@yuants/vendor-hyperliquid 0.7.0 → 0.7.2
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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@@ -40,7 +40,7 @@ createSQLWriter(terminal, {
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});
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createSeriesProvider(terminal, {
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tableName: 'interest_rate',
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series_id_prefix_parts: ['HYPERLIQUID'],
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series_id_prefix_parts: ['HYPERLIQUID', 'PERPETUAL'],
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reversed: true,
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serviceOptions: { concurrent: 1 },
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queryFn: function ({ series_id, started_at, ended_at }) {
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@@ -48,10 +48,7 @@ createSeriesProvider(terminal, {
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return __asyncGenerator(this, arguments, function* () {
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const start = started_at || 0;
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const end = ended_at || Date.now();
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const [
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if (datasource_id !== 'HYPERLIQUID') {
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throw new Error(`Invalid datasource: ${datasource_id}`);
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}
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const [, , instId] = decodePath(series_id);
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const coin = (_a = instId === null || instId === void 0 ? void 0 : instId.split('-')) === null || _a === void 0 ? void 0 : _a[0];
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if (!coin) {
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throw new Error(`Invalid product in series_id: ${series_id}`);
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@@ -1 +1 @@
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{"version":3,"file":"interest-rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest-rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,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,KAAK,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAC7E,OAAO,EAAE,yBAAyB,EAAE,qBAAqB,EAAE,MAAM,sBAAsB,CAAC;AAExF,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,kBAAkB,GAAG,KAAK,CAAC,KAAK,IAAI,EAAE;IAC1C,MAAM,IAAI,GAAG,MAAM,qBAAqB,EAAE,CAAC;IAC3C,OAAO,IAAI,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC;QACrC,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,WAAW,EAAE,GAAG,OAAO,CAAC,IAAI,MAAM,CAAC;QACzE,aAAa,EAAE,aAAa;QAC5B,gBAAgB,EAAE,KAAK;KACxB,CAAC,CAAC,CAAC;AACN,CAAC,CAAC,CAAC,IAAI,CACL,GAAG,CAAC,EAAE,KAAK,EAAE,CAAC,GAAG,EAAE,EAAE,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,6BAA6B,EAAE,GAAG,CAAC,EAAE,CAAC,EAClG,KAAK,CAAC,EAAE,KAAK,EAAE,KAAM,EAAE,CAAC,EACxB,MAAM,CAAC,EAAE,KAAK,EAAE,OAAQ,EAAE,CAAC,EAC3B,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,eAAe,CAAwB,QAAQ,EAAE;IAC/C,KAAK,EAAE,kBAAkB,CAAC,IAAI,CAC5B,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,gBAAgB,KAAK,KAAK,CAAC,CAAC,EACnF,QAAQ,EAAE,EACV,GAAG,CACD,CAAC,OAAO,EAAyB,EAAE,CAAC,CAAC;QACnC,SAAS,EAAE,OAAO,CAAC,UAAU;QAC7B,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,oBAAoB,CAAgB,QAAQ,EAAE;IAC5C,SAAS,EAAE,eAAe;IAC1B,sBAAsB,EAAE,CAAC,aAAa,EAAE,WAAW,CAAC;IACpD,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE;;;YAC3D,MAAM,KAAK,GAAG,UAAU,IAAI,CAAC,CAAC;YAC9B,MAAM,GAAG,GAAG,QAAQ,IAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACnC,MAAM,CAAC,EAAE,AAAD,EAAG,MAAM,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC3C,MAAM,IAAI,GAAG,MAAA,MAAM,aAAN,MAAM,uBAAN,MAAM,CAAE,KAAK,CAAC,GAAG,CAAC,0CAAG,CAAC,CAAC,CAAC;YACrC,IAAI,CAAC,IAAI,EAAE;gBACT,MAAM,IAAI,KAAK,CAAC,iCAAiC,SAAS,EAAE,CAAC,CAAC;aAC/D;YACD,IAAI,OAAO,GAAG,KAAK,CAAC;YACpB,OAAO,OAAO,IAAI,GAAG,EAAE;gBACrB,MAAM,GAAG,GAAG,cAAM,yBAAyB,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,OAAO,EAAE,OAAO,EAAE,GAAG,EAAE,CAAC,CAAA,CAAC;gBACxF,IAAI,CAAC,GAAG,IAAI,GAAG,CAAC,MAAM,KAAK,CAAC,EAAE;oBAC5B,MAAM;iBACP;gBACD,MAAM,QAAQ,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,OAAO,IAAI,CAAC,CAAC,IAAI,IAAI,GAAG,CAAC,CAAC;gBACvE,IAAI,CAAC,QAAQ,CAAC,MAAM,EAAE;oBACpB,MAAM;iBACP;gBACD,oBAAM,QAAQ,CAAC,GAAG,CAChB,CAAC,CAAC,EAAiB,EAAE,CAAC,CAAC;oBACrB,SAAS;oBACT,UAAU,EAAE,SAAS;oBACrB,aAAa,EAAE,aAAa;oBAC5B,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,IAAI,CAAC;oBAC9B,SAAS,EAAE,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,WAAW,CAAC,EAAE;oBAC1C,UAAU,EAAE,GAAG,CAAC,CAAC,WAAW,EAAE;oBAC9B,gBAAgB,EAAE,EAAE;iBACrB,CAAC,CACH,CAAA,CAAC;gBACF,IAAI,GAAG,CAAC,MAAM,GAAG,GAAG,EAAE;oBACpB,MAAM;iBACP;gBACD,OAAO,GAAG,QAAQ,CAAC,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC;aAClD;;KACF;CACF,CAAC,CAAC","sourcesContent":["import { IInterestRate } from '@yuants/data-interest-rate';\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 { defer, map, mergeAll, repeat, retry, shareReplay, tap } from 'rxjs';\nimport { getHistoricalFundingRates, getPerpetualsMetaData } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst perpetualProducts$ = defer(async () => {\n const meta = await getPerpetualsMetaData();\n return meta.universe.map((product) => ({\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${product.name}-USD`),\n datasource_id: 'HYPERLIQUID',\n no_interest_rate: false,\n }));\n}).pipe(\n tap({ error: (err) => console.error(formatTime(Date.now()), 'PerpetualProductFetchFailed', err) }),\n retry({ delay: 10_000 }),\n repeat({ delay: 3600_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\ncreateSQLWriter<ISeriesCollectingTask>(terminal, {\n data$: perpetualProducts$.pipe(\n map((products) => products.filter((product) => product.no_interest_rate === false)),\n mergeAll(),\n map(\n (product): ISeriesCollectingTask => ({\n series_id: product.product_id,\n table_name: 'interest_rate',\n cron_pattern: '0 * * * *',\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, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['HYPERLIQUID', 'PERPETUAL'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const start = started_at || 0;\n const end = ended_at || Date.now();\n const [, , instId] = decodePath(series_id);\n const coin = instId?.split('-')?.[0];\n if (!coin) {\n throw new Error(`Invalid product in series_id: ${series_id}`);\n }\n let current = start;\n while (current <= end) {\n const res = await getHistoricalFundingRates({ coin, startTime: current, endTime: end });\n if (!res || res.length === 0) {\n break;\n }\n const filtered = res.filter((v) => v.time >= current && v.time <= end);\n if (!filtered.length) {\n break;\n }\n yield filtered.map(\n (v): IInterestRate => ({\n series_id,\n product_id: series_id,\n datasource_id: 'HYPERLIQUID',\n created_at: formatTime(v.time),\n long_rate: `${-parseFloat(v.fundingRate)}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n if (res.length < 500) {\n break;\n }\n current = filtered[filtered.length - 1].time + 1;\n }\n },\n});\n"]}
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@@ -42,7 +42,7 @@ const perpetualProducts$ = (0, rxjs_1.defer)(async () => {
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});
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(0, data_series_1.createSeriesProvider)(terminal, {
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tableName: 'interest_rate',
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series_id_prefix_parts: ['HYPERLIQUID'],
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series_id_prefix_parts: ['HYPERLIQUID', 'PERPETUAL'],
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reversed: true,
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queryFn: function ({ series_id, started_at, ended_at }) {
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@@ -50,10 +50,7 @@ const perpetualProducts$ = (0, rxjs_1.defer)(async () => {
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return __asyncGenerator(this, arguments, function* () {
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const start = started_at || 0;
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const end = ended_at || Date.now();
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const [
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if (datasource_id !== 'HYPERLIQUID') {
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throw new Error(`Invalid datasource: ${datasource_id}`);
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}
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const [, , instId] = (0, utils_1.decodePath)(series_id);
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const coin = (_a = instId === null || instId === void 0 ? void 0 : instId.split('-')) === null || _a === void 0 ? void 0 : _a[0];
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if (!coin) {
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throw new Error(`Invalid product in series_id: ${series_id}`);
