feat(vendor-deepcoin): add vendor deepcoin for tick

apps/vendor-deepcoin/build/Dockerfile

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+# syntax = docker/dockerfile:1.4
+FROM node:18.17.0-bullseye-slim
+
+LABEL maintainer="Siyuan Wang <[email protected]>"
+
+# https://github.com/nodejs/docker-node/blob/main/docs/BestPractices.md#handling-kernel-signals
+ARG TINI_VERSION=v0.19.0
+ADD https://github.com/krallin/tini/releases/download/${TINI_VERSION}/tini /tini
+RUN chmod a+x /tini
+ENTRYPOINT ["/tini", "--"]
+
+ENV NODE_ENV=production
+
+USER node
+
+WORKDIR /app
+
+COPY --chown=node:node ./out/app-vendor-deepcoin-out /app
+
+RUN node create-links.js create
+
+WORKDIR /app/apps/vendor-deepcoin
+
+# USER nobody
+CMD ["node", "./lib/index.js"]

apps/vendor-deepcoin/config/jest.config.json

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+{
+  "extends": "@rushstack/heft-node-rig/profiles/default/config/jest.config.json"
+}

apps/vendor-deepcoin/config/rig.json

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+// The "rig.json" file directs tools to look for their config files in an external package.
+// Documentation for this system: https://www.npmjs.com/package/@rushstack/rig-package
+{
+  "$schema": "https://developer.microsoft.com/json-schemas/rig-package/rig.schema.json",
+
+  /**
+   * (Required) The name of the rig package to inherit from.
+   * It should be an NPM package name with the "-rig" suffix.
+   */
+  "rigPackageName": "@rushstack/heft-node-rig"
+
+  /**
+   * (Optional) Selects a config profile from the rig package.  The name must consist of
+   * lowercase alphanumeric words separated by hyphens, for example "sample-profile".
+   * If omitted, then the "default" profile will be used."
+   */
+  // "rigProfile": "your-profile-name"
+}

apps/vendor-deepcoin/config/typescript.json

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+/**
+ * Configures the TypeScript plugin for Heft.  This plugin also manages linting.
+ */
+{
+  "$schema": "https://developer.microsoft.com/json-schemas/heft/typescript.schema.json",
+
+  /**
+   * Optionally specifies another JSON config file that this file extends from. This provides a way for standard
+   * settings to be shared across multiple projects.
+   */
+  // "extends": "base-project/config/typescript.json",
+
+  /**
+   * Can be set to "copy" or "hardlink". If set to "copy", copy files from cache.
+   * If set to "hardlink", files will be hardlinked to the cache location.
+   * This option is useful when producing a tarball of build output as TAR files don't
+   * handle these hardlinks correctly. "hardlink" is the default behavior.
+   */
+  // "copyFromCacheMode": "copy",
+
+  /**
+   * If provided, emit these module kinds in addition to the modules specified in the tsconfig.
+   * Note that this option only applies to the main tsconfig.json configuration.
+   */
+  "additionalModuleKindsToEmit": [
+    {
+      "moduleKind": "esnext",
+      "outFolderName": "dist"
+    }
+    // {
+    //   /**
+    //    * (Required) Must be one of "commonjs", "amd", "umd", "system", "es2015", "esnext"
+    //    */
+    //  "moduleKind": "amd",
+    //
+    //   /**
+    //    * (Required) The name of the folder where the output will be written.
+    //    */
+    //    "outFolderName": "lib-amd"
+    // }
+  ],
+
+  /**
+   * Specifies the intermediary folder that tests will use.  Because Jest uses the
+   * Node.js runtime to execute tests, the module format must be CommonJS.
+   *
+   * The default value is "lib".
+   */
+  // "emitFolderNameForTests": "lib-commonjs",
+
+  /**
+   * If set to "true", the TSlint task will not be invoked.
+   */
+  // "disableTslint": true,
+
+  /**
+   * Set this to change the maximum number of file handles that will be opened concurrently for writing.
+   * The default is 50.
+   */
+  // "maxWriteParallelism": 50,
+
+  /**
+   * Configures additional file types that should be copied into the TypeScript compiler's emit folders, for example
+   * so that these files can be resolved by import statements.
+   */
+  "staticAssetsToCopy": {
+    /**
+     * File extensions that should be copied from the src folder to the destination folder(s).
+     */
+    // "fileExtensions": [
+    //   ".json", ".css"
+    // ],
+    /**
+     * Glob patterns that should be explicitly included.
+     */
+    // "includeGlobs": [
+    //   "some/path/*.js"
+    // ],
+    /**
+     * Glob patterns that should be explicitly excluded. This takes precedence over globs listed
+     * in "includeGlobs" and files that match the file extensions provided in "fileExtensions".
+     */
+    // "excludeGlobs": [
+    //   "some/path/*.css"
+    // ]
+  }
+}

