@yuants/app-virtual-exchange 0.17.0 → 0.18.0

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

@@ -6,6 +6,9 @@ import { Terminal } from '@yuants/protocol';
 import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
 import { findInterestRateStartTimeBackward } from './sql-helpers';
 const terminal = Terminal.fromNodeEnv();
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'backward' });
 export const handleIngestInterestRateBackward = async (product_id, meta, signal) => {
     var _a, _b, _c, _d;
     const [datasource_id] = decodePath(product_id);
@@ -30,10 +33,7 @@ export const handleIngestInterestRateBackward = async (product_id, meta, signal)
     }
     console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Backward]', 'Request', `product_id=${req.product_id}, direction=${req.direction}, time=${formatTime(req.time)}`);
     const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
-    terminal.metrics
-        .counter('series_collector_ingest_count', '')
-        .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'backward' })
-        .inc(res.wrote_count || 0);
+    ingestCounter.inc(res.wrote_count || 0);
     console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Backward]', 'Result', `series_id=${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)}`);
 };
 //# sourceMappingURL=backwards-interest-rate.js.map

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

@@ -1 +1 @@
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package/dist/series-collector/backwards-ohlc.js

@@ -2,78 +2,43 @@
 // 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 { decodeOHLCSeriesId } from '@yuants/data-ohlc';
 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 {
-            }
-        }
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'backward' });
+export const handleIngestOHLCBackward = async (series_id, direction, signal) => {
+    var _a, _b, _c, _d;
+    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(`ohlc:backward:${datasource_id}`).acquire(1, signal);
+    let req;
+    if (direction === 'backward') {
+        const [record] = await requestSQL(terminal, `select start_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = 'ohlc_v2' order by start_time limit 1`);
+        const start_time = record ? new Date(record.start_time).getTime() : Date.now();
+        req = {
+            product_id,
+            duration,
+            direction: 'backward',
+            time: start_time,
+        };
     }
-    console.timeEnd('[SeriesCollector][Backwards] calc');
-    return series_ids;
+    else {
+        // forward
+        req = {
+            product_id,
+            duration,
+            direction,
+            time: 0,
+        };
+    }
+    console.info(formatTime(Date.now()), '[SeriesCollector][OHLC][Backward]', 'Request', `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${formatTime(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestOHLC', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info(formatTime(Date.now()), '[SeriesCollector][OHLC][Backward]', 'Response', `series_id=${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)}`);
 };
-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

@@ -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"]}
+{"version":3,"file":"backwards-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/backwards-ohlc.ts"],"names":[],"mappings":"AAAA,0BAA0B;AAC1B,6DAA6D;AAC7D,iDAAiD;AACjD,qCAAqC;AAErC,OAAO,EAAE,kBAAkB,EAAE,MAAM,mBAAmB,CAAC;AAEvD,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAEpE,MAAM,QAAQ,GAAG,QAAQ,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,MAAM,EAAE,IAAI,EAAE,UAAU,EAAE,CAAC,CAAC;AAEjF,MAAM,CAAC,MAAM,wBAAwB,GAAG,KAAK,EAC3C,SAAiB,EACjB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,kBAAkB,CAAC,SAAS,CAAC,CAAC;IAC/D,MAAM,CAAC,aAAa,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC/C,sBAAsB;IACtB,MAAM,WAAW,CAAC,iBAAiB,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IAEvE,IAAI,GAAuB,CAAC;IAC5B,IAAI,SAAS,KAAK,UAAU,EAAE;QAC5B,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAK/B,QAAQ,EACR,8DAA8D,SAAS,CACrE,SAAS,CACV,yDAAyD,CAC3D,CAAC;QACF,MAAM,UAAU,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;QAE/E,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS,EAAE,UAAU;YACrB,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;SAAM;QACL,UAAU;QACV,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS;YACT,IAAI,EAAE,CAAC;SACR,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,mCAAmC,EACnC,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,cAAc,GAAG,CAAC,QAAQ,eAAe,GAAG,CAAC,SAAS,UAAU,UAAU,CACpG,GAAG,CAAC,IAAI,CACT,EAAE,CACJ,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,YAAY,EACZ,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,mCAAmC,EACnC,UAAU,EACV,aAAa,SAAS,oBAAoB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CACjF,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,UAAU,CAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC","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 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 } from '@yuants/data-ohlc';\nimport { IIngestOHLCRequest, ISeriesIngestResult } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { decodePath, formatTime, tokenBucket } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst ingestCounter = terminal.metrics\n  .counter('series_collector_ingest_count', '')\n  .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'backward' });\n\nexport const handleIngestOHLCBackward = async (\n  series_id: string,\n  direction: 'forward' | 'backward',\n  signal: AbortSignal,\n) => {\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(`ohlc:backward:${datasource_id}`).acquire(1, signal);\n\n  let req: IIngestOHLCRequest;\n  if (direction === 'backward') {\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 = ${escapeSQL(\n        series_id,\n      )} and table_name = 'ohlc_v2' order by start_time limit 1`,\n    );\n    const start_time = record ? new Date(record.start_time).getTime() : Date.now();\n\n    req = {\n      product_id,\n      duration,\n      direction: 'backward',\n      time: start_time,\n    };\n  } else {\n    // forward\n    req = {\n      product_id,\n      duration,\n      direction,\n      time: 0,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Backward]',\n    'Request',\n    `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${formatTime(\n      req.time,\n    )}`,\n  );\n\n  const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n    'IngestOHLC',\n    req,\n  );\n\n  ingestCounter.inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Backward]',\n    'Response',\n    `series_id=${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"]}

