@yuants/app-virtual-exchange 0.9.3 → 0.9.4

package/dist/quote/prefix-matcher.js

@@ -0,0 +1,7 @@
+export 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),
+    };
+};
+//# sourceMappingURL=prefix-matcher.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"prefix-matcher.js","sourceRoot":"","sources":["../../src/quote/prefix-matcher.ts"],"names":[],"mappings":"AAIA,MAAM,CAAC,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","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/dist/quote/request-key.js

@@ -0,0 +1,20 @@
+import { TextEncoder } from 'util';
+import { fnv1a64Hex } from '@yuants/utils';
+const SEP_BYTE = new Uint8Array([0xff]);
+const encodeStrings = (parts) => {
+    const buffers = [];
+    for (const part of parts) {
+        buffers.push(new 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;
+};
+export const fnv1a64HexFromStrings = (parts) => fnv1a64Hex(encodeStrings(parts));
+//# sourceMappingURL=request-key.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"request-key.js","sourceRoot":"","sources":["../../src/quote/request-key.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,MAAM,CAAC;AAEnC,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;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,WAAW,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;AAEF,MAAM,CAAC,MAAM,qBAAqB,GAAG,CAAC,KAAe,EAAU,EAAE,CAAC,UAAU,CAAC,aAAa,CAAC,KAAK,CAAC,CAAC,CAAC","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/dist/quote/service.js

@@ -1,14 +1,48 @@
 import { Terminal } from '@yuants/protocol';
+import { newError } from '@yuants/utils';
 import { createQuoteState } from './state';
+import { fillQuoteStateFromUpstream } from './upstream-routing';
 const terminal = Terminal.fromNodeEnv();
 const quoteState = 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 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'],
@@ -25,21 +59,10 @@ 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 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/dist/quote/service.js.map

@@ -1 +1 @@
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+{"version":3,"file":"service.js","sourceRoot":"","sources":["../../src/quote/service.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,QAAQ,EAAE,MAAM,eAAe,CAAC;AACzC,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAE3C,OAAO,EAAE,0BAA0B,EAAc,MAAM,oBAAoB,CAAC;AAE5E,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,UAAU,GAAG,gBAAgB,EAAE,CAAC;AAEtC,MAAM,wBAAwB,GAAG,CAC/B,IAAwB,EACxB,MAA0E,EAC1E,EAAE;;IACF,OAAO,CAAC,IAAI,CACV,kEAAkE,EAClE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,EACtB,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,CACrB,CAAC;IACF,MAAM,EAAE,WAAW,EAAE,MAAM,EAAE,UAAU,EAAE,GAAG,MAAM,CAAC;IACnD,MAAM,WAAW,GAAoD,EAAE,CAAC;IACxE,KAAK,MAAM,UAAU,IAAI,WAAW,EAAE;QACpC,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,IAAI,CAAC,CAAA,MAAA,IAAI,CAAC,UAAU,CAAC,0CAAG,KAAK,CAAC,CAAA,EAAE;gBAC9B,WAAW,CAAC,IAAI,CAAC,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;aACzC;SACF;KACF;IACD,IAAI,WAAW,CAAC,MAAM,GAAG,CAAC,EAAE;QAC1B,MAAM,QAAQ,CAAC,mCAAmC,EAAE;YAClD,UAAU;YACV,MAAM,EAAE,WAAW,CAAC,KAAK,CAAC,CAAC,EAAE,GAAG,CAAC;YACjC,YAAY,EAAE,WAAW,CAAC,MAAM;SACjC,CAAC,CAAC;KACJ;AACH,CAAC,CAAC;AAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAAqB,kBAAkB,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,EAAE,EAAE;IACvF,UAAU,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;IAC3B,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;AAC7C,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,MAAM,CAAC,cAAc,CAAyB,oBAAoB,EAAE,EAAE,EAAE,KAAK,IAAI,EAAE;IAC1F,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,UAAU,CAAC,YAAY,EAAE,EAAE,EAAE,CAAC;AAC9E,CAAC,CAAC,CAAC;AAEH,MAAM,kBAAkB,GAAG,CACzB,UAAuB,EACvB,WAAqB,EACrB,MAAmB,EACnB,UAAkB,EACJ,EAAE;IAChB,MAAM,WAAW,GAAiB,EAAE,CAAC;IACrC,KAAK,MAAM,UAAU,IAAI,WAAW,EAAE;QACpC,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,MAAM,KAAK,GAAG,UAAU,CAAC,aAAa,CAAC,UAAU,EAAE,KAAK,CAAC,CAAC;YAC1D,IAAI,KAAK,KAAK,SAAS,IAAI,KAAK,CAAC,CAAC,CAAC,GAAG,UAAU,EAAE;gBAChD,WAAW,CAAC,IAAI,CAAC,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,CAAC;aACzC;SACF;KACF;IACD,OAAO,WAAW,CAAC;AACrB,CAAC,CAAC;AAEF,QAAQ,CAAC,MAAM,CAAC,cAAc,CAI5B,iBAAiB,EACjB;IACE,IAAI,EAAE,QAAQ;IACd,QAAQ,EAAE,CAAC,aAAa,EAAE,QAAQ,EAAE,YAAY,CAAC;IACjD,UAAU,EAAE;QACV,WAAW,EAAE;YACX,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;QACD,MAAM,EAAE;YACN,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;SAC1B;QACD,UAAU,EAAE,EAAE,IAAI,EAAE,QAAQ,EAAE;KAC/B;CACF,EACD,KAAK,EAAE,GAAG,EAAE,EAAE;IACZ,MAAM,EAAE,WAAW,EAAE,MAAM,EAAE,UAAU,EAAE,GAAG,GAAG,CAAC,GAAG,CAAC;IAEpD,MAAM,WAAW,GAAG,kBAAkB,CAAC,UAAU,EAAE,WAAW,EAAE,MAAM,EAAE,UAAU,CAAC,CAAC;IACpF,MAAM,0BAA0B,CAAC,EAAE,QAAQ,EAAE,UAAU,EAAE,WAAW,EAAE,UAAU,EAAE,CAAC,CAAC;IAEpF,MAAM,IAAI,GAAG,UAAU,CAAC,MAAM,CAAC,WAAW,EAAE,MAAM,EAAE,UAAU,CAAC,CAAC;IAChE,wBAAwB,CAAC,IAAI,EAAE,EAAE,WAAW,EAAE,MAAM,EAAE,UAAU,EAAE,CAAC,CAAC;IACpE,OAAO,EAAE,GAAG,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,EAAE,CAAC;AACnD,CAAC,CACF,CAAC","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { newError } from '@yuants/utils';\nimport { createQuoteState } from './state';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from './types';\nimport { fillQuoteStateFromUpstream, IQuoteMiss } from './upstream-routing';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst quoteState = createQuoteState();\n\nconst assertFreshnessSatisfied = (\n  data: IQuoteUpdateAction,\n  params: { product_ids: string[]; 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/dist/quote/upstream-routing.js

@@ -0,0 +1,300 @@
+import { parseQuoteServiceMetadataFromSchema, } from '@yuants/exchange';
+import { Terminal } from '@yuants/protocol';
+import { encodePath, formatTime, listWatch, newError } from '@yuants/utils';
+import { EMPTY, filter, firstValueFrom, from, map, mergeMap, of, tap, toArray } from 'rxjs';
+import { createSortedPrefixMatcher } from './prefix-matcher';
+import { fnv1a64HexFromStrings } from './request-key';
+const terminal = Terminal.fromNodeEnv();
+const quoteServiceInfos$ = terminal.terminalInfos$.pipe(mergeMap((infos) => from(infos).pipe(
+//
+mergeMap((info) => {
+    var _a;
+    return from(Object.values((_a = info.serviceInfo) !== null && _a !== void 0 ? _a : {})).pipe(filter((serviceInfo) => serviceInfo.method === 'GetQuotes'), map((serviceInfo) => ({
+        terminal_id: info.terminal_id,
+        serviceInfo,
+    })), toArray());
+}))));
+const mapGroupIdToGroup = new Map();
+/**
+ * Build provider groups from runtime terminal infos.
