@yuants/vendor-okx 0.31.10 → 0.32.0

package/temp/package-deps.json

@@ -1,13 +1,13 @@
 {
-    "apps/vendor-okx/CHANGELOG.json": "34a95d525d3d2af8416a7eccc6d91e9fead8e555",
-    "apps/vendor-okx/CHANGELOG.md": "588ef7b4acd56c0abfec305134304c77c66e7608",
-    "apps/vendor-okx/README.md": "68caeb8e383d77ece973cd70f4b167b86abb54c3",
-    "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
+    "apps/vendor-okx/CHANGELOG.json": "ebd0cc367fb3c8f95cbc91e8a22a3db469d33817",
+    "apps/vendor-okx/CHANGELOG.md": "84e5e4fec4ea743835e76763251b6a000f7b9a9e",
+    "apps/vendor-okx/README.md": "4aae651c410c9f8271170ba1cae3886eb804aeef",
+    "apps/vendor-okx/config/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": "22c3d2a7f1313756ea55dd757e2159f9f027d0df",
+    "apps/vendor-okx/package.json": "62f871886f90d6a181a6f7fc1b16653bd73a9215",
     "apps/vendor-okx/src/account-actions-with-credential.ts": "1a2de787b588e98ceef60b3ffb951f298504bf12",
     "apps/vendor-okx/src/account.ts": "672014c974457b438cf026f763d6eecfe585c82b",
     "apps/vendor-okx/src/accountInfos/earning.ts": "62aaeb3b62fa9197d07ee14155625530cdb9b1cd",
@@ -25,7 +25,7 @@
     "apps/vendor-okx/src/experimental/getOrders.ts": "f89b8334fa55163a78f91cf675cea8c7c869d4a7",
     "apps/vendor-okx/src/experimental/getPositions.ts": "5fe0bd5ebc3db151be7ae897aaad256dea878122",
     "apps/vendor-okx/src/experimental/product.ts": "808bb037c1559ead2260a6b1eb2552f246da45c6",
-    "apps/vendor-okx/src/index.ts": "59cc7955ae001a71f0c1b61b858536e40587d6a0",
+    "apps/vendor-okx/src/index.ts": "40ad85782469972d4745934751be3e8ce568ec63",
     "apps/vendor-okx/src/order-actions-with-credential.ts": "f58b164c57a776db0fd0ad3a9f7197603ab2f66e",
     "apps/vendor-okx/src/order-actions.ts": "18907924c81ab679bf8a58142fcbc3addd160a94",
     "apps/vendor-okx/src/order.ts": "342f08dbc4a760e5f29bdaa1fe840872219f9ab5",
@@ -33,38 +33,36 @@
     "apps/vendor-okx/src/orders/listOrders.ts": "c4739eb4c0f54391164a7d8e6c7fde44b41cb268",
     "apps/vendor-okx/src/orders/modifyOrder.ts": "9101b5049743f302b0f0ad84f929ed8a88040bad",
     "apps/vendor-okx/src/orders/submitOrder.ts": "abf283641c9b1ef893b9de9737a3870485744a39",
-    "apps/vendor-okx/src/public-data/interest_rate.ts": "f3171f2753955d500ae00ce7e263ea26e05e5421",
     "apps/vendor-okx/src/public-data/market-order.ts": "c7269e9fe1f339b320e8b4cd98652854446a245c",
