@yuants/vendor-hyperliquid 0.9.9 → 0.10.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/api/client.js +36 -2
- package/dist/api/client.js.map +1 -1
- package/dist/api/private-api.js +52 -41
- package/dist/api/private-api.js.map +1 -1
- package/dist/api/public-api.js +22 -11
- package/dist/api/public-api.js.map +1 -1
- package/dist/api/rate-limit.js +205 -0
- package/dist/api/rate-limit.js.map +1 -0
- package/dist/api/rate-limit.test.js +129 -0
- package/dist/api/rate-limit.test.js.map +1 -0
- package/dist/api/sign.js.map +1 -1
- package/dist/api/types.js.map +1 -1
- package/dist/index.js +0 -2
- package/dist/index.js.map +1 -1
- package/dist/services/accounts/spot.js.map +1 -1
- package/dist/services/exchange.js.map +1 -1
- package/dist/services/markets/quote.js.map +1 -1
- package/dist/services/ohlc-service.js.map +1 -1
- package/dist/services/orders/cancelOrder.js.map +1 -1
- package/dist/services/orders/listOrders.js +2 -2
- package/dist/services/orders/listOrders.js.map +1 -1
- package/dist/services/orders/modifyOrder.js.map +1 -1
- package/dist/services/quotes.js.map +1 -1
- package/dist/services/utils.js.map +1 -1
- package/lib/api/client.d.ts +1 -1
- package/lib/api/client.d.ts.map +1 -1
- package/lib/api/client.js +35 -1
- package/lib/api/client.js.map +1 -1
- package/lib/api/private-api.d.ts +67 -3
- package/lib/api/private-api.d.ts.map +1 -1
- package/lib/api/private-api.js +59 -43
- package/lib/api/private-api.js.map +1 -1
- package/lib/api/public-api.d.ts +61 -11
- package/lib/api/public-api.d.ts.map +1 -1
- package/lib/api/public-api.js +33 -12
- package/lib/api/public-api.js.map +1 -1
- package/lib/api/rate-limit.d.ts +21 -0
- package/lib/api/rate-limit.d.ts.map +1 -0
- package/lib/api/rate-limit.js +214 -0
- package/lib/api/rate-limit.js.map +1 -0
- package/lib/api/rate-limit.test.d.ts +2 -0
- package/lib/api/rate-limit.test.d.ts.map +1 -0
- package/lib/api/rate-limit.test.js +131 -0
- package/lib/api/rate-limit.test.js.map +1 -0
- package/lib/api/sign.js +5 -6
- package/lib/api/sign.js.map +1 -1
- package/lib/api/types.d.ts.map +1 -1
- package/lib/api/types.js.map +1 -1
- package/lib/index.d.ts +0 -2
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +0 -2
- package/lib/index.js.map +1 -1
- package/lib/services/accounts/perp.d.ts.map +1 -1
- package/lib/services/accounts/spot.d.ts.map +1 -1
- package/lib/services/accounts/spot.js.map +1 -1
- package/lib/services/exchange.js.map +1 -1
- package/lib/services/markets/product.d.ts.map +1 -1
- package/lib/services/markets/quote.js.map +1 -1
- package/lib/services/ohlc-service.js.map +1 -1
- package/lib/services/orders/cancelOrder.d.ts.map +1 -1
- package/lib/services/orders/cancelOrder.js.map +1 -1
- package/lib/services/orders/listOrders.d.ts.map +1 -1
- package/lib/services/orders/listOrders.js +2 -2
- package/lib/services/orders/listOrders.js.map +1 -1
- package/lib/services/orders/modifyOrder.d.ts.map +1 -1
- package/lib/services/orders/modifyOrder.js.map +1 -1
- package/lib/services/orders/submitOrder.d.ts.map +1 -1
- package/lib/services/quotes.js.map +1 -1
- package/lib/services/utils.d.ts +2 -2
- package/lib/services/utils.d.ts.map +1 -1
- package/lib/services/utils.js.map +1 -1
- package/lib/tsdoc-metadata.json +1 -1
- package/package.json +48 -48
- package/temp/build/typescript/ts_HOjXkPSo.json +1 -0
- package/temp/package-deps.json +27 -27
- package/temp/test/jest/haste-map-1a3370ad4952cc1cbecf8fc42c6e9732-7b2990dcc44090c4eba2c52e971c544c-6a2a6e27ca3579da37751287ea19ab4c +0 -0
- package/temp/test/jest/perf-cache-1a3370ad4952cc1cbecf8fc42c6e9732-da39a3ee5e6b4b0d3255bfef95601890 +1 -0
- package/temp/vendor-hyperliquid.api.json +18 -2
- package/dist/services/markets/interest-rate.js +0 -60
- package/dist/services/markets/interest-rate.js.map +0 -1
- package/dist/services/markets/ohlc.js +0 -110
- package/dist/services/markets/ohlc.js.map +0 -1
- package/lib/services/markets/interest-rate.d.ts +0 -2
- package/lib/services/markets/interest-rate.d.ts.map +0 -1
- package/lib/services/markets/interest-rate.js +0 -62
- package/lib/services/markets/interest-rate.js.map +0 -1
- package/lib/services/markets/ohlc.d.ts +0 -2
- package/lib/services/markets/ohlc.d.ts.map +0 -1
- package/lib/services/markets/ohlc.js +0 -112
- package/lib/services/markets/ohlc.js.map +0 -1
package/temp/package-deps.json
CHANGED
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@@ -1,27 +1,27 @@
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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/SESSION_NOTES.md": "
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"apps/vendor-hyperliquid/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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"apps/vendor-hyperliquid/CHANGELOG.json": "cc033904ef6eabffc1d47c0b11c1ae35aeb29b0a",
