@yuants/vendor-huobi 0.15.16 → 0.16.0

package/dist/index.js

@@ -1,4 +1,5 @@
 import './services/exchange';
 import './services/market-data/interest_rate';
 import './services/market-data/quote';
+import './services/quotes';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,sCAAsC,CAAC;AAC9C,OAAO,8BAA8B,CAAC;AACtC,OAAO,mBAAmB,CAAC","sourcesContent":["import './services/exchange';\nimport './services/market-data/interest_rate';\nimport './services/market-data/quote';\nimport './services/quotes';\n"]}

package/dist/services/quotes.js

@@ -0,0 +1,84 @@
+import { provideQuoteService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { encodePath, formatTime } from '@yuants/utils';
+import { getSpotMarketTickers, getSwapBatchFundingRate, getSwapMarketBbo, getSwapMarketTrade, getSwapOpenInterest, } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+provideQuoteService(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    fields: ['ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await getSwapMarketBbo({});
+    const updated_at = Date.now();
+    return ((_a = res.ticks) !== null && _a !== void 0 ? _a : []).map((tick) => {
+        const [ask_price = '', ask_volume = ''] = tick.ask || [];
+        const [bid_price = '', bid_volume = ''] = tick.bid || [];
+        return {
+            product_id: encodePath('HTX', 'SWAP', tick.contract_code),
+            updated_at,
+            ask_price: `${ask_price}`,
+            ask_volume: `${ask_volume}`,
+            bid_price: `${bid_price}`,
+            bid_volume: `${bid_volume}`,
+        };
+    });
+});
+provideQuoteService(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    fields: ['last_price'],
+}, async () => {
+    var _a, _b;
+    const res = await getSwapMarketTrade({});
+    const updated_at = Date.now();
+    return ((_b = (_a = res.tick) === null || _a === void 0 ? void 0 : _a.data) !== null && _b !== void 0 ? _b : []).map((tick) => ({
+        product_id: encodePath('HTX', 'SWAP', tick.contract_code),
+        updated_at,
+        last_price: `${tick.price}`,
+    }));
+});
+provideQuoteService(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    fields: ['interest_rate_long', 'interest_rate_short', 'interest_rate_next_settled_at'],
+}, async (req) => {
+    var _a;
+    const res = await getSwapBatchFundingRate({});
+    const updated_at = Date.now();
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((tick) => ({
+        product_id: encodePath('HTX', 'SWAP', tick.contract_code),
+        updated_at,
+        interest_rate_long: `${-Number(tick.funding_rate)}`,
+        interest_rate_short: `${Number(tick.funding_rate)}`,
+        interest_rate_next_settled_at: formatTime(+tick.funding_time),
+    }));
+});
+provideQuoteService(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    fields: ['open_interest'],
+}, async (req) => {
+    var _a;
+    const res = await getSwapOpenInterest({});
+    const updated_at = Date.now();
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((tick) => ({
+        product_id: encodePath('HTX', 'SWAP', tick.contract_code),
+        updated_at,
+        open_interest: `${tick.volume}`,
+    }));
+});
+provideQuoteService(terminal, {
+    product_id_prefix: 'HTX/SPOT/',
+    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await getSpotMarketTickers();
+    const updated_at = Date.now();
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((tick) => ({
+        product_id: encodePath('HTX', 'SPOT', tick.symbol),
+        updated_at,
+        ask_price: `${tick.ask}`,
+        bid_price: `${tick.bid}`,
+        ask_volume: `${tick.askSize}`,
+        bid_volume: `${tick.bidSize}`,
+        last_price: `${tick.close}`,
+    }));
+});
+//# sourceMappingURL=quotes.js.map

