@yuants/app-virtual-exchange 0.11.1 → 0.11.3

package/dist/position.js

@@ -1,22 +1,14 @@
 import { createCache } from '@yuants/cache';
 import { createClientProductCache } from '@yuants/data-product';
-import { queryQuotes } from '@yuants/data-quote';
 import { Terminal } from '@yuants/protocol';
 import { escapeSQL, requestSQL } from '@yuants/sql';
 import { newError } from '@yuants/utils';
 const terminal = Terminal.fromNodeEnv();
 const productCache = createClientProductCache(terminal);
 const quoteCache = createCache(async (product_id) => {
-    const quoteRecord = await queryQuotes(terminal, [product_id], [
-        'ask_price',
-        'bid_price',
-        'last_price',
-        'interest_rate_long',
-        'interest_rate_short',
-        'interest_rate_prev_settled_at',
-        'interest_rate_next_settled_at',
-    ], Date.now());
-    return quoteRecord[product_id];
+    const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;
+    const [quote] = await requestSQL(terminal, sql);
+    return quote;
 }, { expire: 30000 });
 const interestRateIntervalCache = createCache(async (product_id) => {
     const sql = `select created_at from interest_rate where series_id = ${escapeSQL(product_id)} order by created_at desc limit 2`;
@@ -76,7 +68,7 @@ export const polyfillPosition = async (positions) => {
         }
         // 利率相关信息的追加
         if (quote) {
-            if (quote.interest_rate_next_settled_at != null) {
+            if (quote.interest_rate_next_settled_at !== null) {
                 const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();
                 // 优先使用行情数据中的下一个结算时间
                 pos.settlement_scheduled_at = nextSettledAt;
@@ -86,7 +78,7 @@ export const polyfillPosition = async (positions) => {
                     pos.settlement_interval = interval;
                 }
             }
-            else if (quote.interest_rate_next_settled_at == null && interestRateInterval !== undefined) {
+            else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {
                 // 估算下一个结算时间
                 // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval
                 const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);
@@ -97,12 +89,12 @@ export const polyfillPosition = async (positions) => {
                 pos.settlement_interval = interestRateInterval.interval;
             }
             if (pos.direction === 'LONG') {
-                if (quote.interest_rate_long != null) {
+                if (quote.interest_rate_long !== null) {
                     pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;
                 }
             }
             if (pos.direction === 'SHORT') {
-                if (quote.interest_rate_short != null) {
+                if (quote.interest_rate_short !== null) {
                     pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;
                 }
             }

