@yuants/app-virtual-exchange 0.18.0 → 0.18.2

package/dist/index.js

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

package/dist/index.js.map

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

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

@@ -1,7 +1,3 @@
-// 解决 Backwards 拉取历史数据的调度器
-// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Backwards 拉取的序列。
-// 然后对每个序列，向对应的 IngestInterestRate Service 发送拉取请求，补齐历史数据。
-// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
 import { Terminal } from '@yuants/protocol';
 import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
 import { findInterestRateStartTimeBackward } from './sql-helpers';
@@ -9,13 +5,13 @@ 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) => {
+export const handleIngestInterestRateBackward = async (product_id, direction, 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:backward:${datasource_id}`).acquire(1, signal);
     let req;
-    if (meta.direction === 'backward') {
+    if (direction === 'backward') {
         const startTime = await findInterestRateStartTimeBackward(terminal, product_id);
         const start_time = startTime ? new Date(startTime).getTime() : Date.now();
         req = {

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

@@ -1 +1 @@
-{"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,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAE,iCAAiC,EAAE,MAAM,eAAe,CAAC;AAElE,MAAM,QAAQ,GAAG,QAAQ,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;AAE1F,MAAM,CAAC,MAAM,gCAAgC,GAAG,KAAK,EACnD,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;IAChF,IAAI,GAA+B,CAAC;IACpC,IAAI,IAAI,CAAC,SAAS,KAAK,UAAU,EAAE;QACjC,MAAM,SAAS,GAAG,MAAM,iCAAiC,CAAC,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,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,2CAA2C,EAC3C,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,eAAe,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,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,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,2CAA2C,EAC3C,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;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 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"]}
+{"version":3,"file":"backwards-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAE,iCAAiC,EAAE,MAAM,eAAe,CAAC;AAElE,MAAM,QAAQ,GAAG,QAAQ,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;AAE1F,MAAM,CAAC,MAAM,gCAAgC,GAAG,KAAK,EACnD,UAAkB,EAClB,SAAiC,EACjC,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;IAChF,IAAI,GAA+B,CAAC;IACpC,IAAI,SAAS,KAAK,UAAU,EAAE;QAC5B,MAAM,SAAS,GAAG,MAAM,iCAAiC,CAAC,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,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,2CAA2C,EAC3C,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,eAAe,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,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,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,2CAA2C,EAC3C,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;AACJ,CAAC,CAAC","sourcesContent":["import { IIngestInterestRateRequest, ISeriesIngestResult } 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  direction: 'forward' | 'backward',\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:${datasource_id}`).acquire(1, signal);\n  let req: IIngestInterestRateRequest;\n  if (direction === 'backward') {\n    const startTime = await findInterestRateStartTimeBackward(terminal, product_id);\n    const start_time = startTime ? new Date(startTime).getTime() : Date.now();\n\n    req = {\n      product_id: product_id,\n      direction: 'backward',\n      time: start_time,\n    };\n  } else {\n    req = {\n      product_id: product_id,\n      direction: 'forward',\n      time: 0,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Backward]',\n    'Request',\n    `product_id=${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/dist/series-collector/discovery.js

@@ -1,4 +1,3 @@
-// 发现所有支持利率的品种系列ID
 import { encodeOHLCSeriesId } from '@yuants/data-ohlc';
 import { parseInterestRateServiceMetadataFromSchema, parseOHLCServiceMetadataFromSchema, } from '@yuants/exchange';
 import { Terminal } from '@yuants/protocol';
@@ -22,7 +21,7 @@ export const listInterestRateSeriesIds = async () => {
                 for (const { product_id } of product_ids) {
                     if (!product_id.startsWith(meta.product_id_prefix))
                         continue;
-                    series_ids.set(product_id, meta);
+                    series_ids.set(product_id, meta.direction);
                 }
             }
             finally {

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

@@ -1 +1 @@
-{"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"]}
+{"version":3,"file":"discovery.js","sourceRoot":"","sources":["../../src/series-collector/discovery.ts"],"names":[],"mappings":"AAAA,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,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,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,SAAS,CAAC,CAAC;iBAC5C;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":["import { 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, 'forward' | 'backward'>();\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.direction);\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

@@ -1,7 +1,3 @@
-// 解决 Forwards 拉取历史数据的调度器
-// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Forwards 拉取的序列。
-// 然后对每个序列，向对应的 IngestInterestRate Service 发送拉取请求，补齐历史数据。
-// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
 import { Terminal } from '@yuants/protocol';
 import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
 import { findInterestRateEndTimeForward } from './sql-helpers';
@@ -9,14 +5,14 @@ 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) => {
+export const handleIngestInterestRateForward = async (product_id, direction, 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);
     {
         let req;
-        if (meta.direction === 'forward') {
+        if (direction === 'forward') {
             const endTime = await findInterestRateEndTimeForward(terminal, product_id);
             const time = endTime ? new Date(endTime).getTime() : 0;
             req = {

