@quantform/core 0.3.221 → 0.3.229

package/src/storage/feed.interceptor.ts

@@ -1,92 +0,0 @@
-import { InstrumentSelector } from '../domain';
-import { StoreEvent, OrderbookPatchEvent, TradePatchEvent } from '../store/event';
-import { Feed } from './feed';
-
-export abstract class FeedInterceptor implements Feed {
-  constructor(private readonly feed: Feed) {}
-
-  abstract intercept(
-    instrument: InstrumentSelector,
-    event: StoreEvent
-  ): StoreEvent | StoreEvent[];
-
-  async read(
-    instrument: InstrumentSelector,
-    from: number,
-    to: number
-  ): Promise<StoreEvent[]> {
-    const output = new Array<StoreEvent>();
-
-    for (const event of await this.feed.read(instrument, from, to)) {
-      const intercepted = this.intercept(instrument, event);
-
-      if (!intercepted) {
-        continue;
-      }
-
-      if (Array.isArray(intercepted)) {
-        output.push(...intercepted);
-      } else {
-        output.push(intercepted);
-      }
-    }
-
-    return output;
-  }
-
-  write(instrument: InstrumentSelector, events: StoreEvent[]): Promise<void> {
-    return this.feed.write(instrument, events);
-  }
-}
-
-class FeedCandleInterceptor extends FeedInterceptor {
-  constructor(
-    feed: Feed,
-    private readonly options: {
-      orderbook: boolean;
-      trade: boolean;
-    }
-  ) {
-    super(feed);
-  }
-
-  intercept(
-    instrument: InstrumentSelector,
-    event: StoreEvent & any
-  ): StoreEvent | StoreEvent[] {
-    const output = [];
-
-    if (event.type == 'candle') {
-      if (this.options.orderbook) {
-        output.push(
-          new OrderbookPatchEvent(
-            instrument,
-            event.close, // + instrument.quote.tickSize,
-            0,
-            event.close, // - instrument.quote.tickSize,
-            0,
-            event.timestamp
-          )
-        );
-      }
-
-      if (this.options.trade) {
-        output.push(
-          new TradePatchEvent(event.instrument, event.close, 0, event.timestamp)
-        );
-      }
-
-      return output;
-    }
-  }
-}
-
-export function fromCandle(
-  feed: Feed,
-  options: {
-    orderbook: boolean;
-    trade: boolean;
-  }
-): Feed {
-  return new FeedCandleInterceptor(feed, options);
-}

package/src/storage/in-memory.feed.ts

@@ -1,38 +0,0 @@
-import { timestamp } from '../common';
-import { InstrumentSelector } from '../domain';
-import { StoreEvent } from '../store/event';
-import { Feed } from '.';
-
-export class InMemoryFeed implements Feed {
-  private data: Record<string, StoreEvent[]> = {};
-
-  async read(
-    instrument: InstrumentSelector,
-    from: timestamp,
-    to: timestamp
-  ): Promise<StoreEvent[]> {
-    if (!this.data[instrument.toString()]) {
-      return [];
-    }
-
-    return this.data[instrument.toString()]
-      .filter(it => it.timestamp > from && it.timestamp <= to)
-      .sort((lhs, rhs) => lhs.timestamp - rhs.timestamp);
-  }
-
-  async write(instrument: InstrumentSelector, events: StoreEvent[]): Promise<void> {
-    if (!this.data[instrument.toString()]) {
-      this.data[instrument.toString()] = [];
-    }
-
-    const buffer = this.data[instrument.toString()];
-
-    for (const event of events) {
-      buffer.push(event);
-    }
-  }
-
-  clear() {
-    this.data = {};
-  }
-}