@quantform/core 0.6.6 → 0.7.0-beta.4

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (521) hide show
  1. package/dist/as-readonly.d.ts +3 -0
  2. package/dist/as-readonly.d.ts.map +1 -0
  3. package/dist/as-readonly.js +8 -0
  4. package/dist/{domain → asset}/asset.d.ts +6 -1
  5. package/dist/asset/asset.d.ts.map +1 -0
  6. package/dist/{domain → asset}/asset.js +16 -7
  7. package/dist/asset/asset.spec.d.ts +2 -0
  8. package/dist/asset/asset.spec.d.ts.map +1 -0
  9. package/dist/asset/asset.spec.js +54 -0
  10. package/dist/asset/index.d.ts +2 -0
  11. package/dist/asset/index.d.ts.map +1 -0
  12. package/dist/{adapter/paper → asset}/index.js +1 -2
  13. package/dist/cli/build.js +1 -1
  14. package/dist/cli/dev.d.ts.map +1 -1
  15. package/dist/cli/dev.js +15 -11
  16. package/dist/cli/index.js +8 -8
  17. package/dist/cli/internal/workspace.js +1 -1
  18. package/dist/cli/pull.d.ts.map +1 -1
  19. package/dist/cli/pull.js +50 -20
  20. package/dist/cli/{test.d.ts → replay.d.ts} +1 -1
  21. package/dist/cli/replay.d.ts.map +1 -0
  22. package/dist/cli/{test.js → replay.js} +18 -20
  23. package/dist/cli/run.d.ts.map +1 -1
  24. package/dist/cli/run.js +16 -11
  25. package/dist/component/distinct-until-timesamp-changed.d.ts +5 -0
  26. package/dist/component/distinct-until-timesamp-changed.d.ts.map +1 -0
  27. package/dist/component/distinct-until-timesamp-changed.js +9 -0
  28. package/dist/component/error.d.ts +17 -0
  29. package/dist/component/error.d.ts.map +1 -0
  30. package/dist/component/error.js +33 -0
  31. package/dist/component/index.d.ts +8 -0
  32. package/dist/component/index.d.ts.map +1 -0
  33. package/dist/{store → component}/index.js +7 -9
  34. package/dist/{domain → component}/ohlc-operator.d.ts +1 -1
  35. package/dist/component/ohlc-operator.d.ts.map +1 -0
  36. package/dist/{domain → component}/ohlc-operator.js +4 -5
  37. package/dist/component/ohlc-operator.spec.d.ts +2 -0
  38. package/dist/component/ohlc-operator.spec.d.ts.map +1 -0
  39. package/dist/component/ohlc-operator.spec.js +110 -0
  40. package/dist/component/ohlc.d.ts.map +1 -0
  41. package/dist/component/ohlc.spec.d.ts +2 -0
  42. package/dist/component/ohlc.spec.d.ts.map +1 -0
  43. package/dist/component/ohlc.spec.js +25 -0
  44. package/dist/component/timeframe.d.ts.map +1 -0
  45. package/dist/core.d.ts +3 -0
  46. package/dist/core.d.ts.map +1 -0
  47. package/dist/core.js +15 -0
  48. package/dist/defined.d.ts +3 -0
  49. package/dist/defined.d.ts.map +1 -0
  50. package/dist/defined.js +8 -0
  51. package/dist/exclude.d.ts +3 -0
  52. package/dist/exclude.d.ts.map +1 -0
  53. package/dist/exclude.js +8 -0
  54. package/dist/index.d.ts +25 -27
  55. package/dist/index.d.ts.map +1 -1
  56. package/dist/index.js +25 -66
  57. package/dist/{domain → instrument/commission}/commission.d.ts +1 -1
  58. package/dist/instrument/commission/commission.d.ts.map +1 -0
  59. package/dist/{domain → instrument/commission}/commission.js +2 -2
  60. package/dist/instrument/commission/commission.spec.d.ts +2 -0
  61. package/dist/instrument/commission/commission.spec.d.ts.map +1 -0
  62. package/dist/instrument/commission/commission.spec.js +30 -0
  63. package/dist/instrument/index.d.ts +3 -0
  64. package/dist/instrument/index.d.ts.map +1 -0
  65. package/dist/{adapter → instrument}/index.js +2 -4
  66. package/dist/{domain → instrument}/instrument.d.ts +4 -4
  67. package/dist/instrument/instrument.d.ts.map +1 -0
  68. package/dist/{domain → instrument}/instrument.js +8 -5
  69. package/dist/instrument/instrument.spec.d.ts +2 -0
  70. package/dist/instrument/instrument.spec.d.ts.map +1 -0
  71. package/dist/instrument/instrument.spec.js +51 -0
  72. package/dist/make-test-module.d.ts +13 -0
  73. package/dist/make-test-module.d.ts.map +1 -0
  74. package/dist/make-test-module.js +46 -0
  75. package/dist/module.d.ts +57 -0
  76. package/dist/module.d.ts.map +1 -0
  77. package/dist/module.js +136 -0
  78. package/dist/module.spec.d.ts +2 -0
  79. package/dist/module.spec.d.ts.map +1 -0
  80. package/dist/module.spec.js +86 -0
  81. package/dist/not-found.d.ts +2 -0
  82. package/dist/not-found.d.ts.map +1 -0
  83. package/dist/{domain/component.js → not-found.js} +2 -0
  84. package/dist/replay/index.d.ts +7 -0
  85. package/dist/replay/index.d.ts.map +1 -0
  86. package/dist/replay/index.js +22 -0
  87. package/dist/replay/use-replay-coordinator.d.ts +10 -0
  88. package/dist/replay/use-replay-coordinator.d.ts.map +1 -0
  89. package/dist/replay/use-replay-coordinator.js +119 -0
  90. package/dist/replay/use-replay-options.d.ts +15 -0
  91. package/dist/replay/use-replay-options.d.ts.map +1 -0
  92. package/dist/replay/use-replay-options.js +20 -0
  93. package/dist/replay/use-replay-reader.d.ts +7 -0
  94. package/dist/replay/use-replay-reader.d.ts.map +1 -0
  95. package/dist/replay/use-replay-reader.js +32 -0
  96. package/dist/replay/use-replay-reader.spec.d.ts +2 -0
  97. package/dist/replay/use-replay-reader.spec.d.ts.map +1 -0
  98. package/dist/replay/use-replay-reader.spec.js +58 -0
  99. package/dist/replay/use-replay-storage.d.ts +10 -0
  100. package/dist/replay/use-replay-storage.d.ts.map +1 -0
  101. package/dist/replay/use-replay-storage.js +10 -0
  102. package/dist/replay/use-replay-writer.d.ts +6 -0
  103. package/dist/replay/use-replay-writer.d.ts.map +1 -0
  104. package/dist/replay/use-replay-writer.js +14 -0
  105. package/dist/replay/use-replay-writer.spec.d.ts +2 -0
  106. package/dist/replay/use-replay-writer.spec.d.ts.map +1 -0
  107. package/dist/replay/use-replay-writer.spec.js +53 -0
  108. package/dist/replay/use-replay.d.ts +10 -0
  109. package/dist/replay/use-replay.d.ts.map +1 -0
  110. package/dist/replay/use-replay.js +32 -0
  111. package/dist/replay/use-replay.spec.d.ts +2 -0
  112. package/dist/replay/use-replay.spec.d.ts.map +1 -0
  113. package/dist/replay/use-replay.spec.js +106 -0
  114. package/dist/replay/with-replay.d.ts +4 -0
  115. package/dist/replay/with-replay.d.ts.map +1 -0
  116. package/dist/replay/with-replay.js +8 -0
  117. package/dist/session/index.d.ts +4 -0
  118. package/dist/session/index.d.ts.map +1 -0
  119. package/dist/session/index.js +19 -0
  120. package/dist/session/use-session-object.d.ts +18 -0
  121. package/dist/session/use-session-object.d.ts.map +1 -0
  122. package/dist/session/use-session-object.js +13 -0
  123. package/dist/session/use-session-storage.d.ts +2 -0
  124. package/dist/session/use-session-storage.d.ts.map +1 -0
  125. package/dist/session/use-session-storage.js +10 -0
  126. package/dist/session/use-session.d.ts +4 -0
  127. package/dist/session/use-session.d.ts.map +1 -0
  128. package/dist/session/use-session.js +7 -0
  129. package/dist/shared/datetime.d.ts +1 -1
  130. package/dist/shared/datetime.d.ts.map +1 -1
  131. package/dist/shared/decimals.d.ts.map +1 -1
  132. package/dist/shared/decimals.js +5 -0
  133. package/dist/shared/decimals.spec.d.ts +2 -0
  134. package/dist/shared/decimals.spec.d.ts.map +1 -0
  135. package/dist/shared/decimals.spec.js +28 -0
  136. package/dist/shared/index.d.ts +3 -7
  137. package/dist/shared/index.d.ts.map +1 -1
  138. package/dist/shared/index.js +3 -7
  139. package/dist/simulator/index.d.ts +2 -0
  140. package/dist/simulator/index.d.ts.map +1 -0
  141. package/dist/{adapter/backtester → simulator}/index.js +1 -2
  142. package/dist/simulator/use-simulator.d.ts +2 -0
