@yuants/exchange 0.5.2 → 0.6.0

package/dist/exchange.d.ts

@@ -1,7 +1,9 @@
 import { IOrder } from '@yuants/data-order';
 import { IPosition } from '@yuants/data-account';
 import { IProduct } from '@yuants/data-product';
+import { IQuote } from '@yuants/data-quote';
 import { IResponse } from '@yuants/protocol';
+import { IServiceOptions } from '@yuants/protocol';
 import { JSONSchema7 } from 'json-schema';
 import { Terminal } from '@yuants/protocol';
 
@@ -120,6 +122,53 @@ export declare interface IExchange<T = any> {
     cancelOrder(credential: T, order: IOrder): Promise<void>;
 }
 
+/**
+ * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段
+ * @public
+ */
+export declare type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;
+
+/**
+ * Quote Service Metadata
+ * @public
+ */
+export declare interface IQuoteServiceMetadata<K extends IQuoteField = IQuoteField> {
+    product_id_prefix: string;
+    fields: K[];
+    max_products_per_request?: number;
+}
+
+/**
+ * Quote Service Request from VEX to Vendor
+ * @public
+ */
+export declare interface IQuoteServiceRequestByVEX {
+    product_ids: string[];
+    fields: IQuoteField[];
+}
+
+/**
+ * 用于批量更新的数据结构
+ * 结构为：
+ * product_id -\> field_name (keyof IQuote) -\> [value: string, updated_at: number]
+ * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间
+ *
+ * 例如：
+ * ```json
+ * {
+ *   "product_123": {
+ *     "last_price": ["100.5", 1627890123456],
+ *     "volume": ["1500", 1627890123456]
+ *   },
+ *   "product_456": {
+ *     "last_price": ["200.0", 1627890123456]
+ *   }
+ * }
+ * ```
+ * @public
+ */
+export declare type IQuoteUpdateAction = Record<string, Partial<Record<IQuoteField, [value: string, updated_at: number]>>>;
+
 /**
  * List products
  *
@@ -137,6 +186,12 @@ export declare const modifyOrder: <T>(terminal: Terminal, credential: {
     payload: T;
 }, order: IOrder) => Promise<IResponse<void>>;
 
+/**
+ * Extract Quote Service Metadata from JSON Schema
+ * @public
+ */
+export declare const parseQuoteServiceMetadataFromSchema: (schema: any) => IQuoteServiceMetadata;
+
 /**
  * Provide exchange services
  *
@@ -144,6 +199,17 @@ export declare const modifyOrder: <T>(terminal: Terminal, credential: {
  */
 export declare const provideExchangeServices: <T>(terminal: Terminal, exchange: IExchange<T>) => void;
 
+/**
+ * Provide Quote Service
+ * @public
+ */
+export declare const provideQuoteService: <K extends IQuoteField>(terminal: Terminal, metadata: IQuoteServiceMetadata<K>, requestFunc: (request: IQuoteServiceRequestByVEX) => Promise<(Pick<IQuote, K> & {
+    product_id: string;
+    updated_at: number;
+})[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+
 /**
  * Submit order
  *

package/dist/index.js

@@ -1,6 +1,8 @@
 import { createCache } from '@yuants/cache';
 import { createClientProductCache } from '@yuants/data-product';
 import { escapeSQL, requestSQL } from '@yuants/sql';
+export * from './quote';
+export * from './types';
 const makeCredentialSchema = (type, payloadSchema) => {
     return {
         type: 'object',

package/dist/index.js.map

@@ -1 +1 @@
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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache, IProduct } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { JSONSchema7 } from 'json-schema';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n  /**\n   * Exchange name / type (e.g. 'Binance', 'OKX')\n   */\n  name: string;\n\n  /**\n   * JSON Schema for the credential payload\n   */\n  credentialSchema: JSONSchema7;\n\n  /**\n   * Get credential ID from credential\n   *\n   * @param credential - The credential object\n   */\n  getCredentialId(credential: T): Promise<string>;\n\n  /**\n   * List all products\n   */\n  listProducts(): Promise<IProduct[]>;\n\n  /**\n   * Get all positions\n   *\n   * @param credential - The credential object\n   */\n  getPositions(credential: T): Promise<IPosition[]>;\n\n  /**\n   * Get all orders\n   *\n   * @param credential - The credential object\n   */\n  getOrders(credential: T): Promise<IOrder[]>;\n\n  /**\n   * Get positions by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n  /**\n   * Get orders by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n  /**\n   * Submit an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n  /**\n   * Modify an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n  /**\n   * Cancel an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n  return {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string', const: type },\n      payload: payloadSchema,\n    },\n  };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n  const { name: type, credentialSchema } = exchange;\n\n  const 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\n  const productCache = createClientProductCache(terminal, { expire: 3600_000 });\n\n  // GetCredentialId\n  terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n    'GetCredentialId',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n      },\n    },\n    async (msg) => {\n      const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: credentialId } };\n    },\n  );\n\n  // ListProducts\n  terminal.server.provideService<void, IProduct[]>(\n    'ListProducts',\n    {\n      type: 'object',\n      required: ['type'],\n      properties: {\n        type: { const: exchange.name },\n      },\n    },\n    async () => {\n      const products = await exchange.listProducts();\n      return { res: { code: 0, message: 'OK', data: products } };\n    },\n  );\n\n  // GetPositions\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; product_id?: string },\n    IPosition[]\n  >(\n    'GetPositions',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const positions = await exchange.getPositionsByProductId(\n          msg.req.credential.payload,\n          msg.req.product_id,\n        );\n        return { res: { code: 0, message: 'OK', data: positions } };\n      }\n      const positions = await exchange.getPositions(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: positions } };\n    },\n  );\n\n  // GetOrders\n  terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n    'GetOrders',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n        return { res: { code: 0, message: 'OK', data: orders } };\n      }\n      const orders = await exchange.getOrders(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: orders } };\n    },\n  );\n\n  // SubmitOrder\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; order: IOrder },\n    { order_id: string }\n  >(\n    'SubmitOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK', data: result } };\n    },\n  );\n\n  // ModifyOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'ModifyOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  // CancelOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'CancelOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n  return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n  return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n  return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n  return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n  return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * 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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache, IProduct } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { JSONSchema7 } from 'json-schema';\nexport * from './quote';\nexport * from './types';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n  /**\n   * Exchange name / type (e.g. 'Binance', 'OKX')\n   */\n  name: string;\n\n  /**\n   * JSON Schema for the credential payload\n   */\n  credentialSchema: JSONSchema7;\n\n  /**\n   * Get credential ID from credential\n   *\n   * @param credential - The credential object\n   */\n  getCredentialId(credential: T): Promise<string>;\n\n  /**\n   * List all products\n   */\n  listProducts(): Promise<IProduct[]>;\n\n  /**\n   * Get all positions\n   *\n   * @param credential - The credential object\n   */\n  getPositions(credential: T): Promise<IPosition[]>;\n\n  /**\n   * Get all orders\n   *\n   * @param credential - The credential object\n   */\n  getOrders(credential: T): Promise<IOrder[]>;\n\n  /**\n   * Get positions by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n  /**\n   * Get orders by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n  /**\n   * Submit an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n  /**\n   * Modify an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n  /**\n   * Cancel an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n  return {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string', const: type },\n      payload: payloadSchema,\n    },\n  };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n  const { name: type, credentialSchema } = exchange;\n\n  const 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\n  const productCache = createClientProductCache(terminal, { expire: 3600_000 });\n\n  // GetCredentialId\n  terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n    'GetCredentialId',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n      },\n    },\n    async (msg) => {\n      const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: credentialId } };\n    },\n  );\n\n  // ListProducts\n  terminal.server.provideService<void, IProduct[]>(\n    'ListProducts',\n    {\n      type: 'object',\n      required: ['type'],\n      properties: {\n        type: { const: exchange.name },\n      },\n    },\n    async () => {\n      const products = await exchange.listProducts();\n      return { res: { code: 0, message: 'OK', data: products } };\n    },\n  );\n\n  // GetPositions\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; product_id?: string },\n    IPosition[]\n  >(\n    'GetPositions',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const positions = await exchange.getPositionsByProductId(\n          msg.req.credential.payload,\n          msg.req.product_id,\n        );\n        return { res: { code: 0, message: 'OK', data: positions } };\n      }\n      const positions = await exchange.getPositions(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: positions } };\n    },\n  );\n\n  // GetOrders\n  terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n    'GetOrders',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n        return { res: { code: 0, message: 'OK', data: orders } };\n      }\n      const orders = await exchange.getOrders(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: orders } };\n    },\n  );\n\n  // SubmitOrder\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; order: IOrder },\n    { order_id: string }\n  >(\n    'SubmitOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK', data: result } };\n    },\n  );\n\n  // ModifyOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'ModifyOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  // CancelOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'CancelOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n  return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n  return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n  return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n  return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n  return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}

