@yuants/app-virtual-exchange 0.10.0 → 0.10.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/quote/service.js +103 -30
- package/dist/quote/service.js.map +1 -1
- package/dist/quote/types.js.map +1 -1
- package/dist/quote/upstream/executor.js +98 -0
- package/dist/quote/upstream/executor.js.map +1 -0
- package/dist/quote/upstream/index.js +2 -0
- package/dist/quote/upstream/index.js.map +1 -0
- package/dist/quote/upstream/prefix-matcher.js.map +1 -0
- package/dist/quote/upstream/registry.js +116 -0
- package/dist/quote/upstream/registry.js.map +1 -0
- package/dist/quote/upstream/router.js +119 -0
- package/dist/quote/upstream/router.js.map +1 -0
- package/lib/quote/service.js +102 -29
- package/lib/quote/service.js.map +1 -1
- package/lib/quote/types.d.ts +18 -0
- package/lib/quote/types.d.ts.map +1 -1
- package/lib/quote/types.js.map +1 -1
- package/lib/quote/upstream/executor.d.ts +8 -0
- package/lib/quote/upstream/executor.d.ts.map +1 -0
- package/lib/quote/upstream/executor.js +102 -0
- package/lib/quote/upstream/executor.js.map +1 -0
- package/lib/quote/upstream/index.d.ts +3 -0
- package/lib/quote/upstream/index.d.ts.map +1 -0
- package/lib/quote/upstream/index.js +6 -0
- package/lib/quote/upstream/index.js.map +1 -0
- package/lib/quote/upstream/prefix-matcher.d.ts.map +1 -0
- package/lib/quote/upstream/prefix-matcher.js.map +1 -0
- package/lib/quote/upstream/registry.d.ts +18 -0
- package/lib/quote/upstream/registry.d.ts.map +1 -0
- package/lib/quote/upstream/registry.js +120 -0
- package/lib/quote/upstream/registry.js.map +1 -0
- package/lib/quote/upstream/router.d.ts +27 -0
- package/lib/quote/upstream/router.d.ts.map +1 -0
- package/lib/quote/upstream/router.js +124 -0
- package/lib/quote/upstream/router.js.map +1 -0
- package/package.json +1 -1
- package/temp/package-deps.json +11 -8
- package/dist/quote/prefix-matcher.js.map +0 -1
- package/dist/quote/request-key.js +0 -20
- package/dist/quote/request-key.js.map +0 -1
- package/dist/quote/upstream-routing.js +0 -300
- package/dist/quote/upstream-routing.js.map +0 -1
- package/lib/quote/prefix-matcher.d.ts.map +0 -1
- package/lib/quote/prefix-matcher.js.map +0 -1
- package/lib/quote/request-key.d.ts +0 -2
- package/lib/quote/request-key.d.ts.map +0 -1
- package/lib/quote/request-key.js +0 -24
- package/lib/quote/request-key.js.map +0 -1
- package/lib/quote/upstream-routing.d.ts +0 -15
- package/lib/quote/upstream-routing.d.ts.map +0 -1
- package/lib/quote/upstream-routing.js +0 -304
- package/lib/quote/upstream-routing.js.map +0 -1
- /package/dist/quote/{prefix-matcher.js → upstream/prefix-matcher.js} +0 -0
- /package/lib/quote/{prefix-matcher.d.ts → upstream/prefix-matcher.d.ts} +0 -0
- /package/lib/quote/{prefix-matcher.js → upstream/prefix-matcher.js} +0 -0
package/dist/quote/service.js
CHANGED
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@@ -1,29 +1,107 @@
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import { Terminal } from '@yuants/protocol';
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-
import { newError } from '@yuants/utils';
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import { formatTime, newError } from '@yuants/utils';
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import { Subject, concatMap, defer } from 'rxjs';
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import { createQuoteState } from './state';
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import {
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import { createQuoteProviderRegistry } from './upstream';
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const terminal = Terminal.fromNodeEnv();
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const quoteState = createQuoteState();
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const
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const
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const quoteProviderRegistry = createQuoteProviderRegistry(terminal);
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const normalizeStrings = (values) => [...new Set(values)].sort();
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const normalizeFields = (values) => [...new Set(values)].sort();
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const analyzeRequestedQuotes = (quoteState, product_ids, fields, updated_at) => {
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const missing = [];
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const needUpdate = [];
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for (const product_id of product_ids) {
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for (const field of fields) {
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const tuple = quoteState.getValueTuple(product_id, field);
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if (tuple === undefined) {
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missing.push({ product_id, field });
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needUpdate.push({ product_id, field });
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continue;
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}
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if (tuple[1] < updated_at) {
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needUpdate.push({ product_id, field });
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}
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}
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}
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return { missing, needUpdate };
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};
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const filterLatest = (quoteState, product_ids, fields) => {
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const result = {};
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for (const product_id of product_ids) {
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result[product_id] = {};
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for (const field of fields) {
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const tuple = quoteState.getValueTuple(product_id, field);
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if (tuple) {
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result[product_id][field] = tuple;
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}
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}
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}
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return result;
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};
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const assertNotMissing = (missing, updated_at) => {
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if (missing.length > 0) {
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throw newError('VEX_QUOTE_FRESHNESS_NOT_SATISFIED', {
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updated_at,
