@yuants/vendor-huobi 0.11.4 → 0.11.5
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/product.js +0 -2
- package/dist/product.js.map +1 -1
- package/dist/quote.js +0 -1
- package/dist/quote.js.map +1 -1
- package/lib/product.js +0 -2
- package/lib/product.js.map +1 -1
- package/lib/quote.js +0 -1
- package/lib/quote.js.map +1 -1
- package/package.json +10 -10
- package/temp/image-tag +1 -1
- package/temp/package-deps.json +14 -14
package/dist/product.js
CHANGED
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@@ -1,7 +1,6 @@
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1
1
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import { createCache } from '@yuants/cache';
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import { Terminal } from '@yuants/protocol';
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import { createSQLWriter } from '@yuants/sql';
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4
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-
import { encodePath } from '@yuants/utils';
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import { defer, filter, map, mergeMap, repeat, retry, shareReplay, Subject, toArray } from 'rxjs';
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import { client } from './api';
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const product$ = new Subject();
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@@ -78,7 +77,6 @@ perpetualContractProducts$.subscribe();
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createSQLWriter(Terminal.fromNodeEnv(), {
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tableName: 'product',
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writeInterval: 1000,
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81
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-
keyFn: (x) => encodePath(x.datasource_id, x.product_id),
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conflictKeys: ['datasource_id', 'product_id'],
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data$: product$,
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});
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package/dist/product.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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1
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+
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// Only include active contracts\n const maxLeverage = await productIdToMaxLeverage.query(symbol.contract_code);\n const product: IProduct = {\n datasource_id: 'HUOBI-SWAP',\n product_id: symbol.contract_code,\n base_currency: symbol.symbol,\n quote_currency: 'USDT',\n value_scale: symbol.contract_size,\n price_step: symbol.price_tick,\n volume_step: 1,\n name: '',\n value_scale_unit: '',\n margin_rate: 1 / (maxLeverage || 1),\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'HUOBI/SWAP',\n no_interest_rate: false,\n };\n products.push(product);\n product$.next(product);\n }\n return products;\n },\n {\n expire: 3600_000, // 1 hour\n },\n);\n\nexport const perpetualContractProducts$ = defer(() => swapProducts.query('')).pipe(\n map((res) => res || []),\n repeat({ delay: 86400_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nexport const spotProducts$ = defer(() => client.getSpotSymbols()).pipe(\n mergeMap((res) => res.data),\n filter((symbol) => symbol.state === 'online'),\n map(\n (symbol): IProduct => ({\n datasource_id: 'HUOBI-SPOT',\n product_id: symbol.sc,\n base_currency: symbol.bc,\n quote_currency: symbol.qc,\n value_scale: 1,\n price_step: 1 / 10 ** symbol.tpp,\n volume_step: 1 / 10 ** symbol.tap,\n name: '',\n value_scale_unit: '',\n margin_rate: 1,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: false,\n market_id: 'HUOBI/SPOT',\n no_interest_rate: true,\n }),\n ),\n toArray(),\n repeat({ delay: 86400_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nspotProducts$.subscribe();\nperpetualContractProducts$.subscribe();\n\ncreateSQLWriter<IProduct>(Terminal.fromNodeEnv(), {\n tableName: 'product',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n data$: product$,\n});\n"]}
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package/dist/quote.js
CHANGED
package/dist/quote.js.map
CHANGED
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@@ -1 +1 @@
