@yuants/vendor-huobi 0.17.6 → 0.18.1

package/dist/api/public-api.js

@@ -54,6 +54,16 @@ export function getSpotSymbols() {
 export function getSpotTick(params) {
     return publicRequest('GET', `/market/detail/merged`, SPOT_API_ROOT, params);
 }
+/**
+ * 【现货】获取K线数据
+ *
+ * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3ff18-7773-11ed-9966-0242ac110003
+ *
+ * Note: HTX spot KLine uses unix seconds in `data[].id`
+ */
+export function getSpotHistoryKline(params) {
+    return publicRequest('GET', `/market/history/kline`, SPOT_API_ROOT, params);
+}
 /**
  * 【通用】批量获取合约资金费率
  *
@@ -126,6 +136,14 @@ export function getSwapMarketBbo(params) {
 export function getSwapHistoricalFundingRate(params) {
     return publicRequest('GET', `/linear-swap-api/v1/swap_historical_funding_rate`, SWAP_API_ROOT, params);
 }
+/**
+ * 【通用】获取K线数据
+ *
+ * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73746-77b5-11ed-9966-0242ac110003
+ */
+export function getSwapHistoryKline(params) {
+    return publicRequest('GET', `/linear-swap-ex/market/history/kline`, SWAP_API_ROOT, params);
+}
 /**
  * 【全仓】获取平台阶梯保证金
  *

package/dist/api/public-api.js.map

@@ -1 +1 @@
-{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,gBAAgB;AAChB,MAAM,aAAa,GAAG,cAAc,CAAC;AACrC,MAAM,aAAa,GAAG,eAAe,CAAC;AAEtC;;GAEG;AACH,KAAK,UAAU,aAAa,CAAC,MAAc,EAAE,IAAY,EAAE,QAAgB,EAAE,MAAY;IACvF,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,WAAW,QAAQ,GAAG,IAAI,EAAE,CAAC,CAAC;IAElD,IAAI,MAAM,KAAK,KAAK,EAAE;QACpB,KAAK,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,IAAI,EAAE,CAAC,EAAE;YACjD,GAAG,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;SACvC;KACF;IAED,MAAM,IAAI,GAAG,MAAM,KAAK,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;IAE5D,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,CAAC;IAE7D,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;QAChC,MAAM;QACN,OAAO,EAAE,EAAE,cAAc,EAAE,kBAAkB,EAAE;QAC/C,IAAI,EAAE,IAAI,IAAI,SAAS;KACxB,CAAC,CAAC;IAEH,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,gBAAgB,EAAE,GAAG,CAAC,QAAQ,EAAE,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;IAEnF,MAAM,MAAM,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;IAChC,IAAI;QACF,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;KAC3B;IAAC,OAAO,CAAC,EAAE;QACV,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC;QAClG,MAAM,CAAC,CAAC;KACT;AACH,CAAC;AAED,sDAAsD;AAEtD;;;;GAIG;AACH,MAAM,UAAU,2BAA2B,CAAC,MAM3C;IAmBC,OAAO,aAAa,CAAC,KAAK,EAAE,wCAAwC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC/F,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,cAAc;IAyC5B,OAAO,aAAa,CAAC,KAAK,EAAE,6BAA6B,EAAE,aAAa,CAAC,CAAC;AAC5E,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,WAAW,CAAC,MAA0B;IAMpD,OAAO,aAAa,CAAC,KAAK,EAAE,uBAAuB,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC9E,CAAC;AAED;;;;;;;;;;GAUG;AACH,MAAM,UAAU,uBAAuB,CAAC,MAAkC;IAcxE,OAAO,aAAa,CAAC,KAAK,EAAE,6CAA6C,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACpG,CAAC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,MAAM,UAAU,kBAAkB,CAAC,MAA0D;IAqB3F,OAAO,aAAa,CAAC,KAAK,EAAE,8BAA8B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACrF,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,mBAAmB,CAAC,MAKnC;IAiBC,OAAO,aAAa,CAAC,KAAK,EAAE,wCAAwC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC/F,CAAC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,MAAM,UAAU,gBAAgB,CAAC,MAAkC;IAajE,OAAO,aAAa,CAAC,KAAK,EAAE,4BAA4B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACnF,CAAC;AAED;;;;;;GAMG;AACH,MAAM,UAAU,4BAA4B,CAAC,MAI5C;IAkBC,OAAO,aAAa,CAAC,KAAK,EAAE,kDAAkD,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACzG,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,wBAAwB,CAAC,MAKxC;IAIC,OAAO,aAAa,CAAC,KAAK,EAAE,8CAA8C,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACrG,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,wBAAwB,CAAC,MAAsD;IAkC7F,OAAO,aAAa,CAAC,KAAK,EAAE,0BAA0B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACjF,CAAC;AAED;;;;;GAKG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,GAiBjC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,iBAAiB,EAAE,aAAa,CAAC,CAAC","sourcesContent":["import { formatTime } from '@yuants/utils';\n\n// Huobi API 根域名\nconst SWAP_API_ROOT = 'api.hbdm.com';\nconst SPOT_API_ROOT = 'api.huobi.pro';\n\n/**\n * 公共 API 请求方法\n */\nasync function publicRequest(method: string, path: string, api_root: string, params?: any) {\n  const url = new URL(`https://${api_root}${path}`);\n\n  if (method === 'GET') {\n    for (const [k, v] of Object.entries(params || {})) {\n      url.searchParams.append(k, String(v));\n    }\n  }\n\n  const body = method === 'GET' ? '' : JSON.stringify(params);\n\n  console.info(formatTime(Date.now()), method, url.href, body);\n\n  const res = await fetch(url.href, {\n    method,\n    headers: { 'Content-Type': 'application/json' },\n    body: body || undefined,\n  });\n\n  console.info(formatTime(Date.now()), 'PublicResponse', url.toString(), res.status);\n\n  const retStr = await res.text();\n  try {\n    return JSON.parse(retStr);\n  } catch (e) {\n    console.error(formatTime(Date.now()), 'huobiRequestFailed', path, JSON.stringify(params), retStr);\n    throw e;\n  }\n}\n\n// ==================== 公共 API 方法 ====================\n\n/**\n * 获取永续合约产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72f34-77b5-11ed-9966-0242ac110003\n */\nexport function getPerpetualContractSymbols(params?: {\n  contract_code?: string;\n  support_margin_mode?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    symbol: string;\n    contract_code: string;\n    contract_size: number;\n    price_tick: number;\n    settlement_date: string;\n    delivery_time: string;\n    create_date: string;\n    contract_status: number;\n    support_margin_mode: string;\n    contract_type: string;\n    pair: string;\n    business_type: string;\n    delivery_date: string;\n  }[];\n  ts: string;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_contract_info', SWAP_API_ROOT, params);\n}\n\n/**\n * 获取现货产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec47f16-7773-11ed-9966-0242ac110003\n */\nexport function getSpotSymbols(): Promise<{\n  status: string;\n  data: {\n    si: string;\n    scr: string;\n    sc: string;\n    dn: string;\n    bc: string;\n    bcdn: string;\n    qc: string;\n    qcdn: string;\n    state: string;\n    whe: boolean;\n    cd: boolean;\n    te: boolean;\n    toa: number;\n    sp: string;\n    w: number;\n    ttp: number;\n    tap: number;\n    tpp: number;\n    fp: number;\n    suspend_desc: string;\n    transfer_board_desc: string;\n    tags: string;\n    lr: number;\n    smlr: number;\n    flr: string;\n    wr: string;\n    d: number;\n    elr: number;\n    p: any;\n    castate: string;\n    ca1oa: number;\n    ca2oa: number;\n  }[];\n  ts: string;\n  full: number;\n  err_code: string;\n  err_msg: string;\n}> {\n  return publicRequest('GET', '/v2/settings/common/symbols', SPOT_API_ROOT);\n}\n\n/**\n * 获取现货行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3fc25-7773-11ed-9966-0242ac110003\n */\nexport function getSpotTick(params: { symbol: string }): Promise<{\n  status: string;\n  tick: {\n    close: number;\n  };\n}> {\n  return publicRequest('GET', `/market/detail/merged`, SPOT_API_ROOT, params);\n}\n\n/**\n * 【通用】批量获取合约资金费率\n *\n * 接口权限: 读取\n *\n * 限频: 其他非行情类的公开接口，比如获取指数信息，限价信息，交割结算、平台持仓信息等，所有用户都是每个IP3秒最多240次请求（所有该IP的非行情类的公开接口请求共享3秒240次的额度）\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb71b45-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapBatchFundingRate(params: { contract_code?: string }): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    estimated_rate: null;\n    funding_rate: string;\n    contract_code: string;\n    symbol: string;\n    fee_asset: string;\n    funding_time: string;\n    next_funding_time: null;\n    trade_partition: string;\n  }[];\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_batch_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最近成交记录\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73c34-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketTrade(params: { contract_code?: string; business_type?: string }): Promise<{\n  ch: string;\n  status: string;\n  tick: {\n    data: {\n      amount: string;\n      quantity: string;\n      trade_turnover: string;\n      ts: number;\n      id: number;\n      price: string;\n      direction: string;\n      contract_code: string;\n      business_type: string;\n      trade_partition: string;\n    }[];\n    id: number;\n    ts: number;\n  };\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/trade`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获得当前合约的总持仓量\n *\n * https://huobiapi.github.io/docs/usdt_swap/v1/cn/#3218e7531a\n */\nexport function getSwapOpenInterest(params: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    volume: number;\n    amount: number;\n    symbol: string;\n    value: number;\n    contract_code: string;\n    trade_amount: number;\n    trade_volume: number;\n    trade_turnover: number;\n    business_type: string;\n    pair: string;\n    contract_type: string;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_open_interest', SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最优挂单\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb735e0-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketBbo(params: { contract_code?: string }): Promise<{\n  status: string;\n  ticks: {\n    trade_partition: string;\n    business_type: string;\n    contract_code: string;\n    ask: number[] | null;\n    bid: number[] | null;\n    mrid: number;\n    ts: number;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/bbo`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获取合约的历史资金费率\n *\n * 接口权限: 读取\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=5d51f1f9-77b6-11ed-9966-0242ac110003\n */\nexport function getSwapHistoricalFundingRate(params: {\n  contract_code: string;\n  page_index?: number;\n  page_size?: number;\n}): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    data: {\n      symbol: string;\n      contract_code: string;\n      fee_asset: string;\n      funding_time: string;\n      funding_rate: string;\n      realized_rate: string;\n      avg_premium_index: string;\n    }[];\n    total_page: number;\n    current_page: number;\n    total_size: number;\n  };\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_historical_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【全仓】获取平台阶梯保证金\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72290-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapCrossLadderMargin(params?: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: Array<{ contract_code: string; pair: string; list: Array<{ lever_rate: number }> }>;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_cross_ladder_margin', SWAP_API_ROOT, params);\n}\n\n/**\n * APIv2币链参考信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec478f0-7773-11ed-9966-0242ac110003\n */\nexport function getV2ReferenceCurrencies(params: { currency?: string; authorizedUser?: string }): Promise<{\n  code: number;\n  data: {\n    currency: string;\n    assetType: number;\n    chains: {\n      chain: string;\n      displayName: string;\n      fullName: string;\n      baseChain?: string;\n      baseChainProtocol?: string;\n      isDynamic?: boolean;\n      numOfConfirmations: number;\n      numOfFastConfirmations: number;\n      depositStatus: string;\n      minDepositAmt: string;\n      withdrawStatus: string;\n      minWithdrawAmt: string;\n      withdrawPrecision: number;\n      maxWithdrawAmt: string;\n      withdrawQuotaPerDay: string;\n      withdrawQuotaPerYear: null;\n      withdrawQuotaTotal: null;\n      withdrawFeeType: string;\n      transactFeeWithdraw?: string;\n      addrWithTag: boolean;\n      addrDepositTag: boolean;\n      minTransactFeeWithdraw?: string;\n      transactFeeRateWithdraw?: string;\n      maxTransactFeeWithdraw?: string;\n    }[];\n    instStatus: string;\n  }[];\n}> {\n  return publicRequest('GET', '/v2/reference/currencies', SPOT_API_ROOT, params);\n}\n\n/**\n * 【现货】获取市场所有交易对的最新行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec40374-7773-11ed-9966-0242ac110003\n *\n */\nexport const getSpotMarketTickers = (): Promise<{\n  data: {\n    symbol: string;\n    open: number;\n    high: number;\n    low: number;\n    close: number;\n    amount: number;\n    vol: number;\n    count: number;\n    bid: number;\n    bidSize: number;\n    ask: number;\n    askSize: number;\n  }[];\n  status: string;\n  ts: number;\n}> => publicRequest('GET', '/market/tickers', SPOT_API_ROOT);\n"]}
+{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,gBAAgB;AAChB,MAAM,aAAa,GAAG,cAAc,CAAC;AACrC,MAAM,aAAa,GAAG,eAAe,CAAC;AAEtC;;GAEG;AACH,KAAK,UAAU,aAAa,CAAC,MAAc,EAAE,IAAY,EAAE,QAAgB,EAAE,MAAY;IACvF,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,WAAW,QAAQ,GAAG,IAAI,EAAE,CAAC,CAAC;IAElD,IAAI,MAAM,KAAK,KAAK,EAAE;QACpB,KAAK,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,IAAI,EAAE,CAAC,EAAE;YACjD,GAAG,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;SACvC;KACF;IAED,MAAM,IAAI,GAAG,MAAM,KAAK,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;IAE5D,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,CAAC;IAE7D,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;QAChC,MAAM;QACN,OAAO,EAAE,EAAE,cAAc,EAAE,kBAAkB,EAAE;QAC/C,IAAI,EAAE,IAAI,IAAI,SAAS;KACxB,CAAC,CAAC;IAEH,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,gBAAgB,EAAE,GAAG,CAAC,QAAQ,EAAE,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;IAEnF,MAAM,MAAM,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;IAChC,IAAI;QACF,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;KAC3B;IAAC,OAAO,CAAC,EAAE;QACV,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC;QAClG,MAAM,CAAC,CAAC;KACT;AACH,CAAC;AAED,sDAAsD;AAEtD;;;;GAIG;AACH,MAAM,UAAU,2BAA2B,CAAC,MAM3C;IAmBC,OAAO,aAAa,CAAC,KAAK,EAAE,wCAAwC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC/F,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,cAAc;IAyC5B,OAAO,aAAa,CAAC,KAAK,EAAE,6BAA6B,EAAE,aAAa,CAAC,CAAC;AAC5E,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,WAAW,CAAC,MAA0B;IAMpD,OAAO,aAAa,CAAC,KAAK,EAAE,uBAAuB,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC9E,CAAC;AAED;;;;;;GAMG;AACH,MAAM,UAAU,mBAAmB,CAAC,MAMnC;IAeC,OAAO,aAAa,CAAC,KAAK,EAAE,uBAAuB,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC9E,CAAC;AAED;;;;;;;;;;GAUG;AACH,MAAM,UAAU,uBAAuB,CAAC,MAAkC;IAcxE,OAAO,aAAa,CAAC,KAAK,EAAE,6CAA6C,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACpG,CAAC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,MAAM,UAAU,kBAAkB,CAAC,MAA0D;IAqB3F,OAAO,aAAa,CAAC,KAAK,EAAE,8BAA8B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACrF,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,mBAAmB,CAAC,MAKnC;IAiBC,OAAO,aAAa,CAAC,KAAK,EAAE,wCAAwC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC/F,CAAC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,MAAM,UAAU,gBAAgB,CAAC,MAAkC;IAajE,OAAO,aAAa,CAAC,KAAK,EAAE,4BAA4B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACnF,CAAC;AAED;;;;;;GAMG;AACH,MAAM,UAAU,4BAA4B,CAAC,MAI5C;IAkBC,OAAO,aAAa,CAAC,KAAK,EAAE,kDAAkD,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACzG,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,mBAAmB,CAAC,MAMnC;IAeC,OAAO,aAAa,CAAC,KAAK,EAAE,sCAAsC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC7F,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,wBAAwB,CAAC,MAKxC;IAIC,OAAO,aAAa,CAAC,KAAK,EAAE,8CAA8C,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACrG,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,wBAAwB,CAAC,MAAsD;IAkC7F,OAAO,aAAa,CAAC,KAAK,EAAE,0BAA0B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACjF,CAAC;AAED;;;;;GAKG;AACH,MAAM,CAAC,MAAM,oBAAoB,GAAG,GAiBjC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,iBAAiB,EAAE,aAAa,CAAC,CAAC","sourcesContent":["import { formatTime } from '@yuants/utils';\n\n// Huobi API 根域名\nconst SWAP_API_ROOT = 'api.hbdm.com';\nconst SPOT_API_ROOT = 'api.huobi.pro';\n\n/**\n * 公共 API 请求方法\n */\nasync function publicRequest(method: string, path: string, api_root: string, params?: any) {\n  const url = new URL(`https://${api_root}${path}`);\n\n  if (method === 'GET') {\n    for (const [k, v] of Object.entries(params || {})) {\n      url.searchParams.append(k, String(v));\n    }\n  }\n\n  const body = method === 'GET' ? '' : JSON.stringify(params);\n\n  console.info(formatTime(Date.now()), method, url.href, body);\n\n  const res = await fetch(url.href, {\n    method,\n    headers: { 'Content-Type': 'application/json' },\n    body: body || undefined,\n  });\n\n  console.info(formatTime(Date.now()), 'PublicResponse', url.toString(), res.status);\n\n  const retStr = await res.text();\n  try {\n    return JSON.parse(retStr);\n  } catch (e) {\n    console.error(formatTime(Date.now()), 'huobiRequestFailed', path, JSON.stringify(params), retStr);\n    throw e;\n  }\n}\n\n// ==================== 公共 API 方法 ====================\n\n/**\n * 获取永续合约产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72f34-77b5-11ed-9966-0242ac110003\n */\nexport function getPerpetualContractSymbols(params?: {\n  contract_code?: string;\n  support_margin_mode?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    symbol: string;\n    contract_code: string;\n    contract_size: number;\n    price_tick: number;\n    settlement_date: string;\n    delivery_time: string;\n    create_date: string;\n    contract_status: number;\n    support_margin_mode: string;\n    contract_type: string;\n    pair: string;\n    business_type: string;\n    delivery_date: string;\n  }[];\n  ts: string;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_contract_info', SWAP_API_ROOT, params);\n}\n\n/**\n * 获取现货产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec47f16-7773-11ed-9966-0242ac110003\n */\nexport function getSpotSymbols(): Promise<{\n  status: string;\n  data: {\n    si: string;\n    scr: string;\n    sc: string;\n    dn: string;\n    bc: string;\n    bcdn: string;\n    qc: string;\n    qcdn: string;\n    state: string;\n    whe: boolean;\n    cd: boolean;\n    te: boolean;\n    toa: number;\n    sp: string;\n    w: number;\n    ttp: number;\n    tap: number;\n    tpp: number;\n    fp: number;\n    suspend_desc: string;\n    transfer_board_desc: string;\n    tags: string;\n    lr: number;\n    smlr: number;\n    flr: string;\n    wr: string;\n    d: number;\n    elr: number;\n    p: any;\n    castate: string;\n    ca1oa: number;\n    ca2oa: number;\n  }[];\n  ts: string;\n  full: number;\n  err_code: string;\n  err_msg: string;\n}> {\n  return publicRequest('GET', '/v2/settings/common/symbols', SPOT_API_ROOT);\n}\n\n/**\n * 获取现货行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3fc25-7773-11ed-9966-0242ac110003\n */\nexport function getSpotTick(params: { symbol: string }): Promise<{\n  status: string;\n  tick: {\n    close: number;\n  };\n}> {\n  return publicRequest('GET', `/market/detail/merged`, SPOT_API_ROOT, params);\n}\n\n/**\n * 【现货】获取K线数据\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3ff18-7773-11ed-9966-0242ac110003\n *\n * Note: HTX spot KLine uses unix seconds in `data[].id`\n */\nexport function getSpotHistoryKline(params: {\n  symbol: string;\n  period: string;\n  size?: number;\n  from?: number;\n  to?: number;\n}): Promise<{\n  status: string;\n  ch?: string;\n  ts: number;\n  data: {\n    id: number;\n    open: number;\n    close: number;\n    low: number;\n    high: number;\n    vol: number;\n    amount?: number;\n    count?: number;\n  }[];\n}> {\n  return publicRequest('GET', `/market/history/kline`, SPOT_API_ROOT, params);\n}\n\n/**\n * 【通用】批量获取合约资金费率\n *\n * 接口权限: 读取\n *\n * 限频: 其他非行情类的公开接口，比如获取指数信息，限价信息，交割结算、平台持仓信息等，所有用户都是每个IP3秒最多240次请求（所有该IP的非行情类的公开接口请求共享3秒240次的额度）\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb71b45-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapBatchFundingRate(params: { contract_code?: string }): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    estimated_rate: null;\n    funding_rate: string;\n    contract_code: string;\n    symbol: string;\n    fee_asset: string;\n    funding_time: string;\n    next_funding_time: null;\n    trade_partition: string;\n  }[];\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_batch_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最近成交记录\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73c34-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketTrade(params: { contract_code?: string; business_type?: string }): Promise<{\n  ch: string;\n  status: string;\n  tick: {\n    data: {\n      amount: string;\n      quantity: string;\n      trade_turnover: string;\n      ts: number;\n      id: number;\n      price: string;\n      direction: string;\n      contract_code: string;\n      business_type: string;\n      trade_partition: string;\n    }[];\n    id: number;\n    ts: number;\n  };\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/trade`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获得当前合约的总持仓量\n *\n * https://huobiapi.github.io/docs/usdt_swap/v1/cn/#3218e7531a\n */\nexport function getSwapOpenInterest(params: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    volume: number;\n    amount: number;\n    symbol: string;\n    value: number;\n    contract_code: string;\n    trade_amount: number;\n    trade_volume: number;\n    trade_turnover: number;\n    business_type: string;\n    pair: string;\n    contract_type: string;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_open_interest', SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最优挂单\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb735e0-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketBbo(params: { contract_code?: string }): Promise<{\n  status: string;\n  ticks: {\n    trade_partition: string;\n    business_type: string;\n    contract_code: string;\n    ask: number[] | null;\n    bid: number[] | null;\n    mrid: number;\n    ts: number;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/bbo`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获取合约的历史资金费率\n *\n * 接口权限: 读取\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=5d51f1f9-77b6-11ed-9966-0242ac110003\n */\nexport function getSwapHistoricalFundingRate(params: {\n  contract_code: string;\n  page_index?: number;\n  page_size?: number;\n}): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    data: {\n      symbol: string;\n      contract_code: string;\n      fee_asset: string;\n      funding_time: string;\n      funding_rate: string;\n      realized_rate: string;\n      avg_premium_index: string;\n    }[];\n    total_page: number;\n    current_page: number;\n    total_size: number;\n  };\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_historical_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取K线数据\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73746-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapHistoryKline(params: {\n  contract_code: string;\n  period: string;\n  size?: number;\n  from?: number;\n  to?: number;\n}): Promise<{\n  status: string;\n  ch?: string;\n  ts: number;\n  data: {\n    id: number;\n    open: number;\n    close: number;\n    low: number;\n    high: number;\n    vol: number;\n    amount?: number;\n    count?: number;\n  }[];\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/history/kline`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【全仓】获取平台阶梯保证金\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72290-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapCrossLadderMargin(params?: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: Array<{ contract_code: string; pair: string; list: Array<{ lever_rate: number }> }>;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_cross_ladder_margin', SWAP_API_ROOT, params);\n}\n\n/**\n * APIv2币链参考信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec478f0-7773-11ed-9966-0242ac110003\n */\nexport function getV2ReferenceCurrencies(params: { currency?: string; authorizedUser?: string }): Promise<{\n  code: number;\n  data: {\n    currency: string;\n    assetType: number;\n    chains: {\n      chain: string;\n      displayName: string;\n      fullName: string;\n      baseChain?: string;\n      baseChainProtocol?: string;\n      isDynamic?: boolean;\n      numOfConfirmations: number;\n      numOfFastConfirmations: number;\n      depositStatus: string;\n      minDepositAmt: string;\n      withdrawStatus: string;\n      minWithdrawAmt: string;\n      withdrawPrecision: number;\n      maxWithdrawAmt: string;\n      withdrawQuotaPerDay: string;\n      withdrawQuotaPerYear: null;\n      withdrawQuotaTotal: null;\n      withdrawFeeType: string;\n      transactFeeWithdraw?: string;\n      addrWithTag: boolean;\n      addrDepositTag: boolean;\n      minTransactFeeWithdraw?: string;\n      transactFeeRateWithdraw?: string;\n      maxTransactFeeWithdraw?: string;\n    }[];\n    instStatus: string;\n  }[];\n}> {\n  return publicRequest('GET', '/v2/reference/currencies', SPOT_API_ROOT, params);\n}\n\n/**\n * 【现货】获取市场所有交易对的最新行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec40374-7773-11ed-9966-0242ac110003\n *\n */\nexport const getSpotMarketTickers = (): Promise<{\n  data: {\n    symbol: string;\n    open: number;\n    high: number;\n    low: number;\n    close: number;\n    amount: number;\n    vol: number;\n    count: number;\n    bid: number;\n    bidSize: number;\n    ask: number;\n    askSize: number;\n  }[];\n  status: string;\n  ts: number;\n}> => publicRequest('GET', '/market/tickers', SPOT_API_ROOT);\n"]}

