@yuants/vendor-okx 0.31.10 → 0.32.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +0 -4
- package/dist/account-actions-with-credential.js.map +1 -1
- package/dist/accountInfos/loan.js.map +1 -1
- package/dist/accountInfos/strategy.js.map +1 -1
- package/dist/accountInfos/uid.js +1 -1
- package/dist/accountInfos/uid.js.map +1 -1
- package/dist/api/private-api.js.map +1 -1
- package/dist/api/public-api.js.map +1 -1
- package/dist/experimental/getOrders.js.map +1 -1
- package/dist/experimental/getPositions.js.map +1 -1
- package/dist/experimental/product.js.map +1 -1
- package/dist/index.js +1 -1
- package/dist/index.js.map +1 -1
- package/dist/orders/cancelOrder.js.map +1 -1
- package/dist/orders/listOrders.js.map +1 -1
- package/dist/orders/modifyOrder.js.map +1 -1
- package/dist/orders/submitOrder.js.map +1 -1
- package/dist/public-data/market-order.js.map +1 -1
- package/dist/public-data/new-quote.js.map +1 -1
- package/dist/public-data/ohlc.js +13 -162
- package/dist/public-data/ohlc.js.map +1 -1
- package/dist/public-data/product.js.map +1 -1
- package/dist/public-data/quote.js.map +1 -1
- package/dist/services/interest-ledger-service.js +33 -0
- package/dist/services/interest-ledger-service.js.map +1 -0
- package/dist/services/interest-rate-service.js.map +1 -1
- package/dist/services/ohlc-service.js.map +1 -1
- package/dist/services.js.map +1 -1
- package/dist/trade.js.map +1 -1
- package/dist/transfer.js +1 -1
- package/dist/transfer.js.map +1 -1
- package/dist/ws.js +24 -24
- package/dist/ws.js.map +1 -1
- package/lib/account-actions-with-credential.js.map +1 -1
- package/lib/accountInfos/loan.js.map +1 -1
- package/lib/accountInfos/strategy.js.map +1 -1
- package/lib/accountInfos/trading.d.ts.map +1 -1
- package/lib/accountInfos/uid.d.ts +2 -2
- package/lib/accountInfos/uid.d.ts.map +1 -1
- package/lib/accountInfos/uid.js +1 -1
- package/lib/accountInfos/uid.js.map +1 -1
- package/lib/api/private-api.d.ts +4 -4
- package/lib/api/private-api.d.ts.map +1 -1
- package/lib/api/private-api.js +32 -32
- package/lib/api/private-api.js.map +1 -1
- package/lib/api/public-api.d.ts +1 -11
- package/lib/api/public-api.d.ts.map +1 -1
- package/lib/api/public-api.js.map +1 -1
- package/lib/experimental/getOrders.d.ts.map +1 -1
- package/lib/experimental/getOrders.js.map +1 -1
- package/lib/experimental/getPositions.d.ts.map +1 -1
- package/lib/experimental/getPositions.js.map +1 -1
- package/lib/experimental/product.d.ts.map +1 -1
- package/lib/experimental/product.js.map +1 -1
- package/lib/index.d.ts +1 -1
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +1 -1
- package/lib/index.js.map +1 -1
- package/lib/orders/cancelOrder.d.ts.map +1 -1
- package/lib/orders/cancelOrder.js.map +1 -1
- package/lib/orders/listOrders.d.ts.map +1 -1
- package/lib/orders/listOrders.js.map +1 -1
- package/lib/orders/modifyOrder.d.ts.map +1 -1
- package/lib/orders/modifyOrder.js.map +1 -1
- package/lib/orders/submitOrder.d.ts.map +1 -1
- package/lib/orders/submitOrder.js.map +1 -1
- package/lib/public-data/market-order.js.map +1 -1
- package/lib/public-data/new-quote.js.map +1 -1
- package/lib/public-data/ohlc.js +12 -161
- package/lib/public-data/ohlc.js.map +1 -1
- package/lib/public-data/product.js.map +1 -1
- package/lib/public-data/quote.js.map +1 -1
- package/lib/services/interest-ledger-service.d.ts +2 -0
- package/lib/services/interest-ledger-service.d.ts.map +1 -0
- package/lib/services/interest-ledger-service.js +35 -0
- package/lib/services/interest-ledger-service.js.map +1 -0
- package/lib/services/interest-rate-service.js.map +1 -1
- package/lib/services/ohlc-service.js.map +1 -1
- package/lib/services.js.map +1 -1
- package/lib/trade.js.map +1 -1
- package/lib/transfer.js +1 -1
- package/lib/transfer.js.map +1 -1
- package/lib/tsdoc-metadata.json +1 -1
- package/lib/ws.d.ts +1 -1
- package/lib/ws.d.ts.map +1 -1
- package/lib/ws.js +24 -24
- package/lib/ws.js.map +1 -1
- package/package.json +48 -48
- package/temp/build/typescript/ts_xKrCYDcc.json +1 -0
- package/temp/package-deps.json +25 -27
- package/temp/test/jest/haste-map-0104fb5fee08bd97aacd02300cdbf195-f3ddf881f4f21e2e5ae6006d95adf2b1-267deb988b5111321a1cf92c4d020334 +0 -0
- package/temp/vendor-okx.api.json +18 -2
- package/dist/public-data/interest_rate.js +0 -117
- package/dist/public-data/interest_rate.js.map +0 -1
