@yuants/app-virtual-exchange 0.9.3 → 0.10.0

package/lib/quote/__tests__/implementations.test.js

@@ -0,0 +1,220 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const implementations_1 = require("../implementations");
+// 测试所有实现的通用测试套件
+describe('IQuoteState implementations', () => {
+    // 测试每个实现
+    Object.entries(implementations_1.implementations).forEach(([name, createQuoteState]) => {
+        describe(`${name} implementation`, () => {
+            let quoteState;
+            beforeEach(() => {
+                quoteState = createQuoteState();
+            });
+            // 测试 1: 初始状态应该是空的
+            it('should have empty initial state', () => {
+                const dumped = quoteState.dumpAsObject();
+                expect(dumped).toEqual({});
+            });
+            // 测试 2: 更新单个产品的单个字段
+            it('should update single field for single product', () => {
+                const updateAction = {
+                    product_001: {
+                        last_price: ['100.5', 1000],
+                    },
+                };
+                quoteState.update(updateAction);
+                // 验证通过 getValueTuple 获取
+                const tuple = quoteState.getValueTuple('product_001', 'last_price');
+                expect(tuple).toEqual(['100.5', 1000]);
+                // 验证 dumpAsObject
+                const dumped = quoteState.dumpAsObject();
+                expect(dumped).toEqual(updateAction);
+            });
+            // 测试 3: 更新多个产品和多个字段
+            it('should update multiple fields for multiple products', () => {
+                const updateAction = {
+                    product_001: {
+                        last_price: ['100.5', 1000],
+                        ask_price: ['101.0', 1001],
+                    },
+                    product_002: {
+                        bid_price: ['99.0', 1002],
+                        ask_volume: ['500', 1003],
+                    },
+                };
+                quoteState.update(updateAction);
+                // 验证所有字段
+                expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['100.5', 1000]);
+                expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);
+                expect(quoteState.getValueTuple('product_002', 'bid_price')).toEqual(['99.0', 1002]);
+                expect(quoteState.getValueTuple('product_002', 'ask_volume')).toEqual(['500', 1003]);
+                // 验证 dumpAsObject
+                const dumped = quoteState.dumpAsObject();
+                expect(dumped).toEqual(updateAction);
+            });
+            // 测试 4: 更新应该覆盖旧的时间戳，但忽略更旧的时间戳
+            it('should overwrite with newer timestamp, ignore older timestamp', () => {
+                // 初始更新
+                quoteState.update({
+                    product_001: {
+                        last_price: ['100.0', 1000],
+                    },
+                });
+                // 用更新的时间戳覆盖
+                quoteState.update({
+                    product_001: {
+                        last_price: ['200.0', 2000],
+                    },
+                });
+                expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);
+                // 用更旧的时间戳尝试覆盖（应该被忽略）
+                quoteState.update({
+                    product_001: {
+                        last_price: ['300.0', 1500], // 时间戳 1500 比 2000 旧
+                    },
+                });
+                // 应该仍然是旧的值
+                expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);
+            });
+            // 测试 5: 获取不存在的产品或字段应该返回 undefined
+            it('should return undefined for non-existent product or field', () => {
+                expect(quoteState.getValueTuple('non_existent', 'last_price')).toBeUndefined();
+                // 添加一个产品但不包含该字段
+                quoteState.update({
+                    product_001: {
+                        ask_price: ['101.0', 1000],
+                    },
+                });
+                expect(quoteState.getValueTuple('product_001', 'last_price')).toBeUndefined();
+                expect(quoteState.getValueTuple('product_002', 'last_price')).toBeUndefined();
+            });
+            // 测试 6: filter 方法应该返回符合条件的数据
+            it('should filter data by product_ids, fields, and updated_at', () => {
+                // 设置测试数据
+                quoteState.update({
+                    product_001: {
+                        last_price: ['100.0', 1000],
+                        ask_price: ['101.0', 2000],
+                        bid_price: ['99.0', 500], // 较旧的时间戳
+                    },
+                    product_002: {
+                        last_price: ['200.0', 1500],
+                        ask_price: ['201.0', 2500],
+                    },
+                    product_003: {
+                        last_price: ['300.0', 1200],
