@yuants/app-virtual-exchange 0.18.11 → 0.19.0

package/dist/credential.js

@@ -22,6 +22,31 @@ const secretSignToCredentialIdCache = createCache(async (sign) => {
     const credential = JSON.parse(new TextDecoder().decode(decrypted));
     return credential;
 });
+export const allCredentials$ = defer(() => terminal.client.requestForResponseData('VEX/ListExchangeCredential', {})).pipe(repeat({ delay: 10000 }), retry({ delay: 5000 }), shareReplay(1));
+export const mapCredentialIdToCredentials$ = allCredentials$.pipe(map((x) => Map.groupBy(x, (item) => item.credentialId || '')), shareReplay(1));
+export const validCredentials$ = allCredentials$.pipe(map((x) => {
+    const map = new Map();
+    if (!x)
+        return map;
+    for (const xx of x) {
+        if (xx.credentialId && xx.credential) {
+            map.set(xx.credentialId, xx.credential);
+        }
+    }
+    return map;
+}), shareReplay(1));
+export const validCredentialTypes$ = validCredentials$.pipe(map((credentials) => {
+    const types = new Set();
+    credentials.forEach((credential) => {
+        types.add(credential.type);
+    });
+    return Array.from(types);
+}));
+export const getCredentialByCredentialId = async (credentialId) => {
+    const credentials = (await firstValueFrom(mapCredentialIdToCredentials$)).get(credentialId);
+    const theCredential = credentials === null || credentials === void 0 ? void 0 : credentials[0].credential;
+    return theCredential;
+};
 /**
  * 根据 credential 信息解析出对应的 credential ID
  * 此处可以做缓存，因为同一个 credential 永远对应同一个 credential ID，可以节约后续 SQL 查询的开销
@@ -78,24 +103,6 @@ terminal.server.provideService('VEX/ListCredentials', {}, async () => {
     const credentials = await firstValueFrom(validCredentials$);
     return { res: { code: 0, message: 'OK', data: [...credentials.keys()] } };
 });
-export const validCredentials$ = defer(() => listAllCredentials()).pipe(map((x) => {
-    const map = new Map();
-    if (!x)
-        return map;
-    for (const xx of x) {
-        if (xx.credentialId && xx.credential) {
-            map.set(xx.credentialId, xx.credential);
-        }
-    }
-    return map;
-}), repeat({ delay: 10000 }), retry({ delay: 5000 }), shareReplay(1));
-export const validCredentialTypes$ = validCredentials$.pipe(map((credentials) => {
-    const types = new Set();
-    credentials.forEach((credential) => {
-        types.add(credential.type);
-    });
-    return Array.from(types);
-}));
 /**
  * 根据 secret sign 解析出对应的 credential 以及 credential ID
  * @param sign - secret sign

