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

apps/vendor-ccxt/etc/vendor-ccxt.api.md

@@ -4,6 +4,43 @@
 
 ```ts
 
+import { Exchange } from 'ccxt';
+import { FundingRate } from 'ccxt/js/src/base/types';
+import { IPeriod } from '@yuants/data-model';
+import { IProduct } from '@yuants/data-model';
+import { ITick } from '@yuants/data-model';
+import { Observable } from 'rxjs';
+
+// Warning: (ae-internal-missing-underscore) The name "makeProducts$" should be prefixed with an underscore because the declaration is marked as @internal
+//
+// @internal (undocumented)
+export const makeProducts$: (ex: Exchange) => Observable<IProduct[]>;
+
+// Warning: (ae-internal-missing-underscore) The name "makeUseFundingRate" should be prefixed with an underscore because the declaration is marked as @internal
+//
+// @internal (undocumented)
+export const makeUseFundingRate: (ex: Exchange) => (symbol: string) => Observable<FundingRate>;
+
+// Warning: (ae-internal-missing-underscore) The name "mapProductIdToSymbol" should be prefixed with an underscore because the declaration is marked as @internal
+//
+// @internal (undocumented)
+export const mapProductIdToSymbol: Record<string, string>;
+
+// Warning: (ae-internal-missing-underscore) The name "mapSymbolToProductId" should be prefixed with an underscore because the declaration is marked as @internal
+//
+// @internal (undocumented)
+export const mapSymbolToProductId: Record<string, string>;
+
+// Warning: (ae-internal-missing-underscore) The name "subscribePeriods" should be prefixed with an underscore because the declaration is marked as @internal
+//
+// @internal (undocumented)
+export const subscribePeriods: (ex: Exchange) => (product_id: string, period_in_sec: number) => Observable<IPeriod[]>;
+
+// Warning: (ae-internal-missing-underscore) The name "subscribeTick" should be prefixed with an underscore because the declaration is marked as @internal
+//
+// @internal (undocumented)
+export const subscribeTick: (ex: Exchange, useFundingRate: (symbol: string) => Observable<FundingRate>) => (product_id: string) => Observable<ITick>;
+
 // (No @packageDocumentation comment for this package)
 
 ```

apps/vendor-ccxt/src/index.test.ts

@@ -0,0 +1,68 @@
+import ccxt from 'ccxt';
+import { makeProducts$, makeUseFundingRate, mapProductIdToSymbol, subscribeTick } from '.';
+import { take, tap, timeout } from 'rxjs';
+
+const SMOKE_TEST = process.env.SMOKE_TEST === 'true';
+
+jest.setTimeout(15_000);
+describe('ccxt functional tests', () => {
+  const exchanges = ['binance', 'okx', 'gate'];
+  const testSymbolForExchange: Record<string, string> = {
+    binance: 'BTCUSDT',
+    okx: 'BTC-USDT-SWAP',
+    gate: 'BTC_USDT',
+  };
+  for (const exchangeName of exchanges) {
+    //@ts-ignore
+    const exchange = new ccxt[exchangeName]();
+    // it(`should get products from ${exchangeName}`, (done) => {
+    //   makeProducts$(exchange)
+    //     .pipe(timeout({ each: 15_000, meta: `makeProducts$ from ${exchangeName}` }))
+    //     .subscribe({
+    //       next: (products) => {
+    //         expect(products).toBeDefined();
+    //         expect(products.length).toBeGreaterThan(0);
+    //       },
+    //       error: (error) => {
+    //         done(error);
+    //       },
+    //       complete: () => {
+    //         done();
+    //       },
+    //     });
+    // });
+
+    it(`should subscribe ticker from ${exchangeName}`, (done) => {
+      if (!SMOKE_TEST) {
+        done();
+        return;
+      }
+
+      const useFundingRate = makeUseFundingRate(exchange);
+      mapProductIdToSymbol[testSymbolForExchange[exchangeName]] = 'BTC/USDT:USDT';
+      subscribeTick(
+        exchange,
+        useFundingRate,
+      )(testSymbolForExchange[exchangeName])
+        .pipe(
+          //
+          take(1),
+          tap((tick): any => {
+            console.info('tick', tick);
+          }),
+          timeout({ each: 5_000, meta: `subscribeTick from ${exchangeName}` }),
+        )
+        .subscribe({
+          next: (tick) => {
+            expect(tick).toBeDefined();
+          },
+          error: (error) => {
+            done(error);
+          },
+          complete: () => {
+            done();
+          },
+        });
+    });
+  }
+});