package/dist/position.js.map

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote, queryQuotes } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\n\nconst quoteCache = createCache<Partial<IQuote> | undefined>(\n  async (product_id) => {\n    const quoteRecord = await queryQuotes(\n      terminal,\n      [product_id],\n      [\n        'ask_price',\n        'bid_price',\n        'last_price',\n        'interest_rate_long',\n        'interest_rate_short',\n        'interest_rate_prev_settled_at',\n        'interest_rate_next_settled_at',\n      ],\n      Date.now(),\n    );\n    return quoteRecord[product_id];\n  },\n  { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n  async (product_id: string) => {\n    const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n      product_id,\n    )} order by created_at desc limit 2`;\n    const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n    if (rates.length < 2) return undefined;\n    const prev = new Date(rates[0].created_at).getTime();\n    const prevOfPrev = new Date(rates[1].created_at).getTime();\n    const interval = prev - prevOfPrev;\n    return {\n      prev,\n      prevOfPrev,\n      interval,\n    };\n  },\n  { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n  // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n  for (const pos of positions) {\n    const [theProduct, quote, interestRateInterval] = await Promise.all([\n      productCache.query(pos.product_id),\n      quoteCache.query(pos.product_id),\n      interestRateIntervalCache.query(pos.product_id),\n    ]);\n\n    // 估值 = value_scale * volume * closable_price\n    if (theProduct) {\n      if (theProduct.base_currency) {\n        pos.base_currency = theProduct.base_currency;\n      }\n      if (theProduct.quote_currency) {\n        pos.quote_currency = theProduct.quote_currency;\n      }\n      if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n        pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale || 1) + '';\n      }\n      if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n        pos.free_size =\n          (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale || 1) + '';\n      }\n      pos.valuation = Math.abs((theProduct.value_scale || 1) * pos.volume * pos.closable_price);\n    }\n\n    if (quote && pos.size) {\n      const sizeNum = +pos.size;\n      if (pos.current_price === undefined) {\n        if (sizeNum > 0) {\n          // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n          pos.current_price = (quote.ask_price || quote.last_price) + '';\n        } else {\n          // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n          pos.current_price = (quote.bid_price || quote.last_price) + '';\n        }\n      }\n\n      // 计算名义价值\n      if (pos.notional === undefined) {\n        pos.notional = sizeNum * (+pos.current_price || 0) + '';\n      }\n    }\n\n    // 利率相关信息的追加\n    if (quote) {\n      if (quote.interest_rate_next_settled_at != null) {\n        const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n        // 优先使用行情数据中的下一个结算时间\n        pos.settlement_scheduled_at = nextSettledAt;\n        // 优先使用下一个结算时间推算结算间隔\n        if (interestRateInterval !== undefined) {\n          const interval = nextSettledAt - interestRateInterval.prev;\n          pos.settlement_interval = interval;\n        }\n      } else if (quote.interest_rate_next_settled_at == null && interestRateInterval !== undefined) {\n        // 估算下一个结算时间\n        // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n        const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n        pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n      }\n\n      // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n      if (pos.settlement_interval === undefined && interestRateInterval) {\n        pos.settlement_interval = interestRateInterval.interval;\n      }\n\n      if (pos.direction === 'LONG') {\n        if (quote.interest_rate_long != null) {\n          pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n        }\n      }\n      if (pos.direction === 'SHORT') {\n        if (quote.interest_rate_short != null) {\n          pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n        }\n      }\n    }\n  }\n  return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n  for (const order of orders) {\n    const theProduct = await productCache.query(order.product_id);\n    if (theProduct) {\n      if (order.size !== undefined) {\n        const sizeNum = +order.size;\n        const sizeStep = theProduct.volume_step * theProduct.value_scale;\n        if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n        // check size is multiple of sizeStep\n        if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n          throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n            order,\n            sizeStep,\n            sizeNum,\n            product: theProduct,\n          });\n        }\n\n        if (sizeNum >= 0) {\n          order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n        } else {\n          order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n        }\n        order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n      }\n    }\n  }\n  return orders;\n};\n"]}
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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n  async (product_id) => {\n    const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n    const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n    return quote;\n  },\n  { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n  async (product_id: string) => {\n    const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n      product_id,\n    )} order by created_at desc limit 2`;\n    const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n    if (rates.length < 2) return undefined;\n    const prev = new Date(rates[0].created_at).getTime();\n    const prevOfPrev = new Date(rates[1].created_at).getTime();\n    const interval = prev - prevOfPrev;\n    return {\n      prev,\n      prevOfPrev,\n      interval,\n    };\n  },\n  { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n  // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n  for (const pos of positions) {\n    const [theProduct, quote, interestRateInterval] = await Promise.all([\n      productCache.query(pos.product_id),\n      quoteCache.query(pos.product_id),\n      interestRateIntervalCache.query(pos.product_id),\n    ]);\n\n    // 估值 = value_scale * volume * closable_price\n    if (theProduct) {\n      if (theProduct.base_currency) {\n        pos.base_currency = theProduct.base_currency;\n      }\n      if (theProduct.quote_currency) {\n        pos.quote_currency = theProduct.quote_currency;\n      }\n      if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n        pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale || 1) + '';\n      }\n      if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n        pos.free_size =\n          (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale || 1) + '';\n      }\n      pos.valuation = Math.abs((theProduct.value_scale || 1) * pos.volume * pos.closable_price);\n    }\n\n    if (quote && pos.size) {\n      const sizeNum = +pos.size;\n      if (pos.current_price === undefined) {\n        if (sizeNum > 0) {\n          // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n          pos.current_price = (quote.ask_price || quote.last_price) + '';\n        } else {\n          // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n          pos.current_price = (quote.bid_price || quote.last_price) + '';\n        }\n      }\n\n      // 计算名义价值\n      if (pos.notional === undefined) {\n        pos.notional = sizeNum * (+pos.current_price || 0) + '';\n      }\n    }\n\n    // 利率相关信息的追加\n    if (quote) {\n      if (quote.interest_rate_next_settled_at !== null) {\n        const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n        // 优先使用行情数据中的下一个结算时间\n        pos.settlement_scheduled_at = nextSettledAt;\n        // 优先使用下一个结算时间推算结算间隔\n        if (interestRateInterval !== undefined) {\n          const interval = nextSettledAt - interestRateInterval.prev;\n          pos.settlement_interval = interval;\n        }\n      } else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {\n        // 估算下一个结算时间\n        // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n        const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n        pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n      }\n\n      // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n      if (pos.settlement_interval === undefined && interestRateInterval) {\n        pos.settlement_interval = interestRateInterval.interval;\n      }\n\n      if (pos.direction === 'LONG') {\n        if (quote.interest_rate_long !== null) {\n          pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n        }\n      }\n      if (pos.direction === 'SHORT') {\n        if (quote.interest_rate_short !== null) {\n          pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n        }\n      }\n    }\n  }\n  return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n  for (const order of orders) {\n    const theProduct = await productCache.query(order.product_id);\n    if (theProduct) {\n      if (order.size !== undefined) {\n        const sizeNum = +order.size;\n        const sizeStep = theProduct.volume_step * theProduct.value_scale;\n        if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n        // check size is multiple of sizeStep\n        if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n          throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n            order,\n            sizeStep,\n            sizeNum,\n            product: theProduct,\n          });\n        }\n\n        if (sizeNum >= 0) {\n          order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n        } else {\n          order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n        }\n        order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n      }\n    }\n  }\n  return orders;\n};\n"]}

package/dist/quote/implementations/v1.js

@@ -113,8 +113,13 @@ export const createQuoteStateV1 = () => {
         for (const product_id of product_ids) {
             result[product_id] = {};
             for (const field of fields) {
-                const tuple = getValueTuple(product_id, field);
-                result[product_id][field] = tuple ? tuple[0] : '';
+                const offset = getFieldOffset(product_id, field);
+                if (offset === undefined) {
+                    result[product_id][field] = '';
+                }
+                else {
+                    result[product_id][field] = data[offset] || '';
+                }
             }
         }
         return result;