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missed:
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missed_total:
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missed: missing.slice(0, 200),
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missed_total: missing.length,
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});
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}
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};
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const updateQueue$ = new Subject();
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const updateQueueStats = {
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queued_total: 0,
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started_total: 0,
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processed_total: 0,
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};
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const getQueueStatus = () => {
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const pending = updateQueueStats.queued_total - updateQueueStats.started_total;
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const in_flight = updateQueueStats.started_total - updateQueueStats.processed_total;
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return Object.assign({ pending,
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in_flight }, updateQueueStats);
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};
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const enqueueUpdateTask = (task) => {
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updateQueueStats.queued_total++;
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updateQueueStats.last_enqueued_at = Date.now();
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updateQueue$.next(task);
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};
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const summarizeError = (error) => {
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if (typeof error === 'object' && error !== null) {
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const code = 'code' in error ? error.code : undefined;
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const message = 'message' in error ? error.message : undefined;
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return {
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code: typeof code === 'string' ? code : undefined,
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message: typeof message === 'string' ? message : undefined,
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};
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}
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return {};
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};
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const processUpdateTask = async (task) => {
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const { needUpdate } = analyzeRequestedQuotes(quoteState, task.product_ids, task.fields, task.updated_at);
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await quoteProviderRegistry.fillQuoteStateFromUpstream({
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quoteState,
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cacheMissed: needUpdate,
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updated_at: task.updated_at,
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});
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};
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updateQueue$
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.pipe(concatMap((task) => defer(async () => {
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updateQueueStats.started_total++;
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updateQueueStats.last_started_at = Date.now();
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try {
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await processUpdateTask(task);
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}
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catch (error) {
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const summary = summarizeError(error);
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updateQueueStats.last_error = Object.assign({ at: Date.now() }, summary);
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console.info(formatTime(Date.now()), `[VEX][Quote]UpdateQueueTaskFailed`, `product_ids=${task.product_ids.length} fields=${task.fields.length} updated_at=${task.updated_at}`, JSON.stringify(summary));
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}
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finally {
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updateQueueStats.processed_total++;
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updateQueueStats.last_processed_at = Date.now();
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}
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})))
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.subscribe();
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terminal.server.provideService('VEX/UpdateQuotes', {}, async (msg) => {
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quoteState.update(msg.req);
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return { res: { code: 0, message: 'OK' } };
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@@ -31,19 +109,7 @@ terminal.server.provideService('VEX/UpdateQuotes', {}, async (msg) => {
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terminal.server.provideService('VEX/DumpQuoteState', {}, async () => {
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return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };
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});
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const cacheMissed = [];
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for (const product_id of product_ids) {
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for (const field of fields) {
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const tuple = quoteState.getValueTuple(product_id, field);
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if (tuple === undefined || tuple[1] < updated_at) {
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cacheMissed.push({ product_id, field });
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}
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}
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}
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return cacheMissed;
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};
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terminal.server.provideService('VEX/QueryQuotes', {
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terminal.server.provideService('VEX/QueryQuotes/C1', {
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type: 'object',
