@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/storage/storage.js
CHANGED
|
@@ -1,89 +1,24 @@
|
|
|
1
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
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
-
exports.
|
|
13
|
-
|
|
14
|
-
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
return Object.keys(this.tables);
|
|
32
|
-
});
|
|
33
|
-
}
|
|
34
|
-
/**
|
|
35
|
-
*
|
|
36
|
-
* @param library
|
|
37
|
-
* @param options
|
|
38
|
-
* @returns
|
|
39
|
-
*/
|
|
40
|
-
query(library, options) {
|
|
41
|
-
return __awaiter(this, void 0, void 0, function* () {
|
|
42
|
-
if (!this.tables[library]) {
|
|
43
|
-
return [];
|
|
44
|
-
}
|
|
45
|
-
let query = this.tables[library];
|
|
46
|
-
const { from, to, kind, count } = options;
|
|
47
|
-
if (from) {
|
|
48
|
-
query = query.filter(it => it.timestamp > from);
|
|
49
|
-
}
|
|
50
|
-
if (to) {
|
|
51
|
-
query = query.filter(it => it.timestamp < to);
|
|
52
|
-
}
|
|
53
|
-
if (kind) {
|
|
54
|
-
query = query.filter(it => it.kind == kind);
|
|
55
|
-
}
|
|
56
|
-
if (from == undefined && to) {
|
|
57
|
-
query = query.reverse();
|
|
58
|
-
}
|
|
59
|
-
if (count) {
|
|
60
|
-
query = query.slice(0, options.count);
|
|
61
|
-
}
|
|
62
|
-
return query;
|
|
63
|
-
});
|
|
64
|
-
}
|
|
65
|
-
/**
|
|
66
|
-
*
|
|
67
|
-
* @param library
|
|
68
|
-
* @param documents
|
|
69
|
-
*/
|
|
70
|
-
save(library, documents) {
|
|
71
|
-
return __awaiter(this, void 0, void 0, function* () {
|
|
72
|
-
if (!this.tables[library]) {
|
|
73
|
-
this.tables[library] = [];
|
|
74
|
-
}
|
|
75
|
-
const buffer = this.tables[library];
|
|
76
|
-
for (const document of documents) {
|
|
77
|
-
buffer.push(document);
|
|
78
|
-
}
|
|
79
|
-
buffer.sort((lhs, rhs) => lhs.timestamp - rhs.timestamp);
|
|
80
|
-
});
|
|
81
|
-
}
|
|
82
|
-
/**
|
|
83
|
-
*
|
|
84
|
-
*/
|
|
85
|
-
clear() {
|
|
86
|
-
this.tables = {};
|
|
3
|
+
exports.Storage = exports.between = exports.lt = exports.gt = exports.eq = void 0;
|
|
4
|
+
const eq = (value) => ({ type: 'eq', value });
|
|
5
|
+
exports.eq = eq;
|
|
6
|
+
const gt = (value) => ({ type: 'gt', value });
|
|
7
|
+
exports.gt = gt;
|
|
8
|
+
const lt = (value) => ({ type: 'lt', value });
|
|
9
|
+
exports.lt = lt;
|
|
10
|
+
const between = (min, max) => ({
|
|
11
|
+
type: 'between',
|
|
12
|
+
min,
|
|
13
|
+
max
|
|
14
|
+
});
|
|
15
|
+
exports.between = between;
|
|
16
|
+
class Storage {
|
|
17
|
+
static createObject(discriminator, type) {
|
|
18
|
+
return {
|
|
19
|
+
discriminator,
|
|
20
|
+
type
|
|
21
|
+
};
|
|
87
22
|
}
|
|
88
23
|
}
|
|
89
|
-
exports.