package/dist/index.js

@@ -2,4 +2,6 @@ import './services/exchange';
 import './services/market-data/interest_rate';
 import './services/market-data/quote';
 import './services/quotes';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"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"]}
+{"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;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC","sourcesContent":["import './services/exchange';\nimport './services/market-data/interest_rate';\nimport './services/market-data/quote';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/dist/services/interest-rate-service.js

@@ -0,0 +1,110 @@
+import { provideInterestRateService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { decodePath, formatTime } from '@yuants/utils';
+import { getSwapHistoricalFundingRate } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+const PAGE_SIZE = 50;
+const computePageRangeMs = (items) => {
+    if (items.length === 0)
+        return undefined;
+    let minMs = Infinity;
+    let maxMs = -Infinity;
+    for (const item of items) {
+        const ms = Number(item.funding_time);
+        if (isNaN(ms))
+            continue;
+        if (ms < minMs)
+            minMs = ms;
+        if (ms > maxMs)
+            maxMs = ms;
+    }
+    if (!isFinite(minMs) || !isFinite(maxMs))
+        return undefined;
+    return { minMs, maxMs };
+};
+const fetchFundingRatePage = async (params) => {
+    var _a;
+    const res = await getSwapHistoricalFundingRate({
+        contract_code: params.contract_code,
+        page_index: params.pageIndex,
+        page_size: PAGE_SIZE,
+    });
+    if (res.status !== 'ok') {
+        throw new Error(`HTX getSwapHistoricalFundingRate failed: ${res.status}`);
+    }
+    return {
+        items: (_a = res.data.data) !== null && _a !== void 0 ? _a : [],
+        totalPage: res.data.total_page,
+    };
+};
+const locatePageByTimeBackward = async (params) => {
+    const first = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex: 0 });
+    const totalPage = first.totalPage;
+    if (!totalPage || totalPage <= 1)
+        return { pageIndex: 0, totalPage: totalPage || 1 };
+    const rangeCache = new Map([[0, computePageRangeMs(first.items)]]);
+    const getRange = async (pageIndex) => {
+        if (rangeCache.has(pageIndex))
+            return rangeCache.get(pageIndex);
+        const page = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex });
+        const range = computePageRangeMs(page.items);
+        rangeCache.set(pageIndex, range);
+        return range;
+    };
+    let left = 0;
+    let right = totalPage - 1;
+    while (left <= right) {
+        const mid = Math.floor((left + right) / 2);
+        const range = await getRange(mid);
+        if (!range) {
+            right = mid - 1;
+            continue;
+        }
+        if (params.targetMs > range.maxMs) {
+            right = mid - 1;
+            continue;
+        }
+        if (params.targetMs < range.minMs) {
+            left = mid + 1;
+            continue;
+        }
+        return { pageIndex: mid, totalPage };
+    }
+    return { pageIndex: Math.min(Math.max(0, left), totalPage - 1), totalPage };
+};
+const fetchFundingRateBackward = async (req) => {
+    const [, instType, contract_code] = decodePath(req.product_id);
+    if (instType !== 'SWAP' || !contract_code)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const targetMs = req.time;
+    const { pageIndex } = await locatePageByTimeBackward({ contract_code, targetMs });
+    const page = await fetchFundingRatePage({ contract_code, pageIndex });
+    return page.items
+        .map((v) => {
+        const ms = Number(v.funding_time);
+        const rate = Number(v.funding_rate);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'HTX',
+            created_at: formatTime(ms),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < targetMs);
+};
+provideInterestRateService(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    direction: 'backward',
+}, fetchFundingRateBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=interest-rate-service.js.map

package/dist/services/interest-rate-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,0BAA0B,EAAE,MAAM,kBAAkB,CAAC;AAC9D,OAAO,EAAmB,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC7D,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,4BAA4B,EAAE,MAAM,mBAAmB,CAAC;AAEjE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,sBAAsB,GAAoB;IAC9C,UAAU,EAAE,CAAC;IACb,oBAAoB,EAAE,EAAE;IACxB,sBAAsB,EAAE,CAAC;IACzB,6BAA6B,EAAE,IAAI;IACnC,qBAAqB,EAAE,CAAC;IACxB,4BAA4B,EAAE,IAAI;CACnC,CAAC;AAEF,MAAM,SAAS,GAAG,EAAE,CAAC;AAIrB,MAAM,kBAAkB,GAAG,CAAC,KAAsC,EAA0B,EAAE;IAC5F,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,SAAS,CAAC;IACzC,IAAI,KAAK,GAAG,QAAQ,CAAC;IACrB,IAAI,KAAK,GAAG,CAAC,QAAQ,CAAC;IACtB,KAAK,MAAM,IAAI,IAAI,KAAK,EAAE;QACxB,MAAM,EAAE,GAAG,MAAM,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;QACrC,IAAI,KAAK,CAAC,EAAE,CAAC;YAAE,SAAS;QACxB,IAAI,EAAE,GAAG,KAAK;YAAE,KAAK,GAAG,EAAE,CAAC;QAC3B,IAAI,EAAE,GAAG,KAAK;YAAE,KAAK,GAAG,EAAE,CAAC;KAC5B;IACD,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC;QAAE,OAAO,SAAS,CAAC;IAC3D,OAAO,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC;AAC1B,CAAC,CAAC;AAEF,MAAM,oBAAoB,GAAG,KAAK,EAAE,MAGnC,EAGE,EAAE;;IACH,MAAM,GAAG,GAAG,MAAM,4BAA4B,CAAC;QAC7C,aAAa,EAAE,MAAM,CAAC,aAAa;QACnC,UAAU,EAAE,MAAM,CAAC,SAAS;QAC5B,SAAS,EAAE,SAAS;KACrB,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,4CAA4C,GAAG,CAAC,MAAM,EAAE,CAAC,CAAC;KAC3E;IACD,OAAO;QACL,KAAK,EAAE,MAAA,GAAG,CAAC,IAAI,CAAC,IAAI,mCAAI,EAAE;QAC1B,SAAS,EAAE,GAAG,CAAC,IAAI,CAAC,UAAU;KAC/B,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,wBAAwB,GAAG,KAAK,EAAE,MAGvC,EAAqD,EAAE;IACtD,MAAM,KAAK,GAAG,MAAM,oBAAoB,CAAC,EAAE,aAAa,EAAE,MAAM,CAAC,aAAa,EAAE,SAAS,EAAE,CAAC,EAAE,CAAC,CAAC;IAChG,MAAM,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAClC,IAAI,CAAC,SAAS,IAAI,SAAS,IAAI,CAAC;QAAE,OAAO,EAAE,SAAS,EAAE,CAAC,EAAE,SAAS,EAAE,SAAS,IAAI,CAAC,EAAE,CAAC;IAErF,MAAM,UAAU,GAAG,IAAI,GAAG,CAAiC,CAAC,CAAC,CAAC,EAAE,kBAAkB,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAEnG,MAAM,QAAQ,GAAG,KAAK,EAAE,SAAiB,EAAmC,EAAE;QAC5E,IAAI,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC;YAAE,OAAO,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;QAChE,MAAM,IAAI,GAAG,MAAM,oBAAoB,CAAC,EAAE,aAAa,EAAE,MAAM,CAAC,aAAa,EAAE,SAAS,EAAE,CAAC,CAAC;QAC5F,MAAM,KAAK,GAAG,kBAAkB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAC7C,UAAU,CAAC,GAAG,CAAC,SAAS,EAAE,KAAK,CAAC,CAAC;QACjC,OAAO,KAAK,CAAC;IACf,CAAC,CAAC;IAEF,IAAI,IAAI,GAAG,CAAC,CAAC;IACb,IAAI,KAAK,GAAG,SAAS,GAAG,CAAC,CAAC;IAC1B,OAAO,IAAI,IAAI,KAAK,EAAE;QACpB,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,IAAI,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC;QAC3C,MAAM,KAAK,GAAG,MAAM,QAAQ,CAAC,GAAG,CAAC,CAAC;QAClC,IAAI,CAAC,KAAK,EAAE;YACV,KAAK,GAAG,GAAG,GAAG,CAAC,CAAC;YAChB,SAAS;SACV;QACD,IAAI,MAAM,CAAC,QAAQ,GAAG,KAAK,CAAC,KAAK,EAAE;YACjC,KAAK,GAAG,GAAG,GAAG,CAAC,CAAC;YAChB,SAAS;SACV;QACD,IAAI,MAAM,CAAC,QAAQ,GAAG,KAAK,CAAC,KAAK,EAAE;YACjC,IAAI,GAAG,GAAG,GAAG,CAAC,CAAC;YACf,SAAS;SACV;QACD,OAAO,EAAE,SAAS,EAAE,GAAG,EAAE,SAAS,EAAE,CAAC;KACtC;IAED,OAAO,EAAE,SAAS,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,EAAE,SAAS,GAAG,CAAC,CAAC,EAAE,SAAS,EAAE,CAAC;AAC9E,CAAC,CAAC;AAEF,MAAM,wBAAwB,GAAG,KAAK,EAAE,GAIvC,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,aAAa,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAC/D,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,aAAa;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAExG,MAAM,QAAQ,GAAG,GAAG,CAAC,IAAI,CAAC;IAC1B,MAAM,EAAE,SAAS,EAAE,GAAG,MAAM,wBAAwB,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,CAAC,CAAC;IAClF,MAAM,IAAI,GAAG,MAAM,oBAAoB,CAAC,EAAE,aAAa,EAAE,SAAS,EAAE,CAAC,CAAC;IAEtE,OAAO,IAAI,CAAC,KAAK;SACd,GAAG,CAAC,CAAC,CAAC,EAAiB,EAAE;QACxB,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC;QAClC,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC;QACpC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,UAAU,CAAC,EAAE,CAAC;YAC1B,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;YACrB,UAAU,EAAE,GAAG,IAAI,EAAE;YACrB,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,QAAQ,CAAC,CAAC;AACxD,CAAC,CAAC;AAEF,0BAA0B,CACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,SAAS,EAAE,UAAU;CACtB,EACD,wBAAwB,EACxB,sBAAsB,CACvB,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getSwapHistoricalFundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\n\nconst PAGE_SIZE = 50;\n\ntype IPageRange = { minMs: number; maxMs: number };\n\nconst computePageRangeMs = (items: Array<{ funding_time: string }>): IPageRange | undefined => {\n  if (items.length === 0) return undefined;\n  let minMs = Infinity;\n  let maxMs = -Infinity;\n  for (const item of items) {\n    const ms = Number(item.funding_time);\n    if (isNaN(ms)) continue;\n    if (ms < minMs) minMs = ms;\n    if (ms > maxMs) maxMs = ms;\n  }\n  if (!isFinite(minMs) || !isFinite(maxMs)) return undefined;\n  return { minMs, maxMs };\n};\n\nconst fetchFundingRatePage = async (params: {\n  contract_code: string;\n  pageIndex: number;\n}): Promise<{\n  items: Array<{ funding_rate: string; funding_time: string }>;\n  totalPage: number;\n}> => {\n  const res = await getSwapHistoricalFundingRate({\n    contract_code: params.contract_code,\n    page_index: params.pageIndex,\n    page_size: PAGE_SIZE,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSwapHistoricalFundingRate failed: ${res.status}`);\n  }\n  return {\n    items: res.data.data ?? [],\n    totalPage: res.data.total_page,\n  };\n};\n\nconst locatePageByTimeBackward = async (params: {\n  contract_code: string;\n  targetMs: number;\n}): Promise<{ pageIndex: number; totalPage: number }> => {\n  const first = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex: 0 });\n  const totalPage = first.totalPage;\n  if (!totalPage || totalPage <= 1) return { pageIndex: 0, totalPage: totalPage || 1 };\n\n  const rangeCache = new Map<number, IPageRange | undefined>([[0, computePageRangeMs(first.items)]]);\n\n  const getRange = async (pageIndex: number): Promise<IPageRange | undefined> => {\n    if (rangeCache.has(pageIndex)) return rangeCache.get(pageIndex);\n    const page = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex });\n    const range = computePageRangeMs(page.items);\n    rangeCache.set(pageIndex, range);\n    return range;\n  };\n\n  let left = 0;\n  let right = totalPage - 1;\n  while (left <= right) {\n    const mid = Math.floor((left + right) / 2);\n    const range = await getRange(mid);\n    if (!range) {\n      right = mid - 1;\n      continue;\n    }\n    if (params.targetMs > range.maxMs) {\n      right = mid - 1;\n      continue;\n    }\n    if (params.targetMs < range.minMs) {\n      left = mid + 1;\n      continue;\n    }\n    return { pageIndex: mid, totalPage };\n  }\n\n  return { pageIndex: Math.min(Math.max(0, left), totalPage - 1), totalPage };\n};\n\nconst fetchFundingRateBackward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, contract_code] = decodePath(req.product_id);\n  if (instType !== 'SWAP' || !contract_code) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const targetMs = req.time;\n  const { pageIndex } = await locatePageByTimeBackward({ contract_code, targetMs });\n  const page = await fetchFundingRatePage({ contract_code, pageIndex });\n\n  return page.items\n    .map((v): IInterestRate => {\n      const ms = Number(v.funding_time);\n      const rate = Number(v.funding_rate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'HTX',\n        created_at: formatTime(ms),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < targetMs);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    direction: 'backward',\n  },\n  fetchFundingRateBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/dist/services/ohlc-service.js

