@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.
Files changed (110) hide show
  1. package/README.md +0 -4
  2. package/dist/account-actions-with-credential.js.map +1 -1
  3. package/dist/accountInfos/loan.js.map +1 -1
  4. package/dist/accountInfos/strategy.js.map +1 -1
  5. package/dist/accountInfos/uid.js +1 -1
  6. package/dist/accountInfos/uid.js.map +1 -1
  7. package/dist/api/private-api.js.map +1 -1
  8. package/dist/api/public-api.js.map +1 -1
  9. package/dist/experimental/getOrders.js.map +1 -1
  10. package/dist/experimental/getPositions.js.map +1 -1
  11. package/dist/experimental/product.js.map +1 -1
  12. package/dist/index.js +1 -1
  13. package/dist/index.js.map +1 -1
  14. package/dist/orders/cancelOrder.js.map +1 -1
  15. package/dist/orders/listOrders.js.map +1 -1
  16. package/dist/orders/modifyOrder.js.map +1 -1
  17. package/dist/orders/submitOrder.js.map +1 -1
  18. package/dist/public-data/market-order.js.map +1 -1
  19. package/dist/public-data/new-quote.js.map +1 -1
  20. package/dist/public-data/ohlc.js +13 -162
  21. package/dist/public-data/ohlc.js.map +1 -1
  22. package/dist/public-data/product.js.map +1 -1
  23. package/dist/public-data/quote.js.map +1 -1
  24. package/dist/services/interest-ledger-service.js +33 -0
  25. package/dist/services/interest-ledger-service.js.map +1 -0
  26. package/dist/services/interest-rate-service.js.map +1 -1
  27. package/dist/services/ohlc-service.js.map +1 -1
  28. package/dist/services.js.map +1 -1
  29. package/dist/trade.js.map +1 -1
  30. package/dist/transfer.js +1 -1
  31. package/dist/transfer.js.map +1 -1
  32. package/dist/ws.js +24 -24
  33. package/dist/ws.js.map +1 -1
  34. package/lib/account-actions-with-credential.js.map +1 -1
  35. package/lib/accountInfos/loan.js.map +1 -1
  36. package/lib/accountInfos/strategy.js.map +1 -1
  37. package/lib/accountInfos/trading.d.ts.map +1 -1
  38. package/lib/accountInfos/uid.d.ts +2 -2
  39. package/lib/accountInfos/uid.d.ts.map +1 -1
  40. package/lib/accountInfos/uid.js +1 -1
  41. package/lib/accountInfos/uid.js.map +1 -1
  42. package/lib/api/private-api.d.ts +4 -4
  43. package/lib/api/private-api.d.ts.map +1 -1
  44. package/lib/api/private-api.js +32 -32
  45. package/lib/api/private-api.js.map +1 -1
  46. package/lib/api/public-api.d.ts +1 -11
  47. package/lib/api/public-api.d.ts.map +1 -1
  48. package/lib/api/public-api.js.map +1 -1
  49. package/lib/experimental/getOrders.d.ts.map +1 -1
  50. package/lib/experimental/getOrders.js.map +1 -1
  51. package/lib/experimental/getPositions.d.ts.map +1 -1
  52. package/lib/experimental/getPositions.js.map +1 -1
  53. package/lib/experimental/product.d.ts.map +1 -1
  54. package/lib/experimental/product.js.map +1 -1
  55. package/lib/index.d.ts +1 -1
  56. package/lib/index.d.ts.map +1 -1
  57. package/lib/index.js +1 -1
  58. package/lib/index.js.map +1 -1
  59. package/lib/orders/cancelOrder.d.ts.map +1 -1
  60. package/lib/orders/cancelOrder.js.map +1 -1
  61. package/lib/orders/listOrders.d.ts.map +1 -1
  62. package/lib/orders/listOrders.js.map +1 -1
  63. package/lib/orders/modifyOrder.d.ts.map +1 -1
  64. package/lib/orders/modifyOrder.js.map +1 -1
  65. package/lib/orders/submitOrder.d.ts.map +1 -1
  66. package/lib/orders/submitOrder.js.map +1 -1
  67. package/lib/public-data/market-order.js.map +1 -1
  68. package/lib/public-data/new-quote.js.map +1 -1
  69. package/lib/public-data/ohlc.js +12 -161
  70. package/lib/public-data/ohlc.js.map +1 -1
  71. package/lib/public-data/product.js.map +1 -1
  72. package/lib/public-data/quote.js.map +1 -1
  73. package/lib/services/interest-ledger-service.d.ts +2 -0
  74. package/lib/services/interest-ledger-service.d.ts.map +1 -0
  75. package/lib/services/interest-ledger-service.js +35 -0
  76. package/lib/services/interest-ledger-service.js.map +1 -0
  77. package/lib/services/interest-rate-service.js.map +1 -1
  78. package/lib/services/ohlc-service.js.map +1 -1
  79. package/lib/services.js.map +1 -1
  80. package/lib/trade.js.map +1 -1
  81. package/lib/transfer.js +1 -1
  82. package/lib/transfer.js.map +1 -1
  83. package/lib/tsdoc-metadata.json +1 -1
  84. package/lib/ws.d.ts +1 -1
  85. package/lib/ws.d.ts.map +1 -1
  86. package/lib/ws.js +24 -24
  87. package/lib/ws.js.map +1 -1
  88. package/package.json +48 -48
  89. package/temp/build/typescript/ts_xKrCYDcc.json +1 -0
  90. package/temp/package-deps.json +25 -27
  91. package/temp/test/jest/haste-map-0104fb5fee08bd97aacd02300cdbf195-f3ddf881f4f21e2e5ae6006d95adf2b1-267deb988b5111321a1cf92c4d020334 +0 -0
  92. package/temp/vendor-okx.api.json +18 -2
  93. package/dist/public-data/interest_rate.js +0 -117
