npm - @yuants/app-virtual-exchange - Versions diffs - 0.18.3 → 0.18.5 - Mend

@yuants/app-virtual-exchange 0.18.3 → 0.18.5

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 (40) hide show

package/dist/position.js CHANGED Viewed

@@ -68,12 +68,16 @@ export const polyfillPosition = async (positions) => {
         }
         // 利率相关信息的追加
         if (quote) {
+            // 优先使用 quote 表中的结算间隔
+            if (quote.interest_rate_settlement_interval) {
+                pos.settlement_interval = +quote.interest_rate_settlement_interval;
+            }
             if (quote.interest_rate_next_settled_at !== null) {
                 const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();
                 // 优先使用行情数据中的下一个结算时间
                 pos.settlement_scheduled_at = nextSettledAt;
-                // 优先使用下一个结算时间推算结算间隔
-                if (interestRateInterval !== undefined) {
+                // 如果还没有结算周期，使用下一个结算时间推算结算间隔
+                if (pos.settlement_interval === undefined && interestRateInterval !== undefined) {
                     const interval = nextSettledAt - interestRateInterval.prev;
                     pos.settlement_interval = interval;
                 }

package/dist/position.js.map CHANGED Viewed

	@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n async (product_id) => {\n const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n async (product_id: string) => {\n const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n product_id,\n )} order by created_at desc limit 2`;\n const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n if (rates.length < 2) return undefined;\n const prev = new Date(rates[0].created_at).getTime();\n const prevOfPrev = new Date(rates[1].created_at).getTime();\n const interval = prev - prevOfPrev;\n return {\n prev,\n prevOfPrev,\n interval,\n };\n },\n { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n for (const pos of positions) {\n const [theProduct, quote, interestRateInterval] = await Promise.all([\n productCache.query(pos.product_id),\n quoteCache.query(pos.product_id),\n interestRateIntervalCache.query(pos.product_id),\n ]);\n\n // 估值 = value_scale * volume * closable_price\n if (theProduct) {\n if (theProduct.base_currency) {\n pos.base_currency = theProduct.base_currency;\n }\n if (theProduct.quote_currency) {\n pos.quote_currency = theProduct.quote_currency;\n }\n if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale \|\| 1) + '';\n }\n if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n pos.free_size =\n (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale \|\| 1) + '';\n }\n pos.valuation = Math.abs((theProduct.value_scale \|\| 1) * pos.volume * pos.closable_price);\n }\n\n if (quote && pos.size) {\n const sizeNum = +pos.size;\n if (pos.current_price === undefined) {\n if (sizeNum > 0) {\n // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n pos.current_price = (quote.ask_price \|\| quote.last_price) + '';\n } else {\n // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n pos.current_price = (quote.bid_price \|\| quote.last_price) + '';\n }\n }\n\n // 计算名义价值\n if (pos.notional === undefined) {\n pos.notional = sizeNum * (+pos.current_price \|\| 0) + '';\n }\n }\n\n // 利率相关信息的追加\n if (quote) {\n if (quote.interest_rate_next_settled_at !== null) {\n const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n // 优先使用行情数据中的下一个结算时间\n pos.settlement_scheduled_at = nextSettledAt;\n // 优先使用下一个结算时间推算结算间隔\n if (interestRateInterval !== undefined) {\n const interval = nextSettledAt - interestRateInterval.prev;\n pos.settlement_interval = interval;\n }\n } else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {\n // 估算下一个结算时间\n // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n }\n\n // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval) {\n pos.settlement_interval = interestRateInterval.interval;\n }\n\n if (pos.direction === 'LONG') {\n if (quote.interest_rate_long !== null) {\n pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n }\n }\n if (pos.direction === 'SHORT') {\n if (quote.interest_rate_short !== null) {\n pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n }\n }\n }\n }\n return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n for (const order of orders) {\n const theProduct = await productCache.query(order.product_id);\n if (theProduct) {\n if (order.size !== undefined) {\n const sizeNum = +order.size;\n const sizeStep = theProduct.volume_step * theProduct.value_scale;\n if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n // check size is multiple of sizeStep\n if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n order,\n sizeStep,\n sizeNum,\n product: theProduct,\n });\n }\n\n if (sizeNum >= 0) {\n order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n } else {\n order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n }\n order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n }\n }\n }\n return orders;\n};\n"]}
1	+ 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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n async (product_id) => {\n const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n async (product_id: string) => {\n const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n product_id,\n )} order by created_at desc limit 2`;\n const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n if (rates.length < 2) return undefined;\n const prev = new Date(rates[0].created_at).getTime();\n const prevOfPrev = new Date(rates[1].created_at).getTime();\n const interval = prev - prevOfPrev;\n return {\n prev,\n prevOfPrev,\n interval,\n };\n },\n { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n for (const pos of positions) {\n const [theProduct, quote, interestRateInterval] = await Promise.all([\n productCache.query(pos.product_id),\n quoteCache.query(pos.product_id),\n interestRateIntervalCache.query(pos.product_id),\n ]);\n\n // 估值 = value_scale * volume * closable_price\n if (theProduct) {\n if (theProduct.base_currency) {\n pos.base_currency = theProduct.base_currency;\n }\n if (theProduct.quote_currency) {\n pos.quote_currency = theProduct.quote_currency;\n }\n if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale \|\| 1) + '';\n }\n if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n pos.free_size =\n (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale \|\| 1) + '';\n }\n pos.valuation = Math.abs((theProduct.value_scale \|\| 1) * pos.volume * pos.closable_price);\n }\n\n if (quote && pos.size) {\n const sizeNum = +pos.size;\n if (pos.current_price === undefined) {\n if (sizeNum > 0) {\n // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n pos.current_price = (quote.ask_price \|\| quote.last_price) + '';\n } else {\n // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n pos.current_price = (quote.bid_price \|\| quote.last_price) + '';\n }\n }\n\n // 计算名义价值\n if (pos.notional === undefined) {\n pos.notional = sizeNum * (+pos.current_price \|\| 0) + '';\n }\n }\n\n // 利率相关信息的追加\n if (quote) {\n // 优先使用 quote 表中的结算间隔\n if (quote.interest_rate_settlement_interval) {\n pos.settlement_interval = +quote.interest_rate_settlement_interval;\n }\n if (quote.interest_rate_next_settled_at !== null) {\n const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n // 优先使用行情数据中的下一个结算时间\n pos.settlement_scheduled_at = nextSettledAt;\n\n // 如果还没有结算周期，使用下一个结算时间推算结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval !== undefined) {\n const interval = nextSettledAt - interestRateInterval.prev;\n pos.settlement_interval = interval;\n }\n } else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {\n // 估算下一个结算时间\n // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n }\n\n // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval) {\n pos.settlement_interval = interestRateInterval.interval;\n }\n\n if (pos.direction === 'LONG') {\n if (quote.interest_rate_long !== null) {\n pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n }\n }\n if (pos.direction === 'SHORT') {\n if (quote.interest_rate_short !== null) {\n pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n }\n }\n }\n }\n return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n for (const order of orders) {\n const theProduct = await productCache.query(order.product_id);\n if (theProduct) {\n if (order.size !== undefined) {\n const sizeNum = +order.size;\n const sizeStep = theProduct.volume_step * theProduct.value_scale;\n if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n // check size is multiple of sizeStep\n if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n order,\n sizeStep,\n sizeNum,\n product: theProduct,\n });\n }\n\n if (sizeNum >= 0) {\n order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n } else {\n order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n }\n order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n }\n }\n }\n return orders;\n};\n"]}

