@yuants/app-virtual-exchange 0.18.6 → 0.18.8

package/dist/quote/scheduler.js.map

@@ -1 +1 @@
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{ IQuoteUpdateAction } from '@yuants/data-quote';\nimport { IQuoteField, IQuoteServiceMetadata, parseQuoteServiceMetadataFromSchema } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { filter, from, map, mergeMap, tap, toArray } from 'rxjs';\nimport { quoteState } from './state';\n\ninterface IQuoteService {\n  service_id: string;\n  service_group_id: string;\n  meta: IQuoteServiceMetadata;\n  metaFieldsSet: Set<IQuoteField>;\n}\n\ninterface ICellState {\n  product_id: string;\n  field: IQuoteField;\n  service_group_id: string;\n  is_dirty: boolean;\n  is_fetching: boolean;\n  round: number;\n}\n\ntype IFifoQueue<T> = {\n  items: T[];\n  head: number;\n};\n\nconst createFifoQueue = <T>(): IFifoQueue<T> => ({ items: [], head: 0 });\n\nconst fifoEnqueue = <T>(queue: IFifoQueue<T>, value: T) => {\n  queue.items.push(value);\n};\n\nconst fifoDequeue = <T>(queue: IFifoQueue<T>): T | undefined => {\n  if (queue.head >= 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"]}
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(queue.head >= 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/dist/quote/service.js.map

@@ -1 +1 @@
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package/dist/quote/state.benchmark.js.map

@@ -1 +1 @@
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package/dist/series-collector/backwards-interest-rate.js.map

@@ -1 +1 @@
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package/dist/series-collector/backwards-ohlc.js.map

@@ -1 +1 @@
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package/dist/series-collector/discovery.js.map

@@ -1 +1 @@
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package/dist/series-collector/forwards-interest-rate.js.map

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

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

@@ -1 +1 @@
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+{"version":3,"file":"patch-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/patch-interest-rate.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,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,eAAe,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;AAEzF,uBAAuB;AACvB,MAAM,CAAC,MAAM,uBAAuB,GAAG,KAAK,EAC1C,UAAkB,EAClB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,SAAS,CAAC,UAAU,CAAC;;;;;;;;;;KAUxC,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,wCAAwC,EACxC,SAAS,EACT,UAAU,UAAU,UAAU,UAAU,CAAC,YAAY,CAAC,QAAQ,UAAU,CAAC,UAAU,CAAC,EAAE,CACvF,CAAC;IAEF,IAAI,GAA+B,CAAC;IAEpC,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC5B,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;IACJ,CAAC;SAAM,CAAC;QACN,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;IACJ,CAAC;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAC3D,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,oBAAoB,EACpB,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CACzD,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,UAAU,CAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC","sourcesContent":["import { IIngestInterestRateRequest, ISeriesIngestResult } from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { 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: 'interest_rate', task: 'forward' });\n\n// Patch 任务：查找数据缺口并进行补齐\nexport const handleInterestRatePatch = async (\n  product_id: string,\n  direction: 'forward' | 'backward',\n  signal: AbortSignal,\n) => {\n  const [record] = await 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 = 'interest_rate' \n      AND series_id = ${escapeSQL(product_id)}\n)\nSELECT \n    next_end_time AS gap_start_time,  -- 前一个区间的结束时间\n    start_time AS gap_end_time        -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n  AND start_time > next_end_time      -- 有空缺\nORDER BY start_time DESC              -- 从最新开始\nLIMIT 1;\n    `,\n  );\n\n  // no gap\n  if (!record) return;\n\n  const gapStartTime = new Date(record.gap_start_time).getTime();\n  const gapEndTime = new Date(record.gap_end_time).getTime();\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    'FindGap',\n    `series=${product_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n  );\n\n  let req: IIngestInterestRateRequest;\n\n  if (direction === 'forward') {\n    // forward patch\n    req = {\n      product_id: product_id,\n      direction: 'forward' as const,\n      time: gapStartTime,\n    };\n  } else {\n    // backward patch\n    req = {\n      product_id: product_id,\n      direction: 'backward' as const,\n      time: gapEndTime,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    product_id,\n    'PatchRequest',\n    `direction=${req.direction}, time=${formatTime(req.time)}`,\n  );\n\n  const res = await terminal.client.requestForResponseData<IIngestInterestRateRequest, ISeriesIngestResult>(\n    'IngestInterestRate',\n    req,\n  );\n\n  ingestCounter.inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    product_id,\n    'PatchBackwardResult',\n    `ingested_count=${res.wrote_count}, start_time=${formatTime(\n      res.range?.start_time ?? NaN,\n    )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n  );\n};\n"]}

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

@@ -1 +1 @@
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NaN,\n    )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n  );\n};\n"]}
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NaN,\n    )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n  );\n};\n"]}

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

@@ -1 +1 @@
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{ decodePath, formatTime, tokenBucket } from '@yuants/utils';\nimport { handleIngestInterestRateBackward } from './backwards-interest-rate';\nimport { handleIngestOHLCBackward } from './backwards-ohlc';\nimport { listInterestRateSeriesIds, listOHLCSeriesIds } from './discovery';\nimport { handleIngestInterestRateForward } from './forwards-interest-rate';\nimport { handleIngestOHLCForward } from './forwards-ohlc';\nimport { handleInterestRatePatch } from './patch-interest-rate';\nimport { handleIngestOHLCPatch } from './patch-ohlc';\n\nconst api = {\n  OHLC: {\n    list: listOHLCSeriesIds,\n    forward: handleIngestOHLCForward,\n    backward: handleIngestOHLCBackward,\n    patch: handleIngestOHLCPatch,\n  },\n  InterestRate: {\n    list: listInterestRateSeriesIds,\n    forward: handleIngestInterestRateForward,\n    backward: handleIngestInterestRateBackward,\n    patch: handleInterestRatePatch,\n  },\n};\n\n(async () => {\n  const abortController = new AbortController();\n  const signal = abortController.signal;\n  for (const type of ['OHLC', 'InterestRate'] as const) {\n    const list = api[type].list;\n    for (const task of ['forward', 'backward', 'patch'] as const) {\n      const handler = api[type][task];\n      (async () => {\n        while (true) {\n          await tokenBucket(`${type}:${task}`).acquire(1, signal);\n          try {\n            const tasks = await list();\n\n            // const groups = Map.groupBy(tasks, item => decodePath(item[0])[0]);\n            const groups = new Map<string, [string, 'forward' | 'backward'][]>();\n            for (const item of tasks) {\n              const [datasource_id] = decodePath(item[0]);\n              let items = groups.get(datasource_id);\n              if (!items) {\n                items = [];\n                groups.set(datasource_id, items);\n              }\n              items.push(item);\n            }\n\n            await Promise.all(\n              Array.from(groups.entries()).map(async ([datasource_id, tasks]) => {\n                for (const [series_id, direction] of tasks) {\n                  await tokenBucket(`${type}:${task}:${datasource_id}`).acquire(1, signal);\n                  await handler(series_id, direction, signal).catch((err) => {\n                    console.info(\n                      formatTime(Date.now()),\n                      `[SeriesCollector][${type}][${task}]`,\n                      series_id,\n                      'Error',\n                      err,\n                    );\n                  });\n                }\n              }),\n            );\n          } catch (e) {}\n        }\n      })();\n    }\n  }\n})();\n"]}
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{ decodePath, formatTime, tokenBucket } from '@yuants/utils';\nimport { handleIngestInterestRateBackward } from './backwards-interest-rate';\nimport { handleIngestOHLCBackward } from './backwards-ohlc';\nimport { listInterestRateSeriesIds, listOHLCSeriesIds } from './discovery';\nimport { handleIngestInterestRateForward } from './forwards-interest-rate';\nimport { handleIngestOHLCForward } from './forwards-ohlc';\nimport { handleInterestRatePatch } from './patch-interest-rate';\nimport { handleIngestOHLCPatch } from './patch-ohlc';\n\nconst api = {\n  OHLC: {\n    list: listOHLCSeriesIds,\n    forward: handleIngestOHLCForward,\n    backward: handleIngestOHLCBackward,\n    patch: handleIngestOHLCPatch,\n  },\n  InterestRate: {\n    list: listInterestRateSeriesIds,\n    forward: handleIngestInterestRateForward,\n    backward: handleIngestInterestRateBackward,\n    patch: handleInterestRatePatch,\n  },\n};\n\n(async () => {\n  const abortController = new AbortController();\n  const signal 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package/dist/series-data/fifo-queue.js.map

