@yuants/app-virtual-exchange 0.12.0 → 0.13.0

package/dist/index.js

@@ -3,4 +3,6 @@ import './general';
 import './legacy-services';
 import './product-collector';
 import './quote/service';
+import './series-collector';
+import './series-data';
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,cAAc,CAAC;AACtB,OAAO,WAAW,CAAC;AACnB,OAAO,mBAAmB,CAAC;AAC3B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,iBAAiB,CAAC;AACzB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,eAAe,CAAC","sourcesContent":["import './credential';\nimport './general';\nimport './legacy-services';\nimport './product-collector';\nimport './quote/service';\nimport './series-collector';\nimport './series-data';\n"]}

package/dist/series-collector/backwards-interest-rate.js

@@ -0,0 +1,73 @@
+// 解决 Backwards 拉取历史数据的调度器
+// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Backwards 拉取的序列。
+// 然后对每个序列，向对应的 IngestInterestRate Service 发送拉取请求，补齐历史数据。
+// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
+import { parseInterestRateServiceMetadataFromSchema, } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { escapeSQL, requestSQL } from '@yuants/sql';
+import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+import { defer, repeat, retry } from 'rxjs';
+const terminal = Terminal.fromNodeEnv();
+const listBackwardSeriesIds = async () => {
+    const product_ids = await requestSQL(terminal, `select product_id from product`);
+    console.time('[SeriesCollector][InterestRate][Backwards] calc');
+    const series_ids = new Set();
+    for (const terminalInfo of terminal.terminalInfos) {
+        for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {
+            if (serviceInfo.method !== 'IngestInterestRate')
+                continue;
+            try {
+                const meta = parseInterestRateServiceMetadataFromSchema(serviceInfo.schema);
+                if (meta.direction !== 'backward')
+                    continue;
+                for (const { product_id } of product_ids) {
+                    if (!product_id.startsWith(meta.product_id_prefix))
+                        continue;
+                    series_ids.add(product_id);
+                }
+            }
+            finally {
+            }
+        }
+    }
+    console.timeEnd('[SeriesCollector][InterestRate][Backwards] calc');
+    return series_ids;
+};
+defer(async () => {
+    const time = Date.now();
+    const series_ids = await listBackwardSeriesIds();
+    console.log(`[SeriesCollector][InterestRate][Backwards] Found ${series_ids.size} series to collect backwards data for. (${formatTime(Date.now() - time)})`);
+    await Promise.all([...series_ids].map(async (product_id) => {
+        var _a, _b, _c, _d;
+        try {
+            const [datasource_id] = decodePath(product_id);
+            // 控制速率：每个数据源每秒钟只能请求一次
+            await tokenBucket(`interest_rate_backwards:${datasource_id}`, {
+                refillInterval: 1000,
+                capacity: 1,
+            }).acquire();
+            {
+                const [record] = await requestSQL(terminal, `select start_time from series_data_range where series_id = ${escapeSQL(product_id)} and table_name = 'interest_rate' order by start_time limit 1`);
+                const start_time = record ? new Date(record.start_time).getTime() : Date.now();
+                const req = {
+                    product_id: product_id,
+                    direction: 'backward',
+                    time: start_time,
+                };
+                console.info(formatTime(Date.now()), 'DispatchIngestInterestRateRequest', `product_id=${product_id}, time=${formatTime(start_time)}`);
+                const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
+                terminal.metrics
+                    .counter('series_collector_backwards_ingest_count', '')
+                    .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate' })
+                    .inc(res.wrote_count || 0);
+                console.info(formatTime(Date.now()), 'DispatchIngestInterestRateResult', `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+            }
+        }
+        catch (e) {
+            console.info(formatTime(Date.now()), 'DispatchIngestInterestRateError', `series_id=${product_id}`, e);
+        }
+    }));
+})
+    .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))
+    .subscribe();
+//# sourceMappingURL=backwards-interest-rate.js.map

package/dist/series-collector/backwards-interest-rate.js.map

@@ -0,0 +1 @@
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(${formatTime(Date.now() - time)})`,\n  );\n\n  await Promise.all(\n    [...series_ids].map(async (product_id) => {\n      try {\n        const [datasource_id] = decodePath(product_id);\n        // 控制速率：每个数据源每秒钟只能请求一次\n        await tokenBucket(`interest_rate_backwards:${datasource_id}`, {\n          refillInterval: 1000,\n          capacity: 1,\n        }).acquire();\n        {\n          const [record] = await requestSQL<\n            {\n              start_time: string;\n            }[]\n          >(\n            terminal,\n            `select start_time from series_data_range where series_id = ${escapeSQL(\n              product_id,\n            )} and table_name = 'interest_rate' order by start_time limit 1`,\n          );\n          const start_time = record ? new Date(record.start_time).getTime() : Date.now();\n\n          const req: IIngestInterestRateRequest = {\n            product_id: product_id,\n            direction: 'backward',\n            time: start_time,\n          };\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestInterestRateRequest',\n            `product_id=${product_id}, time=${formatTime(start_time)}`,\n          );\n\n          const res = await terminal.client.requestForResponseData<\n            IIngestInterestRateRequest,\n            ISeriesIngestResult\n          >('IngestInterestRate', req);\n\n          terminal.metrics\n            .counter('series_collector_backwards_ingest_count', '')\n            .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate' })\n            .inc(res.wrote_count || 0);\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestInterestRateResult',\n            `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${formatTime(\n              res.range?.start_time ?? NaN,\n            )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n          );\n        }\n      } catch (e) {\n        console.info(formatTime(Date.now()), 'DispatchIngestInterestRateError', `series_id=${product_id}`, e);\n      }\n    }),\n  );\n})\n  .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))\n  .subscribe();\n"]}