package/dist/quote.js

@@ -0,0 +1,96 @@
+var __rest = (this && this.__rest) || function (s, e) {
+    var t = {};
+    for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p) && e.indexOf(p) < 0)
+        t[p] = s[p];
+    if (s != null && typeof Object.getOwnPropertySymbols === "function")
+        for (var i = 0, p = Object.getOwnPropertySymbols(s); i < p.length; i++) {
+            if (e.indexOf(p[i]) < 0 && Object.prototype.propertyIsEnumerable.call(s, p[i]))
+                t[p[i]] = s[p[i]];
+        }
+    return t;
+};
+import { createValidator } from '@yuants/protocol/lib/schema';
+import { newError } from '../../utils/lib';
+const schemaValidator = createValidator({
+    type: 'object',
+    required: ['type', 'properties'],
+    properties: {
+        type: { type: 'string', const: 'object' },
+        required: { type: 'array', const: ['product_ids', 'fields'] },
+        properties: {
+            type: 'object',
+            required: ['product_ids', 'fields'],
+            properties: {
+                product_ids: {
+                    type: 'object',
+                    required: ['type', 'pattern'],
+                    properties: {
+                        type: { type: 'string', const: 'array' },
+                        maxItems: { type: ['number', 'null'] },
+                        pattern: { type: 'string', pattern: '^\\^' },
+                    },
+                },
+                fields: {
+                    type: 'object',
+                    required: ['type', 'const'],
+                    properties: {
+                        type: { type: 'string', const: 'array' },
+                        const: { type: 'array', items: { type: 'string' } },
+                    },
+                },
+            },
+        },
+    },
+});
+/**
+ * Extract Quote Service Metadata from JSON Schema
+ * @public
+ */
+export const parseQuoteServiceMetadataFromSchema = (schema) => {
+    if (!schema)
+        throw newError('QUOTE_SERVICE_SCHEMA_MISSING', { schema });
+    if (!schemaValidator(schema))
+        throw newError('QUOTE_SERVICE_SCHEMA_INVALID', { schema });
+    return {
+        product_id_prefix: schema.properties.product_ids.items.pattern.slice(1),
+        fields: schema.properties.fields.const,
+        max_products_per_request: schema.properties.product_ids.maxItems,
+    };
+};
+/**
+ * Provide Quote Service
+ * @public
+ */
+export const provideQuoteService = (terminal, metadata, requestFunc, serviceOptions) => {
+    return terminal.server.provideService('GetQuotes', {
+        type: 'object',
+        required: ['product_ids', 'fields'],
+        properties: {
+            product_ids: {
+                type: 'array',
+                maxItems: metadata.max_products_per_request,
+                items: { type: 'string', pattern: `^${metadata.product_id_prefix}` },
+            },
+            fields: {
+                type: 'array',
+                const: metadata.fields.sort(),
+            },
+        },
+    }, async (msg) => {
+        var _a;
+        const data = await requestFunc(msg.req);
+        const action = {};
+        for (const quote of data) {
+            const { product_id, updated_at } = quote, fields = __rest(quote, ["product_id", "updated_at"]);
+            (_a = action[product_id]) !== null && _a !== void 0 ? _a : (action[product_id] = {});
+            for (const key of Object.keys(fields)) {
+                const value = fields[key];
+                if (value !== undefined) {
+                    action[product_id][key] = [value, updated_at];
+                }
+            }
+        }
+        return { res: { code: 0, message: 'OK', data: action } };
+    }, serviceOptions);
+};
+//# sourceMappingURL=quote.js.map

package/dist/quote.js.map

@@ -0,0 +1 @@
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updated_at: number }>>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IQuoteServiceRequestByVEX, IQuoteUpdateAction>(\n    'GetQuotes',\n    {\n      type: 'object',\n      required: ['product_ids', 'fields'],\n      properties: {\n        product_ids: {\n          type: 'array',\n          maxItems: metadata.max_products_per_request,\n          items: { type: 'string', pattern: `^${metadata.product_id_prefix}` },\n        },\n        fields: {\n          type: 'array',\n          const: metadata.fields.sort(),\n        },\n      },\n    },\n    async (msg) => {\n      const data = await requestFunc(msg.req);\n\n      const action: IQuoteUpdateAction = {};\n      for (const quote of data) {\n        const { product_id, updated_at, ...fields } = quote;\n        action[product_id] ??= {};\n        for (const key of Object.keys(fields) as K[]) {\n          const value = (fields as any)[key];\n          if (value !== undefined) {\n            action[product_id][key] = [value, updated_at];\n          }\n        }\n      }\n\n      return { res: { code: 0, message: 'OK', data: action } };\n    },\n    serviceOptions,\n  );\n};\n"]}

package/dist/types.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=types.js.map

