@yuants/app-virtual-exchange 0.11.2 → 0.11.4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/quote/implementations/v1.js +7 -2
- package/dist/quote/implementations/v1.js.map +1 -1
- package/dist/quote/scheduler.js +244 -0
- package/dist/quote/scheduler.js.map +1 -0
- package/dist/quote/service.js +4 -67
- package/dist/quote/service.js.map +1 -1
- package/dist/quote/state.js +1 -0
- package/dist/quote/state.js.map +1 -1
- package/lib/quote/implementations/v1.d.ts.map +1 -1
- package/lib/quote/implementations/v1.js +7 -2
- package/lib/quote/implementations/v1.js.map +1 -1
- package/lib/quote/scheduler.d.ts +21 -0
- package/lib/quote/scheduler.d.ts.map +1 -0
- package/lib/quote/scheduler.js +248 -0
- package/lib/quote/scheduler.js.map +1 -0
- package/lib/quote/service.js +7 -70
- package/lib/quote/service.js.map +1 -1
- package/lib/quote/state.d.ts +1 -0
- package/lib/quote/state.d.ts.map +1 -1
- package/lib/quote/state.js +2 -1
- package/lib/quote/state.js.map +1 -1
- package/package.json +2 -2
- package/temp/package-deps.json +8 -12
- package/dist/quote/upstream/executor.js +0 -98
- package/dist/quote/upstream/executor.js.map +0 -1
- package/dist/quote/upstream/index.js +0 -2
- package/dist/quote/upstream/index.js.map +0 -1
- package/dist/quote/upstream/prefix-matcher.js +0 -7
- package/dist/quote/upstream/prefix-matcher.js.map +0 -1
- package/dist/quote/upstream/registry.js +0 -116
- package/dist/quote/upstream/registry.js.map +0 -1
- package/dist/quote/upstream/router.js +0 -119
- package/dist/quote/upstream/router.js.map +0 -1
- package/lib/quote/upstream/executor.d.ts +0 -8
- package/lib/quote/upstream/executor.d.ts.map +0 -1
- package/lib/quote/upstream/executor.js +0 -102
- package/lib/quote/upstream/executor.js.map +0 -1
- package/lib/quote/upstream/index.d.ts +0 -3
- package/lib/quote/upstream/index.d.ts.map +0 -1
- package/lib/quote/upstream/index.js +0 -6
- package/lib/quote/upstream/index.js.map +0 -1
- package/lib/quote/upstream/prefix-matcher.d.ts +0 -8
- package/lib/quote/upstream/prefix-matcher.d.ts.map +0 -1
- package/lib/quote/upstream/prefix-matcher.js +0 -11
- package/lib/quote/upstream/prefix-matcher.js.map +0 -1
- package/lib/quote/upstream/registry.d.ts +0 -18
- package/lib/quote/upstream/registry.d.ts.map +0 -1
- package/lib/quote/upstream/registry.js +0 -120
- package/lib/quote/upstream/registry.js.map +0 -1
- package/lib/quote/upstream/router.d.ts +0 -27
- package/lib/quote/upstream/router.d.ts.map +0 -1
- package/lib/quote/upstream/router.js +0 -124
- package/lib/quote/upstream/router.js.map +0 -1
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.createQuoteProviderRegistry = void 0;
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const exchange_1 = require("@yuants/exchange");
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const utils_1 = require("@yuants/utils");
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const rxjs_1 = require("rxjs");
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const executor_1 = require("./executor");
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const router_1 = require("./router");
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const normalizeMetadataForGroup = (metadata) => {
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const fields = [...metadata.fields].sort();
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return Object.assign(Object.assign({}, metadata), { fields });
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};
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const createQuoteProviderRegistry = (terminal) => {
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const router = (0, router_1.createQuoteRouter)();
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const executor = (0, executor_1.createGetQuotesExecutor)(terminal);
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const mapGroupIdToGroup = new Map();
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let version = 0;
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let cachedIndices;
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const quoteServiceInfos$ = terminal.terminalInfos$.pipe((0, rxjs_1.map)((infos) => infos.flatMap((info) => {
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var _a;
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return Object.values((_a = info.serviceInfo) !== null && _a !== void 0 ? _a : {})
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.filter((serviceInfo) => serviceInfo.method === 'GetQuotes')
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.map((serviceInfo) => ({ terminal_id: info.terminal_id, serviceInfo }));
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})));
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quoteServiceInfos$
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.pipe((0, utils_1.listWatch)((v) => v.serviceInfo.service_id, (v) => {
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var _a, _b;
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console.info((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]DiscoveringGetQuotesProvider...`, `from terminal ${v.terminal_id}`, `service ${v.serviceInfo.service_id}`, `schema: ${JSON.stringify(v.serviceInfo.schema)}`);
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try {
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const metadata = normalizeMetadataForGroup((0, exchange_1.parseQuoteServiceMetadataFromSchema)(v.serviceInfo.schema));
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const group_id = (0, utils_1.encodePath)(metadata.product_id_prefix, metadata.fields.join(','), (_a = metadata.max_products_per_request) !== null && _a !== void 0 ? _a : '');
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const provider = {
