@yuants/vendor-hyperliquid 0.3.18 → 0.3.19
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/interest_rate.js +3 -2
- package/dist/interest_rate.js.map +1 -1
- package/dist/product.js +19 -29
- package/dist/product.js.map +1 -1
- package/lib/interest_rate.js +2 -1
- package/lib/interest_rate.js.map +1 -1
- package/lib/product.d.ts +1 -2
- package/lib/product.d.ts.map +1 -1
- package/lib/product.js +19 -29
- package/lib/product.js.map +1 -1
- package/package.json +2 -2
- package/temp/package-deps.json +6 -6
package/dist/interest_rate.js
CHANGED
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@@ -16,9 +16,10 @@ import { createSQLWriter } from '@yuants/sql';
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import { decodePath, encodePath, formatTime } from '@yuants/utils';
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import { firstValueFrom, map, mergeAll, timer } from 'rxjs';
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import { client } from './api';
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import {
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import { productService } from './product';
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// Use the new product service to get perpetual products
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createSQLWriter(Terminal.fromNodeEnv(), {
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data$:
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data$: productService.products$.pipe(map((products) => products.filter((product) => product.no_interest_rate === false)), mergeAll(), map((x) => ({
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series_id: encodePath(x.datasource_id, x.product_id),
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table_name: 'interest_rate',
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cron_pattern: '0 * * * *',
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@@ -1 +1 @@
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-
{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AAEA,OAAO,EAAE,oBAAoB,EAAyB,MAAM,qBAAqB,CAAC;AAClF,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAC;AAC9C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,QAAQ,EAAmB,KAAK,EAAE,MAAM,MAAM,CAAC;AAC7E,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAC/B,OAAO,EAAE,
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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { IProduct } from '@yuants/data-product';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, ObservableInput, timer } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\n\n// Use the new product service to get perpetual products\ncreateSQLWriter<ISeriesCollectingTask>(Terminal.fromNodeEnv(), {\n data$: productService.products$.pipe(\n map((products: IProduct[]) => products.filter((product) => product.no_interest_rate === false)),\n mergeAll(),\n map(\n (x: IProduct): ISeriesCollectingTask => ({\n series_id: encodePath(x.datasource_id, x.product_id),\n table_name: 'interest_rate',\n cron_pattern: '0 * * * *', // 每小时执行一次\n cron_timezone: 'UTC',\n disabled: false,\n replay_count: 0,\n }),\n ),\n ),\n tableName: 'series_collecting_task',\n writeInterval: 1000,\n conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['HYPERLIQUID'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({\n series_id,\n started_at,\n ended_at,\n }: {\n series_id: string;\n started_at?: number;\n ended_at?: number;\n }): ObservableInput<IInterestRate[]> {\n const start = started_at || 0;\n const end = ended_at || Date.now();\n const [datasource_id, product_id] = decodePath(series_id);\n const [instType, instId] = decodePath(product_id);\n\n // 从 instId 中提取币种名称，例如 \"BTC-USDC\" -> \"BTC\"\n const coin = instId.split('-')[0];\n\n let current_start = start;\n\n while (current_start <= end) {\n try {\n const res = await client.getHistoricalFundingRates({\n coin: coin,\n startTime: current_start,\n endTime: end,\n });\n\n console.info(formatTime(Date.now()), 'getHistoricalFundingRates', coin, `${current_start}-${end}`);\n\n if (!res || res.length === 0) {\n break;\n }\n\n // 过滤并转换数据\n const filteredData = res.filter((v) => v.time >= current_start && v.time <= end);\n\n if (filteredData.length === 0) {\n break;\n }\n\n const data = filteredData.map(\n (v): IInterestRate => ({\n series_id: series_id,\n product_id,\n datasource_id,\n created_at: formatTime(v.time),\n long_rate: `${-parseFloat(v.fundingRate)}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n\n yield data;\n\n if (res.length < 500) {\n break;\n }\n\n const latestTime = filteredData[filteredData.length - 1].time;\n current_start = latestTime + 1;\n } catch (error) {\n console.error(formatTime(Date.now()), 'getHistoricalFundingRates failed', coin, error);\n throw error;\n }\n\n // API 限制控制\n await firstValueFrom(timer(1000));\n }\n },\n});\n"]}