package/dist/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\n\n/**\n * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段\n * @public\n */\nexport type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;\n\n/**\n * Quote Service Metadata\n * @public\n */\nexport interface IQuoteServiceMetadata<K extends IQuoteField = IQuoteField> {\n  product_id_prefix: string;\n  fields: K[];\n  max_products_per_request?: number;\n}\n\n/**\n * Quote Service Request from VEX to Vendor\n * @public\n */\nexport interface IQuoteServiceRequestByVEX {\n  product_ids: string[];\n  fields: IQuoteField[];\n}\n/**\n * 用于批量更新的数据结构\n * 结构为：\n * product_id -\\> field_name (keyof IQuote) -\\> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间\n *\n * 例如：\n * ```json\n * {\n *   \"product_123\": {\n *     \"last_price\": [\"100.5\", 1627890123456],\n *     \"volume\": [\"1500\", 1627890123456]\n *   },\n *   \"product_456\": {\n *     \"last_price\": [\"200.0\", 1627890123456]\n *   }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n  string,\n  Partial<Record<IQuoteField, [value: string, updated_at: number]>>\n>;\n"]}

package/lib/index.d.ts

@@ -3,6 +3,8 @@ import { IOrder } from '@yuants/data-order';
 import { IProduct } from '@yuants/data-product';
 import { IResponse, Terminal } from '@yuants/protocol';
 import { JSONSchema7 } from 'json-schema';
+export * from './quote';
+export * from './types';
 /**
  * Exchange Interface
  *

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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AACjD,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAC5C,OAAO,EAA4B,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAE1E,OAAO,EAAE,SAAS,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAEvD,OAAO,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAC1C,cAAc,SAAS,CAAC;AACxB,cAAc,SAAS,CAAC;AAExB;;;;GAIG;AACH,MAAM,WAAW,SAAS,CAAC,CAAC,GAAG,GAAG;IAChC;;OAEG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;OAEG;IACH,gBAAgB,EAAE,WAAW,CAAC;IAE9B;;;;OAIG;IACH,eAAe,CAAC,UAAU,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC;IAEhD;;OAEG;IACH,YAAY,IAAI,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEpC;;;;OAIG;IACH,YAAY,CAAC,UAAU,EAAE,CAAC,GAAG,OAAO,CAAC,SAAS,EAAE,CAAC,CAAC;IAElD;;;;OAIG;IACH,SAAS,CAAC,UAAU,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;IAE5C;;;;;OAKG;IACH,uBAAuB,CAAC,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,MAAM,GAAG,OAAO,CAAC,SAAS,EAAE,CAAC,CAAC;IAEjF;;;;;OAKG;IACH,oBAAoB,CAAC,UAAU,EAAE,CAAC,EAAE,UAAU,EAAE,MAAM,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;IAE3E;;;;;OAKG;IACH,WAAW,CAAC,UAAU,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC;QAAE,QAAQ,EAAE,MAAM,CAAA;KAAE,CAAC,CAAC;IAEzE;;;;;OAKG;IACH,WAAW,CAAC,UAAU,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IAEzD;;;;;OAKG;IACH,WAAW,CAAC,UAAU,EAAE,CAAC,EAAE,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CAC1D;AAaD;;;;GAIG;AACH,eAAO,MAAM,uBAAuB,gBAAiB,QAAQ,iCAmJ5D,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,eAAe,gBAChB,QAAQ;UACE,MAAM;;MACzB,QAAQ,UAAU,MAAM,CAAC,CAE3B,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,YAAY,aAAoB,QAAQ,QAAQ,MAAM,KAAG,QAAQ,UAAU,QAAQ,EAAE,CAAC,CAElG,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,YAAY,gBACb,QAAQ;UACE,MAAM;;gBACb,MAAM,KAClB,QAAQ,UAAU,SAAS,EAAE,CAAC,CAEhC,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,SAAS,gBACV,QAAQ;UACE,MAAM;;gBACb,MAAM,KAClB,QAAQ,UAAU,MAAM,EAAE,CAAC,CAE7B,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,WAAW,gBACZ,QAAQ;UACE,MAAM;;UACnB,MAAM,KACZ,QAAQ,UAAU;IAAE,QAAQ,EAAE,MAAM,CAAA;CAAE,CAAC,CAEzC,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,WAAW,gBACZ,QAAQ;UACE,MAAM;;UACnB,MAAM,KACZ,QAAQ,UAAU,IAAI,CAAC,CAEzB,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,WAAW,gBACZ,QAAQ;UACE,MAAM;;UACnB,MAAM,KACZ,QAAQ,UAAU,IAAI,CAAC,CAEzB,CAAC"}

package/lib/index.js

@@ -1,9 +1,25 @@
 "use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.cancelOrder = exports.modifyOrder = exports.submitOrder = exports.getOrders = exports.getPositions = exports.listProducts = exports.getCredentialId = exports.provideExchangeServices = void 0;
 const cache_1 = require("@yuants/cache");
 const data_product_1 = require("@yuants/data-product");
 const sql_1 = require("@yuants/sql");
+__exportStar(require("./quote"), exports);
+__exportStar(require("./types"), exports);
 const makeCredentialSchema = (type, payloadSchema) => {
     return {
         type: 'object',