package/dist/series-collector/discovery.js

@@ -1,5 +1,6 @@
 // 发现所有支持利率的品种系列ID
-import { parseInterestRateServiceMetadataFromSchema } from '@yuants/exchange';
+import { encodeOHLCSeriesId } from '@yuants/data-ohlc';
+import { parseInterestRateServiceMetadataFromSchema, parseOHLCServiceMetadataFromSchema, } from '@yuants/exchange';
 import { Terminal } from '@yuants/protocol';
 import { requestSQL } from '@yuants/sql';
 const terminal = Terminal.fromNodeEnv();
@@ -30,4 +31,32 @@ export const listInterestRateSeriesIds = async () => {
     }
     return series_ids;
 };
+/**
+ *
+ * @returns
+ */
+export const listOHLCSeriesIds = async () => {
+    const product_ids = await 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 = 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 = encodeOHLCSeriesId(product_id, duration);
+                        series_ids.set(series_id, meta.direction);
+                    }
+                }
+            }
+            finally {
+            }
+        }
+    }
+    return series_ids;
+};
 //# sourceMappingURL=discovery.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"discovery.js","sourceRoot":"","sources":["../../src/series-collector/discovery.ts"],"names":[],"mappings":"AAAA,kBAAkB;AAElB,OAAO,EAAE,kBAAkB,EAAE,MAAM,mBAAmB,CAAC;AACvD,OAAO,EAEL,0CAA0C,EAC1C,kCAAkC,GACnC,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAEzC,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC;;;GAGG;AACH,MAAM,CAAC,MAAM,yBAAyB,GAAG,KAAK,IAAI,EAAE;IAClD,MAAM,WAAW,GAAG,MAAM,UAAU,CAClC,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,0CAA0C,CAAC,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;AAEF;;;GAGG;AACH,MAAM,CAAC,MAAM,iBAAiB,GAAG,KAAK,IAAI,EAAE;IAC1C,MAAM,WAAW,GAAG,MAAM,UAAU,CAA2B,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,kCAAkC,CAAC,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,kBAAkB,CAAC,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","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/dist/series-collector/forwards-interest-rate.js

@@ -6,11 +6,14 @@ import { Terminal } from '@yuants/protocol';
 import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
 import { findInterestRateEndTimeForward } from './sql-helpers';
 const terminal = Terminal.fromNodeEnv();
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'forward' });
 export const handleIngestInterestRateForward = async (product_id, meta, signal) => {
     var _a, _b, _c, _d;
     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_forwards:${datasource_id}`).acquire(1, signal);
+    await tokenBucket(`interest_rate:forwards:${datasource_id}`).acquire(1, signal);
     {
         let req;
         if (meta.direction === 'forward') {
@@ -32,10 +35,7 @@ export const handleIngestInterestRateForward = async (product_id, meta, signal)
         }
         console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Request', `product_id=${req.product_id}, direction=${req.direction}, time=${formatTime(req.time)}`);
         const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
-        terminal.metrics
-            .counter('series_collector_forwards_ingest_count', '')
-            .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate' })
-            .inc(res.wrote_count || 0);
+        ingestCounter.inc(res.wrote_count || 0);
         console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Result', `series_id=${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)}`);
     }
 };