     "apps/vendor-okx/src/public-data/new-quote.ts": "8807510a0e248184eaf0f1dfa00a7e3bed131943",
-    "apps/vendor-okx/src/public-data/ohlc.ts": "121c7cccab84e304e3f7fcbb827c5739442fc427",
+    "apps/vendor-okx/src/public-data/ohlc.ts": "41cf9b0d04d1317f0f255484cd5243ddc4c152e5",
     "apps/vendor-okx/src/public-data/product.ts": "9caa1b0d9fa621800870ef47086767f6f5810ad9",
     "apps/vendor-okx/src/public-data/quote.ts": "da471098f6c59376f7221bf6fc3d2625eeacecee",
     "apps/vendor-okx/src/services.ts": "aeaf5f9d0a87347be6150b28961c5a7c0886b1d8",
+    "apps/vendor-okx/src/services/interest-ledger-service.ts": "c941cc7cbd485463723be911106576f51c6e19fb",
     "apps/vendor-okx/src/services/interest-rate-service.ts": "025ee9fef91529509f088872956ed3d439f49fb8",
     "apps/vendor-okx/src/services/ohlc-service.ts": "bda7d07646fc54c0cbf4a5ec6e90e773c4a4c4bb",
     "apps/vendor-okx/src/services/quotes.ts": "2f2278acf1884c8c8b29f9bb79221955b2eb8016",
     "apps/vendor-okx/src/strategy-account.ts": "2d8f913e19c4402eab249291aaab0b77bc4d9ff8",
     "apps/vendor-okx/src/trade.ts": "17a2afcdbf2ec69944a73d3d097660675dbe09a4",
     "apps/vendor-okx/src/transfer.ts": "381e4bf18846c8f79d3e970277d8800a2f94dacd",
-    "apps/vendor-okx/src/utils/provideOHLCFromTimeBackwardService.ts": "3a44206410b5b73683f2395d6c551549b553d7bd",
-    "apps/vendor-okx/src/utils/provideSeriesFromTimeBackwardService.ts": "daf3c793eb4fc20e59a740bb69e50fadab5f62f0",
     "apps/vendor-okx/src/ws.ts": "5e8fe8c97c7da92c08ddf07ab47faf7976433ca3",
     "apps/vendor-okx/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
-    "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "c9b5d11ff2d36318a68aca38e2baeffbaf3bfc4c",
-    "libraries/protocol/temp/package-deps.json": "f9ac8a0412f63d53f93ce189a390eab4a74b772b",
-    "libraries/transfer/temp/package-deps.json": "1475a93c85fc5214e481cd20910740bba1c80812",
-    "libraries/data-account/temp/package-deps.json": "0b428e3b8643b117276ebe0f29428d5686526d4a",
-    "libraries/data-order/temp/package-deps.json": "751f5b506c10f57ca17960dd9af22c465c77c6de",
-    "libraries/utils/temp/package-deps.json": "16ee87f512cd903d59f2ce9935be22e5ed6d03a1",
-    "libraries/cache/temp/package-deps.json": "39ebfb1d8a15e6341c4902a0954985d469597125",
-    "libraries/sql/temp/package-deps.json": "d1a7297dec9849184bda8843800beae36c6b1f09",
-    "libraries/data-series/temp/package-deps.json": "cc0091507594699dcba5a91b5068259c4776fffe",