package/dist/services/quotes.js.map

@@ -0,0 +1 @@
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[]).map((tick) => {\n      const [ask_price = '', ask_volume = ''] = tick.ask || [];\n      const [bid_price = '', bid_volume = ''] = tick.bid || [];\n      return {\n        product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n        updated_at,\n        ask_price: `${ask_price}`,\n        ask_volume: `${ask_volume}`,\n        bid_price: `${bid_price}`,\n        bid_volume: `${bid_volume}`,\n      };\n    });\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    fields: ['last_price'],\n  },\n  async () => {\n    const res = await getSwapMarketTrade({});\n    const updated_at = Date.now();\n    return (res.tick?.data ?? []).map((tick) => ({\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      updated_at,\n      last_price: `${tick.price}`,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    fields: ['interest_rate_long', 'interest_rate_short', 'interest_rate_next_settled_at'],\n  },\n  async (req) => {\n    const res = await getSwapBatchFundingRate({});\n    const updated_at = Date.now();\n    return (res.data ?? []).map((tick) => ({\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      updated_at,\n      interest_rate_long: `${-Number(tick.funding_rate)}`,\n      interest_rate_short: `${Number(tick.funding_rate)}`,\n      interest_rate_next_settled_at: formatTime(+tick.funding_time),\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    fields: ['open_interest'],\n  },\n  async (req) => {\n    const res = await getSwapOpenInterest({});\n    const updated_at = Date.now();\n    return (res.data ?? []).map((tick) => ({\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      updated_at,\n      open_interest: `${tick.volume}`,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SPOT/',\n    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],\n  },\n  async () => {\n    const res = await getSpotMarketTickers();\n    const updated_at = Date.now();\n    return (res.data ?? []).map((tick) => ({\n      product_id: encodePath('HTX', 'SPOT', tick.symbol),\n      updated_at,\n      ask_price: `${tick.ask}`,\n      bid_price: `${tick.bid}`,\n      ask_volume: `${tick.askSize}`,\n      bid_volume: `${tick.bidSize}`,\n      last_price: `${tick.close}`,\n    }));\n  },\n);\n"]}

package/lib/index.d.ts

@@ -1,4 +1,5 @@
 import './services/exchange';
 import './services/market-data/interest_rate';
 import './services/market-data/quote';
+import './services/quotes';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,sCAAsC,CAAC;AAC9C,OAAO,8BAA8B,CAAC;AACtC,OAAO,mBAAmB,CAAC"}

package/lib/index.js

@@ -3,4 +3,5 @@ Object.defineProperty(exports, "__esModule", { value: true });
 require("./services/exchange");
 require("./services/market-data/interest_rate");
 require("./services/market-data/quote");
+require("./services/quotes");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,gDAA8C;AAC9C,wCAAsC","sourcesContent":["import './services/exchange';\nimport './services/market-data/interest_rate';\nimport './services/market-data/quote';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,gDAA8C;AAC9C,wCAAsC;AACtC,6BAA2B","sourcesContent":["import './services/exchange';\nimport './services/market-data/interest_rate';\nimport './services/market-data/quote';\nimport './services/quotes';\n"]}