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

@@ -1,5 +1,5 @@
 import { Terminal } from '@yuants/protocol';
-import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+import { formatTime } from '@yuants/utils';
 import { findInterestRateStartTimeBackward } from './sql-helpers';
 const terminal = Terminal.fromNodeEnv();
 const ingestCounter = terminal.metrics
@@ -7,9 +7,6 @@ const ingestCounter = terminal.metrics
     .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'backward' });
 export const handleIngestInterestRateBackward = async (product_id, direction, signal) => {
     var _a, _b, _c, _d;
-    const [datasource_id] = decodePath(product_id);
-    // 控制速率：每个数据源每秒钟只能请求一次
-    await tokenBucket(`interest_rate:backward:${datasource_id}`).acquire(1, signal);
     let req;
     if (direction === 'backward') {
         const startTime = await findInterestRateStartTimeBackward(terminal, product_id);

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

	@@ -1 +1 @@
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1	+ {"version":3,"file":"backwards-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,iCAAiC,EAAE,MAAM,eAAe,CAAC;AAElE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,aAAa,GAAG,QAAQ,CAAC,OAAO;KACnC,OAAO,CAAC,+BAA+B,EAAE,EAAE,CAAC;KAC5C,MAAM,CAAC,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,UAAU,EAAE,CAAC,CAAC;AAE1F,MAAM,CAAC,MAAM,gCAAgC,GAAG,KAAK,EACnD,UAAkB,EAClB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,IAAI,GAA+B,CAAC;IACpC,IAAI,SAAS,KAAK,UAAU,EAAE;QAC5B,MAAM,SAAS,GAAG,MAAM,iCAAiC,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;QAChF,MAAM,UAAU,GAAG,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,SAAS,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;QAE1E,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,UAAU;YACrB,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;SAAM;QACL,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,SAAS;YACpB,IAAI,EAAE,CAAC;SACR,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,2CAA2C,EAC3C,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,eAAe,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CACzF,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,oBAAoB,EACpB,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,2CAA2C,EAC3C,QAAQ,EACR,aAAa,UAAU,oBAAoB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CAClF,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,UAAU,CAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC","sourcesContent":["import { IIngestInterestRateRequest, ISeriesIngestResult } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { formatTime } from '@yuants/utils';\nimport { findInterestRateStartTimeBackward } from './sql-helpers';\n\nconst terminal = Terminal.fromNodeEnv();\nconst ingestCounter = terminal.metrics\n .counter('series_collector_ingest_count', '')\n .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'backward' });\n\nexport const handleIngestInterestRateBackward = async (\n product_id: string,\n direction: 'forward' \| 'backward',\n signal: AbortSignal,\n) => {\n let req: IIngestInterestRateRequest;\n if (direction === 'backward') {\n const startTime = await findInterestRateStartTimeBackward(terminal, product_id);\n const start_time = startTime ? new Date(startTime).getTime() : Date.now();\n\n req = {\n product_id: product_id,\n direction: 'backward',\n time: start_time,\n };\n } else {\n req = {\n product_id: product_id,\n direction: 'forward',\n time: 0,\n };\n }\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][InterestRate][Backward]',\n 'Request',\n `product_id=${req.product_id}, direction=${req.direction}, time=${formatTime(req.time)}`,\n );\n\n const res = await terminal.client.requestForResponseData<IIngestInterestRateRequest, ISeriesIngestResult>(\n 'IngestInterestRate',\n req,\n );\n\n ingestCounter.inc(res.wrote_count \|\| 0);\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][InterestRate][Backward]',\n 'Result',\n `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${formatTime(\n res.range?.start_time ?? NaN,\n )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n );\n};\n"]}

package/dist/series-collector/backwards-ohlc.js CHANGED Viewed

@@ -5,7 +5,7 @@
 import { decodeOHLCSeriesId } from '@yuants/data-ohlc';
 import { Terminal } from '@yuants/protocol';
 import { escapeSQL, requestSQL } from '@yuants/sql';
-import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+import { formatTime } from '@yuants/utils';
 const terminal = Terminal.fromNodeEnv();
 const ingestCounter = terminal.metrics
     .counter('series_collector_ingest_count', '')
@@ -13,9 +13,6 @@ const ingestCounter = terminal.metrics
 export const handleIngestOHLCBackward = async (series_id, direction, signal) => {
     var _a, _b, _c, _d;
     const { product_id, duration } = decodeOHLCSeriesId(series_id);
-    const [datasource_id] = decodePath(product_id);
-    // 控制速率：每个数据源每秒钟只能请求一次
-    await tokenBucket(`ohlc:backward:${datasource_id}`).acquire(1, signal);
     let req;
     if (direction === 'backward') {
         const [record] = await requestSQL(terminal, `select start_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = 'ohlc_v2' order by start_time limit 1`);

package/dist/series-collector/backwards-ohlc.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"backwards-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/backwards-ohlc.ts"],"names":[],"mappings":"AAAA,0BAA0B;AAC1B,6DAA6D;AAC7D,iDAAiD;AACjD,qCAAqC;AAErC,OAAO,EAAE,kBAAkB,EAAE,MAAM,mBAAmB,CAAC;AAEvD,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,aAAa,GAAG,QAAQ,CAAC,OAAO;KACnC,OAAO,CAAC,+BAA+B,EAAE,EAAE,CAAC;KAC5C,MAAM,CAAC,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,UAAU,EAAE,CAAC,CAAC;AAEjF,MAAM,CAAC,MAAM,wBAAwB,GAAG,KAAK,EAC3C,SAAiB,EACjB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,kBAAkB,CAAC,SAAS,CAAC,CAAC;IAE/D,IAAI,GAAuB,CAAC;IAC5B,IAAI,SAAS,KAAK,UAAU,EAAE;QAC5B,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAK/B,QAAQ,EACR,8DAA8D,SAAS,CACrE,SAAS,CACV,yDAAyD,CAC3D,CAAC;QACF,MAAM,UAAU,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;QAE/E,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS,EAAE,UAAU;YACrB,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;SAAM;QACL,UAAU;QACV,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS;YACT,IAAI,EAAE,CAAC;SACR,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,mCAAmC,EACnC,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,cAAc,GAAG,CAAC,QAAQ,eAAe,GAAG,CAAC,SAAS,UAAU,UAAU,CACpG,GAAG,CAAC,IAAI,CACT,EAAE,CACJ,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,YAAY,EACZ,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,mCAAmC,EACnC,UAAU,EACV,aAAa,SAAS,oBAAoB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CACjF,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,UAAU,CAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC","sourcesContent":["// 解决 Backwards 拉取历史数据的调度器\n// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Backwards 拉取的序列。\n// 然后对每个序列，向对应的 IngestOHLC Service 发送拉取请求，补齐历史数据。\n// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。\n\nimport { decodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport { IIngestOHLCRequest, ISeriesIngestResult } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { formatTime } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst ingestCounter = terminal.metrics\n .counter('series_collector_ingest_count', '')\n .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'backward' });\n\nexport const handleIngestOHLCBackward = async (\n series_id: string,\n direction: 'forward' \| 'backward',\n signal: AbortSignal,\n) => {\n const { product_id, duration } = decodeOHLCSeriesId(series_id);\n\n let req: IIngestOHLCRequest;\n if (direction === 'backward') {\n const [record] = await requestSQL<\n {\n start_time: string;\n }[]\n >(\n terminal,\n `select start_time from series_data_range where series_id = ${escapeSQL(\n series_id,\n )} and table_name = 'ohlc_v2' order by start_time limit 1`,\n );\n const start_time = record ? new Date(record.start_time).getTime() : Date.now();\n\n req = {\n product_id,\n duration,\n direction: 'backward',\n time: start_time,\n };\n } else {\n // forward\n req = {\n product_id,\n duration,\n direction,\n time: 0,\n };\n }\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Backward]',\n 'Request',\n `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${formatTime(\n req.time,\n )}`,\n );\n\n const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n 'IngestOHLC',\n req,\n );\n\n ingestCounter.inc(res.wrote_count \|\| 0);\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Backward]',\n 'Response',\n `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime(\n res.range?.start_time ?? NaN,\n )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n );\n};\n"]}