-    "libraries/data-product/temp/package-deps.json": "0eee98e9df8a5aa401aa1e87cefa141630973535",
-    "libraries/data-ohlc/temp/package-deps.json": "d746fd7cc4964310a4f239d6c59538e7562d537a",
-    "libraries/data-interest-rate/temp/package-deps.json": "4c9d3f2fe8c1f209de2039367832df81a410408b",
-    "libraries/data-quote/temp/package-deps.json": "ad175d5009b9c8a1a0d590bd8b9f5210e48ef61a",
-    "libraries/data-trade/temp/package-deps.json": "f4a2d47ce68577a25cf01cd5e074ba49459f1a62",
-    "libraries/exchange/temp/package-deps.json": "f09d006f65e2a5bb7260affc8b51f2973d47d059",
-    "libraries/extension/temp/package-deps.json": "85f040a21803ec7d18c2730a13e0a2d79d5245fa",
-    "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
+    "apps/vendor-okx/.rush/temp/shrinkwrap-deps.json": "78ed978c70324a38a821b4a91b473bb6423f73e4",
+    "libraries/protocol/temp/package-deps.json": "1ed7faa57c156fc1b7ff9f13fe5566aacda70447",
+    "libraries/transfer/temp/package-deps.json": "56f1b09fff53f23da4c19c0c71307cd636a4421f",
+    "libraries/data-account/temp/package-deps.json": "9bfd92d0e975a4ad3f2e79ce68233e832865b579",
+    "libraries/data-order/temp/package-deps.json": "3495abc01b406b0c63a2725d361512a996a23a79",
+    "libraries/utils/temp/package-deps.json": "018cb7f334c7419da6d55993eec202580b95f794",
+    "libraries/cache/temp/package-deps.json": "53c7e65e4fbefc731eef11e41145ecc3b90d9845",
+    "libraries/sql/temp/package-deps.json": "88cd4d4a8648dfa8d3aeec991aa734f9ab3374dc",
+    "libraries/data-series/temp/package-deps.json": "ca8fb8d7fa67d7a77b7254eb785f4aa14c1d928c",
+    "libraries/data-product/temp/package-deps.json": "2b9736cd4a54002df2be4e72f9a4b9641aa71201",
+    "libraries/data-ohlc/temp/package-deps.json": "4d744c19879a13bbdb1959b5aef0cc1a5da7f726",
+    "libraries/data-interest-rate/temp/package-deps.json": "42fb3cc90524c7bba423d19f038add1ea2d1e4bd",
+    "libraries/data-quote/temp/package-deps.json": "ecee1e69820ccb2072ea6977a3971555e9e68e11",
+    "libraries/data-trade/temp/package-deps.json": "d6312e206cfd0de7eed81bcb551c5c2f4fb163f2",
+    "libraries/exchange/temp/package-deps.json": "522ed703d78091e161f719f0b0db4666c65316a8",
+    "libraries/extension/temp/package-deps.json": "454f577565ee01a0838c468fb1fc59e1f5d5f37c",
+    "tools/toolkit/temp/package-deps.json": "580f13201f076fa393117989256a2fee58e354f8"
 }

