fix(vendor-ccxt): await symbol loading & fix funding rate (#462)

apps/vendor-ccxt/src/index.ts

@@ -24,6 +24,7 @@ import {
   delayWhen,
   expand,
   filter,
+  firstValueFrom,
   from,
   lastValueFrom,
   map,
@@ -55,6 +56,25 @@ import {
   // @ts-ignore
   const ex: Exchange = new ccxt[EXCHANGE_ID](CCXT_PARAMS);
 
+  console.info(
+    formatTime(Date.now()),
+    `FeatureCheck`,
+    EXCHANGE_ID,
+    JSON.stringify({
+      fetchAccounts: !!ex.has['fetchAccounts'],
+      fetchOHLCV: !!ex.has['fetchOHLCV'],
+      watchOHLCV: !!ex.has['watchOHLCV'],
+      fetchTicker: !!ex.has['fetchTicker'],
+      watchTicker: !!ex.has['watchTicker'],
+      fetchBalance: !!ex.has['fetchBalance'],
+      watchBalance: !!ex.has['watchBalance'],
+      fetchPositions: !!ex.has['fetchPositions'],
+      watchPositions: !!ex.has['watchPositions'],
+      fetchOpenOrders: !!ex.has['fetchOpenOrders'],
+      fetchFundingRate: !!ex.has['fetchFundingRate'],
+    }),
+  );
+
   if (EXCHANGE_ID === 'binance') {
     ex.options['warnOnFetchOpenOrdersWithoutSymbol'] = false;
     ex.options['defaultType'] = 'future';
@@ -111,6 +131,8 @@ import {
     )
     .subscribe();
 
+  await firstValueFrom(products$);
+
   const mapPeriodInSecToCCXTTimeframe = (period_in_sec: number): string => {
     if (period_in_sec % 2592000 === 0) {
       return `${period_in_sec / 2592000}M`;
@@ -238,7 +260,7 @@ import {
   };
 
   const useFundingRate = memoize((symbol: string) => {
-    return from(ex.fetchFundingRate(symbol)).pipe(
+    return defer(() => ex.fetchFundingRate(symbol)).pipe(
       repeat({ delay: 10_000 }),
       retry({ delay: 5000 }),
       shareReplay(1),

common/changes/@yuants/vendor-ccxt/2024-02-23-09-52.json

@@ -0,0 +1,10 @@
+{
+  "changes": [
+    {
+      "packageName": "@yuants/vendor-ccxt",
+      "comment": "fix(vendor-ccxt): await symbol loading & fix funding rate",
+      "type": "patch"
+    }
+  ],
+  "packageName": "@yuants/vendor-ccxt"
+}