@yuants/vendor-okx 0.31.8 → 0.31.10

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 (6) hide show
  1. package/dist/public-data/ohlc.js +37 -5
  2. package/dist/public-data/ohlc.js.map +1 -1
  3. package/lib/public-data/ohlc.js +36 -4
  4. package/lib/public-data/ohlc.js.map +1 -1
  5. package/package.json +3 -3
  6. package/temp/package-deps.json +6 -6
package/dist/public-data/ohlc.js CHANGED
@@ -13,7 +13,7 @@ var __asyncGenerator = (this && this.__asyncGenerator) || function (thisArg, _ar
13
13
  import { createSeriesProvider } from '@yuants/data-series';
14
14
  import { Terminal } from '@yuants/protocol';
15
15
  import { writeToSQL } from '@yuants/sql';
16
- import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
16
+ import { convertDurationToOffset, decodePath, encodePath, formatTime } from '@yuants/utils';
17
17
  import { firstValueFrom, map, timer } from 'rxjs';
18
18
  import { getHistoryCandles } from '../api/public-api';
19
19
  import { provideOHLCFromTimeBackwardService } from '../utils/provideOHLCFromTimeBackwardService';
@@ -53,6 +53,17 @@ const DURATION_TO_OKX_CANDLE_TYPE = {
53
53
  P1W: 'candle1W',
54
54
  P1M: 'candle1M',
55
55
  };
56
+ const OHLC_V2_WRITE_COLUMNS = [
57
+ 'series_id',
58
+ 'created_at',
59
+ 'closed_at',
60
+ 'open',
61
+ 'high',
62
+ 'low',
63
+ 'close',
64
+ 'volume',
65
+ 'open_interest',
66
+ ];
56
67
  createSeriesProvider(terminal, {
57
68
  tableName: 'ohlc',
58
69
  series_id_prefix_parts: ['OKX'],
@@ -116,7 +127,7 @@ createSeriesProvider(terminal, {
116
127
  });
117
128
  terminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
118
129
  const [datasource_id, product_id, duration] = decodePath(series_id);
119
- const [, instId] = decodePath(product_id);
130
+ const [instType, instId] = decodePath(product_id);
120
131
  const offset = convertDurationToOffset(duration);
121
132
  if (!datasource_id) {
122
133
  throw 'datasource_id is required';
@@ -124,9 +135,13 @@ terminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
124
135
  if (!product_id) {
125
136
  throw 'product_id is required';
126
137
  }
138
+ if (!instType || !instId) {
139
+ throw `invalid product_id: ${product_id}`;
140
+ }
127
141
  if (!offset) {
128
142
  throw 'duration is invalid';
129
143
  }
144
+ const series_id_v2 = `${encodePath(datasource_id, instType, instId)}/${duration}`;
130
145
  const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];
131
146
  console.info(formatTime(Date.now()), `subscribe`, series_id, product_id);
132
147
  return useOHLC(candleType, instId).pipe(map((data) => {
@@ -151,11 +166,28 @@ terminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
151
166
  volume,
152
167
  open_interest: '0',
153
168
  };
154
- }), writeToSQL({
169
+ }), map((x) => ({
170
+ __origin: x,
171
+ series_id: series_id_v2,
172
+ created_at: x.created_at,
173
+ closed_at: x.closed_at,
174
+ open: x.open,
175
+ high: x.high,
176
+ low: x.low,
177
+ close: x.close,
178
+ volume: x.volume,
179
+ open_interest: x.open_interest,
180
+ })), writeToSQL({
181
+ tableName: 'ohlc_v2',
182
+ columns: OHLC_V2_WRITE_COLUMNS,
183
+ conflictKeys: ['series_id', 'created_at'],
184
+ writeInterval: 1000,
185
+ terminal,
186
+ }), map((x) => x.__origin), writeToSQL({
155
187
  tableName: 'ohlc',
156
- conflictKeys: ['created_at', 'series_id'],
188
+ conflictKeys: ['series_id', 'created_at'],
157
189
  writeInterval: 1000,
158
- terminal: Terminal.fromNodeEnv(),
190
+ terminal,
159
191
  }));
160
192
  });
161
193
  provideOHLCFromTimeBackwardService({