- package/dist/utils/provideOHLCFromTimeBackwardService.js +0 -49
- package/dist/utils/provideOHLCFromTimeBackwardService.js.map +0 -1
- package/dist/utils/provideSeriesFromTimeBackwardService.js +0 -59
- package/dist/utils/provideSeriesFromTimeBackwardService.js.map +0 -1
- package/lib/public-data/interest_rate.d.ts +0 -2
- package/lib/public-data/interest_rate.d.ts.map +0 -1
- package/lib/public-data/interest_rate.js +0 -119
- package/lib/public-data/interest_rate.js.map +0 -1
- package/lib/utils/provideOHLCFromTimeBackwardService.d.ts +0 -24
- package/lib/utils/provideOHLCFromTimeBackwardService.d.ts.map +0 -1
- package/lib/utils/provideOHLCFromTimeBackwardService.js +0 -53
- package/lib/utils/provideOHLCFromTimeBackwardService.js.map +0 -1
- package/lib/utils/provideSeriesFromTimeBackwardService.d.ts +0 -22
- package/lib/utils/provideSeriesFromTimeBackwardService.d.ts.map +0 -1
- package/lib/utils/provideSeriesFromTimeBackwardService.js +0 -63
- package/lib/utils/provideSeriesFromTimeBackwardService.js.map +0 -1
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{"version":3,"file":"provideOHLCFromTimeBackwardService.js","sourceRoot":"","sources":["../../src/utils/provideOHLCFromTimeBackwardService.ts"],"names":[],"mappings":";;;AAAA,iDAAsE;AAEtE,iGAA8F;AAC9F,yCAAoE;AAEpE;;;;;;GAMG;AACI,MAAM,kCAAkC,GAAG,CAAC,GAalD,EAAE,EAAE;IACH,MAAM,kBAAkB,GAAG,IAAI,GAAG,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC;IAE5D,IAAA,sCAA0B,EAAC,GAAG,CAAC,QAAQ,EAAE,GAAG,CAAC,aAAa,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC;IAE3F,IAAA,2EAAoC,EAAQ;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,IAAA,kBAAU,EAAC,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,IAAA,+BAAuB,EAAC,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;AAtDW,QAAA,kCAAkC,sCAsD7C","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"]}
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import { IServiceOptions, Terminal } from '@yuants/protocol';
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/**
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* Provide series from time backward service
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*
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* 提供从时间点向前 (不包含该时间点) 查询序列数据的服务
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* @public
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*/
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export declare const provideSeriesFromTimeBackwardService: <T extends {
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series_id: string;
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created_at: string;
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}>(ctx: {
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terminal: Terminal;
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type: string;
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series_id_prefix_parts: string[];
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queryFn: (ctx: {
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series_id: string;
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time: string;
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}) => Promise<T[]>;
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serviceOptions?: IServiceOptions | undefined;
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}) => void;
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//# sourceMappingURL=provideSeriesFromTimeBackwardService.d.ts.map
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{"version":3,"file":"provideSeriesFromTimeBackwardService.d.ts","sourceRoot":"","sources":["../../src/utils/provideSeriesFromTimeBackwardService.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAI7D;;;;;;GAMG;AACH,eAAO,MAAM,oCAAoC;eACxB,MAAM;gBAAc,MAAM;;cAEvC,QAAQ;UACZ,MAAM;4BACY,MAAM,EAAE;mBACjB;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAA;KAAE;;UA6EnD,CAAC"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.provideSeriesFromTimeBackwardService = void 0;
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const sql_1 = require("@yuants/sql");
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const utils_1 = require("@yuants/utils");
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/**
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* Provide series from time backward service
