@yuants/vendor-huobi 0.18.0 → 0.18.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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@@ -107,5 +107,8 @@ provideOHLCService(terminal, {
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product_id_prefix: 'HTX/SPOT/',
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duration_list: Object.keys(DURATION_TO_HTX_PERIOD),
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direction: 'backward',
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110
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}, fetchSpotOHLCPageBackward
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110
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}, fetchSpotOHLCPageBackward, {
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egress_token_capacity: 4500,
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egress_token_refill_interval: 300000,
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});
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//# sourceMappingURL=ohlc-service.js.map
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@@ -1 +1 @@
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1
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{"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,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,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,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,CACtB,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,
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{"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,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,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,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,CACtB,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;IACE,qBAAqB,EAAE,IAAI;IAC3B,4BAA4B,EAAE,MAAO;CACtC,CACF,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { 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 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);\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 {\n egress_token_capacity: 4500,\n egress_token_refill_interval: 300_000,\n },\n);\n"]}
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product_id_prefix: 'HTX/SPOT/',
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duration_list: Object.keys(DURATION_TO_HTX_PERIOD),
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direction: 'backward',
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}, fetchSpotOHLCPageBackward
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}, fetchSpotOHLCPageBackward, {
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egress_token_capacity: 4500,
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egress_token_refill_interval: 300000,
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});
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//# sourceMappingURL=ohlc-service.js.map
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-
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|
|
1
|
+
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{ IOHLC } from '@yuants/data-ohlc';\nimport { provideOHLCService } from '@yuants/exchange';\nimport { 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 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);\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 {\n egress_token_capacity: 4500,\n egress_token_refill_interval: 300_000,\n },\n);\n"]}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/vendor-huobi",
|
|
3
|
-
"version": "0.18.
|
|
3
|
+
"version": "0.18.2",
|
|
4
4
|
"main": "lib/index.js",
|
|
5
5
|
"files": [
|
|
6
6
|
"dist",
|
|
@@ -8,19 +8,19 @@
|
|
|
8
8
|
"temp"
|
|
9
9
|
],
|
|
10
10
|
"dependencies": {
|
|
11
|
-
"@yuants/protocol": "0.53.
|
|
12
|
-
"@yuants/data-account": "0.11.
|
|
13
|
-
"@yuants/data-order": "0.7.
|
|
14
|
-
"@yuants/data-ohlc": "0.
|
|
15
|
-
"@yuants/transfer": "0.2.
|
|
16
|
-
"@yuants/utils": "0.
|
|
17
|
-
"@yuants/cache": "0.3.
|
|
18
|
-
"@yuants/sql": "0.9.
|
|
19
|
-
"@yuants/data-product": "0.5.
|
|
20
|
-
"@yuants/data-series": "0.3.
|
|
21
|
-
"@yuants/data-interest-rate": "0.1
|
|
22
|
-
"@yuants/data-quote": "0.4.
|
|
23
|
-
"@yuants/exchange": "0.8.
|
|
11
|
+
"@yuants/protocol": "0.53.5",
|
|
12
|
+
"@yuants/data-account": "0.11.2",
|
|
13
|
+
"@yuants/data-order": "0.7.3",
|
|
14
|
+
"@yuants/data-ohlc": "0.5.1",
|
|
15
|
+
"@yuants/transfer": "0.2.42",
|
|
16
|
+
"@yuants/utils": "0.17.0",
|
|
17
|
+
"@yuants/cache": "0.3.6",
|
|
18
|
+
"@yuants/sql": "0.9.33",
|
|
19
|
+
"@yuants/data-product": "0.5.3",
|
|
20
|
+
"@yuants/data-series": "0.3.55",
|
|
21
|
+
"@yuants/data-interest-rate": "0.2.1",
|
|
22
|
+
"@yuants/data-quote": "0.4.2",
|
|
23
|
+
"@yuants/exchange": "0.8.3",
|
|
24
24
|
"rxjs": "~7.5.6"
|
|
25
25
|
},
|
|
26
26
|
"devDependencies": {
|
|
@@ -30,7 +30,7 @@
|
|
|
30
30
|
"@rushstack/heft-node-rig": "~1.10.7",
|
|
31
31
|
"@types/heft-jest": "1.0.3",
|
|
32
32
|
"@types/node": "22",
|
|
33
|
-
"@yuants/extension": "0.2.