package/dist/public-data/ohlc.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAClD,OAAO,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AACtD,OAAO,EAAE,kCAAkC,EAAE,MAAM,6CAA6C,CAAC;AACjG,OAAO,EAAE,OAAO,EAAE,MAAM,OAAO,CAAC;AAEhC,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,aAAa;AACb,gCAAgC;AAChC,8BAA8B;AAC9B,8CAA8C;AAE9C,MAAM,wBAAwB,GAA2B;IACvD,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IAEZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IAEZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,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,oBAAoB,CAAQ,QAAQ,EAAE;IACpC,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,KAAK,CAAC;IAC/B,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,QAAQ,EAAE;;YAC/C,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YACpE,MAAM,MAAM,GAAG,uBAAuB,CAAC,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,CAAC,MAAM,EAAE;gBACX,MAAM,qBAAqB,CAAC;aAC7B;YACD,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAClD,IAAI,CAAC,MAAM,EAAE;gBACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;aAC3C;YAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;YAC/C,IAAI,CAAC,GAAG,EAAE;gBACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;aAC3C;YAED,IAAI,gBAAgB,GAAG,QAAQ,CAAC;YAEhC,OAAO,IAAI,EAAE;gBACX,yBAAyB;gBACzB,MAAM,GAAG,GAAG,cAAM,iBAAiB,CAAC;oBAClC,MAAM;oBACN,GAAG;oBACH,KAAK,EAAE,GAAG,gBAAgB,EAAE;oBAC5B,KAAK,EAAE,KAAK;iBACb,CAAC,CAAA,CAAC;gBACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;oBACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;iBAC5C;gBACD,IAAI,GAAG,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBACjC,gBAAgB,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;gBACrD,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,GAAG,CACvB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;oBACb,SAAS;oBACT,aAAa;oBACb,UAAU;oBACV,QAAQ;oBACR,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBAC7B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;oBACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;oBACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;oBACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;oBACZ,aAAa,EAAE,GAAG;iBACnB,CAAC,CACH,CAAC;gBACF,oBAAM,IAAI,CAAA,CAAC;gBACX,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC;AAEH,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,SAAS,EAAE,EAAE;IAC1E,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;IACpE,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC1C,MAAM,MAAM,GAAG,uBAAuB,CAAC,QAAQ,CAAC,CAAC;IACjD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,2BAA2B,CAAC;KACnC;IACD,IAAI,CAAC,UAAU,EAAE;QACf,MAAM,wBAAwB,CAAC;KAChC;IACD,IAAI,CAAC,MAAM,EAAE;QACX,MAAM,qBAAqB,CAAC;KAC7B;IACD,MAAM,UAAU,GAAG,2BAA2B,CAAC,QAAQ,CAAC,CAAC;IACzD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,WAAW,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;IAEzE,OAAO,OAAO,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC,IAAI,CACrC,GAAG,CAAC,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,UAAU,CAAC,SAAS,CAAC;YAChC,UAAU,EAAE,UAAU,CAAC,UAAU,CAAC;YAClC,IAAI;YACJ,IAAI;YACJ,GAAG;YACH,KAAK;YACL,SAAS;YACT,aAAa;YACb,QAAQ;YACR,UAAU;YACV,MAAM;YACN,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC,EACF,UAAU,CAAC;QACT,SAAS,EAAE,MAAM;QACjB,YAAY,EAAE,CAAC,YAAY,EAAE,WAAW,CAAC;QACzC,aAAa,EAAE,IAAI;QACnB,QAAQ,EAAE,QAAQ,CAAC,WAAW,EAAE;KACjC,CAAC,CACH,CAAC;AACJ,CAAC,CAAC,CAAC;AAEH,kCAAkC,CAAC;IACjC,QAAQ;IACR,aAAa,EAAE,KAAK;IACpB,mBAAmB,EAAE,MAAM,CAAC,IAAI,CAAC,wBAAwB,CAAC;IAC1D,OAAO,EAAE,KAAK,EAAE,EAAE,SAAS,EAAE,aAAa,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,EAAE,EAAE;QAClF,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QAClD,IAAI,CAAC,MAAM,EAAE;YACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;SAC3C;QAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;QAC/C,IAAI,CAAC,GAAG,EAAE;YACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;SAC3C;QAED,kBAAkB;QAClB,MAAM,GAAG,GAAG,MAAM,iBAAiB,CAAC;YAClC,MAAM;YACN,GAAG;YACH,KAAK,EAAE,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE;YACpC,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;YACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;SAC5C;QAED,OAAO,GAAG,CAAC,IAAI,CAAC,GAAG,CACjB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;YACb,SAAS;YACT,aAAa;YACb,UAAU;YACV,QAAQ;YACR,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC7B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;YACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;YACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;YACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;YACZ,aAAa,EAAE,GAAG;SACnB,CAAC,CACH,CAAC;IACJ,CAAC;IACD,cAAc,EAAE;QACd,wCAAwC;QACxC,qBAAqB,EAAE,EAAE;QACzB,4BAA4B,EAAE,IAAI;KACnC;CACF,CAAC,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, 