package/lib/index.js.map

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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache, IProduct } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { JSONSchema7 } from 'json-schema';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n  /**\n   * Exchange name / type (e.g. 'Binance', 'OKX')\n   */\n  name: string;\n\n  /**\n   * JSON Schema for the credential payload\n   */\n  credentialSchema: JSONSchema7;\n\n  /**\n   * Get credential ID from credential\n   *\n   * @param credential - The credential object\n   */\n  getCredentialId(credential: T): Promise<string>;\n\n  /**\n   * List all products\n   */\n  listProducts(): Promise<IProduct[]>;\n\n  /**\n   * Get all positions\n   *\n   * @param credential - The credential object\n   */\n  getPositions(credential: T): Promise<IPosition[]>;\n\n  /**\n   * Get all orders\n   *\n   * @param credential - The credential object\n   */\n  getOrders(credential: T): Promise<IOrder[]>;\n\n  /**\n   * Get positions by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n  /**\n   * Get orders by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n  /**\n   * Submit an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n  /**\n   * Modify an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n  /**\n   * Cancel an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n  return {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string', const: type },\n      payload: payloadSchema,\n    },\n  };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n  const { name: type, credentialSchema } = exchange;\n\n  const 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\n  const productCache = createClientProductCache(terminal, { expire: 3600_000 });\n\n  // GetCredentialId\n  terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n    'GetCredentialId',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n      },\n    },\n    async (msg) => {\n      const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: credentialId } };\n    },\n  );\n\n  // ListProducts\n  terminal.server.provideService<void, IProduct[]>(\n    'ListProducts',\n    {\n      type: 'object',\n      required: ['type'],\n      properties: {\n        type: { const: exchange.name },\n      },\n    },\n    async () => {\n      const products = await exchange.listProducts();\n      return { res: { code: 0, message: 'OK', data: products } };\n    },\n  );\n\n  // GetPositions\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; product_id?: string },\n    IPosition[]\n  >(\n    'GetPositions',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const positions = await exchange.getPositionsByProductId(\n          msg.req.credential.payload,\n          msg.req.product_id,\n        );\n        return { res: { code: 0, message: 'OK', data: positions } };\n      }\n      const positions = await exchange.getPositions(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: positions } };\n    },\n  );\n\n  // GetOrders\n  terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n    'GetOrders',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n        return { res: { code: 0, message: 'OK', data: orders } };\n      }\n      const orders = await exchange.getOrders(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: orders } };\n    },\n  );\n\n  // SubmitOrder\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; order: IOrder },\n    { order_id: string }\n  >(\n    'SubmitOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK', data: result } };\n    },\n  );\n\n  // ModifyOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'ModifyOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  // CancelOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'CancelOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n  return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n  return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n  return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n  return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n  return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}
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{ createCache } from '@yuants/cache';\nimport { IPosition } from '@yuants/data-account';\nimport { IOrder } from '@yuants/data-order';\nimport { createClientProductCache, IProduct } from '@yuants/data-product';\nimport { IQuote } from '@yuants/data-quote';\nimport { IResponse, Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { JSONSchema7 } from 'json-schema';\nexport * from './quote';\nexport * from './types';\n\n/**\n * Exchange Interface\n *\n * @public\n */\nexport interface IExchange<T = any> {\n  /**\n   * Exchange name / type (e.g. 'Binance', 'OKX')\n   */\n  name: string;\n\n  /**\n   * JSON Schema for the credential payload\n   */\n  credentialSchema: JSONSchema7;\n\n  /**\n   * Get credential ID from credential\n   *\n   * @param credential - The credential object\n   */\n  getCredentialId(credential: T): Promise<string>;\n\n  /**\n   * List all products\n   */\n  listProducts(): Promise<IProduct[]>;\n\n  /**\n   * Get all positions\n   *\n   * @param credential - The credential object\n   */\n  getPositions(credential: T): Promise<IPosition[]>;\n\n  /**\n   * Get all orders\n   *\n   * @param credential - The credential object\n   */\n  getOrders(credential: T): Promise<IOrder[]>;\n\n  /**\n   * Get positions by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getPositionsByProductId(credential: T, product_id: string): Promise<IPosition[]>;\n\n  /**\n   * Get orders by product_id\n   *\n   * @param credential - The credential object\n   * @param product_id - The product ID\n   */\n  getOrdersByProductId(credential: T, product_id: string): Promise<IOrder[]>;\n\n  /**\n   * Submit an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  submitOrder(credential: T, order: IOrder): Promise<{ order_id: string }>;\n\n  /**\n   * Modify an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  modifyOrder(credential: T, order: IOrder): Promise<void>;\n\n  /**\n   * Cancel an order\n   *\n   * @param credential - The credential object\n   * @param order - The order object\n   */\n  cancelOrder(credential: T, order: IOrder): Promise<void>;\n}\n\nconst makeCredentialSchema = (type: string, payloadSchema: JSONSchema7): JSONSchema7 => {\n  return {\n    type: 'object',\n    required: ['type', 'payload'],\n    properties: {\n      type: { type: 'string', const: type },\n      payload: payloadSchema,\n    },\n  };\n};\n\n/**\n * Provide exchange services\n *\n * @public\n */\nexport const provideExchangeServices = <T>(terminal: Terminal, exchange: IExchange<T>) => {\n  const { name: type, credentialSchema } = exchange;\n\n  const 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\n  const productCache = createClientProductCache(terminal, { expire: 3600_000 });\n\n  // GetCredentialId\n  terminal.server.provideService<{ credential: { type: string; payload: T } }, string>(\n    'GetCredentialId',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n      },\n    },\n    async (msg) => {\n      const credentialId = await exchange.getCredentialId(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: credentialId } };\n    },\n  );\n\n  // ListProducts\n  terminal.server.provideService<void, IProduct[]>(\n    'ListProducts',\n    {\n      type: 'object',\n      required: ['type'],\n      properties: {\n        type: { const: exchange.name },\n      },\n    },\n    async () => {\n      const products = await exchange.listProducts();\n      return { res: { code: 0, message: 'OK', data: products } };\n    },\n  );\n\n  // GetPositions\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; product_id?: string },\n    IPosition[]\n  >(\n    'GetPositions',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const positions = await exchange.getPositionsByProductId(\n          msg.req.credential.payload,\n          msg.req.product_id,\n        );\n        return { res: { code: 0, message: 'OK', data: positions } };\n      }\n      const positions = await exchange.getPositions(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: positions } };\n    },\n  );\n\n  // GetOrders\n  terminal.server.provideService<{ credential: { type: string; payload: T }; product_id?: string }, IOrder[]>(\n    'GetOrders',\n    {\n      type: 'object',\n      required: ['credential'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        product_id: { type: 'string' },\n      },\n    },\n    async (msg) => {\n      if (msg.req.product_id) {\n        const orders = await exchange.getOrdersByProductId(msg.req.credential.payload, msg.req.product_id);\n        return { res: { code: 0, message: 'OK', data: orders } };\n      }\n      const orders = await exchange.getOrders(msg.req.credential.payload);\n      return { res: { code: 0, message: 'OK', data: orders } };\n    },\n  );\n\n  // SubmitOrder\n  terminal.server.provideService<\n    { credential: { type: string; payload: T }; order: IOrder },\n    { order_id: string }\n  >(\n    'SubmitOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      const result = await exchange.submitOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK', data: result } };\n    },\n  );\n\n  // ModifyOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'ModifyOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.modifyOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n\n  // CancelOrder\n  terminal.server.provideService<{ credential: { type: string; payload: T }; order: IOrder }, void>(\n    'CancelOrder',\n    {\n      type: 'object',\n      required: ['credential', 'order'],\n      properties: {\n        credential: makeCredentialSchema(type, credentialSchema),\n        order: { type: 'object' },\n      },\n    },\n    async (msg) => {\n      await exchange.cancelOrder(msg.req.credential.payload, msg.req.order);\n      return { res: { code: 0, message: 'OK' } };\n    },\n  );\n};\n\n/**\n * Get credential ID\n *\n * @public\n */\nexport const getCredentialId = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n): Promise<IResponse<string>> => {\n  return terminal.client.requestForResponse('GetCredentialId', { credential });\n};\n\n/**\n * List products\n *\n * @public\n */\nexport const listProducts = async (terminal: Terminal, type: string): Promise<IResponse<IProduct[]>> => {\n  return terminal.client.requestForResponse('ListProducts', { type });\n};\n\n/**\n * Get positions\n *\n * @public\n */\nexport const getPositions = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IPosition[]>> => {\n  return terminal.client.requestForResponse('GetPositions', { credential, product_id });\n};\n\n/**\n * Get orders\n *\n * @public\n */\nexport const getOrders = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  product_id?: string,\n): Promise<IResponse<IOrder[]>> => {\n  return terminal.client.requestForResponse('GetOrders', { credential, product_id });\n};\n\n/**\n * Submit order\n *\n * @public\n */\nexport const submitOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<{ order_id: string }>> => {\n  return terminal.client.requestForResponse('SubmitOrder', { credential, order });\n};\n\n/**\n * Modify order\n *\n * @public\n */\nexport const modifyOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('ModifyOrder', { credential, order });\n};\n\n/**\n * Cancel order\n *\n * @public\n */\nexport const cancelOrder = async <T>(\n  terminal: Terminal,\n  credential: { type: string; payload: T },\n  order: IOrder,\n): Promise<IResponse<void>> => {\n  return terminal.client.requestForResponse('CancelOrder', { credential, order });\n};\n"]}