package/dist/credential.js.map

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { getCredentialId } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { ISecret, listSecrets, readSecret, writeSecret } from '@yuants/secret';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\nimport { defer, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\n\nexport interface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credentialReader = process.env.NODE_UNIT_PUBLIC_KEY || terminal.keyPair.public_key;\n\n/**\n * 根据 secret sign 解析出对应的 exchange credential\n * 此处可以做缓存，因为同一个 secret sign 对应的 credential 信息永远不会变化，可以节约解密和后续 SQL 查询的开销\n * 得到 credential 后，此 credential 不一定是有效的，因为可能凭证信息已经过期或被撤销\n */\nconst secretSignToCredentialIdCache = createCache(async (sign: string) => {\n  const sql = `SELECT * FROM secret WHERE sign = ${escapeSQL(sign)} LIMIT 1;`;\n  const res = await requestSQL<ISecret[]>(terminal, sql);\n  if (res.length === 0) throw newError('SECRET_NOT_FOUND', { sign });\n  const secret = res[0];\n  const decrypted = await readSecret(terminal, secret);\n  const credential = JSON.parse(new TextDecoder().decode(decrypted)) as IExchangeCredential;\n  return credential;\n});\n\n/**\n * 根据 credential 信息解析出对应的 credential ID\n * 此处可以做缓存，因为同一个 credential 永远对应同一个 credential ID，可以节约后续 SQL 查询的开销\n * 但是需要注意的是，credential ID 可能会因为凭证被撤销而失效，但是可以在下游调用其他服务时感知到，因此可以永久缓存\n */\nconst credentialIdCache = createCache(async (credentialKey: string) => {\n  const credential = JSON.parse(credentialKey) as IExchangeCredential;\n  const res = await getCredentialId(terminal, credential);\n  return res.data;\n});\n\nconst listAllCredentials = async () => {\n  const secrets = await listSecrets(terminal, {\n    reader: credentialReader,\n    tags: { type: 'exchange_credential' },\n  });\n\n  const results = await Promise.allSettled(secrets.map((secret) => getCredentialBySecretId(secret.sign)));\n  return results.map(\n    (\n      result,\n      index,\n    ): {\n      sign: string;\n      credential: IExchangeCredential | null;\n      credentialId: string | null;\n      error: any;\n    } => {\n      if (result.status === 'fulfilled') {\n        return {\n          sign: secrets[index].sign,\n          credential: result.value.credential,\n          credentialId: result.value.credentialId,\n          error: null,\n        };\n      } else {\n        return {\n          sign: secrets[index].sign,\n          credential: null,\n          credentialId: null,\n          error: `${result.reason}`,\n        };\n      }\n    },\n  );\n};\n\nterminal.server.provideService<IExchangeCredential, ISecret>(\n  'VEX/RegisterExchangeCredential',\n  {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string' },\n      payload: { type: 'object' },\n    },\n  },\n  async (msg) => {\n    const credential = msg.req;\n    const secretData = new TextEncoder().encode(JSON.stringify(credential));\n    const secret = await writeSecret(terminal, credentialReader, { type: 'exchange_credential' }, secretData);\n    return { res: { code: 0, message: 'OK', data: secret } };\n  },\n);\n\n// For Debugging Purpose\nterminal.server.provideService('VEX/ListExchangeCredential', {}, async () => {\n  return { res: { code: 0, message: 'OK', data: await listAllCredentials() } };\n});\n\nterminal.server.provideService<void, string[]>('VEX/ListCredentials', {}, async () => {\n  const credentials = await firstValueFrom(validCredentials$);\n  return { res: { code: 0, message: 'OK', data: [...credentials.keys()] } };\n});\n\nexport const validCredentials$ = defer(() => listAllCredentials()).pipe(\n  map((x) => {\n    const map = new Map<string, IExchangeCredential>();\n    if (!x) return map;\n    for (const xx of x) {\n      if (xx.credentialId && xx.credential) {\n        map.set(xx.credentialId, xx.credential);\n      }\n    }\n    return map;\n  }),\n  repeat({ delay: 10000 }),\n  retry({ delay: 5000 }),\n  shareReplay(1),\n);\n\nexport const validCredentialTypes$ = validCredentials$.pipe(\n  map((credentials) => {\n    const types = new Set<string>();\n    credentials.forEach((credential) => {\n      types.add(credential.type);\n    });\n    return Array.from(types);\n  }),\n);\n\n/**\n * 根据 secret sign 解析出对应的 credential 以及 credential ID\n * @param sign - secret sign\n * @returns 解析得到的 credential 以及对应的 credential ID\n * @throws 如果无法解析出对应的 credential 或 credential ID，则抛出异常\n *\n * 不依赖 List Credential 服务，可以及时感知凭证的新增和变更\n */\nexport const getCredentialBySecretId = async (sign: string) => {\n  const credential = await secretSignToCredentialIdCache.query(sign);\n  if (!credential) throw newError('CREDENTIAL_NOT_RESOLVED', { sign });\n  const credentialId = await credentialIdCache.query(JSON.stringify(credential));\n  if (!credentialId) throw newError('CREDENTIAL_ID_NOT_RESOLVED', { sign });\n  return { sign, credential, credentialId };\n};\n"]}
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{ createCache } from '@yuants/cache';\nimport { getCredentialId } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { ISecret, listSecrets, readSecret, writeSecret } from '@yuants/secret';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\nimport { defer, firstValueFrom, map, repeat, retry, shareReplay } from 'rxjs';\nimport { IExchangeCredential } from './types';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst credentialReader = process.env.NODE_UNIT_PUBLIC_KEY || terminal.keyPair.public_key;\n\n/**\n * 根据 secret sign 解析出对应的 exchange credential\n * 此处可以做缓存，因为同一个 secret sign 对应的 credential 信息永远不会变化，可以节约解密和后续 SQL 查询的开销\n * 得到 credential 后，此 credential 不一定是有效的，因为可能凭证信息已经过期或被撤销\n */\nconst secretSignToCredentialIdCache = createCache(async (sign: string) => {\n  const sql = `SELECT * FROM secret WHERE sign = ${escapeSQL(sign)} LIMIT 1;`;\n  const res = await requestSQL<ISecret[]>(terminal, sql);\n  if (res.length === 0) throw newError('SECRET_NOT_FOUND', { sign });\n  const secret = res[0];\n  const decrypted = await readSecret(terminal, secret);\n  const credential = JSON.parse(new TextDecoder().decode(decrypted)) as IExchangeCredential;\n  return credential;\n});\n\nexport const allCredentials$ = defer(() =>\n  terminal.client.requestForResponseData<{}, Awaited<ReturnType<typeof listAllCredentials>>>(\n    'VEX/ListExchangeCredential',\n    {},\n  ),\n).pipe(repeat({ delay: 10000 }), retry({ delay: 5000 }), shareReplay(1));\n\nexport const mapCredentialIdToCredentials$ = allCredentials$.pipe(\n  map((x) => Map.groupBy(x, (item) => item.credentialId || '')),\n  shareReplay(1),\n);\n\nexport const validCredentials$ = allCredentials$.pipe(\n  map((x) => {\n    const map = new Map<string, IExchangeCredential>();\n    if (!x) return map;\n    for (const xx of x) {\n      if (xx.credentialId && xx.credential) {\n        map.set(xx.credentialId, xx.credential);\n      }\n    }\n    return map;\n  }),\n  shareReplay(1),\n);\n\nexport const validCredentialTypes$ = validCredentials$.pipe(\n  map((credentials) => {\n    const types = new Set<string>();\n    credentials.forEach((credential) => {\n      types.add(credential.type);\n    });\n    return Array.from(types);\n  }),\n);\n\nexport const getCredentialByCredentialId = async (credentialId: string) => {\n  const credentials = (await firstValueFrom(mapCredentialIdToCredentials$)).get(credentialId);\n  const theCredential = credentials?.[0].credential;\n  return theCredential;\n};\n\n/**\n * 根据 credential 信息解析出对应的 credential ID\n * 此处可以做缓存，因为同一个 credential 永远对应同一个 credential ID，可以节约后续 SQL 查询的开销\n * 但是需要注意的是，credential ID 可能会因为凭证被撤销而失效，但是可以在下游调用其他服务时感知到，因此可以永久缓存\n */\nconst credentialIdCache = createCache(async (credentialKey: string) => {\n  const credential = JSON.parse(credentialKey) as IExchangeCredential;\n  const res = await getCredentialId(terminal, credential);\n  return res.data;\n});\n\nconst listAllCredentials = async () => {\n  const secrets = await listSecrets(terminal, {\n    reader: credentialReader,\n    tags: { type: 'exchange_credential' },\n  });\n\n  const results = await Promise.allSettled(secrets.map((secret) => getCredentialBySecretId(secret.sign)));\n  return results.map(\n    (\n      result,\n      index,\n    ): {\n      sign: string;\n      credential: IExchangeCredential | null;\n      credentialId: string | null;\n      error: any;\n    } => {\n      if (result.status === 'fulfilled') {\n        return {\n          sign: secrets[index].sign,\n          credential: result.value.credential,\n          credentialId: result.value.credentialId,\n          error: null,\n        };\n      } else {\n        return {\n          sign: secrets[index].sign,\n          credential: null,\n          credentialId: null,\n          error: `${result.reason}`,\n        };\n      }\n    },\n  );\n};\n\nterminal.server.provideService<IExchangeCredential, ISecret>(\n  'VEX/RegisterExchangeCredential',\n  {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string' },\n      payload: { type: 'object' },\n    },\n  },\n  async (msg) => {\n    const credential = msg.req;\n    const secretData = new TextEncoder().encode(JSON.stringify(credential));\n    const secret = await writeSecret(terminal, credentialReader, { type: 'exchange_credential' }, secretData);\n    return { res: { code: 0, message: 'OK', data: secret } };\n  },\n);\n\n// For Debugging Purpose\nterminal.server.provideService('VEX/ListExchangeCredential', {}, async () => {\n  return { res: { code: 0, message: 'OK', data: await listAllCredentials() } };\n});\n\nterminal.server.provideService<void, string[]>('VEX/ListCredentials', {}, async () => {\n  const credentials = await firstValueFrom(validCredentials$);\n  return { res: { code: 0, message: 'OK', data: [...credentials.keys()] } };\n});\n\n/**\n * 根据 secret sign 解析出对应的 credential 以及 credential ID\n * @param sign - secret sign\n * @returns 解析得到的 credential 以及对应的 credential ID\n * @throws 如果无法解析出对应的 credential 或 credential ID，则抛出异常\n *\n * 不依赖 List Credential 服务，可以及时感知凭证的新增和变更\n */\nexport const getCredentialBySecretId = async (sign: string) => {\n  const credential = await secretSignToCredentialIdCache.query(sign);\n  if (!credential) throw newError('CREDENTIAL_NOT_RESOLVED', { sign });\n  const credentialId = await credentialIdCache.query(JSON.stringify(credential));\n  if (!credentialId) throw newError('CREDENTIAL_ID_NOT_RESOLVED', { sign });\n  return { sign, credential, credentialId };\n};\n"]}

