@quantform/core 0.6.7 → 0.7.0-beta.5

package/src/replay/use-replay.spec.ts

@@ -0,0 +1,132 @@
+import { from, lastValueFrom, tap } from 'rxjs';
+
+import { makeTestModule } from '@lib/make-test-module';
+import { useReplayCoordinator } from '@lib/replay/use-replay-coordinator';
+import { replayExecutionMode } from '@lib/use-execution-mode';
+import { dependency } from '@lib/use-hash';
+
+import { between } from '..';
+import { useReplay } from './use-replay';
+import { replayOptions } from './use-replay-options';
+import { useReplayReader } from './use-replay-reader';
+import { useReplayWriter } from './use-replay-writer';
+
+describe.skip(useReplayCoordinator.name, () => {
+  let fixtures: Awaited<ReturnType<typeof getFixtures>>;
+
+  beforeEach(async () => {
+    fixtures = await getFixtures();
+  });
+
+  test('return single data stream for single data source', async () => {
+    fixtures.givenRecordingEnabled(false);
+    await fixtures.givenSampleStored(fixtures.sample1, ['sample1']);
+
+    const sample1 = fixtures.whenUseReplayCalled(fixtures.sample1, ['sample']);
+    await fixtures.whenUseSampleStreamerStarted();
+
+    expect(await sample1).toEqual(fixtures.sample1);
+  });
+
+  test('return combined data stream for multiple data sources', async () => {
+    fixtures.givenRecordingEnabled(false);
+    await fixtures.givenSampleStored(fixtures.sample1, ['sample1']);
+    await fixtures.givenSampleStored(fixtures.sample2, ['sample2']);
+
+    const sample1 = fixtures.whenUseReplayCalled(fixtures.sample1, ['sample1']);
+    const sample2 = fixtures.whenUseReplayCalled(fixtures.sample2, ['sample2']);
+    await fixtures.whenUseSampleStreamerStarted();
+
+    expect(await sample1).toEqual(fixtures.sample1);
+    expect(await sample2).toEqual(fixtures.sample2);
+  });
+
+  test('record and write data stream into storage', async () => {
+    fixtures.givenRecordingEnabled(true);
+    const sample1 = await fixtures.whenUseReplayCalled(fixtures.sample1, ['sample1x']);
+    const sample2 = await fixtures.whenUseReplayCalled(fixtures.sample2, ['sample2x']);
+
+    fixtures.thenReplaySampleStored(sample1, ['sample1x']);
+    fixtures.thenReplaySampleStored(sample2, ['sample2x']);
+  });
+});
+
+async function getFixtures() {
+  const executionMode = replayExecutionMode();
+
+  const { act } = await makeTestModule([
+    executionMode,
+    replayOptions({ from: 0, to: Number.MAX_VALUE })
+  ]);
+
+  return {
+    sample1: [
+      { timestamp: 1, payload: { o: 111, h: 112, l: 113, c: 114 } },
+      { timestamp: 2, payload: { o: 121, h: 122, l: 123, c: 124 } },
+      { timestamp: 3, payload: { o: 131, h: 132, l: 133, c: 134 } }
+    ],
+    sample2: [
+      { timestamp: 1, payload: { o: 211, h: 212, l: 213, c: 214 } },
+      { timestamp: 2, payload: { o: 221, h: 222, l: 223, c: 224 } },
+      { timestamp: 3, payload: { o: 231, h: 232, l: 233, c: 234 } }
+    ],
+
+    givenRecordingEnabled(recording: boolean) {
+      executionMode.useValue.recording = recording;
+    },
+
+    givenSampleStored<T>(
+      sample: { timestamp: number; payload: T }[],
+      dependencies: dependency[]
+    ) {
+      return act(() => {
+        const writer = useReplayWriter(dependencies);
+
+        return writer(sample);
+      });
+    },
+
+    async whenUseReplayCalled<T>(
+      input: { timestamp: number; payload: T }[],
+      dependencies: dependency[]
+    ) {
+      const sample = Array.of<{ timestamp: number; payload: T }>();
+
+      await act(() =>
+        lastValueFrom(
+          useReplay<T>(from(input), dependencies).pipe(tap(it => sample.push(it)))
+        )
+      );
+
+      return sample;
+    },
+
+    whenUseSampleStreamerStarted() {
+      act(() => {
+        const { tryContinue } = useReplayCoordinator();
+
+        tryContinue();
+      });
+    },
+
+    async thenReplaySampleStored<T extends { timestamp: number }>(
+      sample: T[],
+      dependencies: dependency[]
+    ) {
+      const stored = await act(() => {
+        const reader = useReplayReader(dependencies);
+
+        return reader({
+          where: {
+            timestamp: between(
+              sample[0].timestamp,
+              sample[sample.length - 1].timestamp + 1
+            )
+          }
+        });
+      });
+
+      expect(stored).toEqual(sample);
+    }
+  };
+}