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package/dist/product.js
CHANGED
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@@ -1,13 +1,17 @@
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import { provideQueryProductsService } from '@yuants/data-product';
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import { Terminal } from '@yuants/protocol';
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import {
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import { encodePath, formatTime } from '@yuants/utils';
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import { defer, repeat, retry, shareReplay, Subject, tap } from 'rxjs';
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import { encodePath } from '@yuants/utils';
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import { client } from './api';
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const terminal = Terminal.fromNodeEnv();
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const
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// Provide QueryProducts service for Hyperliquid
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export const productService = provideQueryProductsService(terminal, 'HYPERLIQUID', async (req) => {
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// Fetch both spot and perpetual products
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const [spotMetaData, perpetualsMetaData] = await Promise.all([
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client.getSpotMetaData(),
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client.getPerpetualsMetaData(),
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]);
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// Convert spot tokens to IProduct format
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const spotProducts = spotMetaData.tokens.map((token) => ({
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product_id: encodePath('SPOT', `${token.name}-USDC`),
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datasource_id: 'HYPERLIQUID',
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quote_currency: 'USDC',
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@@ -24,17 +28,11 @@ const tokenProduct$ = defer(async () => {
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max_volume: 0,
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allow_long: true,
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allow_short: false,
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market_id: '
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market_id: 'HYPERLIQUID/SPOT',
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no_interest_rate: true,
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}));
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console.error(formatTime(Date.now()), 'SpotProducts', e);
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},
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}), retry({ delay: 5000 }), repeat({ delay: 86400000 }), shareReplay(1));
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export const perpetualProduct$ = defer(async () => {
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const res = await client.getPerpetualsMetaData();
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return res.universe.map((product) => ({
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// Convert perpetual products to IProduct format
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const perpetualProducts = perpetualsMetaData.universe.map((product) => ({
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product_id: encodePath('PERPETUAL', `${product.name}-USD`),
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datasource_id: 'HYPERLIQUID',
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quote_currency: 'USD',
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max_volume: 0,
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allow_long: true,
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allow_short: true,
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market_id: '
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market_id: 'HYPERLIQUID/PERPETUAL',
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no_interest_rate: false,
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}));
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}), retry({ delay: 5000 }), repeat({ delay: 86400000 }), shareReplay(1));
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perpetualProduct$.subscribe();
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createSQLWriter(terminal, {
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data$: product$,