+ *
+ * Note: `fields` is schema `const`, so VEX must keep a stable order (lexicographical sort).
+ */
+quoteServiceInfos$
+    .pipe(listWatch((v) => v.serviceInfo.service_id, (v) => {
+    var _a;
+    console.info(formatTime(Date.now()), `[VEX][QUOTE]DiscoveringGetQuotesProvider...`, `from terminal ${v.terminal_id}`, `service ${v.serviceInfo.service_id}`, `schema:  ${JSON.stringify(v.serviceInfo.schema)}`);
+    try {
+        const metadata = parseQuoteServiceMetadataFromSchema(v.serviceInfo.schema);
+        const fields = [...metadata.fields].sort();
+        const group_id = encodePath(metadata.product_id_prefix, fields.join(','), (_a = metadata.max_products_per_request) !== null && _a !== void 0 ? _a : '');
+        const provider = {
+            terminal_id: v.terminal_id,
+            service_id: v.serviceInfo.service_id || v.serviceInfo.method,
+        };
+        if (mapGroupIdToGroup.get(group_id)) {
+            mapGroupIdToGroup.get(group_id).mapTerminalIdToInstance.set(provider.terminal_id, provider);
+        }
+        else {
+            const next = {
+                group_id,
+                meta: metadata,
+                mapTerminalIdToInstance: new Map([[provider.terminal_id, provider]]),
+            };
+            mapGroupIdToGroup.set(group_id, next);
+            console.info('11111111', [...mapGroupIdToGroup.values()]);
+        }
+        return of(void 0).pipe(
+        //
+        tap({
+            unsubscribe: () => {
+                var _a, _b;
+                (_a = mapGroupIdToGroup.get(group_id)) === null || _a === void 0 ? void 0 : _a.mapTerminalIdToInstance.delete(v.terminal_id);
+                if (((_b = mapGroupIdToGroup.get(group_id)) === null || _b === void 0 ? void 0 : _b.mapTerminalIdToInstance.size) === 0) {
+                    mapGroupIdToGroup.delete(group_id);
+                }
+            },
+        }));
+    }
+    catch (_b) {
+        // Ignore invalid schemas/providers
+        console.info(`[VEX][Quote] Ignored GetQuotes provider from terminal ${v.terminal_id} `, `service ${v.serviceInfo.service_id} due to invalid schema.`);
+        return EMPTY;
+    }
+}))
+    .subscribe();
+// -----------------------------------------------------------------------------
+// Load balancing & upstream request execution
+// -----------------------------------------------------------------------------
+const mapGroupIdToRoundRobinIndex = new Map();
+const pickInstance = (group_id, instances) => {
+    var _a;
+    if (instances.length === 0)
+        throw newError('VEX_QUOTE_PROVIDER_INSTANCE_EMPTY', { group_id });
+    const nextIndex = ((_a = mapGroupIdToRoundRobinIndex.get(group_id)) !== null && _a !== void 0 ? _a : 0) % instances.length;
+    mapGroupIdToRoundRobinIndex.set(group_id, nextIndex + 1);
+    return instances[nextIndex];
+};
+/**
+ * Call a specified vendor terminal + service instance.
+ *
+ * Any non-0 response is treated as fatal (strict freshness requirement).
+ */
+const requestGetQuotes = async (terminal, instance, req) => {
+    const res = await firstValueFrom(terminal.client
+        .request('GetQuotes', instance.terminal_id, req, instance.service_id)
+        .pipe(map((msg) => msg.res), filter((v) => v !== undefined)));
+    if (res.code !== 0) {
+        throw newError('VEX_QUOTE_PROVIDER_ERROR', { instance, res });
+    }
+    if (res.data === undefined) {
+        throw newError('VEX_QUOTE_PROVIDER_DATA_MISSING', { instance, res });
+    }
+    return res.data;
+};
+/**
+ * Per-provider (group_id) concurrency limit: 1.
+ * Implemented as a per-group promise tail.
+ */
+const mapGroupIdToTailPromise = new Map();
+const runWithProviderGroupConcurrencyLimit1 = async (group_id, fn) => {
+    var _a;
+    const prev = (_a = mapGroupIdToTailPromise.get(group_id)) !== null && _a !== void 0 ? _a : Promise.resolve();
+    let resolveCurrent = () => { };
+    const current = new Promise((resolve) => {
+        resolveCurrent = resolve;
+    });
+    mapGroupIdToTailPromise.set(group_id, prev.then(() => current));
+    await prev;
+    try {
+        return await fn();
+    }
+    finally {
+        resolveCurrent();
+    }
+};
+/**
+ * A tiny async limiter: used as a global concurrency cap to avoid request explosions.
+ */
+const createConcurrencyLimiter = (concurrency) => {
+    const queue = [];
+    let active = 0;
+    const next = () => {
+        if (active >= concurrency)
+            return;
+        const task = queue.shift();
+        if (!task)
+            return;
+        active++;
+        task();
+    };
+    return async (fn) => {
+        return await new Promise((resolve, reject) => {
+            queue.push(async () => {
+                try {
+                    resolve(await fn());
+                }
+                catch (e) {
+                    reject(e);
+                }
+                finally {
+                    active--;
+                    next();
+                }
+            });
+            next();
+        });
+    };
+};
+// Global concurrency cap for upstream `GetQuotes` calls (provider-level cap is handled separately).
+const limitGetQuotes = createConcurrencyLimiter(32);
+/**
+ * In-flight dedup:
+ * Same (provider group + product batch) should share a single upstream request promise.
+ */
+const mapKeyToInFlightGetQuotesPromise = new Map();
+const requestGetQuotesInFlight = (terminal, key, planned) => {
+    const existing = mapKeyToInFlightGetQuotesPromise.get(key);
+    if (existing)
+        return existing;
+    const promise = limitGetQuotes(() => runWithProviderGroupConcurrencyLimit1(planned.group_id, async () => {
+        const instance = pickInstance(planned.group_id, planned.instances);
+        return await requestGetQuotes(terminal, instance, planned.req);
+    })).finally(() => {
+        mapKeyToInFlightGetQuotesPromise.delete(key);
+    });
+    mapKeyToInFlightGetQuotesPromise.set(key, promise);
+    return promise;
+};
+const buildProviderIndices = (groups) => {
+    const mapGroupIdToGroup = new Map(groups.map((x) => [x.group_id, x]));
+    const prefixMatcher = createSortedPrefixMatcher(groups.map((group) => ({ prefix: group.meta.product_id_prefix, value: group.group_id })));
+    const mapFieldToGroupIds = new Map();
+    for (const group of groups) {
+        for (const field of group.meta.fields) {
+            let groupIds = mapFieldToGroupIds.get(field);
+            if (!groupIds) {
+                groupIds = new Set();
+                mapFieldToGroupIds.set(field, groupIds);
+            }
+            groupIds.add(group.group_id);
+        }
+    }
+    return { mapGroupIdToGroup, prefixMatcher, mapFieldToGroupIds };
+};
+/**
+ * L1 quote routing (per `docs/zh-Hans/code-guidelines/exchange.md`):
+ * For each missed (product_id, field), route to `S_product_id ∩ S_field`.
+ */
+const routeMisses = (cacheMissed, indices, updated_at) => {
+    const { prefixMatcher, mapFieldToGroupIds } = indices;
+    const mapProductIdToGroupIds = new Map();
+    const productsByGroupId = new Map();
+    const unroutableProducts = new Set();
+    // Field unavailable: return "" but keep updated_at satisfied to avoid repeated misses.