package/lib/quote.d.ts

@@ -0,0 +1,19 @@
+import { IQuote } from '@yuants/data-quote';
+import { IServiceOptions, Terminal } from '@yuants/protocol';
+import { IQuoteField, IQuoteServiceMetadata, IQuoteServiceRequestByVEX } from './types';
+/**
+ * Extract Quote Service Metadata from JSON Schema
+ * @public
+ */
+export declare const parseQuoteServiceMetadataFromSchema: (schema: any) => IQuoteServiceMetadata;
+/**
+ * Provide Quote Service
+ * @public
+ */
+export declare const provideQuoteService: <K extends IQuoteField>(terminal: Terminal, metadata: IQuoteServiceMetadata<K>, requestFunc: (request: IQuoteServiceRequestByVEX) => Promise<(Pick<IQuote, K> & {
+    product_id: string;
+    updated_at: number;
+})[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+//# sourceMappingURL=quote.d.ts.map

package/lib/quote.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"quote.d.ts","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAC;AAC5C,OAAO,EAAE,eAAe,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAG7D,OAAO,EAAE,WAAW,EAAE,qBAAqB,EAAE,yBAAyB,EAAsB,MAAM,SAAS,CAAC;AAkC5G;;;GAGG;AACH,eAAO,MAAM,mCAAmC,WAAY,GAAG,KAAG,qBASjE,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,mBAAmB,oCACpB,QAAQ,6DAGP,yBAAyB;gBACe,MAAM;gBAAc,MAAM;wBAC5D,eAAe;;CAsCjC,CAAC"}

package/lib/quote.js

@@ -0,0 +1,101 @@
+"use strict";
+var __rest = (this && this.__rest) || function (s, e) {
+    var t = {};
+    for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p) && e.indexOf(p) < 0)
+        t[p] = s[p];
+    if (s != null && typeof Object.getOwnPropertySymbols === "function")
+        for (var i = 0, p = Object.getOwnPropertySymbols(s); i < p.length; i++) {
+            if (e.indexOf(p[i]) < 0 && Object.prototype.propertyIsEnumerable.call(s, p[i]))
+                t[p[i]] = s[p[i]];
+        }
+    return t;
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.provideQuoteService = exports.parseQuoteServiceMetadataFromSchema = void 0;
+const schema_1 = require("@yuants/protocol/lib/schema");
+const lib_1 = require("../../utils/lib");
+const schemaValidator = (0, schema_1.createValidator)({
+    type: 'object',
+    required: ['type', 'properties'],
+    properties: {
+        type: { type: 'string', const: 'object' },
+        required: { type: 'array', const: ['product_ids', 'fields'] },
+        properties: {
+            type: 'object',
+            required: ['product_ids', 'fields'],
+            properties: {
+                product_ids: {
+                    type: 'object',
+                    required: ['type', 'pattern'],
+                    properties: {
+                        type: { type: 'string', const: 'array' },
+                        maxItems: { type: ['number', 'null'] },
+                        pattern: { type: 'string', pattern: '^\\^' },
+                    },
+                },
+                fields: {
+                    type: 'object',
+                    required: ['type', 'const'],
+                    properties: {
+                        type: { type: 'string', const: 'array' },
+                        const: { type: 'array', items: { type: 'string' } },
+                    },
+                },
+            },
+        },
+    },
+});
+/**
+ * Extract Quote Service Metadata from JSON Schema
+ * @public
+ */
+const parseQuoteServiceMetadataFromSchema = (schema) => {
+    if (!schema)
+        throw (0, lib_1.newError)('QUOTE_SERVICE_SCHEMA_MISSING', { schema });
+    if (!schemaValidator(schema))
+        throw (0, lib_1.newError)('QUOTE_SERVICE_SCHEMA_INVALID', { schema });
+    return {
+        product_id_prefix: schema.properties.product_ids.items.pattern.slice(1),
+        fields: schema.properties.fields.const,
+        max_products_per_request: schema.properties.product_ids.maxItems,
+    };
+};
+exports.parseQuoteServiceMetadataFromSchema = parseQuoteServiceMetadataFromSchema;
+/**
+ * Provide Quote Service
+ * @public
+ */
+const provideQuoteService = (terminal, metadata, requestFunc, serviceOptions) => {
+    return terminal.server.provideService('GetQuotes', {
+        type: 'object',
+        required: ['product_ids', 'fields'],
+        properties: {
+            product_ids: {
+                type: 'array',
+                maxItems: metadata.max_products_per_request,
+                items: { type: 'string', pattern: `^${metadata.product_id_prefix}` },
+            },
+            fields: {
+                type: 'array',
+                const: metadata.fields.sort(),
+            },
+        },
+    }, async (msg) => {
+        var _a;
+        const data = await requestFunc(msg.req);
+        const action = {};
+        for (const quote of data) {
+            const { product_id, updated_at } = quote, fields = __rest(quote, ["product_id", "updated_at"]);
+            (_a = action[product_id]) !== null && _a !== void 0 ? _a : (action[product_id] = {});
+            for (const key of Object.keys(fields)) {
+                const value = fields[key];
+                if (value !== undefined) {
+                    action[product_id][key] = [value, updated_at];
+                }
+            }
+        }
+        return { res: { code: 0, message: 'OK', data: action } };
+    }, serviceOptions);
+};
+exports.provideQuoteService = provideQuoteService;
+//# sourceMappingURL=quote.js.map

package/lib/quote.js.map

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updated_at: number }>>,\n  serviceOptions?: IServiceOptions,\n) => {\n  return terminal.server.provideService<IQuoteServiceRequestByVEX, IQuoteUpdateAction>(\n    'GetQuotes',\n    {\n      type: 'object',\n      required: ['product_ids', 'fields'],\n      properties: {\n        product_ids: {\n          type: 'array',\n          maxItems: metadata.max_products_per_request,\n          items: { type: 'string', pattern: `^${metadata.product_id_prefix}` },\n        },\n        fields: {\n          type: 'array',\n          const: metadata.fields.sort(),\n        },\n      },\n    },\n    async (msg) => {\n      const data = await requestFunc(msg.req);\n\n      const action: IQuoteUpdateAction = {};\n      for (const quote of data) {\n        const { product_id, updated_at, ...fields } = quote;\n        action[product_id] ??= {};\n        for (const key of Object.keys(fields) as K[]) {\n          const value = (fields as any)[key];\n          if (value !== undefined) {\n            action[product_id][key] = [value, updated_at];\n          }\n        }\n      }\n\n      return { res: { code: 0, message: 'OK', data: action } };\n    },\n    serviceOptions,\n  );\n};\n"]}

