@yuants/vendor-okx 0.22.23 → 0.23.1

package/dist/ohlc.js

@@ -10,15 +10,16 @@ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _ar
     function reject(value) { resume("throw", value); }
     function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
 };
-import { provideOHLCDurationService } from '@yuants/data-ohlc';
 import { createSeriesProvider } from '@yuants/data-series';
 import { Terminal } from '@yuants/protocol';
 import { writeToSQL } from '@yuants/sql';
 import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
 import { firstValueFrom, map, timer } from 'rxjs';
 import { client } from './api';
+import { provideOHLCFromTimeBackwardService } from './provideOHLCFromTimeBackwardService';
 import { useOHLC } from './ws';
 // import { useOHLC } from './websocket';
+const terminal = Terminal.fromNodeEnv();
 // 时间粒度，默认值1m
 // 如 [1m/3m/5m/15m/30m/1H/2H/4H]
 // 香港时间开盘价k线：[6H/12H/1D/1W/1M]
@@ -53,7 +54,7 @@ const DURATION_TO_OKX_CANDLE_TYPE = {
     P1W: 'candle1W',
     P1M: 'candle1M',
 };
-createSeriesProvider(Terminal.fromNodeEnv(), {
+createSeriesProvider(terminal, {
     tableName: 'ohlc',
     series_id_prefix_parts: ['OKX'],
     reversed: true,
@@ -114,7 +115,7 @@ createSeriesProvider(Terminal.fromNodeEnv(), {
         });
     },
 });
-Terminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
+terminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
     const [datasource_id, product_id, duration] = decodePath(series_id);
     const [, instId] = decodePath(product_id);
     const offset = convertDurationToOffset(duration);
@@ -158,7 +159,48 @@ Terminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (ser
         terminal: Terminal.fromNodeEnv(),
     }));
 });
-// 提供 OKX 的K线周期服务
-provideOHLCDurationService(Terminal.fromNodeEnv(), 'OKX', // datasource_id
-() => Object.keys(DURATION_TO_OKX_BAR_TYPE));
+provideOHLCFromTimeBackwardService({
+    terminal,
+    datasource_id: 'OKX',
+    supported_durations: Object.keys(DURATION_TO_OKX_BAR_TYPE),
+    queryFn: async ({ series_id, datasource_id, product_id, duration, offset, time }) => {
+        const [instType, instId] = decodePath(product_id);
+        if (!instId) {
+            throw `invalid product_id: ${product_id}`;
+        }
+        const bar = DURATION_TO_OKX_BAR_TYPE[duration];
+        if (!bar) {
+            throw `unsupported duration: ${duration}`;
+        }
+        // 从指定时间点向过去获取一页数据
+        const res = await client.getHistoryCandles({
+            instId,
+            bar,
+            after: `${new Date(time).getTime()}`,
+            limit: `300`,
+        });
+        if (res.code !== '0') {
+            throw `API failed: ${res.code} ${res.msg}`;
+        }
+        return res.data.map((x) => ({
+            series_id,
+            datasource_id,
+            product_id,
+            duration,
+            created_at: formatTime(+x[0]),
+            closed_at: formatTime(+x[0] + offset),
+            open: x[1],
+            high: x[2],
+            low: x[3],
+            close: x[4],
+            volume: x[5],
+            open_interest: '0',
+        }));
+    },
+    serviceOptions: {
+        // Rate limit: 20 requests per 2 seconds
+        egress_token_capacity: 20,
+        egress_token_refill_interval: 2000,
+    },
+});
 //# sourceMappingURL=ohlc.js.map

package/dist/ohlc.js.map

@@ -1 +1 @@
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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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{ IOHLC } 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 { provideOHLCFromTimeBackwardService } from './provideOHLCFromTimeBackwardService';\nimport { useOHLC } from './ws';\n// import { useOHLC } from './websocket';\n\nconst terminal = Terminal.fromNodeEnv();\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, {\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.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\nprovideOHLCFromTimeBackwardService({\n  terminal,\n  datasource_id: 'OKX',\n  supported_durations: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n  queryFn: async ({ series_id, datasource_id, product_id, duration, offset, time }) => {\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: ${duration}`;\n    }\n\n    // 从指定时间点向过去获取一页数据\n    const res = await client.getHistoryCandles({\n      instId,\n      bar,\n      after: `${new Date(time).getTime()}`,\n      limit: `300`,\n    });\n\n    if (res.code !== '0') {\n      throw `API failed: ${res.code} ${res.msg}`;\n    }\n\n    return 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  },\n  serviceOptions: {\n    // Rate limit: 20 requests per 2 seconds\n    egress_token_capacity: 20,\n    egress_token_refill_interval: 2000,\n  },\n});\n"]}