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

@@ -1 +1 @@
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+{"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,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAE,8BAA8B,EAAE,MAAM,eAAe,CAAC;AAE/D,MAAM,QAAQ,GAAG,QAAQ,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;AAEzF,MAAM,CAAC,MAAM,+BAA+B,GAAG,KAAK,EAClD,UAAkB,EAClB,IAAkC,EAClC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC/C,sBAAsB;IACtB,MAAM,WAAW,CAAC,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,8BAA8B,CAAC,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,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,0CAA0C,EAC1C,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,eAAe,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,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,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,0CAA0C,EAC1C,QAAQ,EACR,aAAa,UAAU,oBAAoB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CAClF,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,UAAU,CAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;KACH;AACH,CAAC,CAAC","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/dist/series-collector/forwards-ohlc.js

@@ -2,78 +2,43 @@
 // 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。
 // 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 { decodeOHLCSeriesId } from '@yuants/data-ohlc';
 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 listForwardSeriesIds = async () => {
-    const product_ids = await 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 = 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 = 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' });
+export const handleIngestOHLCForward = async (series_id, direction, signal) => {
+    var _a, _b, _c, _d;
+    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(`ohlc:forward:${datasource_id}`).acquire();
+    let req;
+    if (direction === 'forward') {
+        const [record] = await requestSQL(terminal, `select end_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = 'ohlc_v2' order by end_time desc limit 1`);
+        const time = record ? new Date(record.end_time).getTime() : 0;
+        req = {
+            product_id,
+            duration,
+            direction: 'forward',
+            time,
+        };
     }
-    console.timeEnd('[SeriesCollector][OHLC][Forwards] calc');
-    return series_ids;
+    else {
+        // backward
+        req = {
+            product_id,
+            duration,
+            direction,
+            time: Date.now(),
+        };
+    }
+    console.info(formatTime(Date.now()), '[SeriesCollector][OHLC][Forward]', 'Request', `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${formatTime(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestOHLC', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info(formatTime(Date.now()), '[SeriesCollector][OHLC][Forward]', 'Response', `series_id=${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)}`);
 };
-defer(async () => {
-    const time = Date.now();
-    const series_ids = await listForwardSeriesIds();
-    console.log(`[SeriesCollector][OHLC][Forwards] Found ${series_ids.size} series to collect forwards data for. (${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(`ohlc_forwards_target_${datasource_id}`, {
-                refillInterval: 1000,
-                capacity: 1,
-            }).acquire();
-            {
-                const [record] = await requestSQL(terminal, `select end_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = 'ohlc_v2' order by end_time desc limit 1`);
-                const time = record ? new Date(record.end_time).getTime() : 0;
-                const req = {
-                    product_id,
-                    duration,
-                    direction: 'forward',
-                    time,
-                };
-                console.info(formatTime(Date.now()), 'DispatchIngestOHLC_Forwards', `product_id=${product_id}, duration=${duration}, time=${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(formatTime(Date.now()), 'DispatchIngestOHLCResult_Forwards', `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_Forwards', `series_id=${series_id}`, e);
-        }
-    }));
-})
-    .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))
-    .subscribe();
 //# sourceMappingURL=forwards-ohlc.js.map

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

@@ -1 +1 @@
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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 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 listForwardSeriesIds = async () => {\n  const product_ids = await requestSQL<{ product_id: string }[]>(terminal, `select product_id from product`);\n\n  console.time('[SeriesCollector][OHLC][Forwards] 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 !== 'forward') 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][OHLC][Forwards] calc');\n\n  return series_ids;\n};\n\ndefer(async () => {\n  const time = Date.now();\n  const series_ids = await listForwardSeriesIds();\n  console.log(\n    `[SeriesCollector][OHLC][Forwards] Found ${\n      series_ids.size\n    } series to collect forwards data for. (${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(`ohlc_forwards_target_${datasource_id}`, {\n          refillInterval: 1000,\n          capacity: 1,\n        }).acquire();\n        {\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 = ${escapeSQL(\n              series_id,\n            )} and table_name = 'ohlc_v2' order by end_time desc limit 1`,\n          );\n\n          const time = record ? new Date(record.end_time).getTime() : 0;\n\n          const req: IIngestOHLCRequest = {\n            product_id,\n            duration,\n            direction: 'forward',\n            time,\n          };\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestOHLC_Forwards',\n            `product_id=${product_id}, duration=${duration}, time=${formatTime(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_forwards_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_Forwards',\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_Forwards', `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/dist/series-collector/index.js

