@yuants/app-virtual-exchange 0.11.1 → 0.11.3

package/lib/quote/service.js.map

@@ -1 +1 @@
-{"version":3,"file":"service.js","sourceRoot":"","sources":["../../src/quote/service.ts"],"names":[],"mappings":";;AAAA,+CAA4C;AAC5C,yCAA2C;AAC3C,+BAAiD;AACjD,mCAA2C;AAE3C,yCAAyD;AAEzD,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,IAAA,wBAAgB,GAAE,CAAC;AACtC,MAAM,qBAAqB,GAAG,IAAA,sCAA2B,EAAC,QAAQ,CAAC,CAAC;AAgBpE,MAAM,gBAAgB,GAAG,CAAC,MAAgB,EAAE,EAAE,CAAC,CAAC,GAAG,IAAI,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC;AAC3E,MAAM,eAAe,GAAG,CAAC,MAAmB,EAAE,EAAE,CAAC,CAAC,GAAG,IAAI,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC;AAE7E,MAAM,sBAAsB,GAAG,CAC7B,UAAuB,EACvB,WAAqB,EACrB,MAAmB,EACnB,UAAkB,EACe,EAAE;IACnC,MAAM,UAAU,GAAoB,EAAE,CAAC;IACvC,KAAK,MAAM,UAAU,IAAI,WAAW,EAAE;QACpC,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,MAAM,KAAK,GAAG,UAAU,CAAC,aAAa,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;YAC1D,IAAI,KAAK,KAAK,SAAS,EAAE;gBACvB,UAAU,CAAC,IAAI,CAAC,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;gBACvC,SAAS;aACV;YACD,IAAI,KAAK,CAAC,CAAC,CAAC,GAAG,UAAU,EAAE;gBACzB,UAAU,CAAC,IAAI,CAAC,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;aACxC;SACF;KACF;IACD,OAAO,EAAE,UAAU,EAAE,CAAC;AACxB,CAAC,CAAC;AAEF,MAAM,YAAY,GAAG,IAAI,cAAO,EAAc,CAAC;AAC/C,MAAM,gBAAgB,GAA2D;IAC/E,YAAY,EAAE,CAAC;IACf,aAAa,EAAE,CAAC;IAChB,eAAe,EAAE,CAAC;CACnB,CAAC;AAEF,MAAM,cAAc,GAAG,GAA4B,EAAE;IACnD,MAAM,OAAO,GAAG,gBAAgB,CAAC,YAAY,GAAG,gBAAgB,CAAC,aAAa,CAAC;IAC/E,MAAM,SAAS,GAAG,gBAAgB,CAAC,aAAa,GAAG,gBAAgB,CAAC,eAAe,CAAC;IACpF,uBACE,OAAO;QACP,SAAS,IACN,gBAAgB,EACnB;AACJ,CAAC,CAAC;AAEF,MAAM,iBAAiB,GAAG,CAAC,IAAgB,EAAE,EAAE;IAC7C,gBAAgB,CAAC,YAAY,EAAE,CAAC;IAChC,gBAAgB,CAAC,gBAAgB,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;IAC/C,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;AAC1B,CAAC,CAAC;AAEF,MAAM,cAAc,GAAG,CAAC,KAAc,EAAuC,EAAE;IAC7E,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,KAAK,KAAK,IAAI,EAAE;QAC/C,MAAM,IAAI,GAAG,MAAM,IAAI,KAAK,CAAC,CAAC,CAAE,KAAa,CAAC,IAAI,CAAC,CAAC,CAAC,SAAS,CAAC;QAC/D,MAAM,OAAO,GAAG,SAAS,IAAI,KAAK,CAAC,CAAC,CAAE,KAAa,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS,CAAC;QACxE,OAAO;YACL,IAAI,EAAE,OAAO,IAAI,KAAK,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,SAAS;YACjD,OAAO,EAAE,OAAO,OAAO,KAAK,QAAQ,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,SAAS;SAC3D,CAAC;KACH;IACD,OAAO,EAAE,CAAC;AACZ,CAAC,CAAC;AAEF,MAAM,iBAAiB,GAAG,KAAK,EAAE,IAAgB,EAAE,EAAE;IACnD,MAAM,EAAE,UAAU,EAAE,GAAG,sBAAsB,CAAC,UAAU,EAAE,IAAI,CAAC,WAAW,EAAE,IAAI,CAAC,MAAM,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IAC1G,MAAM,qBAAqB,CAAC,0BAA0B,CAAC;QACrD,UAAU;QACV,WAAW,EAAE,UAAU;QACvB,UAAU,EAAE,IAAI,CAAC,UAAU;KAC5B,CAAC,CAAC;AACL,CAAC,CAAC;AAEF,YAAY;KACT,IAAI,CACH,IAAA,gBAAS,EAAC,CAAC,IAAI,EAAE,EAAE,CACjB,IAAA,YAAK,EAAC,KAAK,IAAI,EAAE;IACf,gBAAgB,CAAC,aAAa,EAAE,CAAC;IACjC,gBAAgB,CAAC,eAAe,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;IAE9C,IAAI;QACF,MAAM,iBAAiB,CAAC,IAAI,CAAC,CAAC;KAC/B;IAAC,OAAO,KAAK,EAAE;QACd,MAAM,OAAO,GAAG,cAAc,CAAC,KAAK,CAAC,CAAC;QACtC,gBAAgB,CAAC,UAAU,mBAAK,EAAE,EAAE,IAAI,CAAC,GAAG,EAAE,IAAK,OAAO,CAAE,CAAC;QAC7D,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,mCAAmC,EACnC,eAAe,IAAI,CAAC,WAAW,CAAC,MAAM,WAAW,IAAI,CAAC,MAAM,CAAC,MAAM,eAAe,IAAI,CAAC,UAAU,EAAE,EACnG,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CACxB,CAAC;KACH;YAAS;QACR,gBAAgB,CAAC,eAAe,EAAE,CAAC;QACnC,gBAAgB,CAAC,iBAAiB,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;KACjD;AACH,CAAC,CAAC,CACH,CACF;KACA,SAAS,EAAE,CAAC;AAEf,QAAQ,CAAC,MAAM,CAAC,cAAc,CAAqB,kBAAkB,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,EAAE,EAAE;IACvF,UAAU,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC3B,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,MAAM,CAAC,cAAc,CAAyB,oBAAoB,EAAE,EAAE,EAAE,KAAK,IAAI,EAAE;IAC1F,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,UAAU,CAAC,YAAY,EAAE,EAAE,EAAE,CAAC;AAC9E,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,iBAAiB,EACjB;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,aAAa,EAAE,QAAQ,EAAE,YAAY,CAAC;IACjD,UAAU,EAAE;QACV,WAAW,EAAE;YACX,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;QACD,MAAM,EAAE;YACN,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;QACD,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,WAAW,GAAG,gBAAgB,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;IAC1D,MAAM,MAAM,GAAG,eAAe,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IAC/C,MAAM,EAAE,UAAU,EAAE,GAAG,GAAG,CAAC,GAAG,CAAC;IAE/B,0EAA0E;IAC1E,iDAAiD;IACjD,MAAM,EAAE,UAAU,EAAE,GAAG,sBAAsB,CAAC,UAAU,EAAE,WAAW,EAAE,MAAM,EAAE,UAAU,CAAC,CAAC;IAC3F,IAAI,UAAU,CAAC,MAAM,GAAG,CAAC,EAAE;QACzB,iBAAiB,CAAC,EAAE,WAAW,EAAE,MAAM,EAAE,UAAU,EAAE,CAAC,CAAC;KACxD;IAED,MAAM,IAAI,GAAG,UAAU,CAAC,YAAY,CAAC,WAAW,EAAE,MAAM,CAAC,CAAC;IAC1D,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,EAAE,CAAC;AACnD,CAAC,CACF,CAAC;AAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAA8B,4BAA4B,EAAE,EAAE,EAAE,KAAK,IAAI,EAAE;IACvG,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,cAAc,EAAE,EAAE,EAAE,CAAC;AACrE,CAAC,CAAC,CAAC","sourcesContent":["import { 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"]}
+{"version":3,"file":"service.js","sourceRoot":"","sources":["../../src/quote/service.ts"],"names":[],"mappings":";;AAAA,+CAA4C;AAE5C,mCAAqC;AAErC,2CAAwC;AAExC,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,gBAAgB,GAAG,CAAC,MAAgB,EAAE,EAAE,CAAC,CAAC,GAAG,IAAI,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC;AAC3E,MAAM,eAAe,GAAG,CAAC,MAAmB,EAAE,EAAE,CAAC,CAAC,GAAG,IAAI,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC;AAE7E,MAAM,sBAAsB,GAAG,CAC7B,UAAuB,EACvB,WAAqB,EACrB,MAAmB,EACnB,UAAkB,EACe,EAAE;IACnC,MAAM,UAAU,GAAoB,EAAE,CAAC;IACvC,KAAK,MAAM,UAAU,IAAI,WAAW,EAAE;QACpC,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,MAAM,KAAK,GAAG,UAAU,CAAC,aAAa,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;YAC1D,IAAI,KAAK,KAAK,SAAS,EAAE;gBACvB,UAAU,CAAC,IAAI,CAAC,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;gBACvC,SAAS;aACV;YACD,IAAI,KAAK,CAAC,CAAC,CAAC,GAAG,UAAU,EAAE;gBACzB,UAAU,CAAC,IAAI,CAAC,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;aACxC;SACF;KACF;IACD,OAAO,EAAE,UAAU,EAAE,CAAC;AACxB,CAAC,CAAC;AAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAAqB,kBAAkB,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,EAAE,EAAE;IACvF,kBAAU,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC3B,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,MAAM,CAAC,cAAc,CAAyB,oBAAoB,EAAE,EAAE,EAAE,KAAK,IAAI,EAAE;IAC1F,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,kBAAU,CAAC,YAAY,EAAE,EAAE,EAAE,CAAC;AAC9E,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,iBAAiB,EACjB;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,aAAa,EAAE,QAAQ,EAAE,YAAY,CAAC;IACjD,UAAU,EAAE;QACV,WAAW,EAAE;YACX,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;QACD,MAAM,EAAE;YACN,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;QACD,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,WAAW,GAAG,gBAAgB,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;IAC1D,MAAM,MAAM,GAAG,eAAe,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IAC/C,MAAM,EAAE,UAAU,EAAE,GAAG,GAAG,CAAC,GAAG,CAAC;IAE/B,MAAM,EAAE,UAAU,EAAE,GAAG,sBAAsB,CAAC,kBAAU,EAAE,WAAW,EAAE,MAAM,EAAE,UAAU,CAAC,CAAC;IAC3F,KAAK,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,IAAI,UAAU,EAAE;QAC9C,IAAA,qBAAS,EAAC,UAAU,EAAE,KAA2B,CAAC,CAAC;KACpD;IAED,MAAM,IAAI,GAAG,kBAAU,CAAC,YAAY,CAAC,WAAW,EAAE,MAAM,CAAC,CAAC;IAC1D,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,EAAE,CAAC;AACnD,CAAC,CACF,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { IQuoteField } from '@yuants/exchange';\nimport { quoteState } from './state';\nimport { IQuoteKey, IQuoteRequire, IQuoteState, IQuoteUpdateAction } from './types';\nimport { markDirty } from './scheduler';\n\nconst terminal = Terminal.fromNodeEnv();\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\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    const { needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);\n    for (const { product_id, field } of needUpdate) {\n      markDirty(product_id, field as any as IQuoteField);\n    }\n\n    const data = quoteState.filterValues(product_ids, fields);\n    return { res: { code: 0, message: 'OK', data } };\n  },\n);\n"]}

