@yuants/app-virtual-exchange 0.11.2 → 0.11.3

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 @@
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{ IQuoteServiceMetadata, parseQuoteServiceMetadataFromSchema } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime, listWatch, newError } from '@yuants/utils';\nimport { EMPTY, map, of, tap } from 'rxjs';\nimport {\n  IQuoteKey,\n  IQuoteProviderGroup,\n  IQuoteProviderInstance,\n  IQuoteRequire,\n  IQuoteState,\n  IQuoteUpdateAction,\n} from '../types';\nimport { createGetQuotesExecutor } from './executor';\nimport {\n  buildProviderIndices,\n  createQuoteRouter,\n  IProviderIndices,\n  IPlannedRequestWithKey,\n  QuoteUpstreamPlan,\n} from './router';\n\nexport interface IQuoteProviderRegistry {\n  snapshot: () => { groups: IQuoteProviderGroup[]; indices: IProviderIndices };\n  planOrThrow: (misses: IQuoteRequire[], updated_at: number) => QuoteUpstreamPlan;\n  execute: (requests: IPlannedRequestWithKey[]) => Promise<IQuoteUpdateAction[]>;\n  fillQuoteStateFromUpstream: (params: {\n    quoteState: IQuoteState;\n    cacheMissed: IQuoteRequire[];\n    updated_at: number;\n  }) => Promise<void>;\n}\n\nconst normalizeMetadataForGroup = (metadata: IQuoteServiceMetadata): IQuoteServiceMetadata => {\n  const fields = [...(metadata.fields as unknown as IQuoteKey[])].sort();\n  return { ...metadata, fields };\n};\n\nexport const createQuoteProviderRegistry = (terminal: Terminal): IQuoteProviderRegistry => {\n  const router = createQuoteRouter();\n  const executor = createGetQuotesExecutor(terminal);\n\n  const mapGroupIdToGroup = new Map<string, IQuoteProviderGroup>();\n  let version = 0;\n  let cachedIndices: { version: number; indices: IProviderIndices } | undefined;\n\n  const quoteServiceInfos$ = terminal.terminalInfos$.pipe(\n    map((infos) =>\n      infos.flatMap((info) =>\n        Object.values(info.serviceInfo ?? {})\n          .filter((serviceInfo) => serviceInfo.method === 'GetQuotes')\n          .map((serviceInfo) => ({ terminal_id: info.terminal_id, serviceInfo })),\n      ),\n    ),\n  );\n\n  quoteServiceInfos$\n    .pipe(\n      listWatch(\n        (v) => v.serviceInfo.service_id,\n        (v) => {\n          console.info(\n            formatTime(Date.now()),\n            `[VEX][Quote]DiscoveringGetQuotesProvider...`,\n            `from terminal ${v.terminal_id}`,\n            `service ${v.serviceInfo.service_id}`,\n            `schema:  ${JSON.stringify(v.serviceInfo.schema)}`,\n          );\n          try {\n            const metadata = normalizeMetadataForGroup(\n              parseQuoteServiceMetadataFromSchema(v.serviceInfo.schema),\n            );\n            const group_id = encodePath(\n              metadata.product_id_prefix,\n              (metadata.fields as any[]).join(','),\n              metadata.max_products_per_request ?? '',\n            );\n            const provider: IQuoteProviderInstance = {\n              terminal_id: v.terminal_id,\n              service_id: v.serviceInfo.service_id || v.serviceInfo.method,\n            };\n            const group =\n              mapGroupIdToGroup.get(group_id) ??\n              (() => {\n                const next: IQuoteProviderGroup = {\n                  group_id,\n                  meta: metadata,\n                  mapTerminalIdToInstance: new Map<string, IQuoteProviderInstance>(),\n                };\n                mapGroupIdToGroup.set(group_id, next);\n                return next;\n              })();\n            group.mapTerminalIdToInstance.set(provider.terminal_id, provider);\n            version++;\n            return of(void 0).pipe(\n              tap({\n                unsubscribe: () => {\n                  mapGroupIdToGroup.get(group_id)?.mapTerminalIdToInstance.delete(v.terminal_id);\n                  if (mapGroupIdToGroup.get(group_id)?.mapTerminalIdToInstance.size === 0) {\n                    mapGroupIdToGroup.delete(group_id);\n                  }\n                  version++;\n                },\n              }),\n            );\n          } catch {\n            console.info(\n              formatTime(Date.now()),\n              `[VEX][Quote]IgnoredGetQuotesProvider`,\n              `Ignored GetQuotes provider from terminal ${v.terminal_id}`,\n              `service ${v.serviceInfo.service_id} due to invalid schema.