@yuants/vendor-okx 0.31.11 → 0.32.1

package/lib/public-data/ohlc.js.map

@@ -1 +1 @@
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{ IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { firstValueFrom, map, timer } from 'rxjs';\nimport { getHistoryCandles } from '../api/public-api';\nimport { provideOHLCFromTimeBackwardService } from '../utils/provideOHLCFromTimeBackwardService';\nimport { useOHLC } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_BAR_TYPE: Record<string, string> = {\n  PT1M: '1m',\n  PT3M: '3m',\n  PT5M: '5m',\n  PT15M: '15m',\n  PT30M: '30m',\n\n  PT1H: '1H',\n  PT2H: '2H',\n  PT4H: '4H',\n  PT6H: '6H',\n  PT12H: '12H',\n\n  P1D: '1D',\n  P1W: '1W',\n  P1M: '1M',\n};\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n  PT1M: 'candle1m',\n  PT3M: 'candle3m',\n  PT5M: 'candle5m',\n  PT15M: 'candle15m',\n  PT30M: 'candle30m',\n\n  PT1H: 'candle1H',\n  PT2H: 'candle2H',\n  PT4H: 'candle4H',\n  PT6H: 'candle6H',\n  PT12H: 'candle12H',\n\n  P1D: 'candle1D',\n  P1W: 'candle1W',\n  P1M: 'candle1M',\n};\n\ntype IOHLCV2WriteRow = Pick<\n  IOHLC,\n  'series_id' | 'created_at' | 'closed_at' | 'open' | 'high' | 'low' | 'close' | 'volume' | 'open_interest'\n> & { __origin: IOHLC };\n\nconst OHLC_V2_WRITE_COLUMNS: Array<keyof IOHLCV2WriteRow> = [\n  'series_id',\n  'created_at',\n  'closed_at',\n  'open',\n  'high',\n  'low',\n  'close',\n  'volume',\n  'open_interest',\n];\n\ncreateSeriesProvider<IOHLC>(terminal, {\n  tableName: 'ohlc',\n  series_id_prefix_parts: ['OKX'],\n  reversed: true,\n  serviceOptions: { concurrent: 1 },\n  queryFn: async function* ({ series_id, ended_at }) {\n    const [datasource_id, product_id, duration] = decodePath(series_id);\n    const offset = convertDurationToOffset(duration);\n    if (!datasource_id) {\n      throw 'datasource_id is required';\n    }\n    if (!product_id) {\n      throw 'product_id is required';\n    }\n    if (!offset) {\n      throw 'duration is invalid';\n    }\n    const [instType, instId] = decodePath(product_id);\n    if (!instId) {\n      throw `invalid product_id: ${product_id}`;\n    }\n\n    const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n    if (!bar) {\n      throw `unsupported duration: ${duration}`;\n    }\n\n    let currentStartTime = ended_at;\n\n    while (true) {\n      // 向前翻页，时间降序，不含 after 时间点\n      const res = await getHistoryCandles({\n        instId,\n        bar,\n        after: `${currentStartTime}`,\n        limit: '100',\n      });\n      if (res.code !== '0') {\n        throw `API failed: ${res.code} ${res.msg}`;\n      }\n      if (res.data.length === 0) break;\n      currentStartTime = +res.data[res.data.length - 1][0];\n      const data = res.data.map(\n        (x): IOHLC => ({\n          series_id,\n          datasource_id,\n          product_id,\n          duration,\n          created_at: formatTime(+x[0]),\n          closed_at: formatTime(+x[0] + offset),\n          open: x[1],\n          high: x[2],\n          low: x[3],\n          close: x[4],\n          volume: x[5],\n          open_interest: '0',\n        }),\n      );\n      yield data;\n      await firstValueFrom(timer(1000));\n    }\n  },\n});\n\nterminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n  const [datasource_id, product_id, duration] = decodePath(series_id);\n  const [instType, instId] = decodePath(product_id);\n  const offset = convertDurationToOffset(duration);\n  if (!datasource_id) {\n    throw 'datasource_id is required';\n  }\n  if (!product_id) {\n    throw 'product_id is required';\n  }\n  if (!instType || !instId) {\n    throw `invalid product_id: ${product_id}`;\n  }\n  if (!offset) {\n    throw 'duration is invalid';\n  }\n  const series_id_v2 = `${encodePath(datasource_id, instType, instId)}/${duration}`;\n  const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n  console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);\n\n  return useOHLC(candleType, instId).pipe(\n    map((data): IOHLC => {\n      const created_at = Number(data[0][0]);\n      const closed_at = created_at + offset;\n      const open = data[0][1];\n      const high = data[0][2];\n      const low = data[0][3];\n      const close = data[0][4];\n      const volume = data[0][5];\n      return {\n        closed_at: formatTime(closed_at),\n        created_at: formatTime(created_at),\n        open,\n        high,\n        low,\n        close,\n        series_id,\n        datasource_id,\n        duration,\n        product_id,\n        volume,\n        open_interest: '0',\n      };\n    }),\n    map(\n      (x): IOHLCV2WriteRow => ({\n        __origin: x,\n        series_id: series_id_v2,\n        created_at: x.created_at,\n        closed_at: x.closed_at,\n        open: x.open,\n        high: x.high,\n        low: x.low,\n        close: x.close,\n        volume: x.volume,\n        open_interest: x.open_interest,\n      }),\n    ),\n    writeToSQL({\n      tableName: 'ohlc_v2',\n      columns: OHLC_V2_WRITE_COLUMNS,\n      conflictKeys: ['series_id', 'created_at'],\n      writeInterval: 1000,\n      terminal,\n    }),\n    map((x) => x.__origin),\n    writeToSQL({\n      tableName: 'ohlc',\n      conflictKeys: ['series_id', 'created_at'],\n      writeInterval: 1000,\n      terminal,\n    }),\n  );\n});\n\nprovideOHLCFromTimeBackwardService({\n  terminal,\n  datasource_id: 'OKX',\n  supported_durations: Object.keys(DURATION_TO_OKX_BAR_TYPE),\n  queryFn: async ({ series_id, datasource_id, product_id, duration, offset, time }) => {\n    const [instType, instId] = decodePath(product_id);\n    if (!instId) {\n      throw `invalid product_id: ${product_id}`;\n    }\n\n    const bar = DURATION_TO_OKX_BAR_TYPE[duration];\n    if (!bar) {\n      throw `unsupported duration: ${duration}`;\n    }\n\n    // 从指定时间点向过去获取一页数据\n    const res = await getHistoryCandles({\n      instId,\n      bar,\n      after: `${new Date(time).getTime()}`, // 不包含该时间点 (标准的右开)\n      limit: `300`,\n    });\n\n    if (res.code !== '0') {\n      throw `API failed: ${res.code} ${res.msg}`;\n    }\n\n    return res.data.map(\n      (x): IOHLC => ({\n        series_id,\n        datasource_id,\n        product_id,\n        duration,\n        created_at: formatTime(+x[0]),\n        closed_at: formatTime(+x[0] + offset),\n        open: x[1],\n        high: x[2],\n        low: x[3],\n        close: x[4],\n        volume: x[5],\n        open_interest: '0',\n      }),\n    );\n  },\n  serviceOptions: {\n    // Rate limit: 20 requests per 2 seconds\n    egress_token_capacity: 20,\n    egress_token_refill_interval: 2000,\n  },\n});\n"]}
+{"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;AAAA,iDAAkF;AAClF,+CAA4C;AAC5C,qCAAyC;AACzC,yCAA4F;AAC5F,+BAA2B;AAC3B,8BAAgC;AAEhC,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,aAAa;AACb,gCAAgC;AAChC,8BAA8B;AAC9B,8CAA8C;AAE9C,MAAM,2BAA2B,GAA2B;IAC1D,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,KAAK,EAAE,WAAW;IAClB,KAAK,EAAE,WAAW;IAElB,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,IAAI,EAAE,UAAU;IAChB,KAAK,EAAE,WAAW;IAElB,GAAG,EAAE,UAAU;IACf,GAAG,EAAE,UAAU;IACf,GAAG,EAAE,UAAU;CAChB,CAAC;AAEF,MAAM,qBAAqB,GAAuB;IAChD,WAAW;IACX,YAAY;IACZ,WAAW;IACX,MAAM;IACN,MAAM;IACN,KAAK;IACL,OAAO;IACP,QAAQ;IACR,eAAe;CAChB,CAAC;AAEF,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,SAAS,EAAE,EAAE;IAC1E,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,IAAA,8BAAkB,EAAC,SAAS,CAAC,CAAC;IAC/D,MAAM,CAAC,aAAa,EAAE,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;IACjE,MAAM,MAAM,GAAG,IAAA,+BAAuB,EAAC,QAAQ,CAAC,CAAC;IACjD,IAAI,CAAC,aAAa,EAAE,CAAC;QACnB,MAAM,2BAA2B,CAAC;IACpC,CAAC;IACD,IAAI,CAAC,QAAQ,IAAI,CAAC,MAAM,EAAE,CAAC;QACzB,MAAM,uBAAuB,UAAU,EAAE,CAAC;IAC5C,CAAC;IACD,IAAI,CAAC,MAAM,EAAE,CAAC;QACZ,MAAM,qBAAqB,CAAC;IAC9B,CAAC;IACD,MAAM,eAAe,GAAG,IAAA,kBAAU,EAAC,aAAa,EAAE,QAAQ,EAAE,MAAM,CAAC,CAAC;IACpE,MAAM,UAAU,GAAG,2BAA2B,CAAC,QAAQ,CAAC,CAAC;IACzD,IAAI,CAAC,UAAU,EAAE,CAAC;QAChB,MAAM,yBAAyB,QAAQ,EAAE,CAAC;IAC5C,CAAC;IACD,MAAM,oBAAoB,GAAG,IAAA,8BAAkB,EAAC,eAAe,EAAE,QAAQ,CAAC,CAAC;IAC3E,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,WAAW,EAAE,oBAAoB,EAAE,eAAe,CAAC,CAAC;IAEzF,OAAO,IAAA,YAAO,EAAC,UAAU,EAAE,MAAM,CAAC,CAAC,IAAI,CACrC,IAAA,UAAG,EAAC,CAAC,IAAI,EAAS,EAAE;QAClB,MAAM,UAAU,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACtC,MAAM,SAAS,GAAG,UAAU,GAAG,MAAM,CAAC;QACtC,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACxB,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACxB,MAAM,GAAG,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,KAAK,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACzB,MAAM,MAAM,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAC1B,OAAO;YACL,SAAS,EAAE,IAAA,kBAAU,EAAC,SAAS,CAAC;YAChC,UAAU,EAAE,IAAA,kBAAU,EAAC,UAAU,CAAC;YAClC,IAAI;YACJ,IAAI;YACJ,GAAG;YACH,KAAK;YACL,SAAS,EAAE,oBAAoB;YAC/B,aAAa;YACb,QAAQ;YACR,UAAU,EAAE,eAAe;YAC3B,MAAM;YACN,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC,EACF,IAAA,gBAAU,EAAC;QACT,SAAS,EAAE,SAAS;QACpB,OAAO,EAAE,qBAAqB;QAC9B,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;QACzC,aAAa,EAAE,IAAI;QACnB,QAAQ;KACT,CAAC,CACH,CAAC;AACJ,CAAC,CAAC,CAAC","sourcesContent":["import { decodeOHLCSeriesId, encodeOHLCSeriesId, IOHLC } from '@yuants/data-ohlc';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, encodePath, formatTime } from '@yuants/utils';\nimport { map } from 'rxjs';\nimport { useOHLC } from '../ws';\n\nconst terminal = Terminal.fromNodeEnv();\n\n// 时间粒度，默认值1m\n// 如 [1m/3m/5m/15m/30m/1H/2H/4H]\n// 香港时间开盘价k线：[6H/12H/1D/1W/1M]\n// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/1Wutc/1Mutc]\n\nconst DURATION_TO_OKX_CANDLE_TYPE: Record<string, string> = {\n  PT1M: 'candle1m',\n  PT3M: 'candle3m',\n  PT5M: 'candle5m',\n  PT15M: 'candle15m',\n  PT30M: 'candle30m',\n\n  PT1H: 'candle1H',\n  PT2H: 'candle2H',\n  PT4H: 'candle4H',\n  PT6H: 'candle6H',\n  PT12H: 'candle12H',\n\n  P1D: 'candle1D',\n  P1W: 'candle1W',\n  P1M: 'candle1M',\n};\n\nconst OHLC_V2_WRITE_COLUMNS: Array<keyof IOHLC> = [\n  'series_id',\n  'created_at',\n  'closed_at',\n  'open',\n  'high',\n  'low',\n  'close',\n  'volume',\n  'open_interest',\n];\n\nterminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {\n  const { product_id, duration } = decodeOHLCSeriesId(series_id);\n  const [datasource_id, instType, instId] = decodePath(product_id);\n  const offset = convertDurationToOffset(duration);\n  if (!datasource_id) {\n    throw 'datasource_id is required';\n  }\n  if (!instType || !instId) {\n    throw `invalid product_id: ${product_id}`;\n  }\n  if (!offset) {\n    throw 'duration is invalid';\n  }\n  const product_id_path = encodePath(datasource_id, instType, instId);\n  const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];\n  if (!candleType) {\n    throw `unsupported duration: ${duration}`;\n  }\n  const normalized_series_id = encodeOHLCSeriesId(product_id_path, duration);\n  console.info(formatTime(Date.now()), `subscribe`, normalized_series_id, product_id_path);\n\n  return useOHLC(candleType, instId).pipe(\n    map((data): IOHLC => {\n      const created_at = Number(data[0][0]);\n      