npm - @yuants/app-virtual-exchange - Versions diffs - 0.18.2 → 0.18.3 - Mend

@yuants/app-virtual-exchange 0.18.2 → 0.18.3

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Files changed (16) hide show

package/dist/quote/implementations/v1.js +1 -0
package/dist/quote/implementations/v1.js.map +1 -1
package/dist/quote/implementations/v2.js +1 -0
package/dist/quote/implementations/v2.js.map +1 -1
package/dist/quote/implementations/v3.js +1 -0
package/dist/quote/implementations/v3.js.map +1 -1
package/lib/quote/implementations/v1.d.ts.map +1 -1
package/lib/quote/implementations/v1.js +1 -0
package/lib/quote/implementations/v1.js.map +1 -1
package/lib/quote/implementations/v2.d.ts.map +1 -1
package/lib/quote/implementations/v2.js +1 -0
package/lib/quote/implementations/v2.js.map +1 -1
package/lib/quote/implementations/v3.d.ts.map +1 -1
package/lib/quote/implementations/v3.js +1 -0
package/lib/quote/implementations/v3.js.map +1 -1
package/package.json +13 -13

package/dist/quote/implementations/v1.js CHANGED Viewed

@@ -12,6 +12,7 @@ const FIELDS = ((x) => Object.keys(x).sort())({
     interest_rate_prev_settled_at: 0,
     interest_rate_next_settled_at: 0,
     interest_rate_long: 0,
+    interest_rate_settlement_interval: 0,
 });
 const FIELD_COUNT = FIELDS.length;
 const mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));

package/dist/quote/implementations/v1.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序，方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏，味道真是好极了\n last_price: 0,\n ask_price: 0,\n ask_volume: 0,\n bid_volume: 0,\n bid_price: 0,\n interest_rate_short: 0,\n open_interest: 0,\n interest_rate_prev_settled_at: 0,\n interest_rate_next_settled_at: 0,\n interest_rate_long: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));\n\n/*\n 高效的行情状态管理器\n * 内部使用扁平化数组存储数据，避免内存碎片化和过多的 Map/对象开销\n * 提供高效的读写接口，支持按需更新和查询\n /\nexport const createQuoteStateV1 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n const data: (string \| number)[] = [];\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 0~20 (10 fields 2 (value, updated_at))\n const getFieldOffset = (product_id: string, field: string): number \| undefined => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n return undefined;\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n if (offset === undefined) return undefined;\n const value = data[offset] as string;\n if (value === undefined) return undefined;\n const updated_at = data[offset + 1] as number;\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n let offset = getFieldOffset(product_id, field);\n if (offset === undefined) {\n const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n offset = baseIndex + mapFieldNameToOffset[field];\n }\n data[offset] = value;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < data.length; i += 2) {\n const value = data[i] as string;\n if (value === undefined) continue;\n const updated_at = data[i + 1] as number;\n\n const productIndex = Math.floor(i / (FIELD_COUNT * 2));\n const product_id = products[productIndex];\n\n const fieldIndex = (i % (FIELD_COUNT * 2)) / 2;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id][field_name] = [value, updated_at];\n }\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const offset = getFieldOffset(product_id, field);\n if (offset === undefined) {\n result[product_id][field] = '';\n } else {\n result[product_id][field] = (data[offset] as string) \|\| '';\n }\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
1	+ 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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序，方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏，味道真是好极了\n last_price: 0,\n ask_price: 0,\n ask_volume: 0,\n bid_volume: 0,\n bid_price: 0,\n interest_rate_short: 0,\n open_interest: 0,\n interest_rate_prev_settled_at: 0,\n interest_rate_next_settled_at: 0,\n interest_rate_long: 0,\n interest_rate_settlement_interval: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));\n\n/*\n 高效的行情状态管理器\n * 内部使用扁平化数组存储数据，避免内存碎片化和过多的 Map/对象开销\n * 提供高效的读写接口，支持按需更新和查询\n /\nexport const createQuoteStateV1 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n const data: (string \| number)[] = [];\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 0~20 (10 fields 2 (value, updated_at))\n const getFieldOffset = (product_id: string, field: string): number \| undefined => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n return undefined;\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n if (offset === undefined) return undefined;\n const value = data[offset] as string;\n if (value === undefined) return undefined;\n const updated_at = data[offset + 1] as number;\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n let offset = getFieldOffset(product_id, field);\n if (offset === undefined) {\n const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n offset = baseIndex + mapFieldNameToOffset[field];\n }\n data[offset] = value;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < data.length; i += 2) {\n const value = data[i] as string;\n if (value === undefined) continue;\n const updated_at = data[i + 1] as number;\n\n const productIndex = Math.floor(i / (FIELD_COUNT * 2));\n const product_id = products[productIndex];\n\n const fieldIndex = (i % (FIELD_COUNT * 2)) / 2;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id][field_name] = [value, updated_at];\n }\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const offset = getFieldOffset(product_id, field);\n if (offset === undefined) {\n result[product_id][field] = '';\n } else {\n result[product_id][field] = (data[offset] as string) \|\| '';\n }\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}

