npm - @yuants/app-virtual-exchange - Versions diffs - 0.18.6 → 0.18.7 - Mend

@yuants/app-virtual-exchange 0.18.6 → 0.18.7

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 (92) hide show

package/lib/quote/scheduler.js.map CHANGED Viewed

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1	- 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queue.items.length) return undefined;\n const value = queue.items[queue.head++];\n if (queue.head > 1024 && queue.head * 2 > queue.items.length) {\n queue.items = queue.items.slice(queue.head);\n queue.head = 0;\n }\n return value;\n};\n\nconst fifoSize = <T>(queue: IFifoQueue<T>): number => queue.items.length - queue.head;\n\nconst isTraceEnabled = process.env.VEX_QUOTE_UPSTREAM_REFINE_TRACE === '1';\n\n// Query -> Make Cell Dirty -> Trigger Dirty Check\n\n// Dirty Check():\n// Acquire dirtyCheck lock\n// Foreach Dirty cell in parallel:\n//. Routing the dirty cell to ServiceID\n//. Acquire Service Lock\n//. if success:\n// request the service and wait for response\n//. release service lock\n// clean cells\n//. if failed: do nothing.\n// Release dirtyCheck lock\n// if any cell dirty remaining, call dirtyCheck()\n\n// (service_id, service_group_id) -> sync func state (hash func)\nconst services: Array<IQuoteService> = [];\nconst mapGroupIdToServices = new Map<string, IQuoteService[]>();\n\n// (product_id, field, service_group_id, is_dirty = true, is_fetching)\n// use-case 1: find unique product_ids (not is_fetching) by service_group_id\n// use-case 2: mark\n/*\n Use cases:\n * - upsert items (when queryQuotes)\n * - find unique product_ids (is_dirty = true and is_fetching = false) by service_group_id\n * - when service fired, update is_fetching = true for some items (product_id, field)\n * - when service failed, update is_fetching = false for some items (product_id, field)\n * - when service success, update is_fetching = false and is_dirty = false for some items (product_id, field)\n */\nexport const cells: Array<ICellState> = [];\nconst mapCellKeyToCell = new Map<string, ICellState>();\n\ntype IGroupState = {\n productQueue: IFifoQueue<string>;\n inQueue: Set<string>;\n fetchingProducts: Set<string>;\n dirtyFieldsByProduct: Map<string, Set<IQuoteField>>;\n};\n\nconst mapGroupIdToState = new Map<string, IGroupState>();\n\nconst getOrCreateGroupState = (group_id: string): IGroupState => {\n const existing = mapGroupIdToState.get(group_id);\n if (existing) return existing;\n const next: IGroupState = {\n productQueue: createFifoQueue(),\n inQueue: new Set<string>(),\n fetchingProducts: new Set<string>(),\n dirtyFieldsByProduct: new Map<string, Set<IQuoteField>>(),\n };\n mapGroupIdToState.set(group_id, next);\n return next;\n};\n\nconst route = (product_id: string, field: IQuoteField) => {\n for (const service of services) {\n if (!product_id.startsWith(service.meta.product_id_prefix)) continue;\n if (!service.metaFieldsSet.has(field)) continue;\n return service.service_group_id;\n }\n return '';\n};\n\nconst enqueueDirty = (params: { product_id: string; field: IQuoteField; service_group_id: string }) => {\n const { product_id, field, service_group_id } = params;\n if (!service_group_id) return;\n const groupState = getOrCreateGroupState(service_group_id);\n const dirtyFields =\n groupState.dirtyFieldsByProduct.get(product_id) ??