@@ -0,0 +1,119 @@
+import { provideOHLCService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
+import { getSpotHistoryKline, getSwapHistoryKline } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+const DURATION_TO_HTX_PERIOD = {
+    PT1M: '1min',
+    PT5M: '5min',
+    PT15M: '15min',
+    PT30M: '30min',
+    PT1H: '60min',
+    PT4H: '4hour',
+    P1D: '1day',
+    P1W: '1week',
+};
+const DEFAULT_BAR_COUNT = 500;
+const fetchSpotOHLCPageBackward = async (req) => {
+    var _a;
+    const [, instType, symbol] = decodePath(req.product_id);
+    if (instType !== 'SPOT' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const period = DURATION_TO_HTX_PERIOD[req.duration];
+    if (!period)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = convertDurationToOffset(req.duration);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));
+    const res = await getSpotHistoryKline({
+        symbol: symbol.toLowerCase(),
+        period,
+        size: DEFAULT_BAR_COUNT,
+        from,
+        to,
+    });
+    if (res.status !== 'ok') {
+        throw new Error(`HTX getSpotHistoryKline failed: ${res.status}`);
+    }
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : [])
+        .map((k) => {
+        const createdAtMs = k.id * 1000;
+        return {
+            series_id: req.series_id,
+            datasource_id: 'HTX',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: formatTime(createdAtMs),
+            closed_at: formatTime(createdAtMs + offset),
+            open: `${k.open}`,
+            high: `${k.high}`,
+            low: `${k.low}`,
+            close: `${k.close}`,
+            volume: `${k.vol}`,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+const fetchOHLCPageBackward = async (req) => {
+    var _a;
+    const [, instType, contract_code] = decodePath(req.product_id);
+    if (instType !== 'SWAP' || !contract_code)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const period = DURATION_TO_HTX_PERIOD[req.duration];
+    if (!period)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = convertDurationToOffset(req.duration);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));
+    const res = await getSwapHistoryKline({
+        contract_code,
+        period,
+        size: DEFAULT_BAR_COUNT,
+        from,
+        to,
+    });
+    if (res.status !== 'ok') {
+        throw new Error(`HTX getSwapHistoryKline failed: ${res.status}`);
+    }
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : [])
+        .map((k) => {
+        const createdAtMs = k.id * 1000;
+        return {
+            series_id: req.series_id,
+            datasource_id: 'HTX',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: formatTime(createdAtMs),
+            closed_at: formatTime(createdAtMs + offset),
+            open: `${k.open}`,
+            high: `${k.high}`,
+            low: `${k.low}`,
+            close: `${k.close}`,
+            volume: `${k.vol}`,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+provideOHLCService(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),
+    direction: 'backward',
+}, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+provideOHLCService(terminal, {
+    product_id_prefix: 'HTX/SPOT/',
+    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),
+    direction: 'backward',
+}, fetchSpotOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=ohlc-service.js.map

package/dist/services/ohlc-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,kBAAkB,EAAE,MAAM,kBAAkB,CAAC;AACtD,OAAO,EAAmB,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC7D,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,mBAAmB,EAAE,mBAAmB,EAAE,MAAM,mBAAmB,CAAC;AAE7E,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,sBAAsB,GAAoB;IAC9C,UAAU,EAAE,CAAC;IACb,oBAAoB,EAAE,EAAE;IACxB,sBAAsB,EAAE,CAAC;IACzB,6BAA6B,EAAE,IAAI;IACnC,qBAAqB,EAAE,CAAC;IACxB,4BAA4B,EAAE,IAAI;CACnC,CAAC;AAEF,MAAM,sBAAsB,GAA2B;IACrD,IAAI,EAAE,MAAM;IACZ,IAAI,EAAE,MAAM;IACZ,KAAK,EAAE,OAAO;IACd,KAAK,EAAE,OAAO;IACd,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;IACb,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,OAAO;CACb,CAAC;AAEF,MAAM,iBAAiB,GAAG,GAAG,CAAC;AAE9B,MAAM,yBAAyB,GAAG,KAAK,EAAE,GAKxC,EAAoB,EAAE;;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,MAAM,GAAG,sBAAsB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACpD,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEtE,MAAM,MAAM,GAAG,uBAAuB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACrD,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAE3B,MAAM,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,CAAC;IACxC,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,iBAAiB,GAAG,MAAM,CAAC,GAAG,IAAI,CAAC,CAAC,CAAC;IAEtF,MAAM,GAAG,GAAG,MAAM,mBAAmB,CAAC;QACpC,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;QAC5B,MAAM;QACN,IAAI,EAAE,iBAAiB;QACvB,IAAI;QACJ,EAAE;KACH,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,mCAAmC,GAAG,CAAC,MAAM,EAAE,CAAC,CAAC;KAClE;IAED,OAAO,CAAC,MAAA,GAAG,CAAC,IAAI,mCAAI,EAAE,CAAC;SACpB,GAAG,CAAC,CAAC,CAAC,EAAS,EAAE;QAChB,MAAM,WAAW,GAAG,CAAC,CAAC,EAAE,GAAG,IAAI,CAAC;QAChC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,UAAU,EAAE,UAAU,CAAC,WAAW,CAAC;YACnC,SAAS,EAAE,UAAU,CAAC,WAAW,GAAG,MAAM,CAAC;YAC3C,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,EAAE;YACjB,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,EAAE;YACjB,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;YACf,KAAK,EAAE,GAAG,CAAC,CAAC,KAAK,EAAE;YACnB,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;YAClB,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,MAAM,qBAAqB,GAAG,KAAK,EAAE,GAKpC,EAAoB,EAAE;;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,aAAa,CAAC,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAC/D,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,aAAa;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAExG,MAAM,MAAM,GAAG,sBAAsB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACpD,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEtE,MAAM,MAAM,GAAG,uBAAuB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACrD,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAE3B,MAAM,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,CAAC;IACxC,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,iBAAiB,GAAG,MAAM,CAAC,GAAG,IAAI,CAAC,CAAC,CAAC;IAEtF,MAAM,GAAG,GAAG,MAAM,mBAAmB,CAAC;QACpC,aAAa;QACb,MAAM;QACN,IAAI,EAAE,iBAAiB;QACvB,IAAI;QACJ,EAAE;KACH,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,mCAAmC,GAAG,CAAC,MAAM,EAAE,CAAC,CAAC;KAClE;IAED,OAAO,CAAC,MAAA,GAAG,CAAC,IAAI,mCAAI,EAAE,CAAC;SACpB,GAAG,CAAC,CAAC,CAAC,EAAS,EAAE;QAChB,MAAM,WAAW,GAAG,CAAC,CAAC,EAAE,GAAG,IAAI,CAAC;QAChC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,UAAU,EAAE,UAAU,CAAC,WAAW,CAAC;YACnC,SAAS,EAAE,UAAU,CAAC,WAAW,GAAG,MAAM,CAAC;YAC3C,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,EAAE;YACjB,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,EAAE;YACjB,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;YACf,KAAK,EAAE,GAAG,CAAC,CAAC,KAAK,EAAE;YACnB,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;YAClB,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,sBAAsB,CAAC;IAClD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,EACrB,sBAAsB,CACvB,CAAC;AAEF,kBAAkB,CAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,sBAAsB,CAAC;IAClD,SAAS,EAAE,UAAU;CACtB,EACD,yBAAyB,EACzB,sBAAsB,CACvB,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getSpotHistoryKline, getSwapHistoryKline } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\n\nconst DURATION_TO_HTX_PERIOD: Record<string, string> = {\n  PT1M: '1min',\n  PT5M: '5min',\n  PT15M: '15min',\n  PT30M: '30min',\n  PT1H: '60min',\n  PT4H: '4hour',\n  P1D: '1day',\n  P1W: '1week',\n};\n\nconst DEFAULT_BAR_COUNT = 500;\n\nconst fetchSpotOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'SPOT' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const period = DURATION_TO_HTX_PERIOD[req.duration];\n  if (!period) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n\n  const to = Math.floor(endedAtMs / 1000);\n  const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));\n\n  const res = await getSpotHistoryKline({\n    symbol: symbol.toLowerCase(),\n    period,\n    size: DEFAULT_BAR_COUNT,\n    from,\n    to,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSpotHistoryKline failed: ${res.status}`);\n  }\n\n  return (res.data ?? [])\n    .map((k): IOHLC => {\n      const createdAtMs = k.id * 1000;\n      return {\n        series_id: req.series_id,\n        datasource_id: 'HTX',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(createdAtMs),\n        closed_at: formatTime(createdAtMs + offset),\n        open: `${k.open}`,\n        high: `${k.high}`,\n        low: `${k.low}`,\n        close: `${k.close}`,\n        volume: `${k.vol}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, contract_code] = decodePath(req.product_id);\n  if (instType !== 'SWAP' || !contract_code) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const period = DURATION_TO_HTX_PERIOD[req.duration];\n  if (!period) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n\n  const to = Math.floor(endedAtMs / 1000);\n  const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));\n\n  const res = await getSwapHistoryKline({\n    contract_code,\n    period,\n    size: DEFAULT_BAR_COUNT,\n    from,\n    to,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSwapHistoryKline failed: ${res.status}`);\n  }\n\n  return (res.data ?? [])\n    .map((k): IOHLC => {\n      const createdAtMs = k.id * 1000;\n      return {\n        series_id: req.series_id,\n        datasource_id: 'HTX',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(createdAtMs),\n        closed_at: formatTime(createdAtMs + offset),\n        open: `${k.open}`,\n        high: `${k.high}`,\n        low: `${k.low}`,\n        close: `${k.close}`,\n        volume: `${k.vol}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SPOT/',\n    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),\n    direction: 'backward',\n  },\n  fetchSpotOHLCPageBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/lib/api/public-api.d.ts

@@ -87,6 +87,34 @@ export declare function getSpotTick(params: {
         close: number;
     };
 }>;
+/**
+ * 【现货】获取K线数据
+ *
+ * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3ff18-7773-11ed-9966-0242ac110003
+ *
+ * Note: HTX spot KLine uses unix seconds in `data[].id`
+ */
+export declare function getSpotHistoryKline(params: {
+    symbol: string;
+    period: string;
+    size?: number;
+    from?: number;
+    to?: number;
+}): Promise<{
+    status: string;
+    ch?: string;
+    ts: number;
+    data: {
+        id: number;
+        open: number;
+        close: number;
+        low: number;
+        high: number;
+        vol: number;
+        amount?: number;
+        count?: number;
+    }[];
+}>;
 /**
  * 【通用】批量获取合约资金费率
  *
@@ -243,6 +271,32 @@ export declare function getSwapHistoricalFundingRate(params: {
         total_size: number;
     };
 }>;
+/**
+ * 【通用】获取K线数据
+ *
+ * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73746-77b5-11ed-9966-0242ac110003
+ */
+export declare function getSwapHistoryKline(params: {
+    contract_code: string;
+    period: string;
+    size?: number;
+    from?: number;
+    to?: number;
+}): Promise<{
+    status: string;
+    ch?: string;
+    ts: number;
+    data: {
+        id: number;
+        open: number;
+        close: number;
+        low: number;
+        high: number;
+        vol: number;
+        amount?: number;
+        count?: number;
+    }[];
+}>;
 /**
  * 【全仓】获取平台阶梯保证金
  *