package/dist/quote/implementations/v2.js CHANGED Viewed

@@ -12,6 +12,7 @@ const FIELDS = ((x) => Object.keys(x).sort())({
     interest_rate_prev_settled_at: 0,
     interest_rate_next_settled_at: 0,
     interest_rate_long: 0,
+    interest_rate_settlement_interval: 0,
 });
 const FIELD_COUNT = FIELDS.length;
 const mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index])); // 改为单倍偏移

package/dist/quote/implementations/v2.js.map CHANGED Viewed

	@@ -1 +1 @@
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// 改为单倍偏移\n\n/*\n 高效的行情状态管理器 v2\n * 将 value 和 timestamp 拆分为两个数组，使数组元素类型一致，提高内存访问效率\n /\nexport const createQuoteStateV2 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n const values: string[] = []; // 存储字段值\n const timestamps: number[] = []; // 存储更新时间戳\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 每个产品占用 FIELD_COUNT 个位置\n const getFieldOffset = (product_id: string, field: string): number => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n baseIndex = mapProductIdToIndex.size FIELD_COUNT;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n const value = values[offset];\n if (value === undefined) return undefined;\n const updated_at = timestamps[offset];\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n const offset = getFieldOffset(product_id, field);\n values[offset] = value;\n timestamps[offset] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < values.length; i++) {\n const value = values[i];\n if (value === undefined) continue;\n const updated_at = timestamps[i];\n\n const productIndex = Math.floor(i / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = i % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id]![field_name] = [value, updated_at];\n }\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
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// 改为单倍偏移\n\n/*\n 高效的行情状态管理器 v2\n * 将 value 和 timestamp 拆分为两个数组，使数组元素类型一致，提高内存访问效率\n /\nexport const createQuoteStateV2 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n const values: string[] = []; // 存储字段值\n const timestamps: number[] = []; // 存储更新时间戳\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 每个产品占用 FIELD_COUNT 个位置\n const getFieldOffset = (product_id: string, field: string): number => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n baseIndex = mapProductIdToIndex.size FIELD_COUNT;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n const value = values[offset];\n if (value === undefined) return undefined;\n const updated_at = timestamps[offset];\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n const offset = getFieldOffset(product_id, field);\n values[offset] = value;\n timestamps[offset] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < values.length; i++) {\n const value = values[i];\n if (value === undefined) continue;\n const updated_at = timestamps[i];\n\n const productIndex = Math.floor(i / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = i % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id]![field_name] = [value, updated_at];\n }\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}

package/dist/quote/implementations/v3.js CHANGED Viewed

@@ -12,6 +12,7 @@ const FIELDS = ((x) => Object.keys(x).sort())({
     interest_rate_prev_settled_at: 0,
     interest_rate_next_settled_at: 0,
     interest_rate_long: 0,
+    interest_rate_settlement_interval: 0,
 });
 const FIELD_COUNT = FIELDS.length;
 const mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2])); // 每个字段占2个位置: [池索引, 时间戳]