package/temp/vendor-okx.api.json

@@ -1,8 +1,8 @@
 {
   "metadata": {
     "toolPackage": "@microsoft/api-extractor",
-    "toolVersion": "7.30.1",
-    "schemaVersion": 1009,
+    "toolVersion": "7.55.2",
+    "schemaVersion": 1011,
     "oldestForwardsCompatibleVersion": 1001,
     "tsdocConfig": {
       "$schema": "https://developer.microsoft.com/json-schemas/tsdoc/v0/tsdoc.schema.json",
@@ -114,6 +114,22 @@
           "tagName": "@virtual",
           "syntaxKind": "modifier"
         },
+        {
+          "tagName": "@jsx",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@jsxRuntime",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@jsxFrag",
+          "syntaxKind": "block"
+        },
+        {
+          "tagName": "@jsxImportSource",
+          "syntaxKind": "block"
+        },
         {
           "tagName": "@betaDocumentation",
           "syntaxKind": "modifier"

package/dist/public-data/interest_rate.js

@@ -1,117 +0,0 @@
-var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
-var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
-    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
-    var g = generator.apply(thisArg, _arguments || []), i, q = [];
-    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
-    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); }); }; }
-    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
-    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
-    function fulfill(value) { resume("next", value); }
-    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 { createSeriesProvider } from '@yuants/data-series';
-import { Terminal } from '@yuants/protocol';
-import { decodePath, formatTime } from '@yuants/utils';
-import { firstValueFrom, timer } from 'rxjs';
-import { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';
-createSeriesProvider(Terminal.fromNodeEnv(), {
-    tableName: 'interest_rate',
-    series_id_prefix_parts: ['OKX'],
-    reversed: true,
-    serviceOptions: { concurrent: 1 },
-    queryFn: function ({ series_id, started_at, ended_at }) {
-        return __asyncGenerator(this, arguments, function* () {
-            const start = started_at || 0;
-            const end = ended_at || Date.now();
-            const [, instType, instId] = decodePath(series_id);
-            if (instType === 'SWAP') {
-                let current_end = end;
-                while (true) {
-                    // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点
-                    const res = yield __await(getFundingRateHistory({
-                        instId: instId,
-                        after: `${current_end}`,
-                    }));
-                    if (res.code !== '0') {
-                        throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;
-                    }
-                    // 如果没有数据了，就退出
-                    if (res.data.length === 0) {
-                        break;
-                    }
-                    console.info(formatTime(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));
-                    const data = res.data.map((v) => ({
-                        series_id: series_id,
-                        product_id: series_id,
-                        datasource_id: 'OKX',
-                        created_at: formatTime(+v.fundingTime),
-                        long_rate: `${-v.fundingRate}`,
-                        short_rate: `${v.fundingRate}`,
-                        settlement_price: '',
-                    }));
-                    yield yield __await(data);
-                    current_end = +res.data[res.data.length - 1].fundingTime;
-                    if (current_end <= start) {
-                        break;
-                    }
-                    // for API rate limit
-                    yield __await(firstValueFrom(timer(1000)));
-                }
-            }
-            if (instType === 'MARGIN') {
-                // MARGIN/BTC-USDT
-                const [base, quote] = instId.split('-');
-                let current_end = end;
-                while (true) {
-                    const resBase = yield __await(getLendingRateHistory({ ccy: base, after: `${current_end}` }));
-                    const resQuote = yield __await(getLendingRateHistory({ ccy: quote, after: `${current_end}` }));
-                    if (resBase.code !== '0') {
-                        throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;
-                    }
-                    if (resBase.data.length === 0) {
-                        break;
-                    }
-                    console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));
-                    if (resQuote.code !== '0') {
-                        throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;
-                    }
-                    if (resQuote.data.length === 0) {
-                        break;
-                    }
-                    console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));
-                    // 做多时，借入 quote 的资金，做空时，借入 base 的资金
-                    // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate
-                    const mapTsToBaseRate = new Map();
-                    resBase.data.forEach((v) => {
-                        mapTsToBaseRate.set(v.ts, v.rate);
-                    });
-                    const data = [];
-                    resQuote.data.forEach((v) => {
-                        if (!mapTsToBaseRate.has(v.ts))
-                            return;
-                        const long_rate = +v.rate / 365 / 24; // 转换为小时利率
-                        const short_rate = +mapTsToBaseRate.get(v.ts) / 365 / 24; // 转换为小时利率
-                        data.push({
-                            series_id,
-                            product_id: series_id,
-                            datasource_id: 'OKX',
-                            created_at: formatTime(+v.ts),
-                            long_rate: `${-long_rate}`,
-                            short_rate: `${-short_rate}`,
-                            settlement_price: '',
-                        });
-                    });
-                    yield yield __await(data);
-                    current_end = new Date(data[data.length - 1].created_at).getTime();
-                    if (current_end <= start) {
-                        break;
-                    }
-                    // for API rate limit
-                    yield __await(firstValueFrom(timer(1000)));
-                }
-            }
-        });
-    },
-});
-//# sourceMappingURL=interest_rate.js.map