@@ -1 +1 @@
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package/dist/series-data/scheduler.js.map

@@ -1 +1 @@
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{ encodeInterestRateSeriesId } from '@yuants/data-interest-rate';\nimport { encodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport {\n  IIngestInterestRateRequest,\n  IIngestOHLCRequest,\n  ISeriesIngestResult,\n  parseInterestRateServiceMetadataFromSchema,\n  parseOHLCServiceMetadataFromSchema,\n  SeriesFetchDirection,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { convertDurationToOffset, encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, from, map, mergeMap, repeat, tap, timer, toArray } from 'rxjs';\nimport { createFifoQueue } from './fifo-queue';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst isEnabled = process.env.VEX_SERIES_DATA_ENABLED === '1';\nconst onlyProductIdPrefix = (process.env.VEX_SERIES_DATA_ONLY_PRODUCT_ID_PREFIX ?? '').trim();\n\nconst CONFIG = {\n  tickIntervalMs: 1_000,\n  scanFullLoopIntervalMs: 5 * 60_000,\n  /**\n   * Maximum number of inflight series data ingest requests.\n   */\n  maxInflight: 20,\n  /**\n   * Only run tail jobs when the global head backlog is below this threshold.\n   */\n  tailOnlyWhenGlobalHeadBelow: 20,\n  defaultInterestRateHeadLagMs: 8 * 60 * 60_000,\n  defaultForwardSeedWindowMs: 24 * 60 * 60_000,\n  maxBackoffMs: 5 * 60_000,\n  backoffStepMs: 5_000,\n} as const;\n\n// Per-capability bucket scheduler.\n//\n// Service Discovery -> Scan Products -> Schedule Series -> Tick -> Execute Job -> Merge Range -> Repeat\n//\n// 1) Service Discovery:\n//    Subscribe `terminal.terminalInfos$`, find services with method `IngestOHLC` / `IngestInterestRate`,\n//    parse schema -> capability metadata (product_id_prefix, direction, duration_list).\n//\n// 2) Capability buckets (capKey):\n//    capKey = encodePath(method, product_id_prefix, direction)\n//    - each cap has its own headQueue/tailQueue and runs serially (cap inflight=1)\n//    - tick chooses a cap in round-robin; cap runs head first\n//    - tail runs only when global head backlog is low (avoid hurting freshness)\n//    - errors/backoff are isolated per-cap (a noisy cap won't block others)\n//\n// 3) Scan Products:\n//    For each capability, scan `product` table by `product_id_prefix` (full scan) and expand product -> series:\n//      - OHLC: product x duration_list\n//      - InterestRate: product\n//\n// 4) Progress source of truth:\n//    We do NOT depend on wrote_count/inserted_count to decide progress.\n//    After each successful ingest, we merge `series_data_range` and recompute:\n//      - segments[]: merged ranges (used for gap detection)\n//      - union: { min(start), max(end) } (used for head/tail decisions; union does NOT mean continuous coverage)\n//\n// 5) Gap semantics:\n//    - merge only on strict overlap: prev.end_time > next.start_time\n//    - touch (prev.end_time == next.start_time): NOT merged, and NOT a gap\n//    - gap only when prev.end_time < next.start_time\n//    Tail will prioritize filling the nearest-now gap (by range boundaries).\n//\n// 6) Each request must overlap:\n//    Because merge is strict-overlap only, a \"touching\" page would keep accumulating fragments.\n//    Therefore we deliberately shift request `time` into the already-covered area by `overlapMs`:\n//      - backward: time += overlapMs (clamp to <= now)\n//      - forward:  time -= overlapMs (clamp to >= 0)\n//    Duplicate writes are OK (unique key / ON CONFLICT absorbs them).\n//\n// 7) Retry/backoff:\n//    When request fails or returns no range, we apply backoff and reschedule,\n//    otherwise the queue may be consumed to empty and appear \"stuck\".\n//\n// 8) Routing / load balancing:\n//    Scheduler does not pin a request to a specific instance; it uses `terminal.client.requestForResponseData`\n//    and relies on Terminal's schema-based service selection + load balancing.\n\ntype ISeriesType = 'ohlc' | 'interest_rate';\ntype IJobKind = 'head' | 'tail';\n\ntype IJob = {\n  kind: IJobKind;\n  seriesKey: string;\n};\n\ntype ISeriesState = {\n  capKey: string;\n  seriesKey: string;\n  seriesType: ISeriesType;\n  table_name: string;\n  series_id: string;\n  product_id: string;\n  duration?: string;\n  direction: SeriesFetchDirection;\n  ranges: { startMs: number; endMs: number }[];\n  union_start_ms?: number;\n  union_end_ms?: number;\n  last_window_ms?: number;\n};\n\ntype ICapability = {\n  capKey: string;\n  method: 'IngestOHLC' | 'IngestInterestRate';\n  seriesType: ISeriesType;\n  product_id_prefix: string;\n  direction: SeriesFetchDirection;\n  duration_list?: string[];\n  nextScanAt: number;\n};\n\ntype ICapabilityState = {\n  capKey: string;\n  headQueue: ReturnType<typeof createFifoQueue<IJob>>;\n  tailQueue: ReturnType<typeof createFifoQueue<IJob>>;\n  pendingHead: Set<string>;\n  pendingTail: Set<string>;\n  inflight: boolean;\n  nextEligibleAt: number;\n  backoffMs: number;\n};\n\nconst capabilities: ICapability[] = [];\nconst mapCapKeyToCapability = new Map<string, ICapability>();\nconst mapCapKeyToState = new Map<string, ICapabilityState>();\n\nconst mapSeriesKeyToState = new Map<string, ISeriesState>();\n\nlet inflight = 0;\nlet scanIndex = 0;\nlet capRunIndex = 0;\nconst LOG_QUEUE_INTERVAL_MS = Number(process.env.VEX_SERIES_DATA_LOG_QUEUE_INTERVAL_MS ?? '10000');\n\nconst getOrCreateCapState = (capKey: string): ICapabilityState => {\n  const existing = mapCapKeyToState.get(capKey);\n  if (existing) return existing;\n  const next: ICapabilityState = {\n    capKey,\n    headQueue: createFifoQueue<IJob>(),\n    tailQueue: createFifoQueue<IJob>(),\n    pendingHead: new Set<string>(),\n    pendingTail: new Set<string>(),\n    inflight: false,\n    nextEligibleAt: 0,\n    backoffMs: 0,\n  };\n  mapCapKeyToState.set(capKey, next);\n  return next;\n};\n\nconst computeSeriesId = (seriesType: ISeriesType, product_id: string, duration?: string): string => {\n  if (seriesType === 'ohlc') return encodeOHLCSeriesId(product_id, duration ?? '');\n  return encodeInterestRateSeriesId(product_id);\n};\n\nconst getOrCreateSeriesState = (params: {\n  capKey: string;\n  seriesType: ISeriesType;\n  product_id: string;\n  duration?: string;\n  direction: SeriesFetchDirection;\n}): ISeriesState => {\n  const { capKey, seriesType, product_id, duration, direction } = params;\n  const table_name = seriesType === 'ohlc' ? 'ohlc_v2' : 'interest_rate';\n  const series_id = computeSeriesId(seriesType, product_id, duration);\n  const seriesKey = encodePath(table_name, direction, product_id, duration ?? '');\n\n  const existing = mapSeriesKeyToState.get(seriesKey);\n  if (existing) {\n    existing.capKey = capKey;\n    return existing;\n  }\n\n  const next: ISeriesState = {\n    capKey,\n    seriesKey,\n    seriesType,\n    table_name,\n    series_id,\n    product_id,\n    duration,\n    direction,\n    ranges: [],\n  };\n  mapSeriesKeyToState.set(seriesKey, next);\n  return next;\n};\n\nconst computeHeadLagMs = (series: ISeriesState): number => {\n  if (series.seriesType === 'interest_rate') return CONFIG.defaultInterestRateHeadLagMs;\n  const offset = convertDurationToOffset(series.duration ?? '');\n  if (!isFinite(offset) || offset <= 0) return 60_000;\n  return Math.max(60_000, offset);\n};\n\nconst computeOverlapMs = (series: ISeriesState): number => {\n  const maxOverlapMs = 60 * 60_000;\n  let overlapMs = 60_000;\n  if (series.seriesType === 'ohlc') {\n    const offset = convertDurationToOffset(series.duration ?? '');\n    if (isFinite(offset) && offset > 0) overlapMs = offset;\n  } else {\n    overlapMs = 60 * 60_000;\n  }\n  if (series.last_window_ms && isFinite(series.last_window_ms) && series.last_window_ms > 0) {\n    overlapMs = Math.min(overlapMs, Math.max(1, series.last_window_ms - 1));\n  }\n  return Math.max(1, Math.min(maxOverlapMs, overlapMs));\n};\n\nconst applyOverlapToRequestTime = (series: ISeriesState, baseTime: number): number => {\n  const hasAnyRange =\n    series.union_start_ms !