\n (() => {\n const next = new Set<IQuoteField>();\n groupState.dirtyFieldsByProduct.set(product_id, next);\n return next;\n })();\n dirtyFields.add(field);\n\n if (groupState.fetchingProducts.has(product_id)) return;\n if (groupState.inQueue.has(product_id)) return;\n groupState.inQueue.add(product_id);\n fifoEnqueue(groupState.productQueue, product_id);\n};\n\nexport const markDirty = (product_id: string, field: IQuoteField) => {\n const service_group_id = route(product_id, field);\n\n const cellKey = encodePath(product_id, field);\n const existing = mapCellKeyToCell.get(cellKey);\n if (!existing) {\n const cell: ICellState = {\n product_id,\n field,\n service_group_id,\n is_dirty: true,\n is_fetching: false,\n round: 0,\n };\n mapCellKeyToCell.set(cellKey, cell);\n cells.push(cell);\n } else {\n existing.service_group_id = service_group_id;\n existing.is_dirty = true;\n }\n\n enqueueDirty({ product_id, field, service_group_id });\n scheduleServiceGroupId(service_group_id);\n};\n\nconst isServiceIdRunning = new Set<string>();\n\nconst scheduleServiceGroupId = (serviceGroupId: string): void => {\n if (!serviceGroupId) return;\n const serviceList = mapGroupIdToServices.get(serviceGroupId);\n if (!serviceList \|\| serviceList.length === 0) return;\n\n for (const service of serviceList) {\n if (isServiceIdRunning.has(service.service_id)) continue;\n isServiceIdRunning.add(service.service_id);\n handleService(service).finally(() => {\n isServiceIdRunning.delete(service.service_id);\n });\n }\n};\n\nconst handleService = async (service: IQuoteService) => {\n const groupState = mapGroupIdToState.get(service.service_group_id);\n if (!groupState) return;\n\n while (true) {\n const maxProducts = service.meta.max_products_per_request ?? Infinity;\n const fetchedFieldsByProduct = new Map<string, Set<IQuoteField>>();\n const productsToFetch: string[] = [];\n const cellsToFetch: ICellState[] = [];\n\n while (productsToFetch.length < maxProducts && fifoSize(groupState.productQueue) > 0) {\n const product_id = fifoDequeue(groupState.productQueue);\n if (!product_id) break;\n groupState.inQueue.delete(product_id);\n\n if (groupState.fetchingProducts.has(product_id)) continue;\n const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n if (!dirtyFields \|\| dirtyFields.size === 0) continue;\n\n const matchedFields: IQuoteField[] = [];\n for (const f of dirtyFields) {\n if (!service.metaFieldsSet.has(f)) continue;\n const cell = mapCellKeyToCell.get(encodePath(product_id, f));\n if (!cell) continue;\n if (cell.service_group_id !== service.service_group_id) continue;\n if (!cell.is_dirty) continue;\n if (cell.is_fetching) continue;\n matchedFields.push(f);\n cellsToFetch.push(cell);\n }\n\n if (matchedFields.length === 0) continue;\n productsToFetch.push(product_id);\n groupState.fetchingProducts.add(product_id);\n fetchedFieldsByProduct.set(product_id, new Set(matchedFields));\n }\n\n if (productsToFetch.length === 0) return;\n\n for (const cell of cellsToFetch) {\n cell.round++;\n cell.is_fetching = true;\n }\n\n const res = await makeRequest(service, productsToFetch).catch(() => ({} as IQuoteUpdateAction));\n quoteState.update(res);\n\n for (const cell of cellsToFetch) {\n cell.is_fetching = false;\n cell.is_dirty = false;\n }\n\n for (const product_id of productsToFetch) {\n groupState.fetchingProducts.delete(product_id);\n const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n const fetchedFields = fetchedFieldsByProduct.get(product_id);\n if (!dirtyFields \|\| !fetchedFields) continue;\n for (const f of fetchedFields) {\n dirtyFields.delete(f);\n }\n if (dirtyFields.size === 0) {\n groupState.dirtyFieldsByProduct.delete(product_id);\n continue;\n }\n if (!groupState.inQueue.has(product_id)) {\n groupState.inQueue.add(product_id);\n fifoEnqueue(groupState.productQueue, product_id);\n }\n }\n }\n};\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst makeRequest = async (service: IQuoteService, product_ids: string[]): Promise<IQuoteUpdateAction> => {\n const res = await terminal.client.requestForResponseData<{}, IQuoteUpdateAction>('GetQuotes', {\n product_ids,\n fields: service.meta.fields,\n });\n if (isTraceEnabled) {\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote][Refine]GetQuotes`,\n `service_id=${service.service_id}`,\n `group=${service.service_group_id}`,\n `products=${product_ids.length}`,\n );\n }\n return res;\n};\n\nterminal.terminalInfos$\n .pipe(\n mergeMap((terminalInfos) =>\n from(terminalInfos).pipe(\n mergeMap((terminalInfo) =>\n from(Object.values(terminalInfo.serviceInfo \|\| {})).pipe(\n filter((serviceInfo) => serviceInfo.method === 'GetQuotes'),\n map((serviceInfo): IQuoteService \| undefined => {\n try {\n const meta = parseQuoteServiceMetadataFromSchema(serviceInfo.schema);\n const service_group_id = encodePath(\n meta.product_id_prefix,\n (meta.fields as any[]).join(','),\n meta.max_products_per_request ?? '',\n );\n return {\n service_id: serviceInfo.service_id,\n service_group_id,\n meta,\n metaFieldsSet: new Set(meta.fields),\n };\n } catch {}\n }),\n filter((x): x is Exclude<typeof x, undefined> => !!x),\n ),\n ),\n toArray(),\n tap((x) => {\n services.length = 0;\n mapGroupIdToServices.clear();\n x.forEach((service) => {\n services.push(service);\n const list = mapGroupIdToServices.get(service.service_group_id) ?? [];\n list.push(service);\n mapGroupIdToServices.set(service.service_group_id, list);\n });\n }),\n ),\n ),\n )\n .subscribe();\n"]}
1	+ 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queue.items.length) return undefined;\n const value = queue.items[queue.head++];\n if (queue.head > 1024 && queue.head * 2 > queue.items.length) {\n queue.items = queue.items.slice(queue.head);\n queue.head = 0;\n }\n return value;\n};\n\nconst fifoSize = <T>(queue: IFifoQueue<T>): number => queue.items.length - queue.head;\n\nconst isTraceEnabled = process.env.VEX_QUOTE_UPSTREAM_REFINE_TRACE === '1';\n\n// Query -> Make Cell Dirty -> Trigger Dirty Check\n\n// Dirty Check():\n// Acquire dirtyCheck lock\n// Foreach Dirty cell in parallel:\n//. Routing the dirty cell to ServiceID\n//. Acquire Service Lock\n//. if success:\n// request the service and wait for response\n//. release service lock\n// clean cells\n//. if failed: do nothing.\n// Release dirtyCheck lock\n// if any cell dirty remaining, call dirtyCheck()\n\n// (service_id, service_group_id) -> sync func state (hash func)\nconst services: Array<IQuoteService> = [];\nconst mapGroupIdToServices = new Map<string, IQuoteService[]>();\n\n// (product_id, field, service_group_id, is_dirty = true, is_fetching)\n// use-case 1: find unique product_ids (not is_fetching) by service_group_id\n// use-case 2: mark\n/*\n Use cases:\n * - upsert items (when queryQuotes)\n * - find unique product_ids (is_dirty = true and is_fetching = false) by service_group_id\n * - when service fired, update is_fetching = true for some items (product_id, field)\n * - when service failed, update is_fetching = false for some items (product_id, field)\n * - when service success, update is_fetching = false and is_dirty = false for some items (product_id, field)\n */\nexport const cells: Array<ICellState> = [];\nconst mapCellKeyToCell = new Map<string, ICellState>();\n\ntype IGroupState = {\n productQueue: IFifoQueue<string>;\n inQueue: Set<string>;\n fetchingProducts: Set<string>;\n dirtyFieldsByProduct: Map<string, Set<IQuoteField>>;\n};\n\nconst mapGroupIdToState = new Map<string, IGroupState>();\n\nconst getOrCreateGroupState = (group_id: string): IGroupState => {\n const existing = mapGroupIdToState.get(group_id);\n if (existing) return existing;\n const next: IGroupState = {\n productQueue: createFifoQueue(),\n inQueue: new Set<string>(),\n fetchingProducts: new Set<string>(),\n dirtyFieldsByProduct: new Map<string, Set<IQuoteField>>(),\n };\n mapGroupIdToState.set(group_id, next);\n return next;\n};\n\nconst route = (product_id: string, field: IQuoteField) => {\n for (const service of services) {\n if (!product_id.startsWith(service.meta.product_id_prefix)) continue;\n if (!service.metaFieldsSet.has(field)) continue;\n return service.service_group_id;\n }\n return '';\n};\n\nconst enqueueDirty = (params: { product_id: string; field: IQuoteField; service_group_id: string }) => {\n const { product_id, field, service_group_id } = params;\n if (!service_group_id) return;\n const groupState = getOrCreateGroupState(service_group_id);\n const dirtyFields =\n groupState.dirtyFieldsByProduct.get(product_id) ??