+                    },
+                });
+                // 测试 1: 过滤特定产品和字段，时间阈值 1000
+                const result1 = quoteState.filter(['product_001', 'product_002'], ['last_price', 'ask_price'], 1000);
+                expect(result1).toEqual({
+                    product_001: {
+                        last_price: ['100.0', 1000],
+                        ask_price: ['101.0', 2000],
+                    },
+                    product_002: {
+                        last_price: ['200.0', 1500],
+                        ask_price: ['201.0', 2500],
+                    },
+                });
+                // 测试 2: 过滤时间阈值 1500（排除较旧的数据）
+                const result2 = quoteState.filter(['product_001', 'product_002', 'product_003'], ['last_price', 'bid_price'], 1500);
+                expect(result2).toEqual({
+                    product_001: {
+                    // last_price 时间戳 1000 < 1500，应该被排除
+                    // bid_price 时间戳 500 < 1500，应该被排除
+                    },
+                    product_002: {
+                        last_price: ['200.0', 1500],
+                    },
+                    product_003: {
+                    // last_price 时间戳 1200 < 1500，应该被排除
+                    },
+                });
+                // 测试 3: 过滤不存在的产品应该返回空对象
+                const result3 = quoteState.filter(['non_existent'], ['last_price'], 0);
+                expect(result3).toEqual({
+                    non_existent: {},
+                });
+            });
+            // 测试 7: 空更新不应该改变状态
+            it('should handle empty update action', () => {
+                // 先添加一些数据
+                quoteState.update({
+                    product_001: {
+                        last_price: ['100.0', 1000],
+                    },
+                });
+                const beforeDump = quoteState.dumpAsObject();
+                // 空更新
+                quoteState.update({});
+                const afterDump = quoteState.dumpAsObject();
+                expect(afterDump).toEqual(beforeDump);
+            });
+            // 测试 8: 更新时只提供部分字段，不应影响其他字段
+            it('should not affect other fields when updating partial fields', () => {
+                // 初始设置两个字段
+                quoteState.update({
+                    product_001: {
+                        last_price: ['100.0', 1000],
+                        ask_price: ['101.0', 1001],
+                    },
+                });
+                // 只更新一个字段
+                quoteState.update({
+                    product_001: {
+                        last_price: ['200.0', 2000],
+                    },
+                });
+                // last_price 应该更新，ask_price 应该保持不变
+                expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);
+                expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);
+            });
+            // 测试 9: 重复的更新应该保持幂等性
+            it('should be idempotent for duplicate updates', () => {
+                const updateAction = {
+                    product_001: {
+                        last_price: ['100.0', 1000],
+                    },
+                };
+                // 多次执行相同的更新
+                quoteState.update(updateAction);
+                quoteState.update(updateAction);
+                quoteState.update(updateAction);
+                // 状态应该与单次更新相同
+                expect(quoteState.dumpAsObject()).toEqual(updateAction);
+            });
+            // 测试 10: 字段名称应该是 IQuoteKey 类型
+            it('should handle all IQuoteKey field types', () => {
+                const allFields = [
+                    'last_price',
+                    'ask_price',
+                    'ask_volume',
+                    'bid_volume',
+                    'bid_price',
+                    'interest_rate_short',
+                    'open_interest',
+                    'interest_rate_prev_settled_at',
+                    'interest_rate_next_settled_at',
+                    'interest_rate_long',
+                ];
+                const updateAction = {
+                    product_001: {},
+                };
+                // 为每个字段设置值
+                allFields.forEach((field, index) => {
+                    updateAction['product_001'][field] = [`value_${index}`, 1000 + index];
+                });
+                quoteState.update(updateAction);
+                // 验证每个字段
+                allFields.forEach((field, index) => {
+                    expect(quoteState.getValueTuple('product_001', field)).toEqual([`value_${index}`, 1000 + index]);
+                });
+                // 验证 dumpAsObject
+                const dumped = quoteState.dumpAsObject();
+                expect(dumped).toEqual(updateAction);
+            });
+        });
+    });
+});
+//# sourceMappingURL=implementations.test.js.map