package/lib/api/public-api.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"public-api.d.ts","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAyCA;;;;GAIG;AACH,wBAAgB,2BAA2B,CAAC,MAAM,CAAC,EAAE;IACnD,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAC;QACf,aAAa,EAAE,MAAM,CAAC;QACtB,aAAa,EAAE,MAAM,CAAC;QACtB,UAAU,EAAE,MAAM,CAAC;QACnB,eAAe,EAAE,MAAM,CAAC;QACxB,aAAa,EAAE,MAAM,CAAC;QACtB,WAAW,EAAE,MAAM,CAAC;QACpB,eAAe,EAAE,MAAM,CAAC;QACxB,mBAAmB,EAAE,MAAM,CAAC;QAC5B,aAAa,EAAE,MAAM,CAAC;QACtB,IAAI,EAAE,MAAM,CAAC;QACb,aAAa,EAAE,MAAM,CAAC;QACtB,aAAa,EAAE,MAAM,CAAC;KACvB,EAAE,CAAC;IACJ,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,cAAc,IAAI,OAAO,CAAC;IACxC,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,EAAE,EAAE,MAAM,CAAC;QACX,GAAG,EAAE,MAAM,CAAC;QACZ,EAAE,EAAE,MAAM,CAAC;QACX,EAAE,EAAE,MAAM,CAAC;QACX,EAAE,EAAE,MAAM,CAAC;QACX,IAAI,EAAE,MAAM,CAAC;QACb,EAAE,EAAE,MAAM,CAAC;QACX,IAAI,EAAE,MAAM,CAAC;QACb,KAAK,EAAE,MAAM,CAAC;QACd,GAAG,EAAE,OAAO,CAAC;QACb,EAAE,EAAE,OAAO,CAAC;QACZ,EAAE,EAAE,OAAO,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,EAAE,EAAE,MAAM,CAAC;QACX,CAAC,EAAE,MAAM,CAAC;QACV,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,EAAE,EAAE,MAAM,CAAC;QACX,YAAY,EAAE,MAAM,CAAC;QACrB,mBAAmB,EAAE,MAAM,CAAC;QAC5B,IAAI,EAAE,MAAM,CAAC;QACb,EAAE,EAAE,MAAM,CAAC;QACX,IAAI,EAAE,MAAM,CAAC;QACb,GAAG,EAAE,MAAM,CAAC;QACZ,EAAE,EAAE,MAAM,CAAC;QACX,CAAC,EAAE,MAAM,CAAC;QACV,GAAG,EAAE,MAAM,CAAC;QACZ,CAAC,EAAE,GAAG,CAAC;QACP,OAAO,EAAE,MAAM,CAAC;QAChB,KAAK,EAAE,MAAM,CAAC;QACd,KAAK,EAAE,MAAM,CAAC;KACf,EAAE,CAAC;IACJ,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,MAAM,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;CACjB,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,WAAW,CAAC,MAAM,EAAE;IAAE,MAAM,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IAC/D,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,KAAK,EAAE,MAAM,CAAC;KACf,CAAC;CACH,CAAC,CAED;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,uBAAuB,CAAC,MAAM,EAAE;IAAE,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IACnF,MAAM,EAAE,MAAM,CAAC;IACf,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE;QACJ,cAAc,EAAE,IAAI,CAAC;QACrB,YAAY,EAAE,MAAM,CAAC;QACrB,aAAa,EAAE,MAAM,CAAC;QACtB,MAAM,EAAE,MAAM,CAAC;QACf,SAAS,EAAE,MAAM,CAAC;QAClB,YAAY,EAAE,MAAM,CAAC;QACrB,iBAAiB,EAAE,IAAI,CAAC;QACxB,eAAe,EAAE,MAAM,CAAC;KACzB,EAAE,CAAC;CACL,CAAC,CAED;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,kBAAkB,CAAC,MAAM,EAAE;IAAE,aAAa,CAAC,EAAE,MAAM,CAAC;IAAC,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IACtG,EAAE,EAAE,MAAM,CAAC;IACX,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,IAAI,EAAE;YACJ,MAAM,EAAE,MAAM,CAAC;YACf,QAAQ,EAAE,MAAM,CAAC;YACjB,cAAc,EAAE,MAAM,CAAC;YACvB,EAAE,EAAE,MAAM,CAAC;YACX,EAAE,EAAE,MAAM,CAAC;YACX,KAAK,EAAE,MAAM,CAAC;YACd,SAAS,EAAE,MAAM,CAAC;YAClB,aAAa,EAAE,MAAM,CAAC;YACtB,aAAa,EAAE,MAAM,CAAC;YACtB,eAAe,EAAE,MAAM,CAAC;SACzB,EAAE,CAAC;QACJ,EAAE,EAAE,MAAM,CAAC;QACX,EAAE,EAAE,MAAM,CAAC;KACZ,CAAC;IACF,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,EAAE,MAAM,CAAC;QACf,KAAK,EAAE,MAAM,CAAC;QACd,aAAa,EAAE,MAAM,CAAC;QACtB,YAAY,EAAE,MAAM,CAAC;QACrB,YAAY,EAAE,MAAM,CAAC;QACrB,cAAc,EAAE,MAAM,CAAC;QACvB,aAAa,EAAE,MAAM,CAAC;QACtB,IAAI,EAAE,MAAM,CAAC;QACb,aAAa,EAAE,MAAM,CAAC;KACvB,EAAE,CAAC;IACJ,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC,CAED;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,gBAAgB,CAAC,MAAM,EAAE;IAAE,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IAC5E,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE;QACL,eAAe,EAAE,MAAM,CAAC;QACxB,aAAa,EAAE,MAAM,CAAC;QACtB,aAAa,EAAE,MAAM,CAAC;QACtB,GAAG,EAAE,MAAM,EAAE,GAAG,IAAI,CAAC;QACrB,GAAG,EAAE,MAAM,EAAE,GAAG,IAAI,CAAC;QACrB,IAAI,EAAE,MAAM,CAAC;QACb,EAAE,EAAE,MAAM,CAAC;KACZ,EAAE,CAAC;IACJ,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC,CAED;AAED;;;;;;GAMG;AACH,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE;QACJ,IAAI,EAAE;YACJ,MAAM,EAAE,MAAM,CAAC;YACf,aAAa,EAAE,MAAM,CAAC;YACtB,SAAS,EAAE,MAAM,CAAC;YAClB,YAAY,EAAE,MAAM,CAAC;YACrB,YAAY,EAAE,MAAM,CAAC;YACrB,aAAa,EAAE,MAAM,CAAC;YACtB,iBAAiB,EAAE,MAAM,CAAC;SAC3B,EAAE,CAAC;QACJ,UAAU,EAAE,MAAM,CAAC;QACnB,YAAY,EAAE,MAAM,CAAC;QACrB,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;CACH,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,wBAAwB,CAAC,MAAM,CAAC,EAAE;IAChD,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,KAAK,CAAC;QAAE,aAAa,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,KAAK,CAAC;YAAE,UAAU,EAAE,MAAM,CAAA;SAAE,CAAC,CAAA;KAAE,CAAC,CAAC;CAC3F,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,wBAAwB,CAAC,MAAM,EAAE;IAAE,QAAQ,CAAC,EAAE,MAAM,CAAC;IAAC,cAAc,CAAC,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IACxG,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE;QACJ,QAAQ,EAAE,MAAM,CAAC;QACjB,SAAS,EAAE,MAAM,CAAC;QAClB,MAAM,EAAE;YACN,KAAK,EAAE,MAAM,CAAC;YACd,WAAW,EAAE,MAAM,CAAC;YACpB,QAAQ,EAAE,MAAM,CAAC;YACjB,SAAS,CAAC,EAAE,MAAM,CAAC;YACnB,iBAAiB,CAAC,EAAE,MAAM,CAAC;YAC3B,SAAS,CAAC,EAAE,OAAO,CAAC;YACpB,kBAAkB,EAAE,MAAM,CAAC;YAC3B,sBAAsB,EAAE,MAAM,CAAC;YAC/B,aAAa,EAAE,MAAM,CAAC;YACtB,aAAa,EAAE,MAAM,CAAC;YACtB,cAAc,EAAE,MAAM,CAAC;YACvB,cAAc,EAAE,MAAM,CAAC;YACvB,iBAAiB,EAAE,MAAM,CAAC;YAC1B,cAAc,EAAE,MAAM,CAAC;YACvB,mBAAmB,EAAE,MAAM,CAAC;YAC5B,oBAAoB,EAAE,IAAI,CAAC;YAC3B,kBAAkB,EAAE,IAAI,CAAC;YACzB,eAAe,EAAE,MAAM,CAAC;YACxB,mBAAmB,CAAC,EAAE,MAAM,CAAC;YAC7B,WAAW,EAAE,OAAO,CAAC;YACrB,cAAc,EAAE,OAAO,CAAC;YACxB,sBAAsB,CAAC,EAAE,MAAM,CAAC;YAChC,uBAAuB,CAAC,EAAE,MAAM,CAAC;YACjC,sBAAsB,CAAC,EAAE,MAAM,CAAC;SACjC,EAAE,CAAC;QACJ,UAAU,EAAE,MAAM,CAAC;KACpB,EAAE,CAAC;CACL,CAAC,CAED;AAED;;;;;GAKG;AACH,eAAO,MAAM,oBAAoB,QAAO,QAAQ;IAC9C,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,MAAM,CAAC;QACb,IAAI,EAAE,MAAM,CAAC;QACb,GAAG,EAAE,MAAM,CAAC;QACZ,OAAO,MAAM,CAAC;QACd,MAAM,EAAE,MAAM,CAAC;QACf,GAAG,EAAE,MAAM,CAAC;QACZ,KAAK,EAAE,MAAM,CAAC;QACd,GAAG,EAAE,MAAM,CAAC;QACZ,OAAO,EAAE,MAAM,CAAC;QAChB,GAAG,EAAE,MAAM,CAAC;QACZ,OAAO,EAAE,MAAM,CAAC;KACjB,EAAE,CAAC;IACJ,QAAQ,MAAM,CAAC;IACf,EAAE,EAAE,MAAM,CAAC;CACZ,CAA2D,CAAC"}
+{"version":3,"file":"public-api.d.ts","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":"AAyCA;;;;GAIG;AACH,wBAAgB,2BAA2B,CAAC,MAAM,CAAC,EAAE;IACnD,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAC;QACf,aAAa,EAAE,MAAM,CAAC;QACtB,aAAa,EAAE,MAAM,CAAC;QACtB,UAAU,EAAE,MAAM,CAAC;QACnB,eAAe,EAAE,MAAM,CAAC;QACxB,aAAa,EAAE,MAAM,CAAC;QACtB,WAAW,EAAE,MAAM,CAAC;QACpB,eAAe,EAAE,MAAM,CAAC;QACxB,mBAAmB,EAAE,MAAM,CAAC;QAC5B,aAAa,EAAE,MAAM,CAAC;QACtB,IAAI,EAAE,MAAM,CAAC;QACb,aAAa,EAAE,MAAM,CAAC;QACtB,aAAa,EAAE,MAAM,CAAC;KACvB,EAAE,CAAC;IACJ,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,cAAc,IAAI,OAAO,CAAC;IACxC,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,EAAE,EAAE,MAAM,CAAC;QACX,GAAG,EAAE,MAAM,CAAC;QACZ,EAAE,EAAE,MAAM,CAAC;QACX,EAAE,EAAE,MAAM,CAAC;QACX,EAAE,EAAE,MAAM,CAAC;QACX,IAAI,EAAE,MAAM,CAAC;QACb,EAAE,EAAE,MAAM,CAAC;QACX,IAAI,EAAE,MAAM,CAAC;QACb,KAAK,EAAE,MAAM,CAAC;QACd,GAAG,EAAE,OAAO,CAAC;QACb,EAAE,EAAE,OAAO,CAAC;QACZ,EAAE,EAAE,OAAO,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,EAAE,EAAE,MAAM,CAAC;QACX,CAAC,EAAE,MAAM,CAAC;QACV,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,GAAG,EAAE,MAAM,CAAC;QACZ,EAAE,EAAE,MAAM,CAAC;QACX,YAAY,EAAE,MAAM,CAAC;QACrB,mBAAmB,EAAE,MAAM,CAAC;QAC5B,IAAI,EAAE,MAAM,CAAC;QACb,EAAE,EAAE,MAAM,CAAC;QACX,IAAI,EAAE,MAAM,CAAC;QACb,GAAG,EAAE,MAAM,CAAC;QACZ,EAAE,EAAE,MAAM,CAAC;QACX,CAAC,EAAE,MAAM,CAAC;QACV,GAAG,EAAE,MAAM,CAAC;QACZ,CAAC,EAAE,GAAG,CAAC;QACP,OAAO,EAAE,MAAM,CAAC;QAChB,KAAK,EAAE,MAAM,CAAC;QACd,KAAK,EAAE,MAAM,CAAC;KACf,EAAE,CAAC;IACJ,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,MAAM,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;CACjB,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,WAAW,CAAC,MAAM,EAAE;IAAE,MAAM,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IAC/D,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,KAAK,EAAE,MAAM,CAAC;KACf,CAAC;CACH,CAAC,CAED;AAED;;;;;;GAMG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,EAAE,CAAC,EAAE,MAAM,CAAC;CACb,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,EAAE,CAAC,EAAE,MAAM,CAAC;IACZ,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE;QACJ,EAAE,EAAE,MAAM,CAAC;QACX,IAAI,EAAE,MAAM,CAAC;QACb,KAAK,EAAE,MAAM,CAAC;QACd,GAAG,EAAE,MAAM,CAAC;QACZ,IAAI,EAAE,MAAM,CAAC;QACb,GAAG,EAAE,MAAM,CAAC;QACZ,MAAM,CAAC,EAAE,MAAM,CAAC;QAChB,KAAK,CAAC,EAAE,MAAM,CAAC;KAChB,EAAE,CAAC;CACL,CAAC,CAED;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,uBAAuB,CAAC,MAAM,EAAE;IAAE,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IACnF,MAAM,EAAE,MAAM,CAAC;IACf,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE;QACJ,cAAc,EAAE,IAAI,CAAC;QACrB,YAAY,EAAE,MAAM,CAAC;QACrB,aAAa,EAAE,MAAM,CAAC;QACtB,MAAM,EAAE,MAAM,CAAC;QACf,SAAS,EAAE,MAAM,CAAC;QAClB,YAAY,EAAE,MAAM,CAAC;QACrB,iBAAiB,EAAE,IAAI,CAAC;QACxB,eAAe,EAAE,MAAM,CAAC;KACzB,EAAE,CAAC;CACL,CAAC,CAED;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,kBAAkB,CAAC,MAAM,EAAE;IAAE,aAAa,CAAC,EAAE,MAAM,CAAC;IAAC,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IACtG,EAAE,EAAE,MAAM,CAAC;IACX,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,IAAI,EAAE;YACJ,MAAM,EAAE,MAAM,CAAC;YACf,QAAQ,EAAE,MAAM,CAAC;YACjB,cAAc,EAAE,MAAM,CAAC;YACvB,EAAE,EAAE,MAAM,CAAC;YACX,EAAE,EAAE,MAAM,CAAC;YACX,KAAK,EAAE,MAAM,CAAC;YACd,SAAS,EAAE,MAAM,CAAC;YAClB,aAAa,EAAE,MAAM,CAAC;YACtB,aAAa,EAAE,MAAM,CAAC;YACtB,eAAe,EAAE,MAAM,CAAC;SACzB,EAAE,CAAC;QACJ,EAAE,EAAE,MAAM,CAAC;QACX,EAAE,EAAE,MAAM,CAAC;KACZ,CAAC;IACF,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,EAAE,MAAM,CAAC;QACf,KAAK,EAAE,MAAM,CAAC;QACd,aAAa,EAAE,MAAM,CAAC;QACtB,YAAY,EAAE,MAAM,CAAC;QACrB,YAAY,EAAE,MAAM,CAAC;QACrB,cAAc,EAAE,MAAM,CAAC;QACvB,aAAa,EAAE,MAAM,CAAC;QACtB,IAAI,EAAE,MAAM,CAAC;QACb,aAAa,EAAE,MAAM,CAAC;KACvB,EAAE,CAAC;IACJ,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC,CAED;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,gBAAgB,CAAC,MAAM,EAAE;IAAE,aAAa,CAAC,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IAC5E,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE;QACL,eAAe,EAAE,MAAM,CAAC;QACxB,aAAa,EAAE,MAAM,CAAC;QACtB,aAAa,EAAE,MAAM,CAAC;QACtB,GAAG,EAAE,MAAM,EAAE,GAAG,IAAI,CAAC;QACrB,GAAG,EAAE,MAAM,EAAE,GAAG,IAAI,CAAC;QACrB,IAAI,EAAE,MAAM,CAAC;QACb,EAAE,EAAE,MAAM,CAAC;KACZ,EAAE,CAAC;IACJ,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC,CAED;AAED;;;;;;GAMG;AACH,wBAAgB,4BAA4B,CAAC,MAAM,EAAE;IACnD,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE;QACJ,IAAI,EAAE;YACJ,MAAM,EAAE,MAAM,CAAC;YACf,aAAa,EAAE,MAAM,CAAC;YACtB,SAAS,EAAE,MAAM,CAAC;YAClB,YAAY,EAAE,MAAM,CAAC;YACrB,YAAY,EAAE,MAAM,CAAC;YACrB,aAAa,EAAE,MAAM,CAAC;YACtB,iBAAiB,EAAE,MAAM,CAAC;SAC3B,EAAE,CAAC;QACJ,UAAU,EAAE,MAAM,CAAC;QACnB,YAAY,EAAE,MAAM,CAAC;QACrB,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;CACH,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,EAAE;IAC1C,aAAa,EAAE,MAAM,CAAC;IACtB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,EAAE,CAAC,EAAE,MAAM,CAAC;CACb,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,EAAE,CAAC,EAAE,MAAM,CAAC;IACZ,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE;QACJ,EAAE,EAAE,MAAM,CAAC;QACX,IAAI,EAAE,MAAM,CAAC;QACb,KAAK,EAAE,MAAM,CAAC;QACd,GAAG,EAAE,MAAM,CAAC;QACZ,IAAI,EAAE,MAAM,CAAC;QACb,GAAG,EAAE,MAAM,CAAC;QACZ,MAAM,CAAC,EAAE,MAAM,CAAC;QAChB,KAAK,CAAC,EAAE,MAAM,CAAC;KAChB,EAAE,CAAC;CACL,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,wBAAwB,CAAC,MAAM,CAAC,EAAE;IAChD,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB,GAAG,OAAO,CAAC;IACV,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,KAAK,CAAC;QAAE,aAAa,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,KAAK,CAAC;YAAE,UAAU,EAAE,MAAM,CAAA;SAAE,CAAC,CAAA;KAAE,CAAC,CAAC;CAC3F,CAAC,CAED;AAED;;;;GAIG;AACH,wBAAgB,wBAAwB,CAAC,MAAM,EAAE;IAAE,QAAQ,CAAC,EAAE,MAAM,CAAC;IAAC,cAAc,CAAC,EAAE,MAAM,CAAA;CAAE,GAAG,OAAO,CAAC;IACxG,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE;QACJ,QAAQ,EAAE,MAAM,CAAC;QACjB,SAAS,EAAE,MAAM,CAAC;QAClB,MAAM,EAAE;YACN,KAAK,EAAE,MAAM,CAAC;YACd,WAAW,EAAE,MAAM,CAAC;YACpB,QAAQ,EAAE,MAAM,CAAC;YACjB,SAAS,CAAC,EAAE,MAAM,CAAC;YACnB,iBAAiB,CAAC,EAAE,MAAM,CAAC;YAC3B,SAAS,CAAC,EAAE,OAAO,CAAC;YACpB,kBAAkB,EAAE,MAAM,CAAC;YAC3B,sBAAsB,EAAE,MAAM,CAAC;YAC/B,aAAa,EAAE,MAAM,CAAC;YACtB,aAAa,EAAE,MAAM,CAAC;YACtB,cAAc,EAAE,MAAM,CAAC;YACvB,cAAc,EAAE,MAAM,CAAC;YACvB,iBAAiB,EAAE,MAAM,CAAC;YAC1B,cAAc,EAAE,MAAM,CAAC;YACvB,mBAAmB,EAAE,MAAM,CAAC;YAC5B,oBAAoB,EAAE,IAAI,CAAC;YAC3B,kBAAkB,EAAE,IAAI,CAAC;YACzB,eAAe,EAAE,MAAM,CAAC;YACxB,mBAAmB,CAAC,EAAE,MAAM,CAAC;YAC7B,WAAW,EAAE,OAAO,CAAC;YACrB,cAAc,EAAE,OAAO,CAAC;YACxB,sBAAsB,CAAC,EAAE,MAAM,CAAC;YAChC,uBAAuB,CAAC,EAAE,MAAM,CAAC;YACjC,sBAAsB,CAAC,EAAE,MAAM,CAAC;SACjC,EAAE,CAAC;QACJ,UAAU,EAAE,MAAM,CAAC;KACpB,EAAE,CAAC;CACL,CAAC,CAED;AAED;;;;;GAKG;AACH,eAAO,MAAM,oBAAoB,QAAO,QAAQ;IAC9C,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAC;QACf,MAAM,MAAM,CAAC;QACb,IAAI,EAAE,MAAM,CAAC;QACb,GAAG,EAAE,MAAM,CAAC;QACZ,OAAO,MAAM,CAAC;QACd,MAAM,EAAE,MAAM,CAAC;QACf,GAAG,EAAE,MAAM,CAAC;QACZ,KAAK,EAAE,MAAM,CAAC;QACd,GAAG,EAAE,MAAM,CAAC;QACZ,OAAO,EAAE,MAAM,CAAC;QAChB,GAAG,EAAE,MAAM,CAAC;QACZ,OAAO,EAAE,MAAM,CAAC;KACjB,EAAE,CAAC;IACJ,QAAQ,MAAM,CAAC;IACf,EAAE,EAAE,MAAM,CAAC;CACZ,CAA2D,CAAC"}

