@yuants/app-virtual-exchange 0.16.0 → 0.18.0

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

@@ -1 +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"]}
+{"version":3,"file":"backwards-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":";AAAA,0BAA0B;AAC1B,6DAA6D;AAC7D,yDAAyD;AACzD,qCAAqC;;;AAOrC,+CAA4C;AAC5C,yCAAoE;AACpE,+CAAkE;AAElE,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,aAAa,GAAG,QAAQ,CAAC,OAAO;KACnC,OAAO,CAAC,+BAA+B,EAAE,EAAE,CAAC;KAC5C,MAAM,CAAC,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,UAAU,EAAE,CAAC,CAAC;AAEnF,MAAM,gCAAgC,GAAG,KAAK,EACnD,UAAkB,EAClB,IAAkC,EAClC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;IAC/C,sBAAsB;IACtB,MAAM,IAAA,mBAAW,EAAC,0BAA0B,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IAChF,IAAI,GAA+B,CAAC;IACpC,IAAI,IAAI,CAAC,SAAS,KAAK,UAAU,EAAE;QACjC,MAAM,SAAS,GAAG,MAAM,IAAA,+CAAiC,EAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;QAChF,MAAM,UAAU,GAAG,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,SAAS,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;QAE1E,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,UAAU;YACrB,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;SAAM;QACL,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,SAAS;YACpB,IAAI,EAAE,CAAC;SACR,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,2CAA2C,EAC3C,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,eAAe,GAAG,CAAC,SAAS,UAAU,IAAA,kBAAU,EAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CACzF,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,oBAAoB,EACpB,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,2CAA2C,EAC3C,QAAQ,EACR,aAAa,UAAU,oBAAoB,GAAG,CAAC,WAAW,gBAAgB,IAAA,kBAAU,EAClF,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,IAAA,kBAAU,EAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC;AAhDW,QAAA,gCAAgC,oCAgD3C","sourcesContent":["// 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 IngestInterestRate 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 {\n  IIngestInterestRateRequest,\n  IInterestRateServiceMetadata,\n  ISeriesIngestResult,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime, tokenBucket } from '@yuants/utils';\nimport { findInterestRateStartTimeBackward } from './sql-helpers';\n\nconst terminal = Terminal.fromNodeEnv();\nconst ingestCounter = terminal.metrics\n  .counter('series_collector_ingest_count', '')\n  .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'backward' });\n\nexport const handleIngestInterestRateBackward = async (\n  product_id: string,\n  meta: IInterestRateServiceMetadata,\n  signal: AbortSignal,\n) => {\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:backward:${datasource_id}`).acquire(1, signal);\n  let req: IIngestInterestRateRequest;\n  if (meta.direction === 'backward') {\n    const startTime = await findInterestRateStartTimeBackward(terminal, product_id);\n    const start_time = startTime ? new Date(startTime).getTime() : Date.now();\n\n    req = {\n      product_id: product_id,\n      direction: 'backward',\n      time: start_time,\n    };\n  } else {\n    req = {\n      product_id: product_id,\n      direction: 'forward',\n      time: 0,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Backward]',\n    'Request',\n    `product_id=${req.product_id}, direction=${req.direction}, time=${formatTime(req.time)}`,\n  );\n\n  const res = await terminal.client.requestForResponseData<IIngestInterestRateRequest, ISeriesIngestResult>(\n    'IngestInterestRate',\n    req,\n  );\n\n  ingestCounter.inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Backward]',\n    'Result',\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"]}

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

@@ -1,2 +1,3 @@
-export {};
+/// <reference types="node" />
+export declare const handleIngestOHLCBackward: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=backwards-ohlc.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"backwards-ohlc.d.ts","sourceRoot":"","sources":["../../src/series-collector/backwards-ohlc.ts"],"names":[],"mappings":""}
+{"version":3,"file":"backwards-ohlc.d.ts","sourceRoot":"","sources":["../../src/series-collector/backwards-ohlc.ts"],"names":[],"mappings":";AAiBA,eAAO,MAAM,wBAAwB,cACxB,MAAM,aACN,SAAS,GAAG,UAAU,UACzB,WAAW,kBA6DpB,CAAC"}