package/dist/quote/implementations/v3.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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当前已分配的数据槽数量（以字段为单位）\n\n // 字符串池\n let stringPool: (string \| undefined)[] = []; // 索引 -> 字符串（undefined 表示空闲）\n let refCounts: number[] = []; // 索引 -> 引用计数\n let stringToIndex = new Map<string, number>(); // 字符串 -> 索引\n let freeIndices: number[] = []; // 空闲索引列表\n\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n\n // 确保 data 有足够容量\n const ensureDataCapacity = (requiredFields: number) => {\n if (requiredFields * 2 <= data.length) return;\n\n // 倍增扩容\n const newSize = Math.max(data.length * 2, requiredFields * 2 + 1024);\n const newData = new Float64Array(newSize);\n newData.set(data);\n data = newData;\n };\n\n // 获取字段偏移量（以 Float64 元素为单位）\n const getFieldOffset = (product_id: string, field: string): number => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n baseIndex = mapProductIdToIndex.size;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n\n // 确保有足够空间存储该产品的所有字段\n const 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data[offset];\n\n // 释放旧字符串的引用\n releaseStringIndex(oldPoolIndex);\n\n // 获取新字符串索引\n const newPoolIndex = acquireStringIndex(value);\n\n // 更新存储\n data[offset] = newPoolIndex;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n // 初始化所有产品的结构\n for (const product_id of products) {\n result[product_id] = {};\n }\n\n // 遍历所有字段（dataLength 是以字段为单位）\n for (let fieldIdx = 0; fieldIdx < dataLength; fieldIdx++) {\n const poolIndex = data[fieldIdx * 2];\n if (poolIndex === -1) 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* 16, // 粗略估计\n },\n });\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
1	+ 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baseIndex);\n\n // 确保有足够空间存储该产品的所有字段\n const requiredFields = (baseIndex + 1) * FIELD_COUNT;\n ensureDataCapacity(requiredFields);\n\n // 初始化该产品的所有字段为 [-1, 0]（空值）\n const startIdx = baseIndex * FIELD_COUNT * 2;\n for (let i = 0; i < FIELD_COUNT * 2; i += 2) {\n data[startIdx + i] = -1; // 池索引：-1 表示空值\n data[startIdx + i + 1] = 0; // 时间戳：0\n }\n dataLength = Math.max(dataLength, requiredFields);\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex * FIELD_COUNT * 2 + fieldOffset;\n };\n\n // 获取或分配字符串索引（增加引用计数）\n const acquireStringIndex = (value: string): number => {\n let index = stringToIndex.get(value);\n if (index !== undefined) {\n // 字符串已存在，增加引用计数\n refCounts[index]++;\n return index;\n }\n\n // 需要新索引\n if (freeIndices.length > 0) {\n // 重用空闲索引\n index = freeIndices.pop()!;\n stringPool[index] = value;\n refCounts[index] = 1;\n } else {\n // 分配新索引\n 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field);\n const oldPoolIndex = data[offset];\n\n // 释放旧字符串的引用\n releaseStringIndex(oldPoolIndex);\n\n // 获取新字符串索引\n const newPoolIndex = acquireStringIndex(value);\n\n // 更新存储\n data[offset] = newPoolIndex;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n // 初始化所有产品的结构\n for (const product_id of products) {\n result[product_id] = {};\n }\n\n // 遍历所有字段（dataLength 是以字段为单位）\n for (let fieldIdx = 0; fieldIdx < dataLength; fieldIdx++) {\n const poolIndex = data[fieldIdx * 2];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[fieldIdx * 2 + 1];\n const productIndex = Math.floor(fieldIdx / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = fieldIdx % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n const value = stringPool[poolIndex]!;\n result[product_id]![field_name] = [value, timestamp];\n }\n\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n /\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n for (const product_id of product_ids) {\n const productIndex = mapProductIdToIndex.get(product_id);\n if (productIndex === undefined) {\n // 产品不存在，创建空对象\n result[product_id] = {};\n continue;\n }\n\n const productResult: Partial<Record<IQuoteKey, [string, number]>> = {};\n const baseOffset = productIndex FIELD_COUNT * 2;\n\n for (const field of fields) {\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) continue;\n\n const offset = baseOffset + fieldOffset;\n const poolIndex = data[offset];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[offset + 1];\n if (timestamp < updated_at) continue; // 时间戳太旧\n\n const value = stringPool[poolIndex]!;\n productResult[field] = [value, timestamp];\n }\n\n result[product_id] = productResult;\n }\n\n return result;\n };\n\n // 导出内部统计信息用于调试\n const getStats = () => ({\n productCount: products.length,\n fieldCount: dataLength,\n stringPoolSize: stringPool.length,\n activeStrings: stringPool.length - freeIndices.length,\n freeIndices: freeIndices.length,\n memoryEstimate: {\n data: data.length * 8, // Float64Array 每个元素8字节\n pool: stringPool.reduce((sum, str) => sum + (str ? str.length * 2 : 0), 0),\n structures: products.length * 50 + stringPool.length * 16, // 粗略估计\n },\n });\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}