|
|
24
|
+
exports.Storage = Storage;
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-cache.d.ts","sourceRoot":"","sources":["../../src/storage/use-cache.ts"],"names":[],"mappings":"AAAA,OAAO,EAAa,UAAU,EAAiB,MAAM,MAAM,CAAC;AAI5D,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAUpD,eAAO,MAAM,QAAQ,mDAEL,UAAU,EAAE,QACrB,MAAM,kBAgCZ,CAAC"}
|
|
@@ -0,0 +1,34 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.useCache = void 0;
|
|
4
|
+
const rxjs_1 = require("rxjs");
|
|
5
|
+
const shared_1 = require("../shared");
|
|
6
|
+
const use_storage_1 = require("../storage/use-storage");
|
|
7
|
+
const use_hash_1 = require("../use-hash");
|
|
8
|
+
const storage_1 = require("./storage");
|
|
9
|
+
const object = storage_1.Storage.createObject('keyValue', {
|
|
10
|
+
timestamp: 'number',
|
|
11
|
+
forKey: 'string',
|
|
12
|
+
rawJson: 'string'
|
|
13
|
+
});
|
|
14
|
+
const useCache = (calculateValue, dependencies, ttl = 60 * 60 * 24 * 1000) => {
|
|
15
|
+
const storage = (0, use_storage_1.useStorage)(['cache']);
|
|
16
|
+
const key = (0, use_hash_1.useHash)(dependencies);
|
|
17
|
+
const timestamp = (0, shared_1.now)();
|
|
18
|
+
return (0, rxjs_1.from)(storage.query(object, {
|
|
19
|
+
where: {
|
|
20
|
+
timestamp: (0, storage_1.gt)(timestamp - ttl),
|
|
21
|
+
forKey: (0, storage_1.eq)(key)
|
|
22
|
+
},
|
|
23
|
+
limit: 1,
|
|
24
|
+
orderBy: 'DESC'
|
|
25
|
+
})).pipe((0, rxjs_1.switchMap)(([value]) => {
|
|
26
|
+
if (value) {
|
|
27
|
+
return (0, rxjs_1.of)(JSON.parse(value.rawJson));
|
|
28
|
+
}
|
|
29
|
+
return calculateValue.pipe((0, rxjs_1.switchMap)(newValue => (0, rxjs_1.from)(storage.save(object, [
|
|
30
|
+
{ timestamp, forKey: key, rawJson: JSON.stringify(newValue) }
|
|
31
|
+
])).pipe((0, rxjs_1.map)(() => newValue))));
|
|
32
|
+
}));
|
|
33
|
+
};
|
|
34
|
+
exports.useCache = useCache;
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-cache.spec.d.ts","sourceRoot":"","sources":["../../src/storage/use-cache.spec.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1,36 @@
|
|
|
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
|
+
const rxjs_1 = require("rxjs");
|
|
13
|
+
const make_test_module_1 = require("../make-test-module");
|
|
14
|
+
const use_cache_1 = require("../storage/use-cache");
|
|
15
|
+
describe(use_cache_1.useCache.name, () => {
|
|
16
|
+
let fixtures;
|
|
17
|
+
beforeEach(() => __awaiter(void 0, void 0, void 0, function* () {
|
|
18
|
+
fixtures = yield getFixtures();
|
|
19
|
+
}));
|
|
20
|
+
test('cache value for dependencies', () => __awaiter(void 0, void 0, void 0, function* () {
|
|
21
|
+
const value1 = yield (0, rxjs_1.firstValueFrom)(fixtures.givenCacheValue((0, rxjs_1.of)(1), ['val']));
|
|
22
|
+
const value2 = yield (0, rxjs_1.firstValueFrom)(fixtures.givenCacheValue((0, rxjs_1.of)(2), ['val']));
|
|
23
|
+
expect(value1).toEqual(1);
|
|
24
|
+
expect(value2).toEqual(1);
|
|
25
|
+
}));
|
|
26
|
+
});
|
|
27
|
+
function getFixtures() {
|
|
28
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
29
|
+
const { act } = yield (0, make_test_module_1.makeTestModule)([]);
|
|
30
|
+
return {
|