\n (() => {\n const next = new Set<IQuoteField>();\n groupState.dirtyFieldsByProduct.set(product_id, next);\n return next;\n })();\n dirtyFields.add(field);\n\n if (groupState.fetchingProducts.has(product_id)) return;\n if (groupState.inQueue.has(product_id)) return;\n groupState.inQueue.add(product_id);\n fifoEnqueue(groupState.productQueue, product_id);\n};\n\nexport const markDirty = (product_id: string, field: IQuoteField) => {\n const service_group_id = route(product_id, field);\n\n const cellKey = encodePath(product_id, field);\n const existing = mapCellKeyToCell.get(cellKey);\n if (!existing) {\n const cell: ICellState = {\n product_id,\n field,\n service_group_id,\n is_dirty: true,\n is_fetching: false,\n round: 0,\n };\n mapCellKeyToCell.set(cellKey, cell);\n cells.push(cell);\n } else {\n existing.service_group_id = service_group_id;\n existing.is_dirty = true;\n }\n\n enqueueDirty({ product_id, field, service_group_id });\n scheduleServiceGroupId(service_group_id);\n};\n\nconst isServiceIdRunning = new Set<string>();\n\nconst scheduleServiceGroupId = (serviceGroupId: string): void => {\n if (!serviceGroupId) return;\n const serviceList = mapGroupIdToServices.get(serviceGroupId);\n if (!serviceList \|\| serviceList.length === 0) return;\n\n for (const service of serviceList) {\n if (isServiceIdRunning.has(service.service_id)) continue;\n isServiceIdRunning.add(service.service_id);\n handleService(service).finally(() => {\n isServiceIdRunning.delete(service.service_id);\n });\n }\n};\n\nconst handleService = async (service: IQuoteService) => {\n const groupState = mapGroupIdToState.get(service.service_group_id);\n if (!groupState) return;\n\n while (true) {\n const maxProducts = service.meta.max_products_per_request ?? Infinity;\n const fetchedFieldsByProduct = new Map<string, Set<IQuoteField>>();\n const productsToFetch: string[] = [];\n const cellsToFetch: ICellState[] = [];\n\n while (productsToFetch.length < maxProducts && fifoSize(groupState.productQueue) > 0) {\n const product_id = fifoDequeue(groupState.productQueue);\n if (!product_id) break;\n groupState.inQueue.delete(product_id);\n\n if (groupState.fetchingProducts.has(product_id)) continue;\n const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n if (!dirtyFields \|\| dirtyFields.size === 0) continue;\n\n const matchedFields: IQuoteField[] = [];\n for (const f of dirtyFields) {\n if (!service.metaFieldsSet.has(f)) continue;\n const cell = mapCellKeyToCell.get(encodePath(product_id, f));\n if (!cell) continue;\n if (cell.service_group_id !== service.service_group_id) continue;\n if (!cell.is_dirty) continue;\n if (cell.is_fetching) continue;\n matchedFields.push(f);\n cellsToFetch.push(cell);\n }\n\n if (matchedFields.length === 0) continue;\n productsToFetch.push(product_id);\n groupState.fetchingProducts.add(product_id);\n fetchedFieldsByProduct.set(product_id, new Set(matchedFields));\n }\n\n if (productsToFetch.length === 0) return;\n\n for (const cell of cellsToFetch) {\n cell.round++;\n cell.is_fetching = true;\n }\n\n const res = await makeRequest(service, productsToFetch).catch(() => ({} as IQuoteUpdateAction));\n quoteState.update(res);\n\n for (const cell of cellsToFetch) {\n