package/lib/types.d.ts

@@ -0,0 +1,45 @@
+import { IQuote } from '@yuants/data-quote';
+/**
+ * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段
+ * @public
+ */
+export declare type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;
+/**
+ * Quote Service Metadata
+ * @public
+ */
+export interface IQuoteServiceMetadata<K extends IQuoteField = IQuoteField> {
+    product_id_prefix: string;
+    fields: K[];
+    max_products_per_request?: number;
+}
+/**
+ * Quote Service Request from VEX to Vendor
+ * @public
+ */
+export interface IQuoteServiceRequestByVEX {
+    product_ids: string[];
+    fields: IQuoteField[];
+}
+/**
+ * 用于批量更新的数据结构
+ * 结构为：
+ * product_id -\> field_name (keyof IQuote) -\> [value: string, updated_at: number]
+ * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间
+ *
+ * 例如：
+ * ```json
+ * {
+ *   "product_123": {
+ *     "last_price": ["100.5", 1627890123456],
+ *     "volume": ["1500", 1627890123456]
+ *   },
+ *   "product_456": {
+ *     "last_price": ["200.0", 1627890123456]
+ *   }
+ * }
+ * ```
+ * @public
+ */
+export declare type IQuoteUpdateAction = Record<string, Partial<Record<IQuoteField, [value: string, updated_at: number]>>>;
+//# sourceMappingURL=types.d.ts.map

package/lib/types.d.ts.map

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package/lib/types.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/lib/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"","sourcesContent":["import { IQuote } from '@yuants/data-quote';\n\n/**\n * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段\n * @public\n */\nexport type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;\n\n/**\n * Quote Service Metadata\n * @public\n */\nexport interface IQuoteServiceMetadata<K extends IQuoteField = IQuoteField> {\n  product_id_prefix: string;\n  fields: K[];\n  max_products_per_request?: number;\n}\n\n/**\n * Quote Service Request from VEX to Vendor\n * @public\n */\nexport interface IQuoteServiceRequestByVEX {\n  product_ids: string[];\n  fields: IQuoteField[];\n}\n/**\n * 用于批量更新的数据结构\n * 结构为：\n * product_id -\\> field_name (keyof IQuote) -\\> [value: string, updated_at: number]\n * 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间\n *\n * 例如：\n * ```json\n * {\n *   \"product_123\": {\n *     \"last_price\": [\"100.5\", 1627890123456],\n *     \"volume\": [\"1500\", 1627890123456]\n *   },\n *   \"product_456\": {\n *     \"last_price\": [\"200.0\", 1627890123456]\n *   }\n * }\n * ```\n * @public\n */\nexport type IQuoteUpdateAction = Record<\n  string,\n  Partial<Record<IQuoteField, [value: string, updated_at: number]>>\n>;\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/exchange",
-	"version": "0.5.2",
+	"version": "0.6.0",
 	"main": "lib/index.js",
 	"module": "dist/index.js",
 	"files": [