  143. package/dist/simulator/use-simulator.d.ts.map +1 -0
  144. package/dist/simulator/use-simulator.js +9 -0
  145. package/dist/simulator/use-simulator.spec.d.ts +2 -0
  146. package/dist/simulator/use-simulator.spec.d.ts.map +1 -0
  147. package/dist/simulator/use-simulator.spec.js +49 -0
  148. package/dist/storage/in-memory/in-memory-storage.d.ts +9 -0
  149. package/dist/storage/in-memory/in-memory-storage.d.ts.map +1 -0
  150. package/dist/storage/in-memory/in-memory-storage.factory.d.ts +6 -0
  151. package/dist/storage/in-memory/in-memory-storage.factory.d.ts.map +1 -0
  152. package/dist/storage/in-memory/in-memory-storage.factory.js +23 -0
  153. package/dist/storage/in-memory/in-memory-storage.js +72 -0
  154. package/dist/storage/in-memory/in-memory-storage.spec.d.ts +2 -0
  155. package/dist/storage/in-memory/in-memory-storage.spec.d.ts.map +1 -0
  156. package/dist/storage/in-memory/in-memory-storage.spec.js +167 -0
  157. package/dist/storage/in-memory/index.d.ts +3 -0
  158. package/dist/storage/in-memory/index.d.ts.map +1 -0
  159. package/dist/storage/in-memory/index.js +18 -0
  160. package/dist/storage/index.d.ts +3 -3
  161. package/dist/storage/index.d.ts.map +1 -1
  162. package/dist/storage/index.js +3 -3
  163. package/dist/storage/storage.d.ts +51 -61
  164. package/dist/storage/storage.d.ts.map +1 -1
  165. package/dist/storage/storage.js +20 -85
  166. package/dist/storage/use-cache.d.ts +4 -0
  167. package/dist/storage/use-cache.d.ts.map +1 -0
  168. package/dist/storage/use-cache.js +34 -0
  169. package/dist/storage/use-cache.spec.d.ts +2 -0
  170. package/dist/storage/use-cache.spec.d.ts.map +1 -0
  171. package/dist/storage/use-cache.spec.js +36 -0
  172. package/dist/storage/use-storage-factory.d.ts +10 -0
  173. package/dist/storage/use-storage-factory.d.ts.map +1 -0
  174. package/dist/storage/use-storage-factory.js +14 -0
  175. package/dist/storage/use-storage.d.ts +3 -0
  176. package/dist/storage/use-storage.d.ts.map +1 -0
  177. package/dist/storage/use-storage.js +11 -0
  178. package/dist/strat.d.ts +7 -0
  179. package/dist/strat.d.ts.map +1 -0
  180. package/dist/strat.js +7 -0
  181. package/dist/use-execution-mode.d.ts +29 -0
  182. package/dist/use-execution-mode.d.ts.map +1 -0
  183. package/dist/use-execution-mode.js +37 -0
  184. package/dist/use-hash.d.ts +5 -0
  185. package/dist/use-hash.d.ts.map +1 -0
  186. package/dist/use-hash.js +7 -0
  187. package/dist/use-hash.spec.d.ts +2 -0
  188. package/dist/use-hash.spec.d.ts.map +1 -0
  189. package/dist/use-hash.spec.js +16 -0
  190. package/dist/use-lock.d.ts +9 -0
  191. package/dist/use-lock.d.ts.map +1 -0
  192. package/dist/use-lock.js +40 -0
  193. package/dist/use-logger.d.ts +10 -0
  194. package/dist/use-logger.d.ts.map +1 -0
  195. package/dist/use-logger.js +37 -0
  196. package/dist/use-memo.d.ts +21 -0
  197. package/dist/use-memo.d.ts.map +1 -0
  198. package/dist/use-memo.js +35 -0
  199. package/dist/use-memo.spec.d.ts +2 -0
  200. package/dist/use-memo.spec.d.ts.map +1 -0
  201. package/dist/use-memo.spec.js +35 -0
  202. package/dist/use-request.d.ts +16 -0
  203. package/dist/use-request.d.ts.map +1 -0
  204. package/dist/use-request.js +27 -0
  205. package/dist/use-socket.d.ts +6 -0
  206. package/dist/use-socket.d.ts.map +1 -0
  207. package/dist/use-socket.js +52 -0
  208. package/dist/use-state.d.ts +4 -0
  209. package/dist/use-state.d.ts.map +1 -0
  210. package/dist/use-state.js +24 -0
  211. package/dist/use-state.spec.d.ts +2 -0
  212. package/dist/use-state.spec.d.ts.map +1 -0
  213. package/dist/use-state.spec.js +36 -0
  214. package/dist/use-timestamp.d.ts +2 -0
  215. package/dist/use-timestamp.d.ts.map +1 -0
  216. package/dist/use-timestamp.js +13 -0
  217. package/dist/use.d.ts +5 -0
  218. package/dist/use.d.ts.map +1 -0
  219. package/dist/use.js +20 -0
  220. package/dist/use.spec.d.ts +2 -0
  221. package/dist/use.spec.d.ts.map +1 -0
  222. package/dist/use.spec.js +47 -0
  223. package/jest.config.ts +23 -2
  224. package/package.json +14 -11
  225. package/src/as-readonly.ts +5 -0
  226. package/src/{domain → asset}/asset.spec.ts +4 -4
  227. package/src/{domain → asset}/asset.ts +17 -6
  228. package/src/asset/index.ts +1 -0
  229. package/src/cli/build.ts +1 -1
  230. package/src/cli/dev.ts +18 -13
  231. package/src/cli/index.ts +7 -7
  232. package/src/cli/internal/workspace.ts +1 -1
  233. package/src/cli/pull.ts +22 -10
  234. package/src/cli/replay.ts +31 -0
  235. package/src/cli/run.ts +17 -13
  236. package/src/component/distinct-until-timesamp-changed.ts +11 -0
  237. package/src/component/error.ts +32 -0
  238. package/src/component/index.ts +7 -0
  239. package/src/{domain → component}/ohlc-operator.spec.ts +5 -6
  240. package/src/{domain → component}/ohlc-operator.ts +2 -3
  241. package/src/{domain → component}/ohlc.spec.ts +2 -2
  242. package/src/{domain → component}/ohlc.ts +2 -2
  243. package/src/core.ts +14 -0
  244. package/src/defined.ts +6 -0
  245. package/src/exclude.ts +9 -0
  246. package/src/index.ts +27 -80
  247. package/src/{domain → instrument/commission}/commission.spec.ts +4 -3
  248. package/src/{domain → instrument/commission}/commission.ts +1 -1
  249. package/src/instrument/index.ts +2 -0
  250. package/src/{domain → instrument}/instrument.spec.ts +11 -6
  251. package/src/{domain → instrument}/instrument.ts +12 -8
  252. package/src/make-test-module.ts +46 -0
  253. package/src/module.spec.ts +74 -0
  254. package/src/module.ts +156 -0
  255. package/src/not-found.ts +1 -0
  256. package/src/replay/index.ts +6 -0
  257. package/src/replay/use-replay-coordinator.ts +142 -0
  258. package/src/replay/use-replay-options.ts +23 -0
  259. package/src/replay/use-replay-reader.spec.ts +64 -0
  260. package/src/replay/use-replay-reader.ts +23 -0
  261. package/src/replay/use-replay-storage.ts +8 -0
  262. package/src/replay/use-replay-writer.spec.ts +56 -0
  263. package/src/replay/use-replay-writer.ts +17 -0
  264. package/src/replay/use-replay.spec.ts +132 -0
  265. package/src/replay/use-replay.ts +34 -0
  266. package/src/replay/with-replay.ts +10 -0
  267. package/src/session/index.ts +3 -0
  268. package/src/session/use-session-object.ts +26 -0
  269. package/src/session/use-session-storage.ts +9 -0
  270. package/src/session/use-session.ts +5 -0
  271. package/src/shared/decimals.spec.ts +1 -1
  272. package/src/shared/decimals.ts +5 -0
  273. package/src/shared/index.ts +3 -7
  274. package/src/simulator/index.ts +1 -0
  275. package/src/simulator/use-simulator.spec.ts +54 -0
  276. package/src/simulator/use-simulator.ts +7 -0
  277. package/src/storage/in-memory/in-memory-storage.factory.ts +16 -0
  278. package/src/storage/in-memory/in-memory-storage.spec.ts +193 -0
  279. package/src/storage/in-memory/in-memory-storage.ts +80 -0
  280. package/src/storage/in-memory/index.ts +2 -0
  281. package/src/storage/index.ts +3 -3
  282. package/src/storage/storage.ts +63 -119
  283. package/src/storage/use-cache.spec.ts +31 -0
  284. package/src/storage/use-cache.ts +50 -0
  285. package/src/storage/use-storage-factory.ts +17 -0
  286. package/src/storage/use-storage.ts +11 -0
  287. package/src/strat.ts +7 -0
  288. package/src/use-execution-mode.ts +41 -0
  289. package/src/use-hash.spec.ts +16 -0
  290. package/src/use-hash.ts +5 -0
  291. package/src/use-lock.ts +52 -0
  292. package/src/use-logger.ts +47 -0
