@quantform/core 0.6.6 → 0.7.0-beta.4

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (521) hide show
  1. package/dist/as-readonly.d.ts +3 -0
  2. package/dist/as-readonly.d.ts.map +1 -0
  3. package/dist/as-readonly.js +8 -0
  4. package/dist/{domain → asset}/asset.d.ts +6 -1
  5. package/dist/asset/asset.d.ts.map +1 -0
  6. package/dist/{domain → asset}/asset.js +16 -7
  7. package/dist/asset/asset.spec.d.ts +2 -0
  8. package/dist/asset/asset.spec.d.ts.map +1 -0
  9. package/dist/asset/asset.spec.js +54 -0
  10. package/dist/asset/index.d.ts +2 -0
  11. package/dist/asset/index.d.ts.map +1 -0
  12. package/dist/{adapter/paper → asset}/index.js +1 -2
  13. package/dist/cli/build.js +1 -1
  14. package/dist/cli/dev.d.ts.map +1 -1
  15. package/dist/cli/dev.js +15 -11
  16. package/dist/cli/index.js +8 -8
  17. package/dist/cli/internal/workspace.js +1 -1
  18. package/dist/cli/pull.d.ts.map +1 -1
  19. package/dist/cli/pull.js +50 -20
  20. package/dist/cli/{test.d.ts → replay.d.ts} +1 -1
  21. package/dist/cli/replay.d.ts.map +1 -0
  22. package/dist/cli/{test.js → replay.js} +18 -20
  23. package/dist/cli/run.d.ts.map +1 -1
  24. package/dist/cli/run.js +16 -11
  25. package/dist/component/distinct-until-timesamp-changed.d.ts +5 -0
  26. package/dist/component/distinct-until-timesamp-changed.d.ts.map +1 -0
  27. package/dist/component/distinct-until-timesamp-changed.js +9 -0
  28. package/dist/component/error.d.ts +17 -0
  29. package/dist/component/error.d.ts.map +1 -0
  30. package/dist/component/error.js +33 -0
  31. package/dist/component/index.d.ts +8 -0
  32. package/dist/component/index.d.ts.map +1 -0
  33. package/dist/{store → component}/index.js +7 -9
  34. package/dist/{domain → component}/ohlc-operator.d.ts +1 -1
  35. package/dist/component/ohlc-operator.d.ts.map +1 -0
  36. package/dist/{domain → component}/ohlc-operator.js +4 -5
  37. package/dist/component/ohlc-operator.spec.d.ts +2 -0
  38. package/dist/component/ohlc-operator.spec.d.ts.map +1 -0
  39. package/dist/component/ohlc-operator.spec.js +110 -0
  40. package/dist/component/ohlc.d.ts.map +1 -0
  41. package/dist/component/ohlc.spec.d.ts +2 -0
  42. package/dist/component/ohlc.spec.d.ts.map +1 -0
  43. package/dist/component/ohlc.spec.js +25 -0
  44. package/dist/component/timeframe.d.ts.map +1 -0
  45. package/dist/core.d.ts +3 -0
  46. package/dist/core.d.ts.map +1 -0
  47. package/dist/core.js +15 -0
  48. package/dist/defined.d.ts +3 -0
  49. package/dist/defined.d.ts.map +1 -0
  50. package/dist/defined.js +8 -0
  51. package/dist/exclude.d.ts +3 -0
  52. package/dist/exclude.d.ts.map +1 -0
  53. package/dist/exclude.js +8 -0
  54. package/dist/index.d.ts +25 -27
  55. package/dist/index.d.ts.map +1 -1
  56. package/dist/index.js +25 -66
  57. package/dist/{domain → instrument/commission}/commission.d.ts +1 -1
  58. package/dist/instrument/commission/commission.d.ts.map +1 -0
  59. package/dist/{domain → instrument/commission}/commission.js +2 -2
  60. package/dist/instrument/commission/commission.spec.d.ts +2 -0
  61. package/dist/instrument/commission/commission.spec.d.ts.map +1 -0
  62. package/dist/instrument/commission/commission.spec.js +30 -0
  63. package/dist/instrument/index.d.ts +3 -0
  64. package/dist/instrument/index.d.ts.map +1 -0
  65. package/dist/{adapter → instrument}/index.js +2 -4
  66. package/dist/{domain → instrument}/instrument.d.ts +4 -4
  67. package/dist/instrument/instrument.d.ts.map +1 -0
  68. package/dist/{domain → instrument}/instrument.js +8 -5
  69. package/dist/instrument/instrument.spec.d.ts +2 -0
  70. package/dist/instrument/instrument.spec.d.ts.map +1 -0
  71. package/dist/instrument/instrument.spec.js +51 -0
  72. package/dist/make-test-module.d.ts +13 -0
  73. package/dist/make-test-module.d.ts.map +1 -0
  74. package/dist/make-test-module.js +46 -0
  75. package/dist/module.d.ts +57 -0
  76. package/dist/module.d.ts.map +1 -0
  77. package/dist/module.js +136 -0
  78. package/dist/module.spec.d.ts +2 -0
  79. package/dist/module.spec.d.ts.map +1 -0
  80. package/dist/module.spec.js +86 -0
  81. package/dist/not-found.d.ts +2 -0
  82. package/dist/not-found.d.ts.map +1 -0
  83. package/dist/{domain/component.js → not-found.js} +2 -0
  84. package/dist/replay/index.d.ts +7 -0
  85. package/dist/replay/index.d.ts.map +1 -0
  86. package/dist/replay/index.js +22 -0
  87. package/dist/replay/use-replay-coordinator.d.ts +10 -0
  88. package/dist/replay/use-replay-coordinator.d.ts.map +1 -0
  89. package/dist/replay/use-replay-coordinator.js +119 -0
  90. package/dist/replay/use-replay-options.d.ts +15 -0
  91. package/dist/replay/use-replay-options.d.ts.map +1 -0
  92. package/dist/replay/use-replay-options.js +20 -0
  93. package/dist/replay/use-replay-reader.d.ts +7 -0
  94. package/dist/replay/use-replay-reader.d.ts.map +1 -0
  95. package/dist/replay/use-replay-reader.js +32 -0
  96. package/dist/replay/use-replay-reader.spec.d.ts +2 -0
  97. package/dist/replay/use-replay-reader.spec.d.ts.map +1 -0
  98. package/dist/replay/use-replay-reader.spec.js +58 -0
  99. package/dist/replay/use-replay-storage.d.ts +10 -0
  100. package/dist/replay/use-replay-storage.d.ts.map +1 -0