package/dist/series-collector/forwards-interest-rate.js CHANGED Viewed

@@ -1,5 +1,5 @@
 import { Terminal } from '@yuants/protocol';
-import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+import { formatTime } from '@yuants/utils';
 import { findInterestRateEndTimeForward } from './sql-helpers';
 const terminal = Terminal.fromNodeEnv();
 const ingestCounter = terminal.metrics
@@ -7,32 +7,27 @@ const ingestCounter = terminal.metrics
     .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'forward' });
 export const handleIngestInterestRateForward = async (product_id, direction, signal) => {
     var _a, _b, _c, _d;
-    const [datasource_id] = decodePath(product_id);
-    // 控制速率：每个数据源每秒钟只能请求一次
-    await tokenBucket(`interest_rate:forwards:${datasource_id}`).acquire(1, signal);
-    {
-        let req;
-        if (direction === 'forward') {
-            const endTime = await findInterestRateEndTimeForward(terminal, product_id);
-            const time = endTime ? new Date(endTime).getTime() : 0;
-            req = {
-                product_id: product_id,
-                direction: 'forward',
-                time,
-            };
-        }
-        else {
-            // backward
-            req = {
-                product_id,
-                direction: 'backward',
-                time: Date.now(),
-            };
-        }
-        console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Request', `product_id=${req.product_id}, direction=${req.direction}, time=${formatTime(req.time)}`);
-        const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
-        ingestCounter.inc(res.wrote_count || 0);
-        console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Result', `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+    let req;
+    if (direction === 'forward') {
+        const endTime = await findInterestRateEndTimeForward(terminal, product_id);
+        const time = endTime ? new Date(endTime).getTime() : 0;
+        req = {
+            product_id: product_id,
+            direction: 'forward',
+            time,
+        };
     }
+    else {
+        // backward
+        req = {
+            product_id,
+            direction: 'backward',
+            time: Date.now(),
+        };
+    }
+    console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Request', `product_id=${req.product_id}, direction=${req.direction}, time=${formatTime(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Result', `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
 };
 //# sourceMappingURL=forwards-interest-rate.js.map

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

	@@ -1 +1 @@
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package/dist/series-collector/forwards-ohlc.js CHANGED Viewed

@@ -5,7 +5,7 @@
 import { decodeOHLCSeriesId } from '@yuants/data-ohlc';
 import { Terminal } from '@yuants/protocol';
 import { escapeSQL, requestSQL } from '@yuants/sql';
-import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+import { formatTime } from '@yuants/utils';
 const terminal = Terminal.fromNodeEnv();
 const ingestCounter = terminal.metrics
     .counter('series_collector_ingest_count', '')
@@ -13,9 +13,6 @@ const ingestCounter = terminal.metrics
 export const handleIngestOHLCForward = async (series_id, direction, signal) => {
     var _a, _b, _c, _d;
     const { product_id, duration } = decodeOHLCSeriesId(series_id);
-    const [datasource_id] = decodePath(product_id);
-    // 控制速率：每个数据源每秒钟只能请求一次
-    await tokenBucket(`ohlc:forward:${datasource_id}`).acquire(1, signal);
     let req;
     if (direction === 'forward') {
         const [record] = await requestSQL(terminal, `select end_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = 'ohlc_v2' order by end_time desc limit 1`);

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

	@@ -1 +1 @@
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package/dist/series-collector/patch-interest-rate.js CHANGED Viewed

@@ -1,6 +1,6 @@
 import { Terminal } from '@yuants/protocol';
 import { escapeSQL, requestSQL } from '@yuants/sql';
-import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+import { formatTime } from '@yuants/utils';
 const terminal = Terminal.fromNodeEnv();
 const ingestCounter = terminal.metrics
     .counter('series_collector_ingest_count', '')
@@ -8,8 +8,6 @@ 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 [datasource_id] = decodePath(product_id);
-    await tokenBucket(`interest_rate:patch:${datasource_id}`).acquire(1, signal);
     const [record] = await requestSQL(terminal, `
 WITH reversed_ranges AS (
     SELECT

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

	@@ -1 +1 @@
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package/dist/series-collector/patch-ohlc.js CHANGED Viewed

@@ -1,7 +1,7 @@
 import { decodeOHLCSeriesId } from '@yuants/data-ohlc';
 import { Terminal } from '@yuants/protocol';
 import { escapeSQL, requestSQL } from '@yuants/sql';
-import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+import { formatTime } from '@yuants/utils';
 const terminal = Terminal.fromNodeEnv();
 const ingestCounter = terminal.metrics
     .counter('series_collector_ingest_count', '')
@@ -9,8 +9,6 @@ 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 [datasource_id] = decodePath(series_id);
-    await tokenBucket(`ohlc:patch:${datasource_id}`).acquire(1, signal);
     const [record] = await requestSQL(terminal, `
 WITH reversed_ranges AS (
     SELECT