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

@@ -1 +1 @@
-{"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"]}
+{"version":3,"file":"forwards-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/forwards-interest-rate.ts"],"names":[],"mappings":"AACA,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,SAAiC,EACjC,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,SAAS,KAAK,SAAS,EAAE;YAC3B,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":["import { IIngestInterestRateRequest, ISeriesIngestResult } 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  direction: 'forward' | 'backward',\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:${datasource_id}`).acquire(1, signal);\n\n  {\n    let req: IIngestInterestRateRequest;\n    if (direction === 'forward') {\n      const endTime = await findInterestRateEndTimeForward(terminal, product_id);\n      const time = endTime ? new Date(endTime).getTime() : 0;\n\n      req = {\n        product_id: product_id,\n        direction: 'forward',\n        time,\n      };\n    } else {\n      // backward\n      req = {\n        product_id,\n        direction: 'backward',\n        time: Date.now(),\n      };\n    }\n\n    console.info(\n      formatTime(Date.now()),\n      '[SeriesCollector][InterestRate][Forward]',\n      'Request',\n      `product_id=${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

@@ -15,7 +15,7 @@ export const handleIngestOHLCForward = async (series_id, direction, signal) => {
     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:${datasource_id}`).acquire();
+    await tokenBucket(`ohlc:forward:${datasource_id}`).acquire(1, signal);
     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`);

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

@@ -1 +1 @@
-{"version":3,"file":"forwards-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/forwards-ohlc.ts"],"names":[],"mappings":"AAAA,yBAAyB;AACzB,4DAA4D;AAC5D,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,SAAS,EAAE,CAAC,CAAC;AAEhF,MAAM,CAAC,MAAM,uBAAuB,GAAG,KAAK,EAC1C,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,gBAAgB,aAAa,EAAE,CAAC,CAAC,OAAO,EAAE,CAAC;IAC7D,IAAI,GAAuB,CAAC;IAC5B,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAK/B,QAAQ,EACR,4DAA4D,SAAS,CACnE,SAAS,CACV,4DAA4D,CAC9D,CAAC;QAEF,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QAE9D,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS,EAAE,SAAS;YACpB,IAAI;SACL,CAAC;KACH;SAAM;QACL,WAAW;QACX,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS;YACT,IAAI,EAAE,IAAI,CAAC,GAAG,EAAE;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,kCAAkC,EAClC,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,kCAAkC,EAClC,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 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 } 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: 'forward' });\n\nexport const handleIngestOHLCForward = 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:forward:${datasource_id}`).acquire();\n  let req: IIngestOHLCRequest;\n  if (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 = ${escapeSQL(\n        series_id,\n      )} and table_name = 'ohlc_v2' order by end_time desc limit 1`,\n    );\n\n    const time = record ? new Date(record.end_time).getTime() : 0;\n\n    req = {\n      product_id,\n      duration,\n      direction: 'forward',\n      time,\n    };\n  } else {\n    // backward\n    req = {\n      product_id,\n      duration,\n      direction,\n      time: Date.now(),\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Forward]',\n    'Request',\n    `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${formatTime(\n      req.time,\n    )}`,\n  );\n\n  const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n    'IngestOHLC',\n    req,\n  );\n\n  ingestCounter.inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Forward]',\n    'Response',\n    `series_id=${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"]}
+{"version":3,"file":"forwards-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/forwards-ohlc.ts"],"names":[],"mappings":"AAAA,yBAAyB;AACzB,4DAA4D;AAC5D,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,SAAS,EAAE,CAAC,CAAC;AAEhF,MAAM,CAAC,MAAM,uBAAuB,GAAG,KAAK,EAC1C,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,gBAAgB,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IACtE,IAAI,GAAuB,CAAC;IAC5B,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAK/B,QAAQ,EACR,4DAA4D,SAAS,CACnE,SAAS,CACV,4DAA4D,CAC9D,CAAC;QAEF,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QAE9D,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS,EAAE,SAAS;YACpB,IAAI;SACL,CAAC;KACH;SAAM;QACL,WAAW;QACX,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS;YACT,IAAI,EAAE,IAAI,CAAC,GAAG,EAAE;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,kCAAkC,EAClC,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,kCAAkC,EAClC,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 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 } 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: 'forward' });\n\nexport const handleIngestOHLCForward = 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:forward:${datasource_id}`).acquire(1, signal);\n  let req: IIngestOHLCRequest;\n  if (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 = ${escapeSQL(\n        series_id,\n      )} and table_name = 'ohlc_v2' order by end_time desc limit 1`,\n    );\n\n    const time = record ? new Date(record.end_time).getTime() : 0;\n\n    req = {\n      product_id,\n      duration,\n      direction: 'forward',\n      time,\n    };\n  } else {\n    // backward\n    req = {\n      product_id,\n      duration,\n      direction,\n      time: Date.now(),\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Forward]',\n    'Request',\n    `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${formatTime(\n      req.time,\n    )}`,\n  );\n\n  const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n    'IngestOHLC',\n    req,\n  );\n\n  ingestCounter.inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Forward]',\n    'Response',\n    `series_id=${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/index.js