package/dist/series-collector/backwards-ohlc.js

@@ -0,0 +1,79 @@
+// 解决 Backwards 拉取历史数据的调度器
+// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Backwards 拉取的序列。
+// 然后对每个序列，向对应的 IngestOHLC Service 发送拉取请求，补齐历史数据。
+// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
+import { decodeOHLCSeriesId, encodeOHLCSeriesId } from '@yuants/data-ohlc';
+import { parseOHLCServiceMetadataFromSchema, } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { escapeSQL, requestSQL } from '@yuants/sql';
+import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+import { defer, repeat, retry } from 'rxjs';
+const terminal = Terminal.fromNodeEnv();
+const listBackwardSeriesIds = async () => {
+    const product_ids = await requestSQL(terminal, `select product_id from product`);
+    console.time('[SeriesCollector][Backwards] calc');
+    const series_ids = new Set();
+    for (const terminalInfo of terminal.terminalInfos) {
+        for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {
+            if (serviceInfo.method !== 'IngestOHLC')
+                continue;
+            try {
+                const meta = parseOHLCServiceMetadataFromSchema(serviceInfo.schema);
+                if (meta.direction !== 'backward')
+                    continue;
+                for (const { product_id } of product_ids) {
+                    if (!product_id.startsWith(meta.product_id_prefix))
+                        continue;
+                    for (const duration of meta.duration_list) {
+                        const series_id = encodeOHLCSeriesId(product_id, duration);
+                        series_ids.add(series_id);
+                    }
+                }
+            }
+            finally {
+            }
+        }
+    }
+    console.timeEnd('[SeriesCollector][Backwards] calc');
+    return series_ids;
+};
+defer(async () => {
+    const time = Date.now();
+    const series_ids = await listBackwardSeriesIds();
+    console.log(`[SeriesCollector][Backwards] Found ${series_ids.size} series to collect backwards data for. (${formatTime(Date.now() - time)})`);
+    await Promise.all([...series_ids].map(async (series_id) => {
+        var _a, _b, _c, _d;
+        try {
+            const { product_id, duration } = decodeOHLCSeriesId(series_id);
+            const [datasource_id] = decodePath(product_id);
+            // 控制速率：每个数据源每秒钟只能请求一次
+            await tokenBucket(`backwards_target_${datasource_id}`, {
+                refillInterval: 1000,
+                capacity: 1,
+            }).acquire();
+            {
+                const [record] = await requestSQL(terminal, `select start_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = 'ohlc_v2' order by start_time limit 1`);
+                const start_time = record ? new Date(record.start_time).getTime() : Date.now();
+                const req = {
+                    product_id,
+                    duration,
+                    direction: 'backward',
+                    time: start_time,
+                };
+                console.info(formatTime(Date.now()), 'DispatchIngestOHLC', `product_id=${product_id}, duration=${duration}, time=${formatTime(start_time)}`);
+                const res = await terminal.client.requestForResponseData('IngestOHLC', req);
+                terminal.metrics
+                    .counter('series_collector_backwards_ingest_count', '')
+                    .labels({ terminal_id: terminal.terminal_id, type: 'ohlc' })
+                    .inc(res.wrote_count || 0);
+                console.info(formatTime(Date.now()), 'DispatchIngestOHLCResult', `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+            }
+        }
+        catch (e) {
+            console.info(formatTime(Date.now()), 'DispatchIngestOHLCError', `series_id=${series_id}`, e);
+        }
+    }));
+})
+    .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))
+    .subscribe();
+//# sourceMappingURL=backwards-ohlc.js.map