package/dist/general.js.map

@@ -1 +1 @@
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product_id?: string }, IPosition[]>(\n  'VEX/GetPositions',\n  {\n    type: 'object',\n    required: ['secret_id'],\n    properties: {\n      secret_id: { type: 'string' },\n      product_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const res = await getPositions(terminal, credential.credential, msg.req.product_id);\n    if (!res.data) return { res };\n    const positions = await polyfillPosition(res.data);\n    positions.forEach((pos) => {\n      pos.account_id = credential.credentialId;\n    });\n    return { res: { code: 0, message: 'OK', data: positions } };\n  },\n);\n\nterminal.server.provideService<{ secret_id: string; product_id?: string }, IOrder[]>(\n  'VEX/GetOrders',\n  {\n    type: 'object',\n    required: ['secret_id'],\n    properties: {\n      secret_id: { type: 'string' },\n      product_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const res = await getOrders(terminal, credential.credential, msg.req.product_id);\n    if (!res.data) return { res };\n    const orders = res.data;\n    orders.forEach((order) => {\n      order.account_id = credential.credentialId;\n    });\n    await polyfillOrders(orders);\n    return { res: { code: 0, message: 'OK', data: orders } };\n  },\n);\n\n// 10. Proxy Orders\n// SubmitOrder\nterminal.server.provideService<{ order: IOrder; secret_id: string }, { order_id: string }>(\n  'VEX/SubmitOrder',\n  {\n    type: 'object',\n    required: ['order', 'secret_id'],\n    properties: {\n      order: { type: 'object' },\n      secret_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const [order] = await polyfillOrders([msg.req.order]);\n    const res = await submitOrder(terminal, credential.credential, order);\n    return { res };\n  },\n);\n\n// ModifyOrder\nterminal.server.provideService<{ order: IOrder; secret_id: string }, void>(\n  'VEX/ModifyOrder',\n  {\n    type: 'object',\n    required: ['order', 'secret_id'],\n    properties: {\n      order: { type: 'object' },\n      secret_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const [order] = await polyfillOrders([msg.req.order]);\n    const res = await modifyOrder(terminal, credential.credential, order);\n    return { res };\n  },\n);\n\n// CancelOrder\nterminal.server.provideService<{ order: IOrder; secret_id: string }, void>(\n  'VEX/CancelOrder',\n  {\n    type: 'object',\n    required: ['order', 'secret_id'],\n    properties: {\n      order: { type: 'object' },\n      secret_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const [order] = await polyfillOrders([msg.req.order]);\n    const res = await cancelOrder(terminal, credential.credential, order);\n    return { res };\n  },\n);\n\n// GetCredential\nterminal.server.provideService<\n  { secret_id: string },\n  {\n    sign: string;\n    credential: IExchangeCredential;\n    credentialId: string;\n  }\n>(\n  'VEX/GetCredential',\n  {\n    type: 'object',\n    required: ['secret_id'],\n    properties: {\n      secret_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    return {\n      res: {\n        code: 0,\n        message: 'OK',\n        data: credential,\n      },\n    };\n  },\n);\n"]}
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product_id?: string }, IPosition[]>(\n  'VEX/GetPositions',\n  {\n    type: 'object',\n    required: ['secret_id'],\n    properties: {\n      secret_id: { type: 'string' },\n      product_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const res = await getPositions(terminal, credential.credential, msg.req.product_id);\n    if (!res.data) return { res };\n    const positions = await polyfillPosition(res.data);\n    positions.forEach((pos) => {\n      pos.account_id = credential.credentialId;\n    });\n    return { res: { code: 0, message: 'OK', data: positions } };\n  },\n);\n\nterminal.server.provideService<{ secret_id: string; product_id?: string }, IOrder[]>(\n  'VEX/GetOrders',\n  {\n    type: 'object',\n    required: ['secret_id'],\n    properties: {\n      secret_id: { type: 'string' },\n      product_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const res = await getOrders(terminal, credential.credential, msg.req.product_id);\n    if (!res.data) return { res };\n    const orders = res.data;\n    orders.forEach((order) => {\n      order.account_id = credential.credentialId;\n    });\n    await polyfillOrders(orders);\n    return { res: { code: 0, message: 'OK', data: orders } };\n  },\n);\n\n// 10. Proxy Orders\n// SubmitOrder\nterminal.server.provideService<{ order: IOrder; secret_id: string }, { order_id: string }>(\n  'VEX/SubmitOrder',\n  {\n    type: 'object',\n    required: ['order', 'secret_id'],\n    properties: {\n      order: { type: 'object' },\n      secret_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const [order] = await polyfillOrders([msg.req.order]);\n    const res = await submitOrder(terminal, credential.credential, order);\n    return { res };\n  },\n);\n\n// ModifyOrder\nterminal.server.provideService<{ order: IOrder; secret_id: string }, void>(\n  'VEX/ModifyOrder',\n  {\n    type: 'object',\n    required: ['order', 'secret_id'],\n    properties: {\n      order: { type: 'object' },\n      secret_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const [order] = await polyfillOrders([msg.req.order]);\n    const res = await modifyOrder(terminal, credential.credential, order);\n    return { res };\n  },\n);\n\n// CancelOrder\nterminal.server.provideService<{ order: IOrder; secret_id: string }, void>(\n  'VEX/CancelOrder',\n  {\n    type: 'object',\n    required: ['order', 'secret_id'],\n    properties: {\n      order: { type: 'object' },\n      secret_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    const [order] = await polyfillOrders([msg.req.order]);\n    const res = await cancelOrder(terminal, credential.credential, order);\n    return { res };\n  },\n);\n\n// GetCredential\nterminal.server.provideService<\n  { secret_id: string },\n  {\n    sign: string;\n    credential: IExchangeCredential;\n    credentialId: string;\n  }\n>(\n  'VEX/GetCredential',\n  {\n    type: 'object',\n    required: ['secret_id'],\n    properties: {\n      secret_id: { type: 'string' },\n    },\n  },\n  async (msg) => {\n    const credential = await getCredentialBySecretId(msg.req.secret_id);\n    return {\n      res: {\n        code: 0,\n        message: 'OK',\n        data: credential,\n      },\n    };\n  },\n);\n"]}

