@yuants/vendor-hyperliquid 0.8.4 → 0.9.0

package/dist/index.js

@@ -4,4 +4,6 @@ import './services/markets/ohlc';
 import './services/markets/product';
 import './services/markets/quote';
 import './services/quotes';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,kCAAkC,CAAC;AAC1C,OAAO,yBAAyB,CAAC;AACjC,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,mBAAmB,CAAC","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/ohlc';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,kCAAkC,CAAC;AAC1C,OAAO,yBAAyB,CAAC;AACjC,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/ohlc';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/dist/services/interest-rate-service.js

@@ -0,0 +1,37 @@
+import { provideInterestRateService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { decodePath, formatTime } from '@yuants/utils';
+import { getHistoricalFundingRates } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const WINDOW_MS = 30 * 24 * 3600000;
+const fetchInterestRateBackward = async (req) => {
+    const [, marketType, symbol] = decodePath(req.product_id);
+    if (marketType !== 'PERPETUAL' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const coin = symbol.split('-')[0];
+    if (!coin)
+        throw new Error(`Invalid symbol: ${symbol}`);
+    const endTime = req.time;
+    const startTime = Math.max(0, endTime - WINDOW_MS);
+    const res = await getHistoricalFundingRates({ coin, startTime, endTime });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((v) => {
+        const ms = v.time;
+        const rate = Number(v.fundingRate);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'HYPERLIQUID',
+            created_at: formatTime(ms),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endTime);
+};
+provideInterestRateService(terminal, {
+    product_id_prefix: 'HYPERLIQUID/PERPETUAL/',
+    direction: 'backward',
+}, fetchInterestRateBackward);
+//# sourceMappingURL=interest-rate-service.js.map

package/dist/services/interest-rate-service.js.map

@@ -0,0 +1 @@
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package/dist/services/ohlc-service.js

@@ -0,0 +1,72 @@
+import { provideOHLCService } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
+import { getCandleSnapshot } from '../api/public-api';
+const terminal = Terminal.fromNodeEnv();
+const DURATION_TO_HYPERLIQUID_INTERVAL = {
+    PT1M: '1m',
+    PT3M: '3m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT2H: '2h',
+    PT4H: '4h',
+    PT8H: '8h',
+    PT12H: '12h',
+    P1D: '1d',
+    P3D: '3d',
+    P1W: '1w',
+    P1M: '1M',
+};
+const DEFAULT_BAR_COUNT = 1000;
+const fetchOHLCPageBackward = async (req) => {
+    const [, marketType, symbol] = decodePath(req.product_id);
+    if (!symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    if (marketType !== 'PERPETUAL' && marketType !== 'SPOT') {
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    }
+    const coin = symbol.split('-')[0];
+    if (!coin)
+        throw new Error(`Invalid symbol: ${symbol}`);
+    const interval = DURATION_TO_HYPERLIQUID_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const periodMs = convertDurationToOffset(req.duration);
+    const endTime = req.time;
+    const startTime = Math.max(0, endTime - DEFAULT_BAR_COUNT * periodMs);
+    const res = await getCandleSnapshot({
+        req: { coin, interval, startTime, endTime },
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((x) => {
+        const createdAtMs = x.t;
+        return {
+            series_id: req.series_id,
+            datasource_id: 'HYPERLIQUID',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: formatTime(createdAtMs),
+            closed_at: formatTime(createdAtMs + periodMs),
+            open: x.o,
+            high: x.h,
+            low: x.l,
+            close: x.c,
+            volume: x.v,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endTime);
+};
+provideOHLCService(terminal, {
+    product_id_prefix: 'HYPERLIQUID/PERPETUAL/',
+    duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+provideOHLCService(terminal, {
+    product_id_prefix: 'HYPERLIQUID/SPOT/',
+    duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+//# sourceMappingURL=ohlc-service.js.map

package/dist/services/ohlc-service.js.map

@@ -0,0 +1 @@
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[])\n    .map((x): IOHLC => {\n      const createdAtMs = x.t;\n      return {\n        series_id: req.series_id,\n        datasource_id: 'HYPERLIQUID',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(createdAtMs),\n        closed_at: formatTime(createdAtMs + periodMs),\n        open: x.o,\n        high: x.h,\n        low: x.l,\n        close: x.c,\n        volume: x.v,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endTime);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HYPERLIQUID/PERPETUAL/',\n    duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HYPERLIQUID/SPOT/',\n    duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n"]}