  293. package/src/use-memo.spec.ts +30 -0
  294. package/src/use-memo.ts +35 -0
  295. package/src/use-request.ts +47 -0
  296. package/src/use-socket.ts +59 -0
  297. package/src/use-state.spec.ts +31 -0
  298. package/src/use-state.ts +30 -0
  299. package/src/use-timestamp.ts +12 -0
  300. package/src/use.spec.ts +46 -0
  301. package/src/use.ts +33 -0
  302. package/tsconfig.json +7 -4
  303. package/dist/adapter/adapter-aggregate.d.ts +0 -57
  304. package/dist/adapter/adapter-aggregate.d.ts.map +0 -1
  305. package/dist/adapter/adapter-aggregate.js +0 -157
  306. package/dist/adapter/adapter.d.ts +0 -54
  307. package/dist/adapter/adapter.d.ts.map +0 -1
  308. package/dist/adapter/adapter.js +0 -20
  309. package/dist/adapter/backtester/backtester-adapter.d.ts +0 -30
  310. package/dist/adapter/backtester/backtester-adapter.d.ts.map +0 -1
  311. package/dist/adapter/backtester/backtester-adapter.js +0 -67
  312. package/dist/adapter/backtester/backtester-cursor.d.ts +0 -16
  313. package/dist/adapter/backtester/backtester-cursor.d.ts.map +0 -1
  314. package/dist/adapter/backtester/backtester-cursor.js +0 -52
  315. package/dist/adapter/backtester/backtester-streamer.d.ts +0 -50
  316. package/dist/adapter/backtester/backtester-streamer.d.ts.map +0 -1
  317. package/dist/adapter/backtester/backtester-streamer.js +0 -119
  318. package/dist/adapter/backtester/error.d.ts +0 -3
  319. package/dist/adapter/backtester/error.d.ts.map +0 -1
  320. package/dist/adapter/backtester/error.js +0 -11
  321. package/dist/adapter/backtester/index.d.ts +0 -3
  322. package/dist/adapter/backtester/index.d.ts.map +0 -1
  323. package/dist/adapter/error.d.ts +0 -4
  324. package/dist/adapter/error.d.ts.map +0 -1
  325. package/dist/adapter/error.js +0 -15
  326. package/dist/adapter/index.d.ts +0 -5
  327. package/dist/adapter/index.d.ts.map +0 -1
  328. package/dist/adapter/paper/engine/paper-engine.d.ts +0 -12
  329. package/dist/adapter/paper/engine/paper-engine.d.ts.map +0 -1
  330. package/dist/adapter/paper/engine/paper-engine.js +0 -109
  331. package/dist/adapter/paper/index.d.ts +0 -3
  332. package/dist/adapter/paper/index.d.ts.map +0 -1
  333. package/dist/adapter/paper/paper-adapter.d.ts +0 -30
  334. package/dist/adapter/paper/paper-adapter.d.ts.map +0 -1
  335. package/dist/adapter/paper/paper-adapter.js +0 -87
  336. package/dist/cli/error.d.ts +0 -2
  337. package/dist/cli/error.d.ts.map +0 -1
  338. package/dist/cli/error.js +0 -7
  339. package/dist/cli/test.d.ts.map +0 -1
  340. package/dist/domain/asset.d.ts.map +0 -1
  341. package/dist/domain/balance-operator.d.ts +0 -7
  342. package/dist/domain/balance-operator.d.ts.map +0 -1
  343. package/dist/domain/balance-operator.js +0 -9
  344. package/dist/domain/balance.d.ts +0 -47
  345. package/dist/domain/balance.d.ts.map +0 -1
  346. package/dist/domain/balance.js +0 -97
  347. package/dist/domain/commission.d.ts.map +0 -1
  348. package/dist/domain/component.d.ts +0 -6
  349. package/dist/domain/component.d.ts.map +0 -1
  350. package/dist/domain/error.d.ts +0 -7
  351. package/dist/domain/error.d.ts.map +0 -1
  352. package/dist/domain/error.js +0 -23
  353. package/dist/domain/index.d.ts +0 -22
  354. package/dist/domain/index.d.ts.map +0 -1
  355. package/dist/domain/index.js +0 -37
  356. package/dist/domain/instrument-operator.d.ts +0 -7
  357. package/dist/domain/instrument-operator.d.ts.map +0 -1
  358. package/dist/domain/instrument-operator.js +0 -13
  359. package/dist/domain/instrument.d.ts.map +0 -1
  360. package/dist/domain/ohlc-operator.d.ts.map +0 -1
  361. package/dist/domain/ohlc.d.ts.map +0 -1
  362. package/dist/domain/order-operator.d.ts +0 -8
  363. package/dist/domain/order-operator.d.ts.map +0 -1
  364. package/dist/domain/order-operator.js +0 -16
  365. package/dist/domain/order.d.ts +0 -24
  366. package/dist/domain/order.d.ts.map +0 -1
  367. package/dist/domain/order.js +0 -49
  368. package/dist/domain/orderbook-operator.d.ts +0 -7
  369. package/dist/domain/orderbook-operator.d.ts.map +0 -1
  370. package/dist/domain/orderbook-operator.js +0 -9
  371. package/dist/domain/orderbook.d.ts +0 -30
  372. package/dist/domain/orderbook.d.ts.map +0 -1
  373. package/dist/domain/orderbook.js +0 -20
  374. package/dist/domain/position-operator.d.ts +0 -13
  375. package/dist/domain/position-operator.d.ts.map +0 -1
  376. package/dist/domain/position-operator.js +0 -45
  377. package/dist/domain/position.d.ts +0 -18
  378. package/dist/domain/position.d.ts.map +0 -1
  379. package/dist/domain/position.js +0 -23
  380. package/dist/domain/session-builder.d.ts +0 -54
  381. package/dist/domain/session-builder.d.ts.map +0 -1
  382. package/dist/domain/session-builder.js +0 -106
  383. package/dist/domain/session.d.ts +0 -77
  384. package/dist/domain/session.d.ts.map +0 -1
  385. package/dist/domain/session.js +0 -162
  386. package/dist/domain/timeframe.d.ts.map +0 -1
  387. package/dist/domain/trade-operator.d.ts +0 -7
  388. package/dist/domain/trade-operator.d.ts.map +0 -1
  389. package/dist/domain/trade-operator.js +0 -9
  390. package/dist/domain/trade.d.ts +0 -16
  391. package/dist/domain/trade.d.ts.map +0 -1
  392. package/dist/domain/trade.js +0 -17
  393. package/dist/shared/collections.d.ts +0 -29
  394. package/dist/shared/collections.d.ts.map +0 -1
  395. package/dist/shared/collections.js +0 -123
  396. package/dist/shared/logger.d.ts +0 -8
  397. package/dist/shared/logger.d.ts.map +0 -1
  398. package/dist/shared/logger.js +0 -33
  399. package/dist/shared/pipe.d.ts +0 -5
  400. package/dist/shared/pipe.d.ts.map +0 -1
  401. package/dist/shared/pipe.js +0 -8
  402. package/dist/shared/policy.d.ts +0 -2
  403. package/dist/shared/policy.d.ts.map +0 -1
  404. package/dist/shared/policy.js +0 -8
  405. package/dist/storage/cache.d.ts +0 -10
  406. package/dist/storage/cache.d.ts.map +0 -1
  407. package/dist/storage/cache.js +0 -43
  408. package/dist/storage/feed.d.ts +0 -38
  409. package/dist/storage/feed.d.ts.map +0 -1
  410. package/dist/storage/feed.js +0 -108
  411. package/dist/storage/measurement.d.ts +0 -34
  412. package/dist/storage/measurement.d.ts.map +0 -1
  413. package/dist/storage/measurement.js +0 -59
  414. package/dist/store/error.d.ts +0 -9
  415. package/dist/store/error.d.ts.map +0 -1
  416. package/dist/store/error.js +0 -31
  417. package/dist/store/index.d.ts +0 -10
  418. package/dist/store/index.d.ts.map +0 -1
  419. package/dist/store/store-balance-event.d.ts +0 -46
  420. package/dist/store/store-balance-event.d.ts.map +0 -1
  421. package/dist/store/store-balance-event.js +0 -134
  422. package/dist/store/store-event.d.ts +0 -7
  423. package/dist/store/store-event.d.ts.map +0 -1
  424. package/dist/store/store-event.js +0 -2
  425. package/dist/store/store-instrument-event.d.ts +0 -22
  426. package/dist/store/store-instrument-event.d.ts.map +0 -1
  427. package/dist/store/store-instrument-event.js +0 -60
  428. package/dist/store/store-order-event.d.ts +0 -64
  429. package/dist/store/store-order-event.d.ts.map +0 -1
  430. package/dist/store/store-order-event.js +0 -185
  431. package/dist/store/store-orderbook-event.d.ts +0 -13
  432. package/dist/store/store-orderbook-event.d.ts.map +0 -1
  433. package/dist/store/store-orderbook-event.js +0 -43
  434. package/dist/store/store-position-event.d.ts +0 -22
  435. package/dist/store/store-position-event.d.ts.map +0 -1