package/dist/series-collector/backwards-ohlc.js.map

@@ -0,0 +1 @@
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解决 Backwards 拉取历史数据的调度器\n// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Backwards 拉取的序列。\n// 然后对每个序列，向对应的 IngestOHLC Service 发送拉取请求，补齐历史数据。\n// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。\n\nimport { decodeOHLCSeriesId, encodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport {\n  IIngestOHLCRequest,\n  ISeriesIngestResult,\n  parseOHLCServiceMetadataFromSchema,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { decodePath, formatTime, tokenBucket } from '@yuants/utils';\nimport { defer, repeat, retry } from 'rxjs';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst listBackwardSeriesIds = async () => {\n  const product_ids = await requestSQL<{ product_id: string }[]>(terminal, `select product_id from product`);\n\n  console.time('[SeriesCollector][Backwards] calc');\n\n  const series_ids = new Set<string>();\n  for (const terminalInfo of terminal.terminalInfos) {\n    for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {\n      if (serviceInfo.method !== 'IngestOHLC') continue;\n      try {\n        const meta = parseOHLCServiceMetadataFromSchema(serviceInfo.schema);\n        if (meta.direction !== 'backward') continue;\n\n        for (const { product_id } of product_ids) {\n          if (!product_id.startsWith(meta.product_id_prefix)) continue;\n          for (const duration of meta.duration_list) {\n            const series_id = encodeOHLCSeriesId(product_id, duration);\n            series_ids.add(series_id);\n          }\n        }\n      } finally {\n      }\n    }\n  }\n\n  console.timeEnd('[SeriesCollector][Backwards] calc');\n\n  return series_ids;\n};\n\ndefer(async () => {\n  const time = Date.now();\n  const series_ids = await listBackwardSeriesIds();\n  console.log(\n    `[SeriesCollector][Backwards] Found ${\n      series_ids.size\n    } series to collect backwards data for. (${formatTime(Date.now() - time)})`,\n  );\n\n  await Promise.all(\n    [...series_ids].map(async (series_id) => {\n      try {\n        const { product_id, duration } = decodeOHLCSeriesId(series_id);\n        const [datasource_id] = decodePath(product_id);\n        // 控制速率：每个数据源每秒钟只能请求一次\n        await tokenBucket(`backwards_target_${datasource_id}`, {\n          refillInterval: 1000,\n          capacity: 1,\n        }).acquire();\n        {\n          const [record] = await requestSQL<\n            {\n              start_time: string;\n            }[]\n          >(\n            terminal,\n            `select start_time from series_data_range where series_id = ${escapeSQL(\n              series_id,\n            )} and table_name = 'ohlc_v2' order by start_time limit 1`,\n          );\n          const start_time = record ? new Date(record.start_time).getTime() : Date.now();\n\n          const req: IIngestOHLCRequest = {\n            product_id,\n            duration,\n            direction: 'backward',\n            time: start_time,\n          };\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestOHLC',\n            `product_id=${product_id}, duration=${duration}, time=${formatTime(start_time)}`,\n          );\n\n          const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n            'IngestOHLC',\n            req,\n          );\n\n          terminal.metrics\n            .counter('series_collector_backwards_ingest_count', '')\n            .labels({ terminal_id: terminal.terminal_id, type: 'ohlc' })\n            .inc(res.wrote_count || 0);\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestOHLCResult',\n            `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime(\n              res.range?.start_time ?? NaN,\n            )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n          );\n        }\n      } catch (e) {\n        console.info(formatTime(Date.now()), 'DispatchIngestOHLCError', `series_id=${series_id}`, e);\n      }\n    }),\n  );\n})\n  .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))\n  .subscribe();\n"]}

package/dist/series-collector/index.js

@@ -0,0 +1,3 @@
+import './backwards-interest-rate';
+import './backwards-ohlc';
+//# sourceMappingURL=index.js.map

package/dist/series-collector/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":"AAAA,OAAO,2BAA2B,CAAC;AACnC,OAAO,kBAAkB,CAAC","sourcesContent":["import './backwards-interest-rate';\nimport './backwards-ohlc';\n"]}

package/lib/index.d.ts

@@ -3,4 +3,6 @@ import './general';
 import './legacy-services';
 import './product-collector';
 import './quote/service';
+import './series-collector';
+import './series-data';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,cAAc,CAAC;AACtB,OAAO,WAAW,CAAC;AACnB,OAAO,mBAAmB,CAAC;AAC3B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,iBAAiB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,cAAc,CAAC;AACtB,OAAO,WAAW,CAAC;AACnB,OAAO,mBAAmB,CAAC;AAC3B,OAAO,qBAAqB,CAAC;AAC7B,OAAO,iBAAiB,CAAC;AACzB,OAAO,oBAAoB,CAAC;AAC5B,OAAO,eAAe,CAAC"}

package/lib/index.js

@@ -5,4 +5,6 @@ require("./general");
 require("./legacy-services");
 require("./product-collector");
 require("./quote/service");
+require("./series-collector");
+require("./series-data");
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,wBAAsB;AACtB,qBAAmB;AACnB,6BAA2B;AAC3B,+BAA6B;AAC7B,2BAAyB","sourcesContent":["import './credential';\nimport './general';\nimport './legacy-services';\nimport './product-collector';\nimport './quote/service';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;AAAA,wBAAsB;AACtB,qBAAmB;AACnB,6BAA2B;AAC3B,+BAA6B;AAC7B,2BAAyB;AACzB,8BAA4B;AAC5B,yBAAuB","sourcesContent":["import './credential';\nimport './general';\nimport './legacy-services';\nimport './product-collector';\nimport './quote/service';\nimport './series-collector';\nimport './series-data';\n"]}