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

@@ -4,78 +4,45 @@
 // 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 });
+exports.handleIngestOHLCBackward = void 0;
 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 {
-            }
-        }
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'backward' });
+const handleIngestOHLCBackward = async (series_id, direction, signal) => {
+    var _a, _b, _c, _d;
+    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)(`ohlc:backward:${datasource_id}`).acquire(1, signal);
+    let req;
+    if (direction === 'backward') {
+        const [record] = await (0, sql_1.requestSQL)(terminal, `select start_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(series_id)} and table_name = 'ohlc_v2' order by start_time limit 1`);
+        const start_time = record ? new Date(record.start_time).getTime() : Date.now();
+        req = {
+            product_id,
+            duration,
+            direction: 'backward',
+            time: start_time,
+        };
     }
-    console.timeEnd('[SeriesCollector][Backwards] calc');
-    return series_ids;
+    else {
+        // forward
+        req = {
+            product_id,
+            duration,
+            direction,
+            time: 0,
+        };
+    }
+    console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][OHLC][Backward]', 'Request', `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${(0, utils_1.formatTime)(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestOHLC', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][OHLC][Backward]', 'Response', `series_id=${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)}`);
 };
-(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();
+exports.handleIngestOHLCBackward = handleIngestOHLCBackward;
 //# sourceMappingURL=backwards-ohlc.js.map

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

@@ -1 +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"]}
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package/lib/series-collector/discovery.d.ts

@@ -0,0 +1,12 @@
+import { IInterestRateServiceMetadata } from '@yuants/exchange';
+/**
+ * 列出所有支持利率的品种系列ID以及对应的 Service Metadata
+ * @returns
+ */
+export declare const listInterestRateSeriesIds: () => Promise<Map<string, IInterestRateServiceMetadata>>;
+/**
+ *
+ * @returns
+ */
+export declare const listOHLCSeriesIds: () => Promise<Map<string, "backward" | "forward">>;
+//# sourceMappingURL=discovery.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"discovery.d.ts","sourceRoot":"","sources":["../../src/series-collector/discovery.ts"],"names":[],"mappings":"AAGA,OAAO,EACL,4BAA4B,EAG7B,MAAM,kBAAkB,CAAC;AAM1B;;;GAGG;AACH,eAAO,MAAM,yBAAyB,0DAwBrC,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,iBAAiB,oDAuB7B,CAAC"}

