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@yuants/data-model

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@yuants/data-model - npm Package Compare versions

Comparing version 0.3.0 to 0.4.0

36

dist/data-model.d.ts

@@ -774,4 +774,4 @@ /**

/**
* Tick: Market transaction data at a certain moment
* Tick: 某个时刻的市场成交行情数据
* Tick: Market data at a certain moment
* Tick: 某个时刻的市场数据
* @public

@@ -791,12 +791,6 @@ */

/**
* Timestamp (in microseconds)
* 时间戳
* @deprecated use updated_at instead
*/
timestamp_in_us: number;
/**
* Timestamp (in ms)
* 时间戳
*/
updated_at?: number;
updated_at: number;
/**

@@ -806,3 +800,3 @@ * Price

*/
price: number;
price?: number;
/**

@@ -812,3 +806,3 @@ * Volume

*/
volume: number;
volume?: number;
/**

@@ -831,2 +825,22 @@ * Open interest

bid?: number;
/**
* Next timestamp for settlement
*/
settlement_scheduled_at?: number;
/**
* Current Interest Rate if you hold long position
*
* You will get the interest (rate * volume) when the next settlement.
*
* The rate is based on the volume (not the position value) of the position.
*/
interest_rate_for_long?: number;
/**
* Current Interest Rate if you hold short position
*
* You will get the interest (rate * volume) when the next settlement.
*
* The rate is based on the volume (not the position value) of the position.
*/
interest_rate_for_short?: number;
}

@@ -833,0 +847,0 @@

@@ -816,4 +816,4 @@ /**

/**
* Tick: Market transaction data at a certain moment
* Tick: 某个时刻的市场成交行情数据
* Tick: Market data at a certain moment
* Tick: 某个时刻的市场数据
* @public

@@ -833,12 +833,6 @@ */

/**
* Timestamp (in microseconds)
* 时间戳
* @deprecated use updated_at instead
*/
timestamp_in_us: number;
/**
* Timestamp (in ms)
* 时间戳
*/
updated_at?: number;
updated_at: number;
/**

@@ -848,3 +842,3 @@ * Price

*/
price: number;
price?: number;
/**

@@ -854,3 +848,3 @@ * Volume

*/
volume: number;
volume?: number;
/**

@@ -873,3 +867,23 @@ * Open interest

bid?: number;
/**
* Next timestamp for settlement
*/
settlement_scheduled_at?: number;
/**
* Current Interest Rate if you hold long position
*
* You will get the interest (rate * volume) when the next settlement.
*
* The rate is based on the volume (not the position value) of the position.
*/
interest_rate_for_long?: number;
/**
* Current Interest Rate if you hold short position
*
* You will get the interest (rate * volume) when the next settlement.
*
* The rate is based on the volume (not the position value) of the position.
*/
interest_rate_for_short?: number;
}
//# sourceMappingURL=interfaces.d.ts.map
{
"name": "@yuants/data-model",
"version": "0.3.0",
"version": "0.4.0",
"main": "lib/index.js",

@@ -5,0 +5,0 @@ "module": "dist/index.js",

@@ -181,10 +181,11 @@ ## API Report File for "@yuants/data-model"

datasource_id: string;
interest_rate_for_long?: number;
interest_rate_for_short?: number;
open_interest?: number;
price: number;
price?: number;
product_id: string;
settlement_scheduled_at?: number;
spread?: number;
// @deprecated
timestamp_in_us: number;
updated_at?: number;
volume: number;
updated_at: number;
volume?: number;
}

@@ -191,0 +192,0 @@

{
"libraries/data-model/CHANGELOG.json": "c57f40f9deffed4a96a69ccb93bb2943aeaef173",
"libraries/data-model/CHANGELOG.md": "ad7db2d1e24185f165be6569e65df8a8d82de1fd",
"libraries/data-model/CHANGELOG.json": "bebd79221b763dc2aef72d83ddda77c6e9236ca2",
"libraries/data-model/CHANGELOG.md": "d511c2a7bdac75989d60e693d5d7052c21d12073",
"libraries/data-model/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",

@@ -8,6 +8,6 @@ "libraries/data-model/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",

"libraries/data-model/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
"libraries/data-model/etc/data-model.api.md": "a70a3a08a5b78ddbdc846fb7e5b5e0555986f9d1",
"libraries/data-model/package.json": "a8263e541b39879685b174c171a74f652318e52a",
"libraries/data-model/etc/data-model.api.md": "e66b545c439e0185a2a7057a917fbbf5f6e5a6bb",
"libraries/data-model/package.json": "b55fb2bfe128d90972f0a308b5313d17995cda31",
"libraries/data-model/src/index.ts": "49fc2befb673b800db4cdba4235ab4ddb6736788",
"libraries/data-model/src/interfaces.ts": "daa2ef73f0e53bbd2bbf11d4835512e7901ae051",
"libraries/data-model/src/interfaces.ts": "c515b0f7194aaabcb869c7d1fcf955f7fe725efd",
"libraries/data-model/src/utils.test.ts": "d4a493922e5c87b47bf59b064fcb807a1411310c",

@@ -14,0 +14,0 @@ "libraries/data-model/src/utils.ts": "b0bcb0f8cb0394a74d53ad5ba05a1aae13f322ef",

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