+    const unavailableAction = {};
+    for (const miss of cacheMissed) {
+        const { product_id, field } = miss;
+        let productGroupIds = mapProductIdToGroupIds.get(product_id);
+        if (!productGroupIds) {
+            productGroupIds = prefixMatcher.match(product_id);
+            mapProductIdToGroupIds.set(product_id, productGroupIds);
+        }
+        if (productGroupIds.length === 0) {
+            unroutableProducts.add(product_id);
+            continue;
+        }
+        const fieldGroupIds = mapFieldToGroupIds.get(field);
+        if (!fieldGroupIds) {
+            if (!unavailableAction[product_id])
+                unavailableAction[product_id] = {};
+            unavailableAction[product_id][field] = ['', updated_at];
+            continue;
+        }
+        let matched = false;
+        for (const group_id of productGroupIds) {
+            if (!fieldGroupIds.has(group_id))
+                continue;
+            matched = true;
+            let productIds = productsByGroupId.get(group_id);
+            if (!productIds) {
+                productIds = new Set();
+                productsByGroupId.set(group_id, productIds);
+            }
+            productIds.add(product_id);
+        }
+        if (!matched) {
+            if (!unavailableAction[product_id])
+                unavailableAction[product_id] = {};
+            unavailableAction[product_id][field] = ['', updated_at];
+        }
+    }
+    return { productsByGroupId, unavailableAction, unroutableProducts };
+};
+const createRequestKey = (group_id, batchProductIds) => encodePath(group_id, fnv1a64HexFromStrings(batchProductIds));
+const planRequests = (productsByGroupId, mapGroupIdToGroup) => {
+    var _a;
+    const plannedRequests = [];
+    for (const [group_id, productIdSet] of productsByGroupId) {
+        const group = mapGroupIdToGroup.get(group_id);
+        if (!group)
+            continue;
+        const sortedProductIds = [...productIdSet].sort();
+        const max = (_a = group.meta.max_products_per_request) !== null && _a !== void 0 ? _a : sortedProductIds.length;
+        for (let i = 0; i < sortedProductIds.length; i += max) {
+            const batchProductIds = sortedProductIds.slice(i, i + max);
+            const key = createRequestKey(group_id, batchProductIds);
+            plannedRequests.push({
+                key,
+                planned: {
+                    group_id,
+                    instances: Array.from(group.mapTerminalIdToInstance.values()),
+                    req: { product_ids: batchProductIds, fields: group.meta.fields },
+                },
+            });
+        }
+    }
+    return plannedRequests;
+};
+export const fillQuoteStateFromUpstream = async (params) => {
+    const { terminal, quoteState, cacheMissed, updated_at } = params;
+    if (cacheMissed.length === 0)
+        return;
+    const providerGroups = Array.from(mapGroupIdToGroup.values());
+    console.info(formatTime(Date.now()), `[VEX][Quote]UpstreamProviderDiscovery`, ` Discovered ${providerGroups.length} GetQuotes provider groups from terminal infos.`, JSON.stringify(providerGroups));
+    if (providerGroups.length === 0) {
+        throw newError('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });
+    }
+    const indices = buildProviderIndices(providerGroups);
+    const { productsByGroupId, unavailableAction, unroutableProducts } = routeMisses(cacheMissed, indices, updated_at);
+    console.info(formatTime(Date.now()), `[VEX][Quote]RouteDispatched`, ` Routed ${cacheMissed.length} missed quotes to ${productsByGroupId.size} provider groups, ` +
+        `${unroutableProducts.size} unroutable products.`, JSON.stringify({
+        productsByGroupId: [...productsByGroupId.entries()].map(([group_id, productIds]) => ({
+            group_id,
+            product_ids: [...productIds],
+        })),
+        unroutable_products: [...unroutableProducts],
+        unavailable_action: unavailableAction,
+    }));
+    if (unroutableProducts.size !== 0) {
+        throw newError('VEX_QUOTE_PRODUCT_UNROUTABLE', {
+            updated_at,
+            unroutable_products: [...unroutableProducts].slice(0, 200),
+            unroutable_products_total: unroutableProducts.size,
+        });
+    }
+    quoteState.update(unavailableAction);
+    const plannedRequests = planRequests(productsByGroupId, indices.mapGroupIdToGroup);
+    console.info(formatTime(Date.now()), `[VEX][Quote]RequestPlanned`, `Planned ${plannedRequests.length} upstream GetQuotes requests.`, JSON.stringify(plannedRequests.map(({ key, planned }) => ({
+        key,
+        group_id: planned.group_id,
+        product_ids: planned.req.product_ids,
+        fields: planned.req.fields,
+    }))));
+    const actions = await Promise.all(plannedRequests.map(async ({ key, planned }) => await requestGetQuotesInFlight(terminal, key, planned)));
+    console.debug(formatTime(Date.now()), `[VEX][Quote]RequestReceived`, `Received ${actions.length} upstream GetQuotes responses.`);
+    for (const action of actions) {
+        quoteState.update(action);
+    }
+};
+//# sourceMappingURL=upstream-routing.js.map

package/dist/quote/upstream-routing.js.map

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{\n  IQuoteUpdateAction as IExchangeQuoteUpdateAction,\n  IQuoteServiceMetadata,\n  IQuoteServiceRequestByVEX,\n  parseQuoteServiceMetadataFromSchema,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime, listWatch, newError } from '@yuants/utils';\nimport { EMPTY, filter, firstValueFrom, from, map, mergeMap, of, tap, timer, toArray } from 'rxjs';\nimport { createSortedPrefixMatcher } from './prefix-matcher';\nimport { fnv1a64HexFromStrings } from './request-key';\nimport { IQuoteKey, IQuoteState, IQuoteUpdateAction } from './types';\n\nexport interface IQuoteMiss {\n  product_id: string;\n  field: IQuoteKey;\n}\n\n// -----------------------------------------------------------------------------\n// Provider discovery (schema-driven)\n// -----------------------------------------------------------------------------\n\ninterface IQuoteProviderInstance {\n  terminal_id: string;\n  service_id: string;\n}\n\n/**\n * A \"provider group\" 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IQuoteProviderGroup>();\n\n/**\n * Build provider groups from runtime terminal infos.\n *\n * Note: `fields` is schema `const`, so VEX must keep a stable order (lexicographical sort).\n */\nquoteServiceInfos$\n  .pipe(\n    listWatch(\n      (v) => v.serviceInfo.service_id,\n      (v) => {\n        console.info(\n          formatTime(Date.now()),\n          `[VEX][QUOTE]DiscoveringGetQuotesProvider...`,\n          `from terminal ${v.terminal_id}`,\n          `service ${v.serviceInfo.service_id}`,\n          `schema:  ${JSON.stringify(v.serviceInfo.schema)}`,\n        );\n        try {\n          const metadata = parseQuoteServiceMetadataFromSchema(v.serviceInfo.schema);\n          const fields = [...(metadata.fields as unknown as IQuoteKey[])].sort();\n          const group_id = encodePath(\n            metadata.product_id_prefix,\n            fields.join(','),\n            metadata.max_products_per_request ?? 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Promise.resolve();\n  let resolveCurrent: () => void = () => {};\n  const current = new Promise<void>((resolve) => {\n    resolveCurrent = resolve;\n  });\n  mapGroupIdToTailPromise.set(\n    group_id,\n    prev.then(() => current),\n  );\n  await prev;\n  try {\n    return await fn();\n  } finally {\n    resolveCurrent();\n  }\n};\n\n/**\n * A tiny async limiter: used as a global concurrency cap to avoid request explosions.\n */\nconst createConcurrencyLimiter = (concurrency: number) => {\n  const queue: Array<() => void> = [];\n  let active = 0;\n  const next = () => {\n    if (active >= concurrency) return;\n    const task = queue.shift();\n    if (!task) return;\n    active++;\n    task();\n  };\n  return async <T>(fn: () => Promise<T>): Promise<T> => {\n    return await new Promise<T>((resolve, reject) => {\n      queue.push(async () => {\n        try {\n          resolve(await fn());\n        } catch (e) {\n          reject(e);\n        } finally {\n          active--;\n          next();\n        }\n      });\n      next();\n    });\n  };\n};\n\n// Global concurrency cap for upstream `GetQuotes` calls (provider-level cap is handled separately).