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\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 [, 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 (!offset) {\n throw 'duration is invalid';\n }\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 writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\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"]}
1
+ {"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC5F,OAAO,EAAE,cAAc,EAAE,GAAG,EAAE,KAAK,EAAE,MAAM,MAAM,CAAC;AAClD,OAAO,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AACtD,OAAO,EAAE,kCAAkC,EAAE,MAAM,6CAA6C,CAAC;AACjG,OAAO,EAAE,OAAO,EAAE,MAAM,OAAO,CAAC;AAEhC,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,aAAa;AACb,gCAAgC;AAChC,8BAA8B;AAC9B,8CAA8C;AAE9C,MAAM,wBAAwB,GAA2B;IACvD,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IAEZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IAEZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,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;AAOF,MAAM,qBAAqB,GAAiC;IAC1D,WAAW;IACX,YAAY;IACZ,WAAW;IACX,MAAM;IACN,MAAM;IACN,KAAK;IACL,OAAO;IACP,QAAQ;IACR,eAAe;CAChB,CAAC;AAEF,oBAAoB,CAAQ,QAAQ,EAAE;IACpC,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,KAAK,CAAC;IAC/B,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,QAAQ,EAAE;;YAC/C,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;YACpE,MAAM,MAAM,GAAG,uBAAuB,CAAC,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,CAAC,MAAM,EAAE;gBACX,MAAM,qBAAqB,CAAC;aAC7B;YACD,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;YAClD,IAAI,CAAC,MAAM,EAAE;gBACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;aAC3C;YAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;YAC/C,IAAI,CAAC,GAAG,EAAE;gBACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;aAC3C;YAED,IAAI,gBAAgB,GAAG,QAAQ,CAAC;YAEhC,OAAO,IAAI,EAAE;gBACX,yBAAyB;gBACzB,MAAM,GAAG,GAAG,cAAM,iBAAiB,CAAC;oBAClC,MAAM;oBACN,GAAG;oBACH,KAAK,EAAE,GAAG,gBAAgB,EAAE;oBAC5B,KAAK,EAAE,KAAK;iBACb,CAAC,CAAA,CAAC;gBACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;oBACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;iBAC5C;gBACD,IAAI,GAAG,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBACjC,gBAAgB,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;gBACrD,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,GAAG,CACvB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;oBACb,SAAS;oBACT,aAAa;oBACb,UAAU;oBACV,QAAQ;oBACR,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBAC7B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;oBACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;oBACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;oBACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;oBACZ,aAAa,EAAE,GAAG;iBACnB,CAAC,CACH,CAAC;gBACF,oBAAM,IAAI,CAAA,CAAC;gBACX,cAAM,cAAc,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC;AAEH,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,SAAS,EAAE,EAAE;IAC1E,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;IACpE,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAClD,MAAM,MAAM,GAAG,uBAAuB,CAAC,QAAQ,CAAC,CAAC;IACjD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,2BAA2B,CAAC;KACnC;IACD,IAAI,CAAC,UAAU,EAAE;QACf,MAAM,wBAAwB,CAAC;KAChC;IACD,IAAI,CAAC,QAAQ,IAAI,CAAC,MAAM,EAAE;QACxB,MAAM,uBAAuB,UAAU,EAAE,CAAC;KAC3C;IACD,IAAI,CAAC,MAAM,EAAE;QACX,MAAM,qBAAqB,CAAC;KAC7B;IACD,MAAM,YAAY,GAAG,GAAG,UAAU,CAAC,aAAa,EAAE,QAAQ,EAAE,MAAM,CAAC,IAAI,QAAQ,EAAE,CAAC;IAClF,MAAM,UAAU,GAAG,2BAA2B,CAAC,QAAQ,CAAC,CAAC;IACzD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,WAAW,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;IAEzE,OAAO,OAAO,