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terminal_id: v.terminal_id,
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service_id: v.serviceInfo.service_id || v.serviceInfo.method,
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};
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const group = (_b = mapGroupIdToGroup.get(group_id)) !== null && _b !== void 0 ? _b : (() => {
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const next = {
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group_id,
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meta: metadata,
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mapTerminalIdToInstance: new Map(),
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};
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mapGroupIdToGroup.set(group_id, next);
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return next;
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})();
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group.mapTerminalIdToInstance.set(provider.terminal_id, provider);
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version++;
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return (0, rxjs_1.of)(void 0).pipe((0, rxjs_1.tap)({
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unsubscribe: () => {
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var _a, _b;
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(_a = mapGroupIdToGroup.get(group_id)) === null || _a === void 0 ? void 0 : _a.mapTerminalIdToInstance.delete(v.terminal_id);
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if (((_b = mapGroupIdToGroup.get(group_id)) === null || _b === void 0 ? void 0 : _b.mapTerminalIdToInstance.size) === 0) {
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mapGroupIdToGroup.delete(group_id);
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}
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version++;
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},
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}));
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}
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catch (_c) {
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console.info((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]IgnoredGetQuotesProvider`, `Ignored GetQuotes provider from terminal ${v.terminal_id}`, `service ${v.serviceInfo.service_id} due to invalid schema.`);
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return rxjs_1.EMPTY;
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}
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}))
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.subscribe();
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const snapshot = () => {
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const groups = Array.from(mapGroupIdToGroup.values());
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if (!cachedIndices || cachedIndices.version !== version) {
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cachedIndices = { version, indices: (0, router_1.buildProviderIndices)(groups) };
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}
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return { groups, indices: cachedIndices.indices };
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};
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const planOrThrow = (misses, updated_at) => {
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const { groups, indices } = snapshot();
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if (groups.length === 0)
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throw (0, utils_1.newError)('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });
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return router.planOrThrow(misses, indices, updated_at);
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};
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const execute = async (requests) => (await executor.execute(requests));
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const fillQuoteStateFromUpstream = async (params) => {
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const { quoteState, cacheMissed, updated_at } = params;
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if (cacheMissed.length === 0)
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return;
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const { groups } = snapshot();
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console.info((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]UpstreamProviderDiscovery`, ` Discovered ${groups.length} GetQuotes provider groups from terminal infos.`, JSON.stringify(groups));
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const plan = planOrThrow(cacheMissed, updated_at);
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const mapGroupIdToProductIds = new Map();
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for (const { planned } of plan.requests) {
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let productIds = mapGroupIdToProductIds.get(planned.group_id);
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if (!productIds) {
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productIds = new Set();
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mapGroupIdToProductIds.set(planned.group_id, productIds);
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}
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for (const product_id of planned.req.product_ids)
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productIds.add(product_id);
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}