== undefined || series.union_end_ms !== undefined || series.ranges.length > 0;\n  if (!hasAnyRange) return baseTime;\n  const overlapMs = computeOverlapMs(series);\n  if (series.direction === 'backward') return Math.min(baseTime + overlapMs, Date.now());\n  return Math.max(0, baseTime - overlapMs);\n};\n\nconst computeBackoffMs = (current: number): number => {\n  const next =\n    current <= 0 ? CONFIG.backoffStepMs : Math.min(CONFIG.maxBackoffMs, current + CONFIG.backoffStepMs);\n  return next;\n};\n\nconst enqueueCapJob = (capKey: string, kind: IJobKind, seriesKey: string) => {\n  const capState = getOrCreateCapState(capKey);\n  const pendingSet = kind === 'head' ? capState.pendingHead : capState.pendingTail;\n  const queue = kind === 'head' ? capState.headQueue : capState.tailQueue;\n  if (pendingSet.has(seriesKey)) return;\n  pendingSet.add(seriesKey);\n  queue.enqueue({ kind, seriesKey });\n};\n\nconst scheduleSeries = (series: ISeriesState) => {\n  const now = Date.now();\n\n  const headLagMs = computeHeadLagMs(series);\n  const needHead = series.union_end_ms === undefined || now - series.union_end_ms > headLagMs;\n  if (needHead) {\n    enqueueCapJob(series.capKey, 'head', series.seriesKey);\n    return;\n  }\n\n  if (series.union_start_ms === undefined) return;\n  enqueueCapJob(series.capKey, 'tail', series.seriesKey);\n};\n\nconst mergeRangesAndGetUnion = async (\n  series_id: string,\n  table_name: string,\n): Promise<{\n  segments: { startMs: number; endMs: number }[];\n  union?: { startMs: number; endMs: number };\n}> => {\n  const rows = await requestSQL<{ start_time: string; end_time: string }[]>(\n    terminal,\n    `\n    WITH locked AS (\n      SELECT series_id, table_name, start_time, end_time\n      FROM series_data_range\n      WHERE series_id = ${escapeSQL(series_id)} AND table_name = ${escapeSQL(table_name)}\n      ORDER BY start_time ASC, end_time ASC\n      FOR UPDATE\n    ),\n    ordered AS (\n      SELECT\n        start_time,\n        end_time,\n        max(end_time) OVER (\n          ORDER BY start_time ASC, end_time ASC\n          ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW\n        ) AS running_end\n      FROM locked\n    ),\n    marks AS (\n      SELECT\n        start_time,\n        end_time,\n        running_end,\n        CASE\n          WHEN start_time >= COALESCE(\n            lag(running_end) OVER (ORDER BY start_time ASC, end_time ASC),\n            '-infinity'::timestamptz\n          ) THEN 1\n          ELSE 0\n        END AS is_new_group\n      FROM ordered\n    ),\n    groups AS (\n      SELECT\n        start_time,\n        end_time,\n        sum(is_new_group) OVER (\n          ORDER BY start_time ASC, end_time ASC\n          ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW\n        ) AS grp\n      FROM marks\n    ),\n    merged AS (\n      SELECT min(start_time) AS start_time, max(end_time) AS end_time\n      FROM groups\n      GROUP BY grp\n    ),\n    to_delete AS (\n      SELECT l.series_id, l.table_name, l.start_time, l.end_time\n      FROM locked l\n      WHERE NOT EXISTS (\n        SELECT 1\n        FROM merged m\n        WHERE m.start_time = l.start_time AND m.end_time = l.end_time\n      )\n    ),\n    deleted AS (\n      DELETE FROM series_data_range t\n      USING to_delete d\n      WHERE\n        t.series_id = d.series_id\n        AND t.table_name = d.table_name\n        AND t.start_time = d.start_time\n        AND t.end_time = d.end_time\n      RETURNING 1\n    ),\n    to_insert AS (\n      SELECT m.start_time, m.end_time\n      FROM merged m\n      WHERE NOT EXISTS (\n        SELECT 1\n        FROM locked l\n        WHERE l.start_time = m.start_time AND l.end_time = m.end_time\n      )\n    ),\n    inserted AS (\n      INSERT INTO series_data_range (series_id, table_name, start_time, end_time)\n      SELECT ${escapeSQL(series_id)}, ${escapeSQL(table_name)}, start_time, end_time\n      FROM to_insert\n      ON CONFLICT DO NOTHING\n      RETURNING 1\n    )\n    SELECT start_time, end_time\n    FROM series_data_range\n    WHERE series_id = ${escapeSQL(series_id)} AND table_name = ${escapeSQL(table_name)}\n    ORDER BY start_time ASC, end_time ASC;\n    `,\n  );\n\n  if (rows.length === 0) return { segments: [] };\n  const segments: { startMs: number; endMs: number }[] = [];\n  let startMs = Number.POSITIVE_INFINITY;\n  let endMs = Number.NEGATIVE_INFINITY;\n  for (const r of rows) {\n    const s = Date.parse(r.start_time);\n    const e = Date.parse(r.end_time);\n    if (!isNaN(s) && !isNaN(e) && e >= s) {\n      segments.push({ startMs: s, endMs: e });\n      startMs = Math.min(startMs, s);\n      endMs = Math.max(endMs, e);\n    }\n  }\n  if (!isFinite(startMs) || !isFinite(endMs)) return { segments };\n  return { segments, union: { startMs, endMs } };\n};\n\nconst findNearestGap = (\n  segments: { startMs: number; endMs: number }[],\n): { left: { startMs: number; endMs: number }; right: { startMs: number; endMs: number } } | undefined => {\n  for (let i = segments.length - 2; i >= 0; i--) {\n    const left = segments[i];\n    const right = segments[i + 1];\n    if (left.endMs < right.startMs) return { left, right };\n  }\n};\n\nconst computeTailTime = (series: ISeriesState, now: number): number => {\n  const gap = findNearestGap(series.ranges);\n  if (gap) {\n    return series.direction === 'backward' ? gap.right.startMs : gap.left.endMs;\n  }\n\n  const first = series.ranges[0];\n  const mostRecent = series.ranges[series.ranges.length - 1];\n  if (series.direction === 'backward') {\n    return series.union_start_ms ?? first?.startMs ?? mostRecent?.startMs ?? now;\n  }\n\n  const windowMs = series.last_window_ms ?? CONFIG.defaultForwardSeedWindowMs;\n  const start = series.union_start_ms ?? Math.max(0, now - windowMs);\n  return Math.max(0, start - windowMs);\n};\n\nconst computeRequestTime = (series: ISeriesState, kind: IJobKind): number => {\n  const now = Date.now();\n  if (series.direction === 'backward') {\n    if (kind === 'head') return applyOverlapToRequestTime(series, now);\n    return applyOverlapToRequestTime(series, computeTailTime(series, now));\n  }\n\n  const windowMs = series.last_window_ms ?? CONFIG.defaultForwardSeedWindowMs;\n  if (kind === 'head') {\n    if (series.union_end_ms !