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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider, ISeriesCollectingTask } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { createSQLWriter } from '@yuants/sql';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { defer, map, mergeAll, repeat, retry, shareReplay, tap } from 'rxjs';\nimport { getHistoricalFundingRates, getPerpetualsMetaData } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst perpetualProducts$ = defer(async () => {\n const meta = await getPerpetualsMetaData();\n return meta.universe.map((product) => ({\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${product.name}-USD`),\n datasource_id: 'HYPERLIQUID',\n no_interest_rate: false,\n }));\n}).pipe(\n tap({ error: (err) => console.error(formatTime(Date.now()), 'PerpetualProductFetchFailed', err) }),\n retry({ delay: 10_000 }),\n repeat({ delay: 3600_000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\ncreateSQLWriter<ISeriesCollectingTask>(terminal, {\n data$: perpetualProducts$.pipe(\n map((products) => products.filter((product) => product.no_interest_rate === false)),\n mergeAll(),\n map(\n (product): ISeriesCollectingTask => ({\n series_id: product.product_id,\n table_name: 'interest_rate',\n cron_pattern: '0 * * * *',\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, {\n tableName: 'interest_rate',\n series_id_prefix_parts: ['HYPERLIQUID', 'PERPETUAL'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, started_at, ended_at }) {\n const start = started_at || 0;\n const end = ended_at || Date.now();\n const [, , instId] = decodePath(series_id);\n const coin = instId?.split('-')?.[0];\n if (!coin) {\n throw new Error(`Invalid product in series_id: ${series_id}`);\n }\n let current = start;\n while (current <= end) {\n const res = await getHistoricalFundingRates({ coin, startTime: current, endTime: end });\n if (!res || res.length === 0) {\n break;\n }\n const filtered = res.filter((v) => v.time >= current && v.time <= end);\n if (!filtered.length) {\n break;\n }\n yield filtered.map(\n (v): IInterestRate => ({\n series_id,\n product_id: series_id,\n datasource_id: 'HYPERLIQUID',\n created_at: formatTime(v.time),\n long_rate: `${-parseFloat(v.fundingRate)}`,\n short_rate: `${v.fundingRate}`,\n settlement_price: '',\n }),\n );\n if (res.length < 500) {\n break;\n }\n current = filtered[filtered.length - 1].time + 1;\n }\n },\n});\n"]}
|
package/package.json
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{
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"name": "@yuants/vendor-hyperliquid",
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"version": "0.7.
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"version": "0.7.2",
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"main": "lib/index.js",
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"dependencies": {
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"@yuants/cache": "0.3.3",
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"@yuants/protocol": "0.53.
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"@yuants/transfer": "0.2.
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"@yuants/data-account": "0.8.
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"@yuants/protocol": "0.53.2",
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"@yuants/transfer": "0.2.39",
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"@yuants/data-account": "0.8.4",
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"@yuants/utils": "0.14.0",
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"@yuants/sql": "0.9.
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-
"@yuants/data-product": "0.4.
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"@yuants/data-interest-rate": "0.1.
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-
"@yuants/data-order": "0.6.
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-
"@yuants/data-series": "0.3.
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-
"@yuants/data-quote": "0.2.
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"@yuants/exchange": "0.1.
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"@yuants/sql": "0.9.30",
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"@yuants/data-product": "0.4.21",
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"@yuants/data-interest-rate": "0.1.48",
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"@yuants/data-order": "0.6.6",
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"@yuants/data-series": "0.3.51",
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"@yuants/data-quote": "0.2.43",
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"@yuants/exchange": "0.1.2",
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"rxjs": "~7.5.6",
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"hyperliquid": "~1.6.2",
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"ethers": "~6.13.5",
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"@msgpack/msgpack": "~3.1.2",
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"@yuants/data-ohlc": "0.4.