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"apps/vendor-hyperliquid/CHANGELOG.md": "9208e31e8d8bf6bcfe758eb6cd02de118c0c9601",
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"apps/vendor-hyperliquid/SESSION_NOTES.md": "bc090edd4a5471e5d4aebc06c952d07b189cf566",
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"apps/vendor-hyperliquid/config/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/src/api/client.ts": "
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"apps/vendor-hyperliquid/src/api/private-api.ts": "
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"apps/vendor-hyperliquid/src/api/public-api.ts": "
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"apps/vendor-hyperliquid/package.json": "b9314a1a3c34165fd7c852fff096172c0584eacc",
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"apps/vendor-hyperliquid/src/api/client.ts": "bf895e6ced296c604a8125eae9bb136b2c51844f",
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"apps/vendor-hyperliquid/src/api/private-api.ts": "15351a4f84fcf9184e5189dbee22034e24cc4159",
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"apps/vendor-hyperliquid/src/api/public-api.ts": "3905476af7b579e2c91d13addbca65ba5b0d7ec7",
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"apps/vendor-hyperliquid/src/api/rate-limit.test.ts": "67747ec114097f999cf2f55fc8cee7c246253f8d",
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"apps/vendor-hyperliquid/src/api/rate-limit.ts": "c805cebb859bcc0e1351badd45ec4c83e5e60d8f",
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"apps/vendor-hyperliquid/src/api/sign.ts": "94f4e5604a01d197d164b42415b17789ab2b6889",
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"apps/vendor-hyperliquid/src/api/types.ts": "70347eb8b5e691770073dd043788ed5fae0c3eb4",
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"apps/vendor-hyperliquid/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
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"apps/vendor-hyperliquid/src/index.ts": "
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"apps/vendor-hyperliquid/src/index.ts": "bb209f7ba158c087250e2ca8397f0a15477fa464",
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"apps/vendor-hyperliquid/src/services/accounts/perp.ts": "ee8784d7331889b97069d5b3f452340b2e19ee55",
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"apps/vendor-hyperliquid/src/services/accounts/spot.ts": "814857d05bdda34ca7827fc69c2564db1f5f5d3d",
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"apps/vendor-hyperliquid/src/services/exchange.ts": "e36dcefff1e239e6b44c7ea1aa0632f59cbce653",
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"apps/vendor-hyperliquid/src/services/interest-rate-service.ts": "5eb252b2b33552f3c70a82b39b7a85927ceebeac",
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"apps/vendor-hyperliquid/src/services/markets/interest-rate.ts": "a93246729016cbe8486bc45b5a00aff57fab07ec",
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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": "406d7686f062288a63bcc2aa3146b0f0942ad724",
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"apps/vendor-hyperliquid/src/services/markets/quote.ts": "9f7391d6253a1ff46cab63567a708954efde4f88",
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"apps/vendor-hyperliquid/src/services/ohlc-service.ts": "61cd4b3c4980b070a2cc38a90efd1d5a236fb2ad",
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"apps/vendor-hyperliquid/src/services/quotes.ts": "d7af1af02965fe4b378a325970816b14822dd10e",
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"apps/vendor-hyperliquid/src/services/utils.ts": "a115e2f972368033e6eb7325602092dbd448c9c3",
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"apps/vendor-hyperliquid/tsconfig.json": "fc376462cd03b4f9676999e8b78dd8e7e90bbbd3",
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"apps/vendor-hyperliquid/.rush/temp/shrinkwrap-deps.json": "
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"libraries/cache/temp/package-deps.json": "
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"libraries/protocol/temp/package-deps.json": "
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"libraries/transfer/temp/package-deps.json": "
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"libraries/data-account/temp/package-deps.json": "
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"libraries/utils/temp/package-deps.json": "
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"libraries/sql/temp/package-deps.json": "