package/lib/quote/__tests__/implementations.test.js.map

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{ implementations } from '../implementations';\nimport { IQuoteKey, IQuoteUpdateAction } from '../types';\n\n// 测试所有实现的通用测试套件\ndescribe('IQuoteState implementations', () => {\n  // 测试每个实现\n  Object.entries(implementations).forEach(([name, createQuoteState]) => {\n    describe(`${name} implementation`, () => {\n      let quoteState: ReturnType<typeof createQuoteState>;\n\n      beforeEach(() => {\n        quoteState = createQuoteState();\n      });\n\n      // 测试 1: 初始状态应该是空的\n      it('should have empty initial state', () => {\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual({});\n      });\n\n      // 测试 2: 更新单个产品的单个字段\n      it('should update single field for single product', () => {\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {\n            last_price: ['100.5', 1000],\n          },\n        };\n\n        quoteState.update(updateAction);\n\n        // 验证通过 getValueTuple 获取\n        const tuple = quoteState.getValueTuple('product_001', 'last_price');\n        expect(tuple).toEqual(['100.5', 1000]);\n\n        // 验证 dumpAsObject\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual(updateAction);\n      });\n\n      // 测试 3: 更新多个产品和多个字段\n      it('should update multiple fields for multiple products', () => {\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {\n            last_price: ['100.5', 1000],\n            ask_price: ['101.0', 1001],\n          },\n          product_002: {\n            bid_price: ['99.0', 1002],\n            ask_volume: ['500', 1003],\n          },\n        };\n\n        quoteState.update(updateAction);\n\n        // 验证所有字段\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['100.5', 1000]);\n        expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n        expect(quoteState.getValueTuple('product_002', 'bid_price')).toEqual(['99.0', 1002]);\n        expect(quoteState.getValueTuple('product_002', 'ask_volume')).toEqual(['500', 1003]);\n\n        // 验证 dumpAsObject\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual(updateAction);\n      });\n\n      // 测试 4: 更新应该覆盖旧的时间戳，但忽略更旧的时间戳\n      it('should overwrite with newer timestamp, ignore older timestamp', () => {\n        // 初始更新\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n          },\n        });\n\n        // 用更新的时间戳覆盖\n        quoteState.update({\n          product_001: {\n            last_price: ['200.0', 2000],\n          },\n        });\n\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n\n        // 用更旧的时间戳尝试覆盖（应该被忽略）\n        quoteState.update({\n          product_001: {\n            last_price: ['300.0', 1500], // 时间戳 1500 比 2000 旧\n          },\n        });\n\n        // 应该仍然是旧的值\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n      });\n\n      // 测试 5: 获取不存在的产品或字段应该返回 undefined\n      it('should return undefined for non-existent product or field', () => {\n        expect(quoteState.getValueTuple('non_existent', 'last_price')).toBeUndefined();\n\n        // 添加一个产品但不包含该字段\n        quoteState.update({\n          product_001: {\n            ask_price: ['101.0', 1000],\n          },\n        });\n\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toBeUndefined();\n        expect(quoteState.getValueTuple('product_002', 'last_price')).toBeUndefined();\n      });\n\n      // 测试 6: filter 方法应该返回符合条件的数据\n      it('should filter data by product_ids, fields, and updated_at', () => {\n        // 设置测试数据\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 2000], // 较新的时间戳\n            bid_price: ['99.0', 500], // 较旧的时间戳\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n            ask_price: ['201.0', 2500],\n          },\n          product_003: {\n            last_price: ['300.0', 1200],\n          },\n        });\n\n        // 测试 1: 过滤特定产品和字段，时间阈值 1000\n        const result1 = quoteState.filter(['product_001', 'product_002'], ['last_price', 'ask_price'], 1000);\n\n        expect(result1).toEqual({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 2000],\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n            ask_price: ['201.0', 2500],\n          },\n        });\n\n        // 测试 2: 过滤时间阈值 1500（排除较旧的数据）\n        const result2 = quoteState.filter(\n          ['product_001', 'product_002', 'product_003'],\n          ['last_price', 'bid_price'],\n          1500,\n        );\n\n        expect(result2).toEqual({\n          product_001: {\n            // last_price 时间戳 1000 < 1500，应该被排除\n            // bid_price 时间戳 500 < 1500，应该被排除\n          },\n          product_002: {\n            last_price: ['200.0', 1500],\n          },\n          product_003: {\n            // last_price 时间戳 1200 < 1500，应该被排除\n          },\n        });\n\n        // 测试 3: 过滤不存在的产品应该返回空对象\n        const result3 = quoteState.filter(['non_existent'], ['last_price'], 0);\n\n        expect(result3).toEqual({\n          non_existent: {},\n        });\n      });\n\n      // 测试 7: 空更新不应该改变状态\n      it('should handle empty update action', () => {\n        // 先添加一些数据\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n          },\n        });\n\n        const beforeDump = quoteState.dumpAsObject();\n\n        // 空更新\n        quoteState.update({});\n\n        const afterDump = quoteState.dumpAsObject();\n        expect(afterDump).toEqual(beforeDump);\n      });\n\n      // 测试 8: 更新时只提供部分字段，不应影响其他字段\n      it('should not affect other fields when updating partial fields', () => {\n        // 初始设置两个字段\n        quoteState.update({\n          product_001: {\n            last_price: ['100.0', 1000],\n            ask_price: ['101.0', 1001],\n          },\n        });\n\n        // 只更新一个字段\n        quoteState.update({\n          product_001: {\n            last_price: ['200.0', 2000],\n          },\n        });\n\n        // last_price 应该更新，ask_price 应该保持不变\n        expect(quoteState.getValueTuple('product_001', 'last_price')).toEqual(['200.0', 2000]);\n        expect(quoteState.getValueTuple('product_001', 'ask_price')).toEqual(['101.0', 1001]);\n      });\n\n      // 测试 9: 重复的更新应该保持幂等性\n      it('should be idempotent for duplicate updates', () => {\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {\n            last_price: ['100.0', 1000],\n          },\n        };\n\n        // 多次执行相同的更新\n        quoteState.update(updateAction);\n        quoteState.update(updateAction);\n        quoteState.update(updateAction);\n\n        // 状态应该与单次更新相同\n        expect(quoteState.dumpAsObject()).toEqual(updateAction);\n      });\n\n      // 测试 10: 字段名称应该是 IQuoteKey 类型\n      it('should handle all IQuoteKey field types', () => {\n        const allFields: IQuoteKey[] = [\n          'last_price',\n          'ask_price',\n          'ask_volume',\n          'bid_volume',\n          'bid_price',\n          'interest_rate_short',\n          'open_interest',\n          'interest_rate_prev_settled_at',\n          'interest_rate_next_settled_at',\n          'interest_rate_long',\n        ];\n\n        const updateAction: IQuoteUpdateAction = {\n          product_001: {},\n        };\n\n        // 为每个字段设置值\n        allFields.forEach((field, index) => {\n          updateAction['product_001'][field] = [`value_${index}`, 1000 + index];\n        });\n\n        quoteState.update(updateAction);\n\n        // 验证每个字段\n        allFields.forEach((field, index) => {\n          expect(quoteState.getValueTuple('product_001', field)).toEqual([`value_${index}`, 1000 + index]);\n        });\n\n        // 验证 dumpAsObject\n        const dumped = quoteState.dumpAsObject();\n        expect(dumped).toEqual(updateAction);\n      });\n    });\n  });\n});\n"]}

package/lib/quote/implementations/v0.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"v0.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v0.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAEtE;;;GAGG;AACH,wBAAgB,kBAAkB,IAAI,WAAW,CAgEhD"}
+{"version":3,"file":"v0.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v0.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAEtE;;;GAGG;AACH,wBAAgB,kBAAkB,IAAI,WAAW,CA+DhD"}