package/lib/index.d.ts

@@ -4,4 +4,6 @@ import './services/markets/ohlc';
 import './services/markets/product';
 import './services/markets/quote';
 import './services/quotes';
+import './services/ohlc-service';
+import './services/interest-rate-service';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,kCAAkC,CAAC;AAC1C,OAAO,yBAAyB,CAAC;AACjC,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,mBAAmB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,qBAAqB,CAAC;AAC7B,OAAO,kCAAkC,CAAC;AAC1C,OAAO,yBAAyB,CAAC;AACjC,OAAO,4BAA4B,CAAC;AACpC,OAAO,0BAA0B,CAAC;AAClC,OAAO,mBAAmB,CAAC;AAC3B,OAAO,yBAAyB,CAAC;AACjC,OAAO,kCAAkC,CAAC"}

package/lib/index.js

@@ -6,4 +6,6 @@ require("./services/markets/ohlc");
 require("./services/markets/product");
 require("./services/markets/quote");
 require("./services/quotes");
+require("./services/ohlc-service");
+require("./services/interest-rate-service");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,4CAA0C;AAC1C,mCAAiC;AACjC,sCAAoC;AACpC,oCAAkC;AAClC,6BAA2B","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/ohlc';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,+BAA6B;AAC7B,4CAA0C;AAC1C,mCAAiC;AACjC,sCAAoC;AACpC,oCAAkC;AAClC,6BAA2B;AAC3B,mCAAiC;AACjC,4CAA0C","sourcesContent":["import './services/exchange';\nimport './services/markets/interest-rate';\nimport './services/markets/ohlc';\nimport './services/markets/product';\nimport './services/markets/quote';\nimport './services/quotes';\nimport './services/ohlc-service';\nimport './services/interest-rate-service';\n"]}

package/lib/services/interest-rate-service.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=interest-rate-service.d.ts.map

package/lib/services/interest-rate-service.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"interest-rate-service.d.ts","sourceRoot":"","sources":["../../src/services/interest-rate-service.ts"],"names":[],"mappings":""}

package/lib/services/interest-rate-service.js

@@ -0,0 +1,39 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const WINDOW_MS = 30 * 24 * 3600000;
+const fetchInterestRateBackward = async (req) => {
+    const [, marketType, symbol] = (0, utils_1.decodePath)(req.product_id);
+    if (marketType !== 'PERPETUAL' || !symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    const coin = symbol.split('-')[0];
+    if (!coin)
+        throw new Error(`Invalid symbol: ${symbol}`);
+    const endTime = req.time;
+    const startTime = Math.max(0, endTime - WINDOW_MS);
+    const res = await (0, public_api_1.getHistoricalFundingRates)({ coin, startTime, endTime });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((v) => {
+        const ms = v.time;
+        const rate = Number(v.fundingRate);
+        return {
+            series_id: req.series_id,
+            product_id: req.product_id,
+            datasource_id: 'HYPERLIQUID',
+            created_at: (0, utils_1.formatTime)(ms),
+            long_rate: `${-rate}`,
+            short_rate: `${rate}`,
+            settlement_price: '',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endTime);
+};
+(0, exchange_1.provideInterestRateService)(terminal, {
+    product_id_prefix: 'HYPERLIQUID/PERPETUAL/',
+    direction: 'backward',
+}, fetchInterestRateBackward);
+//# sourceMappingURL=interest-rate-service.js.map

package/lib/services/interest-rate-service.js.map

@@ -0,0 +1 @@
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package/lib/services/ohlc-service.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=ohlc-service.d.ts.map

package/lib/services/ohlc-service.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-service.d.ts","sourceRoot":"","sources":["../../src/services/ohlc-service.ts"],"names":[],"mappings":""}

