@yuants/app-virtual-exchange 0.10.2 → 0.11.0

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.
Files changed (34) hide show
  1. package/dist/quote/__tests__/implementations.test.js +66 -0
  2. package/dist/quote/__tests__/implementations.test.js.map +1 -1
  3. package/dist/quote/implementations/v0.js +12 -1
  4. package/dist/quote/implementations/v0.js.map +1 -1
  5. package/dist/quote/implementations/v1.js +12 -1
  6. package/dist/quote/implementations/v1.js.map +1 -1
  7. package/dist/quote/implementations/v2.js +12 -1
  8. package/dist/quote/implementations/v2.js.map +1 -1
  9. package/dist/quote/implementations/v3.js +12 -1
  10. package/dist/quote/implementations/v3.js.map +1 -1
  11. package/dist/quote/service.js +6 -29
  12. package/dist/quote/service.js.map +1 -1
  13. package/dist/quote/types.js.map +1 -1
  14. package/lib/quote/__tests__/implementations.test.js +66 -0
  15. package/lib/quote/__tests__/implementations.test.js.map +1 -1
  16. package/lib/quote/implementations/v0.d.ts.map +1 -1
  17. package/lib/quote/implementations/v0.js +12 -1
  18. package/lib/quote/implementations/v0.js.map +1 -1
  19. package/lib/quote/implementations/v1.d.ts.map +1 -1
  20. package/lib/quote/implementations/v1.js +12 -1
  21. package/lib/quote/implementations/v1.js.map +1 -1
  22. package/lib/quote/implementations/v2.d.ts.map +1 -1
  23. package/lib/quote/implementations/v2.js +12 -1
  24. package/lib/quote/implementations/v2.js.map +1 -1
  25. package/lib/quote/implementations/v3.d.ts.map +1 -1
  26. package/lib/quote/implementations/v3.js +12 -1
  27. package/lib/quote/implementations/v3.js.map +1 -1
  28. package/lib/quote/service.js +5 -28
  29. package/lib/quote/service.js.map +1 -1
  30. package/lib/quote/types.d.ts +8 -0
  31. package/lib/quote/types.d.ts.map +1 -1
  32. package/lib/quote/types.js.map +1 -1
  33. package/package.json +3 -3
  34. package/temp/package-deps.json +12 -12
package/lib/quote/types.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/quote/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAC5C,OAAO,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AAEzD,oBAAY,SAAS,GAAG,OAAO,CAAC,MAAM,MAAM,EAAE,eAAe,GAAG,YAAY,GAAG,YAAY,CAAC,CAAC;AAE7F;;;;;;;;;;;;;;;;;;;GAmBG;AACH,oBAAY,kBAAkB,GAAG,MAAM,CACrC,MAAM,EACN,OAAO,CAAC,MAAM,CAAC,SAAS,EAAE,CAAC,KAAK,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAChE,CAAC;AACF,MAAM,WAAW,WAAW;IAC1B,MAAM,EAAE,CAAC,MAAM,EAAE,kBAAkB,KAAK,IAAI,CAAC;IAC7C,YAAY,EAAE,MAAM,kBAAkB,CAAC;IACvC,aAAa,EAAE,CAAC,UAAU,EAAE,MAAM,EAAE,KAAK,EAAE,SAAS,KAAK,CAAC,MAAM,EAAE,MAAM,CAAC,GAAG,SAAS,CAAC;IACtF,MAAM,EAAE,CAAC,WAAW,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,EAAE,UAAU,EAAE,MAAM,KAAK,kBAAkB,CAAC;CAChG;AAED,MAAM,WAAW,sBAAsB;IACrC,WAAW,EAAE,MAAM,CAAC;IACpB,UAAU,EAAE,MAAM,CAAC;CACpB;AAED;;;GAGG;AACH,MAAM,WAAW,mBAAmB;IAClC,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,EAAE,qBAAqB,CAAC;IAC5B,uBAAuB,EAAE,GAAG,CAAC,MAAM,EAAE,sBAAsB,CAAC,CAAC;CAC9D;AAED,MAAM,WAAW,aAAa;IAC5B,UAAU,EAAE,MAAM,CAAC;IACnB,KAAK,EAAE,SAAS,CAAC;CAClB"}
1
