@yuants/vendor-hyperliquid 0.7.8 → 0.7.10

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Files changed (6) hide show
  1. package/dist/services/markets/quote.js +2 -0
  2. package/dist/services/markets/quote.js.map +1 -1
  3. package/lib/services/markets/quote.js +2 -0
  4. package/lib/services/markets/quote.js.map +1 -1
  5. package/package.json +3 -3
  6. package/temp/package-deps.json +6 -6
package/dist/services/markets/quote.js CHANGED
@@ -25,6 +25,8 @@ const quote$ = defer(() => getAllMids()).pipe(map((mids) => Object.entries(mids
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  bid_price: `${price}`,
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  ask_price: `${price}`,
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  open_interest: `${(_a = ctx === null || ctx === void 0 ? void 0 : ctx.openInterest) !== null && _a !== void 0 ? _a : 0}`,
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+ interest_rate_long: (ctx === null || ctx === void 0 ? void 0 : ctx.funding) ? `${-+ctx.funding}` : undefined,
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+ interest_rate_short: ctx === null || ctx === void 0 ? void 0 : ctx.funding,
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  updated_at: new Date().toISOString(),
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  };
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  }), repeat({ delay: 1000 }), retry({ delay: 5000 }), shareReplay({ bufferSize: 1, refCount: true }));
package/dist/services/markets/quote.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAChG,OAAO,EAAE,UAAU,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAC;AAEvE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,0BAA0B,GAAG,MAAM,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,0BAA0B,mCAAI,IAAK,CAAC,CAAC;AAI3F,MAAM,YAAY,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,EAAE,CAAC,CAAC,IAAI,CAC1D,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,SAAS,CAAC,EAAE,EAAE;;IACxB,MAAM,OAAO,GAAG,MAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,QAAQ,0CAAE,GAAG,CAAgD,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC;QACnG,KAAK,CAAC,IAAI;QACV,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAG,KAAK,CAAC;KACnB,CAAC,CAAC;IACH,OAAO,IAAI,GAAG,CAAC,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,MAAM,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,mCAAI,EAAE,CAAC,CAAC;AAC5D,CAAC,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,0BAA0B,EAAE,CAAC,EAC7C,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,UAAU,EAAE,CAAC,CAAC,IAAI,CAC3C,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,aAAJ,IAAI,cAAJ,IAAI,GAAI,EAAE,CAAC,CAAC,EACzC,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,cAAc,CAAC,YAAY,CAAC,EAC5B,GAAG,CAAC,CAAC,CAAC,KAAK,EAAE,WAAW,CAAC,EAAmB,EAAE;;IAC5C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,KAAK,CAAC;IAC5B,MAAM,GAAG,GAAG,WAAW,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAClC,OAAO;QACL,aAAa,EAAE,aAAa;QAC5B,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,WAAW,EAAE,GAAG,IAAI,MAAM,CAAC;QACjE,UAAU,EAAE,GAAG,KAAK,EAAE;QACtB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,aAAa,EAAE,GAAG,MAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,YAAY,mCAAI,CAAC,EAAE;QAC1C,UAAU,EAAE,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE;KACrC,CAAC;AACJ,CAAC,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,qBAAqB,GAAG,aAAa,CAAC,IAAI,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,kBAAkB,mCAAI,EAAE,CAAC,CAAC;AAEvF,IAAI,qBAAqB,EAAE;IACzB,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB;AAED,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,eAAe,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;IACpF,MAAM,CAAC,YAAY,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC9C,IAAI,YAAY,KAAK,aAAa,EAAE;QAClC,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;KACtD;IACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;AACzE,CAAC,CAAC,CAAC","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay, withLatestFrom } from 'rxjs';\nimport { getAllMids, getMetaAndAssetCtxs } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst ASSET_CTX_REFRESH_INTERVAL = Number(process.env.ASSET_CTX_REFRESH_INTERVAL ?? 5_000);\n\ntype HyperliquidAssetContext = Awaited<ReturnType<typeof getMetaAndAssetCtxs>>[1][number];\n\nconst assetCtxMap$ = defer(() => getMetaAndAssetCtxs()).pipe(\n map(([meta, assetCtxs]) => {\n const entries = meta?.universe?.map<[string, HyperliquidAssetContext | undefined]>((asset, index) => [\n asset.name,\n assetCtxs?.[index],\n ]);\n return new Map(entries?.filter(([, ctx]) => !!ctx) ?? []);\n }),\n repeat({ delay: ASSET_CTX_REFRESH_INTERVAL }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quote$ = defer(() => getAllMids()).pipe(\n map((mids) => Object.entries(mids ?? {})),\n mergeMap((entries) => entries),\n withLatestFrom(assetCtxMap$),\n map(([entry, assetCtxMap]): Partial<IQuote> => {\n const [coin, price] = entry;\n const ctx = assetCtxMap.get(coin);\n return {\n datasource_id: 'HYPERLIQUID',\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${coin}-USD`),\n last_price: `${price}`,\n bid_price: `${price}`,\n ask_price: `${price}`,\n open_interest: `${ctx?.openInterest ?? 0}`,\n updated_at: new Date().toISOString(),\n };\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst shouldWriteQuoteToSQL = /^(1|true)$/i.test(process.env.WRITE_QUOTE_TO_SQL ?? '');\n\nif (shouldWriteQuoteToSQL) {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n\nterminal.channel.publishChannel('quote', { pattern: '^HYPERLIQUID/' }, (channel_id) => {\n const [datasourceId] = decodePath(channel_id);\n if (datasourceId !== 'HYPERLIQUID') {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === channel_id));\n});\n"]}
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+ {"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAChG,OAAO,EAAE,UAAU,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAC;AAEvE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,0BAA0B,GAAG,MAAM,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,0BAA0B,mCAAI,IAAK,CAAC,CAAC;AAI3F,MAAM,YAAY,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,mBAAmB,EAAE,CAAC,CAAC,IAAI,CAC1D,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,SAAS,CAAC,EAAE,EAAE;;IACxB,MAAM,OAAO,GAAG,MAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,QAAQ,0CAAE,GAAG,CAAgD,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC;QACnG,KAAK,CAAC,IAAI;QACV,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAG,KAAK,CAAC;KACnB,CAAC,CAAC;IACH,OAAO,IAAI,GAAG,CAAC,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,MAAM,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,mCAAI,EAAE,CAAC,CAAC;AAC5D,CAAC,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,0BAA0B,EAAE,CAAC,EAC7C,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,UAAU,EAAE,CAAC,CAAC,IAAI,CAC3C,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,aAAJ,IAAI,cAAJ,IAAI,GAAI,EAAE,CAAC,CAAC,EACzC,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,cAAc,CAAC,YAAY,CAAC,EAC5B,GAAG,CAAC,CAAC,CAAC,KAAK,EAAE,WAAW,CAAC,EAAmB,EAAE;;IAC5C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,KAAK,CAAC;IAC5B,MAAM,