@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.
- package/dist/as-readonly.d.ts +3 -0
- package/dist/as-readonly.d.ts.map +1 -0
- package/dist/as-readonly.js +8 -0
- package/dist/{domain → asset}/asset.d.ts +6 -1
- package/dist/asset/asset.d.ts.map +1 -0
- package/dist/{domain → asset}/asset.js +16 -7
- package/dist/asset/asset.spec.d.ts +2 -0
- package/dist/asset/asset.spec.d.ts.map +1 -0
- package/dist/asset/asset.spec.js +54 -0
- package/dist/asset/index.d.ts +2 -0
- package/dist/asset/index.d.ts.map +1 -0
- package/dist/{adapter/paper → asset}/index.js +1 -2
- package/dist/cli/build.js +1 -1
- package/dist/cli/dev.d.ts.map +1 -1
- package/dist/cli/dev.js +15 -11
- package/dist/cli/index.js +8 -8
- package/dist/cli/internal/workspace.js +1 -1
- package/dist/cli/pull.d.ts.map +1 -1
- package/dist/cli/pull.js +50 -20
- package/dist/cli/{test.d.ts → replay.d.ts} +1 -1
- package/dist/cli/replay.d.ts.map +1 -0
- package/dist/cli/{test.js → replay.js} +18 -20
- package/dist/cli/run.d.ts.map +1 -1
- package/dist/cli/run.js +16 -11
- package/dist/component/distinct-until-timesamp-changed.d.ts +5 -0
- package/dist/component/distinct-until-timesamp-changed.d.ts.map +1 -0
- package/dist/component/distinct-until-timesamp-changed.js +9 -0
- package/dist/component/error.d.ts +17 -0
- package/dist/component/error.d.ts.map +1 -0
- package/dist/component/error.js +33 -0
- package/dist/component/index.d.ts +8 -0
- package/dist/component/index.d.ts.map +1 -0
- package/dist/{store → component}/index.js +7 -9
- package/dist/{domain → component}/ohlc-operator.d.ts +1 -1
- package/dist/component/ohlc-operator.d.ts.map +1 -0
- package/dist/{domain → component}/ohlc-operator.js +4 -5
- package/dist/component/ohlc-operator.spec.d.ts +2 -0
- package/dist/component/ohlc-operator.spec.d.ts.map +1 -0
- package/dist/component/ohlc-operator.spec.js +110 -0
- package/dist/component/ohlc.d.ts.map +1 -0
- package/dist/component/ohlc.spec.d.ts +2 -0
- package/dist/component/ohlc.spec.d.ts.map +1 -0
- package/dist/component/ohlc.spec.js +25 -0
- package/dist/component/timeframe.d.ts.map +1 -0
- package/dist/core.d.ts +3 -0
- package/dist/core.d.ts.map +1 -0
- package/dist/core.js +15 -0
- package/dist/defined.d.ts +3 -0
- package/dist/defined.d.ts.map +1 -0
- package/dist/defined.js +8 -0
- package/dist/exclude.d.ts +3 -0
- package/dist/exclude.d.ts.map +1 -0
- package/dist/exclude.js +8 -0
- package/dist/index.d.ts +25 -27
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +25 -66
- package/dist/{domain → instrument/commission}/commission.d.ts +1 -1
- package/dist/instrument/commission/commission.d.ts.map +1 -0
- package/dist/{domain → instrument/commission}/commission.js +2 -2
- package/dist/instrument/commission/commission.spec.d.ts +2 -0
- package/dist/instrument/commission/commission.spec.d.ts.map +1 -0
- package/dist/instrument/commission/commission.spec.js +30 -0
- package/dist/instrument/index.d.ts +3 -0
- package/dist/instrument/index.d.ts.map +1 -0
- package/dist/{adapter → instrument}/index.js +2 -4
- package/dist/{domain → instrument}/instrument.d.ts +4 -4
- package/dist/instrument/instrument.d.ts.map +1 -0
- package/dist/{domain → instrument}/instrument.js +8 -5
- package/dist/instrument/instrument.spec.d.ts +2 -0
- package/dist/instrument/instrument.spec.d.ts.map +1 -0
- package/dist/instrument/instrument.spec.js +51 -0
- package/dist/make-test-module.d.ts +13 -0
- package/dist/make-test-module.d.ts.map +1 -0
- package/dist/make-test-module.js +46 -0
- package/dist/module.d.ts +57 -0
- package/dist/module.d.ts.map +1 -0
- package/dist/module.js +136 -0
- package/dist/module.spec.d.ts +2 -0
- package/dist/module.spec.d.ts.map +1 -0
- package/dist/module.spec.js +86 -0
- package/dist/not-found.d.ts +2 -0
- package/dist/not-found.d.ts.map +1 -0
- package/dist/{domain/component.js → not-found.js} +2 -0
- package/dist/replay/index.d.ts +7 -0
- package/dist/replay/index.d.ts.map +1 -0
- package/dist/replay/index.js +22 -0
- package/dist/replay/use-replay-coordinator.d.ts +10 -0
- package/dist/replay/use-replay-coordinator.d.ts.map +1 -0
- package/dist/replay/use-replay-coordinator.js +119 -0
- package/dist/replay/use-replay-options.d.ts +15 -0
- package/dist/replay/use-replay-options.d.ts.map +1 -0
- package/dist/replay/use-replay-options.js +20 -0