package/lib/quote/state.d.ts

@@ -1,2 +1,3 @@
 export declare const createQuoteState: () => import("./types").IQuoteState;
+export declare const quoteState: import("./types").IQuoteState;
 //# sourceMappingURL=state.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"state.d.ts","sourceRoot":"","sources":["../../src/quote/state.ts"],"names":[],"mappings":"AAGA,eAAO,MAAM,gBAAgB,qCAAqB,CAAC"}
+{"version":3,"file":"state.d.ts","sourceRoot":"","sources":["../../src/quote/state.ts"],"names":[],"mappings":"AAGA,eAAO,MAAM,gBAAgB,qCAAqB,CAAC;AAEnD,eAAO,MAAM,UAAU,+BAAqB,CAAC"}

package/lib/quote/state.js

@@ -1,7 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.createQuoteState = void 0;
+exports.quoteState = exports.createQuoteState = void 0;
 const implementations_1 = require("./implementations");
 // 使用 v1 作为生产版本
 exports.createQuoteState = implementations_1.implementations.v1;
+exports.quoteState = (0, exports.createQuoteState)();
 //# sourceMappingURL=state.js.map

package/lib/quote/state.js.map

@@ -1 +1 @@
-{"version":3,"file":"state.js","sourceRoot":"","sources":["../../src/quote/state.ts"],"names":[],"mappings":";;;AAAA,uDAAoD;AAEpD,eAAe;AACF,QAAA,gBAAgB,GAAG,iCAAe,CAAC,EAAE,CAAC","sourcesContent":["import { implementations } from './implementations';\n\n// 使用 v1 作为生产版本\nexport const createQuoteState = implementations.v1;\n"]}
+{"version":3,"file":"state.js","sourceRoot":"","sources":["../../src/quote/state.ts"],"names":[],"mappings":";;;AAAA,uDAAoD;AAEpD,eAAe;AACF,QAAA,gBAAgB,GAAG,iCAAe,CAAC,EAAE,CAAC;AAEtC,QAAA,UAAU,GAAG,IAAA,wBAAgB,GAAE,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/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/app-virtual-exchange",
-	"version": "0.11.1",
+	"version": "0.11.3",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -16,7 +16,7 @@
 		"@yuants/data-quote": "0.4.0",
 		"@yuants/secret": "0.4.1",
 		"@yuants/sql": "0.9.31",
-		"@yuants/exchange": "0.7.1",
+		"@yuants/exchange": "0.8.0",
 		"@yuants/cache": "0.3.4",
 		"rxjs": "~7.5.6",
 		"ajv": "~8.12.0"

package/temp/package-deps.json

@@ -1,17 +1,17 @@
 {
-    "apps/virtual-exchange/CHANGELOG.json": "e6d256897299fcf53e06a8fafdfc2858e7cf8a2c",
-    "apps/virtual-exchange/CHANGELOG.md": "28bc28afb1ba1b3637b25ddece4fea9067e6aa60",
+    "apps/virtual-exchange/CHANGELOG.json": "eb778f19dfe0922fc3da2e47ead69f07a7f746b7",
+    "apps/virtual-exchange/CHANGELOG.md": "0d6c6cabadf6db4b26c5fda4274d65e27d0dc5c9",
     "apps/virtual-exchange/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/virtual-exchange/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/virtual-exchange/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/virtual-exchange/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/virtual-exchange/etc/app-virtual-exchange.api.md": "6cb40ec1fa2d40a31a7b0dd3f02b8b24a4d7c4de",
-    "apps/virtual-exchange/package.json": "1261fe420dfbc5b030709e7670eeab63d83363d3",
+    "apps/virtual-exchange/package.json": "81b2d1c43e23a1ff7bd869e526d3b4fa34296d34",
     "apps/virtual-exchange/src/credential.ts": "7ff9cfe06e46005b2a69e60b5596eb1f59d42bba",
     "apps/virtual-exchange/src/general.ts": "b3d0cd8c57975b9711008beaa05ad7f6812bd57e",
     "apps/virtual-exchange/src/index.ts": "67e1963facf0ee2aedd871496361cff90bf49356",
     "apps/virtual-exchange/src/legacy-services.ts": "a9f6b6c61b7a0efc909a443e6fde88c2766562bf",
-    "apps/virtual-exchange/src/position.ts": "0a0eeac4356bdad82f0e6b58d51d3fbad6c0b9ff",
+    "apps/virtual-exchange/src/position.ts": "df2e7fc833bad109c4939df9535577995179120f",
     "apps/virtual-exchange/src/product-collector.ts": "15ba0a692d694d20b607eaad0287a864577ef30c",
     "apps/virtual-exchange/src/quote/DESIGN.md": "4b952e24f77a7429fd82cdf29155a725bbebe583",
     "apps/virtual-exchange/src/quote/QUOTE_STATE_PERFORMANCE_REPORT.md": "b90b7b77a70bb5f4b503d03ccba8f1d07edf7d37",
@@ -26,18 +26,14 @@
     "apps/virtual-exchange/src/quote/implementations/README.md": "da3afe60c9bc16576cc226d63c233bb2d2fd7c38",
     "apps/virtual-exchange/src/quote/implementations/index.ts": "99d8c99b24e5e7f14293f489916c83a0bac192d7",
     "apps/virtual-exchange/src/quote/implementations/v0.ts": "cbc6aa7b7356b18d83a219241e9070e2aeed1365",
-    "apps/virtual-exchange/src/quote/implementations/v1.ts": "f8c5bd941659c4a8b6dff0541f44133f123fc78a",
+    "apps/virtual-exchange/src/quote/implementations/v1.ts": "4ae86c1d5d8dc39c1c1fc695d6990d859e2c2137",
     "apps/virtual-exchange/src/quote/implementations/v2.ts": "8723cede6cee6092ec0b8ce9b273ee92f47790cf",
     "apps/virtual-exchange/src/quote/implementations/v3.ts": "f5e4f31c5592d84206d0a27ee51107ba9a91a53d",
-    "apps/virtual-exchange/src/quote/service.ts": "f74bb5f0fb776839d84e55709f3971301b3fdeb3",
+    "apps/virtual-exchange/src/quote/scheduler.ts": "d92a25ed63098a5536b7957f4e98bd1c009843c8",
+    "apps/virtual-exchange/src/quote/service.ts": "dd32a7af1aa58b388bcfadfe81b605b646a9b0eb",
     "apps/virtual-exchange/src/quote/state.benchmark.ts": "075d3c5bab0ae6f7b61accfe977f7d35233b06ad",
-    "apps/virtual-exchange/src/quote/state.ts": "a13be6e84d30b54de16f90e1cb3feeeab75957df",
+    "apps/virtual-exchange/src/quote/state.ts": "8690d156db5850cde46c366a884d6fc707dc3b7c",
     "apps/virtual-exchange/src/quote/types.ts": "4894fd3df8b5bb92e7aaacda9136fa3e70d45835",
-    "apps/virtual-exchange/src/quote/upstream/executor.ts": "f7acd3ced6114f1a20ad72c746a9dfbf67b495ec",
-    "apps/virtual-exchange/src/quote/upstream/index.ts": "10439c0fa997c61fcca1763aae40fddba3daa3da",
-    "apps/virtual-exchange/src/quote/upstream/prefix-matcher.ts": "079066de8c1d5d91b63ffc2bf67c2163e7b8a540",
-    "apps/virtual-exchange/src/quote/upstream/registry.ts": "c4ce97bd63963063a690422c5edc41fe988b94a6",
-    "apps/virtual-exchange/src/quote/upstream/router.ts": "d34853abadaaea73246ec735c8e9b5f2789311c3",
     "apps/virtual-exchange/tsconfig.json": "22f94ca28b507f8ddcc21b9053158eefd3f726a9",
     "apps/virtual-exchange/.rush/temp/shrinkwrap-deps.json": "2c8344167a574161e8a89138bc1eb686bf6339de",
     "libraries/protocol/temp/package-deps.json": "c94931cb0eab7180d90a06d740c1a97c0ac0c6b6",
@@ -48,7 +44,7 @@
     "libraries/data-quote/temp/package-deps.json": "c2f009f818a503342bef588da21c9abd52beea00",
     "libraries/secret/temp/package-deps.json": "360293dbcad7870a579c7c043d7f8f87a1b68c48",
     "libraries/sql/temp/package-deps.json": "041074e0102f9a01820c0fddcf82b9eaee226c79",
-    "libraries/exchange/temp/package-deps.json": "8e1be9c0b37755b28288f53265acf9e27f99c943",
+    "libraries/exchange/temp/package-deps.json": "98f6e1318166102a07cf64b69399b35cb4575222",
     "libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }

package/dist/quote/upstream/executor.js

@@ -1,98 +0,0 @@
-import { newError } from '@yuants/utils';
-import { filter, firstValueFrom, map } from 'rxjs';
-const createConcurrencyLimiter = (concurrency) => {
-    const queue = [];
-    let active = 0;
-    const next = () => {
-        if (active >= concurrency)
-            return;
-        const task = queue.shift();
-        if (!task)
-            return;
-        active++;
-        task();
-    };
-    return async (fn) => await new Promise((resolve, reject) => {
-        queue.push(async () => {
-            try {
-                resolve(await fn());
-            }
-            catch (e) {
-                reject(e);
-            }
-            finally {
-                active--;
-                next();
-            }
-        });
-        next();
-    });
-};
-const pickInstance = (params) => {
-    var _a;
-    const { group_id, instances, mapGroupIdToRoundRobinIndex } = params;
-    if (instances.length === 0)
-        throw newError('VEX_QUOTE_PROVIDER_INSTANCE_EMPTY', { group_id });
-    const nextIndex = ((_a = mapGroupIdToRoundRobinIndex.get(group_id)) !== null && _a !== void 0 ? _a : 0) % instances.length;
-    mapGroupIdToRoundRobinIndex.set(group_id, nextIndex + 1);
-    return instances[nextIndex];
-};
-const requestGetQuotes = async (params) => {
-    const { terminal, instance, req } = params;
-    const res = await firstValueFrom(terminal.client
-        .request('GetQuotes', instance.terminal_id, req, instance.service_id)
-        .pipe(map((msg) => msg.res), filter((v) => v !== undefined)));
-    if (res.code !== 0)
-        throw newError('VEX_QUOTE_PROVIDER_ERROR', { instance, res });
-    if (res.data === undefined)
-        throw newError('VEX_QUOTE_PROVIDER_DATA_MISSING', { instance, res });
-    return res.data;
-};
-const runWithProviderGroupConcurrencyLimit1 = async (params) => {
-    var _a;
-    const { group_id, mapGroupIdToTailPromise, fn } = params;
-    const prev = (_a = mapGroupIdToTailPromise.get(group_id)) !== null && _a !== void 0 ? _a : Promise.resolve();
-    let resolveCurrent = () => { };
-    const current = new Promise((resolve) => {
-        resolveCurrent = resolve;
-    });
-    mapGroupIdToTailPromise.set(group_id, prev.then(() => current));
-    await prev;
-    try {
-        return await fn();
-    }
-    finally {
-        resolveCurrent();
-    }
-};
-export const createGetQuotesExecutor = (terminal) => {
-    const mapGroupIdToRoundRobinIndex = new Map();
-    const mapGroupIdToTailPromise = new Map();
-    const limitGetQuotes = createConcurrencyLimiter(32);
-    const mapKeyToInFlightGetQuotesPromise = new Map();
-    const requestGetQuotesInFlight = (key, planned) => {
-        const existing = mapKeyToInFlightGetQuotesPromise.get(key);
-        if (existing)
-            return existing;
-        const promise = limitGetQuotes(() => runWithProviderGroupConcurrencyLimit1({
-            group_id: planned.group_id,
-            mapGroupIdToTailPromise,
-            fn: async () => {
-                const instance = pickInstance({
-                    group_id: planned.group_id,
-                    instances: planned.instances,
-                    mapGroupIdToRoundRobinIndex,
-                });
-                return await requestGetQuotes({ terminal, instance, req: planned.req });
-            },
-        })).finally(() => {
-            mapKeyToInFlightGetQuotesPromise.delete(key);
-        });
-        mapKeyToInFlightGetQuotesPromise.set(key, promise);
-        return promise;
-    };
-    return {
-        execute: async (requests) => await Promise.all(requests.map(async ({ key, planned }) => await requestGetQuotesInFlight(key, planned))),
-    };
-};
-//# sourceMappingURL=executor.js.map

package/dist/quote/upstream/executor.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"executor.js","sourceRoot":"","sources":["../../../src/quote/upstream/executor.ts"],"names":[],"mappings":"AAKA,OAAO,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACzC,OAAO,EAAE,MAAM,EAAE,cAAc,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAMnD,MAAM,wBAAwB,GAAG,CAAC,WAAmB,EAAE,EAAE;IACvD,MAAM,KAAK,GAAsB,EAAE,CAAC;IACpC,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,MAAM,IAAI,GAAG,GAAG,EAAE;QAChB,IAAI,MAAM,IAAI,WAAW;YAAE,OAAO;QAClC,MAAM,IAAI,GAAG,KAAK,CAAC,KAAK,EAAE,CAAC;QAC3B,IAAI,CAAC,IAAI;YAAE,OAAO;QAClB,MAAM,EAAE,CAAC;QACT,IAAI,EAAE,CAAC;IACT,CAAC,CAAC;IACF,OAAO,KAAK,EAAK,EAAoB,EAAc,EAAE,CACnD,MAAM,IAAI,OAAO,CAAI,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;QACvC,KAAK,CAAC,IAAI,CAAC,KAAK,IAAI,EAAE;YACpB,IAAI;gBACF,OAAO,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;aACrB;YAAC,OAAO,CAAC,EAAE;gBACV,MAAM,CAAC,CAAC,CAAC,CAAC;aACX;oBAAS;gBACR,MAAM,EAAE,CAAC;gBACT,IAAI,EAAE,CAAC;aACR;QACH,CAAC,CAAC,CAAC;QACH,IAAI,EAAE,CAAC;IACT,CAAC,CAAC,CAAC;AACP,CAAC,CAAC;AAEF,MAAM,YAAY,GAAG,CAAC,MAIrB,EAA0B,EAAE;;IAC3B,MAAM,EAAE,QAAQ,EAAE,SAAS,EAAE,2BAA2B,EAAE,GAAG,MAAM,CAAC;IACpE,IAAI,SAAS,CAAC,MAAM,KAAK,CAAC;QAAE,MAAM,QAAQ,CAAC,mCAAmC,EAAE,EAAE,QAAQ,EAAE,CAAC,CAAC;IAC9F,MAAM,SAAS,GAAG,CAAC,MAAA,2BAA2B,CAAC,GAAG,CAAC,QAAQ,CAAC,mCAAI,CAAC,CAAC,GAAG,SAAS,CAAC,MAAM,CAAC;IACtF,2BAA2B,CAAC,GAAG,CAAC,QAAQ,EAAE,SAAS,GAAG,CAAC,CAAC,CAAC;IACzD,OAAO,SAAS,CAAC,SAAS,CAAC,CAAC;AAC9B,CAAC,CAAC;AAEF,MAAM,gBAAgB,GAAG,KAAK,EAAE,MAI/B,EAAuC,EAAE;IACxC,MAAM,EAAE,QAAQ,EAAE,QAAQ,EAAE,GAAG,EAAE,GAAG,MAAM,CAAC;IAC3C,MAAM,GAAG,GAAG,MAAM,cAAc,CAC9B,QAAQ,CAAC,MAAM;SACZ,OAAO,CACN,WAAW,EACX,QAAQ,CAAC,WAAW,EACpB,GAAG,EACH,QAAQ,CAAC,UAAU,CACpB;SACA,IAAI,CACH,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,GAAG,CAAC,EACrB,MAAM,CAAC,CAAC,CAAC,EAAqC,EAAE,CAAC,CAAC,KAAK,SAAS,CAAC,CAClE,CACJ,CAAC;IACF,IAAI,GAAG,CAAC,IAAI,KAAK,CAAC;QAAE,MAAM,QAAQ,CAAC,0BAA0B,EAAE,EAAE,QAAQ,EAAE,GAAG,EAAE,CAAC,CAAC;IAClF,IAAI,GAAG,CAAC,IAAI,KAAK,SAAS;QAAE,MAAM,QAAQ,CAAC,iCAAiC,EAAE,EAAE,QAAQ,EAAE,GAAG,EAAE,CAAC,CAAC;IACjG,OAAO,GAAG,CAAC,IAAW,CAAC;AACzB,CAAC,CAAC;AAEF,MAAM,qCAAqC,GAAG,KAAK,EAAK,MAIvD,EAAc,EAAE;;IACf,MAAM,EAAE,QAAQ,EAAE,uBAAuB,EAAE,EAAE,EAAE,GAAG,MAAM,CAAC;IACzD,MAAM,IAAI,GAAG,MAAA,uBAAuB,CAAC,GAAG,CAAC,QAAQ,CAAC,mCAAI,OAAO,CAAC,OAAO,EAAE,CAAC;IACxE,IAAI,cAAc,GAAe,GAAG,EAAE,GAAE,CAAC,CAAC;IAC1C,MAAM,OAAO,GAAG,IAAI,OAAO,CAAO,CAAC,OAAO,EAAE,EAAE;QAC5C,cAAc,GAAG,OAAO,CAAC;IAC3B,CAAC,CAAC,CAAC;IACH,uBAAuB,CAAC,GAAG,CACzB,QAAQ,EACR,IAAI,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,OAAO,CAAC,CACzB,CAAC;IACF,MAAM,IAAI,CAAC;IACX,IAAI;QACF,OAAO,MAAM,EAAE,EAAE,CAAC;KACnB;YAAS;QACR,cAAc,EAAE,CAAC;KAClB;AACH,CAAC,CAAC;AAMF,MAAM,CAAC,MAAM,uBAAuB,GAAG,CAAC,QAAkB,EAAsB,EAAE;IAChF,MAAM,2BAA2B,GAAG,IAAI,GAAG,EAAkB,CAAC;IAC9D,MAAM,uBAAuB,GAAG,IAAI,GAAG,EAAyB,CAAC;IACjE,MAAM,cAAc,GAAG,wBAAwB,CAAC,EAAE,CAAC,CAAC;IAEpD,MAAM,gCAAgC,GAAG,IAAI,GAAG,EAA+C,CAAC;IAChG,MAAM,wBAAwB,GAAG,CAAC,GAAW,EAAE,OAAwB,EAAE,EAAE;QACzE,MAAM,QAAQ,GAAG,gCAAgC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAC3D,IAAI,QAAQ;YAAE,OAAO,QAAQ,CAAC;QAC9B,MAAM,OAAO,GAAG,cAAc,CAAC,GAAG,EAAE,CAClC,qCAAqC,CAAC;YACpC,QAAQ,EAAE,OAAO,CAAC,QAAQ;YAC1B,uBAAuB;YACvB,EAAE,EAAE,KAAK,IAAI,EAAE;gBACb,MAAM,QAAQ,GAAG,YAAY,CAAC;oBAC5B,QAAQ,EAAE,OAAO,CAAC,QAAQ;oBAC1B,SAAS,EAAE,OAAO,CAAC,SAAS;oBAC5B,2BAA2B;iBAC5B,CAAC,CAAC;gBACH,OAAO,MAAM,gBAAgB,CAAC,EAAE,QAAQ,EAAE,QAAQ,EAAE,GAAG,EAAE,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC;YAC1E,CAAC;SACF,CAAC,CACH,CAAC,OAAO,CAAC,GAAG,EAAE;YACb,gCAAgC,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;QAC/C,CAAC,CAAC,CAAC;QACH,gCAAgC,CAAC,GAAG,CAAC,GAAG,EAAE,OAAO,CAAC,CAAC;QACnD,OAAO,OAAO,CAAC;IACjB,CAAC,CAAC;IAEF,OAAO;QACL,OAAO,EAAE,KAAK,EAAE,QAAQ,EAAE,EAAE,CAC1B,MAAM,OAAO,CAAC,GAAG,CACf,QAAQ,CAAC,GAAG,CAAC,KAAK,EAAE,EAAE,GAAG,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,MAAM,wBAAwB,CAAC,GAAG,EAAE,OAAO,CAAC,CAAC,CACvF;KACJ,CAAC;AACJ,CAAC,CAAC","sourcesContent":["import {\n  IQuoteUpdateAction as IExchangeQuoteUpdateAction,\n  IQuoteServiceRequestByVEX,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { newError } from '@yuants/utils';\nimport { filter, firstValueFrom, map } from 'rxjs';\nimport { IQuoteProviderInstance } from '../types';\nimport { IPlannedRequestWithKey } from './router';\n\ntype IPlannedRequest = IPlannedRequestWithKey['planned'];\n\nconst createConcurrencyLimiter = (concurrency: number) => {\n  const queue: Array<() => void> = [];\n  let active = 0;\n  const next = () => {\n    if (active >= concurrency) return;\n    const task = queue.shift();\n    if (!task) return;\n    active++;\n    task();\n  };\n  return async <T>(fn: () => Promise<T>): Promise<T> =>\n    await new Promise<T>((resolve, reject) => {\n      queue.push(async () => {\n        try {\n          resolve(await fn());\n        } catch (e) {\n          reject(e);\n        } finally {\n          active--;\n          next();\n        }\n      });\n      next();\n    });\n};\n\nconst pickInstance = (params: {\n  group_id: string;\n  instances: IQuoteProviderInstance[];\n  mapGroupIdToRoundRobinIndex: Map<string, number>;\n}): IQuoteProviderInstance => {\n  const { group_id, instances, mapGroupIdToRoundRobinIndex } = params;\n  if (instances.length === 0) throw newError('VEX_QUOTE_PROVIDER_INSTANCE_EMPTY', { group_id });\n  const nextIndex = (mapGroupIdToRoundRobinIndex.get(group_id) ?? 0) % instances.length;\n  mapGroupIdToRoundRobinIndex.set(group_id, nextIndex + 1);\n  return instances[nextIndex];\n};\n\nconst requestGetQuotes = async (params: {\n  terminal: Terminal;\n  instance: IQuoteProviderInstance;\n  req: IQuoteServiceRequestByVEX;\n}): Promise<IExchangeQuoteUpdateAction> => {\n  const { terminal, instance, req } = params;\n  const res = await firstValueFrom(\n    terminal.client\n      .request<IQuoteServiceRequestByVEX, IExchangeQuoteUpdateAction>(\n        'GetQuotes',\n        instance.terminal_id,\n        req,\n        instance.service_id,\n      )\n      .pipe(\n        map((msg) => msg.res),\n        filter((v): v is Exclude<typeof v, undefined> => v !== undefined),\n      ),\n  );\n  if (res.code !== 0) throw newError('VEX_QUOTE_PROVIDER_ERROR', { instance, res });\n  if (res.data === undefined) throw newError('VEX_QUOTE_PROVIDER_DATA_MISSING', { instance, res });\n  return res.data as any;\n};\n\nconst runWithProviderGroupConcurrencyLimit1 = async <T>(params: {\n  group_id: string;\n  mapGroupIdToTailPromise: Map<string, Promise<void>>;\n  fn: () => Promise<T>;\n}): Promise<T> => {\n  const { group_id, mapGroupIdToTailPromise, fn } = params;\n  const prev = mapGroupIdToTailPromise.get(group_id) ?? Promise.resolve();\n  let resolveCurrent: () => void = () => {};\n  const current = new Promise<void>((resolve) => {\n    resolveCurrent = resolve;\n  });\n  mapGroupIdToTailPromise.set(\n    group_id,\n    prev.then(() => current),\n  );\n  await prev;\n  try {\n    return await fn();\n  } finally {\n    resolveCurrent();\n  }\n};\n\nexport interface IGetQuotesExecutor {\n  execute: (requests: IPlannedRequestWithKey[]) => Promise<IExchangeQuoteUpdateAction[]>;\n}\n\nexport const createGetQuotesExecutor = (terminal: Terminal): IGetQuotesExecutor => {\n  const mapGroupIdToRoundRobinIndex = new Map<string, number>();\n  const mapGroupIdToTailPromise = new Map<string, Promise<void>>();\n  const limitGetQuotes = createConcurrencyLimiter(32);\n\n  const mapKeyToInFlightGetQuotesPromise = new Map<string, Promise<IExchangeQuoteUpdateAction>>();\n  const requestGetQuotesInFlight = (key: string, planned: IPlannedRequest) => {\n    const existing = mapKeyToInFlightGetQuotesPromise.get(key);\n    if (existing) return existing;\n    const promise = limitGetQuotes(() =>\n      runWithProviderGroupConcurrencyLimit1({\n        group_id: planned.group_id,\n        mapGroupIdToTailPromise,\n        fn: async () => {\n          const instance = pickInstance({\n            group_id: planned.group_id,\n            instances: planned.instances,\n            mapGroupIdToRoundRobinIndex,\n          });\n          return await requestGetQuotes({ terminal, instance, req: planned.req });\n        },\n      }),\n    ).finally(() => {\n      mapKeyToInFlightGetQuotesPromise.delete(key);\n    });\n    mapKeyToInFlightGetQuotesPromise.set(key, promise);\n    return promise;\n  };\n\n  return {\n    execute: async (requests) =>\n      await Promise.all(\n        requests.map(async ({ key, planned }) => await requestGetQuotesInFlight(key, planned)),\n      ),\n  };\n};\n"]}