|
31
|
+
givenCacheValue(value, dependencies) {
|
|
32
|
+
return act(() => (0, use_cache_1.useCache)(value, dependencies));
|
|
33
|
+
}
|
|
34
|
+
};
|
|
35
|
+
});
|
|
36
|
+
}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
import { Storage } from '../storage';
|
|
2
|
+
export interface StorageFactory {
|
|
3
|
+
for(key: string): Storage;
|
|
4
|
+
}
|
|
5
|
+
export declare function storage(factory: StorageFactory): {
|
|
6
|
+
provide: symbol;
|
|
7
|
+
useValue: StorageFactory;
|
|
8
|
+
};
|
|
9
|
+
export declare const useStorageFactory: () => StorageFactory;
|
|
10
|
+
//# sourceMappingURL=use-storage-factory.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-storage-factory.d.ts","sourceRoot":"","sources":["../../src/storage/use-storage-factory.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,MAAM,cAAc,CAAC;AAIvC,MAAM,WAAW,cAAc;IAC7B,GAAG,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAC;CAC3B;AAED,wBAAgB,OAAO,CAAC,OAAO,EAAE,cAAc;;;EAK9C;AAED,eAAO,MAAM,iBAAiB,sBAA0C,CAAC"}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.useStorageFactory = exports.storage = void 0;
|
|
4
|
+
const module_1 = require("../module");
|
|
5
|
+
const token = Symbol('storage-factory-token');
|
|
6
|
+
function storage(factory) {
|
|
7
|
+
return {
|
|
8
|
+
provide: token,
|
|
9
|
+
useValue: factory
|
|
10
|
+
};
|
|
11
|
+
}
|
|
12
|
+
exports.storage = storage;
|
|
13
|
+
const useStorageFactory = () => (0, module_1.useContext)(token);
|
|
14
|
+
exports.useStorageFactory = useStorageFactory;
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-storage.d.ts","sourceRoot":"","sources":["../../src/storage/use-storage.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAIpD,eAAO,MAAM,UAAU,6DAKrB,CAAC"}
|
|
@@ -0,0 +1,11 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.useStorage = void 0;
|
|
4
|
+
const use_1 = require("../use");
|
|
5
|
+
const use_hash_1 = require("../use-hash");
|
|
6
|
+
const use_storage_factory_1 = require("./use-storage-factory");
|
|
7
|
+
exports.useStorage = (0, use_1.use)((dependencies) => {
|
|
8
|
+
const key = (0, use_hash_1.useHash)(dependencies);
|
|
9
|
+
const factory = (0, use_storage_factory_1.useStorageFactory)();
|
|
10
|
+
return factory.for(key);
|
|
11
|
+
});
|
package/dist/strat.d.ts
ADDED
|
@@ -0,0 +1,7 @@
|
|
|
1
|
+
import { Observable } from 'rxjs';
|
|
2
|
+
import { Dependency } from './module';
|
|
3
|
+
export declare function strat(fn: () => Observable<unknown>, dependencies: Dependency[]): {
|
|
4
|
+
fn: () => Observable<unknown>;
|
|
5
|
+
dependencies: Dependency[];
|
|
6
|
+
};
|
|
7
|
+
//# sourceMappingURL=strat.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"strat.d.ts","sourceRoot":"","sources":["../src/strat.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAElC,OAAO,EAAE,UAAU,EAAE,MAAM,UAAU,CAAC;AAEtC,wBAAgB,KAAK,CAAC,EAAE,EAAE,MAAM,UAAU,CAAC,OAAO,CAAC,EAAE,YAAY,EAAE,UAAU,EAAE;cAA/C,WAAW,OAAO,CAAC;;EAElD"}
|
package/dist/strat.js
ADDED
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
type ExecutionMode = {
|
|
2
|
+
mode: 'REPLAY' | 'PAPER' | 'LIVE';
|
|
3
|
+
recording: boolean;
