@yuants/vendor-okx 0.22.20 → 0.22.21
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/ohlc.js +4 -0
- package/dist/ohlc.js.map +1 -1
- package/lib/ohlc.js +4 -0
- package/lib/ohlc.js.map +1 -1
- package/package.json +2 -2
- package/temp/package-deps.json +5 -5
package/dist/ohlc.js
CHANGED
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@@ -10,6 +10,7 @@ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _ar
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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]); }
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};
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import { provideOHLCDurationService } from '@yuants/data-ohlc';
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import { createSeriesProvider } from '@yuants/data-series';
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import { Terminal } from '@yuants/protocol';
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import { writeToSQL } from '@yuants/sql';
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@@ -157,4 +158,7 @@ Terminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (ser
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terminal: Terminal.fromNodeEnv(),
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}));
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});
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// 提供 OKX 的K线周期服务
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provideOHLCDurationService(Terminal.fromNodeEnv(), 'OKX', // datasource_id
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() => Object.keys(DURATION_TO_OKX_BAR_TYPE));
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//# sourceMappingURL=ohlc.js.map
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package/dist/ohlc.js.map
CHANGED
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@@ -1 +1 @@
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-
{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../src/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;
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{ IOHLC, provideOHLCDurationService } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, timer } from 'rxjs';\nimport { client } from './api';\nimport { useOHLC } from './ws';\n// import { useOHLC } from './websocket';\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n PT1M: 'candle1m',\n PT3M: 'candle3m',\n PT5M: 'candle5m',\n PT15M: 'candle15m',\n PT30M: 'candle30m',\n\n PT1H: 'candle1H',\n PT2H: 'candle2H',\n PT4H: 'candle4H',\n PT6H: 'candle6H',\n PT12H: 'candle12H',\n\n P1D: 'candle1D',\n P1W: 'candle1W',\n P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(Terminal.fromNodeEnv(), {\n tableName: 'ohlc',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n let currentStartTime = ended_at;\n\n while (true) {\n // 向前翻页，时间降序，不含 after 时间点\n const res = await client.getHistoryCandles({\n instId,\n bar,\n after: `${currentStartTime}`,\n limit: '100',\n });\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n if (res.data.length === 0) break;\n currentStartTime = +res.data[res.data.length - 1][0];\n const data = res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n yield data;\n await firstValueFrom(timer(1000));\n }\n },\n});\n\nTerminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const [, instId] = decodePath(product_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n\n return useOHLC(candleType, instId).pipe(\n map((data): IOHLC => {\n const created_at = Number(data[0][0]);\n const closed_at = created_at + offset;\n const open = data[0][1];\n const high = data[0][2];\n const low = data[0][3];\n const close = data[0][4];\n const volume = data[0][5];\n return {\n closed_at: formatTime(closed_at),\n created_at: formatTime(created_at),\n open,\n high,\n low,\n close,\n series_id,\n datasource_id,\n duration,\n product_id,\n volume,\n open_interest: '0',\n };\n }),\n writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\n }),\n );\n});\n\n// 提供 OKX 的K线周期服务\nprovideOHLCDurationService(\n Terminal.fromNodeEnv(),\n 'OKX', // datasource_id\n () => Object.keys(DURATION_TO_OKX_BAR_TYPE),\n);\n"]}
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package/lib/ohlc.js
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@@ -12,6 +12,7 @@ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _ar
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Object.defineProperty(exports, "__esModule", { value: true });
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const data_ohlc_1 = require("@yuants/data-ohlc");
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const data_series_1 = require("@yuants/data-series");
