@yuants/app-virtual-exchange 0.18.2 → 0.18.4

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (50) hide show
  1. package/dist/quote/implementations/v1.js +1 -0
  2. package/dist/quote/implementations/v1.js.map +1 -1
  3. package/dist/quote/implementations/v2.js +1 -0
  4. package/dist/quote/implementations/v2.js.map +1 -1
  5. package/dist/quote/implementations/v3.js +1 -0
  6. package/dist/quote/implementations/v3.js.map +1 -1
  7. package/dist/series-collector/backwards-interest-rate.js +1 -4
  8. package/dist/series-collector/backwards-interest-rate.js.map +1 -1
  9. package/dist/series-collector/backwards-ohlc.js +1 -4
  10. package/dist/series-collector/backwards-ohlc.js.map +1 -1
  11. package/dist/series-collector/forwards-interest-rate.js +22 -27
  12. package/dist/series-collector/forwards-interest-rate.js.map +1 -1
  13. package/dist/series-collector/forwards-ohlc.js +1 -4
  14. package/dist/series-collector/forwards-ohlc.js.map +1 -1
  15. package/dist/series-collector/patch-interest-rate.js +1 -3
  16. package/dist/series-collector/patch-interest-rate.js.map +1 -1
  17. package/dist/series-collector/patch-ohlc.js +1 -3
  18. package/dist/series-collector/patch-ohlc.js.map +1 -1
  19. package/dist/series-collector/setup.js +19 -14
  20. package/dist/series-collector/setup.js.map +1 -1
  21. package/lib/quote/implementations/v1.d.ts.map +1 -1
  22. package/lib/quote/implementations/v1.js +1 -0
  23. package/lib/quote/implementations/v1.js.map +1 -1
  24. package/lib/quote/implementations/v2.d.ts.map +1 -1
  25. package/lib/quote/implementations/v2.js +1 -0
  26. package/lib/quote/implementations/v2.js.map +1 -1
  27. package/lib/quote/implementations/v3.d.ts.map +1 -1
  28. package/lib/quote/implementations/v3.js +1 -0
  29. package/lib/quote/implementations/v3.js.map +1 -1
  30. package/lib/series-collector/backwards-interest-rate.d.ts.map +1 -1
  31. package/lib/series-collector/backwards-interest-rate.js +0 -3
  32. package/lib/series-collector/backwards-interest-rate.js.map +1 -1
  33. package/lib/series-collector/backwards-ohlc.d.ts.map +1 -1
  34. package/lib/series-collector/backwards-ohlc.js +0 -3
  35. package/lib/series-collector/backwards-ohlc.js.map +1 -1
  36. package/lib/series-collector/forwards-interest-rate.d.ts.map +1 -1
  37. package/lib/series-collector/forwards-interest-rate.js +21 -26
  38. package/lib/series-collector/forwards-interest-rate.js.map +1 -1
  39. package/lib/series-collector/forwards-ohlc.d.ts.map +1 -1
  40. package/lib/series-collector/forwards-ohlc.js +0 -3
  41. package/lib/series-collector/forwards-ohlc.js.map +1 -1
  42. package/lib/series-collector/patch-interest-rate.d.ts.map +1 -1
  43. package/lib/series-collector/patch-interest-rate.js +0 -2
  44. package/lib/series-collector/patch-interest-rate.js.map +1 -1
  45. package/lib/series-collector/patch-ohlc.d.ts.map +1 -1
  46. package/lib/series-collector/patch-ohlc.js +0 -2
  47. package/lib/series-collector/patch-ohlc.js.map +1 -1
  48. package/lib/series-collector/setup.js +18 -13
  49. package/lib/series-collector/setup.js.map +1 -1
  50. package/package.json +13 -13
package/lib/series-collector/setup.js.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"setup.js","sourceRoot":"","sources":["../../src/series-collector/setup.ts"],"names":[],"mappings":";;AAAA,yCAAoE;AACpE,uEAA6E;AAC7E,qDAA4D;AAC5D,2CAA2E;AAC3E,qEAA2E;AAC3E,mDAA0D;AAC1D,+DAAgE;AAChE,6CAAqD;AAErD,MAAM,GAAG,GAAG;IACV,IAAI,EAAE;QACJ,IAAI,EAAE,6BAAiB;QACvB,OAAO,EAAE,uCAAuB;QAChC,QAAQ,EAAE,yCAAwB;QAClC,KAAK,EAAE,kCAAqB;KAC7B;IACD,YAAY,EAAE;QACZ,IAAI,EAAE,qCAAyB;QAC/B,OAAO,EAAE,wDAA+B;QACxC,QAAQ,EAAE,0DAAgC;QAC1C,KAAK,EAAE,6CAAuB;KAC/B;CACF,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,eAAe,GAAG,IAAI,eAAe,EAAE,CAAC;IAC9C,MAAM,MAAM,GAAG,eAAe,CAAC,MAAM,CAAC;IACtC,KAAK,MAAM,IAAI,IAAI,CAAC,MAAM,EAAE,cAAc,CAAU,EAAE;QACpD,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC;QAC5B,KAAK,MAAM,IAAI,IAAI,CAAC,SAAS,EAAE,UAAU,EAAE,OAAO,CAAU,EAAE;YAC5D,MAAM,OAAO,GAAG,GAAG,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC;YAChC,CAAC,KAAK,IAAI,EAAE;gBACV,OAAO,IAAI,EAAE;oBACX,MAAM,IAAA,mBAAW,EAAC,GAAG,IAAI,IAAI,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;oBACxD,IAAI;wBACF,MAAM,KAAK,GAAG,MAAM,IAAI,EAAE,CAAC;wBAE3B,qEAAqE;wBACrE,MAAM,MAAM,GAAG,IAAI,GAAG,EAA8C,CAAC;wBACrE,KAAK,MAAM,IAAI,IAAI,KAAK,EAAE;4BACxB,MAAM,CAAC,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;4BAC5C,IAAI,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC;4BACtC,IAAI,CAAC,KAAK,EAAE;gCACV,KAAK,GAAG,EAAE,CAAC;gCACX,MAAM,CAAC,GAAG,CAAC,aAAa,EAAE,KAAK,CAAC,CAAC;6BAClC;4BACD,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;yBAClB;wBAED,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;gCAC1C,MAAM,IAAA,mBAAW,EAAC,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,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,qBAAqB,IAAI,KAAK,IAAI,GAAG,EAAE,OAAO,EAAE,GAAG,CAAC,CAAC;gCAC5F,CAAC,CAAC,CAAC;6BACJ;wBACH,CAAC,CAAC,CACH,CAAC;qBACH;oBAAC,OAAO,CAAC,EAAE,GAAE;iBACf;YACH,CAAC,CAAC,EAAE,CAAC;SACN;KACF;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 { 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}:${datasource_id}`).acquire(1, signal);\n await handler(series_id, direction, signal).catch((err) => {\n console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);\n });\n }\n }),\n );\n } catch (e) {}\n }\n })();\n }\n }\n})();\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@yuants/app-virtual-exchange",
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- "version": "0.18.2",
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+ "version": "0.18.4",
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  "main": "lib/index.js",
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  "files": [
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  "dist",
@@ -8,18 +8,18 @@
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  "temp"
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  ],
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  "dependencies": {
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- "@yuants/protocol": "0.53.8",
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- "@yuants/utils": "0.19.1",
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- "@yuants/data-product": "0.5.6",
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- "@yuants/data-account": "0.11.5",
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- "@yuants/data-order": "0.7.6",
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- "@yuants/data-quote": "0.4.5",
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- "@yuants/data-ohlc": "0.6.1",
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- "@yuants/data-interest-rate": "0.2.4",
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- "@yuants/secret": "0.4.6",
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- "@yuants/sql": "0.9.36",
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- "@yuants/exchange": "0.8.7",
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- "@yuants/cache": "0.3.9",
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+ "@yuants/protocol": "0.54.0",
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+ "@yuants/utils": "0.19.3",
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+ "@yuants/data-product": "0.5.8",
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+ "@yuants/data-account": "0.11.7",
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+ "@yuants/data-order": "0.7.8",
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+ "@yuants/data-quote": "0.4.7",
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+ "@yuants/data-ohlc": "0.6.3",
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+ "@yuants/data-interest-rate": "0.2.6",
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+ "@yuants/secret": "0.4.8",
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+ "@yuants/sql": "0.9.38",
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+ "@yuants/exchange": "0.8.9",
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+ "@yuants/cache": "0.3.11",
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  "rxjs": "~7.5.6",
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  "ajv": "~8.12.0"
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  },