package/lib/quote/implementations/v1.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"v1.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v1.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAqBtE;;;;GAIG;AACH,eAAO,MAAM,kBAAkB,QAAO,WAiHrC,CAAC"}

package/lib/quote/implementations/v1.js CHANGED Viewed

@@ -15,6 +15,7 @@ const FIELDS = ((x) => Object.keys(x).sort())({
     interest_rate_prev_settled_at: 0,
     interest_rate_next_settled_at: 0,
     interest_rate_long: 0,
+    interest_rate_settlement_interval: 0,
 });
 const FIELD_COUNT = FIELDS.length;
 const mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));

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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序，方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏，味道真是好极了\n last_price: 0,\n ask_price: 0,\n ask_volume: 0,\n bid_volume: 0,\n bid_price: 0,\n interest_rate_short: 0,\n open_interest: 0,\n interest_rate_prev_settled_at: 0,\n interest_rate_next_settled_at: 0,\n interest_rate_long: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));\n\n/*\n 高效的行情状态管理器\n * 内部使用扁平化数组存储数据，避免内存碎片化和过多的 Map/对象开销\n * 提供高效的读写接口，支持按需更新和查询\n /\nexport const createQuoteStateV1 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n const data: (string \| number)[] = [];\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 0~20 (10 fields 2 (value, updated_at))\n const getFieldOffset = (product_id: string, field: string): number \| undefined => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n return undefined;\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n if (offset === undefined) return undefined;\n const value = data[offset] as string;\n if (value === undefined) return undefined;\n const updated_at = data[offset + 1] as number;\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n let offset = getFieldOffset(product_id, field);\n if (offset === undefined) {\n const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n offset = baseIndex + mapFieldNameToOffset[field];\n }\n data[offset] = value;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < data.length; i += 2) {\n const value = data[i] as string;\n if (value === undefined) continue;\n const updated_at = data[i + 1] as number;\n\n const productIndex = Math.floor(i / (FIELD_COUNT * 2));\n const product_id = products[productIndex];\n\n const fieldIndex = (i % (FIELD_COUNT * 2)) / 2;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id][field_name] = [value, updated_at];\n }\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const offset = getFieldOffset(product_id, field);\n if (offset === undefined) {\n result[product_id][field] = '';\n } else {\n result[product_id][field] = (data[offset] as string) \|\| '';\n }\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
1	+ 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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序，方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏，味道真是好极了\n last_price: 0,\n ask_price: 0,\n ask_volume: 0,\n bid_volume: 0,\n bid_price: 0,\n interest_rate_short: 0,\n open_interest: 0,\n interest_rate_prev_settled_at: 0,\n interest_rate_next_settled_at: 0,\n interest_rate_long: 0,\n interest_rate_settlement_interval: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2]));\n\n/*\n 高效的行情状态管理器\n * 内部使用扁平化数组存储数据，避免内存碎片化和过多的 Map/对象开销\n * 提供高效的读写接口，支持按需更新和查询\n /\nexport const createQuoteStateV1 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n const data: (string \| number)[] = [];\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 0~20 (10 fields 2 (value, updated_at))\n const getFieldOffset = (product_id: string, field: string): number \| undefined => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n return undefined;\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n if (offset === undefined) return undefined;\n const value = data[offset] as string;\n if (value === undefined) return undefined;\n const updated_at = data[offset + 1] as number;\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n let offset = getFieldOffset(product_id, field);\n if (offset === undefined) {\n const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n offset = baseIndex + mapFieldNameToOffset[field];\n }\n data[offset] = value;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < data.length; i += 2) {\n const value = data[i] as string;\n if (value === undefined) continue;\n const updated_at = data[i + 1] as number;\n\n const productIndex = Math.floor(i / (FIELD_COUNT * 2));\n const product_id = products[productIndex];\n\n const fieldIndex = (i % (FIELD_COUNT * 2)) / 2;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id][field_name] = [value, updated_at];\n }\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const offset = getFieldOffset(product_id, field);\n if (offset === undefined) {\n result[product_id][field] = '';\n } else {\n result[product_id][field] = (data[offset] as string) \|\| '';\n }\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}