`,\n            );\n            return EMPTY;\n          }\n        },\n      ),\n    )\n    .subscribe();\n\n  const snapshot = () => {\n    const groups = Array.from(mapGroupIdToGroup.values());\n    if (!cachedIndices || cachedIndices.version !== version) {\n      cachedIndices = { version, indices: buildProviderIndices(groups) };\n    }\n    return { groups, indices: cachedIndices.indices };\n  };\n\n  const planOrThrow = (misses: IQuoteRequire[], updated_at: number): QuoteUpstreamPlan => {\n    const { groups, indices } = snapshot();\n    if (groups.length === 0) throw newError('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });\n    return router.planOrThrow(misses, indices, updated_at);\n  };\n\n  const execute = async (requests: IPlannedRequestWithKey[]): Promise<IQuoteUpdateAction[]> =>\n    (await executor.execute(requests)) as any;\n\n  const fillQuoteStateFromUpstream: IQuoteProviderRegistry['fillQuoteStateFromUpstream'] = async (params) => {\n    const { quoteState, cacheMissed, updated_at } = params;\n    if (cacheMissed.length === 0) return;\n\n    const { groups } = snapshot();\n    console.info(\n      formatTime(Date.now()),\n      `[VEX][Quote]UpstreamProviderDiscovery`,\n      ` Discovered ${groups.length} GetQuotes provider groups from terminal infos.`,\n      JSON.stringify(groups),\n    );\n\n    const plan = planOrThrow(cacheMissed, updated_at);\n\n    const mapGroupIdToProductIds = new Map<string, Set<string>>();\n    for (const { planned } of plan.requests) {\n      let productIds = mapGroupIdToProductIds.get(planned.group_id);\n      if (!productIds) {\n        productIds = new Set<string>();\n        mapGroupIdToProductIds.set(planned.group_id, productIds);\n      }\n      for (const product_id of planned.req.product_ids) productIds.add(product_id);\n    }\n    console.info(\n      formatTime(Date.now()),\n      `[VEX][Quote]RouteDispatched`,\n      ` Routed ${cacheMissed.length} missed quotes to ${mapGroupIdToProductIds.size} provider groups.`,\n      JSON.stringify({\n        productsByGroupId: [...mapGroupIdToProductIds.entries()].map(([group_id, productIds]) => ({\n          group_id,\n          product_ids: [...productIds],\n        })),\n        default_action: plan.defaultAction,\n      }),\n    );\n\n    if (Object.keys(plan.defaultAction).length > 0) {\n      quoteState.update(plan.defaultAction);\n    }\n\n    console.info(\n      formatTime(Date.now()),\n      `[VEX][Quote]RequestPlanned`,\n      `Planned ${plan.requests.length} upstream GetQuotes requests.`,\n      JSON.stringify(\n        plan.requests.map(({ key, planned }) => ({\n          key,\n          group_id: planned.group_id,\n          product_ids: planned.req.product_ids,\n          fields: planned.req.fields,\n        })),\n      ),\n    );\n\n    const actions = await execute(plan.requests);\n    console.debug(\n      formatTime(Date.now()),\n      `[VEX][Quote]RequestReceived`,\n      `Received ${actions.length} upstream GetQuotes responses.`,\n      JSON.stringify(actions),\n    );\n\n    for (const action of actions) {\n      quoteState.update(action);\n    }\n  };\n\n  return { snapshot, planOrThrow, execute, fillQuoteStateFromUpstream };\n};\n"]}

