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IndicativeQuoteCache

Struct IndicativeQuoteCache 

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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.

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§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: u64

TTL in milliseconds for stale quote eviction

Implementations§

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impl IndicativeQuoteCache

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pub fn new(ttl_ms: u64) -> Self

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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.

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pub fn evict_qp( &self, qp_wallet: &WalletAddress, ) -> Vec<(String, Option<AggregatedIndicativeQuote>)>

Evict all quotes from a disconnected QP.

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pub fn get_aggregate( &self, instrument: &str, ) -> Option<AggregatedIndicativeQuote>

Get the aggregated quote for an instrument.

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pub fn get_all_aggregates(&self) -> Vec<AggregatedIndicativeQuote>

Get all aggregated quotes.

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pub fn start_ttl_eviction(self: &Arc<Self>, shutdown: Receiver<()>)

Start a background task that evicts stale quotes.

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fn evict_stale(&self)

Evict entries older than TTL.

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fn recompute_aggregate( &self, instrument: &str, ) -> Option<AggregatedIndicativeQuote>

Recompute the aggregate for a single instrument from all QP entries.

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fn aggregate_distinct(self) -> Self::Output
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