== undefined) return applyOverlapToRequestTime(series, series.union_end_ms);\n    return applyOverlapToRequestTime(series, Math.max(0, now - windowMs));\n  }\n  return applyOverlapToRequestTime(series, computeTailTime(series, now));\n};\n\nconst requestIngest = async (series: ISeriesState, time: number): Promise<ISeriesIngestResult> => {\n  if (series.seriesType === 'ohlc') {\n    const req: IIngestOHLCRequest = {\n      product_id: series.product_id,\n      duration: series.duration ?? '',\n      direction: series.direction,\n      time,\n    };\n    return terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>('IngestOHLC', req);\n  }\n\n  const req: IIngestInterestRateRequest = {\n    product_id: series.product_id,\n    direction: series.direction,\n    time,\n  };\n  return terminal.client.requestForResponseData<IIngestInterestRateRequest, ISeriesIngestResult>(\n    'IngestInterestRate',\n    req,\n  );\n};\n\nconst executeJob = async (capState: ICapabilityState, job: IJob) => {\n  const series = mapSeriesKeyToState.get(job.seriesKey);\n  if (!series) return;\n\n  if (job.kind === 'head') capState.pendingHead.delete(job.seriesKey);\n  else capState.pendingTail.delete(job.seriesKey);\n\n  try {\n    // make sure each request overlaps existing ranges\n    const time = computeRequestTime(series, job.kind);\n    const result = await requestIngest(series, time);\n\n    capState.backoffMs = 0;\n    capState.nextEligibleAt = 0;\n\n    if (!result.range) {\n      capState.backoffMs = computeBackoffMs(capState.backoffMs);\n      capState.nextEligibleAt = Date.now() + capState.backoffMs;\n      scheduleSeries(series);\n      return;\n    }\n\n    const startMs = Date.parse(result.range.start_time);\n    const endMs = Date.parse(result.range.end_time);\n    if (!isNaN(startMs) && !isNaN(endMs) && endMs > startMs) {\n      series.last_window_ms = endMs - startMs;\n    }\n\n    const merged = await mergeRangesAndGetUnion(series.series_id, series.table_name);\n    series.ranges = merged.segments;\n    if (merged.union) {\n      series.union_start_ms = merged.union.startMs;\n      series.union_end_ms = merged.union.endMs;\n    }\n\n    scheduleSeries(series);\n  } catch (e) {\n    capState.backoffMs = computeBackoffMs(capState.backoffMs);\n    capState.nextEligibleAt = Date.now() + capState.backoffMs;\n    console.warn(\n      formatTime(Date.now()),\n      '[VEX][SeriesData]CapFailed',\n      `cap=${capState.capKey}`,\n      `backoff_ms=${capState.backoffMs}`,\n      `${e}`,\n    );\n    scheduleSeries(series);\n  }\n};\n\nconst computeGlobalHeadBacklog = (): number => {\n  let total = 0;\n  for (const s of mapCapKeyToState.values()) {\n    total += s.headQueue.size();\n  }\n  return total;\n};\n\nconst pickNextRunnableCap = (now: number): ICapabilityState | undefined => {\n  if (capabilities.length === 0) return;\n  const n = capabilities.length;\n  for (let i = 0; i < n; i++) {\n    // Round-robin pick\n    const cap = capabilities[capRunIndex++ % n];\n    const capState = getOrCreateCapState(cap.capKey);\n    if (capState.inflight) continue;\n    if (capState.nextEligibleAt > now) continue;\n    if (capState.headQueue.size() === 0 && capState.tailQueue.size() === 0) continue;\n    return capState;\n  }\n};\n\nconst dequeueFromCap = (\n  capState: ICapabilityState,\n  canRunTail: boolean,\n): { job: IJob; kind: IJobKind } | undefined => {\n  const head = capState.headQueue.dequeue();\n  if (head) return { job: head, kind: 'head' };\n  if (!canRunTail) return;\n  const tail = capState.tailQueue.dequeue();\n  if (!tail) return;\n  return { job: tail, kind: 'tail' };\n};\n\nconst scanProductsOnce = async () => {\n  if (capabilities.length === 0) return;\n\n  const now = Date.now();\n  const cap = capabilities[scanIndex++ % capabilities.length];\n  if (cap.nextScanAt > now) return;\n\n  const where = [\n    `product_id LIKE ${escapeSQL(`${cap.product_id_prefix}%`)}`,\n    onlyProductIdPrefix ? `product_id LIKE ${escapeSQL(`${onlyProductIdPrefix}%`)}` : '',\n    cap.seriesType === 'interest_rate' ? `COALESCE(no_interest_rate, false) = false` : '',\n  ]\n    .filter(Boolean)\n    .join(' AND ');\n\n  const rows = await requestSQL<{ product_id: string }[]>(\n    terminal,\n    `\n    SELECT product_id\n    FROM product\n    WHERE ${where}\n    ORDER BY product_id ASC\n    `,\n  );\n  cap.nextScanAt = now + CONFIG.scanFullLoopIntervalMs;\n\n  for (const row of rows) {\n    if (cap.seriesType === 'ohlc') {\n      for (const duration of cap.duration_list ?? []) {\n        const series = getOrCreateSeriesState({\n          capKey: cap.capKey,\n          seriesType: 'ohlc',\n          product_id: row.product_id,\n          duration,\n          direction: cap.direction,\n        });\n        scheduleSeries(series);\n      }\n    } else {\n      const series = getOrCreateSeriesState({\n        capKey: cap.capKey,\n        seriesType: 'interest_rate',\n        product_id: row.product_id,\n        direction: cap.direction,\n      });\n      scheduleSeries(series);\n    }\n  }\n};\n\nconst tick = async () => {\n  if (!isEnabled) return;\n\n  try {\n    await scanProductsOnce();\n  } catch (e) {\n    console.error(formatTime(Date.now()), '[VEX][SeriesData]ScanFailed', `${e}`);\n  }\n\n  const now = Date.now();\n  while (inflight < CONFIG.maxInflight) {\n    const capState = pickNextRunnableCap(now);\n    if (!capState) return;\n\n    const globalHeadBacklog = computeGlobalHeadBacklog();\n    const canRunTail =\n      globalHeadBacklog < CONFIG.tailOnlyWhenGlobalHeadBelow && capState.headQueue.size() === 0;\n    const next = dequeueFromCap(capState, canRunTail);\n    if (!next) return;\n\n    capState.inflight = true;\n    inflight++;\n    executeJob(capState, next.job).finally(() => {\n      capState.inflight = false;\n      inflight--;\n    });\n  }\n};\n\nif (!isEnabled) {\n  console.info(formatTime(Date.now()), '[VEX][SeriesData]Disabled', 'VEX_SERIES_DATA_ENABLED!=1');\n} else {\n  terminal.server.provideService('VEX/SeriesData/Peek', {}, async () => {\n    const now = Date.now();\n    const caps = capabilities.map((cap) => {\n      const s = getOrCreateCapState(cap.capKey);\n      return {\n        capKey: cap.capKey,\n        method: cap.method,\n        product_id_prefix: cap.product_id_prefix,\n        direction: cap.direction,\n        head_queue_size: s.headQueue.size(),\n        tail_queue_size: s.tailQueue.size(),\n        inflight: s.inflight,\n        backoff_ms: s.backoffMs,\n        nextEligibleAt: s.nextEligibleAt > now ? formatTime(s.nextEligibleAt) : undefined,\n      };\n    });\n    return {\n      res: {\n        code: 0,\n        message: 'OK',\n        data: {\n          enabled: true,\n          only_product_id_prefix: onlyProductIdPrefix || undefined,\n          inflight,\n          cap_count: capabilities.length,\n          global_head_backlog: computeGlobalHeadBacklog(),\n          series_count: mapSeriesKeyToState.size,\n          caps: caps.slice(0, 50),\n        },\n      },\n    };\n  });\n\n  // Setup trace log\n  timer(0, LOG_QUEUE_INTERVAL_MS).subscribe(() => {\n    const now = Date.now();\n    const caps = capabilities\n      .map((cap) => {\n        const s = getOrCreateCapState(cap.capKey);\n        return {\n          capKey: cap.capKey,\n          head: s.headQueue.size(),\n          tail: s.tailQueue.size(),\n          inflight: s.inflight,\n          backoffMs: s.backoffMs,\n          nextEligibleAt: s.nextEligibleAt,\n        };\n      })\n      .filter((x) => x.inflight || x.head > 0 || x.tail > 0 || x.nextEligibleAt > now)\n      .slice(0, 20)\n      .map(\n        (x) =>\n          `cap=${x.capKey} head=${x.head} tail=${x.tail} inflight=${x.inflight ? 