package/lib/series-collector/backwards-interest-rate.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=backwards-interest-rate.d.ts.map

package/lib/series-collector/backwards-interest-rate.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"backwards-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":""}

package/lib/series-collector/backwards-interest-rate.js

@@ -0,0 +1,75 @@
+"use strict";
+// 解决 Backwards 拉取历史数据的调度器
+// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Backwards 拉取的序列。
+// 然后对每个序列，向对应的 IngestInterestRate Service 发送拉取请求，补齐历史数据。
+// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
+Object.defineProperty(exports, "__esModule", { value: true });
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const sql_1 = require("@yuants/sql");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const listBackwardSeriesIds = async () => {
+    const product_ids = await (0, sql_1.requestSQL)(terminal, `select product_id from product`);
+    console.time('[SeriesCollector][InterestRate][Backwards] calc');
+    const series_ids = new Set();
+    for (const terminalInfo of terminal.terminalInfos) {
+        for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {
+            if (serviceInfo.method !== 'IngestInterestRate')
+                continue;
+            try {
+                const meta = (0, exchange_1.parseInterestRateServiceMetadataFromSchema)(serviceInfo.schema);
+                if (meta.direction !== 'backward')
+                    continue;
+                for (const { product_id } of product_ids) {
+                    if (!product_id.startsWith(meta.product_id_prefix))
+                        continue;
+                    series_ids.add(product_id);
+                }
+            }
+            finally {
+            }
+        }
+    }
+    console.timeEnd('[SeriesCollector][InterestRate][Backwards] calc');
+    return series_ids;
+};
+(0, rxjs_1.defer)(async () => {
+    const time = Date.now();
+    const series_ids = await listBackwardSeriesIds();
+    console.log(`[SeriesCollector][InterestRate][Backwards] Found ${series_ids.size} series to collect backwards data for. (${(0, utils_1.formatTime)(Date.now() - time)})`);
+    await Promise.all([...series_ids].map(async (product_id) => {
+        var _a, _b, _c, _d;
+        try {
+            const [datasource_id] = (0, utils_1.decodePath)(product_id);
+            // 控制速率：每个数据源每秒钟只能请求一次
+            await (0, utils_1.tokenBucket)(`interest_rate_backwards:${datasource_id}`, {
+                refillInterval: 1000,
+                capacity: 1,
+            }).acquire();
+            {
+                const [record] = await (0, sql_1.requestSQL)(terminal, `select start_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(product_id)} and table_name = 'interest_rate' order by start_time limit 1`);
+                const start_time = record ? new Date(record.start_time).getTime() : Date.now();
+                const req = {
+                    product_id: product_id,
+                    direction: 'backward',
+                    time: start_time,
+                };
+                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestInterestRateRequest', `product_id=${product_id}, time=${(0, utils_1.formatTime)(start_time)}`);
+                const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
+                terminal.metrics
+                    .counter('series_collector_backwards_ingest_count', '')
+                    .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate' })
+                    .inc(res.wrote_count || 0);
+                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestInterestRateResult', `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${(0, utils_1.formatTime)((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${(0, utils_1.formatTime)((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+            }
+        }
+        catch (e) {
+            console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestInterestRateError', `series_id=${product_id}`, e);
+        }
+    }));
+})
+    .pipe((0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.repeat)({ delay: 1000 }))
+    .subscribe();
+//# sourceMappingURL=backwards-interest-rate.js.map

package/lib/series-collector/backwards-interest-rate.js.map

@@ -0,0 +1 @@
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(${formatTime(Date.now() - time)})`,\n  );\n\n  await Promise.all(\n    [...series_ids].map(async (product_id) => {\n      try {\n        const [datasource_id] = decodePath(product_id);\n        // 控制速率：每个数据源每秒钟只能请求一次\n        await tokenBucket(`interest_rate_backwards:${datasource_id}`, {\n          refillInterval: 1000,\n          capacity: 1,\n        }).acquire();\n        {\n          const [record] = await requestSQL<\n            {\n              start_time: string;\n            }[]\n          >(\n            terminal,\n            `select start_time from series_data_range where series_id = ${escapeSQL(\n              product_id,\n            )} and table_name = 'interest_rate' order by start_time limit 1`,\n          );\n          const start_time = record ? new Date(record.start_time).getTime() : Date.now();\n\n          const req: IIngestInterestRateRequest = {\n            product_id: product_id,\n            direction: 'backward',\n            time: start_time,\n          };\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestInterestRateRequest',\n            `product_id=${product_id}, time=${formatTime(start_time)}`,\n          );\n\n          const res = await terminal.client.requestForResponseData<\n            IIngestInterestRateRequest,\n            ISeriesIngestResult\n          >('IngestInterestRate', req);\n\n          terminal.metrics\n            .counter('series_collector_backwards_ingest_count', '')\n            .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate' })\n            .inc(res.wrote_count || 0);\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestInterestRateResult',\n            `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${formatTime(\n              res.range?.start_time ?? NaN,\n            )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n          );\n        }\n      } catch (e) {\n        console.info(formatTime(Date.now()), 'DispatchIngestInterestRateError', `series_id=${product_id}`, e);\n      }\n    }),\n  );\n})\n  .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))\n  .subscribe();\n"]}