package/lib/quote/implementations/v2.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"v2.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v2.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAqBtE;;;GAGG;AACH,eAAO,MAAM,kBAAkB,QAAO,WA0GrC,CAAC"}

package/lib/quote/implementations/v2.js CHANGED Viewed

@@ -15,6 +15,7 @@ const FIELDS = ((x) => Object.keys(x).sort())({
     interest_rate_prev_settled_at: 0,
     interest_rate_next_settled_at: 0,
     interest_rate_long: 0,
+    interest_rate_settlement_interval: 0,
 });
 const FIELD_COUNT = FIELDS.length;
 const mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index])); // 改为单倍偏移

package/lib/quote/implementations/v2.js.map CHANGED Viewed

	@@ -1 +1 @@
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// 改为单倍偏移\n\n/*\n 高效的行情状态管理器 v2\n * 将 value 和 timestamp 拆分为两个数组，使数组元素类型一致，提高内存访问效率\n /\nexport const createQuoteStateV2 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n const values: string[] = []; // 存储字段值\n const timestamps: number[] = []; // 存储更新时间戳\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 每个产品占用 FIELD_COUNT 个位置\n const getFieldOffset = (product_id: string, field: string): number => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n baseIndex = mapProductIdToIndex.size FIELD_COUNT;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n const value = values[offset];\n if (value === undefined) return undefined;\n const updated_at = timestamps[offset];\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n const offset = getFieldOffset(product_id, field);\n values[offset] = value;\n timestamps[offset] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < values.length; i++) {\n const value = values[i];\n if (value === undefined) continue;\n const updated_at = timestamps[i];\n\n const productIndex = Math.floor(i / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = i % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id]![field_name] = [value, updated_at];\n }\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
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// 改为单倍偏移\n\n/*\n 高效的行情状态管理器 v2\n * 将 value 和 timestamp 拆分为两个数组，使数组元素类型一致，提高内存访问效率\n /\nexport const createQuoteStateV2 = (): IQuoteState => {\n // 内部数据结构的设计需要考虑高效的读写性能，防止内存碎片化\n const values: string[] = []; // 存储字段值\n const timestamps: number[] = []; // 存储更新时间戳\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n // 每个产品占用 FIELD_COUNT 个位置\n const getFieldOffset = (product_id: string, field: string): number => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n baseIndex = mapProductIdToIndex.size FIELD_COUNT;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex + fieldOffset;\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n const value = values[offset];\n if (value === undefined) return undefined;\n const updated_at = timestamps[offset];\n return [value, updated_at];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n const offset = getFieldOffset(product_id, field);\n values[offset] = value;\n timestamps[offset] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of products) {\n result[product_id] = {};\n }\n for (let i = 0; i < values.length; i++) {\n const value = values[i];\n if (value === undefined) continue;\n const updated_at = timestamps[i];\n\n const productIndex = Math.floor(i / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = i % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n result[product_id]![field_name] = [value, updated_at];\n }\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n for (const product_id of product_ids) {\n result[product_id] = {};\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n if (tuple && tuple[1] >= updated_at) {\n result[product_id]![field] = tuple;\n }\n }\n }\n return result;\n };\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}

package/lib/quote/implementations/v3.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"v3.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v3.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAqBtE;;;;GAIG;AACH,eAAO,MAAM,kBAAkB,QAAO,WAsOrC,CAAC"}