1 : 0} backoff_ms=${\n            x.backoffMs\n          }${x.nextEligibleAt > now ? ` next=${formatTime(x.nextEligibleAt)}` : ''}`,\n      );\n\n    console.info(\n      formatTime(now),\n      '[VEX][SeriesData]Queues',\n      `inflight=${inflight}`,\n      `cap_count=${capabilities.length}`,\n      `global_head_backlog=${computeGlobalHeadBacklog()}`,\n      `series_count=${mapSeriesKeyToState.size}`,\n      caps.length ? `caps=[${caps.join(' | ')}]` : 'caps=[]',\n    );\n  });\n\n  terminal.terminalInfos$\n    .pipe(\n      mergeMap((terminalInfos) =>\n        from(terminalInfos).pipe(\n          mergeMap((terminalInfo) =>\n            from(Object.values(terminalInfo.serviceInfo || {})).pipe(\n              filter(\n                (serviceInfo) =>\n                  serviceInfo.method === 'IngestOHLC' || serviceInfo.method === 'IngestInterestRate',\n              ),\n              map((serviceInfo): ICapability | undefined => {\n                try {\n                  if (serviceInfo.method === 'IngestOHLC') {\n                    const meta = parseOHLCServiceMetadataFromSchema(serviceInfo.schema);\n                    const capKey = encodePath('IngestOHLC', meta.product_id_prefix, meta.direction);\n                    const existing = mapCapKeyToCapability.get(capKey);\n                    const duration_list = [...new Set(meta.duration_list)].sort();\n                    if (existing) {\n                      existing.duration_list = duration_list;\n                      return existing;\n                    }\n                    return {\n                      capKey,\n                      method: 'IngestOHLC',\n                      seriesType: 'ohlc',\n                      product_id_prefix: meta.product_id_prefix,\n                      direction: meta.direction,\n                      duration_list,\n                      nextScanAt: 0,\n                    };\n                  }\n\n                  const meta = parseInterestRateServiceMetadataFromSchema(serviceInfo.schema);\n                  const capKey = encodePath('IngestInterestRate', meta.product_id_prefix, meta.direction);\n                  const existing = mapCapKeyToCapability.get(capKey);\n                  if (existing) return existing;\n                  return {\n                    capKey,\n                    method: 'IngestInterestRate',\n                    seriesType: 'interest_rate',\n                    product_id_prefix: meta.product_id_prefix,\n                    direction: meta.direction,\n                    nextScanAt: 0,\n                  };\n                } catch {\n                  console.info(\n                    formatTime(Date.now()),\n                    '[VEX][SeriesData]ParseServiceMetadataFailed',\n                    `method=${serviceInfo.method}`,\n                    `terminal_id=${terminalInfo.terminal_id}`,\n                  );\n                  return;\n                }\n              }),\n              filter((x): x is Exclude<typeof x, undefined> => !!x),\n            ),\n          ),\n          toArray(),\n          tap((nextCaps) => {\n            const nextMap = new Map<string, ICapability>();\n            for (const cap of nextCaps) {\n              nextMap.set(cap.capKey, cap);\n            }\n            mapCapKeyToCapability.clear();\n            nextMap.forEach((v, k) => mapCapKeyToCapability.set(k, v));\n            capabilities.length = 0;\n            nextMap.forEach((v) => capabilities.push(v));\n          }),\n        ),\n      ),\n    )\n    .subscribe();\n\n  defer(() => from(tick()))\n    .pipe(\n      catchError((e) => {\n        console.error(formatTime(Date.now()), '[VEX][SeriesData]TickError', `${e}`);\n        return EMPTY;\n      }),\n      repeat({ delay: CONFIG.tickIntervalMs }),\n    )\n    .subscribe();\n}\n"]}
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{ encodeInterestRateSeriesId } from '@yuants/data-interest-rate';\nimport { encodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport {\n  IIngestInterestRateRequest,\n  IIngestOHLCRequest,\n  ISeriesIngestResult,\n  parseInterestRateServiceMetadataFromSchema,\n  parseOHLCServiceMetadataFromSchema,\n  SeriesFetchDirection,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { convertDurationToOffset, encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, filter, from, map, mergeMap, repeat, tap, timer, toArray } from 'rxjs';\nimport { createFifoQueue } from './fifo-queue';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst isEnabled = process.env.VEX_SERIES_DATA_ENABLED === '1';\nconst onlyProductIdPrefix = (process.env.VEX_SERIES_DATA_ONLY_PRODUCT_ID_PREFIX ?? '').trim();\n\nconst CONFIG = {\n  tickIntervalMs: 1_000,\n  scanFullLoopIntervalMs: 5 * 60_000,\n  /**\n   * Maximum number of inflight series data ingest requests.\n   */\n  maxInflight: 20,\n  /**\n   * Only run tail jobs when the global head backlog is below this threshold.\n   */\n  tailOnlyWhenGlobalHeadBelow: 20,\n  defaultInterestRateHeadLagMs: 8 * 60 * 60_000,\n  defaultForwardSeedWindowMs: 24 * 60 * 60_000,\n  maxBackoffMs: 5 * 60_000,\n  backoffStepMs: 5_000,\n} as const;\n\n// Per-capability bucket scheduler.\n//\n// Service Discovery -> Scan Products -> Schedule Series -> Tick -> Execute Job -> Merge Range -> Repeat\n//\n// 1) Service Discovery:\n//    Subscribe `terminal.terminalInfos$`, find services with method `IngestOHLC` / `IngestInterestRate`,\n//    parse schema -> capability metadata (product_id_prefix, direction, duration_list).\n//\n// 2) Capability buckets (capKey):\n//    capKey = encodePath(method, product_id_prefix, direction)\n//    - each cap has its own headQueue/tailQueue and runs serially (cap inflight=1)\n//    - tick chooses a cap in round-robin; cap runs head first\n//    - tail runs only when global head backlog is low (avoid hurting freshness)\n//    - errors/backoff are isolated per-cap (a noisy cap won't block others)\n//\n// 3) Scan Products:\n//    For each capability, scan `product` table by `product_id_prefix` (full scan) and expand product -> series:\n//      - OHLC: product x duration_list\n//      - InterestRate: product\n//\n// 4) Progress source of truth:\n//    We do NOT depend on wrote_count/inserted_count to decide progress.\n//    After each successful ingest, we merge `series_data_range` and recompute:\n//      - segments[]: merged ranges (used for gap detection)\n//      - union: { min(start), max(end) } (used for head/tail decisions; union does NOT mean continuous coverage)\n//\n// 5) Gap semantics:\n//    - merge only on strict overlap: prev.end_time > next.start_time\n//    - touch (prev.end_time == next.start_time): NOT merged, and NOT a gap\n//    - gap only when prev.end_time < next.start_time\n//    Tail will prioritize filling the nearest-now gap (by range boundaries).\n//\n// 6) Each request must overlap:\n//    Because merge is strict-overlap only, a \"touching\" page would keep accumulating fragments.\n//    Therefore we deliberately shift request `time` into the already-covered area by `overlapMs`:\n//      - backward: time += overlapMs (clamp to <= now)\n//      - forward:  time -= overlapMs (clamp to >= 0)\n//    Duplicate writes are OK (unique key / ON CONFLICT absorbs them).\n//\n// 7) Retry/backoff:\n//    When request fails or returns no range, we apply backoff and reschedule,\n//    otherwise the queue may be consumed to empty and appear \"stuck\".\n//\n// 8) Routing / load balancing:\n//    Scheduler does not pin a request to a specific instance; it uses `terminal.client.requestForResponseData`\n//    and relies on Terminal's schema-based service selection + load balancing.