@yuants/app-virtual-exchange 0.11.1 → 0.11.3

package/lib/position.js

@@ -3,23 +3,15 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.polyfillOrders = exports.polyfillPosition = void 0;
 const cache_1 = require("@yuants/cache");
 const data_product_1 = require("@yuants/data-product");
-const data_quote_1 = require("@yuants/data-quote");
 const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 const productCache = (0, data_product_1.createClientProductCache)(terminal);
 const quoteCache = (0, cache_1.createCache)(async (product_id) => {
-    const quoteRecord = await (0, data_quote_1.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 = ${(0, sql_1.escapeSQL)(product_id)}`;
+    const [quote] = await (0, sql_1.requestSQL)(terminal, sql);
+    return quote;
 }, { expire: 30000 });
 const interestRateIntervalCache = (0, cache_1.createCache)(async (product_id) => {
     const sql = `select created_at from interest_rate where series_id = ${(0, sql_1.escapeSQL)(product_id)} order by created_at desc limit 2`;
@@ -79,7 +71,7 @@ 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;
@@ -89,7 +81,7 @@ 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);
@@ -100,12 +92,12 @@ 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/lib/position.js.map

@@ -1 +1 @@
-{"version":3,"file":"position.js","sourceRoot":"","sources":["../src/position.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAG5C,uDAAgE;AAChE,mDAAyD;AACzD,+CAA4C;AAC5C,qCAAoD;AACpD,yCAAyC;AAEzC,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,YAAY,GAAG,IAAA,uCAAwB,EAAC,QAAQ,CAAC,CAAC;AAExD,MAAM,UAAU,GAAG,IAAA,mBAAW,EAC5B,KAAK,EAAE,UAAU,EAAE,EAAE;IACnB,MAAM,WAAW,GAAG,MAAM,IAAA,wBAAW,EACnC,QAAQ,EACR,CAAC,UAAU,CAAC,EACZ;QACE,WAAW;QACX,WAAW;QACX,YAAY;QACZ,oBAAoB;QACpB,qBAAqB;QACrB,+BAA+B;QAC/B,+BAA+B;KAChC,EACD,IAAI,CAAC,GAAG,EAAE,CACX,CAAC;IACF,OAAO,WAAW,CAAC,UAAU,CAAC,CAAC;AACjC,CAAC,EACD,EAAE,MAAM,EAAE,KAAM,EAAE,CACnB,CAAC;AAEF,MAAM,yBAAyB,GAAG,IAAA,mBAAW,EAC3C,KAAK,EAAE,UAAkB,EAAE,EAAE;IAC3B,MAAM,GAAG,GAAG,0DAA0D,IAAA,eAAS,EAC7E,UAAU,CACX,mCAAmC,CAAC;IACrC,MAAM,KAAK,GAAG,MAAM,IAAA,gBAAU,EAA2B,QAAQ,EAAE,GAAG,CAAC,CAAC;IACxE,IAAI,KAAK,CAAC,MAAM,GAAG,CAAC;QAAE,OAAO,SAAS,CAAC;IACvC,MAAM,IAAI,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,CAAC;IACrD,MAAM,UAAU,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,CAAC;IAC3D,MAAM,QAAQ,GAAG,IAAI,GAAG,UAAU,CAAC;IACnC,OAAO;QACL,IAAI;QACJ,UAAU;QACV,QAAQ;KACT,CAAC;AACJ,CAAC,EACD,EAAE,QAAQ,EAAE,KAAM,EAAE,MAAM,EAAE,OAAQ,EAAE,CACvC,CAAC;AAEK,MAAM,gBAAgB,GAAG,KAAK,EAAE,SAAsB,EAAwB,EAAE;IACrF,mDAAmD;IACnD,KAAK,MAAM,GAAG,IAAI,SAAS,EAAE;QAC3B,MAAM,CAAC,UAAU,EAAE,KAAK,EAAE,oBAAoB,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAClE,YAAY,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;YAClC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;YAChC,yBAAyB,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;SAChD,CAAC,CAAC;QAEH,6CAA6C;QAC7C,IAAI,UAAU,EAAE;YACd,IAAI,UAAU,CAAC,aAAa,EAAE;gBAC5B,GAAG,CAAC,aAAa,GAAG,UAAU,CAAC,aAAa,CAAC;aAC9C;YACD,IAAI,UAAU,CAAC,cAAc,EAAE;gBAC7B,GAAG,CAAC,cAAc,GAAG,UAAU,CAAC,cAAc,CAAC;aAChD;YACD,IAAI,GAAG,CAAC,IAAI,KAAK,SAAS,IAAI,GAAG,CAAC,MAAM,KAAK,SAAS,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,EAAE;gBACrF,GAAG,CAAC,IAAI,GAAG,CAAC,GAAG,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aAClG;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,IAAI,GAAG,CAAC,WAAW,KAAK,SAAS,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,EAAE;gBAC/F,GAAG,CAAC,SAAS;oBACX,CAAC,GAAG,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,WAAW,GAAG,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aAC9F;YACD,GAAG,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,GAAG,CAAC,MAAM,GAAG,GAAG,CAAC,cAAc,CAAC,CAAC;SAC3F;QAED,IAAI,KAAK,IAAI,GAAG,CAAC,IAAI,EAAE;YACrB,MAAM,OAAO,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC;YAC1B,IAAI,GAAG,CAAC,aAAa,KAAK,SAAS,EAAE;gBACnC,IAAI,OAAO,GAAG,CAAC,EAAE;oBACf,iCAAiC;oBACjC,GAAG,CAAC,aAAa,GAAG,CAAC,KAAK,CAAC,SAAS,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;iBAChE;qBAAM;oBACL,iCAAiC;oBACjC,GAAG,CAAC,aAAa,GAAG,CAAC,KAAK,CAAC,SAAS,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;iBAChE;aACF;YAED,SAAS;YACT,IAAI,GAAG,CAAC,QAAQ,KAAK,SAAS,EAAE;gBAC9B,GAAG,CAAC,QAAQ,GAAG,OAAO,GAAG,CAAC,CAAC,GAAG,CAAC,aAAa,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aACzD;SACF;QAED,YAAY;QACZ,IAAI,KAAK,EAAE;YACT,IAAI,KAAK,CAAC,6BAA6B,IAAI,IAAI,EAAE;gBAC/C,MAAM,aAAa,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,6BAA6B,CAAC,CAAC,OAAO,EAAE,CAAC;gBAC9E,oBAAoB;gBACpB,GAAG,CAAC,uBAAuB,GAAG,aAAa,CAAC;gBAC5C,oBAAoB;gBACpB,IAAI,oBAAoB,KAAK,SAAS,EAAE;oBACtC,MAAM,QAAQ,GAAG,aAAa,GAAG,oBAAoB,CAAC,IAAI,CAAC;oBAC3D,GAAG,CAAC,mBAAmB,GAAG,QAAQ,CAAC;iBACpC;aACF;iBAAM,IAAI,KAAK,CAAC,6BAA6B,IAAI,IAAI,IAAI,oBAAoB,KAAK,SAAS,EAAE;gBAC5F,YAAY;gBACZ,mEAAmE;gBACnE,MAAM,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,oBAAoB,CAAC,IAAI,CAAC,GAAG,oBAAoB,CAAC,QAAQ,CAAC,CAAC;gBAC9F,GAAG,CAAC,uBAAuB,GAAG,oBAAoB,CAAC,IAAI,GAAG,CAAC,GAAG,oBAAoB,CAAC,QAAQ,CAAC;aAC7F;YAED,2CAA2C;YAC3C,IAAI,GAAG,CAAC,mBAAmB,KAAK,SAAS,IAAI,oBAAoB,EAAE;gBACjE,GAAG,CAAC,mBAAmB,GAAG,oBAAoB,CAAC,QAAQ,CAAC;aACzD;YAED,IAAI,GAAG,CAAC,SAAS,KAAK,MAAM,EAAE;gBAC5B,IAAI,KAAK,CAAC,kBAAkB,IAAI,IAAI,EAAE;oBACpC,GAAG,CAAC,kBAAkB,GAAG,CAAC,KAAK,CAAC,kBAAkB,GAAG,GAAG,CAAC,SAAS,CAAC;iBACpE;aACF;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,OAAO,EAAE;gBAC7B,IAAI,KAAK,CAAC,mBAAmB,IAAI,IAAI,EAAE;oBACrC,GAAG,CAAC,kBAAkB,GAAG,CAAC,KAAK,CAAC,mBAAmB,GAAG,GAAG,CAAC,SAAS,CAAC;iBACrE;aACF;SACF;KACF;IACD,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAjFW,QAAA,gBAAgB,oBAiF3B;AAEK,MAAM,cAAc,GAAG,KAAK,EAAE,MAAgB,EAAqB,EAAE;IAC1E,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;QAC1B,MAAM,UAAU,GAAG,MAAM,YAAY,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAC9D,IAAI,UAAU,EAAE;YACd,IAAI,KAAK,CAAC,IAAI,KAAK,SAAS,EAAE;gBAC5B,MAAM,OAAO,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC5B,MAAM,QAAQ,GAAG,UAAU,CAAC,WAAW,GAAG,UAAU,CAAC,WAAW,CAAC;gBACjE,IAAI,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC;oBAAE,MAAM,IAAA,gBAAQ,EAAC,mBAAmB,EAAE,EAAE,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,CAAC,CAAC;gBAC5F,qCAAqC;gBACrC,IAAI,IAAI,CAAC,GAAG,CAAC,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,OAAO,GAAG,QAAQ,CAAC,GAAG,QAAQ,CAAC,GAAG,KAAK,EAAE;oBACzE,MAAM,IAAA,gBAAQ,EAAC,8CAA8C,EAAE;wBAC7D,KAAK;wBACL,QAAQ;wBACR,OAAO;wBACP,OAAO,EAAE,UAAU;qBACpB,CAAC,CAAC;iBACJ;gBAED,IAAI,OAAO,IAAI,CAAC,EAAE;oBAChB,KAAK,CAAC,eAAe,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC;iBACtE;qBAAM;oBACL,KAAK,CAAC,eAAe,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,YAAY,CAAC;iBACtE;gBACD,KAAK,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,OAAO,CAAC,GAAG,UAAU,CAAC,WAAW,CAAC;aAC3D;SACF;KACF;IACD,OAAO,MAAM,CAAC;AAChB,CAAC,CAAC;AA5BW,QAAA,cAAc,kBA4BzB","sourcesContent":["import { 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"]}
+{"version":3,"file":"position.js","sourceRoot":"","sources":["../src/position.ts"],"names":[],"mappings":";;;AAAA,yCAA4C;AAG5C,uDAAgE;AAEhE,+CAA4C;AAC5C,qCAAoD;AACpD,yCAAyC;AAEzC,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,YAAY,GAAG,IAAA,uCAAwB,EAAC,QAAQ,CAAC,CAAC;AACxD,MAAM,UAAU,GAAG,IAAA,mBAAW,EAC5B,KAAK,EAAE,UAAU,EAAE,EAAE;IACnB,MAAM,GAAG,GAAG,0CAA0C,IAAA,eAAS,EAAC,UAAU,CAAC,EAAE,CAAC;IAC9E,MAAM,CAAC,KAAK,CAAC,GAAG,MAAM,IAAA,gBAAU,EAAW,QAAQ,EAAE,GAAG,CAAC,CAAC;IAC1D,OAAO,KAAK,CAAC;AACf,CAAC,EACD,EAAE,MAAM,EAAE,KAAM,EAAE,CACnB,CAAC;AAEF,MAAM,yBAAyB,GAAG,IAAA,mBAAW,EAC3C,KAAK,EAAE,UAAkB,EAAE,EAAE;IAC3B,MAAM,GAAG,GAAG,0DAA0D,IAAA,eAAS,EAC7E,UAAU,CACX,mCAAmC,CAAC;IACrC,MAAM,KAAK,GAAG,MAAM,IAAA,gBAAU,EAA2B,QAAQ,EAAE,GAAG,CAAC,CAAC;IACxE,IAAI,KAAK,CAAC,MAAM,GAAG,CAAC;QAAE,OAAO,SAAS,CAAC;IACvC,MAAM,IAAI,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,CAAC;IACrD,MAAM,UAAU,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,CAAC;IAC3D,MAAM,QAAQ,GAAG,IAAI,GAAG,UAAU,CAAC;IACnC,OAAO;QACL,IAAI;QACJ,UAAU;QACV,QAAQ;KACT,CAAC;AACJ,CAAC,EACD,EAAE,QAAQ,EAAE,KAAM,EAAE,MAAM,EAAE,OAAQ,EAAE,CACvC,CAAC;AAEK,MAAM,gBAAgB,GAAG,KAAK,EAAE,SAAsB,EAAwB,EAAE;IACrF,mDAAmD;IACnD,KAAK,MAAM,GAAG,IAAI,SAAS,EAAE;QAC3B,MAAM,CAAC,UAAU,EAAE,KAAK,EAAE,oBAAoB,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAClE,YAAY,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;YAClC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;YAChC,yBAAyB,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC;SAChD,CAAC,CAAC;QAEH,6CAA6C;QAC7C,IAAI,UAAU,EAAE;YACd,IAAI,UAAU,CAAC,aAAa,EAAE;gBAC5B,GAAG,CAAC,aAAa,GAAG,UAAU,CAAC,aAAa,CAAC;aAC9C;YACD,IAAI,UAAU,CAAC,cAAc,EAAE;gBAC7B,GAAG,CAAC,cAAc,GAAG,UAAU,CAAC,cAAc,CAAC;aAChD;YACD,IAAI,GAAG,CAAC,IAAI,KAAK,SAAS,IAAI,GAAG,CAAC,MAAM,KAAK,SAAS,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,EAAE;gBACrF,GAAG,CAAC,IAAI,GAAG,CAAC,GAAG,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aAClG;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,IAAI,GAAG,CAAC,WAAW,KAAK,SAAS,IAAI,GAAG,CAAC,SAAS,KAAK,SAAS,EAAE;gBAC/F,GAAG,CAAC,SAAS;oBACX,CAAC,GAAG,CAAC,SAAS,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,WAAW,GAAG,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aAC9F;YACD,GAAG,