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

	@@ -1 +1 @@
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gap_end_time: string }[]>(\n terminal,\n `\nWITH reversed_ranges AS (\n SELECT \n start_time,\n end_time,\n LEAD(end_time) OVER (\n PARTITION BY table_name, series_id \n ORDER BY start_time DESC\n ) AS next_end_time -- 注意：倒序时 LEAD 是前一个区间\n FROM series_data_range\n WHERE table_name = 'ohlc_v2' \n AND series_id = ${escapeSQL(series_id)}\n)\nSELECT \n next_end_time AS gap_start_time, -- 前一个区间的结束时间\n start_time AS gap_end_time -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n AND start_time > next_end_time -- 有空缺\nORDER BY start_time DESC -- 从最新开始\nLIMIT 1;\n `,\n );\n\n // no gap\n if (!record) return;\n\n const gapStartTime = new Date(record.gap_start_time).getTime();\n const gapEndTime = new Date(record.gap_end_time).getTime();\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n 'FindGap',\n `series=${series_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n );\n\n const { product_id, duration } = decodeOHLCSeriesId(series_id);\n\n let req: IIngestOHLCRequest;\n\n if (direction === 'forward') {\n // forward patch\n req = {\n product_id: product_id,\n duration,\n direction: 'forward' as const,\n time: gapStartTime,\n };\n } else {\n // backward patch\n req = {\n product_id: product_id,\n duration,\n direction: 'backward' as const,\n time: gapEndTime,\n };\n }\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n series_id,\n 'PatchRequest',\n `direction=${req.direction}, time=${formatTime(req.time)}`,\n );\n\n const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n 'IngestOHLC',\n req,\n );\n\n ingestCounter.inc(res.wrote_count \|\| 0);\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n series_id,\n 'PatchBackwardResult',\n `ingested_count=${res.wrote_count}, start_time=${formatTime(\n res.range?.start_time ?? NaN,\n )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n );\n};\n"]}
1	+ {"version":3,"file":"patch-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/patch-ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,mBAAmB,CAAC;AAEvD,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,aAAa,GAAG,QAAQ,CAAC,OAAO;KACnC,OAAO,CAAC,+BAA+B,EAAE,EAAE,CAAC;KAC5C,MAAM,CAAC,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;AAEhF,uBAAuB;AACvB,MAAM,CAAC,MAAM,qBAAqB,GAAG,KAAK,EACxC,SAAiB,EACjB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,SAAS,CAAC,SAAS,CAAC;;;;;;;;;;KAUvC,CACF,CAAC;IAEF,SAAS;IACT,IAAI,CAAC,MAAM;QAAE,OAAO;IAEpB,MAAM,YAAY,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,OAAO,EAAE,CAAC;IAC/D,MAAM,UAAU,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC,OAAO,EAAE,CAAC;IAE3D,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,UAAU,SAAS,UAAU,UAAU,CAAC,YAAY,CAAC,QAAQ,UAAU,CAAC,UAAU,CAAC,EAAE,CACtF,CAAC;IAEF,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,kBAAkB,CAAC,SAAS,CAAC,CAAC;IAE/D,IAAI,GAAuB,CAAC;IAE5B,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;KACH;SAAM;QACL,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAC3D,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,YAAY,EACZ,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CACzD,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,UAAU,CAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC","sourcesContent":["import { decodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport { IIngestOHLCRequest, ISeriesIngestResult } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { formatTime } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst ingestCounter = terminal.metrics\n .counter('series_collector_ingest_count', '')\n .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'forward' });\n\n// Patch 任务：查找数据缺口并进行补齐\nexport const handleIngestOHLCPatch = async (\n series_id: string,\n direction: 'forward' \| 'backward',\n signal: AbortSignal,\n) => {\n const [record] = await requestSQL<{ gap_start_time: string; gap_end_time: string }[]>(\n terminal,\n `\nWITH reversed_ranges AS (\n SELECT \n start_time,\n end_time,\n LEAD(end_time) OVER (\n PARTITION BY table_name, series_id \n ORDER BY start_time DESC\n ) AS next_end_time -- 注意：倒序时 LEAD 是前一个区间\n FROM series_data_range\n WHERE table_name = 'ohlc_v2' \n AND series_id = ${escapeSQL(series_id)}\n)\nSELECT \n next_end_time AS gap_start_time, -- 前一个区间的结束时间\n start_time AS gap_end_time -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n AND start_time > next_end_time -- 有空缺\nORDER BY start_time DESC -- 从最新开始\nLIMIT 1;\n `,\n );\n\n // no gap\n if (!record) return;\n\n const gapStartTime = new Date(record.gap_start_time).getTime();\n const gapEndTime = new Date(record.gap_end_time).getTime();\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n 'FindGap',\n `series=${series_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n );\n\n const { product_id, duration } = decodeOHLCSeriesId(series_id);\n\n let req: IIngestOHLCRequest;\n\n if (direction === 'forward') {\n // forward patch\n req = {\n product_id: product_id,\n duration,\n direction: 'forward' as const,\n time: gapStartTime,\n };\n } else {\n // backward patch\n req = {\n product_id: product_id,\n duration,\n direction: 'backward' as const,\n time: gapEndTime,\n };\n }\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n series_id,\n 'PatchRequest',\n `direction=${req.direction}, time=${formatTime(req.time)}`,\n );\n\n const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n 'IngestOHLC',\n req,\n );\n\n ingestCounter.inc(res.wrote_count \|\| 0);\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n series_id,\n 'PatchBackwardResult',\n `ingested_count=${res.wrote_count}, start_time=${formatTime(\n res.range?.start_time ?? NaN,\n )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n );\n};\n"]}

package/dist/series-collector/setup.js CHANGED Viewed

@@ -1,4 +1,4 @@
-import { formatTime, tokenBucket } from '@yuants/utils';
+import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
 import { handleIngestInterestRateBackward } from './backwards-interest-rate';
 import { handleIngestOHLCBackward } from './backwards-ohlc';
 import { listInterestRateSeriesIds, listOHLCSeriesIds } from './discovery';
@@ -32,20 +32,25 @@ const api = {
                     await tokenBucket(`${type}:${task}`).acquire(1, signal);
                     try {
                         const tasks = await list();
-                        // 并行
-                        // await Promise.all(
-                        //   Array.from(tasks.entries()).map(([series_id, direction]) =>
-                        //     handler(series_id, direction, signal).catch((err) => {
-                        //       console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);
-                        //     }),
-                        //   ),
-                        // );
-                        // 串行调度
-                        for (const [series_id, direction] of tasks.entries()) {
-                            await handler(series_id, direction, signal).catch((err) => {
-                                console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);
-                            });
+                        // 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);
                         }
+                        await Promise.all(Array.from(groups.entries()).map(async ([datasource_id, tasks]) => {
+                            for (const [series_id, direction] of tasks) {
+                                await tokenBucket(`${type}:${task}:${datasource_id}`).acquire(1, signal);
+                                await handler(series_id, direction, signal).catch((err) => {
+                                    console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, series_id, 'Error', err);
+                                });
+                            }
+                        }));
                     }
                     catch (e) { }
                 }