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-
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst swapBboTick$ = defer(() => client.getSwapMarketBbo({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote1$ = swapBboTick$.pipe(\n mergeMap((res) => res.ticks || []),\n map((tick): Partial<IQuote> => {\n const [ask_price = '', ask_volume = ''] = tick.ask || [];\n const [bid_price = '', bid_volume = ''] = tick.bid || [];\n return {\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n ask_price: `${ask_price}`,\n bid_price: `${bid_price}`,\n ask_volume: `${ask_volume}`,\n bid_volume: `${bid_volume}`,\n };\n }),\n);\n\nconst mapSwapContractCodeToBboTick$ = defer(() => swapBboTick$).pipe(\n mergeMap((res) =>\n from(res.ticks).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst swapTradeTick$ = defer(() => client.getSwapMarketTrade({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote2$ = swapTradeTick$.pipe(\n mergeMap((res) => res.tick?.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n last_price: `${tick.price}`,\n }),\n ),\n);\n\nconst mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(\n mergeMap((res) =>\n from(res.tick.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\nconst swapFundingRateTick$ = defer(() => client.getSwapBatchFundingRate({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote3$ = swapFundingRateTick$.pipe(\n mergeMap((res) => res.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n interest_rate_long: `${-tick.funding_rate}`,\n interest_rate_short: `${tick.funding_rate}`,\n interest_rate_next_settled_at: formatTime(+tick.funding_time),\n }),\n ),\n);\n\nconst mapSwapContractCodeToFundingRateTick$ = defer(() => swapFundingRateTick$).pipe(\n mergeMap((res) =>\n from(res.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst swapOpenInterest$ = defer(() => client.getSwapOpenInterest({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterest$.pipe(\n mergeMap((res) => res.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n open_interest: `${tick.volume}`,\n }),\n ),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n // 合并不同来源的数据并进行合并，避免死锁\n merge(quote1$, quote2$, quote3$, quote4$)\n .pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n }),\n )\n .pipe(\n writeToSQL({\n terminal: Terminal.fromNodeEnv(),\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n keyFn: (x) => encodePath(x.datasource_id, x.product_id),\n }),\n )\n .subscribe();\n}\n\nconst mapSwapContractCodeToOpenInterest$ = defer(() => swapOpenInterest$).pipe(\n mergeMap((res) =>\n from(res.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\n// provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {\n// return defer(async () => {\n// const products = await firstValueFrom(perpetualContractProducts$);\n// const theProduct = products.find((x) => x.product_id === product_id);\n// if (!theProduct) throw `No Found ProductID ${product_id}`;\n\n// return [\n// of(theProduct),\n// mapSwapContractCodeToBboTick$,\n// mapSwapContractCodeToTradeTick$,\n// mapSwapContractCodeToFundingRateTick$,\n// mapSwapContractCodeToOpenInterest$,\n// ] as const;\n// }).pipe(\n// catchError(() => EMPTY),\n// mergeMap((x) =>\n// combineLatest(x).pipe(\n// map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {\n// return {\n// datasource_id: 'HUOBI-SWAP',\n// product_id,\n// updated_at: Date.now(),\n// settlement_scheduled_at: +fundingRateTick[product_id].funding_time,\n// price: +tradeTick[product_id].price,\n// ask: bboTick[product_id].ask?.[0] ?? undefined,\n// bid: bboTick[product_id].bid?.[0] ?? undefined,\n// volume: +tradeTick[product_id].amount,\n// interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,\n// interest_rate_for_short: +fundingRateTick[product_id].funding_rate,\n// open_interest: +openInterest[product_id]?.volume,\n// };\n// }),\n// ),\n// ),\n// );\n// });\n"]}
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+
