Struct CryptoExchangeCache

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pub struct CryptoExchangeCache {
    pub by_broker: DashMap<BrokerExchangeKey, Vec<CryptoExchangeInfo>>,
    pub lv2_exchange_cache: DashMap<ExchangeCacheKey, CachedOrderBook>,
    pub lv2_prob_to_brokers: DashMap<ExchangeCacheKey, HashSet<u32>>,
    /* private fields */
}

Expand description

Crypto LV2 多交易所缓存. 包装 3 个 DashMap + 反向索引重建逻辑.

线程安全: 内部全用 DashMap, 任意线程可同时 read/write. lifecycle: 整个 daemon lifetime, 由 GatewayBridge::crypto_exchange_cache 持有 Arc.

Fields§

§by_broker: DashMap<BrokerExchangeKey, Vec<CryptoExchangeInfo>>

(stock_id, broker_id) → exchange list (from CMD18012 response).

§lv2_exchange_cache: DashMap<ExchangeCacheKey, CachedOrderBook>

(stock_id, lv2_prob) → orderbook (exchange-level, raw from push).

§lv2_prob_to_brokers: DashMap<ExchangeCacheKey, HashSet<u32>>

(stock_id, lv2_prob) → set<broker_id> — 反向索引, O(1) 查询受 exchange-level push 影响的 broker 集.

Implementations§

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impl CryptoExchangeCache

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pub fn new() -> Arc<Self>

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pub fn set_lv2_related_exchange( &self, stock_id: u64, broker_id: u32, exchanges: Vec<CryptoExchangeInfo>, )

设置 (stock_id, broker_id) 对应的 exchange 列表 (CMD18012 response).

副作用:

更新 by_broker[(stock_id, broker_id)] = exchanges
重建 lv2_prob_to_brokers[(stock_id, *)] 该 stock 的反向索引 (先清旧 entries 该 stock 的所有 prob → 再按本次 + 其他 broker 重建)

对齐 C++ INNData_Qot_CryptoExchange::SetLv2RelatedExchange(stKey, vExchanges) + UpdateLv2ProbToBrokersIndex(nStockID).

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pub fn exchanges_for_broker( &self, stock_id: u64, broker_id: u32, ) -> Option<Vec<CryptoExchangeInfo>>

取某 broker 看某 stock 的 exchange 列表.

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pub fn set_lv2_exchange_cache( &self, stock_id: u64, lv2_prob: i32, orderbook: CachedOrderBook, )

写 exchange-level cache (单个 exchange 的原始 LV2 摆盘). 对齐 C++ m_mapLv2ExchangeCache[cacheKey] = pbOrderBook (QotRealTimeData.cpp:938).

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pub fn get_lv2_exchange_cache( &self, stock_id: u64, lv2_prob: i32, ) -> Option<CachedOrderBook>

取 exchange-level cache.

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pub fn get_brokers_affected_by_lv2_prob( &self, stock_id: u64, lv2_prob: i32, ) -> HashSet<u32>

反向索引查询: (stock_id, lv2_prob) 影响哪些 broker. 对齐 C++ setBrokerIDs = m_mapLv2ProbToBrokers[cacheKey] (QotRealTimeData.cpp:941-944).

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pub fn collect_exchange_caches_for_broker( &self, stock_id: u64, broker_id: u32, ) -> Vec<CachedOrderBook>

给定 (stock_id, broker_id), 收集该 broker 的所有 exchange 对应的 exchange-level cache 列表 (用作 merge 输入).

对齐 C++ MergeCryptoExchangesToBrokerCache 内部逻辑 (line 987-1022).

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pub fn clear_stock(&self, stock_id: u64)

清除某 stock 的所有 cache (退订 / reset 时调). 对齐 C++ ClearStockData(nStockID).

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pub fn clear_stock_broker(&self, stock_id: u64, broker_id: u32)

v1.4.110 R6-8: 清除某 (stock_id, broker_id) 的 by_broker entry + 重建该 stock 反向索引. 用于 部分 broker 退订 —— stock 还有别的 broker 在订 (clear_stock 整 stock 清不适用), 但本 broker 已全局无订阅, 其 by_broker[(stock, broker)] 会 stale 滞留 → by_broker 慢漏累积死 entry.

移除本 broker 后该 stock 已无任何 broker → 连 lv2_exchange_cache 一并清 (无 broker 引用的 exchange-level cache 也是 stale).

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pub fn brokers_for_stock(&self, stock_id: u64) -> Vec<u32>

v1.4.110 R6-8: 列出 by_broker 里某 stock 当前缓存的所有 broker_id. 退订路径用它枚举该 stock 的 broker, 逐个判是否已全局无订阅 → clear.

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pub fn rebuild_broker_cache( &self, qot_cache: &QotCache, stock_id: u64, broker_id: u32, broker_cache_key: &str, ) -> Option<CachedOrderBook>

v1.4.110 R6-2 + R6-4: 重建某 (stock_id, broker_id) 的 broker-level 摆盘缓存 —— 收集该 broker 所有 exchange 的 LV2 cache → merge 40 档 → 写 qot_cache.order_books[broker_cache_key] → 唤醒 cold-cache waiter.

对齐 C++ QotRealTimeData::RebuildCryptoBrokerCache (line 960-985). parse_crypto_lv2_order_book_to_push (push 路径, 每个 affected broker 调一次) 与 maybe_fetch_crypto_exchanges (CMD18012 完成后补 merge, R6-4) 共用本 fn.

返 Some(merged) 供 caller 构造 PushEvent; 该 broker 当前无任何 exchange cache (collect 空) → None (无数据可 merge, 不动 qot_cache).

broker_cache_key 由 caller 传 (= QotSecurityKey::cache_key(), "{public}@b{broker_id}") —— public sec_key 构造需要 market/code 上下文, 不在本 cache 持有.