  101. package/dist/replay/use-replay-storage.js +10 -0
  102. package/dist/replay/use-replay-writer.d.ts +6 -0
  103. package/dist/replay/use-replay-writer.d.ts.map +1 -0
  104. package/dist/replay/use-replay-writer.js +14 -0
  105. package/dist/replay/use-replay-writer.spec.d.ts +2 -0
  106. package/dist/replay/use-replay-writer.spec.d.ts.map +1 -0
  107. package/dist/replay/use-replay-writer.spec.js +53 -0
  108. package/dist/replay/use-replay.d.ts +10 -0
  109. package/dist/replay/use-replay.d.ts.map +1 -0
  110. package/dist/replay/use-replay.js +32 -0
  111. package/dist/replay/use-replay.spec.d.ts +2 -0
  112. package/dist/replay/use-replay.spec.d.ts.map +1 -0
  113. package/dist/replay/use-replay.spec.js +106 -0
  114. package/dist/replay/with-replay.d.ts +4 -0
  115. package/dist/replay/with-replay.d.ts.map +1 -0
  116. package/dist/replay/with-replay.js +8 -0
  117. package/dist/session/index.d.ts +4 -0
  118. package/dist/session/index.d.ts.map +1 -0
  119. package/dist/session/index.js +19 -0
  120. package/dist/session/use-session-object.d.ts +18 -0
  121. package/dist/session/use-session-object.d.ts.map +1 -0
  122. package/dist/session/use-session-object.js +13 -0
  123. package/dist/session/use-session-storage.d.ts +2 -0
  124. package/dist/session/use-session-storage.d.ts.map +1 -0
  125. package/dist/session/use-session-storage.js +10 -0
  126. package/dist/session/use-session.d.ts +4 -0
  127. package/dist/session/use-session.d.ts.map +1 -0
  128. package/dist/session/use-session.js +7 -0
  129. package/dist/shared/datetime.d.ts +1 -1
  130. package/dist/shared/datetime.d.ts.map +1 -1
  131. package/dist/shared/decimals.d.ts.map +1 -1
  132. package/dist/shared/decimals.js +5 -0
  133. package/dist/shared/decimals.spec.d.ts +2 -0
  134. package/dist/shared/decimals.spec.d.ts.map +1 -0
  135. package/dist/shared/decimals.spec.js +28 -0
  136. package/dist/shared/index.d.ts +3 -7
  137. package/dist/shared/index.d.ts.map +1 -1
  138. package/dist/shared/index.js +3 -7
  139. package/dist/simulator/index.d.ts +2 -0
  140. package/dist/simulator/index.d.ts.map +1 -0
  141. package/dist/{adapter/backtester → simulator}/index.js +1 -2
  142. package/dist/simulator/use-simulator.d.ts +2 -0
  143. package/dist/simulator/use-simulator.d.ts.map +1 -0
  144. package/dist/simulator/use-simulator.js +9 -0
  145. package/dist/simulator/use-simulator.spec.d.ts +2 -0
  146. package/dist/simulator/use-simulator.spec.d.ts.map +1 -0
  147. package/dist/simulator/use-simulator.spec.js +49 -0
  148. package/dist/storage/in-memory/in-memory-storage.d.ts +9 -0
  149. package/dist/storage/in-memory/in-memory-storage.d.ts.map +1 -0
  150. package/dist/storage/in-memory/in-memory-storage.factory.d.ts +6 -0
  151. package/dist/storage/in-memory/in-memory-storage.factory.d.ts.map +1 -0
  152. package/dist/storage/in-memory/in-memory-storage.factory.js +23 -0
  153. package/dist/storage/in-memory/in-memory-storage.js +72 -0
  154. package/dist/storage/in-memory/in-memory-storage.spec.d.ts +2 -0
  155. package/dist/storage/in-memory/in-memory-storage.spec.d.ts.map +1 -0
  156. package/dist/storage/in-memory/in-memory-storage.spec.js +167 -0
  157. package/dist/storage/in-memory/index.d.ts +3 -0
  158. package/dist/storage/in-memory/index.d.ts.map +1 -0
  159. package/dist/storage/in-memory/index.js +18 -0
  160. package/dist/storage/index.d.ts +3 -3
  161. package/dist/storage/index.d.ts.map +1 -1
  162. package/dist/storage/index.js +3 -3
  163. package/dist/storage/storage.d.ts +51 -61
  164. package/dist/storage/storage.d.ts.map +1 -1
  165. package/dist/storage/storage.js +20 -85
  166. package/dist/storage/use-cache.d.ts +4 -0
  167. package/dist/storage/use-cache.d.ts.map +1 -0
  168. package/dist/storage/use-cache.js +34 -0
  169. package/dist/storage/use-cache.spec.d.ts +2 -0
  170. package/dist/storage/use-cache.spec.d.ts.map +1 -0
  171. package/dist/storage/use-cache.spec.js +36 -0
  172. package/dist/storage/use-storage-factory.d.ts +10 -0
  173. package/dist/storage/use-storage-factory.d.ts.map +1 -0
  174. package/dist/storage/use-storage-factory.js +14 -0
  175. package/dist/storage/use-storage.d.ts +3 -0
  176. package/dist/storage/use-storage.d.ts.map +1 -0
  177. package/dist/storage/use-storage.js +11 -0
  178. package/dist/strat.d.ts +7 -0
  179. package/dist/strat.d.ts.map +1 -0
  180. package/dist/strat.js +7 -0
  181. package/dist/use-execution-mode.d.ts +29 -0
  182. package/dist/use-execution-mode.d.ts.map +1 -0
  183. package/dist/use-execution-mode.js +37 -0
  184. package/dist/use-hash.d.ts +5 -0
  185. package/dist/use-hash.d.ts.map +1 -0
  186. package/dist/use-hash.js +7 -0
  187. package/dist/use-hash.spec.d.ts +2 -0
  188. package/dist/use-hash.spec.d.ts.map +1 -0
  189. package/dist/use-hash.spec.js +16 -0
  190. package/dist/use-lock.d.ts +9 -0
  191. package/dist/use-lock.d.ts.map +1 -0
  192. package/dist/use-lock.js +40 -0
  193. package/dist/use-logger.d.ts +10 -0
  194. package/dist/use-logger.d.ts.map +1 -0
  195. package/dist/use-logger.js +37 -0
  196. package/dist/use-memo.d.ts +21 -0
  197. package/dist/use-memo.d.ts.map +1 -0
  198. package/dist/use-memo.js +35 -0
  199. package/dist/use-memo.spec.d.ts +2 -0