package/lib/api/public-api.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSpotMarketTickers = exports.getV2ReferenceCurrencies = exports.getSwapCrossLadderMargin = exports.getSwapHistoricalFundingRate = exports.getSwapMarketBbo = exports.getSwapOpenInterest = exports.getSwapMarketTrade = exports.getSwapBatchFundingRate = exports.getSpotTick = exports.getSpotSymbols = exports.getPerpetualContractSymbols = void 0;
+exports.getSpotMarketTickers = exports.getV2ReferenceCurrencies = exports.getSwapCrossLadderMargin = exports.getSwapHistoryKline = exports.getSwapHistoricalFundingRate = exports.getSwapMarketBbo = exports.getSwapOpenInterest = exports.getSwapMarketTrade = exports.getSwapBatchFundingRate = exports.getSpotHistoryKline = exports.getSpotTick = exports.getSpotSymbols = exports.getPerpetualContractSymbols = void 0;
 const utils_1 = require("@yuants/utils");
 // Huobi API 根域名
 const SWAP_API_ROOT = 'api.hbdm.com';
@@ -60,6 +60,17 @@ function getSpotTick(params) {
     return publicRequest('GET', `/market/detail/merged`, SPOT_API_ROOT, params);
 }
 exports.getSpotTick = getSpotTick;
+/**
+ * 【现货】获取K线数据
+ *
+ * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3ff18-7773-11ed-9966-0242ac110003
+ *
+ * Note: HTX spot KLine uses unix seconds in `data[].id`
+ */
+function getSpotHistoryKline(params) {
+    return publicRequest('GET', `/market/history/kline`, SPOT_API_ROOT, params);
+}
+exports.getSpotHistoryKline = getSpotHistoryKline;
 /**
  * 【通用】批量获取合约资金费率
  *
@@ -137,6 +148,15 @@ function getSwapHistoricalFundingRate(params) {
     return publicRequest('GET', `/linear-swap-api/v1/swap_historical_funding_rate`, SWAP_API_ROOT, params);
 }
 exports.getSwapHistoricalFundingRate = getSwapHistoricalFundingRate;
+/**
+ * 【通用】获取K线数据
+ *
+ * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73746-77b5-11ed-9966-0242ac110003
+ */
+function getSwapHistoryKline(params) {
+    return publicRequest('GET', `/linear-swap-ex/market/history/kline`, SWAP_API_ROOT, params);
+}
+exports.getSwapHistoryKline = getSwapHistoryKline;
 /**
  * 【全仓】获取平台阶梯保证金
  *