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"libraries/data-product/temp/package-deps.json": "
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"libraries/data-interest-rate/temp/package-deps.json": "
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"libraries/data-order/temp/package-deps.json": "
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"libraries/data-series/temp/package-deps.json": "
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"libraries/data-quote/temp/package-deps.json": "
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"libraries/exchange/temp/package-deps.json": "
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"libraries/data-ohlc/temp/package-deps.json": "
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"libraries/extension/temp/package-deps.json": "
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"tools/toolkit/temp/package-deps.json": "
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"apps/vendor-hyperliquid/.rush/temp/shrinkwrap-deps.json": "63fecac6fa117d173c3d7822c3cee7a1cb65c914",
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"libraries/cache/temp/package-deps.json": "53c7e65e4fbefc731eef11e41145ecc3b90d9845",
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"libraries/protocol/temp/package-deps.json": "1ed7faa57c156fc1b7ff9f13fe5566aacda70447",
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"libraries/transfer/temp/package-deps.json": "56f1b09fff53f23da4c19c0c71307cd636a4421f",
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"libraries/data-account/temp/package-deps.json": "9bfd92d0e975a4ad3f2e79ce68233e832865b579",
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"libraries/utils/temp/package-deps.json": "018cb7f334c7419da6d55993eec202580b95f794",
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"libraries/sql/temp/package-deps.json": "88cd4d4a8648dfa8d3aeec991aa734f9ab3374dc",
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"libraries/data-product/temp/package-deps.json": "2b9736cd4a54002df2be4e72f9a4b9641aa71201",
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"libraries/data-interest-rate/temp/package-deps.json": "42fb3cc90524c7bba423d19f038add1ea2d1e4bd",
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"libraries/data-order/temp/package-deps.json": "3495abc01b406b0c63a2725d361512a996a23a79",
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"libraries/data-series/temp/package-deps.json": "ca8fb8d7fa67d7a77b7254eb785f4aa14c1d928c",
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"libraries/data-quote/temp/package-deps.json": "ecee1e69820ccb2072ea6977a3971555e9e68e11",
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"libraries/exchange/temp/package-deps.json": "522ed703d78091e161f719f0b0db4666c65316a8",
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"libraries/data-ohlc/temp/package-deps.json": "4d744c19879a13bbdb1959b5aef0cc1a5da7f726",
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"libraries/extension/temp/package-deps.json": "454f577565ee01a0838c468fb1fc59e1f5d5f37c",
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"tools/toolkit/temp/package-deps.json": "580f13201f076fa393117989256a2fee58e354f8"
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}
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package/temp/test/jest/perf-cache-1a3370ad4952cc1cbecf8fc42c6e9732-da39a3ee5e6b4b0d3255bfef95601890
ADDED
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{"/home/runner/work/Yuan/Yuan/apps/vendor-hyperliquid/lib/api/rate-limit.test.js":[1,937]}
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"metadata": {
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"toolPackage": "@microsoft/api-extractor",
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var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
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var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
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};
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import { createSeriesProvider } from '@yuants/data-series';
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import { Terminal } from '@yuants/protocol';
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import { decodePath, formatTime } from '@yuants/utils';
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import { getHistoricalFundingRates } from '../../api/public-api';
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const terminal = Terminal.fromNodeEnv();
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createSeriesProvider(terminal, {
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tableName: 'interest_rate',