- package/dist/replay/use-replay-reader.d.ts +7 -0
- package/dist/replay/use-replay-reader.d.ts.map +1 -0
- package/dist/replay/use-replay-reader.js +32 -0
- package/dist/replay/use-replay-reader.spec.d.ts +2 -0
- package/dist/replay/use-replay-reader.spec.d.ts.map +1 -0
- package/dist/replay/use-replay-reader.spec.js +58 -0
- package/dist/replay/use-replay-storage.d.ts +10 -0
- package/dist/replay/use-replay-storage.d.ts.map +1 -0
- package/dist/replay/use-replay-storage.js +10 -0
- package/dist/replay/use-replay-writer.d.ts +6 -0
- package/dist/replay/use-replay-writer.d.ts.map +1 -0
- package/dist/replay/use-replay-writer.js +14 -0
- package/dist/replay/use-replay-writer.spec.d.ts +2 -0
- package/dist/replay/use-replay-writer.spec.d.ts.map +1 -0
- package/dist/replay/use-replay-writer.spec.js +53 -0
- package/dist/replay/use-replay.d.ts +10 -0
- package/dist/replay/use-replay.d.ts.map +1 -0
- package/dist/replay/use-replay.js +32 -0
- package/dist/replay/use-replay.spec.d.ts +2 -0
- package/dist/replay/use-replay.spec.d.ts.map +1 -0
- package/dist/replay/use-replay.spec.js +106 -0
- package/dist/replay/with-replay.d.ts +4 -0
- package/dist/replay/with-replay.d.ts.map +1 -0
- package/dist/replay/with-replay.js +8 -0
- package/dist/session/index.d.ts +4 -0
- package/dist/session/index.d.ts.map +1 -0
- package/dist/session/index.js +19 -0
- package/dist/session/use-session-object.d.ts +18 -0
- package/dist/session/use-session-object.d.ts.map +1 -0
- package/dist/session/use-session-object.js +13 -0
- package/dist/session/use-session-storage.d.ts +2 -0
- package/dist/session/use-session-storage.d.ts.map +1 -0
- package/dist/session/use-session-storage.js +10 -0
- package/dist/session/use-session.d.ts +4 -0
- package/dist/session/use-session.d.ts.map +1 -0
- package/dist/session/use-session.js +7 -0
- package/dist/shared/datetime.d.ts +1 -1
- package/dist/shared/datetime.d.ts.map +1 -1
- package/dist/shared/decimals.d.ts.map +1 -1
- package/dist/shared/decimals.js +5 -0
- package/dist/shared/decimals.spec.d.ts +2 -0
- package/dist/shared/decimals.spec.d.ts.map +1 -0
- package/dist/shared/decimals.spec.js +28 -0
- package/dist/shared/index.d.ts +3 -7
- package/dist/shared/index.d.ts.map +1 -1
- package/dist/shared/index.js +3 -7
- package/dist/simulator/index.d.ts +2 -0
- package/dist/simulator/index.d.ts.map +1 -0
- package/dist/{adapter/backtester → simulator}/index.js +1 -2
- package/dist/simulator/use-simulator.d.ts +2 -0
- package/dist/simulator/use-simulator.d.ts.map +1 -0
- package/dist/simulator/use-simulator.js +9 -0
- package/dist/simulator/use-simulator.spec.d.ts +2 -0
- package/dist/simulator/use-simulator.spec.d.ts.map +1 -0
- package/dist/simulator/use-simulator.spec.js +49 -0
- package/dist/storage/in-memory/in-memory-storage.d.ts +9 -0
- package/dist/storage/in-memory/in-memory-storage.d.ts.map +1 -0
- package/dist/storage/in-memory/in-memory-storage.factory.d.ts +6 -0
- package/dist/storage/in-memory/in-memory-storage.factory.d.ts.map +1 -0
- package/dist/storage/in-memory/in-memory-storage.factory.js +23 -0
- package/dist/storage/in-memory/in-memory-storage.js +72 -0
- package/dist/storage/in-memory/in-memory-storage.spec.d.ts +2 -0
- package/dist/storage/in-memory/in-memory-storage.spec.d.ts.map +1 -0
- package/dist/storage/in-memory/in-memory-storage.spec.js +167 -0
- package/dist/storage/in-memory/index.d.ts +3 -0
- package/dist/storage/in-memory/index.d.ts.map +1 -0
- package/dist/storage/in-memory/index.js +18 -0
- package/dist/storage/index.d.ts +3 -3
- package/dist/storage/index.d.ts.map +1 -1
- package/dist/storage/index.js +3 -3
- package/dist/storage/storage.d.ts +51 -61
- package/dist/storage/storage.d.ts.map +1 -1
- package/dist/storage/storage.js +20 -85
- package/dist/storage/use-cache.d.ts +4 -0
- package/dist/storage/use-cache.d.ts.map +1 -0
- package/dist/storage/use-cache.js +34 -0
- package/dist/storage/use-cache.spec.d.ts +2 -0
- package/dist/storage/use-cache.spec.d.ts.map +1 -0
- package/dist/storage/use-cache.spec.js +36 -0
- package/dist/storage/use-storage-factory.d.ts +10 -0
- package/dist/storage/use-storage-factory.d.ts.map +1 -0
- package/dist/storage/use-storage-factory.js +14 -0
- package/dist/storage/use-storage.d.ts +3 -0
- package/dist/storage/use-storage.d.ts.map +1 -0
