getEarnBalance)(credential, {});
|
|
43
|
-
const positions = await Promise.all(balances.map(async (balance) => {
|
|
43
|
+
const positions = await Promise.all((balances !== null && balances !== void 0 ? balances : []).map(async (balance) => {
|
|
44
44
|
// 过滤零余额条目
|
|
45
45
|
if (+balance.amount <= 0)
|
|
46
46
|
return undefined;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"earning.js","sourceRoot":"","sources":["../../../src/services/accounts/earning.ts"],"names":[],"mappings":";;;AAAA,uDAAwE;AACxE,yCAA2C;AAC3C,uDAAoE;AACpE,qDAAoD;AAEpD;;GAEG;AACH,MAAM,wBAAwB,GAAG,CAC/B,WAAmB,EACnB,EAAiC,EACA,EAAE;IACnC,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,MAAM,KAAK,GAAsB,EAAE,CAAC;IAEpC,MAAM,OAAO,GAAG,GAAG,EAAE;QACnB,IAAI,OAAO,IAAI,WAAW,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO;QACzD,OAAO,EAAE,CAAC;QACV,MAAM,IAAI,GAAG,KAAK,CAAC,KAAK,EAAG,CAAC;QAC5B,IAAI,EAAE,CAAC;IACT,CAAC,CAAC;IAEF,OAAO,CAAC,GAAG,IAAU,EAAE,EAAE;QACvB,OAAO,IAAI,OAAO,CAAI,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YACxC,MAAM,IAAI,GAAG,GAAG,EAAE;gBAChB,EAAE,CAAC,GAAG,IAAI,CAAC;qBACR,IAAI,CAAC,OAAO,EAAE,MAAM,CAAC;qBACrB,OAAO,CAAC,GAAG,EAAE;oBACZ,OAAO,EAAE,CAAC;oBACV,OAAO,EAAE,CAAC;gBACZ,CAAC,CAAC,CAAC;YACP,CAAC,CAAC;YACF,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YACjB,OAAO,EAAE,CAAC;QACZ,CAAC,CAAC,CAAC;IACL,CAAC,CAAC;AACJ,CAAC,CAAC;AAEF,4BAA4B;AAC5B,MAAM,mBAAmB,GAAG,wBAAwB,CAAC,CAAC,EAAE,yBAAY,CAAC,CAAC;AAEtE;;GAEG;AACI,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAC3F,MAAM,QAAQ,GAAG,MAAM,IAAA,4BAAc,EAAC,UAAU,EAAE,EAAE,CAAC,CAAC;IAEtD,MAAM,SAAS,GAAG,MAAM,OAAO,CAAC,GAAG,CACjC,QAAQ,CAAC,GAAG,CAAC,KAAK,EAAE,OAAO,EAAE,EAAE;
|
|
1
|
+
{"version":3,"file":"earning.js","sourceRoot":"","sources":["../../../src/services/accounts/earning.ts"],"names":[],"mappings":";;;AAAA,uDAAwE;AACxE,yCAA2C;AAC3C,uDAAoE;AACpE,qDAAoD;AAEpD;;GAEG;AACH,MAAM,wBAAwB,GAAG,CAC/B,WAAmB,EACnB,EAAiC,EACA,EAAE;IACnC,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,MAAM,KAAK,GAAsB,EAAE,CAAC;IAEpC,MAAM,OAAO,GAAG,GAAG,EAAE;QACnB,IAAI,OAAO,IAAI,WAAW,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO;QACzD,OAAO,EAAE,CAAC;QACV,MAAM,IAAI,GAAG,KAAK,CAAC,KAAK,EAAG,CAAC;QAC5B,IAAI,EAAE,CAAC;IACT,CAAC,CAAC;IAEF,OAAO,CAAC,GAAG,IAAU,EAAE,EAAE;QACvB,OAAO,IAAI,OAAO,CAAI,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YACxC,MAAM,IAAI,GAAG,GAAG,EAAE;gBAChB,EAAE,CAAC,GAAG,IAAI,CAAC;qBACR,IAAI,CAAC,OAAO,EAAE,MAAM,CAAC;qBACrB,OAAO,CAAC,GAAG,EAAE;oBACZ,OAAO,EAAE,CAAC;oBACV,OAAO,EAAE,CAAC;gBACZ,CAAC,CAAC,CAAC;YACP,CAAC,CAAC;YACF,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;YACjB,OAAO,EAAE,CAAC;QACZ,CAAC,CAAC,CAAC;IACL,CAAC,CAAC;AACJ,CAAC,CAAC;AAEF,4BAA4B;AAC5B,MAAM,mBAAmB,GAAG,wBAAwB,CAAC,CAAC,EAAE,yBAAY,CAAC,CAAC;AAEtE;;GAEG;AACI,MAAM,qBAAqB,GAAG,KAAK,EAAE,UAAuB,EAAwB,EAAE;IAC3F,MAAM,QAAQ,GAAG,MAAM,IAAA,4BAAc,EAAC,UAAU,EAAE,EAAE,CAAC,CAAC;IAEtD,MAAM,SAAS,GAAG,MAAM,OAAO,CAAC,GAAG,CACjC,CAAC,QAAQ,aAAR,QAAQ,cAAR,QAAQ,GAAI,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,EAAE,OAAO,EAAE,EAAE;QACrC,UAAU;QACV,IAAI,CAAC,OAAO,CAAC,MAAM,IAAI,CAAC;YAAE,OAAO,SAAS,CAAC;QAE3C,8BAA8B;QAC9B,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,aAAa,IAAI,CAAC,CAAC;QAC3C,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,OAAO,CAAC,MAAM,GAAG,MAAM,CAAC,CAAC;QAEzD,6CAA6C;QAC7C,MAAM,aAAa,GAAG,MAAM,mBAAmB,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QAElE,OAAO,IAAA,+BAAgB,EAAC;YACtB,aAAa,EAAE,MAAM;YACrB,WAAW,EAAE,WAAW,OAAO,CAAC,QAAQ,EAAE;YAC1C,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,SAAS,EAAE,OAAO,CAAC,QAAQ,CAAC;YAC3D,MAAM,EAAE,CAAC,OAAO,CAAC,MAAM;YACvB,WAAW,EAAE,UAAU;YACvB,cAAc,EAAE,aAAa;SAC9B,CAAC,CAAC;IACL,CAAC,CAAC,CACH,CAAC;IAEF,kBAAkB;IAClB,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC,GAAG,EAAoB,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;AAC5D,CAAC,CAAC;AA5BW,QAAA,qBAAqB,yBA4BhC","sourcesContent":["import { makeSpotPosition, type IPosition } from '@yuants/data-account';\nimport { encodePath } from '@yuants/utils';\nimport { getEarnBalance, ICredential } from '../../api/private-api';\nimport { getSpotPrice } from '../../api/public-api';\n\n/**\n * 简单的并发限制器（支持带参数的函数）\n */\nconst createConcurrencyLimiter = <T, Args extends any[]>(\n concurrency: number,\n fn: (...args: Args) => Promise<T>,\n): ((...args: Args) => Promise<T>) => {\n let running = 0;\n const queue: Array<() => void> = [];\n\n const runNext = () => {\n if (running >= concurrency || queue.length === 0) return;\n running++;\n const task = queue.shift()!;\n task();\n };\n\n return (...args: Args) => {\n return new Promise<T>((resolve, reject) => {\n const task = () => {\n fn(...args)\n .then(resolve, reject)\n .finally(() => {\n running--;\n runNext();\n });\n };\n queue.push(task);\n runNext();\n });\n };\n};\n\n// 限制现货价格查询的并发数（避免触发 API 限流）\nconst limitedGetSpotPrice = createConcurrencyLimiter(5, getSpotPrice);\n\n/**\n * 获取理财账户信息\n */\nexport const getEarningAccountInfo = async (credential: ICredential): Promise<IPosition[]> => {\n const balances = await getEarnBalance(credential, {});\n\n const positions = await Promise.all(\n (balances ?? []).map(async (balance) => {\n // 过滤零余额条目\n if (+balance.amount <= 0) return undefined;\n\n // 计算可用余额：理财总数量减去已申请赎回未到账的冻结部分\n const frozen = +balance.frozen_amount || 0;\n const freeVolume = Math.max(0, +balance.amount - frozen);\n\n // 获取币种对 USDT 的现货价格（getSpotPrice 已处理特殊映射和默认值）\n const closablePrice = await limitedGetSpotPrice(balance.currency);\n\n return makeSpotPosition({\n datasource_id: 'GATE',\n position_id: `earning/${balance.currency}`,\n product_id: encodePath('GATE', 'EARNING', balance.currency),\n volume: +balance.amount,\n free_volume: freeVolume,\n closable_price: closablePrice,\n });\n }),\n );\n\n // 过滤 undefined 条目\n return positions.filter((pos): pos is IPosition => !!pos);\n};\n"]}
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@@ -8,7 +8,13 @@ const rxjs_1 = require("rxjs");
|
|
|
8
8
|
const public_api_1 = require("../../api/public-api");
|
|
9
9
|
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
10
10
|
// 获取所有USDT永续合约
|
|
11
|
-
const usdtFutureContracts$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturesContracts)('usdt', {})).pipe((0, rxjs_1.
|
|
11
|
+
const usdtFutureContracts$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturesContracts)('usdt', {})).pipe((0, rxjs_1.mergeMap)((contracts) => contracts), (0, rxjs_1.map)((contract) => ({
|
|
12
|
+
interest_rate_next_settled_at: contract.funding_next_apply
|
|
13
|
+
? `${contract.funding_next_apply * 1000}`
|
|
14
|
+
: undefined,
|
|
15
|
+
datasource_id: 'GATE',
|
|
16
|
+
product_id: (0, utils_1.encodePath)('GATE', 'FUTURE', contract.name),
|
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17
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+
})), (0, rxjs_1.repeat)({ delay: 3600000 }), (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)(1));
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12
18
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// 从tickers获取价格和交易量数据
|
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13
19
|
const quoteFromTickers$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturesTickers)('usdt', {})).pipe((0, rxjs_1.mergeMap)((tickers) => tickers), (0, rxjs_1.map)((ticker) => ({