  436. package/dist/store/store-position-event.js +0 -96
  437. package/dist/store/store-state.d.ts +0 -28
  438. package/dist/store/store-state.d.ts.map +0 -1
  439. package/dist/store/store-state.js +0 -29
  440. package/dist/store/store-trade-event.d.ts +0 -17
  441. package/dist/store/store-trade-event.d.ts.map +0 -1
  442. package/dist/store/store-trade-event.js +0 -34
  443. package/dist/store/store.d.ts +0 -15
  444. package/dist/store/store.d.ts.map +0 -1
  445. package/dist/store/store.js +0 -32
  446. package/src/adapter/adapter-aggregate.ts +0 -171
  447. package/src/adapter/adapter.ts +0 -83
  448. package/src/adapter/backtester/backtester-adapter.ts +0 -96
  449. package/src/adapter/backtester/backtester-cursor.spec.ts +0 -44
  450. package/src/adapter/backtester/backtester-cursor.ts +0 -47
  451. package/src/adapter/backtester/backtester-streamer.spec.ts +0 -60
  452. package/src/adapter/backtester/backtester-streamer.ts +0 -155
  453. package/src/adapter/backtester/error.ts +0 -7
  454. package/src/adapter/backtester/index.ts +0 -2
  455. package/src/adapter/error.ts +0 -13
  456. package/src/adapter/index.ts +0 -4
  457. package/src/adapter/paper/engine/paper-engine.spec.ts +0 -116
  458. package/src/adapter/paper/engine/paper-engine.ts +0 -151
  459. package/src/adapter/paper/index.ts +0 -2
  460. package/src/adapter/paper/paper-adapter.ts +0 -111
  461. package/src/cli/error.ts +0 -5
  462. package/src/cli/test.ts +0 -40
  463. package/src/domain/balance-operator.spec.ts +0 -26
  464. package/src/domain/balance-operator.ts +0 -15
  465. package/src/domain/balance.spec.ts +0 -116
  466. package/src/domain/balance.ts +0 -123
  467. package/src/domain/component.ts +0 -6
  468. package/src/domain/error.ts +0 -27
  469. package/src/domain/index.ts +0 -21
  470. package/src/domain/instrument-operator.spec.ts +0 -35
  471. package/src/domain/instrument-operator.ts +0 -25
  472. package/src/domain/order-operator.spec.ts +0 -85
  473. package/src/domain/order-operator.ts +0 -23
  474. package/src/domain/order.spec.ts +0 -43
  475. package/src/domain/order.ts +0 -68
  476. package/src/domain/orderbook-operator.spec.ts +0 -40
  477. package/src/domain/orderbook-operator.ts +0 -15
  478. package/src/domain/orderbook.spec.ts +0 -26
  479. package/src/domain/orderbook.ts +0 -30
  480. package/src/domain/position-operator.spec.ts +0 -64
  481. package/src/domain/position-operator.ts +0 -71
  482. package/src/domain/position.spec.ts +0 -43
  483. package/src/domain/position.ts +0 -31
  484. package/src/domain/session-builder.ts +0 -158
  485. package/src/domain/session.spec.ts +0 -33
  486. package/src/domain/session.ts +0 -256
  487. package/src/domain/trade-operator.spec.ts +0 -35
  488. package/src/domain/trade-operator.ts +0 -15
  489. package/src/domain/trade.spec.ts +0 -21
  490. package/src/domain/trade.ts +0 -20
  491. package/src/shared/collections.spec.ts +0 -34
  492. package/src/shared/collections.ts +0 -154
  493. package/src/shared/logger.ts +0 -39
  494. package/src/shared/pipe.ts +0 -12
  495. package/src/shared/policy.ts +0 -5
  496. package/src/storage/cache.spec.ts +0 -18
  497. package/src/storage/cache.ts +0 -37
  498. package/src/storage/feed.ts +0 -124
  499. package/src/storage/measurement.ts +0 -56
  500. package/src/store/error.ts +0 -36
  501. package/src/store/index.ts +0 -9
  502. package/src/store/store-balance-event.spec.ts +0 -30
  503. package/src/store/store-balance-event.ts +0 -167
  504. package/src/store/store-event.ts +0 -8
  505. package/src/store/store-instrument-event.spec.ts +0 -26
  506. package/src/store/store-instrument-event.ts +0 -83
  507. package/src/store/store-order-event.spec.ts +0 -32
  508. package/src/store/store-order-event.ts +0 -219
  509. package/src/store/store-orderbook-event.spec.ts +0 -39
  510. package/src/store/store-orderbook-event.ts +0 -56
  511. package/src/store/store-position-event.ts +0 -121
  512. package/src/store/store-state.ts +0 -48
  513. package/src/store/store-trade-event.spec.ts +0 -62
  514. package/src/store/store-trade-event.ts +0 -42
  515. package/src/store/store.spec.ts +0 -182
  516. package/src/store/store.ts +0 -37
  517. package/dist/{domain → component}/ohlc.d.ts +0 -0
  518. package/dist/{domain → component}/ohlc.js +0 -0
  519. package/dist/{domain → component}/timeframe.d.ts +0 -0
  520. package/dist/{domain → component}/timeframe.js +1 -1
  521. /package/src/{domain → component}/timeframe.ts +0 -0
@@ -0,0 +1,27 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.useRequest = exports.RequestNetworkError = void 0;
4
+ const rxjs_1 = require("rxjs");
5
+ const undici_1 = require("undici");
6
+ const use_timestamp_1 = require("./use-timestamp");
7
+ class RequestNetworkError extends Error {
8
+ constructor(statusCode, json) {
9
+ super(`Request network error, received status code: ${statusCode}`);
10
+ this.statusCode = statusCode;
11
+ this.json = json;
12
+ }
13
+ }
14
+ exports.RequestNetworkError = RequestNetworkError;
15
+ function useRequest(args) {
16
+ return (0, rxjs_1.from)((0, undici_1.request)(args.url, {
17
+ method: args.method,
18
+ headers: args.headers,
19
+ body: args.body
20
+ })).pipe((0, rxjs_1.switchMap)(it => {
21
+ if (it.statusCode !== 200) {
22
+ return (0, rxjs_1.throwError)(() => new RequestNetworkError(it.statusCode, () => it.body.json()));
23
+ }
24
+ return (0, rxjs_1.from)(it.body.json());
25
+ }), (0, rxjs_1.map)(payload => ({ timestamp: (0, use_timestamp_1.useTimestamp)(), payload })));
26
+ }
27
+ exports.useRequest = useRequest;
@@ -0,0 +1,6 @@
1
+ import { Observable } from 'rxjs';
2
+ export declare function useSocket(url: string): [Observable<{
3
+ timestamp: number;
4
+ payload: unknown;
5
+ }>, (message: unknown) => void];
6
+ //# sourceMappingURL=use-socket.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"use-socket.d.ts","sourceRoot":"","sources":["../src/use-socket.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAMlC,wBAAgB,SAAS,CACvB,GAAG,EAAE,MAAM,GACV,CAAC,UAAU,CAAC;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,OAAO,CAAA;CAAE,CAAC,EAAE,CAAC,OAAO,EAAE,OAAO,KAAK,IAAI,CAAC,CAkDnF"}
@@ -0,0 +1,52 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.useSocket = void 0;
4
+ const rxjs_1 = require("rxjs");
5
+ const ws_1 = require("ws");
6
+ const use_logger_1 = require("./use-logger");
7
+ const use_timestamp_1 = require("./use-timestamp");
8
+ function useSocket(url) {
9
+ const { debug } = (0, use_logger_1.useLogger)('useSocket');
10
+ const message = new rxjs_1.Observable(stream => {
11
+ const socket = new ws_1.WebSocket(url);
12
+ let isAlive = false;
13
+ let interval;
14
+ socket.onmessage = it => stream.next({ timestamp: (0, use_timestamp_1.useTimestamp)(), payload: JSON.parse(it.data) });
15
+ socket.onerror = it => {
16
+ clearInterval(interval);
17
+ stream.error(it);
18
+ };
19
+ socket.onclose = () => {
20
+ debug('closed', url);
21
+ clearInterval(interval);
22
+ stream.error();
23
+ };
24
+ socket.onopen = () => {
25
+ debug('opened', url);
26
+ isAlive = true;
27
+ interval = setInterval(() => {
28
+ if (isAlive) {
29
+ isAlive = false;
30
+ socket.ping();
31
+ }
32
+ else {
33
+ socket.terminate();
34
+ clearInterval(interval);
35
+ }
36
+ }, 5000);
37
+ socket.on('pong', () => {
38
+ isAlive = true;
39
+ });
40
+ socket.on('ping', () => {
41
+ isAlive = true;
42
+ socket.pong();
43
+ });
44
+ };
45
+ return () => {
46
+ socket.terminate();