  200. package/dist/use-memo.spec.d.ts.map +1 -0
  201. package/dist/use-memo.spec.js +35 -0
  202. package/dist/use-request.d.ts +16 -0
  203. package/dist/use-request.d.ts.map +1 -0
  204. package/dist/use-request.js +27 -0
  205. package/dist/use-socket.d.ts +6 -0
  206. package/dist/use-socket.d.ts.map +1 -0
  207. package/dist/use-socket.js +52 -0
  208. package/dist/use-state.d.ts +4 -0
  209. package/dist/use-state.d.ts.map +1 -0
  210. package/dist/use-state.js +24 -0
  211. package/dist/use-state.spec.d.ts +2 -0
  212. package/dist/use-state.spec.d.ts.map +1 -0
  213. package/dist/use-state.spec.js +36 -0
  214. package/dist/use-timestamp.d.ts +2 -0
  215. package/dist/use-timestamp.d.ts.map +1 -0
  216. package/dist/use-timestamp.js +13 -0
  217. package/dist/use.d.ts +5 -0
  218. package/dist/use.d.ts.map +1 -0
  219. package/dist/use.js +20 -0
  220. package/dist/use.spec.d.ts +2 -0
  221. package/dist/use.spec.d.ts.map +1 -0
  222. package/dist/use.spec.js +47 -0
  223. package/jest.config.ts +23 -2
  224. package/package.json +14 -11
  225. package/src/as-readonly.ts +5 -0
  226. package/src/{domain → asset}/asset.spec.ts +4 -4
  227. package/src/{domain → asset}/asset.ts +17 -6
  228. package/src/asset/index.ts +1 -0
  229. package/src/cli/build.ts +1 -1
  230. package/src/cli/dev.ts +18 -13
  231. package/src/cli/index.ts +7 -7
  232. package/src/cli/internal/workspace.ts +1 -1
  233. package/src/cli/pull.ts +22 -10
  234. package/src/cli/replay.ts +31 -0
  235. package/src/cli/run.ts +17 -13
  236. package/src/component/distinct-until-timesamp-changed.ts +11 -0
  237. package/src/component/error.ts +32 -0
  238. package/src/component/index.ts +7 -0
  239. package/src/{domain → component}/ohlc-operator.spec.ts +5 -6
  240. package/src/{domain → component}/ohlc-operator.ts +2 -3
  241. package/src/{domain → component}/ohlc.spec.ts +2 -2
  242. package/src/{domain → component}/ohlc.ts +2 -2
  243. package/src/core.ts +14 -0
  244. package/src/defined.ts +6 -0
  245. package/src/exclude.ts +9 -0
  246. package/src/index.ts +27 -80
  247. package/src/{domain → instrument/commission}/commission.spec.ts +4 -3
  248. package/src/{domain → instrument/commission}/commission.ts +1 -1
  249. package/src/instrument/index.ts +2 -0
  250. package/src/{domain → instrument}/instrument.spec.ts +11 -6
  251. package/src/{domain → instrument}/instrument.ts +12 -8
  252. package/src/make-test-module.ts +46 -0
  253. package/src/module.spec.ts +74 -0
  254. package/src/module.ts +156 -0
  255. package/src/not-found.ts +1 -0
  256. package/src/replay/index.ts +6 -0
  257. package/src/replay/use-replay-coordinator.ts +142 -0
  258. package/src/replay/use-replay-options.ts +23 -0
  259. package/src/replay/use-replay-reader.spec.ts +64 -0
  260. package/src/replay/use-replay-reader.ts +23 -0
  261. package/src/replay/use-replay-storage.ts +8 -0
  262. package/src/replay/use-replay-writer.spec.ts +56 -0
  263. package/src/replay/use-replay-writer.ts +17 -0
  264. package/src/replay/use-replay.spec.ts +132 -0
  265. package/src/replay/use-replay.ts +34 -0
  266. package/src/replay/with-replay.ts +10 -0
  267. package/src/session/index.ts +3 -0
  268. package/src/session/use-session-object.ts +26 -0
  269. package/src/session/use-session-storage.ts +9 -0
  270. package/src/session/use-session.ts +5 -0
  271. package/src/shared/decimals.spec.ts +1 -1
  272. package/src/shared/decimals.ts +5 -0
  273. package/src/shared/index.ts +3 -7
  274. package/src/simulator/index.ts +1 -0
  275. package/src/simulator/use-simulator.spec.ts +54 -0
  276. package/src/simulator/use-simulator.ts +7 -0
  277. package/src/storage/in-memory/in-memory-storage.factory.ts +16 -0
  278. package/src/storage/in-memory/in-memory-storage.spec.ts +193 -0
  279. package/src/storage/in-memory/in-memory-storage.ts +80 -0
  280. package/src/storage/in-memory/index.ts +2 -0
  281. package/src/storage/index.ts +3 -3
  282. package/src/storage/storage.ts +63 -119
  283. package/src/storage/use-cache.spec.ts +31 -0
  284. package/src/storage/use-cache.ts +50 -0
  285. package/src/storage/use-storage-factory.ts +17 -0
  286. package/src/storage/use-storage.ts +11 -0
  287. package/src/strat.ts +7 -0
  288. package/src/use-execution-mode.ts +41 -0
  289. package/src/use-hash.spec.ts +16 -0
  290. package/src/use-hash.ts +5 -0
  291. package/src/use-lock.ts +52 -0
  292. package/src/use-logger.ts +47 -0
  293. package/src/use-memo.spec.ts +30 -0
  294. package/src/use-memo.ts +35 -0
  295. package/src/use-request.ts +47 -0
  296. package/src/use-socket.ts +59 -0
  297. package/src/use-state.spec.ts +31 -0
  298. package/src/use-state.ts +30 -0
  299. package/src/use-timestamp.ts +12 -0
  300. package/src/use.spec.ts +46 -0
  301. package/src/use.ts +33 -0
  302. package/tsconfig.json +7 -4
  303. package/dist/adapter/adapter-aggregate.d.ts +0 -57
  304. package/dist/adapter/adapter-aggregate.d.ts.map +0 -1
  305. package/dist/adapter/adapter-aggregate.js +0 -157
  306. package/dist/adapter/adapter.d.ts +0 -54
  307. package/dist/adapter/adapter.d.ts.map +0 -1
  308. package/dist/adapter/adapter.js +0 -20
  309. package/dist/adapter/backtester/backtester-adapter.d.ts +0 -30