package/lib/series-collector/backwards-ohlc.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=backwards-ohlc.d.ts.map

package/lib/series-collector/backwards-ohlc.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"backwards-ohlc.d.ts","sourceRoot":"","sources":["../../src/series-collector/backwards-ohlc.ts"],"names":[],"mappings":""}

package/lib/series-collector/backwards-ohlc.js

@@ -0,0 +1,81 @@
+"use strict";
+// 解决 Backwards 拉取历史数据的调度器
+// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Backwards 拉取的序列。
+// 然后对每个序列，向对应的 IngestOHLC Service 发送拉取请求，补齐历史数据。
+// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
+Object.defineProperty(exports, "__esModule", { value: true });
+const data_ohlc_1 = require("@yuants/data-ohlc");
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const sql_1 = require("@yuants/sql");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const listBackwardSeriesIds = async () => {
+    const product_ids = await (0, sql_1.requestSQL)(terminal, `select product_id from product`);
+    console.time('[SeriesCollector][Backwards] calc');
+    const series_ids = new Set();
+    for (const terminalInfo of terminal.terminalInfos) {
+        for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {
+            if (serviceInfo.method !== 'IngestOHLC')
+                continue;
+            try {
+                const meta = (0, exchange_1.parseOHLCServiceMetadataFromSchema)(serviceInfo.schema);
+                if (meta.direction !== 'backward')
+                    continue;
+                for (const { product_id } of product_ids) {
+                    if (!product_id.startsWith(meta.product_id_prefix))
+                        continue;
+                    for (const duration of meta.duration_list) {
+                        const series_id = (0, data_ohlc_1.encodeOHLCSeriesId)(product_id, duration);
+                        series_ids.add(series_id);
+                    }
+                }
+            }
+            finally {
+            }
+        }
+    }
+    console.timeEnd('[SeriesCollector][Backwards] calc');
+    return series_ids;
+};
+(0, rxjs_1.defer)(async () => {
+    const time = Date.now();
+    const series_ids = await listBackwardSeriesIds();
+    console.log(`[SeriesCollector][Backwards] Found ${series_ids.size} series to collect backwards data for. (${(0, utils_1.formatTime)(Date.now() - time)})`);
+    await Promise.all([...series_ids].map(async (series_id) => {
+        var _a, _b, _c, _d;
+        try {
+            const { product_id, duration } = (0, data_ohlc_1.decodeOHLCSeriesId)(series_id);
+            const [datasource_id] = (0, utils_1.decodePath)(product_id);
+            // 控制速率：每个数据源每秒钟只能请求一次
+            await (0, utils_1.tokenBucket)(`backwards_target_${datasource_id}`, {
+                refillInterval: 1000,
+                capacity: 1,
+            }).acquire();
+            {
+                const [record] = await (0, sql_1.requestSQL)(terminal, `select start_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(series_id)} and table_name = 'ohlc_v2' order by start_time limit 1`);
+                const start_time = record ? new Date(record.start_time).getTime() : Date.now();
+                const req = {
+                    product_id,
+                    duration,
+                    direction: 'backward',
+                    time: start_time,
+                };
+                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestOHLC', `product_id=${product_id}, duration=${duration}, time=${(0, utils_1.formatTime)(start_time)}`);
+                const res = await terminal.client.requestForResponseData('IngestOHLC', req);
+                terminal.metrics
+                    .counter('series_collector_backwards_ingest_count', '')
+                    .labels({ terminal_id: terminal.terminal_id, type: 'ohlc' })
+                    .inc(res.wrote_count || 0);
+                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestOHLCResult', `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${(0, utils_1.formatTime)((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${(0, utils_1.formatTime)((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+            }
+        }
+        catch (e) {
+            console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestOHLCError', `series_id=${series_id}`, e);
+        }
+    }));
+})
+    .pipe((0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.repeat)({ delay: 1000 }))
+    .subscribe();
+//# sourceMappingURL=backwards-ohlc.js.map