@@ -1,3 +1,2 @@
-import './interest-rate';
-import './ohlc';
+import './setup';
 //# 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,iBAAiB,CAAC;AACzB,OAAO,QAAQ,CAAC","sourcesContent":["import './interest-rate';\nimport './ohlc';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":"AAAA,OAAO,SAAS,CAAC","sourcesContent":["import './setup';\n"]}

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

@@ -6,7 +6,7 @@ const ingestCounter = terminal.metrics
     .counter('series_collector_ingest_count', '')
     .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'forward' });
 // Patch 任务：查找数据缺口并进行补齐
-export const handleInterestRatePatch = async (product_id, meta, signal) => {
+export const handleInterestRatePatch = async (product_id, direction, signal) => {
     var _a, _b, _c, _d;
     const [datasource_id] = decodePath(product_id);
     await tokenBucket(`interest_rate:patch:${datasource_id}`).acquire(1, signal);
@@ -39,7 +39,7 @@ LIMIT 1;
     const gapEndTime = new Date(record.gap_end_time).getTime();
     console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Patch]', 'FindGap', `series=${product_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`);
     let req;
-    if (meta.direction === 'forward') {
+    if (direction === 'forward') {
         // forward patch
         req = {
             product_id: product_id,

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

@@ -1 +1 @@
-{"version":3,"file":"patch-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/patch-interest-rate.ts"],"names":[],"mappings":"AAKA,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,eAAe,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;AAEzF,uBAAuB;AACvB,MAAM,CAAC,MAAM,uBAAuB,GAAG,KAAK,EAC1C,UAAkB,EAClB,IAAkC,EAClC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC/C,MAAM,WAAW,CAAC,uBAAuB,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IAC7E,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,SAAS,CAAC,UAAU,CAAC;;;;;;;;;;KAUxC,CACF,CAAC;IAEF,SAAS;IACT,IAAI,CAAC,MAAM;QAAE,OAAO;IAEpB,MAAM,YAAY,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,OAAO,EAAE,CAAC;IAC/D,MAAM,UAAU,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC,OAAO,EAAE,CAAC;IAE3D,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,SAAS,EACT,UAAU,UAAU,UAAU,UAAU,CAAC,YAAY,CAAC,QAAQ,UAAU,CAAC,UAAU,CAAC,EAAE,CACvF,CAAC;IAEF,IAAI,GAA+B,CAAC;IAEpC,IAAI,IAAI,CAAC,SAAS,KAAK,SAAS,EAAE;QAChC,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;KACH;SAAM;QACL,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAC3D,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,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CACzD,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":["import {\n  IIngestInterestRateRequest,\n  IInterestRateServiceMetadata,\n  ISeriesIngestResult,\n} 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: 'interest_rate', task: 'forward' });\n\n// Patch 任务：查找数据缺口并进行补齐\nexport const handleInterestRatePatch = async (\n  product_id: string,\n  meta: IInterestRateServiceMetadata,\n  signal: AbortSignal,\n) => {\n  const [datasource_id] = decodePath(product_id);\n  await tokenBucket(`interest_rate:patch:${datasource_id}`).acquire(1, signal);\n  const [record] = await requestSQL<{ gap_start_time: string; gap_end_time: string }[]>(\n    terminal,\n    `\nWITH reversed_ranges AS (\n    SELECT \n        start_time,\n        end_time,\n        LEAD(end_time) OVER (\n            PARTITION BY table_name, series_id \n            ORDER BY start_time DESC\n        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间\n    FROM series_data_range\n    WHERE table_name = 'interest_rate' \n      AND series_id = ${escapeSQL(product_id)}\n)\nSELECT \n    next_end_time AS gap_start_time,  -- 前一个区间的结束时间\n    start_time AS gap_end_time        -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n  AND start_time > next_end_time      -- 有空缺\nORDER BY start_time DESC              -- 从最新开始\nLIMIT 1;\n    `,\n  );\n\n  // no gap\n  if (!record) return;\n\n  const gapStartTime = new Date(record.gap_start_time).getTime();\n  const gapEndTime = new Date(record.gap_end_time).getTime();\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    