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required: ['product_ids', 'fields', 'updated_at'],
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properties: {
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@@ -58,11 +124,18 @@ terminal.server.provideService('VEX/QueryQuotes', {
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updated_at: { type: 'number' },
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},
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}, async (msg) => {
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const product_ids = normalizeStrings(msg.req.product_ids);
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const fields = normalizeFields(msg.req.fields);
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const { updated_at } = msg.req;
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const { missing, needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);
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if (needUpdate.length > 0) {
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enqueueUpdateTask({ product_ids, fields, updated_at });
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}
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const data = filterLatest(quoteState, product_ids, fields);
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assertNotMissing(missing, updated_at);
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return { res: { code: 0, message: 'OK', data } };
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});
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terminal.server.provideService('VEX/QuoteUpdateQueueStatus', {}, async () => {
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return { res: { code: 0, message: 'OK', data: getQueueStatus() } };
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});
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//# sourceMappingURL=service.js.map
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@@ -1 +1 @@
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fields: IQuoteKey[]; updated_at: number },\n) => {\n console.info(\n '[VEX][Quote] Asserting freshness satisfied for requested quotes.',\n JSON.stringify(params),\n JSON.stringify(data),\n );\n const { product_ids, fields, updated_at } = params;\n const stillMissed: Array<{ product_id: string; field: IQuoteKey }> = [];\n for (const product_id of product_ids) {\n for (const field of fields) {\n if (!data[product_id]?.[field]) {\n stillMissed.push({ product_id, field });\n }\n }\n }\n if (stillMissed.length > 0) {\n throw newError('VEX_QUOTE_FRESHNESS_NOT_SATISFIED', {\n updated_at,\n missed: stillMissed.slice(0, 200),\n missed_total: stillMissed.length,\n });\n }\n};\n\nterminal.server.provideService<IQuoteUpdateAction>('VEX/UpdateQuotes', {}, async (msg) => {\n quoteState.update(msg.req);\n return { res: { code: 0, message: 'OK' } };\n});\n\nterminal.server.provideService<{}, IQuoteUpdateAction>('VEX/DumpQuoteState', {}, async () => {\n return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };\n});\n\nconst computeCacheMissed = (\n quoteState: IQuoteState,\n product_ids: string[],\n fields: IQuoteKey[],\n updated_at: number,\n): IQuoteMiss[] => {\n const cacheMissed: IQuoteMiss[] = [];\n for (const product_id of product_ids) {\n for (const field of fields) {\n const tuple = quoteState.getValueTuple(product_id, field);\n if (tuple === undefined || tuple[1] < updated_at) {\n cacheMissed.push({ product_id, field });\n }\n }\n }\n return cacheMissed;\n};\n\nterminal.server.provideService<\n { product_ids: string[]; fields: IQuoteKey[]; updated_at: number },\n IQuoteUpdateAction\n>(\n 'VEX/QueryQuotes',\n {\n type: 'object',\n required: ['product_ids', 'fields', 'updated_at'],\n properties: {\n product_ids: {\n type: 'array',\n items: { type: 'string' },\n },\n fields: {\n type: 'array',\n items: { type: 'string' },\n },\n updated_at: { type: 'number' },\n },\n },\n async (msg) => {\n const { product_ids, fields, updated_at } = msg.req;\n\n const cacheMissed = computeCacheMissed(quoteState, product_ids, fields, updated_at);\n await fillQuoteStateFromUpstream({ terminal, quoteState, cacheMissed, updated_at });\n\n const data = quoteState.filter(product_ids, fields, updated_at);\n assertFreshnessSatisfied(data, { product_ids, fields, updated_at });\n return { res: { code: 0, message: 'OK', data } };\n },\n);\n"]}
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IQuoteKey[]) => [...new Set(values)].sort();\n\nconst analyzeRequestedQuotes = (\n quoteState: IQuoteState,\n product_ids: string[],\n fields: IQuoteKey[],\n updated_at: number,\n): { missing: IQuoteRequire[]; needUpdate: IQuoteRequire[] } => {\n const missing: IQuoteRequire[] = [];\n const needUpdate: IQuoteRequire[] = [];\n for (const product_id of product_ids) {\n for (const field of fields) {\n const tuple = quoteState.getValueTuple(product_id, field);\n if (tuple === undefined) {\n missing.push({ product_id, field });\n needUpdate.push({ product_id, field });\n continue;\n }\n if (tuple[1] < updated_at) {\n needUpdate.push({ product_id, field });\n }\n }\n }\n return { missing, needUpdate };\n};\n\nconst filterLatest = (\n quoteState: IQuoteState,\n product_ids: string[],\n fields: IQuoteKey[],\n): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = quoteState.getValueTuple(product_id, field);\n if (tuple) {\n result[product_id][field] = tuple;\n }\n }\n }\n return result;\n};\n\nconst assertNotMissing = (missing: IQuoteRequire[], updated_at: number) => {\n if (missing.length > 0) {\n throw newError('VEX_QUOTE_FRESHNESS_NOT_SATISFIED', {\n updated_at,\n missed: missing.slice(0, 200),\n missed_total: missing.length,\n });\n }\n};\n\nconst updateQueue$ = new Subject<UpdateTask>();\nconst updateQueueStats: Omit<IQuoteUpdateQueueStatus, 'pending' | 'in_flight'> = {\n queued_total: 0,\n started_total: 0,\n processed_total: 0,\n};\n\nconst getQueueStatus = (): IQuoteUpdateQueueStatus => {\n const pending = updateQueueStats.queued_total - updateQueueStats.started_total;\n const in_flight = updateQueueStats.started_total - updateQueueStats.processed_total;\n return {\n pending,\n in_flight,\n ...updateQueueStats,\n };\n};\n\nconst enqueueUpdateTask = (task: UpdateTask) => {\n updateQueueStats.queued_total++;\n updateQueueStats.last_enqueued_at = Date.now();\n updateQueue$.next(task);\n};\n\nconst summarizeError = (error: unknown): { code?: string; message?: string } => {\n if (typeof error === 'object' && error !