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*
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* 提供从时间点向前 (不包含该时间点) 查询序列数据的服务
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*
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*/
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const provideSeriesFromTimeBackwardService = (ctx) => {
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ctx.terminal.server.provideService('QuerySeriesFromTimeBackward', {
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type: 'object',
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required: ['type', 'series_id', 'time'],
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properties: {
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type: { const: ctx.type },
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series_id: { type: 'string', pattern: `^${(0, utils_1.escapeRegExp)((0, utils_1.encodePath)(ctx.series_id_prefix_parts))}/` },
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time: { type: 'string', format: 'date-time' },
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},
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}, async (msg) => {
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const { time, series_id } = msg.req;
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const data = await ctx.queryFn({ series_id, time });
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return {
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res: {
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code: 0,
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message: 'OK',
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data,
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},
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};
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}, ctx.serviceOptions);
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ctx.terminal.server.provideService('UpdateSeriesFromTimeBackward', {
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type: 'object',
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required: ['type', 'series_id', 'time'],
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properties: {
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type: { const: ctx.type },
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series_id: { type: 'string' },
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time: { type: 'string', format: 'date-time' },
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},
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}, async (msg) => {
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const res = await ctx.terminal.client.requestForResponse('QuerySeriesFromTimeBackward', msg.req);
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if (!res.data) {
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return { res };
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}
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if (res.data.length > 0) {
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await (0, sql_1.requestSQL)(ctx.terminal, (0, sql_1.buildInsertManyIntoTableSQL)(res.data, 'ohlc', {
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conflictKeys: ['series_id', 'created_at'],
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}));
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}
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return {
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res: {
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code: 0,
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message: 'OK',
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data: {
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count: res.data.length,
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};
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});
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};
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exports.provideSeriesFromTimeBackwardService = provideSeriesFromTimeBackwardService;
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//# sourceMappingURL=provideSeriesFromTimeBackwardService.js.map