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

@@ -0,0 +1,143 @@
+import { Terminal } from '@yuants/protocol';
+import { decodePath, encodePath, formatTime, newError } from '@yuants/utils';
+import { getCredentialByCredentialId } from '../credential';
+import { findBackwardTaskFirstStartTime, findForwardTaskLastEndTime, findPatchGap } from './sql-helpers';
+const parseInterestLedgerServiceMetadataFromSchema = (schema) => {
+    //
+    return {
+        type: schema.properties.credential.properties.type.const,
+        direction: schema.properties.direction.const,
+        ledgerTypes: schema.properties.ledger_type.enum,
+    };
+};
+const terminal = Terminal.fromNodeEnv();
+export const listInterestLedgerSeriesIds = async () => {
+    // List All Credentials from VEX
+    const credentials = await terminal.client.requestForResponseData('VEX/ListExchangeCredential', {});
+    const series_ids = new Map();
+    for (const terminalInfo of terminal.terminalInfos) {
+        for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {
+            if (serviceInfo.method !== 'IngestInterestLedger')
+                continue;
+            try {
+                const meta = parseInterestLedgerServiceMetadataFromSchema(serviceInfo.schema);
+                for (const credential of credentials) {
+                    if (!credential.credentialId)
+                        continue;
+                    if (credential.credential.type !== meta.type)
+                        continue;
+                    for (const ledgerType of meta.ledgerTypes) {
+                        const series_id = encodeInterestLedgerSeriesId(credential.credentialId, ledgerType);
+                        series_ids.set(series_id, meta.direction);
+                    }
+                }
+            }
+            finally {
+            }
+        }
+    }
+    return series_ids;
+};
+export const encodeInterestLedgerSeriesId = (account_id, ledger_type) => encodePath(...decodePath(account_id), ledger_type);
+export const decodeInterestLedgerSeriesId = (series_id) => {
+    const parts = decodePath(series_id);
+    const account_id = encodePath(...parts.slice(0, -1));
+    const ledger_type = parts[parts.length - 1];
+    return { account_id, ledger_type };
+};
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'interest_ledger' });
+export const handleIngestInterestLedgerForward = async (series_id, direction, signal) => {
+    var _a, _b, _c, _d;
+    const { account_id, ledger_type } = decodeInterestLedgerSeriesId(series_id);
+    const credential = await getCredentialByCredentialId(account_id);
+    if (!credential)
+        throw newError('CREDENTIAL_NOT_FOUND_WHEN_HANDLING_INGEST', { account_id });
+    let req;
+    if (direction === 'forward') {
+        const endTime = await findForwardTaskLastEndTime(terminal, series_id, 'account_interest_ledger');
+        const time = endTime ? new Date(endTime).getTime() : 0;
+        req = {
+            account_id,
+            direction,
+            time,
+            ledger_type,
+            credential,
+        };
+    }
+    else {
+        req = {
+            account_id,
+            direction,
+            time: Date.now(),
+            ledger_type,
+            credential,
+        };
+    }
+    const res = await terminal.client.requestForResponseData('IngestInterestLedger', req);
+    ingestCounter.labels({ task: 'forward' }).inc(res.wrote_count || 0);
+    console.info(formatTime(Date.now()), '[SeriesCollector][InterestLedger][Forward]', 'Result', `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+};
+export const handleIngestInterestLedgerBackward = async (series_id, direction) => {
+    var _a, _b, _c, _d;
+    const { account_id, ledger_type } = decodeInterestLedgerSeriesId(series_id);
+    const credential = await getCredentialByCredentialId(account_id);
+    if (!credential)
+        throw newError('CREDENTIAL_NOT_FOUND_WHEN_HANDLING_INGEST', { account_id });
+    let req;
+    if (direction === 'backward') {
+        const startTime = await findBackwardTaskFirstStartTime(terminal, series_id, 'account_interest_ledger');
+        const time = startTime ? new Date(startTime).getTime() : Date.now();
+        req = {
+            account_id,
+            direction,
+            time,
+            ledger_type,
+            credential,
+        };
+    }
+    else {
+        // do backward using forward request with time = 0
+        req = {
+            account_id,
+            direction,
+            time: 0,
+            ledger_type,
+            credential,
+        };
+    }
+    const res = await terminal.client.requestForResponseData('IngestInterestLedger', req);
+    ingestCounter.labels({ task: 'backward' }).inc(res.wrote_count || 0);
+    console.info(formatTime(Date.now()), '[SeriesCollector][InterestLedger][Backward]', 'Result', `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+};
+export const handleIngestInterestLedgerPatch = async (series_id, direction, signal) => {
+    var _a, _b, _c, _d;
+    const { account_id, ledger_type } = decodeInterestLedgerSeriesId(series_id);
+    const credential = await getCredentialByCredentialId(account_id);
+    if (!credential)
+        throw newError('CREDENTIAL_NOT_FOUND_WHEN_HANDLING_INGEST', { account_id });
+    const patch = await findPatchGap(terminal, 'account_interest_ledger', series_id);
+    if (!patch)
+        return; // no gap
+    const time = direction === 'forward'
+        ? new Date(patch.gap_start_time).getTime()
+        : new Date(patch.gap_end_time).getTime();
+    const req = {
+        account_id,
+        direction,
+        time,
+        ledger_type,
+        credential,
+    };
+    const res = await terminal.client.requestForResponseData('IngestInterestLedger', req);
+    ingestCounter.labels({ task: 'patch' }).inc(res.wrote_count || 0);
+    console.info(formatTime(Date.now()), '[SeriesCollector][InterestLedger][Patch]', 'Result', `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+};
+export const InterestLedger = {
+    list: listInterestLedgerSeriesIds,
+    forward: handleIngestInterestLedgerForward,
+    backward: handleIngestInterestLedgerBackward,
+    patch: handleIngestInterestLedgerPatch,
+};
+//# sourceMappingURL=interest-ledger.js.map