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14
20
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datasource_id: 'GATE',
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@@ -41,7 +47,7 @@ const quoteFromSpotTickers$ = (0, rxjs_1.defer)(() => (0, public_api_1.getSpotTi
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41
47
|
open_interest: '0',
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42
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|
});
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43
49
|
}), (0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 1000 }));
|
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44
|
-
const quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$];
|
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50
|
+
const quoteSources$ = [quoteFromTickers$, quoteFromSpotTickers$, usdtFutureContracts$];
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45
51
|
const quote$ = (0, rxjs_1.defer)(() => (0, rxjs_1.merge)(...quoteSources$.map((x$) => (0, rxjs_1.defer)(() => x$).pipe(
|
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46
52
|
// 防止单个流关闭导致整体关闭
|
|
47
53
|
(0, rxjs_1.catchError)(() => rxjs_1.EMPTY))))).pipe((0, rxjs_1.groupBy)((x) => (0, utils_1.encodePath)(x.datasource_id, x.product_id)), (0, rxjs_1.mergeMap)((group$) => {
|
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@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;AAAA,mDAAkE;AAClE,+CAA4C;AAC5C,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;
|
|
1
|
+
{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;AAAA,mDAAkE;AAClE,+CAA4C;AAC5C,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,eAAQ,EAAC,CAAC,SAAS,EAAE,EAAE,CAAC,SAAS,CAAC,EAClC,IAAA,UAAG,EACD,CAAC,QAAQ,EAAmB,EAAE,CAAC,CAAC;IAC9B,6BAA6B,EAAE,QAAQ,CAAC,kBAAkB;QACxD,CAAC,CAAC,GAAG,QAAQ,CAAC,kBAAkB,GAAG,IAAI,EAAE;QACzC,CAAC,CAAC,SAAS;IACb,aAAa,EAAE,MAAM;IACrB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,IAAI,CAAC;CACxD,CAAC,CACH,EACD,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,EAAE,oBAAoB,CAAC,CAAC;AAEvF,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,CAAC;IAC9C,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,CAAC;YACnB,MAAM,2BAA2B,CAAC;QACpC,CAAC;QACD,IAAI,CAAC,UAAU,EAAE,CAAC;YAChB,MAAM,wBAAwB,CAAC;QACjC,CAAC;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;AACjB,CAAC","sourcesContent":["import { IQuote, setMetricsQuoteState } from '@yuants/data-quote';\nimport { 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 mergeMap((contracts) => contracts),\n map(\n (contract): Partial<IQuote> => ({\n interest_rate_next_settled_at: contract.funding_next_apply\n ? `${contract.funding_next_apply * 1000}`\n : undefined,\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', contract.name),\n }),\n ),\n repeat({ delay: 3600_000 }),\n retry({ delay: 60_000 }),\n shareReplay(1),\n);\n\n// 从tickers获取价格和交易量数据\nconst quoteFromTickers$ = 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$, quoteFromSpotTickers$, usdtFutureContracts$];\n\nconst quote$ = 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
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@@ -1,6 +1,6 @@
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1
1
|
{
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|
2
2
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"name": "@yuants/vendor-gate",
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-
"version": "0.9.
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3
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+
"version": "0.9.9",