package/dist/provideOHLCFromTimeBackwardService.js

@@ -0,0 +1,49 @@
+import { provideOHLCDurationService } from '@yuants/data-ohlc';
+import { provideSeriesFromTimeBackwardService } from './provideSeriesFromTimeBackwardService';
+import { convertDurationToOffset, decodePath } from '@yuants/utils';
+/**
+ * Provide OHLC from time backward service
+ *
+ * 提供 K线数据 按时间向后查询服务
+ *
+ * @public
+ */
+export const provideOHLCFromTimeBackwardService = (ctx) => {
+    const supportedDurations = new Set(ctx.supported_durations);
+    provideOHLCDurationService(ctx.terminal, ctx.datasource_id, () => ctx.supported_durations);
+    provideSeriesFromTimeBackwardService({
+        terminal: ctx.terminal,
+        type: 'ohlc',
+        series_id_prefix_parts: [ctx.datasource_id],
+        queryFn: async ({ series_id, time }) => {
+            // series_id 格式: OKX/{product_id}/{duration}
+            // 其中 product_id 可能包含转义的 /，如 SPOT\/BTC-USDT
+            const [datasource_id, product_id, duration] = decodePath(series_id);
+            if (supportedDurations && !supportedDurations.has(duration)) {
+                throw `duration ${duration} is not supported`;
+            }
+            const offset = convertDurationToOffset(duration);
+            if (!datasource_id) {
+                throw 'datasource_id is required';
+            }
+            if (!product_id) {
+                throw 'product_id is required';
+            }
+            if (isNaN(offset)) {
+                throw 'duration is invalid';
+            }
+            const data = await ctx.queryFn({
+                //
+                series_id,
+                datasource_id,
+                product_id,
+                duration,
+                offset,
+                time,
+            });
+            return data;
+        },
+        serviceOptions: ctx.serviceOptions,
+    });
+};
+//# sourceMappingURL=provideOHLCFromTimeBackwardService.js.map