package/lib/services/quotes.d.ts

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

package/lib/services/quotes.d.ts.map

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

package/lib/services/quotes.js

@@ -0,0 +1,86 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+(0, exchange_1.provideQuoteService)(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    fields: ['ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await (0, public_api_1.getSwapMarketBbo)({});
+    const updated_at = Date.now();
+    return ((_a = res.ticks) !== null && _a !== void 0 ? _a : []).map((tick) => {
+        const [ask_price = '', ask_volume = ''] = tick.ask || [];
+        const [bid_price = '', bid_volume = ''] = tick.bid || [];
+        return {
+            product_id: (0, utils_1.encodePath)('HTX', 'SWAP', tick.contract_code),
+            updated_at,
+            ask_price: `${ask_price}`,
+            ask_volume: `${ask_volume}`,
+            bid_price: `${bid_price}`,
+            bid_volume: `${bid_volume}`,
+        };
+    });
+});
+(0, exchange_1.provideQuoteService)(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    fields: ['last_price'],
+}, async () => {
+    var _a, _b;
+    const res = await (0, public_api_1.getSwapMarketTrade)({});
+    const updated_at = Date.now();
+    return ((_b = (_a = res.tick) === null || _a === void 0 ? void 0 : _a.data) !== null && _b !== void 0 ? _b : []).map((tick) => ({
+        product_id: (0, utils_1.encodePath)('HTX', 'SWAP', tick.contract_code),
+        updated_at,
+        last_price: `${tick.price}`,
+    }));
+});
+(0, exchange_1.provideQuoteService)(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    fields: ['interest_rate_long', 'interest_rate_short', 'interest_rate_next_settled_at'],
+}, async (req) => {
+    var _a;
+    const res = await (0, public_api_1.getSwapBatchFundingRate)({});
+    const updated_at = Date.now();
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((tick) => ({
+        product_id: (0, utils_1.encodePath)('HTX', 'SWAP', tick.contract_code),
+        updated_at,
+        interest_rate_long: `${-Number(tick.funding_rate)}`,
+        interest_rate_short: `${Number(tick.funding_rate)}`,
+        interest_rate_next_settled_at: (0, utils_1.formatTime)(+tick.funding_time),
+    }));
+});
+(0, exchange_1.provideQuoteService)(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    fields: ['open_interest'],
+}, async (req) => {
+    var _a;
+    const res = await (0, public_api_1.getSwapOpenInterest)({});
+    const updated_at = Date.now();
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((tick) => ({
+        product_id: (0, utils_1.encodePath)('HTX', 'SWAP', tick.contract_code),
+        updated_at,
+        open_interest: `${tick.volume}`,
+    }));
+});
+(0, exchange_1.provideQuoteService)(terminal, {
+    product_id_prefix: 'HTX/SPOT/',
+    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],
+}, async () => {
+    var _a;
+    const res = await (0, public_api_1.getSpotMarketTickers)();
+    const updated_at = Date.now();
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : []).map((tick) => ({
+        product_id: (0, utils_1.encodePath)('HTX', 'SPOT', tick.symbol),
+        updated_at,
+        ask_price: `${tick.ask}`,
+        bid_price: `${tick.bid}`,
+        ask_volume: `${tick.askSize}`,
+        bid_volume: `${tick.bidSize}`,
+        last_price: `${tick.close}`,
+    }));
+});
+//# sourceMappingURL=quotes.js.map

package/lib/services/quotes.js.map

@@ -0,0 +1 @@
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[]).map((tick) => {\n      const [ask_price = '', ask_volume = ''] = tick.ask || [];\n      const [bid_price = '', bid_volume = ''] = tick.bid || [];\n      return {\n        product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n        updated_at,\n        ask_price: `${ask_price}`,\n        ask_volume: `${ask_volume}`,\n        bid_price: `${bid_price}`,\n        bid_volume: `${bid_volume}`,\n      };\n    });\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    fields: ['last_price'],\n  },\n  async () => {\n    const res = await getSwapMarketTrade({});\n    const updated_at = Date.now();\n    return (res.tick?.data ?? []).map((tick) => ({\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      updated_at,\n      last_price: `${tick.price}`,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    fields: ['interest_rate_long', 'interest_rate_short', 'interest_rate_next_settled_at'],\n  },\n  async (req) => {\n    const res = await getSwapBatchFundingRate({});\n    const updated_at = Date.now();\n    return (res.data ?? []).map((tick) => ({\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      updated_at,\n      interest_rate_long: `${-Number(tick.funding_rate)}`,\n      interest_rate_short: `${Number(tick.funding_rate)}`,\n      interest_rate_next_settled_at: formatTime(+tick.funding_time),\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    fields: ['open_interest'],\n  },\n  async (req) => {\n    const res = await getSwapOpenInterest({});\n    const updated_at = Date.now();\n    return (res.data ?? []).map((tick) => ({\n      product_id: encodePath('HTX', 'SWAP', tick.contract_code),\n      updated_at,\n      open_interest: `${tick.volume}`,\n    }));\n  },\n);\n\nprovideQuoteService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SPOT/',\n    fields: ['last_price', 'ask_price', 'ask_volume', 'bid_price', 'bid_volume'],\n  },\n  async () => {\n    const res = await getSpotMarketTickers();\n    const updated_at = Date.now();\n    return (res.data ?? []).map((tick) => ({\n      product_id: encodePath('HTX', 'SPOT', tick.symbol),\n      updated_at,\n      ask_price: `${tick.ask}`,\n      bid_price: `${tick.bid}`,\n      ask_volume: `${tick.askSize}`,\n      bid_volume: `${tick.bidSize}`,\n      last_price: `${tick.close}`,\n    }));\n  },\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-huobi",
-	"version": "0.15.16",
+	"version": "0.16.0",
 	"main": "lib/index.js",
 	"files": [
 		"dist",

package/temp/package-deps.json

@@ -1,19 +1,19 @@
 {
-    "apps/vendor-huobi/CHANGELOG.json": "c683eeee2f9fbfd995f615f13c252b777ee8ea69",
-    "apps/vendor-huobi/CHANGELOG.md": "d3b765a48f4555de4630fd70f28d26f69aaa0fc9",
+    "apps/vendor-huobi/CHANGELOG.json": "d7bb6eb74c962585fae85ac4169da5b165bd95d8",
+    "apps/vendor-huobi/CHANGELOG.md": "ff639e3a38beab822e0bb79cf7a15147c3cb2fa4",
     "apps/vendor-huobi/README.md": "d7bf0149513114eab5500a6b5c9e7cba10565572",
     "apps/vendor-huobi/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-huobi/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-huobi/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-huobi/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-huobi/etc/vendor-huobi.api.md": "dc8cbf2a044a227b30a4ee9701b0c97328244724",
-    "apps/vendor-huobi/package.json": "d259e04c0d61188aa7e2b73d7d1482da754ca333",
+    "apps/vendor-huobi/package.json": "f528db64d53f3049d21d814ee07fe026c4ef8320",
     "apps/vendor-huobi/src/__archived/account-info.ts": "5c325d3bb8839476c11f25693326ce05f3321ebd",
     "apps/vendor-huobi/src/__archived/api.ts": "8366151dc881b177d0478fb328a601a11e33cd35",
     "apps/vendor-huobi/src/__archived/transfer.ts": "fd299ad82ff31344460967f2a938b8f36c879259",
     "apps/vendor-huobi/src/api/private-api.ts": "6c9422f767b120a5ab45d65f2e38243a3a4851f5",
     "apps/vendor-huobi/src/api/public-api.ts": "c8c6c380118d1282d16a3b5342060f3f82ed14af",
-    "apps/vendor-huobi/src/index.ts": "b0fa28ef4e008320564a0ddc789104f398160a0a",
+    "apps/vendor-huobi/src/index.ts": "d3979bbfa38c0b88be8854dbdea2d7833c89ec9c",
     "apps/vendor-huobi/src/services/accounts/spot.ts": "9b214135dd375822ea5ef03c0fee108873ccc264",
     "apps/vendor-huobi/src/services/accounts/super-margin.ts": "ff885947334f43085aacb6e8c37b997afee2b7f6",
     "apps/vendor-huobi/src/services/accounts/swap.ts": "91ef044f09ed3dddd7b0d32116a16c78f74ba9be",
@@ -23,6 +23,7 @@
     "apps/vendor-huobi/src/services/orders/listOrders.ts": "1cf4621727fb290f8e5fd1439765fd73387bda7a",
     "apps/vendor-huobi/src/services/orders/submitOrder.ts": "876e70b541246b5fb5b50957880a6ae17179cf0b",
     "apps/vendor-huobi/src/services/product.ts": "096feb6e1348910242e814ca45848afa3b5bff98",
+    "apps/vendor-huobi/src/services/quotes.ts": "a99185c9d2e95da220919deef49357ec6280ee78",
     "apps/vendor-huobi/src/services/uid.ts": "b71c27a6a0debdd9365dea35306f4763327aca2f",
     "apps/vendor-huobi/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-huobi/.rush/temp/shrinkwrap-deps.json": "3099afcf246e8bc9ff02db11dd7b34b8bd1e72d9",