'FindGap',\n    `series=${product_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n  );\n\n  let req: IIngestInterestRateRequest;\n\n  if (meta.direction === 'forward') {\n    // forward patch\n    req = {\n      product_id: product_id,\n      direction: 'forward' as const,\n      time: gapStartTime,\n    };\n  } else {\n    // backward patch\n    req = {\n      product_id: product_id,\n      direction: 'backward' as const,\n      time: gapEndTime,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    product_id,\n    'PatchRequest',\n    `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][Patch]',\n    product_id,\n    'PatchBackwardResult',\n    `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"]}
+{"version":3,"file":"patch-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/patch-interest-rate.ts"],"names":[],"mappings":"AACA,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,eAAe,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;AAEzF,uBAAuB;AACvB,MAAM,CAAC,MAAM,uBAAuB,GAAG,KAAK,EAC1C,UAAkB,EAClB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC/C,MAAM,WAAW,CAAC,uBAAuB,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IAC7E,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,SAAS,CAAC,UAAU,CAAC;;;;;;;;;;KAUxC,CACF,CAAC;IAEF,SAAS;IACT,IAAI,CAAC,MAAM;QAAE,OAAO;IAEpB,MAAM,YAAY,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,OAAO,EAAE,CAAC;IAC/D,MAAM,UAAU,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC,OAAO,EAAE,CAAC;IAE3D,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,SAAS,EACT,UAAU,UAAU,UAAU,UAAU,CAAC,YAAY,CAAC,QAAQ,UAAU,CAAC,UAAU,CAAC,EAAE,CACvF,CAAC;IAEF,IAAI,GAA+B,CAAC;IAEpC,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;KACH;SAAM;QACL,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAC3D,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,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CACzD,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":["import { IIngestInterestRateRequest, 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: 'interest_rate', task: 'forward' });\n\n// Patch 任务：查找数据缺口并进行补齐\nexport const handleInterestRatePatch = async (\n  product_id: string,\n  direction: 'forward' | 'backward',\n  signal: AbortSignal,\n) => {\n  const [datasource_id] = decodePath(product_id);\n  await tokenBucket(`interest_rate:patch:${datasource_id}`).acquire(1, signal);\n  const [record] = await requestSQL<{ gap_start_time: string; gap_end_time: string }[]>(\n    terminal,\n    `\nWITH reversed_ranges AS (\n    SELECT \n        start_time,\n        end_time,\n        LEAD(end_time) OVER (\n            PARTITION BY table_name, series_id \n            ORDER BY start_time DESC\n        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间\n    FROM series_data_range\n    WHERE table_name = 'interest_rate' \n      AND series_id = ${escapeSQL(product_id)}\n)\nSELECT \n    next_end_time AS gap_start_time,  -- 前一个区间的结束时间\n    start_time AS gap_end_time        -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n  AND start_time > next_end_time      -- 有空缺\nORDER BY start_time DESC              -- 从最新开始\nLIMIT 1;\n    `,\n  );\n\n  // no gap\n  if (!record) return;\n\n  const gapStartTime = new Date(record.gap_start_time).getTime();\n  const gapEndTime = new Date(record.gap_end_time).getTime();\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    'FindGap',\n    `series=${product_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n  );\n\n  let req: IIngestInterestRateRequest;\n\n  if (direction === 'forward') {\n    // forward patch\n    req = {\n      product_id: product_id,\n      direction: 'forward' as const,\n      time: gapStartTime,\n    };\n  } else {\n    // backward patch\n    req = {\n      product_id: product_id,\n      direction: 'backward' as const,\n      time: gapEndTime,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    product_id,\n    'PatchRequest',\n    `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][Patch]',\n    product_id,\n    'PatchBackwardResult',\n    `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/patch-ohlc.js