package/dist/quote/implementations/v1.js.map

@@ -1 +1 @@
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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序，方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n  // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏，味道真是好极了\n  last_price: 0,\n  ask_price: 0,\n  ask_volume: 0,\n  bid_volume: 0,\n  bid_price: 0,\n  interest_rate_short: 0,\n  open_interest: 0,\n  interest_rate_prev_settled_at: 0,\n  interest_rate_next_settled_at: 0,\n  interest_rate_long: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));\n\n/**\n * 高效的行情状态管理器\n * 内部使用扁平化数组存储数据，避免内存碎片化和过多的 Map/对象开销\n * 提供高效的读写接口，支持按需更新和查询\n */\nexport const createQuoteStateV1 = (): IQuoteState => {\n  // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n  const data: (string | number)[] = [];\n  const products: string[] = [];\n  const mapProductIdToIndex = new Map<string, number>();\n  // 0~20 (10 fields 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tuple = getValueTuple(product_id, field);\n        if (tuple && tuple[1] >= updated_at) {\n          result[product_id]![field] = tuple;\n        }\n      }\n    }\n    return result;\n  };\n\n  const filterValues = <K extends IQuoteKey>(\n    product_ids: string[],\n    fields: K[],\n  ): Record<string, Record<K, string>> => {\n    const result: Record<string, Record<K, string>> = {};\n    for (const product_id of product_ids) {\n      result[product_id] = {} as Record<K, string>;\n      for (const field of fields) {\n        const tuple = getValueTuple(product_id, field);\n        result[product_id][field] = tuple ? tuple[0] : '';\n      }\n    }\n    return result;\n  };\n\n  return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序，方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n  // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏，味道真是好极了\n  last_price: 0,\n  ask_price: 0,\n  ask_volume: 0,\n  bid_volume: 0,\n  bid_price: 0,\n  interest_rate_short: 0,\n  open_interest: 0,\n  interest_rate_prev_settled_at: 0,\n  interest_rate_next_settled_at: 0,\n  interest_rate_long: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));\n\n/**\n * 高效的行情状态管理器\n * 内部使用扁平化数组存储数据，避免内存碎片化和过多的 Map/对象开销\n * 提供高效的读写接口，支持按需更新和查询\n */\nexport const createQuoteStateV1 = (): IQuoteState => {\n  // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n  const data: (string | number)[] = [];\n  const products: string[] = [];\n  const mapProductIdToIndex = new Map<string, number>();\n  // 0~20 (10 fields * 2 (value, updated_at))\n  const getFieldOffset = (product_id: string, field: string): number | undefined => {\n    let baseIndex = mapProductIdToIndex.get(product_id);\n    if (baseIndex === undefined) {\n      return undefined;\n    }\n    const fieldOffset = mapFieldNameToOffset[field];\n    if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n    return baseIndex + fieldOffset;\n  };\n\n  const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n    const offset = getFieldOffset(product_id, field);\n    if (offset === undefined) return undefined;\n    const value = data[offset] as string;\n    if (value === undefined) return undefined;\n    const updated_at = data[offset + 1] as number;\n    return [value, updated_at];\n  };\n\n  const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n    let offset = getFieldOffset(product_id, field);\n    if (offset === undefined) {\n      const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n      products.push(product_id);\n      mapProductIdToIndex.set(product_id, baseIndex);\n      offset = baseIndex + mapFieldNameToOffset[field];\n    }\n    data[offset] = value;\n    data[offset + 1] = updated_at;\n  };\n\n  const update = (action: IQuoteUpdateAction) => {\n    for (const product_id in action) {\n      const fields = action[product_id];\n      for (const field_name in fields) {\n        const field = field_name as IQuoteKey;\n        const [value, updated_at] = fields[field]!;\n        const oldTuple = getValueTuple(product_id, field);\n        if (oldTuple === undefined || updated_at >= oldTuple[1]) {\n          setValueTuple(product_id, field, value, updated_at);\n        }\n      }\n    }\n  };\n\n  const dumpAsObject = (): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of products) {\n      result[product_id] = {};\n    }\n    for (let i = 0; i < data.length; i += 2) {\n      const value = data[i] as string;\n      if (value === undefined) continue;\n      const updated_at = data[i + 1] as number;\n\n      const productIndex = Math.floor(i / (FIELD_COUNT * 2));\n      const product_id = products[productIndex];\n\n      const fieldIndex = (i % (FIELD_COUNT * 2)) / 2;\n      const field_name = FIELDS[fieldIndex];\n\n      result[product_id][field_name] = [value, updated_at];\n    }\n    return result;\n  };\n\n  /**\n   * 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n   * @param product_ids - 需要过滤的 product_id 列表\n   * @param fields - 需要过滤的字段列表\n   * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n   * @returns 过滤后的数据\n   */\n  const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): 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 = getValueTuple(product_id, field);\n        if (tuple && tuple[1] >= updated_at) {\n          result[product_id]![field] = tuple;\n        }\n      }\n    }\n    return result;\n  };\n\n  const filterValues = <K extends IQuoteKey>(\n    product_ids: string[],\n    fields: K[],\n  ): Record<string, Record<K, string>> => {\n    const result: Record<string, Record<K, string>> = {};\n    for (const product_id of product_ids) {\n      result[product_id] = {} as Record<K, string>;\n      for (const field of fields) {\n        const offset = getFieldOffset(product_id, field);\n        if (offset === undefined) {\n          result[product_id][field] = '';\n        } else {\n          result[product_id][field] = (data[offset] as string) || '';\n        }\n      }\n    }\n    return result;\n  };\n\n  return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}