|
|
4
|
+
};
|
|
5
|
+
export declare function replayExecutionMode(): {
|
|
6
|
+
provide: symbol;
|
|
7
|
+
useValue: ExecutionMode;
|
|
8
|
+
};
|
|
9
|
+
export declare function paperExecutionMode(options: {
|
|
10
|
+
recording: boolean;
|
|
11
|
+
}): {
|
|
12
|
+
provide: symbol;
|
|
13
|
+
useValue: ExecutionMode;
|
|
14
|
+
};
|
|
15
|
+
export declare function liveExecutionMode(options: {
|
|
16
|
+
recording: boolean;
|
|
17
|
+
}): {
|
|
18
|
+
provide: symbol;
|
|
19
|
+
useValue: ExecutionMode;
|
|
20
|
+
};
|
|
21
|
+
export declare const useExecutionMode: () => {
|
|
22
|
+
isReplay: boolean;
|
|
23
|
+
isPaper: boolean;
|
|
24
|
+
isLive: boolean;
|
|
25
|
+
isSimulation: boolean;
|
|
26
|
+
recording: boolean;
|
|
27
|
+
};
|
|
28
|
+
export {};
|
|
29
|
+
//# sourceMappingURL=use-execution-mode.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-execution-mode.d.ts","sourceRoot":"","sources":["../src/use-execution-mode.ts"],"names":[],"mappings":"AAIA,KAAK,aAAa,GAAG;IACnB,IAAI,EAAE,QAAQ,GAAG,OAAO,GAAG,MAAM,CAAC;IAClC,SAAS,EAAE,OAAO,CAAC;CACpB,CAAC;AAEF,wBAAgB,mBAAmB;;;EAKlC;AAED,wBAAgB,kBAAkB,CAAC,OAAO,EAAE;IAAE,SAAS,EAAE,OAAO,CAAA;CAAE;;;EAKjE;AAED,wBAAgB,iBAAiB,CAAC,OAAO,EAAE;IAAE,SAAS,EAAE,OAAO,CAAA;CAAE;;;EAKhE;AAED,eAAO,MAAM,gBAAgB;;;;;;CAU5B,CAAC"}
|
|
@@ -0,0 +1,37 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.useExecutionMode = exports.liveExecutionMode = exports.paperExecutionMode = exports.replayExecutionMode = void 0;
|
|
4
|
+
const module_1 = require("./module");
|
|
5
|
+
const injectionToken = Symbol('execution-mode');
|
|
6
|
+
function replayExecutionMode() {
|
|
7
|
+
return {
|
|
8
|
+
provide: injectionToken,
|
|
9
|
+
useValue: { mode: 'REPLAY', recording: false }
|
|
10
|
+
};
|
|
11
|
+
}
|
|
12
|
+
exports.replayExecutionMode = replayExecutionMode;
|
|
13
|
+
function paperExecutionMode(options) {
|
|
14
|
+
return {
|
|
15
|
+
provide: injectionToken,
|
|
16
|
+
useValue: Object.assign({ mode: 'PAPER' }, options)
|
|
17
|
+
};
|
|
18
|
+
}
|
|
19
|
+
exports.paperExecutionMode = paperExecutionMode;
|
|
20
|
+
function liveExecutionMode(options) {
|
|
21
|
+
return {
|
|
22
|
+
provide: injectionToken,
|
|
23
|
+
useValue: Object.assign({ mode: 'LIVE' }, options)
|
|
24
|
+
};
|
|
25
|
+
}
|
|
26
|
+
exports.liveExecutionMode = liveExecutionMode;
|
|
27
|
+
const useExecutionMode = () => {
|
|
28
|
+
const mode = (0, module_1.useContext)(injectionToken);
|
|
29
|
+
return {
|
|
30
|
+
isReplay: mode.mode === 'REPLAY',
|
|
31
|
+
isPaper: mode.mode === 'PAPER',
|
|
32
|
+
isLive: mode.mode === 'LIVE',
|
|
33
|
+
isSimulation: mode.mode !== 'LIVE',
|
|
34
|
+
recording: mode.recording
|
|
35
|
+
};
|
|
36
|
+
};
|
|
37
|
+
exports.useExecutionMode = useExecutionMode;
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-hash.d.ts","sourceRoot":"","sources":["../src/use-hash.ts"],"names":[],"mappings":"AAAA,MAAM,MAAM,UAAU,GAAG;IAAE,QAAQ,IAAI,MAAM,CAAA;CAAE,GAAG,SAAS,CAAC;AAE5D,wBAAgB,OAAO,CAAC,YAAY,EAAE,UAAU,EAAE,UAEjD"}
|
package/dist/use-hash.js
ADDED