@@ -1,4 +1,3 @@
-import './backwards-ohlc';
-import './forwards-ohlc';
 import './interest-rate';
+import './ohlc';
 //# sourceMappingURL=index.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":"AAAA,OAAO,kBAAkB,CAAC;AAC1B,OAAO,iBAAiB,CAAC;AACzB,OAAO,iBAAiB,CAAC","sourcesContent":["import './backwards-ohlc';\nimport './forwards-ohlc';\nimport './interest-rate';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":"AAAA,OAAO,iBAAiB,CAAC;AACzB,OAAO,QAAQ,CAAC","sourcesContent":["import './interest-rate';\nimport './ohlc';\n"]}

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

@@ -1,5 +1,5 @@
-import { listWatch } from '@yuants/utils';
-import { defer, map, Observable, repeat, retry } from 'rxjs';
+import { formatTime, listWatch } from '@yuants/utils';
+import { defer, map, Observable, repeat, retry, tap } from 'rxjs';
 import { handleIngestInterestRateBackward } from './backwards-interest-rate';
 import { listInterestRateSeriesIds } from './discovery';
 import { handleIngestInterestRateForward } from './forwards-interest-rate';
@@ -15,7 +15,9 @@ defer(() => listInterestRateSeriesIds())
     const forwardTask = defer(async () => {
         await handleIngestInterestRateForward(product_id, meta, abortController.signal);
     })
-        .pipe(retry(), repeat())
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][InterestRate][Forward]`, 'Error', err),
+    }), retry(), repeat())
         .subscribe();
     sub.add(() => {
         forwardTask.unsubscribe();
@@ -24,7 +26,9 @@ defer(() => listInterestRateSeriesIds())
     const backwardTask = defer(async () => {
         await handleIngestInterestRateBackward(product_id, meta, abortController.signal);
     })
-        .pipe(retry(), repeat())
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][InterestRate][Backward]`, 'Error', err),
+    }), retry(), repeat())
         .subscribe();
     sub.add(() => {
         backwardTask.unsubscribe();
@@ -33,7 +37,9 @@ defer(() => listInterestRateSeriesIds())
     const patchTask = defer(async () => {
         await handleInterestRatePatch(product_id, meta, abortController.signal);
     })
-        .pipe(retry(), repeat())
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][InterestRate][Patch]`, 'Error', err),
+    }), retry(), repeat())
         .subscribe();
     sub.add(() => {
         patchTask.unsubscribe();