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC,IAAI,CACrC,GAAG,CAAC,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,UAAU,CAAC,SAAS,CAAC;YAChC,UAAU,EAAE,UAAU,CAAC,UAAU,CAAC;YAClC,IAAI;YACJ,IAAI;YACJ,GAAG;YACH,KAAK;YACL,SAAS;YACT,aAAa;YACb,QAAQ;YACR,UAAU;YACV,MAAM;YACN,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC,EACF,GAAG,CACD,CAAC,CAAC,EAAmB,EAAE,CAAC,CAAC;QACvB,QAAQ,EAAE,CAAC;QACX,SAAS,EAAE,YAAY;QACvB,UAAU,EAAE,CAAC,CAAC,UAAU;QACxB,SAAS,EAAE,CAAC,CAAC,SAAS;QACtB,IAAI,EAAE,CAAC,CAAC,IAAI;QACZ,IAAI,EAAE,CAAC,CAAC,IAAI;QACZ,GAAG,EAAE,CAAC,CAAC,GAAG;QACV,KAAK,EAAE,CAAC,CAAC,KAAK;QACd,MAAM,EAAE,CAAC,CAAC,MAAM;QAChB,aAAa,EAAE,CAAC,CAAC,aAAa;KAC/B,CAAC,CACH,EACD,UAAU,CAAC;QACT,SAAS,EAAE,SAAS;QACpB,OAAO,EAAE,qBAAqB;QAC9B,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;QACzC,aAAa,EAAE,IAAI;QACnB,QAAQ;KACT,CAAC,EACF,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,EACtB,UAAU,CAAC;QACT,SAAS,EAAE,MAAM;QACjB,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;QACzC,aAAa,EAAE,IAAI;QACnB,QAAQ;KACT,CAAC,CACH,CAAC;AACJ,CAAC,CAAC,CAAC;AAEH,kCAAkC,CAAC;IACjC,QAAQ;IACR,aAAa,EAAE,KAAK;IACpB,mBAAmB,EAAE,MAAM,CAAC,IAAI,CAAC,wBAAwB,CAAC;IAC1D,OAAO,EAAE,KAAK,EAAE,EAAE,SAAS,EAAE,aAAa,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,EAAE,EAAE;QAClF,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QAClD,IAAI,CAAC,MAAM,EAAE;YACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;SAC3C;QAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;QAC/C,IAAI,CAAC,GAAG,EAAE;YACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;SAC3C;QAED,kBAAkB;QAClB,MAAM,GAAG,GAAG,MAAM,iBAAiB,CAAC;YAClC,MAAM;YACN,GAAG;YACH,KAAK,EAAE,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE;YACpC,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;YACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;SAC5C;QAED,OAAO,GAAG,CAAC,IAAI,CAAC,GAAG,CACjB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;YACb,SAAS;YACT,aAAa;YACb,UAAU;YACV,QAAQ;YACR,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC7B,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;YACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;YACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;YACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;YACZ,aAAa,EAAE,GAAG;SACnB,CAAC,CACH,CAAC;IACJ,CAAC;IACD,cAAc,EAAE;QACd,wCAAwC;QACxC,qBAAqB,EAAE,EAAE;QACzB,4BAA4B,EAAE,IAAI;KACnC;CACF,CAAC,CAAC","sourcesContent":["import { 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"]}
package/lib/public-data/ohlc.js CHANGED
@@ -55,6 +55,17 @@ const DURATION_TO_OKX_CANDLE_TYPE = {
55
55
  P1W: 'candle1W',
56
56
  P1M: 'candle1M',
57
57
  };
58
+ const OHLC_V2_WRITE_COLUMNS = [
59
+ 'series_id',
60
+ 'created_at',
61
+ 'closed_at',
62
+ 'open',
63
+ 'high',
64
+ 'low',
65
+ 'close',
66
+ 'volume',
67
+ 'open_interest',
68
+ ];
58
69
  (0, data_series_1.createSeriesProvider)(terminal, {
59
70
  tableName: 'ohlc',
60
71
  series_id_prefix_parts: ['OKX'],
@@ -118,7 +129,7 @@ const DURATION_TO_OKX_CANDLE_TYPE = {
118
129
  });
119
130
  terminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
120
131
  const [datasource_id, product_id, duration] = (0, utils_1.decodePath)(series_id);
121
- const [, instId] = (0, utils_1.decodePath)(product_id);
132
+ const [instType, instId] = (0, utils_1.decodePath)(product_id);
122
133
  const offset = (0, utils_1.convertDurationToOffset)(duration);
123
134
  if (!datasource_id) {
124
135
  throw 'datasource_id is required';
@@ -126,9 +137,13 @@ terminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
126
137
  if (!product_id) {
127
138
  throw 'product_id is required';
128
139
  }
140
+ if (!instType || !instId) {
141
+ throw `invalid product_id: ${product_id}`;
142
+ }
129
143
  if (!offset) {
130
144
  throw 'duration is invalid';
131
145
  }
146
+ const series_id_v2 = `${(0, utils_1.encodePath)(datasource_id, instType, instId)}/${duration}`;
132
147
  const candleType = DURATION_TO_OKX_CANDLE_TYPE[duration];
133
148