\nconst limitGetQuotes = createConcurrencyLimiter(32);\n\n/**\n * In-flight dedup:\n * Same (provider group + product batch) should share a single upstream request promise.\n */\nconst mapKeyToInFlightGetQuotesPromise = new Map<string, Promise<IExchangeQuoteUpdateAction>>();\nconst requestGetQuotesInFlight = (terminal: Terminal, key: string, planned: IPlannedRequest) => {\n  const existing = mapKeyToInFlightGetQuotesPromise.get(key);\n  if (existing) return existing;\n  const promise = limitGetQuotes(() =>\n    runWithProviderGroupConcurrencyLimit1(planned.group_id, async () => {\n      const instance = pickInstance(planned.group_id, planned.instances);\n      return await requestGetQuotes(terminal, instance, planned.req);\n    }),\n  ).finally(() => {\n    mapKeyToInFlightGetQuotesPromise.delete(key);\n  });\n  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groupIds.add(group.group_id);\n    }\n  }\n  return { mapGroupIdToGroup, prefixMatcher, mapFieldToGroupIds };\n};\n\n/**\n * L1 quote routing (per `docs/zh-Hans/code-guidelines/exchange.md`):\n * For each missed (product_id, field), route to `S_product_id ∩ S_field`.\n */\nconst routeMisses = (\n  cacheMissed: IQuoteMiss[],\n  indices: IProviderIndices,\n  updated_at: number,\n): {\n  productsByGroupId: Map<string, Set<string>>;\n  unavailableAction: IQuoteUpdateAction;\n  unroutableProducts: Set<string>;\n} => {\n  const { prefixMatcher, mapFieldToGroupIds } = indices;\n\n  const mapProductIdToGroupIds = new Map<string, string[]>();\n\n  const productsByGroupId = new Map<string, Set<string>>();\n  const unroutableProducts = new Set<string>();\n  // Field unavailable: return \"\" but keep updated_at satisfied to avoid repeated misses.\n  const unavailableAction: IQuoteUpdateAction = {};\n\n  for (const miss of cacheMissed) {\n    const { product_id, field } = miss;\n\n    let productGroupIds = mapProductIdToGroupIds.get(product_id);\n    if (!productGroupIds) {\n      productGroupIds = prefixMatcher.match(product_id);\n      mapProductIdToGroupIds.set(product_id, productGroupIds);\n    }\n    if (productGroupIds.length === 0) {\n      unroutableProducts.add(product_id);\n      continue;\n    }\n\n    const fieldGroupIds = mapFieldToGroupIds.get(field);\n    if (!fieldGroupIds) {\n      if (!unavailableAction[product_id]) unavailableAction[product_id] = {};\n      unavailableAction[product_id]![field] = ['', updated_at];\n      continue;\n    }\n\n    let matched = false;\n    for (const group_id of productGroupIds) {\n      if (!fieldGroupIds.has(group_id)) continue;\n      matched = true;\n      let productIds = productsByGroupId.get(group_id);\n      if (!productIds) {\n        productIds = new Set<string>();\n        productsByGroupId.set(group_id, productIds);\n      }\n      productIds.add(product_id);\n    }\n\n    if (!matched) {\n      if (!unavailableAction[product_id]) unavailableAction[product_id] = {};\n      unavailableAction[product_id]![field] = ['', updated_at];\n    }\n  }\n\n  return { productsByGroupId, unavailableAction, unroutableProducts };\n};\n\nconst createRequestKey = (group_id: string, batchProductIds: string[]) =>\n  encodePath(group_id, fnv1a64HexFromStrings(batchProductIds));\n\nconst planRequests = (\n  productsByGroupId: Map<string, Set<string>>,\n  mapGroupIdToGroup: Map<string, IQuoteProviderGroup>,\n): Array<{ key: string; planned: IPlannedRequest }> => {\n  const plannedRequests: Array<{ key: string; planned: IPlannedRequest }> = [];\n  for (const [group_id, productIdSet] of productsByGroupId) {\n    const group = mapGroupIdToGroup.get(group_id);\n    if (!group) continue;\n    const sortedProductIds = [...productIdSet].sort();\n    const max = group.meta.max_products_per_request ?? sortedProductIds.length;\n    for (let i = 0; i < sortedProductIds.length; i += max) {\n      const batchProductIds = sortedProductIds.slice(i, i + max);\n      const key = createRequestKey(group_id, batchProductIds);\n      plannedRequests.push({\n        key,\n        planned: {\n          group_id,\n          instances: Array.from(group.mapTerminalIdToInstance.values()),\n          req: { product_ids: batchProductIds, fields: group.meta.fields as any },\n        },\n      });\n    }\n  }\n  return plannedRequests;\n};\n\nexport const fillQuoteStateFromUpstream = async (params: {\n  terminal: Terminal;\n  quoteState: IQuoteState;\n  cacheMissed: IQuoteMiss[];\n  updated_at: number;\n}): Promise<void> => {\n  const { terminal, quoteState, cacheMissed, updated_at } = params;\n  if (cacheMissed.length === 0) return;\n\n  const providerGroups = Array.from(mapGroupIdToGroup.values());\n  console.info(\n    formatTime(Date.now()),\n    `[VEX][Quote]UpstreamProviderDiscovery`,\n    ` Discovered ${providerGroups.length} GetQuotes provider groups from terminal infos.`,\n    JSON.stringify(providerGroups),\n  );\n  if (providerGroups.length === 0) {\n    throw newError('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });\n  }\n\n  const indices = buildProviderIndices(providerGroups);\n  const { productsByGroupId, unavailableAction, unroutableProducts } = routeMisses(\n    cacheMissed,\n    indices,\n    updated_at,\n  );\n\n  console.info(\n    formatTime(Date.now()),\n    `[VEX][Quote]RouteDispatched`,\n    ` Routed ${cacheMissed.length} missed quotes to ${productsByGroupId.size} provider groups, ` +\n      `${unroutableProducts.size} unroutable products.`,\n    JSON.stringify({\n      productsByGroupId: [...productsByGroupId.entries()].map(([group_id, productIds]) => ({\n        group_id,\n        product_ids: [...productIds],\n      })),\n      unroutable_products: [...unroutableProducts],\n      unavailable_action: unavailableAction,\n    }),\n  );\n\n  if (unroutableProducts.size !== 0) {\n    throw newError('VEX_QUOTE_PRODUCT_UNROUTABLE', {\n      updated_at,\n      unroutable_products: [...unroutableProducts].slice(0, 200),\n      unroutable_products_total: unroutableProducts.size,\n    });\n  }\n\n  quoteState.update(unavailableAction);\n\n  const plannedRequests = planRequests(productsByGroupId, indices.mapGroupIdToGroup);\n\n  console.info(\n    formatTime(Date.now()),\n    `[VEX][Quote]RequestPlanned`,\n    `Planned ${plannedRequests.length} upstream GetQuotes requests.`,\n    JSON.stringify(\n      plannedRequests.map(({ key, planned }) => ({\n        key,\n        group_id: planned.group_id,\n        product_ids: planned.req.product_ids,\n        fields: planned.req.fields,\n      })),\n    ),\n  );\n\n  const actions = await Promise.all(\n    plannedRequests.map(async ({ key, planned }) => await requestGetQuotesInFlight(terminal, key, planned)),\n  );\n\n  console.debug(\n    formatTime(Date.now()),\n    `[VEX][Quote]RequestReceived`,\n    `Received ${actions.length} upstream GetQuotes responses.`,\n    // JSON.stringify(actions),\n  );\n\n  for (const action of actions) {\n    quoteState.update(action as unknown as IQuoteUpdateAction);\n  }\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

@@ -0,0 +1 @@
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package/lib/quote/upstream-routing.js

@@ -0,0 +1,304 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.fillQuoteStateFromUpstream = void 0;
+const exchange_1 = require("@yuants/exchange");
+const protocol_1 = require("@yuants/protocol");
+const utils_1 = require("@yuants/utils");
+const rxjs_1 = require("rxjs");
+const prefix_matcher_1 = require("./prefix-matcher");
+const request_key_1 = require("./request-key");
+const terminal = protocol_1.Terminal.fromNodeEnv();
+const quoteServiceInfos$ = terminal.terminalInfos$.pipe((0, rxjs_1.mergeMap)((infos) => (0, rxjs_1.from)(infos).pipe(
+//
+(0, rxjs_1.mergeMap)((info) => {
+    var _a;
+    return (0, rxjs_1.from)(Object.values((_a = info.serviceInfo) !== null && _a !== void 0 ? _a : {})).pipe((0, rxjs_1.filter)((serviceInfo) => serviceInfo.method === 'GetQuotes'), (0, rxjs_1.map)((serviceInfo) => ({
+        terminal_id: info.terminal_id,
+        serviceInfo,
+    })), (0, rxjs_1.toArray)());
+}))));
+const mapGroupIdToGroup = new Map();
+/**
+ * Build provider groups from runtime terminal infos.