package/src/replay/use-replay.ts

@@ -0,0 +1,34 @@
+import { concatMap, map, Observable } from 'rxjs';
+
+import { useReplayCoordinator } from '@lib/replay/use-replay-coordinator';
+import { useExecutionMode } from '@lib/use-execution-mode';
+import { dependency } from '@lib/use-hash';
+
+import { useReplayWriter } from './use-replay-writer';
+
+export const useReplay = <T>(
+  input: Observable<{ timestamp: number; payload: T }>,
+  dependencies: dependency[]
+) => {
+  const { isReplay, recording } = useExecutionMode();
+
+  if (isReplay) {
+    const { subscribe } = useReplayCoordinator();
+
+    return subscribe(dependencies).pipe(
+      map(it => it as unknown as { timestamp: number; payload: T })
+    );
+  }
+
+  if (recording) {
+    const writer = useReplayWriter(dependencies);
+    return input.pipe(
+      concatMap(async it => {
+        await writer([it]);
+        return it;
+      })
+    );
+  }
+
+  return input;
+};

package/src/replay/with-replay.ts

@@ -0,0 +1,10 @@
+import { Observable } from 'rxjs';
+
+import { use } from '@lib/use';
+import { dependency } from '@lib/use-hash';
+
+export function withReplay<T extends Array<dependency>, U extends Observable<K>, K>(
+  fn: (...args: T) => U
+): (...args: T) => U {
+  return use(fn);
+}

package/src/session/index.ts

@@ -0,0 +1,3 @@
+export * from './use-session';
+export * from './use-session-object';
+export * from './use-session-storage';

package/src/session/use-session-object.ts

@@ -0,0 +1,26 @@
+import { from } from 'rxjs';
+
+import {
+  InferQueryObject,
+  Query,
+  QueryMappingType,
+  QueryObject,
+  Storage
+} from '@lib/storage';
+
+import { useSessionStorage } from './use-session-storage';
+
+export const useSessionObject = <
+  K extends QueryObject,
+  T extends { [key in keyof K]: QueryMappingType }
+>(
+  object: ReturnType<typeof Storage.createObject<K, T>>
+) => {
+  const storage = useSessionStorage();
+
+  return {
+    query: (query: Query<InferQueryObject<typeof object>>) =>
+      from(storage.query(object, query)),
+    save: (objects: InferQueryObject<typeof object>[]) => storage.save(object, objects)
+  };
+};

package/src/session/use-session-storage.ts

@@ -0,0 +1,9 @@
+import { useSession } from '@lib/session';
+import { useStorage } from '@lib/storage';
+import { use } from '@lib/use';
+
+export const useSessionStorage = use(() => {
+  const { id } = useSession();
+
+  return useStorage(['session', id]);
+});

package/src/session/use-session.ts

@@ -0,0 +1,5 @@
+import { use } from '@lib/use';
+
+export const useSession = use(() => ({
+  id: 'ttt' //Date.now()
+}));

package/src/shared/decimals.ts

@@ -16,6 +16,11 @@ Decimal.prototype.toCeil = function (decimalPlaces: number) {
 };
 