== null) {\n const code = 'code' in error ? (error as any).code : undefined;\n const message = 'message' in error ? (error as any).message : undefined;\n return {\n code: typeof code === 'string' ? code : undefined,\n message: typeof message === 'string' ? message : undefined,\n };\n }\n return {};\n};\n\nconst processUpdateTask = async (task: UpdateTask) => {\n const { needUpdate } = analyzeRequestedQuotes(quoteState, task.product_ids, task.fields, task.updated_at);\n await quoteProviderRegistry.fillQuoteStateFromUpstream({\n quoteState,\n cacheMissed: needUpdate,\n updated_at: task.updated_at,\n });\n};\n\nupdateQueue$\n .pipe(\n concatMap((task) =>\n defer(async () => {\n updateQueueStats.started_total++;\n updateQueueStats.last_started_at = Date.now();\n\n try {\n await processUpdateTask(task);\n } catch (error) {\n const summary = summarizeError(error);\n updateQueueStats.last_error = { at: Date.now(), ...summary };\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote]UpdateQueueTaskFailed`,\n `product_ids=${task.product_ids.length} fields=${task.fields.length} updated_at=${task.updated_at}`,\n JSON.stringify(summary),\n );\n } finally {\n updateQueueStats.processed_total++;\n updateQueueStats.last_processed_at = Date.now();\n }\n }),\n ),\n )\n .subscribe();\n\nterminal.server.provideService<IQuoteUpdateAction>('VEX/UpdateQuotes', {}, async (msg) => {\n quoteState.update(msg.req);\n return { res: { code: 0, message: 'OK' } };\n});\n\nterminal.server.provideService<{}, IQuoteUpdateAction>('VEX/DumpQuoteState', {}, async () => {\n return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };\n});\n\nterminal.server.provideService<\n { product_ids: string[]; fields: IQuoteKey[]; updated_at: number },\n IQuoteUpdateAction\n>(\n 'VEX/QueryQuotes/C1',\n {\n type: 'object',\n required: ['product_ids', 'fields', 'updated_at'],\n properties: {\n product_ids: {\n type: 'array',\n items: { type: 'string' },\n },\n fields: {\n type: 'array',\n items: { type: 'string' },\n },\n updated_at: { type: 'number' },\n },\n },\n async (msg) => {\n const product_ids = normalizeStrings(msg.req.product_ids);\n const fields = normalizeFields(msg.req.fields);\n const { updated_at } = msg.req;\n\n const { missing, needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);\n if (needUpdate.length > 0) {\n enqueueUpdateTask({ product_ids, fields, updated_at });\n }\n\n const data = filterLatest(quoteState, product_ids, fields);\n assertNotMissing(missing, updated_at);\n return { res: { code: 0, message: 'OK', data } };\n },\n);\n\nterminal.server.provideService<{}, IQuoteUpdateQueueStatus>('VEX/QuoteUpdateQueueStatus', {}, async () => {\n return { res: { code: 0, message: 'OK', data: getQueueStatus() } };\n});\n"]}
|
package/dist/quote/types.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/quote/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\n\nexport type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;\n\n/**\n * 用于批量更新的数据结构\n * 结构为:\n * product_id -> field_name (keyof IQuote) -> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量,同时保留每个字段的更新时间\n *\n * 例如:\n * ```json\n * {\n * \"product_123\": {\n * \"last_price\": [\"100.5\", 1627890123456],\n * \"volume\": [\"1500\", 1627890123456]\n * },\n * \"product_456\": {\n * \"last_price\": [\"200.0\", 1627890123456]\n * }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n string,\n Partial<Record<IQuoteKey, [value: string, updated_at: number]>>\n>;\nexport interface IQuoteState {\n update: (action: IQuoteUpdateAction) => void;\n dumpAsObject: () => IQuoteUpdateAction;\n getValueTuple: (product_id: string, field: IQuoteKey) => [string, number] | undefined;\n filter: (product_ids: string[], fields: IQuoteKey[], updated_at: number) => IQuoteUpdateAction;\n}\n"]}
|
|
1
|
+
{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/quote/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\nimport { IQuoteServiceMetadata } from '@yuants/exchange';\n\nexport type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;\n\n/**\n * 用于批量更新的数据结构\n * 结构为:\n * product_id -> field_name (keyof IQuote) -> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量,同时保留每个字段的更新时间\n *\n * 例如:\n * ```json\n * {\n * \"product_123\": {\n * \"last_price\": [\"100.5\", 1627890123456],\n * \"volume\": [\"1500\", 1627890123456]\n * },\n * \"product_456\": {\n * \"last_price\": [\"200.0\", 1627890123456]\n * }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n string,\n Partial<Record<IQuoteKey, [value: string, updated_at: number]>>\n>;\nexport interface IQuoteState {\n update: (action: IQuoteUpdateAction) => void;\n dumpAsObject: () => IQuoteUpdateAction;\n getValueTuple: (product_id: string, field: IQuoteKey) => [string, number] | undefined;\n filter: (product_ids: string[], fields: IQuoteKey[], updated_at: number) => IQuoteUpdateAction;\n}\n\nexport interface IQuoteProviderInstance {\n terminal_id: string;\n service_id: string;\n}\n\n/**\n * A \"provider group\" is a capability signature of `GetQuotes`.\n * Multiple vendor terminals may provide the same capability; VEX load-balances across instances.\n */\nexport interface IQuoteProviderGroup {\n group_id: string;\n meta: IQuoteServiceMetadata;\n mapTerminalIdToInstance: Map<string, IQuoteProviderInstance>;\n}\n\nexport interface IQuoteRequire {\n product_id: string;\n field: IQuoteKey;\n}\n"]}
|
|
@@ -0,0 +1,98 @@
|
|
|
1
|
+
import { newError } from '@yuants/utils';
|
|
2
|
+
import { filter, firstValueFrom, map } from 'rxjs';
|
|
3
|
+
const createConcurrencyLimiter = (concurrency) => {
|
|
4
|
+
const queue = [];
|
|
5
|
+
let active = 0;
|
|
6
|
+
const next = () => {
|
|
7
|
+
if (active >= concurrency)
|
|
8
|
+
return;
|
|
9
|
+
const task = queue.shift();
|
|
10
|
+
if (!task)
|
|
11
|
+
return;
|
|
12
|
+
active++;
|
|
13
|
+
task();
|
|
14
|
+
};
|
|
15
|
+
return async (fn) => await new Promise((resolve, reject) => {
|
|
16
|
+
queue.push(async () => {
|
|
17
|
+
try {
|
|
18
|
+
resolve(await fn());
|
|
19
|
+
}
|
|
20
|
+
catch (e) {
|
|
21
|
+
reject(e);
|
|
22
|
+
}
|
|
23
|
+
finally {
|
|
24
|
+
active--;
|
|
25
|
+
next();
|
|
26
|
+
}
|
|
27
|
+
});
|
|
28
|
+
next();
|
|
29
|
+
});
|
|
30
|
+
};
|
|
31
|
+
const pickInstance = (params) => {
|
|
32
|
+
var _a;
|
|
33
|
+
const { group_id, instances, mapGroupIdToRoundRobinIndex } = params;
|
|
34
|
+
if (instances.length === 0)
|
|
35
|
+
throw newError('VEX_QUOTE_PROVIDER_INSTANCE_EMPTY', { group_id });
|
|
36
|
+
const nextIndex = ((_a = mapGroupIdToRoundRobinIndex.get(group_id)) !== null && _a !== void 0 ? _a : 0) % instances.length;
|
|
37
|
+
mapGroupIdToRoundRobinIndex.set(group_id, nextIndex + 1);
|
|
38
|
+
return instances[nextIndex];
|
|
39
|
+
};
|
|
40
|
+
const requestGetQuotes = async (params) => {
|
|
41
|
+
const { terminal, instance, req } = params;
|
|
42
|
+
const res = await firstValueFrom(terminal.client
|
|
43
|
+
.request('GetQuotes', instance.terminal_id, req, instance.service_id)
|
|
44
|
+
.pipe(map((msg) => msg.res), filter((v) => v !== undefined)));
|
|
45
|
+
if (res.code !== 0)
|
|
46
|
+
throw newError('VEX_QUOTE_PROVIDER_ERROR', { instance, res });
|
|
47
|
+
if (res.data === undefined)
|
|
48
|
+
throw newError('VEX_QUOTE_PROVIDER_DATA_MISSING', { instance, res });
|
|
49
|
+
return res.data;
|
|
50
|
+
};
|
|
51
|
+
const runWithProviderGroupConcurrencyLimit1 = async (params) => {
|
|
52
|
+
var _a;
|
|
53
|
+
const { group_id, mapGroupIdToTailPromise, fn } = params;
|
|
54
|
+