package/lib/series-collector/backwards-ohlc.js.map

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解决 Backwards 拉取历史数据的调度器\n// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Backwards 拉取的序列。\n// 然后对每个序列，向对应的 IngestOHLC Service 发送拉取请求，补齐历史数据。\n// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。\n\nimport { decodeOHLCSeriesId, encodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport {\n  IIngestOHLCRequest,\n  ISeriesIngestResult,\n  parseOHLCServiceMetadataFromSchema,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { decodePath, formatTime, tokenBucket } from '@yuants/utils';\nimport { defer, repeat, retry } from 'rxjs';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst listBackwardSeriesIds = async () => {\n  const product_ids = await requestSQL<{ product_id: string }[]>(terminal, `select product_id from product`);\n\n  console.time('[SeriesCollector][Backwards] calc');\n\n  const series_ids = new Set<string>();\n  for (const terminalInfo of terminal.terminalInfos) {\n    for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {\n      if (serviceInfo.method !== 'IngestOHLC') continue;\n      try {\n        const meta = parseOHLCServiceMetadataFromSchema(serviceInfo.schema);\n        if (meta.direction !== 'backward') continue;\n\n        for (const { product_id } of product_ids) {\n          if (!product_id.startsWith(meta.product_id_prefix)) continue;\n          for (const duration of meta.duration_list) {\n            const series_id = encodeOHLCSeriesId(product_id, duration);\n            series_ids.add(series_id);\n          }\n        }\n      } finally {\n      }\n    }\n  }\n\n  console.timeEnd('[SeriesCollector][Backwards] calc');\n\n  return series_ids;\n};\n\ndefer(async () => {\n  const time = Date.now();\n  const series_ids = await listBackwardSeriesIds();\n  console.log(\n    `[SeriesCollector][Backwards] Found ${\n      series_ids.size\n    } series to collect backwards data for. (${formatTime(Date.now() - time)})`,\n  );\n\n  await Promise.all(\n    [...series_ids].map(async (series_id) => {\n      try {\n        const { product_id, duration } = decodeOHLCSeriesId(series_id);\n        const [datasource_id] = decodePath(product_id);\n        // 控制速率：每个数据源每秒钟只能请求一次\n        await tokenBucket(`backwards_target_${datasource_id}`, {\n          refillInterval: 1000,\n          capacity: 1,\n        }).acquire();\n        {\n          const [record] = await requestSQL<\n            {\n              start_time: string;\n            }[]\n          >(\n            terminal,\n            `select start_time from series_data_range where series_id = ${escapeSQL(\n              series_id,\n            )} and table_name = 'ohlc_v2' order by start_time limit 1`,\n          );\n          const start_time = record ? new Date(record.start_time).getTime() : Date.now();\n\n          const req: IIngestOHLCRequest = {\n            product_id,\n            duration,\n            direction: 'backward',\n            time: start_time,\n          };\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestOHLC',\n            `product_id=${product_id}, duration=${duration}, time=${formatTime(start_time)}`,\n          );\n\n          const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n            'IngestOHLC',\n            req,\n          );\n\n          terminal.metrics\n            .counter('series_collector_backwards_ingest_count', '')\n            .labels({ terminal_id: terminal.terminal_id, type: 'ohlc' })\n            .inc(res.wrote_count || 0);\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestOHLCResult',\n            `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime(\n              res.range?.start_time ?? NaN,\n            )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n          );\n        }\n      } catch (e) {\n        console.info(formatTime(Date.now()), 'DispatchIngestOHLCError', `series_id=${series_id}`, e);\n      }\n    }),\n  );\n})\n  .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))\n  .subscribe();\n"]}

package/lib/series-collector/index.d.ts

@@ -0,0 +1,3 @@
+import './backwards-interest-rate';
+import './backwards-ohlc';
+//# sourceMappingURL=index.d.ts.map

package/lib/series-collector/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":"AAAA,OAAO,2BAA2B,CAAC;AACnC,OAAO,kBAAkB,CAAC"}

package/lib/series-collector/index.js

@@ -0,0 +1,5 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+require("./backwards-interest-rate");
+require("./backwards-ohlc");
+//# sourceMappingURL=index.js.map

package/lib/series-collector/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":";;AAAA,qCAAmC;AACnC,4BAA0B","sourcesContent":["import './backwards-interest-rate';\nimport './backwards-ohlc';\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/app-virtual-exchange",
-	"version": "0.12.0",
+	"version": "0.13.0",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,23 +8,22 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.53.6",
-		"@yuants/utils": "0.18.0",
-		"@yuants/data-product": "0.5.4",
-		"@yuants/data-account": "0.11.3",
-		"@yuants/data-order": "0.7.4",
-		"@yuants/data-quote": "0.4.3",
-		"@yuants/data-ohlc": "0.5.2",
-		"@yuants/data-interest-rate": "0.2.2",
-		"@yuants/secret": "0.4.4",
-		"@yuants/sql": "0.9.34",
-		"@yuants/exchange": "0.8.4",
-		"@yuants/cache": "0.3.7",
+		"@yuants/protocol": "0.53.7",
+		"@yuants/utils": "0.19.0",
+		"@yuants/data-product": "0.5.5",
+		"@yuants/data-account": "0.11.4",
+		"@yuants/data-order": "0.7.5",
+		"@yuants/data-quote": "0.4.4",
+		"@yuants/data-ohlc": "0.5.3",
+		"@yuants/data-interest-rate": "0.2.3",
+		"@yuants/secret": "0.4.5",
+		"@yuants/sql": "0.9.35",
+		"@yuants/exchange": "0.8.5",
+		"@yuants/cache": "0.3.8",
 		"rxjs": "~7.5.6",
 		"ajv": "~8.12.0"
 	},
 	"devDependencies": {
-		"@microsoft/api-extractor": "~7.30.0",
 		"@rushstack/heft": "~0.47.5",
 		"@rushstack/heft-jest-plugin": "~0.16.8",
 		"@rushstack/heft-node-rig": "~1.10.7",
@@ -38,6 +37,7 @@
 		"registry": "https://registry.npmjs.org"
 	},
 	"scripts": {
-		"build": "heft test --clean && api-extractor run --local && yuan-toolkit post-build"
+		"build": "heft test --clean",
+		"test": "heft test --clean"
 	}
 }