- package/dist/storage/use-storage.js +11 -0
- package/dist/strat.d.ts +7 -0
- package/dist/strat.d.ts.map +1 -0
- package/dist/strat.js +7 -0
- package/dist/use-execution-mode.d.ts +29 -0
- package/dist/use-execution-mode.d.ts.map +1 -0
- package/dist/use-execution-mode.js +37 -0
- package/dist/use-hash.d.ts +5 -0
- package/dist/use-hash.d.ts.map +1 -0
- package/dist/use-hash.js +7 -0
- package/dist/use-hash.spec.d.ts +2 -0
- package/dist/use-hash.spec.d.ts.map +1 -0
- package/dist/use-hash.spec.js +16 -0
- package/dist/use-lock.d.ts +9 -0
- package/dist/use-lock.d.ts.map +1 -0
- package/dist/use-lock.js +40 -0
- package/dist/use-logger.d.ts +10 -0
- package/dist/use-logger.d.ts.map +1 -0
- package/dist/use-logger.js +37 -0
- package/dist/use-memo.d.ts +21 -0
- package/dist/use-memo.d.ts.map +1 -0
- package/dist/use-memo.js +35 -0
- package/dist/use-memo.spec.d.ts +2 -0
- package/dist/use-memo.spec.d.ts.map +1 -0
- package/dist/use-memo.spec.js +35 -0
- package/dist/use-request.d.ts +16 -0
- package/dist/use-request.d.ts.map +1 -0
- package/dist/use-request.js +27 -0
- package/dist/use-socket.d.ts +6 -0
- package/dist/use-socket.d.ts.map +1 -0
- package/dist/use-socket.js +52 -0
- package/dist/use-state.d.ts +4 -0
- package/dist/use-state.d.ts.map +1 -0
- package/dist/use-state.js +24 -0
- package/dist/use-state.spec.d.ts +2 -0
- package/dist/use-state.spec.d.ts.map +1 -0
- package/dist/use-state.spec.js +36 -0
- package/dist/use-timestamp.d.ts +2 -0
- package/dist/use-timestamp.d.ts.map +1 -0
- package/dist/use-timestamp.js +13 -0
- package/dist/use.d.ts +5 -0
- package/dist/use.d.ts.map +1 -0
- package/dist/use.js +20 -0
- package/dist/use.spec.d.ts +2 -0
- package/dist/use.spec.d.ts.map +1 -0
- package/dist/use.spec.js +47 -0
- package/jest.config.ts +23 -2
- package/package.json +14 -11
- package/src/as-readonly.ts +5 -0
- package/src/{domain → asset}/asset.spec.ts +4 -4
- package/src/{domain → asset}/asset.ts +17 -6
- package/src/asset/index.ts +1 -0
- package/src/cli/build.ts +1 -1
- package/src/cli/dev.ts +18 -13
- package/src/cli/index.ts +7 -7
- package/src/cli/internal/workspace.ts +1 -1
- package/src/cli/pull.ts +22 -10
- package/src/cli/replay.ts +31 -0
- package/src/cli/run.ts +17 -13
- package/src/component/distinct-until-timesamp-changed.ts +11 -0
- package/src/component/error.ts +32 -0
- package/src/component/index.ts +7 -0
- package/src/{domain → component}/ohlc-operator.spec.ts +5 -6
- package/src/{domain → component}/ohlc-operator.ts +2 -3
- package/src/{domain → component}/ohlc.spec.ts +2 -2
- package/src/{domain → component}/ohlc.ts +2 -2
- package/src/core.ts +14 -0
- package/src/defined.ts +6 -0
- package/src/exclude.ts +9 -0
- package/src/index.ts +27 -80
- package/src/{domain → instrument/commission}/commission.spec.ts +4 -3
- package/src/{domain → instrument/commission}/commission.ts +1 -1
- package/src/instrument/index.ts +2 -0
- package/src/{domain → instrument}/instrument.spec.ts +11 -6
- package/src/{domain → instrument}/instrument.ts +12 -8
- package/src/make-test-module.ts +46 -0
- package/src/module.spec.ts +74 -0
- package/src/module.ts +156 -0
- package/src/not-found.ts +1 -0
- package/src/replay/index.ts +6 -0
- package/src/replay/use-replay-coordinator.ts +142 -0
- package/src/replay/use-replay-options.ts +23 -0
- package/src/replay/use-replay-reader.spec.ts +64 -0
- package/src/replay/use-replay-reader.ts +23 -0
- package/src/replay/use-replay-storage.ts +8 -0
- package/src/replay/use-replay-writer.spec.ts +56 -0
- package/src/replay/use-replay-writer.ts +17 -0
- package/src/replay/use-replay.spec.ts +132 -0
- package/src/replay/use-replay.ts +34 -0
- package/src/replay/with-replay.ts +10 -0
- package/src/session/index.ts +3 -0
- package/src/session/use-session-object.ts +26 -0
- package/src/session/use-session-storage.ts +9 -0
- package/src/session/use-session.ts +5 -0
- package/src/shared/decimals.spec.ts +1 -1
- package/src/shared/decimals.ts +5 -0
- package/src/shared/index.ts +3 -7
- package/src/simulator/index.ts +1 -0
- package/src/simulator/use-simulator.spec.ts +54 -0
- package/src/simulator/use-simulator.ts +7 -0
- package/src/storage/in-memory/in-memory-storage.factory.ts +16 -0
- package/src/storage/in-memory/in-memory-storage.spec.ts +193 -0