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

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+## API Report File for "@yuants/vendor-deepcoin"
+
+> Do not edit this file. It is a report generated by [API Extractor](https://api-extractor.com/).
+
+```ts
+
+// (No @packageDocumentation comment for this package)
+
+```

apps/vendor-deepcoin/package.json

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+{
+  "name": "@yuants/vendor-deepcoin",
+  "version": "0.0.0",
+  "homepage": "https://github.com/No-Trade-No-Life/Yuan/tree/main/apps/vendor-deepcoin",
+  "main": "lib/index.js",
+  "module": "dist/index.js",
+  "files": [
+    "dist",
+    "lib",
+    "temp"
+  ],
+  "scripts": {
+    "build": "heft test --clean && api-extractor run --local && yuan-toolkit post-build"
+  },
+  "dependencies": {
+    "@types/json-schema": "~7.0.11",
+    "@yuants/data-model": "workspace:*",
+    "@yuants/kernel": "workspace:*",
+    "@yuants/protocol": "workspace:*",
+    "@yuants/utils": "workspace:*",
+    "ajv": "~8.12.0",
+    "ajv-formats": "~2.1.1",
+    "rxjs": "~7.5.6",
+    "ws": "~8.16.0"
+  },
+  "devDependencies": {
+    "@microsoft/api-extractor": "~7.30.0",
+    "@rushstack/heft": "~0.47.5",
+    "@rushstack/heft-jest-plugin": "~0.3.30",
+    "@rushstack/heft-node-rig": "~1.10.7",
+    "@types/heft-jest": "1.0.3",
+    "@types/json-schema": "~7.0.11",
+    "@types/node": "18",
+    "@yuants/extension": "workspace:*",
+    "@yuants/tool-kit": "workspace:*",
+    "json-schema": "~0.4.0",
+    "typescript": "~4.7.4",
+    "@types/ws": "~8.5.10"
+  },
+  "publishConfig": {
+    "access": "public",
+    "registry": "https://registry.npmjs.org"
+  }
+}

apps/vendor-deepcoin/src/extension.ts

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+import { IExtensionContext, makeDockerEnvs, makeK8sEnvs } from '@yuants/extension';
+export default (context: IExtensionContext) => {
+  context.registerDeployProvider({
+    make_json_schema: () => ({
+      type: 'object',
+      properties: {
+        env: {
+          type: 'object',
+          required: ['HOST_URL'],
+          properties: {
+            HOST_URL: {
+              type: 'string',
+              title: '主机地址',
+            },
+          },
+        },
+      },
+    }),
+    make_docker_compose_file: async (ctx, envCtx) => {
+      return {
+        [`crysto-api`.replace(/\s/g, '')]: {
+          image: `registry.ap-southeast-1.aliyuncs.com/ntnl-y/vendor-deepcoin-api:${
+            ctx.version ?? envCtx.version
+          }`,
+          restart: 'always',
+          environment: makeDockerEnvs(ctx.env),
+        },
+      };
+    },
+    make_k8s_resource_objects: async (ctx, envCtx) => {
+      const entry = ctx.env?.ENTRY!;
+      const manifest_key = ctx.key;
+      return {
+        deployment: {
+          apiVersion: 'apps/v1',
+          kind: 'Deployment',
+          metadata: {
+            labels: {
+              'y.ntnl.io/version': ctx.version ?? envCtx.version,
+              'y.ntnl.io/component': 'crysto-api',
+              'y.ntnl.io/manifest-key': manifest_key,
+            },
+            name: `crysto-api-${manifest_key}`.replace(/\s/g, '').replace(/\./g, '').toLocaleLowerCase(),
+            namespace: 'yuan',
+          },
+          spec: {
+            replicas: 1,
+            selector: {
+              matchLabels: {
+                'y.ntnl.io/component': 'crysto-api',
+                'y.ntnl.io/manifest-key': manifest_key,
+              },
+            },
+            template: {
+              metadata: {
+                labels: {
+                  'y.ntnl.io/version': ctx.version ?? envCtx.version,
+                  'y.ntnl.io/component': 'crysto-api',
+                  'y.ntnl.io/manifest-key': manifest_key,
+                },
+              },
+              spec: {
+                containers: [
+                  {
+                    command: ['./node_modules/.bin/ts-node'],
+                    args: [`src/${entry}`],
+                    env: makeK8sEnvs(ctx.env),
+                    image: `registry.ap-southeast-1.aliyuncs.com/ntnl-y/vendor-deepcoin-api:${
+                      ctx.version ?? envCtx.version
+                    }`,
+                    // TODO: remove this after CI is ready
+                    imagePullPolicy: 'Always',
+                    name: 'crysto-api',
+                    resources: {
+                      limits: {
+                        cpu: ctx.cpu?.max ?? '500m',
+                        memory: ctx.memory?.max ?? '256Mi',
+                      },
+                      requests: {
+                        cpu: ctx.cpu?.min ?? '100m',
+                        memory: ctx.memory?.min ?? '128Mi',
+                      },
+                    },
+                  },
+                ],
+                hostname: 'crysto-api',
+                imagePullSecrets: [
+                  {
+                    name: 'pull-secret',
+                  },
+                ],
+              },
+            },
+          },
+        },
+      };
+    },
+  });
+};