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tableName: 'product',
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writeInterval: 1000,
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// Combine all products
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return [...spotProducts, ...perpetualProducts];
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}, {
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auto_refresh_interval: 86400000, // Refresh daily (24 hours)
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});
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//# sourceMappingURL=product.js.map
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package/dist/product.js.map
CHANGED
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@@ -1 +1 @@
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{"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"
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{"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmC,2BAA2B,EAAE,MAAM,sBAAsB,CAAC;AACpG,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAE/B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,gDAAgD;AAChD,MAAM,CAAC,MAAM,cAAc,GAAG,2BAA2B,CACvD,QAAQ,EACR,aAAa,EACb,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,yCAAyC;IACzC,MAAM,CAAC,YAAY,EAAE,kBAAkB,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC3D,MAAM,CAAC,eAAe,EAAE;QACxB,MAAM,CAAC,qBAAqB,EAAE;KAC/B,CAAC,CAAC;IAEH,yCAAyC;IACzC,MAAM,YAAY,GAAG,YAAY,CAAC,MAAM,CAAC,GAAG,CAC1C,CAAC,KAAK,EAAY,EAAE,CAAC,CAAC;QACpB,UAAU,EAAE,UAAU,CAAC,MAAM,EAAE,GAAG,KAAK,CAAC,IAAI,OAAO,CAAC;QACpD,aAAa,EAAE,aAAa;QAC5B,cAAc,EAAE,MAAM;QACtB,aAAa,EAAE,KAAK,CAAC,IAAI;QACzB,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,MAAM,CAAC,MAAM,KAAK,CAAC,UAAU,EAAE,CAAC;QAC7C,IAAI,EAAE,EAAE;QACR,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,KAAK;QAClB,SAAS,EAAE,kBAAkB;QAC7B,gBAAgB,EAAE,IAAI;KACvB,CAAC,CACH,CAAC;IAEF,gDAAgD;IAChD,MAAM,iBAAiB,GAAG,kBAAkB,CAAC,QAAQ,CAAC,GAAG,CACvD,CAAC,OAAO,EAAY,EAAE,CAAC,CAAC;QACtB,UAAU,EAAE,UAAU,CAAC,WAAW,EAAE,GAAG,OAAO,CAAC,IAAI,MAAM,CAAC;QAC1D,aAAa,EAAE,aAAa;QAC5B,cAAc,EAAE,KAAK;QACrB,aAAa,EAAE,OAAO,CAAC,IAAI;QAC3B,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,MAAM,CAAC,MAAM,OAAO,CAAC,UAAU,EAAE,CAAC;QAC/C,IAAI,EAAE,EAAE;QACR,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC,GAAG,OAAO,CAAC,WAAW;QACpC,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,IAAI;QACjB,SAAS,EAAE,uBAAuB;QAClC,gBAAgB,EAAE,KAAK;KACxB,CAAC,CACH,CAAC;IAEF,uBAAuB;IACvB,OAAO,CAAC,GAAG,YAAY,EAAE,GAAG,iBAAiB,CAAC,CAAC;AACjD,CAAC,EACD;IACE,qBAAqB,EAAE,QAAS,EAAE,2BAA2B;CAC9D,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service for Hyperliquid\nexport const productService = provideQueryProductsService(\n terminal,\n 'HYPERLIQUID',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n // Fetch both spot and perpetual products\n const [spotMetaData, perpetualsMetaData] = await Promise.all([\n client.getSpotMetaData(),\n client.getPerpetualsMetaData(),\n ]);\n\n // Convert spot tokens to IProduct format\n const spotProducts = spotMetaData.tokens.map(\n (token): IProduct => ({\n product_id: encodePath('SPOT', `${token.name}-USDC`),\n datasource_id: 'HYPERLIQUID',\n quote_currency: 'USDC',\n base_currency: token.name,\n price_step: 1e-2,\n volume_step: Number(`1e-${token.szDecimals}`),\n name: '',\n value_scale: 1,\n value_scale_unit: '',\n margin_rate: 1,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: false,\n market_id: 'HYPERLIQUID/SPOT',\n no_interest_rate: true,\n }),\n );\n\n // Convert perpetual products to IProduct format\n const perpetualProducts = perpetualsMetaData.universe.map(\n (product): IProduct => ({\n product_id: encodePath('PERPETUAL', `${product.name}-USD`),\n datasource_id: 'HYPERLIQUID',\n quote_currency: 'USD',\n base_currency: product.name,\n price_step: 1e-2,\n volume_step: Number(`1e-${product.szDecimals}`),\n name: '',\n value_scale: 1,\n value_scale_unit: '',\n margin_rate: 1 / product.maxLeverage,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'HYPERLIQUID/PERPETUAL',\n no_interest_rate: false,\n }),\n );\n\n // Combine all products\n return [...spotProducts, ...perpetualProducts];\n },\n {\n auto_refresh_interval: 86400_000, // Refresh daily (24 hours)\n },\n);\n"]}
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package/lib/interest_rate.js
CHANGED
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@@ -19,8 +19,9 @@ const utils_1 = require("@yuants/utils");
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const api_1 = require("./api");
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21
21
|
const product_1 = require("./product");
|
|
22
|
+
// Use the new product service to get perpetual products
|
|
22
23
|
(0, sql_1.createSQLWriter)(protocol_1.Terminal.fromNodeEnv(), {
|
|
23
|
-
data$: product_1.