package/dist/provideOHLCFromTimeBackwardService.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"provideOHLCFromTimeBackwardService.js","sourceRoot":"","sources":["../src/provideOHLCFromTimeBackwardService.ts"],"names":[],"mappings":"AAAA,OAAO,EAAS,0BAA0B,EAAE,MAAM,mBAAmB,CAAC;AAEtE,OAAO,EAAE,oCAAoC,EAAE,MAAM,wCAAwC,CAAC;AAC9F,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAEpE;;;;;;GAMG;AACH,MAAM,CAAC,MAAM,kCAAkC,GAAG,CAAC,GAalD,EAAE,EAAE;IACH,MAAM,kBAAkB,GAAG,IAAI,GAAG,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC;IAE5D,0BAA0B,CAAC,GAAG,CAAC,QAAQ,EAAE,GAAG,CAAC,aAAa,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC;IAE3F,oCAAoC,CAAQ;QAC1C,QAAQ,EAAE,GAAG,CAAC,QAAQ;QACtB,IAAI,EAAE,MAAM;QACZ,sBAAsB,EAAE,CAAC,GAAG,CAAC,aAAa,CAAC;QAC3C,OAAO,EAAE,KAAK,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,EAAE,EAAE;YACrC,4CAA4C;YAC5C,2CAA2C;YAC3C,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YAEpE,IAAI,kBAAkB,IAAI,CAAC,kBAAkB,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE;gBAC3D,MAAM,YAAY,QAAQ,mBAAmB,CAAC;aAC/C;YAED,MAAM,MAAM,GAAG,uBAAuB,CAAC,QAAQ,CAAC,CAAC;YACjD,IAAI,CAAC,aAAa,EAAE;gBAClB,MAAM,2BAA2B,CAAC;aACnC;YACD,IAAI,CAAC,UAAU,EAAE;gBACf,MAAM,wBAAwB,CAAC;aAChC;YACD,IAAI,KAAK,CAAC,MAAM,CAAC,EAAE;gBACjB,MAAM,qBAAqB,CAAC;aAC7B;YACD,MAAM,IAAI,GAAG,MAAM,GAAG,CAAC,OAAO,CAAC;gBAC7B,EAAE;gBACF,SAAS;gBACT,aAAa;gBACb,UAAU;gBACV,QAAQ;gBACR,MAAM;gBACN,IAAI;aACL,CAAC,CAAC;YACH,OAAO,IAAI,CAAC;QACd,CAAC;QACD,cAAc,EAAE,GAAG,CAAC,cAAc;KACnC,CAAC,CAAC;AACL,CAAC,CAAC","sourcesContent":["import { IOHLC, provideOHLCDurationService } from '@yuants/data-ohlc';\nimport { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { provideSeriesFromTimeBackwardService } from './provideSeriesFromTimeBackwardService';\nimport { convertDurationToOffset, decodePath } from '@yuants/utils';\n\n/**\n * Provide OHLC from time backward service\n *\n * 提供 K线数据 按时间向后查询服务\n *\n * @public\n */\nexport const provideOHLCFromTimeBackwardService = (ctx: {\n  terminal: Terminal;\n  datasource_id: string;\n  supported_durations: string[];\n  queryFn: (ctx: {\n    series_id: string;\n    datasource_id: string;\n    product_id: string;\n    duration: string;\n    offset: number;\n    time: string;\n  }) => Promise<IOHLC[]>;\n  serviceOptions: IServiceOptions;\n}) => {\n  const supportedDurations = new Set(ctx.supported_durations);\n\n  provideOHLCDurationService(ctx.terminal, ctx.datasource_id, () => ctx.supported_durations);\n\n  provideSeriesFromTimeBackwardService<IOHLC>({\n    terminal: ctx.terminal,\n    type: 'ohlc',\n    series_id_prefix_parts: [ctx.datasource_id],\n    queryFn: async ({ series_id, time }) => {\n      // series_id 格式: OKX/{product_id}/{duration}\n      // 其中 product_id 可能包含转义的 /，如 SPOT\\/BTC-USDT\n      const [datasource_id, product_id, duration] = decodePath(series_id);\n\n      if (supportedDurations && !supportedDurations.has(duration)) {\n        throw `duration ${duration} is not supported`;\n      }\n\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 (isNaN(offset)) {\n        throw 'duration is invalid';\n      }\n      const data = await ctx.queryFn({\n        //\n        series_id,\n        datasource_id,\n        product_id,\n        duration,\n        offset,\n        time,\n      });\n      return data;\n    },\n    serviceOptions: ctx.serviceOptions,\n  });\n};\n"]}

package/dist/provideSeriesFromTimeBackwardService.js

@@ -0,0 +1,54 @@
+import { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';
+import { encodePath, escapeRegExp } from '@yuants/utils';
+/**
+ * Provide series from time backward service
+ *
+ * 提供从时间点向前查询序列数据的服务
+ *
+ * @public
+ */
+export const provideSeriesFromTimeBackwardService = (ctx) => {
+    ctx.terminal.server.provideService('QuerySeriesFromTimeBackward', {
+        type: 'object',
+        required: ['type', 'series_id', 'time'],
+        properties: {
+            type: { const: ctx.type },
+            series_id: { type: 'string', pattern: `^${escapeRegExp(encodePath(ctx.series_id_prefix_parts))}/` },
+            time: { type: 'string', format: 'date-time' },
+        },
+    }, async (msg) => {
+        const { time, series_id } = msg.req;
+        const data = await ctx.queryFn({ series_id, time });
+        return {
+            res: {
+                code: 0,
+                message: 'OK',
+                data,
+            },
+        };
+    }, ctx.serviceOptions);
+    ctx.terminal.server.provideService('UpdateSeriesFromTimeBackward', {
+        type: 'object',
+        required: ['type', 'series_id', 'time'],
+        properties: {
+            type: { const: ctx.type },
+            series_id: { type: 'string' },
+            time: { type: 'string', format: 'date-time' },
+        },
+    }, async (msg) => {
+        const data = await ctx.terminal.client.requestForResponseData('QuerySeriesFromTimeBackward', msg.req);
+        await requestSQL(ctx.terminal, buildInsertManyIntoTableSQL(data, 'ohlc', {
+            conflictKeys: ['series_id', 'created_at'],
+        }));
+        return {
+            res: {
+                code: 0,
+                message: 'OK',
+                data: {
+                    count: data.length,
+                },
+            },
+        };
+    });
+};
+//# sourceMappingURL=provideSeriesFromTimeBackwardService.js.map