package/lib/series-collector/discovery.js

@@ -0,0 +1,67 @@
+"use strict";
+// 发现所有支持利率的品种系列ID
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.listOHLCSeriesIds = exports.listInterestRateSeriesIds = void 0;
+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 terminal = protocol_1.Terminal.fromNodeEnv();
+/**
+ * 列出所有支持利率的品种系列ID以及对应的 Service Metadata
+ * @returns
+ */
+const listInterestRateSeriesIds = async () => {
+    const product_ids = await (0, sql_1.requestSQL)(terminal, 
+    // 必须是支持利率的品种
+    `select product_id from product where no_interest_rate = false`);
+    const series_ids = new Map();
+    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);
+                for (const { product_id } of product_ids) {
+                    if (!product_id.startsWith(meta.product_id_prefix))
+                        continue;
+                    series_ids.set(product_id, meta);
+                }
+            }
+            finally {
+            }
+        }
+    }
+    return series_ids;
+};
+exports.listInterestRateSeriesIds = listInterestRateSeriesIds;
+/**
+ *
+ * @returns
+ */
+const listOHLCSeriesIds = async () => {
+    const product_ids = await (0, sql_1.requestSQL)(terminal, `select product_id from product`);
+    const series_ids = new Map();
+    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);
+                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.set(series_id, meta.direction);
+                    }
+                }
+            }
+            finally {
+            }
+        }
+    }
+    return series_ids;
+};
+exports.listOHLCSeriesIds = listOHLCSeriesIds;
+//# sourceMappingURL=discovery.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"discovery.js","sourceRoot":"","sources":["../../src/series-collector/discovery.ts"],"names":[],"mappings":";AAAA,kBAAkB;;;AAElB,iDAAuD;AACvD,+CAI0B;AAC1B,+CAA4C;AAC5C,qCAAyC;AAEzC,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC;;;GAGG;AACI,MAAM,yBAAyB,GAAG,KAAK,IAAI,EAAE;IAClD,MAAM,WAAW,GAAG,MAAM,IAAA,gBAAU,EAClC,QAAQ;IACR,aAAa;IACb,+DAA+D,CAChE,CAAC;IAEF,MAAM,UAAU,GAAG,IAAI,GAAG,EAAwC,CAAC;IACnE,KAAK,MAAM,YAAY,IAAI,QAAQ,CAAC,aAAa,EAAE;QACjD,KAAK,MAAM,WAAW,IAAI,MAAM,CAAC,MAAM,CAAC,YAAY,CAAC,WAAW,IAAI,EAAE,CAAC,EAAE;YACvE,IAAI,WAAW,CAAC,MAAM,KAAK,oBAAoB;gBAAE,SAAS;YAC1D,IAAI;gBACF,MAAM,IAAI,GAAG,IAAA,qDAA0C,EAAC,WAAW,CAAC,MAAM,CAAC,CAAC;gBAE5E,KAAK,MAAM,EAAE,UAAU,EAAE,IAAI,WAAW,EAAE;oBACxC,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC,iBAAiB,CAAC;wBAAE,SAAS;oBAC7D,UAAU,CAAC,GAAG,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;iBAClC;aACF;oBAAS;aACT;SACF;KACF;IAED,OAAO,UAAU,CAAC;AACpB,CAAC,CAAC;AAxBW,QAAA,yBAAyB,6BAwBpC;AAEF;;;GAGG;AACI,MAAM,iBAAiB,GAAG,KAAK,IAAI,EAAE;IAC1C,MAAM,WAAW,GAAG,MAAM,IAAA,gBAAU,EAA2B,QAAQ,EAAE,gCAAgC,CAAC,CAAC;IAE3G,MAAM,UAAU,GAAG,IAAI,GAAG,EAAkC,CAAC;IAC7D,KAAK,MAAM,YAAY,IAAI,QAAQ,CAAC,aAAa,EAAE;QACjD,KAAK,MAAM,WAAW,IAAI,MAAM,CAAC,MAAM,CAAC,YAAY,CAAC,WAAW,IAAI,EAAE,CAAC,EAAE;YACvE,IAAI,WAAW,CAAC,MAAM,KAAK,YAAY;gBAAE,SAAS;YAClD,IAAI;gBACF,MAAM,IAAI,GAAG,IAAA,6CAAkC,EAAC,WAAW,CAAC,MAAM,CAAC,CAAC;gBAEpE,KAAK,MAAM,EAAE,UAAU,EAAE,IAAI,WAAW,EAAE;oBACxC,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC,iBAAiB,CAAC;wBAAE,SAAS;oBAC7D,KAAK,MAAM,QAAQ,IAAI,IAAI,CAAC,aAAa,EAAE;wBACzC,MAAM,SAAS,GAAG,IAAA,8BAAkB,EAAC,UAAU,EAAE,QAAQ,CAAC,CAAC;wBAC3D,UAAU,CAAC,GAAG,CAAC,SAAS,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;qBAC3C;iBACF;aACF;oBAAS;aACT;SACF;KACF;IAED,OAAO,UAAU,CAAC;AACpB,CAAC,CAAC;AAvBW,QAAA,iBAAiB,qBAuB5B","sourcesContent":["// 发现所有支持利率的品种系列ID\n\nimport { encodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport {\n  IInterestRateServiceMetadata,\n  parseInterestRateServiceMetadataFromSchema,\n  parseOHLCServiceMetadataFromSchema,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { requestSQL } from '@yuants/sql';\n\nconst terminal = Terminal.fromNodeEnv();\n\n/**\n * 列出所有支持利率的品种系列ID以及对应的 Service Metadata\n * @returns\n */\nexport const listInterestRateSeriesIds = async () => {\n  const product_ids = await requestSQL<{ product_id: string }[]>(\n    terminal,\n    // 必须是支持利率的品种\n    `select product_id from product where no_interest_rate = false`,\n  );\n\n  const series_ids = new Map<string, IInterestRateServiceMetadata>();\n  for (const terminalInfo of terminal.terminalInfos) {\n    for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {\n      if (serviceInfo.method !== 'IngestInterestRate') continue;\n      try {\n        const meta = parseInterestRateServiceMetadataFromSchema(serviceInfo.schema);\n\n        for (const { product_id } of product_ids) {\n          if (!product_id.startsWith(meta.product_id_prefix)) continue;\n          series_ids.set(product_id, meta);\n        }\n      } finally {\n      }\n    }\n  }\n\n  return series_ids;\n};\n\n/**\n *\n * @returns\n */\nexport const listOHLCSeriesIds = async () => {\n  const product_ids = await requestSQL<{ product_id: string }[]>(terminal, `select product_id from product`);\n\n  const series_ids = new Map<string, 'forward' | 'backward'>();\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\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.set(series_id, meta.direction);\n          }\n        }\n      } finally {\n      }\n    }\n  }\n\n  return series_ids;\n};\n"]}

