@yuants/vendor-okx 0.31.11 → 0.32.0

package/temp/package-deps.json

@@ -1,13 +1,13 @@
 {
-    "apps/vendor-okx/CHANGELOG.json": "c57065d0a66e6a0dd16950491fb9130343374436",
-    "apps/vendor-okx/CHANGELOG.md": "35010b933041c4448d1d10abbee7a383083b14ee",
-    "apps/vendor-okx/README.md": "68caeb8e383d77ece973cd70f4b167b86abb54c3",
+    "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": "59f01db0fb87c899abf449abdd96c104ed7d6dda",
+    "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": "7fe5f99492c3139a15b0b64637cf426bd5249ab8",
+    "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",
@@ -33,10 +33,9 @@
     "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",
@@ -47,8 +46,6 @@
     "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": "78ed978c70324a38a821b4a91b473bb6423f73e4",

package/dist/public-data/interest_rate.js

@@ -1,118 +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 = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
-    function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
-    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 (_a) {
-        return __asyncGenerator(this, arguments, function* ({ series_id, started_at, ended_at }) {
-            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

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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

@@ -1,120 +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 = Object.create((typeof AsyncIterator === "function" ? AsyncIterator : Object).prototype), verb("next"), verb("throw"), verb("return", awaitReturn), i[Symbol.asyncIterator] = function () { return this; }, i;
-    function awaitReturn(f) { return function (v) { return Promise.resolve(v).then(f, reject); }; }
-    function verb(n, f) { if (g[n]) { i[n] = function (v) { return new Promise(function (a, b) { q.push([n, v, a, b]) > 1 || resume(n, v); }); }; if (f) i[n] = f(i[n]); } }
-    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 (_a) {
-        return __asyncGenerator(this, arguments, function* ({ series_id, started_at, ended_at }) {
-            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

package/lib/public-data/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

package/lib/utils/provideOHLCFromTimeBackwardService.js.map

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package/lib/utils/provideSeriesFromTimeBackwardService.d.ts

@@ -1,22 +0,0 @@
-import { IServiceOptions, Terminal } from '@yuants/protocol';
-/**
- * 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 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;
-}) => void;
-//# sourceMappingURL=provideSeriesFromTimeBackwardService.d.ts.map

package/lib/utils/provideSeriesFromTimeBackwardService.d.ts.map

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