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

@@ -0,0 +1 @@
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{ ISeriesIngestResult } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { decodePath, encodePath, formatTime, newError } from '@yuants/utils';\nimport { getCredentialByCredentialId } from '../credential';\nimport { IExchangeCredential } from '../types';\nimport { findBackwardTaskFirstStartTime, findForwardTaskLastEndTime, findPatchGap } from './sql-helpers';\n\nconst parseInterestLedgerServiceMetadataFromSchema = (\n  schema: any,\n): { type: string; direction: 'backward' | 'forward'; ledgerTypes: string[] } => {\n  //\n  return {\n    type: schema.properties.credential.properties.type.const,\n    direction: schema.properties.direction.const,\n    ledgerTypes: schema.properties.ledger_type.enum,\n  };\n};\n\nconst terminal = Terminal.fromNodeEnv();\n\nexport const listInterestLedgerSeriesIds = async () => {\n  // List All Credentials from VEX\n  const credentials = await terminal.client.requestForResponseData<\n    {},\n    Array<{ sign: string; credential: IExchangeCredential; credentialId?: string }>\n  >('VEX/ListExchangeCredential', {});\n\n  const series_ids = new Map<string, 'forward' | 'backward'>();\n\n  for (const terminalInfo of terminal.terminalInfos) {\n    for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {\n      if (serviceInfo.method !== 'IngestInterestLedger') continue;\n      try {\n        const meta = parseInterestLedgerServiceMetadataFromSchema(serviceInfo.schema);\n\n        for (const credential of credentials) {\n          if (!credential.credentialId) continue;\n          if (credential.credential.type !== meta.type) continue;\n\n          for (const ledgerType of meta.ledgerTypes) {\n            const series_id = encodeInterestLedgerSeriesId(credential.credentialId, ledgerType);\n            series_ids.set(series_id, meta.direction);\n          }\n        }\n      } finally {\n      }\n    }\n  }\n\n  return series_ids;\n};\n\nexport const encodeInterestLedgerSeriesId = (account_id: string, ledger_type: string) =>\n  encodePath(...decodePath(account_id), ledger_type);\n\nexport const decodeInterestLedgerSeriesId = (series_id: string) => {\n  const parts = decodePath(series_id);\n  const account_id = encodePath(...parts.slice(0, -1));\n  const ledger_type = parts[parts.length - 1];\n  return { account_id, ledger_type };\n};\n\ninterface IIngestInterestLedgerRequest {\n  account_id: string;\n  direction: 'forward' | 'backward';\n  time: number;\n  ledger_type: string;\n  credential: IExchangeCredential;\n}\n\nconst ingestCounter = terminal.metrics\n  .counter('series_collector_ingest_count', '')\n  .labels({ terminal_id: terminal.terminal_id, type: 'interest_ledger' });\n\nexport const handleIngestInterestLedgerForward = async (\n  series_id: string,\n  direction: 'forward' | 'backward',\n  signal: AbortSignal,\n) => {\n  const { account_id, ledger_type } = decodeInterestLedgerSeriesId(series_id);\n\n  const credential = await getCredentialByCredentialId(account_id);\n  if (!credential) throw newError('CREDENTIAL_NOT_FOUND_WHEN_HANDLING_INGEST', { account_id });\n\n  let req: IIngestInterestLedgerRequest;\n\n  if (direction === 'forward') {\n    const endTime = await findForwardTaskLastEndTime(terminal, series_id, 'account_interest_ledger');\n    const time = endTime ? new Date(endTime).getTime() : 0;\n    req = {\n      account_id,\n      direction,\n      time,\n      ledger_type,\n      credential,\n    };\n  } else {\n    req = {\n      account_id,\n      direction,\n      time: Date.now(),\n      ledger_type,\n      credential,\n    };\n  }\n\n  const res = await terminal.client.requestForResponseData<IIngestInterestLedgerRequest, ISeriesIngestResult>(\n    'IngestInterestLedger',\n    req,\n  );\n\n  ingestCounter.labels({ task: 'forward' }).inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestLedger][Forward]',\n    'Result',\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\nexport const handleIngestInterestLedgerBackward = async (\n  series_id: string,\n  direction: 'forward' | 'backward',\n) => {\n  const { account_id, ledger_type } = decodeInterestLedgerSeriesId(series_id);\n\n  const credential = await getCredentialByCredentialId(account_id);\n  if (!credential) throw newError('CREDENTIAL_NOT_FOUND_WHEN_HANDLING_INGEST', { account_id });\n\n  let req: IIngestInterestLedgerRequest;\n\n  if (direction === 'backward') {\n    const startTime = await findBackwardTaskFirstStartTime(terminal, series_id, 'account_interest_ledger');\n    const time = startTime ? new Date(startTime).getTime() : Date.now();\n    req = {\n      account_id,\n      direction,\n      time,\n      ledger_type,\n      credential,\n    };\n  } else {\n    // do backward using forward request with time = 0\n    req = {\n      account_id,\n      direction,\n      time: 0,\n      ledger_type,\n      credential,\n    };\n  }\n\n  const res = await terminal.client.requestForResponseData<IIngestInterestLedgerRequest, ISeriesIngestResult>(\n    'IngestInterestLedger',\n    req,\n  );\n\n  ingestCounter.labels({ task: 'backward' }).inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestLedger][Backward]',\n    'Result',\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\nexport const handleIngestInterestLedgerPatch = async (\n  series_id: string,\n  direction: 'forward' | 'backward',\n  signal: AbortSignal,\n) => {\n  const { account_id, ledger_type } = decodeInterestLedgerSeriesId(series_id);\n\n  const credential = await getCredentialByCredentialId(account_id);\n  if (!credential) throw newError('CREDENTIAL_NOT_FOUND_WHEN_HANDLING_INGEST', { account_id });\n\n  const patch = await findPatchGap(terminal, 'account_interest_ledger', series_id);\n\n  if (!patch) return; // no gap\n  const time =\n    direction === 'forward'\n      ? new Date(patch.gap_start_time).getTime()\n      : new Date(patch.gap_end_time).getTime();\n  const req: IIngestInterestLedgerRequest = {\n    account_id,\n    direction,\n    time,\n    ledger_type,\n    credential,\n  };\n\n  const res = await terminal.client.requestForResponseData<IIngestInterestLedgerRequest, ISeriesIngestResult>(\n    'IngestInterestLedger',\n    req,\n  );\n\n  ingestCounter.labels({ task: 'patch' }).inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestLedger][Patch]',\n    'Result',\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\nexport const InterestLedger = {\n  list: listInterestLedgerSeriesIds,\n  forward: handleIngestInterestLedgerForward,\n  backward: handleIngestInterestLedgerBackward,\n  patch: handleIngestInterestLedgerPatch,\n};\n"]}