+ *
+ * Note: `fields` is schema `const`, so VEX must keep a stable order (lexicographical sort).
+ */
+quoteServiceInfos$
+    .pipe((0, utils_1.listWatch)((v) => v.serviceInfo.service_id, (v) => {
+    var _a;
+    console.info((0, utils_1.formatTime)(Date.now()), `[VEX][QUOTE]DiscoveringGetQuotesProvider...`, `from terminal ${v.terminal_id}`, `service ${v.serviceInfo.service_id}`, `schema:  ${JSON.stringify(v.serviceInfo.schema)}`);
+    try {
+        const metadata = (0, exchange_1.parseQuoteServiceMetadataFromSchema)(v.serviceInfo.schema);
+        const fields = [...metadata.fields].sort();
+        const group_id = (0, utils_1.encodePath)(metadata.product_id_prefix, fields.join(','), (_a = metadata.max_products_per_request) !== null && _a !== void 0 ? _a : '');
+        const provider = {
+            terminal_id: v.terminal_id,
+            service_id: v.serviceInfo.service_id || v.serviceInfo.method,
+        };
+        if (mapGroupIdToGroup.get(group_id)) {
+            mapGroupIdToGroup.get(group_id).mapTerminalIdToInstance.set(provider.terminal_id, provider);
+        }
+        else {
+            const next = {
+                group_id,
+                meta: metadata,
+                mapTerminalIdToInstance: new Map([[provider.terminal_id, provider]]),
+            };
+            mapGroupIdToGroup.set(group_id, next);
+            console.info('11111111', [...mapGroupIdToGroup.values()]);
+        }
+        return (0, rxjs_1.of)(void 0).pipe(
+        //
+        (0, rxjs_1.tap)({
+            unsubscribe: () => {
+                var _a, _b;
+                (_a = mapGroupIdToGroup.get(group_id)) === null || _a === void 0 ? void 0 : _a.mapTerminalIdToInstance.delete(v.terminal_id);
+                if (((_b = mapGroupIdToGroup.get(group_id)) === null || _b === void 0 ? void 0 : _b.mapTerminalIdToInstance.size) === 0) {
+                    mapGroupIdToGroup.delete(group_id);
+                }
+            },
+        }));
+    }
+    catch (_b) {
+        // Ignore invalid schemas/providers
+        console.info(`[VEX][Quote] Ignored GetQuotes provider from terminal ${v.terminal_id} `, `service ${v.serviceInfo.service_id} due to invalid schema.`);
+        return rxjs_1.EMPTY;
+    }
+}))
+    .subscribe();
+// -----------------------------------------------------------------------------
+// Load balancing & upstream request execution
+// -----------------------------------------------------------------------------
+const mapGroupIdToRoundRobinIndex = new Map();
+const pickInstance = (group_id, instances) => {
+    var _a;
+    if (instances.length === 0)
+        throw (0, utils_1.newError)('VEX_QUOTE_PROVIDER_INSTANCE_EMPTY', { group_id });
+    const nextIndex = ((_a = mapGroupIdToRoundRobinIndex.get(group_id)) !== null && _a !== void 0 ? _a : 0) % instances.length;
+    mapGroupIdToRoundRobinIndex.set(group_id, nextIndex + 1);
+    return instances[nextIndex];
+};
+/**
+ * Call a specified vendor terminal + service instance.
+ *
+ * Any non-0 response is treated as fatal (strict freshness requirement).
+ */
+const requestGetQuotes = async (terminal, instance, req) => {
+    const res = await (0, rxjs_1.firstValueFrom)(terminal.client
+        .request('GetQuotes', instance.terminal_id, req, instance.service_id)
+        .pipe((0, rxjs_1.map)((msg) => msg.res), (0, rxjs_1.filter)((v) => v !== undefined)));
+    if (res.code !== 0) {
+        throw (0, utils_1.newError)('VEX_QUOTE_PROVIDER_ERROR', { instance, res });
+    }
+    if (res.data === undefined) {
+        throw (0, utils_1.newError)('VEX_QUOTE_PROVIDER_DATA_MISSING', { instance, res });
+    }
+    return res.data;
+};
+/**
+ * Per-provider (group_id) concurrency limit: 1.
+ * Implemented as a per-group promise tail.
+ */
+const mapGroupIdToTailPromise = new Map();
+const runWithProviderGroupConcurrencyLimit1 = async (group_id, fn) => {
+    var _a;
+    const prev = (_a = mapGroupIdToTailPromise.get(group_id)) !== null && _a !== void 0 ? _a : Promise.resolve();
+    let resolveCurrent = () => { };
+    const current = new Promise((resolve) => {
+        resolveCurrent = resolve;
+    });
+    mapGroupIdToTailPromise.set(group_id, prev.then(() => current));
+    await prev;
+    try {
+        return await fn();
+    }
+    finally {
+        resolveCurrent();
+    }
+};
+/**
+ * A tiny async limiter: used as a global concurrency cap to avoid request explosions.
+ */
+const createConcurrencyLimiter = (concurrency) => {
+    const queue = [];
+    let active = 0;
+    const next = () => {
+        if (active >= concurrency)
+            return;
+        const task = queue.shift();
+        if (!task)
+            return;
+        active++;
+        task();
+    };
+    return async (fn) => {
+        return await new Promise((resolve, reject) => {
+            queue.push(async () => {
+                try {
+                    resolve(await fn());
+                }
+                catch (e) {
+                    reject(e);
+                }
+                finally {
+                    active--;
+                    next();
+                }
+            });
+            next();
+        });
+    };
+};
+// Global concurrency cap for upstream `GetQuotes` calls (provider-level cap is handled separately).
+const limitGetQuotes = createConcurrencyLimiter(32);
+/**
+ * In-flight dedup:
+ * Same (provider group + product batch) should share a single upstream request promise.