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console.info((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]RouteDispatched`, ` Routed ${cacheMissed.length} missed quotes to ${mapGroupIdToProductIds.size} provider groups.`, JSON.stringify({
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productsByGroupId: [...mapGroupIdToProductIds.entries()].map(([group_id, productIds]) => ({
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group_id,
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product_ids: [...productIds],
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})),
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default_action: plan.defaultAction,
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}));
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if (Object.keys(plan.defaultAction).length > 0) {
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quoteState.update(plan.defaultAction);
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}
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console.info((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]RequestPlanned`, `Planned ${plan.requests.length} upstream GetQuotes requests.`, JSON.stringify(plan.requests.map(({ key, planned }) => ({
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key,
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group_id: planned.group_id,
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product_ids: planned.req.product_ids,
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fields: planned.req.fields,
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}))));
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const actions = await execute(plan.requests);
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console.debug((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]RequestReceived`, `Received ${actions.length} upstream GetQuotes responses.`, JSON.stringify(actions));
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for (const action of actions) {
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quoteState.update(action);
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}
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};
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return { snapshot, planOrThrow, execute, fillQuoteStateFromUpstream };
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};
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exports.createQuoteProviderRegistry = createQuoteProviderRegistry;
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//# sourceMappingURL=registry.js.map
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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"]}
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import { IQuoteServiceRequestByVEX } from '@yuants/exchange';
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import { IPrefixMatcher } from './prefix-matcher';
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import { IQuoteKey, IQuoteProviderGroup, IQuoteProviderInstance, IQuoteRequire, IQuoteUpdateAction } from '../types';
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export declare type IProviderIndices = {
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export interface IQuoteRouter {
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{"version":3,"file":"router.d.ts","sourceRoot":"","sources":["../../../src/quote/upstream/router.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,yBAAyB,EAAE,MAAM,kBAAkB,CAAC;AAE7D,OAAO,EAA6B,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAC7E,OAAO,EACL,SAAS,EACT,mBAAmB,EACnB,sBAAsB,EACtB,aAAa,EACb,kBAAkB,EACnB,MAAM,UAAU,CAAC;AAsBlB,oBAAY,eAAe,GAAG;IAC5B,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,sBAAsB,EAAE,CAAC;IACpC,GAAG,EAAE,yBAAyB,CAAC;CAChC,CAAC;AAEF,oBAAY,sBAAsB,GAAG;IAAE,GAAG,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,eAAe,CAAA;CAAE,CAAC;AAE/E,oBAAY,iBAAiB,GAAG;IAC9B,aAAa,EAAE,kBAAkB,CAAC;IAClC,QAAQ,EAAE,sBAAsB,EAAE,CAAC;CACpC,CAAC;AAEF,oBAAY,gBAAgB,GAAG;IAC7B,iBAAiB,EAAE,GAAG,CAAC,MAAM,EAAE,mBAAmB,CAAC,CAAC;IACpD,aAAa,EAAE,cAAc,CAAC,MAAM,CAAC,CAAC;IACtC,kBAAkB,EAAE,GAAG,CAAC,SAAS,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC;CACjD,CAAC;AAEF,eAAO,MAAM,oBAAoB,WAAY,mBAAmB,EAAE,KAAG,gBAiBpE,CAAC;AAgCF,MAAM,WAAW,YAAY;IAC3B,WAAW,EAAE,CAAC,MAAM,EAAE,aAAa,EAAE,EAAE,OAAO,EAAE,gBAAgB,EAAE,UAAU,EAAE,MAAM,KAAK,iBAAiB,CAAC;CAC5G;AAED,eAAO,MAAM,iBAAiB,QAAO,YA4DnC,CAAC"}
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const fnv1a64HexFromStrings = (parts) => (0, utils_1.fnv1a64Hex)(encodeStrings(parts));
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const prefixMatcher = (0, prefix_matcher_1.createSortedPrefixMatcher)(groups.map((group) => ({ prefix: group.meta.product_id_prefix, value: group.group_id })));
|
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27
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const mapFieldToGroupIds = new Map();
|
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28
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for (const group of groups) {
|
|
29
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for (const field of group.meta.fields) {
|
|
30
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let groupIds = mapFieldToGroupIds.get(field);
|
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31
|
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if (!groupIds) {
|
|
32
|
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groupIds = new Set();
|
|
33
|
-
mapFieldToGroupIds.set(field, groupIds);
|
|
34
|
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}
|
|
35
|
-
groupIds.add(group.group_id);
|
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36
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-
}
|
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37
|
-
}
|
|
38
|
-
return { mapGroupIdToGroup, prefixMatcher, mapFieldToGroupIds };