  310. package/dist/adapter/backtester/backtester-adapter.d.ts.map +0 -1
  311. package/dist/adapter/backtester/backtester-adapter.js +0 -67
  312. package/dist/adapter/backtester/backtester-cursor.d.ts +0 -16
  313. package/dist/adapter/backtester/backtester-cursor.d.ts.map +0 -1
  314. package/dist/adapter/backtester/backtester-cursor.js +0 -52
  315. package/dist/adapter/backtester/backtester-streamer.d.ts +0 -50
  316. package/dist/adapter/backtester/backtester-streamer.d.ts.map +0 -1
  317. package/dist/adapter/backtester/backtester-streamer.js +0 -119
  318. package/dist/adapter/backtester/error.d.ts +0 -3
  319. package/dist/adapter/backtester/error.d.ts.map +0 -1
  320. package/dist/adapter/backtester/error.js +0 -11
  321. package/dist/adapter/backtester/index.d.ts +0 -3
  322. package/dist/adapter/backtester/index.d.ts.map +0 -1
  323. package/dist/adapter/error.d.ts +0 -4
  324. package/dist/adapter/error.d.ts.map +0 -1
  325. package/dist/adapter/error.js +0 -15
  326. package/dist/adapter/index.d.ts +0 -5
  327. package/dist/adapter/index.d.ts.map +0 -1
  328. package/dist/adapter/paper/engine/paper-engine.d.ts +0 -12
  329. package/dist/adapter/paper/engine/paper-engine.d.ts.map +0 -1
  330. package/dist/adapter/paper/engine/paper-engine.js +0 -109
  331. package/dist/adapter/paper/index.d.ts +0 -3
  332. package/dist/adapter/paper/index.d.ts.map +0 -1
  333. package/dist/adapter/paper/paper-adapter.d.ts +0 -30
  334. package/dist/adapter/paper/paper-adapter.d.ts.map +0 -1
  335. package/dist/adapter/paper/paper-adapter.js +0 -87
  336. package/dist/cli/error.d.ts +0 -2
  337. package/dist/cli/error.d.ts.map +0 -1
  338. package/dist/cli/error.js +0 -7
  339. package/dist/cli/test.d.ts.map +0 -1
  340. package/dist/domain/asset.d.ts.map +0 -1
  341. package/dist/domain/balance-operator.d.ts +0 -7
  342. package/dist/domain/balance-operator.d.ts.map +0 -1
  343. package/dist/domain/balance-operator.js +0 -9
  344. package/dist/domain/balance.d.ts +0 -47
  345. package/dist/domain/balance.d.ts.map +0 -1
  346. package/dist/domain/balance.js +0 -97
  347. package/dist/domain/commission.d.ts.map +0 -1
  348. package/dist/domain/component.d.ts +0 -6
  349. package/dist/domain/component.d.ts.map +0 -1
  350. package/dist/domain/error.d.ts +0 -7
  351. package/dist/domain/error.d.ts.map +0 -1
  352. package/dist/domain/error.js +0 -23
  353. package/dist/domain/index.d.ts +0 -22
  354. package/dist/domain/index.d.ts.map +0 -1
  355. package/dist/domain/index.js +0 -37
  356. package/dist/domain/instrument-operator.d.ts +0 -7
  357. package/dist/domain/instrument-operator.d.ts.map +0 -1
  358. package/dist/domain/instrument-operator.js +0 -13
  359. package/dist/domain/instrument.d.ts.map +0 -1
  360. package/dist/domain/ohlc-operator.d.ts.map +0 -1
  361. package/dist/domain/ohlc.d.ts.map +0 -1
  362. package/dist/domain/order-operator.d.ts +0 -8
  363. package/dist/domain/order-operator.d.ts.map +0 -1
  364. package/dist/domain/order-operator.js +0 -16
  365. package/dist/domain/order.d.ts +0 -24
  366. package/dist/domain/order.d.ts.map +0 -1
  367. package/dist/domain/order.js +0 -49
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  489. package/src/domain/trade.spec.ts +0 -21
  490. package/src/domain/trade.ts +0 -20
  491. package/src/shared/collections.spec.ts +0 -34
  492. package/src/shared/collections.ts +0 -154
  493. package/src/shared/logger.ts +0 -39
  494. package/src/shared/pipe.ts +0 -12
  495. package/src/shared/policy.ts +0 -5
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  502. package/src/store/store-balance-event.spec.ts +0 -30
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  509. package/src/store/store-orderbook-event.spec.ts +0 -39
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  517. package/dist/{domain → component}/ohlc.d.ts +0 -0
  518. package/dist/{domain → component}/ohlc.js +0 -0
  519. package/dist/{domain → component}/timeframe.d.ts +0 -0
  520. package/dist/{domain → component}/timeframe.js +1 -1
  521. /package/src/{domain → component}/timeframe.ts +0 -0
@@ -1,162 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.Session = void 0;
13
- const rxjs_1 = require("rxjs");
14
- const uuid_1 = require("uuid");
15
- const domain_1 = require("../domain");
16
- const balance_operator_1 = require("./balance-operator");
17
- const instrument_operator_1 = require("./instrument-operator");
18
- const order_operator_1 = require("./order-operator");
19
- const orderbook_operator_1 = require("./orderbook-operator");
20
- const position_operator_1 = require("./position-operator");
21
- const trade_operator_1 = require("./trade-operator");
22
- class Session {
23
- constructor(id, store, aggregate, measurement) {
24
- this.id = id;
25
- this.store = store;
26
- this.aggregate = aggregate;
27
- this.measurement = measurement;
28
- this.initialized = false;
29
- }
30
- get timestamp() {
31
- return this.store.snapshot.timestamp;
32
- }
33
- awake() {
34
- return __awaiter(this, void 0, void 0, function* () {
35
- if (this.initialized) {
36
- return;
37
- }
38
- this.initialized = true;
39
- // awake all adapters and synchronize trading accounts with store.