package/dist/quote/upstream/index.js

@@ -1,2 +0,0 @@
-export { createQuoteProviderRegistry } from './registry';
-//# sourceMappingURL=index.js.map

package/dist/quote/upstream/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/quote/upstream/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,2BAA2B,EAAE,MAAM,YAAY,CAAC","sourcesContent":["export { createQuoteProviderRegistry } from './registry';\nexport type { IQuoteProviderRegistry } from './registry';\n"]}

package/dist/quote/upstream/prefix-matcher.js

@@ -1,7 +0,0 @@
-export const createSortedPrefixMatcher = (entries) => {
-    const sorted = [...entries].sort((a, b) => b.prefix.length - a.prefix.length);
-    return {
-        match: (value) => sorted.filter((x) => value.startsWith(x.prefix)).map((x) => x.value),
-    };
-};
-//# sourceMappingURL=prefix-matcher.js.map

package/dist/quote/upstream/prefix-matcher.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"prefix-matcher.js","sourceRoot":"","sources":["../../../src/quote/upstream/prefix-matcher.ts"],"names":[],"mappings":"AAIA,MAAM,CAAC,MAAM,yBAAyB,GAAG,CACvC,OAA4C,EACzB,EAAE;IACrB,MAAM,MAAM,GAAG,CAAC,GAAG,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;IAC9E,OAAO;QACL,KAAK,EAAE,CAAC,KAAa,EAAO,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC;KACpG,CAAC;AACJ,CAAC,CAAC","sourcesContent":["export interface IPrefixMatcher<T> {\n  match: (value: string) => T[];\n}\n\nexport const createSortedPrefixMatcher = <T>(\n  entries: Array<{ prefix: string; value: T }>,\n): IPrefixMatcher<T> => {\n  const sorted = [...entries].sort((a, b) => b.prefix.length - a.prefix.length);\n  return {\n    match: (value: string): T[] => sorted.filter((x) => value.startsWith(x.prefix)).map((x) => x.value),\n  };\n};\n"]}

package/dist/quote/upstream/registry.js

@@ -1,116 +0,0 @@
-import { parseQuoteServiceMetadataFromSchema } from '@yuants/exchange';
-import { encodePath, formatTime, listWatch, newError } from '@yuants/utils';
-import { EMPTY, map, of, tap } from 'rxjs';
-import { createGetQuotesExecutor } from './executor';
-import { buildProviderIndices, createQuoteRouter, } from './router';
-const normalizeMetadataForGroup = (metadata) => {
-    const fields = [...metadata.fields].sort();
-    return Object.assign(Object.assign({}, metadata), { fields });
-};
-export const createQuoteProviderRegistry = (terminal) => {
-    const router = createQuoteRouter();
-    const executor = createGetQuotesExecutor(terminal);
-    const mapGroupIdToGroup = new Map();
-    let version = 0;
-    let cachedIndices;
-    const quoteServiceInfos$ = terminal.terminalInfos$.pipe(map((infos) => infos.flatMap((info) => {
-        var _a;
-        return Object.values((_a = info.serviceInfo) !== null && _a !== void 0 ? _a : {})
-            .filter((serviceInfo) => serviceInfo.method === 'GetQuotes')
-            .map((serviceInfo) => ({ terminal_id: info.terminal_id, serviceInfo }));
-    })));
-    quoteServiceInfos$
-        .pipe(listWatch((v) => v.serviceInfo.service_id, (v) => {
-        var _a, _b;
-        console.info(formatTime(Date.now()), `[VEX][Quote]DiscoveringGetQuotesProvider...`, `from terminal ${v.terminal_id}`, `service ${v.serviceInfo.service_id}`, `schema:  ${JSON.stringify(v.serviceInfo.schema)}`);
-        try {
-            const metadata = normalizeMetadataForGroup(parseQuoteServiceMetadataFromSchema(v.serviceInfo.schema));
-            const group_id = encodePath(metadata.product_id_prefix, metadata.fields.join(','), (_a = metadata.max_products_per_request) !== null && _a !== void 0 ? _a : '');
-            const provider = {
-                terminal_id: v.terminal_id,
-                service_id: v.serviceInfo.service_id || v.serviceInfo.method,
-            };
-            const group = (_b = mapGroupIdToGroup.get(group_id)) !== null && _b !== void 0 ? _b : (() => {
-                const next = {
-                    group_id,
-                    meta: metadata,
-                    mapTerminalIdToInstance: new Map(),
-                };
-                mapGroupIdToGroup.set(group_id, next);
-                return next;
-            })();
-            group.mapTerminalIdToInstance.set(provider.terminal_id, provider);
-            version++;
-            return of(void 0).pipe(tap({
-                unsubscribe: () => {
-                    var _a, _b;
-                    (_a = mapGroupIdToGroup.get(group_id)) === null || _a === void 0 ? void 0 : _a.mapTerminalIdToInstance.delete(v.terminal_id);
-                    if (((_b = mapGroupIdToGroup.get(group_id)) === null || _b === void 0 ? void 0 : _b.mapTerminalIdToInstance.size) === 0) {
-                        mapGroupIdToGroup.delete(group_id);
-                    }
-                    version++;
-                },
-            }));
-        }
-        catch (_c) {
-            console.info(formatTime(Date.now()), `[VEX][Quote]IgnoredGetQuotesProvider`, `Ignored GetQuotes provider from terminal ${v.terminal_id}`, `service ${v.serviceInfo.service_id} due to invalid schema.`);
-            return EMPTY;
-        }
-    }))
-        .subscribe();
-    const snapshot = () => {
-        const groups = Array.from(mapGroupIdToGroup.values());
-        if (!cachedIndices || cachedIndices.version !== version) {
-            cachedIndices = { version, indices: buildProviderIndices(groups) };
-        }
-        return { groups, indices: cachedIndices.indices };
-    };
-    const planOrThrow = (misses, updated_at) => {
-        const { groups, indices } = snapshot();
-        if (groups.length === 0)
-            throw newError('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });
-        return router.planOrThrow(misses, indices, updated_at);
-    };
-    const execute = async (requests) => (await executor.execute(requests));
-    const fillQuoteStateFromUpstream = async (params) => {
-        const { quoteState, cacheMissed, updated_at } = params;
-        if (cacheMissed.length === 0)
-            return;
-        const { groups } = snapshot();
-        console.info(formatTime(Date.now()), `[VEX][Quote]UpstreamProviderDiscovery`, ` Discovered ${groups.length} GetQuotes provider groups from terminal infos.`, JSON.stringify(groups));
-        const plan = planOrThrow(cacheMissed, updated_at);
-        const mapGroupIdToProductIds = new Map();
-        for (const { planned } of plan.requests) {
-            let productIds = mapGroupIdToProductIds.get(planned.group_id);
-            if (!productIds) {
-                productIds = new Set();
-                mapGroupIdToProductIds.set(planned.group_id, productIds);
-            }
-            for (const product_id of planned.req.product_ids)
-                productIds.add(product_id);
-        }
-        console.info(formatTime(Date.now()), `[VEX][Quote]RouteDispatched`, ` Routed ${cacheMissed.length} missed quotes to ${mapGroupIdToProductIds.size} provider groups.`, JSON.stringify({
-            productsByGroupId: [...mapGroupIdToProductIds.entries()].map(([group_id, productIds]) => ({
-                group_id,
-                product_ids: [...productIds],
-            })),
-            default_action: plan.defaultAction,
-        }));
-        if (Object.keys(plan.defaultAction).length > 0) {
-            quoteState.update(plan.defaultAction);
-        }
-        console.info(formatTime(Date.now()), `[VEX][Quote]RequestPlanned`, `Planned ${plan.requests.length} upstream GetQuotes requests.`, JSON.stringify(plan.requests.map(({ key, planned }) => ({
-            key,
-            group_id: planned.group_id,
-            product_ids: planned.req.product_ids,
-            fields: planned.req.fields,
-        }))));
-        const actions = await execute(plan.requests);
-        console.debug(formatTime(Date.now()), `[VEX][Quote]RequestReceived`, `Received ${actions.length} upstream GetQuotes responses.`, JSON.stringify(actions));
-        for (const action of actions) {
-            quoteState.update(action);
-        }
-    };
-    return { snapshot, planOrThrow, execute, fillQuoteStateFromUpstream };
-};
-//# sourceMappingURL=registry.js.map