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-hash.spec.d.ts","sourceRoot":"","sources":["../src/use-hash.spec.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1,16 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
const asset_1 = require("./asset");
|
|
4
|
+
const instrument_1 = require("./instrument");
|
|
5
|
+
const use_hash_1 = require("./use-hash");
|
|
6
|
+
describe(use_hash_1.useHash.name, () => {
|
|
7
|
+
it.each([
|
|
8
|
+
[[(0, asset_1.assetOf)('binance:btc')], 'binance:btc'],
|
|
9
|
+
[[(0, asset_1.assetOf)('binance:btc'), 'test'], 'binance:btc/test'],
|
|
10
|
+
[[(0, instrument_1.instrumentOf)('binance:btc-usdt')], 'binance:btc-usdt'],
|
|
11
|
+
[[(0, instrument_1.instrumentOf)('binance:btc-usdt'), 123], 'binance:btc-usdt/123']
|
|
12
|
+
])('hash list of dependencies from %p to %p', (dependencies, hashed) => {
|
|
13
|
+
const hash = (0, use_hash_1.useHash)(dependencies);
|
|
14
|
+
expect(hash).toEqual(hashed);
|
|
15
|
+
});
|
|
16
|
+
});
|
|
@@ -0,0 +1,9 @@
|
|
|
1
|
+
import { Observable } from 'rxjs';
|
|
2
|
+
import { dependency } from './use-hash';
|
|
3
|
+
export declare const useExclusiveLock: () => {
|
|
4
|
+
acquire: (dependencies: dependency[]) => void;
|
|
5
|
+
release: (dependencies: dependency[]) => void;
|
|
6
|
+
alreadyAcquired: (dependencies: dependency[]) => boolean;
|
|
7
|
+
};
|
|
8
|
+
export declare function exclusive<T>(dependencies: dependency[]): (input: Observable<T>) => Observable<T>;
|
|
9
|
+
//# sourceMappingURL=use-lock.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-lock.d.ts","sourceRoot":"","sources":["../src/use-lock.ts"],"names":[],"mappings":"AAAA,OAAO,EAAoB,UAAU,EAAE,MAAM,MAAM,CAAC;AAGpD,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAEpD,eAAO,MAAM,gBAAgB;4BAEI,UAAU,EAAE;4BAUZ,UAAU,EAAE;oCAUJ,UAAU,EAAE;CAWnD,CAAC;AAEH,wBAAgB,SAAS,CAAC,CAAC,EAAE,YAAY,EAAE,UAAU,EAAE,WACtC,WAAW,CAAC,CAAC,mBAU7B"}
|
package/dist/use-lock.js
ADDED
|
@@ -0,0 +1,40 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.exclusive = exports.useExclusiveLock = void 0;
|
|
4
|
+
const rxjs_1 = require("rxjs");
|
|
5
|
+
const use_1 = require("./use");
|
|
6
|
+
const use_hash_1 = require("./use-hash");
|
|
7
|
+
exports.useExclusiveLock = (0, use_1.use)(() => {
|
|
8
|
+
const locking = {};
|
|
9
|
+
const acquire = (dependencies) => {
|
|
10
|
+
const hash = (0, use_hash_1.useHash)(dependencies);
|
|
11
|
+
if (locking[hash]) {
|
|
12
|
+
throw Error('nested locks not allowed');
|
|
13
|
+
}
|
|
14
|
+
locking[hash] = true;
|
|
15
|
+
};
|
|
16
|
+
const release = (dependencies) => {
|
|
17
|
+
const hash = (0, use_hash_1.useHash)(dependencies);
|
|
18
|
+
if (!locking[hash]) {
|
|
19
|
+
throw Error('nested locks not allowed');
|
|
20
|
+
}
|
|
21
|
+
locking[hash] = false;
|
|
22
|
+
};
|
|
23
|
+
const alreadyAcquired = (dependencies) => {
|
|
24
|
+
const hash = (0, use_hash_1.useHash)(dependencies);
|
|
25
|
+
return locking[hash] == true;
|
|
26
|
+
};
|
|
27
|
+
return {
|
|
28
|
+
acquire,
|
|
29
|
+
release,
|
|
30
|
+
alreadyAcquired
|
|
31
|
+
};
|
|
32
|
+
});
|
|
33
|
+
function exclusive(dependencies) {
|
|
34
|
+
return (input) => {
|
|
35
|
+