cell.is_fetching = false;\n cell.is_dirty = false;\n }\n\n for (const product_id of productsToFetch) {\n groupState.fetchingProducts.delete(product_id);\n const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n const fetchedFields = fetchedFieldsByProduct.get(product_id);\n if (!dirtyFields \|\| !fetchedFields) continue;\n for (const f of fetchedFields) {\n dirtyFields.delete(f);\n }\n if (dirtyFields.size === 0) {\n groupState.dirtyFieldsByProduct.delete(product_id);\n continue;\n }\n if (!groupState.inQueue.has(product_id)) {\n groupState.inQueue.add(product_id);\n fifoEnqueue(groupState.productQueue, product_id);\n }\n }\n }\n};\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst makeRequest = async (service: IQuoteService, product_ids: string[]): Promise<IQuoteUpdateAction> => {\n const res = await terminal.client.requestForResponseData<{}, IQuoteUpdateAction>('GetQuotes', {\n product_ids,\n fields: service.meta.fields,\n });\n if (isTraceEnabled) {\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote][Refine]GetQuotes`,\n `service_id=${service.service_id}`,\n `group=${service.service_group_id}`,\n `products=${product_ids.length}`,\n );\n }\n return res;\n};\n\nterminal.terminalInfos$\n .pipe(\n mergeMap((terminalInfos) =>\n from(terminalInfos).pipe(\n mergeMap((terminalInfo) =>\n from(Object.values(terminalInfo.serviceInfo \|\| {})).pipe(\n filter((serviceInfo) => serviceInfo.method === 'GetQuotes'),\n map((serviceInfo): IQuoteService \| undefined => {\n try {\n const meta = parseQuoteServiceMetadataFromSchema(serviceInfo.schema);\n const service_group_id = encodePath(\n meta.product_id_prefix,\n (meta.fields as any[]).join(','),\n meta.max_products_per_request ?? '',\n );\n return {\n service_id: serviceInfo.service_id,\n service_group_id,\n meta,\n metaFieldsSet: new Set(meta.fields),\n };\n } catch {}\n }),\n filter((x): x is Exclude<typeof x, undefined> => !!x),\n ),\n ),\n toArray(),\n tap((x) => {\n services.length = 0;\n mapGroupIdToServices.clear();\n x.forEach((service) => {\n services.push(service);\n const list = mapGroupIdToServices.get(service.service_group_id) ?? [];\n list.push(service);\n mapGroupIdToServices.set(service.service_group_id, list);\n });\n }),\n ),\n ),\n )\n .subscribe();\n"]}

package/lib/quote/service.js.map CHANGED Viewed

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package/lib/quote/state.benchmark.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"state.benchmark.js","sourceRoot":"","sources":["../../src/quote/state.benchmark.ts"],"names":[],"mappings":";;AAAA,+FAA4F;AAE5F;;;GAGG;AACH,KAAK,UAAU,IAAI;IACjB,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;IAEnC,cAAc;IACd,IAAI,CAAC,IAAI,CAAC,QAAQ,CAAC,gBAAgB,CAAC,EAAE;~~QACpC~~,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;QACrB,OAAO,CAAC,GAAG,CAAC,2CAA2C,CAAC,CAAC;QACzD,OAAO,CAAC,GAAG,CAAC,2CAA2C,CAAC,CAAC;QACzD,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;QAChB,OAAO,CAAC,GAAG,CAAC,+BAA+B,CAAC,CAAC;QAC7C,OAAO;~~KACR~~;IAED,gBAAgB;IAChB,OAAO,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC;IAClC,OAAO,CAAC,GAAG,CAAC,+BAA+B,CAAC,CAAC;IAE7C,MAAM,oBAAoB,GAAG,IAAI,+DAA8B,CAAC,SAAS,EAAE,UAAU,CAAC,CAAC;IAEvF,IAAI,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE;~~QAC5B~~,MAAM,oBAAoB,CAAC,sBAAsB,EAAE,CAAC;~~KACrD~~;SAAM;~~QACL~~,MAAM,oBAAoB,CAAC,sBAAsB,EAAE,CAAC;~~KACrD~~;AACH,CAAC;AAED,kBAAkB;AAClB,IAAI,OAAO,CAAC,IAAI,KAAK,MAAM,EAAE;~~IAC3B~~,IAAI,EAAE,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;~~CAC7B~~","sourcesContent":["import { ForkedQuoteStateComparisonTest } from './benchmark/ForkedQuoteStateComparisonTest';\n\n/*\n 主函数 - 命令行入口点\n * 仅支持 --fork-compare 和 --fork-compare --quick 模式\n */\nasync function main() {\n const args = process.argv.slice(2);\n\n // 检查是否使用正确的模式\n if (!args.includes('--fork-compare')) {\n console.log('使用方法:');\n console.log(' --fork-compare 运行完整的子进程隔离内存对比测试');\n console.log(' --fork-compare --quick 运行快速的子进程隔离内存对比测试');\n console.log('');\n console.log('注意：每个实现都在独立的子进程中运行，确保内存测试的公平性');\n return;\n }\n\n // 子进程隔离内存对比测试模式\n console.log('运行子进程隔离内存对比测试模式...');\n console.log('注意：每个实现都在独立的子进程中运行，确保内存测试的公平性');\n\n const forkedComparisonTest = new ForkedQuoteStateComparisonTest('Current', 'Baseline');\n\n if (args.includes('--quick')) {\n await forkedComparisonTest.runQuickComparisonTest();\n } else {\n await forkedComparisonTest.runComparisonTestSuite();\n }\n}\n\n// 如果直接运行此文件，则执行测试\nif (require.main === module) {\n main().catch(console.error);\n}\n"]}
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package/lib/quote/types.d.ts CHANGED Viewed

@@ -1,6 +1,6 @@
 import { IQuote } from '@yuants/data-quote';
 import { IQuoteServiceMetadata } from '@yuants/exchange';
-export declare type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;
+export type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;
 /**
  * 用于批量更新的数据结构
  * 结构为：
@@ -21,7 +21,7 @@ export declare type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product
  * ```
  * @public
  */
-export declare type IQuoteUpdateAction = Record<string, Partial<Record<IQuoteKey, [value: string, updated_at: number]>>>;
+export type IQuoteUpdateAction = Record<string, Partial<Record<IQuoteKey, [value: string, updated_at: number]>>>;
 export interface IQuoteState {
     update: (action: IQuoteUpdateAction) => void;
     dumpAsObject: () => IQuoteUpdateAction;

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

@@ -1,3 +1,2 @@
-/// <reference types="node" />
-export declare const handleIngestInterestRateBackward: (product_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
+export declare const handleIngestInterestRateBackward: (product_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=backwards-interest-rate.d.ts.map

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package/lib/series-collector/backwards-ohlc.d.ts CHANGED Viewed

@@ -1,3 +1,2 @@
-/// <reference types="node" />
-export declare const handleIngestOHLCBackward: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
+export declare const handleIngestOHLCBackward: (series_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=backwards-ohlc.d.ts.map

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

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

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

@@ -1,3 +1,2 @@
-/// <reference types="node" />
-export declare const handleIngestInterestRateForward: (product_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
+export declare const handleIngestInterestRateForward: (product_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=forwards-interest-rate.d.ts.map

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package/lib/series-collector/forwards-ohlc.d.ts CHANGED Viewed

@@ -1,3 +1,2 @@
-/// <reference types="node" />
-export declare const handleIngestOHLCForward: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
+export declare const handleIngestOHLCForward: (series_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=forwards-ohlc.d.ts.map

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

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

	@@ -1 +1 @@