  94. package/dist/public-data/interest_rate.js.map +0 -1
  95. package/dist/utils/provideOHLCFromTimeBackwardService.js +0 -49
  96. package/dist/utils/provideOHLCFromTimeBackwardService.js.map +0 -1
  97. package/dist/utils/provideSeriesFromTimeBackwardService.js +0 -59
  98. package/dist/utils/provideSeriesFromTimeBackwardService.js.map +0 -1
  99. package/lib/public-data/interest_rate.d.ts +0 -2
  100. package/lib/public-data/interest_rate.d.ts.map +0 -1
  101. package/lib/public-data/interest_rate.js +0 -119
  102. package/lib/public-data/interest_rate.js.map +0 -1
  103. package/lib/utils/provideOHLCFromTimeBackwardService.d.ts +0 -24
  104. package/lib/utils/provideOHLCFromTimeBackwardService.d.ts.map +0 -1
  105. package/lib/utils/provideOHLCFromTimeBackwardService.js +0 -53
  106. package/lib/utils/provideOHLCFromTimeBackwardService.js.map +0 -1
  107. package/lib/utils/provideSeriesFromTimeBackwardService.d.ts +0 -22
  108. package/lib/utils/provideSeriesFromTimeBackwardService.d.ts.map +0 -1
  109. package/lib/utils/provideSeriesFromTimeBackwardService.js +0 -63
  110. package/lib/utils/provideSeriesFromTimeBackwardService.js.map +0 -1
@@ -1 +0,0 @@
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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"]}
@@ -1,22 +0,0 @@
1
- import { IServiceOptions, Terminal } from '@yuants/protocol';
2
- /**
3
- * Provide series from time backward service
4
- *
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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
6
- *
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- * @public
8
- */
9
- export declare const provideSeriesFromTimeBackwardService: <T extends {
10
- series_id: string;
11
- created_at: string;
12
- }>(ctx: {
13
- terminal: Terminal;
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- type: string;
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- series_id_prefix_parts: string[];
16
- 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;
22
- //# sourceMappingURL=provideSeriesFromTimeBackwardService.d.ts.map
@@ -1 +0,0 @@
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@@ -1,63 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.provideSeriesFromTimeBackwardService = void 0;
4
- const sql_1 = require("@yuants/sql");
5
- const utils_1 = require("@yuants/utils");
6
- /**
7
- * Provide series from time backward service
8
- *
9
- * 提供从时间点向前 (不包含该时间点) 查询序列数据的服务
10
- *
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- * @public
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- */
13
- const provideSeriesFromTimeBackwardService = (ctx) => {
14
- ctx.terminal.server.provideService('QuerySeriesFromTimeBackward', {
15
- type: 'object',
16
- required: ['type', 'series_id', 'time'],
17
- properties: {
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- type: { const: ctx.type },
19
- series_id: { type: 'string', pattern: `^${(0, utils_1.escapeRegExp)((0, utils_1.encodePath)(ctx.series_id_prefix_parts))}/` },
20
- time: { type: 'string', format: 'date-time' },
21
- },
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- }, async (msg) => {
23
- const { time, series_id } = msg.req;
24
- const data = await ctx.queryFn({ series_id, time });
25
- return {
26
- res: {
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- code: 0,
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- message: 'OK',
29
- data,
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- },
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- };
32
- }, ctx.serviceOptions);
33
- ctx.terminal.server.provideService('UpdateSeriesFromTimeBackward', {
34
- type: 'object',
35
- required: ['type', 'series_id', 'time'],
36
- properties: {
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- type: { const: ctx.type },
38
- series_id: { type: 'string' },
39
- time: { type: 'string', format: 'date-time' },
40
- },
41
- }, async (msg) => {
42
- const res = await ctx.terminal.client.requestForResponse('QuerySeriesFromTimeBackward', msg.req);
43
- if (!res.data) {
44
- return { res };
45
- }
46
- if (res.data.length > 0) {
47
- 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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- }
51
- 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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- });
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- };
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- exports.provideSeriesFromTimeBackwardService = provideSeriesFromTimeBackwardService;
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- //# sourceMappingURL=provideSeriesFromTimeBackwardService.js.map
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