+ */
+const mapKeyToInFlightGetQuotesPromise = new Map();
+const requestGetQuotesInFlight = (terminal, key, planned) => {
+    const existing = mapKeyToInFlightGetQuotesPromise.get(key);
+    if (existing)
+        return existing;
+    const promise = limitGetQuotes(() => runWithProviderGroupConcurrencyLimit1(planned.group_id, async () => {
+        const instance = pickInstance(planned.group_id, planned.instances);
+        return await requestGetQuotes(terminal, instance, planned.req);
+    })).finally(() => {
+        mapKeyToInFlightGetQuotesPromise.delete(key);
+    });
+    mapKeyToInFlightGetQuotesPromise.set(key, promise);
+    return promise;
+};
+const buildProviderIndices = (groups) => {
+    const mapGroupIdToGroup = new Map(groups.map((x) => [x.group_id, x]));
+    const prefixMatcher = (0, prefix_matcher_1.createSortedPrefixMatcher)(groups.map((group) => ({ prefix: group.meta.product_id_prefix, value: group.group_id })));
+    const mapFieldToGroupIds = new Map();
+    for (const group of groups) {
+        for (const field of group.meta.fields) {
+            let groupIds = mapFieldToGroupIds.get(field);
+            if (!groupIds) {
+                groupIds = new Set();
+                mapFieldToGroupIds.set(field, groupIds);
+            }
+            groupIds.add(group.group_id);
+        }
+    }
+    return { mapGroupIdToGroup, prefixMatcher, mapFieldToGroupIds };
+};
+/**
+ * L1 quote routing (per `docs/zh-Hans/code-guidelines/exchange.md`):
+ * For each missed (product_id, field), route to `S_product_id ∩ S_field`.
+ */
+const routeMisses = (cacheMissed, indices, updated_at) => {
+    const { prefixMatcher, mapFieldToGroupIds } = indices;
+    const mapProductIdToGroupIds = new Map();
+    const productsByGroupId = new Map();
+    const unroutableProducts = new Set();
+    // Field unavailable: return "" but keep updated_at satisfied to avoid repeated misses.
+    const unavailableAction = {};
+    for (const miss of cacheMissed) {
+        const { product_id, field } = miss;
+        let productGroupIds = mapProductIdToGroupIds.get(product_id);
+        if (!productGroupIds) {
+            productGroupIds = prefixMatcher.match(product_id);
+            mapProductIdToGroupIds.set(product_id, productGroupIds);
+        }
+        if (productGroupIds.length === 0) {
+            unroutableProducts.add(product_id);
+            continue;
+        }
+        const fieldGroupIds = mapFieldToGroupIds.get(field);
+        if (!fieldGroupIds) {
+            if (!unavailableAction[product_id])
+                unavailableAction[product_id] = {};
+            unavailableAction[product_id][field] = ['', updated_at];
+            continue;
+        }
+        let matched = false;
+        for (const group_id of productGroupIds) {
+            if (!fieldGroupIds.has(group_id))
+                continue;
+            matched = true;
+            let productIds = productsByGroupId.get(group_id);
+            if (!productIds) {
+                productIds = new Set();
+                productsByGroupId.set(group_id, productIds);
+            }
+            productIds.add(product_id);
+        }
+        if (!matched) {
+            if (!unavailableAction[product_id])
+                unavailableAction[product_id] = {};
+            unavailableAction[product_id][field] = ['', updated_at];
+        }
+    }
+    return { productsByGroupId, unavailableAction, unroutableProducts };
+};
+const createRequestKey = (group_id, batchProductIds) => (0, utils_1.encodePath)(group_id, (0, request_key_1.fnv1a64HexFromStrings)(batchProductIds));
+const planRequests = (productsByGroupId, mapGroupIdToGroup) => {
+    var _a;
+    const plannedRequests = [];
+    for (const [group_id, productIdSet] of productsByGroupId) {
+        const group = mapGroupIdToGroup.get(group_id);
+        if (!group)
+            continue;
+        const sortedProductIds = [...productIdSet].sort();
+        const max = (_a = group.meta.max_products_per_request) !== null && _a !== void 0 ? _a : sortedProductIds.length;
+        for (let i = 0; i < sortedProductIds.length; i += max) {
+            const batchProductIds = sortedProductIds.slice(i, i + max);
+            const key = createRequestKey(group_id, batchProductIds);
+            plannedRequests.push({
+                key,
+                planned: {
+                    group_id,
+                    instances: Array.from(group.mapTerminalIdToInstance.values()),
+                    req: { product_ids: batchProductIds, fields: group.meta.fields },
+                },
+            });
+        }
+    }
+    return plannedRequests;
+};
+const fillQuoteStateFromUpstream = async (params) => {
+    const { terminal, quoteState, cacheMissed, updated_at } = params;
+    if (cacheMissed.length === 0)
+        return;
+    const providerGroups = Array.from(mapGroupIdToGroup.values());
+    console.info((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]UpstreamProviderDiscovery`, ` Discovered ${providerGroups.length} GetQuotes provider groups from terminal infos.`, JSON.stringify(providerGroups));
+    if (providerGroups.length === 0) {
+        throw (0, utils_1.newError)('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });
+    }
+    const indices = buildProviderIndices(providerGroups);
+    const { productsByGroupId, unavailableAction, unroutableProducts } = routeMisses(cacheMissed, indices, updated_at);
+    console.info((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]RouteDispatched`, ` Routed ${cacheMissed.length} missed quotes to ${productsByGroupId.size} provider groups, ` +
+        `${unroutableProducts.size} unroutable products.`, JSON.stringify({
+        productsByGroupId: [...productsByGroupId.entries()].map(([group_id, productIds]) => ({
+            group_id,
+            product_ids: [...productIds],
+        })),
+        unroutable_products: [...unroutableProducts],
+        unavailable_action: unavailableAction,
+    }));
+    if (unroutableProducts.size !== 0) {
+        throw (0, utils_1.newError)('VEX_QUOTE_PRODUCT_UNROUTABLE', {
+            updated_at,
+            unroutable_products: [...unroutableProducts].slice(0, 200),
+            unroutable_products_total: unroutableProducts.size,
+        });
+    }
+    quoteState.update(unavailableAction);
+    const plannedRequests = planRequests(productsByGroupId, indices.mapGroupIdToGroup);
+    console.info((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]RequestPlanned`, `Planned ${plannedRequests.length} upstream GetQuotes requests.`, JSON.stringify(plannedRequests.map(({ key, planned }) => ({
+        key,
+        group_id: planned.group_id,
+        product_ids: planned.req.product_ids,
+        fields: planned.req.fields,
+    }))));
+    const actions = await Promise.all(plannedRequests.map(async ({ key, planned }) => await requestGetQuotesInFlight(terminal, key, planned)));
+    console.debug((0, utils_1.formatTime)(Date.now()), `[VEX][Quote]RequestReceived`, `Received ${actions.length} upstream GetQuotes responses.`);
+    for (const action of actions) {
+        quoteState.update(action);
+    }
+};
+exports.fillQuoteStateFromUpstream = fillQuoteStateFromUpstream;
+//# sourceMappingURL=upstream-routing.js.map