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

@@ -1 +1 @@
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+{"version":3,"file":"interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/interest-rate.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,eAAe,CAAC;AACtD,OAAO,EAAE,KAAK,EAAE,GAAG,EAAE,UAAU,EAAE,MAAM,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,MAAM,CAAC;AAClE,OAAO,EAAE,gCAAgC,EAAE,MAAM,2BAA2B,CAAC;AAC7E,OAAO,EAAE,yBAAyB,EAAE,MAAM,aAAa,CAAC;AACxD,OAAO,EAAE,+BAA+B,EAAE,MAAM,0BAA0B,CAAC;AAC3E,OAAO,EAAE,uBAAuB,EAAE,MAAM,uBAAuB,CAAC;AAEhE,KAAK,CAAC,GAAG,EAAE,CAAC,yBAAyB,EAAE,CAAC;KACrC,IAAI,CACH,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,MAAM,CAAC,EAAE,KAAK,EAAE,KAAK,EAAE,CAAC,EACxB,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,EACnC,SAAS,CACP,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,EACX,CAAC,CAAC,UAAU,EAAE,IAAI,CAAC,EAAE,EAAE,CACrB,IAAI,UAAU,CAAC,CAAC,GAAG,EAAE,EAAE;IACrB,mDAAmD;IACnD,MAAM,eAAe,GAAG,IAAI,eAAe,EAAE,CAAC;IAE9C,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;QACX,eAAe,CAAC,KAAK,EAAE,CAAC;IAC1B,CAAC,CAAC,CAAC;IAEH,UAAU;IACV,MAAM,WAAW,GAAG,KAAK,CAAC,KAAK,IAAI,EAAE;QACnC,MAAM,+BAA+B,CAAC,UAAU,EAAE,IAAI,EAAE,eAAe,CAAC,MAAM,CAAC,CAAC;IAClF,CAAC,CAAC;SACC,IAAI,CACH,GAAG,CAAC;QACF,KAAK,EAAE,CAAC,GAAG,EAAE,EAAE,CACb,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,0CAA0C,EAC1C,OAAO,EACP,GAAG,CACJ;KACJ,CAAC,EAEF,KAAK,EAAE,EACP,MAAM,EAAE,CACT;SACA,SAAS,EAAE,CAAC;IAEf,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;QACX,WAAW,CAAC,WAAW,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,SAAS;IACT,MAAM,YAAY,GAAG,KAAK,CAAC,KAAK,IAAI,EAAE;QACpC,MAAM,gCAAgC,CAAC,UAAU,EAAE,IAAI,EAAE,eAAe,CAAC,MAAM,CAAC,CAAC;IACnF,CAAC,CAAC;SACC,IAAI,CACH,GAAG,CAAC;QACF,KAAK,EAAE,CAAC,GAAG,EAAE,EAAE,CACb,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,2CAA2C,EAC3C,OAAO,EACP,GAAG,CACJ;KACJ,CAAC,EACF,KAAK,EAAE,EACP,MAAM,EAAE,CACT;SACA,SAAS,EAAE,CAAC;IAEf,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;QACX,YAAY,CAAC,WAAW,EAAE,CAAC;IAC7B,CAAC,CAAC,CAAC;IAEH,SAAS;IACT,MAAM,SAAS,GAAG,KAAK,CAAC,KAAK,IAAI,EAAE;QACjC,MAAM,uBAAuB,CAAC,UAAU,EAAE,IAAI,EAAE,eAAe,CAAC,MAAM,CAAC,CAAC;IAC1E,CAAC,CAAC;SACC,IAAI,CACH,GAAG,CAAC;QACF,KAAK,EAAE,CAAC,GAAG,EAAE,EAAE,CACb,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,OAAO,EACP,GAAG,CACJ;KACJ,CAAC,EACF,KAAK,EAAE,EACP,MAAM,EAAE,CACT;SACA,SAAS,EAAE,CAAC;IAEf,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE;QACX,SAAS,CAAC,WAAW,EAAE,CAAC;IAC1B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CACL,CACF;KACA,SAAS,EAAE,CAAC","sourcesContent":["import { formatTime, listWatch } from '@yuants/utils';\nimport { defer, map, Observable, repeat, retry, tap } from 'rxjs';\nimport { handleIngestInterestRateBackward } from './backwards-interest-rate';\nimport { listInterestRateSeriesIds } from './discovery';\nimport { handleIngestInterestRateForward } from './forwards-interest-rate';\nimport { handleInterestRatePatch } from './patch-interest-rate';\n\ndefer(() => listInterestRateSeriesIds())\n  .pipe(\n    retry({ delay: 1000 }),\n    repeat({ delay: 60000 }),\n    map((x) => Array.from(x.entries())),\n    listWatch(\n      (x) => x[0],\n      ([product_id, meta]) =>\n        new Observable((sub) => {\n          // 处理每个利率品种任务: (forward / backward / patch)，都需要独立调度\n          const abortController = new AbortController();\n\n          sub.add(() => {\n            abortController.abort();\n          });\n\n          // 先处理前向任务\n          const forwardTask = defer(async () => {\n            await handleIngestInterestRateForward(product_id, meta, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(\n                    formatTime(Date.now()),\n                    `[SeriesCollector][InterestRate][Forward]`,\n                    'Error',\n                    err,\n                  ),\n              }),\n\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            forwardTask.unsubscribe();\n          });\n\n          // 设置后向任务\n          const backwardTask = defer(async () => {\n            await handleIngestInterestRateBackward(product_id, meta, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(\n                    formatTime(Date.now()),\n                    `[SeriesCollector][InterestRate][Backward]`,\n                    'Error',\n                    err,\n                  ),\n              }),\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            backwardTask.unsubscribe();\n          });\n\n          // 设置补齐任务\n          const patchTask = defer(async () => {\n            await handleInterestRatePatch(product_id, meta, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(\n                    formatTime(Date.now()),\n                    `[SeriesCollector][InterestRate][Patch]`,\n                    'Error',\n                    err,\n                  ),\n              }),\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            patchTask.unsubscribe();\n          });\n        }),\n    ),\n  )\n  .subscribe();\n"]}