apps/vendor-deepcoin/src/index.ts

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+import { ITick, UUID, formatTime } from '@yuants/data-model';
+import { Terminal } from '@yuants/protocol';
+import { Subject, filter, fromEvent, interval, map, mergeMap, tap } from 'rxjs';
+import { MessageEvent, WebSocket } from 'ws';
+
+// API Doc: https://www.deepcoin.com/zh/docs#WebSocket-public-address
+const ws = new WebSocket('wss://stream.deepcoin.com/public/ws');
+
+const datasource_id = 'DeepCoin';
+const terminal = new Terminal(process.env.HOST_URL!, {
+  terminal_id: `DeepCoinAPI/${UUID()}`,
+  name: 'DeepCoin API',
+});
+
+const tick$ = new Subject<ITick>();
+
+// TODO
+// const products$ = defer(() =>
+//   fetch(
+//     `https://api.deepcoin.com/deepcoin/market/instruments?instType=SWAP`
+//   ).then((v) => v.json())
+// ).pipe(
+//   //
+//   mergeAll(),
+//   map(
+//     (v: any): IProduct => ({
+//       datasource_id,
+//       product_id: `${v.baseCcy}${v.quoteCcy}`,
+//       name: v.InstId,
+//       base_currency: v.baseCcy,
+//       quote_currency: v.quoteCcy,
+//       price_step: v.tickSz,
+//       // volume_step: v.ctVal,
+//       // value_scale:
+//     })
+//   ),
+//   shareReplay(1)
+// );
+
+interval(5000).subscribe(() => {
+  ws.send('ping');
+});
+
+fromEvent<MessageEvent>(ws, 'message')
+  .pipe(
+    map((e) => e.data.toString()),
+    // tap((x) => {
+    //   console.info(formatTime(Date.now()), "RX", x);
+    // }),
+    filter((x) => x !== 'pong'),
+    map((x) => JSON.parse(x)),
+    filter((v) => v.action === 'PushMarketDataOverView' && !!v.result),
+    // map deepcoin tick to ITick
+    mergeMap((v) => v.result),
+    map((v: any): ITick => {
+      return {
+        datasource_id,
+        product_id: v.data.InstrumentID,
+        //NOTE: rawTick.UpdateMilliSecond should be the millisecond part of rawTick.UpdateTime
+        //      yet it's not documented and always be 132 in my test.
+        updated_at: v.data.UpdateTime * 1000,
+        price: v.data.LastPrice,
+        // volume: v.data.Volume,
+        ask: v.data.AskPrice1,
+        bid: v.data.BidPrice1,
+        interest_rate_for_long: -v.data.PositionFeeRate,
+        interest_rate_for_short: v.data.PositionFeeRate,
+      };
+    }),
+  )
+  .subscribe(tick$);
+
+let LocalNo = 0;
+
+fromEvent(ws, 'close').subscribe(() => {
+  console.info(formatTime(Date.now()), 'WS Closed, Exiting...');
+  process.exit(0);
+});
+
+terminal.provideTicks(datasource_id, (product_id) => {
+  console.info(formatTime(Date.now()), 'Subscribing', product_id);
+  ws.send(
+    JSON.stringify({
+      SendTopicAction: {
+        Action: '1',
+        FilterValue: `DeepCoin_${product_id}`,
+        LocalNo: LocalNo++,
+        ResumeNo: -1,
+        TopicID: '7',
+      },
+    }),
+  );
+  return tick$.pipe(
+    //
+    filter((v) => v.product_id === product_id),
+    tap((x) => {
+      console.info(formatTime(Date.now()), 'Tick', JSON.stringify(x));
+    }),
+  );
+});