package/dist/quote/scheduler.js

@@ -0,0 +1,244 @@
+import { parseQuoteServiceMetadataFromSchema } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { encodePath, formatTime } from '@yuants/utils';
+import { filter, from, map, mergeMap, tap, toArray } from 'rxjs';
+import { quoteState } from './state';
+const createFifoQueue = () => ({ items: [], head: 0 });
+const fifoEnqueue = (queue, value) => {
+    queue.items.push(value);
+};
+const fifoDequeue = (queue) => {
+    if (queue.head >= queue.items.length)
+        return undefined;
+    const value = queue.items[queue.head++];
+    if (queue.head > 1024 && queue.head * 2 > queue.items.length) {
+        queue.items = queue.items.slice(queue.head);
+        queue.head = 0;
+    }
+    return value;
+};
+const fifoSize = (queue) => queue.items.length - queue.head;
+const isTraceEnabled = process.env.VEX_QUOTE_UPSTREAM_REFINE_TRACE === '1';
+// Query -> Make Cell Dirty -> Trigger Dirty Check
+// Dirty Check():
+// Acquire dirtyCheck lock
+// Foreach Dirty cell in parallel:
+//.   Routing the dirty cell to ServiceID
+//.   Acquire Service Lock
+//.      if success:
+//           request the service and wait for response
+//.          release service lock
+//           clean cells
+//.      if failed: do nothing.
+// Release dirtyCheck lock
+// if any cell dirty remaining, call dirtyCheck()
+// (service_id, service_group_id) -> sync func state (hash func)
+const services = [];
+const mapGroupIdToServices = new Map();
+// (product_id, field, service_group_id, is_dirty = true, is_fetching)
+// use-case 1: find unique product_ids (not is_fetching) by service_group_id
+// use-case 2: mark
+/**
+ * Use cases:
+ * - upsert items (when queryQuotes)
+ * - find unique product_ids (is_dirty = true and is_fetching = false) by service_group_id
+ * - when service fired, update is_fetching = true for some items (product_id, field)
+ * - when service failed, update is_fetching = false for some items (product_id, field)
+ * - when service success, update is_fetching = false and is_dirty = false for some items (product_id, field)
+ */
+export const cells = [];
+const mapCellKeyToCell = new Map();
+const mapGroupIdToState = new Map();
+const getOrCreateGroupState = (group_id) => {
+    const existing = mapGroupIdToState.get(group_id);
+    if (existing)
+        return existing;
+    const next = {
+        productQueue: createFifoQueue(),
+        inQueue: new Set(),
+        fetchingProducts: new Set(),
+        dirtyFieldsByProduct: new Map(),
+    };
+    mapGroupIdToState.set(group_id, next);
+    return next;
+};
+const route = (product_id, field) => {
+    for (const service of services) {
+        if (!product_id.startsWith(service.meta.product_id_prefix))
+            continue;
+        if (!service.metaFieldsSet.has(field))
+            continue;
+        return service.service_group_id;
+    }
+    return '';
+};
+const enqueueDirty = (params) => {
+    var _a;
+    const { product_id, field, service_group_id } = params;
+    if (!service_group_id)
+        return;
+    const groupState = getOrCreateGroupState(service_group_id);
+    const dirtyFields = (_a = groupState.dirtyFieldsByProduct.get(product_id)) !== null && _a !== void 0 ? _a : (() => {
+        const next = new Set();
+        groupState.dirtyFieldsByProduct.set(product_id, next);
+        return next;
+    })();
+    dirtyFields.add(field);
+    if (groupState.fetchingProducts.has(product_id))
+        return;
+    if (groupState.inQueue.has(product_id))
+        return;
+    groupState.inQueue.add(product_id);
+    fifoEnqueue(groupState.productQueue, product_id);
+};
+export const markDirty = (product_id, field) => {
+    const service_group_id = route(product_id, field);
+    const cellKey = encodePath(product_id, field);
+    const existing = mapCellKeyToCell.get(cellKey);
+    if (!existing) {
+        const cell = {
+            product_id,
+            field,
+            service_group_id,
+            is_dirty: true,
+            is_fetching: false,
+            round: 0,
+        };
+        mapCellKeyToCell.set(cellKey, cell);
+        cells.push(cell);
+    }
+    else {
+        existing.service_group_id = service_group_id;
+        existing.is_dirty = true;
+    }
+    enqueueDirty({ product_id, field, service_group_id });
+    scheduleServiceGroupId(service_group_id);
+};
+const isServiceIdRunning = new Set();
+const scheduleServiceGroupId = (serviceGroupId) => {
+    if (!serviceGroupId)
+        return;
+    const serviceList = mapGroupIdToServices.get(serviceGroupId);
+    if (!serviceList || serviceList.length === 0)
+        return;
+    for (const service of serviceList) {
+        if (isServiceIdRunning.has(service.service_id))
+            continue;
+        isServiceIdRunning.add(service.service_id);
+        handleService(service).finally(() => {