package/lib/services/ohlc-service.js

@@ -0,0 +1,74 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const public_api_1 = require("../api/public-api");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const DURATION_TO_HYPERLIQUID_INTERVAL = {
+    PT1M: '1m',
+    PT3M: '3m',
+    PT5M: '5m',
+    PT15M: '15m',
+    PT30M: '30m',
+    PT1H: '1h',
+    PT2H: '2h',
+    PT4H: '4h',
+    PT8H: '8h',
+    PT12H: '12h',
+    P1D: '1d',
+    P3D: '3d',
+    P1W: '1w',
+    P1M: '1M',
+};
+const DEFAULT_BAR_COUNT = 1000;
+const fetchOHLCPageBackward = async (req) => {
+    const [, marketType, symbol] = (0, utils_1.decodePath)(req.product_id);
+    if (!symbol)
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    if (marketType !== 'PERPETUAL' && marketType !== 'SPOT') {
+        throw new Error(`Unsupported product_id: ${req.product_id}`);
+    }
+    const coin = symbol.split('-')[0];
+    if (!coin)
+        throw new Error(`Invalid symbol: ${symbol}`);
+    const interval = DURATION_TO_HYPERLIQUID_INTERVAL[req.duration];
+    if (!interval)
+        throw new Error(`Unsupported duration: ${req.duration}`);
+    const periodMs = (0, utils_1.convertDurationToOffset)(req.duration);
+    const endTime = req.time;
+    const startTime = Math.max(0, endTime - DEFAULT_BAR_COUNT * periodMs);
+    const res = await (0, public_api_1.getCandleSnapshot)({
+        req: { coin, interval, startTime, endTime },
+    });
+    return (res !== null && res !== void 0 ? res : [])
+        .map((x) => {
+        const createdAtMs = x.t;
+        return {
+            series_id: req.series_id,
+            datasource_id: 'HYPERLIQUID',
+            product_id: req.product_id,
+            duration: req.duration,
+            created_at: (0, utils_1.formatTime)(createdAtMs),
+            closed_at: (0, utils_1.formatTime)(createdAtMs + periodMs),
+            open: x.o,
+            high: x.h,
+            low: x.l,
+            close: x.c,
+            volume: x.v,
+            open_interest: '0',
+        };
+    })
+        .filter((x) => Date.parse(x.created_at) < endTime);
+};
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'HYPERLIQUID/PERPETUAL/',
+    duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+(0, exchange_1.provideOHLCService)(terminal, {
+    product_id_prefix: 'HYPERLIQUID/SPOT/',
+    duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),
+    direction: 'backward',
+}, fetchOHLCPageBackward);
+//# sourceMappingURL=ohlc-service.js.map

package/lib/services/ohlc-service.js.map

@@ -0,0 +1 @@
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[])\n    .map((x): IOHLC => {\n      const createdAtMs = x.t;\n      return {\n        series_id: req.series_id,\n        datasource_id: 'HYPERLIQUID',\n        product_id: req.product_id,\n        duration: req.duration,\n        created_at: formatTime(createdAtMs),\n        closed_at: formatTime(createdAtMs + periodMs),\n        open: x.o,\n        high: x.h,\n        low: x.l,\n        close: x.c,\n        volume: x.v,\n        open_interest: '0',\n      };\n    })\n    .filter((x) => Date.parse(x.created_at) < endTime);\n};\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HYPERLIQUID/PERPETUAL/',\n    duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n\nprovideOHLCService(\n  terminal,\n  {\n    product_id_prefix: 'HYPERLIQUID/SPOT/',\n    duration_list: Object.keys(DURATION_TO_HYPERLIQUID_INTERVAL),\n    direction: 'backward',\n  },\n  fetchOHLCPageBackward,\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-hyperliquid",
-	"version": "0.8.4",
+	"version": "0.9.0",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -19,7 +19,7 @@
 		"@yuants/data-order": "0.7.1",
 		"@yuants/data-series": "0.3.53",
 		"@yuants/data-quote": "0.4.0",
-		"@yuants/exchange": "0.8.0",
+		"@yuants/exchange": "0.8.1",
 		"rxjs": "~7.5.6",
 		"hyperliquid": "~1.6.2",
 		"ethers": "~6.13.5",