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

@@ -1,2 +1,4 @@
-export {};
+/// <reference types="node" />
+import { IInterestRateServiceMetadata } from '@yuants/exchange';
+export declare const handleIngestInterestRateForward: (product_id: string, meta: IInterestRateServiceMetadata, signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=forwards-interest-rate.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"forwards-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/forwards-interest-rate.ts"],"names":[],"mappings":""}
+{"version":3,"file":"forwards-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/forwards-interest-rate.ts"],"names":[],"mappings":";AAKA,OAAO,EAEL,4BAA4B,EAE7B,MAAM,kBAAkB,CAAC;AAW1B,eAAO,MAAM,+BAA+B,eAC9B,MAAM,QACZ,4BAA4B,UAC1B,WAAW,kBAgDpB,CAAC"}

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

@@ -4,80 +4,43 @@
 // 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");
+exports.handleIngestInterestRateForward = void 0;
 const protocol_1 = require("@yuants/protocol");
-const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
+const sql_helpers_1 = require("./sql-helpers");
 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][Forwards] calc');
-    const series_ids = new Map();
-    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);
-                for (const { product_id } of product_ids) {
-                    if (!product_id.startsWith(meta.product_id_prefix))
-                        continue;
-                    series_ids.set(product_id, meta);
-                }
-            }
-            finally {
-            }
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'forward' });
+const handleIngestInterestRateForward = async (product_id, meta, signal) => {
+    var _a, _b, _c, _d;
+    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:forwards:${datasource_id}`).acquire(1, signal);
+    {
+        let req;
+        if (meta.direction === 'forward') {
+            const endTime = await (0, sql_helpers_1.findInterestRateEndTimeForward)(terminal, product_id);
+            const time = endTime ? new Date(endTime).getTime() : 0;
+            req = {
+                product_id: product_id,
+                direction: 'forward',
+                time,
+            };
         }
+        else {
+            // backward
+            req = {
+                product_id,
+                direction: 'backward',
+                time: Date.now(),
+            };
+        }
+        console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Request', `product_id=${req.product_id}, direction=${req.direction}, time=${(0, utils_1.formatTime)(req.time)}`);
+        const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
+        ingestCounter.inc(res.wrote_count || 0);
+        console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Result', `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)}`);
     }
-    console.timeEnd('[SeriesCollector][InterestRate][Forwards] calc');
-    return series_ids;
 };
-(0, rxjs_1.defer)(async () => {
-    const series_ids = await listBackwardSeriesIds();
-    console.log(`[SeriesCollector][InterestRate][Forwards] Found ${series_ids.size} series to collect forwards data for. `);
-    await Promise.all([...series_ids].map(async ([product_id, meta]) => {
-        var _a, _b, _c, _d;
-        try {
-            const [datasource_id] = (0, utils_1.decodePath)(product_id);
-            // 控制速率：每个数据源每秒钟只能请求一次
-            await (0, utils_1.tokenBucket)(`interest_rate_forwards:${datasource_id}`, {
-                refillInterval: 1000,
-                capacity: 1,
-            }).acquire();
-            {
-                let req;
-                if (meta.direction === 'forward') {
-                    const [record] = await (0, sql_1.requestSQL)(terminal, `select end_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(product_id)} and table_name = 'interest_rate' order by end_time desc limit 1`);
-                    const time = record ? new Date(record.end_time).getTime() : 0;
-                    req = {
-                        product_id: product_id,
-                        direction: 'forward',
-                        time,
-                    };
-                }
-                else {
-                    // backward
-                    req = {
-                        product_id,
-                        direction: 'backward',
-                        time: Date.now(),
-                    };
-                }
-                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestInterestRateRequestForwardTask', `product_id=${req.product_id}, direction=${req.direction}, time=${(0, utils_1.formatTime)(req.time)}`);
-                const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
-                terminal.metrics
-                    .counter('series_collector_forwards_ingest_count', '')
-                    .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate' })
-                    .inc(res.wrote_count || 0);
-                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestInterestRateRequestForwardTaskResult', `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()), 'DispatchIngestInterestRateErrorForwards', `series_id=${product_id}`, e);
-        }
-    }));
-})
-    .pipe((0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.repeat)({ delay: 1000 }))
-    .subscribe();
+exports.handleIngestInterestRateForward = handleIngestInterestRateForward;
 //# sourceMappingURL=forwards-interest-rate.js.map