|
|
24
|
+
data$: product_1.productService.products$.pipe((0, rxjs_1.map)((products) => products.filter((product) => product.no_interest_rate === false)), (0, rxjs_1.mergeAll)(), (0, rxjs_1.map)((x) => ({
|
|
24
25
|
series_id: (0, utils_1.encodePath)(x.datasource_id, x.product_id),
|
|
25
26
|
table_name: 'interest_rate',
|
|
26
27
|
cron_pattern: '0 * * * *',
|
package/lib/interest_rate.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AAEA,qDAAkF;AAClF,+CAA4C;AAC5C,qCAA8C;AAC9C,yCAAmE;AACnE,+BAA6E;AAC7E,+BAA+B;AAC/B,
|
|
1
|
+
{"version":3,"file":"interest_rate.js","sourceRoot":"","sources":["../src/interest_rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AAEA,qDAAkF;AAClF,+CAA4C;AAC5C,qCAA8C;AAC9C,yCAAmE;AACnE,+BAA6E;AAC7E,+BAA+B;AAC/B,uCAA2C;AAE3C,wDAAwD;AACxD,IAAA,qBAAe,EAAwB,mBAAQ,CAAC,WAAW,EAAE,EAAE;IAC7D,KAAK,EAAE,wBAAc,CAAC,SAAS,CAAC,IAAI,CAClC,IAAA,UAAG,EAAC,CAAC,QAAoB,EAAE,EAAE,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,gBAAgB,KAAK,KAAK,CAAC,CAAC,EAC/F,IAAA,eAAQ,GAAE,EACV,IAAA,UAAG,EACD,CAAC,CAAW,EAAyB,EAAE,CAAC,CAAC;QACvC,SAAS,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,UAAU,CAAC;QACpD,UAAU,EAAE,eAAe;QAC3B,YAAY,EAAE,WAAW;QACzB,aAAa,EAAE,KAAK;QACpB,QAAQ,EAAE,KAAK;QACf,YAAY,EAAE,CAAC;KAChB,CAAC,CACH,CACF;IACD,SAAS,EAAE,wBAAwB;IACnC,aAAa,EAAE,IAAI;IACnB,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;CAC1C,CAAC,CAAC;AAEH,IAAA,kCAAoB,EAAgB,mBAAQ,CAAC,WAAW,EAAE,EAAE;IAC1D,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,aAAa,CAAC;IACvC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EACxB,SAAS,EACT,UAAU,EACV,QAAQ,GAKT;;YACC,MAAM,KAAK,GAAG,UAAU,IAAI,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,QAAQ,IAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACnC,MAAM,CAAC,aAAa,EAAE,UAAU,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YAC1D,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;YAElD,0CAA0C;YAC1C,MAAM,IAAI,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;YAElC,IAAI,aAAa,GAAG,KAAK,CAAC;YAE1B,OAAO,aAAa,IAAI,GAAG,EAAE;gBAC3B,IAAI;oBACF,MAAM,GAAG,GAAG,cAAM,YAAM,CAAC,yBAAyB,CAAC;wBACjD,IAAI,EAAE,IAAI;wBACV,SAAS,EAAE,aAAa;wBACxB,OAAO,EAAE,GAAG;qBACb,CAAC,CAAA,CAAC;oBAEH,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,2BAA2B,EAAE,IAAI,EAAE,GAAG,aAAa,IAAI,GAAG,EAAE,CAAC,CAAC;oBAEnG,IAAI,CAAC,GAAG,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC,EAAE;wBAC5B,MAAM;qBACP;oBAED,UAAU;oBACV,MAAM,YAAY,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,aAAa,IAAI,CAAC,CAAC,IAAI,IAAI,GAAG,CAAC,CAAC;oBAEjF,IAAI,YAAY,CAAC,MAAM,KAAK,CAAC,EAAE;wBAC7B,MAAM;qBACP;oBAED,MAAM,IAAI,GAAG,YAAY,CAAC,GAAG,CAC3B,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;wBACrB,SAAS,EAAE,SAAS;wBACpB,UAAU;wBACV,aAAa;wBACb,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,IAAI,CAAC;wBAC9B,SAAS,EAAE,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,WAAW,CAAC,EAAE;wBAC1C,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;wBAC9B,gBAAgB,EAAE,EAAE;qBACrB,CAAC,CACH,CAAC;oBAEF,oBAAM,IAAI,CAAA,CAAC;oBAEX,IAAI,GAAG,CAAC,MAAM,GAAG,GAAG,EAAE;wBACpB,MAAM;qBACP;oBAED,MAAM,UAAU,GAAG,YAAY,CAAC,YAAY,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC;oBAC9D,aAAa,GAAG,UAAU,GAAG,CAAC,CAAC;iBAChC;gBAAC,OAAO,KAAK,EAAE;oBACd,OAAO,CAAC,KAAK,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,kCAAkC,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;oBACvF,MAAM,KAAK,CAAC;iBACb;gBAED,WAAW;gBACX,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\nimport { IProduct } from '@yuants/data-product';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, mergeAll, ObservableInput, timer } from 'rxjs';\nimport { client } from './api';\nimport { productService } from './product';\n\n// Use the new product service to get perpetual products\ncreateSQLWriter<ISeriesCollectingTask>(Terminal.fromNodeEnv(), {\n data$: productService.products$.pipe(\n map((products: IProduct[]) => products.filter((product) => product.no_interest_rate === false)),\n mergeAll(),\n map(\n (x: IProduct): ISeriesCollectingTask => ({\n series_id: encodePath(x.datasource_id, x.product_id),\n table_name: 'interest_rate',\n cron_pattern: '0 * * * *', // 每小时执行一次\n cron_timezone: 'UTC',\n disabled: false,\n replay_count: 0,\n }),\n ),\n ),\n tableName: 'series_collecting_task',\n writeInterval: 1000,\n conflictKeys: ['series_id', 'table_name'],\n});\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['HYPERLIQUID'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({\n series_id,\n started_at,\n ended_at,\n }: {\n series_id: string;\n started_at?: number;\n ended_at?: number;\n }): ObservableInput<IInterestRate[]> {\n const start = started_at || 0;\n const end = ended_at || Date.now();\n const [datasource_id, product_id] = decodePath(series_id);\n const [instType, instId] = decodePath(product_id);\n\n // 从 instId 中提取币种名称，例如 \"BTC-USDC\" -> \"BTC\"\n const coin = instId.split('-')[0];\n\n let current_start = start;\n\n while (current_start <= end) {\n try {\n const res = await client.getHistoricalFundingRates({\n coin: coin,\n startTime: current_start,\n endTime: end,\n });\n\n console.info(formatTime(Date.now()), 'getHistoricalFundingRates', coin, `${current_start}-${end}`);\n\n if (!res || res.length === 0) {\n break;\n }\n\n // 过滤并转换数据\n const filteredData = res.filter((v) => v.time >= current_start && v.time <= end);\n\n if (filteredData.length === 0) {\n break;\n }\n\n const data = filteredData.map(\n (v): IInterestRate => ({\n series_id: series_id,\n product_id,\n datasource_id,\n created_at: formatTime(v.time),\n long_rate: `${-parseFloat(v.fundingRate)}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n\n yield data;\n\n if (res.length < 500) {\n break;\n }\n\n const latestTime = filteredData[filteredData.length - 1].time;\n current_start = latestTime + 1;\n } catch (error) {\n console.error(formatTime(Date.now()), 'getHistoricalFundingRates failed', coin, error);\n throw error;\n }\n\n // API 限制控制\n await firstValueFrom(timer(1000));\n }\n },\n});\n"]}
|
package/lib/product.d.ts
CHANGED
package/lib/product.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"product.d.ts","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":"AAQA,eAAO,MAAM,cAAc,sDAgE1B,CAAC"}
|
package/lib/product.js
CHANGED
|
@@ -1,16 +1,20 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.
|
|
3
|
+
exports.productService = void 0;
|
|
4
|
+
const data_product_1 = require("@yuants/data-product");
|
|
4
5
|
const protocol_1 = require("@yuants/protocol");
|
|
5
|
-
const sql_1 = require("@yuants/sql");
|
|
6
6
|
const utils_1 = require("@yuants/utils");
|
|
7
|
-
const rxjs_1 = require("rxjs");
|
|
8
7
|
const api_1 = require("./api");
|
|
9
8
|
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
|
|
13
|
-
|
|
9
|
+
// Provide QueryProducts service for Hyperliquid
|
|
10
|
+
exports.productService = (0, data_product_1.provideQueryProductsService)(terminal, 'HYPERLIQUID', async (req) => {