\n\ntype ISeriesType = 'ohlc' | 'interest_rate';\ntype IJobKind = 'head' | 'tail';\n\ntype IJob = {\n  kind: IJobKind;\n  seriesKey: string;\n};\n\ntype ISeriesState = {\n  capKey: string;\n  seriesKey: string;\n  seriesType: ISeriesType;\n  table_name: string;\n  series_id: string;\n  product_id: string;\n  duration?: string;\n  direction: SeriesFetchDirection;\n  ranges: { startMs: number; endMs: number }[];\n  union_start_ms?: number;\n  union_end_ms?: number;\n  last_window_ms?: number;\n};\n\ntype ICapability = {\n  capKey: string;\n  method: 'IngestOHLC' | 'IngestInterestRate';\n  seriesType: ISeriesType;\n  product_id_prefix: string;\n  direction: SeriesFetchDirection;\n  duration_list?: string[];\n  nextScanAt: number;\n};\n\ntype ICapabilityState = {\n  capKey: string;\n  headQueue: ReturnType<typeof createFifoQueue<IJob>>;\n  tailQueue: ReturnType<typeof createFifoQueue<IJob>>;\n  pendingHead: Set<string>;\n  pendingTail: Set<string>;\n  inflight: boolean;\n  nextEligibleAt: number;\n  backoffMs: number;\n};\n\nconst capabilities: ICapability[] = [];\nconst mapCapKeyToCapability = new Map<string, ICapability>();\nconst mapCapKeyToState = new Map<string, ICapabilityState>();\n\nconst mapSeriesKeyToState = new Map<string, ISeriesState>();\n\nlet inflight = 0;\nlet scanIndex = 0;\nlet capRunIndex = 0;\nconst LOG_QUEUE_INTERVAL_MS = Number(process.env.VEX_SERIES_DATA_LOG_QUEUE_INTERVAL_MS ?? '10000');\n\nconst getOrCreateCapState = (capKey: string): ICapabilityState => {\n  const existing = mapCapKeyToState.get(capKey);\n  if (existing) return existing;\n  const next: ICapabilityState = {\n    capKey,\n    headQueue: createFifoQueue<IJob>(),\n    tailQueue: createFifoQueue<IJob>(),\n    pendingHead: new Set<string>(),\n    pendingTail: new Set<string>(),\n    inflight: false,\n    nextEligibleAt: 0,\n    backoffMs: 0,\n  };\n  mapCapKeyToState.set(capKey, next);\n  return next;\n};\n\nconst computeSeriesId = (seriesType: ISeriesType, product_id: string, duration?: string): string => {\n  if (seriesType === 'ohlc') return encodeOHLCSeriesId(product_id, duration ?? '');\n  return encodeInterestRateSeriesId(product_id);\n};\n\nconst getOrCreateSeriesState = (params: {\n  capKey: string;\n  seriesType: ISeriesType;\n  product_id: string;\n  duration?: string;\n  direction: SeriesFetchDirection;\n}): ISeriesState => {\n  const { capKey, seriesType, product_id, duration, direction } = params;\n  const table_name = seriesType === 'ohlc' ? 'ohlc_v2' : 'interest_rate';\n  const series_id = computeSeriesId(seriesType, product_id, duration);\n  const seriesKey = encodePath(table_name, direction, product_id, duration ?? '');\n\n  const existing = mapSeriesKeyToState.get(seriesKey);\n  if (existing) {\n    existing.capKey = capKey;\n    return existing;\n  }\n\n  const next: ISeriesState = {\n    capKey,\n    seriesKey,\n    seriesType,\n    table_name,\n    series_id,\n    product_id,\n    duration,\n    direction,\n    ranges: [],\n  };\n  mapSeriesKeyToState.set(seriesKey, next);\n  return next;\n};\n\nconst computeHeadLagMs = (series: ISeriesState): number => {\n  if (series.seriesType === 'interest_rate') return CONFIG.defaultInterestRateHeadLagMs;\n  const offset = convertDurationToOffset(series.duration ?? '');\n  if (!isFinite(offset) || offset <= 0) return 60_000;\n  return Math.max(60_000, offset);\n};\n\nconst computeOverlapMs = (series: ISeriesState): number => {\n  const maxOverlapMs = 60 * 60_000;\n  let overlapMs = 60_000;\n  if (series.seriesType === 'ohlc') {\n    const offset = convertDurationToOffset(series.duration ?? '');\n    if (isFinite(offset) && offset > 0) overlapMs = offset;\n  } else {\n    overlapMs = 60 * 60_000;\n  }\n  if (series.last_window_ms && isFinite(series.last_window_ms) && series.last_window_ms > 0) {\n    overlapMs = Math.min(overlapMs, Math.max(1, series.last_window_ms - 1));\n  }\n  return Math.max(1, Math.min(maxOverlapMs, overlapMs));\n};\n\nconst applyOverlapToRequestTime = (series: ISeriesState, baseTime: number): number => {\n  const hasAnyRange =\n    series.union_start_ms !== undefined || series.union_end_ms !== undefined || series.ranges.length > 0;\n  if (!hasAnyRange) return baseTime;\n  const overlapMs = computeOverlapMs(series);\n  if (series.direction === 'backward') return Math.min(baseTime + overlapMs, Date.now());\n  return Math.max(0, baseTime - overlapMs);\n};\n\nconst computeBackoffMs = (current: number): number => {\n  const next =\n    current <= 0 ? CONFIG.backoffStepMs : Math.min(CONFIG.maxBackoffMs, current + CONFIG.backoffStepMs);\n  return next;\n};\n\nconst enqueueCapJob = (capKey: string, kind: IJobKind, seriesKey: string) => {\n  const capState = getOrCreateCapState(capKey);\n  const pendingSet = kind === 'head' ? capState.pendingHead : capState.pendingTail;\n  const queue = kind === 'head' ? capState.headQueue : capState.tailQueue;\n  if (pendingSet.has(seriesKey)) return;\n  pendingSet.add(seriesKey);\n  queue.enqueue({ kind, seriesKey });\n};\n\nconst scheduleSeries = (series: ISeriesState) => {\n  const now = Date.now();\n\n  const headLagMs = computeHeadLagMs(series);\n  const needHead = series.union_end_ms === undefined || now - series.union_end_ms > headLagMs;\n  if (needHead) {\n    enqueueCapJob(series.capKey, 'head', series.seriesKey);\n    return;\n  }\n\n  if (series.union_start_ms === undefined) return;\n  enqueueCapJob(series.capKey, 'tail', series.seriesKey);\n};\n\nconst mergeRangesAndGetUnion = async (\n  series_id: string,\n  table_name: string,\n): Promise<{\n  segments: { startMs: number; endMs: number }[];\n  union?: { startMs: number; endMs: number };\n}> => {\n  const rows = await requestSQL<{ start_time: string; end_time: string }[]>(\n    terminal,\n    `\n    WITH locked AS (\n      SELECT series_id, table_name, start_time, end_time\n      FROM series_data_range\n      WHERE series_id = ${escapeSQL(series_id)} AND table_name = ${escapeSQL(table_name)}\n      ORDER BY start_time ASC, end_time ASC\n      FOR UPDATE\n    ),\n    ordered AS (\n      SELECT\n        start_time,\n        end_time,\n        max(end_time) OVER (\n          ORDER BY start_time ASC, end_time ASC\n          ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW\n        ) AS running_end\n      FROM locked\n    ),\n    marks AS (\n      SELECT\n        start_time,\n        end_time,\n        running_end,\n        CASE\n          WHEN start_time >= COALESCE(\n            lag(running_end) OVER (ORDER BY start_time ASC, end_time ASC),\n            '-infinity'::timestamptz\n          ) THEN 1\n          ELSE 0\n        END AS is_new_group\n      FROM ordered\n    ),\n    groups AS (\n      SELECT\n        start_time,\n        end_time,\n        sum(is_new_group) OVER (\n          ORDER BY start_time ASC, end_time ASC\n          ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW\n        ) AS grp\n      FROM marks\n    ),\n    merged AS (\n      SELECT min(start_time) AS start_time, max(end_time) AS end_time\n      FROM groups\n      GROUP BY grp\n    ),\n    to_delete AS (\n      SELECT l.series_id, l.table_name, l.start_time, l.end_time\n      FROM locked l\n      WHERE NOT EXISTS (\n        SELECT 1\n        FROM merged m\n        WHERE m.start_time = l.start_time AND m.end_time = l.end_time\n      )\n    ),\n    deleted AS (\n      DELETE FROM series_data_range t\n      USING to_delete d\n      WHERE\n        t.series_id = d.series_id\n        AND t.table_name = d.table_name\n        AND t.start_time = d.start_time\n        AND t.end_time = d.end_time\n      RETURNING 1\n    ),\n    to_insert AS (\n      SELECT m.start_time, m.end_time\n      FROM merged m\n      WHERE NOT EXISTS (\n        SELECT 1\n        FROM locked l\n        WHERE l.start_time = m.start_time AND l.end_time = m.end_time\n      )\n    ),\n    inserted AS (\n      INSERT INTO series_data_range (series_id, table_name, start_time, end_time)\n      SELECT ${escapeSQL(series_id)}, ${escapeSQL(table_name)}, start_time, end_time\n      FROM to_insert\n      ON CONFLICT DO NOTHING\n      RETURNING 1\n    )\n    SELECT start_time, end_time\n    FROM series_data_range\n    WHERE series_id = ${escapeSQL(series_id)} AND table_name = ${escapeSQL(table_name)}\n    ORDER BY start_time ASC, end_time ASC;\n    `,\n  );\n\n  if (rows.length === 0) return { segments: [] };\n  const segments: { startMs: number; endMs: number }[] = [];\n  let startMs = Number.POSITIVE_INFINITY;\n  let endMs = Number.NEGATIVE_INFINITY;\n  for (const r of rows) {\n    const s = Date.parse(r.start_time);\n    const e = Date.parse(r.end_time);\n    if (!isNaN(s) && !isNaN(e) && e >= s) {\n      segments.push({ startMs: s, endMs: e });\n      startMs = Math.min(startMs, s);\n      endMs = Math.max(endMs, e);\n    }\n  }\n  if (!isFinite(startMs) || !isFinite(endMs)) return { segments };\n  return { segments, union: { startMs, endMs } };\n};\n\nconst findNearestGap = (\n  segments: { startMs: number; endMs: number }[],\n): { left: { startMs: number; endMs: number }; right: { startMs: number; endMs: number } } | undefined => {\n  for (let i = segments.length - 2; i >= 0; i--) {\n    const left = segments[i];\n    const right = segments[i + 1];\n    if (left.endMs < right.startMs) return { left, right };\n  }\n};\n\nconst computeTailTime = (series: ISeriesState, now: number): number => {\n  const gap = findNearestGap(series.ranges);\n  if (gap) {\n    return series.direction === 'backward' ? gap.right.startMs : gap.left.endMs;\n  }\n\n  const first = series.ranges[0];\n  const mostRecent = series.ranges[series.ranges.length - 1];\n  if (series.direction === 'backward') {\n    return series.union_start_ms ?? first?.startMs ?? mostRecent?.startMs ?? now;\n  }\n\n  const windowMs = series.last_window_ms ?? CONFIG.defaultForwardSeedWindowMs;\n  const start = series.union_start_ms ?? Math.max(0, now - windowMs);\n  return Math.max(0, start - windowMs);\n};\n\nconst computeRequestTime = (series: ISeriesState, kind: IJobKind): number => {\n  const now = Date.now();\n  if (series.direction === 'backward') {\n    if (kind === 'head') return applyOverlapToRequestTime(series, now);\n    return applyOverlapToRequestTime(series, computeTailTime(series, now));\n  }\n\n  const windowMs = series.last_window_ms ?? CONFIG.defaultForwardSeedWindowMs;\n  if (kind === 'head') {\n    if (series.union_end_ms !== undefined) return applyOverlapToRequestTime(series, series.union_end_ms);\n    return applyOverlapToRequestTime(series, Math.max(0, now - windowMs));\n  }\n  return applyOverlapToRequestTime(series, computeTailTime(series, now));\n};\n\nconst requestIngest = async (series: ISeriesState, time: number): Promise<ISeriesIngestResult> => {\n  if (series.seriesType === 'ohlc') {\n    const req: IIngestOHLCRequest = {\n      product_id: series.product_id,\n      duration: series.duration ?? '',\n      direction: series.direction,\n      time,\n    };\n    return terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>('IngestOHLC', req);\n  }\n\n  const req: IIngestInterestRateRequest = {\n    product_id: series.product_id,\n    direction: series.direction,\n    time,\n  };\n  return terminal.client.requestForResponseData<IIngestInterestRateRequest, ISeriesIngestResult>(\n    'IngestInterestRate',\n    req,\n  );\n};\n\nconst executeJob = async (capState: ICapabilityState, job: IJob) => {\n  const series = mapSeriesKeyToState.get(job.seriesKey);\n  if (!series) return;\n\n  if (job.kind === 'head') capState.pendingHead.delete(job.seriesKey);\n  else capState.pendingTail.delete(job.seriesKey);\n\n  try {\n    // make sure each request overlaps existing ranges\n    const time = computeRequestTime(series, job.kind);\n    const result = await requestIngest(series, time);\n\n    capState.backoffMs = 0;\n    capState.nextEligibleAt = 0;\n\n    if (!result.range) {\n      capState.backoffMs = computeBackoffMs(capState.backoffMs);\n      capState.nextEligibleAt = Date.now() + capState.backoffMs;\n      scheduleSeries(series);\n      return;\n    }\n\n    const startMs = Date.parse(result.range.start_time);\n    const endMs = Date.parse(result.range.end_time);\n    if (!isNaN(startMs) && !isNaN(endMs) && endMs > startMs) {\n      series.last_window_ms = endMs - startMs;\n    }\n\n    const merged = await mergeRangesAndGetUnion(series.series_id, series.table_name);\n    series.ranges = merged.segments;\n    if (merged.union) {\n      series.union_start_ms = merged.union.startMs;\n      series.union_end_ms = merged.union.endMs;\n    }\n\n    scheduleSeries(series);\n  } catch (e) {\n    capState.backoffMs = computeBackoffMs(capState.backoffMs);\n    capState.nextEligibleAt = Date.now() + capState.backoffMs;\n    console.warn(\n      formatTime(Date.now()),\n      '[VEX][SeriesData]CapFailed',\n      `cap=${capState.capKey}`,\n      `backoff_ms=${capState.backoffMs}`,\n      `${e}`,\n    );\n    scheduleSeries(series);\n  }\n};\n\nconst computeGlobalHeadBacklog = (): number => {\n  let total = 0;\n  for (const s of mapCapKeyToState.values()) {\n    total += s.headQueue.size();\n  }\n  return total;\n};\n\nconst pickNextRunnableCap = (now: number): ICapabilityState | undefined => {\n  if (capabilities.length === 0) return;\n  const n = capabilities.length;\n  for (let i = 0; i < n; i++) {\n    // Round-robin pick\n    const cap = capabilities[capRunIndex++ % n];\n    const capState = getOrCreateCapState(cap.capKey);\n    if (capState.inflight) continue;\n    if (capState.nextEligibleAt > now) continue;\n    if (capState.headQueue.size() === 0 && capState.tailQueue.size() === 0) continue;\n    return capState;\n  }\n};\n\nconst dequeueFromCap = (\n  capState: ICapabilityState,\n  canRunTail: boolean,\n): { job: IJob; kind: IJobKind } | undefined => {\n  const head = capState.headQueue.dequeue();\n  if (head) return { job: head, kind: 'head' };\n  if (!canRunTail) return;\n  const tail = capState.tailQueue.dequeue();\n  if (!tail) return;\n  return { job: tail, kind: 'tail' };\n};\n\nconst scanProductsOnce = async () => {\n  if (capabilities.length === 0) return;\n\n  const now = Date.now();\n  const cap = capabilities[scanIndex++ % capabilities.length];\n  if (cap.nextScanAt > now) return;\n\n  const where = [\n    `product_id LIKE ${escapeSQL(`${cap.product_id_prefix}%`)}`,\n    onlyProductIdPrefix ? `product_id LIKE ${escapeSQL(`${onlyProductIdPrefix}%`)}` : '',\n    cap.seriesType === 'interest_rate' ? `COALESCE(no_interest_rate, false) = false` : '',\n  ]\n    .filter(Boolean)\n    .join(' AND ');\n\n  const rows = await requestSQL<{ product_id: string }[]>(\n    terminal,\n    `\n    SELECT product_id\n    FROM product\n    WHERE ${where}\n    ORDER BY product_id ASC\n    `,\n  );\n  cap.nextScanAt = now + CONFIG.scanFullLoopIntervalMs;\n\n  for (const row of rows) {\n    if (cap.seriesType === 'ohlc') {\n      for (const