package/dist/quote/upstream/registry.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"registry.js","sourceRoot":"","sources":["../../../src/quote/upstream/registry.ts"],"names":[],"mappings":"AAAA,OAAO,EAAyB,mCAAmC,EAAE,MAAM,kBAAkB,CAAC;AAE9F,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,SAAS,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AAC5E,OAAO,EAAE,KAAK,EAAE,GAAG,EAAE,EAAE,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAS3C,OAAO,EAAE,uBAAuB,EAAE,MAAM,YAAY,CAAC;AACrD,OAAO,EACL,oBAAoB,EACpB,iBAAiB,GAIlB,MAAM,UAAU,CAAC;AAalB,MAAM,yBAAyB,GAAG,CAAC,QAA+B,EAAyB,EAAE;IAC3F,MAAM,MAAM,GAAG,CAAC,GAAI,QAAQ,CAAC,MAAiC,CAAC,CAAC,IAAI,EAAE,CAAC;IACvE,uCAAY,QAAQ,KAAE,MAAM,IAAG;AACjC,CAAC,CAAC;AAEF,MAAM,CAAC,MAAM,2BAA2B,GAAG,CAAC,QAAkB,EAA0B,EAAE;IACxF,MAAM,MAAM,GAAG,iBAAiB,EAAE,CAAC;IACnC,MAAM,QAAQ,GAAG,uBAAuB,CAAC,QAAQ,CAAC,CAAC;IAEnD,MAAM,iBAAiB,GAAG,IAAI,GAAG,EAA+B,CAAC;IACjE,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,IAAI,aAAyE,CAAC;IAE9E,MAAM,kBAAkB,GAAG,QAAQ,CAAC,cAAc,CAAC,IAAI,CACrD,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CACZ,KAAK,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,EAAE;;QACrB,OAAA,MAAM,CAAC,MAAM,CAAC,MAAA,IAAI,CAAC,WAAW,mCAAI,EAAE,CAAC;aAClC,MAAM,CAAC,CAAC,WAAW,EAAE,EAAE,CAAC,WAAW,CAAC,MAAM,KAAK,WAAW,CAAC;aAC3D,GAAG,CAAC,CAAC,WAAW,EAAE,EAAE,CAAC,CAAC,EAAE,WAAW,EAAE,IAAI,CAAC,WAAW,EAAE,WAAW,EAAE,CAAC,CAAC,CAAA;KAAA,CAC1E,CACF,CACF,CAAC;IAEF,kBAAkB;SACf,IAAI,CACH,SAAS,CACP,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,CAAC,UAAU,EAC/B,CAAC,CAAC,EAAE,EAAE;;QACJ,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,6CAA6C,EAC7C,iBAAiB,CAAC,CAAC,WAAW,EAAE,EAChC,WAAW,CAAC,CAAC,WAAW,CAAC,UAAU,EAAE,EACrC,YAAY,IAAI,CAAC,SAAS,CAAC,CAAC,CAAC,WAAW,CAAC,MAAM,CAAC,EAAE,CACnD,CAAC;QACF,IAAI;YACF,MAAM,QAAQ,GAAG,yBAAyB,CACxC,mCAAmC,CAAC,CAAC,CAAC,WAAW,CAAC,MAAM,CAAC,CAC1D,CAAC;YACF,MAAM,QAAQ,GAAG,UAAU,CACzB,QAAQ,CAAC,iBAAiB,EACzB,QAAQ,CAAC,MAAgB,CAAC,IAAI,CAAC,GAAG,CAAC,EACpC,MAAA,QAAQ,CAAC,wBAAwB,mCAAI,EAAE,CACxC,CAAC;YACF,MAAM,QAAQ,GAA2B;gBACvC,WAAW,EAAE,CAAC,CAAC,WAAW;gBAC1B,UAAU,EAAE,CAAC,CAAC,WAAW,CAAC,UAAU,IAAI,CAAC,CAAC,WAAW,CAAC,MAAM;aAC7D,CAAC;YACF,MAAM,KAAK,GACT,MAAA,iBAAiB,CAAC,GAAG,CAAC,QAAQ,CAAC,mCAC/B,CAAC,GAAG,EAAE;gBACJ,MAAM,IAAI,GAAwB;oBAChC,QAAQ;oBACR,IAAI,EAAE,QAAQ;oBACd,uBAAuB,EAAE,IAAI,GAAG,EAAkC;iBACnE,CAAC;gBACF,iBAAiB,CAAC,GAAG,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;gBACtC,OAAO,IAAI,CAAC;YACd,CAAC,CAAC,EAAE,CAAC;YACP,KAAK,CAAC,uBAAuB,CAAC,GAAG,CAAC,QAAQ,CAAC,WAAW,EAAE,QAAQ,CAAC,CAAC;YAClE,OAAO,EAAE,CAAC;YACV,OAAO,EAAE,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CACpB,GAAG,CAAC;gBACF,WAAW,EAAE,GAAG,EAAE;;oBAChB,MAAA,iBAAiB,CAAC,GAAG,CAAC,QAAQ,CAAC,0CAAE,uBAAuB,CAAC,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC;oBAC/E,IAAI,CAAA,MAAA,iBAAiB,CAAC,GAAG,CAAC,QAAQ,CAAC,0CAAE,uBAAuB,CAAC,IAAI,MAAK,CAAC,EAAE;wBACvE,iBAAiB,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;qBACpC;oBACD,OAAO,EAAE,CAAC;gBACZ,CAAC;aACF,CAAC,CACH,CAAC;SACH;QAAC,WAAM;YACN,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,sCAAsC,EACtC,4CAA4C,CAAC,CAAC,WAAW,EAAE,EAC3D,WAAW,CAAC,CAAC,WAAW,CAAC,UAAU,yBAAyB,CAC7D,CAAC;YACF,OAAO,KAAK,CAAC;SACd;IACH,CAAC,CACF,CACF;SACA,SAAS,EAAE,CAAC;IAEf,MAAM,QAAQ,GAAG,GAAG,EAAE;QACpB,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC,iBAAiB,CAAC,MAAM,EAAE,CAAC,CAAC;QACtD,IAAI,CAAC,aAAa,IAAI,aAAa,CAAC,OAAO,KAAK,OAAO,EAAE;YACvD,aAAa,GAAG,EAAE,OAAO,EAAE,OAAO,EAAE,oBAAoB,CAAC,MAAM,CAAC,EAAE,CAAC;SACpE;QACD,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,aAAa,CAAC,OAAO,EAAE,CAAC;IACpD,CAAC,CAAC;IAEF,MAAM,WAAW,GAAG,CAAC,MAAuB,EAAE,UAAkB,EAAqB,EAAE;QACrF,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,QAAQ,EAAE,CAAC;QACvC,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC;YAAE,MAAM,QAAQ,CAAC,8BAA8B,EAAE,EAAE,MAAM,EAAE,WAAW,EAAE,CAAC,CAAC;QACjG,OAAO,MAAM,CAAC,WAAW,CAAC,MAAM,EAAE,OAAO,EAAE,UAAU,CAAC,CAAC;IACzD,CAAC,CAAC;IAEF,MAAM,OAAO,GAAG,KAAK,EAAE,QAAkC,EAAiC,EAAE,CAC1F,CAAC,MAAM,QAAQ,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAQ,CAAC;IAE5C,MAAM,0BAA0B,GAAyD,KAAK,EAAE,MAAM,EAAE,EAAE;QACxG,MAAM,EAAE,UAAU,EAAE,WAAW,EAAE,UAAU,EAAE,GAAG,MAAM,CAAC;QACvD,IAAI,WAAW,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO;QAErC,MAAM,EAAE,MAAM,EAAE,GAAG,QAAQ,EAAE,CAAC;QAC9B,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,uCAAuC,EACvC,eAAe,MAAM,CAAC,MAAM,iDAAiD,EAC7E,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CACvB,CAAC;QAEF,MAAM,IAAI,GAAG,WAAW,CAAC,WAAW,EAAE,UAAU,CAAC,CAAC;QAElD,MAAM,sBAAsB,GAAG,IAAI,GAAG,EAAuB,CAAC;QAC9D,KAAK,MAAM,EAAE,OAAO,EAAE,IAAI,IAAI,CAAC,QAAQ,EAAE;YACvC,IAAI,UAAU,GAAG,sBAAsB,CAAC,GAAG,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;YAC9D,IAAI,CAAC,UAAU,EAAE;gBACf,UAAU,GAAG,IAAI,GAAG,EAAU,CAAC;gBAC/B,sBAAsB,CAAC,GAAG,CAAC,OAAO,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;aAC1D;YACD,KAAK,MAAM,UAAU,IAAI,OAAO,CAAC,GAAG,CAAC,WAAW;gBAAE,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;SAC9E;QACD,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,6BAA6B,EAC7B,WAAW,WAAW,CAAC,MAAM,qBAAqB,sBAAsB,CAAC,IAAI,mBAAmB,EAChG,IAAI,CAAC,SAAS,CAAC;YACb,iBAAiB,EAAE,CAAC,GAAG,sBAAsB,CAAC,OAAO,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,QAAQ,EAAE,UAAU,CAAC,EAAE,EAAE,CAAC,CAAC;gBACxF,QAAQ;gBACR,WAAW,EAAE,CAAC,GAAG,UAAU,CAAC;aAC7B,CAAC,CAAC;YACH,cAAc,EAAE,IAAI,CAAC,aAAa;SACnC,CAAC,CACH,CAAC;QAEF,IAAI,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,MAAM,GAAG,CAAC,EAAE;YAC9C,UAAU,CAAC,MAAM,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC;SACvC;QAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,4BAA4B,EAC5B,WAAW,IAAI,CAAC,QAAQ,CAAC,MAAM,+BAA+B,EAC9D,IAAI,CAAC,SAAS,CACZ,IAAI,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,EAAE,GAAG,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,CAAC;YACvC,GAAG;YACH,QAAQ,EAAE,OAAO,CAAC,QAAQ;YAC1B,WAAW,EAAE,OAAO,CAAC,GAAG,CAAC,WAAW;YACpC,MAAM,EAAE,OAAO,CAAC,GAAG,CAAC,MAAM;SAC3B,CAAC,CAAC,CACJ,CACF,CAAC;QAEF,MAAM,OAAO,GAAG,MAAM,OAAO,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAC7C,OAAO,CAAC,KAAK,CACX,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,6BAA6B,EAC7B,YAAY,OAAO,CAAC,MAAM,gCAAgC,EAC1D,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CACxB,CAAC;QAEF,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE;YAC5B,UAAU,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;SAC3B;IACH,CAAC,CAAC;IAEF,OAAO,EAAE,QAAQ,EAAE,WAAW,EAAE,OAAO,EAAE,0BAA0B,EAAE,CAAC;AACxE,CAAC,CAAC","sourcesContent":["import { IQuoteServiceMetadata, parseQuoteServiceMetadataFromSchema } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime, listWatch, newError } from '@yuants/utils';\nimport { EMPTY, map, of, tap } from 'rxjs';\nimport {\n  IQuoteKey,\n  IQuoteProviderGroup,\n  IQuoteProviderInstance,\n  IQuoteRequire,\n  IQuoteState,\n  IQuoteUpdateAction,\n} from '../types';\nimport { createGetQuotesExecutor } from './executor';\nimport {\n  buildProviderIndices,\n  createQuoteRouter,\n  IProviderIndices,\n  IPlannedRequestWithKey,\n  QuoteUpstreamPlan,\n} from './router';\n\nexport interface IQuoteProviderRegistry {\n  snapshot: () => { groups: IQuoteProviderGroup[]; indices: IProviderIndices };\n  planOrThrow: (misses: IQuoteRequire[], updated_at: number) => QuoteUpstreamPlan;\n  execute: (requests: IPlannedRequestWithKey[]) => Promise<IQuoteUpdateAction[]>;\n  fillQuoteStateFromUpstream: (params: {\n    quoteState: IQuoteState;\n    cacheMissed: IQuoteRequire[];\n    updated_at: number;\n  }) => Promise<void>;\n}\n\nconst normalizeMetadataForGroup = (metadata: IQuoteServiceMetadata): IQuoteServiceMetadata => {\n  const fields = [...