  console.info((0, utils_1.formatTime)(Date.now()), `subscribe`, series_id, product_id);
134
149
  return (0, ws_1.useOHLC)(candleType, instId).pipe((0, rxjs_1.map)((data) => {
@@ -153,11 +168,28 @@ terminal.channel.publishChannel('ohlc', { pattern: `^OKX/` }, (series_id) => {
153
168
  volume,
154
169
  open_interest: '0',
155
170
  };
156
- }), (0, sql_1.writeToSQL)({
171
+ }), (0, rxjs_1.map)((x) => ({
172
+ __origin: x,
173
+ series_id: series_id_v2,
174
+ created_at: x.created_at,
175
+ closed_at: x.closed_at,
176
+ open: x.open,
177
+ high: x.high,
178
+ low: x.low,
179
+ close: x.close,
180
+ volume: x.volume,
181
+ open_interest: x.open_interest,
182
+ })), (0, sql_1.writeToSQL)({
183
+ tableName: 'ohlc_v2',
184
+ columns: OHLC_V2_WRITE_COLUMNS,
185
+ conflictKeys: ['series_id', 'created_at'],
186
+ writeInterval: 1000,
187
+ terminal,
188
+ }), (0, rxjs_1.map)((x) => x.__origin), (0, sql_1.writeToSQL)({
157
189
  tableName: 'ohlc',
158
- conflictKeys: ['created_at', 'series_id'],
190
+ conflictKeys: ['series_id', 'created_at'],
159
191
  writeInterval: 1000,
160
- terminal: protocol_1.Terminal.fromNodeEnv(),
192
+ terminal,
161
193
  }));
162
194
  });
163
195
  (0, provideOHLCFromTimeBackwardService_1.provideOHLCFromTimeBackwardService)({
package/lib/public-data/ohlc.js.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,qCAAyC;AACzC,yCAAgF;AAChF,+BAAkD;AAClD,kDAAsD;AACtD,oGAAiG;AACjG,8BAAgC;AAEhC,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,aAAa;AACb,gCAAgC;AAChC,8BAA8B;AAC9B,8CAA8C;AAE9C,MAAM,wBAAwB,GAA2B;IACvD,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IAEZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IAEZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,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,IAAA,kCAAoB,EAAQ,QAAQ,EAAE;IACpC,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,KAAK,CAAC;IAC/B,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,QAAQ,EAAE;;YAC/C,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YACpE,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,CAAC,MAAM,EAAE;gBACX,MAAM,qBAAqB,CAAC;aAC7B;YACD,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;YAClD,IAAI,CAAC,MAAM,EAAE;gBACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;aAC3C;YAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;YAC/C,IAAI,CAAC,GAAG,EAAE;gBACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;aAC3C;YAED,IAAI,gBAAgB,GAAG,QAAQ,CAAC;YAEhC,OAAO,IAAI,EAAE;gBACX,yBAAyB;gBACzB,MAAM,GAAG,GAAG,cAAM,IAAA,8BAAiB,EAAC;oBAClC,MAAM;oBACN,GAAG;oBACH,KAAK,EAAE,GAAG,gBAAgB,EAAE;oBAC5B,KAAK,EAAE,KAAK;iBACb,CAAC,CAAA,CAAC;gBACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;oBACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;iBAC5C;gBACD,IAAI,GAAG,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBACjC,gBAAgB,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;gBACrD,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,GAAG,CACvB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;oBACb,SAAS;oBACT,aAAa;oBACb,UAAU;oBACV,QAAQ;oBACR,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBAC7B,SAAS,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;oBACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;oBACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;oBACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;oBACZ,aAAa,EAAE,GAAG;iBACnB,CAAC,CACH,CAAC;gBACF,oBAAM,IAAI,CAAA,CAAC;gBACX,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC;AAEH,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,SAAS,EAAE,EAAE;IAC1E,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;IACpE,MAAM,CAAC,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;IAC1C,MAAM,MAAM,GAAG,IAAA,+BAAuB,EAAC,QAAQ,CAAC,CAAC;IACjD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,2BAA2B,CAAC;KACnC;IACD,IAAI,CAAC,UAAU,EAAE;QACf,MAAM,wBAAwB,CAAC;KAChC;IACD,IAAI,CAAC,MAAM,EAAE;QACX,MAAM,qBAAqB,CAAC;KAC7B;IACD,MAAM,UAAU,GAAG,2BAA2B,CAAC,QAAQ,CAAC,CAAC;IACzD,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