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,UAAU,CAAC,WAAW,IAAI,CAAC,CAAC,GAAG,GAAG,CAAC,MAAM,GAAG,GAAG,CAAC,cAAc,CAAC,CAAC;SAC3F;QAED,IAAI,KAAK,IAAI,GAAG,CAAC,IAAI,EAAE;YACrB,MAAM,OAAO,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC;YAC1B,IAAI,GAAG,CAAC,aAAa,KAAK,SAAS,EAAE;gBACnC,IAAI,OAAO,GAAG,CAAC,EAAE;oBACf,iCAAiC;oBACjC,GAAG,CAAC,aAAa,GAAG,CAAC,KAAK,CAAC,SAAS,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;iBAChE;qBAAM;oBACL,iCAAiC;oBACjC,GAAG,CAAC,aAAa,GAAG,CAAC,KAAK,CAAC,SAAS,IAAI,KAAK,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;iBAChE;aACF;YAED,SAAS;YACT,IAAI,GAAG,CAAC,QAAQ,KAAK,SAAS,EAAE;gBAC9B,GAAG,CAAC,QAAQ,GAAG,OAAO,GAAG,CAAC,CAAC,GAAG,CAAC,aAAa,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC;aACzD;SACF;QAED,YAAY;QACZ,IAAI,KAAK,EAAE;YACT,IAAI,KAAK,CAAC,6BAA6B,KAAK,IAAI,EAAE;gBAChD,MAAM,aAAa,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,6BAA6B,CAAC,CAAC,OAAO,EAAE,CAAC;gBAC9E,oBAAoB;gBACpB,GAAG,CAAC,uBAAuB,GAAG,aAAa,CAAC;gBAC5C,oBAAoB;gBACpB,IAAI,oBAAoB,KAAK,SAAS,EAAE;oBACtC,MAAM,QAAQ,GAAG,aAAa,GAAG,oBAAoB,CAAC,IAAI,CAAC;oBAC3D,GAAG,CAAC,mBAAmB,GAAG,QAAQ,CAAC;iBACpC;aACF;iBAAM,IAAI,KAAK,CAAC,6BAA6B,KAAK,IAAI,IAAI,oBAAoB,KAAK,SAAS,EAAE;gBAC7F,YAAY;gBACZ,mEAAmE;gBACnE,MAAM,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,oBAAoB,CAAC,IAAI,CAAC,GAAG,oBAAoB,CAAC,QAAQ,CAAC,CAAC;gBAC9F,GAAG,CAAC,uBAAuB,GAAG,oBAAoB,CAAC,IAAI,GAAG,CAAC,GAAG,oBAAoB,CAAC,QAAQ,CAAC;aAC7F;YAED,2CAA2C;YAC3C,IAAI,GAAG,CAAC,mBAAmB,KAAK,SAAS,IAAI,oBAAoB,EAAE;gBACjE,GAAG,CAAC,mBAAmB,GAAG,oBAAoB,CAAC,QAAQ,CAAC;aACzD;YAED,IAAI,GAAG,CAAC,SAAS,KAAK,MAAM,EAAE;gBAC5B,IAAI,KAAK,CAAC,kBAAkB,KAAK,IAAI,EAAE;oBACrC,GAAG,CAAC,kBAAkB,GAAG,CAAC,KAAK,CAAC,kBAAkB,GAAG,GAAG,CAAC,SAAS,CAAC;iBACpE;aACF;YACD,IAAI,GAAG,CAAC,SAAS,KAAK,OAAO,EAAE;gBAC7B,IAAI,KAAK,CAAC,mBAAmB,KAAK,IAAI,EAAE;oBACtC,GAAG,CAAC,kBAAkB,GAAG,CAAC,KAAK,CAAC,mBAAmB,GAAG,GAAG,CAAC,SAAS,CAAC;iBACrE;aACF;SACF;KACF;IACD,OAAO,SAAS,CAAC;AACnB,CAAC,CAAC;AAjFW,QAAA,gBAAgB,oBAiF3B;AAEK,MAAM,cAAc,GAAG,KAAK,EAAE,MAAgB,EAAqB,EAAE;IAC1E,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;QAC1B,MAAM,UAAU,GAAG,MAAM,YAAY,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAC9D,IAAI,UAAU,EAAE;YACd,IAAI,KAAK,CAAC,IAAI,KAAK,SAAS,EAAE;gBAC5B,MAAM,OAAO,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC5B,MAAM,QAAQ,GAAG,UAAU,CAAC,WAAW,GAAG,UAAU,CAAC,WAAW,CAAC;gBACjE,IAAI,CAAC,CAAC,QAAQ,GAAG,CAAC,CAAC;oBAAE,MAAM,IAAA,gBAAQ,EAAC,mBAAmB,EAAE,EAAE,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,CAAC,CAAC;gBAC5F,qCAAqC;gBACrC,IAAI,IAAI,CAAC,GAAG,CAAC,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,OAAO,GAAG,QAAQ,CAAC,GAAG,QAAQ,CAAC,GAAG,KAAK,EAAE;oBACzE,MAAM,IAAA,gBAAQ,EAAC,8CAA8C,EAAE;wBAC7D,KAAK;wBACL,QAAQ;wBACR,OAAO;wBACP,OAAO,EAAE,UAAU;qBACpB,CAAC,CAAC;iBACJ;gBAED,IAAI,OAAO,IAAI,CAAC,EAAE;oBAChB,KAAK,CAAC,eAAe,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC;iBACtE;qBAAM;oBACL,KAAK,CAAC,eAAe,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,YAAY,CAAC;iBACtE;gBACD,KAAK,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,OAAO,CAAC,GAAG,UAAU,CAAC,WAAW,CAAC;aAC3D;SACF;KACF;IACD,OAAO,MAAM,CAAC;AAChB,CAAC,CAAC;AA5BW,QAAA,cAAc,kBA4BzB","sourcesContent":["import { 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/lib/quote/implementations/v1.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"v1.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v1.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAoBtE;;;;GAIG;AACH,eAAO,MAAM,kBAAkB,QAAO,WA6GrC,CAAC"}
+{"version":3,"file":"v1.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v1.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAoBtE;;;;GAIG;AACH,eAAO,MAAM,kBAAkB,QAAO,WAiHrC,CAAC"}

package/lib/quote/implementations/v1.js

@@ -116,8 +116,13 @@ 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/lib/quote/implementations/v1.js.map

@@ -1 +1 @@
-{"version":3,"file":"v1.js","sourceRoot":"","sources":["../../../src/quote/implementations/v1.ts"],"names":[],"mappings":";;;AAAA,yCAAyC;AAGzC,wBAAwB;AACxB,MAAM,MAAM,GAAG,CAAC,CAAC,CAAiC,EAAE,EAAE,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,EAAiB,CAAC,CAAC;IAC3F,mDAAmD;IACnD,UAAU,EAAE,CAAC;IACb,SAAS,EAAE,CAAC;IACZ,UAAU,EAAE,CAAC;IACb,UAAU,EAAE,CAAC;IACb,SAAS,EAAE,CAAC;IACZ,mBAAmB,EAAE,CAAC;IACtB,aAAa,EAAE,CAAC;IAChB,6BAA6B,EAAE,CAAC;IAChC,6BAA6B,EAAE,CAAC;IAChC,kBAAkB,EAAE,CAAC;CACtB,CAAC,CAAC;AAEH,MAAM,WAAW,GAAG,MAAM,CAAC,MAAM,CAAC;AAClC,MAAM,oBAAoB,GAAG,MAAM,CAAC,WAAW,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC,KAAK,EAAE,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;AAElG;;;;GAIG;AACI,MAAM,kBAAkB,GAAG,GAAgB,EAAE;IAClD,+BAA+B;IAC/B,MAAM,IAAI,GAAwB,EAAE,CAAC;IACrC,MAAM,QAAQ,GAAa,EAAE,CAAC;IAC9B,MAAM,mBAAmB,GAAG,IAAI,GAAG,EAAkB,CAAC;IACtD,2CAA2C;IAC3C,MAAM,cAAc,GAAG,CAAC,UAAkB,EAAE,KAAa,EAAsB,EAAE;QAC/E,IAAI,SAAS,GAAG,mBAAmB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QACpD,IAAI,SAAS,KAAK,SAAS,EAAE;YAC3B,OAAO,SAAS,CAAC;SAClB;QACD,MAAM,WAAW,GAAG,oBAAoB,CAAC,KAAK,CAAC,CAAC;QAChD,IAAI,WAAW,KAAK,SAAS;YAAE,MAAM,IAAA,gBAAQ,EAAC,oBAAoB,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE,MAAM,EAAE,CAAC,CAAC;QACzG,OAAO,SAAS,GAAG,WAAW,CAAC;IACjC,CAAC,CAAC;IAEF,MAAM,aAAa,GAAG,CAAC,UAAkB,EAAE,KAAgB,EAAgC,EAAE;QAC3F,MAAM,MAAM,GAAG,cAAc,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;QACjD,IAAI,MAAM,KAAK,SAAS;YAAE,OAAO,SAAS,CAAC;QAC3C,MAAM,KAAK,GAAG,IAAI,CAAC,MAAM,CAAW,CAAC;QACrC,IAAI,KAAK,KAAK,SAAS;YAAE,OAAO,SAAS,CAAC;QAC1C,MAAM,UAAU,GAAG,IAAI,CAAC,MAAM,GAAG,CAAC,CAAW,CAAC;QAC9C,OAAO,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC;IAC7B,CAAC,CAAC;IAEF,MAAM,aAAa,GAAG,CAAC,UAAkB,EAAE,KAAgB,EAAE,KAAa,EAAE,UAAkB,EAAE,EAAE;QAChG,IAAI,MAAM,GAAG,cAAc,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;QAC/C,IAAI,MAAM,KAAK,SAAS,EAAE;YACxB,MAAM,SAAS,GAAG,mBAAmB,CAAC,IAAI,GAAG,WAAW,GAAG,CAAC,CAAC;YAC7D,QAAQ,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC;YAC1B,mBAAmB,CAAC,GAAG,CAAC,UAAU,EAAE,SAAS,CAAC,CAAC;YAC/C,MAAM,GAAG,SAAS,GAAG,oBAAoB,CAAC,KAAK,CAAC,CAAC;SAClD;QACD,IAAI,CAAC,MAAM,CAAC,GAAG,KAAK,CAAC;QACrB,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,UAAU,CAAC;IAChC,CAAC,CAAC;IAEF,MAAM,MAAM,GAAG,CAAC,MAA0B,EAAE,EAAE;QAC5C,KAAK,MAAM,UAAU,IAAI,MAAM,EAAE;YAC/B,MAAM,MAAM,GAAG,MAAM,CAAC,UAAU,CAAC,CAAC;YAClC,KAAK,MAAM,UAAU,IAAI,MAAM,EAAE;gBAC/B,MAAM,KAAK,GAAG,UAAuB,CAAC;gBACtC,MAAM,CAAC,KAAK,EAAE,UAAU,CAAC,GAAG,MAAM,CAAC,KAAK,CAAE,CAAC;gBAC3C,MAAM,QAAQ,GAAG,aAAa,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;gBAClD,IAAI,QAAQ,KAAK,SAAS,IAAI,UAAU,IAAI,QAAQ,CAAC,CAAC,CAAC,EAAE;oBACvD,aAAa,CAAC,UAAU,EAAE,KAAK,EAAE,KAAK,EAAE,UAAU,CAAC,CAAC;iBACrD;aACF;SACF;IACH,CAAC,CAAC;IAEF,MAAM,YAAY,GAAG,GAAuB,EAAE;QAC5C,MAAM,MAAM,GAAuB,EAAE,CAAC;QACtC,KAAK,MAAM,UAAU,IAAI,QAAQ,EAAE;YACjC,MAAM,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;SACzB;QACD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE;YACvC,MAAM,KAAK,GAAG,IAAI,CAAC,CAAC,CAAW,CAAC;YAChC,IAAI,KAAK,KAAK,SAAS;gBAAE,SAAS;YAClC,MAAM,UAAU,GAAG,IAAI,CAAC,CAAC,GAAG,CAAC,CAAW,CAAC;YAEzC,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC;YACvD,MAAM,UAAU,GAAG,QAAQ,CAAC,YAAY,CAAC,CAAC;YAE1C,MAAM,UAAU,GAAG,CAAC,CAAC,GAAG,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;YAC/C,MAAM,UAAU,GAAG,MAAM,CAAC,UAAU,CAAC,CAAC;YAEtC,MAAM,CAAC,UAAU,CAAC,CAAC,UAAU,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC;IAChB,CAAC,CAAC;IAEF;;;;;;OAMG;IACH,MAAM,MAAM,GAAG,CAAC,WAAqB,EAAE,MAAmB,EAAE,UAAkB,EAAsB,EAAE;QACpG,MAAM,MAAM,GAAuB,EAAE,CAAC;QACtC,KAAK,MAAM,UAAU,IAAI,WAAW,EAAE;YACpC,MAAM,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;YACxB,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;gBAC1B,MAAM,KAAK,GAAG,aAAa,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;gBAC/C,IAAI,KAAK,IAAI,KAAK,CAAC,CAAC,CAAC,IAAI,UAAU,EAAE;oBACnC,MAAM,CAAC,UAAU,CAAE,CAAC,KAAK,CAAC,GAAG,KAAK,CAAC;iBACpC;aACF;SACF;QACD,OAAO,MAAM,CAAC;IAChB,CAAC,CAAC;IAEF,MAAM,YAAY,GAAG,CACnB,WAAqB,EACrB,MAAW,EACwB,EAAE;QACrC,MAAM,MAAM,GAAsC,EAAE,CAAC;QACrD,KAAK,MAAM,UAAU,IAAI,WAAW,EAAE;YACpC,MAAM,CAAC,UAAU,CAAC,GAAG,EAAuB,CAAC;YAC7C,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;gBAC1B,MAAM,KAAK,GAAG,aAAa,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;gBAC/C,MAAM,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;aACnD;SACF;QACD,OAAO,MAAM,CAAC;IAChB,CAAC,CAAC;IAEF,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,aAAa,EAAE,MAAM,EAAE,YAAY,EAAE,CAAC;AACvE,CAAC,CAAC;AA7GW,QAAA,kBAAkB,sBA6G7B","sourcesContent":["import { 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 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"]}