+            isServiceIdRunning.delete(service.service_id);
+        });
+    }
+};
+const handleService = async (service) => {
+    var _a;
+    const groupState = mapGroupIdToState.get(service.service_group_id);
+    if (!groupState)
+        return;
+    while (true) {
+        const maxProducts = (_a = service.meta.max_products_per_request) !== null && _a !== void 0 ? _a : Infinity;
+        const fetchedFieldsByProduct = new Map();
+        const productsToFetch = [];
+        const cellsToFetch = [];
+        while (productsToFetch.length < maxProducts && fifoSize(groupState.productQueue) > 0) {
+            const product_id = fifoDequeue(groupState.productQueue);
+            if (!product_id)
+                break;
+            groupState.inQueue.delete(product_id);
+            if (groupState.fetchingProducts.has(product_id))
+                continue;
+            const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);
+            if (!dirtyFields || dirtyFields.size === 0)
+                continue;
+            const matchedFields = [];
+            for (const f of dirtyFields) {
+                if (!service.metaFieldsSet.has(f))
+                    continue;
+                const cell = mapCellKeyToCell.get(encodePath(product_id, f));
+                if (!cell)
+                    continue;
+                if (cell.service_group_id !== service.service_group_id)
+                    continue;
+                if (!cell.is_dirty)
+                    continue;
+                if (cell.is_fetching)
+                    continue;
+                matchedFields.push(f);
+                cellsToFetch.push(cell);
+            }
+            if (matchedFields.length === 0)
+                continue;
+            productsToFetch.push(product_id);
+            groupState.fetchingProducts.add(product_id);
+            fetchedFieldsByProduct.set(product_id, new Set(matchedFields));
+        }
+        if (productsToFetch.length === 0)
+            return;
+        for (const cell of cellsToFetch) {
+            cell.round++;
+            cell.is_fetching = true;
+        }
+        const res = await makeRequest(service, productsToFetch).catch(() => ({}));
+        quoteState.update(res);
+        for (const cell of cellsToFetch) {
+            cell.is_fetching = false;
+            cell.is_dirty = false;
+        }
+        for (const product_id of productsToFetch) {
+            groupState.fetchingProducts.delete(product_id);
+            const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);
+            const fetchedFields = fetchedFieldsByProduct.get(product_id);
+            if (!dirtyFields || !fetchedFields)
+                continue;
+            for (const f of fetchedFields) {
+                dirtyFields.delete(f);
+            }
+            if (dirtyFields.size === 0) {
+                groupState.dirtyFieldsByProduct.delete(product_id);
+                continue;
+            }
+            if (!groupState.inQueue.has(product_id)) {
+                groupState.inQueue.add(product_id);
+                fifoEnqueue(groupState.productQueue, product_id);
+            }
+        }
+    }
+};
+const terminal = Terminal.fromNodeEnv();
+const makeRequest = async (service, product_ids) => {
+    const res = await terminal.client.requestForResponseData('GetQuotes', {
+        product_ids,
+        fields: service.meta.fields,
+    });
+    if (isTraceEnabled) {
+        console.info(formatTime(Date.now()), `[VEX][Quote][Refine]GetQuotes`, `service_id=${service.service_id}`, `group=${service.service_group_id}`, `products=${product_ids.length}`);
+    }
+    return res;
+};
+terminal.terminalInfos$
+    .pipe(mergeMap((terminalInfos) => from(terminalInfos).pipe(mergeMap((terminalInfo) => from(Object.values(terminalInfo.serviceInfo || {})).pipe(filter((serviceInfo) => serviceInfo.method === 'GetQuotes'), map((serviceInfo) => {
+    var _a;
+    try {
+        const meta = parseQuoteServiceMetadataFromSchema(serviceInfo.schema);
+        const service_group_id = encodePath(meta.product_id_prefix, meta.fields.join(','), (_a = meta.max_products_per_request) !== null && _a !== void 0 ? _a : '');
+        return {
+            service_id: serviceInfo.service_id,
+            service_group_id,
+            meta,
+            metaFieldsSet: new Set(meta.fields),
+        };
+    }
+    catch (_b) { }
+}), filter((x) => !!x))), toArray(), tap((x) => {
+    services.length = 0;
+    mapGroupIdToServices.clear();
+    x.forEach((service) => {
+        var _a;
+        services.push(service);
+        const list = (_a = mapGroupIdToServices.get(service.service_group_id)) !== null && _a !== void 0 ? _a : [];
+        list.push(service);
+        mapGroupIdToServices.set(service.service_group_id, list);
+    });
+}))))
+    .subscribe();
+//# sourceMappingURL=scheduler.js.map