 export class decimal extends Decimal {}
+/*
+decimal.prototype.toJSON = function () {
+  return '444';
+};
+*/
 
 export function d(value: Decimal.Value) {
   return new decimal(value);

package/src/shared/index.ts

@@ -1,7 +1,3 @@
 export * from '@lib/shared/datetime';
 export * from '@lib/shared/decimals';
 export * from '@lib/shared/environment';
-export * from '@lib/shared/logger';
-export * from '@lib/shared/policy';
-export * from '@lib/shared/collections';
-export * from '@lib/shared/hash';

package/src/simulator/index.ts

@@ -0,0 +1 @@
+export * from './use-simulator';

package/src/simulator/use-simulator.spec.ts

@@ -0,0 +1,54 @@
+import { makeTestModule, mockedFunc } from '@lib/make-test-module';
+import { useExecutionMode } from '@lib/use-execution-mode';
+
+import { useSimulator } from './use-simulator';
+
+jest.mock('@lib/use-execution-mode', () => ({
+  ...jest.requireActual('@lib/use-execution-mode'),
+  useExecutionMode: jest.fn()
+}));
+
+describe(useSimulator.name, () => {
+  let fixtures: Awaited<ReturnType<typeof getFixtures>>;
+
+  beforeEach(async () => {
+    fixtures = await getFixtures();
+  });
+
+  afterEach(() => fixtures.clear());
+
+  test('get real value when simulator mode disabled', () => {
+    const { act } = fixtures;
+
+    fixtures.givenSimulationEnabled(false);
+
+    const value = act(() => useSimulator('simulator', 'real'));
+
+    expect(value).toBe('real');
+  });
+
+  test('get simulation value when simulator mode enabled', () => {
+    const { act } = fixtures;
+
+    fixtures.givenSimulationEnabled(true);
+
+    const value = act(() => useSimulator('simulator', 'real'));
+
+    expect(value).toBe('simulator');
+  });
+});
+
+async function getFixtures() {
+  const { act } = await makeTestModule([]);
+
+  return {
+    act,
+    givenSimulationEnabled(isSimulation: boolean) {
+      mockedFunc(useExecutionMode).mockReturnValue({
+        isSimulation,
+        recording: false
+      } as any);
+    },
+    clear: jest.clearAllMocks
+  };
+}

package/src/simulator/use-simulator.ts

@@ -0,0 +1,7 @@
+import { useExecutionMode } from '@lib/use-execution-mode';
+
+export function useSimulator<T>(simulator: T, real: T) {
+  const { isSimulation } = useExecutionMode();
+
+  return isSimulation ? simulator : real;
+}

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

@@ -0,0 +1,16 @@
+import { provider } from '@lib/module';
+import { Storage, StorageFactory } from '@lib/storage';
+
+import { InMemoryStorage } from './in-memory-storage';
+
+@provider()
+export class InMemoryStorageFactory implements StorageFactory {
+  private static storage: Record<string, Storage> = {};
+
+  for(key: string): Storage {
+    return (
+      InMemoryStorageFactory.storage[key] ??
+      (InMemoryStorageFactory.storage[key] = new InMemoryStorage())
+    );
+  }
+}