const { acquire, release, alreadyAcquired } = (0, exports.useExclusiveLock)();
|
|
36
|
+
acquire(dependencies);
|
|
37
|
+
return input.pipe((0, rxjs_1.filter)(() => alreadyAcquired(dependencies)), (0, rxjs_1.finalize)(() => release(dependencies)));
|
|
38
|
+
};
|
|
39
|
+
}
|
|
40
|
+
exports.exclusive = exclusive;
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
/**
|
|
2
|
+
*
|
|
3
|
+
*/
|
|
4
|
+
export declare const useLogger: (context: string, tint?: string | undefined) => {
|
|
5
|
+
info: (message: any, ...params: unknown[]) => void;
|
|
6
|
+
debug: (message: any, ...params: unknown[]) => void;
|
|
7
|
+
warn: (message: any, ...params: unknown[]) => void;
|
|
8
|
+
error: (message: any, ...params: unknown[]) => void;
|
|
9
|
+
};
|
|
10
|
+
//# sourceMappingURL=use-logger.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-logger.d.ts","sourceRoot":"","sources":["../src/use-logger.ts"],"names":[],"mappings":"AAgBA;;GAEG;AACH,eAAO,MAAM,SAAS;oBAOF,GAAG,aAAa,OAAO,EAAE;qBAKxB,GAAG,aAAa,OAAO,EAAE;oBAK1B,GAAG,aAAa,OAAO,EAAE;qBAKxB,GAAG,aAAa,OAAO,EAAE;CAK5C,CAAC"}
|
|
@@ -0,0 +1,37 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
+
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
+
};
|
|
5
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
+
exports.useLogger = void 0;
|
|
7
|
+
const chalk_1 = __importDefault(require("chalk"));
|
|
8
|
+
const use_1 = require("./use");
|
|
9
|
+
const use_timestamp_1 = require("./use-timestamp");
|
|
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
|
+
/**
|
|
19
|
+
*
|
|
20
|
+
*/
|
|
21
|
+
exports.useLogger = (0, use_1.use)((context, tint) => {
|
|
22
|
+
const prefix = () => `${chalk_1.default.gray(new Date((0, use_timestamp_1.useTimestamp)()).toISOString())} ${chalk_1.default.hex(tint !== null && tint !== void 0 ? tint : colorize(context))(context)}`;
|
|
23
|
+
return {
|
|
24
|
+
info: (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
|
|
25
|
+
? console.info(`${prefix()}: ${message}`, params)
|
|
26
|
+
: console.info(`${prefix()}: ${message}`),
|
|
27
|
+
debug: (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
|
|
28
|
+
? console.debug(`${prefix()}: ${message}`, params)
|
|
29
|
+
: console.debug(`${prefix()}: ${message}`),
|
|
30
|
+
warn: (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
|
|
31
|
+
? console.warn(`${prefix()}: ${message}`, params)
|
|
32
|
+
: console.warn(`${prefix()}: ${message}`),
|
|
33
|
+
error: (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
|
|
34
|
+
? console.error(`${prefix()}: ${message}`, params)
|
|
35
|
+
: console.error(`${prefix()}: ${message}`)
|
|
36
|
+
};
|
|
37
|
+
});
|
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
import { dependency } from './use-hash';
|
|
2
|
+
export declare const token: unique symbol;
|
|
3
|
+
/**
|
|
4
|
+
*
|
|
5
|
+
*/
|
|
6
|
+
export declare function memo(): {
|
|
7
|
+
provide: symbol;
|
|
8
|
+
useValue: {};
|
|
9
|
+
};
|
|
10
|
+
/**
|
|
11
|
+
* @name useMemo
|
|
12
|
+
* @description
|
|
13
|
+
* A hook that caches the result of an expensive calculation, based on a set of dependencies.