|
|
11
|
+
// Fetch both spot and perpetual products
|
|
12
|
+
const [spotMetaData, perpetualsMetaData] = await Promise.all([
|
|
13
|
+
api_1.client.getSpotMetaData(),
|
|
14
|
+
api_1.client.getPerpetualsMetaData(),
|
|
15
|
+
]);
|
|
16
|
+
// Convert spot tokens to IProduct format
|
|
17
|
+
const spotProducts = spotMetaData.tokens.map((token) => ({
|
|
14
18
|
product_id: (0, utils_1.encodePath)('SPOT', `${token.name}-USDC`),
|
|
15
19
|
datasource_id: 'HYPERLIQUID',
|
|
16
20
|
quote_currency: 'USDC',
|
|
@@ -27,17 +31,11 @@ const tokenProduct$ = (0, rxjs_1.defer)(async () => {
|
|
|
27
31
|
max_volume: 0,
|
|
28
32
|
allow_long: true,
|
|
29
33
|
allow_short: false,
|
|
30
|
-
market_id: '
|
|
34
|
+
market_id: 'HYPERLIQUID/SPOT',
|
|
31
35
|
no_interest_rate: true,
|
|
32
36
|
}));
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
console.error((0, utils_1.formatTime)(Date.now()), 'SpotProducts', e);
|
|
36
|
-
},
|
|
37
|
-
}), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.repeat)({ delay: 86400000 }), (0, rxjs_1.shareReplay)(1));
|
|
38
|
-
exports.perpetualProduct$ = (0, rxjs_1.defer)(async () => {
|
|
39
|
-
const res = await api_1.client.getPerpetualsMetaData();
|
|
40
|
-
return res.universe.map((product) => ({
|
|
37
|
+
// Convert perpetual products to IProduct format
|
|
38
|
+
const perpetualProducts = perpetualsMetaData.universe.map((product) => ({
|
|
41
39
|
product_id: (0, utils_1.encodePath)('PERPETUAL', `${product.name}-USD`),
|
|
42
40
|
datasource_id: 'HYPERLIQUID',
|
|
43
41
|
quote_currency: 'USD',
|
|
@@ -54,20 +52,12 @@ exports.perpetualProduct$ = (0, rxjs_1.defer)(async () => {
|
|
|
54
52
|
max_volume: 0,
|
|
55
53
|
allow_long: true,
|
|
56
54
|
allow_short: true,
|
|
57
|
-
market_id: '
|
|
55
|
+
market_id: 'HYPERLIQUID/PERPETUAL',
|
|
58
56
|
no_interest_rate: false,
|
|
59
57
|
}));
|
|
60
|
-
|
|
61
|
-
|
|
62
|
-
|
|
63
|
-
|
|
64
|
-
}), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.repeat)({ delay: 86400000 }), (0, rxjs_1.shareReplay)(1));
|
|
65
|
-
exports.perpetualProduct$.subscribe();
|
|
66
|
-
tokenProduct$.subscribe();
|
|
67
|
-
(0, sql_1.createSQLWriter)(terminal, {
|
|
68
|
-
data$: product$,
|
|
69
|
-
tableName: 'product',
|
|
70
|
-
conflictKeys: ['datasource_id', 'product_id'],
|
|
71
|
-
writeInterval: 1000,
|
|
58
|
+
// Combine all products
|
|
59
|
+
return [...spotProducts, ...perpetualProducts];
|
|
60
|
+
}, {
|
|
61
|
+
auto_refresh_interval: 86400000, // Refresh daily (24 hours)
|
|
72
62
|
});
|
|
73
63
|
//# sourceMappingURL=product.js.map
|
package/lib/product.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"version":3,"file":"product.js","sourceRoot":"","sources":["../src/product.ts"],"names":[],"mappings":";;;AAAA,uDAAoG;AACpG,+CAA4C;AAC5C,yCAA2C;AAC3C,+BAA+B;AAE/B,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,gDAAgD;AACnC,QAAA,cAAc,GAAG,IAAA,0CAA2B,EACvD,QAAQ,EACR,aAAa,EACb,KAAK,EAAE,GAA0B,EAAuB,EAAE;IACxD,yCAAyC;IACzC,MAAM,CAAC,YAAY,EAAE,kBAAkB,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;QAC3D,YAAM,CAAC,eAAe,EAAE;QACxB,YAAM,CAAC,qBAAqB,EAAE;KAC/B,CAAC,CAAC;IAEH,yCAAyC;IACzC,MAAM,YAAY,GAAG,YAAY,CAAC,MAAM,CAAC,GAAG,CAC1C,CAAC,KAAK,EAAY,EAAE,CAAC,CAAC;QACpB,UAAU,EAAE,IAAA,kBAAU,EAAC,MAAM,EAAE,GAAG,KAAK,CAAC,IAAI,OAAO,CAAC;QACpD,aAAa,EAAE,aAAa;QAC5B,cAAc,EAAE,MAAM;QACtB,aAAa,EAAE,KAAK,CAAC,IAAI;QACzB,