+{"version":3,"file":"v1.js","sourceRoot":"","sources":["../../../src/quote/implementations/v1.ts"],"names":[],"mappings":";;;AAAA,yCAAyC;AAGzC,wBAAwB;AACxB,MAAM,MAAM,GAAG,CAAC,CAAC,CAAiC,EAAE,EAAE,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,EAAiB,CAAC,CAAC;IAC3F,mDAAmD;IACnD,UAAU,EAAE,CAAC;IACb,SAAS,EAAE,CAAC;IACZ,UAAU,EAAE,CAAC;IACb,UAAU,EAAE,CAAC;IACb,SAAS,EAAE,CAAC;IACZ,mBAAmB,EAAE,CAAC;IACtB,aAAa,EAAE,CAAC;IAChB,6BAA6B,EAAE,CAAC;IAChC,6BAA6B,EAAE,CAAC;IAChC,kBAAkB,EAAE,CAAC;CACtB,CAAC,CAAC;AAEH,MAAM,WAAW,GAAG,MAAM,CAAC,MAAM,CAAC;AAClC,MAAM,oBAAoB,GAAG,MAAM,CAAC,WAAW,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC,KAAK,EAAE,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;AAElG;;;;GAIG;AACI,MAAM,kBAAkB,GAAG,GAAgB,EAAE;IAClD,+BAA+B;IAC/B,MAAM,IAAI,GAAwB,EAAE,CAAC;IACrC,MAAM,QAAQ,GAAa,EAAE,CAAC;IAC9B,MAAM,mBAAmB,GAAG,IAAI,GAAG,EAAkB,CAAC;IACtD,2CAA2C;IAC3C,MAAM,cAAc,GAAG,CAAC,UAAkB,EAAE,KAAa,EAAsB,EAAE;QAC/E,IAAI,SAAS,GAAG,mBAAmB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QACpD,IAAI,SAAS,KAAK,SAAS,EAAE;YAC3B,OAAO,SAAS,CAAC;SAClB;QACD,MAAM,WAAW,GAAG,oBAAoB,CAAC,KAAK,CAAC,CAAC;QAChD,IAAI,WAAW,KAAK,SAAS;YAAE,MAAM,IAAA,gBAAQ,EAAC,oBAAoB,EAAE,EAAE,KAAK,EAAE,gBAAgB,EAAE,MAAM,EAAE,CAAC,CAAC;QACzG,OAAO,SAAS,GAAG,WAAW,CAAC;IACjC,CAAC,CAAC;IAEF,MAAM,aAAa,GAAG,CAAC,UAAkB,EAAE,KAAgB,EAAgC,EAAE;QAC3F,MAAM,MAAM,GAAG,cAAc,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;QACjD,IAAI,MAAM,KAAK,SAAS;YAAE,OAAO,SAAS,CAAC;QAC3C,MAAM,KAAK,GAAG,IAAI,CAAC,MAAM,CAAW,CAAC;QACrC,IAAI,KAAK,KAAK,SAAS;YAAE,OAAO,SAAS,CAAC;QAC1C,MAAM,UAAU,GAAG,IAAI,CAAC,MAAM,GAAG,CAAC,CAAW,CAAC;QAC9C,OAAO,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC;IAC7B,CAAC,CAAC;IAEF,MAAM,aAAa,GAAG,CAAC,UAAkB,EAAE,KAAgB,EAAE,KAAa,EAAE,UAAkB,EAAE,EAAE;QAChG,IAAI,MAAM,GAAG,cAAc,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;QAC/C,IAAI,MAAM,KAAK,SAAS,EAAE;YACxB,MAAM,SAAS,GAAG,mBAAmB,CAAC,IAAI,GAAG,WAAW,GAAG,CAAC,CAAC;YAC7D,QAAQ,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC;YAC1B,mBAAmB,CAAC,GAAG,CAAC,UAAU,EAAE,SAAS,CAAC,CAAC;YAC/C,MAAM,GAAG,SAAS,GAAG,oBAAoB,CAAC,KAAK,CAAC,CAAC;SAClD;QACD,IAAI,CAAC,MAAM,CAAC,GAAG,KAAK,CAAC;QACrB,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,UAAU,CAAC;IAChC,CAAC,CAAC;IAEF,MAAM,MAAM,GAAG,CAAC,MAA0B,EAAE,EAAE;QAC5C,KAAK,MAAM,UAAU,IAAI,MAAM,EAAE;YAC/B,MAAM,MAAM,GAAG,MAAM,CAAC,UAAU,CAAC,CAAC;YAClC,KAAK,MAAM,UAAU,IAAI,MAAM,EAAE;gBAC/B,MAAM,KAAK,GAAG,UAAuB,CAAC;gBACtC,MAAM,CAAC,KAAK,EAAE,UAAU,CAAC,GAAG,MAAM,CAAC,KAAK,CAAE,CAAC;gBAC3C,MAAM,QAAQ,GAAG,aAAa,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;gBAClD,IAAI,QAAQ,KAAK,SAAS,IAAI,UAAU,IAAI,QAAQ,CAAC,CAAC,CAAC,EAAE;oBACvD,aAAa,CAAC,UAAU,EAAE,KAAK,EAAE,KAAK,EAAE,UAAU,CAAC,CAAC;iBACrD;aACF;SACF;IACH,CAAC,CAAC;IAEF,MAAM,YAAY,GAAG,GAAuB,EAAE;QAC5C,MAAM,MAAM,GAAuB,EAAE,CAAC;QACtC,KAAK,MAAM,UAAU,IAAI,QAAQ,EAAE;YACjC,MAAM,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;SACzB;QACD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE;YACvC,MAAM,KAAK,GAAG,IAAI,CAAC,CAAC,CAAW,CAAC;YAChC,IAAI,KAAK,KAAK,SAAS;gBAAE,SAAS;YAClC,MAAM,UAAU,GAAG,IAAI,CAAC,CAAC,GAAG,CAAC,CAAW,CAAC;YAEzC,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC;YACvD,MAAM,UAAU,GAAG,QAAQ,CAAC,YAAY,CAAC,CAAC;YAE1C,MAAM,UAAU,GAAG,CAAC,CAAC,GAAG,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;YAC/C,MAAM,UAAU,GAAG,MAAM,CAAC,UAAU,CAAC,CAAC;YAEtC,MAAM,CAAC,UAAU,CAAC,CAAC,UAAU,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC;IAChB,CAAC,CAAC;IAEF;;;;;;OAMG;IACH,MAAM,MAAM,GAAG,CAAC,WAAqB,EAAE,MAAmB,EAAE,UAAkB,EAAsB,EAAE;QACpG,MAAM,MAAM,GAAuB,EAAE,CAAC;QACtC,KAAK,MAAM,UAAU,IAAI,WAAW,EAAE;YACpC,MAAM,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;YACxB,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;gBAC1B,MAAM,KAAK,GAAG,aAAa,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;gBAC/C,IAAI,KAAK,IAAI,KAAK,CAAC,CAAC,CAAC,IAAI,UAAU,EAAE;oBACnC,MAAM,CAAC,UAAU,CAAE,CAAC,KAAK,CAAC,GAAG,KAAK,CAAC;iBACpC;aACF;SACF;QACD,OAAO,MAAM,CAAC;IAChB,CAAC,CAAC;IAEF,MAAM,YAAY,GAAG,CACnB,WAAqB,EACrB,MAAW,EACwB,EAAE;QACrC,MAAM,MAAM,GAAsC,EAAE,CAAC;QACrD,KAAK,MAAM,UAAU,IAAI,WAAW,EAAE;YACpC,MAAM,CAAC,UAAU,CAAC,GAAG,EAAuB,CAAC;YAC7C,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;gBAC1B,MAAM,MAAM,GAAG,cAAc,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;gBACjD,IAAI,MAAM,KAAK,SAAS,EAAE;oBACxB,MAAM,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC;iBAChC;qBAAM;oBACL,MAAM,CAAC,UAAU,CAAC,CAAC,KAAK,CAAC,GAAI,IAAI,CAAC,MAAM,CAAY,IAAI,EAAE,CAAC;iBAC5D;aACF;SACF;QACD,OAAO,MAAM,CAAC;IAChB,CAAC,CAAC;IAEF,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,aAAa,EAAE,MAAM,EAAE,YAAY,EAAE,CAAC;AACvE,CAAC,CAAC;AAjHW,QAAA,kBAAkB,sBAiH7B","sourcesContent":["import { 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/lib/quote/scheduler.d.ts

@@ -0,0 +1,21 @@
+import { IQuoteField } from '@yuants/exchange';
+interface ICellState {
+    product_id: string;
+    field: IQuoteField;
+    service_group_id: string;
+    is_dirty: boolean;
+    is_fetching: boolean;
+    round: number;
+}
+/**
+ * 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 declare const cells: Array<ICellState>;
+export declare const markDirty: (product_id: string, field: IQuoteField) => void;