|
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39
|
-
};
|
|
40
|
-
exports.buildProviderIndices = buildProviderIndices;
|
|
41
|
-
const createRequestKey = (group_id, batchProductIds) => (0, utils_1.encodePath)(group_id, fnv1a64HexFromStrings(batchProductIds));
|
|
42
|
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const planRequests = (params) => {
|
|
43
|
-
var _a;
|
|
44
|
-
const { productsByGroupId, mapGroupIdToGroup } = params;
|
|
45
|
-
const plannedRequests = [];
|
|
46
|
-
for (const [group_id, productIdSet] of productsByGroupId) {
|
|
47
|
-
const group = mapGroupIdToGroup.get(group_id);
|
|
48
|
-
if (!group)
|
|
49
|
-
continue;
|
|
50
|
-
const sortedProductIds = [...productIdSet].sort();
|
|
51
|
-
const max = (_a = group.meta.max_products_per_request) !== null && _a !== void 0 ? _a : sortedProductIds.length;
|
|
52
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-
for (let i = 0; i < sortedProductIds.length; i += max) {
|
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53
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-
const batchProductIds = sortedProductIds.slice(i, i + max);
|
|
54
|
-
const key = createRequestKey(group_id, batchProductIds);
|
|
55
|
-
plannedRequests.push({
|
|
56
|
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key,
|
|
57
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-
planned: {
|
|
58
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-
group_id,
|
|
59
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instances: Array.from(group.mapTerminalIdToInstance.values()),
|
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60
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req: { product_ids: batchProductIds, fields: group.meta.fields },
|
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61
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},
|
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62
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-
});
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63
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}
|
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64
|
-
}
|
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65
|
-
return plannedRequests;
|
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66
|
-
};
|
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67
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-
const createQuoteRouter = () => ({
|
|
68
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planOrThrow: (misses, indices, updated_at) => {
|
|
69
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const { prefixMatcher, mapFieldToGroupIds, mapGroupIdToGroup } = indices;
|
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70
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const productsByGroupId = new Map();
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71
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-
const defaultAction = {};
|
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72
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const unroutableProducts = new Set();
|
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73
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const mapProductIdToGroupIds = new Map();
|
|
74
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-
for (const miss of misses) {
|
|
75
|
-
const { product_id, field } = miss;
|
|
76
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-
let productGroupIds = mapProductIdToGroupIds.get(product_id);
|
|
77
|
-
if (!productGroupIds) {
|
|
78
|
-
productGroupIds = prefixMatcher.match(product_id);
|
|
79
|
-
mapProductIdToGroupIds.set(product_id, productGroupIds);
|
|
80
|
-
}
|
|
81
|
-
if (productGroupIds.length === 0) {
|
|
82
|
-
unroutableProducts.add(product_id);
|
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83
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-
continue;
|
|
84
|
-
}
|
|
85
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-
const fieldGroupIds = mapFieldToGroupIds.get(field);
|
|
86
|
-
if (!fieldGroupIds) {
|
|
87
|
-
if (!defaultAction[product_id])
|
|
88
|
-
defaultAction[product_id] = {};
|
|
89
|
-
defaultAction[product_id][field] = ['', updated_at];
|
|
90
|
-
continue;
|
|
91
|
-
}
|
|
92
|
-
let matched = false;
|
|
93
|
-
for (const group_id of productGroupIds) {
|
|
94
|
-
if (!fieldGroupIds.has(group_id))
|
|
95
|
-
continue;
|
|
96
|
-
matched = true;
|
|
97
|
-
let productIds = productsByGroupId.get(group_id);
|
|
98
|
-
if (!productIds) {
|
|
99
|
-
productIds = new Set();
|
|
100
|
-
productsByGroupId.set(group_id, productIds);
|
|
101
|
-
}
|
|
102
|
-
productIds.add(product_id);
|
|
103
|
-
}
|
|
104
|
-
if (!matched) {
|
|
105
|
-
if (!defaultAction[product_id])
|
|
106
|
-
defaultAction[product_id] = {};
|
|
107
|
-
defaultAction[product_id][field] = ['', updated_at];
|
|
108
|
-
}
|
|
109
|
-
}
|
|
110
|
-
if (unroutableProducts.size !== 0) {
|
|
111
|
-
throw (0, utils_1.newError)('VEX_QUOTE_PRODUCT_UNROUTABLE', {
|
|
112
|
-
updated_at,
|
|
113
|
-
unroutable_products: [...unroutableProducts].slice(0, 200),
|
|
114
|
-
unroutable_products_total: unroutableProducts.size,
|
|
115
|
-
});
|
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116
|
-
}
|
|
117
|
-
return {
|
|
118
|
-
defaultAction,
|
|
119
|
-
requests: planRequests({ productsByGroupId, mapGroupIdToGroup }),
|
|
120
|
-
};
|
|
121
|
-
},
|
|
122
|
-
});
|
|
123
|
-
exports.createQuoteRouter = createQuoteRouter;
|
|
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|
-
//# sourceMappingURL=router.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
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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"]}
|