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const protocol_1 = require("@yuants/protocol");
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const sql_1 = require("@yuants/sql");
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@@ -159,4 +160,7 @@ protocol_1.Terminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OK
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}));
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});
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// 提供 OKX 的K线周期服务
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(0, data_ohlc_1.provideOHLCDurationService)(protocol_1.Terminal.fromNodeEnv(), 'OKX', // datasource_id
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() => Object.keys(DURATION_TO_OKX_BAR_TYPE));
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//# sourceMappingURL=ohlc.js.map
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package/lib/ohlc.js.map
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{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../src/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;;;
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{ IOHLC, provideOHLCDurationService } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, timer } from 'rxjs';\nimport { client } from './api';\nimport { useOHLC } from './ws';\n// import { useOHLC } from './websocket';\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n PT1M: '1m',\n PT3M: '3m',\n PT5M: '5m',\n PT15M: '15m',\n PT30M: '30m',\n\n PT1H: '1H',\n PT2H: '2H',\n PT4H: '4H',\n PT6H: '6H',\n PT12H: '12H',\n\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n PT1M: 'candle1m',\n PT3M: 'candle3m',\n PT5M: 'candle5m',\n PT15M: 'candle15m',\n PT30M: 'candle30m',\n\n PT1H: 'candle1H',\n PT2H: 'candle2H',\n PT4H: 'candle4H',\n PT6H: 'candle6H',\n PT12H: 'candle12H',\n\n P1D: 'candle1D',\n P1W: 'candle1W',\n P1M: 'candle1M',\n};\n\ncreateSeriesProvider<IOHLC>(Terminal.fromNodeEnv(), {\n tableName: 'ohlc',\n series_id_prefix_parts: ['OKX'],\n reversed: true,\n serviceOptions: { concurrent: 1 },\n queryFn: async function* ({ series_id, ended_at }) {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const [instType, instId] = decodePath(product_id);\n if (!instId) {\n throw `invalid product_id: ${product_id}`;\n }\n\n const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n if (!bar) {\n throw `unsupported duration: ${duration}`;\n }\n\n let currentStartTime = ended_at;\n\n while (true) {\n // 向前翻页，时间降序，不含 after 时间点\n const res = await client.getHistoryCandles({\n instId,\n bar,\n after: `${currentStartTime}`,\n limit: '100',\n });\n if (res.code !== '0') {\n throw `API failed: ${res.code} ${res.msg}`;\n }\n if (res.data.length === 0) break;\n currentStartTime = +res.data[res.data.length - 1][0];\n const data = res.data.map(\n (x): IOHLC => ({\n series_id,\n datasource_id,\n product_id,\n duration,\n created_at: formatTime(+x[0]),\n closed_at: formatTime(+x[0] + offset),\n open: x[1],\n high: x[2],\n low: x[3],\n close: x[4],\n volume: x[5],\n open_interest: '0',\n }),\n );\n yield data;\n await firstValueFrom(timer(1000));\n }\n },\n});\n\nTerminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const [, instId] = decodePath(product_id);\n const offset = convertDurationToOffset(duration);\n if (!datasource_id) {\n throw 'datasource_id is required';\n }\n if (!product_id) {\n throw 'product_id is required';\n }\n if (!offset) {\n throw 'duration is invalid';\n }\n const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n\n return useOHLC(candleType, instId).pipe(\n map((data): IOHLC => {\n const created_at = Number(data[0][0]);\n const closed_at = created_at + offset;\n const open = data[0][1];\n const high = data[0][2];\n const low = data[0][3];\n const close = data[0][4];\n const volume = data[0][5];\n return {\n closed_at: formatTime(closed_at),\n created_at: formatTime(created_at),\n open,\n high,\n low,\n close,\n series_id,\n datasource_id,\n duration,\n product_id,\n volume,\n open_interest: '0',\n };\n }),\n writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\n }),\n );\n});\n\n// 提供 OKX 的K线周期服务\nprovideOHLCDurationService(\n Terminal.fromNodeEnv(),\n 'OKX', // datasource_id\n () => Object.keys(DURATION_TO_OKX_BAR_TYPE),\n);\n"]}
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package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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1
1
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{
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2
2
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"name": "@yuants/vendor-okx",
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3
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-
"version": "0.22.