package/lib/quote/implementations/v0.js

@@ -47,18 +47,16 @@ function createQuoteStateV0() {
         const result = {};
         for (const product_id of product_ids) {
             const productMap = data.get(product_id);
-            if (!productMap)
-                continue;
             const productData = {};
-            for (const field of fields) {
-                const tuple = productMap.get(field);
-                if (tuple && tuple[1] >= updated_at) {
-                    productData[field] = tuple;
+            if (productMap) {
+                for (const field of fields) {
+                    const tuple = productMap.get(field);
+                    if (tuple && tuple[1] >= updated_at) {
+                        productData[field] = tuple;
+                    }
                 }
             }
-            if (Object.keys(productData).length > 0) {
-                result[product_id] = productData;
-            }
+            result[product_id] = productData;
         }
         return result;
     };

package/lib/quote/implementations/v0.js.map

@@ -1 +1 @@
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+{"version":3,"file":"v0.js","sourceRoot":"","sources":["../../../src/quote/implementations/v0.ts"],"names":[],"mappings":";;;AAEA;;;GAGG;AACH,SAAgB,kBAAkB;IAChC,sDAAsD;IACtD,MAAM,IAAI,GAAG,IAAI,GAAG,EAA4C,CAAC;IAEjE,MAAM,MAAM,GAAG,CAAC,MAA0B,EAAE,EAAE;QAC5C,KAAK,MAAM,UAAU,IAAI,MAAM,EAAE;YAC/B,IAAI,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YACtC,IAAI,CAAC,UAAU,EAAE;gBACf,UAAU,GAAG,IAAI,GAAG,EAAE,CAAC;gBACvB,IAAI,CAAC,GAAG,CAAC,UAAU,EAAE,UAAU,CAAC,CAAC;aAClC;YAED,MAAM,MAAM,GAAG,MAAM,CAAC,UAAU,CAAC,CAAC;YAClC,KAAK,MAAM,UAAU,IAAI,MAAM,EAAE;gBAC/B,MAAM,KAAK,GAAG,UAAuB,CAAC;gBACtC,MAAM,CAAC,KAAK,EAAE,UAAU,CAAC,GAAG,MAAM,CAAC,KAAK,CAAE,CAAC;gBAC3C,MAAM,QAAQ,GAAG,UAAU,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;gBACvC,IAAI,CAAC,QAAQ,IAAI,UAAU,IAAI,QAAQ,CAAC,CAAC,CAAC,EAAE;oBAC1C,UAAU,CAAC,GAAG,CAAC,KAAK,EAAE,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC,CAAC;iBAC5C;aACF;SACF;IACH,CAAC,CAAC;IAEF,MAAM,YAAY,GAAG,GAAuB,EAAE;QAC5C,MAAM,MAAM,GAAuB,EAAE,CAAC;QACtC,IAAI,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,UAAU,EAAE,EAAE;YACtC,MAAM,WAAW,GAAiD,EAAE,CAAC;YACrE,UAAU,CAAC,OAAO,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE;gBAClC,WAAW,CAAC,KAAK,CAAC,GAAG,KAAK,CAAC;YAC7B,CAAC,CAAC,CAAC;YACH,MAAM,CAAC,UAAU,CAAC,GAAG,WAAW,CAAC;QACnC,CAAC,CAAC,CAAC;QACH,OAAO,MAAM,CAAC;IAChB,CAAC,CAAC;IAEF,MAAM,aAAa,GAAG,CAAC,UAAkB,EAAE,KAAgB,EAAgC,EAAE;QAC3F,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QACxC,IAAI,CAAC,UAAU;YAAE,OAAO,SAAS,CAAC;QAClC,OAAO,UAAU,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;IAC/B,CAAC,CAAC;IAEF,MAAM,MAAM,GAAG,CAAC,WAAqB,EAAE,MAAmB,EAAE,UAAkB,EAAsB,EAAE;QACpG,MAAM,MAAM,GAAuB,EAAE,CAAC;QACtC,KAAK,MAAM,UAAU,IAAI,WAAW,EAAE;YACpC,MAAM,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;YACxC,MAAM,WAAW,GAAiD,EAAE,CAAC;YAErE,IAAI,UAAU,EAAE;gBACd,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;oBAC1B,MAAM,KAAK,GAAG,UAAU,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;oBACpC,IAAI,KAAK,IAAI,KAAK,CAAC,CAAC,CAAC,IAAI,UAAU,EAAE;wBACnC,WAAW,CAAC,KAAK,CAAC,GAAG,KAAK,CAAC;qBAC5B;iBACF;aACF;YAED,MAAM,CAAC,UAAU,CAAC,GAAG,WAAW,CAAC;SAClC;QACD,OAAO,MAAM,CAAC;IAChB,CAAC,CAAC;IAEF,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,aAAa,EAAE,MAAM,EAAE,CAAC;AACzD,CAAC;AA/DD,gDA+DC","sourcesContent":["import { IQuoteKey, IQuoteState, IQuoteUpdateAction } from '../types';\n\n/**\n * 创建一个简单的基于 Map 的实现，用于对比测试\n * 这个实现使用嵌套 Map 结构，作为性能对比的基准\n */\nexport function createQuoteStateV0(): IQuoteState {\n  // 使用三层嵌套结构：product_id -> field -> [value, updated_at]\n  const data = new Map<string, Map<IQuoteKey, [string, number]>>();\n\n  const update = (action: IQuoteUpdateAction) => {\n    for (const product_id in action) {\n      let productMap = data.get(product_id);\n      if (!productMap) {\n        productMap = new Map();\n        data.set(product_id, productMap);\n      }\n\n      const fields = action[product_id];\n      for (const field_name in fields) {\n        const field = field_name as IQuoteKey;\n        const [value, updated_at] = fields[field]!;\n        const existing = productMap.get(field);\n        if (!existing || updated_at >= existing[1]) {\n          productMap.set(field, [value, updated_at]);\n        }\n      }\n    }\n  };\n\n  const dumpAsObject = (): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    data.forEach((productMap, product_id) => {\n      const productData: Partial<Record<IQuoteKey, [string, number]>> = {};\n      productMap.forEach((tuple, field) => {\n        productData[field] = tuple;\n      });\n      result[product_id] = productData;\n    });\n    return result;\n  };\n\n  const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n    const productMap = data.get(product_id);\n    if (!productMap) return undefined;\n    return productMap.get(field);\n  };\n\n  const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of product_ids) {\n      const productMap = data.get(product_id);\n      const productData: Partial<Record<IQuoteKey, [string, number]>> = {};\n\n      if (productMap) {\n        for (const field of fields) {\n          const tuple = productMap.get(field);\n          if (tuple && tuple[1] >= updated_at) {\n            productData[field] = tuple;\n          }\n        }\n      }\n\n      result[product_id] = productData;\n    }\n    return result;\n  };\n\n  return { update, dumpAsObject, getValueTuple, filter };\n}\n"]}