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst swapBboTick$ = defer(() => client.getSwapMarketBbo({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote1$ = swapBboTick$.pipe(\n mergeMap((res) => res.ticks || []),\n map((tick): Partial<IQuote> => {\n const [ask_price = '', ask_volume = ''] = tick.ask || [];\n const [bid_price = '', bid_volume = ''] = tick.bid || [];\n return {\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n ask_price: `${ask_price}`,\n bid_price: `${bid_price}`,\n ask_volume: `${ask_volume}`,\n bid_volume: `${bid_volume}`,\n };\n }),\n);\n\nconst mapSwapContractCodeToBboTick$ = defer(() => swapBboTick$).pipe(\n mergeMap((res) =>\n from(res.ticks).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst swapTradeTick$ = defer(() => client.getSwapMarketTrade({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote2$ = swapTradeTick$.pipe(\n mergeMap((res) => res.tick?.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n last_price: `${tick.price}`,\n }),\n ),\n);\n\nconst mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(\n mergeMap((res) =>\n from(res.tick.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\nconst swapFundingRateTick$ = defer(() => client.getSwapBatchFundingRate({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote3$ = swapFundingRateTick$.pipe(\n mergeMap((res) => res.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n interest_rate_long: `${-tick.funding_rate}`,\n interest_rate_short: `${tick.funding_rate}`,\n interest_rate_next_settled_at: formatTime(+tick.funding_time),\n }),\n ),\n);\n\nconst mapSwapContractCodeToFundingRateTick$ = defer(() => swapFundingRateTick$).pipe(\n mergeMap((res) =>\n from(res.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst swapOpenInterest$ = defer(() => client.getSwapOpenInterest({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterest$.pipe(\n mergeMap((res) => res.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n open_interest: `${tick.volume}`,\n }),\n ),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n // 合并不同来源的数据并进行合并，避免死锁\n merge(quote1$, quote2$, quote3$, quote4$)\n .pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n }),\n )\n .pipe(\n writeToSQL({\n terminal: Terminal.fromNodeEnv(),\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n\nconst mapSwapContractCodeToOpenInterest$ = defer(() => swapOpenInterest$).pipe(\n mergeMap((res) =>\n from(res.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\n// provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {\n// return defer(async () => {\n// const products = await firstValueFrom(perpetualContractProducts$);\n// const theProduct = products.find((x) => x.product_id === product_id);\n// if (!theProduct) throw `No Found ProductID ${product_id}`;\n\n// return [\n// of(theProduct),\n// mapSwapContractCodeToBboTick$,\n// mapSwapContractCodeToTradeTick$,\n// mapSwapContractCodeToFundingRateTick$,\n// mapSwapContractCodeToOpenInterest$,\n// ] as const;\n// }).pipe(\n// catchError(() => EMPTY),\n// mergeMap((x) =>\n// combineLatest(x).pipe(\n// map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {\n// return {\n// datasource_id: 'HUOBI-SWAP',\n// product_id,\n// updated_at: Date.now(),\n// settlement_scheduled_at: +fundingRateTick[product_id].funding_time,\n// price: +tradeTick[product_id].price,\n// ask: bboTick[product_id].ask?.[0] ?? undefined,\n// bid: bboTick[product_id].bid?.[0] ?? undefined,\n// volume: +tradeTick[product_id].amount,\n// interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,\n// interest_rate_for_short: +fundingRateTick[product_id].funding_rate,\n// open_interest: +openInterest[product_id]?.volume,\n// };\n// }),\n// ),\n// ),\n// );\n// });\n"]}
|
package/lib/product.js
CHANGED
|
@@ -4,7 +4,6 @@ exports.spotProducts$ = exports.perpetualContractProducts$ = void 0;
|
|
|
4
4
|
const cache_1 = require("@yuants/cache");
|
|
5
5
|
const protocol_1 = require("@yuants/protocol");
|
|
6
6
|
const sql_1 = require("@yuants/sql");
|
|
7
|
-
const utils_1 = require("@yuants/utils");
|
|
8
7
|
const rxjs_1 = require("rxjs");
|
|
9
8
|
const api_1 = require("./api");
|
|
10
9
|
const product$ = new rxjs_1.Subject();
|
|
@@ -81,7 +80,6 @@ exports.perpetualContractProducts$.subscribe();
|
|
|
81
80
|
(0, sql_1.createSQLWriter)(protocol_1.Terminal.fromNodeEnv(), {
|
|
82
81
|
tableName: 'product',
|
|
83
82
|
writeInterval: 1000,
|
|
84
|
-
keyFn: (x) => (0, utils_1.encodePath)(x.datasource_id, x.product_id),
|
|
85
83
|
conflictKeys: ['datasource_id', 'product_id'],
|
|
86
84
|
data$: product$,
|
|
87
85
|
});
|
package/lib/product.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAE5C,+CAA4C;AAC5C,qCAA8C;
|
|
1
|
+
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// Only include active contracts\n const maxLeverage = await productIdToMaxLeverage.query(symbol.contract_code);\n const product: IProduct = {\n datasource_id: 'HUOBI-SWAP',\n product_id: symbol.contract_code,\n base_currency: symbol.symbol,\n quote_currency: 'USDT',\n value_scale: symbol.contract_size,\n price_step: symbol.price_tick,\n volume_step: 1,\n name: '',\n value_scale_unit: '',\n margin_rate: 1 / (maxLeverage || 1),\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'HUOBI/SWAP',\n no_interest_rate: false,\n };\n products.push(product);\n product$.next(product);\n }\n return products;\n },\n {\n expire: 3600_000, // 1 hour\n },\n);\n\nexport const perpetualContractProducts$ = defer(() => swapProducts.query('')).pipe(\n map((res) => res || []),\n repeat({ delay: 86400_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nexport const spotProducts$ = defer(() => client.getSpotSymbols()).pipe(\n mergeMap((res) => res.data),\n filter((symbol) => symbol.state === 'online'),\n map(\n (symbol): IProduct => ({\n datasource_id: 'HUOBI-SPOT',\n product_id: symbol.sc,\n base_currency: symbol.bc,\n quote_currency: symbol.qc,\n value_scale: 1,\n price_step: 1 / 10 ** symbol.tpp,\n volume_step: 1 / 10 ** symbol.tap,\n name: '',\n value_scale_unit: '',\n margin_rate: 1,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: false,\n market_id: 'HUOBI/SPOT',\n no_interest_rate: true,\n }),\n ),\n toArray(),\n repeat({ delay: 86400_000 }),\n retry({ delay: 10_000 }),\n shareReplay(1),\n);\n\nspotProducts$.subscribe();\nperpetualContractProducts$.subscribe();\n\ncreateSQLWriter<IProduct>(Terminal.fromNodeEnv(), {\n tableName: 'product',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n data$: product$,\n});\n"]}
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package/lib/quote.js
CHANGED
package/lib/quote.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst swapBboTick$ = defer(() => client.getSwapMarketBbo({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote1$ = swapBboTick$.pipe(\n mergeMap((res) => res.ticks || []),\n map((tick): Partial<IQuote> => {\n const [ask_price = '', ask_volume = ''] = tick.ask || [];\n const [bid_price = '', bid_volume = ''] = tick.bid || [];\n return {\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n ask_price: `${ask_price}`,\n bid_price: `${bid_price}`,\n ask_volume: `${ask_volume}`,\n bid_volume: `${bid_volume}`,\n };\n }),\n);\n\nconst mapSwapContractCodeToBboTick$ = defer(() => swapBboTick$).pipe(\n mergeMap((res) =>\n from(res.ticks).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst swapTradeTick$ = defer(() => client.getSwapMarketTrade({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote2$ = swapTradeTick$.pipe(\n mergeMap((res) => res.tick?.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n last_price: `${tick.price}`,\n }),\n ),\n);\n\nconst mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(\n mergeMap((res) =>\n from(res.tick.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\nconst swapFundingRateTick$ = defer(() => client.getSwapBatchFundingRate({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote3$ = swapFundingRateTick$.pipe(\n mergeMap((res) => res.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n interest_rate_long: `${-tick.funding_rate}`,\n interest_rate_short: `${tick.funding_rate}`,\n interest_rate_next_settled_at: formatTime(+tick.funding_time),\n }),\n ),\n);\n\nconst mapSwapContractCodeToFundingRateTick$ = defer(() => swapFundingRateTick$).pipe(\n mergeMap((res) =>\n from(res.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst swapOpenInterest$ = defer(() => client.getSwapOpenInterest({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterest$.pipe(\n mergeMap((res) => res.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n open_interest: `${tick.volume}`,\n }),\n ),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n // 合并不同来源的数据并进行合并，避免死锁\n merge(quote1$, quote2$, quote3$, quote4$)\n .pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n }),\n )\n .pipe(\n writeToSQL({\n terminal: Terminal.fromNodeEnv(),\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n keyFn: (x) => encodePath(x.datasource_id, x.product_id),\n }),\n )\n .subscribe();\n}\n\nconst mapSwapContractCodeToOpenInterest$ = defer(() => swapOpenInterest$).pipe(\n mergeMap((res) =>\n from(res.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\n// provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {\n// return defer(async () => {\n// const products = await firstValueFrom(perpetualContractProducts$);\n// const theProduct = products.find((x) => x.product_id === product_id);\n// if (!theProduct) throw `No Found ProductID ${product_id}`;\n\n// return [\n// of(theProduct),\n// mapSwapContractCodeToBboTick$,\n// mapSwapContractCodeToTradeTick$,\n// mapSwapContractCodeToFundingRateTick$,\n// mapSwapContractCodeToOpenInterest$,\n// ] as const;\n// }).pipe(\n// catchError(() => EMPTY),\n// mergeMap((x) =>\n// combineLatest(x).pipe(\n// map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {\n// return {\n// datasource_id: 'HUOBI-SWAP',\n// product_id,\n// updated_at: Date.now(),\n// settlement_scheduled_at: +fundingRateTick[product_id].funding_time,\n// price: +tradeTick[product_id].price,\n// ask: bboTick[product_id].ask?.[0] ?? undefined,\n// bid: bboTick[product_id].bid?.[0] ?? undefined,\n// volume: +tradeTick[product_id].amount,\n// interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,\n// interest_rate_for_short: +fundingRateTick[product_id].funding_rate,\n// open_interest: +openInterest[product_id]?.volume,\n// };\n// }),\n// ),\n// ),\n// );\n// });\n"]}
|
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1
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+
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{ IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { defer, from, groupBy, map, merge, mergeMap, repeat, retry, scan, shareReplay, toArray } from 'rxjs';\nimport { client } from './api';\n\nconst swapBboTick$ = defer(() => client.getSwapMarketBbo({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote1$ = swapBboTick$.pipe(\n mergeMap((res) => res.ticks || []),\n map((tick): Partial<IQuote> => {\n const [ask_price = '', ask_volume = ''] = tick.ask || [];\n const [bid_price = '', bid_volume = ''] = tick.bid || [];\n return {\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n ask_price: `${ask_price}`,\n bid_price: `${bid_price}`,\n ask_volume: `${ask_volume}`,\n bid_volume: `${bid_volume}`,\n };\n }),\n);\n\nconst mapSwapContractCodeToBboTick$ = defer(() => swapBboTick$).pipe(\n mergeMap((res) =>\n from(res.ticks).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst swapTradeTick$ = defer(() => client.getSwapMarketTrade({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote2$ = swapTradeTick$.pipe(\n mergeMap((res) => res.tick?.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n last_price: `${tick.price}`,\n }),\n ),\n);\n\nconst mapSwapContractCodeToTradeTick$ = defer(() => swapTradeTick$).pipe(\n mergeMap((res) =>\n from(res.tick.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\nconst swapFundingRateTick$ = defer(() => client.getSwapBatchFundingRate({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote3$ = swapFundingRateTick$.pipe(\n mergeMap((res) => res.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n interest_rate_long: `${-tick.funding_rate}`,\n interest_rate_short: `${tick.funding_rate}`,\n interest_rate_next_settled_at: formatTime(+tick.funding_time),\n }),\n ),\n);\n\nconst mapSwapContractCodeToFundingRateTick$ = defer(() => swapFundingRateTick$).pipe(\n mergeMap((res) =>\n from(res.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst swapOpenInterest$ = defer(() => client.getSwapOpenInterest({})).pipe(\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\nconst quote4$ = swapOpenInterest$.pipe(\n mergeMap((res) => res.data || []),\n map(\n (tick): Partial<IQuote> => ({\n datasource_id: 'HUOBI-SWAP',\n product_id: tick.contract_code,\n open_interest: `${tick.volume}`,\n }),\n ),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n // 合并不同来源的数据并进行合并，避免死锁\n merge(quote1$, quote2$, quote3$, quote4$)\n .pipe(\n groupBy((x) => encodePath(x.datasource_id, x.product_id)),\n mergeMap((group$) => {\n return group$.pipe(scan((acc, cur) => Object.assign(acc, cur), {} as Partial<IQuote>));\n }),\n )\n .pipe(\n writeToSQL({\n terminal: Terminal.fromNodeEnv(),\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n\nconst mapSwapContractCodeToOpenInterest$ = defer(() => swapOpenInterest$).pipe(\n mergeMap((res) =>\n from(res.data).pipe(\n map((tick) => [tick.contract_code, tick] as const),\n toArray(),\n map((ticks) => Object.fromEntries(ticks)),\n ),\n ),\n\n repeat({ delay: 1000 }),\n retry({ delay: 1000 }),\n shareReplay(1),\n);\n\n// provideTicks(Terminal.fromNodeEnv(), 'HUOBI-SWAP', (product_id) => {\n// return defer(async () => {\n// const products = await firstValueFrom(perpetualContractProducts$);\n// const theProduct = products.find((x) => x.product_id === product_id);\n// if (!theProduct) throw `No Found ProductID ${product_id}`;\n\n// return [\n// of(theProduct),\n// mapSwapContractCodeToBboTick$,\n// mapSwapContractCodeToTradeTick$,\n// mapSwapContractCodeToFundingRateTick$,\n// mapSwapContractCodeToOpenInterest$,\n// ] as const;\n// }).pipe(\n// catchError(() => EMPTY),\n// mergeMap((x) =>\n// combineLatest(x).pipe(\n// map(([theProduct, bboTick, tradeTick, fundingRateTick, openInterest]): ITick => {\n// return {\n// datasource_id: 'HUOBI-SWAP',\n// product_id,\n// updated_at: Date.now(),\n// settlement_scheduled_at: +fundingRateTick[product_id].funding_time,\n// price: +tradeTick[product_id].price,\n// ask: bboTick[product_id].ask?.[0] ?? undefined,\n// bid: bboTick[product_id].bid?.[0] ?? undefined,\n// volume: +tradeTick[product_id].amount,\n// interest_rate_for_long: -+fundingRateTick[product_id].funding_rate,\n// interest_rate_for_short: +fundingRateTick[product_id].funding_rate,\n// open_interest: +openInterest[product_id]?.volume,\n// };\n// }),\n// ),\n// ),\n// );\n// });\n"]}
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package/package.json
CHANGED
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{
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"name": "@yuants/vendor-huobi",
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"version": "0.11.
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+
"version": "0.11.5",
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"bin": "lib/cli.js",
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"main": "lib/index.js",
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"files": [
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],
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"dependencies": {
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"@yuants/protocol": "0.39.1",
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13
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-
"@yuants/data-account": "0.3.
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14
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-
"@yuants/data-order": "0.2.
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15
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-
"@yuants/transfer": "0.2.
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13
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+
"@yuants/data-account": "0.3.10",
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+
"@yuants/data-order": "0.2.6",
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15
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+
"@yuants/transfer": "0.2.9",
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"@yuants/utils": "0.7.1",
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17
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"@yuants/cache": "0.1.6",
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18
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-
"@yuants/sql": "0.
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19
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-
"@yuants/data-product": "0.2.
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20
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-
"@yuants/data-series": "0.3.
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21
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-
"@yuants/data-interest-rate": "0.1.
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22
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-
"@yuants/data-quote": "0.2.
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23
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-
"@yuants/secret": "0.2.