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

@@ -1,6 +1,6 @@
 import { Terminal } from '@yuants/protocol';
-import { escapeSQL, requestSQL } from '@yuants/sql';
 import { formatTime } from '@yuants/utils';
+import { findPatchGap } from './sql-helpers';
 const terminal = Terminal.fromNodeEnv();
 const ingestCounter = terminal.metrics
     .counter('series_collector_ingest_count', '')
@@ -8,28 +8,7 @@ const ingestCounter = terminal.metrics
 // Patch 任务：查找数据缺口并进行补齐
 export const handleInterestRatePatch = async (product_id, direction, signal) => {
     var _a, _b, _c, _d;
-    const [record] = await requestSQL(terminal, `
-WITH reversed_ranges AS (
-    SELECT 
-        start_time,
-        end_time,
-        LEAD(end_time) OVER (
-            PARTITION BY table_name, series_id 
-            ORDER BY start_time DESC
-        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间
-    FROM series_data_range
-    WHERE table_name = 'interest_rate' 
-      AND series_id = ${escapeSQL(product_id)}
-)
-SELECT 
-    next_end_time AS gap_start_time,  -- 前一个区间的结束时间
-    start_time AS gap_end_time        -- 当前区间的开始时间
-FROM reversed_ranges
-WHERE next_end_time IS NOT NULL 
-  AND start_time > next_end_time      -- 有空缺
-ORDER BY start_time DESC              -- 从最新开始
-LIMIT 1;
-    `);
+    const record = await findPatchGap(terminal, 'interest_rate', product_id);
     // no gap
     if (!record)
         return;

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

@@ -1 +1 @@
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+{"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,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,YAAY,EAAE,MAAM,eAAe,CAAC;AAE7C,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,MAAM,GAAG,MAAM,YAAY,CAAC,QAAQ,EAAE,eAAe,EAAE,UAAU,CAAC,CAAC;IAEzE,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,CAAC;QAC5B,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;IACJ,CAAC;SAAM,CAAC;QACN,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;IACJ,CAAC;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 { formatTime } from '@yuants/utils';\nimport { findPatchGap } 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\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 record = await findPatchGap(terminal, 'interest_rate', product_id);\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

@@ -1,7 +1,7 @@
 import { decodeOHLCSeriesId } from '@yuants/data-ohlc';
 import { Terminal } from '@yuants/protocol';
-import { escapeSQL, requestSQL } from '@yuants/sql';
 import { formatTime } from '@yuants/utils';
+import { findPatchGap } from './sql-helpers';
 const terminal = Terminal.fromNodeEnv();
 const ingestCounter = terminal.metrics
     .counter('series_collector_ingest_count', '')
@@ -9,28 +9,7 @@ const ingestCounter = terminal.metrics
 // Patch 任务：查找数据缺口并进行补齐
 export const handleIngestOHLCPatch = async (series_id, direction, signal) => {
     var _a, _b, _c, _d;
-    const [record] = await requestSQL(terminal, `
-WITH reversed_ranges AS (
-    SELECT 
-        start_time,
-        end_time,
-        LEAD(end_time) OVER (
-            PARTITION BY table_name, series_id 
-            ORDER BY start_time DESC
-        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间
-    FROM series_data_range
-    WHERE table_name = 'ohlc_v2' 
-      AND series_id = ${escapeSQL(series_id)}
-)
-SELECT 
-    next_end_time AS gap_start_time,  -- 前一个区间的结束时间
-    start_time AS gap_end_time        -- 当前区间的开始时间
-FROM reversed_ranges
-WHERE next_end_time IS NOT NULL 
-  AND start_time > next_end_time      -- 有空缺
-ORDER BY start_time DESC              -- 从最新开始
-LIMIT 1;
-    `);
+    const record = await findPatchGap(terminal, 'ohlc_v2', series_id);
     // no gap
     if (!record)
         return;

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

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NaN,\n    )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n  );\n};\n"]}
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package/dist/series-collector/setup.js

@@ -4,6 +4,7 @@ import { handleIngestOHLCBackward } from './backwards-ohlc';
 import { listInterestRateSeriesIds, listOHLCSeriesIds } from './discovery';
 import { handleIngestInterestRateForward } from './forwards-interest-rate';
 import { handleIngestOHLCForward } from './forwards-ohlc';
+import { InterestLedger } from './interest-ledger';
 import { handleInterestRatePatch } from './patch-interest-rate';
 import { handleIngestOHLCPatch } from './patch-ohlc';
 const api = {
@@ -19,11 +20,12 @@ const api = {
         backward: handleIngestInterestRateBackward,
         patch: handleInterestRatePatch,
     },
+    InterestLedger,
 };
 (async () => {
     const abortController = new AbortController();
     const signal = abortController.signal;
-    for (const type of ['OHLC', 'InterestRate']) {
+    for (const type of ['OHLC', 'InterestRate', 'InterestLedger']) {
         const list = api[type].list;
         for (const task of ['forward', 'backward', 'patch']) {
             const handler = api[type][task];
@@ -32,17 +34,7 @@ const api = {
                     await tokenBucket(`${type}:${task}`).acquire(1, signal);
                     try {
                         const tasks = await list();
-                        // const groups = Map.groupBy(tasks, item => decodePath(item[0])[0]);
-                        const groups = new Map();
-                        for (const item of tasks) {
-                            const [datasource_id] = decodePath(item[0]);
-                            let items = groups.get(datasource_id);
-                            if (!items) {
-                                items = [];
-                                groups.set(datasource_id, items);
-                            }
-                            items.push(item);
-                        }
+                        const groups = Map.groupBy(tasks, (item) => decodePath(item[0])[0]);
                         await Promise.all(Array.from(groups.entries()).map(async ([datasource_id, tasks]) => {
                             for (const [series_id, direction] of tasks) {
                                 await tokenBucket(`${type}:${task}:${datasource_id}`).acquire(1, signal);