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"@yuants/data-ohlc": "0.4.22"
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"devDependencies": {
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"@microsoft/api-extractor": "~7.30.0",
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{
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"apps/vendor-hyperliquid/AGENTS.md": "f0f3df594ce55fbaf78fb040f2850d1abee3449a",
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"apps/vendor-hyperliquid/CHANGELOG.json": "
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"apps/vendor-hyperliquid/CHANGELOG.md": "
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"apps/vendor-hyperliquid/CHANGELOG.json": "baefa5a83bdaf5d24bf427092e175760cf56a5d2",
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"apps/vendor-hyperliquid/CHANGELOG.md": "9fedad81e910078bc60df5b9f6826f8f932c7b08",
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"apps/vendor-hyperliquid/SESSION_NOTES.md": "a85524da3692937550f2bc64415c041bec9b94c4",
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"apps/vendor-hyperliquid/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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"apps/vendor-hyperliquid/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
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"apps/vendor-hyperliquid/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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"apps/vendor-hyperliquid/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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"apps/vendor-hyperliquid/etc/vendor-hyperliquid.api.md": "66675bd88afa1fe945f0d4023984c1c9c3e60a34",
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"apps/vendor-hyperliquid/package.json": "
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"apps/vendor-hyperliquid/package.json": "0a4dca289f1b8f39ef67d8ff9c045a75b922590c",
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"apps/vendor-hyperliquid/src/api/client.ts": "90eb3b63394c9729cc442e0ee5482bfd494aafdd",
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"apps/vendor-hyperliquid/src/api/private-api.ts": "8fd176063af8f345aeab94444850e82979cef680",
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"apps/vendor-hyperliquid/src/api/public-api.ts": "fbbb982308eea89a51b93cc21442de6ba45cfd60",
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"apps/vendor-hyperliquid/src/services/accounts/perp.ts": "6cce534903e59addcd8e7d6696f9870d115a5c26",
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"apps/vendor-hyperliquid/src/services/accounts/spot.ts": "426b61925d77bd26aac89f52ab5eaa063d91a867",
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"apps/vendor-hyperliquid/src/services/exchange.ts": "bc70307f472c37e4f8ce30ac18c247f4973142e3",
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"apps/vendor-hyperliquid/src/services/markets/interest-rate.ts": "
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"apps/vendor-hyperliquid/src/services/markets/interest-rate.ts": "af194dc1f2acf1cc80690fced44b1b7da4250d0e",
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"apps/vendor-hyperliquid/src/services/markets/ohlc.ts": "6cea84e64ff68ef3a760b35d2e637b66a1ca1615",
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"apps/vendor-hyperliquid/src/services/markets/product.ts": "05e6136a62c09d3756e0288c1a7c8b05b0fe0774",
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"apps/vendor-hyperliquid/src/services/markets/quote.ts": "25f8886667e36aa5e5676618a016f464c667c51b",
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"apps/vendor-hyperliquid/.rush/temp/shrinkwrap-deps.json": "d9e7e51571c2f9512f75f378953ef8175952ed5c",
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"libraries/transfer/temp/package-deps.json": "36c58299bd6c841c5ba7252d71881a881570d08c",
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"libraries/data-account/temp/package-deps.json": "ae6b0c69040d0d1989525e843717b6e303d95ef2",
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"libraries/data-interest-rate/temp/package-deps.json": "cef1e1cb0116ad593c24635684e0cbf03488d67c",
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"libraries/data-order/temp/package-deps.json": "2adac9fc0423f9b1b7ddaa8946ab7af374cc22e1",
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"libraries/data-series/temp/package-deps.json": "c89ebffe302757903aa54eff78f76cb855486b8c",
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"libraries/data-quote/temp/package-deps.json": "34d079eab44d2bf65e07b112ac2099c6e92a015e",
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"libraries/exchange/temp/package-deps.json": "f9a2557b53874e78a809b82326b850d98b524a9b",
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}
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