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

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解决 Forwards 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 Forwards 拉取的序列。\n// 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。\n// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。\n\nimport {\n  IIngestInterestRateRequest,\n  IInterestRateServiceMetadata,\n  ISeriesIngestResult,\n  parseInterestRateServiceMetadataFromSchema,\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][InterestRate][Forwards] calc');\n\n  const series_ids = new Map<string, IInterestRateServiceMetadata>();\n  for (const terminalInfo of terminal.terminalInfos) {\n    for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {\n      if (serviceInfo.method !== 'IngestInterestRate') continue;\n      try {\n        const meta = parseInterestRateServiceMetadataFromSchema(serviceInfo.schema);\n\n        for (const { product_id } of product_ids) {\n          if (!product_id.startsWith(meta.product_id_prefix)) continue;\n          series_ids.set(product_id, meta);\n        }\n      } finally {\n      }\n    }\n  }\n\n  console.timeEnd('[SeriesCollector][InterestRate][Forwards] calc');\n\n  return series_ids;\n};\n\ndefer(async () => {\n  const series_ids = await listBackwardSeriesIds();\n  console.log(\n    `[SeriesCollector][InterestRate][Forwards] Found ${series_ids.size} series to collect forwards data for. `,\n  );\n\n  await Promise.all(\n    [...series_ids].map(async ([product_id, meta]) => {\n      try {\n        const [datasource_id] = decodePath(product_id);\n        // 控制速率：每个数据源每秒钟只能请求一次\n        await tokenBucket(`interest_rate_forwards:${datasource_id}`, {\n          refillInterval: 1000,\n          capacity: 1,\n        }).acquire();\n        {\n          let req: IIngestInterestRateRequest;\n          if (meta.direction === 'forward') {\n            const [record] = await requestSQL<\n              {\n                end_time: string;\n              }[]\n            >(\n              terminal,\n              `select end_time from series_data_range where series_id = ${escapeSQL(\n                product_id,\n              )} and table_name = 'interest_rate' order by end_time desc limit 1`,\n            );\n            const time = record ? new Date(record.end_time).getTime() : 0;\n\n            req = {\n              product_id: product_id,\n              direction: 'forward',\n              time,\n            };\n          } else {\n            // backward\n            req = {\n              product_id,\n              direction: 'backward',\n              time: Date.now(),\n            };\n          }\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestInterestRateRequestForwardTask',\n            `product_id=${req.product_id}, direction=${req.direction}, time=${formatTime(req.time)}`,\n          );\n          const res = await terminal.client.requestForResponseData<\n            IIngestInterestRateRequest,\n            ISeriesIngestResult\n          >('IngestInterestRate', req);\n\n          terminal.metrics\n            .counter('series_collector_forwards_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            'DispatchIngestInterestRateRequestForwardTaskResult',\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(\n          formatTime(Date.now()),\n          'DispatchIngestInterestRateErrorForwards',\n          `series_id=${product_id}`,\n          e,\n        );\n      }\n    }),\n  );\n})\n  .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))\n  .subscribe();\n"]}