@@ -7,7 +7,7 @@ const ingestCounter = terminal.metrics
     .counter('series_collector_ingest_count', '')
     .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'forward' });
 // Patch 任务：查找数据缺口并进行补齐
-export const handleOHLCPatch = async (series_id, direction, signal) => {
+export const handleIngestOHLCPatch = async (series_id, direction, signal) => {
     var _a, _b, _c, _d;
     const [datasource_id] = decodePath(series_id);
     await tokenBucket(`ohlc:patch:${datasource_id}`).acquire(1, signal);

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

@@ -1 +1 @@
-{"version":3,"file":"patch-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/patch-ohlc.ts"],"names":[],"mappings":"AAAA,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,SAAS,EAAE,CAAC,CAAC;AAEhF,uBAAuB;AACvB,MAAM,CAAC,MAAM,eAAe,GAAG,KAAK,EAClC,SAAiB,EACjB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;IAC9C,MAAM,WAAW,CAAC,cAAc,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IACpE,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,SAAS,CAAC,SAAS,CAAC;;;;;;;;;;KAUvC,CACF,CAAC;IAEF,SAAS;IACT,IAAI,CAAC,MAAM;QAAE,OAAO;IAEpB,MAAM,YAAY,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,OAAO,EAAE,CAAC;IAC/D,MAAM,UAAU,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC,OAAO,EAAE,CAAC;IAE3D,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,UAAU,SAAS,UAAU,UAAU,CAAC,YAAY,CAAC,QAAQ,UAAU,CAAC,UAAU,CAAC,EAAE,CACtF,CAAC;IAEF,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,kBAAkB,CAAC,SAAS,CAAC,CAAC;IAE/D,IAAI,GAAuB,CAAC;IAE5B,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;KACH;SAAM;QACL,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAC3D,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,gCAAgC,EAChC,SAAS,EACT,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CACzD,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":["import { 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: 'forward' });\n\n// Patch 任务：查找数据缺口并进行补齐\nexport const handleOHLCPatch = async (\n  series_id: string,\n  direction: 'forward' | 'backward',\n  signal: AbortSignal,\n) => {\n  const [datasource_id] = decodePath(series_id);\n  await tokenBucket(`ohlc:patch:${datasource_id}`).acquire(1, signal);\n  const [record] = await requestSQL<{ gap_start_time: string; gap_end_time: string }[]>(\n    terminal,\n    `\nWITH reversed_ranges AS (\n    SELECT \n        start_time,\n        end_time,\n        LEAD(end_time) OVER (\n            PARTITION BY table_name, series_id \n            ORDER BY start_time DESC\n        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间\n    FROM series_data_range\n    WHERE table_name = 'ohlc_v2' \n      AND series_id = ${escapeSQL(series_id)}\n)\nSELECT \n    next_end_time AS gap_start_time,  -- 前一个区间的结束时间\n    start_time AS gap_end_time        -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n  AND start_time > next_end_time      -- 有空缺\nORDER BY start_time DESC              -- 从最新开始\nLIMIT 1;\n    `,\n  );\n\n  // no gap\n  if (!record) return;\n\n  const gapStartTime = new Date(record.gap_start_time).getTime();\n  const gapEndTime = new Date(record.gap_end_time).getTime();\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Patch]',\n    'FindGap',\n    `series=${series_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n  );\n\n  const { product_id, duration } = decodeOHLCSeriesId(series_id);\n\n  let req: IIngestOHLCRequest;\n\n  if (direction === 'forward') {\n    // forward patch\n    req = {\n      product_id: product_id,\n      duration,\n      direction: 'forward' as const,\n      time: gapStartTime,\n    };\n  } else {\n    // backward patch\n    req = {\n      product_id: product_id,\n      duration,\n      direction: 'backward' as const,\n      time: gapEndTime,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Patch]',\n    series_id,\n    'PatchRequest',\n    `direction=${req.direction}, time=${formatTime(req.time)}`,\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][Patch]',\n    series_id,\n    'PatchBackwardResult',\n    `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"]}
+{"version":3,"file":"patch-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/patch-ohlc.ts"],"names":[],"mappings":"AAAA,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,SAAS,EAAE,CAAC,CAAC;AAEhF,uBAAuB;AACvB,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EACxC,SAAiB,EACjB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;IAC9C,MAAM,WAAW,CAAC,cAAc,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IACpE,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,SAAS,CAAC,SAAS,CAAC;;;;;;;;;;KAUvC,CACF,CAAC;IAEF,SAAS;IACT,IAAI,CAAC,MAAM;QAAE,OAAO;IAEpB,MAAM,YAAY,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,OAAO,EAAE,CAAC;IAC/D,MAAM,UAAU,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC,OAAO,EAAE,CAAC;IAE3D,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,UAAU,SAAS,UAAU,UAAU,CAAC,YAAY,CAAC,QAAQ,UAAU,CAAC,UAAU,CAAC,EAAE,CACtF,CAAC;IAEF,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,kBAAkB,CAAC,SAAS,CAAC,CAAC;IAE/D,IAAI,GAAuB,CAAC;IAE5B,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;KACH;SAAM;QACL,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAC3D,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,gCAAgC,EAChC,SAAS,EACT,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CACzD,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":["import { 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: 'forward' });\n\n// Patch 任务：查找数据缺口并进行补齐\nexport const handleIngestOHLCPatch = async (\n  series_id: string,\n  direction: 'forward' | 'backward',\n  signal: AbortSignal,\n) => {\n  const [datasource_id] = decodePath(series_id);\n  await tokenBucket(`ohlc:patch:${datasource_id}`).acquire(1, signal);\n  const [record] = await requestSQL<{ gap_start_time: string; gap_end_time: string }[]>(\n    terminal,\n    `\nWITH reversed_ranges AS (\n    SELECT \n        start_time,\n        end_time,\n        LEAD(end_time) OVER (\n            PARTITION BY table_name, series_id \n            ORDER BY start_time DESC\n        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间\n    FROM series_data_range\n    WHERE table_name = 'ohlc_v2' \n      AND series_id = ${escapeSQL(series_id)}\n)\nSELECT \n    next_end_time AS gap_start_time,  -- 前一个区间的结束时间\n    start_time AS gap_end_time        -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n  AND start_time > next_end_time      -- 有空缺\nORDER BY start_time DESC              -- 从最新开始\nLIMIT 1;\n    `,\n  );\n\n  // no gap\n  if (!record) return;\n\n  const gapStartTime = new Date(record.gap_start_time).getTime();\n  const gapEndTime = new Date(record.gap_end_time).getTime();\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Patch]',\n    'FindGap',\n    `series=${series_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n  );\n\n  const { product_id, duration } = decodeOHLCSeriesId(series_id);\n\n  let req: IIngestOHLCRequest;\n\n  if (direction === 'forward') {\n    // forward patch\n    req = {\n      product_id: product_id,\n      duration,\n      direction: 'forward' as const,\n      time: gapStartTime,\n    };\n  } else {\n    // backward patch\n    req = {\n      product_id: product_id,\n      duration,\n      direction: 'backward' as const,\n      time: gapEndTime,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Patch]',\n    series_id,\n    'PatchRequest',\n    `direction=${req.direction}, time=${formatTime(req.time)}`,\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][Patch]',\n    series_id,\n    'PatchBackwardResult',\n    `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/setup.js