package/dist/provideSeriesFromTimeBackwardService.js.map

@@ -0,0 +1 @@
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package/lib/ohlc.js

@@ -12,15 +12,16 @@ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _ar
     function settle(f, v) { if (f(v), q.shift(), q.length) resume(q[0][0], q[0][1]); }
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-const data_ohlc_1 = require("@yuants/data-ohlc");
 const data_series_1 = require("@yuants/data-series");
 const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const api_1 = require("./api");
+const provideOHLCFromTimeBackwardService_1 = require("./provideOHLCFromTimeBackwardService");
 const ws_1 = require("./ws");
 // import { useOHLC } from './websocket';
+const terminal = protocol_1.Terminal.fromNodeEnv();
 // 时间粒度，默认值1m
 // 如 [1m/3m/5m/15m/30m/1H/2H/4H]
 // 香港时间开盘价k线：[6H/12H/1D/1W/1M]
@@ -55,7 +56,7 @@ const DURATION_TO_OKX_CANDLE_TYPE = {
     P1W: 'candle1W',
     P1M: 'candle1M',
 };
-(0, data_series_1.createSeriesProvider)(protocol_1.Terminal.fromNodeEnv(), {
+(0, data_series_1.createSeriesProvider)(terminal, {
     tableName: 'ohlc',
     series_id_prefix_parts: ['OKX'],
     reversed: true,
@@ -116,7 +117,7 @@ const DURATION_TO_OKX_CANDLE_TYPE = {
         });
     },
 });
-protocol_1.Terminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
+terminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
     const [datasource_id, product_id, duration] = (0, utils_1.decodePath)(series_id);
     const [, instId] = (0, utils_1.decodePath)(product_id);
     const offset = (0, utils_1.convertDurationToOffset)(duration);
@@ -160,7 +161,48 @@ protocol_1.Terminal.fromNodeEnv().channel.publishChannel('ohlc', { pattern: `^OK
         terminal: protocol_1.Terminal.fromNodeEnv(),
     }));
 });
-// 提供 OKX 的K线周期服务
-(0, data_ohlc_1.provideOHLCDurationService)(protocol_1.Terminal.fromNodeEnv(), 'OKX', // datasource_id
-() => Object.keys(DURATION_TO_OKX_BAR_TYPE));
+(0, provideOHLCFromTimeBackwardService_1.provideOHLCFromTimeBackwardService)({
+    terminal,
+    datasource_id: 'OKX',
+    supported_durations: Object.keys(DURATION_TO_OKX_BAR_TYPE),
+    queryFn: async ({ series_id, datasource_id, product_id, duration, offset, time }) => {
+        const [instType, instId] = (0, utils_1.decodePath)(product_id);
+        if (!instId) {
+            throw `invalid product_id: ${product_id}`;
+        }
+        const bar = DURATION_TO_OKX_BAR_TYPE[duration];
+        if (!bar) {
+            throw `unsupported duration: ${duration}`;
+        }
+        // 从指定时间点向过去获取一页数据
+        const res = await api_1.client.getHistoryCandles({
+            instId,
+            bar,
+            after: `${new Date(time).getTime()}`,
+            limit: `300`,
+        });
+        if (res.code !== '0') {
+            throw `API failed: ${res.code} ${res.msg}`;
+        }
+        return res.data.map((x) => ({
+            series_id,
+            datasource_id,
+            product_id,
+            duration,
+            created_at: (0, utils_1.formatTime)(+x[0]),
+            closed_at: (0, utils_1.formatTime)(+x[0] + offset),
+            open: x[1],
+            high: x[2],
+            low: x[3],
+            close: x[4],
+            volume: x[5],
+            open_interest: '0',
+        }));
+    },
+    serviceOptions: {
+        // Rate limit: 20 requests per 2 seconds
+        egress_token_capacity: 20,
+        egress_token_refill_interval: 2000,
+    },
+});
 //# sourceMappingURL=ohlc.js.map