package/dist/public-data/interest_rate.js.map

@@ -1 +0,0 @@
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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['OKX'],\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 [, instType, instId] = decodePath(series_id);\n\n    if (instType === 'SWAP') {\n      let current_end = end;\n      while (true) {\n        // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点\n        const res = await getFundingRateHistory({\n          instId: instId,\n          after: `${current_end}`,\n        });\n        if (res.code !== '0') {\n          throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;\n        }\n        // 如果没有数据了，就退出\n        if (res.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));\n        const data = res.data.map(\n          (v): IInterestRate => ({\n            series_id: series_id,\n            product_id: series_id,\n            datasource_id: 'OKX',\n            created_at: formatTime(+v.fundingTime),\n            long_rate: `${-v.fundingRate}`,\n            short_rate: `${v.fundingRate}`,\n            settlement_price: '',\n          }),\n        );\n        yield data;\n        current_end = +res.data[res.data.length - 1].fundingTime;\n        if (current_end <= start) {\n          break;\n        }\n        // for API rate limit\n        await firstValueFrom(timer(1000));\n      }\n    }\n\n    if (instType === 'MARGIN') {\n      // MARGIN/BTC-USDT\n      const [base, quote] = instId.split('-');\n      let current_end = end;\n      while (true) {\n        const resBase = await getLendingRateHistory({ ccy: base, after: `${current_end}` });\n        const resQuote = await getLendingRateHistory({ ccy: quote, after: `${current_end}` });\n\n        if (resBase.code !== '0') {\n          throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;\n        }\n        if (resBase.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));\n\n        if (resQuote.code !== '0') {\n          throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;\n        }\n        if (resQuote.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));\n\n        // 做多时，借入 quote 的资金，做空时，借入 base 的资金\n        // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate\n\n        const mapTsToBaseRate = new Map<string, string>();\n        resBase.data.forEach((v) => {\n          mapTsToBaseRate.set(v.ts, v.rate);\n        });\n\n        const data: IInterestRate[] = [];\n\n        resQuote.data.forEach((v) => {\n          if (!mapTsToBaseRate.has(v.ts)) return;\n          const long_rate = +v.rate / 365 / 24; // 转换为小时利率\n          const short_rate = +mapTsToBaseRate.get(v.ts)! / 365 / 24; // 转换为小时利率\n          data.push({\n            series_id,\n            product_id: series_id,\n            datasource_id: 'OKX',\n            created_at: formatTime(+v.ts),\n            long_rate: `${-long_rate}`,\n            short_rate: `${-short_rate}`,\n            settlement_price: '',\n          });\n        });\n\n        yield data;\n        current_end = new Date(data[data.length - 1].created_at).getTime();\n        if (current_end <= start) {\n          break;\n        }\n        // for API rate limit\n        await firstValueFrom(timer(1000));\n      }\n    }\n  },\n});\n"]}

package/dist/utils/provideOHLCFromTimeBackwardService.js

@@ -1,49 +0,0 @@
-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/utils/provideOHLCFromTimeBackwardService.js.map

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package/dist/utils/provideSeriesFromTimeBackwardService.js

@@ -1,59 +0,0 @@
-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 (不包含该时间点) 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 res = await ctx.terminal.client.requestForResponse('QuerySeriesFromTimeBackward', msg.req);
-        if (!res.data) {
-            return { res };
-        }
-        if (res.data.length > 0) {
-            await requestSQL(ctx.terminal, buildInsertManyIntoTableSQL(res.data, 'ohlc', {
-                conflictKeys: ['series_id', 'created_at'],
-            }));
-        }
-        return {
-            res: {
-                code: 0,
-                message: 'OK',
-                data: {
-                    count: res.data.length,
-                },
-            },
-        };
-    });
-};
-//# sourceMappingURL=provideSeriesFromTimeBackwardService.js.map

package/dist/utils/provideSeriesFromTimeBackwardService.js.map

@@ -1 +0,0 @@
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package/lib/public-data/interest_rate.d.ts