const closed_at = created_at + offset;\n      const open = data[0][1];\n      const high = data[0][2];\n      const low = data[0][3];\n      const close = data[0][4];\n      const volume = data[0][5];\n      return {\n        closed_at: formatTime(closed_at),\n        created_at: formatTime(created_at),\n        open,\n        high,\n        low,\n        close,\n        series_id: normalized_series_id,\n        datasource_id,\n        duration,\n        product_id: product_id_path,\n        volume,\n        open_interest: '0',\n      };\n    }),\n    writeToSQL({\n      tableName: 'ohlc_v2',\n      columns: OHLC_V2_WRITE_COLUMNS,\n      conflictKeys: ['series_id', 'created_at'],\n      writeInterval: 1000,\n      terminal,\n    }),\n  );\n});\n"]}

package/lib/services/interest-ledger-service.js

@@ -8,28 +8,32 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
 const WINDOW_MS = 365 * 24 * 3600000;
 const fetchInterestRateLedgerBackward = async (req) => {
     var _a;
-    const params = {};
-    params.end = req.time.toString();
-    params.begin = (req.time - WINDOW_MS).toString();
-    params.limit = 100;
-    params.type = req.ledger_type;
-    const res = await (0, private_api_1.getAccountBillsArchive)(req.credential.payload, params);
-    return ((_a = res.data) !== null && _a !== void 0 ? _a : [])
-        .map((v) => {
-        const ms = Number(v.ts);
-        return {
-            id: v.billId,
-            product_id: (0, utils_1.encodePath)('OKX', v.instType, v.instId),
-            amount: v.balChg,
-            account_id: req.account_id,
-            currency: v.ccy,
-            created_at: (0, utils_1.formatTime)(ms),
-        };
-    })
-        .filter((x) => Date.parse(x.created_at) <= req.time);
+    if (req.ledger_type === 'FUNDING_FEE') {
+        const params = {};
+        params.end = req.time.toString();
+        params.begin = (req.time - WINDOW_MS).toString();
+        params.limit = 100;
+        params.type = '8';
+        const res = await (0, private_api_1.getAccountBillsArchive)(req.credential.payload, params);
+        return ((_a = res.data) !== null && _a !== void 0 ? _a : [])
+            .map((v) => {
+            const ms = Number(v.ts);
+            return {
+                id: v.billId,
+                product_id: (0, utils_1.encodePath)('OKX', v.instType, v.instId),
+                amount: v.balChg,
+                account_id: req.account_id,
+                currency: v.ccy,
+                created_at: (0, utils_1.formatTime)(ms),
+            };
+        })
+            .filter((x) => Date.parse(x.created_at) <= req.time);
+    }
+    return [];
 };
 (0, exchange_1.provideInterestLedgerService)(terminal, {
     direction: 'backward',
     type: 'OKX',
+    ledger_type: ['FUNDING_FEE'],
 }, fetchInterestRateLedgerBackward);
 //# sourceMappingURL=interest-ledger-service.js.map

package/lib/services/interest-ledger-service.js.map

@@ -1 +1 @@
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+{"version":3,"file":"interest-ledger-service.js","sourceRoot":"","sources":["../../src/services/interest-ledger-service.ts"],"names":[],"mappings":";;AACA,+CAA4C;AAC5C,yCAAuD;AACvD,+CAAgE;AAChE,oDAA4D;AAO5D,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,SAAS,GAAG,GAAG,GAAG,EAAE,GAAG,OAAQ,CAAC;AAEtC,MAAM,+BAA+B,GAAG,KAAK,EAAE,GAK9C,EAA8B,EAAE;;IAC/B,IAAI,GAAG,CAAC,WAAW,KAAK,aAAa,EAAE,CAAC;QACtC,MAAM,MAAM,GAAoC,EAAE,CAAC;QACnD,MAAM,CAAC,GAAG,GAAG,GAAG,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC;QACjC,MAAM,CAAC,KAAK,GAAG,CAAC,GAAG,CAAC,IAAI,GAAG,SAAS,CAAC,CAAC,QAAQ,EAAE,CAAC;QACjD,MAAM,CAAC,KAAK,GAAG,GAAG,CAAC;QACnB,MAAM,CAAC,IAAI,GAAG,GAAG,CAAC;QAClB,MAAM