47
+ clearInterval(interval);
48
+ };
49
+ });
50
+ return [message, (message) => JSON.stringify(message)];
51
+ }
52
+ exports.useSocket = useSocket;
@@ -0,0 +1,4 @@
1
+ import { Observable } from 'rxjs';
2
+ import { dependency } from './use-hash';
3
+ export declare function useState<T>(initialValue: T, dependencies: dependency[]): [Observable<Readonly<T>>, (value: T | ((p: T) => T)) => Readonly<T>];
4
+ //# sourceMappingURL=use-state.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"use-state.d.ts","sourceRoot":"","sources":["../src/use-state.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmB,UAAU,EAAE,MAAM,MAAM,CAAC;AAInD,OAAO,EAAE,UAAU,EAAE,MAAM,YAAY,CAAC;AAExC,wBAAgB,QAAQ,CAAC,CAAC,EACxB,YAAY,EAAE,CAAC,EACf,YAAY,EAAE,UAAU,EAAE,GACzB,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,KAAK,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,KAAK,CAAC,CAAC,KAAK,QAAQ,CAAC,CAAC,CAAC,CAAC,CAoBtE"}
@@ -0,0 +1,24 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.useState = void 0;
4
+ const rxjs_1 = require("rxjs");
5
+ const use_memo_1 = require("./use-memo");
6
+ function useState(initialValue, dependencies) {
7
+ return (0, use_memo_1.useMemo)(() => {
8
+ const state = new rxjs_1.BehaviorSubject(initialValue);
9
+ const setState = (newState) => {
10
+ if (newState instanceof Function) {
11
+ const value = newState(state.value);
12
+ if (value) {
13
+ state.next(value);
14
+ }
15
+ }
16
+ else {
17
+ state.next(newState);
18
+ }
19
+ return state.value;
20
+ };
21
+ return [state.asObservable(), setState];
22
+ }, dependencies);
23
+ }
24
+ exports.useState = useState;
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=use-state.spec.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"use-state.spec.d.ts","sourceRoot":"","sources":["../src/use-state.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 make_test_module_1 = require("./make-test-module");
13
+ const use_state_1 = require("./use-state");
14
+ describe(use_state_1.useState.name, () => {
15
+ let fixtures;
16
+ beforeEach(() => __awaiter(void 0, void 0, void 0, function* () {
17
+ fixtures = yield getFixtures();
18
+ }));
19
+ test('keep same state between multiple requests for the same dependency', () => __awaiter(void 0, void 0, void 0, function* () {
20
+ const state1 = yield fixtures.givenState({ text: 'Hello my state' }, ['my-state']);
21
+ const state2 = yield fixtures.givenState({ text: 'Hello my override state' }, [
22
+ 'my-state'
23
+ ]);
24
+ expect(Object.is(state1, state2)).toBeTruthy();
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
+ givenState(value, dependencies) {
32
+ return act(() => (0, use_state_1.useState)(value, dependencies));
33
+ }
34
+ };
35
+ });
36
+ }
@@ -0,0 +1,2 @@
1
+ export declare function useTimestamp(): number;
2
+ //# sourceMappingURL=use-timestamp.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"use-timestamp.d.ts","sourceRoot":"","sources":["../src/use-timestamp.ts"],"names":[],"mappings":"AAGA,wBAAgB,YAAY,WAQ3B"}
@@ -0,0 +1,13 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.useTimestamp = void 0;
4
+ const use_replay_coordinator_1 = require("./replay/use-replay-coordinator");
5
+ const use_execution_mode_1 = require("./use-execution-mode");
6
+ function useTimestamp() {
7
+ const { isReplay } = (0, use_execution_mode_1.useExecutionMode)();
8
+ if (isReplay) {
9
+ return (0, use_replay_coordinator_1.useReplayCoordinator)().timestamp();
10
+ }
11
+ return Date.now();
12
+ }
13
+ exports.useTimestamp = useTimestamp;
package/dist/use.d.ts ADDED
@@ -0,0 +1,5 @@
1
+ import { Observable } from 'rxjs';
2
+ import { dependency } from './use-hash';
3
+ export declare function use<T extends Array<dependency>, U>(fn: (...args: T) => U): (...args: T) => U;
4
+ export declare function use<T extends Array<dependency>, U>(fn: (...args: T) => Observable<U>): (...args: T) => Observable<U>;
5
+ //# sourceMappingURL=use.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"use.d.ts","sourceRoot":"","sources":["../src/use.ts"],"names":[],"mappings":"AAAA,OAAO,EAAgB,UAAU,EAAe,MAAM,MAAM,CAAC;AAK7D,OAAO,EAAE,UAAU,EAAE,MAAM,YAAY,CAAC;AAGxC,wBAAgB,GAAG,CAAC,CAAC,SAAS,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,EAChD,EAAE,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,CAAC,GACpB,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,CAAC,CAAC;AACrB,wBAAgB,GAAG,CAAC,CAAC,SAAS,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,EAChD,EAAE,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,UAAU,CAAC,CAAC,CAAC,GAChC,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,UAAU,CAAC,CAAC,CAAC,CAAC"}
package/dist/use.js ADDED
@@ -0,0 +1,20 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.use = void 0;
4
+ const rxjs_1 = require("rxjs");
5
+ const uuid_1 = require("uuid");
6
+ const as_readonly_1 = require("./as-readonly");
7
+ const module_1 = require("./module");
8
+ const use_memo_1 = require("./use-memo");
9
+ function use(fn) {
10
+ (0, module_1.throwWithContext)();
11
+ const uniqueId = (0, uuid_1.v4)();
12
+ return (...args) => (0, use_memo_1.useMemo)(() => {
13
+ const value = fn(...args);
14
+ if ((0, rxjs_1.isObservable)(value)) {
15
+ return value.pipe((0, as_readonly_1.asReadonly)(), (0, rxjs_1.shareReplay)(1));
16
+ }
17
+ return value;
18
+ }, [uniqueId, ...args]);
19
+ }
20
+ exports.use = use;
@@ -0,0 +1,2 @@
1
+ export {};
2
+ //# sourceMappingURL=use.spec.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"use.spec.d.ts","sourceRoot":"","sources":["../src/use.spec.ts"],"names":[],"mappings":""}
@@ -0,0 +1,47 @@
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 instrument_1 = require("./instrument");
14
+ const use_1 = require("./use");
15
+ describe(use_1.use.name, () => {
16
+ let fixtures;
17
+ beforeEach(() => __awaiter(void 0, void 0, void 0, function* () {
18
+ fixtures = yield getFixtures();
19
+ }));
20
+ test('memorize same values for same arguments', () => {
21
+ const { act, getValue } = fixtures;
22
+ act(() => {
23
+ const value1 = getValue((0, instrument_1.instrumentOf)('binance:btc-usdt'));
24
+ const value2 = getValue((0, instrument_1.instrumentOf)('binance:btc-usdt'));
25
+ expect(Object.is(value1, value2)).toBeTruthy();
26
+ });
27
+ });
28
+ test('memorize different values for different arguments', () => {
29
+ const { act, getValue } = fixtures;
30
+ act(() => {
31
+ const value1 = getValue((0, instrument_1.instrumentOf)('binance:btc-usdt'));
32
+ const value2 = getValue((0, instrument_1.instrumentOf)('binance:btc-busd'));
33
+ expect(value1).toEqual('binance:btc-usdt');
34
+ expect(value2).toEqual('binance:btc-busd');
35
+ });
36
+ });
37
+ });
38
+ function getFixtures() {
39
+ return __awaiter(this, void 0, void 0, function* () {
40
+ const { act } = yield (0, make_test_module_1.makeTestModule)([]);
41
+ const getValue = (0, use_1.use)((instrument) => instrument.id);
42
+ return {
43
+ act,
44
+ getValue: act(() => (instrument) => getValue(instrument))
45
+ };
46
+ });
47
+ }
package/jest.config.ts CHANGED
@@ -1,13 +1,34 @@
1
1
  import { Config } from 'jest';
2
+ import { pathsToModuleNameMapper } from 'ts-jest';
3
+ import { parseJsonConfigFileContent, readConfigFile, sys } from 'typescript';
4
+
5
+ const tsconfig = parseJsonConfigFileContent(
6
+ readConfigFile('tsconfig.json', sys.readFile).config,
7
+ sys,
8
+ process.cwd()
9
+ );
10
+
11
+ const compilerOptions = tsconfig.raw.compilerOptions as any;
2
12
 