- package/src/storage/in-memory/in-memory-storage.ts +80 -0
- package/src/storage/in-memory/index.ts +2 -0
- package/src/storage/index.ts +3 -3
- package/src/storage/storage.ts +63 -119
- package/src/storage/use-cache.spec.ts +31 -0
- package/src/storage/use-cache.ts +50 -0
- package/src/storage/use-storage-factory.ts +17 -0
- package/src/storage/use-storage.ts +11 -0
- package/src/strat.ts +7 -0
- package/src/use-execution-mode.ts +41 -0
- package/src/use-hash.spec.ts +16 -0
- package/src/use-hash.ts +5 -0
- package/src/use-lock.ts +52 -0
- package/src/use-logger.ts +47 -0
- package/src/use-memo.spec.ts +30 -0
- package/src/use-memo.ts +35 -0
- package/src/use-request.ts +47 -0
- package/src/use-socket.ts +59 -0
- package/src/use-state.spec.ts +31 -0
- package/src/use-state.ts +30 -0
- package/src/use-timestamp.ts +12 -0
- package/src/use.spec.ts +46 -0
- package/src/use.ts +33 -0
- package/tsconfig.json +7 -4
- package/dist/adapter/adapter-aggregate.d.ts +0 -57
- package/dist/adapter/adapter-aggregate.d.ts.map +0 -1
- package/dist/adapter/adapter-aggregate.js +0 -157
- package/dist/adapter/adapter.d.ts +0 -54
- package/dist/adapter/adapter.d.ts.map +0 -1
- package/dist/adapter/adapter.js +0 -20
- package/dist/adapter/backtester/backtester-adapter.d.ts +0 -30
- package/dist/adapter/backtester/backtester-adapter.d.ts.map +0 -1
- package/dist/adapter/backtester/backtester-adapter.js +0 -67
- package/dist/adapter/backtester/backtester-cursor.d.ts +0 -16
- package/dist/adapter/backtester/backtester-cursor.d.ts.map +0 -1
- package/dist/adapter/backtester/backtester-cursor.js +0 -52
- package/dist/adapter/backtester/backtester-streamer.d.ts +0 -50
- package/dist/adapter/backtester/backtester-streamer.d.ts.map +0 -1
- package/dist/adapter/backtester/backtester-streamer.js +0 -119
- package/dist/adapter/backtester/error.d.ts +0 -3
- package/dist/adapter/backtester/error.d.ts.map +0 -1
- package/dist/adapter/backtester/error.js +0 -11
- package/dist/adapter/backtester/index.d.ts +0 -3
- package/dist/adapter/backtester/index.d.ts.map +0 -1
- package/dist/adapter/error.d.ts +0 -4
- package/dist/adapter/error.d.ts.map +0 -1
- package/dist/adapter/error.js +0 -15
- package/dist/adapter/index.d.ts +0 -5
- package/dist/adapter/index.d.ts.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.d.ts +0 -12
- package/dist/adapter/paper/engine/paper-engine.d.ts.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.js +0 -109
- package/dist/adapter/paper/index.d.ts +0 -3
- package/dist/adapter/paper/index.d.ts.map +0 -1
- package/dist/adapter/paper/paper-adapter.d.ts +0 -30
- package/dist/adapter/paper/paper-adapter.d.ts.map +0 -1
- package/dist/adapter/paper/paper-adapter.js +0 -87
- package/dist/cli/error.d.ts +0 -2
- package/dist/cli/error.d.ts.map +0 -1
- package/dist/cli/error.js +0 -7
- package/dist/cli/test.d.ts.map +0 -1
- package/dist/domain/asset.d.ts.map +0 -1
- package/dist/domain/balance-operator.d.ts +0 -7
- package/dist/domain/balance-operator.d.ts.map +0 -1
- package/dist/domain/balance-operator.js +0 -9
- package/dist/domain/balance.d.ts +0 -47
- package/dist/domain/balance.d.ts.map +0 -1
- package/dist/domain/balance.js +0 -97
- package/dist/domain/commission.d.ts.map +0 -1
- package/dist/domain/component.d.ts +0 -6
- package/dist/domain/component.d.ts.map +0 -1
- package/dist/domain/error.d.ts +0 -7
- package/dist/domain/error.d.ts.map +0 -1
- package/dist/domain/error.js +0 -23
- package/dist/domain/index.d.ts +0 -22
- package/dist/domain/index.d.ts.map +0 -1
- package/dist/domain/index.js +0 -37
- package/dist/domain/instrument-operator.d.ts +0 -7
- package/dist/domain/instrument-operator.d.ts.map +0 -1
- package/dist/domain/instrument-operator.js +0 -13
- package/dist/domain/instrument.d.ts.map +0 -1
- package/dist/domain/ohlc-operator.d.ts.map +0 -1
- package/dist/domain/ohlc.d.ts.map +0 -1
- package/dist/domain/order-operator.d.ts +0 -8
- package/dist/domain/order-operator.d.ts.map +0 -1
- package/dist/domain/order-operator.js +0 -16
- package/dist/domain/order.d.ts +0 -24
- package/dist/domain/order.d.ts.map +0 -1
- package/dist/domain/order.js +0 -49
- package/dist/domain/orderbook-operator.d.ts +0 -7
- package/dist/domain/orderbook-operator.d.ts.map +0 -1
- package/dist/domain/orderbook-operator.js +0 -9