package/temp/exchange.api.json

@@ -1049,6 +1049,307 @@
           ],
           "extendsTokenRanges": []
         },
+        {
+          "kind": "TypeAlias",
+          "canonicalReference": "@yuants/exchange!IQuoteField:type",
+          "docComment": "/**\n * Quote 字段类型，排除掉 product_id, updated_at, datasource_id 三个字段\n *\n * @public\n */\n",
+          "excerptTokens": [
+            {
+              "kind": "Content",
+              "text": "export declare type IQuoteField = "
+            },
+            {
+              "kind": "Reference",
+              "text": "Exclude",
+              "canonicalReference": "!Exclude:type"
+            },
+            {
+              "kind": "Content",
+              "text": "<keyof "
+            },
+            {
+              "kind": "Reference",
+              "text": "IQuote",
+              "canonicalReference": "@yuants/data-quote!IQuote:interface"
+            },
+            {
+              "kind": "Content",
+              "text": ", 'product_id' | 'updated_at' | 'datasource_id'>"
+            },
+            {
+              "kind": "Content",
+              "text": ";"
+            }
+          ],
+          "releaseTag": "Public",
+          "name": "IQuoteField",
+          "typeTokenRange": {
+            "startIndex": 1,
+            "endIndex": 5
+          }
+        },
+        {
+          "kind": "Interface",
+          "canonicalReference": "@yuants/exchange!IQuoteServiceMetadata:interface",
+          "docComment": "/**\n * Quote Service Metadata\n *\n * @public\n */\n",
+          "excerptTokens": [
+            {
+              "kind": "Content",
+              "text": "export interface IQuoteServiceMetadata<K extends "
+            },
+            {
+              "kind": "Reference",
+              "text": "IQuoteField",
+              "canonicalReference": "@yuants/exchange!IQuoteField:type"
+            },
+            {
+              "kind": "Content",
+              "text": " = "
+            },
+            {
+              "kind": "Reference",
+              "text": "IQuoteField",
+              "canonicalReference": "@yuants/exchange!IQuoteField:type"
+            },
+            {
+              "kind": "Content",
+              "text": "> "
+            }
+          ],
+          "releaseTag": "Public",
+          "typeParameters": [
+            {
+              "typeParameterName": "K",
+              "constraintTokenRange": {
+                "startIndex": 1,
+                "endIndex": 2
+              },
+              "defaultTypeTokenRange": {
+                "startIndex": 3,
+                "endIndex": 4
+              }
+            }
+          ],
+          "name": "IQuoteServiceMetadata",
+          "preserveMemberOrder": false,
+          "members": [
+            {
+              "kind": "PropertySignature",
+              "canonicalReference": "@yuants/exchange!IQuoteServiceMetadata#fields:member",
+              "docComment": "",
+              "excerptTokens": [
+                {
+                  "kind": "Content",
+                  "text": "fields: "
+                },
+                {
+                  "kind": "Content",
+                  "text": "K[]"
+                },
+                {
+                  "kind": "Content",
+                  "text": ";"
+                }
+              ],
+              "isReadonly": false,
+              "isOptional": false,
+              "releaseTag": "Public",
+              "name": "fields",
+              "propertyTypeTokenRange": {
+                "startIndex": 1,
+                "endIndex": 2
+              }
+            },
+            {
+              "kind": "PropertySignature",
+              "canonicalReference": "@yuants/exchange!IQuoteServiceMetadata#max_products_per_request:member",
+              "docComment": "",
+              "excerptTokens": [
+                {
+                  "kind": "Content",
+                  "text": "max_products_per_request?: "
+                },
+                {
+                  "kind": "Content",
+                  "text": "number"
+                },
+                {
+                  "kind": "Content",
+                  "text": ";"
+                }
+              ],
+              "isReadonly": false,
+              "isOptional": true,
+              "releaseTag": "Public",
+              "name": "max_products_per_request",
+              "propertyTypeTokenRange": {
+                "startIndex": 1,
+                "endIndex": 2
+              }
+            },
+            {
+              "kind": "PropertySignature",
+              "canonicalReference": "@yuants/exchange!IQuoteServiceMetadata#product_id_prefix:member",
+              "docComment": "",
+              "excerptTokens": [
+                {
+                  "kind": "Content",
+                  "text": "product_id_prefix: "
+                },
+                {
+                  "kind": "Content",
+                  "text": "string"
+                },
+                {
+                  "kind": "Content",
+                  "text": ";"
+                }
+              ],
+              "isReadonly": false,
+              "isOptional": false,
+              "releaseTag": "Public",
+              "name": "product_id_prefix",
+              "propertyTypeTokenRange": {
+                "startIndex": 1,
+                "endIndex": 2
+              }
+            }
+          ],
+          "extendsTokenRanges": []
+        },
+        {
+          "kind": "Interface",
+          "canonicalReference": "@yuants/exchange!IQuoteServiceRequestByVEX:interface",
+          "docComment": "/**\n * Quote Service Request from VEX to Vendor\n *\n * @public\n */\n",
+          "excerptTokens": [
+            {
+              "kind": "Content",
+              "text": "export interface IQuoteServiceRequestByVEX "
+            }
+          ],
+          "releaseTag": "Public",
+          "name": "IQuoteServiceRequestByVEX",
+          "preserveMemberOrder": false,
+          "members": [
+            {
+              "kind": "PropertySignature",
+              "canonicalReference": "@yuants/exchange!IQuoteServiceRequestByVEX#fields:member",
+              "docComment": "",
+              "excerptTokens": [
+                {
+                  "kind": "Content",
+                  "text": "fields: "
+                },
+                {
+                  "kind": "Reference",
+                  "text": "IQuoteField",
+                  "canonicalReference": "@yuants/exchange!IQuoteField:type"
+                },
+                {
+                  "kind": "Content",
+                  "text": "[]"
+                },
+                {
+                  "kind": "Content",
+                  "text": ";"
+                }
+              ],
+              "isReadonly": false,
+              "isOptional": false,
+              "releaseTag": "Public",
+              "name": "fields",
+              "propertyTypeTokenRange": {
+                "startIndex": 1,
+                "endIndex": 3
+              }
+            },
+            {
+              "kind": "PropertySignature",
+              "canonicalReference": "@yuants/exchange!IQuoteServiceRequestByVEX#product_ids:member",
+              "docComment": "",
+              "excerptTokens": [
+                {
+                  "kind": "Content",
+                  "text": "product_ids: "
+                },
+                {
+                  "kind": "Content",
+                  "text": "string[]"
+                },
+                {
+                  "kind": "Content",
+                  "text": ";"
+                }
+              ],
+              "isReadonly": false,
+              "isOptional": false,
+              "releaseTag": "Public",
+              "name": "product_ids",
+              "propertyTypeTokenRange": {
+                "startIndex": 1,
+                "endIndex": 2
+              }
+            }
+          ],
+          "extendsTokenRanges": []
+        },
+        {
+          "kind": "TypeAlias",
+          "canonicalReference": "@yuants/exchange!IQuoteUpdateAction:type",
+          "docComment": "/**\n * 用于批量更新的数据结构 结构为： product_id -\\> field_name (keyof IQuote) -\\> [value: string, updated_at: number] 这样设计的目的是为了减少更新的数据量，同时保留每个字段的更新时间\n *\n * 例如：\n * ```json\n * {\n *   \"product_123\": {\n *     \"last_price\": [\"100.5\", 1627890123456],\n *     \"volume\": [\"1500\", 1627890123456]\n *   },\n *   \"product_456\": {\n *     \"last_price\": [\"200.0\", 1627890123456]\n *   }\n * }\n * ```\n *\n * @public\n */\n",
+          "excerptTokens": [
+            {
+              "kind": "Content",
+              "text": "export declare type IQuoteUpdateAction = "
+            },
+            {
+              "kind": "Reference",
+              "text": "Record",
+              "canonicalReference": "!Record:type"
+            },
+            {
+              "kind": "Content",
+              "text": "<string, "
+            },
+            {
+              "kind": "Reference",
+              "text": "Partial",
+              "canonicalReference": "!Partial:type"
+            },
+            {
+              "kind": "Content",
+              "text": "<"
+            },
+            {
+              "kind": "Reference",
+              "text": "Record",
+              "canonicalReference": "!Record:type"
+            },
+            {
+              "kind": "Content",
+              "text": "<"
+            },
+            {
+              "kind": "Reference",
+              "text": "IQuoteField",
+              "canonicalReference": "@yuants/exchange!IQuoteField:type"
+            },
+            {
+              "kind": "Content",
+              "text": ", [value: string, updated_at: number]>>>"
+            },
+            {
+              "kind": "Content",
+              "text": ";"
+            }
+          ],
+          "releaseTag": "Public",
+          "name": "IQuoteUpdateAction",
+          "typeTokenRange": {
+            "startIndex": 1,
+            "endIndex": 9
+          }
+        },
         {
           "kind": "Variable",
           "canonicalReference": "@yuants/exchange!listProducts:var",
@@ -1165,6 +1466,33 @@
             "endIndex": 10
           }
         },
+        {
+          "kind": "Variable",
+          "canonicalReference": "@yuants/exchange!parseQuoteServiceMetadataFromSchema:var",
+          "docComment": "/**\n * Extract Quote Service Metadata from JSON Schema\n *\n * @public\n */\n",
+          "excerptTokens": [
+            {
+              "kind": "Content",
+              "text": "parseQuoteServiceMetadataFromSchema: "
+            },
+            {
+              "kind": "Content",
+              "text": "(schema: any) => "
+            },
+            {
+              "kind": "Reference",
+              "text": "IQuoteServiceMetadata",
+              "canonicalReference": "@yuants/exchange!IQuoteServiceMetadata:interface"
+            }
+          ],
+          "isReadonly": true,
+          "releaseTag": "Public",
+          "name": "parseQuoteServiceMetadataFromSchema",
+          "variableTypeTokenRange": {
+            "startIndex": 1,
+            "endIndex": 3
+          }
+        },
         {
           "kind": "Variable",
           "canonicalReference": "@yuants/exchange!provideExchangeServices:var",
@@ -1205,6 +1533,100 @@
             "endIndex": 6
           }
         },
+        {
+          "kind": "Variable",
+          "canonicalReference": "@yuants/exchange!provideQuoteService:var",
+          "docComment": "/**\n * Provide Quote Service\n *\n * @public\n */\n",
+          "excerptTokens": [
+            {
+              "kind": "Content",
+              "text": "provideQuoteService: "
+            },
+            {
+              "kind": "Content",
+              "text": "<K extends "
+            },
+            {
+              "kind": "Reference",
+              "text": "IQuoteField",
+              "canonicalReference": "@yuants/exchange!IQuoteField:type"
+            },
+            {
+              "kind": "Content",
+              "text": ">(terminal: "
+            },
+            {
+              "kind": "Reference",
+              "text": "Terminal",
+              "canonicalReference": "@yuants/protocol!Terminal:class"
+            },
+            {
+              "kind": "Content",
+              "text": ", metadata: "
+            },
+            {
+              "kind": "Reference",
+              "text": "IQuoteServiceMetadata",
+              "canonicalReference": "@yuants/exchange!IQuoteServiceMetadata:interface"
+            },
+            {
+              "kind": "Content",
+              "text": "<K>, requestFunc: (request: "
+            },
+            {
+              "kind": "Reference",
+              "text": "IQuoteServiceRequestByVEX",
+              "canonicalReference": "@yuants/exchange!IQuoteServiceRequestByVEX:interface"
+            },
+            {
+              "kind": "Content",
+              "text": ") => "
+            },
+            {
+              "kind": "Reference",
+              "text": "Promise",
+              "canonicalReference": "!Promise:interface"
+            },
+            {
+              "kind": "Content",
+              "text": "<("
+            },
+            {
+              "kind": "Reference",
+              "text": "Pick",
+              "canonicalReference": "!Pick:type"
+            },
+            {
+              "kind": "Content",
+              "text": "<"
+            },
+            {
+              "kind": "Reference",
+              "text": "IQuote",
+              "canonicalReference": "@yuants/data-quote!IQuote:interface"
+            },
+            {
+              "kind": "Content",
+              "text": ", K> & {\n    product_id: string;\n    updated_at: number;\n})[]>, serviceOptions?: "
+            },
+            {
+              "kind": "Reference",
+              "text": "IServiceOptions",
+              "canonicalReference": "@yuants/protocol!IServiceOptions:interface"
+            },
+            {
+              "kind": "Content",
+              "text": ") => {\n    dispose: () => void;\n}"
+            }
+          ],
+          "isReadonly": true,
+          "releaseTag": "Public",
+          "name": "provideQuoteService",
+          "variableTypeTokenRange": {
+            "startIndex": 1,
+            "endIndex": 18
+          }
+        },
         {
           "kind": "Variable",
           "canonicalReference": "@yuants/exchange!submitOrder:var",