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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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const start = started_at || 0;
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const end = ended_at || Date.now();
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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: ${series_id}`);
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}
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while (current <= end) {
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const res = yield __await(getHistoricalFundingRates({ coin, startTime: current, endTime: end }));
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}
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yield yield __await(filtered.map((v) => ({
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series_id,
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product_id: series_id,
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datasource_id: 'HYPERLIQUID',
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created_at: formatTime(v.time),
|
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long_rate: `${-parseFloat(v.fundingRate)}`,
|
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short_rate: `${v.fundingRate}`,
|
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settlement_price: '',
|
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})));
|
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if (res.length < 500) {
|
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-
break;
|
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-
}
|
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current = filtered[filtered.length - 1].time + 1;
|
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}
|
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});
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},
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//# sourceMappingURL=interest-rate.js.map
|
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@@ -1 +0,0 @@
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{"version":3,"file":"interest-rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest-rate.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,yBAAyB,EAAE,MAAM,sBAAsB,CAAC;AAEjE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,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 } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getHistoricalFundingRates } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\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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@@ -1,110 +0,0 @@
|
|
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1
|
-
var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
|
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2
|
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var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
|
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if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
|
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4
|
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var g = generator.apply(thisArg, _arguments || []), i, q = [];
|
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5
|
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return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
|
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|
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function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
|
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7
|
-
function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
|
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8
|
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function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
|
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|
-
function fulfill(value) { resume("next", value); }
|
|
10
|
-
function reject(value) { resume("throw", value); }
|
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|
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function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
|
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|
-
};
|
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|
-
import { createSeriesProvider } from '@yuants/data-series';
|
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|
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import { Terminal } from '@yuants/protocol';
|
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15
|
-