|
|
14
|
+
*
|
|
15
|
+
* @template T The type of the value that is memoized.
|
|
16
|
+
* @param {() => T} calculateValue A function that returns the value to memoize.
|
|
17
|
+
* @param {dependency[]} dependencies An array of dependencies that determine when the value should be recalculated.
|
|
18
|
+
* @returns {T} The memoized value.
|
|
19
|
+
*/
|
|
20
|
+
export declare function useMemo<T>(calculateValue: () => T, dependencies: dependency[]): T;
|
|
21
|
+
//# sourceMappingURL=use-memo.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-memo.d.ts","sourceRoot":"","sources":["../src/use-memo.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAEpD,eAAO,MAAM,KAAK,eAAuB,CAAC;AAE1C;;GAEG;AACH,wBAAgB,IAAI;;;EAKnB;AAED;;;;;;;;;GASG;AACH,wBAAgB,OAAO,CAAC,CAAC,EAAE,cAAc,EAAE,MAAM,CAAC,EAAE,YAAY,EAAE,UAAU,EAAE,KAS7E"}
|
package/dist/use-memo.js
ADDED
|
@@ -0,0 +1,35 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.useMemo = exports.memo = exports.token = void 0;
|
|
4
|
+
const module_1 = require("./module");
|
|
5
|
+
const use_hash_1 = require("./use-hash");
|
|
6
|
+
exports.token = Symbol('memo-token');
|
|
7
|
+
/**
|
|
8
|
+
*
|
|
9
|
+
*/
|
|
10
|
+
function memo() {
|
|
11
|
+
return {
|
|
12
|
+
provide: exports.token,
|
|
13
|
+
useValue: {}
|
|
14
|
+
};
|
|
15
|
+
}
|
|
16
|
+
exports.memo = memo;
|
|
17
|
+
/**
|
|
18
|
+
* @name useMemo
|
|
19
|
+
* @description
|
|
20
|
+
* A hook that caches the result of an expensive calculation, based on a set of dependencies.
|
|
21
|
+
*
|
|
22
|
+
* @template T The type of the value that is memoized.
|
|
23
|
+
* @param {() => T} calculateValue A function that returns the value to memoize.
|
|
24
|
+
* @param {dependency[]} dependencies An array of dependencies that determine when the value should be recalculated.
|
|
25
|
+
* @returns {T} The memoized value.