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

	@@ -1 +1 @@
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package/lib/position.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../src/position.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AACjD,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAqC5C,eAAO,MAAM,gBAAgB,cAAqB,SAAS,EAAE,KAAG,QAAQ,SAAS,EAAE,CAsFlF,CAAC;AAEF,eAAO,MAAM,cAAc,WAAkB,MAAM,EAAE,KAAG,QAAQ,MAAM,EAAE,CA4BvE,CAAC"}

package/lib/position.js CHANGED Viewed

@@ -71,12 +71,16 @@ const polyfillPosition = async (positions) => {
         }
         // 利率相关信息的追加
         if (quote) {
+            // 优先使用 quote 表中的结算间隔
+            if (quote.interest_rate_settlement_interval) {
+                pos.settlement_interval = +quote.interest_rate_settlement_interval;
+            }
             if (quote.interest_rate_next_settled_at !== null) {
                 const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();
                 // 优先使用行情数据中的下一个结算时间
                 pos.settlement_scheduled_at = nextSettledAt;
-                // 优先使用下一个结算时间推算结算间隔
-                if (interestRateInterval !== undefined) {
+                // 如果还没有结算周期，使用下一个结算时间推算结算间隔
+                if (pos.settlement_interval === undefined && interestRateInterval !== undefined) {
                     const interval = nextSettledAt - interestRateInterval.prev;
                     pos.settlement_interval = interval;
                 }

package/lib/position.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n async (product_id) => {\n const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n async (product_id: string) => {\n const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n product_id,\n )} order by created_at desc limit 2`;\n const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n if (rates.length < 2) return undefined;\n const prev = new Date(rates[0].created_at).getTime();\n const prevOfPrev = new Date(rates[1].created_at).getTime();\n const interval = prev - prevOfPrev;\n return {\n prev,\n prevOfPrev,\n interval,\n };\n },\n { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n for (const pos of positions) {\n const [theProduct, quote, interestRateInterval] = await Promise.all([\n productCache.query(pos.product_id),\n quoteCache.query(pos.product_id),\n interestRateIntervalCache.query(pos.product_id),\n ]);\n\n // 估值 = value_scale * volume * closable_price\n if (theProduct) {\n if (theProduct.base_currency) {\n pos.base_currency = theProduct.base_currency;\n }\n if (theProduct.quote_currency) {\n pos.quote_currency = theProduct.quote_currency;\n }\n if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale \|\| 1) + '';\n }\n if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n pos.free_size =\n (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale \|\| 1) + '';\n }\n pos.valuation = Math.abs((theProduct.value_scale \|\| 1) * pos.volume * pos.closable_price);\n }\n\n if (quote && pos.size) {\n const sizeNum = +pos.size;\n if (pos.current_price === undefined) {\n if (sizeNum > 0) {\n // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n pos.current_price = (quote.ask_price \|\| quote.last_price) + '';\n } else {\n // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n pos.current_price = (quote.bid_price \|\| quote.last_price) + '';\n }\n }\n\n // 计算名义价值\n if (pos.notional === undefined) {\n pos.notional = sizeNum * (+pos.current_price \|\| 0) + '';\n }\n }\n\n // 利率相关信息的追加\n if (quote) {\n if (quote.interest_rate_next_settled_at !== null) {\n const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n // 优先使用行情数据中的下一个结算时间\n pos.settlement_scheduled_at = nextSettledAt;\n // 优先使用下一个结算时间推算结算间隔\n if (interestRateInterval !== undefined) {\n const interval = nextSettledAt - interestRateInterval.prev;\n pos.settlement_interval = interval;\n }\n } else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {\n // 估算下一个结算时间\n // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n }\n\n // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval) {\n pos.settlement_interval = interestRateInterval.interval;\n }\n\n if (pos.direction === 'LONG') {\n if (quote.interest_rate_long !== null) {\n pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n }\n }\n if (pos.direction === 'SHORT') {\n if (quote.interest_rate_short !== null) {\n pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n }\n }\n }\n }\n return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n for (const order of orders) {\n const theProduct = await productCache.query(order.product_id);\n if (theProduct) {\n if (order.size !== undefined) {\n const sizeNum = +order.size;\n const sizeStep = theProduct.volume_step * theProduct.value_scale;\n if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n // check size is multiple of sizeStep\n if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n order,\n sizeStep,\n sizeNum,\n product: theProduct,\n });\n }\n\n if (sizeNum >= 0) {\n order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n } else {\n order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n }\n order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n }\n }\n }\n return orders;\n};\n"]}
1	+ 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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { newError } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\nconst productCache = createClientProductCache(terminal);\nconst quoteCache = createCache<IQuote>(\n async (product_id) => {\n const sql = `select * from quote where product_id = ${escapeSQL(product_id)}`;\n const [quote] = await requestSQL<IQuote[]>(terminal, sql);\n return quote;\n },\n { expire: 30_000 },\n);\n\nconst interestRateIntervalCache = createCache(\n async (product_id: string) => {\n const sql = `select created_at from interest_rate where series_id = ${escapeSQL(\n product_id,\n )} order by created_at desc limit 2`;\n const rates = await requestSQL<{ created_at: string }[]>(terminal, sql);\n if (rates.length < 2) return undefined;\n const prev = new Date(rates[0].created_at).getTime();\n const prevOfPrev = new Date(rates[1].created_at).getTime();\n const interval = prev - prevOfPrev;\n return {\n prev,\n prevOfPrev,\n interval,\n };\n },\n { swrAfter: 60_000, expire: 3600_000 },\n);\n\nexport const polyfillPosition = async (positions: IPosition[]): Promise<IPosition[]> => {\n // TODO: 使用 batch query SQL 优化 product / quote 查询性能\n for (const pos of positions) {\n const [theProduct, quote, interestRateInterval] = await Promise.all([\n productCache.query(pos.product_id),\n quoteCache.query(pos.product_id),\n interestRateIntervalCache.query(pos.product_id),\n ]);\n\n // 估值 = value_scale * volume * closable_price\n if (theProduct) {\n if (theProduct.base_currency) {\n pos.base_currency = theProduct.base_currency;\n }\n if (theProduct.quote_currency) {\n pos.quote_currency = theProduct.quote_currency;\n }\n if (pos.size === undefined && pos.volume !== undefined && pos.direction !== undefined) {\n pos.size = (pos.direction === 'LONG' ? 1 : -1) * pos.volume * (theProduct.value_scale \|\| 1) + '';\n }\n if (pos.free_size === undefined && pos.free_volume !== undefined && pos.direction !== undefined) {\n pos.free_size =\n (pos.direction === 'LONG' ? 1 : -1) * pos.free_volume * (theProduct.value_scale \|\| 1) + '';\n }\n pos.valuation = Math.abs((theProduct.value_scale \|\| 1) * pos.volume * pos.closable_price);\n }\n\n if (quote && pos.size) {\n const sizeNum = +pos.size;\n if (pos.current_price === undefined) {\n if (sizeNum > 0) {\n // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价\n pos.current_price = (quote.ask_price \|\| quote.last_price) + '';\n } else {\n // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价\n pos.current_price = (quote.bid_price \|\| quote.last_price) + '';\n }\n }\n\n // 计算名义价值\n if (pos.notional === undefined) {\n pos.notional = sizeNum * (+pos.current_price \|\| 0) + '';\n }\n }\n\n // 利率相关信息的追加\n if (quote) {\n // 优先使用 quote 表中的结算间隔\n if (quote.interest_rate_settlement_interval) {\n pos.settlement_interval = +quote.interest_rate_settlement_interval;\n }\n if (quote.interest_rate_next_settled_at !== null) {\n const nextSettledAt = new Date(quote.interest_rate_next_settled_at).getTime();\n // 优先使用行情数据中的下一个结算时间\n pos.settlement_scheduled_at = nextSettledAt;\n\n // 如果还没有结算周期，使用下一个结算时间推算结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval !== undefined) {\n const interval = nextSettledAt - interestRateInterval.prev;\n pos.settlement_interval = interval;\n }\n } else if (quote.interest_rate_next_settled_at === null && interestRateInterval !== undefined) {\n // 估算下一个结算时间\n // 找到 prev + k * interval > now 的最小 k，则下一个结算时间为 prev + k * interval\n const k = Math.ceil((Date.now() - interestRateInterval.prev) / interestRateInterval.interval);\n pos.settlement_scheduled_at = interestRateInterval.prev + k * interestRateInterval.interval;\n }\n\n // 如果还没有结算间隔，则使用 interest rate 表的时间间隔作为结算间隔\n if (pos.settlement_interval === undefined && interestRateInterval) {\n pos.settlement_interval = interestRateInterval.interval;\n }\n\n if (pos.direction === 'LONG') {\n if (quote.interest_rate_long !== null) {\n pos.interest_to_settle = +quote.interest_rate_long * pos.valuation;\n }\n }\n if (pos.direction === 'SHORT') {\n if (quote.interest_rate_short !== null) {\n pos.interest_to_settle = +quote.interest_rate_short * pos.valuation;\n }\n }\n }\n }\n return positions;\n};\n\nexport const polyfillOrders = async (orders: IOrder[]): Promise<IOrder[]> => {\n for (const order of orders) {\n const theProduct = await productCache.query(order.product_id);\n if (theProduct) {\n if (order.size !== undefined) {\n const sizeNum = +order.size;\n const sizeStep = theProduct.volume_step * theProduct.value_scale;\n if (!(sizeStep > 0)) throw newError('INVALID_SIZE_STEP', { product: theProduct, sizeStep });\n // check size is multiple of sizeStep\n if (Math.abs(sizeNum - Math.round(sizeNum / sizeStep) * sizeStep) > 1e-16) {\n throw newError('INVALID_ORDER_SIZE_NOT_MULTIPLE_OF_SIZE_STEP', {\n order,\n sizeStep,\n sizeNum,\n product: theProduct,\n });\n }\n\n if (sizeNum >= 0) {\n order.order_direction = order.is_close ? 'CLOSE_SHORT' : 'OPEN_LONG';\n } else {\n order.order_direction = order.is_close ? 'CLOSE_LONG' : 'OPEN_SHORT';\n }\n order.volume = Math.abs(sizeNum) / theProduct.value_scale;\n }\n }\n }\n return orders;\n};\n"]}