package/lib/ohlc.js.map

@@ -1 +1 @@
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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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{ IOHLC } 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 { provideOHLCFromTimeBackwardService } from './provideOHLCFromTimeBackwardService';\nimport { useOHLC } from './ws';\n// import { useOHLC } from './websocket';\n\nconst terminal = Terminal.fromNodeEnv();\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, {\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.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\nprovideOHLCFromTimeBackwardService({\n  terminal,\n  datasource_id: 'OKX',\n  supported_durations: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n  queryFn: async ({ series_id, datasource_id, product_id, duration, offset, time }) => {\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: ${duration}`;\n    }\n\n    // 从指定时间点向过去获取一页数据\n    const res = await client.getHistoryCandles({\n      instId,\n      bar,\n      after: `${new Date(time).getTime()}`,\n      limit: `300`,\n    });\n\n    if (res.code !== '0') {\n      throw `API failed: ${res.code} ${res.msg}`;\n    }\n\n    return 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  },\n  serviceOptions: {\n    // Rate limit: 20 requests per 2 seconds\n    egress_token_capacity: 20,\n    egress_token_refill_interval: 2000,\n  },\n});\n"]}

package/lib/provideOHLCFromTimeBackwardService.d.ts

@@ -0,0 +1,24 @@
+import { IOHLC } from '@yuants/data-ohlc';
+import { IServiceOptions, Terminal } from '@yuants/protocol';
+/**
+ * Provide OHLC from time backward service
+ *
+ * 提供 K线数据 按时间向后查询服务
+ *
+ * @public
+ */
+export declare const provideOHLCFromTimeBackwardService: (ctx: {
+    terminal: Terminal;
+    datasource_id: string;
+    supported_durations: string[];
+    queryFn: (ctx: {
+        series_id: string;
+        datasource_id: string;
+        product_id: string;
+        duration: string;
+        offset: number;
+        time: string;
+    }) => Promise<IOHLC[]>;
+    serviceOptions: IServiceOptions;
+}) => void;
+//# sourceMappingURL=provideOHLCFromTimeBackwardService.d.ts.map

package/lib/provideOHLCFromTimeBackwardService.d.ts.map

@@ -0,0 +1 @@
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package/lib/provideOHLCFromTimeBackwardService.js

@@ -0,0 +1,53 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.provideOHLCFromTimeBackwardService = void 0;
+const data_ohlc_1 = require("@yuants/data-ohlc");
+const provideSeriesFromTimeBackwardService_1 = require("./provideSeriesFromTimeBackwardService");
+const utils_1 = require("@yuants/utils");
+/**
+ * Provide OHLC from time backward service
+ *
+ * 提供 K线数据 按时间向后查询服务
+ *
+ * @public
+ */
+const provideOHLCFromTimeBackwardService = (ctx) => {
+    const supportedDurations = new Set(ctx.supported_durations);
+    (0, data_ohlc_1.provideOHLCDurationService)(ctx.terminal, ctx.datasource_id, () => ctx.supported_durations);
+    (0, provideSeriesFromTimeBackwardService_1.provideSeriesFromTimeBackwardService)({
+        terminal: ctx.terminal,
+        type: 'ohlc',
+        series_id_prefix_parts: [ctx.datasource_id],
+        queryFn: async ({ series_id, time }) => {
+            // series_id 格式: OKX/{product_id}/{duration}
+            // 其中 product_id 可能包含转义的 /，如 SPOT\/BTC-USDT
+            const [datasource_id, product_id, duration] = (0, utils_1.decodePath)(series_id);
+            if (supportedDurations && !supportedDurations.has(duration)) {
+                throw `duration ${duration} is not supported`;
+            }
+            const offset = (0, utils_1.convertDurationToOffset)(duration);
+            if (!datasource_id) {
+                throw 'datasource_id is required';
+            }
+            if (!product_id) {
+                throw 'product_id is required';
+            }
+            if (isNaN(offset)) {
+                throw 'duration is invalid';
+            }
+            const data = await ctx.queryFn({
+                //
+                series_id,
+                datasource_id,
+                product_id,
+                duration,
+                offset,
+                time,
+            });
+            return data;
+        },
+        serviceOptions: ctx.serviceOptions,
+    });
+};
+exports.provideOHLCFromTimeBackwardService = provideOHLCFromTimeBackwardService;
+//# sourceMappingURL=provideOHLCFromTimeBackwardService.js.map