3
13
  const config: Config = {
4
14
  preset: 'ts-jest',
5
15
  testEnvironment: 'node',
6
16
  testMatch: ['**/src/**/?(*.)+(spec|test).[jt]s?(x)'],
7
17
  transform: {
8
- '^.+\\.ts?$': 'ts-jest'
18
+ '^.+\\.ts?$': [
19
+ 'ts-jest',
20
+ {
21
+ isolatedModules: true,
22
+ tsconfig: { ...compilerOptions, sourceMap: true }
23
+ }
24
+ ]
9
25
  },
10
- testPathIgnorePatterns: ['src/cli/test.ts']
26
+ testPathIgnorePatterns: ['<rootDir>/dist/', '<rootDir>/src/cli/test.ts'],
27
+ roots: ['<rootDir>'],
28
+ modulePaths: [compilerOptions.baseUrl],
29
+ moduleNameMapper: pathsToModuleNameMapper(compilerOptions.paths, {
30
+ prefix: '<rootDir>'
31
+ })
11
32
  };
12
33
 
13
34
  export default config;
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@quantform/core",
3
- "version": "0.6.6",
3
+ "version": "0.7.0-beta.4",
4
4
  "license": "MIT",
5
5
  "author": "Mateusz Majchrzak",
6
6
  "description": "Node.js library for building systematic trading strategies in reactive way.",
@@ -17,27 +17,30 @@
17
17
  "main": "dist/index.js",
18
18
  "typings": "dist/index.d.ts",
19
19
  "dependencies": {
20
- "@swc/cli": "^0.1.57",
21
- "@swc/core": "^1.3.1",
20
+ "@swc/cli": "^0.1.62",
21
+ "@swc/core": "^1.3.44",
22
+ "@types/ws": "^8.5.4",
22
23
  "chalk": "4.1.2",
23
- "cli-progress": "^3.11.2",
24
- "commander": "^9.4.0",
25
- "decimal.js": "^10.4.1",
24
+ "cli-progress": "^3.12.0",
25
+ "commander": "^10.0.0",
26
+ "decimal.js": "^10.4.3",
26
27
  "node-watch": "^0.7.3",
27
- "ts-retry": "^2.4.5",
28
- "uuid": "^9.0.0"
28
+ "reflect-metadata": "^0.1.13",
29
+ "tsyringe": "^4.7.0",
30
+ "undici": "^5.21.0",
31
+ "ws": "^8.13.0"
29
32
  },
30
33
  "devDependencies": {
31
34
  "@types/cli-progress": "^3.11.0",
32
35
  "@types/tsc-watch": "^4.2.0",
33
- "@types/uuid": "^8.3.4",
34
- "rxjs": "^7.5.6"
36
+ "@types/uuid": "^9.0.1",
37
+ "rxjs": "^7.8.0"
35
38
  },
36
39
  "peerDependencies": {
37
40
  "rxjs": "^7.5.6"
38
41
  },
39
42
  "scripts": {
40
- "build": "tsc",
43
+ "build": "tsc && tsc-alias",
41
44
  "test": "jest"
42
45
  }
43
46
  }
@@ -0,0 +1,5 @@
1
+ import { map, Observable } from 'rxjs';
2
+
3
+ export function asReadonly<T>() {
4
+ return (input: Observable<T>) => input.pipe(map(it => it as Readonly<T>));
5
+ }
@@ -1,7 +1,7 @@
1
- import { d } from '../shared';
2
- import { Asset, assetOf } from './asset';
1
+ import { Asset, assetOf, AssetSelector } from '@lib/component';
2
+ import { d } from '@lib/shared';
3
3
 