import { decodePath, encodePath, formatTime } from '@yuants/utils';
|
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|
-
import { getCandleSnapshot } from '../../api/public-api';
|
|
17
|
-
const terminal = Terminal.fromNodeEnv();
|
|
18
|
-
const DURATION_TO_HYPERLIQUID_INTERVAL = {
|
|
19
|
-
PT1M: '1m',
|
|
20
|
-
PT3M: '3m',
|
|
21
|
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PT5M: '5m',
|
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PT15M: '15m',
|
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23
|
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PT30M: '30m',
|
|
24
|
-
PT1H: '1h',
|
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|
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PT2H: '2h',
|
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26
|
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PT4H: '4h',
|
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|
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PT8H: '8h',
|
|
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|
-
PT12H: '12h',
|
|
29
|
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P1D: '1d',
|
|
30
|
-
P3D: '3d',
|
|
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|
-
P1W: '1w',
|
|
32
|
-
P1M: '1M',
|
|
33
|
-
};
|
|
34
|
-
const DURATION_TO_PERIOD_IN_SEC = {
|
|
35
|
-
PT1M: 60,
|
|
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|
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PT3M: 180,
|
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|
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PT5M: 300,
|
|
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|
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PT15M: 900,
|
|
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|
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PT30M: 1800,
|
|
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|
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PT1H: 3600,
|
|
41
|
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PT2H: 7200,
|
|
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|
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PT4H: 14400,
|
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|
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PT8H: 28800,
|
|
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|
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PT12H: 43200,
|
|
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|
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P1D: 86400,
|
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|
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P3D: 259200,
|
|
47
|
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P1W: 604800,
|
|
48
|
-
P1M: 2592000,
|
|
49
|
-
};
|
|
50
|
-
createSeriesProvider(terminal, {
|
|
51
|
-
tableName: 'ohlc',
|
|
52
|
-
series_id_prefix_parts: ['HYPERLIQUID'],
|
|
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|
-
reversed: true,
|
|
54
|
-
serviceOptions: { concurrent: 1 },
|
|
55
|
-
queryFn: function ({ series_id, ended_at }) {
|
|
56
|
-
var _a;
|
|
57
|
-
return __asyncGenerator(this, arguments, function* () {
|
|
58
|
-
const [datasource_id, instType, symbol, duration] = decodePath(series_id);
|
|
59
|
-
const product_id = encodePath(datasource_id, instType, symbol);
|
|
60
|
-
const period_in_sec = DURATION_TO_PERIOD_IN_SEC[duration];
|
|
61
|
-
if (!datasource_id || !instType || !symbol || !duration || !period_in_sec) {
|
|
62
|
-
throw new Error(`Invalid series_id: ${series_id}`);
|
|
63
|
-
}
|
|
64
|
-
if (datasource_id !== 'HYPERLIQUID') {
|
|
65
|
-
throw new Error(`Invalid datasource for series_id: ${series_id}`);
|
|
66
|
-
}
|
|
67
|
-
const coin = (_a = symbol === null || symbol === void 0 ? void 0 : symbol.split('-')) === null || _a === void 0 ? void 0 : _a[0];
|
|
68
|
-
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|
|
69
|
-
throw new Error(`Invalid product symbol: ${symbol}`);
|
|
70
|
-
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|
|
71
|
-
const interval = DURATION_TO_HYPERLIQUID_INTERVAL[duration];
|
|
72
|
-
if (!interval) {
|
|
73
|
-
throw new Error(`Unsupported duration: ${duration}`);
|
|
74
|
-
}
|
|
75
|
-
const startTime = 0;
|
|
76
|
-
const res = yield __await(getCandleSnapshot({
|
|
77
|
-
req: {
|
|
78
|
-
coin,
|
|
79
|
-
interval,
|
|
80
|
-
startTime,
|
|
81
|
-
endTime: ended_at,
|
|
82
|
-
},
|
|
83
|
-
}));
|
|
84
|
-
if (!res || !res.length) {
|
|
85
|
-
return yield __await(void 0);
|
|
86
|
-
}
|
|
87
|
-
const data = res
|
|
88
|
-
.filter((x) => x.t < ended_at)
|
|
89
|
-
.map((x) => ({
|
|
90
|
-
series_id,
|
|
91
|
-
datasource_id,
|
|
92
|
-
product_id,
|
|