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

	@@ -1 +1 @@
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1	+ {"version":3,"file":"backwards-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":";AAUA,eAAO,MAAM,gCAAgC,eAC/B,MAAM,aACP,SAAS,GAAG,UAAU,UACzB,WAAW,kBA0CpB,CAAC"}

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

@@ -10,9 +10,6 @@ const ingestCounter = terminal.metrics
     .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'backward' });
 const handleIngestInterestRateBackward = async (product_id, direction, signal) => {
     var _a, _b, _c, _d;
-    const [datasource_id] = (0, utils_1.decodePath)(product_id);
-    // 控制速率：每个数据源每秒钟只能请求一次
-    await (0, utils_1.tokenBucket)(`interest_rate:backward:${datasource_id}`).acquire(1, signal);
     let req;
     if (direction === 'backward') {
         const startTime = await (0, sql_helpers_1.findInterestRateStartTimeBackward)(terminal, product_id);

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	@@ -1 +1 @@
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package/lib/series-collector/backwards-ohlc.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/series-collector/backwards-ohlc.js CHANGED Viewed

@@ -16,9 +16,6 @@ const ingestCounter = terminal.metrics
 const handleIngestOHLCBackward = async (series_id, direction, signal) => {
     var _a, _b, _c, _d;
     const { product_id, duration } = (0, data_ohlc_1.decodeOHLCSeriesId)(series_id);
-    const [datasource_id] = (0, utils_1.decodePath)(product_id);
-    // 控制速率：每个数据源每秒钟只能请求一次
-    await (0, utils_1.tokenBucket)(`ohlc:backward:${datasource_id}`).acquire(1, signal);
     let req;
     if (direction === 'backward') {
         const [record] = await (0, sql_1.requestSQL)(terminal, `select start_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(series_id)} and table_name = 'ohlc_v2' order by start_time limit 1`);

package/lib/series-collector/backwards-ohlc.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/series-collector/forwards-interest-rate.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/series-collector/forwards-interest-rate.js CHANGED Viewed

@@ -10,33 +10,28 @@ const ingestCounter = terminal.metrics
     .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'forward' });
 const handleIngestInterestRateForward = async (product_id, direction, signal) => {
     var _a, _b, _c, _d;
-    const [datasource_id] = (0, utils_1.decodePath)(product_id);
-    // 控制速率：每个数据源每秒钟只能请求一次
-    await (0, utils_1.tokenBucket)(`interest_rate:forwards:${datasource_id}`).acquire(1, signal);
-    {
-        let req;
-        if (direction === 'forward') {
-            const endTime = await (0, sql_helpers_1.findInterestRateEndTimeForward)(terminal, product_id);
-            const time = endTime ? new Date(endTime).getTime() : 0;
-            req = {
-                product_id: product_id,
-                direction: 'forward',
-                time,
-            };
-        }
-        else {
-            // backward
-            req = {
-                product_id,
-                direction: 'backward',
-                time: Date.now(),
-            };
-        }
-        console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Request', `product_id=${req.product_id}, direction=${req.direction}, time=${(0, utils_1.formatTime)(req.time)}`);
-        const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
-        ingestCounter.inc(res.wrote_count || 0);
-        console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Result', `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${(0, utils_1.formatTime)((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${(0, utils_1.formatTime)((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+    let req;
+    if (direction === 'forward') {
+        const endTime = await (0, sql_helpers_1.findInterestRateEndTimeForward)(terminal, product_id);
+        const time = endTime ? new Date(endTime).getTime() : 0;
+        req = {
+            product_id: product_id,
+            direction: 'forward',
+            time,
+        };
     }
+    else {
+        // backward
+        req = {
+            product_id,
+            direction: 'backward',
+            time: Date.now(),
+        };
+    }
+    console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Request', `product_id=${req.product_id}, direction=${req.direction}, time=${(0, utils_1.formatTime)(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][InterestRate][Forward]', 'Result', `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${(0, utils_1.formatTime)((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${(0, utils_1.formatTime)((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
 };
 exports.handleIngestInterestRateForward = handleIngestInterestRateForward;
 //# sourceMappingURL=forwards-interest-rate.js.map

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	@@ -1 +1 @@
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package/lib/series-collector/forwards-ohlc.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/series-collector/forwards-ohlc.js CHANGED Viewed

@@ -16,9 +16,6 @@ const ingestCounter = terminal.metrics
 const handleIngestOHLCForward = async (series_id, direction, signal) => {
     var _a, _b, _c, _d;
     const { product_id, duration } = (0, data_ohlc_1.decodeOHLCSeriesId)(series_id);
-    const [datasource_id] = (0, utils_1.decodePath)(product_id);
-    // 控制速率：每个数据源每秒钟只能请求一次
-    await (0, utils_1.tokenBucket)(`ohlc:forward:${datasource_id}`).acquire(1, signal);
     let req;
     if (direction === 'forward') {
         const [record] = await (0, sql_1.requestSQL)(terminal, `select end_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(series_id)} and table_name = 'ohlc_v2' order by end_time desc limit 1`);

package/lib/series-collector/forwards-ohlc.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/series-collector/patch-interest-rate.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/series-collector/patch-interest-rate.js CHANGED Viewed

