fix(vendor-ccxt): fetchOHLCV instead of watch to avoid error (#473)

No-Trade-No-Life · Feb 25, 2024 · 4203785 · 4203785
1 parent 455547a
commit 4203785
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Showing 2 changed files with 38 additions and 30 deletions.
diff --git a/apps/vendor-ccxt/src/index.ts b/apps/vendor-ccxt/src/index.ts
@@ -385,38 +385,36 @@ interface IGeneralSpecificRelation {
     if (!symbol) {
       return of([]);
     }
-    return (
-      ex.has['watchOHLCV']
-        ? defer(() => ex.watchOHLCV(symbol, timeframe)).pipe(repeat())
-        : defer(() => {
-            const since = Date.now() - 3 * period_in_sec * 1000;
-            return ex.fetchOHLCV(symbol, timeframe, since);
-          }).pipe(
-            //
-            repeat({ delay: 1000 }),
-          )
-    ).pipe(
-      mergeMap((x) =>
-        from(x).pipe(
-          map(
-            ([t, o, h, l, c, vol]): IPeriod => ({
-              datasource_id: EXCHANGE_ID,
-              product_id,
-              period_in_sec,
-              timestamp_in_us: t! * 1000,
-              start_at: t,
-              open: o!,
-              high: h!,
-              low: l!,
-              close: c!,
-              volume: vol!,
-            }),
+    return defer(() => {
+      const since = Date.now() - 3 * period_in_sec * 1000;
+      return ex.fetchOHLCV(symbol, timeframe, since);
+    })
+      .pipe(
+        //
+        repeat({ delay: 1000 }),
+      )
+      .pipe(
+        mergeMap((x) =>
+          from(x).pipe(
+            map(
+              ([t, o, h, l, c, vol]): IPeriod => ({
+                datasource_id: EXCHANGE_ID,
+                product_id,
+                period_in_sec,
+                timestamp_in_us: t! * 1000,
+                start_at: t,
+                open: o!,
+                high: h!,
+                low: l!,
+                close: c!,
+                volume: vol!,
+              }),
+            ),
+            toArray(),
           ),
-          toArray(),
         ),
-      ),
-      retry({ delay: 1000 }),
-    );
+        retry({ delay: 1000 }),
+      );
   });
 
   if (!PUBLIC_ONLY) {

diff --git a/common/changes/@yuants/vendor-ccxt/2024-02-25-14-57.json b/common/changes/@yuants/vendor-ccxt/2024-02-25-14-57.json
@@ -0,0 +1,10 @@
+{
+  "changes": [
+    {
+      "packageName": "@yuants/vendor-ccxt",
+      "comment": "fetch ohlcv to correct error",
+      "type": "patch"
+    }
+  ],
+  "packageName": "@yuants/vendor-ccxt"
+}