package/temp/package-deps.json

@@ -1,28 +1,30 @@
 {
     "apps/vendor-hyperliquid/AGENTS.md": "f0f3df594ce55fbaf78fb040f2850d1abee3449a",
-    "apps/vendor-hyperliquid/CHANGELOG.json": "9fdd99a10c7e8672853fd92ff7763b2419382cca",
-    "apps/vendor-hyperliquid/CHANGELOG.md": "9cc836b5e92d4b3371db6cf68f5c59106e96ae7c",
+    "apps/vendor-hyperliquid/CHANGELOG.json": "de944483fbd0b77b7fe622c0883f54aebc210a06",
+    "apps/vendor-hyperliquid/CHANGELOG.md": "431f91e6bc7308cde09c270ec93ecea333a20df8",
     "apps/vendor-hyperliquid/SESSION_NOTES.md": "5969eb7dceb736977bf0b36aa24f5cc1f5585656",
     "apps/vendor-hyperliquid/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-hyperliquid/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-hyperliquid/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-hyperliquid/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-hyperliquid/etc/vendor-hyperliquid.api.md": "66675bd88afa1fe945f0d4023984c1c9c3e60a34",
-    "apps/vendor-hyperliquid/package.json": "cb83382641fff6ea3768e24d002db62037ec30b1",
+    "apps/vendor-hyperliquid/package.json": "c0763d52f23032dd6b7de4acc8c003bfe285d222",
     "apps/vendor-hyperliquid/src/api/client.ts": "90eb3b63394c9729cc442e0ee5482bfd494aafdd",
     "apps/vendor-hyperliquid/src/api/private-api.ts": "8fd176063af8f345aeab94444850e82979cef680",
     "apps/vendor-hyperliquid/src/api/public-api.ts": "fbbb982308eea89a51b93cc21442de6ba45cfd60",
     "apps/vendor-hyperliquid/src/api/sign.ts": "94f4e5604a01d197d164b42415b17789ab2b6889",
     "apps/vendor-hyperliquid/src/api/types.ts": "70347eb8b5e691770073dd043788ed5fae0c3eb4",
     "apps/vendor-hyperliquid/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
-    "apps/vendor-hyperliquid/src/index.ts": "d24b62ce1d70813b9b49b2a427c74ccce85fd545",
+    "apps/vendor-hyperliquid/src/index.ts": "3465b7797a0b49e2b0ff29467220e47bb587dcb6",
     "apps/vendor-hyperliquid/src/services/accounts/perp.ts": "ee8784d7331889b97069d5b3f452340b2e19ee55",
     "apps/vendor-hyperliquid/src/services/accounts/spot.ts": "814857d05bdda34ca7827fc69c2564db1f5f5d3d",
     "apps/vendor-hyperliquid/src/services/exchange.ts": "e36dcefff1e239e6b44c7ea1aa0632f59cbce653",
+    "apps/vendor-hyperliquid/src/services/interest-rate-service.ts": "5eb252b2b33552f3c70a82b39b7a85927ceebeac",
     "apps/vendor-hyperliquid/src/services/markets/interest-rate.ts": "a93246729016cbe8486bc45b5a00aff57fab07ec",
     "apps/vendor-hyperliquid/src/services/markets/ohlc.ts": "6cea84e64ff68ef3a760b35d2e637b66a1ca1615",
     "apps/vendor-hyperliquid/src/services/markets/product.ts": "406d7686f062288a63bcc2aa3146b0f0942ad724",
     "apps/vendor-hyperliquid/src/services/markets/quote.ts": "9f7391d6253a1ff46cab63567a708954efde4f88",
+    "apps/vendor-hyperliquid/src/services/ohlc-service.ts": "61cd4b3c4980b070a2cc38a90efd1d5a236fb2ad",
     "apps/vendor-hyperliquid/src/services/orders/cancelOrder.ts": "eeb8b166a712c64df45873b83b0587238c249992",
     "apps/vendor-hyperliquid/src/services/orders/listOrders.ts": "9ffd16181d23d98d5397e76b0a3f63f2bf7792ce",
     "apps/vendor-hyperliquid/src/services/orders/modifyOrder.ts": "01fc9d965578f216f6e5beae4e52f7640c1d4a28",
@@ -42,7 +44,7 @@
     "libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
     "libraries/data-series/temp/package-deps.json": "a94e2f373c448a6205ee6c47e41d9283a76ee352",
     "libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
-    "libraries/exchange/temp/package-deps.json": "98f6e1318166102a07cf64b69399b35cb4575222",
+    "libraries/exchange/temp/package-deps.json": "0f0549ddf97292ceadb8c3cbcc8799e31e7a0901",
     "libraries/data-ohlc/temp/package-deps.json": "8415ee90c49d7e84faaa2565cc1122fdacf73dab",
     "libraries/extension/temp/package-deps.json": "3e0a81b0c863c2daf342dfaf284b8fd7d18c8562",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"