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

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{ decodePath, 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\n            // const groups = Map.groupBy(tasks, item => decodePath(item[0])[0]);\n            const groups = new Map<string, [string, 'forward' | 'backward'][]>();\n            for (const item of tasks) {\n              const [datasource_id] = decodePath(item[0]);\n              let items = groups.get(datasource_id);\n              if (!items) {\n                items = [];\n                groups.set(datasource_id, items);\n              }\n              items.push(item);\n            }\n\n            await Promise.all(\n              Array.from(groups.entries()).map(async ([datasource_id, tasks]) => {\n                for (const [series_id, direction] of tasks) {\n                  await tokenBucket(`${type}:${task}:${datasource_id}`).acquire(1, signal);\n                  await handler(series_id, direction, signal).catch((err) => {\n                    console.info(\n                      formatTime(Date.now()),\n                      `[SeriesCollector][${type}][${task}]`,\n                      series_id,\n                      'Error',\n                      err,\n                    );\n                  });\n                }\n              }),\n            );\n          } catch (e) {}\n        }\n      })();\n    }\n  }\n})();\n"]}
+{"version":3,"file":"setup.js","sourceRoot":"","sources":["../../src/series-collector/setup.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AACpE,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,cAAc,EAAE,MAAM,mBAAmB,CAAC;AACnD,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;IACD,cAAc;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,EAAE,gBAAgB,CAAU,EAAE,CAAC;QACvE,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC;QAC5B,KAAK,MAAM,IAAI,IAAI,CAAC,SAAS,EAAE,UAAU,EAAE,OAAO,CAAU,EAAE,CAAC;YAC7D,MAAM,OAAO,GAAG,GAAG,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC;YAChC,CAAC,KAAK,IAAI,EAAE;gBACV,OAAO,IAAI,EAAE,CAAC;oBACZ,MAAM,WAAW,CAAC,GAAG,IAAI,IAAI,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;oBACxD,IAAI,CAAC;wBACH,MAAM,KAAK,GAAG,MAAM,IAAI,EAAE,CAAC;wBAE3B,MAAM,MAAM,GAAG,GAAG,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC,IAAI,EAAE,EAAE,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;wBAEpE,MAAM,OAAO,CAAC,GAAG,CACf,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,EAAE,CAAC,aAAa,EAAE,KAAK,CAAC,EAAE,EAAE;4BAChE,KAAK,MAAM,CAAC,SAAS,EAAE,SAAS,CAAC,IAAI,KAAK,EAAE,CAAC;gCAC3C,MAAM,WAAW,CAAC,GAAG,IAAI,IAAI,IAAI,IAAI,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;gCACzE,MAAM,OAAO,CAAC,SAAS,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,EAAE,EAAE;oCACxD,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,qBAAqB,IAAI,KAAK,IAAI,GAAG,EACrC,SAAS,EACT,OAAO,EACP,GAAG,CACJ,CAAC;gCACJ,CAAC,CAAC,CAAC;4BACL,CAAC;wBACH,CAAC,CAAC,CACH,CAAC;oBACJ,CAAC;oBAAC,OAAO,CAAC,EAAE,CAAC,CAAA,CAAC;gBAChB,CAAC;YACH,CAAC,CAAC,EAAE,CAAC;QACP,CAAC;IACH,CAAC;AACH,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { decodePath, 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 { InterestLedger } from './interest-ledger';\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  InterestLedger,\n};\n\n(async () => {\n  const abortController = new AbortController();\n  const signal = abortController.signal;\n  for (const type of ['OHLC', 'InterestRate', 'InterestLedger'] 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}:${task}`).acquire(1, signal);\n          try {\n            const tasks = await list();\n\n            const groups = Map.groupBy(tasks, (item) => decodePath(item[0])[0]);\n\n            await Promise.all(\n              Array.from(groups.entries()).map(async ([datasource_id, tasks]) => {\n                for (const [series_id, direction] of tasks) {\n                  await tokenBucket(`${type}:${task}:${datasource_id}`).acquire(1, signal);\n                  await handler(series_id, direction, signal).catch((err) => {\n                    console.info(\n                      formatTime(Date.now()),\n                      `[SeriesCollector][${type}][${task}]`,\n                      series_id,\n                      'Error',\n                      err,\n                    );\n                  });\n                }\n              }),\n            );\n          } catch (e) {}\n        }\n      })();\n    }\n  }\n})();\n"]}

package/dist/series-collector/sql-helpers.js

@@ -8,4 +8,31 @@ import { escapeSQL, requestSQL } from '@yuants/sql';
 export const findInterestRateEndTimeForward = (terminal, product_id) => requestSQL(terminal, `select end_time from series_data_range where series_id = ${escapeSQL(product_id)} and table_name = 'interest_rate' order by end_time desc limit 1`).then((records) => { var _a; return (_a = records === null || records === void 0 ? void 0 : records[0]) === null || _a === void 0 ? void 0 : _a.end_time; });
 export const findInterestRateStartTimeBackward = (terminal, product_id) => requestSQL(terminal, `select start_time from series_data_range where series_id = ${escapeSQL(product_id)} and table_name = 'interest_rate' order by start_time asc limit 1`).then((records) => { var _a; return (_a = records === null || records === void 0 ? void 0 : records[0]) === null || _a === void 0 ? void 0 : _a.start_time; });
 export const findOHLCEndTimeForward = (terminal, series_id) => 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`).then((records) => { var _a; return (_a = records === null || records === void 0 ? void 0 : records[0]) === null || _a === void 0 ? void 0 : _a.end_time; });
+export const findForwardTaskLastEndTime = (terminal, series_id, table_name) => requestSQL(terminal, `select end_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = ${escapeSQL(table_name)} order by end_time desc limit 1`).then((records) => { var _a; return (_a = records === null || records === void 0 ? void 0 : records[0]) === null || _a === void 0 ? void 0 : _a.end_time; });
+export const findBackwardTaskFirstStartTime = (terminal, series_id, table_name) => requestSQL(terminal, `select start_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = ${escapeSQL(table_name)} order by start_time asc limit 1`).then((records) => { var _a; return (_a = records === null || records === void 0 ? void 0 : records[0]) === null || _a === void 0 ? void 0 : _a.start_time; });
+export const findPatchGap = async (terminal, table_name, series_id) => {
+    const [record] = await requestSQL(terminal, `
+WITH reversed_ranges AS (
+    SELECT 
+        start_time,
+        end_time,
+        LEAD(end_time) OVER (
+            PARTITION BY table_name, series_id 
+            ORDER BY start_time DESC
+        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间
+    FROM series_data_range
+    WHERE table_name = ${escapeSQL(table_name)} 
+      AND series_id = ${escapeSQL(series_id)}
+)
+SELECT 
+    next_end_time AS gap_start_time,  -- 前一个区间的结束时间
+    start_time AS gap_end_time        -- 当前区间的开始时间
+FROM reversed_ranges
+WHERE next_end_time IS NOT NULL 
+  AND start_time > next_end_time      -- 有空缺
+ORDER BY start_time DESC              -- 从最新开始
+LIMIT 1;
+    `);
+    return record;
+};
 //# sourceMappingURL=sql-helpers.js.map