40
- yield this.aggregate.awake();
41
- });
42
- }
43
- dispose() {
44
- return __awaiter(this, void 0, void 0, function* () {
45
- if (!this.initialized) {
46
- return;
47
- }
48
- this.store.dispose();
49
- yield this.aggregate.dispose();
50
- this.initialized = false;
51
- });
52
- }
53
- /**
54
- * Subscribes to specific instrument. Usually forces adapter to subscribe
55
- * for orderbook and ticker streams.
56
- */
57
- subscribe(instrument) {
58
- return this.aggregate.subscribe(instrument);
59
- }
60
- /**
61
- * Opens a new order.
62
- */
63
- open(order) {
64
- const instrument = this.store.snapshot.universe.instrument.get(order.instrument.id);
65
- if (!instrument) {
66
- throw (0, domain_1.invalidInstrumentSelectorError)(order.instrument.id);
67
- }
68
- const newOrder = new domain_1.Order(this.timestamp, (0, uuid_1.v4)(), instrument, order.quantity, this.timestamp, order.rate);
69
- return (0, rxjs_1.of)(newOrder).pipe((0, rxjs_1.switchMap)(() => this.aggregate.open(newOrder)), (0, rxjs_1.switchMap)(() => this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == newOrder.id))));
70
- }
71
- /**
72
- * Cancels specific order.
73
- */
74
- cancel(order) {
75
- return (0, rxjs_1.defer)(() => (0, rxjs_1.from)(this.aggregate.cancel(order))).pipe((0, rxjs_1.switchMap)(() => this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == order.id))));
76
- }
77
- /**
78
- * Subscribes to specific instrument changes.
79
- * When adapter awake then it will fetch collection of all available instruments.
80
- */
81
- instrument(selector) {
82
- this.subscribe([selector]);
83
- return this.store.changes$.pipe((0, instrument_operator_1.instrument)(selector, this.store.snapshot));
84
- }
85
- /**
86
- * Subscribes to instruments changes.
87
- * When adapter awake then it will fetch collection of all available instruments.
88
- */
89
- instruments() {
90
- return this.store.changes$.pipe((0, instrument_operator_1.instruments)(this.store.snapshot));
91
- }
92
- /**
93
- * Subscribes to balance changes.
94
- */
95
- balance(selector) {
96
- return this.store.changes$.pipe((0, balance_operator_1.balance)(selector, this.store.snapshot));
97
- }
98
- /**
99
- * Subscribes to trade/ticker changes.
100
- */
101
- trade(selector) {
102
- this.subscribe([selector]);
103
- return this.store.changes$.pipe((0, trade_operator_1.trade)(selector, this.store.snapshot));
104
- }
105
- /**
106
- * Subscribes to orderbook changes.
107
- * Right now you can access only best bid and best ask.
108
- */
109
- orderbook(selector) {
110
- this.subscribe([selector]);
111
- return this.store.changes$.pipe((0, orderbook_operator_1.orderbook)(selector, this.store.snapshot));
112
- }
113
- /**
114
- * Subscribes to position on leveraged market.
115
- */
116
- position(selector) {
117
- this.subscribe([selector]);
118
- return this.store.changes$.pipe((0, position_operator_1.position)(selector));
119
- }
120
- /**
121
- * Subscribes to positions on leveraged markets.