const prev = (_a = mapGroupIdToTailPromise.get(group_id)) !== null && _a !== void 0 ? _a : Promise.resolve();
|
|
55
|
+
let resolveCurrent = () => { };
|
|
56
|
+
const current = new Promise((resolve) => {
|
|
57
|
+
resolveCurrent = resolve;
|
|
58
|
+
});
|
|
59
|
+
mapGroupIdToTailPromise.set(group_id, prev.then(() => current));
|
|
60
|
+
await prev;
|
|
61
|
+
try {
|
|
62
|
+
return await fn();
|
|
63
|
+
}
|
|
64
|
+
finally {
|
|
65
|
+
resolveCurrent();
|
|
66
|
+
}
|
|
67
|
+
};
|
|
68
|
+
export const createGetQuotesExecutor = (terminal) => {
|
|
69
|
+
const mapGroupIdToRoundRobinIndex = new Map();
|
|
70
|
+
const mapGroupIdToTailPromise = new Map();
|
|
71
|
+
const limitGetQuotes = createConcurrencyLimiter(32);
|
|
72
|
+
const mapKeyToInFlightGetQuotesPromise = new Map();
|
|
73
|
+
const requestGetQuotesInFlight = (key, planned) => {
|
|
74
|
+
const existing = mapKeyToInFlightGetQuotesPromise.get(key);
|
|
75
|
+
if (existing)
|
|
76
|
+
return existing;
|
|
77
|
+
const promise = limitGetQuotes(() => runWithProviderGroupConcurrencyLimit1({
|
|
78
|
+
group_id: planned.group_id,
|
|
79
|
+
mapGroupIdToTailPromise,
|
|
80
|
+
fn: async () => {
|
|
81
|
+
const instance = pickInstance({
|
|
82
|
+
group_id: planned.group_id,
|
|
83
|
+
instances: planned.instances,
|
|
84
|
+
mapGroupIdToRoundRobinIndex,
|
|
85
|
+
});
|
|
86
|
+
return await requestGetQuotes({ terminal, instance, req: planned.req });
|
|
87
|
+
},
|
|
88
|
+
})).finally(() => {
|
|
89
|
+
mapKeyToInFlightGetQuotesPromise.delete(key);
|
|
90
|
+
});
|
|
91
|
+
mapKeyToInFlightGetQuotesPromise.set(key, promise);
|
|
92
|
+
return promise;
|
|
93
|
+
};
|
|
94
|
+
return {
|
|
95
|
+
execute: async (requests) => await Promise.all(requests.map(async ({ key, planned }) => await requestGetQuotesInFlight(key, planned))),
|
|
96
|
+
};
|
|
97
|
+
};
|
|
98
|
+
//# sourceMappingURL=executor.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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{\n IQuoteUpdateAction as IExchangeQuoteUpdateAction,\n IQuoteServiceRequestByVEX,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { newError } from '@yuants/utils';\nimport { filter, firstValueFrom, map } from 'rxjs';\nimport { IQuoteProviderInstance } from '../types';\nimport { IPlannedRequestWithKey } from './router';\n\ntype IPlannedRequest = IPlannedRequestWithKey['planned'];\n\nconst createConcurrencyLimiter = (concurrency: number) => {\n const queue: Array<() => void> = [];\n let active = 0;\n const next = () => {\n if (active >= concurrency) return;\n const task = queue.shift();\n if (!task) return;\n active++;\n task();\n };\n return async <T>(fn: () => Promise<T>): Promise<T> =>\n await new Promise<T>((resolve, reject) => {\n queue.push(async () => {\n try {\n resolve(await fn());\n } catch (e) {\n reject(e);\n } finally {\n active--;\n next();\n }\n });\n next();\n });\n};\n\nconst pickInstance = (params: {\n group_id: string;\n instances: IQuoteProviderInstance[];\n mapGroupIdToRoundRobinIndex: Map<string, number>;\n}): IQuoteProviderInstance => {\n const { group_id, instances, mapGroupIdToRoundRobinIndex } = params;\n if (instances.length === 0) throw newError('VEX_QUOTE_PROVIDER_INSTANCE_EMPTY', { group_id });\n const nextIndex = (mapGroupIdToRoundRobinIndex.get(group_id) ?? 0) % instances.length;\n mapGroupIdToRoundRobinIndex.set(group_id, nextIndex + 1);\n return instances[nextIndex];\n};\n\nconst requestGetQuotes = async (params: {\n terminal: Terminal;\n instance: IQuoteProviderInstance;\n req: IQuoteServiceRequestByVEX;\n}): Promise<IExchangeQuoteUpdateAction> => {\n const { terminal, instance, req } = params;\n const res = await firstValueFrom(\n terminal.client\n .request<IQuoteServiceRequestByVEX, IExchangeQuoteUpdateAction>(\n 'GetQuotes',\n instance.terminal_id,\n req,\n instance.service_id,\n )\n .pipe(\n map((msg) => msg.res),\n filter((v): v is Exclude<typeof v, undefined> => v !== undefined),\n ),\n );\n if (res.code !== 0) throw newError('VEX_QUOTE_PROVIDER_ERROR', { instance, res });\n if (res.data === undefined) throw newError('VEX_QUOTE_PROVIDER_DATA_MISSING', { instance, res });\n return res.data as any;\n};\n\nconst runWithProviderGroupConcurrencyLimit1 = async <T>(params: {\n group_id: string;\n mapGroupIdToTailPromise: Map<string, Promise<void>>;\n fn: () => Promise<T>;\n}): Promise<T> => {\n const { group_id, mapGroupIdToTailPromise, fn } = params;\n const prev = mapGroupIdToTailPromise.get(group_id) ?? Promise.resolve();\n let resolveCurrent: () => void = () => {};\n const current = new Promise<void>((resolve) => {\n resolveCurrent = resolve;\n });\n mapGroupIdToTailPromise.set(\n group_id,\n prev.then(() => current),\n );\n await prev;\n try {\n return await fn();\n } finally {\n resolveCurrent();\n }\n};\n\nexport interface IGetQuotesExecutor {\n execute: (requests: IPlannedRequestWithKey[]) => Promise<IExchangeQuoteUpdateAction[]>;\n}\n\nexport const createGetQuotesExecutor = (terminal: Terminal): IGetQuotesExecutor => {\n const mapGroupIdToRoundRobinIndex = new Map<string, number>();\n const mapGroupIdToTailPromise = new Map<string, Promise<void>>();\n const limitGetQuotes = createConcurrencyLimiter(32);\n\n const mapKeyToInFlightGetQuotesPromise = new Map<string, Promise<IExchangeQuoteUpdateAction>>();\n const requestGetQuotesInFlight = (key: string, planned: IPlannedRequest) => {\n const existing = mapKeyToInFlightGetQuotesPromise.get(key);\n if (existing) return existing;\n const promise = limitGetQuotes(() =>\n runWithProviderGroupConcurrencyLimit1({\n group_id: planned.group_id,\n mapGroupIdToTailPromise,\n fn: async () => {\n const instance = pickInstance({\n group_id: planned.group_id,\n instances: planned.instances,\n mapGroupIdToRoundRobinIndex,\n });\n return await requestGetQuotes({ terminal, instance, req: planned.req });\n },\n }),\n ).finally(() => {\n mapKeyToInFlightGetQuotesPromise.delete(key);\n });\n mapKeyToInFlightGetQuotesPromise.set(key, promise);\n return promise;\n };\n\n return {\n execute: async (requests) =>\n await Promise.all(\n requests.map(async ({ key, planned }) => await requestGetQuotesInFlight(key, planned)),\n ),\n };\n};\n"]}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/quote/upstream/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,2BAA2B,EAAE,MAAM,YAAY,CAAC","sourcesContent":["export { createQuoteProviderRegistry } from './registry';\nexport type { IQuoteProviderRegistry } from './registry';\n"]}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"prefix-matcher.js","sourceRoot":"","sources":["../../../src/quote/upstream/prefix-matcher.ts"],"names":[],"mappings":"AAIA,MAAM,CAAC,MAAM,yBAAyB,GAAG,CACvC,OAA4C,EACzB,EAAE;IACrB,MAAM,MAAM,GAAG,CAAC,GAAG,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;IAC9E,OAAO;QACL,KAAK,EAAE,CAAC,KAAa,EAAO,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC;KACpG,CAAC;AACJ,CAAC,CAAC","sourcesContent":["export interface IPrefixMatcher<T> {\n match: (value: string) => T[];\n}\n\nexport const createSortedPrefixMatcher = <T>(\n entries: Array<{ prefix: string; value: T }>,\n): IPrefixMatcher<T> => {\n const sorted = [...entries].sort((a, b) => b.prefix.length - a.prefix.length);\n return {\n match: (value: string): T[] => sorted.filter((x) => value.startsWith(x.prefix)).map((x) => x.value),\n };\n};\n"]}