- package/dist/domain/orderbook.d.ts +0 -30
- package/dist/domain/orderbook.d.ts.map +0 -1
- package/dist/domain/orderbook.js +0 -20
- package/dist/domain/position-operator.d.ts +0 -13
- package/dist/domain/position-operator.d.ts.map +0 -1
- package/dist/domain/position-operator.js +0 -45
- package/dist/domain/position.d.ts +0 -18
- package/dist/domain/position.d.ts.map +0 -1
- package/dist/domain/position.js +0 -23
- package/dist/domain/session-builder.d.ts +0 -54
- package/dist/domain/session-builder.d.ts.map +0 -1
- package/dist/domain/session-builder.js +0 -106
- package/dist/domain/session.d.ts +0 -77
- package/dist/domain/session.d.ts.map +0 -1
- package/dist/domain/session.js +0 -162
- package/dist/domain/timeframe.d.ts.map +0 -1
- package/dist/domain/trade-operator.d.ts +0 -7
- package/dist/domain/trade-operator.d.ts.map +0 -1
- package/dist/domain/trade-operator.js +0 -9
- package/dist/domain/trade.d.ts +0 -16
- package/dist/domain/trade.d.ts.map +0 -1
- package/dist/domain/trade.js +0 -17
- package/dist/shared/collections.d.ts +0 -29
- package/dist/shared/collections.d.ts.map +0 -1
- package/dist/shared/collections.js +0 -123
- package/dist/shared/logger.d.ts +0 -8
- package/dist/shared/logger.d.ts.map +0 -1
- package/dist/shared/logger.js +0 -33
- package/dist/shared/pipe.d.ts +0 -5
- package/dist/shared/pipe.d.ts.map +0 -1
- package/dist/shared/pipe.js +0 -8
- package/dist/shared/policy.d.ts +0 -2
- package/dist/shared/policy.d.ts.map +0 -1
- package/dist/shared/policy.js +0 -8
- package/dist/storage/cache.d.ts +0 -10
- package/dist/storage/cache.d.ts.map +0 -1
- package/dist/storage/cache.js +0 -43
- package/dist/storage/feed.d.ts +0 -38
- package/dist/storage/feed.d.ts.map +0 -1
- package/dist/storage/feed.js +0 -108
- package/dist/storage/measurement.d.ts +0 -34
- package/dist/storage/measurement.d.ts.map +0 -1
- package/dist/storage/measurement.js +0 -59
- package/dist/store/error.d.ts +0 -9
- package/dist/store/error.d.ts.map +0 -1
- package/dist/store/error.js +0 -31
- package/dist/store/index.d.ts +0 -10
- package/dist/store/index.d.ts.map +0 -1
- package/dist/store/store-balance-event.d.ts +0 -46
- package/dist/store/store-balance-event.d.ts.map +0 -1
- package/dist/store/store-balance-event.js +0 -134
- package/dist/store/store-event.d.ts +0 -7
- package/dist/store/store-event.d.ts.map +0 -1
- package/dist/store/store-event.js +0 -2
- package/dist/store/store-instrument-event.d.ts +0 -22
- package/dist/store/store-instrument-event.d.ts.map +0 -1
- package/dist/store/store-instrument-event.js +0 -60
- package/dist/store/store-order-event.d.ts +0 -64
- package/dist/store/store-order-event.d.ts.map +0 -1
- package/dist/store/store-order-event.js +0 -185
- package/dist/store/store-orderbook-event.d.ts +0 -13
- package/dist/store/store-orderbook-event.d.ts.map +0 -1
- package/dist/store/store-orderbook-event.js +0 -43
- package/dist/store/store-position-event.d.ts +0 -22
- package/dist/store/store-position-event.d.ts.map +0 -1
- package/dist/store/store-position-event.js +0 -96
- package/dist/store/store-state.d.ts +0 -28
- package/dist/store/store-state.d.ts.map +0 -1
- package/dist/store/store-state.js +0 -29
- package/dist/store/store-trade-event.d.ts +0 -17
- package/dist/store/store-trade-event.d.ts.map +0 -1
- package/dist/store/store-trade-event.js +0 -34
- package/dist/store/store.d.ts +0 -15
- package/dist/store/store.d.ts.map +0 -1
- package/dist/store/store.js +0 -32
- package/src/adapter/adapter-aggregate.ts +0 -171
- package/src/adapter/adapter.ts +0 -83
- package/src/adapter/backtester/backtester-adapter.ts +0 -96
- package/src/adapter/backtester/backtester-cursor.spec.ts +0 -44
- package/src/adapter/backtester/backtester-cursor.ts +0 -47
- package/src/adapter/backtester/backtester-streamer.spec.ts +0 -60
- package/src/adapter/backtester/backtester-streamer.ts +0 -155
- package/src/adapter/backtester/error.ts +0 -7
- package/src/adapter/backtester/index.ts +0 -2
- package/src/adapter/error.ts +0 -13
- package/src/adapter/index.ts +0 -4
- package/src/adapter/paper/engine/paper-engine.spec.ts +0 -116
- package/src/adapter/paper/engine/paper-engine.ts +0 -151
- package/src/adapter/paper/index.ts +0 -2
- package/src/adapter/paper/paper-adapter.ts +0 -111
- package/src/cli/error.ts +0 -5
- package/src/cli/test.ts +0 -40