,WAAW,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;IAEzE,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;YACT,aAAa;YACb,QAAQ;YACR,UAAU;YACV,MAAM;YACN,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC,EACF,IAAA,gBAAU,EAAC;QACT,SAAS,EAAE,MAAM;QACjB,YAAY,EAAE,CAAC,YAAY,EAAE,WAAW,CAAC;QACzC,aAAa,EAAE,IAAI;QACnB,QAAQ,EAAE,mBAAQ,CAAC,WAAW,EAAE;KACjC,CAAC,CACH,CAAC;AACJ,CAAC,CAAC,CAAC;AAEH,IAAA,uEAAkC,EAAC;IACjC,QAAQ;IACR,aAAa,EAAE,KAAK;IACpB,mBAAmB,EAAE,MAAM,CAAC,IAAI,CAAC,wBAAwB,CAAC;IAC1D,OAAO,EAAE,KAAK,EAAE,EAAE,SAAS,EAAE,aAAa,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,EAAE,EAAE;QAClF,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;QAClD,IAAI,CAAC,MAAM,EAAE;YACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;SAC3C;QAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;QAC/C,IAAI,CAAC,GAAG,EAAE;YACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;SAC3C;QAED,kBAAkB;QAClB,MAAM,GAAG,GAAG,MAAM,IAAA,8BAAiB,EAAC;YAClC,MAAM;YACN,GAAG;YACH,KAAK,EAAE,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE;YACpC,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;YACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;SAC5C;QAED,OAAO,GAAG,CAAC,IAAI,CAAC,GAAG,CACjB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;YACb,SAAS;YACT,aAAa;YACb,UAAU;YACV,QAAQ;YACR,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC7B,SAAS,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;YACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;YACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;YACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;YACZ,aAAa,EAAE,GAAG;SACnB,CAAC,CACH,CAAC;IACJ,CAAC;IACD,cAAc,EAAE;QACd,wCAAwC;QACxC,qBAAqB,EAAE,EAAE;QACzB,4BAA4B,EAAE,IAAI;KACnC;CACF,CAAC,CAAC","sourcesContent":["import { IOHLC } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { convertDurationToOffset, decodePath, 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\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 [, 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 (!offset) {\n throw 'duration is invalid';\n }\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 writeToSQL({\n tableName: 'ohlc',\n conflictKeys: ['created_at', 'series_id'],\n writeInterval: 1000,\n terminal: Terminal.fromNodeEnv(),\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"]}
1
+ {"version":3,"file":"ohlc.js","sourceRoot":"","sources":["../../src/public-data/ohlc.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AACA,qDAA2D;AAC3D,+CAA4C;AAC5C,qCAAyC;AACzC,yCAA4F;AAC5F,+BAAkD;AAClD,kDAAsD;AACtD,oGAAiG;AACjG,8BAAgC;AAEhC,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,aAAa;AACb,gCAAgC;AAChC,8BAA8B;AAC9B,8CAA8C;AAE9C,MAAM,wBAAwB,GAA2B;IACvD,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IACZ,KAAK,EAAE,KAAK;IAEZ,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,IAAI;IACV,KAAK,EAAE,KAAK;IAEZ,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;CACV,CAAC;AAEF,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;AAOF,MAAM,qBAAqB,GAAiC;IAC1D,WAAW;IACX,YAAY;IACZ,WAAW;IACX,MAAM;IACN,MAAM;IACN,KAAK;IACL,OAAO;IACP,QAAQ;IACR,eAAe;CAChB,CAAC;AAEF,IAAA,kCAAoB,EAAQ,QAAQ,EAAE;IACpC,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,KAAK,CAAC;IAC/B,QAAQ,EAAE,IAAI;IACd,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,EAAE;IACjC,OAAO,EAAE,UAAiB,EAAE,SAAS,EAAE,QAAQ,EAAE;;YAC/C,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;YACpE,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,CAAC,MAAM,EAAE;gBACX,MAAM,qBAAqB,CAAC;aAC7B;YACD,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;YAClD,IAAI,CAAC,MAAM,EAAE;gBACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;aAC3C;YAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;YAC/C,IAAI,CAAC,GAAG,EAAE;gBACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;aAC3C;YAED,IAAI,gBAAgB,GAAG,QAAQ,CAAC;YAEhC,OAAO,IAAI,EAAE;gBACX,yBAAyB;gBACzB,MAAM,GAAG,GAAG,cAAM,IAAA,8BAAiB,EAAC;oBAClC,MAAM;oBACN,GAAG;oBACH,KAAK,EAAE,GAAG,gBAAgB,EAAE;oBAC5B,KAAK,EAAE,KAAK;iBACb,CAAC,CAAA,CAAC;gBACH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;oBACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;iBAC5C;gBACD,IAAI,GAAG,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC;oBAAE,MAAM;gBACjC,gBAAgB,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;gBACrD,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,GAAG,CACvB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;oBACb,SAAS;oBACT,aAAa;oBACb,UAAU;oBACV,QAAQ;oBACR,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;oBAC7B,SAAS,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;oBACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;oBACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;oBACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;oBACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;oBACZ,aAAa,EAAE,GAAG;iBACnB,CAAC,CACH,CAAC;gBACF,oBAAM,IAAI,CAAA,CAAC;gBACX,cAAM,IAAA,qBAAc,EAAC,IAAA,YAAK,EAAC,IAAI,CAAC,CAAC,CAAA,CAAC;aACnC;QACH,CAAC;KAAA;CACF,CAAC,CAAC;AAEH,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,MAAM,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,EAAE,CAAC,SAAS,EAAE,EAAE;IAC1E,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;IACpE,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;IAClD,MAAM,MAAM,GAAG,IAAA,+BAAuB,EAAC,QAAQ,CAAC,CAAC;IACjD,IAAI,CAAC,aAAa,EAAE;QAClB,MAAM,2BAA2B,CAAC;KACnC;IACD,IAAI,CAAC,UAAU,EAAE;QACf,MAAM,wBAAwB,CAAC;KAChC;IACD,IAAI,CAAC,QAAQ,IAAI,CAAC,MAAM,EAAE;QACxB,MAAM,uBAAuB,UAAU,EAAE,CAAC;KAC3C;IACD,IAAI,CAAC,MAAM,EAAE;QACX,MAAM,qBAAqB,CAAC;KAC7B;IACD,MAAM,YAAY,GAAG,GAAG,IAAA,kBAAU,EAAC,aAAa,EAAE,QAAQ,EAAE,MAAM,CAAC,IAAI,QAAQ,EAAE,CAAC;IAClF,MAAM,UAAU,GAAG,2BAA2B,CAAC,QAAQ,CAAC,CAAC;IACzD,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,WAAW,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;IAEzE,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;YACT,aAAa;YACb,QAAQ;YACR,UAAU;YACV,MAAM;YACN,aAAa,EAAE,GAAG;SACnB,CAAC;IACJ,CAAC,CAAC,EACF,IAAA,UAAG,EACD,CAAC,CAAC,EAAmB,EAAE,CAAC,CAAC;QACvB,QAAQ,EAAE,CAAC;QACX,SAAS,EAAE,YAAY;QACvB,UAAU,EAAE,CAAC,CAAC,UAAU;QACxB,SAAS,EAAE,CAAC,CAAC,SAAS;QACtB,IAAI,EAAE,CAAC,CAAC,IAAI;QACZ,IAAI,EAAE,CAAC,CAAC,IAAI;QACZ,GAAG,EAAE,CAAC,CAAC,GAAG;QACV,KAAK,EAAE,CAAC,CAAC,KAAK;QACd,MAAM,EAAE,CAAC,CAAC,MAAM;QAChB,aAAa,EAAE,CAAC,CAAC,aAAa;KAC/B,CAAC,CACH,EACD,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,EACF,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,EACtB,IAAA,gBAAU,EAAC;QACT,SAAS,EAAE,MAAM;QACjB,YAAY,EAAE,CAAC,WAAW,EAAE,YAAY,CAAC;QACzC,aAAa,EAAE,IAAI;QACnB,QAAQ;KACT,CAAC,CACH,CAAC;AACJ,CAAC,CAAC,CAAC;AAEH,IAAA,uEAAkC,EAAC;IACjC,QAAQ;IACR,aAAa,EAAE,KAAK;IACpB,mBAAmB,EAAE,MAAM,CAAC,IAAI,CAAC,wBAAwB,CAAC;IAC1D,OAAO,EAAE,KAAK,EAAE,EAAE,SAAS,EAAE,aAAa,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,EAAE,EAAE;QAClF,MAAM,CAAC,QAAQ,EAAE,MAAM,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;QAClD,IAAI,CAAC,MAAM,EAAE;YACX,MAAM,uBAAuB,UAAU,EAAE,CAAC;SAC3C;QAED,MAAM,GAAG,GAAG,wBAAwB,CAAC,QAAQ,CAAC,CAAC;QAC/C,IAAI,CAAC,GAAG,EAAE;YACR,MAAM,yBAAyB,QAAQ,EAAE,CAAC;SAC3C;QAED,kBAAkB;QAClB,MAAM,GAAG,GAAG,MAAM,IAAA,8BAAiB,EAAC;YAClC,MAAM;YACN,GAAG;YACH,KAAK,EAAE,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE;YACpC,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,GAAG,CAAC,IAAI,KAAK,GAAG,EAAE;YACpB,MAAM,eAAe,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,GAAG,EAAE,CAAC;SAC5C;QAED,OAAO,GAAG,CAAC,IAAI,CAAC,GAAG,CACjB,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;YACb,SAAS;YACT,aAAa;YACb,UAAU;YACV,QAAQ;YACR,UAAU,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC7B,SAAS,EAAE,IAAA,kBAAU,EAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC;YACrC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC;YACV,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;YACT,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;YACX,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC;YACZ,aAAa,EAAE,GAAG;SACnB,CAAC,CACH,CAAC;IACJ,CAAC;IACD,cAAc,EAAE;QACd,wCAAwC;QACxC,qBAAqB,EAAE,EAAE;QACzB,4BAA4B,EAAE,IAAI;KACnC;CACF,CAAC,CAAC","sourcesContent":["import { 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"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-okx",