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3
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+
"version": "0.22.21",
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4
4
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"bin": "lib/cli.js",
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5
5
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"main": "lib/index.js",
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"files": [
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@@ -17,7 +17,7 @@
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17
17
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"@yuants/sql": "0.9.8",
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18
18
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"@yuants/data-series": "0.3.29",
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|
19
19
|
"@yuants/data-product": "0.3.0",
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|
20
|
-
"@yuants/data-ohlc": "0.
|
|
20
|
+
"@yuants/data-ohlc": "0.4.0",
|
|
21
21
|
"@yuants/data-interest-rate": "0.1.26",
|
|
22
22
|
"@yuants/data-quote": "0.2.21",
|
|
23
23
|
"@yuants/data-trade": "0.0.14",
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package/temp/package-deps.json
CHANGED
|
@@ -1,13 +1,13 @@
|
|
|
1
1
|
{
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|
2
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-
"apps/vendor-okx/CHANGELOG.json": "
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3
|
-
"apps/vendor-okx/CHANGELOG.md": "
|
|
2
|
+
"apps/vendor-okx/CHANGELOG.json": "1afa9bdeec1285cb58868153b3b90cf564a1e8af",
|
|
3
|
+
"apps/vendor-okx/CHANGELOG.md": "7ce41259c4906ad276a27a7de1c4bbb92d44f071",
|
|
4
4
|
"apps/vendor-okx/README.md": "ac3d1f6c4c8d73066664699b0bb1b01db02e67a2",
|
|
5
5
|
"apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
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|
6
6
|
"apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
|
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7
7
|
"apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
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|
8
8
|
"apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
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9
9
|
"apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
|
|
10
|
-
"apps/vendor-okx/package.json": "
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|
10
|
+
"apps/vendor-okx/package.json": "54df5a47ecf220f4e82caeeaf3b359b7bae5b13a",
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|
11
11
|
"apps/vendor-okx/src/account.ts": "ecfbe5017d6b5d4d1bc833de9f48fe72db76bdb7",
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12
12
|
"apps/vendor-okx/src/api.ts": "a818895fddbfe76eab517cd0bbba9fafe6c0c2cc",
|
|
13
13
|
"apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
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@@ -17,7 +17,7 @@
|
|
|
17
17
|
"apps/vendor-okx/src/legacy_index.ts": "e46abcfaa52f957ce5e8c42ca26cd0fc2c576965",
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18
18
|
"apps/vendor-okx/src/loan-account.ts": "fa37d6e51a992443ddba130e5136de7a58c34286",
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19
19
|
"apps/vendor-okx/src/logger.ts": "d25d427e74f46819a601e0cb17d5358b22c8db7b",
|
|
20
|
-
"apps/vendor-okx/src/ohlc.ts": "
|
|
20
|
+
"apps/vendor-okx/src/ohlc.ts": "a861027f85cb0aed65af5d0b6b343613b4683660",
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|
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21
|
"apps/vendor-okx/src/order.ts": "945865088271a194eb1c684af0f10e6b54d89f6b",
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22
22
|
"apps/vendor-okx/src/product.ts": "d5aea86778190d0a73f0a61c3b2cf178f3b57df9",
|
|
23
23
|
"apps/vendor-okx/src/quote.ts": "e289161a274db61505efcdecfafb817e7376742f",
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@@ -36,7 +36,7 @@
|
|
|
36
36
|
"libraries/sql/temp/package-deps.json": "2da55e5e704b1c1558acab11b6df163744d1b24a",
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|
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37
|
"libraries/data-series/temp/package-deps.json": "dd0d2f8322b484f074ae09c050ceb53fbc1368f4",
|
|
38
38
|
"libraries/data-product/temp/package-deps.json": "7c61716062e33869b203755b1b7db894e713b46f",
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39
|
-
"libraries/data-ohlc/temp/package-deps.json": "
|
|
39
|
+
"libraries/data-ohlc/temp/package-deps.json": "01c6d44d10c9b10895a1a30ffee94d98975ce5d0",
|
|
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40
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"libraries/data-interest-rate/temp/package-deps.json": "246f09881d5bce801a352861086d7e2b90eb5b6b",
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"libraries/data-quote/temp/package-deps.json": "d90e1d62e8a480c7af07ecc09197c7d348c69804",
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|
"libraries/data-trade/temp/package-deps.json": "087cd59a74fd26e440bf711d58495e8f00289cd1",
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