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,MAAM,CAAC,MAAM,KAAK,CAAC,UAAU,EAAE,CAAC;QAC7C,IAAI,EAAE,EAAE;QACR,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,KAAK;QAClB,SAAS,EAAE,kBAAkB;QAC7B,gBAAgB,EAAE,IAAI;KACvB,CAAC,CACH,CAAC;IAEF,gDAAgD;IAChD,MAAM,iBAAiB,GAAG,kBAAkB,CAAC,QAAQ,CAAC,GAAG,CACvD,CAAC,OAAO,EAAY,EAAE,CAAC,CAAC;QACtB,UAAU,EAAE,IAAA,kBAAU,EAAC,WAAW,EAAE,GAAG,OAAO,CAAC,IAAI,MAAM,CAAC;QAC1D,aAAa,EAAE,aAAa;QAC5B,cAAc,EAAE,KAAK;QACrB,aAAa,EAAE,OAAO,CAAC,IAAI;QAC3B,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,MAAM,CAAC,MAAM,OAAO,CAAC,UAAU,EAAE,CAAC;QAC/C,IAAI,EAAE,EAAE;QACR,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,EAAE;QACpB,WAAW,EAAE,CAAC,GAAG,OAAO,CAAC,WAAW;QACpC,gBAAgB,EAAE,CAAC;QACnB,iBAAiB,EAAE,CAAC;QACpB,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,UAAU,EAAE,IAAI;QAChB,WAAW,EAAE,IAAI;QACjB,SAAS,EAAE,uBAAuB;QAClC,gBAAgB,EAAE,KAAK;KACxB,CAAC,CACH,CAAC;IAEF,uBAAuB;IACvB,OAAO,CAAC,GAAG,YAAY,EAAE,GAAG,iBAAiB,CAAC,CAAC;AACjD,CAAC,EACD;IACE,qBAAqB,EAAE,QAAS,EAAE,2BAA2B;CAC9D,CACF,CAAC","sourcesContent":["import { IProduct, IQueryProductsRequest, provideQueryProductsService } from '@yuants/data-product';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath } from '@yuants/utils';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// Provide QueryProducts service for Hyperliquid\nexport const productService = provideQueryProductsService(\n terminal,\n 'HYPERLIQUID',\n async (req: IQueryProductsRequest): Promise<IProduct[]> => {\n // Fetch both spot and perpetual products\n const [spotMetaData, perpetualsMetaData] = await Promise.all([\n client.getSpotMetaData(),\n client.getPerpetualsMetaData(),\n ]);\n\n // Convert spot tokens to IProduct format\n const spotProducts = spotMetaData.tokens.map(\n (token): IProduct => ({\n product_id: encodePath('SPOT', `${token.name}-USDC`),\n datasource_id: 'HYPERLIQUID',\n quote_currency: 'USDC',\n base_currency: token.name,\n price_step: 1e-2,\n volume_step: Number(`1e-${token.szDecimals}`),\n name: '',\n value_scale: 1,\n value_scale_unit: '',\n margin_rate: 1,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: false,\n market_id: 'HYPERLIQUID/SPOT',\n no_interest_rate: true,\n }),\n );\n\n // Convert perpetual products to IProduct format\n const perpetualProducts = perpetualsMetaData.universe.map(\n (product): IProduct => ({\n product_id: encodePath('PERPETUAL', `${product.name}-USD`),\n datasource_id: 'HYPERLIQUID',\n quote_currency: 'USD',\n base_currency: product.name,\n price_step: 1e-2,\n volume_step: Number(`1e-${product.szDecimals}`),\n name: '',\n value_scale: 1,\n value_scale_unit: '',\n margin_rate: 1 / product.maxLeverage,\n value_based_cost: 0,\n volume_based_cost: 0,\n max_position: 0,\n max_volume: 0,\n allow_long: true,\n allow_short: true,\n market_id: 'HYPERLIQUID/PERPETUAL',\n no_interest_rate: false,\n }),\n );\n\n // Combine all products\n return [...spotProducts, ...perpetualProducts];\n },\n {\n auto_refresh_interval: 86400_000, // Refresh daily (24 hours)\n },\n);\n"]}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@yuants/vendor-hyperliquid",
|
|
3
|
-
"version": "0.3.
|
|
3
|
+
"version": "0.3.19",
|
|
4
4
|
"bin": "lib/cli.js",
|
|
5
5
|
"main": "lib/index.js",
|
|
6
6
|
"files": [
|
|
@@ -23,7 +23,7 @@
|
|
|
23
23
|
"hyperliquid": "~1.6.2",
|
|
24
24
|
"ethers": "~6.13.5",
|
|
25
25
|
"@msgpack/msgpack": "~3.1.2",
|
|
26
|
-
"@yuants/data-ohlc": "0.
|
|
26
|
+
"@yuants/data-ohlc": "0.4.0"
|
|
27
27
|
},
|
|
28
28
|
"devDependencies": {
|
|
29
29
|
"@microsoft/api-extractor": "~7.30.0",
|
package/temp/package-deps.json
CHANGED
|
@@ -1,19 +1,19 @@
|
|
|
1
1
|
{
|
|
2
|
-
"apps/vendor-hyperliquid/CHANGELOG.json": "
|
|
3
|
-
"apps/vendor-hyperliquid/CHANGELOG.md": "
|
|
2
|
+
"apps/vendor-hyperliquid/CHANGELOG.json": "2563e2441fd434579ed72404f4df6455c00c2f0a",
|
|
3
|
+
"apps/vendor-hyperliquid/CHANGELOG.md": "806ed0a4eb3e3eff7572d814e29d4c5cd00e3a72",
|
|
4
4
|
"apps/vendor-hyperliquid/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
|
|
5
5
|
"apps/vendor-hyperliquid/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
|
6
6
|
"apps/vendor-hyperliquid/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
|
|
7
7
|
"apps/vendor-hyperliquid/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
|
|
8
8
|
"apps/vendor-hyperliquid/etc/vendor-hyperliquid.api.md": "66675bd88afa1fe945f0d4023984c1c9c3e60a34",
|
|
9
|
-
"apps/vendor-hyperliquid/package.json": "
|
|
9
|
+
"apps/vendor-hyperliquid/package.json": "bb3a5f0bcf1625652cc5fb15689040ea3faca68a",
|
|
10
10
|
"apps/vendor-hyperliquid/src/api.ts": "041aa6e0e322b7c6ea5c822119c695b05d32295a",
|
|
11
11
|
"apps/vendor-hyperliquid/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
|
|
12
12
|
"apps/vendor-hyperliquid/src/index.ts": "3332583b64a96e0a1126b925a8f5a44a86454b90",
|
|
13
|
-
"apps/vendor-hyperliquid/src/interest_rate.ts": "
|
|
13
|
+
"apps/vendor-hyperliquid/src/interest_rate.ts": "5a4decdc2d18f7d711c5217840d6be9d04d926b2",
|
|
14
14
|
"apps/vendor-hyperliquid/src/ohlc.ts": "b1272944f0ffe8dd77ef9e7e39429efb7d2e5006",
|
|
15
15
|
"apps/vendor-hyperliquid/src/order.ts": "de633327cb9ca8c02295f14d2d8a8b8384fdc1b4",
|
|
16
|
-
"apps/vendor-hyperliquid/src/product.ts": "
|
|
16
|
+
"apps/vendor-hyperliquid/src/product.ts": "1fd2995837e894004d9f8684b7e65cb8e85eaa66",
|
|
17
17
|
"apps/vendor-hyperliquid/src/sign.ts": "94f4e5604a01d197d164b42415b17789ab2b6889",
|
|
18
18
|
"apps/vendor-hyperliquid/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
|
|
19
19
|
"apps/vendor-hyperliquid/.rush/temp/shrinkwrap-deps.json": "d8a15e8163d8abdb142a2024a5b5b13ab444f87b",
|
|
@@ -26,7 +26,7 @@
|
|
|
26
26
|
"libraries/data-interest-rate/temp/package-deps.json": "246f09881d5bce801a352861086d7e2b90eb5b6b",
|
|
27
27
|
"libraries/data-order/temp/package-deps.json": "add9a90c23442334f0575f403ef48dc33ceb5fd4",
|
|
28
28
|
"libraries/data-series/temp/package-deps.json": "dd0d2f8322b484f074ae09c050ceb53fbc1368f4",
|
|
29
|
-
"libraries/data-ohlc/temp/package-deps.json": "
|
|
29
|
+
"libraries/data-ohlc/temp/package-deps.json": "01c6d44d10c9b10895a1a30ffee94d98975ce5d0",
|
|
30
30
|
"libraries/extension/temp/package-deps.json": "1e2fec9acb35353b204eff0d4cc0af65c3b2582a",
|
|
31
31
|
"tools/toolkit/temp/package-deps.json": "3bef053db16659f0cdaceea64c8a8580c0131633"
|
|
32
32
|
}
|