GAAG,GAAG,WAAW,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAClC,OAAO;QACL,aAAa,EAAE,aAAa;QAC5B,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,WAAW,EAAE,GAAG,IAAI,MAAM,CAAC;QACjE,UAAU,EAAE,GAAG,KAAK,EAAE;QACtB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,aAAa,EAAE,GAAG,MAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,YAAY,mCAAI,CAAC,EAAE;QAC1C,kBAAkB,EAAE,CAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,OAAO,EAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,SAAS;QACjE,mBAAmB,EAAE,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,OAAO;QACjC,UAAU,EAAE,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE;KACrC,CAAC;AACJ,CAAC,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,qBAAqB,GAAG,aAAa,CAAC,IAAI,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,kBAAkB,mCAAI,EAAE,CAAC,CAAC;AAEvF,IAAI,qBAAqB,EAAE;IACzB,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB;AAED,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,eAAe,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;IACpF,MAAM,CAAC,YAAY,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC9C,IAAI,YAAY,KAAK,aAAa,EAAE;QAClC,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;KACtD;IACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;AACzE,CAAC,CAAC,CAAC","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay, withLatestFrom } from 'rxjs';\nimport { getAllMids, getMetaAndAssetCtxs } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst ASSET_CTX_REFRESH_INTERVAL = Number(process.env.ASSET_CTX_REFRESH_INTERVAL ?? 5_000);\n\ntype HyperliquidAssetContext = Awaited<ReturnType<typeof getMetaAndAssetCtxs>>[1][number];\n\nconst assetCtxMap$ = defer(() => getMetaAndAssetCtxs()).pipe(\n map(([meta, assetCtxs]) => {\n const entries = meta?.universe?.map<[string, HyperliquidAssetContext | undefined]>((asset, index) => [\n asset.name,\n assetCtxs?.[index],\n ]);\n return new Map(entries?.filter(([, ctx]) => !!ctx) ?? []);\n }),\n repeat({ delay: ASSET_CTX_REFRESH_INTERVAL }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quote$ = defer(() => getAllMids()).pipe(\n map((mids) => Object.entries(mids ?? {})),\n mergeMap((entries) => entries),\n withLatestFrom(assetCtxMap$),\n map(([entry, assetCtxMap]): Partial<IQuote> => {\n const [coin, price] = entry;\n const ctx = assetCtxMap.get(coin);\n return {\n datasource_id: 'HYPERLIQUID',\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${coin}-USD`),\n last_price: `${price}`,\n bid_price: `${price}`,\n ask_price: `${price}`,\n open_interest: `${ctx?.openInterest ?? 0}`,\n interest_rate_long: ctx?.funding ? `${-+ctx.funding}` : undefined,\n interest_rate_short: ctx?.funding,\n updated_at: new Date().toISOString(),\n };\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst shouldWriteQuoteToSQL = /^(1|true)$/i.test(process.env.WRITE_QUOTE_TO_SQL ?? '');\n\nif (shouldWriteQuoteToSQL) {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n\nterminal.channel.publishChannel('quote', { pattern: '^HYPERLIQUID/' }, (channel_id) => {\n const [datasourceId] = decodePath(channel_id);\n if (datasourceId !== 'HYPERLIQUID') {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === channel_id));\n});\n"]}
package/lib/services/markets/quote.js CHANGED
@@ -27,6 +27,8 @@ const quote$ = (0, rxjs_1.defer)(() => (0, public_api_1.getAllMids)()).pipe((0,
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  bid_price: `${price}`,
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  ask_price: `${price}`,
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  open_interest: `${(_a = ctx === null || ctx === void 0 ? void 0 : ctx.openInterest) !== null && _a !== void 0 ? _a : 0}`,