93
|
-
duration,
|
|
94
|
-
created_at: formatTime(x.t),
|
|
95
|
-
closed_at: formatTime(x.t + period_in_sec * 1000),
|
|
96
|
-
open: x.o,
|
|
97
|
-
high: x.h,
|
|
98
|
-
low: x.l,
|
|
99
|
-
close: x.c,
|
|
100
|
-
volume: x.v,
|
|
101
|
-
open_interest: '0',
|
|
102
|
-
}))
|
|
103
|
-
.sort((a, b) => new Date(b.created_at).getTime() - new Date(a.created_at).getTime());
|
|
104
|
-
if (data.length > 0) {
|
|
105
|
-
yield yield __await(data);
|
|
106
|
-
}
|
|
107
|
-
});
|
|
108
|
-
},
|
|
109
|
-
});
|
|
110
|
-
//# sourceMappingURL=ohlc.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../../src/services/markets/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACnE,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAEzD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,gCAAgC,GAA2B;IAC/D,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IACZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,MAAM,yBAAyB,GAA2B;IACxD,IAAI,EAAE,EAAE;IACR,IAAI,EAAE,GAAG;IACT,IAAI,EAAE,GAAG;IACT,KAAK,EAAE,GAAG;IACV,KAAK,EAAE,IAAI;IACX,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,KAAK;IACX,IAAI,EAAE,KAAK;IACX,KAAK,EAAE,KAAK;IACZ,GAAG,EAAE,KAAK;IACV,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,MAAM;IACX,GAAG,EAAE,OAAO;CACb,CAAC;AAEF,oBAAoB,CAAQ,QAAQ,EAAE;IACpC,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,aAAa,CAAC;IACvC,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,QAAQ,EAAE;;;YAC/C,MAAM,CAAC,aAAa,EAAE,QAAQ,EAAE,MAAM,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAC1E,MAAM,UAAU,GAAG,UAAU,CAAC,aAAa,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;YAC/D,MAAM,aAAa,GAAG,yBAAyB,CAAC,QAAQ,CAAC,CAAC;YAC1D,IAAI,CAAC,aAAa,IAAI,CAAC,QAAQ,IAAI,CAAC,MAAM,IAAI,CAAC,QAAQ,IAAI,CAAC,aAAa,EAAE;gBACzE,MAAM,IAAI,KAAK,CAAC,sBAAsB,SAAS,EAAE,CAAC,CAAC;aACpD;YACD,IAAI,aAAa,KAAK,aAAa,EAAE;gBACnC,MAAM,IAAI,KAAK,CAAC,qCAAqC,SAAS,EAAE,CAAC,CAAC;aACnE;YACD,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,2BAA2B,MAAM,EAAE,CAAC,CAAC;aACtD;YACD,MAAM,QAAQ,GAAG,gCAAgC,CAAC,QAAQ,CAAC,CAAC;YAC5D,IAAI,CAAC,QAAQ,EAAE;gBACb,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;aACtD;YACD,MAAM,SAAS,GAAG,CAAC,CAAC;YACpB,MAAM,GAAG,GAAG,cAAM,iBAAiB,CAAC;gBAClC,GAAG,EAAE;oBACH,IAAI;oBACJ,QAAQ;oBACR,SAAS;oBACT,OAAO,EAAE,QAAQ;iBAClB;aACF,CAAC,CAAA,CAAC;YACH,IAAI,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,EAAE;gBACvB,6BAAO;aACR;YACD,MAAM,IAAI,GAAG,GAAG;iBACb,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,QAAQ,CAAC;iBAC7B,GAAG,CACF,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;gBACb,SAAS;gBACT,aAAa;gBACb,UAAU;gBACV,QAAQ;gBACR,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC;gBAC3B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,GAAG,aAAa,GAAG,IAAI,CAAC;gBACjD,IAAI,EAAE,CAAC,CAAC,CAAC;gBACT,IAAI,EAAE,CAAC,CAAC,CAAC;gBACT,GAAG,EAAE,CAAC,CAAC,CAAC;gBACR,KAAK,EAAE,CAAC,CAAC,CAAC;gBACV,MAAM,EAAE,CAAC,CAAC,CAAC;gBACX,aAAa,EAAE,GAAG;aACnB,CAAC,CACH;iBACA,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,GAAG,IAAI,IAAI,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC;YACvF,IAAI,IAAI,CAAC,MAAM,GAAG,CAAC,EAAE;gBACnB,oBAAM,IAAI,CAAA,CAAC;aACZ;;KACF;CACF,CAAC,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { getCandleSnapshot } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_HYPERLIQUID_INTERVAL: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n PT1H: '1h',\n PT2H: '2h',\n PT4H: '4h',\n PT8H: '8h',\n PT12H: '12h',\n P1D: '1d',\n P3D: '3d',\n P1W: '1w',\n P1M: '1M',\n};\n\nconst DURATION_TO_PERIOD_IN_SEC: Record<string, number> = {\n PT1M: 60,\n PT3M: 180,\n PT5M: 300,\n PT15M: 900,\n PT30M: 1800,\n PT1H: 3600,\n PT2H: 7200,\n PT4H: 14400,\n PT8H: 28800,\n PT12H: 43200,\n P1D: 86400,\n P3D: 259200,\n P1W: 604800,\n P1M: 2592000,\n};\n\ncreateSeriesProvider<IOHLC>(terminal, {\n tableName: 'ohlc',\n series_id_prefix_parts: ['HYPERLIQUID'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, instType, symbol, duration] = decodePath(series_id);\n const product_id = encodePath(datasource_id, instType, symbol);\n const period_in_sec = DURATION_TO_PERIOD_IN_SEC[duration];\n if (!datasource_id || !instType || !symbol || !duration || !period_in_sec) {\n throw new Error(`Invalid series_id: ${series_id}`);\n }\n if (datasource_id !== 'HYPERLIQUID') {\n throw new Error(`Invalid datasource for series_id: ${series_id}`);\n }\n const coin = symbol?.split('-')?.[0];\n if (!coin) {\n throw new Error(`Invalid product symbol: ${symbol}`);\n }\n const interval = DURATION_TO_HYPERLIQUID_INTERVAL[duration];\n if (!interval) {\n throw new Error(`Unsupported duration: ${duration}`);\n }\n const startTime = 0;\n const res = await getCandleSnapshot({\n req: {\n coin,\n interval,\n startTime,\n endTime: ended_at,\n },\n });\n if (!res || !res.length) {\n return;\n }\n const data = res\n .filter((x) => x.t < ended_at)\n .map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(x.t),\n closed_at: formatTime(x.t + period_in_sec * 1000),\n open: x.o,\n high: x.h,\n low: x.l,\n close: x.c,\n volume: x.v,\n open_interest: '0',\n }),\n )\n .sort((a, b) => new Date(b.created_at).getTime() - new Date(a.created_at).getTime());\n if (data.length > 0) {\n yield data;\n }\n },\n});\n"]}
