@yuants/app-virtual-exchange 0.9.4 → 0.10.1

package/lib/quote/upstream-routing.js

@@ -1,304 +0,0 @@
-"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

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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"]}