package/lib/api/public-api.js.map

@@ -1 +1 @@
-{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA,yCAA2C;AAE3C,gBAAgB;AAChB,MAAM,aAAa,GAAG,cAAc,CAAC;AACrC,MAAM,aAAa,GAAG,eAAe,CAAC;AAEtC;;GAEG;AACH,KAAK,UAAU,aAAa,CAAC,MAAc,EAAE,IAAY,EAAE,QAAgB,EAAE,MAAY;IACvF,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,WAAW,QAAQ,GAAG,IAAI,EAAE,CAAC,CAAC;IAElD,IAAI,MAAM,KAAK,KAAK,EAAE;QACpB,KAAK,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,IAAI,EAAE,CAAC,EAAE;YACjD,GAAG,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;SACvC;KACF;IAED,MAAM,IAAI,GAAG,MAAM,KAAK,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;IAE5D,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,CAAC;IAE7D,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;QAChC,MAAM;QACN,OAAO,EAAE,EAAE,cAAc,EAAE,kBAAkB,EAAE;QAC/C,IAAI,EAAE,IAAI,IAAI,SAAS;KACxB,CAAC,CAAC;IAEH,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,gBAAgB,EAAE,GAAG,CAAC,QAAQ,EAAE,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;IAEnF,MAAM,MAAM,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;IAChC,IAAI;QACF,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;KAC3B;IAAC,OAAO,CAAC,EAAE;QACV,OAAO,CAAC,KAAK,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC;QAClG,MAAM,CAAC,CAAC;KACT;AACH,CAAC;AAED,sDAAsD;AAEtD;;;;GAIG;AACH,SAAgB,2BAA2B,CAAC,MAM3C;IAmBC,OAAO,aAAa,CAAC,KAAK,EAAE,wCAAwC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC/F,CAAC;AA1BD,kEA0BC;AAED;;;;GAIG;AACH,SAAgB,cAAc;IAyC5B,OAAO,aAAa,CAAC,KAAK,EAAE,6BAA6B,EAAE,aAAa,CAAC,CAAC;AAC5E,CAAC;AA1CD,wCA0CC;AAED;;;;GAIG;AACH,SAAgB,WAAW,CAAC,MAA0B;IAMpD,OAAO,aAAa,CAAC,KAAK,EAAE,uBAAuB,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC9E,CAAC;AAPD,kCAOC;AAED;;;;;;;;;;GAUG;AACH,SAAgB,uBAAuB,CAAC,MAAkC;IAcxE,OAAO,aAAa,CAAC,KAAK,EAAE,6CAA6C,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACpG,CAAC;AAfD,0DAeC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,SAAgB,kBAAkB,CAAC,MAA0D;IAqB3F,OAAO,aAAa,CAAC,KAAK,EAAE,8BAA8B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACrF,CAAC;AAtBD,gDAsBC;AAED;;;;GAIG;AACH,SAAgB,mBAAmB,CAAC,MAKnC;IAiBC,OAAO,aAAa,CAAC,KAAK,EAAE,wCAAwC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC/F,CAAC;AAvBD,kDAuBC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,SAAgB,gBAAgB,CAAC,MAAkC;IAajE,OAAO,aAAa,CAAC,KAAK,EAAE,4BAA4B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACnF,CAAC;AAdD,4CAcC;AAED;;;;;;GAMG;AACH,SAAgB,4BAA4B,CAAC,MAI5C;IAkBC,OAAO,aAAa,CAAC,KAAK,EAAE,kDAAkD,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACzG,CAAC;AAvBD,oEAuBC;AAED;;;;GAIG;AACH,SAAgB,wBAAwB,CAAC,MAKxC;IAIC,OAAO,aAAa,CAAC,KAAK,EAAE,8CAA8C,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACrG,CAAC;AAVD,4DAUC;AAED;;;;GAIG;AACH,SAAgB,wBAAwB,CAAC,MAAsD;IAkC7F,OAAO,aAAa,CAAC,KAAK,EAAE,0BAA0B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACjF,CAAC;AAnCD,4DAmCC;AAED;;;;;GAKG;AACI,MAAM,oBAAoB,GAAG,GAiBjC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,iBAAiB,EAAE,aAAa,CAAC,CAAC;AAjBhD,QAAA,oBAAoB,wBAiB4B","sourcesContent":["import { formatTime } from '@yuants/utils';\n\n// Huobi API 根域名\nconst SWAP_API_ROOT = 'api.hbdm.com';\nconst SPOT_API_ROOT = 'api.huobi.pro';\n\n/**\n * 公共 API 请求方法\n */\nasync function publicRequest(method: string, path: string, api_root: string, params?: any) {\n  const url = new URL(`https://${api_root}${path}`);\n\n  if (method === 'GET') {\n    for (const [k, v] of Object.entries(params || {})) {\n      url.searchParams.append(k, String(v));\n    }\n  }\n\n  const body = method === 'GET' ? '' : JSON.stringify(params);\n\n  console.info(formatTime(Date.now()), method, url.href, body);\n\n  const res = await fetch(url.href, {\n    method,\n    headers: { 'Content-Type': 'application/json' },\n    body: body || undefined,\n  });\n\n  console.info(formatTime(Date.now()), 'PublicResponse', url.toString(), res.status);\n\n  const retStr = await res.text();\n  try {\n    return JSON.parse(retStr);\n  } catch (e) {\n    console.error(formatTime(Date.now()), 'huobiRequestFailed', path, JSON.stringify(params), retStr);\n    throw e;\n  }\n}\n\n// ==================== 公共 API 方法 ====================\n\n/**\n * 获取永续合约产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72f34-77b5-11ed-9966-0242ac110003\n */\nexport function getPerpetualContractSymbols(params?: {\n  contract_code?: string;\n  support_margin_mode?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    symbol: string;\n    contract_code: string;\n    contract_size: number;\n    price_tick: number;\n    settlement_date: string;\n    delivery_time: string;\n    create_date: string;\n    contract_status: number;\n    support_margin_mode: string;\n    contract_type: string;\n    pair: string;\n    business_type: string;\n    delivery_date: string;\n  }[];\n  ts: string;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_contract_info', SWAP_API_ROOT, params);\n}\n\n/**\n * 获取现货产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec47f16-7773-11ed-9966-0242ac110003\n */\nexport function getSpotSymbols(): Promise<{\n  status: string;\n  data: {\n    si: string;\n    scr: string;\n    sc: string;\n    dn: string;\n    bc: string;\n    bcdn: string;\n    qc: string;\n    qcdn: string;\n    state: string;\n    whe: boolean;\n    cd: boolean;\n    te: boolean;\n    toa: number;\n    sp: string;\n    w: number;\n    ttp: number;\n    tap: number;\n    tpp: number;\n    fp: number;\n    suspend_desc: string;\n    transfer_board_desc: string;\n    tags: string;\n    lr: number;\n    smlr: number;\n    flr: string;\n    wr: string;\n    d: number;\n    elr: number;\n    p: any;\n    castate: string;\n    ca1oa: number;\n    ca2oa: number;\n  }[];\n  ts: string;\n  full: number;\n  err_code: string;\n  err_msg: string;\n}> {\n  return publicRequest('GET', '/v2/settings/common/symbols', SPOT_API_ROOT);\n}\n\n/**\n * 获取现货行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3fc25-7773-11ed-9966-0242ac110003\n */\nexport function getSpotTick(params: { symbol: string }): Promise<{\n  status: string;\n  tick: {\n    close: number;\n  };\n}> {\n  return publicRequest('GET', `/market/detail/merged`, SPOT_API_ROOT, params);\n}\n\n/**\n * 【通用】批量获取合约资金费率\n *\n * 接口权限: 读取\n *\n * 限频: 其他非行情类的公开接口，比如获取指数信息，限价信息，交割结算、平台持仓信息等，所有用户都是每个IP3秒最多240次请求（所有该IP的非行情类的公开接口请求共享3秒240次的额度）\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb71b45-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapBatchFundingRate(params: { contract_code?: string }): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    estimated_rate: null;\n    funding_rate: string;\n    contract_code: string;\n    symbol: string;\n    fee_asset: string;\n    funding_time: string;\n    next_funding_time: null;\n    trade_partition: string;\n  }[];\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_batch_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最近成交记录\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73c34-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketTrade(params: { contract_code?: string; business_type?: string }): Promise<{\n  ch: string;\n  status: string;\n  tick: {\n    data: {\n      amount: string;\n      quantity: string;\n      trade_turnover: string;\n      ts: number;\n      id: number;\n      price: string;\n      direction: string;\n      contract_code: string;\n      business_type: string;\n      trade_partition: string;\n    }[];\n    id: number;\n    ts: number;\n  };\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/trade`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获得当前合约的总持仓量\n *\n * https://huobiapi.github.io/docs/usdt_swap/v1/cn/#3218e7531a\n */\nexport function getSwapOpenInterest(params: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    volume: number;\n    amount: number;\n    symbol: string;\n    value: number;\n    contract_code: string;\n    trade_amount: number;\n    trade_volume: number;\n    trade_turnover: number;\n    business_type: string;\n    pair: string;\n    contract_type: string;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_open_interest', SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最优挂单\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb735e0-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketBbo(params: { contract_code?: string }): Promise<{\n  status: string;\n  ticks: {\n    trade_partition: string;\n    business_type: string;\n    contract_code: string;\n    ask: number[] | null;\n    bid: number[] | null;\n    mrid: number;\n    ts: number;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/bbo`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获取合约的历史资金费率\n *\n * 接口权限: 读取\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=5d51f1f9-77b6-11ed-9966-0242ac110003\n */\nexport function getSwapHistoricalFundingRate(params: {\n  contract_code: string;\n  page_index?: number;\n  page_size?: number;\n}): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    data: {\n      symbol: string;\n      contract_code: string;\n      fee_asset: string;\n      funding_time: string;\n      funding_rate: string;\n      realized_rate: string;\n      avg_premium_index: string;\n    }[];\n    total_page: number;\n    current_page: number;\n    total_size: number;\n  };\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_historical_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【全仓】获取平台阶梯保证金\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72290-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapCrossLadderMargin(params?: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: Array<{ contract_code: string; pair: string; list: Array<{ lever_rate: number }> }>;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_cross_ladder_margin', SWAP_API_ROOT, params);\n}\n\n/**\n * APIv2币链参考信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec478f0-7773-11ed-9966-0242ac110003\n */\nexport function getV2ReferenceCurrencies(params: { currency?: string; authorizedUser?: string }): Promise<{\n  code: number;\n  data: {\n    currency: string;\n    assetType: number;\n    chains: {\n      chain: string;\n      displayName: string;\n      fullName: string;\n      baseChain?: string;\n      baseChainProtocol?: string;\n      isDynamic?: boolean;\n      numOfConfirmations: number;\n      numOfFastConfirmations: number;\n      depositStatus: string;\n      minDepositAmt: string;\n      withdrawStatus: string;\n      minWithdrawAmt: string;\n      withdrawPrecision: number;\n      maxWithdrawAmt: string;\n      withdrawQuotaPerDay: string;\n      withdrawQuotaPerYear: null;\n      withdrawQuotaTotal: null;\n      withdrawFeeType: string;\n      transactFeeWithdraw?: string;\n      addrWithTag: boolean;\n      addrDepositTag: boolean;\n      minTransactFeeWithdraw?: string;\n      transactFeeRateWithdraw?: string;\n      maxTransactFeeWithdraw?: string;\n    }[];\n    instStatus: string;\n  }[];\n}> {\n  return publicRequest('GET', '/v2/reference/currencies', SPOT_API_ROOT, params);\n}\n\n/**\n * 【现货】获取市场所有交易对的最新行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec40374-7773-11ed-9966-0242ac110003\n *\n */\nexport const getSpotMarketTickers = (): Promise<{\n  data: {\n    symbol: string;\n    open: number;\n    high: number;\n    low: number;\n    close: number;\n    amount: number;\n    vol: number;\n    count: number;\n    bid: number;\n    bidSize: number;\n    ask: number;\n    askSize: number;\n  }[];\n  status: string;\n  ts: number;\n}> => publicRequest('GET', '/market/tickers', SPOT_API_ROOT);\n"]}
+{"version":3,"file":"public-api.js","sourceRoot":"","sources":["../../src/api/public-api.ts"],"names":[],"mappings":";;;AAAA,yCAA2C;AAE3C,gBAAgB;AAChB,MAAM,aAAa,GAAG,cAAc,CAAC;AACrC,MAAM,aAAa,GAAG,eAAe,CAAC;AAEtC;;GAEG;AACH,KAAK,UAAU,aAAa,CAAC,MAAc,EAAE,IAAY,EAAE,QAAgB,EAAE,MAAY;IACvF,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,WAAW,QAAQ,GAAG,IAAI,EAAE,CAAC,CAAC;IAElD,IAAI,MAAM,KAAK,KAAK,EAAE;QACpB,KAAK,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,IAAI,EAAE,CAAC,EAAE;YACjD,GAAG,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;SACvC;KACF;IAED,MAAM,IAAI,GAAG,MAAM,KAAK,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;IAE5D,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,IAAI,EAAE,IAAI,CAAC,CAAC;IAE7D,MAAM,GAAG,GAAG,MAAM,KAAK,CAAC,GAAG,CAAC,IAAI,EAAE;QAChC,MAAM;QACN,OAAO,EAAE,EAAE,cAAc,EAAE,kBAAkB,EAAE;QAC/C,IAAI,EAAE,IAAI,IAAI,SAAS;KACxB,CAAC,CAAC;IAEH,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,gBAAgB,EAAE,GAAG,CAAC,QAAQ,EAAE,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;IAEnF,MAAM,MAAM,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;IAChC,IAAI;QACF,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;KAC3B;IAAC,OAAO,CAAC,EAAE;QACV,OAAO,CAAC,KAAK,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC;QAClG,MAAM,CAAC,CAAC;KACT;AACH,CAAC;AAED,sDAAsD;AAEtD;;;;GAIG;AACH,SAAgB,2BAA2B,CAAC,MAM3C;IAmBC,OAAO,aAAa,CAAC,KAAK,EAAE,wCAAwC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC/F,CAAC;AA1BD,kEA0BC;AAED;;;;GAIG;AACH,SAAgB,cAAc;IAyC5B,OAAO,aAAa,CAAC,KAAK,EAAE,6BAA6B,EAAE,aAAa,CAAC,CAAC;AAC5E,CAAC;AA1CD,wCA0CC;AAED;;;;GAIG;AACH,SAAgB,WAAW,CAAC,MAA0B;IAMpD,OAAO,aAAa,CAAC,KAAK,EAAE,uBAAuB,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC9E,CAAC;AAPD,kCAOC;AAED;;;;;;GAMG;AACH,SAAgB,mBAAmB,CAAC,MAMnC;IAeC,OAAO,aAAa,CAAC,KAAK,EAAE,uBAAuB,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC9E,CAAC;AAtBD,kDAsBC;AAED;;;;;;;;;;GAUG;AACH,SAAgB,uBAAuB,CAAC,MAAkC;IAcxE,OAAO,aAAa,CAAC,KAAK,EAAE,6CAA6C,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACpG,CAAC;AAfD,0DAeC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,SAAgB,kBAAkB,CAAC,MAA0D;IAqB3F,OAAO,aAAa,CAAC,KAAK,EAAE,8BAA8B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACrF,CAAC;AAtBD,gDAsBC;AAED;;;;GAIG;AACH,SAAgB,mBAAmB,CAAC,MAKnC;IAiBC,OAAO,aAAa,CAAC,KAAK,EAAE,wCAAwC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC/F,CAAC;AAvBD,kDAuBC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,SAAgB,gBAAgB,CAAC,MAAkC;IAajE,OAAO,aAAa,CAAC,KAAK,EAAE,4BAA4B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACnF,CAAC;AAdD,4CAcC;AAED;;;;;;GAMG;AACH,SAAgB,4BAA4B,CAAC,MAI5C;IAkBC,OAAO,aAAa,CAAC,KAAK,EAAE,kDAAkD,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACzG,CAAC;AAvBD,oEAuBC;AAED;;;;GAIG;AACH,SAAgB,mBAAmB,CAAC,MAMnC;IAeC,OAAO,aAAa,CAAC,KAAK,EAAE,sCAAsC,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AAC7F,CAAC;AAtBD,kDAsBC;AAED;;;;GAIG;AACH,SAAgB,wBAAwB,CAAC,MAKxC;IAIC,OAAO,aAAa,CAAC,KAAK,EAAE,8CAA8C,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACrG,CAAC;AAVD,4DAUC;AAED;;;;GAIG;AACH,SAAgB,wBAAwB,CAAC,MAAsD;IAkC7F,OAAO,aAAa,CAAC,KAAK,EAAE,0BAA0B,EAAE,aAAa,EAAE,MAAM,CAAC,CAAC;AACjF,CAAC;AAnCD,4DAmCC;AAED;;;;;GAKG;AACI,MAAM,oBAAoB,GAAG,GAiBjC,EAAE,CAAC,aAAa,CAAC,KAAK,EAAE,iBAAiB,EAAE,aAAa,CAAC,CAAC;AAjBhD,QAAA,oBAAoB,wBAiB4B","sourcesContent":["import { formatTime } from '@yuants/utils';\n\n// Huobi API 根域名\nconst SWAP_API_ROOT = 'api.hbdm.com';\nconst SPOT_API_ROOT = 'api.huobi.pro';\n\n/**\n * 公共 API 请求方法\n */\nasync function publicRequest(method: string, path: string, api_root: string, params?: any) {\n  const url = new URL(`https://${api_root}${path}`);\n\n  if (method === 'GET') {\n    for (const [k, v] of Object.entries(params || {})) {\n      url.searchParams.append(k, String(v));\n    }\n  }\n\n  const body = method === 'GET' ? '' : JSON.stringify(params);\n\n  console.info(formatTime(Date.now()), method, url.href, body);\n\n  const res = await fetch(url.href, {\n    method,\n    headers: { 'Content-Type': 'application/json' },\n    body: body || undefined,\n  });\n\n  console.info(formatTime(Date.now()), 'PublicResponse', url.toString(), res.status);\n\n  const retStr = await res.text();\n  try {\n    return JSON.parse(retStr);\n  } catch (e) {\n    console.error(formatTime(Date.now()), 'huobiRequestFailed', path, JSON.stringify(params), retStr);\n    throw e;\n  }\n}\n\n// ==================== 公共 API 方法 ====================\n\n/**\n * 获取永续合约产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72f34-77b5-11ed-9966-0242ac110003\n */\nexport function getPerpetualContractSymbols(params?: {\n  contract_code?: string;\n  support_margin_mode?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    symbol: string;\n    contract_code: string;\n    contract_size: number;\n    price_tick: number;\n    settlement_date: string;\n    delivery_time: string;\n    create_date: string;\n    contract_status: number;\n    support_margin_mode: string;\n    contract_type: string;\n    pair: string;\n    business_type: string;\n    delivery_date: string;\n  }[];\n  ts: string;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_contract_info', SWAP_API_ROOT, params);\n}\n\n/**\n * 获取现货产品信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec47f16-7773-11ed-9966-0242ac110003\n */\nexport function getSpotSymbols(): Promise<{\n  status: string;\n  data: {\n    si: string;\n    scr: string;\n    sc: string;\n    dn: string;\n    bc: string;\n    bcdn: string;\n    qc: string;\n    qcdn: string;\n    state: string;\n    whe: boolean;\n    cd: boolean;\n    te: boolean;\n    toa: number;\n    sp: string;\n    w: number;\n    ttp: number;\n    tap: number;\n    tpp: number;\n    fp: number;\n    suspend_desc: string;\n    transfer_board_desc: string;\n    tags: string;\n    lr: number;\n    smlr: number;\n    flr: string;\n    wr: string;\n    d: number;\n    elr: number;\n    p: any;\n    castate: string;\n    ca1oa: number;\n    ca2oa: number;\n  }[];\n  ts: string;\n  full: number;\n  err_code: string;\n  err_msg: string;\n}> {\n  return publicRequest('GET', '/v2/settings/common/symbols', SPOT_API_ROOT);\n}\n\n/**\n * 获取现货行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3fc25-7773-11ed-9966-0242ac110003\n */\nexport function getSpotTick(params: { symbol: string }): Promise<{\n  status: string;\n  tick: {\n    close: number;\n  };\n}> {\n  return publicRequest('GET', `/market/detail/merged`, SPOT_API_ROOT, params);\n}\n\n/**\n * 【现货】获取K线数据\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec3ff18-7773-11ed-9966-0242ac110003\n *\n * Note: HTX spot KLine uses unix seconds in `data[].id`\n */\nexport function getSpotHistoryKline(params: {\n  symbol: string;\n  period: string;\n  size?: number;\n  from?: number;\n  to?: number;\n}): Promise<{\n  status: string;\n  ch?: string;\n  ts: number;\n  data: {\n    id: number;\n    open: number;\n    close: number;\n    low: number;\n    high: number;\n    vol: number;\n    amount?: number;\n    count?: number;\n  }[];\n}> {\n  return publicRequest('GET', `/market/history/kline`, SPOT_API_ROOT, params);\n}\n\n/**\n * 【通用】批量获取合约资金费率\n *\n * 接口权限: 读取\n *\n * 限频: 其他非行情类的公开接口，比如获取指数信息，限价信息，交割结算、平台持仓信息等，所有用户都是每个IP3秒最多240次请求（所有该IP的非行情类的公开接口请求共享3秒240次的额度）\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb71b45-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapBatchFundingRate(params: { contract_code?: string }): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    estimated_rate: null;\n    funding_rate: string;\n    contract_code: string;\n    symbol: string;\n    fee_asset: string;\n    funding_time: string;\n    next_funding_time: null;\n    trade_partition: string;\n  }[];\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_batch_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最近成交记录\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73c34-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketTrade(params: { contract_code?: string; business_type?: string }): Promise<{\n  ch: string;\n  status: string;\n  tick: {\n    data: {\n      amount: string;\n      quantity: string;\n      trade_turnover: string;\n      ts: number;\n      id: number;\n      price: string;\n      direction: string;\n      contract_code: string;\n      business_type: string;\n      trade_partition: string;\n    }[];\n    id: number;\n    ts: number;\n  };\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/trade`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获得当前合约的总持仓量\n *\n * https://huobiapi.github.io/docs/usdt_swap/v1/cn/#3218e7531a\n */\nexport function getSwapOpenInterest(params: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: {\n    volume: number;\n    amount: number;\n    symbol: string;\n    value: number;\n    contract_code: string;\n    trade_amount: number;\n    trade_volume: number;\n    trade_turnover: number;\n    business_type: string;\n    pair: string;\n    contract_type: string;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_open_interest', SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取市场最优挂单\n *\n * 接口权限: 读取\n *\n * 限频: 行情类的公开接口，比如：获取K线数据、获取聚合行情、市场行情、获取行情深度数据、获取溢价指数K线、获取实时预测资金费率k线，获取基差数据、获取市场最近成交记录：\n *\n * （1） restful接口：同一个IP, 所有业务（交割合约、币本位永续合约和U本位合约）总共1秒最多800个请求\n *\n * 接口描述: 该接口支持全仓模式和逐仓模式\n *\n * 请求参数contract_code支持交割合约代码，格式为BTC-USDT-210625；同时支持合约标识，格式为 BTC-USDT（永续）、BTC-USDT-CW（当周）、BTC-USDT-NW（次周）、BTC-USDT-CQ（当季）、BTC-USDT-NQ（次季）。\n *\n * business_type 在查询交割合约数据时为必填参数。且参数值要传：futures 或 all 。\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb735e0-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapMarketBbo(params: { contract_code?: string }): Promise<{\n  status: string;\n  ticks: {\n    trade_partition: string;\n    business_type: string;\n    contract_code: string;\n    ask: number[] | null;\n    bid: number[] | null;\n    mrid: number;\n    ts: number;\n  }[];\n  ts: number;\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/bbo`, SWAP_API_ROOT, params);\n}\n\n/**\n * 获取合约的历史资金费率\n *\n * 接口权限: 读取\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=5d51f1f9-77b6-11ed-9966-0242ac110003\n */\nexport function getSwapHistoricalFundingRate(params: {\n  contract_code: string;\n  page_index?: number;\n  page_size?: number;\n}): Promise<{\n  status: string;\n  ts: number;\n  data: {\n    data: {\n      symbol: string;\n      contract_code: string;\n      fee_asset: string;\n      funding_time: string;\n      funding_rate: string;\n      realized_rate: string;\n      avg_premium_index: string;\n    }[];\n    total_page: number;\n    current_page: number;\n    total_size: number;\n  };\n}> {\n  return publicRequest('GET', `/linear-swap-api/v1/swap_historical_funding_rate`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【通用】获取K线数据\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb73746-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapHistoryKline(params: {\n  contract_code: string;\n  period: string;\n  size?: number;\n  from?: number;\n  to?: number;\n}): Promise<{\n  status: string;\n  ch?: string;\n  ts: number;\n  data: {\n    id: number;\n    open: number;\n    close: number;\n    low: number;\n    high: number;\n    vol: number;\n    amount?: number;\n    count?: number;\n  }[];\n}> {\n  return publicRequest('GET', `/linear-swap-ex/market/history/kline`, SWAP_API_ROOT, params);\n}\n\n/**\n * 【全仓】获取平台阶梯保证金\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=8cb72290-77b5-11ed-9966-0242ac110003\n */\nexport function getSwapCrossLadderMargin(params?: {\n  contract_code?: string;\n  pair?: string;\n  contract_type?: string;\n  business_type?: string;\n}): Promise<{\n  status: string;\n  data: Array<{ contract_code: string; pair: string; list: Array<{ lever_rate: number }> }>;\n}> {\n  return publicRequest('GET', '/linear-swap-api/v1/swap_cross_ladder_margin', SWAP_API_ROOT, params);\n}\n\n/**\n * APIv2币链参考信息\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec478f0-7773-11ed-9966-0242ac110003\n */\nexport function getV2ReferenceCurrencies(params: { currency?: string; authorizedUser?: string }): Promise<{\n  code: number;\n  data: {\n    currency: string;\n    assetType: number;\n    chains: {\n      chain: string;\n      displayName: string;\n      fullName: string;\n      baseChain?: string;\n      baseChainProtocol?: string;\n      isDynamic?: boolean;\n      numOfConfirmations: number;\n      numOfFastConfirmations: number;\n      depositStatus: string;\n      minDepositAmt: string;\n      withdrawStatus: string;\n      minWithdrawAmt: string;\n      withdrawPrecision: number;\n      maxWithdrawAmt: string;\n      withdrawQuotaPerDay: string;\n      withdrawQuotaPerYear: null;\n      withdrawQuotaTotal: null;\n      withdrawFeeType: string;\n      transactFeeWithdraw?: string;\n      addrWithTag: boolean;\n      addrDepositTag: boolean;\n      minTransactFeeWithdraw?: string;\n      transactFeeRateWithdraw?: string;\n      maxTransactFeeWithdraw?: string;\n    }[];\n    instStatus: string;\n  }[];\n}> {\n  return publicRequest('GET', '/v2/reference/currencies', SPOT_API_ROOT, params);\n}\n\n/**\n * 【现货】获取市场所有交易对的最新行情\n *\n * https://www.htx.com/zh-cn/opend/newApiPages/?id=7ec40374-7773-11ed-9966-0242ac110003\n *\n */\nexport const getSpotMarketTickers = (): Promise<{\n  data: {\n    symbol: string;\n    open: number;\n    high: number;\n    low: number;\n    close: number;\n    amount: number;\n    vol: number;\n    count: number;\n    bid: number;\n    bidSize: number;\n    ask: number;\n    askSize: number;\n  }[];\n  status: string;\n  ts: number;\n}> => publicRequest('GET', '/market/tickers', SPOT_API_ROOT);\n"]}

package/lib/index.d.ts

@@ -2,4 +2,6 @@ import './services/exchange';
 import './services/market-data/interest_rate';
 import './services/market-data/quote';
 import './services/quotes';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"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"}
+{"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;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC"}

package/lib/index.js

@@ -4,4 +4,6 @@ require("./services/exchange");
 require("./services/market-data/interest_rate");
 require("./services/market-data/quote");
 require("./services/quotes");
+require("./services/ohlc-service");
+require("./services/interest-rate-service");
 //# 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;AACtC,6BAA2B","sourcesContent":["import './services/exchange';\nimport './services/market-data/interest_rate';\nimport './services/market-data/quote';\nimport './services/quotes';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,gDAA8C;AAC9C,wCAAsC;AACtC,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C","sourcesContent":["import './services/exchange';\nimport './services/market-data/interest_rate';\nimport './services/market-data/quote';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/lib/services/interest-rate-service.d.ts