(metadata.fields as unknown as IQuoteKey[])].sort();\n  return { ...metadata, fields };\n};\n\nexport const createQuoteProviderRegistry = (terminal: Terminal): IQuoteProviderRegistry => {\n  const router = createQuoteRouter();\n  const executor = createGetQuotesExecutor(terminal);\n\n  const mapGroupIdToGroup = new Map<string, IQuoteProviderGroup>();\n  let version = 0;\n  let cachedIndices: { version: number; indices: IProviderIndices } | undefined;\n\n  const quoteServiceInfos$ = terminal.terminalInfos$.pipe(\n    map((infos) =>\n      infos.flatMap((info) =>\n        Object.values(info.serviceInfo ?? {})\n          .filter((serviceInfo) => serviceInfo.method === 'GetQuotes')\n          .map((serviceInfo) => ({ terminal_id: info.terminal_id, serviceInfo })),\n      ),\n    ),\n  );\n\n  quoteServiceInfos$\n    .pipe(\n      listWatch(\n        (v) => v.serviceInfo.service_id,\n        (v) => {\n          console.info(\n            formatTime(Date.now()),\n            `[VEX][Quote]DiscoveringGetQuotesProvider...`,\n            `from terminal ${v.terminal_id}`,\n            `service ${v.serviceInfo.service_id}`,\n            `schema:  ${JSON.stringify(v.serviceInfo.schema)}`,\n          );\n          try {\n            const metadata = normalizeMetadataForGroup(\n              parseQuoteServiceMetadataFromSchema(v.serviceInfo.schema),\n            );\n            const group_id = encodePath(\n              metadata.product_id_prefix,\n              (metadata.fields as any[]).join(','),\n              metadata.max_products_per_request ?? '',\n            );\n            const provider: IQuoteProviderInstance = {\n              terminal_id: v.terminal_id,\n              service_id: v.serviceInfo.service_id || v.serviceInfo.method,\n            };\n            const group =\n              mapGroupIdToGroup.get(group_id) ??\n              (() => {\n                const next: IQuoteProviderGroup = {\n                  group_id,\n                  meta: metadata,\n                  mapTerminalIdToInstance: new Map<string, IQuoteProviderInstance>(),\n                };\n                mapGroupIdToGroup.set(group_id, next);\n                return next;\n              })();\n            group.mapTerminalIdToInstance.set(provider.terminal_id, provider);\n            version++;\n            return of(void 0).pipe(\n              tap({\n                unsubscribe: () => {\n                  mapGroupIdToGroup.get(group_id)?.mapTerminalIdToInstance.delete(v.terminal_id);\n                  if (mapGroupIdToGroup.get(group_id)?.mapTerminalIdToInstance.size === 0) {\n                    mapGroupIdToGroup.delete(group_id);\n                  }\n                  version++;\n                },\n              }),\n            );\n          } catch {\n            console.info(\n              formatTime(Date.now()),\n              `[VEX][Quote]IgnoredGetQuotesProvider`,\n              `Ignored GetQuotes provider from terminal ${v.terminal_id}`,\n              `service ${v.serviceInfo.service_id} due to invalid schema.`,\n            );\n            return EMPTY;\n          }\n        },\n      ),\n    )\n    .subscribe();\n\n  const snapshot = () => {\n    const groups = Array.from(mapGroupIdToGroup.values());\n    if (!cachedIndices || cachedIndices.version !== version) {\n      cachedIndices = { version, indices: buildProviderIndices(groups) };\n    }\n    return { groups, indices: cachedIndices.indices };\n  };\n\n  const planOrThrow = (misses: IQuoteRequire[], updated_at: number): QuoteUpstreamPlan => {\n    const { groups, indices } = snapshot();\n    if (groups.length === 0) throw newError('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });\n    return router.planOrThrow(misses, indices, updated_at);\n  };\n\n  const execute = async (requests: IPlannedRequestWithKey[]): Promise<IQuoteUpdateAction[]> =>\n    (await executor.execute(requests)) as any;\n\n  const fillQuoteStateFromUpstream: IQuoteProviderRegistry['fillQuoteStateFromUpstream'] = async (params) => {\n    const { quoteState, cacheMissed, updated_at } = params;\n    if (cacheMissed.length === 0) return;\n\n    const { groups } = snapshot();\n    console.info(\n      formatTime(Date.now()),\n      `[VEX][Quote]UpstreamProviderDiscovery`,\n      ` Discovered ${groups.length} GetQuotes provider groups from terminal infos.`,\n      JSON.stringify(groups),\n    );\n\n    const plan = planOrThrow(cacheMissed, updated_at);\n\n    const mapGroupIdToProductIds = new Map<string, Set<string>>();\n    for (const { planned } of plan.requests) {\n      let productIds = mapGroupIdToProductIds.get(planned.group_id);\n      if (!productIds) {\n        productIds = new Set<string>();\n        mapGroupIdToProductIds.set(planned.group_id, productIds);\n      }\n      for (const product_id of planned.req.product_ids) productIds.add(product_id);\n    }\n    console.info(\n      formatTime(Date.now()),\n      `[VEX][Quote]RouteDispatched`,\n      ` Routed ${cacheMissed.length} missed quotes to ${mapGroupIdToProductIds.size} provider groups.`,\n      JSON.stringify({\n        productsByGroupId: [...mapGroupIdToProductIds.entries()].map(([group_id, productIds]) => ({\n          group_id,\n          product_ids: [...productIds],\n        })),\n        default_action: plan.defaultAction,\n      }),\n    );\n\n    if (Object.keys(plan.defaultAction).length > 0) {\n      quoteState.update(plan.defaultAction);\n    }\n\n    console.info(\n      formatTime(Date.now()),\n      `[VEX][Quote]RequestPlanned`,\n      `Planned ${plan.requests.length} upstream GetQuotes requests.`,\n      JSON.stringify(\n        plan.requests.map(({ key, planned }) => ({\n          key,\n          group_id: planned.group_id,\n          product_ids: planned.req.product_ids,\n          fields: planned.req.fields,\n        })),\n      ),\n    );\n\n    const actions = await execute(plan.requests);\n    console.debug(\n      formatTime(Date.now()),\n      `[VEX][Quote]RequestReceived`,\n      `Received ${actions.length} upstream GetQuotes responses.`,\n      JSON.stringify(actions),\n    );\n\n    for (const action of actions) {\n      quoteState.update(action);\n    }\n  };\n\n  return { snapshot, planOrThrow, execute, fillQuoteStateFromUpstream };\n};\n"]}