|
|
26
|
+
*/
|
|
27
|
+
function useMemo(calculateValue, dependencies) {
|
|
28
|
+
const memory = (0, module_1.useContext)(exports.token);
|
|
29
|
+
const hash = (0, use_hash_1.useHash)(dependencies);
|
|
30
|
+
if (memory[hash]) {
|
|
31
|
+
return memory[hash];
|
|
32
|
+
}
|
|
33
|
+
return (memory[hash] = calculateValue());
|
|
34
|
+
}
|
|
35
|
+
exports.useMemo = useMemo;
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-memo.spec.d.ts","sourceRoot":"","sources":["../src/use-memo.spec.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1,35 @@
|
|
|
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
|
+
const make_test_module_1 = require("./make-test-module");
|
|
13
|
+
const use_memo_1 = require("./use-memo");
|
|
14
|
+
describe(use_memo_1.useMemo.name, () => {
|
|
15
|
+
let fixtures;
|
|
16
|
+
beforeEach(() => __awaiter(void 0, void 0, void 0, function* () {
|
|
17
|
+
fixtures = yield getFixtures();
|
|
18
|
+
}));
|
|
19
|
+
test('memorize value for dependencies', () => __awaiter(void 0, void 0, void 0, function* () {
|
|
20
|
+
const value1 = yield fixtures.givenMemoValue(() => 1, [use_memo_1.useMemo.name]);
|
|
21
|
+
const value2 = yield fixtures.givenMemoValue(() => 2, [use_memo_1.useMemo.name]);
|
|
22
|
+
expect(value1).toEqual(1);
|
|
23
|
+
expect(value2).toEqual(1);
|
|
24
|
+
}));
|
|
25
|
+
});
|
|
26
|
+
function getFixtures() {
|
|
27
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
28
|
+
const { act } = yield (0, make_test_module_1.makeTestModule)([]);
|
|
29
|
+
return {
|
|
30
|
+
givenMemoValue(value, dependencies) {
|
|
31
|
+
return act(() => (0, use_memo_1.useMemo)(value, dependencies));
|
|
32
|
+
}
|
|
33
|
+
};
|
|
34
|
+
});
|
|
35
|
+
}
|
|
@@ -0,0 +1,16 @@
|
|
|
1
|
+
export type RequestMethod = 'GET' | 'HEAD' | 'POST' | 'PUT' | 'DELETE' | 'CONNECT' | 'OPTIONS' | 'TRACE' | 'PATCH';
|
|
2
|
+
export declare class RequestNetworkError extends Error {
|
|
3
|
+
readonly statusCode: number;
|
|
4
|
+
readonly json: () => Promise<string>;
|
|
5
|
+
constructor(statusCode: number, json: () => Promise<string>);
|
|
6
|
+
}
|
|
7
|
+
export declare function useRequest(args: {
|
|
8
|
+
method: RequestMethod;
|
|
9
|
+
url: string;
|
|
10
|
+
headers?: Record<string, any>;
|
|
11
|
+
body?: string;
|
|
12
|
+
}): import("rxjs").Observable<{
|
|
13
|
+
timestamp: number;
|
|
14
|
+
payload: any;
|
|
15
|
+
}>;
|
|
16
|
+
//# sourceMappingURL=use-request.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"use-request.d.ts","sourceRoot":"","sources":["../src/use-request.ts"],"names":[],"mappings":"AAKA,MAAM,MAAM,aAAa,GACrB,KAAK,GACL,MAAM,GACN,MAAM,GACN,KAAK,GACL,QAAQ,GACR,SAAS,GACT,SAAS,GACT,OAAO,GACP,OAAO,CAAC;AAEZ,qBAAa,mBAAoB,SAAQ,KAAK;IAChC,QAAQ,CAAC,UAAU,EAAE,MAAM;IAAE,QAAQ,CAAC,IAAI,EAAE,MAAM,OAAO,CAAC,MAAM,CAAC;gBAAxD,UAAU,EAAE,MAAM,EAAW,IAAI,EAAE,MAAM,OAAO,CAAC,MAAM,CAAC;CAG9E;AAED,wBAAgB,UAAU,CAAC,IAAI,EAAE;IAC/B,MAAM,EAAE,aAAa,CAAC;IACtB,GAAG,EAAE,MAAM,CAAC;IACZ,OAAO,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;IAC9B,IAAI,CAAC,EAAE,MAAM,CAAC;CACf;;;GAmBA"}
|