package/temp/exchange.api.md

@@ -7,7 +7,9 @@
 import { IOrder } from '@yuants/data-order';
 import { IPosition } from '@yuants/data-account';
 import { IProduct } from '@yuants/data-product';
+import { IQuote } from '@yuants/data-quote';
 import { IResponse } from '@yuants/protocol';
+import { IServiceOptions } from '@yuants/protocol';
 import { JSONSchema7 } from 'json-schema';
 import { Terminal } from '@yuants/protocol';
 
@@ -52,6 +54,30 @@ export interface IExchange<T = any> {
     }>;
 }
 
+// @public
+export type IQuoteField = Exclude<keyof IQuote, 'product_id' | 'updated_at' | 'datasource_id'>;
+
+// @public
+export interface IQuoteServiceMetadata<K extends IQuoteField = IQuoteField> {
+    // (undocumented)
+    fields: K[];
+    // (undocumented)
+    max_products_per_request?: number;
+    // (undocumented)
+    product_id_prefix: string;
+}
+
+// @public
+export interface IQuoteServiceRequestByVEX {
+    // (undocumented)
+    fields: IQuoteField[];
+    // (undocumented)
+    product_ids: string[];
+}
+
+// @public
+export type IQuoteUpdateAction = Record<string, Partial<Record<IQuoteField, [value: string, updated_at: number]>>>;
+
 // @public
 export const listProducts: (terminal: Terminal, type: string) => Promise<IResponse<IProduct[]>>;
 
@@ -61,9 +87,20 @@ export const modifyOrder: <T>(terminal: Terminal, credential: {
     payload: T;
 }, order: IOrder) => Promise<IResponse<void>>;
 
+// @public
+export const parseQuoteServiceMetadataFromSchema: (schema: any) => IQuoteServiceMetadata;
+
 // @public
 export const provideExchangeServices: <T>(terminal: Terminal, exchange: IExchange<T>) => void;
 
+// @public
+export const provideQuoteService: <K extends IQuoteField>(terminal: Terminal, metadata: IQuoteServiceMetadata<K>, requestFunc: (request: IQuoteServiceRequestByVEX) => Promise<(Pick<IQuote, K> & {
+    product_id: string;
+    updated_at: number;
+})[]>, serviceOptions?: IServiceOptions) => {
+    dispose: () => void;
+};
+
 // @public
 export const submitOrder: <T>(terminal: Terminal, credential: {
     type: string;

package/temp/package-deps.json

@@ -1,13 +1,15 @@
 {
-    "libraries/exchange/CHANGELOG.json": "92edca5180eafa2a856cd8c9bd95dfb57f72413f",
-    "libraries/exchange/CHANGELOG.md": "200055daee36dec0f7ba91c9d99e2aac13f2d8ee",
+    "libraries/exchange/CHANGELOG.json": "90ce36eb369dc6906186a7b5fc321fade1cdb99b",
+    "libraries/exchange/CHANGELOG.md": "ffe98fc0df331347b2e75c9075fdb8a97a42a229",
     "libraries/exchange/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "libraries/exchange/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "libraries/exchange/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "libraries/exchange/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
-    "libraries/exchange/etc/exchange.api.md": "bbd88b1f693916f855340a6af809250c3e22bf1c",
-    "libraries/exchange/package.json": "70d1fb218a7109ae518d41f45e1bb27658eed4aa",
-    "libraries/exchange/src/index.ts": "6a93d776eb1902c68b4d29d2fd2fb6ae20c45aff",
+    "libraries/exchange/etc/exchange.api.md": "ebba089fe78ffc5864dd07ad41ad27b8c29ac07c",
+    "libraries/exchange/package.json": "a0504951443943c11062a48b04dc5710fb4ec46b",
+    "libraries/exchange/src/index.ts": "b63a97684af91046cf6ee2df92a7561a9a088cb5",
+    "libraries/exchange/src/quote.ts": "4b4469c5cf454434423d3508f817a0d42169d884",
+    "libraries/exchange/src/types.ts": "523c219c9c3c67c8ed68ffed0d3498abfe68f8d6",
     "libraries/exchange/tsconfig.json": "22f94ca28b507f8ddcc21b9053158eefd3f726a9",
     "libraries/exchange/.rush/temp/shrinkwrap-deps.json": "f769a3dbf84c1bff16d82dcfcefa30369a27dd36",
     "libraries/protocol/temp/package-deps.json": "0bd43721e96039b52d7b59c834dc6df45cf75e3f",