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

@@ -1 +1 @@
-{"version":3,"file":"v1.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v1.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAoBtE;;;;GAIG;AACH,eAAO,MAAM,kBAAkB,QAAO,WAyFrC,CAAC"}
+{"version":3,"file":"v1.d.ts","sourceRoot":"","sources":["../../../src/quote/implementations/v1.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,WAAW,EAAsB,MAAM,UAAU,CAAC;AAoBtE;;;;GAIG;AACH,eAAO,MAAM,kBAAkB,QAAO,WA8FrC,CAAC"}

package/lib/quote/implementations/v1.js

@@ -32,9 +32,7 @@ const createQuoteStateV1 = () => {
     const getFieldOffset = (product_id, field) => {
         let baseIndex = mapProductIdToIndex.get(product_id);
         if (baseIndex === undefined) {
-            baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;
-            products.push(product_id);
-            mapProductIdToIndex.set(product_id, baseIndex);
+            return undefined;
         }
         const fieldOffset = mapFieldNameToOffset[field];
         if (fieldOffset === undefined)
@@ -43,6 +41,8 @@ const createQuoteStateV1 = () => {
     };
     const getValueTuple = (product_id, field) => {
         const offset = getFieldOffset(product_id, field);
+        if (offset === undefined)
+            return undefined;
         const value = data[offset];
         if (value === undefined)
             return undefined;
@@ -50,7 +50,13 @@ const createQuoteStateV1 = () => {
         return [value, updated_at];
     };
     const setValueTuple = (product_id, field, value, updated_at) => {
-        const offset = getFieldOffset(product_id, field);
+        let offset = getFieldOffset(product_id, field);
+        if (offset === undefined) {
+            const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;
+            products.push(product_id);
+            mapProductIdToIndex.set(product_id, baseIndex);
+            offset = baseIndex + mapFieldNameToOffset[field];
+        }
         data[offset] = value;
         data[offset + 1] = updated_at;
     };