122
- */
123
- positions(selector) {
124
- this.subscribe([selector]);
125
- return this.store.changes$.pipe((0, position_operator_1.positions)(selector, this.store.snapshot));
126
- }
127
- order(selector) {
128
- this.subscribe([selector]);
129
- return this.store.changes$.pipe((0, order_operator_1.order)(selector));
130
- }
131
- orders(selector) {
132
- this.subscribe([selector]);
133
- return this.store.changes$.pipe((0, order_operator_1.orders)(selector, this.store.snapshot));
134
- }
135
- history(selector, timeframe, length) {
136
- return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.id == selector.id), (0, rxjs_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history(selector, timeframe, length))), (0, rxjs_1.take)(1), (0, rxjs_1.shareReplay)(), (0, rxjs_1.mergeMap)(it => it));
137
- }
138
- measure(spec, defaultValue) {
139
- var _a;
140
- if (!this.measurement) {
141
- throw new Error();
142
- }
143
- const changes$ = new rxjs_1.ReplaySubject();
144
- const persisted$ = (0, rxjs_1.from)(this.measurement.query(this.id, {
145
- to: (_a = spec.timestamp) !== null && _a !== void 0 ? _a : this.timestamp,
146
- kind: spec.kind,
147
- count: 1
148
- })).pipe((0, rxjs_1.map)(it => it.length ? Object.assign({ timestamp: it[0].timestamp }, it[0].payload) : defaultValue), (0, rxjs_1.share)());
149
- const setter = (value) => {
150
- var _a, _b;
151
- const timestamp = (_a = value.timestamp) !== null && _a !== void 0 ? _a : this.timestamp;
152
- const measure = { timestamp, kind: spec.kind, payload: value };
153
- (_b = this.measurement) === null || _b === void 0 ? void 0 : _b.save(this.id, [measure]);
154
- changes$.next(Object.assign(Object.assign({}, value), { timestamp }));
155
- };
156
- return [
157
- (0, rxjs_1.concat)(persisted$, changes$.asObservable()).pipe((0, rxjs_1.filter)(it => it !== undefined)),
158
- setter
159
- ];
160
- }
161
- }
162
- exports.Session = Session;
@@ -1 +0,0 @@
1
- {"version":3,"file":"timeframe.d.ts","sourceRoot":"","sources":["../../src/domain/timeframe.ts"],"names":[],"mappings":"AAAA,qBAAa,SAAS;IACpB,MAAM,CAAC,EAAE,SAAQ;IACjB,MAAM,CAAC,EAAE,SAAqB;IAC9B,MAAM,CAAC,EAAE,SAAoB;IAC7B,MAAM,CAAC,GAAG,SAAoB;IAC9B,MAAM,CAAC,GAAG,SAAqB;IAC/B,MAAM,CAAC,EAAE,SAAqB;IAC9B,MAAM,CAAC,EAAE,SAAoB;IAC7B,MAAM,CAAC,EAAE,SAAoB;IAC7B,MAAM,CAAC,GAAG,SAAoB;IAC9B,MAAM,CAAC,EAAE,SAAqB;IAC9B,MAAM,CAAC,EAAE,SAAoB;CAC9B;AAED,wBAAgB,EAAE,CAAC,SAAS,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM,CAE/D"}
@@ -1,7 +0,0 @@
1
- import { Observable } from 'rxjs';
2
- import { State } from '../store';
3
- import { Component } from './component';
4
- import { InstrumentSelector } from './instrument';
5
- import { Trade } from './trade';
6
- export declare function trade(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Trade>;
7
- //# sourceMappingURL=trade-operator.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"trade-operator.d.ts","sourceRoot":"","sources":["../../src/domain/trade-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAEhC,wBAAgB,KAAK,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aAC7C,WAAW,SAAS,CAAC,uBAMvC"}
@@ -1,9 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.trade = void 0;
4
- const rxjs_1 = require("rxjs");
5
- const trade_1 = require("./trade");
6
- function trade(selector, state) {
7
- return (source$) => source$.pipe((0, rxjs_1.startWith)(state.trade.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof trade_1.Trade && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
8
- }
9
- exports.trade = trade;
@@ -1,16 +0,0 @@
1
- import { decimal } from '../shared';
2
- import { Instrument } from '.';
3
- import { Component } from './component';
4
- /**
5
- * Simple trade or ticker executed on the market, it's a match of buyer
6
- * and seller of the same asset.
7
- */
8
- export declare class Trade implements Component {
9
- timestamp: number;
10
- readonly instrument: Instrument;
11
- rate: decimal;
12
- quantity: decimal;
13
- readonly id: string;
14
- constructor(timestamp: number, instrument: Instrument, rate: decimal, quantity: decimal);
15
- }
16
- //# sourceMappingURL=trade.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"trade.d.ts","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,UAAU,EAAE,MAAM,GAAG,CAAC;AAC/B,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC;;;GAGG;AACH,qBAAa,KAAM,YAAW,SAAS;IAI5B,SAAS,EAAE,MAAM;aACR,UAAU,EAAE,UAAU;IAC/B,IAAI,EAAE,OAAO;IACb,QAAQ,EAAE,OAAO;IAN1B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;gBAGX,SAAS,EAAE,MAAM,EACR,UAAU,EAAE,UAAU,EAC/B,IAAI,EAAE,OAAO,EACb,QAAQ,EAAE,OAAO;CAI3B"}
@@ -1,17 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.Trade = void 0;
4
- /**
5
- * Simple trade or ticker executed on the market, it's a match of buyer
6
- * and seller of the same asset.