package/lib/provideOHLCFromTimeBackwardService.js.map

@@ -0,0 +1 @@
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package/lib/provideSeriesFromTimeBackwardService.d.ts

@@ -0,0 +1,22 @@
+import { IServiceOptions, Terminal } from '@yuants/protocol';
+/**
+ * Provide series from time backward service
+ *
+ * 提供从时间点向前查询序列数据的服务
+ *
+ * @public
+ */
+export declare const provideSeriesFromTimeBackwardService: <T extends {
+    series_id: string;
+    created_at: string;
+}>(ctx: {
+    terminal: Terminal;
+    type: string;
+    series_id_prefix_parts: string[];
+    queryFn: (ctx: {
+        series_id: string;
+        time: string;
+    }) => Promise<T[]>;
+    serviceOptions?: IServiceOptions | undefined;
+}) => void;
+//# sourceMappingURL=provideSeriesFromTimeBackwardService.d.ts.map

package/lib/provideSeriesFromTimeBackwardService.d.ts.map

@@ -0,0 +1 @@
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package/lib/provideSeriesFromTimeBackwardService.js

@@ -0,0 +1,58 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.provideSeriesFromTimeBackwardService = void 0;
+const sql_1 = require("@yuants/sql");
+const utils_1 = require("@yuants/utils");
+/**
+ * Provide series from time backward service
+ *
+ * 提供从时间点向前查询序列数据的服务
+ *
+ * @public
+ */
+const provideSeriesFromTimeBackwardService = (ctx) => {
+    ctx.terminal.server.provideService('QuerySeriesFromTimeBackward', {
+        type: 'object',
+        required: ['type', 'series_id', 'time'],
+        properties: {
+            type: { const: ctx.type },
+            series_id: { type: 'string', pattern: `^${(0, utils_1.escapeRegExp)((0, utils_1.encodePath)(ctx.series_id_prefix_parts))}/` },
+            time: { type: 'string', format: 'date-time' },
+        },
+    }, async (msg) => {
+        const { time, series_id } = msg.req;
+        const data = await ctx.queryFn({ series_id, time });
+        return {
+            res: {
+                code: 0,
+                message: 'OK',
+                data,
+            },
+        };
+    }, ctx.serviceOptions);
+    ctx.terminal.server.provideService('UpdateSeriesFromTimeBackward', {
+        type: 'object',
+        required: ['type', 'series_id', 'time'],
+        properties: {
+            type: { const: ctx.type },
+            series_id: { type: 'string' },
+            time: { type: 'string', format: 'date-time' },
+        },
+    }, async (msg) => {
+        const data = await ctx.terminal.client.requestForResponseData('QuerySeriesFromTimeBackward', msg.req);
+        await (0, sql_1.requestSQL)(ctx.terminal, (0, sql_1.buildInsertManyIntoTableSQL)(data, 'ohlc', {
+            conflictKeys: ['series_id', 'created_at'],
+        }));
+        return {
+            res: {
+                code: 0,
+                message: 'OK',
+                data: {
+                    count: data.length,
+                },
+            },
+        };
+    });
+};
+exports.provideSeriesFromTimeBackwardService = provideSeriesFromTimeBackwardService;
+//# sourceMappingURL=provideSeriesFromTimeBackwardService.js.map

package/lib/provideSeriesFromTimeBackwardService.js.map

@@ -0,0 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-okx",
-	"version": "0.22.23",
+	"version": "0.23.1",
 	"bin": "lib/cli.js",
 	"main": "lib/index.js",
 	"files": [
@@ -16,7 +16,7 @@
 		"@yuants/utils": "0.8.0",
 		"@yuants/sql": "0.9.9",
 		"@yuants/data-series": "0.3.30",
-		"@yuants/data-product": "0.3.1",
+		"@yuants/data-product": "0.3.2",
 		"@yuants/data-ohlc": "0.4.1",
 		"@yuants/data-interest-rate": "0.1.27",
 		"@yuants/data-quote": "0.2.22",