package/lib/quote/implementations/v1.js.map

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* 2 (value, updated_at))\n  const getFieldOffset = (product_id: string, field: string): number => {\n    let baseIndex = mapProductIdToIndex.get(product_id);\n    if (baseIndex === undefined) {\n      baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n      products.push(product_id);\n      mapProductIdToIndex.set(product_id, baseIndex);\n    }\n    const fieldOffset = mapFieldNameToOffset[field];\n    if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n    return baseIndex + fieldOffset;\n  };\n\n  const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n    const offset = getFieldOffset(product_id, field);\n    const value = data[offset] as string;\n    if (value === undefined) return undefined;\n    const updated_at = data[offset + 1] as number;\n    return [value, updated_at];\n  };\n\n  const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) 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};\n\n  return { update, dumpAsObject, getValueTuple, filter };\n};\n"]}
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* 2 (value, updated_at))\n  const getFieldOffset = (product_id: string, field: string): number | undefined => {\n    let baseIndex = mapProductIdToIndex.get(product_id);\n    if (baseIndex === undefined) {\n      return undefined;\n    }\n    const fieldOffset = mapFieldNameToOffset[field];\n    if (fieldOffset === undefined) throw newError('INVALID_FIELD_NAME', { field, available_fields: FIELDS });\n    return baseIndex + fieldOffset;\n  };\n\n  const getValueTuple = (product_id: string, field: IQuoteKey): [string, number] | undefined => {\n    const offset = getFieldOffset(product_id, field);\n    if (offset === undefined) return undefined;\n    const value = data[offset] as string;\n    if (value === undefined) return undefined;\n    const updated_at = data[offset + 1] as number;\n    return [value, updated_at];\n  };\n\n  const setValueTuple = (product_id: string, field: IQuoteKey, value: string, updated_at: number) => {\n    let offset = getFieldOffset(product_id, field);\n    if (offset === undefined) {\n      const baseIndex = mapProductIdToIndex.size * FIELD_COUNT * 2;\n      products.push(product_id);\n      mapProductIdToIndex.set(product_id, baseIndex);\n      offset = baseIndex + mapFieldNameToOffset[field];\n    }\n    data[offset] = value;\n    data[offset + 1] = updated_at;\n  };\n\n  const update = (action: IQuoteUpdateAction) => {\n    for (const product_id in action) {\n      const fields = action[product_id];\n      for (const field_name in fields) {\n        const field = field_name as IQuoteKey;\n        const [value, updated_at] = fields[field]!;\n        const oldTuple = getValueTuple(product_id, field);\n        if (oldTuple === undefined || updated_at >= oldTuple[1]) {\n          setValueTuple(product_id, field, value, updated_at);\n        }\n      }\n    }\n  };\n\n  const dumpAsObject = (): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of products) {\n      result[product_id] = {};\n    }\n    for (let i = 0; i < data.length; i += 2) {\n      const value = data[i] as string;\n      if (value === undefined) continue;\n      const updated_at = data[i + 1] as number;\n\n      const productIndex = Math.floor(i / (FIELD_COUNT * 2));\n      const product_id = products[productIndex];\n\n      const fieldIndex = (i % (FIELD_COUNT * 2)) / 2;\n      const field_name = FIELDS[fieldIndex];\n\n      result[product_id][field_name] = [value, updated_at];\n    }\n    return result;\n  };\n\n  /**\n   * 过滤状态，返回指定 product_id 列表和字段列表中，且更新时间不早于指定时间的字段数据\n   * @param product_ids - 需要过滤的 product_id 列表\n   * @param fields - 需要过滤的字段列表\n   * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n   * @returns 过滤后的数据\n   */\n  const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n    const result: IQuoteUpdateAction = {};\n    for (const product_id of product_ids) {\n      result[product_id] = {};\n      for (const field of fields) {\n        const tuple = getValueTuple(product_id, field);\n        if (tuple && tuple[1] >= updated_at) {\n          result[product_id]![field] = tuple;\n        }\n      }\n    }\n    return result;\n  };\n\n  return { update, dumpAsObject, getValueTuple, filter };\n};\n"]}

package/lib/quote/prefix-matcher.d.ts

@@ -0,0 +1,8 @@
+export interface IPrefixMatcher<T> {
+    match: (value: string) => T[];
+}
+export declare const createSortedPrefixMatcher: <T>(entries: {
+    prefix: string;
+    value: T;
+}[]) => IPrefixMatcher<T>;
+//# sourceMappingURL=prefix-matcher.d.ts.map

package/lib/quote/prefix-matcher.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"prefix-matcher.d.ts","sourceRoot":"","sources":["../../src/quote/prefix-matcher.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,cAAc,CAAC,CAAC;IAC/B,KAAK,EAAE,CAAC,KAAK,EAAE,MAAM,KAAK,CAAC,EAAE,CAAC;CAC/B;AAED,eAAO,MAAM,yBAAyB;YACX,MAAM;;yBAMhC,CAAC"}

package/lib/quote/prefix-matcher.js

@@ -0,0 +1,11 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createSortedPrefixMatcher = void 0;
+const createSortedPrefixMatcher = (entries) => {
+    const sorted = [...entries].sort((a, b) => b.prefix.length - a.prefix.length);
+    return {
+        match: (value) => sorted.filter((x) => value.startsWith(x.prefix)).map((x) => x.value),
+    };
+};
+exports.createSortedPrefixMatcher = createSortedPrefixMatcher;
+//# sourceMappingURL=prefix-matcher.js.map

package/lib/quote/prefix-matcher.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"prefix-matcher.js","sourceRoot":"","sources":["../../src/quote/prefix-matcher.ts"],"names":[],"mappings":";;;AAIO,MAAM,yBAAyB,GAAG,CACvC,OAA4C,EACzB,EAAE;IACrB,MAAM,MAAM,GAAG,CAAC,GAAG,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;IAC9E,OAAO;QACL,KAAK,EAAE,CAAC,KAAa,EAAO,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC;KACpG,CAAC;AACJ,CAAC,CAAC;AAPW,QAAA,yBAAyB,6BAOpC","sourcesContent":["export interface IPrefixMatcher<T> {\n  match: (value: string) => T[];\n}\n\nexport const createSortedPrefixMatcher = <T>(\n  entries: Array<{ prefix: string; value: T }>,\n): IPrefixMatcher<T> => {\n  const sorted = [...entries].sort((a, b) => b.prefix.length - a.prefix.length);\n  return {\n    match: (value: string): T[] => sorted.filter((x) => value.startsWith(x.prefix)).map((x) => x.value),\n  };\n};\n"]}

package/lib/quote/request-key.d.ts

@@ -0,0 +1,2 @@
+export declare const fnv1a64HexFromStrings: (parts: string[]) => string;
+//# sourceMappingURL=request-key.d.ts.map