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

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{ 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

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package/lib/quote/upstream/executor.js

@@ -1,102 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createGetQuotesExecutor = void 0;
-const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("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 (0, utils_1.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 (0, rxjs_1.firstValueFrom)(terminal.client
-        .request('GetQuotes', instance.terminal_id, req, instance.service_id)
-        .pipe((0, rxjs_1.map)((msg) => msg.res), (0, rxjs_1.filter)((v) => v !== undefined)));
-    if (res.code !== 0)
-        throw (0, utils_1.newError)('VEX_QUOTE_PROVIDER_ERROR', { instance, res });
-    if (res.data === undefined)
-        throw (0, utils_1.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();
-    }
-};
-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))),
-    };
-};
-exports.createGetQuotesExecutor = createGetQuotesExecutor;
-//# sourceMappingURL=executor.js.map

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

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{\n  IQuoteUpdateAction as IExchangeQuoteUpdateAction,\n  IQuoteServiceRequestByVEX,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { newError } from '@yuants/utils';\nimport { filter, firstValueFrom, map } from 'rxjs';\nimport { IQuoteProviderInstance } from '../types';\nimport { IPlannedRequestWithKey } from './router';\n\ntype IPlannedRequest = IPlannedRequestWithKey['planned'];\n\nconst createConcurrencyLimiter = (concurrency: number) => {\n  const queue: Array<() => void> = [];\n  let active = 0;\n  const next = () => {\n    if (active >= concurrency) return;\n    const task = queue.shift();\n    if (!task) return;\n    active++;\n    task();\n  };\n  return async <T>(fn: () => Promise<T>): Promise<T> =>\n    await new Promise<T>((resolve, reject) => {\n      queue.push(async () => {\n        try {\n          resolve(await fn());\n        } catch (e) {\n          reject(e);\n        } finally {\n          active--;\n          next();\n        }\n      });\n      next();\n    });\n};\n\nconst pickInstance = (params: {\n  group_id: string;\n  instances: IQuoteProviderInstance[];\n  mapGroupIdToRoundRobinIndex: Map<string, number>;\n}): IQuoteProviderInstance => {\n  const { group_id, instances, mapGroupIdToRoundRobinIndex } = params;\n  if (instances.length === 0) throw newError('VEX_QUOTE_PROVIDER_INSTANCE_EMPTY', { group_id });\n  const nextIndex = (mapGroupIdToRoundRobinIndex.get(group_id) ?? 0) % instances.length;\n  mapGroupIdToRoundRobinIndex.set(group_id, nextIndex + 1);\n  return instances[nextIndex];\n};\n\nconst requestGetQuotes = async (params: {\n  terminal: Terminal;\n  instance: IQuoteProviderInstance;\n  req: IQuoteServiceRequestByVEX;\n}): Promise<IExchangeQuoteUpdateAction> => {\n  const { terminal, instance, req } = params;\n  const res = await firstValueFrom(\n    terminal.client\n      .request<IQuoteServiceRequestByVEX, IExchangeQuoteUpdateAction>(\n        'GetQuotes',\n        instance.terminal_id,\n        req,\n        instance.service_id,\n      )\n      .pipe(\n        map((msg) => msg.res),\n        filter((v): v is Exclude<typeof v, undefined> => v !== undefined),\n      ),\n  );\n  if (res.code !== 0) throw newError('VEX_QUOTE_PROVIDER_ERROR', { instance, res });\n  if (res.data === undefined) throw newError('VEX_QUOTE_PROVIDER_DATA_MISSING', { instance, res });\n  return res.data as any;\n};\n\nconst runWithProviderGroupConcurrencyLimit1 = async <T>(params: {\n  group_id: string;\n  mapGroupIdToTailPromise: Map<string, Promise<void>>;\n  fn: () => Promise<T>;\n}): Promise<T> => {\n  const { group_id, mapGroupIdToTailPromise, fn } = params;\n  const prev = mapGroupIdToTailPromise.get(group_id) ?? Promise.resolve();\n  let resolveCurrent: () => void = () => {};\n  const current = new Promise<void>((resolve) => {\n    resolveCurrent = resolve;\n  });\n  mapGroupIdToTailPromise.set(\n    group_id,\n    prev.then(() => current),\n  );\n  await prev;\n  try {\n    return await fn();\n  } finally {\n    resolveCurrent();\n  }\n};\n\nexport interface IGetQuotesExecutor {\n  execute: (requests: IPlannedRequestWithKey[]) => Promise<IExchangeQuoteUpdateAction[]>;\n}\n\nexport const createGetQuotesExecutor = (terminal: Terminal): IGetQuotesExecutor => {\n  const mapGroupIdToRoundRobinIndex = new Map<string, number>();\n  const mapGroupIdToTailPromise = new Map<string, Promise<void>>();\n  const limitGetQuotes = createConcurrencyLimiter(32);\n\n  const mapKeyToInFlightGetQuotesPromise = new Map<string, Promise<IExchangeQuoteUpdateAction>>();\n  const requestGetQuotesInFlight = (key: string, planned: IPlannedRequest) => {\n    const existing = mapKeyToInFlightGetQuotesPromise.get(key);\n    if (existing) return existing;\n    const promise = limitGetQuotes(() =>\n      runWithProviderGroupConcurrencyLimit1({\n        group_id: planned.group_id,\n        mapGroupIdToTailPromise,\n        fn: async () => {\n          const instance = pickInstance({\n            group_id: planned.group_id,\n            instances: planned.instances,\n            mapGroupIdToRoundRobinIndex,\n          });\n          return await requestGetQuotes({ terminal, instance, req: planned.req });\n        },\n      }),\n    ).finally(() => {\n      mapKeyToInFlightGetQuotesPromise.delete(key);\n    });\n    mapKeyToInFlightGetQuotesPromise.set(key, promise);\n    return promise;\n  };\n\n  return {\n    execute: async (requests) =>\n      await Promise.all(\n        requests.map(async ({ key, planned }) => await requestGetQuotesInFlight(key, planned)),\n      ),\n  };\n};\n"]}