,GAAG,GAAG,MAAM,IAAA,oCAAsB,EAAC,GAAG,CAAC,UAAU,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QACzE,OAAO,CAAC,MAAA,GAAG,CAAC,IAAI,mCAAI,EAAE,CAAC;aACpB,GAAG,CAAC,CAAC,CAAC,EAAmB,EAAE;YAC1B,MAAM,EAAE,GAAG,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YACxB,OAAO;gBACL,EAAE,EAAE,CAAC,CAAC,MAAM;gBACZ,UAAU,EAAE,IAAA,kBAAU,EAAC,KAAK,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC,MAAM,CAAC;gBACnD,MAAM,EAAE,CAAC,CAAC,MAAM;gBAChB,UAAU,EAAE,GAAG,CAAC,UAAU;gBAC1B,QAAQ,EAAE,CAAC,CAAC,GAAG;gBACf,UAAU,EAAE,IAAA,kBAAU,EAAC,EAAE,CAAC;aACR,CAAC;QACvB,CAAC,CAAC;aACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,UAAW,CAAC,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;IAC1D,CAAC;IACD,OAAO,EAAE,CAAC;AACZ,CAAC,CAAC;AAEF,IAAA,uCAA4B,EAC1B,QAAQ,EACR;IACE,SAAS,EAAE,UAAU;IACrB,IAAI,EAAE,KAAK;IACX,WAAW,EAAE,CAAC,aAAa,CAAC;CAC7B,EACD,+BAA+B,CAChC,CAAC","sourcesContent":["import { IInterestLedger } from '@yuants/data-interest-rate';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { provideInterestLedgerService } from '@yuants/exchange';\nimport { getAccountBillsArchive } from '../api/private-api';\n\ninterface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst WINDOW_MS = 365 * 24 * 3600_000;\n\nconst fetchInterestRateLedgerBackward = async (req: {\n  credential: IExchangeCredential;\n  account_id: string;\n  time: number;\n  ledger_type: string;\n}): Promise<IInterestLedger[]> => {\n  if (req.ledger_type === 'FUNDING_FEE') {\n    const params: Record<string, string | number> = {};\n    params.end = req.time.toString();\n    params.begin = (req.time - WINDOW_MS).toString();\n    params.limit = 100;\n    params.type = '8';\n    const res = await getAccountBillsArchive(req.credential.payload, params);\n    return (res.data ?? [])\n      .map((v): IInterestLedger => {\n        const ms = Number(v.ts);\n        return {\n          id: v.billId,\n          product_id: encodePath('OKX', v.instType, v.instId),\n          amount: v.balChg,\n          account_id: req.account_id,\n          currency: v.ccy,\n          created_at: formatTime(ms),\n        } as IInterestLedger;\n      })\n      .filter((x) => Date.parse(x.created_at!) <= req.time);\n  }\n  return [];\n};\n\nprovideInterestLedgerService(\n  terminal,\n  {\n    direction: 'backward',\n    type: 'OKX',\n    ledger_type: ['FUNDING_FEE'],\n  },\n  fetchInterestRateLedgerBackward,\n);\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@yuants/vendor-okx",
-  "version": "0.31.11",
+  "version": "0.32.1",
   "main": "lib/index.js",
   "files": [
     "dist",
@@ -10,20 +10,20 @@
   "dependencies": {
     "rxjs": "~7.5.6",
     "ws": "~8.8.1",
-    "@yuants/protocol": "0.54.1",
     "@yuants/transfer": "0.2.48",
-    "@yuants/data-order": "0.7.9",
     "@yuants/data-account": "0.11.8",
+    "@yuants/protocol": "0.54.1",
+    "@yuants/data-order": "0.7.9",
     "@yuants/utils": "0.19.4",
     "@yuants/cache": "0.3.12",
     "@yuants/sql": "0.9.39",
-    "@yuants/data-product": "0.5.9",
     "@yuants/data-series": "0.3.61",
     "@yuants/data-ohlc": "0.6.4",
+    "@yuants/data-product": "0.5.9",
     "@yuants/data-interest-rate": "0.2.8",
     "@yuants/data-quote": "0.4.8",
     "@yuants/data-trade": "0.1.30",
-    "@yuants/exchange": "0.8.11"
+    "@yuants/exchange": "0.8.12"
   },
   "devDependencies": {
     "@microsoft/api-extractor": "~7.55.2",
@@ -35,8 +35,8 @@
     "typescript": "~5.9.3",
     "ts-node": "~10.9.2",
     "@types/ws": "~8.5.3",
-    "@yuants/tool-kit": "0.2.2",
-    "@yuants/extension": "0.2.40"
+    "@yuants/extension": "0.2.40",
+    "@yuants/tool-kit": "0.2.2"
   },
   "publishConfig": {
     "registry": "https://registry.npmjs.org",