package/lib/quote/implementations/v3.js CHANGED Viewed

@@ -15,6 +15,7 @@ const FIELDS = ((x) => Object.keys(x).sort())({
     interest_rate_prev_settled_at: 0,
     interest_rate_next_settled_at: 0,
     interest_rate_long: 0,
+    interest_rate_settlement_interval: 0,
 });
 const FIELD_COUNT = FIELDS.length;
 const mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2])); // 每个字段占2个位置: [池索引, 时间戳]

package/lib/quote/implementations/v3.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ newError } from '@yuants/utils';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n// TRICK: 固定字段顺序，方便计算偏移量\nconst FIELDS = ((x: { [key in IQuoteKey]: number }) => Object.keys(x).sort() as IQuoteKey[])({\n // TS TRICK: 强制运行时数组具有 IQuoteKey 的所有字段。不重不漏，味道真是好极了\n last_price: 0,\n ask_price: 0,\n ask_volume: 0,\n bid_volume: 0,\n bid_price: 0,\n interest_rate_short: 0,\n open_interest: 0,\n interest_rate_prev_settled_at: 0,\n interest_rate_next_settled_at: 0,\n interest_rate_long: 0,\n});\n\nconst FIELD_COUNT = FIELDS.length;\nconst mapFieldNameToOffset = Object.fromEntries(FIELDS.map((field, index) => [field, index * 2])); // 每个字段占2个位置: [池索引, 时间戳]\n\n/*\n 使用引用计数字符串池的行情状态管理器 v3\n * 保持 v1 的内存局部性，同时通过字符串池减少内存开销\n * 使用 Float64Array 连续存储 [池索引, 时间戳] 对\n /\nexport const createQuoteStateV3 = (): IQuoteState => {\n // 核心数据存储：连续存储 [池索引, 时间戳, 池索引, 时间戳...]\n let data: Float64Array = new Float64Array(1024 FIELD_COUNT * 2); // 初始容量：1024产品\n let dataLength = 0; // 当前已分配的数据槽数量（以字段为单位）\n\n // 字符串池\n let stringPool: (string \| undefined)[] = []; // 索引 -> 字符串（undefined 表示空闲）\n let refCounts: number[] = []; // 索引 -> 引用计数\n let stringToIndex = new Map<string, number>(); // 字符串 -> 索引\n let freeIndices: number[] = []; // 空闲索引列表\n\n const products: string[] = [];\n const mapProductIdToIndex = new Map<string, number>();\n\n // 确保 data 有足够容量\n const ensureDataCapacity = (requiredFields: number) => {\n if (requiredFields * 2 <= data.length) return;\n\n // 倍增扩容\n const newSize = Math.max(data.length * 2, requiredFields * 2 + 1024);\n const newData = new Float64Array(newSize);\n newData.set(data);\n data = newData;\n };\n\n // 获取字段偏移量（以 Float64 元素为单位）\n const getFieldOffset = (product_id: string, field: string): number => {\n let baseIndex = mapProductIdToIndex.get(product_id);\n if (baseIndex === undefined) {\n baseIndex = mapProductIdToIndex.size;\n products.push(product_id);\n mapProductIdToIndex.set(product_id, baseIndex);\n\n // 确保有足够空间存储该产品的所有字段\n const requiredFields = (baseIndex + 1) * FIELD_COUNT;\n ensureDataCapacity(requiredFields);\n\n // 初始化该产品的所有字段为 [-1, 0]（空值）\n const startIdx = baseIndex * FIELD_COUNT * 2;\n for (let i = 0; i < FIELD_COUNT * 2; i += 2) {\n data[startIdx + i] = -1; // 池索引：-1 表示空值\n data[startIdx + i + 1] = 0; // 时间戳：0\n }\n dataLength = Math.max(dataLength, requiredFields);\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex * FIELD_COUNT * 2 + fieldOffset;\n };\n\n // 获取或分配字符串索引（增加引用计数）\n const acquireStringIndex = (value: string): number => {\n let index = stringToIndex.get(value);\n if (index !