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{"version":3,"file":"interest-rate.d.ts","sourceRoot":"","sources":["../../../src/services/markets/interest-rate.ts"],"names":[],"mappings":""}
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product_id: series_id,
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long_rate: `${-parseFloat(v.fundingRate)}`,
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settlement_price: '',
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})));
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{"version":3,"file":"interest-rate.js","sourceRoot":"","sources":["../../../src/services/markets/interest-rate.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,yCAAuD;AACvD,qDAAiE;AAEjE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,IAAA,kCAAoB,EAAgB,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,IAAA,kBAAU,EAAC,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,IAAA,sCAAyB,EAAC,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,IAAA,kBAAU,EAAC,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 } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { getHistoricalFundingRates } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\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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@@ -1 +0,0 @@
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{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../../src/services/markets/ohlc.ts"],"names":[],"mappings":""}
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@@ -1,112 +0,0 @@
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"use strict";
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var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
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3
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var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
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4
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-
if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
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|
-
var g = generator.apply(thisArg, _arguments || []), i, q = [];
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6
|
-
return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
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function verb(n) { if (g[n]) i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; }
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8
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-
function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
|
|
9
|
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function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
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function fulfill(value) { resume("next", value); }
|
|
11
|
-
function reject(value) { resume("throw", value); }
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-
function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
|
|
13
|
-
};
|
|
14
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
15
|
-
const data_series_1 = require("@yuants/data-series");
|
|
16
|
-
const protocol_1 = require("@yuants/protocol");
|
|
17
|
-
const utils_1 = require("@yuants/utils");
|
|
18
|
-
const public_api_1 = require("../../api/public-api");
|
|
19
|
-
const terminal = protocol_1.Terminal.fromNodeEnv();
|
|
20
|
-
const DURATION_TO_HYPERLIQUID_INTERVAL = {
|
|
21
|
-
PT1M: '1m',
|
|
22
|
-
PT3M: '3m',
|
|
23
|
-
PT5M: '5m',
|
|
24
|
-
PT15M: '15m',
|
|
25
|
-
PT30M: '30m',
|
|
26
|
-
PT1H: '1h',
|
|
27
|
-
PT2H: '2h',
|
|
28
|
-
PT4H: '4h',
|
|
29
|
-
PT8H: '8h',
|
|
30
|
-
PT12H: '12h',
|
|
31
|
-
P1D: '1d',
|
|
32
|
-
P3D: '3d',
|
|
33
|
-
P1W: '1w',
|
|
34
|
-
P1M: '1M',
|
|
35
|
-
};
|
|
36
|
-
const DURATION_TO_PERIOD_IN_SEC = {
|
|
37
|
-
PT1M: 60,
|
|
38
|
-
PT3M: 180,
|
|
39
|
-
PT5M: 300,
|
|
40
|
-
PT15M: 900,
|
|
41
|
-
PT30M: 1800,
|
|
42
|
-
PT1H: 3600,
|
|
43
|
-
PT2H: 7200,
|
|
44
|
-
PT4H: 14400,
|
|
45
|
-
PT8H: 28800,
|
|
46
|
-
PT12H: 43200,
|
|
47
|
-
P1D: 86400,
|
|
48
|
-
P3D: 259200,
|
|
49
|
-
P1W: 604800,
|
|
50
|
-
P1M: 2592000,