- package/src/domain/balance-operator.spec.ts +0 -26
- package/src/domain/balance-operator.ts +0 -15
- package/src/domain/balance.spec.ts +0 -116
- package/src/domain/balance.ts +0 -123
- package/src/domain/component.ts +0 -6
- package/src/domain/error.ts +0 -27
- package/src/domain/index.ts +0 -21
- package/src/domain/instrument-operator.spec.ts +0 -35
- package/src/domain/instrument-operator.ts +0 -25
- package/src/domain/order-operator.spec.ts +0 -85
- package/src/domain/order-operator.ts +0 -23
- package/src/domain/order.spec.ts +0 -43
- package/src/domain/order.ts +0 -68
- package/src/domain/orderbook-operator.spec.ts +0 -40
- package/src/domain/orderbook-operator.ts +0 -15
- package/src/domain/orderbook.spec.ts +0 -26
- package/src/domain/orderbook.ts +0 -30
- package/src/domain/position-operator.spec.ts +0 -64
- package/src/domain/position-operator.ts +0 -71
- package/src/domain/position.spec.ts +0 -43
- package/src/domain/position.ts +0 -31
- package/src/domain/session-builder.ts +0 -158
- package/src/domain/session.spec.ts +0 -33
- package/src/domain/session.ts +0 -256
- package/src/domain/trade-operator.spec.ts +0 -35
- package/src/domain/trade-operator.ts +0 -15
- package/src/domain/trade.spec.ts +0 -21
- package/src/domain/trade.ts +0 -20
- package/src/shared/collections.spec.ts +0 -34
- package/src/shared/collections.ts +0 -154
- package/src/shared/logger.ts +0 -39
- package/src/shared/pipe.ts +0 -12
- package/src/shared/policy.ts +0 -5
- package/src/storage/cache.spec.ts +0 -18
- package/src/storage/cache.ts +0 -37
- package/src/storage/feed.ts +0 -124
- package/src/storage/measurement.ts +0 -56
- package/src/store/error.ts +0 -36
- package/src/store/index.ts +0 -9
- package/src/store/store-balance-event.spec.ts +0 -30
- package/src/store/store-balance-event.ts +0 -167
- package/src/store/store-event.ts +0 -8
- package/src/store/store-instrument-event.spec.ts +0 -26
- package/src/store/store-instrument-event.ts +0 -83
- package/src/store/store-order-event.spec.ts +0 -32
- package/src/store/store-order-event.ts +0 -219
- package/src/store/store-orderbook-event.spec.ts +0 -39
- package/src/store/store-orderbook-event.ts +0 -56
- package/src/store/store-position-event.ts +0 -121
- package/src/store/store-state.ts +0 -48
- package/src/store/store-trade-event.spec.ts +0 -62
- package/src/store/store-trade-event.ts +0 -42
- package/src/store/store.spec.ts +0 -182
- package/src/store/store.ts +0 -37
- package/dist/{domain → component}/ohlc.d.ts +0 -0
- package/dist/{domain → component}/ohlc.js +0 -0
- package/dist/{domain → component}/timeframe.d.ts +0 -0
- package/dist/{domain → component}/timeframe.js +1 -1
- /package/src/{domain → component}/timeframe.ts +0 -0
package/dist/domain/session.js
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{"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"}
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import { Trade } from './trade';
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{"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"}
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exports.trade = void 0;
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const trade_1 = require("./trade");
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function trade(selector, state) {
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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));
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}
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exports.trade = trade;
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package/dist/domain/trade.d.ts
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import { decimal } from '../shared';
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import { Instrument } from '.';
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import { Component } from './component';
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4
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/**
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5
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* Simple trade or ticker executed on the market, it's a match of buyer
|
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* and seller of the same asset.