package/dist/quote/upstream/router.js

@@ -1,119 +0,0 @@
-import { TextEncoder } from 'util';
-import { encodePath, fnv1a64Hex, newError } from '@yuants/utils';
-import { createSortedPrefixMatcher } from './prefix-matcher';
-const SEP_BYTE = new Uint8Array([0xff]);
-const encodeStrings = (parts) => {
-    const buffers = [];
-    for (const part of parts) {
-        buffers.push(new TextEncoder().encode(part));
-        buffers.push(SEP_BYTE);
-    }
-    const totalLength = buffers.reduce((sum, b) => sum + b.length, 0);
-    const result = new Uint8Array(totalLength);
-    let offset = 0;
-    for (const b of buffers) {
-        result.set(b, offset);
-        offset += b.length;
-    }
-    return result;
-};
-const fnv1a64HexFromStrings = (parts) => fnv1a64Hex(encodeStrings(parts));
-export const buildProviderIndices = (groups) => {
-    const mapGroupIdToGroup = new Map(groups.map((x) => [x.group_id, x]));
-    const prefixMatcher = createSortedPrefixMatcher(groups.map((group) => ({ prefix: group.meta.product_id_prefix, value: group.group_id })));
-    const mapFieldToGroupIds = new Map();
-    for (const group of groups) {
-        for (const field of group.meta.fields) {
-            let groupIds = mapFieldToGroupIds.get(field);
-            if (!groupIds) {
-                groupIds = new Set();
-                mapFieldToGroupIds.set(field, groupIds);
-            }
-            groupIds.add(group.group_id);
-        }
-    }
-    return { mapGroupIdToGroup, prefixMatcher, mapFieldToGroupIds };
-};
-const createRequestKey = (group_id, batchProductIds) => encodePath(group_id, fnv1a64HexFromStrings(batchProductIds));
-const planRequests = (params) => {
-    var _a;
-    const { productsByGroupId, mapGroupIdToGroup } = params;
-    const plannedRequests = [];
-    for (const [group_id, productIdSet] of productsByGroupId) {
-        const group = mapGroupIdToGroup.get(group_id);
-        if (!group)
-            continue;
-        const sortedProductIds = [...productIdSet].sort();
-        const max = (_a = group.meta.max_products_per_request) !== null && _a !== void 0 ? _a : sortedProductIds.length;
-        for (let i = 0; i < sortedProductIds.length; i += max) {
-            const batchProductIds = sortedProductIds.slice(i, i + max);
-            const key = createRequestKey(group_id, batchProductIds);
-            plannedRequests.push({
-                key,
-                planned: {
-                    group_id,
-                    instances: Array.from(group.mapTerminalIdToInstance.values()),
-                    req: { product_ids: batchProductIds, fields: group.meta.fields },
-                },
-            });
-        }
-    }
-    return plannedRequests;
-};
-export const createQuoteRouter = () => ({
-    planOrThrow: (misses, indices, updated_at) => {
-        const { prefixMatcher, mapFieldToGroupIds, mapGroupIdToGroup } = indices;
-        const productsByGroupId = new Map();
-        const defaultAction = {};
-        const unroutableProducts = new Set();
-        const mapProductIdToGroupIds = new Map();
-        for (const miss of misses) {
-            const { product_id, field } = miss;
-            let productGroupIds = mapProductIdToGroupIds.get(product_id);
-            if (!productGroupIds) {
-                productGroupIds = prefixMatcher.match(product_id);
-                mapProductIdToGroupIds.set(product_id, productGroupIds);
-            }
-            if (productGroupIds.length === 0) {
-                unroutableProducts.add(product_id);
-                continue;
-            }
-            const fieldGroupIds = mapFieldToGroupIds.get(field);
-            if (!fieldGroupIds) {
-                if (!defaultAction[product_id])
-                    defaultAction[product_id] = {};
-                defaultAction[product_id][field] = ['', updated_at];
-                continue;
-            }
-            let matched = false;
-            for (const group_id of productGroupIds) {
-                if (!fieldGroupIds.has(group_id))
-                    continue;
-                matched = true;
-                let productIds = productsByGroupId.get(group_id);
-                if (!productIds) {
-                    productIds = new Set();
-                    productsByGroupId.set(group_id, productIds);
-                }
-                productIds.add(product_id);
-            }
-            if (!matched) {
-                if (!defaultAction[product_id])
-                    defaultAction[product_id] = {};
-                defaultAction[product_id][field] = ['', updated_at];
-            }
-        }
-        if (unroutableProducts.size !== 0) {
-            throw newError('VEX_QUOTE_PRODUCT_UNROUTABLE', {
-                updated_at,
-                unroutable_products: [...unroutableProducts].slice(0, 200),
-                unroutable_products_total: unroutableProducts.size,
-            });
-        }
-        return {
-            defaultAction,
-            requests: planRequests({ productsByGroupId, mapGroupIdToGroup }),
-        };
-    },
-});
-//# sourceMappingURL=router.js.map