|
|
@@ -0,0 +1,116 @@
|
|
|
1
|
+
import { parseQuoteServiceMetadataFromSchema } from '@yuants/exchange';
|
|
2
|
+
import { encodePath, formatTime, listWatch, newError } from '@yuants/utils';
|
|
3
|
+
import { EMPTY, map, of, tap } from 'rxjs';
|
|
4
|
+
import { createGetQuotesExecutor } from './executor';
|
|
5
|
+
import { buildProviderIndices, createQuoteRouter, } from './router';
|
|
6
|
+
const normalizeMetadataForGroup = (metadata) => {
|
|
7
|
+
const fields = [...metadata.fields].sort();
|
|
8
|
+
return Object.assign(Object.assign({}, metadata), { fields });
|
|
9
|
+
};
|
|
10
|
+
export const createQuoteProviderRegistry = (terminal) => {
|
|
11
|
+
const router = createQuoteRouter();
|
|
12
|
+
const executor = createGetQuotesExecutor(terminal);
|
|
13
|
+
const mapGroupIdToGroup = new Map();
|
|
14
|
+
let version = 0;
|
|
15
|
+
let cachedIndices;
|
|
16
|
+
const quoteServiceInfos$ = terminal.terminalInfos$.pipe(map((infos) => infos.flatMap((info) => {
|
|
17
|
+
var _a;
|
|
18
|
+
return Object.values((_a = info.serviceInfo) !== null && _a !== void 0 ? _a : {})
|
|
19
|
+
.filter((serviceInfo) => serviceInfo.method === 'GetQuotes')
|
|
20
|
+
.map((serviceInfo) => ({ terminal_id: info.terminal_id, serviceInfo }));
|
|
21
|
+
})));
|
|
22
|
+
quoteServiceInfos$
|
|
23
|
+
.pipe(listWatch((v) => v.serviceInfo.service_id, (v) => {
|
|
24
|
+
var _a, _b;
|
|
25
|
+
console.info(formatTime(Date.now()), `[VEX][Quote]DiscoveringGetQuotesProvider...`, `from terminal ${v.terminal_id}`, `service ${v.serviceInfo.service_id}`, `schema: ${JSON.stringify(v.serviceInfo.schema)}`);
|
|
26
|
+
try {
|
|
27
|
+
const metadata = normalizeMetadataForGroup(parseQuoteServiceMetadataFromSchema(v.serviceInfo.schema));
|
|
28
|
+
const group_id = encodePath(metadata.product_id_prefix, metadata.fields.join(','), (_a = metadata.max_products_per_request) !== null && _a !== void 0 ? _a : '');
|
|
29
|
+
const provider = {
|
|
30
|
+
terminal_id: v.terminal_id,
|
|
31
|
+
service_id: v.serviceInfo.service_id || v.serviceInfo.method,
|
|
32
|
+
};
|
|
33
|
+
const group = (_b = mapGroupIdToGroup.get(group_id)) !== null && _b !== void 0 ? _b : (() => {
|
|
34
|
+
const next = {
|
|
35
|
+
group_id,
|
|
36
|
+
meta: metadata,
|
|
37
|
+
mapTerminalIdToInstance: new Map(),
|
|
38
|
+
};
|
|
39
|
+
mapGroupIdToGroup.set(group_id, next);
|
|
40
|
+
return next;
|
|
41
|
+
})();
|
|
42
|
+
group.mapTerminalIdToInstance.set(provider.terminal_id, provider);
|
|
43
|
+
version++;
|
|
44
|
+
return of(void 0).pipe(tap({
|
|
45
|
+
unsubscribe: () => {
|
|
46
|
+
var _a, _b;
|
|
47
|
+
(_a = mapGroupIdToGroup.get(group_id)) === null || _a === void 0 ? void 0 : _a.mapTerminalIdToInstance.delete(v.terminal_id);
|
|
48
|
+
if (((_b = mapGroupIdToGroup.get(group_id)) === null || _b === void 0 ? void 0 : _b.mapTerminalIdToInstance.size) === 0) {
|
|
49
|
+
mapGroupIdToGroup.delete(group_id);
|
|
50
|
+
}
|
|
51
|
+
version++;
|
|
52
|
+
},
|
|
53
|
+
}));
|
|
54
|
+
}
|
|
55
|
+
catch (_c) {
|
|
56
|
+
console.info(formatTime(Date.now()), `[VEX][Quote]IgnoredGetQuotesProvider`, `Ignored GetQuotes provider from terminal ${v.terminal_id}`, `service ${v.serviceInfo.service_id} due to invalid schema.`);
|
|
57
|
+
return EMPTY;
|
|
58
|
+
}
|
|
59
|
+
}))
|
|
60
|
+
.subscribe();
|
|
61
|
+
const snapshot = () => {
|
|
62
|
+
const groups = Array.from(mapGroupIdToGroup.values());
|
|
63
|
+
if (!cachedIndices || cachedIndices.version !== version) {
|
|
64
|
+
cachedIndices = { version, indices: buildProviderIndices(groups) };
|
|
65
|
+
}
|
|
66
|
+
return { groups, indices: cachedIndices.indices };
|
|
67
|
+
};
|
|
68
|
+
const planOrThrow = (misses, updated_at) => {
|
|
69
|
+
const { groups, indices } = snapshot();
|
|
70
|
+
if (groups.length === 0)
|
|
71
|
+
throw newError('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });
|
|
72
|
+
return router.planOrThrow(misses, indices, updated_at);
|
|
73
|
+
};
|
|
74
|
+
const execute = async (requests) => (await executor.execute(requests));
|
|
75
|
+
const fillQuoteStateFromUpstream = async (params) => {
|
|
76
|
+
const { quoteState, cacheMissed, updated_at } = params;
|
|
77
|
+
if (cacheMissed.length === 0)
|
|
78
|
+
return;
|
|
79
|
+
const { groups } = snapshot();
|
|
80
|
+
console.info(formatTime(Date.now()), `[VEX][Quote]UpstreamProviderDiscovery`, ` Discovered ${groups.length} GetQuotes provider groups from terminal infos.`, JSON.stringify(groups));
|
|
81
|
+
const plan = planOrThrow(cacheMissed, updated_at);
|
|
82
|
+
const mapGroupIdToProductIds = new Map();
|
|
83
|
+
for (const { planned } of plan.requests) {
|
|
84
|
+
let productIds = mapGroupIdToProductIds.get(planned.group_id);
|
|
85
|
+
if (!productIds) {
|
|
86
|
+
productIds = new Set();
|
|
87
|
+
mapGroupIdToProductIds.set(planned.group_id, productIds);
|
|
88
|
+
}
|
|
89
|
+
for (const product_id of planned.req.product_ids)
|
|
90
|
+
productIds.add(product_id);
|
|
91
|
+
}
|
|
92
|
+
console.info(formatTime(Date.now()), `[VEX][Quote]RouteDispatched`, ` Routed ${cacheMissed.length} missed quotes to ${mapGroupIdToProductIds.size} provider groups.`, JSON.stringify({
|
|
93
|
+
productsByGroupId: [...mapGroupIdToProductIds.entries()].map(([group_id, productIds]) => ({
|
|
94
|
+
group_id,
|
|
95
|
+
product_ids: [...productIds],
|
|
96
|
+
})),
|
|
97
|
+
default_action: plan.defaultAction,
|
|
98
|
+
}));
|
|
99
|
+
if (Object.keys(plan.defaultAction).length > 0) {
|
|
100
|
+
quoteState.update(plan.defaultAction);
|
|
101
|
+
}
|
|
102
|
+
console.info(formatTime(Date.now()), `[VEX][Quote]RequestPlanned`, `Planned ${plan.requests.length} upstream GetQuotes requests.`, JSON.stringify(plan.requests.map(({ key, planned }) => ({
|
|
103
|
+
key,
|
|
104
|
+
group_id: planned.group_id,
|
|
105
|
+
product_ids: planned.req.product_ids,
|
|
106
|
+
fields: planned.req.fields,
|
|
107
|
+
}))));
|
|
108
|
+
const actions = await execute(plan.requests);
|
|
109
|
+
console.debug(formatTime(Date.now()), `[VEX][Quote]RequestReceived`, `Received ${actions.length} upstream GetQuotes responses.`, JSON.stringify(actions));
|
|
110
|
+
for (const action of actions) {
|
|
111
|
+
quoteState.update(action);
|
|
112
|
+
}
|
|
113
|
+
};
|
|
114
|
+
return { snapshot, planOrThrow, execute, fillQuoteStateFromUpstream };
|
|
115
|
+
};
|
|
116
|
+
//# sourceMappingURL=registry.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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{ IQuoteServiceMetadata, parseQuoteServiceMetadataFromSchema } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime, listWatch, newError } from '@yuants/utils';\nimport { EMPTY, map, of, tap } from 'rxjs';\nimport {\n IQuoteKey,\n IQuoteProviderGroup,\n IQuoteProviderInstance,\n IQuoteRequire,\n IQuoteState,\n IQuoteUpdateAction,\n} from '../types';\nimport { createGetQuotesExecutor } from './executor';\nimport {\n buildProviderIndices,\n createQuoteRouter,\n IProviderIndices,\n IPlannedRequestWithKey,\n QuoteUpstreamPlan,\n} from './router';\n\nexport interface IQuoteProviderRegistry {\n snapshot: () => { groups: IQuoteProviderGroup[]; indices: IProviderIndices };\n planOrThrow: (misses: IQuoteRequire[], updated_at: number) => QuoteUpstreamPlan;\n execute: (requests: IPlannedRequestWithKey[]) => Promise<IQuoteUpdateAction[]>;\n fillQuoteStateFromUpstream: (params: {\n quoteState: IQuoteState;\n cacheMissed: IQuoteRequire[];\n updated_at: number;\n }) => Promise<void>;\n}\n\nconst normalizeMetadataForGroup = (metadata: IQuoteServiceMetadata): IQuoteServiceMetadata => {\n const fields = [...(metadata.fields as unknown as IQuoteKey[])].sort();\n return { ...metadata, fields };\n};\n\nexport const createQuoteProviderRegistry = (terminal: Terminal): IQuoteProviderRegistry => {\n const router = createQuoteRouter();\n const executor = createGetQuotesExecutor(terminal);\n\n const mapGroupIdToGroup = new Map<string, IQuoteProviderGroup>();\n let version = 0;\n let cachedIndices: { version: number; indices: IProviderIndices } | undefined;\n\n const quoteServiceInfos$ = terminal.terminalInfos$.pipe(\n map((infos) =>\n infos.flatMap((info) =>\n Object.values(info.serviceInfo ?? {})\n .filter((serviceInfo) => serviceInfo.method === 'GetQuotes')\n .map((serviceInfo) => ({ terminal_id: info.terminal_id, serviceInfo })),\n ),\n ),\n );\n\n quoteServiceInfos$\n .pipe(\n listWatch(\n (v) => v.serviceInfo.service_id,\n (v) => {\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote]DiscoveringGetQuotesProvider...`,\n `from terminal ${v.terminal_id}`,\n `service ${v.serviceInfo.service_id}`,\n `schema: ${JSON.stringify(v.serviceInfo.schema)}`,\n );\n try {\n const metadata = normalizeMetadataForGroup(\n parseQuoteServiceMetadataFromSchema(v.serviceInfo.schema),\n );\n const group_id = encodePath(\n metadata.product_id_prefix,\n (metadata.fields as any[]).join(','),\n metadata.max_products_per_request ?? '',\n );\n const provider: IQuoteProviderInstance = {\n terminal_id: v.terminal_id,\n service_id: v.serviceInfo.service_id || v.serviceInfo.method,\n };\n const group =\n mapGroupIdToGroup.get(group_id) ??\n (() => {\n const next: IQuoteProviderGroup = {\n group_id,\n meta: metadata,\n mapTerminalIdToInstance: new Map<string, IQuoteProviderInstance>(),\n };\n mapGroupIdToGroup.set(group_id, next);\n return next;\n })();\n group.mapTerminalIdToInstance.set(provider.terminal_id, provider);\n version++;\n return of(void 0).pipe(\n tap({\n unsubscribe: () => {\n mapGroupIdToGroup.get(group_id)?.mapTerminalIdToInstance.delete(v.terminal_id);\n if (mapGroupIdToGroup.get(group_id)?.mapTerminalIdToInstance.size === 0) {\n mapGroupIdToGroup.delete(group_id);\n }\n version++;\n },\n }),\n );\n } catch {\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote]IgnoredGetQuotesProvider`,\n `Ignored GetQuotes provider from terminal ${v.terminal_id}`,\n `service ${v.serviceInfo.service_id} due to invalid schema.`,\n );\n return EMPTY;\n }\n },\n ),\n )\n .subscribe();\n\n const snapshot = () => {\n const groups = Array.from(mapGroupIdToGroup.values());\n if (!cachedIndices || cachedIndices.version !== version) {\n cachedIndices = { version, indices: buildProviderIndices(groups) };\n }\n return { groups, indices: cachedIndices.indices };\n };\n\n const planOrThrow = (misses: IQuoteRequire[], updated_at: number): QuoteUpstreamPlan => {\n const { groups, indices } = snapshot();\n if (groups.length === 0) throw newError('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });\n return router.planOrThrow(misses, indices, updated_at);\n };\n\n const execute = async (requests: IPlannedRequestWithKey[]): Promise<IQuoteUpdateAction[]> =>\n (await executor.execute(requests)) as any;\n\n const fillQuoteStateFromUpstream: IQuoteProviderRegistry['fillQuoteStateFromUpstream'] = async (params) => {\n const { quoteState, cacheMissed, updated_at } = params;\n if (cacheMissed.length === 0) return;\n\n const { groups } = snapshot();\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote]UpstreamProviderDiscovery`,\n ` Discovered ${groups.length} GetQuotes provider groups from terminal infos.`,\n JSON.stringify(groups),\n );\n\n const plan = planOrThrow(cacheMissed, updated_at);\n\n const mapGroupIdToProductIds = new Map<string, Set<string>>();\n for (const { planned } of plan.requests) {\n let productIds = mapGroupIdToProductIds.get(planned.group_id);\n if (!productIds) {\n productIds = new Set<string>();\n mapGroupIdToProductIds.set(planned.group_id, productIds);\n }\n for (const product_id of planned.req.product_ids) productIds.add(product_id);\n }\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote]RouteDispatched`,\n ` Routed ${cacheMissed.length} missed quotes to ${mapGroupIdToProductIds.size} provider groups.`,\n JSON.stringify({\n productsByGroupId: [...mapGroupIdToProductIds.entries()].map(([group_id, productIds]) => ({\n group_id,\n product_ids: [...productIds],\n })),\n default_action: plan.defaultAction,\n }),\n );\n\n if (Object.keys(plan.defaultAction).length > 0) {\n quoteState.update(plan.defaultAction);\n }\n\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote]RequestPlanned`,\n `Planned ${plan.requests.length} upstream GetQuotes requests.`,\n JSON.stringify(\n plan.requests.map(({ key, planned }) => ({\n key,\n group_id: planned.group_id,\n product_ids: planned.req.product_ids,\n fields: planned.req.fields,\n })),\n ),\n );\n\n const actions = await execute(plan.requests);\n console.debug(\n formatTime(Date.now()),\n `[VEX][Quote]RequestReceived`,\n `Received ${actions.length} upstream GetQuotes responses.`,\n JSON.stringify(actions),\n );\n\n for (const action of actions) {\n quoteState.update(action);\n }\n };\n\n return { snapshot, planOrThrow, execute, fillQuoteStateFromUpstream };\n};\n"]}
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import { TextEncoder } from 'util';
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import { encodePath, fnv1a64Hex, newError } from '@yuants/utils';
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import { createSortedPrefixMatcher } from './prefix-matcher';
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const SEP_BYTE = new Uint8Array([0xff]);
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const encodeStrings = (parts) => {
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const buffers = [];
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for (const part of parts) {
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buffers.push(new TextEncoder().encode(part));
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buffers.push(SEP_BYTE);
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}
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}
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return result;
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};
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const fnv1a64HexFromStrings = (parts) => fnv1a64Hex(encodeStrings(parts));
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export const buildProviderIndices = (groups) => {
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const mapGroupIdToGroup = new Map(groups.map((x) => [x.group_id, x]));
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const prefixMatcher = createSortedPrefixMatcher(groups.map((group) => ({ prefix: group.meta.product_id_prefix, value: group.group_id })));
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const mapFieldToGroupIds = new Map();
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for (const group of groups) {
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for (const field of group.meta.fields) {
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let groupIds = mapFieldToGroupIds.get(field);
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if (!groupIds) {
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groupIds = new Set();
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mapFieldToGroupIds.set(field, groupIds);
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}
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groupIds.add(group.group_id);
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}
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}
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return { mapGroupIdToGroup, prefixMatcher, mapFieldToGroupIds };
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};
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const createRequestKey = (group_id, batchProductIds) => encodePath(group_id, fnv1a64HexFromStrings(batchProductIds));
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const planRequests = (params) => {
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var _a;
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const { productsByGroupId, mapGroupIdToGroup } = params;
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const plannedRequests = [];
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for (const [group_id, productIdSet] of productsByGroupId) {
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const group = mapGroupIdToGroup.get(group_id);
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if (!group)
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continue;
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const sortedProductIds = [...productIdSet].sort();
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const max = (_a = group.meta.max_products_per_request) !== null && _a !== void 0 ? _a : sortedProductIds.length;
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for (let i = 0; i < sortedProductIds.length; i += max) {
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const batchProductIds = sortedProductIds.slice(i, i + max);
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const key = createRequestKey(group_id, batchProductIds);
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plannedRequests.push({
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key,
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planned: {
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group_id,
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instances: Array.from(group.mapTerminalIdToInstance.values()),
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req: { product_ids: batchProductIds, fields: group.meta.fields },
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},
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});
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}
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}
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return plannedRequests;
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};
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export const createQuoteRouter = () => ({
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planOrThrow: (misses, indices, updated_at) => {
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const { prefixMatcher, mapFieldToGroupIds, mapGroupIdToGroup } = indices;
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const productsByGroupId = new Map();
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const defaultAction = {};
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const unroutableProducts = new Set();
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const mapProductIdToGroupIds = new Map();
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for (const miss of misses) {
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const { product_id, field } = miss;
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let productGroupIds = mapProductIdToGroupIds.get(product_id);
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if (!productGroupIds) {
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productGroupIds = prefixMatcher.match(product_id);
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mapProductIdToGroupIds.set(product_id, productGroupIds);
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}
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if (productGroupIds.length === 0) {
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78
|
+
unroutableProducts.add(product_id);
|
|
79
|
+
continue;
|
|
80
|
+
}
|
|
81
|
+
const fieldGroupIds = mapFieldToGroupIds.get(field);
|
|
82
|
+
if (!fieldGroupIds) {
|
|
83
|
+
if (!defaultAction[product_id])
|
|
84
|
+
defaultAction[product_id] = {};
|
|
85
|
+
defaultAction[product_id][field] = ['', updated_at];
|
|
86
|
+
continue;
|
|
87
|
+
}
|
|
88
|
+
let matched = false;
|
|
89
|
+
for (const group_id of productGroupIds) {
|
|
90
|
+
if (!fieldGroupIds.has(group_id))
|
|
91
|
+
continue;
|
|
92
|
+
matched = true;
|
|
93
|
+
let productIds = productsByGroupId.get(group_id);
|
|
94
|
+
if (!productIds) {
|
|
95
|
+
productIds = new Set();
|
|
96
|
+
productsByGroupId.set(group_id, productIds);
|
|
97
|
+
}
|
|
98
|
+
productIds.add(product_id);
|
|
99
|
+
}
|
|
100
|
+
if (!matched) {
|
|
101
|
+
if (!defaultAction[product_id])
|
|
102
|
+
defaultAction[product_id] = {};
|
|
103
|
+
defaultAction[product_id][field] = ['', updated_at];
|
|
104
|
+
}
|
|
105
|
+
}
|
|
106
|
+
if (unroutableProducts.size !== 0) {
|
|
107
|
+
throw newError('VEX_QUOTE_PRODUCT_UNROUTABLE', {
|
|
108
|
+
updated_at,
|
|
109
|
+
unroutable_products: [...unroutableProducts].slice(0, 200),
|
|
110
|
+
unroutable_products_total: unroutableProducts.size,
|
|
111
|
+
});
|
|
112
|
+
}
|
|
113
|
+
return {
|
|
114
|
+
defaultAction,
|
|
115
|
+
requests: planRequests({ productsByGroupId, mapGroupIdToGroup }),
|
|
116
|
+
};
|
|
117
|
+
},
|
|
118
|
+
});
|
|
119
|
+
//# sourceMappingURL=router.js.map
|