+export {};
+//# sourceMappingURL=scheduler.d.ts.map

package/lib/quote/scheduler.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"scheduler.d.ts","sourceRoot":"","sources":["../../src/quote/scheduler.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,WAAW,EAA8D,MAAM,kBAAkB,CAAC;AAa3G,UAAU,UAAU;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,KAAK,EAAE,WAAW,CAAC;IACnB,gBAAgB,EAAE,MAAM,CAAC;IACzB,QAAQ,EAAE,OAAO,CAAC;IAClB,WAAW,EAAE,OAAO,CAAC;IACrB,KAAK,EAAE,MAAM,CAAC;CACf;AAiDD;;;;;;;GAOG;AACH,eAAO,MAAM,KAAK,EAAE,KAAK,CAAC,UAAU,CAAM,CAAC;AAqD3C,eAAO,MAAM,SAAS,eAAgB,MAAM,SAAS,WAAW,SAuB/D,CAAC"}

package/lib/quote/scheduler.js

@@ -0,0 +1,248 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.markDirty = exports.cells = void 0;
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const state_1 = require("./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)
+ */
+exports.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);
+};
+const markDirty = (product_id, field) => {
+    const service_group_id = route(product_id, field);
+    const cellKey = (0, utils_1.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);
+        exports.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);
+};
+exports.markDirty = markDirty;
+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((0, utils_1.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(() => ({}));
+        state_1.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 = protocol_1.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((0, utils_1.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((0, rxjs_1.mergeMap)((terminalInfos) => (0, rxjs_1.from)(terminalInfos).pipe((0, rxjs_1.mergeMap)((terminalInfo) => (0, rxjs_1.from)(Object.values(terminalInfo.serviceInfo || {})).pipe((0, rxjs_1.filter)((serviceInfo) => serviceInfo.method === 'GetQuotes'), (0, rxjs_1.map)((serviceInfo) => {
+    var _a;
+    try {
+        const meta = (0, exchange_1.parseQuoteServiceMetadataFromSchema)(serviceInfo.schema);
+        const service_group_id = (0, utils_1.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) { }
+}), (0, rxjs_1.filter)((x) => !!x))), (0, rxjs_1.toArray)(), (0, rxjs_1.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/lib/quote/scheduler.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"scheduler.js","sourceRoot":"","sources":["../../src/quote/scheduler.ts"],"names":[],"mappings":";;;AACA,+CAA2G;AAC3G,+CAA4C;AAC5C,yCAAuD;AACvD,+BAAiE;AACjE,mCAAqC;AAuBrC,MAAM,eAAe,GAAG,GAAqB,EAAE,CAAC,CAAC,EAAE,KAAK,EAAE,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC;AAEzE,MAAM,WAAW,GAAG,CAAI,KAAoB,EAAE,KAAQ,EAAE,EAAE;IACxD,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;AAC1B,CAAC,CAAC;AAEF,MAAM,WAAW,GAAG,CAAI,KAAoB,EAAiB,EAAE;IAC7D,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,CAAC,KAAK,CAAC,MAAM;QAAE,OAAO,SAAS,CAAC;IACvD,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC,CAAC;IACxC,IAAI,KAAK,CAAC,IAAI,GAAG,IAAI,IAAI,KAAK,CAAC,IAAI,GAAG,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC,MAAM,EAAE;QAC5D,KAAK,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;QAC5C,KAAK,CAAC,IAAI,GAAG,CAAC,CAAC;KAChB;IACD,OAAO,KAAK,CAAC;AACf,CAAC,CAAC;AAEF,MAAM,QAAQ,GAAG,CAAI,KAAoB,EAAU,EAAE,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC;AAEtF,MAAM,cAAc,GAAG,OAAO,CAAC,GAAG,CAAC,+BAA+B,KAAK,GAAG,CAAC;AAE3E,kDAAkD;AAElD,iBAAiB;AACjB,0BAA0B;AAC1B,kCAAkC;AAClC,yCAAyC;AACzC,0BAA0B;AAC1B,oBAAoB;AACpB,sDAAsD;AACtD,iCAAiC;AACjC,wBAAwB;AACxB,+BAA+B;AAC/B,0BAA0B;AAC1B,iDAAiD;AAEjD,gEAAgE;AAChE,MAAM,QAAQ,GAAyB,EAAE,CAAC;AAC1C,MAAM,oBAAoB,GAAG,IAAI,GAAG,EAA2B,CAAC;AAEhE,sEAAsE;AACtE,4EAA4E;AAC5E,mBAAmB;AACnB;;;;;;;GAOG;AACU,QAAA,KAAK,GAAsB,EAAE,CAAC;AAC3C,MAAM,gBAAgB,GAAG,IAAI,GAAG,EAAsB,CAAC;AASvD,MAAM,iBAAiB,GAAG,IAAI,GAAG,EAAuB,CAAC;AAEzD,MAAM,qBAAqB,GAAG,CAAC,QAAgB,EAAe,EAAE;IAC9D,MAAM,QAAQ,GAAG,iBAAiB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IACjD,IAAI,QAAQ;QAAE,OAAO,QAAQ,CAAC;IAC9B,MAAM,IAAI,GAAgB;QACxB,YAAY,EAAE,eAAe,EAAE;QAC/B,OAAO,EAAE,IAAI,GAAG,EAAU;QAC1B,gBAAgB,EAAE,IAAI,GAAG,EAAU;QACnC,oBAAoB,EAAE,IAAI,GAAG,EAA4B;KAC1D,CAAC;IACF,iBAAiB,CAAC,GAAG,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACtC,OAAO,IAAI,CAAC;AACd,CAAC,CAAC;AAEF,MAAM,KAAK,GAAG,CAAC,UAAkB,EAAE,KAAkB,EAAE,EAAE;IACvD,KAAK,MAAM,OAAO,IAAI,QAAQ,EAAE;QAC9B,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,OAAO,CAAC,IAAI,CAAC,iBAAiB,CAAC;YAAE,SAAS;QACrE,IAAI,CAAC,OAAO,CAAC,aAAa,CAAC,GAAG,CAAC,KAAK,CAAC;YAAE,SAAS;QAChD,OAAO,OAAO,CAAC,gBAAgB,CAAC;KACjC;IACD,OAAO,EAAE,CAAC;AACZ,CAAC,CAAC;AAEF,MAAM,YAAY,GAAG,CAAC,MAA4E,EAAE,EAAE;;IACpG,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,gBAAgB,EAAE,GAAG,MAAM,CAAC;IACvD,IAAI,CAAC,gBAAgB;QAAE,OAAO;IAC9B,MAAM,UAAU,GAAG,qBAAqB,CAAC,gBAAgB,CAAC,CAAC;IAC3D,MAAM,WAAW,GACf,MAAA,UAAU,CAAC,oBAAoB,CAAC,GAAG,CAAC,UAAU,CAAC,mCAC/C,CAAC,GAAG,EAAE;QACJ,MAAM,IAAI,GAAG,IAAI,GAAG,EAAe,CAAC;QACpC,UAAU,CAAC,oBAAoB,CAAC,GAAG,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QACtD,OAAO,IAAI,CAAC;IACd,CAAC,CAAC,EAAE,CAAC;IACP,WAAW,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;IAEvB,IAAI,UAAU,CAAC,gBAAgB,CAAC,GAAG,CAAC,UAAU,CAAC;QAAE,OAAO;IACxD,IAAI,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC;QAAE,OAAO;IAC/C,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACnC,WAAW,CAAC,UAAU,CAAC,YAAY,EAAE,UAAU,CAAC,CAAC;AACnD,CAAC,CAAC;AAEK,MAAM,SAAS,GAAG,CAAC,UAAkB,EAAE,KAAkB,EAAE,EAAE;IAClE,MAAM,gBAAgB,GAAG,KAAK,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IAElD,MAAM,OAAO,GAAG,IAAA,kBAAU,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC;IAC9C,MAAM,QAAQ,GAAG,gBAAgB,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;IAC/C,IAAI,CAAC,QAAQ,EAAE;QACb,MAAM,IAAI,GAAe;YACvB,UAAU;YACV,KAAK;YACL,gBAAgB;YAChB,QAAQ,EAAE,IAAI;YACd,WAAW,EAAE,KAAK;YAClB,KAAK,EAAE,CAAC;SACT,CAAC;QACF,gBAAgB,CAAC,GAAG,CAAC,OAAO,EAAE,IAAI,CAAC,CAAC;QACpC,aAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;KAClB;SAAM;QACL,QAAQ,CAAC,gBAAgB,GAAG,gBAAgB,CAAC;QAC7C,QAAQ,CAAC,QAAQ,GAAG,IAAI,CAAC;KAC1B;IAED,YAAY,CAAC,EAAE,UAAU,EAAE,KAAK,EAAE,gBAAgB,EAAE,CAAC,CAAC;IACtD,sBAAsB,CAAC,gBAAgB,CAAC,CAAC;AAC3C,CAAC,CAAC;AAvBW,QAAA,SAAS,aAuBpB;AAEF,MAAM,kBAAkB,GAAG,IAAI,GAAG,EAAU,CAAC;AAE7C,MAAM,sBAAsB,GAAG,CAAC,cAAsB,EAAQ,EAAE;IAC9D,IAAI,CAAC,cAAc;QAAE,OAAO;IAC5B,MAAM,WAAW,GAAG,oBAAoB,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC;IAC7D,IAAI,CAAC,WAAW,IAAI,WAAW,CAAC,MAAM,KAAK,CAAC;QAAE,OAAO;IAErD,KAAK,MAAM,OAAO,IAAI,WAAW,EAAE;QACjC,IAAI,kBAAkB,CAAC,GAAG,CAAC,OAAO,CAAC,UAAU,CAAC;YAAE,SAAS;QACzD,kBAAkB,CAAC,GAAG,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QAC3C,aAAa,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,GAAG,EAAE;YAClC,kBAAkB,CAAC,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QAChD,CAAC,CAAC,CAAC;KACJ;AACH,CAAC,CAAC;AAEF,MAAM,aAAa,GAAG,KAAK,EAAE,OAAsB,EAAE,EAAE;;IACrD,MAAM,UAAU,GAAG,iBAAiB,CAAC,GAAG,CAAC,OAAO,CAAC,gBAAgB,CAAC,CAAC;IACnE,IAAI,CAAC,UAAU;QAAE,OAAO;IAExB,OAAO,IAAI,EAAE;QACX,MAAM,WAAW,GAAG,MAAA,OAAO,CAAC,IAAI,CAAC,wBAAwB,mCAAI,QAAQ,CAAC;QACtE,MAAM,sBAAsB,GAAG,IAAI,GAAG,EAA4B,CAAC;QACnE,MAAM,eAAe,GAAa,EAAE,CAAC;QACrC,MAAM,YAAY,GAAiB,EAAE,CAAC;QAEtC,OAAO,eAAe,CAAC,MAAM,GAAG,WAAW,IAAI,QAAQ,CAAC,UAAU,CAAC,YAAY,CAAC,GAAG,CAAC,EAAE;YACpF,MAAM,UAAU,GAAG,WAAW,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC;YACxD,IAAI,CAAC,UAAU;gBAAE,MAAM;YACvB,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;YAEtC,IAAI,UAAU,CAAC,gBAAgB,CAAC,GAAG,CAAC,UAAU,CAAC;gBAAE,SAAS;YAC1D,MAAM,WAAW,GAAG,UAAU,CAAC,oBAAoB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YACpE,IAAI,CAAC,WAAW,IAAI,WAAW,CAAC,IAAI,KAAK,CAAC;gBAAE,SAAS;YAErD,MAAM,aAAa,GAAkB,EAAE,CAAC;YACxC,KAAK,MAAM,CAAC,IAAI,WAAW,EAAE;gBAC3B,IAAI,CAAC,OAAO,CAAC,aAAa,CAAC,GAAG,CAAC,CAAC,CAAC;oBAAE,SAAS;gBAC5C,MAAM,IAAI,GAAG,gBAAgB,CAAC,GAAG,CAAC,IAAA,kBAAU,EAAC,UAAU,EAAE,CAAC,CAAC,CAAC,CAAC;gBAC7D,IAAI,CAAC,IAAI;oBAAE,SAAS;gBACpB,IAAI,IAAI,CAAC,gBAAgB,KAAK,OAAO,CAAC,gBAAgB;oBAAE,SAAS;gBACjE,IAAI,CAAC,IAAI,CAAC,QAAQ;oBAAE,SAAS;gBAC7B,IAAI,IAAI,CAAC,WAAW;oBAAE,SAAS;gBAC/B,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACtB,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;aACzB;YAED,IAAI,aAAa,CAAC,MAAM,KAAK,CAAC;gBAAE,SAAS;YACzC,eAAe,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC;YACjC,UAAU,CAAC,gBAAgB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YAC5C,sBAAsB,CAAC,GAAG,CAAC,UAAU,EAAE,IAAI,GAAG,CAAC,aAAa,CAAC,CAAC,CAAC;SAChE;QAED,IAAI,eAAe,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO;QAEzC,KAAK,MAAM,IAAI,IAAI,YAAY,EAAE;YAC/B,IAAI,CAAC,KAAK,EAAE,CAAC;YACb,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;SACzB;QAED,MAAM,GAAG,GAAG,MAAM,WAAW,CAAC,OAAO,EAAE,eAAe,CAAC,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,EAAyB,CAAA,CAAC,CAAC;QAChG,kBAAU,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;QAEvB,KAAK,MAAM,IAAI,IAAI,YAAY,EAAE;YAC/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;YACzB,IAAI,CAAC,QAAQ,GAAG,KAAK,CAAC;SACvB;QAED,KAAK,MAAM,UAAU,IAAI,eAAe,EAAE;YACxC,UAAU,CAAC,gBAAgB,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;YAC/C,MAAM,WAAW,GAAG,UAAU,CAAC,oBAAoB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YACpE,MAAM,aAAa,GAAG,sBAAsB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