package/dist/app-virtual-exchange.d.ts

@@ -1 +0,0 @@
-export { }

package/lib/tsdoc-metadata.json

@@ -1,11 +0,0 @@
-// This file is read by tools that parse documentation comments conforming to the TSDoc standard.
-// It should be published with your NPM package.  It should not be tracked by Git.
-{
-  "tsdocVersion": "0.12",
-  "toolPackages": [
-    {
-      "packageName": "@microsoft/api-extractor",
-      "packageVersion": "7.30.1"
-    }
-  ]
-}

package/temp/app-virtual-exchange.api.json

@@ -1,177 +0,0 @@
-{
-  "metadata": {
-    "toolPackage": "@microsoft/api-extractor",
-    "toolVersion": "7.30.1",
-    "schemaVersion": 1009,
-    "oldestForwardsCompatibleVersion": 1001,
-    "tsdocConfig": {
-      "$schema": "https://developer.microsoft.com/json-schemas/tsdoc/v0/tsdoc.schema.json",
-      "noStandardTags": true,
-      "tagDefinitions": [
-        {
-          "tagName": "@alpha",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@beta",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@defaultValue",
-          "syntaxKind": "block"
-        },
-        {
-          "tagName": "@decorator",
-          "syntaxKind": "block",
-          "allowMultiple": true
-        },
-        {
-          "tagName": "@deprecated",
-          "syntaxKind": "block"
-        },
-        {
-          "tagName": "@eventProperty",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@example",
-          "syntaxKind": "block",
-          "allowMultiple": true
-        },
-        {
-          "tagName": "@experimental",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@inheritDoc",
-          "syntaxKind": "inline"
-        },
-        {
-          "tagName": "@internal",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@label",
-          "syntaxKind": "inline"
-        },
-        {
-          "tagName": "@link",
-          "syntaxKind": "inline",
-          "allowMultiple": true
-        },
-        {
-          "tagName": "@override",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@packageDocumentation",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@param",
-          "syntaxKind": "block",
-          "allowMultiple": true
-        },
-        {
-          "tagName": "@privateRemarks",
-          "syntaxKind": "block"
-        },
-        {
-          "tagName": "@public",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@readonly",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@remarks",
-          "syntaxKind": "block"
-        },
-        {
-          "tagName": "@returns",
-          "syntaxKind": "block"
-        },
-        {
-          "tagName": "@sealed",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@see",
-          "syntaxKind": "block"
-        },
-        {
-          "tagName": "@throws",
-          "syntaxKind": "block",
-          "allowMultiple": true
-        },
-        {
-          "tagName": "@typeParam",
-          "syntaxKind": "block",
-          "allowMultiple": true
-        },
-        {
-          "tagName": "@virtual",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@betaDocumentation",
-          "syntaxKind": "modifier"
-        },
-        {
-          "tagName": "@internalRemarks",
-          "syntaxKind": "block"
-        },
-        {
-          "tagName": "@preapproved",
-          "syntaxKind": "modifier"
-        }
-      ],
-      "supportForTags": {
-        "@alpha": true,
-        "@beta": true,
-        "@defaultValue": true,
-        "@decorator": true,
-        "@deprecated": true,
-        "@eventProperty": true,
-        "@example": true,
-        "@experimental": true,
-        "@inheritDoc": true,
-        "@internal": true,
-        "@label": true,
-        "@link": true,
-        "@override": true,
-        "@packageDocumentation": true,
-        "@param": true,
-        "@privateRemarks": true,
-        "@public": true,
-        "@readonly": true,
-        "@remarks": true,
-        "@returns": true,
-        "@sealed": true,
-        "@see": true,
-        "@throws": true,
-        "@typeParam": true,
-        "@virtual": true,
-        "@betaDocumentation": true,
-        "@internalRemarks": true,
-        "@preapproved": true
-      },
-      "reportUnsupportedHtmlElements": false
-    }
-  },
-  "kind": "Package",
-  "canonicalReference": "@yuants/app-virtual-exchange!",
-  "docComment": "",
-  "name": "@yuants/app-virtual-exchange",
-  "preserveMemberOrder": false,
-  "members": [
-    {
-      "kind": "EntryPoint",
-      "canonicalReference": "@yuants/app-virtual-exchange!",
-      "name": "",
-      "preserveMemberOrder": false,
-      "members": []
-    }
-  ]
-}