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

@@ -1,3 +0,0 @@
-export { createQuoteProviderRegistry } from './registry';
-export type { IQuoteProviderRegistry } from './registry';
-//# sourceMappingURL=index.d.ts.map

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

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package/lib/quote/upstream/index.js

@@ -1,6 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createQuoteProviderRegistry = void 0;
-var registry_1 = require("./registry");
-Object.defineProperty(exports, "createQuoteProviderRegistry", { enumerable: true, get: function () { return registry_1.createQuoteProviderRegistry; } });
-//# sourceMappingURL=index.js.map

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

@@ -1 +0,0 @@
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package/lib/quote/upstream/prefix-matcher.d.ts

@@ -1,8 +0,0 @@
-export interface IPrefixMatcher<T> {
-    match: (value: string) => T[];
-}
-export declare const createSortedPrefixMatcher: <T>(entries: {
-    prefix: string;
-    value: T;
-}[]) => IPrefixMatcher<T>;
-//# sourceMappingURL=prefix-matcher.d.ts.map

package/lib/quote/upstream/prefix-matcher.d.ts.map

@@ -1 +0,0 @@
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package/lib/quote/upstream/prefix-matcher.js

@@ -1,11 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createSortedPrefixMatcher = void 0;
-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),
-    };
-};
-exports.createSortedPrefixMatcher = createSortedPrefixMatcher;
-//# sourceMappingURL=prefix-matcher.js.map

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

@@ -1 +0,0 @@
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package/lib/quote/upstream/registry.d.ts

@@ -1,18 +0,0 @@
-import { Terminal } from '@yuants/protocol';
-import { IQuoteProviderGroup, IQuoteRequire, IQuoteState, IQuoteUpdateAction } from '../types';
-import { IProviderIndices, IPlannedRequestWithKey, QuoteUpstreamPlan } from './router';
-export interface IQuoteProviderRegistry {
-    snapshot: () => {
-        groups: IQuoteProviderGroup[];
-        indices: IProviderIndices;
-    };
-    planOrThrow: (misses: IQuoteRequire[], updated_at: number) => QuoteUpstreamPlan;
-    execute: (requests: IPlannedRequestWithKey[]) => Promise<IQuoteUpdateAction[]>;
-    fillQuoteStateFromUpstream: (params: {
-        quoteState: IQuoteState;
-        cacheMissed: IQuoteRequire[];
-        updated_at: number;
-    }) => Promise<void>;
-}
-export declare const createQuoteProviderRegistry: (terminal: Terminal) => IQuoteProviderRegistry;
-//# sourceMappingURL=registry.d.ts.map

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

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