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

package/lib/public-data/interest_rate.d.ts.map

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

package/lib/public-data/interest_rate.js

@@ -1,119 +0,0 @@
-"use strict";
-var __await = (this && this.__await) || function (v) { return this instanceof __await ? (this.v = v, this) : new __await(v); }
-var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _arguments, generator) {
-    if (!Symbol.asyncIterator) throw new TypeError("Symbol.asyncIterator is not defined.");
-    var g = generator.apply(thisArg, _arguments || []), i, q = [];
-    return i = {}, verb("next"), verb("throw"), verb("return"), i[Symbol.asyncIterator] = function () { return this; }, i;
-    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); }); }; }
-    function resume(n, v) { try { step(g[n](v)); } catch (e) { settle(q[0][3], e); } }
-    function step(r) { r.value instanceof __await ? Promise.resolve(r.value.v).then(fulfill, reject) : settle(q[0][2], r); }
-    function fulfill(value) { resume("next", value); }
-    function reject(value) { resume("throw", value); }
-    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_series_1 = require("@yuants/data-series");
-const protocol_1 = require("@yuants/protocol");
-const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
-const public_api_1 = require("../api/public-api");
-(0, data_series_1.createSeriesProvider)(protocol_1.Terminal.fromNodeEnv(), {
-    tableName: 'interest_rate',
-    series_id_prefix_parts: ['OKX'],
-    reversed: true,
-    serviceOptions: { concurrent: 1 },
-    queryFn: function ({ series_id, started_at, ended_at }) {
-        return __asyncGenerator(this, arguments, function* () {
-            const start = started_at || 0;
-            const end = ended_at || Date.now();
-            const [, instType, instId] = (0, utils_1.decodePath)(series_id);
-            if (instType === 'SWAP') {
-                let current_end = end;
-                while (true) {
-                    // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点
-                    const res = yield __await((0, public_api_1.getFundingRateHistory)({
-                        instId: instId,
-                        after: `${current_end}`,
-                    }));
-                    if (res.code !== '0') {
-                        throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;
-                    }
-                    // 如果没有数据了，就退出
-                    if (res.data.length === 0) {
-                        break;
-                    }
-                    console.info((0, utils_1.formatTime)(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));
-                    const data = res.data.map((v) => ({
-                        series_id: series_id,
-                        product_id: series_id,
-                        datasource_id: 'OKX',
-                        created_at: (0, utils_1.formatTime)(+v.fundingTime),
-                        long_rate: `${-v.fundingRate}`,
-                        short_rate: `${v.fundingRate}`,
-                        settlement_price: '',
-                    }));
-                    yield yield __await(data);
-                    current_end = +res.data[res.data.length - 1].fundingTime;
-                    if (current_end <= start) {
-                        break;
-                    }
-                    // for API rate limit
-                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
-                }
-            }
-            if (instType === 'MARGIN') {
-                // MARGIN/BTC-USDT
-                const [base, quote] = instId.split('-');
-                let current_end = end;
-                while (true) {
-                    const resBase = yield __await((0, public_api_1.getLendingRateHistory)({ ccy: base, after: `${current_end}` }));
-                    const resQuote = yield __await((0, public_api_1.getLendingRateHistory)({ ccy: quote, after: `${current_end}` }));
-                    if (resBase.code !== '0') {
-                        throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;
-                    }
-                    if (resBase.data.length === 0) {
-                        break;
-                    }
-                    console.info((0, utils_1.formatTime)(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));
-                    if (resQuote.code !== '0') {
-                        throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;
-                    }
-                    if (resQuote.data.length === 0) {
-                        break;
-                    }
-                    console.info((0, utils_1.formatTime)(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));
-                    // 做多时，借入 quote 的资金，做空时，借入 base 的资金
-                    // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate
-                    const mapTsToBaseRate = new Map();
-                    resBase.data.forEach((v) => {
-                        mapTsToBaseRate.set(v.ts, v.rate);
-                    });
-                    const data = [];
-                    resQuote.data.forEach((v) => {
-                        if (!mapTsToBaseRate.has(v.ts))
-                            return;
-                        const long_rate = +v.rate / 365 / 24; // 转换为小时利率
-                        const short_rate = +mapTsToBaseRate.get(v.ts) / 365 / 24; // 转换为小时利率
-                        data.push({
-                            series_id,
-                            product_id: series_id,
-                            datasource_id: 'OKX',
-                            created_at: (0, utils_1.formatTime)(+v.ts),
-                            long_rate: `${-long_rate}`,
-                            short_rate: `${-short_rate}`,
-                            settlement_price: '',
-                        });
-                    });
-                    yield yield __await(data);
-                    current_end = new Date(data[data.length - 1].created_at).getTime();
-                    if (current_end <= start) {
-                        break;
-                    }
-                    // for API rate limit
-                    yield __await((0, rxjs_1.firstValueFrom)((0, rxjs_1.timer)(1000)));
-                }
-            }
-        });
-    },
-});
-//# sourceMappingURL=interest_rate.js.map