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*/
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export declare class Trade implements Component {
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timestamp: number;
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readonly instrument: Instrument;
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rate: decimal;
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quantity: decimal;
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readonly id: string;
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constructor(timestamp: number, instrument: Instrument, rate: decimal, quantity: decimal);
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}
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//# sourceMappingURL=trade.d.ts.map
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{"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"}
|
package/dist/domain/trade.js
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/**
|
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* Simple trade or ticker executed on the market, it's a match of buyer
|
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* and seller of the same asset.
|
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*/
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class Trade {
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constructor(timestamp, instrument, rate, quantity) {
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this.rate = rate;
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this.quantity = quantity;
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this.id = instrument.id;
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}
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}
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exports.Trade = Trade;
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export declare class Set<T extends {
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id: string;
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}> {
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private readonly array;
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constructor(values?: ReadonlyArray<T>);
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get(id: string): T | undefined;
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tryGetOrSet(id: string, setter: () => T): T;
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upsert(value: T): T;
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remove(value: T): void;
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asReadonlyArray(): ReadonlyArray<T>;
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clear(): void;
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}
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export declare class PriorityList<T extends {
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next: T | undefined;
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}> {
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private readonly comparer;
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private readonly getKeyFn;
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private valueByKey;
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head: T | undefined;
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constructor(comparer: (lhs: Omit<T, 'next'>, rhs: Omit<T, 'next'>) => number, getKeyFn: (key: Omit<T, 'next'>) => string);
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getByKey(key: string): T;
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private make;
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enqueue(value: Omit<T, 'next'>): void;
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}
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//# sourceMappingURL=collections.d.ts.map
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{"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"}
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@@ -1,123 +0,0 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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|
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exports.PriorityList = exports.Set = void 0;
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|
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class Set {
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|
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constructor(values) {
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|
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this.array = [];
|
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|
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if (values) {
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|
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values.forEach(it => this.upsert(it));
|
|
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|
-
}
|
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|
-
}
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|
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get(id) {
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|
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return this.array.find(it => it.id == id);
|
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|
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}
|
|
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|
-
tryGetOrSet(id, setter) {
|
|
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|
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var _a;
|
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|
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return (_a = this.get(id)) !== null && _a !== void 0 ? _a : this.upsert(setter());
|
|
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|
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}
|
|
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|
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upsert(value) {
|
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|
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const index = this.array.findIndex(it => it.id == value.id);
|
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|
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if (index >= 0) {
|
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|
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|
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|
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|
-
}
|
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|
-
this.array.push(value);
|
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|
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|
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|
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}
|
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|
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remove(value) {
|
|
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|
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|
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|
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|
|
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|
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|
|
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|
-
}
|
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|
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asReadonlyArray() {
|
|
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|
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return this.array;
|
|
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|
-
}
|
|
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|
-
clear() {
|
|
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|
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this.array.splice(0, this.array.length);
|
|
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|
-
}
|
|
39
|
-
}
|
|
40
|
-
exports.Set = Set;
|
|
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|
-
class PriorityList {
|
|
42
|
-
constructor(comparer, getKeyFn) {
|
|
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|
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this.comparer = comparer;
|
|
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|
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this.getKeyFn = getKeyFn;
|
|
45
|
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this.valueByKey = {};
|
|
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|
-
}
|
|
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|
-
getByKey(key) {
|
|
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|
-