== undefined) {\n // 字符串已存在，增加引用计数\n refCounts[index]++;\n return index;\n }\n\n // 需要新索引\n if (freeIndices.length > 0) {\n // 重用空闲索引\n index = freeIndices.pop()!;\n stringPool[index] = value;\n refCounts[index] = 1;\n } else {\n // 分配新索引\n index = stringPool.length;\n stringPool.push(value);\n refCounts.push(1);\n }\n\n stringToIndex.set(value, index);\n return index;\n };\n\n // 释放字符串索引（减少引用计数）\n const releaseStringIndex = (index: number): void => {\n if (index === -1) return; // 空值索引\n\n refCounts[index]--;\n if (refCounts[index] === 0) {\n // 引用计数归零，可以回收\n const value = stringPool[index]!;\n stringToIndex.delete(value);\n // 清空池中的引用，允许 GC\n stringPool[index] = undefined;\n refCounts[index] = 0;\n freeIndices.push(index);\n }\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n const poolIndex = data[offset];\n if (poolIndex === -1) return undefined;\n\n const timestamp = data[offset + 1];\n const value = stringPool[poolIndex]!;\n return [value, timestamp];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n const offset = getFieldOffset(product_id, field);\n const oldPoolIndex = data[offset];\n\n // 释放旧字符串的引用\n releaseStringIndex(oldPoolIndex);\n\n // 获取新字符串索引\n const newPoolIndex = acquireStringIndex(value);\n\n // 更新存储\n data[offset] = newPoolIndex;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n // 初始化所有产品的结构\n for (const product_id of products) {\n result[product_id] = {};\n }\n\n // 遍历所有字段（dataLength 是以字段为单位）\n for (let fieldIdx = 0; fieldIdx < dataLength; fieldIdx++) {\n const poolIndex = data[fieldIdx * 2];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[fieldIdx * 2 + 1];\n const productIndex = Math.floor(fieldIdx / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = fieldIdx % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n const value = stringPool[poolIndex]!;\n result[product_id]![field_name] = [value, timestamp];\n }\n\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n /\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n for (const product_id of product_ids) {\n const productIndex = mapProductIdToIndex.get(product_id);\n if (productIndex === undefined) {\n // 产品不存在，创建空对象\n result[product_id] = {};\n continue;\n }\n\n const productResult: Partial<Record<IQuoteKey, [string, 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* 16, // 粗略估计\n },\n });\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
1	+ 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baseIndex);\n\n // 确保有足够空间存储该产品的所有字段\n const requiredFields = (baseIndex + 1) * FIELD_COUNT;\n ensureDataCapacity(requiredFields);\n\n // 初始化该产品的所有字段为 [-1, 0]（空值）\n const startIdx = baseIndex * FIELD_COUNT * 2;\n for (let i = 0; i < FIELD_COUNT * 2; i += 2) {\n data[startIdx + i] = -1; // 池索引：-1 表示空值\n data[startIdx + i + 1] = 0; // 时间戳：0\n }\n dataLength = Math.max(dataLength, requiredFields);\n }\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n return baseIndex * FIELD_COUNT * 2 + fieldOffset;\n };\n\n // 获取或分配字符串索引（增加引用计数）\n const acquireStringIndex = (value: string): number => {\n let index = stringToIndex.get(value);\n if (index !== undefined) {\n // 字符串已存在，增加引用计数\n refCounts[index]++;\n return index;\n }\n\n // 需要新索引\n if (freeIndices.length > 0) {\n // 重用空闲索引\n index = freeIndices.pop()!;\n stringPool[index] = value;\n refCounts[index] = 1;\n } else {\n // 分配新索引\n index = stringPool.length;\n stringPool.push(value);\n refCounts.push(1);\n }\n\n stringToIndex.set(value, index);\n return index;\n };\n\n // 释放字符串索引（减少引用计数）\n const releaseStringIndex = (index: number): void => {\n if (index === -1) return; // 空值索引\n\n refCounts[index]--;\n if (refCounts[index] === 0) {\n // 引用计数归零，可以回收\n const value = stringPool[index]!;\n stringToIndex.delete(value);\n // 清空池中的引用，允许 GC\n stringPool[index] = undefined;\n refCounts[index] = 0;\n freeIndices.push(index);\n }\n };\n\n const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] \| undefined => {\n const offset = getFieldOffset(product_id, field);\n const poolIndex = data[offset];\n if (poolIndex === -1) return