7
- */
8
- class Trade {
9
- constructor(timestamp, instrument, rate, quantity) {
10
- this.timestamp = timestamp;
11
- this.instrument = instrument;
12
- this.rate = rate;
13
- this.quantity = quantity;
14
- this.id = instrument.id;
15
- }
16
- }
17
- exports.Trade = Trade;
@@ -1,29 +0,0 @@
1
- export declare class Set<T extends {
2
- id: string;
3
- }> {
4
- private readonly array;
5
- constructor(values?: ReadonlyArray<T>);
6
- get(id: string): T | undefined;
7
- tryGetOrSet(id: string, setter: () => T): T;
8
- upsert(value: T): T;
9
- remove(value: T): void;
10
- asReadonlyArray(): ReadonlyArray<T>;
11
- clear(): void;
12
- }
13
- export declare class PriorityList<T extends {
14
- next: T | undefined;
15
- }> {
16
- private readonly comparer;
17
- private readonly getKeyFn;
18
- private valueByKey;
19
- head: T | undefined;
20
- constructor(comparer: (lhs: Omit<T, 'next'>, rhs: Omit<T, 'next'>) => number, getKeyFn: (key: Omit<T, 'next'>) => string);
21
- getByKey(key: string): T;
22
- private make;
23
- enqueue(value: Omit<T, 'next'>): void;
24
- dequeue(value: Omit<T, 'next'>): void;
25
- clear(): void;
26
- visit(fn: (value: T) => boolean): void;
27
- reduce<K>(fn: (value: T, aggregate: K) => K, initValue: K): K;
28
- }
29
- //# sourceMappingURL=collections.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"collections.d.ts","sourceRoot":"","sources":["../../src/shared/collections.ts"],"names":[],"mappings":"AAAA,qBAAa,GAAG,CAAC,CAAC,SAAS;IAAE,EAAE,EAAE,MAAM,CAAA;CAAE;IACvC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAgB;gBAE1B,MAAM,CAAC,EAAE,aAAa,CAAC,CAAC,CAAC;IAMrC,GAAG,CAAC,EAAE,EAAE,MAAM;IAId,WAAW,CAAC,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC;IAI3C,MAAM,CAAC,KAAK,EAAE,CAAC;IAcf,MAAM,CAAC,KAAK,EAAE,CAAC;IAOf,eAAe,IAAI,aAAa,CAAC,CAAC,CAAC;IAInC,KAAK;CAGN;AAED,qBAAa,YAAY,CAAC,CAAC,SAAS;IAAE,IAAI,EAAE,CAAC,GAAG,SAAS,CAAA;CAAE;IAMvD,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAN3B,OAAO,CAAC,UAAU,CAAyB;IAE3C,IAAI,EAAE,CAAC,GAAG,SAAS,CAAC;gBAGD,QAAQ,EAAE,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,GAAG,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC,KAAK,MAAM,EAChE,QAAQ,EAAE,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC,KAAK,MAAM;IAG7D,QAAQ,CAAC,GAAG,EAAE,MAAM,GAAG,CAAC;IAIxB,OAAO,CAAC,IAAI;IAQZ,OAAO,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC;IAkC9B,OAAO,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC;IAwB9B,KAAK;IAKL,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,EAAE,CAAC,KAAK,OAAO;IAY/B,MAAM,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,KAAK,EAAE,CAAC,EAAE,SAAS,EAAE,CAAC,KAAK,CAAC,EAAE,SAAS,EAAE,CAAC;CAS1D"}
@@ -1,123 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.PriorityList = exports.Set = void 0;
4
- class Set {
5
- constructor(values) {
6
- this.array = [];
7
- if (values) {
8
- values.forEach(it => this.upsert(it));
9
- }
10
- }
11
- get(id) {
12
- return this.array.find(it => it.id == id);
13
- }
14
- tryGetOrSet(id, setter) {
15
- var _a;
16
- return (_a = this.get(id)) !== null && _a !== void 0 ? _a : this.upsert(setter());
17
- }
18
- upsert(value) {
19
- const index = this.array.findIndex(it => it.id == value.id);
20
- if (index >= 0) {
21
- this.array[index] = value;
22
- return value;
23
- }
24
- this.array.push(value);
25
- return value;
26
- }
27
- remove(value) {
28
- const index = this.array.indexOf(value);
29
- if (index > -1) {
30
- this.array.splice(index, 1);
31
- }
32
- }
33
- asReadonlyArray() {
34
- return this.array;
35
- }
36
- clear() {
37
- this.array.splice(0, this.array.length);
38
- }
39
- }
40
- exports.Set = Set;
41
- class PriorityList {
42
- constructor(comparer, getKeyFn) {
43
- this.comparer = comparer;
44
- this.getKeyFn = getKeyFn;
45
- this.valueByKey = {};
46
- }
47
- getByKey(key) {
48
- return this.valueByKey[key];
49
- }
50
- make(value, next = undefined) {
51
- const node = Object.assign(Object.assign({}, value), { next });
52
- this.valueByKey[this.getKeyFn(node)] = node;
53
- return node;
54
- }
55
- enqueue(value) {
56
- if (!this.head) {
57
- this.head = this.make(value);
58
- }
59
- if (this.comparer(this.head, value) > 0) {
60
- this.head = this.make(value, this.head);
61
- }
62
- else if (this.comparer(this.head, value) == 0) {
63
- this.head = this.make(value, this.head.next);
64
- }
65
- else {
66
- this.visit(it => {
67
- if (it.next) {
68
- if (this.comparer(it.next, value) == 0) {
69
- it.next = this.make(value, it.next.next);
70
- return false;
71
- }
72
- if (this.comparer(it.next, value) > 0) {
73
- it.next = this.make(value, it.next);
74
- return false;
75
- }
76
- return true;
77
- }
78
- else {
79
- it.next = this.make(value);
80
- return false;
81
- }
82
- });
83
- }
84
- }
85
- dequeue(value) {
86
- if (!this.head) {
87
- return;
88
- }
89
- if (this.comparer(this.head, value) == 0) {
90
- this.head = this.head.next;
91
- delete this.valueByKey[this.getKeyFn(value)];
92
- }
93
- this.visit(it => {
94
- if (it.next && this.comparer(it.next, value) == 0) {
95
- it.next = it.next.next;
96
- delete this.valueByKey[this.getKeyFn(value)];
97
- return true;
98
- }
99
- return false;
100
- });
101
- }
102
- clear() {
103
- this.head = undefined;
104
- this.valueByKey = {};
105
- }
106
- visit(fn) {
107
- let top = this.head;
108
- while (top) {
109
- if (!fn(top)) {
110
- break;
111
- }
112
- top = top.next;
113
- }
114
- }
115
- reduce(fn, initValue) {
116
- this.visit(it => {
117
- initValue = fn(it, initValue);
118
- return true;
119
- });
120
- return initValue;
121
- }
122
- }
123
- exports.PriorityList = PriorityList;
@@ -1,8 +0,0 @@
1
- export declare class Logger {
2
- static info: (context: string, message: string) => void;
3
- static debug: (context: string, message: string) => void;
4