+{"version":3,"file":"forwards-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/forwards-interest-rate.ts"],"names":[],"mappings":";AAAA,yBAAyB;AACzB,4DAA4D;AAC5D,yDAAyD;AACzD,qCAAqC;;;AAOrC,+CAA4C;AAC5C,yCAAoE;AACpE,+CAA+D;AAE/D,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,aAAa,GAAG,QAAQ,CAAC,OAAO;KACnC,OAAO,CAAC,+BAA+B,EAAE,EAAE,CAAC;KAC5C,MAAM,CAAC,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;AAElF,MAAM,+BAA+B,GAAG,KAAK,EAClD,UAAkB,EAClB,IAAkC,EAClC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;IAC/C,sBAAsB;IACtB,MAAM,IAAA,mBAAW,EAAC,0BAA0B,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IAEhF;QACE,IAAI,GAA+B,CAAC;QACpC,IAAI,IAAI,CAAC,SAAS,KAAK,SAAS,EAAE;YAChC,MAAM,OAAO,GAAG,MAAM,IAAA,4CAA8B,EAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;YAC3E,MAAM,IAAI,GAAG,OAAO,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;YAEvD,GAAG,GAAG;gBACJ,UAAU,EAAE,UAAU;gBACtB,SAAS,EAAE,SAAS;gBACpB,IAAI;aACL,CAAC;SACH;aAAM;YACL,WAAW;YACX,GAAG,GAAG;gBACJ,UAAU;gBACV,SAAS,EAAE,UAAU;gBACrB,IAAI,EAAE,IAAI,CAAC,GAAG,EAAE;aACjB,CAAC;SACH;QAED,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,0CAA0C,EAC1C,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,eAAe,GAAG,CAAC,SAAS,UAAU,IAAA,kBAAU,EAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CACzF,CAAC;QACF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,oBAAoB,EACpB,GAAG,CACJ,CAAC;QAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;QAExC,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,0CAA0C,EAC1C,QAAQ,EACR,aAAa,UAAU,oBAAoB,GAAG,CAAC,WAAW,gBAAgB,IAAA,kBAAU,EAClF,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,IAAA,kBAAU,EAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;KACH;AACH,CAAC,CAAC;AAnDW,QAAA,+BAA+B,mCAmD1C","sourcesContent":["// 解决 Forwards 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 Forwards 拉取的序列。\n// 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。\n// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。\n\nimport {\n  IIngestInterestRateRequest,\n  IInterestRateServiceMetadata,\n  ISeriesIngestResult,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, formatTime, tokenBucket } from '@yuants/utils';\nimport { findInterestRateEndTimeForward } from './sql-helpers';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst ingestCounter = terminal.metrics\n  .counter('series_collector_ingest_count', '')\n  .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'forward' });\n\nexport const handleIngestInterestRateForward = async (\n  product_id: string,\n  meta: IInterestRateServiceMetadata,\n  signal: AbortSignal,\n) => {\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:forwards:${datasource_id}`).acquire(1, signal);\n\n  {\n    let req: IIngestInterestRateRequest;\n    if (meta.direction === 'forward') {\n      const endTime = await findInterestRateEndTimeForward(terminal, product_id);\n      const time = endTime ? new Date(endTime).getTime() : 0;\n\n      req = {\n        product_id: product_id,\n        direction: 'forward',\n        time,\n      };\n    } else {\n      // backward\n      req = {\n        product_id,\n        direction: 'backward',\n        time: Date.now(),\n      };\n    }\n\n    console.info(\n      formatTime(Date.now()),\n      '[SeriesCollector][InterestRate][Forward]',\n      'Request',\n      `product_id=${req.product_id}, direction=${req.direction}, time=${formatTime(req.time)}`,\n    );\n    const res = await terminal.client.requestForResponseData<IIngestInterestRateRequest, ISeriesIngestResult>(\n      'IngestInterestRate',\n      req,\n    );\n\n    ingestCounter.inc(res.wrote_count || 0);\n\n    console.info(\n      formatTime(Date.now()),\n      '[SeriesCollector][InterestRate][Forward]',\n      'Result',\n      `series_id=${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};\n"]}