package/dist/quote/upstream/router.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"router.js","sourceRoot":"","sources":["../../../src/quote/upstream/router.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,MAAM,CAAC;AAGnC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACjE,OAAO,EAAE,yBAAyB,EAAkB,MAAM,kBAAkB,CAAC;AAS7E,MAAM,QAAQ,GAAG,IAAI,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;AAExC,MAAM,aAAa,GAAG,CAAC,KAAe,EAAc,EAAE;IACpD,MAAM,OAAO,GAAiB,EAAE,CAAC;IACjC,KAAK,MAAM,IAAI,IAAI,KAAK,EAAE;QACxB,OAAO,CAAC,IAAI,CAAC,IAAI,WAAW,EAAE,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;QAC7C,OAAO,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;KACxB;IACD,MAAM,WAAW,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;IAClE,MAAM,MAAM,GAAG,IAAI,UAAU,CAAC,WAAW,CAAC,CAAC;IAC3C,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,KAAK,MAAM,CAAC,IAAI,OAAO,EAAE;QACvB,MAAM,CAAC,GAAG,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;QACtB,MAAM,IAAI,CAAC,CAAC,MAAM,CAAC;KACpB;IACD,OAAO,MAAM,CAAC;AAChB,CAAC,CAAC;AAEF,MAAM,qBAAqB,GAAG,CAAC,KAAe,EAAU,EAAE,CAAC,UAAU,CAAC,aAAa,CAAC,KAAK,CAAC,CAAC,CAAC;AAqB5F,MAAM,CAAC,MAAM,oBAAoB,GAAG,CAAC,MAA6B,EAAoB,EAAE;IACtF,MAAM,iBAAiB,GAAG,IAAI,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAU,CAAC,CAAC,CAAC;IAC/E,MAAM,aAAa,GAAG,yBAAyB,CAC7C,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,IAAI,CAAC,iBAAiB,EAAE,KAAK,EAAE,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,CACzF,CAAC;IACF,MAAM,kBAAkB,GAAG,IAAI,GAAG,EAA0B,CAAC;IAC7D,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;QAC1B,KAAK,MAAM,KAAK,IAAI,KAAK,CAAC,IAAI,CAAC,MAAqB,EAAE;YACpD,IAAI,QAAQ,GAAG,kBAAkB,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;YAC7C,IAAI,CAAC,QAAQ,EAAE;gBACb,QAAQ,GAAG,IAAI,GAAG,EAAU,CAAC;gBAC7B,kBAAkB,CAAC,GAAG,CAAC,KAAK,EAAE,QAAQ,CAAC,CAAC;aACzC;YACD,QAAQ,CAAC,GAAG,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;SAC9B;KACF;IACD,OAAO,EAAE,iBAAiB,EAAE,aAAa,EAAE,kBAAkB,EAAE,CAAC;AAClE,CAAC,CAAC;AAEF,MAAM,gBAAgB,GAAG,CAAC,QAAgB,EAAE,eAAyB,EAAE,EAAE,CACvE,UAAU,CAAC,QAAQ,EAAE,qBAAqB,CAAC,eAAe,CAAC,CAAC,CAAC;AAE/D,MAAM,YAAY,GAAG,CAAC,MAGrB,EAA4B,EAAE;;IAC7B,MAAM,EAAE,iBAAiB,EAAE,iBAAiB,EAAE,GAAG,MAAM,CAAC;IACxD,MAAM,eAAe,GAA6B,EAAE,CAAC;IACrD,KAAK,MAAM,CAAC,QAAQ,EAAE,YAAY,CAAC,IAAI,iBAAiB,EAAE;QACxD,MAAM,KAAK,GAAG,iBAAiB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;QAC9C,IAAI,CAAC,KAAK;YAAE,SAAS;QACrB,MAAM,gBAAgB,GAAG,CAAC,GAAG,YAAY,CAAC,CAAC,IAAI,EAAE,CAAC;QAClD,MAAM,GAAG,GAAG,MAAA,KAAK,CAAC,IAAI,CAAC,wBAAwB,mCAAI,gBAAgB,CAAC,MAAM,CAAC;QAC3E,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,gBAAgB,CAAC,MAAM,EAAE,CAAC,IAAI,GAAG,EAAE;YACrD,MAAM,eAAe,GAAG,gBAAgB,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC;YAC3D,MAAM,GAAG,GAAG,gBAAgB,CAAC,QAAQ,EAAE,eAAe,CAAC,CAAC;YACxD,eAAe,CAAC,IAAI,CAAC;gBACnB,GAAG;gBACH,OAAO,EAAE;oBACP,QAAQ;oBACR,SAAS,EAAE,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,uBAAuB,CAAC,MAAM,EAAE,CAAC;oBAC7D,GAAG,EAAE,EAAE,WAAW,EAAE,eAAe,EAAE,MAAM,EAAE,KAAK,CAAC,IAAI,CAAC,MAAa,EAAE;iBACxE;aACF,CAAC,CAAC;SACJ;KACF;IACD,OAAO,eAAe,CAAC;AACzB,CAAC,CAAC;AAMF,MAAM,CAAC,MAAM,iBAAiB,GAAG,GAAiB,EAAE,CAAC,CAAC;IACpD,WAAW,EAAE,CAAC,MAAM,EAAE,OAAO,EAAE,UAAU,EAAE,EAAE;QAC3C,MAAM,EAAE,aAAa,EAAE,kBAAkB,EAAE,iBAAiB,EAAE,GAAG,OAAO,CAAC;QACzE,MAAM,iBAAiB,GAAG,IAAI,GAAG,EAAuB,CAAC;QACzD,MAAM,aAAa,GAAuB,EAAE,CAAC;QAC7C,MAAM,kBAAkB,GAAG,IAAI,GAAG,EAAU,CAAC;QAE7C,MAAM,sBAAsB,GAAG,IAAI,GAAG,EAAoB,CAAC;QAE3D,KAAK,MAAM,IAAI,IAAI,MAAM,EAAE;YACzB,MAAM,EAAE,UAAU,EAAE,KAAK,EAAE,GAAG,IAAI,CAAC;YAEnC,IAAI,eAAe,GAAG,sBAAsB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YAC7D,IAAI,CAAC,eAAe,EAAE;gBACpB,eAAe,GAAG,aAAa,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;gBAClD,sBAAsB,CAAC,GAAG,CAAC,UAAU,EAAE,eAAe,CAAC,CAAC;aACzD;YACD,IAAI,eAAe,CAAC,MAAM,KAAK,CAAC,EAAE;gBAChC,kBAAkB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;gBACnC,SAAS;aACV;YAED,MAAM,aAAa,GAAG,kBAAkB,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;YACpD,IAAI,CAAC,aAAa,EAAE;gBAClB,IAAI,CAAC,aAAa,CAAC,UAAU,CAAC;oBAAE,aAAa,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;gBAC/D,aAAa,CAAC,UAAU,CAAE,CAAC,KAAK,CAAC,GAAG,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC;gBACrD,SAAS;aACV;YAED,IAAI,OAAO,GAAG,KAAK,CAAC;YACpB,KAAK,MAAM,QAAQ,IAAI,eAAe,EAAE;gBACtC,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,QAAQ,CAAC;oBAAE,SAAS;gBAC3C,OAAO,GAAG,IAAI,CAAC;gBACf,IAAI,UAAU,GAAG,iBAAiB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;gBACjD,IAAI,CAAC,UAAU,EAAE;oBACf,UAAU,GAAG,IAAI,GAAG,EAAU,CAAC;oBAC/B,iBAAiB,CAAC,GAAG,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;iBAC7C;gBACD,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;aAC5B;YAED,IAAI,CAAC,OAAO,EAAE;gBACZ,IAAI,CAAC,aAAa,CAAC,UAAU,CAAC;oBAAE,aAAa,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC;gBAC/D,aAAa,CAAC,UAAU,CAAE,CAAC,KAAK,CAAC,GAAG,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC;aACtD;SACF;QAED,IAAI,kBAAkB,CAAC,IAAI,KAAK,CAAC,EAAE;YACjC,MAAM,QAAQ,CAAC,8BAA8B,EAAE;gBAC7C,UAAU;gBACV,mBAAmB,EAAE,CAAC,GAAG,kBAAkB,CAAC,CAAC,KAAK,CAAC,CAAC,EAAE,GAAG,CAAC;gBAC1D,yBAAyB,EAAE,kBAAkB,CAAC,IAAI;aACnD,CAAC,CAAC;SACJ;QAED,OAAO;YACL,aAAa;YACb,QAAQ,EAAE,YAAY,CAAC,EAAE,iBAAiB,EAAE,iBAAiB,EAAE,CAAC;SACjE,CAAC;IACJ,CAAC;CACF,CAAC,CAAC","sourcesContent":["import { TextEncoder } from 'util';\n\nimport { IQuoteServiceRequestByVEX } from '@yuants/exchange';\nimport { encodePath, fnv1a64Hex, newError } from '@yuants/utils';\nimport { createSortedPrefixMatcher, IPrefixMatcher } from './prefix-matcher';\nimport {\n  IQuoteKey,\n  IQuoteProviderGroup,\n  IQuoteProviderInstance,\n  IQuoteRequire,\n  IQuoteUpdateAction,\n} from '../types';\n\nconst SEP_BYTE = new Uint8Array([0xff]);\n\nconst encodeStrings = (parts: string[]): Uint8Array => {\n  const buffers: Uint8Array[] = [];\n  for (const part of parts) {\n    buffers.push(new TextEncoder().encode(part));\n    buffers.push(SEP_BYTE);\n  }\n  const totalLength = buffers.reduce((sum, b) => sum + b.length, 0);\n  const result = new Uint8Array(totalLength);\n  let offset = 0;\n  for (const b of buffers) {\n    result.set(b, offset);\n    offset += b.length;\n  }\n  return result;\n};\n\nconst fnv1a64HexFromStrings = (parts: string[]): string => fnv1a64Hex(encodeStrings(parts));\n\nexport type IPlannedRequest = {\n  group_id: string;\n  instances: IQuoteProviderInstance[];\n  req: IQuoteServiceRequestByVEX;\n};\n\nexport type IPlannedRequestWithKey = { key: string; planned: IPlannedRequest };\n\nexport type QuoteUpstreamPlan = {\n  defaultAction: IQuoteUpdateAction;\n  requests: IPlannedRequestWithKey[];\n};\n\nexport type IProviderIndices = {\n  mapGroupIdToGroup: Map<string, IQuoteProviderGroup>;\n  prefixMatcher: IPrefixMatcher<string>;\n  mapFieldToGroupIds: Map<IQuoteKey, Set<string>>;\n};\n\nexport const buildProviderIndices = (groups: IQuoteProviderGroup[]): IProviderIndices => {\n  const mapGroupIdToGroup = new Map(groups.map((x) => [x.group_id, x] as const));\n  const prefixMatcher = createSortedPrefixMatcher(\n    groups.map((group) => ({ prefix: group.meta.product_id_prefix, value: group.group_id })),\n  );\n  const mapFieldToGroupIds = new Map<IQuoteKey, Set<string>>();\n  for (const group of groups) {\n    for (const field of group.meta.fields as IQuoteKey[]) {\n      let groupIds = mapFieldToGroupIds.get(field);\n      if (!groupIds) {\n        groupIds = new Set<string>();\n        mapFieldToGroupIds.set(field, groupIds);\n      }\n      groupIds.add(group.group_id);\n    }\n  }\n  return { mapGroupIdToGroup, prefixMatcher, mapFieldToGroupIds };\n};\n\nconst createRequestKey = (group_id: string, batchProductIds: string[]) =>\n  encodePath(group_id, fnv1a64HexFromStrings(batchProductIds));\n\nconst planRequests = (params: {\n  productsByGroupId: Map<string, Set<string>>;\n  mapGroupIdToGroup: Map<string, IQuoteProviderGroup>;\n}): IPlannedRequestWithKey[] => {\n  const { productsByGroupId, mapGroupIdToGroup } = params;\n  const plannedRequests: IPlannedRequestWithKey[] = [];\n  for (const [group_id, productIdSet] of productsByGroupId) {\n    const group = mapGroupIdToGroup.get(group_id);\n    if (!group) continue;\n    const sortedProductIds = [...productIdSet].sort();\n    const max = group.meta.max_products_per_request ?? sortedProductIds.length;\n    for (let i = 0; i < sortedProductIds.length; i += max) {\n      const batchProductIds = sortedProductIds.slice(i, i + max);\n      const key = createRequestKey(group_id, batchProductIds);\n      plannedRequests.push({\n        key,\n        planned: {\n          group_id,\n          instances: Array.from(group.mapTerminalIdToInstance.values()),\n          req: { product_ids: batchProductIds, fields: group.meta.fields as any },\n        },\n      });\n    }\n  }\n  return plannedRequests;\n};\n\nexport interface IQuoteRouter {\n  planOrThrow: (misses: IQuoteRequire[], indices: IProviderIndices, updated_at: number) => QuoteUpstreamPlan;\n}\n\nexport const createQuoteRouter = (): IQuoteRouter => ({\n  planOrThrow: (misses, indices, updated_at) => {\n    const { prefixMatcher, mapFieldToGroupIds, mapGroupIdToGroup } = indices;\n    const productsByGroupId = new Map<string, Set<string>>();\n    const defaultAction: IQuoteUpdateAction = {};\n    const unroutableProducts = new Set<string>();\n\n    const mapProductIdToGroupIds = new Map<string, string[]>();\n\n    for (const miss of misses) {\n      const { product_id, field } = miss;\n\n      let productGroupIds = mapProductIdToGroupIds.get(product_id);\n      if (!productGroupIds) {\n        productGroupIds = prefixMatcher.match(product_id);\n        mapProductIdToGroupIds.set(product_id, productGroupIds);\n      }\n      if (productGroupIds.length === 0) {\n        unroutableProducts.add(product_id);\n        continue;\n      }\n\n      const fieldGroupIds = mapFieldToGroupIds.get(field);\n      if (!fieldGroupIds) {\n        if (!defaultAction[product_id]) defaultAction[product_id] = {};\n        defaultAction[product_id]![field] = ['', updated_at];\n        continue;\n      }\n\n      let matched = false;\n      for (const group_id of productGroupIds) {\n        if (!fieldGroupIds.has(group_id)) continue;\n        matched = true;\n        let productIds = productsByGroupId.get(group_id);\n        if (!productIds) {\n          productIds = new Set<string>();\n          productsByGroupId.set(group_id, productIds);\n        }\n        productIds.add(product_id);\n      }\n\n      if (!matched) {\n        if (!defaultAction[product_id]) defaultAction[product_id] = {};\n        defaultAction[product_id]![field] = ['', updated_at];\n      }\n    }\n\n    if (unroutableProducts.size !== 0) {\n      throw newError('VEX_QUOTE_PRODUCT_UNROUTABLE', {\n        updated_at,\n        unroutable_products: [...unroutableProducts].slice(0, 200),\n        unroutable_products_total: unroutableProducts.size,\n      });\n    }\n\n    return {\n      defaultAction,\n      requests: planRequests({ productsByGroupId, mapGroupIdToGroup }),\n    };\n  },\n});\n"]}

package/lib/quote/upstream/executor.d.ts

@@ -1,8 +0,0 @@
-import { IQuoteUpdateAction as IExchangeQuoteUpdateAction } from '@yuants/exchange';
-import { Terminal } from '@yuants/protocol';
-import { IPlannedRequestWithKey } from './router';
-export interface IGetQuotesExecutor {
-    execute: (requests: IPlannedRequestWithKey[]) => Promise<IExchangeQuoteUpdateAction[]>;
-}
-export declare const createGetQuotesExecutor: (terminal: Terminal) => IGetQuotesExecutor;
-//# sourceMappingURL=executor.d.ts.map

package/lib/quote/upstream/executor.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"executor.d.ts","sourceRoot":"","sources":["../../../src/quote/upstream/executor.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,kBAAkB,IAAI,0BAA0B,EAEjD,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAI5C,OAAO,EAAE,sBAAsB,EAAE,MAAM,UAAU,CAAC;AAyFlD,MAAM,WAAW,kBAAkB;IACjC,OAAO,EAAE,CAAC,QAAQ,EAAE,sBAAsB,EAAE,KAAK,OAAO,CAAC,0BAA0B,EAAE,CAAC,CAAC;CACxF;AAED,eAAO,MAAM,uBAAuB,aAAc,QAAQ,KAAG,kBAmC5D,CAAC"}