package/lib/quote/upstream-routing.js.map

@@ -0,0 +1 @@
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IQuoteProviderGroup>();\n\n/**\n * Build provider groups from runtime terminal infos.\n *\n * Note: `fields` is schema `const`, so VEX must keep a stable order (lexicographical sort).\n */\nquoteServiceInfos$\n  .pipe(\n    listWatch(\n      (v) => v.serviceInfo.service_id,\n      (v) => {\n        console.info(\n          formatTime(Date.now()),\n          `[VEX][QUOTE]DiscoveringGetQuotesProvider...`,\n          `from terminal ${v.terminal_id}`,\n          `service ${v.serviceInfo.service_id}`,\n          `schema:  ${JSON.stringify(v.serviceInfo.schema)}`,\n        );\n        try {\n          const metadata = parseQuoteServiceMetadataFromSchema(v.serviceInfo.schema);\n          const fields = [...(metadata.fields as unknown as IQuoteKey[])].sort();\n          const group_id = encodePath(\n            metadata.product_id_prefix,\n            fields.join(','),\n            metadata.max_products_per_request ?? 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Promise.resolve();\n  let resolveCurrent: () => void = () => {};\n  const current = new Promise<void>((resolve) => {\n    resolveCurrent = resolve;\n  });\n  mapGroupIdToTailPromise.set(\n    group_id,\n    prev.then(() => current),\n  );\n  await prev;\n  try {\n    return await fn();\n  } finally {\n    resolveCurrent();\n  }\n};\n\n/**\n * A tiny async limiter: used as a global concurrency cap to avoid request explosions.\n */\nconst createConcurrencyLimiter = (concurrency: number) => {\n  const queue: Array<() => void> = [];\n  let active = 0;\n  const next = () => {\n    if (active >= concurrency) return;\n    const task = queue.shift();\n    if (!task) return;\n    active++;\n    task();\n  };\n  return async <T>(fn: () => Promise<T>): Promise<T> => {\n    return await new Promise<T>((resolve, reject) => {\n      queue.push(async () => {\n        try {\n          resolve(await fn());\n        } catch (e) {\n          reject(e);\n        } finally {\n          active--;\n          next();\n        }\n      });\n      next();\n    });\n  };\n};\n\n// Global concurrency cap for upstream `GetQuotes` calls (provider-level cap is handled separately).\nconst limitGetQuotes = createConcurrencyLimiter(32);\n\n/**\n * In-flight dedup:\n * Same (provider group + product batch) should share a single upstream request promise.\n */\nconst mapKeyToInFlightGetQuotesPromise = new Map<string, Promise<IExchangeQuoteUpdateAction>>();\nconst requestGetQuotesInFlight = (terminal: Terminal, key: string, planned: IPlannedRequest) => {\n  const existing = mapKeyToInFlightGetQuotesPromise.get(key);\n  if (existing) return existing;\n  const promise = limitGetQuotes(() =>\n    runWithProviderGroupConcurrencyLimit1(planned.group_id, async () => {\n      const instance = pickInstance(planned.group_id, planned.instances);\n      return await requestGetQuotes(terminal, instance, planned.req);\n    }),\n  ).finally(() => {\n    mapKeyToInFlightGetQuotesPromise.delete(key);\n  });\n  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groupIds.add(group.group_id);\n    }\n  }\n  return { mapGroupIdToGroup, prefixMatcher, mapFieldToGroupIds };\n};\n\n/**\n * L1 quote routing (per `docs/zh-Hans/code-guidelines/exchange.md`):\n * For each missed (product_id, field), route to `S_product_id ∩ S_field`.\n */\nconst routeMisses = (\n  cacheMissed: IQuoteMiss[],\n  indices: IProviderIndices,\n  updated_at: number,\n): {\n  productsByGroupId: Map<string, Set<string>>;\n  unavailableAction: IQuoteUpdateAction;\n  unroutableProducts: Set<string>;\n} => {\n  const { prefixMatcher, mapFieldToGroupIds } = indices;\n\n  const mapProductIdToGroupIds = new Map<string, string[]>();\n\n  const productsByGroupId = new Map<string, Set<string>>();\n  const unroutableProducts = new Set<string>();\n  // Field unavailable: return \"\" but keep updated_at satisfied to avoid repeated misses.\n  const unavailableAction: IQuoteUpdateAction = {};\n\n  for (const miss of cacheMissed) {\n    const { product_id, field } = miss;\n\n    let productGroupIds = mapProductIdToGroupIds.get(product_id);\n    if (!productGroupIds) {\n      productGroupIds = prefixMatcher.match(product_id);\n      mapProductIdToGroupIds.set(product_id, productGroupIds);\n    }\n    if (productGroupIds.length === 0) {\n      unroutableProducts.add(product_id);\n      continue;\n    }\n\n    const fieldGroupIds = mapFieldToGroupIds.get(field);\n    if (!fieldGroupIds) {\n      if (!unavailableAction[product_id]) unavailableAction[product_id] = {};\n      unavailableAction[product_id]![field] = ['', updated_at];\n      continue;\n    }\n\n    let matched = false;\n    for (const group_id of productGroupIds) {\n      if (!fieldGroupIds.has(group_id)) continue;\n      matched = true;\n      let productIds = productsByGroupId.get(group_id);\n      if (!productIds) {\n        productIds = new Set<string>();\n        productsByGroupId.set(group_id, productIds);\n      }\n      productIds.add(product_id);\n    }\n\n    if (!matched) {\n      if (!unavailableAction[product_id]) unavailableAction[product_id] = {};\n      unavailableAction[product_id]![field] = ['', updated_at];\n    }\n  }\n\n  return { productsByGroupId, unavailableAction, unroutableProducts };\n};\n\nconst createRequestKey = (group_id: string, batchProductIds: string[]) =>\n  encodePath(group_id, fnv1a64HexFromStrings(batchProductIds));\n\nconst planRequests = (\n  productsByGroupId: Map<string, Set<string>>,\n  mapGroupIdToGroup: Map<string, IQuoteProviderGroup>,\n): Array<{ key: string; planned: IPlannedRequest }> => {\n  const plannedRequests: Array<{ key: string; planned: IPlannedRequest }> = [];\n  for (const [group_id, productIdSet] of productsByGroupId) {\n    const group = mapGroupIdToGroup.get(group_id);\n    if (!group) continue;\n    const sortedProductIds = [...productIdSet].sort();\n    const max = group.meta.max_products_per_request ?? sortedProductIds.length;\n    for (let i = 0; i < sortedProductIds.length; i += max) {\n      const batchProductIds = sortedProductIds.slice(i, i + max);\n      const key = createRequestKey(group_id, batchProductIds);\n      plannedRequests.push({\n        key,\n        planned: {\n          group_id,\n          instances: Array.from(group.mapTerminalIdToInstance.values()),\n          req: { product_ids: batchProductIds, fields: group.meta.fields as any },\n        },\n      });\n    }\n  }\n  return plannedRequests;\n};\n\nexport const fillQuoteStateFromUpstream = async (params: {\n  terminal: Terminal;\n  quoteState: IQuoteState;\n  cacheMissed: IQuoteMiss[];\n  updated_at: number;\n}): Promise<void> => {\n  const { terminal, quoteState, cacheMissed, updated_at } = params;\n  if (cacheMissed.length === 0) return;\n\n  const providerGroups = Array.from(mapGroupIdToGroup.values());\n  console.info(\n    formatTime(Date.now()),\n    `[VEX][Quote]UpstreamProviderDiscovery`,\n    ` Discovered ${providerGroups.length} GetQuotes provider groups from terminal infos.