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"main": "lib/index.js",
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"files": [
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"lib",
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@@ -9,21 +9,21 @@
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],
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"dependencies": {
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11
11
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"rxjs": "~7.5.6",
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-
"@yuants/cache": "0.3.
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-
"@yuants/
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|
14
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-
"@yuants/protocol": "0.
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-
"@yuants/
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-
"@yuants/data-order": "0.7.
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17
|
-
"@yuants/data-ohlc": "0.6.
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18
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-
"@yuants/data-trade": "0.1.
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19
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-
"@yuants/sql": "0.9.
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|
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-
"@yuants/
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|
21
|
-
"@yuants/utils": "0.19.
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|
-
"@yuants/
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-
"@yuants/data-
|
|
24
|
-
"@yuants/data-
|
|
25
|
-
"@yuants/
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|
26
|
-
"@yuants/
|
|
12
|
+
"@yuants/cache": "0.3.15",
|
|
13
|
+
"@yuants/data-account": "0.11.12",
|
|
14
|
+
"@yuants/protocol": "0.55.0",
|
|
15
|
+
"@yuants/transfer": "0.2.52",
|
|
16
|
+
"@yuants/data-order": "0.7.13",
|
|
17
|
+
"@yuants/data-ohlc": "0.6.8",
|
|
18
|
+
"@yuants/data-trade": "0.1.38",
|
|
19
|
+
"@yuants/sql": "0.9.43",
|
|
20
|
+
"@yuants/http-services": "0.5.3",
|
|
21
|
+
"@yuants/utils": "0.19.7",
|
|
22
|
+
"@yuants/data-series": "0.3.65",
|
|
23
|
+
"@yuants/data-product": "0.5.13",
|
|
24
|
+
"@yuants/data-interest-rate": "0.2.13",
|
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25
|
+
"@yuants/exchange": "0.8.23",
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26
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+
"@yuants/data-quote": "0.4.12"
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|
},
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"devDependencies": {
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29
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"@microsoft/api-extractor": "~7.55.2",
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@@ -33,7 +33,7 @@
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"@types/heft-jest": "1.0.6",
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34
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"@types/node": "24",
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35
35
|
"typescript": "~5.9.3",
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36
|
-
"@yuants/extension": "0.2.
|
|
36
|
+
"@yuants/extension": "0.2.43",
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|
37
37
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"@yuants/tool-kit": "0.2.3"
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},
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"publishConfig": {
|