@@ -11,8 +11,6 @@ const ingestCounter = terminal.metrics
 // Patch 任务：查找数据缺口并进行补齐
 const handleInterestRatePatch = async (product_id, direction, signal) => {
     var _a, _b, _c, _d;
-    const [datasource_id] = (0, utils_1.decodePath)(product_id);
-    await (0, utils_1.tokenBucket)(`interest_rate:patch:${datasource_id}`).acquire(1, signal);
     const [record] = await (0, sql_1.requestSQL)(terminal, `
 WITH reversed_ranges AS (
     SELECT

package/lib/series-collector/patch-interest-rate.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/series-collector/patch-ohlc.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/series-collector/patch-ohlc.js CHANGED Viewed

@@ -12,8 +12,6 @@ const ingestCounter = terminal.metrics
 // Patch 任务：查找数据缺口并进行补齐
 const handleIngestOHLCPatch = async (series_id, direction, signal) => {
     var _a, _b, _c, _d;
-    const [datasource_id] = (0, utils_1.decodePath)(series_id);
-    await (0, utils_1.tokenBucket)(`ohlc:patch:${datasource_id}`).acquire(1, signal);
     const [record] = await (0, sql_1.requestSQL)(terminal, `
 WITH reversed_ranges AS (
     SELECT

package/lib/series-collector/patch-ohlc.js.map CHANGED Viewed

	@@ -1 +1 @@
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gap_end_time: string }[]>(\n terminal,\n `\nWITH reversed_ranges AS (\n SELECT \n start_time,\n end_time,\n LEAD(end_time) OVER (\n PARTITION BY table_name, series_id \n ORDER BY start_time DESC\n ) AS next_end_time -- 注意：倒序时 LEAD 是前一个区间\n FROM series_data_range\n WHERE table_name = 'ohlc_v2' \n AND series_id = ${escapeSQL(series_id)}\n)\nSELECT \n next_end_time AS gap_start_time, -- 前一个区间的结束时间\n start_time AS gap_end_time -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n AND start_time > next_end_time -- 有空缺\nORDER BY start_time DESC -- 从最新开始\nLIMIT 1;\n `,\n );\n\n // no gap\n if (!record) return;\n\n const gapStartTime = new Date(record.gap_start_time).getTime();\n const gapEndTime = new Date(record.gap_end_time).getTime();\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n 'FindGap',\n `series=${series_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n );\n\n const { product_id, duration } = decodeOHLCSeriesId(series_id);\n\n let req: IIngestOHLCRequest;\n\n if (direction === 'forward') {\n // forward patch\n req = {\n product_id: product_id,\n duration,\n direction: 'forward' as const,\n time: gapStartTime,\n };\n } else {\n // backward patch\n req = {\n product_id: product_id,\n duration,\n direction: 'backward' as const,\n time: gapEndTime,\n };\n }\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n series_id,\n 'PatchRequest',\n `direction=${req.direction}, time=${formatTime(req.time)}`,\n );\n\n const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n 'IngestOHLC',\n req,\n );\n\n ingestCounter.inc(res.wrote_count \|\| 0);\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n series_id,\n 'PatchBackwardResult',\n `ingested_count=${res.wrote_count}, start_time=${formatTime(\n res.range?.start_time ?? NaN,\n )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n );\n};\n"]}
1	+ {"version":3,"file":"patch-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/patch-ohlc.ts"],"names":[],"mappings":";;;AAAA,iDAAuD;AAEvD,+CAA4C;AAC5C,qCAAoD;AACpD,yCAA2C;AAE3C,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,aAAa,GAAG,QAAQ,CAAC,OAAO;KACnC,OAAO,CAAC,+BAA+B,EAAE,EAAE,CAAC;KAC5C,MAAM,CAAC,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;AAEhF,uBAAuB;AAChB,MAAM,qBAAqB,GAAG,KAAK,EACxC,SAAiB,EACjB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,IAAA,gBAAU,EAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,IAAA,eAAS,EAAC,SAAS,CAAC;;;;;;;;;;KAUvC,CACF,CAAC;IAEF,SAAS;IACT,IAAI,CAAC,MAAM;QAAE,OAAO;IAEpB,MAAM,YAAY,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,OAAO,EAAE,CAAC;IAC/D,MAAM,UAAU,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC,OAAO,EAAE,CAAC;IAE3D,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,UAAU,SAAS,UAAU,IAAA,kBAAU,EAAC,YAAY,CAAC,QAAQ,IAAA,kBAAU,EAAC,UAAU,CAAC,EAAE,CACtF,CAAC;IAEF,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,IAAA,8BAAkB,EAAC,SAAS,CAAC,CAAC;IAE/D,IAAI,GAAuB,CAAC;IAE5B,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;KACH;SAAM;QACL,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,IAAA,kBAAU,EAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAC3D,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,YAAY,EACZ,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,IAAA,kBAAU,EACzD,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,IAAA,kBAAU,EAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC;AA1FW,QAAA,qBAAqB,yBA0FhC","sourcesContent":["import { decodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport { IIngestOHLCRequest, ISeriesIngestResult } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { formatTime } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst ingestCounter = terminal.metrics\n .counter('series_collector_ingest_count', '')\n .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'forward' });\n\n// Patch 任务：查找数据缺口并进行补齐\nexport const handleIngestOHLCPatch = async (\n series_id: string,\n direction: 'forward' \| 'backward',\n signal: AbortSignal,\n) => {\n const [record] = await requestSQL<{ gap_start_time: string; gap_end_time: string }[]>(\n terminal,\n `\nWITH reversed_ranges AS (\n SELECT \n start_time,\n end_time,\n LEAD(end_time) OVER (\n PARTITION BY table_name, series_id \n ORDER BY start_time DESC\n ) AS next_end_time -- 注意：倒序时 LEAD 是前一个区间\n FROM series_data_range\n WHERE table_name = 'ohlc_v2' \n AND series_id = ${escapeSQL(series_id)}\n)\nSELECT \n next_end_time AS gap_start_time, -- 前一个区间的结束时间\n start_time AS gap_end_time -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n AND start_time > next_end_time -- 有空缺\nORDER BY start_time DESC -- 从最新开始\nLIMIT 1;\n `,\n );\n\n // no gap\n if (!record) return;\n\n const gapStartTime = new Date(record.gap_start_time).getTime();\n const gapEndTime = new Date(record.gap_end_time).getTime();\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n 'FindGap',\n `series=${series_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n );\n\n const { product_id, duration } = decodeOHLCSeriesId(series_id);\n\n let req: IIngestOHLCRequest;\n\n if (direction === 'forward') {\n // forward patch\n req = {\n product_id: product_id,\n duration,\n direction: 'forward' as const,\n time: gapStartTime,\n };\n } else {\n // backward patch\n req = {\n product_id: product_id,\n duration,\n direction: 'backward' as const,\n time: gapEndTime,\n };\n }\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n series_id,\n 'PatchRequest',\n `direction=${req.direction}, time=${formatTime(req.time)}`,\n );\n\n const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n 'IngestOHLC',\n req,\n );\n\n ingestCounter.inc(res.wrote_count \|\| 0);\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Patch]',\n series_id,\n 'PatchBackwardResult',\n `ingested_count=${res.wrote_count}, start_time=${formatTime(\n res.range?.start_time ?? NaN,\n )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n );\n};\n"]}