package/temp/package-deps.json

@@ -1,13 +1,13 @@
 {
-    "apps/vendor-okx/CHANGELOG.json": "522208974cc59f9cc9f3834e429fb5a0e2ea6520",
-    "apps/vendor-okx/CHANGELOG.md": "ed006abb5b051cbf72b996ca0f75f556af8cfa97",
+    "apps/vendor-okx/CHANGELOG.json": "a4ff324e7ee11859bb1cdedbc7ac1d4a0caa75f3",
+    "apps/vendor-okx/CHANGELOG.md": "6abdc811aa6a172175f3fc2c27bc25328b638729",
     "apps/vendor-okx/README.md": "ac3d1f6c4c8d73066664699b0bb1b01db02e67a2",
     "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
-    "apps/vendor-okx/package.json": "e7b326152daa4b4e78024cd2c2bd4cc33751b508",
+    "apps/vendor-okx/package.json": "42f30956c1d4084e6d87148ec6b8b34aa3c23802",
     "apps/vendor-okx/src/account.ts": "ecfbe5017d6b5d4d1bc833de9f48fe72db76bdb7",
     "apps/vendor-okx/src/api.ts": "a818895fddbfe76eab517cd0bbba9fafe6c0c2cc",
     "apps/vendor-okx/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
@@ -17,9 +17,11 @@
     "apps/vendor-okx/src/legacy_index.ts": "e46abcfaa52f957ce5e8c42ca26cd0fc2c576965",
     "apps/vendor-okx/src/loan-account.ts": "fa37d6e51a992443ddba130e5136de7a58c34286",
     "apps/vendor-okx/src/logger.ts": "d25d427e74f46819a601e0cb17d5358b22c8db7b",
-    "apps/vendor-okx/src/ohlc.ts": "a861027f85cb0aed65af5d0b6b343613b4683660",
+    "apps/vendor-okx/src/ohlc.ts": "601739e2a2a323b2fc15b9e2f6eb4545e046fe62",
     "apps/vendor-okx/src/order.ts": "945865088271a194eb1c684af0f10e6b54d89f6b",
     "apps/vendor-okx/src/product.ts": "d5aea86778190d0a73f0a61c3b2cf178f3b57df9",
+    "apps/vendor-okx/src/provideOHLCFromTimeBackwardService.ts": "3a44206410b5b73683f2395d6c551549b553d7bd",
+    "apps/vendor-okx/src/provideSeriesFromTimeBackwardService.ts": "d943cdfb72faaeada9c1cbb4e479b92a94052742",
     "apps/vendor-okx/src/quote.ts": "e289161a274db61505efcdecfafb817e7376742f",
     "apps/vendor-okx/src/services.ts": "7b7df830a6d78b6de5cee44bbcec66f282ab53ab",
     "apps/vendor-okx/src/strategy-account.ts": "3d55c425df2688eeb3ecdd3a3ff2e428b10fa2a1",
@@ -35,7 +37,7 @@
     "libraries/utils/temp/package-deps.json": "56def945d0e67a9d0ca13447d2333155be0138f2",
     "libraries/sql/temp/package-deps.json": "adefb3abae42a2aadc8202df61264d043f9da5a8",
     "libraries/data-series/temp/package-deps.json": "df9b452ea781a20b4b612a575cf968b69a3e5c10",
-    "libraries/data-product/temp/package-deps.json": "f6326305dcaa951322612b9817d0875544e25f5c",
+    "libraries/data-product/temp/package-deps.json": "fad5653ecbc27dec15bca2e317b452650985984f",
     "libraries/data-ohlc/temp/package-deps.json": "7fae1d2dbf0986572876372167d1124d581a6e72",
     "libraries/data-interest-rate/temp/package-deps.json": "04e45ea7313e52a90b746f37b6eda2e3a093d79f",
     "libraries/data-quote/temp/package-deps.json": "cbd932831cad0f4240b147f07f2dd8a046da1bf3",