|
|
51
|
-
};
|
|
52
|
-
(0, data_series_1.createSeriesProvider)(terminal, {
|
|
53
|
-
tableName: 'ohlc',
|
|
54
|
-
series_id_prefix_parts: ['HYPERLIQUID'],
|
|
55
|
-
reversed: true,
|
|
56
|
-
serviceOptions: { concurrent: 1 },
|
|
57
|
-
queryFn: function ({ series_id, ended_at }) {
|
|
58
|
-
var _a;
|
|
59
|
-
return __asyncGenerator(this, arguments, function* () {
|
|
60
|
-
const [datasource_id, instType, symbol, duration] = (0, utils_1.decodePath)(series_id);
|
|
61
|
-
const product_id = (0, utils_1.encodePath)(datasource_id, instType, symbol);
|
|
62
|
-
const period_in_sec = DURATION_TO_PERIOD_IN_SEC[duration];
|
|
63
|
-
if (!datasource_id || !instType || !symbol || !duration || !period_in_sec) {
|
|
64
|
-
throw new Error(`Invalid series_id: ${series_id}`);
|
|
65
|
-
}
|
|
66
|
-
if (datasource_id !== 'HYPERLIQUID') {
|
|
67
|
-
throw new Error(`Invalid datasource for series_id: ${series_id}`);
|
|
68
|
-
}
|
|
69
|
-
const coin = (_a = symbol === null || symbol === void 0 ? void 0 : symbol.split('-')) === null || _a === void 0 ? void 0 : _a[0];
|
|
70
|
-
if (!coin) {
|
|
71
|
-
throw new Error(`Invalid product symbol: ${symbol}`);
|
|
72
|
-
}
|
|
73
|
-
const interval = DURATION_TO_HYPERLIQUID_INTERVAL[duration];
|
|
74
|
-
if (!interval) {
|
|
75
|
-
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|
|
76
|
-
}
|
|
77
|
-
const startTime = 0;
|
|
78
|
-
const res = yield __await((0, public_api_1.getCandleSnapshot)({
|
|
79
|
-
req: {
|
|
80
|
-
coin,
|
|
81
|
-
interval,
|
|
82
|
-
startTime,
|
|
83
|
-
endTime: ended_at,
|
|
84
|
-
},
|
|
85
|
-
}));
|
|
86
|
-
if (!res || !res.length) {
|
|
87
|
-
return yield __await(void 0);
|
|
88
|
-
}
|
|
89
|
-
const data = res
|
|
90
|
-
.filter((x) => x.t < ended_at)
|
|
91
|
-
.map((x) => ({
|
|
92
|
-
series_id,
|
|
93
|
-
datasource_id,
|
|
94
|
-
product_id,
|
|
95
|
-
duration,
|
|
96
|
-
created_at: (0, utils_1.formatTime)(x.t),
|
|
97
|
-
closed_at: (0, utils_1.formatTime)(x.t + period_in_sec * 1000),
|
|
98
|
-
open: x.o,
|
|
99
|
-
high: x.h,
|
|
100
|
-
low: x.l,
|
|
101
|
-
close: x.c,
|
|
102
|
-
volume: x.v,
|
|
103
|
-
open_interest: '0',
|
|
104
|
-
}))
|
|
105
|
-
.sort((a, b) => new Date(b.created_at).getTime() - new Date(a.created_at).getTime());
|
|
106
|
-
if (data.length > 0) {
|
|
107
|
-
yield yield __await(data);
|
|
108
|
-
}
|
|
109
|
-
});
|
|
110
|
-
},
|
|
111
|
-
});
|
|
112
|
-
//# sourceMappingURL=ohlc.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
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-
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{ IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { getCandleSnapshot } from '../../api/public-api';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_HYPERLIQUID_INTERVAL: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n PT1H: '1h',\n PT2H: '2h',\n PT4H: '4h',\n PT8H: '8h',\n PT12H: '12h',\n P1D: '1d',\n P3D: '3d',\n P1W: '1w',\n P1M: '1M',\n};\n\nconst DURATION_TO_PERIOD_IN_SEC: Record<string, number> = {\n PT1M: 60,\n PT3M: 180,\n PT5M: 300,\n PT15M: 900,\n PT30M: 1800,\n PT1H: 3600,\n PT2H: 7200,\n PT4H: 14400,\n PT8H: 28800,\n PT12H: 43200,\n P1D: 86400,\n P3D: 259200,\n P1W: 604800,\n P1M: 2592000,\n};\n\ncreateSeriesProvider<IOHLC>(terminal, {\n tableName: 'ohlc',\n series_id_prefix_parts: ['HYPERLIQUID'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, instType, symbol, duration] = decodePath(series_id);\n const product_id = encodePath(datasource_id, instType, symbol);\n const period_in_sec = DURATION_TO_PERIOD_IN_SEC[duration];\n if (!datasource_id || !instType || !symbol || !duration || !period_in_sec) {\n throw new Error(`Invalid series_id: ${series_id}`);\n }\n if (datasource_id !== 'HYPERLIQUID') {\n throw new Error(`Invalid datasource for series_id: ${series_id}`);\n }\n const coin = symbol?.split('-')?.[0];\n if (!coin) {\n throw new Error(`Invalid product symbol: ${symbol}`);\n }\n const interval = DURATION_TO_HYPERLIQUID_INTERVAL[duration];\n if (!interval) {\n throw new Error(`Unsupported duration: ${duration}`);\n }\n const startTime = 0;\n const res = await getCandleSnapshot({\n req: {\n coin,\n interval,\n startTime,\n endTime: ended_at,\n },\n });\n if (!res || !res.length) {\n return;\n }\n const data = res\n .filter((x) => x.t < ended_at)\n .map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(x.t),\n closed_at: formatTime(x.t + period_in_sec * 1000),\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 .sort((a, b) => new Date(b.created_at).getTime() - new Date(a.created_at).getTime());\n if (data.length > 0) {\n yield data;\n }\n },\n});\n"]}
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