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+ interest_rate_long: (ctx === null || ctx === void 0 ? void 0 : ctx.funding) ? `${-+ctx.funding}` : undefined,
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+ interest_rate_short: ctx === null || ctx === void 0 ? void 0 : ctx.funding,
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  updated_at: new Date().toISOString(),
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  };
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  }), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
package/lib/services/markets/quote.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;;AACA,+CAA4C;AAC5C,qCAAyC;AACzC,yCAAuD;AACvD,+BAAgG;AAChG,qDAAuE;AAEvE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,0BAA0B,GAAG,MAAM,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,0BAA0B,mCAAI,IAAK,CAAC,CAAC;AAI3F,MAAM,YAAY,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,gCAAmB,GAAE,CAAC,CAAC,IAAI,CAC1D,IAAA,UAAG,EAAC,CAAC,CAAC,IAAI,EAAE,SAAS,CAAC,EAAE,EAAE;;IACxB,MAAM,OAAO,GAAG,MAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,QAAQ,0CAAE,GAAG,CAAgD,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC;QACnG,KAAK,CAAC,IAAI;QACV,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAG,KAAK,CAAC;KACnB,CAAC,CAAC;IACH,OAAO,IAAI,GAAG,CAAC,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,MAAM,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,mCAAI,EAAE,CAAC,CAAC;AAC5D,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,0BAA0B,EAAE,CAAC,EAC7C,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,MAAM,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,uBAAU,GAAE,CAAC,CAAC,IAAI,CAC3C,IAAA,UAAG,EAAC,CAAC,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,aAAJ,IAAI,cAAJ,IAAI,GAAI,EAAE,CAAC,CAAC,EACzC,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,IAAA,qBAAc,EAAC,YAAY,CAAC,EAC5B,IAAA,UAAG,EAAC,CAAC,CAAC,KAAK,EAAE,WAAW,CAAC,EAAmB,EAAE;;IAC5C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,KAAK,CAAC;IAC5B,MAAM,GAAG,GAAG,WAAW,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAClC,OAAO;QACL,aAAa,EAAE,aAAa;QAC5B,UAAU,EAAE,IAAA,kBAAU,EAAC,aAAa,EAAE,WAAW,EAAE,GAAG,IAAI,MAAM,CAAC;QACjE,UAAU,EAAE,GAAG,KAAK,EAAE;QACtB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,aAAa,EAAE,GAAG,MAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,YAAY,mCAAI,CAAC,EAAE;QAC1C,UAAU,EAAE,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE;KACrC,CAAC;AACJ,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,qBAAqB,GAAG,aAAa,CAAC,IAAI,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,kBAAkB,mCAAI,EAAE,CAAC,CAAC;AAEvF,IAAI,qBAAqB,EAAE;IACzB,MAAM;SACH,IAAI,CACH,IAAA,gBAAU,EAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB;AAED,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,eAAe,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;IACpF,MAAM,CAAC,YAAY,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;IAC9C,IAAI,YAAY,KAAK,aAAa,EAAE;QAClC,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;KACtD;IACD,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;AACzE,CAAC,CAAC,CAAC","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay, withLatestFrom } from 'rxjs';\nimport { getAllMids, getMetaAndAssetCtxs } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst ASSET_CTX_REFRESH_INTERVAL = Number(process.env.ASSET_CTX_REFRESH_INTERVAL ?? 5_000);\n\ntype HyperliquidAssetContext = Awaited<ReturnType<typeof getMetaAndAssetCtxs>>[1][number];\n\nconst assetCtxMap$ = defer(() => getMetaAndAssetCtxs()).pipe(\n map(([meta, assetCtxs]) => {\n const entries = meta?.universe?.map<[string, HyperliquidAssetContext | undefined]>((asset, index) => [\n asset.name,\n assetCtxs?.[index],\n ]);\n return new Map(entries?.filter(([, ctx]) => !!ctx) ?? []);\n }),\n repeat({ delay: ASSET_CTX_REFRESH_INTERVAL }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quote$ = defer(() => getAllMids()).pipe(\n map((mids) => Object.entries(mids ?? {})),\n mergeMap((entries) => entries),\n withLatestFrom(assetCtxMap$),\n map(([entry, assetCtxMap]): Partial<IQuote> => {\n const [coin, price] = entry;\n const ctx = assetCtxMap.get(coin);\n return {\n datasource_id: 'HYPERLIQUID',\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${coin}-USD`),\n last_price: `${price}`,\n bid_price: `${price}`,\n ask_price: `${price}`,\n open_interest: `${ctx?.openInterest ?? 0}`,\n updated_at: new Date().toISOString(),\n };\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst shouldWriteQuoteToSQL = /^(1|true)$/i.test(process.env.WRITE_QUOTE_TO_SQL ?? '');\n\nif (shouldWriteQuoteToSQL) {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n\nterminal.channel.publishChannel('quote', { pattern: '^HYPERLIQUID/' }, (channel_id) => {\n const [datasourceId] = decodePath(channel_id);\n if (datasourceId !== 'HYPERLIQUID') {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === channel_id));\n});\n"]}
1
+ {"version":3,"file":"quote.js","sourceRoot":"","sources":["../../../src/services/markets/quote.ts"],"names":[],"mappings":";;;AACA,+CAA4C;AAC5C,qCAAyC;AACzC,yCAAuD;AACvD,+BAAgG;AAChG,qDAAuE;AAEvE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,0BAA0B,GAAG,MAAM,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,0BAA0B,mCAAI,IAAK,CAAC,CAAC;AAI3F,MAAM,YAAY,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,gCAAmB,GAAE,CAAC,CAAC,IAAI,CAC1D,IAAA,UAAG,EAAC,CAAC,CAAC,IAAI,EAAE,SAAS,CAAC,EAAE,EAAE;;IACxB,MAAM,OAAO,GAAG,MAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,QAAQ,0CAAE,GAAG,CAAgD,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC;QACnG,KAAK,CAAC,IAAI;QACV,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAG,KAAK,CAAC;KACnB,CAAC,CAAC;IACH,OAAO,IAAI,GAAG,CAAC,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,MAAM,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,mCAAI,EAAE,CAAC,CAAC;AAC5D,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,0BAA0B,EAAE,CAAC,EAC7C,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,MAAM,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,uBAAU,GAAE,CAAC,CAAC,IAAI,CAC3C,IAAA,UAAG,EAAC,CAAC,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,aAAJ,IAAI,cAAJ,IAAI,GAAI,EAAE,CAAC,CAAC,EACzC,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,IAAA,qBAAc,EAAC,YAAY,CAAC,EAC5B,IAAA,UAAG,EAAC,CAAC,CAAC,KAAK,EAAE,WAAW,CAAC,EAAmB,EAAE;;IAC5C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,KAAK,CAAC;IAC5B,MAAM,GAAG,GAAG,WAAW,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAClC,OAAO;QACL,aAAa,EAAE,aAAa;QAC5B,UAAU,EAAE,IAAA,kBAAU,EAAC,aAAa,EAAE,WAAW,EAAE,GAAG,IAAI,MAAM,CAAC;QACjE,UAAU,EAAE,GAAG,KAAK,EAAE;QACtB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,aAAa,EAAE,GAAG,MAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,YAAY,mCAAI,CAAC,EAAE;QAC1C,kBAAkB,EAAE,CAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,OAAO,EAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,SAAS;QACjE,mBAAmB,EAAE,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,OAAO;QACjC,UAAU,EAAE,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE;KACrC,CAAC;AACJ,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,qBAAqB,GAAG,aAAa,CAAC,IAAI,CAAC,MAAA,OAAO,CAAC,GAAG,CAAC,kBAAkB,mCAAI,EAAE,CAAC,CAAC;AAEvF,IAAI,qBAAqB,EAAE;IACzB,MAAM;SACH,IAAI,CACH,IAAA,gBAAU,EAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;CAChB;AAED,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,eAAe,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;IACpF,MAAM,CAAC,YAAY,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;IAC9C,IAAI,YAAY,KAAK,aAAa,EAAE;QAClC,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;KACtD;IACD,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC;AACzE,CAAC,CAAC,CAAC","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay, withLatestFrom } from 'rxjs';\nimport { getAllMids, getMetaAndAssetCtxs } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst ASSET_CTX_REFRESH_INTERVAL = Number(process.env.ASSET_CTX_REFRESH_INTERVAL ?? 5_000);\n\ntype HyperliquidAssetContext = Awaited<ReturnType<typeof getMetaAndAssetCtxs>>[1][number];\n\nconst assetCtxMap$ = defer(() => getMetaAndAssetCtxs()).pipe(\n map(([meta, assetCtxs]) => {\n const entries = meta?.universe?.map<[string, HyperliquidAssetContext | undefined]>((asset, index) => [\n asset.name,\n assetCtxs?.[index],\n ]);\n return new Map(entries?.filter(([, ctx]) => !!ctx) ?? []);\n }),\n repeat({ delay: ASSET_CTX_REFRESH_INTERVAL }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quote$ = defer(() => getAllMids()).pipe(\n map((mids) => Object.entries(mids ?? {})),\n mergeMap((entries) => entries),\n withLatestFrom(assetCtxMap$),\n map(([entry, assetCtxMap]): Partial<IQuote> => {\n const [coin, price] = entry;\n const ctx = assetCtxMap.get(coin);\n return {\n datasource_id: 'HYPERLIQUID',\n product_id: encodePath('HYPERLIQUID', 'PERPETUAL', `${coin}-USD`),\n last_price: `${price}`,\n bid_price: `${price}`,\n ask_price: `${price}`,\n open_interest: `${ctx?.openInterest ?? 0}`,\n interest_rate_long: ctx?.funding ? `${-+ctx.funding}` : undefined,\n interest_rate_short: ctx?.funding,\n updated_at: new Date().toISOString(),\n };\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst shouldWriteQuoteToSQL = /^(1|true)$/i.test(process.env.WRITE_QUOTE_TO_SQL ?? '');\n\nif (shouldWriteQuoteToSQL) {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n}\n\nterminal.channel.publishChannel('quote', { pattern: '^HYPERLIQUID/' }, (channel_id) => {\n const [datasourceId] = decodePath(channel_id);\n if (datasourceId !== 'HYPERLIQUID') {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === channel_id));\n});\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-hyperliquid",
3
- "version": "0.7.8",
3
+ "version": "0.7.10",
4
4
  "main": "lib/index.js",
5
5
  "files": [
6
6
  "dist",
@@ -11,7 +11,7 @@
11
11
  "@yuants/cache": "0.3.3",
12
12
  "@yuants/protocol": "0.53.2",
13
13
  "@yuants/transfer": "0.2.39",
14
- "@yuants/data-account": "0.8.4",
14
+ "@yuants/data-account": "0.9.0",
15
15
  "@yuants/utils": "0.14.0",
16
16
  "@yuants/sql": "0.9.30",
17
17
  "@yuants/data-product": "0.5.0",
@@ -19,7 +19,7 @@
19
19
  "@yuants/data-order": "0.6.6",
20
20
  "@yuants/data-series": "0.3.51",
21
21
  "@yuants/data-quote": "0.2.43",
22
- "@yuants/exchange": "0.3.1",
22
+ "@yuants/exchange": "0.4.0",
23
23
  "rxjs": "~7.5.6",
24
24
  "hyperliquid": "~1.6.2",
25
25
  "ethers": "~6.13.5",
package/temp/package-deps.json CHANGED
@@ -1,14 +1,14 @@
1
1
  {
2
2
  "apps/vendor-hyperliquid/AGENTS.md": "f0f3df594ce55fbaf78fb040f2850d1abee3449a",
3
- "apps/vendor-hyperliquid/CHANGELOG.json": "3de161f60161b8354c4bd6f58ef375fbe9812b03",
4
- "apps/vendor-hyperliquid/CHANGELOG.md": "5c3abad78f8c63005e48422dfc9522763f671294",
3
+ "apps/vendor-hyperliquid/CHANGELOG.json": "505c2aba8cd2d5426c30a38f9c8d65840a4aacc2",
4
+ "apps/vendor-hyperliquid/CHANGELOG.md": "5764f6cb30a690f0b0acc33b5c722d577c37b11c",
5
5
  "apps/vendor-hyperliquid/SESSION_NOTES.md": "41a8a3b98f99d30fece2e510934c35e2e30ffa28",
6
6
  "apps/vendor-hyperliquid/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
7
7
  "apps/vendor-hyperliquid/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
8
8
  "apps/vendor-hyperliquid/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
9
9
  "apps/vendor-hyperliquid/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
10
10
  "apps/vendor-hyperliquid/etc/vendor-hyperliquid.api.md": "66675bd88afa1fe945f0d4023984c1c9c3e60a34",
11
- "apps/vendor-hyperliquid/package.json": "267ed686709fcdc08ec7b0992d075d87b7a2a088",
11
+ "apps/vendor-hyperliquid/package.json": "04995e5ed0ecee4d75f700b310536c5924232e38",
12
12
  "apps/vendor-hyperliquid/src/api/client.ts": "90eb3b63394c9729cc442e0ee5482bfd494aafdd",
13
13
  "apps/vendor-hyperliquid/src/api/private-api.ts": "8fd176063af8f345aeab94444850e82979cef680",
14
14
  "apps/vendor-hyperliquid/src/api/public-api.ts": "fbbb982308eea89a51b93cc21442de6ba45cfd60",
@@ -22,7 +22,7 @@
22
22
  "apps/vendor-hyperliquid/src/services/markets/interest-rate.ts": "a93246729016cbe8486bc45b5a00aff57fab07ec",
23
23
  "apps/vendor-hyperliquid/src/services/markets/ohlc.ts": "6cea84e64ff68ef3a760b35d2e637b66a1ca1615",
24
24
  "apps/vendor-hyperliquid/src/services/markets/product.ts": "05e6136a62c09d3756e0288c1a7c8b05b0fe0774",
25
- "apps/vendor-hyperliquid/src/services/markets/quote.ts": "25f8886667e36aa5e5676618a016f464c667c51b",
25
+ "apps/vendor-hyperliquid/src/services/markets/quote.ts": "f7d97a992c676e820757750091ad6df43ae1f56b",
26
26
  "apps/vendor-hyperliquid/src/services/orders/cancelOrder.ts": "eeb8b166a712c64df45873b83b0587238c249992",
27
27
  "apps/vendor-hyperliquid/src/services/orders/listOrders.ts": "9ffd16181d23d98d5397e76b0a3f63f2bf7792ce",
28
28
  "apps/vendor-hyperliquid/src/services/orders/modifyOrder.ts": "01fc9d965578f216f6e5beae4e52f7640c1d4a28",
@@ -33,7 +33,7 @@
33
33
  "libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
34
34
  "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
35
35
  "libraries/transfer/temp/package-deps.json": "36c58299bd6c841c5ba7252d71881a881570d08c",
36
- "libraries/data-account/temp/package-deps.json": "ae6b0c69040d0d1989525e843717b6e303d95ef2",
36
+ "libraries/data-account/temp/package-deps.json": "711aeba1f1f5f03741475a4290e56d18b39e5305",
37
37
  "libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
38
38
  "libraries/sql/temp/package-deps.json": "4a9a7ec55f04b20459e664e81e76fa74b6c77b39",
39
39
  "libraries/data-product/temp/package-deps.json": "a03f08f30800d5fb52c5d019bda4f8e7ec04e344",
@@ -41,7 +41,7 @@
41
41
  "libraries/data-order/temp/package-deps.json": "2adac9fc0423f9b1b7ddaa8946ab7af374cc22e1",
42
42
  "libraries/data-series/temp/package-deps.json": "c89ebffe302757903aa54eff78f76cb855486b8c",
43
43
  "libraries/data-quote/temp/package-deps.json": "34d079eab44d2bf65e07b112ac2099c6e92a015e",
44
- "libraries/exchange/temp/package-deps.json": "ee94ff641b8afcd48484829a1d6d66ffede2a69c",
44
+ "libraries/exchange/temp/package-deps.json": "d30a450879e4d67f56466262bd88a72506594d68",
45
45
  "libraries/data-ohlc/temp/package-deps.json": "c0059a14c647112486ad561d730a4427b9f6f832",
46
46
  "libraries/extension/temp/package-deps.json": "9569c553c2f9a7d50b70d8f101fc2d3825aaccb9",
47
47
  "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"