return this.valueByKey[key];
|
|
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|
-
}
|
|
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|
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make(value, next = undefined) {
|
|
51
|
-
const node = Object.assign(Object.assign({}, value), { next });
|
|
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|
-
this.valueByKey[this.getKeyFn(node)] = node;
|
|
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|
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return node;
|
|
54
|
-
}
|
|
55
|
-
enqueue(value) {
|
|
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|
-
if (!this.head) {
|
|
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|
-
this.head = this.make(value);
|
|
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|
-
}
|
|
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|
-
if (this.comparer(this.head, value) > 0) {
|
|
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|
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|
|
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|
-
}
|
|
62
|
-
else if (this.comparer(this.head, value) == 0) {
|
|
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|
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this.head = this.make(value, this.head.next);
|
|
64
|
-
}
|
|
65
|
-
else {
|
|
66
|
-
this.visit(it => {
|
|
67
|
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if (it.next) {
|
|
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|
-
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|
|
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|
-
it.next = this.make(value, it.next.next);
|
|
70
|
-
return false;
|
|
71
|
-
}
|
|
72
|
-
if (this.comparer(it.next, value) > 0) {
|
|
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|
-
it.next = this.make(value, it.next);
|
|
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|
-
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
|
-
});
|
|
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|
-
return initValue;
|
|
121
|
-
}
|
|
122
|
-
}
|
|
123
|
-
exports.PriorityList = PriorityList;
|
package/dist/shared/logger.d.ts
DELETED
|
@@ -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"}
|
package/dist/shared/logger.js
DELETED
|
@@ -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)}`;
|
package/dist/shared/pipe.d.ts
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"pipe.d.ts","sourceRoot":"","sources":["../../src/shared/pipe.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAE,MAAM,MAAM,CAAC;AAG/C,aAAK,WAAW,CAAC,CAAC,IAAI,KAAK,GAAG,IAAI,EAAE,GAAG,EAAE,KAAK,CAAC,CAAC;AAEhD,wBAAgB,MAAM,CAAC,CAAC,SAAS,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,WAAW,CAAC,CAAC,CAAC,WAC1C,WAAW,CAAC,CAAC,mBAK7B"}
|
package/dist/shared/pipe.js
DELETED
|
@@ -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;
|
package/dist/shared/policy.d.ts
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"policy.d.ts","sourceRoot":"","sources":["../../src/shared/policy.ts"],"names":[],"mappings":"AAEA,wBAAgB,KAAK,CAAC,CAAC,EAAE,EAAE,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAEzD"}
|
package/dist/shared/policy.js
DELETED
|
@@ -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;
|
package/dist/storage/cache.d.ts
DELETED
|
@@ -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
|
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{"version":3,"file":"cache.d.ts","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEpC,qBAAa,KAAK;IACJ,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAEvC,MAAM,CAAC,CAAC,EACZ,MAAM,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,EACxB,OAAO,EAAE;QAAE,GAAG,EAAE,MAAM,CAAC;QAAC,GAAG,CAAC,EAAE,MAAM,CAAA;KAAE,GACrC,OAAO,CAAC,CAAC,CAAC;CA2Bd"}
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package/dist/storage/cache.js
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.Cache = void 0;
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const shared_1 = require("../shared");
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class Cache {
|
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constructor(storage) {
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tryGet(getter, options) {
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var _a;
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|
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const time = (0, shared_1.now)();
|
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|
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const payload = yield this.storage.query(options.key, {
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kind: 'cache',
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to: time + 1
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|
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package/dist/storage/feed.d.ts
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import { InstrumentSelector } from '../domain';
|
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import { OrderbookPatchEvent, TradePatchEvent } from '../store';
|
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|
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import { Storage, StorageDocument, StorageQueryOptions } from './storage';
|
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|
-
export declare type StorageEvent = TradePatchEvent | OrderbookPatchEvent;
|
|
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|
-
/**
|
|
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|
-
* Represents a storage supposed to store historical data.
|
|
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|
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* You can use CLI to fetch and save data in the Feed.
|
|
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|
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*/
|
|
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|
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export declare class Feed {
|
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|
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private readonly storage;
|
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|
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constructor(storage: Storage);
|
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|
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/**
|
|
13
|
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* Returns all instrument names stored in the feed.
|
|
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|
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|
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index(): Promise<Array<string>>;
|
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|
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|
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*
|
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|
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* @param events
|
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|
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* @returns
|
|
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|
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*/
|
|
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|
-
save(events: StorageEvent[]): Promise<void>;
|
|
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|
-
/**
|
|
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|
-
*
|
|
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|
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* @param instrument
|
|
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|
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|
|
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|
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* @returns
|
|
27
|
-
*/
|
|
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|
-
query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StorageEvent[]>;
|
|
29
|
-
/**
|
|
30
|
-
* Converts a StorageEvent to a persisted StorageDocument.
|
|
31
|
-
*/
|
|
32
|
-
protected serializeEvent(event: StorageEvent): StorageDocument | undefined;
|
|
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|
-
/**
|
|
34
|
-
* Converts a persisted StorageDocument to a StorageEvent.
|
|
35
|
-
*/
|
|
36
|
-
protected deserializeEvent(document: StorageDocument, instrument: InstrumentSelector): StorageEvent;
|
|
37
|
-
}
|
|
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|
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//# sourceMappingURL=feed.d.ts.map
|
|
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|
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|
1
|
-
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|