3
- "version": "0.31.8",
3
+ "version": "0.31.10",
4
4
  "main": "lib/index.js",
5
5
  "files": [
6
6
  "dist",
@@ -18,10 +18,10 @@
18
18
  "@yuants/data-series": "0.3.60",
19
19
  "@yuants/data-product": "0.5.8",
20
20
  "@yuants/data-ohlc": "0.6.3",
21
- "@yuants/data-interest-rate": "0.2.6",
21
+ "@yuants/data-interest-rate": "0.2.7",
22
22
  "@yuants/data-quote": "0.4.7",
23
23
  "@yuants/data-trade": "0.1.29",
24
- "@yuants/exchange": "0.8.9",
24
+ "@yuants/exchange": "0.8.10",
25
25
  "rxjs": "~7.5.6",
26
26
  "ws": "~8.8.1"
27
27
  },
package/temp/package-deps.json CHANGED
@@ -1,13 +1,13 @@
1
1
  {
2
- "apps/vendor-okx/CHANGELOG.json": "0f156f81dda72c4bc7b0823a4223e8dd0130005b",
3
- "apps/vendor-okx/CHANGELOG.md": "84924274c36213bb73d2d62d2b0e9f9b4fd69646",
2
+ "apps/vendor-okx/CHANGELOG.json": "34a95d525d3d2af8416a7eccc6d91e9fead8e555",
3
+ "apps/vendor-okx/CHANGELOG.md": "588ef7b4acd56c0abfec305134304c77c66e7608",
4
4
  "apps/vendor-okx/README.md": "68caeb8e383d77ece973cd70f4b167b86abb54c3",
5
5
  "apps/vendor-okx/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
6
6
  "apps/vendor-okx/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
7
7
  "apps/vendor-okx/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
8
8
  "apps/vendor-okx/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
9
9
  "apps/vendor-okx/etc/vendor-okx.api.md": "92c54ccd547d2ad81ca6088158ca193e85c208df",
10
- "apps/vendor-okx/package.json": "5b4f91be8ca1405de6ae62236109714e33e63525",
10
+ "apps/vendor-okx/package.json": "22c3d2a7f1313756ea55dd757e2159f9f027d0df",
11
11
  "apps/vendor-okx/src/account-actions-with-credential.ts": "1a2de787b588e98ceef60b3ffb951f298504bf12",
12
12
  "apps/vendor-okx/src/account.ts": "672014c974457b438cf026f763d6eecfe585c82b",
13
13
  "apps/vendor-okx/src/accountInfos/earning.ts": "62aaeb3b62fa9197d07ee14155625530cdb9b1cd",
@@ -36,7 +36,7 @@
36
36
  "apps/vendor-okx/src/public-data/interest_rate.ts": "f3171f2753955d500ae00ce7e263ea26e05e5421",
37
37
  "apps/vendor-okx/src/public-data/market-order.ts": "c7269e9fe1f339b320e8b4cd98652854446a245c",
38
38
  "apps/vendor-okx/src/public-data/new-quote.ts": "8807510a0e248184eaf0f1dfa00a7e3bed131943",
39
- "apps/vendor-okx/src/public-data/ohlc.ts": "0b5a568e30b3070f74b0e64614e8c1cc9ba507fb",
39
+ "apps/vendor-okx/src/public-data/ohlc.ts": "121c7cccab84e304e3f7fcbb827c5739442fc427",
40
40
  "apps/vendor-okx/src/public-data/product.ts": "9caa1b0d9fa621800870ef47086767f6f5810ad9",
41
41
  "apps/vendor-okx/src/public-data/quote.ts": "da471098f6c59376f7221bf6fc3d2625eeacecee",
42
42
  "apps/vendor-okx/src/services.ts": "aeaf5f9d0a87347be6150b28961c5a7c0886b1d8",
@@ -61,10 +61,10 @@
61
61
  "libraries/data-series/temp/package-deps.json": "cc0091507594699dcba5a91b5068259c4776fffe",
62
62
  "libraries/data-product/temp/package-deps.json": "0eee98e9df8a5aa401aa1e87cefa141630973535",
63
63
  "libraries/data-ohlc/temp/package-deps.json": "d746fd7cc4964310a4f239d6c59538e7562d537a",
64
- "libraries/data-interest-rate/temp/package-deps.json": "331554e06551ab0543be2102249d6dfffded9eb7",
64
+ "libraries/data-interest-rate/temp/package-deps.json": "4c9d3f2fe8c1f209de2039367832df81a410408b",
65
65
  "libraries/data-quote/temp/package-deps.json": "ad175d5009b9c8a1a0d590bd8b9f5210e48ef61a",
66
66
  "libraries/data-trade/temp/package-deps.json": "f4a2d47ce68577a25cf01cd5e074ba49459f1a62",
67
- "libraries/exchange/temp/package-deps.json": "446ae68cee1c7a4ab5f5173d6b35fd76afa26db3",
67
+ "libraries/exchange/temp/package-deps.json": "f09d006f65e2a5bb7260affc8b51f2973d47d059",
68
68
  "libraries/extension/temp/package-deps.json": "85f040a21803ec7d18c2730a13e0a2d79d5245fa",
69
69
  "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
70
70
  }