@yuants/app-virtual-exchange 0.9.4 → 0.10.1

package/dist/position.js

@@ -49,6 +49,23 @@ export const polyfillPosition = async (positions) => {
             }
             pos.valuation = Math.abs((theProduct.value_scale || 1) * pos.volume * pos.closable_price);
         }
+        if (quote && pos.size) {
+            const sizeNum = +pos.size;
+            if (pos.current_price === undefined) {
+                if (sizeNum > 0) {
+                    // 多头头寸使用买一价作为可平仓价格，如果没有买一价则使用最新价
+                    pos.current_price = (quote.ask_price || quote.last_price) + '';
+                }
+                else {
+                    // 空头头寸使用卖一价作为可平仓价格，如果没有卖一价则使用最新价
+                    pos.current_price = (quote.bid_price || quote.last_price) + '';
+                }
+            }
+            // 计算名义价值
+            if (pos.notional === undefined) {
+                pos.notional = sizeNum * (+pos.current_price || 0) + '';
+            }
+        }
         // 利率相关信息的追加
         if (quote) {
             if (quote.interest_rate_next_settled_at !== null) {

package/dist/position.js.map

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

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

@@ -0,0 +1,218 @@
+import { implementations } from '../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).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/dist/quote/__tests__/implementations.test.js.map

@@ -0,0 +1 @@
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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/dist/quote/implementations/v0.js

@@ -44,18 +44,16 @@ export 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/dist/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,MAAM,UAAU,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","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/dist/quote/implementations/v1.js

@@ -29,9 +29,7 @@ export 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)
@@ -40,6 +38,8 @@ export 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;
@@ -47,7 +47,13 @@ export 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/dist/quote/implementations/v1.js.map

@@ -1 +1 @@
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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/dist/quote/service.js

@@ -1,29 +1,107 @@
 import { Terminal } from '@yuants/protocol';
-import { newError } from '@yuants/utils';
+import { formatTime, newError } from '@yuants/utils';
+import { Subject, concatMap, defer } from 'rxjs';
 import { createQuoteState } from './state';
-import { fillQuoteStateFromUpstream } from './upstream-routing';
+import { createQuoteProviderRegistry } from './upstream';
 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 = [];
+const quoteProviderRegistry = createQuoteProviderRegistry(terminal);
+const normalizeStrings = (values) => [...new Set(values)].sort();
+const normalizeFields = (values) => [...new Set(values)].sort();
+const analyzeRequestedQuotes = (quoteState, product_ids, fields, updated_at) => {
+    const missing = [];
+    const needUpdate = [];
     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 });
+            const tuple = quoteState.getValueTuple(product_id, field);
+            if (tuple === undefined) {
+                missing.push({ product_id, field });
+                needUpdate.push({ product_id, field });
+                continue;
+            }
+            if (tuple[1] < updated_at) {
+                needUpdate.push({ product_id, field });
+            }
+        }
+    }
+    return { missing, needUpdate };
+};
+const filterLatest = (quoteState, product_ids, fields) => {
+    const result = {};
+    for (const product_id of product_ids) {
+        result[product_id] = {};
+        for (const field of fields) {
+            const tuple = quoteState.getValueTuple(product_id, field);
+            if (tuple) {
+                result[product_id][field] = tuple;
             }
         }
     }
-    if (stillMissed.length > 0) {
+    return result;
+};
+const assertNotMissing = (missing, updated_at) => {
+    if (missing.length > 0) {
         throw newError('VEX_QUOTE_FRESHNESS_NOT_SATISFIED', {
             updated_at,
-            missed: stillMissed.slice(0, 200),
-            missed_total: stillMissed.length,
+            missed: missing.slice(0, 200),
+            missed_total: missing.length,
         });
     }
 };
+const updateQueue$ = new Subject();
+const updateQueueStats = {
+    queued_total: 0,
+    started_total: 0,
+    processed_total: 0,
+};
+const getQueueStatus = () => {
+    const pending = updateQueueStats.queued_total - updateQueueStats.started_total;
+    const in_flight = updateQueueStats.started_total - updateQueueStats.processed_total;
+    return Object.assign({ pending,
+        in_flight }, updateQueueStats);
+};
+const enqueueUpdateTask = (task) => {
+    updateQueueStats.queued_total++;
+    updateQueueStats.last_enqueued_at = Date.now();
+    updateQueue$.next(task);
+};
+const summarizeError = (error) => {
+    if (typeof error === 'object' && error !== null) {
+        const code = 'code' in error ? error.code : undefined;
+        const message = 'message' in error ? error.message : undefined;
+        return {
+            code: typeof code === 'string' ? code : undefined,
+            message: typeof message === 'string' ? message : undefined,
+        };
+    }
+    return {};
+};
+const processUpdateTask = async (task) => {
+    const { needUpdate } = analyzeRequestedQuotes(quoteState, task.product_ids, task.fields, task.updated_at);
+    await quoteProviderRegistry.fillQuoteStateFromUpstream({
+        quoteState,
+        cacheMissed: needUpdate,
+        updated_at: task.updated_at,
+    });
+};
+updateQueue$
+    .pipe(concatMap((task) => defer(async () => {
+    updateQueueStats.started_total++;
+    updateQueueStats.last_started_at = Date.now();
+    try {
+        await processUpdateTask(task);
+    }
+    catch (error) {
+        const summary = summarizeError(error);
+        updateQueueStats.last_error = Object.assign({ at: Date.now() }, summary);
+        console.info(formatTime(Date.now()), `[VEX][Quote]UpdateQueueTaskFailed`, `product_ids=${task.product_ids.length} fields=${task.fields.length} updated_at=${task.updated_at}`, JSON.stringify(summary));
+    }
+    finally {
+        updateQueueStats.processed_total++;
+        updateQueueStats.last_processed_at = Date.now();
+    }
+})))
+    .subscribe();
 terminal.server.provideService('VEX/UpdateQuotes', {}, async (msg) => {
     quoteState.update(msg.req);
     return { res: { code: 0, message: 'OK' } };
@@ -31,19 +109,7 @@ terminal.server.provideService('VEX/UpdateQuotes', {}, 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', {
+terminal.server.provideService('VEX/QueryQuotes/C1', {
     type: 'object',
     required: ['product_ids', 'fields', 'updated_at'],
     properties: {
@@ -58,11 +124,18 @@ terminal.server.provideService('VEX/QueryQuotes', {
         updated_at: { type: 'number' },
     },
 }, async (msg) => {
-    const { product_ids, fields, updated_at } = msg.req;
-    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 });
+    const product_ids = normalizeStrings(msg.req.product_ids);
+    const fields = normalizeFields(msg.req.fields);
+    const { updated_at } = msg.req;
+    const { missing, needUpdate } = analyzeRequestedQuotes(quoteState, product_ids, fields, updated_at);
+    if (needUpdate.length > 0) {
+        enqueueUpdateTask({ product_ids, fields, updated_at });
+    }
+    const data = filterLatest(quoteState, product_ids, fields);
+    assertNotMissing(missing, updated_at);
     return { res: { code: 0, message: 'OK', data } };
 });
+terminal.server.provideService('VEX/QuoteUpdateQueueStatus', {}, async () => {
+    return { res: { code: 0, message: 'OK', data: getQueueStatus() } };
+});
 //# sourceMappingURL=service.js.map