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{"version":3,"file":"provideSeriesFromTimeBackwardService.js","sourceRoot":"","sources":["../../src/utils/provideSeriesFromTimeBackwardService.ts"],"names":[],"mappings":";;;AACA,qCAAsE;AACtE,yCAAyD;AAEzD;;;;;;GAMG;AACI,MAAM,oCAAoC,GAAG,CAElD,GAMD,EAAE,EAAE;IAOH,GAAG,CAAC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAChC,6BAA6B,EAC7B;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,MAAM,EAAE,WAAW,EAAE,MAAM,CAAC;QACvC,UAAU,EAAE;YACV,IAAI,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,IAAI,EAAE;YACzB,SAAS,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,OAAO,EAAE,IAAI,IAAA,oBAAY,EAAC,IAAA,kBAAU,EAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,GAAG,EAAE;YACnG,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,MAAM,EAAE,WAAW,EAAE;SAC9C;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,EAAE,IAAI,EAAE,SAAS,EAAE,GAAG,GAAG,CAAC,GAAG,CAAC;QAEpC,MAAM,IAAI,GAAG,MAAM,GAAG,CAAC,OAAO,CAAC,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;QAEpD,OAAO;YACL,GAAG,EAAE;gBACH,IAAI,EAAE,CAAC;gBACP,OAAO,EAAE,IAAI;gBACb,IAAI;aACL;SACF,CAAC;IACJ,CAAC,EACD,GAAG,CAAC,cAAc,CACnB,CAAC;IAEF,GAAG,CAAC,QAAQ,CAAC,MAAM,CAAC,cAAc,CAChC,8BAA8B,EAC9B;QACE,IAAI,EAAE,QAAQ;QACd,QAAQ,EAAE,CAAC,MAAM,EAAE,WAAW,EAAE,MAAM,CAAC;QACvC,UAAU,EAAE;YACV,IAAI,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,IAAI,EAAE;YACzB,SAAS,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;YAC7B,IAAI,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE,MAAM,EAAE,WAAW,EAAE;SAC9C;KACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;QACZ,MAAM,GAAG,GAAG,MAAM,GAAG,CAAC,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CACtD,6BAA6B,EAC7B,GAAG,CAAC,GAAG,CACR,CAAC;QAEF,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE;YACb,OAAO,EAAE,GAAG,EAAE,CAAC;SAChB;QAED,IAAI,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,EAAE;YACvB,MAAM,IAAA,gBAAU,EACd,GAAG,CAAC,QAAQ,EACZ,IAAA,iCAA2B,EAAC,GAAG,CAAC,IAAI,EAAE,MAAM,EAAE;gBAC5C,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;aAC1C,CAAC,CACH,CAAC;SACH;QAED,OAAO;YACL,GAAG,EAAE;gBACH,IAAI,EAAE,CAAC;gBACP,OAAO,EAAE,IAAI;gBACb,IAAI,EAAE;oBACJ,KAAK,EAAE,GAAG,CAAC,IAAI,CAAC,MAAM;iBACvB;aACF;SACF,CAAC;IACJ,CAAC,CACF,CAAC;AACJ,CAAC,CAAC;AAnFW,QAAA,oCAAoC,wCAmF/C","sourcesContent":["import { IServiceOptions, Terminal } from '@yuants/protocol';\nimport { buildInsertManyIntoTableSQL, requestSQL } from '@yuants/sql';\nimport { encodePath, escapeRegExp } from '@yuants/utils';\n\n/**\n * Provide series from time backward service\n *\n * 提供从时间点向前 (不包含该时间点) 查询序列数据的服务\n *\n * @public\n */\nexport const provideSeriesFromTimeBackwardService = <\n T extends { series_id: string; created_at: string },\n>(ctx: {\n terminal: Terminal;\n type: string;\n series_id_prefix_parts: string[];\n queryFn: (ctx: { series_id: string; time: string }) => Promise<T[]>;\n serviceOptions?: IServiceOptions;\n}) => {\n interface IQuerySeriesFromTimeBackwardReq {\n time: string;\n type: string;\n series_id: string;\n }\n\n ctx.terminal.server.provideService<IQuerySeriesFromTimeBackwardReq, T[]>(\n 'QuerySeriesFromTimeBackward',\n {\n type: 'object',\n required: ['type', 'series_id', 'time'],\n properties: {\n type: { const: ctx.type },\n series_id: { type: 'string', pattern: `^${escapeRegExp(encodePath(ctx.series_id_prefix_parts))}/` },\n time: { type: 'string', format: 'date-time' },\n },\n },\n async (msg) => {\n const { time, series_id } = msg.req;\n\n const data = await ctx.queryFn({ series_id, time });\n\n return {\n res: {\n code: 0,\n message: 'OK',\n data,\n },\n };\n },\n ctx.serviceOptions,\n );\n\n ctx.terminal.server.provideService<IQuerySeriesFromTimeBackwardReq, {}>(\n 'UpdateSeriesFromTimeBackward',\n {\n type: 'object',\n required: ['type', 'series_id', 'time'],\n properties: {\n type: { const: ctx.type },\n series_id: { type: 'string' },\n time: { type: 'string', format: 'date-time' },\n },\n },\n async (msg) => {\n const res = await ctx.terminal.client.requestForResponse<IQuerySeriesFromTimeBackwardReq, T[]>(\n 'QuerySeriesFromTimeBackward',\n msg.req,\n );\n\n if (!res.data) {\n return { res };\n }\n\n if (res.data.length > 0) {\n await requestSQL(\n ctx.terminal,\n buildInsertManyIntoTableSQL(res.data, 'ohlc', {\n conflictKeys: ['series_id', 'created_at'],\n }),\n );\n }\n\n return {\n res: {\n code: 0,\n message: 'OK',\n data: {\n count: res.data.length,\n },\n },\n };\n },\n );\n};\n"]}
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