YAC7D,IAAI,CAAC,WAAW,IAAI,CAAC,aAAa;gBAAE,SAAS;YAC7C,KAAK,MAAM,CAAC,IAAI,aAAa,EAAE;gBAC7B,WAAW,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;aACvB;YACD,IAAI,WAAW,CAAC,IAAI,KAAK,CAAC,EAAE;gBAC1B,UAAU,CAAC,oBAAoB,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;gBACnD,SAAS;aACV;YACD,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE;gBACvC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;gBACnC,WAAW,CAAC,UAAU,CAAC,YAAY,EAAE,UAAU,CAAC,CAAC;aAClD;SACF;KACF;AACH,CAAC,CAAC;AAEF,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,WAAW,GAAG,KAAK,EAAE,OAAsB,EAAE,WAAqB,EAA+B,EAAE;IACvG,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CAAyB,WAAW,EAAE;QAC5F,WAAW;QACX,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,MAAM;KAC5B,CAAC,CAAC;IACH,IAAI,cAAc,EAAE;QAClB,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,+BAA+B,EAC/B,cAAc,OAAO,CAAC,UAAU,EAAE,EAClC,SAAS,OAAO,CAAC,gBAAgB,EAAE,EACnC,YAAY,WAAW,CAAC,MAAM,EAAE,CACjC,CAAC;KACH;IACD,OAAO,GAAG,CAAC;AACb,CAAC,CAAC;AAEF,QAAQ,CAAC,cAAc;KACpB,IAAI,CACH,IAAA,eAAQ,EAAC,CAAC,aAAa,EAAE,EAAE,CACzB,IAAA,WAAI,EAAC,aAAa,CAAC,CAAC,IAAI,CACtB,IAAA,eAAQ,EAAC,CAAC,YAAY,EAAE,EAAE,CACxB,IAAA,WAAI,EAAC,MAAM,CAAC,MAAM,CAAC,YAAY,CAAC,WAAW,IAAI,EAAE,CAAC,CAAC,CAAC,IAAI,CACtD,IAAA,aAAM,EAAC,CAAC,WAAW,EAAE,EAAE,CAAC,WAAW,CAAC,MAAM,KAAK,WAAW,CAAC,EAC3D,IAAA,UAAG,EAAC,CAAC,WAAW,EAA6B,EAAE;;IAC7C,IAAI;QACF,MAAM,IAAI,GAAG,IAAA,8CAAmC,EAAC,WAAW,CAAC,MAAM,CAAC,CAAC;QACrE,MAAM,gBAAgB,GAAG,IAAA,kBAAU,EACjC,IAAI,CAAC,iBAAiB,EACrB,IAAI,CAAC,MAAgB,CAAC,IAAI,CAAC,GAAG,CAAC,EAChC,MAAA,IAAI,CAAC,wBAAwB,mCAAI,EAAE,CACpC,CAAC;QACF,OAAO;YACL,UAAU,EAAE,WAAW,CAAC,UAAU;YAClC,gBAAgB;YAChB,IAAI;YACJ,aAAa,EAAE,IAAI,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC;SACpC,CAAC;KACH;IAAC,WAAM,GAAE;AACZ,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,CAAC,CAAC,EAAqC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CACtD,CACF,EACD,IAAA,cAAO,GAAE,EACT,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE;IACR,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC;IACpB,oBAAoB,CAAC,KAAK,EAAE,CAAC;IAC7B,CAAC,CAAC,OAAO,CAAC,CAAC,OAAO,EAAE,EAAE;;QACpB,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QACvB,MAAM,IAAI,GAAG,MAAA,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,gBAAgB,CAAC,mCAAI,EAAE,CAAC;QACtE,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QACnB,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,gBAAgB,EAAE,IAAI,CAAC,CAAC;IAC3D,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CACH,CACF,CACF;KACA,SAAS,EAAE,CAAC","sourcesContent":["import { 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/lib/quote/service.js

@@ -1,13 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const protocol_1 = require("@yuants/protocol");
-const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
 const state_1 = require("./state");
-const upstream_1 = require("./upstream");
+const scheduler_1 = require("./scheduler");
 const terminal = protocol_1.Terminal.fromNodeEnv();
-const quoteState = (0, state_1.createQuoteState)();
-const quoteProviderRegistry = (0, upstream_1.createQuoteProviderRegistry)(terminal);
 const normalizeStrings = (values) => [...new Set(values)].sort();
 const normalizeFields = (values) => [...new Set(values)].sort();
 const analyzeRequestedQuotes = (quoteState, product_ids, fields, updated_at) => {
@@ -26,66 +22,12 @@ const analyzeRequestedQuotes = (quoteState, product_ids, fields, updated_at) =>
     }
     return { needUpdate };
 };
-const updateQueue$ = new rxjs_1.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((0, rxjs_1.concatMap)((task) => (0, rxjs_1.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((0, utils_1.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);
+    state_1.quoteState.update(msg.req);
     return { res: { code: 0, message: 'OK' } };
 });
 terminal.server.provideService('VEX/DumpQuoteState', {}, async () => {
-    return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };
+    return { res: { code: 0, message: 'OK', data: state_1.quoteState.dumpAsObject() } };
 });
 terminal.server.provideService('VEX/QueryQuotes', {
     type: 'object',
@@ -105,16 +47,11 @@ 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 });
+    const { needUpdate } = analyzeRequestedQuotes(state_1.quoteState, product_ids, fields, updated_at);
+    for (const { product_id, field } of needUpdate) {
+        (0, scheduler_1.markDirty)(product_id, field);
     }
-    const data = quoteState.filterValues(product_ids, fields);
+    const data = state_1.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