package/temp/app-virtual-exchange.api.md

@@ -1,9 +0,0 @@
-## API Report File for "@yuants/app-virtual-exchange"
-
-> Do not edit this file. It is a report generated by [API Extractor](https://api-extractor.com/).
-
-```ts
-
-// (No @packageDocumentation comment for this package)
-
-```

package/temp/package-deps.json

@@ -1,56 +0,0 @@
-{
-    "apps/virtual-exchange/CHANGELOG.json": "56f09e32570267db12d422f9da8d2772a991b4ca",
-    "apps/virtual-exchange/CHANGELOG.md": "12dc1066fb7efc39680f463dd4ad69288b46102a",
-    "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": "16e48b1bbf511fb601cc40544613f9bea2c0f152",
-    "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": "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",
-    "apps/virtual-exchange/src/quote/__tests__/implementations.test.ts": "2ab7a385eaffe344d5ebfc87689399c096831b54",
-    "apps/virtual-exchange/src/quote/benchmark/ForkedQuoteStateComparisonTest.ts": "de83e52651e4ca3a330719e805298af3f195c696",
-    "apps/virtual-exchange/src/quote/benchmark/PerformanceTester.ts": "5de2f97bf856804bb98309939dab273334b373cc",
-    "apps/virtual-exchange/src/quote/benchmark/QuoteStateComparisonTest.ts": "1d9c11444333d6a27898d6c1209b1b84d37a9bab",
-    "apps/virtual-exchange/src/quote/benchmark/QuoteStateTestRunner.ts": "f7ef7815f7f3dd601aa22e8eb20aa0111ce59e17",
-    "apps/virtual-exchange/src/quote/benchmark/index.ts": "a3049b3d2bb05461abfcc442b63fbc81d032496a",
-    "apps/virtual-exchange/src/quote/benchmark/test-helpers.ts": "2f24c0bb8c9e92fb06ab3a5fdf8e7d5d999894f3",
-    "apps/virtual-exchange/src/quote/benchmark/worker.ts": "936e4332139e15d1278fcefaf0bb0c5fb66a38d2",
-    "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": "4ae86c1d5d8dc39c1c1fc695d6990d859e2c2137",
-    "apps/virtual-exchange/src/quote/implementations/v2.ts": "8723cede6cee6092ec0b8ce9b273ee92f47790cf",
-    "apps/virtual-exchange/src/quote/implementations/v3.ts": "f5e4f31c5592d84206d0a27ee51107ba9a91a53d",
-    "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": "8690d156db5850cde46c366a884d6fc707dc3b7c",
-    "apps/virtual-exchange/src/quote/types.ts": "4894fd3df8b5bb92e7aaacda9136fa3e70d45835",
-    "apps/virtual-exchange/src/series-data/DESIGN.md": "234bdf976d858b600ac1d08112da1ad867431bfb",
-    "apps/virtual-exchange/src/series-data/fifo-queue.ts": "dfe554dbb36142949bab25705ebefbb2383d613a",
-    "apps/virtual-exchange/src/series-data/index.ts": "e441a01409f67aea91e9cf84665bfe6afb4a4e32",
-    "apps/virtual-exchange/src/series-data/scheduler.ts": "6a6ca452acdd8ca27848f65245ab0152c8ba098e",
-    "apps/virtual-exchange/tsconfig.json": "22f94ca28b507f8ddcc21b9053158eefd3f726a9",
-    "apps/virtual-exchange/.rush/temp/shrinkwrap-deps.json": "deae9008e3c44e2cebc6f5c3c301b2e0ba45555e",
-    "libraries/protocol/temp/package-deps.json": "ad2b09da06aa0b6d98e9ca145c3da7c8418f30d1",
-    "libraries/utils/temp/package-deps.json": "6afd4e6b9f8348c0c24e05f7289101fc6b8fa5a9",
-    "libraries/data-product/temp/package-deps.json": "77b545e27fbd147bf5fded94beb5baaa33687563",
-    "libraries/data-account/temp/package-deps.json": "ec07276e124d707820e348948c8689cd4b4d5a84",
-    "libraries/data-order/temp/package-deps.json": "d2826719d6e1f86ad64cfe6556a0f61352e02897",
-    "libraries/data-quote/temp/package-deps.json": "5aa2671e9a9e7b94827a8891049c4af5eefe757e",
-    "libraries/data-ohlc/temp/package-deps.json": "f6a0a2248e237fe960daf27c93071ec1c3235fa3",
-    "libraries/data-interest-rate/temp/package-deps.json": "d1a26e2ed8d3ecd147e0b3a897927720d7760597",
-    "libraries/secret/temp/package-deps.json": "3dc2808f0b7de3ab417aa1302a5587f5d1c0ba46",
-    "libraries/sql/temp/package-deps.json": "1fb8bcfa1bd3912150e7567770b065794a3b2138",
-    "libraries/exchange/temp/package-deps.json": "8315951811f0278801081fe8e48ba07213af6816",
-    "libraries/cache/temp/package-deps.json": "8faf993aa54072a8cc7773ca9502618ec1660be1",
-    "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
-}