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{ IInterestRate } from '@yuants/data-interest-rate';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, timer } from 'rxjs';\nimport { getFundingRateHistory, getLendingRateHistory } from '../api/public-api';\n\ncreateSeriesProvider<IInterestRate>(Terminal.fromNodeEnv(), {\n  tableName: 'interest_rate',\n  series_id_prefix_parts: ['OKX'],\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 [, instType, instId] = decodePath(series_id);\n\n    if (instType === 'SWAP') {\n      let current_end = end;\n      while (true) {\n        // 接口行为备注：向前翻页，时间降序，不含 after 当前时间点\n        const res = await getFundingRateHistory({\n          instId: instId,\n          after: `${current_end}`,\n        });\n        if (res.code !== '0') {\n          throw `getFundingRateHistory failed: ${res.code} ${res.msg}`;\n        }\n        // 如果没有数据了，就退出\n        if (res.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getFundingRateHistory', JSON.stringify(res.data));\n        const data = res.data.map(\n          (v): IInterestRate => ({\n            series_id: series_id,\n            product_id: series_id,\n            datasource_id: 'OKX',\n            created_at: formatTime(+v.fundingTime),\n            long_rate: `${-v.fundingRate}`,\n            short_rate: `${v.fundingRate}`,\n            settlement_price: '',\n          }),\n        );\n        yield data;\n        current_end = +res.data[res.data.length - 1].fundingTime;\n        if (current_end <= start) {\n          break;\n        }\n        // for API rate limit\n        await firstValueFrom(timer(1000));\n      }\n    }\n\n    if (instType === 'MARGIN') {\n      // MARGIN/BTC-USDT\n      const [base, quote] = instId.split('-');\n      let current_end = end;\n      while (true) {\n        const resBase = await getLendingRateHistory({ ccy: base, after: `${current_end}` });\n        const resQuote = await getLendingRateHistory({ ccy: quote, after: `${current_end}` });\n\n        if (resBase.code !== '0') {\n          throw `getLendingRateHistory failed: ${resBase.code} ${resBase.msg}`;\n        }\n        if (resBase.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resBase.data));\n\n        if (resQuote.code !== '0') {\n          throw `getLendingRateHistory failed: ${resQuote.code} ${resQuote.msg}`;\n        }\n        if (resQuote.data.length === 0) {\n          break;\n        }\n        console.info(formatTime(Date.now()), 'getLendingRateHistory', JSON.stringify(resQuote.data));\n\n        // 做多时，借入 quote 的资金，做空时，借入 base 的资金\n        // 用 quote 的 rate 作为 long_rate，base 的 rate 作为 short_rate\n\n        const mapTsToBaseRate = new Map<string, string>();\n        resBase.data.forEach((v) => {\n          mapTsToBaseRate.set(v.ts, v.rate);\n        });\n\n        const data: IInterestRate[] = [];\n\n        resQuote.data.forEach((v) => {\n          if (!mapTsToBaseRate.has(v.ts)) return;\n          const long_rate = +v.rate / 365 / 24; // 转换为小时利率\n          const short_rate = +mapTsToBaseRate.get(v.ts)! / 365 / 24; // 转换为小时利率\n          data.push({\n            series_id,\n            product_id: series_id,\n            datasource_id: 'OKX',\n            created_at: formatTime(+v.ts),\n            long_rate: `${-long_rate}`,\n            short_rate: `${-short_rate}`,\n            settlement_price: '',\n          });\n        });\n\n        yield data;\n        current_end = new Date(data[data.length - 1].created_at).getTime();\n        if (current_end <= start) {\n          break;\n        }\n        // for API rate limit\n        await firstValueFrom(timer(1000));\n      }\n    }\n  },\n});\n"]}

package/lib/utils/provideOHLCFromTimeBackwardService.d.ts

@@ -1,24 +0,0 @@
-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/utils/provideOHLCFromTimeBackwardService.d.ts.map

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

@@ -1,53 +0,0 @@
-"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