@@ -0,0 +1,56 @@
+import { formatTime, tokenBucket } from '@yuants/utils';
+import { handleIngestInterestRateBackward } from './backwards-interest-rate';
+import { handleIngestOHLCBackward } from './backwards-ohlc';
+import { listInterestRateSeriesIds, listOHLCSeriesIds } from './discovery';
+import { handleIngestInterestRateForward } from './forwards-interest-rate';
+import { handleIngestOHLCForward } from './forwards-ohlc';
+import { handleInterestRatePatch } from './patch-interest-rate';
+import { handleIngestOHLCPatch } from './patch-ohlc';
+const api = {
+    OHLC: {
+        list: listOHLCSeriesIds,
+        forward: handleIngestOHLCForward,
+        backward: handleIngestOHLCBackward,
+        patch: handleIngestOHLCPatch,
+    },
+    InterestRate: {
+        list: listInterestRateSeriesIds,
+        forward: handleIngestInterestRateForward,
+        backward: handleIngestInterestRateBackward,
+        patch: handleInterestRatePatch,
+    },
+};
+(async () => {
+    const abortController = new AbortController();
+    const signal = abortController.signal;
+    for (const type of ['OHLC', 'InterestRate']) {
+        const list = api[type].list;
+        for (const task of ['forward', 'backward', 'patch']) {
+            const handler = api[type][task];
+            (async () => {
+                while (true) {
+                    await tokenBucket(`${type}:${task}`).acquire(1, signal);
+                    try {
+                        const tasks = await list();
+                        // 并行
+                        // await Promise.all(
+                        //   Array.from(tasks.entries()).map(([series_id, direction]) =>
+                        //     handler(series_id, direction, signal).catch((err) => {
+                        //       console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);
+                        //     }),
+                        //   ),
+                        // );
+                        // 串行调度
+                        for (const [series_id, direction] of tasks.entries()) {
+                            await handler(series_id, direction, signal).catch((err) => {
+                                console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);
+                            });
+                        }
+                    }
+                    catch (e) { }
+                }
+            })();
+        }
+    }
+})();
+//# sourceMappingURL=setup.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"setup.js","sourceRoot":"","sources":["../../src/series-collector/setup.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACxD,OAAO,EAAE,gCAAgC,EAAE,MAAM,2BAA2B,CAAC;AAC7E,OAAO,EAAE,wBAAwB,EAAE,MAAM,kBAAkB,CAAC;AAC5D,OAAO,EAAE,yBAAyB,EAAE,iBAAiB,EAAE,MAAM,aAAa,CAAC;AAC3E,OAAO,EAAE,+BAA+B,EAAE,MAAM,0BAA0B,CAAC;AAC3E,OAAO,EAAE,uBAAuB,EAAE,MAAM,iBAAiB,CAAC;AAC1D,OAAO,EAAE,uBAAuB,EAAE,MAAM,uBAAuB,CAAC;AAChE,OAAO,EAAE,qBAAqB,EAAE,MAAM,cAAc,CAAC;AAErD,MAAM,GAAG,GAAG;IACV,IAAI,EAAE;QACJ,IAAI,EAAE,iBAAiB;QACvB,OAAO,EAAE,uBAAuB;QAChC,QAAQ,EAAE,wBAAwB;QAClC,KAAK,EAAE,qBAAqB;KAC7B;IACD,YAAY,EAAE;QACZ,IAAI,EAAE,yBAAyB;QAC/B,OAAO,EAAE,+BAA+B;QACxC,QAAQ,EAAE,gCAAgC;QAC1C,KAAK,EAAE,uBAAuB;KAC/B;CACF,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,eAAe,GAAG,IAAI,eAAe,EAAE,CAAC;IAC9C,MAAM,MAAM,GAAG,eAAe,CAAC,MAAM,CAAC;IACtC,KAAK,MAAM,IAAI,IAAI,CAAC,MAAM,EAAE,cAAc,CAAU,EAAE;QACpD,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC;QAC5B,KAAK,MAAM,IAAI,IAAI,CAAC,SAAS,EAAE,UAAU,EAAE,OAAO,CAAU,EAAE;YAC5D,MAAM,OAAO,GAAG,GAAG,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC;YAChC,CAAC,KAAK,IAAI,EAAE;gBACV,OAAO,IAAI,EAAE;oBACX,MAAM,WAAW,CAAC,GAAG,IAAI,IAAI,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;oBACxD,IAAI;wBACF,MAAM,KAAK,GAAG,MAAM,IAAI,EAAE,CAAC;wBAC3B,KAAK;wBACL,qBAAqB;wBACrB,gEAAgE;wBAChE,6DAA6D;wBAC7D,mGAAmG;wBACnG,UAAU;wBACV,OAAO;wBACP,KAAK;wBACL,OAAO;wBACP,KAAK,MAAM,CAAC,SAAS,EAAE,SAAS,CAAC,IAAI,KAAK,CAAC,OAAO,EAAE,EAAE;4BACpD,MAAM,OAAO,CAAC,SAAS,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,EAAE,EAAE;gCACxD,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,qBAAqB,IAAI,KAAK,IAAI,GAAG,EAAE,OAAO,EAAE,GAAG,CAAC,CAAC;4BAC5F,CAAC,CAAC,CAAC;yBACJ;qBACF;oBAAC,OAAO,CAAC,EAAE,GAAE;iBACf;YACH,CAAC,CAAC,EAAE,CAAC;SACN;KACF;AACH,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { formatTime, tokenBucket } from '@yuants/utils';\nimport { handleIngestInterestRateBackward } from './backwards-interest-rate';\nimport { handleIngestOHLCBackward } from './backwards-ohlc';\nimport { listInterestRateSeriesIds, listOHLCSeriesIds } from './discovery';\nimport { handleIngestInterestRateForward } from './forwards-interest-rate';\nimport { handleIngestOHLCForward } from './forwards-ohlc';\nimport { handleInterestRatePatch } from './patch-interest-rate';\nimport { handleIngestOHLCPatch } from './patch-ohlc';\n\nconst api = {\n  OHLC: {\n    list: listOHLCSeriesIds,\n    forward: handleIngestOHLCForward,\n    backward: handleIngestOHLCBackward,\n    patch: handleIngestOHLCPatch,\n  },\n  InterestRate: {\n    list: listInterestRateSeriesIds,\n    forward: handleIngestInterestRateForward,\n    backward: handleIngestInterestRateBackward,\n    patch: handleInterestRatePatch,\n  },\n};\n\n(async () => {\n  const abortController = new AbortController();\n  const signal = abortController.signal;\n  for (const type of ['OHLC', 'InterestRate'] as const) {\n    const list = api[type].list;\n    for (const task of ['forward', 'backward', 'patch'] as const) {\n      const handler = api[type][task];\n      (async () => {\n        while (true) {\n          await tokenBucket(`${type}:${task}`).acquire(1, signal);\n          try {\n            const tasks = await list();\n            // 并行\n            // await Promise.all(\n            //   Array.from(tasks.entries()).map(([series_id, direction]) =>\n            //     handler(series_id, direction, signal).catch((err) => {\n            //       console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);\n            //     }),\n            //   ),\n            // );\n            // 串行调度\n            for (const [series_id, direction] of tasks.entries()) {\n              await handler(series_id, direction, signal).catch((err) => {\n                console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);\n              });\n            }\n          } catch (e) {}\n        }\n      })();\n    }\n  }\n})();\n"]}