1	- {"version":3,"file":"forwards-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/forwards-ohlc.ts"],"names":[],"mappings":";AAAA,yBAAyB;AACzB,4DAA4D;AAC5D,iDAAiD;AACjD,qCAAqC;;;AAErC,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;AAEzE,MAAM,uBAAuB,GAAG,KAAK,EAC1C,SAAiB,EACjB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,IAAA,8BAAkB,EAAC,SAAS,CAAC,CAAC;IAC/D,IAAI,GAAuB,CAAC;IAC5B,IAAI,SAAS,KAAK,SAAS,EAAE;~~QAC3B~~,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,IAAA,gBAAU,EAK/B,QAAQ,EACR,4DAA4D,IAAA,eAAS,EACnE,SAAS,CACV,4DAA4D,CAC9D,CAAC;QAEF,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QAE9D,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS,EAAE,SAAS;YACpB,IAAI;SACL,CAAC;~~KACH~~;SAAM;~~QACL~~,WAAW;QACX,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS;YACT,IAAI,EAAE,IAAI,CAAC,GAAG,EAAE;SACjB,CAAC;~~KACH~~;IAED,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,kCAAkC,EAClC,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,cAAc,GAAG,CAAC,QAAQ,eAAe,GAAG,CAAC,SAAS,UAAU,IAAA,kBAAU,EACpG,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,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,kCAAkC,EAClC,UAAU,EACV,aAAa,SAAS,oBAAoB,GAAG,CAAC,WAAW,gBAAgB,IAAA,kBAAU,EACjF,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;AA7DW,QAAA,uBAAuB,2BA6DlC","sourcesContent":["// 解决 Forwards 拉取历史数据的调度器\n// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Forwards 拉取的序列。\n// 然后对每个序列，向对应的 IngestOHLC Service 发送拉取请求，补齐历史数据。\n// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。\n\nimport { decodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport { IIngestOHLCRequest, ISeriesIngestResult } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { 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\nexport const handleIngestOHLCForward = async (\n series_id: string,\n direction: 'forward' \| 'backward',\n signal: AbortSignal,\n) => {\n const { product_id, duration } = decodeOHLCSeriesId(series_id);\n let req: IIngestOHLCRequest;\n if (direction === 'forward') {\n const [record] = await requestSQL<\n {\n end_time: string;\n }[]\n >(\n terminal,\n `select end_time from series_data_range where series_id = ${escapeSQL(\n series_id,\n )} and table_name = 'ohlc_v2' order by end_time desc limit 1`,\n );\n\n const time = record ? new Date(record.end_time).getTime() : 0;\n\n req = {\n product_id,\n duration,\n direction: 'forward',\n time,\n };\n } else {\n // backward\n req = {\n product_id,\n duration,\n direction,\n time: Date.now(),\n };\n }\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Forward]',\n 'Request',\n `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${formatTime(\n req.time,\n )}`,\n );\n\n const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n 'IngestOHLC',\n req,\n );\n\n ingestCounter.inc(res.wrote_count \|\| 0);\n\n console.info(\n formatTime(Date.now()),\n '[SeriesCollector][OHLC][Forward]',\n 'Response',\n `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime(\n res.range?.start_time ?? NaN,\n )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n );\n};\n"]}
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package/lib/series-collector/patch-interest-rate.d.ts CHANGED Viewed

@@ -1,3 +1,2 @@
-/// <reference types="node" />
-export declare const handleInterestRatePatch: (product_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
+export declare const handleInterestRatePatch: (product_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=patch-interest-rate.d.ts.map

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

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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 CHANGED Viewed

@@ -1,3 +1,2 @@
-/// <reference types="node" />
-export declare const handleIngestOHLCPatch: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
+export declare const handleIngestOHLCPatch: (series_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=patch-ohlc.d.ts.map

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

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

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