+ {"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/quote/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAC5C,OAAO,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AAEzD,oBAAY,SAAS,GAAG,OAAO,CAAC,MAAM,MAAM,EAAE,eAAe,GAAG,YAAY,GAAG,YAAY,CAAC,CAAC;AAE7F;;;;;;;;;;;;;;;;;;;GAmBG;AACH,oBAAY,kBAAkB,GAAG,MAAM,CACrC,MAAM,EACN,OAAO,CAAC,MAAM,CAAC,SAAS,EAAE,CAAC,KAAK,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,CAAC,CAAC,CAAC,CAChE,CAAC;AACF,MAAM,WAAW,WAAW;IAC1B,MAAM,EAAE,CAAC,MAAM,EAAE,kBAAkB,KAAK,IAAI,CAAC;IAC7C,YAAY,EAAE,MAAM,kBAAkB,CAAC;IACvC,aAAa,EAAE,CAAC,UAAU,EAAE,MAAM,EAAE,KAAK,EAAE,SAAS,KAAK,CAAC,MAAM,EAAE,MAAM,CAAC,GAAG,SAAS,CAAC;IACtF,MAAM,EAAE,CAAC,WAAW,EAAE,MAAM,EAAE,EAAE,MAAM,EAAE,SAAS,EAAE,EAAE,UAAU,EAAE,MAAM,KAAK,kBAAkB,CAAC;IAC/F;;;;;;OAMG;IACH,YAAY,EAAE,CAAC,CAAC,SAAS,SAAS,EAChC,WAAW,EAAE,MAAM,EAAE,EACrB,MAAM,EAAE,CAAC,EAAE,KACR,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC,CAAC;CACxC;AAED,MAAM,WAAW,sBAAsB;IACrC,WAAW,EAAE,MAAM,CAAC;IACpB,UAAU,EAAE,MAAM,CAAC;CACpB;AAED;;;GAGG;AACH,MAAM,WAAW,mBAAmB;IAClC,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,EAAE,qBAAqB,CAAC;IAC5B,uBAAuB,EAAE,GAAG,CAAC,MAAM,EAAE,sBAAsB,CAAC,CAAC;CAC9D;AAED,MAAM,WAAW,aAAa;IAC5B,UAAU,EAAE,MAAM,CAAC;IACnB,KAAK,EAAE,SAAS,CAAC;CAClB"}
package/lib/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';\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"]}
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 * 过滤并获取指定产品和字段的值，即便对应字段不存在或未更新也会返回空字符串\n *\n * @param product_ids\n * @param fields\n * @returns\n */\n filterValues: <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ) => Record<string, Record<K, string>>;\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"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/app-virtual-exchange",
3
- "version": "0.10.2",
3
+ "version": "0.11.0",
4
4
  "main": "lib/index.js",
5
5
  "files": [
6
6
  "dist",
@@ -13,10 +13,10 @@
13
13
  "@yuants/data-product": "0.5.1",
14
14
  "@yuants/data-account": "0.11.0",
15
15
  "@yuants/data-order": "0.7.1",
16
- "@yuants/data-quote": "0.3.1",
16
+ "@yuants/data-quote": "0.4.0",
17
17
  "@yuants/secret": "0.4.1",
18
18
  "@yuants/sql": "0.9.31",
19
- "@yuants/exchange": "0.7.0",
19
+ "@yuants/exchange": "0.7.1",
20
20
  "@yuants/cache": "0.3.4",
21
21
  "rxjs": "~7.5.6",
22
22
  "ajv": "~8.12.0"
package/temp/package-deps.json CHANGED
@@ -1,12 +1,12 @@
1
1
  {
2
- "apps/virtual-exchange/CHANGELOG.json": "0a5b787560159eaab5b63cc47a9146cc29f2d486",
3
- "apps/virtual-exchange/CHANGELOG.md": "6b62d96945e89869e6cdedcd18637717728809ee",
2
+ "apps/virtual-exchange/CHANGELOG.json": "238ca5946525c997bca0e6244d308e399497371d",
3
+ "apps/virtual-exchange/CHANGELOG.md": "5fc1405876f8f83fea3e0d7dc87287e601f1ffd6",
4
4
  "apps/virtual-exchange/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
5
5
  "apps/virtual-exchange/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
6
6
  "apps/virtual-exchange/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
7
7
  "apps/virtual-exchange/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
8
8
  "apps/virtual-exchange/etc/app-virtual-exchange.api.md": "6cb40ec1fa2d40a31a7b0dd3f02b8b24a4d7c4de",
9
- "apps/virtual-exchange/package.json": "0074afe46b640d7b16b07a0c1f4a2459bf29c1a0",
9
+ "apps/virtual-exchange/package.json": "c51463d9dd837dff2cd6b5c7a1d142bf39000616",
10
10
  "apps/virtual-exchange/src/credential.ts": "7ff9cfe06e46005b2a69e60b5596eb1f59d42bba",
11
11
  "apps/virtual-exchange/src/general.ts": "b3d0cd8c57975b9711008beaa05ad7f6812bd57e",
12
12
  "apps/virtual-exchange/src/index.ts": "67e1963facf0ee2aedd871496361cff90bf49356",
@@ -15,7 +15,7 @@
15
15
  "apps/virtual-exchange/src/product-collector.ts": "15ba0a692d694d20b607eaad0287a864577ef30c",
16
16
  "apps/virtual-exchange/src/quote/DESIGN.md": "4b952e24f77a7429fd82cdf29155a725bbebe583",
17
17
  "apps/virtual-exchange/src/quote/QUOTE_STATE_PERFORMANCE_REPORT.md": "b90b7b77a70bb5f4b503d03ccba8f1d07edf7d37",
18
- "apps/virtual-exchange/src/quote/__tests__/implementations.test.ts": "98406aed5c8d35a3f8e94ec604e42ae27062fed8",