package/lib/quote/request-key.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"request-key.d.ts","sourceRoot":"","sources":["../../src/quote/request-key.ts"],"names":[],"mappings":"AAsBA,eAAO,MAAM,qBAAqB,UAAW,MAAM,EAAE,KAAG,MAA0C,CAAC"}

package/lib/quote/request-key.js

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.fnv1a64HexFromStrings = void 0;
+const util_1 = require("util");
+const utils_1 = require("@yuants/utils");
+const SEP_BYTE = new Uint8Array([0xff]);
+const encodeStrings = (parts) => {
+    const buffers = [];
+    for (const part of parts) {
+        buffers.push(new util_1.TextEncoder().encode(part));
+        buffers.push(SEP_BYTE);
+    }
+    const totalLength = buffers.reduce((sum, b) => sum + b.length, 0);
+    const result = new Uint8Array(totalLength);
+    let offset = 0;
+    for (const b of buffers) {
+        result.set(b, offset);
+        offset += b.length;
+    }
+    return result;
+};
+const fnv1a64HexFromStrings = (parts) => (0, utils_1.fnv1a64Hex)(encodeStrings(parts));
+exports.fnv1a64HexFromStrings = fnv1a64HexFromStrings;
+//# sourceMappingURL=request-key.js.map

package/lib/quote/request-key.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"request-key.js","sourceRoot":"","sources":["../../src/quote/request-key.ts"],"names":[],"mappings":";;;AAAA,+BAAmC;AAEnC,yCAA2C;AAE3C,MAAM,QAAQ,GAAG,IAAI,UAAU,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;AAExC,MAAM,aAAa,GAAG,CAAC,KAAe,EAAc,EAAE;IACpD,MAAM,OAAO,GAAiB,EAAE,CAAC;IACjC,KAAK,MAAM,IAAI,IAAI,KAAK,EAAE;QACxB,OAAO,CAAC,IAAI,CAAC,IAAI,kBAAW,EAAE,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC;QAC7C,OAAO,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;KACxB;IACD,MAAM,WAAW,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;IAClE,MAAM,MAAM,GAAG,IAAI,UAAU,CAAC,WAAW,CAAC,CAAC;IAC3C,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,KAAK,MAAM,CAAC,IAAI,OAAO,EAAE;QACvB,MAAM,CAAC,GAAG,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;QACtB,MAAM,IAAI,CAAC,CAAC,MAAM,CAAC;KACpB;IACD,OAAO,MAAM,CAAC;AAChB,CAAC,CAAC;AAEK,MAAM,qBAAqB,GAAG,CAAC,KAAe,EAAU,EAAE,CAAC,IAAA,kBAAU,EAAC,aAAa,CAAC,KAAK,CAAC,CAAC,CAAC;AAAtF,QAAA,qBAAqB,yBAAiE","sourcesContent":["import { TextEncoder } from 'util';\n\nimport { fnv1a64Hex } from '@yuants/utils';\n\nconst SEP_BYTE = new Uint8Array([0xff]);\n\nconst encodeStrings = (parts: string[]): Uint8Array => {\n  const buffers: Uint8Array[] = [];\n  for (const part of parts) {\n    buffers.push(new TextEncoder().encode(part));\n    buffers.push(SEP_BYTE);\n  }\n  const totalLength = buffers.reduce((sum, b) => sum + b.length, 0);\n  const result = new Uint8Array(totalLength);\n  let offset = 0;\n  for (const b of buffers) {\n    result.set(b, offset);\n    offset += b.length;\n  }\n  return result;\n};\n\nexport const fnv1a64HexFromStrings = (parts: string[]): string => fnv1a64Hex(encodeStrings(parts));\n"]}

package/lib/quote/service.js

@@ -1,16 +1,50 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
 const state_1 = require("./state");
+const upstream_routing_1 = require("./upstream-routing");
 const terminal = protocol_1.Terminal.fromNodeEnv();
 const quoteState = (0, state_1.createQuoteState)();
+const assertFreshnessSatisfied = (data, params) => {
+    var _a;
+    console.info('[VEX][Quote] Asserting freshness satisfied for requested quotes.', JSON.stringify(params), JSON.stringify(data));
+    const { product_ids, fields, updated_at } = params;
+    const stillMissed = [];
+    for (const product_id of product_ids) {
+        for (const field of fields) {
+            if (!((_a = data[product_id]) === null || _a === void 0 ? void 0 : _a[field])) {
+                stillMissed.push({ product_id, field });
+            }
+        }
+    }
+    if (stillMissed.length > 0) {
+        throw (0, utils_1.newError)('VEX_QUOTE_FRESHNESS_NOT_SATISFIED', {
+            updated_at,
+            missed: stillMissed.slice(0, 200),
+            missed_total: stillMissed.length,
+        });
+    }
+};
 terminal.server.provideService('VEX/UpdateQuotes', {}, async (msg) => {
     quoteState.update(msg.req);
     return { res: { code: 0, message: 'OK' } };
 });
-terminal.server.provideService('VEX/DumpQuoteState', {}, async (msg) => {
+terminal.server.provideService('VEX/DumpQuoteState', {}, async () => {
     return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };
 });
+const computeCacheMissed = (quoteState, product_ids, fields, updated_at) => {
+    const cacheMissed = [];
+    for (const product_id of product_ids) {
+        for (const field of fields) {
+            const tuple = quoteState.getValueTuple(product_id, field);
+            if (tuple === undefined || tuple[1] < updated_at) {
+                cacheMissed.push({ product_id, field });
+            }
+        }
+    }
+    return cacheMissed;
+};
 terminal.server.provideService('VEX/QueryQuotes', {
     type: 'object',
     required: ['product_ids', 'fields', 'updated_at'],
@@ -27,21 +61,10 @@ terminal.server.provideService('VEX/QueryQuotes', {
     },
 }, async (msg) => {
     const { product_ids, fields, updated_at } = msg.req;
-    // 分析缓存缺失的字段
-    const cacheMissed = [];
-    for (const product_id of product_ids) {
-        for (const field of fields) {
-            const tuple = quoteState.getValueTuple(product_id, field);
-            if (tuple === undefined || tuple[1] < updated_at) {
-                cacheMissed.push({ product_id, field });
-            }
-        }
-    }
-    // TODO: 集中规划需要发送的查询请求，并更新到状态中
-    // 注意需要限制在途请求数量和复用在途请求的结果，以免过载和浪费资源
-    // await Promise.all;
-    // 从状态中获取数据返回
+    const cacheMissed = computeCacheMissed(quoteState, product_ids, fields, updated_at);
+    await (0, upstream_routing_1.fillQuoteStateFromUpstream)({ terminal, quoteState, cacheMissed, updated_at });
     const data = quoteState.filter(product_ids, fields, updated_at);
+    assertFreshnessSatisfied(data, { product_ids, fields, updated_at });
     return { res: { code: 0, message: 'OK', data } };
 });
 //# sourceMappingURL=service.js.map