undefined;\n\n const timestamp = data[offset + 1];\n const value = stringPool[poolIndex]!;\n return [value, timestamp];\n };\n\n const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n const offset = getFieldOffset(product_id, field);\n const oldPoolIndex = data[offset];\n\n // 释放旧字符串的引用\n releaseStringIndex(oldPoolIndex);\n\n // 获取新字符串索引\n const newPoolIndex = acquireStringIndex(value);\n\n // 更新存储\n data[offset] = newPoolIndex;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined \|\| updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n // 初始化所有产品的结构\n for (const product_id of products) {\n result[product_id] = {};\n }\n\n // 遍历所有字段（dataLength 是以字段为单位）\n for (let fieldIdx = 0; fieldIdx < dataLength; fieldIdx++) {\n const poolIndex = data[fieldIdx * 2];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[fieldIdx * 2 + 1];\n const productIndex = Math.floor(fieldIdx / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = fieldIdx % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n const value = stringPool[poolIndex]!;\n result[product_id]![field_name] = [value, timestamp];\n }\n\n return result;\n };\n\n /*\n 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n /\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n for (const product_id of product_ids) {\n const productIndex = mapProductIdToIndex.get(product_id);\n if (productIndex === undefined) {\n // 产品不存在，创建空对象\n result[product_id] = {};\n continue;\n }\n\n const productResult: Partial<Record<IQuoteKey, [string, number]>> = {};\n const baseOffset = productIndex FIELD_COUNT * 2;\n\n for (const field of fields) {\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) continue;\n\n const offset = baseOffset + fieldOffset;\n const poolIndex = data[offset];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[offset + 1];\n if (timestamp < updated_at) continue; // 时间戳太旧\n\n const value = stringPool[poolIndex]!;\n productResult[field] = [value, timestamp];\n }\n\n result[product_id] = productResult;\n }\n\n return result;\n };\n\n // 导出内部统计信息用于调试\n const getStats = () => ({\n productCount: products.length,\n fieldCount: dataLength,\n stringPoolSize: stringPool.length,\n activeStrings: stringPool.length - freeIndices.length,\n freeIndices: freeIndices.length,\n memoryEstimate: {\n data: data.length * 8, // Float64Array 每个元素8字节\n pool: stringPool.reduce((sum, str) => sum + (str ? str.length * 2 : 0), 0),\n structures: products.length * 50 + stringPool.length * 16, // 粗略估计\n },\n });\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/app-virtual-exchange",
-	"version": "0.18.2",
+	"version": "0.18.3",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,18 +8,18 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.53.8",
-		"@yuants/utils": "0.19.1",
-		"@yuants/data-product": "0.5.6",
-		"@yuants/data-account": "0.11.5",
-		"@yuants/data-order": "0.7.6",
-		"@yuants/data-quote": "0.4.5",
-		"@yuants/data-ohlc": "0.6.1",
-		"@yuants/data-interest-rate": "0.2.4",
-		"@yuants/secret": "0.4.6",
-		"@yuants/sql": "0.9.36",
-		"@yuants/exchange": "0.8.7",
-		"@yuants/cache": "0.3.9",
+		"@yuants/protocol": "0.53.9",
+		"@yuants/utils": "0.19.2",
+		"@yuants/data-product": "0.5.7",
+		"@yuants/data-account": "0.11.6",
+		"@yuants/data-order": "0.7.7",
+		"@yuants/data-quote": "0.4.6",
+		"@yuants/data-ohlc": "0.6.2",
+		"@yuants/data-interest-rate": "0.2.5",
+		"@yuants/secret": "0.4.7",
+		"@yuants/sql": "0.9.37",
+		"@yuants/exchange": "0.8.8",
+		"@yuants/cache": "0.3.10",
 		"rxjs": "~7.5.6",
 		"ajv": "~8.12.0"
 	},