4
- describe('Asset', () => {
4
+ describe(Asset.name, () => {
5
5
  test('should construct a new asset', () => {
6
6
  const sut = new Asset('abc', 'xyz', 4);
7
7
 
@@ -27,7 +27,7 @@ describe('Asset', () => {
27
27
  });
28
28
  });
29
29
 
30
- describe('AssetSelector', () => {
30
+ describe(AssetSelector.name, () => {
31
31
  test('should construct a new asset selector from unified string', () => {
32
32
  const sut = assetOf('xyz:abc');
33
33
 
@@ -1,5 +1,5 @@
1
- import { d, decimal } from './../shared/decimals';
2
- import { invalidArgumentError, invalidAssetSelectorError } from './error';
1
+ import { InvalidArgumentsError, InvalidAssetSelectorError } from '@lib/component';
2
+ import { d, decimal } from '@lib/shared';
3
3
 
4
4
  export const AssetSelectorSeparator = ':';
5
5
 
@@ -13,17 +13,21 @@ export class AssetSelector {
13
13
 
14
14
  constructor(name: string, adapterName: string) {
15
15
  if (!name?.length) {
16
- throw invalidArgumentError(name);
16
+ throw new InvalidArgumentsError({ name });
17
17
  }
18
18
 
19
19
  if (!adapterName?.length) {
20
- throw invalidArgumentError(adapterName);
20
+ throw new InvalidArgumentsError({ adapterName });
21
21
  }
22
22
 
23
23
  this.name = name.toLowerCase();
24
24
  this.adapterName = adapterName.toLowerCase();
25
25
  this.id = `${this.adapterName}${AssetSelectorSeparator}${this.name}`;
26
26
  }
27
+
28
+ toString() {
29
+ return this.id;
30
+ }
27
31
  }
28
32
 
29
33
  /**
@@ -33,7 +37,7 @@ export function assetOf(selector: string): AssetSelector {
33
37
  const [adapterName, name, ...rest] = selector.split(AssetSelectorSeparator);
34
38
 
35
39
  if (!adapterName || !name || rest.length) {
36
- throw invalidAssetSelectorError(selector);
40
+ throw new InvalidAssetSelectorError(selector);
37
41
  }
38
42
 
39
43
  return new AssetSelector(name, adapterName);
@@ -50,12 +54,19 @@ export class Asset extends AssetSelector {
50
54
  super(name, adapterName);
51
55
 
52
56
  if (scale && (scale < 0 || Number.isNaN(scale))) {
53
- throw invalidArgumentError(scale);
57
+ throw new InvalidArgumentsError({ scale });
54
58
  }
55
59
 