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

package/lib/services/interest-rate-service.d.ts.map

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

package/lib/services/interest-rate-service.js

@@ -0,0 +1,112 @@
+"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();
+const INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+const PAGE_SIZE = 50;
+const computePageRangeMs = (items) => {
+    if (items.length === 0)
+        return undefined;
+    let minMs = Infinity;
+    let maxMs = -Infinity;
+    for (const item of items) {
+        const ms = Number(item.funding_time);
+        if (isNaN(ms))
+            continue;
+        if (ms < minMs)
+            minMs = ms;
+        if (ms > maxMs)
+            maxMs = ms;
+    }
+    if (!isFinite(minMs) || !isFinite(maxMs))
+        return undefined;
+    return { minMs, maxMs };
+};
+const fetchFundingRatePage = async (params) => {
+    var _a;
+    const res = await (0, public_api_1.getSwapHistoricalFundingRate)({
+        contract_code: params.contract_code,
+        page_index: params.pageIndex,
+        page_size: PAGE_SIZE,
+    });
+    if (res.status !== 'ok') {
+        throw new Error(`HTX getSwapHistoricalFundingRate failed: ${res.status}`);
+    }
+    return {
+        items: (_a = res.data.data) !== null && _a !== void 0 ? _a : [],
+        totalPage: res.data.total_page,
+    };
+};
+const locatePageByTimeBackward = async (params) => {
+    const first = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex: 0 });
+    const totalPage = first.totalPage;
+    if (!totalPage || totalPage <= 1)
+        return { pageIndex: 0, totalPage: totalPage || 1 };
+    const rangeCache = new Map([[0, computePageRangeMs(first.items)]]);
+    const getRange = async (pageIndex) => {
+        if (rangeCache.has(pageIndex))
+            return rangeCache.get(pageIndex);
+        const page = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex });
+        const range = computePageRangeMs(page.items);
+        rangeCache.set(pageIndex, range);
+        return range;
+    };
+    let left = 0;
+    let right = totalPage - 1;
+    while (left <= right) {
+        const mid = Math.floor((left + right) / 2);
+        const range = await getRange(mid);
+        if (!range) {
+            right = mid - 1;
+            continue;
+        }
+        if (params.targetMs > range.maxMs) {
+            right = mid - 1;
+            continue;
+        }
+        if (params.targetMs < range.minMs) {
+            left = mid + 1;
+            continue;
+        }
+        return { pageIndex: mid, totalPage };
+    }
+    return { pageIndex: Math.min(Math.max(0, left), totalPage - 1), totalPage };
+};
+const fetchFundingRateBackward = async (req) => {
+    const [, instType, contract_code] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'SWAP' || !contract_code)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const targetMs = req.time;
+    const { pageIndex } = await locatePageByTimeBackward({ contract_code, targetMs });
+    const page = await fetchFundingRatePage({ contract_code, pageIndex });
+    return page.items
+        .map((v) => {
+        const ms = Number(v.funding_time);
+        const rate = Number(v.funding_rate);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'HTX',
+            created_at: (0, utils_1.formatTime)(ms),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < targetMs);
+};
+(0, exchange_1.provideInterestRateService)(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    direction: 'backward',
+}, fetchFundingRateBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=interest-rate-service.js.map

package/lib/services/interest-rate-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.js","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":";;AACA,+CAA8D;AAC9D,+CAA6D;AAC7D,yCAAuD;AACvD,kDAAiE;AAEjE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,sBAAsB,GAAoB;IAC9C,UAAU,EAAE,CAAC;IACb,oBAAoB,EAAE,EAAE;IACxB,sBAAsB,EAAE,CAAC;IACzB,6BAA6B,EAAE,IAAI;IACnC,qBAAqB,EAAE,CAAC;IACxB,4BAA4B,EAAE,IAAI;CACnC,CAAC;AAEF,MAAM,SAAS,GAAG,EAAE,CAAC;AAIrB,MAAM,kBAAkB,GAAG,CAAC,KAAsC,EAA0B,EAAE;IAC5F,IAAI,KAAK,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO,SAAS,CAAC;IACzC,IAAI,KAAK,GAAG,QAAQ,CAAC;IACrB,IAAI,KAAK,GAAG,CAAC,QAAQ,CAAC;IACtB,KAAK,MAAM,IAAI,IAAI,KAAK,EAAE;QACxB,MAAM,EAAE,GAAG,MAAM,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;QACrC,IAAI,KAAK,CAAC,EAAE,CAAC;YAAE,SAAS;QACxB,IAAI,EAAE,GAAG,KAAK;YAAE,KAAK,GAAG,EAAE,CAAC;QAC3B,IAAI,EAAE,GAAG,KAAK;YAAE,KAAK,GAAG,EAAE,CAAC;KAC5B;IACD,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC;QAAE,OAAO,SAAS,CAAC;IAC3D,OAAO,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC;AAC1B,CAAC,CAAC;AAEF,MAAM,oBAAoB,GAAG,KAAK,EAAE,MAGnC,EAGE,EAAE;;IACH,MAAM,GAAG,GAAG,MAAM,IAAA,yCAA4B,EAAC;QAC7C,aAAa,EAAE,MAAM,CAAC,aAAa;QACnC,UAAU,EAAE,MAAM,CAAC,SAAS;QAC5B,SAAS,EAAE,SAAS;KACrB,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,4CAA4C,GAAG,CAAC,MAAM,EAAE,CAAC,CAAC;KAC3E;IACD,OAAO;QACL,KAAK,EAAE,MAAA,GAAG,CAAC,IAAI,CAAC,IAAI,mCAAI,EAAE;QAC1B,SAAS,EAAE,GAAG,CAAC,IAAI,CAAC,UAAU;KAC/B,CAAC;AACJ,CAAC,CAAC;AAEF,MAAM,wBAAwB,GAAG,KAAK,EAAE,MAGvC,EAAqD,EAAE;IACtD,MAAM,KAAK,GAAG,MAAM,oBAAoB,CAAC,EAAE,aAAa,EAAE,MAAM,CAAC,aAAa,EAAE,SAAS,EAAE,CAAC,EAAE,CAAC,CAAC;IAChG,MAAM,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAClC,IAAI,CAAC,SAAS,IAAI,SAAS,IAAI,CAAC;QAAE,OAAO,EAAE,SAAS,EAAE,CAAC,EAAE,SAAS,EAAE,SAAS,IAAI,CAAC,EAAE,CAAC;IAErF,MAAM,UAAU,GAAG,IAAI,GAAG,CAAiC,CAAC,CAAC,CAAC,EAAE,kBAAkB,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAEnG,MAAM,QAAQ,GAAG,KAAK,EAAE,SAAiB,EAAmC,EAAE;QAC5E,IAAI,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC;YAAE,OAAO,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;QAChE,MAAM,IAAI,GAAG,MAAM,oBAAoB,CAAC,EAAE,aAAa,EAAE,MAAM,CAAC,aAAa,EAAE,SAAS,EAAE,CAAC,CAAC;QAC5F,MAAM,KAAK,GAAG,kBAAkB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAC7C,UAAU,CAAC,GAAG,CAAC,SAAS,EAAE,KAAK,CAAC,CAAC;QACjC,OAAO,KAAK,CAAC;IACf,CAAC,CAAC;IAEF,IAAI,IAAI,GAAG,CAAC,CAAC;IACb,IAAI,KAAK,GAAG,SAAS,GAAG,CAAC,CAAC;IAC1B,OAAO,IAAI,IAAI,KAAK,EAAE;QACpB,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,IAAI,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC;QAC3C,MAAM,KAAK,GAAG,MAAM,QAAQ,CAAC,GAAG,CAAC,CAAC;QAClC,IAAI,CAAC,KAAK,EAAE;YACV,KAAK,GAAG,GAAG,GAAG,CAAC,CAAC;YAChB,SAAS;SACV;QACD,IAAI,MAAM,CAAC,QAAQ,GAAG,KAAK,CAAC,KAAK,EAAE;YACjC,KAAK,GAAG,GAAG,GAAG,CAAC,CAAC;YAChB,SAAS;SACV;QACD,IAAI,MAAM,CAAC,QAAQ,GAAG,KAAK,CAAC,KAAK,EAAE;YACjC,IAAI,GAAG,GAAG,GAAG,CAAC,CAAC;YACf,SAAS;SACV;QACD,OAAO,EAAE,SAAS,EAAE,GAAG,EAAE,SAAS,EAAE,CAAC;KACtC;IAED,OAAO,EAAE,SAAS,EAAE,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,EAAE,SAAS,GAAG,CAAC,CAAC,EAAE,SAAS,EAAE,CAAC;AAC9E,CAAC,CAAC;AAEF,MAAM,wBAAwB,GAAG,KAAK,EAAE,GAIvC,EAA4B,EAAE;IAC7B,MAAM,CAAC,EAAE,QAAQ,EAAE,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAC/D,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,aAAa;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAExG,MAAM,QAAQ,GAAG,GAAG,CAAC,IAAI,CAAC;IAC1B,MAAM,EAAE,SAAS,EAAE,GAAG,MAAM,wBAAwB,CAAC,EAAE,aAAa,EAAE,QAAQ,EAAE,CAAC,CAAC;IAClF,MAAM,IAAI,GAAG,MAAM,oBAAoB,CAAC,EAAE,aAAa,EAAE,SAAS,EAAE,CAAC,CAAC;IAEtE,OAAO,IAAI,CAAC,KAAK;SACd,GAAG,CAAC,CAAC,CAAC,EAAiB,EAAE;QACxB,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC;QAClC,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC;QACpC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,EAAE,CAAC;YAC1B,SAAS,EAAE,GAAG,CAAC,IAAI,EAAE;YACrB,UAAU,EAAE,GAAG,IAAI,EAAE;YACrB,gBAAgB,EAAE,EAAE;SACrB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,QAAQ,CAAC,CAAC;AACxD,CAAC,CAAC;AAEF,IAAA,qCAA0B,EACxB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,SAAS,EAAE,UAAU;CACtB,EACD,wBAAwB,EACxB,sBAAsB,CACvB,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { provideInterestRateService } from '@yuants/exchange';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getSwapHistoricalFundingRate } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\n\nconst PAGE_SIZE = 50;\n\ntype IPageRange = { minMs: number; maxMs: number };\n\nconst computePageRangeMs = (items: Array<{ funding_time: string }>): IPageRange | undefined => {\n  if (items.length === 0) return undefined;\n  let minMs = Infinity;\n  let maxMs = -Infinity;\n  for (const item of items) {\n    const ms = Number(item.funding_time);\n    if (isNaN(ms)) continue;\n    if (ms < minMs) minMs = ms;\n    if (ms > maxMs) maxMs = ms;\n  }\n  if (!isFinite(minMs) || !isFinite(maxMs)) return undefined;\n  return { minMs, maxMs };\n};\n\nconst fetchFundingRatePage = async (params: {\n  contract_code: string;\n  pageIndex: number;\n}): Promise<{\n  items: Array<{ funding_rate: string; funding_time: string }>;\n  totalPage: number;\n}> => {\n  const res = await getSwapHistoricalFundingRate({\n    contract_code: params.contract_code,\n    page_index: params.pageIndex,\n    page_size: PAGE_SIZE,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSwapHistoricalFundingRate failed: ${res.status}`);\n  }\n  return {\n    items: res.data.data ?? [],\n    totalPage: res.data.total_page,\n  };\n};\n\nconst locatePageByTimeBackward = async (params: {\n  contract_code: string;\n  targetMs: number;\n}): Promise<{ pageIndex: number; totalPage: number }> => {\n  const first = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex: 0 });\n  const totalPage = first.totalPage;\n  if (!totalPage || totalPage <= 1) return { pageIndex: 0, totalPage: totalPage || 1 };\n\n  const rangeCache = new Map<number, IPageRange | undefined>([[0, computePageRangeMs(first.items)]]);\n\n  const getRange = async (pageIndex: number): Promise<IPageRange | undefined> => {\n    if (rangeCache.has(pageIndex)) return rangeCache.get(pageIndex);\n    const page = await fetchFundingRatePage({ contract_code: params.contract_code, pageIndex });\n    const range = computePageRangeMs(page.items);\n    rangeCache.set(pageIndex, range);\n    return range;\n  };\n\n  let left = 0;\n  let right = totalPage - 1;\n  while (left <= right) {\n    const mid = Math.floor((left + right) / 2);\n    const range = await getRange(mid);\n    if (!range) {\n      right = mid - 1;\n      continue;\n    }\n    if (params.targetMs > range.maxMs) {\n      right = mid - 1;\n      continue;\n    }\n    if (params.targetMs < range.minMs) {\n      left = mid + 1;\n      continue;\n    }\n    return { pageIndex: mid, totalPage };\n  }\n\n  return { pageIndex: Math.min(Math.max(0, left), totalPage - 1), totalPage };\n};\n\nconst fetchFundingRateBackward = async (req: {\n  product_id: string;\n  time: number;\n  series_id: string;\n}): Promise<IInterestRate[]> => {\n  const [, instType, contract_code] = decodePath(req.product_id);\n  if (instType !== 'SWAP' || !contract_code) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const targetMs = req.time;\n  const { pageIndex } = await locatePageByTimeBackward({ contract_code, targetMs });\n  const page = await fetchFundingRatePage({ contract_code, pageIndex });\n\n  return page.items\n    .map((v): IInterestRate => {\n      const ms = Number(v.funding_time);\n      const rate = Number(v.funding_rate);\n      return {\n        series_id: req.series_id,\n        product_id: req.product_id,\n        datasource_id: 'HTX',\n        created_at: formatTime(ms),\n        long_rate: `${-rate}`,\n        short_rate: `${rate}`,\n        settlement_price: '',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < targetMs);\n};\n\nprovideInterestRateService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    direction: 'backward',\n  },\n  fetchFundingRateBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/lib/services/ohlc-service.d.ts

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

package/lib/services/ohlc-service.d.ts.map

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

package/lib/services/ohlc-service.js

@@ -0,0 +1,121 @@
+"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();
+const INGEST_SERVICE_OPTIONS = {
+    concurrent: 1,
+    max_pending_requests: 20,
+    ingress_token_capacity: 2,
+    ingress_token_refill_interval: 1000,
+    egress_token_capacity: 1,
+    egress_token_refill_interval: 1000,
+};
+const DURATION_TO_HTX_PERIOD = {
+    PT1M: '1min',
+    PT5M: '5min',
+    PT15M: '15min',
+    PT30M: '30min',
+    PT1H: '60min',
+    PT4H: '4hour',
+    P1D: '1day',
+    P1W: '1week',
+};
+const DEFAULT_BAR_COUNT = 500;
+const fetchSpotOHLCPageBackward = async (req) => {
+    var _a;
+    const [, instType, symbol] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'SPOT' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const period = DURATION_TO_HTX_PERIOD[req.duration];
+    if (!period)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = (0, utils_1.convertDurationToOffset)(req.duration);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));
+    const res = await (0, public_api_1.getSpotHistoryKline)({
+        symbol: symbol.toLowerCase(),
+        period,
+        size: DEFAULT_BAR_COUNT,
+        from,
+        to,
+    });
+    if (res.status !== 'ok') {
+        throw new Error(`HTX getSpotHistoryKline failed: ${res.status}`);
+    }
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : [])
+        .map((k) => {
+        const createdAtMs = k.id * 1000;
+        return {
+            series_id: req.series_id,
+            datasource_id: 'HTX',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: (0, utils_1.formatTime)(createdAtMs),
+            closed_at: (0, utils_1.formatTime)(createdAtMs + offset),
+            open: `${k.open}`,
+            high: `${k.high}`,
+            low: `${k.low}`,
+            close: `${k.close}`,
+            volume: `${k.vol}`,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+const fetchOHLCPageBackward = async (req) => {
+    var _a;
+    const [, instType, contract_code] = (0, utils_1.decodePath)(req.product_id);
+    if (instType !== 'SWAP' || !contract_code)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const period = DURATION_TO_HTX_PERIOD[req.duration];
+    if (!period)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const offset = (0, utils_1.convertDurationToOffset)(req.duration);
+    const endedAtMs = req.time;
+    const to = Math.floor(endedAtMs / 1000);
+    const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));
+    const res = await (0, public_api_1.getSwapHistoryKline)({
+        contract_code,
+        period,
+        size: DEFAULT_BAR_COUNT,
+        from,
+        to,
+    });
+    if (res.status !== 'ok') {
+        throw new Error(`HTX getSwapHistoryKline failed: ${res.status}`);
+    }
+    return ((_a = res.data) !== null && _a !== void 0 ? _a : [])
+        .map((k) => {
+        const createdAtMs = k.id * 1000;
+        return {
+            series_id: req.series_id,
+            datasource_id: 'HTX',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: (0, utils_1.formatTime)(createdAtMs),
+            closed_at: (0, utils_1.formatTime)(createdAtMs + offset),
+            open: `${k.open}`,
+            high: `${k.high}`,
+            low: `${k.low}`,
+            close: `${k.close}`,
+            volume: `${k.vol}`,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endedAtMs);
+};
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'HTX/SWAP/',
+    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),
+    direction: 'backward',
+}, fetchOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'HTX/SPOT/',
+    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),
+    direction: 'backward',
+}, fetchSpotOHLCPageBackward, INGEST_SERVICE_OPTIONS);
+//# sourceMappingURL=ohlc-service.js.map