18
+ "apps/virtual-exchange/src/quote/__tests__/implementations.test.ts": "2ab7a385eaffe344d5ebfc87689399c096831b54",
19
19
  "apps/virtual-exchange/src/quote/benchmark/ForkedQuoteStateComparisonTest.ts": "de83e52651e4ca3a330719e805298af3f195c696",
20
20
  "apps/virtual-exchange/src/quote/benchmark/PerformanceTester.ts": "5de2f97bf856804bb98309939dab273334b373cc",
21
21
  "apps/virtual-exchange/src/quote/benchmark/QuoteStateComparisonTest.ts": "1d9c11444333d6a27898d6c1209b1b84d37a9bab",
@@ -25,14 +25,14 @@
25
25
  "apps/virtual-exchange/src/quote/benchmark/worker.ts": "936e4332139e15d1278fcefaf0bb0c5fb66a38d2",
26
26
  "apps/virtual-exchange/src/quote/implementations/README.md": "da3afe60c9bc16576cc226d63c233bb2d2fd7c38",
27
27
  "apps/virtual-exchange/src/quote/implementations/index.ts": "99d8c99b24e5e7f14293f489916c83a0bac192d7",
28
- "apps/virtual-exchange/src/quote/implementations/v0.ts": "e3d4794a55f88a1fffc1efdb72c45f1c685262bc",
29
- "apps/virtual-exchange/src/quote/implementations/v1.ts": "5ada5f719b6fb5c1542b31110fed9b3bc5cc1567",
30
- "apps/virtual-exchange/src/quote/implementations/v2.ts": "601c0a28523316514dba166f6fc96e6c3e5f224c",
31
- "apps/virtual-exchange/src/quote/implementations/v3.ts": "162ca17088bf4c1d42e314cb34179f4d6fbc5fb6",
32
- "apps/virtual-exchange/src/quote/service.ts": "b10a5123660954aff3b9ab34badd20806f536536",
28
+ "apps/virtual-exchange/src/quote/implementations/v0.ts": "cbc6aa7b7356b18d83a219241e9070e2aeed1365",
29
+ "apps/virtual-exchange/src/quote/implementations/v1.ts": "f8c5bd941659c4a8b6dff0541f44133f123fc78a",
30
+ "apps/virtual-exchange/src/quote/implementations/v2.ts": "8723cede6cee6092ec0b8ce9b273ee92f47790cf",
31
+ "apps/virtual-exchange/src/quote/implementations/v3.ts": "f5e4f31c5592d84206d0a27ee51107ba9a91a53d",
32
+ "apps/virtual-exchange/src/quote/service.ts": "f74bb5f0fb776839d84e55709f3971301b3fdeb3",
33
33
  "apps/virtual-exchange/src/quote/state.benchmark.ts": "075d3c5bab0ae6f7b61accfe977f7d35233b06ad",
34
34
  "apps/virtual-exchange/src/quote/state.ts": "a13be6e84d30b54de16f90e1cb3feeeab75957df",
35
- "apps/virtual-exchange/src/quote/types.ts": "b81ffc066b0252b06ae5e32ef044b1bb70b14f97",
35
+ "apps/virtual-exchange/src/quote/types.ts": "4894fd3df8b5bb92e7aaacda9136fa3e70d45835",
36
36
  "apps/virtual-exchange/src/quote/upstream/executor.ts": "f7acd3ced6114f1a20ad72c746a9dfbf67b495ec",
37
37
  "apps/virtual-exchange/src/quote/upstream/index.ts": "10439c0fa997c61fcca1763aae40fddba3daa3da",
38
38
  "apps/virtual-exchange/src/quote/upstream/prefix-matcher.ts": "079066de8c1d5d91b63ffc2bf67c2163e7b8a540",
@@ -45,10 +45,10 @@
45
45
  "libraries/data-product/temp/package-deps.json": "899bba8ace3f04b2035488ff9059e40732ef1d97",
46
46
  "libraries/data-account/temp/package-deps.json": "d49586cd2fc2d6d025e585e5a5dd04d37c41263c",
47
47
  "libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
48
- "libraries/data-quote/temp/package-deps.json": "272c0fe62ababfa66a7589139c31231a6fdce2b4",
48
+ "libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
49
49
  "libraries/secret/temp/package-deps.json": "360293dbcad7870a579c7c043d7f8f87a1b68c48",
50
50
  "libraries/sql/temp/package-deps.json": "041074e0102f9a01820c0fddcf82b9eaee226c79",
51
- "libraries/exchange/temp/package-deps.json": "b6abf8b8c478de5c97de4dec2bf77237bb4ee2eb",
51
+ "libraries/exchange/temp/package-deps.json": "8e1be9c0b37755b28288f53265acf9e27f99c943",
52
52
  "libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
53
53
  "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
54
54
  }