package/lib/index.d.ts

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

package/lib/index.d.ts.map

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

package/lib/index.js

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

package/lib/index.js.map

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

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

@@ -1,4 +1,3 @@
 /// <reference types="node" />
-import { IInterestRateServiceMetadata } from '@yuants/exchange';
-export declare const handleIngestInterestRateBackward: (product_id: string, meta: IInterestRateServiceMetadata, signal: AbortSignal) => Promise<void>;
+export declare const handleIngestInterestRateBackward: (product_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=backwards-interest-rate.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"backwards-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":";AAKA,OAAO,EAEL,4BAA4B,EAE7B,MAAM,kBAAkB,CAAC;AAU1B,eAAO,MAAM,gCAAgC,eAC/B,MAAM,QACZ,4BAA4B,UAC1B,WAAW,kBA6CpB,CAAC"}
+{"version":3,"file":"backwards-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":";AAUA,eAAO,MAAM,gCAAgC,eAC/B,MAAM,aACP,SAAS,GAAG,UAAU,UACzB,WAAW,kBA6CpB,CAAC"}

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

@@ -1,8 +1,4 @@
 "use strict";
-// 解决 Backwards 拉取历史数据的调度器
-// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Backwards 拉取的序列。
-// 然后对每个序列，向对应的 IngestInterestRate Service 发送拉取请求，补齐历史数据。
-// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.handleIngestInterestRateBackward = void 0;
 const protocol_1 = require("@yuants/protocol");
@@ -12,13 +8,13 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
 const ingestCounter = terminal.metrics
     .counter('series_collector_ingest_count', '')
     .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'backward' });
-const handleIngestInterestRateBackward = async (product_id, meta, signal) => {
+const handleIngestInterestRateBackward = async (product_id, direction, 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:backward:${datasource_id}`).acquire(1, signal);
     let req;
-    if (meta.direction === 'backward') {
+    if (direction === 'backward') {
         const startTime = await (0, sql_helpers_1.findInterestRateStartTimeBackward)(terminal, product_id);
         const start_time = startTime ? new Date(startTime).getTime() : Date.now();
         req = {