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

@@ -1,2 +1,3 @@
-export {};
+/// <reference types="node" />
+export declare const handleIngestOHLCForward: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=forwards-ohlc.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"forwards-ohlc.d.ts","sourceRoot":"","sources":["../../src/series-collector/forwards-ohlc.ts"],"names":[],"mappings":""}
+{"version":3,"file":"forwards-ohlc.d.ts","sourceRoot":"","sources":["../../src/series-collector/forwards-ohlc.ts"],"names":[],"mappings":";AAiBA,eAAO,MAAM,uBAAuB,cACvB,MAAM,aACN,SAAS,GAAG,UAAU,UACzB,WAAW,kBA6DpB,CAAC"}

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

@@ -4,78 +4,45 @@
 // 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 });
+exports.handleIngestOHLCForward = void 0;
 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 listForwardSeriesIds = async () => {
-    const product_ids = await (0, sql_1.requestSQL)(terminal, `select product_id from product`);
-    console.time('[SeriesCollector][OHLC][Forwards] 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 !== 'forward')
-                    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 {
-            }
-        }
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'forward' });
+const handleIngestOHLCForward = async (series_id, direction, signal) => {
+    var _a, _b, _c, _d;
+    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)(`ohlc:forward:${datasource_id}`).acquire();
+    let req;
+    if (direction === 'forward') {
+        const [record] = await (0, sql_1.requestSQL)(terminal, `select end_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(series_id)} and table_name = 'ohlc_v2' order by end_time desc limit 1`);
+        const time = record ? new Date(record.end_time).getTime() : 0;
+        req = {
+            product_id,
+            duration,
+            direction: 'forward',
+            time,
+        };
     }
-    console.timeEnd('[SeriesCollector][OHLC][Forwards] calc');
-    return series_ids;
+    else {
+        // backward
+        req = {
+            product_id,
+            duration,
+            direction,
+            time: Date.now(),
+        };
+    }
+    console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][OHLC][Forward]', 'Request', `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${(0, utils_1.formatTime)(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestOHLC', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][OHLC][Forward]', 'Response', `series_id=${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)}`);
 };
-(0, rxjs_1.defer)(async () => {
-    const time = Date.now();
-    const series_ids = await listForwardSeriesIds();
-    console.log(`[SeriesCollector][OHLC][Forwards] Found ${series_ids.size} series to collect forwards data for. (${(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)(`ohlc_forwards_target_${datasource_id}`, {
-                refillInterval: 1000,
-                capacity: 1,
-            }).acquire();
-            {
-                const [record] = await (0, sql_1.requestSQL)(terminal, `select end_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(series_id)} and table_name = 'ohlc_v2' order by end_time desc limit 1`);
-                const time = record ? new Date(record.end_time).getTime() : 0;
-                const req = {
-                    product_id,
-                    duration,
-                    direction: 'forward',
-                    time,
-                };
-                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestOHLC_Forwards', `product_id=${product_id}, duration=${duration}, time=${(0, utils_1.formatTime)(time)}`);
-                const res = await terminal.client.requestForResponseData('IngestOHLC', req);
-                terminal.metrics
-                    .counter('series_collector_forwards_ingest_count', '')
-                    .labels({ terminal_id: terminal.terminal_id, type: 'ohlc' })
-                    .inc(res.wrote_count || 0);
-                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestOHLCResult_Forwards', `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_Forwards', `series_id=${series_id}`, e);
-        }
-    }));
-})
-    .pipe((0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.repeat)({ delay: 1000 }))
-    .subscribe();
+exports.handleIngestOHLCForward = handleIngestOHLCForward;
 //# sourceMappingURL=forwards-ohlc.js.map