56
60
  this.tickSize = d(1.0).div(Math.pow(10, this.scale));
57
61
  }
58
62
 
63
+ /**
64
+ * Formats a number to string with fixed number of decimal places.
65
+ */
66
+ fixed(number: decimal): string {
67
+ return number.toFixed(this.scale);
68
+ }
69
+
59
70
  /**
60
71
  * Rounds down a number to the asset precision.
61
72
  */
@@ -0,0 +1 @@
1
+ export * from '@lib/asset/asset';
package/src/cli/build.ts CHANGED
@@ -1,6 +1,6 @@
1
1
  import { spawn } from 'child_process';
2
2
 
3
- import { buildDirectory } from './internal/workspace';
3
+ import { buildDirectory } from '@lib/cli/internal/workspace';
4
4
 
5
5
  export default async function (): Promise<number> {
6
6
  return new Promise<number>((resolve, reject) => {
package/src/cli/dev.ts CHANGED
@@ -1,26 +1,31 @@
1
1
  import { join } from 'path';
2
+ import { lastValueFrom } from 'rxjs';
2
3
 
3
- import { spawn } from '..';
4
- import { SessionBuilder } from '../domain/session-builder';
5
- import { now } from '../shared';
6
- import build from './build';
7
- import { buildDirectory } from './internal/workspace';
4
+ import build from '@lib/cli/build';
5
+ import { buildDirectory } from '@lib/cli/internal/workspace';
6
+ import { core } from '@lib/core';
7
+ import { Module } from '@lib/module';
8
+ import { strat } from '@lib/strat';
9
+ import { paperExecutionMode } from '@lib/use-execution-mode';
8
10
 
9
11
  export default async function (name: string, options: any) {
10
12
  if (await build()) {
11
13
  return;
12
14
  }
13
15
 
14
- await import(join(buildDirectory(), 'index'));
16
+ const script = (await import(join(buildDirectory(), name))).default as ReturnType<
17
+ typeof strat
18
+ >;
15
19
 
16
- const builder = new SessionBuilder().useSessionId(
17
- options.id ? Number(options.id) : now()
18
- );
20
+ const module = new Module([
21
+ ...core(),
22
+ ...script.dependencies,
23
+ paperExecutionMode({ recording: false })
24
+ ]);
19
25
 
20
- const rules = await spawn(name, builder);
26
+ const { act } = await module.awake();
21
27
 
22
- const session = builder.paper();
23
- await session.awake();
28
+ const output = await act(() => lastValueFrom(script.fn()));
24
29
 
25
- rules(session).subscribe();
30
+ console.log(output);
26
31
  }
package/src/cli/index.ts CHANGED
@@ -4,11 +4,11 @@ import { ChildProcess, spawn } from 'child_process';
4
4
  import { program } from 'commander';
5
5
  import watch from 'node-watch';
6
6
 
7
- import build from './build';
8
- import dev from './dev';
9
- import pull from './pull';
10
- import run from './run';
11
- import test from './test';
7
+ import build from '@lib/cli/build';
8
+ import dev from '@lib/cli/dev';
9
+ import pull from '@lib/cli/pull';
10
+ import test from '@lib/cli/replay';
11
+ import run from '@lib/cli/run';
12
12
 
13
13
  program
14
14
  .command('build')
@@ -34,7 +34,7 @@ program
34
34
  .action(dev);
35
35
 
36
36
  program
37
- .command('test')
37
+ .command('replay')
38
38
  .description('executes strategy in backtesting mode for specified period')
39
39
  .argument('<name>', 'strategy to execute')
40
40
  .option('-f, --from <from>', 'date from')
@@ -70,7 +70,7 @@ if (process.argv.length < 3) {
70
70
  }
71
71
 
72
72
  child = spawn('node', argv, {
73
- stdio: ['inherit', 'inherit', 'inherit', 'ipc']
73
+ stdio: 'pipe'
74
74
  });
75
75
  };
76
76
 
@@ -1,6 +1,6 @@
1
1
  import { join } from 'path';
2
2
 
3
- import { workingDirectory } from './../../shared';
3
+ import { workingDirectory } from '@lib/shared';
4
4
 
5
5
  export function buildDirectory() {
6
6
  return join(process.cwd(), workingDirectory(), 'build');
package/src/cli/pull.ts CHANGED
@@ -1,13 +1,12 @@
1
- import { Presets, SingleBar } from 'cli-progress';
2
1
  import { join } from 'path';
3
2
 
4
- import { spawn } from '..';
5
- import { instrumentOf } from '../domain';
6
- import { SessionBuilder } from '../domain/session-builder';
7
- import { now } from '../shared';
8
- import { Feed } from '../storage';
9
- import build from './build';
10
- import { buildDirectory } from './internal/workspace';
3
+ import build from '@lib/cli/build';
4
+ import { buildDirectory } from '@lib/cli/internal/workspace';
5
+ import { core } from '@lib/core';
6
+ import { Module } from '@lib/module';
7
+ import { strat } from '@lib/strat';
8
+ import { paperExecutionMode } from '@lib/use-execution-mode';
9
+ import { token } from '@lib/use-memo';
11
10
 
12
11
  export default async function (name: string, instrument: string, options: any) {
13
12
  if (await build()) {
@@ -15,7 +14,20 @@ export default async function (name: string, instrument: string, options: any) {
15
14
  }
16
15
  await import(join(buildDirectory(), 'index'));
17
16
 
18
- const builder = new SessionBuilder().useSessionId(
17
+ const script = (await import(join(buildDirectory(), name))) as ReturnType<typeof strat>;
18
+
19
+ const module = new Module([
20
+ ...core(),
21
+ ...script.dependencies,
22
+ paperExecutionMode({ recording: false })
23
+ ]);
24
+
25
+ const { act } = await module.awake();
26
+
27
+ const o = await act(() => script.fn());
28
+ console.log(module.get<any>(token));
29
+
30
+ /*const builder = new SessionBuilder().useSessionId(
19
31
  options.id ? Number(options.id) : now()
20
32
  );
21
33
 
@@ -59,5 +71,5 @@ export default async function (name: string, instrument: string, options: any) {
59
71
 
60
72
  await session.dispose();
61
73
 
62
- console.timeLog('Pulling completed in');
74
+ console.timeLog('Pulling completed in');*/
63
75
  }
@@ -0,0 +1,31 @@
1
+ import { join } from 'path';
2
+ import { lastValueFrom } from 'rxjs';
3
+
4
+ import build from '@lib/cli/build';
5
+ import { buildDirectory } from '@lib/cli/internal/workspace';
6
+ import { core } from '@lib/core';
7
+ import { Dependency, Module } from '@lib/module';
8
+ import { replayOptions } from '@lib/replay';
9
+ import { replayExecutionMode } from '@lib/use-execution-mode';
10
+
11
+ export default async function (name: string, options: any) {
12
+ if (await build()) {
13
+ return;
14
+ }
15
+
16
+ const script = await import(join(buildDirectory(), name));
17
+ const dependencies = script.module2 as Dependency[];
18
+
19
+ const module = new Module([
20
+ ...core(),
21
+ ...dependencies,
22
+ replayOptions({ from: 0, to: Number.MAX_VALUE }),
23
+ replayExecutionMode()
24
+ ]);
25
+
26
+ const { act } = await module.awake();
27
+
28
+ const output = await act(() => lastValueFrom(script.default(options)));
29
+
30
+ console.log(output);
31
+ }