@yuants/vendor-gate 0.9.9 → 0.9.11
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/markets/quote.js +11 -5
- package/dist/services/markets/quote.js.map +1 -1
- package/lib/services/markets/quote.js +10 -4
- package/lib/services/markets/quote.js.map +1 -1
- package/package.json +6 -6
- package/temp/build/typescript/ts_Eujh_fX2.json +1 -1
- package/temp/package-deps.json +4 -4
- package/temp/test/jest/haste-map-ac984f375ffe2771b37aa116ca7fe6f5-87fb4bb14df3d29fb61369ce8cbe1fe1-6499ab22de0ac9ce813ded0e96430273 +0 -0
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@@ -1,18 +1,20 @@
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import { setMetricsQuoteState } from '@yuants/data-quote';
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import { Terminal } from '@yuants/protocol';
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import { writeToSQL } from '@yuants/sql';
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-
import { decodePath, encodePath } from '@yuants/utils';
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import { decodePath, encodePath, formatTime } from '@yuants/utils';
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import { catchError, defer, EMPTY, filter, groupBy, map, merge, mergeMap, repeat, retry, scan, share, shareReplay, } from 'rxjs';
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import { getFuturesContracts, getFuturesTickers, getSpotTickers } from '../../api/public-api';
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const terminal = Terminal.fromNodeEnv();
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const enableQuoteFromContracts = process.env.ENABLE_QUOTE_FROM_CONTRACTS === 'true';
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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(repeat({ delay: 300000 }), retry({ delay: 60000 }), shareReplay(1));
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const quoteFromContracts$ = usdtFutureContracts$.pipe(mergeMap((contracts) => contracts), map((contract) => ({
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interest_rate_next_settled_at: contract.funding_next_apply
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?
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? formatTime(contract.funding_next_apply * 1000)
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: undefined,
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datasource_id: 'GATE',
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product_id: encodePath('GATE', 'FUTURE', contract.name),
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}))
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})));
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// 从tickers获取价格和交易量数据
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const quoteFromTickers$ = defer(() => getFuturesTickers('usdt', {})).pipe(mergeMap((tickers) => tickers), map((ticker) => ({
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datasource_id: 'GATE',
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@@ -45,7 +47,11 @@ 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$ = [
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const quoteSources$ = [
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quoteFromTickers$,
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quoteFromSpotTickers$,
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...(enableQuoteFromContracts ? [quoteFromContracts$] : []),
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];
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const quote$ = 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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@@ -1 +1 @@
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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;
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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,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,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;AACxC,MAAM,wBAAwB,GAAG,OAAO,CAAC,GAAG,CAAC,2BAA2B,KAAK,MAAM,CAAC;AAEpF,eAAe;AACf,MAAM,oBAAoB,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,CAC5E,MAAM,CAAC,EAAE,KAAK,EAAE,MAAO,EAAE,CAAC,EAC1B,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,WAAW,CAAC,CAAC,CAAC,CACf,CAAC;AAEF,MAAM,mBAAmB,GAAG,oBAAoB,CAAC,IAAI,CACnD,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,UAAU,CAAC,QAAQ,CAAC,kBAAkB,GAAG,IAAI,CAAC;QAChD,CAAC,CAAC,SAAS;IACb,aAAa,EAAE,MAAM;IACrB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,IAAI,CAAC;CACxD,CAAC,CACH,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;IACpB,iBAAiB;IACjB,qBAAqB;IACrB,GAAG,CAAC,wBAAwB,CAAC,CAAC,CAAC,CAAC,mBAAmB,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;CAC3D,CAAC;AAEF,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, formatTime } 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();\nconst enableQuoteFromContracts = process.env.ENABLE_QUOTE_FROM_CONTRACTS === 'true';\n\n// 获取所有USDT永续合约\nconst usdtFutureContracts$ = defer(() => getFuturesContracts('usdt', {})).pipe(\n repeat({ delay: 300_000 }),\n retry({ delay: 60_000 }),\n shareReplay(1),\n);\n\nconst quoteFromContracts$ = usdtFutureContracts$.pipe(\n mergeMap((contracts) => contracts),\n map(\n (contract): Partial<IQuote> => ({\n interest_rate_next_settled_at: contract.funding_next_apply\n ? formatTime(contract.funding_next_apply * 1000)\n : undefined,\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', contract.name),\n }),\n ),\n);\n\n// 从tickers获取价格和交易量数据\nconst quoteFromTickers$ = 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$ = [\n quoteFromTickers$,\n quoteFromSpotTickers$,\n ...(enableQuoteFromContracts ? [quoteFromContracts$] : []),\n];\n\nconst quote$ = 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$\n .pipe(\n setMetricsQuoteState(terminal.terminal_id),\n writeToSQL({\n terminal,\n writeInterval: 1000,\n tableName: 'quote',\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n"]}
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@@ -7,14 +7,16 @@ const utils_1 = require("@yuants/utils");
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const rxjs_1 = require("rxjs");
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const public_api_1 = require("../../api/public-api");
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const terminal = protocol_1.Terminal.fromNodeEnv();
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const enableQuoteFromContracts = process.env.ENABLE_QUOTE_FROM_CONTRACTS === 'true';
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// 获取所有USDT永续合约
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const usdtFutureContracts$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturesContracts)('usdt', {})).pipe((0, rxjs_1.