package/lib/series-collector/setup.js CHANGED Viewed

@@ -34,20 +34,25 @@ const api = {
                     await (0, utils_1.tokenBucket)(`${type}:${task}`).acquire(1, signal);
                     try {
                         const tasks = await list();
-                        // 并行
-                        // await Promise.all(
-                        //   Array.from(tasks.entries()).map(([series_id, direction]) =>
-                        //     handler(series_id, direction, signal).catch((err) => {
-                        //       console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);
-                        //     }),
-                        //   ),
-                        // );
-                        // 串行调度
-                        for (const [series_id, direction] of tasks.entries()) {
-                            await handler(series_id, direction, signal).catch((err) => {
-                                console.info((0, utils_1.formatTime)(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);
-                            });
+                        // const groups = Map.groupBy(tasks, item => decodePath(item[0])[0]);
+                        const groups = new Map();
+                        for (const item of tasks) {
+                            const [datasource_id] = (0, utils_1.decodePath)(item[0]);
+                            let items = groups.get(datasource_id);
+                            if (!items) {
+                                items = [];
+                                groups.set(datasource_id, items);
+                            }
+                            items.push(item);
                         }
+                        await Promise.all(Array.from(groups.entries()).map(async ([datasource_id, tasks]) => {
+                            for (const [series_id, direction] of tasks) {
+                                await (0, utils_1.tokenBucket)(`${type}:${task}:${datasource_id}`).acquire(1, signal);
+                                await handler(series_id, direction, signal).catch((err) => {
+                                    console.info((0, utils_1.formatTime)(Date.now()), `[SeriesCollector][${type}][${task}]`, series_id, 'Error', err);
+                                });
+                            }
+                        }));
                     }
                     catch (e) { }
                 }

package/lib/series-collector/setup.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"setup.js","sourceRoot":"","sources":["../../src/series-collector/setup.ts"],"names":[],"mappings":";;AAAA,~~yCAAwD~~;~~AACxD~~,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;~~wBAC3B~~,~~KAAK~~;~~wBACL~~,~~qBAAqB~~;~~wBACrB~~,~~gEAAgE~~;~~wBAChE~~,~~6DAA6D~~;~~wBAC7D~~,~~mGAAmG~~;~~wBACnG~~,~~UAAU~~;~~wBACV~~,~~OAAO~~;~~wBACP~~,KAAK;~~wBACL~~,OAAO;~~wBACP~~,KAAK,MAAM,CAAC,SAAS,EAAE,SAAS,CAAC,IAAI,KAAK,CAAC,OAAO,EAAE,~~EAAE~~;~~4BACpD~~,MAAM,OAAO,CAAC,SAAS,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,EAAE,EAAE;~~gCACxD~~,OAAO,CAAC,IAAI,~~CAAC~~,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,~~EAAE~~,qBAAqB,IAAI,KAAK,IAAI,GAAG,~~EAAE~~,OAAO,~~EAAE~~,GAAG,CAAC,CAAC;~~4BAC5F~~,CAAC,CAAC,CAAC;~~yBACJ~~;~~qBACF;~~oBAAC,OAAO,CAAC,EAAE,GAAE;iBACf;YACH,CAAC,CAAC,EAAE,CAAC;SACN;KACF;AACH,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { formatTime, tokenBucket } from '@yuants/utils';\nimport { handleIngestInterestRateBackward } from './backwards-interest-rate';\nimport { handleIngestOHLCBackward } from './backwards-ohlc';\nimport { listInterestRateSeriesIds, listOHLCSeriesIds } from './discovery';\nimport { handleIngestInterestRateForward } from './forwards-interest-rate';\nimport { handleIngestOHLCForward } from './forwards-ohlc';\nimport { handleInterestRatePatch } from './patch-interest-rate';\nimport { handleIngestOHLCPatch } from './patch-ohlc';\n\nconst api = {\n OHLC: {\n list: listOHLCSeriesIds,\n forward: handleIngestOHLCForward,\n backward: handleIngestOHLCBackward,\n patch: handleIngestOHLCPatch,\n },\n InterestRate: {\n list: listInterestRateSeriesIds,\n forward: handleIngestInterestRateForward,\n backward: handleIngestInterestRateBackward,\n patch: handleInterestRatePatch,\n },\n};\n\n(async () => {\n const abortController = new AbortController();\n const signal = abortController.signal;\n for (const type of ['OHLC', 'InterestRate'] as const) {\n const list = api[type].list;\n for (const task of ['forward', 'backward', 'patch'] as const) {\n const handler = api[type][task];\n (async () => {\n while (true) {\n await tokenBucket(`${type}:${task}`).acquire(1, signal);\n try {\n const tasks = await list();\n ~~// 并行\~~n // ~~await~~ ~~Promise~~.~~all~~(~~\n // Array.from(~~tasks~~.entries~~())~~.map((~~[~~series_id~~, ~~direction~~]) ~~=>\~~n ~~// handler~~(~~series_id,~~ ~~direction,~~ ~~signal~~)~~.catch((err)~~ => {\n ~~// console.info~~(~~formatTime(Date~~.~~now~~()), ~~`[SeriesCollector][$~~{~~type}]~~[~~${task}~~]~~`, 'Error'~~, ~~err~~);\n // }),\n ~~// ),\~~n // )~~;\n //~~ ~~串行调度\~~n for (const [series_id, direction] of tasks~~.entries(~~)) {\n await handler(series_id, direction, signal).catch((err) => {\n console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);\n });\n }\n } catch (e) {}\n }\n })();\n }\n }\n})();\n"]}
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,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,qBAAqB,IAAI,KAAK,IAAI,GAAG,EACrC,SAAS,EACT,OAAO,EACP,GAAG,CACJ,CAAC;gCACJ,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}:${datasource_id}`).acquire(1, signal);\n await handler(series_id, direction, signal).catch((err) => {\n console.info(\n formatTime(Date.now()),\n `[SeriesCollector][${type}][${task}]`,\n series_id,\n 'Error',\n err,\n );\n });\n }\n }),\n );\n } catch (e) {}\n }\n })();\n }\n }\n})();\n"]}

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/app-virtual-exchange",
-	"version": "0.18.3",
+	"version": "0.18.5",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,18 +8,18 @@
 		"temp"
 	],
 	"dependencies": {
-		"@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",
+		"@yuants/protocol": "0.54.0",
+		"@yuants/utils": "0.19.3",
+		"@yuants/data-product": "0.5.8",
+		"@yuants/data-account": "0.11.7",
+		"@yuants/data-order": "0.7.8",
+		"@yuants/data-quote": "0.4.7",
+		"@yuants/data-ohlc": "0.6.3",
+		"@yuants/data-interest-rate": "0.2.6",
+		"@yuants/secret": "0.4.8",
+		"@yuants/sql": "0.9.38",
+		"@yuants/exchange": "0.8.9",
+		"@yuants/cache": "0.3.11",
 		"rxjs": "~7.5.6",
 		"ajv": "~8.12.0"
 	},