package/dist/series-collector/sql-helpers.js.map

@@ -1 +1 @@
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+{"version":3,"file":"sql-helpers.js","sourceRoot":"","sources":["../../src/series-collector/sql-helpers.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAEpD;;;;;GAKG;AACH,MAAM,CAAC,MAAM,8BAA8B,GAAG,CAAC,QAAkB,EAAE,UAAkB,EAAE,EAAE,CACvF,UAAU,CAKR,QAAQ,EACR,4DAA4D,SAAS,CACnE,UAAU,CACX,kEAAkE,CACpE,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,QAAQ,CAAA,EAAA,CAAC,CAAC;AAE9C,MAAM,CAAC,MAAM,iCAAiC,GAAG,CAAC,QAAkB,EAAE,UAAkB,EAAE,EAAE,CAC1F,UAAU,CAKR,QAAQ,EACR,8DAA8D,SAAS,CACrE,UAAU,CACX,mEAAmE,CACrE,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,UAAU,CAAA,EAAA,CAAC,CAAC;AAEhD,MAAM,CAAC,MAAM,sBAAsB,GAAG,CAAC,QAAkB,EAAE,SAAiB,EAAE,EAAE,CAC9E,UAAU,CAKR,QAAQ,EACR,4DAA4D,SAAS,CACnE,SAAS,CACV,4DAA4D,CAC9D,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,QAAQ,CAAA,EAAA,CAAC,CAAC;AAE9C,MAAM,CAAC,MAAM,0BAA0B,GAAG,CAAC,QAAkB,EAAE,SAAiB,EAAE,UAAkB,EAAE,EAAE,CACtG,UAAU,CAKR,QAAQ,EACR,4DAA4D,SAAS,CACnE,SAAS,CACV,qBAAqB,SAAS,CAAC,UAAU,CAAC,iCAAiC,CAC7E,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,QAAQ,CAAA,EAAA,CAAC,CAAC;AAE9C,MAAM,CAAC,MAAM,8BAA8B,GAAG,CAAC,QAAkB,EAAE,SAAiB,EAAE,UAAkB,EAAE,EAAE,CAC1G,UAAU,CAKR,QAAQ,EACR,8DAA8D,SAAS,CACrE,SAAS,CACV,qBAAqB,SAAS,CAAC,UAAU,CAAC,kCAAkC,CAC9E,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,UAAU,CAAA,EAAA,CAAC,CAAC;AAEhD,MAAM,CAAC,MAAM,YAAY,GAAG,KAAK,EAC/B,QAAkB,EAClB,UAAkB,EAClB,SAAiB,EAOjB,EAAE;IACF,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAC/B,QAAQ,EACR;;;;;;;;;;yBAUqB,SAAS,CAAC,UAAU,CAAC;wBACtB,SAAS,CAAC,SAAS,CAAC;;;;;;;;;;KAUvC,CACF,CAAC;IAEF,OAAO,MAAM,CAAC;AAChB,CAAC,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\n\n/**\n * 查找某个利率品种系列ID的最新结束时间（for forward task）\n * @param terminal\n * @param product_id\n * @returns\n */\nexport const findInterestRateEndTimeForward = (terminal: Terminal, product_id: string) =>\n  requestSQL<\n    {\n      end_time: string;\n    }[]\n  >(\n    terminal,\n    `select end_time from series_data_range where series_id = ${escapeSQL(\n      product_id,\n    )} and table_name = 'interest_rate' order by end_time desc limit 1`,\n  ).then((records) => records?.[0]?.end_time);\n\nexport const findInterestRateStartTimeBackward = (terminal: Terminal, product_id: string) =>\n  requestSQL<\n    {\n      start_time: string;\n    }[]\n  >(\n    terminal,\n    `select start_time from series_data_range where series_id = ${escapeSQL(\n      product_id,\n    )} and table_name = 'interest_rate' order by start_time asc limit 1`,\n  ).then((records) => records?.[0]?.start_time);\n\nexport const findOHLCEndTimeForward = (terminal: Terminal, series_id: string) =>\n  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  ).then((records) => records?.[0]?.end_time);\n\nexport const findForwardTaskLastEndTime = (terminal: Terminal, series_id: string, table_name: string) =>\n  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 = ${escapeSQL(table_name)} order by end_time desc limit 1`,\n  ).then((records) => records?.[0]?.end_time);\n\nexport const findBackwardTaskFirstStartTime = (terminal: Terminal, series_id: string, table_name: string) =>\n  requestSQL<\n    {\n      start_time: string;\n    }[]\n  >(\n    terminal,\n    `select start_time from series_data_range where series_id = ${escapeSQL(\n      series_id,\n    )} and table_name = ${escapeSQL(table_name)} order by start_time asc limit 1`,\n  ).then((records) => records?.[0]?.start_time);\n\nexport const findPatchGap = async (\n  terminal: Terminal,\n  table_name: string,\n  series_id: string,\n): Promise<\n  | {\n      gap_start_time: string;\n      gap_end_time: string;\n    }\n  | undefined\n> => {\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 = ${escapeSQL(table_name)} \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  return record;\n};\n"]}

package/dist/types.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=types.js.map

package/dist/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"","sourcesContent":["export interface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n"]}

package/lib/credential.d.ts

@@ -1,9 +1,19 @@
-export interface IExchangeCredential {
-    type: string;
-    payload: any;
-}
+import { IExchangeCredential } from './types';
+export declare const allCredentials$: import("rxjs").Observable<{
+    sign: string;
+    credential: IExchangeCredential | null;
+    credentialId: string | null;
+    error: any;
+}[]>;
+export declare const mapCredentialIdToCredentials$: import("rxjs").Observable<Map<string, {
+    sign: string;
+    credential: IExchangeCredential | null;
+    credentialId: string | null;
+    error: any;
+}[]>>;
 export declare const validCredentials$: import("rxjs").Observable<Map<string, IExchangeCredential>>;
 export declare const validCredentialTypes$: import("rxjs").Observable<string[]>;
+export declare const getCredentialByCredentialId: (credentialId: string) => Promise<IExchangeCredential | null | undefined>;
 /**
  * 根据 secret sign 解析出对应的 credential 以及 credential ID
  * @param sign - secret sign