- static warn: (context: string, message: string) => void;
5
- static error: (context: string, error: unknown) => void;
6
- static prefix: (context: string) => string;
7
- }
8
- //# sourceMappingURL=logger.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../../src/shared/logger.ts"],"names":[],"mappings":"AAiBA,qBAAa,MAAM;IACjB,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACA;IAEtD,OAAc,KAAK,YAAa,MAAM,WAAW,MAAM,UACA;IAEvD,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACA;IAEtD,OAAc,KAAK,YAAa,MAAM,SAAS,OAAO,UAQpD;IAEF,OAAc,MAAM,YAAa,MAAM,YAAsC;CAC9E"}
@@ -1,33 +0,0 @@
1
- "use strict";
2
- var __importDefault = (this && this.__importDefault) || function (mod) {
3
- return (mod && mod.__esModule) ? mod : { "default": mod };
4
- };
5
- var _a;
6
- Object.defineProperty(exports, "__esModule", { value: true });
7
- exports.Logger = void 0;
8
- const chalk_1 = __importDefault(require("chalk"));
9
- const datetime_1 = require("./datetime");
10
- const colorize = (content) => {
11
- let hash = 0x811c9dc5;
12
- for (let i = 0; i < content.length; i++) {
13
- hash ^= content.charCodeAt(i);
14
- hash += (hash << 1) + (hash << 4) + (hash << 7) + (hash << 8) + (hash << 24);
15
- }
16
- return chalk_1.default.hex('#' + (hash * 0xfffff * 1000000).toString(16).slice(0, 6))(content);
17
- };
18
- const time = () => chalk_1.default.gray(new Date((0, datetime_1.now)()).toISOString());
19
- class Logger {
20
- }
21
- exports.Logger = Logger;
22
- _a = Logger;
23
- Logger.info = (context, message) => console.info(`${_a.prefix(context)}: ${message}`);
24
- Logger.debug = (context, message) => console.debug(`${_a.prefix(context)}: ${message}`);
25
- Logger.warn = (context, message) => console.warn(`${_a.prefix(context)}: ${message}`);
26
- Logger.error = (context, error) => {
27
- let message = 'Unknown Error';
28
- if (error instanceof Error) {
29
- message = error.message;
30
- }
31
- console.error(`${_a.prefix(context)}: ${message}`);
32
- };
33
- Logger.prefix = (context) => `${time()} ${colorize(context)}`;
@@ -1,5 +0,0 @@
1
- import { Observable } from 'rxjs';
2
- declare type Constructor<T> = new (...args: any[]) => T;
3
- export declare function ofType<T extends K, K>(type: Constructor<T>): (input: Observable<K>) => Observable<T>;
4
- export {};
5
- //# sourceMappingURL=pipe.d.ts.map
@@ -1 +0,0 @@
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@@ -1,8 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.ofType = void 0;
4
- const rxjs_1 = require("rxjs");
5
- function ofType(type) {
6
- return (input) => input.pipe((0, rxjs_1.filter)(it => it instanceof type), (0, rxjs_1.map)(it => it));
7
- }
8
- exports.ofType = ofType;
@@ -1,2 +0,0 @@
1
- export declare function retry<T>(fn: () => Promise<T>): Promise<T>;
2
- //# sourceMappingURL=policy.d.ts.map
@@ -1 +0,0 @@
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@@ -1,8 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.retry = void 0;
4
- const ts_retry_1 = require("ts-retry");
5
- function retry(fn) {
6
- return (0, ts_retry_1.retryAsync)(fn, { delay: 1000, maxTry: 3 });
7
- }
8
- exports.retry = retry;
@@ -1,10 +0,0 @@
1
- import { Storage } from './storage';
2
- export declare class Cache {
3
- private readonly storage;
4
- constructor(storage: Storage);
5
- tryGet<T>(getter: () => Promise<T>, options: {
6
- key: string;
7
- ttl?: number;
8
- }): Promise<T>;
9
- }
10
- //# sourceMappingURL=cache.d.ts.map
@@ -1 +0,0 @@
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@@ -1,43 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.Cache = void 0;
13
- const shared_1 = require("../shared");
14
- class Cache {
15
- constructor(storage) {
16
- this.storage = storage;
17
- }
18
- tryGet(getter, options) {
19
- var _a;
20
- return __awaiter(this, void 0, void 0, function* () {
21
- const time = (0, shared_1.now)();
22
- const payload = yield this.storage.query(options.key, {
23
- kind: 'cache',
24
- count: 1,
25
- to: time + 1
26
- });
27
- const ttl = (_a = options.ttl) !== null && _a !== void 0 ? _a : 60 * 60 * 24;
28
- if (!payload.length || payload[0].timestamp < time - ttl) {
29
- const value = yield getter();
30
- yield this.storage.save(options.key, [
31
- {
32
- timestamp: time,
33
- kind: 'cache',
34
- json: JSON.stringify(value)
35
- }
36
- ]);
37
- return value;
38
- }
39
- return JSON.parse(payload[0].json);
40
- });
41
- }
42
- }
43
- exports.Cache = Cache;
@@ -1,38 +0,0 @@
1
- import { InstrumentSelector } from '../domain';
2
- import { OrderbookPatchEvent, TradePatchEvent } from '../store';
3
- import { Storage, StorageDocument, StorageQueryOptions } from './storage';
4
- export declare type StorageEvent = TradePatchEvent | OrderbookPatchEvent;
5
- /**
6
- * Represents a storage supposed to store historical data.
7
- * You can use CLI to fetch and save data in the Feed.
8
- */
9
- export declare class Feed {
10
- private readonly storage;
11
- constructor(storage: Storage);
12
- /**
13
- * Returns all instrument names stored in the feed.
14
- */
15
- index(): Promise<Array<string>>;
16
- /**
17
- *
18
- * @param events
19
- * @returns
20
- */
21
- save(events: StorageEvent[]): Promise<void>;
22
- /**
23
- *
24
- * @param instrument
25
- * @param options
26
- * @returns
27
- */
28
- query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StorageEvent[]>;
29
- /**
30
- * Converts a StorageEvent to a persisted StorageDocument.
31
- */
32
- protected serializeEvent(event: StorageEvent): StorageDocument | undefined;
33
- /**
34
- * Converts a persisted StorageDocument to a StorageEvent.
35
- */
36
- protected deserializeEvent(document: StorageDocument, instrument: InstrumentSelector): StorageEvent;
37
- }
38
- //# sourceMappingURL=feed.d.ts.map
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