duration of cap.duration_list ?? []) {\n        const series = getOrCreateSeriesState({\n          capKey: cap.capKey,\n          seriesType: 'ohlc',\n          product_id: row.product_id,\n          duration,\n          direction: cap.direction,\n        });\n        scheduleSeries(series);\n      }\n    } else {\n      const series = getOrCreateSeriesState({\n        capKey: cap.capKey,\n        seriesType: 'interest_rate',\n        product_id: row.product_id,\n        direction: cap.direction,\n      });\n      scheduleSeries(series);\n    }\n  }\n};\n\nconst tick = async () => {\n  if (!isEnabled) return;\n\n  try {\n    await scanProductsOnce();\n  } catch (e) {\n    console.error(formatTime(Date.now()), '[VEX][SeriesData]ScanFailed', `${e}`);\n  }\n\n  const now = Date.now();\n  while (inflight < CONFIG.maxInflight) {\n    const capState = pickNextRunnableCap(now);\n    if (!capState) return;\n\n    const globalHeadBacklog = computeGlobalHeadBacklog();\n    const canRunTail =\n      globalHeadBacklog < CONFIG.tailOnlyWhenGlobalHeadBelow && capState.headQueue.size() === 0;\n    const next = dequeueFromCap(capState, canRunTail);\n    if (!next) return;\n\n    capState.inflight = true;\n    inflight++;\n    executeJob(capState, next.job).finally(() => {\n      capState.inflight = false;\n      inflight--;\n    });\n  }\n};\n\nif (!isEnabled) {\n  console.info(formatTime(Date.now()), '[VEX][SeriesData]Disabled', 'VEX_SERIES_DATA_ENABLED!=1');\n} else {\n  terminal.server.provideService('VEX/SeriesData/Peek', {}, async () => {\n    const now = Date.now();\n    const caps = capabilities.map((cap) => {\n      const s = getOrCreateCapState(cap.capKey);\n      return {\n        capKey: cap.capKey,\n        method: cap.method,\n        product_id_prefix: cap.product_id_prefix,\n        direction: cap.direction,\n        head_queue_size: s.headQueue.size(),\n        tail_queue_size: s.tailQueue.size(),\n        inflight: s.inflight,\n        backoff_ms: s.backoffMs,\n        nextEligibleAt: s.nextEligibleAt > now ? formatTime(s.nextEligibleAt) : undefined,\n      };\n    });\n    return {\n      res: {\n        code: 0,\n        message: 'OK',\n        data: {\n          enabled: true,\n          only_product_id_prefix: onlyProductIdPrefix || undefined,\n          inflight,\n          cap_count: capabilities.length,\n          global_head_backlog: computeGlobalHeadBacklog(),\n          series_count: mapSeriesKeyToState.size,\n          caps: caps.slice(0, 50),\n        },\n      },\n    };\n  });\n\n  // Setup trace log\n  timer(0, LOG_QUEUE_INTERVAL_MS).subscribe(() => {\n    const now = Date.now();\n    const caps = capabilities\n      .map((cap) => {\n        const s = getOrCreateCapState(cap.capKey);\n        return {\n          capKey: cap.capKey,\n          head: s.headQueue.size(),\n          tail: s.tailQueue.size(),\n          inflight: s.inflight,\n          backoffMs: s.backoffMs,\n          nextEligibleAt: s.nextEligibleAt,\n        };\n      })\n      .filter((x) => x.inflight || x.head > 0 || x.tail > 0 || x.nextEligibleAt > now)\n      .slice(0, 20)\n      .map(\n        (x) =>\n          `cap=${x.capKey} head=${x.head} tail=${x.tail} inflight=${x.inflight ? 1 : 0} backoff_ms=${\n            x.backoffMs\n          }${x.nextEligibleAt > now ? ` next=${formatTime(x.nextEligibleAt)}` : ''}`,\n      );\n\n    console.info(\n      formatTime(now),\n      '[VEX][SeriesData]Queues',\n      `inflight=${inflight}`,\n      `cap_count=${capabilities.length}`,\n      `global_head_backlog=${computeGlobalHeadBacklog()}`,\n      `series_count=${mapSeriesKeyToState.size}`,\n      caps.length ? `caps=[${caps.join(' | ')}]` : 'caps=[]',\n    );\n  });\n\n  terminal.terminalInfos$\n    .pipe(\n      mergeMap((terminalInfos) =>\n        from(terminalInfos).pipe(\n          mergeMap((terminalInfo) =>\n            from(Object.values(terminalInfo.serviceInfo || {})).pipe(\n              filter(\n                (serviceInfo) =>\n                  serviceInfo.method === 'IngestOHLC' || serviceInfo.method === 'IngestInterestRate',\n              ),\n              map((serviceInfo): ICapability | undefined => {\n                try {\n                  if (serviceInfo.method === 'IngestOHLC') {\n                    const meta = parseOHLCServiceMetadataFromSchema(serviceInfo.schema);\n                    const capKey = encodePath('IngestOHLC', meta.product_id_prefix, meta.direction);\n                    const existing = mapCapKeyToCapability.get(capKey);\n                    const duration_list = [...new Set(meta.duration_list)].sort();\n                    if (existing) {\n                      existing.duration_list = duration_list;\n                      return existing;\n                    }\n                    return {\n                      capKey,\n                      method: 'IngestOHLC',\n                      seriesType: 'ohlc',\n                      product_id_prefix: meta.product_id_prefix,\n                      direction: meta.direction,\n                      duration_list,\n                      nextScanAt: 0,\n                    };\n                  }\n\n                  const meta = parseInterestRateServiceMetadataFromSchema(serviceInfo.schema);\n                  const capKey = encodePath('IngestInterestRate', meta.product_id_prefix, meta.direction);\n                  const existing = mapCapKeyToCapability.get(capKey);\n                  if (existing) return existing;\n                  return {\n                    capKey,\n                    method: 'IngestInterestRate',\n                    seriesType: 'interest_rate',\n                    product_id_prefix: meta.product_id_prefix,\n                    direction: meta.direction,\n                    nextScanAt: 0,\n                  };\n                } catch {\n                  console.info(\n                    formatTime(Date.now()),\n                    '[VEX][SeriesData]ParseServiceMetadataFailed',\n                    `method=${serviceInfo.method}`,\n                    `terminal_id=${terminalInfo.terminal_id}`,\n                  );\n                  return;\n                }\n              }),\n              filter((x): x is Exclude<typeof x, undefined> => !!x),\n            ),\n          ),\n          toArray(),\n          tap((nextCaps) => {\n            const nextMap = new Map<string, ICapability>();\n            for (const cap of nextCaps) {\n              nextMap.set(cap.capKey, cap);\n            }\n            mapCapKeyToCapability.clear();\n            nextMap.forEach((v, k) => mapCapKeyToCapability.set(k, v));\n            capabilities.length = 0;\n            nextMap.forEach((v) => capabilities.push(v));\n          }),\n        ),\n      ),\n    )\n    .subscribe();\n\n  defer(() => from(tick()))\n    .pipe(\n      catchError((e) => {\n        console.error(formatTime(Date.now()), '[VEX][SeriesData]TickError', `${e}`);\n        return EMPTY;\n      }),\n      repeat({ delay: CONFIG.tickIntervalMs }),\n    )\n    .subscribe();\n}\n"]}

package/lib/credential.d.ts

@@ -1,4 +1,4 @@
-interface IExchangeCredential {
+export interface IExchangeCredential {
     type: string;
     payload: any;
 }
@@ -17,5 +17,4 @@ export declare const getCredentialBySecretId: (sign: string) => Promise<{
     credential: IExchangeCredential;
     credentialId: string;
 }>;
-export {};
 //# sourceMappingURL=credential.d.ts.map