package/lib/quote/service.js.map

@@ -1 +1 @@
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fields: IQuoteKey[]; updated_at: number },\n) => {\n  console.info(\n    '[VEX][Quote] Asserting freshness satisfied for requested quotes.',\n    JSON.stringify(params),\n    JSON.stringify(data),\n  );\n  const { product_ids, fields, updated_at } = params;\n  const stillMissed: Array<{ product_id: string; field: IQuoteKey }> = [];\n  for (const product_id of product_ids) {\n    for (const field of fields) {\n      if (!data[product_id]?.[field]) {\n        stillMissed.push({ product_id, field });\n      }\n    }\n  }\n  if (stillMissed.length > 0) {\n    throw newError('VEX_QUOTE_FRESHNESS_NOT_SATISFIED', {\n      updated_at,\n      missed: stillMissed.slice(0, 200),\n      missed_total: stillMissed.length,\n    });\n  }\n};\n\nterminal.server.provideService<IQuoteUpdateAction>('VEX/UpdateQuotes', {}, async (msg) => {\n  quoteState.update(msg.req);\n  return { res: { code: 0, message: 'OK' } };\n});\n\nterminal.server.provideService<{}, IQuoteUpdateAction>('VEX/DumpQuoteState', {}, async () => {\n  return { res: { code: 0, message: 'OK', data: quoteState.dumpAsObject() } };\n});\n\nconst computeCacheMissed = (\n  quoteState: IQuoteState,\n  product_ids: string[],\n  fields: IQuoteKey[],\n  updated_at: number,\n): IQuoteMiss[] => {\n  const cacheMissed: IQuoteMiss[] = [];\n  for (const product_id of product_ids) {\n    for (const field of fields) {\n      const tuple = quoteState.getValueTuple(product_id, field);\n      if (tuple === undefined || tuple[1] < updated_at) {\n        cacheMissed.push({ product_id, field });\n      }\n    }\n  }\n  return cacheMissed;\n};\n\nterminal.server.provideService<\n  { product_ids: string[]; fields: IQuoteKey[]; updated_at: number },\n  IQuoteUpdateAction\n>(\n  'VEX/QueryQuotes',\n  {\n    type: 'object',\n    required: ['product_ids', 'fields', 'updated_at'],\n    properties: {\n      product_ids: {\n        type: 'array',\n        items: { type: 'string' },\n      },\n      fields: {\n        type: 'array',\n        items: { type: 'string' },\n      },\n      updated_at: { type: 'number' },\n    },\n  },\n  async (msg) => {\n    const { product_ids, fields, updated_at } = msg.req;\n\n    const cacheMissed = computeCacheMissed(quoteState, product_ids, fields, updated_at);\n    await fillQuoteStateFromUpstream({ terminal, quoteState, cacheMissed, updated_at });\n\n    const data = quoteState.filter(product_ids, fields, updated_at);\n    assertFreshnessSatisfied(data, { product_ids, fields, updated_at });\n    return { res: { code: 0, message: 'OK', data } };\n  },\n);\n"]}

package/lib/quote/upstream-routing.d.ts

@@ -0,0 +1,15 @@
+import { Terminal } from '@yuants/protocol';
+import { IQuoteKey, IQuoteState } from './types';
+export interface IQuoteMiss {
+    product_id: string;
+    field: IQuoteKey;
+}
+declare const terminal: Terminal;
+export declare const fillQuoteStateFromUpstream: (params: {
+    terminal: Terminal;
+    quoteState: IQuoteState;
+    cacheMissed: IQuoteMiss[];
+    updated_at: number;
+}) => Promise<void>;
+export {};
+//# sourceMappingURL=upstream-routing.d.ts.map

package/lib/quote/upstream-routing.d.ts.map

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