|
|
33
|
+
"@yuants/extension": "0.2.34",
|
|
34
34
|
"@yuants/tool-kit": "0.2.1",
|
|
35
35
|
"typescript": "~4.7.4"
|
|
36
36
|
},
|
package/temp/package-deps.json
CHANGED
|
@@ -1,13 +1,13 @@
|
|
|
1
1
|
{
|
|
2
|
-
"apps/vendor-huobi/CHANGELOG.json": "
|
|
3
|
-
"apps/vendor-huobi/CHANGELOG.md": "
|
|
2
|
+
"apps/vendor-huobi/CHANGELOG.json": "d73b95704681b5e91682c4304dcf9db81c5fcdb7",
|
|
3
|
+
"apps/vendor-huobi/CHANGELOG.md": "357a327c939469b5c1c8aa79534c8dc95d1d1aac",
|
|
4
4
|
"apps/vendor-huobi/README.md": "d7bf0149513114eab5500a6b5c9e7cba10565572",
|
|
5
5
|
"apps/vendor-huobi/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
|
|
6
6
|
"apps/vendor-huobi/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
|
7
7
|
"apps/vendor-huobi/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
8
8
|
"apps/vendor-huobi/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
9
9
|
"apps/vendor-huobi/etc/vendor-huobi.api.md": "dc8cbf2a044a227b30a4ee9701b0c97328244724",
|
|
10
|
-
"apps/vendor-huobi/package.json": "
|
|
10
|
+
"apps/vendor-huobi/package.json": "8b59c9a85a4c0d637466ae1d77f3bec2c40d1b5c",
|
|
11
11
|
"apps/vendor-huobi/src/__archived/account-info.ts": "5c325d3bb8839476c11f25693326ce05f3321ebd",
|
|
12
12
|
"apps/vendor-huobi/src/__archived/api.ts": "8366151dc881b177d0478fb328a601a11e33cd35",
|
|
13
13
|
"apps/vendor-huobi/src/__archived/transfer.ts": "fd299ad82ff31344460967f2a938b8f36c879259",
|
|
@@ -21,7 +21,7 @@
|
|
|
21
21
|
"apps/vendor-huobi/src/services/interest-rate-service.ts": "3180227cd8fe336e187ad7a90bf3ce1bb7dfc7f7",
|
|
22
22
|
"apps/vendor-huobi/src/services/market-data/interest_rate.ts": "79aa362f9fa90e612f9813d0b45d357b96189f3e",
|
|
23
23
|
"apps/vendor-huobi/src/services/market-data/quote.ts": "2f5883a95b11cf19c1a9a595567f9369b360cccf",
|
|
24
|
-
"apps/vendor-huobi/src/services/ohlc-service.ts": "
|
|
24
|
+
"apps/vendor-huobi/src/services/ohlc-service.ts": "914f75705e0ad396b537e4b55334419206526160",
|
|
25
25
|
"apps/vendor-huobi/src/services/orders/listOrders.ts": "1cf4621727fb290f8e5fd1439765fd73387bda7a",
|
|
26
26
|
"apps/vendor-huobi/src/services/orders/submitOrder.ts": "c6b0625d4922d5188ef042893865e029f5123f24",
|
|
27
27
|
"apps/vendor-huobi/src/services/product.ts": "096feb6e1348910242e814ca45848afa3b5bff98",
|
|
@@ -29,19 +29,19 @@
|
|
|
29
29
|
"apps/vendor-huobi/src/services/uid.ts": "b71c27a6a0debdd9365dea35306f4763327aca2f",
|
|
30
30
|
"apps/vendor-huobi/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
|
|
31
31
|
"apps/vendor-huobi/.rush/temp/shrinkwrap-deps.json": "237a816d6e825b5bd2a0fc742f5d055c19e37d3d",
|
|
32
|
-
"libraries/protocol/temp/package-deps.json": "
|
|
33
|
-
"libraries/data-account/temp/package-deps.json": "
|
|
34
|
-
"libraries/data-order/temp/package-deps.json": "
|
|
35
|
-
"libraries/data-ohlc/temp/package-deps.json": "
|
|
36
|
-
"libraries/transfer/temp/package-deps.json": "
|
|
37
|
-
"libraries/utils/temp/package-deps.json": "
|
|
38
|
-
"libraries/cache/temp/package-deps.json": "
|
|
39
|
-
"libraries/sql/temp/package-deps.json": "
|
|
40
|
-
"libraries/data-product/temp/package-deps.json": "
|
|
41
|
-
"libraries/data-series/temp/package-deps.json": "
|
|
42
|
-
"libraries/data-interest-rate/temp/package-deps.json": "
|
|
43
|
-
"libraries/data-quote/temp/package-deps.json": "
|
|
44
|
-
"libraries/exchange/temp/package-deps.json": "
|
|
45
|
-
"libraries/extension/temp/package-deps.json": "
|
|
32
|
+
"libraries/protocol/temp/package-deps.json": "359ac43a7382bafa1f91541e084256baec86d40b",
|
|
33
|
+
"libraries/data-account/temp/package-deps.json": "a94782e226c47a0f5198a5cca619ae7815055f4a",
|
|
34
|
+
"libraries/data-order/temp/package-deps.json": "e89dd8f11cdbe84eb8bdf474105abccdf51abfaa",
|
|
35
|
+
"libraries/data-ohlc/temp/package-deps.json": "919692801e80ce34e9af7470712ac4d1c0086af7",
|
|
36
|
+
"libraries/transfer/temp/package-deps.json": "266da813de0fc7b8de0acb4f1a561bd5cab7f294",
|
|
37
|
+
"libraries/utils/temp/package-deps.json": "acd039ba8f5f93e664764ad2c8474878bd105c3b",
|
|
38
|
+
"libraries/cache/temp/package-deps.json": "6f7f290f9a9c2e42e937d8ce3b55a6b541d2e835",
|
|
39
|
+
"libraries/sql/temp/package-deps.json": "43f7034c83d7ac4b6c4224b8e916ac39fd78057d",
|
|
40
|
+
"libraries/data-product/temp/package-deps.json": "00c23f21d7977f38a942ed06f4812e5ddc2b6248",
|
|
41
|
+
"libraries/data-series/temp/package-deps.json": "ba6b4e5b9beec9dbe54fcdc12820d8af70356d50",
|
|
42
|
+
"libraries/data-interest-rate/temp/package-deps.json": "5f955d9b9c04936964ba20a37d5e00816fb33f67",
|
|
43
|
+
"libraries/data-quote/temp/package-deps.json": "6ee7c2a4c28dd7947039fd9561ff045400848bde",
|
|
44
|
+
"libraries/exchange/temp/package-deps.json": "a254260f066adc3e196d020f7eae7354db045404",
|
|
45
|
+
"libraries/extension/temp/package-deps.json": "89c372a6eab7dfe766edc0b102492364aa8684fe",
|
|
46
46
|
"tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
|
|
47
47
|
}
|