package/lib/services/ohlc-service.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-service.js","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":";;AACA,+CAAsD;AACtD,+CAA6D;AAC7D,yCAAgF;AAChF,kDAA6E;AAE7E,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,sBAAsB,GAAoB;IAC9C,UAAU,EAAE,CAAC;IACb,oBAAoB,EAAE,EAAE;IACxB,sBAAsB,EAAE,CAAC;IACzB,6BAA6B,EAAE,IAAI;IACnC,qBAAqB,EAAE,CAAC;IACxB,4BAA4B,EAAE,IAAI;CACnC,CAAC;AAEF,MAAM,sBAAsB,GAA2B;IACrD,IAAI,EAAE,MAAM;IACZ,IAAI,EAAE,MAAM;IACZ,KAAK,EAAE,OAAO;IACd,KAAK,EAAE,OAAO;IACd,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;IACb,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,OAAO;CACb,CAAC;AAEF,MAAM,iBAAiB,GAAG,GAAG,CAAC;AAE9B,MAAM,yBAAyB,GAAG,KAAK,EAAE,GAKxC,EAAoB,EAAE;;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxD,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAEjG,MAAM,MAAM,GAAG,sBAAsB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACpD,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEtE,MAAM,MAAM,GAAG,IAAA,+BAAuB,EAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACrD,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAE3B,MAAM,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,CAAC;IACxC,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,iBAAiB,GAAG,MAAM,CAAC,GAAG,IAAI,CAAC,CAAC,CAAC;IAEtF,MAAM,GAAG,GAAG,MAAM,IAAA,gCAAmB,EAAC;QACpC,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;QAC5B,MAAM;QACN,IAAI,EAAE,iBAAiB;QACvB,IAAI;QACJ,EAAE;KACH,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,mCAAmC,GAAG,CAAC,MAAM,EAAE,CAAC,CAAC;KAClE;IAED,OAAO,CAAC,MAAA,GAAG,CAAC,IAAI,mCAAI,EAAE,CAAC;SACpB,GAAG,CAAC,CAAC,CAAC,EAAS,EAAE;QAChB,MAAM,WAAW,GAAG,CAAC,CAAC,EAAE,GAAG,IAAI,CAAC;QAChC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,WAAW,CAAC;YACnC,SAAS,EAAE,IAAA,kBAAU,EAAC,WAAW,GAAG,MAAM,CAAC;YAC3C,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,EAAE;YACjB,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,EAAE;YACjB,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;YACf,KAAK,EAAE,GAAG,CAAC,CAAC,KAAK,EAAE;YACnB,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;YAClB,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,MAAM,qBAAqB,GAAG,KAAK,EAAE,GAKpC,EAAoB,EAAE;;IACrB,MAAM,CAAC,EAAE,QAAQ,EAAE,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAC/D,IAAI,QAAQ,KAAK,MAAM,IAAI,CAAC,aAAa;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,GAAG,CAAC,UAAU,EAAE,CAAC,CAAC;IAExG,MAAM,MAAM,GAAG,sBAAsB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACpD,IAAI,CAAC,MAAM;QAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEtE,MAAM,MAAM,GAAG,IAAA,+BAAuB,EAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACrD,MAAM,SAAS,GAAG,GAAG,CAAC,IAAI,CAAC;IAE3B,MAAM,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,CAAC;IACxC,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,iBAAiB,GAAG,MAAM,CAAC,GAAG,IAAI,CAAC,CAAC,CAAC;IAEtF,MAAM,GAAG,GAAG,MAAM,IAAA,gCAAmB,EAAC;QACpC,aAAa;QACb,MAAM;QACN,IAAI,EAAE,iBAAiB;QACvB,IAAI;QACJ,EAAE;KACH,CAAC,CAAC;IACH,IAAI,GAAG,CAAC,MAAM,KAAK,IAAI,EAAE;QACvB,MAAM,IAAI,KAAK,CAAC,mCAAmC,GAAG,CAAC,MAAM,EAAE,CAAC,CAAC;KAClE;IAED,OAAO,CAAC,MAAA,GAAG,CAAC,IAAI,mCAAI,EAAE,CAAC;SACpB,GAAG,CAAC,CAAC,CAAC,EAAS,EAAE;QAChB,MAAM,WAAW,GAAG,CAAC,CAAC,EAAE,GAAG,IAAI,CAAC;QAChC,OAAO;YACL,SAAS,EAAE,GAAG,CAAC,SAAS;YACxB,aAAa,EAAE,KAAK;YACpB,UAAU,EAAE,GAAG,CAAC,UAAU;YAC1B,QAAQ,EAAE,GAAG,CAAC,QAAQ;YACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,WAAW,CAAC;YACnC,SAAS,EAAE,IAAA,kBAAU,EAAC,WAAW,GAAG,MAAM,CAAC;YAC3C,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,EAAE;YACjB,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,EAAE;YACjB,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;YACf,KAAK,EAAE,GAAG,CAAC,CAAC,KAAK,EAAE;YACnB,MAAM,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;YAClB,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,SAAS,CAAC,CAAC;AACzD,CAAC,CAAC;AAEF,IAAA,6BAAkB,EAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,sBAAsB,CAAC;IAClD,SAAS,EAAE,UAAU;CACtB,EACD,qBAAqB,EACrB,sBAAsB,CACvB,CAAC;AAEF,IAAA,6BAAkB,EAChB,QAAQ,EACR;IACE,iBAAiB,EAAE,WAAW;IAC9B,aAAa,EAAE,MAAM,CAAC,IAAI,CAAC,sBAAsB,CAAC;IAClD,SAAS,EAAE,UAAU;CACtB,EACD,yBAAyB,EACzB,sBAAsB,CACvB,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { getSpotHistoryKline, getSwapHistoryKline } from '../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst INGEST_SERVICE_OPTIONS: IServiceOptions = {\n  concurrent: 1,\n  max_pending_requests: 20,\n  ingress_token_capacity: 2,\n  ingress_token_refill_interval: 1000,\n  egress_token_capacity: 1,\n  egress_token_refill_interval: 1000,\n};\n\nconst DURATION_TO_HTX_PERIOD: Record<string, string> = {\n  PT1M: '1min',\n  PT5M: '5min',\n  PT15M: '15min',\n  PT30M: '30min',\n  PT1H: '60min',\n  PT4H: '4hour',\n  P1D: '1day',\n  P1W: '1week',\n};\n\nconst DEFAULT_BAR_COUNT = 500;\n\nconst fetchSpotOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, symbol] = decodePath(req.product_id);\n  if (instType !== 'SPOT' || !symbol) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const period = DURATION_TO_HTX_PERIOD[req.duration];\n  if (!period) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n\n  const to = Math.floor(endedAtMs / 1000);\n  const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));\n\n  const res = await getSpotHistoryKline({\n    symbol: symbol.toLowerCase(),\n    period,\n    size: DEFAULT_BAR_COUNT,\n    from,\n    to,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSpotHistoryKline failed: ${res.status}`);\n  }\n\n  return (res.data ?? [])\n    .map((k): IOHLC => {\n      const createdAtMs = k.id * 1000;\n      return {\n        series_id: req.series_id,\n        datasource_id: 'HTX',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(createdAtMs),\n        closed_at: formatTime(createdAtMs + offset),\n        open: `${k.open}`,\n        high: `${k.high}`,\n        low: `${k.low}`,\n        close: `${k.close}`,\n        volume: `${k.vol}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nconst fetchOHLCPageBackward = async (req: {\n  product_id: string;\n  duration: string;\n  time: number;\n  series_id: string;\n}): Promise<IOHLC[]> => {\n  const [, instType, contract_code] = decodePath(req.product_id);\n  if (instType !== 'SWAP' || !contract_code) throw new Error(`Unsupported product_id: ${req.product_id}`);\n\n  const period = DURATION_TO_HTX_PERIOD[req.duration];\n  if (!period) throw new Error(`Unsupported duration: ${req.duration}`);\n\n  const offset = convertDurationToOffset(req.duration);\n  const endedAtMs = req.time;\n\n  const to = Math.floor(endedAtMs / 1000);\n  const from = Math.max(0, Math.floor((endedAtMs - DEFAULT_BAR_COUNT * offset) / 1000));\n\n  const res = await getSwapHistoryKline({\n    contract_code,\n    period,\n    size: DEFAULT_BAR_COUNT,\n    from,\n    to,\n  });\n  if (res.status !== 'ok') {\n    throw new Error(`HTX getSwapHistoryKline failed: ${res.status}`);\n  }\n\n  return (res.data ?? [])\n    .map((k): IOHLC => {\n      const createdAtMs = k.id * 1000;\n      return {\n        series_id: req.series_id,\n        datasource_id: 'HTX',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(createdAtMs),\n        closed_at: formatTime(createdAtMs + offset),\n        open: `${k.open}`,\n        high: `${k.high}`,\n        low: `${k.low}`,\n        close: `${k.close}`,\n        volume: `${k.vol}`,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endedAtMs);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SWAP/',\n    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HTX/SPOT/',\n    duration_list: Object.keys(DURATION_TO_HTX_PERIOD),\n    direction: 'backward',\n  },\n  fetchSpotOHLCPageBackward,\n  INGEST_SERVICE_OPTIONS,\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-huobi",
-	"version": "0.17.6",
+	"version": "0.18.1",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,18 +8,19 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.53.3",
-		"@yuants/data-account": "0.11.0",
-		"@yuants/data-order": "0.7.1",
-		"@yuants/transfer": "0.2.40",
-		"@yuants/utils": "0.15.0",
-		"@yuants/cache": "0.3.4",
-		"@yuants/sql": "0.9.31",
-		"@yuants/data-product": "0.5.1",
-		"@yuants/data-series": "0.3.53",
-		"@yuants/data-interest-rate": "0.1.49",
-		"@yuants/data-quote": "0.4.0",
-		"@yuants/exchange": "0.8.0",
+		"@yuants/protocol": "0.53.4",
+		"@yuants/data-account": "0.11.1",
+		"@yuants/data-order": "0.7.2",
+		"@yuants/data-ohlc": "0.5.0",
+		"@yuants/transfer": "0.2.41",
+		"@yuants/utils": "0.16.0",
+		"@yuants/cache": "0.3.5",
+		"@yuants/sql": "0.9.32",
+		"@yuants/data-product": "0.5.2",
+		"@yuants/data-series": "0.3.54",
+		"@yuants/data-interest-rate": "0.2.0",
+		"@yuants/data-quote": "0.4.1",
+		"@yuants/exchange": "0.8.2",
 		"rxjs": "~7.5.6"
 	},
 	"devDependencies": {
@@ -29,7 +30,7 @@
 		"@rushstack/heft-node-rig": "~1.10.7",
 		"@types/heft-jest": "1.0.3",
 		"@types/node": "22",
-		"@yuants/extension": "0.2.32",
+		"@yuants/extension": "0.2.33",
 		"@yuants/tool-kit": "0.2.1",
 		"typescript": "~4.7.4"
 	},

package/temp/package-deps.json

@@ -1,44 +1,47 @@
 {
-    "apps/vendor-huobi/CHANGELOG.json": "aaad0c1d296476e667ce9bb39467e87fa6261df0",
-    "apps/vendor-huobi/CHANGELOG.md": "52bb536e92d42262c411af244fa46ef436306a37",
+    "apps/vendor-huobi/CHANGELOG.json": "b87c078102293ee7c80474a084743fb2dd531f17",
+    "apps/vendor-huobi/CHANGELOG.md": "ad98f1e8fb2e802dd24337a1657e1b6a14511570",
     "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": "19dc4d7f5d3c9e5dcbe0fef94719fea8d4019eea",
+    "apps/vendor-huobi/package.json": "83d6d2e053bc8bf021bcee92b4198e90d337859e",
     "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": "8f552b84956a1c65077e194dcf481924204f4662",
-    "apps/vendor-huobi/src/api/public-api.ts": "c8c6c380118d1282d16a3b5342060f3f82ed14af",
-    "apps/vendor-huobi/src/index.ts": "d3979bbfa38c0b88be8854dbdea2d7833c89ec9c",
+    "apps/vendor-huobi/src/api/public-api.ts": "730d77c55ae5bf5022c5ccdc964f874131f8b341",
+    "apps/vendor-huobi/src/index.ts": "997283c933e2df8c6d35ce3d2f40d7d0c33c469b",
     "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",
     "apps/vendor-huobi/src/services/exchange.ts": "6fed94206a22c43d3c6890cf52ff054a24d98d82",
+    "apps/vendor-huobi/src/services/interest-rate-service.ts": "55fd2de153c25ccd7074ed2a866af703c6fed143",
     "apps/vendor-huobi/src/services/market-data/interest_rate.ts": "79aa362f9fa90e612f9813d0b45d357b96189f3e",
     "apps/vendor-huobi/src/services/market-data/quote.ts": "2f5883a95b11cf19c1a9a595567f9369b360cccf",
+    "apps/vendor-huobi/src/services/ohlc-service.ts": "6a050e775c2be85afdad90b68a52e9b2b82676f5",
     "apps/vendor-huobi/src/services/orders/listOrders.ts": "1cf4621727fb290f8e5fd1439765fd73387bda7a",
     "apps/vendor-huobi/src/services/orders/submitOrder.ts": "c6b0625d4922d5188ef042893865e029f5123f24",
     "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",
-    "libraries/protocol/temp/package-deps.json": "c94931cb0eab7180d90a06d740c1a97c0ac0c6b6",
-    "libraries/data-account/temp/package-deps.json": "d49586cd2fc2d6d025e585e5a5dd04d37c41263c",
-    "libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
-    "libraries/transfer/temp/package-deps.json": "7b0db8291734d10d4f1d9c2c25d9e3918cabc79e",
-    "libraries/utils/temp/package-deps.json": "7f1eab07acae68df931b001594a522f050ace396",
-    "libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
-    "libraries/sql/temp/package-deps.json": "041074e0102f9a01820c0fddcf82b9eaee226c79",
-    "libraries/data-product/temp/package-deps.json": "899bba8ace3f04b2035488ff9059e40732ef1d97",
-    "libraries/data-series/temp/package-deps.json": "a94e2f373c448a6205ee6c47e41d9283a76ee352",
-    "libraries/data-interest-rate/temp/package-deps.json": "5a1011b097b18b96c2d8c932d874f69472621efd",
-    "libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
-    "libraries/exchange/temp/package-deps.json": "98f6e1318166102a07cf64b69399b35cb4575222",
-    "libraries/extension/temp/package-deps.json": "3e0a81b0c863c2daf342dfaf284b8fd7d18c8562",
+    "apps/vendor-huobi/.rush/temp/shrinkwrap-deps.json": "237a816d6e825b5bd2a0fc742f5d055c19e37d3d",
+    "libraries/protocol/temp/package-deps.json": "a30b39ceb4cd530ed6bc4e97433f995b026b26d9",
+    "libraries/data-account/temp/package-deps.json": "363f171a8ec4ae558e4b20626b06bc8ae145ce8a",
+    "libraries/data-order/temp/package-deps.json": "daedd350fe85f0564f7739c73689fb09664132de",
+    "libraries/data-ohlc/temp/package-deps.json": "2115e384567d1b0958c085f455da9bed5a638780",
+    "libraries/transfer/temp/package-deps.json": "6d0942aa4c50b35a8e47a500fe494fb4a08a99e5",
+    "libraries/utils/temp/package-deps.json": "7a9e2336d7ad44e827d81e9722767d6cdf99fc1f",
+    "libraries/cache/temp/package-deps.json": "2e6c6db8f750a2e173a3c4b9a57d22fbd6f9181d",
+    "libraries/sql/temp/package-deps.json": "252d819797cb0a4bbc579075867624b05b19dabb",
+    "libraries/data-product/temp/package-deps.json": "4f525fda6d65677f9fbdcd1b4480970dd6ff9e5b",
+    "libraries/data-series/temp/package-deps.json": "71b373ec83ce1188001e341aefaca704aa4a5c38",
+    "libraries/data-interest-rate/temp/package-deps.json": "0aa2057c1c5c432be87e97b8df22984bdcab307c",
+    "libraries/data-quote/temp/package-deps.json": "07e342d9dba4d5f5d89b62c74f079425b560cb1f",
+    "libraries/exchange/temp/package-deps.json": "5267eb70cd2e7df4a645f94133ad3428b52c567e",
+    "libraries/extension/temp/package-deps.json": "fcddc4a668ecf969ca593c67ff02543fe69a6829",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }