@yuants/vendor-hyperliquid 0.7.8 → 0.7.9
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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@@ -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 }));
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@@ -1 +1 @@
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1
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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,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"]}
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@@ -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 }));
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@@ -1 +1 @@
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-
{"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
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": "
|
|
4
|
-
"apps/vendor-hyperliquid/CHANGELOG.md": "
|
|
3
|
+
"apps/vendor-hyperliquid/CHANGELOG.json": "bb50049e27a708a6fb33f97c34f4da80f0097052",
|
|
4
|
+
"apps/vendor-hyperliquid/CHANGELOG.md": "ca255f7041d57176ce77010a0a81b043037400be",
|
|
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": "
|
|
11
|
+
"apps/vendor-hyperliquid/package.json": "07748d229070993459aebaefdef069ec1512965a",
|
|
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": "
|
|
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",
|