pub struct IndicativeQuoteCache {
quotes: DashMap<(WalletAddress, String), IndicativeQuoteEntry>,
aggregates: DashMap<String, AggregatedIndicativeQuote>,
ttl_ms: u64,
}Expand description
In-memory cache of indicative quotes from all QPs, with TTL eviction and aggregation into best-bid/best-ask per instrument.
Fields§
§quotes: DashMap<(WalletAddress, String), IndicativeQuoteEntry>Per-QP per-instrument quotes: (qp_wallet, instrument) -> entry
aggregates: DashMap<String, AggregatedIndicativeQuote>Aggregated best quotes per instrument
ttl_ms: u64TTL in milliseconds for stale quote eviction
Implementations§
Source§impl IndicativeQuoteCache
impl IndicativeQuoteCache
pub fn new(ttl_ms: u64) -> Self
Sourcepub fn update(
&self,
qp_wallet: WalletAddress,
entries: Vec<IndicativeQuoteEntry>,
) -> Vec<(String, Option<AggregatedIndicativeQuote>)>
pub fn update( &self, qp_wallet: WalletAddress, entries: Vec<IndicativeQuoteEntry>, ) -> Vec<(String, Option<AggregatedIndicativeQuote>)>
Update quotes from a QP with a full snapshot. Upserts every
instrument in entries and evicts any previously-seen instrument
for this QP that is NOT present in the new batch, since rfq-mm
streams periodic snapshots and silently omits instruments when it
can no longer price them. Without the eviction, the aggregate
would keep serving stale prices until TTL eviction fires much
later, so /options-summary could show an old quote long after
the QP stopped supporting that instrument.
Sourcepub fn evict_qp(
&self,
qp_wallet: &WalletAddress,
) -> Vec<(String, Option<AggregatedIndicativeQuote>)>
pub fn evict_qp( &self, qp_wallet: &WalletAddress, ) -> Vec<(String, Option<AggregatedIndicativeQuote>)>
Evict all quotes from a disconnected QP.
Sourcepub fn get_aggregate(
&self,
instrument: &str,
) -> Option<AggregatedIndicativeQuote>
pub fn get_aggregate( &self, instrument: &str, ) -> Option<AggregatedIndicativeQuote>
Get the aggregated quote for an instrument.
Sourcepub fn get_all_aggregates(&self) -> Vec<AggregatedIndicativeQuote>
pub fn get_all_aggregates(&self) -> Vec<AggregatedIndicativeQuote>
Get all aggregated quotes.
Sourcepub fn start_ttl_eviction(self: &Arc<Self>, shutdown: Receiver<()>)
pub fn start_ttl_eviction(self: &Arc<Self>, shutdown: Receiver<()>)
Start a background task that evicts stale quotes.
Sourcefn evict_stale(&self)
fn evict_stale(&self)
Evict entries older than TTL.
Sourcefn recompute_aggregate(
&self,
instrument: &str,
) -> Option<AggregatedIndicativeQuote>
fn recompute_aggregate( &self, instrument: &str, ) -> Option<AggregatedIndicativeQuote>
Recompute the aggregate for a single instrument from all QP entries.
Auto Trait Implementations§
impl Freeze for IndicativeQuoteCache
impl !RefUnwindSafe for IndicativeQuoteCache
impl Send for IndicativeQuoteCache
impl Sync for IndicativeQuoteCache
impl Unpin for IndicativeQuoteCache
impl UnsafeUnpin for IndicativeQuoteCache
impl UnwindSafe for IndicativeQuoteCache
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