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const usdtFutureContracts$ = (0, rxjs_1.defer)(() => (0, public_api_1.getFuturesContracts)('usdt', {})).pipe((0, rxjs_1.repeat)({ delay: 300000 }), (0, rxjs_1.retry)({ delay: 60000 }), (0, rxjs_1.shareReplay)(1));
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const quoteFromContracts$ = usdtFutureContracts$.pipe((0, rxjs_1.mergeMap)((contracts) => contracts), (0, rxjs_1.map)((contract) => ({
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? (0, utils_1.formatTime)(contract.funding_next_apply * 1000)
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: undefined,
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datasource_id: 'GATE',
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product_id: (0, utils_1.encodePath)('GATE', 'FUTURE', contract.name),
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}))
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})));
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// 从tickers获取价格和交易量数据
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const quoteFromTickers$ = (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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});
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}), (0, rxjs_1.repeat)({ delay: 5000 }), (0, rxjs_1.retry)({ delay: 1000 }));
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const quoteSources$ = [
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const quoteSources$ = [
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quoteFromTickers$,
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quoteFromSpotTickers$,
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...(enableQuoteFromContracts ? [quoteFromContracts$] : []),
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];
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const quote$ = (0, rxjs_1.defer)(() => (0, rxjs_1.merge)(...quoteSources$.map((x$) => (0, rxjs_1.defer)(() => x$).pipe(
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// 防止单个流关闭导致整体关闭
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(0, rxjs_1.catchError)(() => rxjs_1.EMPTY))))).pipe((0, rxjs_1.groupBy)((x) => (0, utils_1.encodePath)(x.datasource_id, x.product_id)), (0, rxjs_1.mergeMap)((group$) => {
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{"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;AAAA,mDAAkE;AAClE,+CAA4C;AAC5C,qCAAyC;AACzC,
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formatTime(contract.funding_next_apply * 1000)\n : undefined,\n datasource_id: 'GATE',\n product_id: encodePath('GATE', 'FUTURE', contract.name),\n }),\n ),\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$ = [\n quoteFromTickers$,\n quoteFromSpotTickers$,\n ...(enableQuoteFromContracts ? [quoteFromContracts$] : []),\n];\n\nconst quote$ = 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"]}
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"name": "@yuants/vendor-gate",
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"version": "0.9.
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"version": "0.9.11",
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"rxjs": "~7.5.6",
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"@yuants/cache": "0.3.15",
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"@yuants/data-account": "0.11.12",
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"@yuants/protocol": "0.55.0",
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"@yuants/transfer": "0.2.52",
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"@yuants/data-order": "0.7.13",
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"@yuants/data-account": "0.11.12",
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"@yuants/data-ohlc": "0.6.8",
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"@yuants/utils": "0.19.7",
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"@yuants/data-trade": "0.1.38",
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"@yuants/sql": "0.9.43",
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"@yuants/http-services": "0.5.3",
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"@yuants/utils": "0.19.7",
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"@yuants/data-series": "0.3.65",
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"@yuants/data-product": "0.5.13",
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"@yuants/data-series": "0.3.65",
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"@yuants/data-interest-rate": "0.2.13",
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"@yuants/
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"@yuants/data-quote": "0.4.12",
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"@microsoft/api-extractor": "~7.55.2",
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