`,\n    JSON.stringify(providerGroups),\n  );\n  if (providerGroups.length === 0) {\n    throw newError('VEX_QUOTE_PROVIDER_NOT_FOUND', { method: 'GetQuotes' });\n  }\n\n  const indices = buildProviderIndices(providerGroups);\n  const { productsByGroupId, unavailableAction, unroutableProducts } = routeMisses(\n    cacheMissed,\n    indices,\n    updated_at,\n  );\n\n  console.info(\n    formatTime(Date.now()),\n    `[VEX][Quote]RouteDispatched`,\n    ` Routed ${cacheMissed.length} missed quotes to ${productsByGroupId.size} provider groups, ` +\n      `${unroutableProducts.size} unroutable products.`,\n    JSON.stringify({\n      productsByGroupId: [...productsByGroupId.entries()].map(([group_id, productIds]) => ({\n        group_id,\n        product_ids: [...productIds],\n      })),\n      unroutable_products: [...unroutableProducts],\n      unavailable_action: unavailableAction,\n    }),\n  );\n\n  if (unroutableProducts.size !== 0) {\n    throw newError('VEX_QUOTE_PRODUCT_UNROUTABLE', {\n      updated_at,\n      unroutable_products: [...unroutableProducts].slice(0, 200),\n      unroutable_products_total: unroutableProducts.size,\n    });\n  }\n\n  quoteState.update(unavailableAction);\n\n  const plannedRequests = planRequests(productsByGroupId, indices.mapGroupIdToGroup);\n\n  console.info(\n    formatTime(Date.now()),\n    `[VEX][Quote]RequestPlanned`,\n    `Planned ${plannedRequests.length} upstream GetQuotes requests.`,\n    JSON.stringify(\n      plannedRequests.map(({ key, planned }) => ({\n        key,\n        group_id: planned.group_id,\n        product_ids: planned.req.product_ids,\n        fields: planned.req.fields,\n      })),\n    ),\n  );\n\n  const actions = await Promise.all(\n    plannedRequests.map(async ({ key, planned }) => await requestGetQuotesInFlight(terminal, key, planned)),\n  );\n\n  console.debug(\n    formatTime(Date.now()),\n    `[VEX][Quote]RequestReceived`,\n    `Received ${actions.length} upstream GetQuotes responses.`,\n    // JSON.stringify(actions),\n  );\n\n  for (const action of actions) {\n    quoteState.update(action as unknown as IQuoteUpdateAction);\n  }\n};\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/app-virtual-exchange",
-	"version": "0.9.3",
+	"version": "0.9.4",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,16 +8,16 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.53.2",
-		"@yuants/utils": "0.14.0",
-		"@yuants/data-product": "0.5.0",
-		"@yuants/data-account": "0.10.1",
-		"@yuants/data-order": "0.7.0",
-		"@yuants/data-quote": "0.3.0",
-		"@yuants/secret": "0.4.0",
-		"@yuants/sql": "0.9.30",
-		"@yuants/exchange": "0.6.0",
-		"@yuants/cache": "0.3.3",
+		"@yuants/protocol": "0.53.3",
+		"@yuants/utils": "0.15.0",
+		"@yuants/data-product": "0.5.1",
+		"@yuants/data-account": "0.10.2",
+		"@yuants/data-order": "0.7.1",
+		"@yuants/data-quote": "0.3.1",
+		"@yuants/secret": "0.4.1",
+		"@yuants/sql": "0.9.31",
+		"@yuants/exchange": "0.6.1",
+		"@yuants/cache": "0.3.4",
 		"rxjs": "~7.5.6",
 		"ajv": "~8.12.0"
 	},

package/temp/package-deps.json

@@ -1,12 +1,12 @@
 {
-    "apps/virtual-exchange/CHANGELOG.json": "7367c9083f6d173ed725b45088215eac3d44e132",
-    "apps/virtual-exchange/CHANGELOG.md": "22f9356033d531f79fd57e78ce0e5d88b165e21d",
+    "apps/virtual-exchange/CHANGELOG.json": "e2a0b1afcf50a4608047e28c8689dc080ece72ef",
+    "apps/virtual-exchange/CHANGELOG.md": "f4af697e8de0beecc45c8c91f5ebb393b3a5d8ce",
     "apps/virtual-exchange/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/virtual-exchange/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/virtual-exchange/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/virtual-exchange/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/virtual-exchange/etc/app-virtual-exchange.api.md": "6cb40ec1fa2d40a31a7b0dd3f02b8b24a4d7c4de",
-    "apps/virtual-exchange/package.json": "aeb6642eb4bc7f546c292e450662aa9d8c45aab3",
+    "apps/virtual-exchange/package.json": "a16eef7a4d52d83a164be90adce11b04cb4f56e6",
     "apps/virtual-exchange/src/credential.ts": "7ff9cfe06e46005b2a69e60b5596eb1f59d42bba",
     "apps/virtual-exchange/src/general.ts": "b3d0cd8c57975b9711008beaa05ad7f6812bd57e",
     "apps/virtual-exchange/src/index.ts": "67e1963facf0ee2aedd871496361cff90bf49356",
@@ -27,21 +27,24 @@
     "apps/virtual-exchange/src/quote/implementations/v1.ts": "1a9c482587db58d070e2ee7ae9adbf6b5e7b3906",
     "apps/virtual-exchange/src/quote/implementations/v2.ts": "601c0a28523316514dba166f6fc96e6c3e5f224c",
     "apps/virtual-exchange/src/quote/implementations/v3.ts": "162ca17088bf4c1d42e314cb34179f4d6fbc5fb6",
-    "apps/virtual-exchange/src/quote/service.ts": "6464c8ead2d713f99e4d5e4e26ba9c293521640b",
+    "apps/virtual-exchange/src/quote/prefix-matcher.ts": "079066de8c1d5d91b63ffc2bf67c2163e7b8a540",
+    "apps/virtual-exchange/src/quote/request-key.ts": "600a2fbfe3ba7b6f0476b83236817b4f11d577f6",
+    "apps/virtual-exchange/src/quote/service.ts": "21b00f9c49afa5e66da5ba1310932003262d9edd",
     "apps/virtual-exchange/src/quote/state.benchmark.ts": "075d3c5bab0ae6f7b61accfe977f7d35233b06ad",
     "apps/virtual-exchange/src/quote/state.ts": "a13be6e84d30b54de16f90e1cb3feeeab75957df",
     "apps/virtual-exchange/src/quote/types.ts": "e07316e2e0095f0a7a8ad410a8f952a7d4b96e3e",
+    "apps/virtual-exchange/src/quote/upstream-routing.ts": "ca026c8dc3194e8f698160b7ea1e9ea6e4da819f",
     "apps/virtual-exchange/tsconfig.json": "22f94ca28b507f8ddcc21b9053158eefd3f726a9",
     "apps/virtual-exchange/.rush/temp/shrinkwrap-deps.json": "2c8344167a574161e8a89138bc1eb686bf6339de",
-    "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",
-    "libraries/utils/temp/package-deps.json": "6d58e9b325e8d16de8a878c32010f626b12a01da",
-    "libraries/data-product/temp/package-deps.json": "a03f08f30800d5fb52c5d019bda4f8e7ec04e344",
-    "libraries/data-account/temp/package-deps.json": "e6ba0067a1b68f17266564f15987936ab2672eb9",
-    "libraries/data-order/temp/package-deps.json": "ccdc9819f254f37a3591bb37876a86c703df33a6",
-    "libraries/data-quote/temp/package-deps.json": "d5fd89abda84b46f6c14925eda0c381c36b94dfe",
-    "libraries/secret/temp/package-deps.json": "28f70cf8095162d1adb59070f30bf21f452537df",
-    "libraries/sql/temp/package-deps.json": "4a9a7ec55f04b20459e664e81e76fa74b6c77b39",
-    "libraries/exchange/temp/package-deps.json": "8fdfc5722901308d3c49c438eed674f35508c062",
-    "libraries/cache/temp/package-deps.json": "a4afa15e6462983f9d3735d31dc1ed8a683fb4dc",
+    "libraries/protocol/temp/package-deps.json": "c94931cb0eab7180d90a06d740c1a97c0ac0c6b6",
+    "libraries/utils/temp/package-deps.json": "7f1eab07acae68df931b001594a522f050ace396",
+    "libraries/data-product/temp/package-deps.json": "899bba8ace3f04b2035488ff9059e40732ef1d97",
+    "libraries/data-account/temp/package-deps.json": "61641a5eb18cbaceedb085230d86589ea8d076ae",
+    "libraries/data-order/temp/package-deps.json": "8aa3e27ff80629d417bfe920e85d8525fbb52f42",
+    "libraries/data-quote/temp/package-deps.json": "272c0fe62ababfa66a7589139c31231a6fdce2b4",
+    "libraries/secret/temp/package-deps.json": "360293dbcad7870a579c7c043d7f8f87a1b68c48",
+    "libraries/sql/temp/package-deps.json": "041074e0102f9a01820c0fddcf82b9eaee226c79",
+    "libraries/exchange/temp/package-deps.json": "3928985332795cb9b230ced140003ccf2287af41",
+    "libraries/cache/temp/package-deps.json": "e1f94620bc6245add32a4f9d379ed2901129d818",
     "tools/toolkit/temp/package-deps.json": "23e053490eb8feade23e4d45de4e54883e322711"
 }