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

@@ -1 +1 @@
-{"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"]}
+{"version":3,"file":"backwards-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":";;;AACA,+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,SAAiC,EACjC,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,SAAS,KAAK,UAAU,EAAE;QAC5B,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":["import { IIngestInterestRateRequest, ISeriesIngestResult } 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  direction: 'forward' | 'backward',\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:${datasource_id}`).acquire(1, signal);\n  let req: IIngestInterestRateRequest;\n  if (direction === 'backward') {\n    const startTime = await findInterestRateStartTimeBackward(terminal, product_id);\n    const start_time = startTime ? new Date(startTime).getTime() : Date.now();\n\n    req = {\n      product_id: product_id,\n      direction: 'backward',\n      time: start_time,\n    };\n  } else {\n    req = {\n      product_id: product_id,\n      direction: 'forward',\n      time: 0,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Backward]',\n    'Request',\n    `product_id=${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/discovery.d.ts

@@ -1,9 +1,8 @@
-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>>;
+export declare const listInterestRateSeriesIds: () => Promise<Map<string, "backward" | "forward">>;
 /**
  *
  * @returns

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

@@ -1 +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"}
+{"version":3,"file":"discovery.d.ts","sourceRoot":"","sources":["../../src/series-collector/discovery.ts"],"names":[],"mappings":"AAWA;;;GAGG;AACH,eAAO,MAAM,yBAAyB,oDAwBrC,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,iBAAiB,oDAuB7B,CAAC"}

package/lib/series-collector/discovery.js

@@ -1,5 +1,4 @@
 "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");
@@ -25,7 +24,7 @@ const listInterestRateSeriesIds = async () => {
                 for (const { product_id } of product_ids) {
                     if (!product_id.startsWith(meta.product_id_prefix))
                         continue;
-                    series_ids.set(product_id, meta);
+                    series_ids.set(product_id, meta.direction);
                 }
             }
             finally {

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

@@ -1 +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"]}
+{"version":3,"file":"discovery.js","sourceRoot":"","sources":["../../src/series-collector/discovery.ts"],"names":[],"mappings":";;;AAAA,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,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,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,SAAS,CAAC,CAAC;iBAC5C;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":["import { 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, 'forward' | 'backward'>();\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.direction);\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

@@ -1,4 +1,3 @@
 /// <reference types="node" />
-import { IInterestRateServiceMetadata } from '@yuants/exchange';
-export declare const handleIngestInterestRateForward: (product_id: string, meta: IInterestRateServiceMetadata, signal: AbortSignal) => Promise<void>;
+export declare const handleIngestInterestRateForward: (product_id: string, direction: 'forward' | 'backward', 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":";AAKA,OAAO,EAEL,4BAA4B,EAE7B,MAAM,kBAAkB,CAAC;AAW1B,eAAO,MAAM,+BAA+B,eAC9B,MAAM,QACZ,4BAA4B,UAC1B,WAAW,kBAgDpB,CAAC"}
+{"version":3,"file":"forwards-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/forwards-interest-rate.ts"],"names":[],"mappings":";AAWA,eAAO,MAAM,+BAA+B,eAC9B,MAAM,aACP,SAAS,GAAG,UAAU,UACzB,WAAW,kBAgDpB,CAAC"}

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

@@ -1,8 +1,4 @@
 "use strict";
-// 解决 Forwards 拉取历史数据的调度器
-// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Forwards 拉取的序列。
-// 然后对每个序列，向对应的 IngestInterestRate Service 发送拉取请求，补齐历史数据。
-// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.handleIngestInterestRateForward = void 0;
 const protocol_1 = require("@yuants/protocol");
@@ -12,14 +8,14 @@ const terminal = protocol_1.Terminal.fromNodeEnv();
 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) => {
+const handleIngestInterestRateForward = async (product_id, direction, 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') {
+        if (direction === 'forward') {
             const endTime = await (0, sql_helpers_1.findInterestRateEndTimeForward)(terminal, product_id);
             const time = endTime ? new Date(endTime).getTime() : 0;
             req = {

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

@@ -1 +1 @@
-{"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"]}
+{"version":3,"file":"forwards-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/forwards-interest-rate.ts"],"names":[],"mappings":";;;AACA,+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,SAAiC,EACjC,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,SAAS,KAAK,SAAS,EAAE;YAC3B,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":["import { IIngestInterestRateRequest, ISeriesIngestResult } 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  direction: 'forward' | 'backward',\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:${datasource_id}`).acquire(1, signal);\n\n  {\n    let req: IIngestInterestRateRequest;\n    if (direction === 'forward') {\n      const endTime = await findInterestRateEndTimeForward(terminal, product_id);\n      const time = endTime ? new Date(endTime).getTime() : 0;\n\n      req = {\n        product_id: product_id,\n        direction: 'forward',\n        time,\n      };\n    } else {\n      // backward\n      req = {\n        product_id,\n        direction: 'backward',\n        time: Date.now(),\n      };\n    }\n\n    console.info(\n      formatTime(Date.now()),\n      '[SeriesCollector][InterestRate][Forward]',\n      'Request',\n      `product_id=${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.js

@@ -18,7 +18,7 @@ const handleIngestOHLCForward = async (series_id, direction, signal) => {
     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:${datasource_id}`).acquire();
+    await (0, utils_1.tokenBucket)(`ohlc:forward:${datasource_id}`).acquire(1, signal);
     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`);