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18
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+
"@yuants/sql": "0.9.0",
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19
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+
"@yuants/data-product": "0.2.10",
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20
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+
"@yuants/data-series": "0.3.21",
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21
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+
"@yuants/data-interest-rate": "0.1.18",
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22
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+
"@yuants/data-quote": "0.2.13",
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+
"@yuants/secret": "0.2.4",
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"rxjs": "~7.5.6",
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"crypto-js": "^4.2.0"
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},
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package/temp/image-tag
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sha-
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sha-72edd84ba176753a99bf2546cb3e8132db7fdb6f
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package/temp/package-deps.json
CHANGED
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{
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-
"apps/vendor-huobi/CHANGELOG.json": "
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"apps/vendor-huobi/CHANGELOG.md": "
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+
"apps/vendor-huobi/CHANGELOG.json": "d8b43983017e06371e6e9eae0f86b154d708cd0d",
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3
|
+
"apps/vendor-huobi/CHANGELOG.md": "299b167aefadef5a03357958789c7607f6a7003e",
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4
4
|
"apps/vendor-huobi/README.md": "d7bf0149513114eab5500a6b5c9e7cba10565572",
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5
5
|
"apps/vendor-huobi/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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"apps/vendor-huobi/build/Dockerfile": "51905c802275985c2558fa8ae5878e9536e799ef",
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@@ -8,7 +8,7 @@
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"apps/vendor-huobi/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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"apps/vendor-huobi/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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10
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"apps/vendor-huobi/etc/vendor-huobi.api.md": "dc8cbf2a044a227b30a4ee9701b0c97328244724",
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11
|
-
"apps/vendor-huobi/package.json": "
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11
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+
"apps/vendor-huobi/package.json": "0df9f25fbe46fcccd01722449f3dfacdf58f1773",
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"apps/vendor-huobi/src/api.ts": "7f13d45da5c3600276cdf4e734e086358d96b348",
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"apps/vendor-huobi/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
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"apps/vendor-huobi/src/cluster.ts": "f58a96d9c89e29e4fcf7cedd8ea9cb1dc920540b",
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@@ -16,22 +16,22 @@
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"apps/vendor-huobi/src/index.ts": "dd5316a0c82a191237cbe45d4c2cd271fc7cbe7f",
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"apps/vendor-huobi/src/interest_rate.ts": "1ada272b47f382533368928758b35176442d957f",
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"apps/vendor-huobi/src/logger.ts": "d25d427e74f46819a601e0cb17d5358b22c8db7b",
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"apps/vendor-huobi/src/product.ts": "
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"apps/vendor-huobi/src/quote.ts": "
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"apps/vendor-huobi/src/product.ts": "5085b9262651dc574627e82723f862724124e6ea",
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"apps/vendor-huobi/src/quote.ts": "d772d64897c765a8157dac1a9abc0f3f488eaa1d",
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"apps/vendor-huobi/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
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"apps/vendor-huobi/.rush/temp/shrinkwrap-deps.json": "d9fc97de6643d551cb315ce28c6deca42698705c",
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"libraries/protocol/temp/package-deps.json": "9dd08f362a18e682103da293f1644d0be511dccb",
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"libraries/data-account/temp/package-deps.json": "
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"libraries/data-order/temp/package-deps.json": "
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"libraries/transfer/temp/package-deps.json": "
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"libraries/data-account/temp/package-deps.json": "c5c6eb88f71f51de98c4a9f541fe9344c1e50d30",
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"libraries/data-order/temp/package-deps.json": "a25e8ca2e0f17347d55ed5f92259e3d127734fa1",
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"libraries/transfer/temp/package-deps.json": "c419b1c288471f5bee32fc5de0c0268387526156",
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"libraries/utils/temp/package-deps.json": "a8bc223d16ba49e526dfa5dff4b12043b9d69797",
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"libraries/cache/temp/package-deps.json": "5d4e4774dcc166a14026858808b142c0a438e5f1",
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"libraries/sql/temp/package-deps.json": "
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"libraries/data-series/temp/package-deps.json": "
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"libraries/data-interest-rate/temp/package-deps.json": "
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"libraries/data-quote/temp/package-deps.json": "
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"libraries/secret/temp/package-deps.json": "
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"libraries/sql/temp/package-deps.json": "d347d47dfab59676b5e403405cc51c4b67ba1587",
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"libraries/data-product/temp/package-deps.json": "132c4d7ae32e2ef9cac9ba6de58a464e53be5822",
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"libraries/data-series/temp/package-deps.json": "aaafbf4054f878174832d643c9cd53516a3a18d5",
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"libraries/data-interest-rate/temp/package-deps.json": "0c9266aab90a84e5a58dfbc02bba086596bd485f",
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"libraries/data-quote/temp/package-deps.json": "93bc3efacc3bfb5abe9f25cf7e8f323d4f43d844",
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"libraries/secret/temp/package-deps.json": "50836bd8c097c3239a200b3075df28737942f680",
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"libraries/extension/temp/package-deps.json": "ab7027477e102e1ee21a68d54473d801d4430c98",
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"tools/toolkit/temp/package-deps.json": "3bef053db16659f0cdaceea64c8a8580c0131633"
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}
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