package/dist/quote/scheduler.js.map

@@ -0,0 +1 @@
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{ IQuoteUpdateAction } from '@yuants/data-quote';\nimport { IQuoteField, IQuoteServiceMetadata, parseQuoteServiceMetadataFromSchema } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { filter, from, map, mergeMap, tap, toArray } from 'rxjs';\nimport { quoteState } from './state';\n\ninterface IQuoteService {\n  service_id: string;\n  service_group_id: string;\n  meta: IQuoteServiceMetadata;\n  metaFieldsSet: Set<IQuoteField>;\n}\n\ninterface ICellState {\n  product_id: string;\n  field: IQuoteField;\n  service_group_id: string;\n  is_dirty: boolean;\n  is_fetching: boolean;\n  round: number;\n}\n\ntype IFifoQueue<T> = {\n  items: T[];\n  head: number;\n};\n\nconst createFifoQueue = <T>(): IFifoQueue<T> => ({ items: [], head: 0 });\n\nconst fifoEnqueue = <T>(queue: IFifoQueue<T>, value: T) => {\n  queue.items.push(value);\n};\n\nconst fifoDequeue = <T>(queue: IFifoQueue<T>): T | undefined => {\n  if (queue.head >= queue.items.length) return undefined;\n  const value = queue.items[queue.head++];\n  if (queue.head > 1024 && queue.head * 2 > queue.items.length) {\n    queue.items = queue.items.slice(queue.head);\n    queue.head = 0;\n  }\n  return value;\n};\n\nconst fifoSize = <T>(queue: IFifoQueue<T>): number => queue.items.length - queue.head;\n\nconst isTraceEnabled = process.env.VEX_QUOTE_UPSTREAM_REFINE_TRACE === '1';\n\n// Query -> Make Cell Dirty -> Trigger Dirty Check\n\n// Dirty Check():\n// Acquire dirtyCheck lock\n// Foreach Dirty cell in parallel:\n//.   Routing the dirty cell to ServiceID\n//.   Acquire Service Lock\n//.      if success:\n//           request the service and wait for response\n//.          release service lock\n//           clean cells\n//.      if failed: do nothing.\n// Release dirtyCheck lock\n// if any cell dirty remaining, call dirtyCheck()\n\n// (service_id, service_group_id) -> sync func state (hash func)\nconst services: Array<IQuoteService> = [];\nconst mapGroupIdToServices = new Map<string, IQuoteService[]>();\n\n// (product_id, field, service_group_id, is_dirty = true, is_fetching)\n// use-case 1: find unique product_ids (not is_fetching) by service_group_id\n// use-case 2: mark\n/**\n * Use cases:\n * - upsert items (when queryQuotes)\n * - find unique product_ids (is_dirty = true and is_fetching = false) by service_group_id\n * - when service fired, update is_fetching = true for some items (product_id, field)\n * - when service failed, update is_fetching = false for some items (product_id, field)\n * - when service success, update is_fetching = false and is_dirty = false for some items (product_id, field)\n */\nexport const cells: Array<ICellState> = [];\nconst mapCellKeyToCell = new Map<string, ICellState>();\n\ntype IGroupState = {\n  productQueue: IFifoQueue<string>;\n  inQueue: Set<string>;\n  fetchingProducts: Set<string>;\n  dirtyFieldsByProduct: Map<string, Set<IQuoteField>>;\n};\n\nconst mapGroupIdToState = new Map<string, IGroupState>();\n\nconst getOrCreateGroupState = (group_id: string): IGroupState => {\n  const existing = mapGroupIdToState.get(group_id);\n  if (existing) return existing;\n  const next: IGroupState = {\n    productQueue: createFifoQueue(),\n    inQueue: new Set<string>(),\n    fetchingProducts: new Set<string>(),\n    dirtyFieldsByProduct: new Map<string, Set<IQuoteField>>(),\n  };\n  mapGroupIdToState.set(group_id, next);\n  return next;\n};\n\nconst route = (product_id: string, field: IQuoteField) => {\n  for (const service of services) {\n    if (!product_id.startsWith(service.meta.product_id_prefix)) continue;\n    if (!service.metaFieldsSet.has(field)) continue;\n    return service.service_group_id;\n  }\n  return '';\n};\n\nconst enqueueDirty = (params: { product_id: string; field: IQuoteField; service_group_id: string }) => {\n  const { product_id, field, service_group_id } = params;\n  if (!service_group_id) return;\n  const groupState = getOrCreateGroupState(service_group_id);\n  const dirtyFields =\n    groupState.dirtyFieldsByProduct.get(product_id) ??\n    (() => {\n      const next = new Set<IQuoteField>();\n      groupState.dirtyFieldsByProduct.set(product_id, next);\n      return next;\n    })();\n  dirtyFields.add(field);\n\n  if (groupState.fetchingProducts.has(product_id)) return;\n  if (groupState.inQueue.has(product_id)) return;\n  groupState.inQueue.add(product_id);\n  fifoEnqueue(groupState.productQueue, product_id);\n};\n\nexport const markDirty = (product_id: string, field: IQuoteField) => {\n  const service_group_id = route(product_id, field);\n\n  const cellKey = encodePath(product_id, field);\n  const existing = mapCellKeyToCell.get(cellKey);\n  if (!existing) {\n    const cell: ICellState = {\n      product_id,\n      field,\n      service_group_id,\n      is_dirty: true,\n      is_fetching: false,\n      round: 0,\n    };\n    mapCellKeyToCell.set(cellKey, cell);\n    cells.push(cell);\n  } else {\n    existing.service_group_id = service_group_id;\n    existing.is_dirty = true;\n  }\n\n  enqueueDirty({ product_id, field, service_group_id });\n  scheduleServiceGroupId(service_group_id);\n};\n\nconst isServiceIdRunning = new Set<string>();\n\nconst scheduleServiceGroupId = (serviceGroupId: string): void => {\n  if (!serviceGroupId) return;\n  const serviceList = mapGroupIdToServices.get(serviceGroupId);\n  if (!serviceList || serviceList.length === 0) return;\n\n  for (const service of serviceList) {\n    if (isServiceIdRunning.has(service.service_id)) continue;\n    isServiceIdRunning.add(service.service_id);\n    handleService(service).finally(() => {\n      isServiceIdRunning.delete(service.service_id);\n    });\n  }\n};\n\nconst handleService = async (service: IQuoteService) => {\n  const groupState = mapGroupIdToState.get(service.service_group_id);\n  if (!groupState) return;\n\n  while (true) {\n    const maxProducts = service.meta.max_products_per_request ?? Infinity;\n    const fetchedFieldsByProduct = new Map<string, Set<IQuoteField>>();\n    const productsToFetch: string[] = [];\n    const cellsToFetch: ICellState[] = [];\n\n    while (productsToFetch.length < maxProducts && fifoSize(groupState.productQueue) > 0) {\n      const product_id = fifoDequeue(groupState.productQueue);\n      if (!product_id) break;\n      groupState.inQueue.delete(product_id);\n\n      if (groupState.fetchingProducts.has(product_id)) continue;\n      const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n      if (!dirtyFields || dirtyFields.size === 0) continue;\n\n      const matchedFields: IQuoteField[] = [];\n      for (const f of dirtyFields) {\n        if (!service.metaFieldsSet.has(f)) continue;\n        const cell = mapCellKeyToCell.get(encodePath(product_id, f));\n        if (!cell) continue;\n        if (cell.service_group_id !== service.service_group_id) continue;\n        if (!cell.is_dirty) continue;\n        if (cell.is_fetching) continue;\n        matchedFields.push(f);\n        cellsToFetch.push(cell);\n      }\n\n      if (matchedFields.length === 0) continue;\n      productsToFetch.push(product_id);\n      groupState.fetchingProducts.add(product_id);\n      fetchedFieldsByProduct.set(product_id, new Set(matchedFields));\n    }\n\n    if (productsToFetch.length === 0) return;\n\n    for (const cell of cellsToFetch) {\n      cell.round++;\n      cell.is_fetching = true;\n    }\n\n    const res = await makeRequest(service, productsToFetch).catch(() => ({} as IQuoteUpdateAction));\n    quoteState.update(res);\n\n    for (const cell of cellsToFetch) {\n      cell.is_fetching = false;\n      cell.is_dirty = false;\n    }\n\n    for (const product_id of productsToFetch) {\n      groupState.fetchingProducts.delete(product_id);\n      const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n      const fetchedFields = fetchedFieldsByProduct.get(product_id);\n      if (!dirtyFields || !fetchedFields) continue;\n      for (const f of fetchedFields) {\n        dirtyFields.delete(f);\n      }\n      if (dirtyFields.size === 0) {\n        groupState.dirtyFieldsByProduct.delete(product_id);\n        continue;\n      }\n      if (!groupState.inQueue.has(product_id)) {\n        groupState.inQueue.add(product_id);\n        fifoEnqueue(groupState.productQueue, product_id);\n      }\n    }\n  }\n};\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst makeRequest = async (service: IQuoteService, product_ids: string[]): Promise<IQuoteUpdateAction> => {\n  const res = await terminal.client.requestForResponseData<{}, IQuoteUpdateAction>('GetQuotes', {\n    product_ids,\n    fields: service.meta.fields,\n  });\n  if (isTraceEnabled) {\n    console.info(\n      formatTime(Date.now()),\n      `[VEX][Quote][Refine]GetQuotes`,\n      `service_id=${service.service_id}`,\n      `group=${service.service_group_id}`,\n      `products=${product_ids.length}`,\n    );\n  }\n  return res;\n};\n\nterminal.terminalInfos$\n  .pipe(\n    mergeMap((terminalInfos) =>\n      from(terminalInfos).pipe(\n        mergeMap((terminalInfo) =>\n          from(Object.values(terminalInfo.serviceInfo || {})).pipe(\n            filter((serviceInfo) => serviceInfo.method === 'GetQuotes'),\n            map((serviceInfo): IQuoteService | undefined => {\n              try {\n                const meta = parseQuoteServiceMetadataFromSchema(serviceInfo.schema);\n                const service_group_id = encodePath(\n                  meta.product_id_prefix,\n                  (meta.fields as any[]).join(','),\n                  meta.max_products_per_request ?? '',\n                );\n                return {\n                  service_id: serviceInfo.service_id,\n                  service_group_id,\n                  meta,\n                  metaFieldsSet: new Set(meta.fields),\n                };\n              } catch {}\n            }),\n            filter((x): x is Exclude<typeof x, undefined> => !!x),\n          ),\n        ),\n        toArray(),\n        tap((x) => {\n          services.length = 0;\n          mapGroupIdToServices.clear();\n          x.forEach((service) => {\n            services.push(service);\n            const list = mapGroupIdToServices.get(service.service_group_id) ?? [];\n            list.push(service);\n            mapGroupIdToServices.set(service.service_group_id, list);\n          });\n        }),\n      ),\n    ),\n  )\n  .subscribe();\n"]}