package/dist/series-collector/ohlc.js

@@ -0,0 +1,49 @@
+import { formatTime, listWatch } from '@yuants/utils';
+import { defer, map, Observable, repeat, retry, tap } from 'rxjs';
+import { listOHLCSeriesIds } from './discovery';
+import { handleIngestOHLCForward } from './forwards-ohlc';
+import { handleIngestOHLCBackward } from './backwards-ohlc';
+import { handleOHLCPatch } from './patch-ohlc';
+defer(() => listOHLCSeriesIds())
+    .pipe(retry({ delay: 1000 }), repeat({ delay: 60000 }), map((x) => Array.from(x.entries())), listWatch((x) => x[0], ([product_id, direction]) => new Observable((sub) => {
+    // 处理每个利率品种任务: (forward / backward / patch)，都需要独立调度
+    const abortController = new AbortController();
+    sub.add(() => {
+        abortController.abort();
+    });
+    // 先处理前向任务
+    const forwardTask = defer(async () => {
+        await handleIngestOHLCForward(product_id, direction, abortController.signal);
+    })
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Forward]`, 'Error', err),
+    }), retry(), repeat())
+        .subscribe();
+    sub.add(() => {
+        forwardTask.unsubscribe();
+    });
+    // 设置后向任务
+    const backwardTask = defer(async () => {
+        await handleIngestOHLCBackward(product_id, direction, abortController.signal);
+    })
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Backward]`, 'Error', err),
+    }), retry(), repeat())
+        .subscribe();
+    sub.add(() => {
+        backwardTask.unsubscribe();
+    });
+    // 设置补齐任务
+    const patchTask = defer(async () => {
+        await handleOHLCPatch(product_id, direction, abortController.signal);
+    })
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Patch]`, 'Error', err),
+    }), retry(), repeat())
+        .subscribe();
+    sub.add(() => {
+        patchTask.unsubscribe();
+    });
+})))
+    .subscribe();
+//# sourceMappingURL=ohlc.js.map

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

@@ -0,0 +1 @@
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{ formatTime, listWatch } from '@yuants/utils';\nimport { defer, map, Observable, repeat, retry, tap } from 'rxjs';\nimport { handleIngestInterestRateBackward } from './backwards-interest-rate';\nimport { listOHLCSeriesIds } from './discovery';\nimport { handleIngestInterestRateForward } from './forwards-interest-rate';\nimport { handleInterestRatePatch } from './patch-interest-rate';\nimport { handleIngestOHLCForward } from './forwards-ohlc';\nimport { handleIngestOHLCBackward } from './backwards-ohlc';\nimport { handleOHLCPatch } from './patch-ohlc';\n\ndefer(() => listOHLCSeriesIds())\n  .pipe(\n    retry({ delay: 1000 }),\n    repeat({ delay: 60000 }),\n    map((x) => Array.from(x.entries())),\n    listWatch(\n      (x) => x[0],\n      ([product_id, direction]) =>\n        new Observable((sub) => {\n          // 处理每个利率品种任务: (forward / backward / patch)，都需要独立调度\n          const abortController = new AbortController();\n\n          sub.add(() => {\n            abortController.abort();\n          });\n\n          // 先处理前向任务\n          const forwardTask = defer(async () => {\n            await handleIngestOHLCForward(product_id, direction, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Forward]`, 'Error', err),\n              }),\n\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            forwardTask.unsubscribe();\n          });\n\n          // 设置后向任务\n          const backwardTask = defer(async () => {\n            await handleIngestOHLCBackward(product_id, direction, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Backward]`, 'Error', err),\n              }),\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            backwardTask.unsubscribe();\n          });\n\n          // 设置补齐任务\n          const patchTask = defer(async () => {\n            await handleOHLCPatch(product_id, direction, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Patch]`, 'Error', err),\n              }),\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            patchTask.unsubscribe();\n          });\n        }),\n    ),\n  )\n  .subscribe();\n"]}