package/dist/quote/service.js

@@ -1,11 +1,7 @@
 import { Terminal } from '@yuants/protocol';
-import { formatTime } from '@yuants/utils';
-import { Subject, concatMap, defer } from 'rxjs';
-import { createQuoteState } from './state';
-import { createQuoteProviderRegistry } from './upstream';
+import { quoteState } from './state';
+import { markDirty } from './scheduler';
 const terminal = Terminal.fromNodeEnv();
-const quoteState = createQuoteState();
-const quoteProviderRegistry = createQuoteProviderRegistry(terminal);
 const normalizeStrings = (values) => [...new Set(values)].sort();
 const normalizeFields = (values) => [...new Set(values)].sort();
 const analyzeRequestedQuotes = (quoteState, product_ids, fields, updated_at) => {
@@ -24,60 +20,6 @@ const analyzeRequestedQuotes = (quoteState, product_ids, fields, updated_at) =>
     }
     return { needUpdate };
 };
-const updateQueue$ = new Subject();
-const updateQueueStats = {
-    queued_total: 0,
-    started_total: 0,
-    processed_total: 0,
-};
-const getQueueStatus = () => {
-    const pending = updateQueueStats.queued_total - updateQueueStats.started_total;
-    const in_flight = updateQueueStats.started_total - updateQueueStats.processed_total;
-    return Object.assign({ pending,
-        in_flight }, updateQueueStats);
-};
-const enqueueUpdateTask = (task) => {
-    updateQueueStats.queued_total++;
-    updateQueueStats.last_enqueued_at = Date.now();
-    updateQueue$.next(task);
-};
-const summarizeError = (error) => {
-    if (typeof error === 'object' && error !== null) {
-        const code = 'code' in error ? error.code : undefined;
-        const message = 'message' in error ? error.message : undefined;
-        return {
-            code: typeof code === 'string' ? code : undefined,
-            message: typeof message === 'string' ? message : undefined,
-        };
-    }
-    return {};
-};
-const processUpdateTask = async (task) => {
-    const { needUpdate } = analyzeRequestedQuotes(quoteState, task.product_ids, task.fields, task.updated_at);
-    await quoteProviderRegistry.fillQuoteStateFromUpstream({
-        quoteState,
-        cacheMissed: needUpdate,
-        updated_at: task.updated_at,
-    });
-};
-updateQueue$
-    .pipe(concatMap((task) => defer(async () => {
-    updateQueueStats.started_total++;
-    updateQueueStats.last_started_at = Date.now();
-    try {
-        await processUpdateTask(task);
-    }
-    catch (error) {
-        const summary = summarizeError(error);
-        updateQueueStats.last_error = Object.assign({ at: Date.now() }, summary);
-        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));
-    }
-    finally {
-        updateQueueStats.processed_total++;
-        updateQueueStats.last_processed_at = Date.now();
-    }
-})))
-    .subscribe();
 terminal.server.provideService('VEX/UpdateQuotes', {}, async (msg) => {
     quoteState.update(msg.req);
     return { res: { code: 0, message: 'OK' } };
@@ -103,16 +45,11 @@ terminal.server.provideService('VEX/QueryQuotes', {
     const product_ids = normalizeStrings(msg.req.product_ids);
     const fields = normalizeFields(msg.req.fields);
     const { updated_at } = msg.req;
-    // SWR strategy: if we have stale or missing data, enqueue an update task,
-    // but still return the current data immediately.
     const { needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);
-    if (needUpdate.length > 0) {
-        enqueueUpdateTask({ product_ids, fields, updated_at });
+    for (const { product_id, field } of needUpdate) {
+        markDirty(product_id, field);
     }
     const data = quoteState.filterValues(product_ids, fields);
     return { res: { code: 0, message: 'OK', data } };
 });
-terminal.server.provideService('VEX/QuoteUpdateQueueStatus', {}, async () => {
-    return { res: { code: 0, message: 'OK', data: getQueueStatus() } };
-});
 //# sourceMappingURL=service.js.map

package/dist/quote/service.js.map

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{ Terminal } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\nimport { Subject, concatMap, defer } from 'rxjs';\nimport { createQuoteState } from './state';\nimport { IQuoteKey, IQuoteRequire, IQuoteState, IQuoteUpdateAction } from './types';\nimport { createQuoteProviderRegistry } from './upstream';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst quoteState = createQuoteState();\nconst quoteProviderRegistry = createQuoteProviderRegistry(terminal);\n\ntype UpdateTask = { product_ids: string[]; fields: IQuoteKey[]; updated_at: number };\n\ntype IQuoteUpdateQueueStatus = {\n  pending: number;\n  in_flight: number;\n  queued_total: number;\n  started_total: number;\n  processed_total: number;\n  last_enqueued_at?: number;\n  last_started_at?: number;\n  last_processed_at?: number;\n  last_error?: { at: number; code?: string; message?: string };\n};\n\nconst normalizeStrings = (values: string[]) => [...new Set(values)].sort();\nconst normalizeFields = (values: IQuoteKey[]) => [...new Set(values)].sort();\n\nconst analyzeRequestedQuotes = (\n  quoteState: IQuoteState,\n  product_ids: string[],\n  fields: IQuoteKey[],\n  updated_at: number,\n): { needUpdate: 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        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 { needUpdate };\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  Record<string, Partial<Record<IQuoteKey, string>>>\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 = normalizeStrings(msg.req.product_ids);\n    const fields = normalizeFields(msg.req.fields);\n    const { updated_at } = msg.req;\n\n    // SWR strategy: if we have stale or missing data, enqueue an update task,\n    // but still return the current data immediately.\n    const { 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 = quoteState.filterValues(product_ids, fields);\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"]}
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package/dist/quote/state.js

@@ -1,4 +1,5 @@
 import { implementations } from './implementations';
 // 使用 v1 作为生产版本
 export const createQuoteState = implementations.v1;
+export const quoteState = createQuoteState();
 //# sourceMappingURL=state.js.map

package/dist/quote/state.js.map

@@ -1 +1 @@
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+{"version":3,"file":"state.js","sourceRoot":"","sources":["../../src/quote/state.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AAEpD,eAAe;AACf,MAAM,CAAC,MAAM,gBAAgB,GAAG,eAAe,CAAC,EAAE,CAAC;AAEnD,MAAM,CAAC,MAAM,UAAU,GAAG,gBAAgB,EAAE,CAAC","sourcesContent":["import { implementations } from './implementations';\n\n// 使用 v1 作为生产版本\nexport const createQuoteState = implementations.v1;\n\nexport const quoteState = createQuoteState();\n"]}

package/lib/position.d.ts.map

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