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

@@ -0,0 +1,193 @@
+import { d } from '@lib/shared';
+import { eq, gt, lt, Storage } from '@lib/storage';
+
+import { InMemoryStorage } from './in-memory-storage';
+
+describe(InMemoryStorage.name, () => {
+  let fixtures: Awaited<ReturnType<typeof getFixtures>>;
+
+  beforeEach(async () => {
+    fixtures = await getFixtures();
+  });
+
+  test('read empty storage', async () => {
+    const { sut } = fixtures;
+
+    const pricing = Storage.createObject('pricing', {
+      timestamp: 'number',
+      rate: 'decimal'
+    });
+
+    const set = await sut.query(pricing, {});
+
+    expect(set).toEqual([]);
+  });
+
+  test('save and read full data', async () => {
+    const { sut } = fixtures;
+
+    const pricing = Storage.createObject('pricing', {
+      timestamp: 'number',
+      rate: 'decimal'
+    });
+
+    await sut.save(pricing, [
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 4, rate: d(4) },
+      { timestamp: 5, rate: d(5) }
+    ]);
+
+    const set = await sut.query(pricing, {});
+
+    expect(set).toEqual([
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 4, rate: d(4) },
+      { timestamp: 5, rate: d(5) }
+    ]);
+  });
+
+  test('save and read limited data', async () => {
+    const { sut } = fixtures;
+
+    const pricing = Storage.createObject('pricing', {
+      timestamp: 'number',
+      rate: 'decimal'
+    });
+
+    await sut.save(pricing, [
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 4, rate: d(4) },
+      { timestamp: 5, rate: d(5) }
+    ]);
+
+    const set = await sut.query(pricing, { limit: 3 });
+
+    expect(set).toEqual([
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) }
+    ]);
+  });
+
+  test('save and read desc ordered data', async () => {
+    const { sut } = fixtures;
+
+    const pricing = Storage.createObject('pricing', {
+      timestamp: 'number',
+      rate: 'decimal'
+    });
+
+    await sut.save(pricing, [
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 4, rate: d(4) },
+      { timestamp: 5, rate: d(5) }
+    ]);
+
+    const set = await sut.query(pricing, { orderBy: 'DESC' });
+
+    expect(set).toEqual([
+      { timestamp: 5, rate: d(5) },
+      { timestamp: 4, rate: d(4) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 1, rate: d(1) }
+    ]);
+  });
+
+  test('save and read filtered eq data', async () => {
+    const { sut } = fixtures;
+
+    const pricing = Storage.createObject('pricing', {
+      timestamp: 'number',
+      rate: 'decimal'
+    });
+
+    await sut.save(pricing, [
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 4, rate: d(4) },
+      { timestamp: 5, rate: d(5) }
+    ]);
+
+    const set = await sut.query(pricing, {
+      where: {
+        timestamp: eq(4)
+      }
+    });
+
+    expect(set).toEqual([{ timestamp: 4, rate: d(4) }]);
+  });
+
+  test('save and read filtered lt data', async () => {
+    const { sut } = fixtures;
+
+    const pricing = Storage.createObject('pricing', {
+      timestamp: 'number',
+      rate: 'decimal'
+    });
+
+    await sut.save(pricing, [
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 4, rate: d(4) },
+      { timestamp: 5, rate: d(5) }
+    ]);
+
+    const set = await sut.query(pricing, {
+      where: {
+        timestamp: lt(3)
+      }
+    });
+
+    expect(set).toEqual([
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) }
+    ]);
+  });
+
+  test('save and read filtered gt data', async () => {
+    const { sut } = fixtures;
+
+    const pricing = Storage.createObject('pricing', {
+      timestamp: 'number',
+      rate: 'decimal'
+    });
+
+    await sut.save(pricing, [
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 4, rate: d(4) },
+      { timestamp: 5, rate: d(5) }
+    ]);
+
+    const set = await sut.query(pricing, {
+      where: {
+        timestamp: gt(3)
+      }
+    });
+
+    expect(set).toEqual([
+      { timestamp: 4, rate: d(4) },
+      { timestamp: 5, rate: d(5) }
+    ]);
+  });
+});
+
+async function getFixtures() {
+  const sut = new InMemoryStorage();
+
+  return {
+    sut
+  };
+}

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

@@ -0,0 +1,80 @@
+import {
+  InferQueryObject,
+  Query,
+  QueryObject,
+  QueryObjectType,
+  Storage
+} from '@lib/storage';
+
+export class InMemoryStorage implements Storage {
+  private tables: Record<string, QueryObject[]> = {};
+
+  async index(): Promise<Array<string>> {
+    return Object.keys(this.tables);
+  }
+
+  async query<T extends QueryObjectType<K>, K extends QueryObject>(
+    type: T,
+    query: Query<InferQueryObject<T>>
+  ): Promise<InferQueryObject<T>[]> {
+    if (!this.tables[type.discriminator]) {
+      return [];
+    }
+
+    let set = this.tables[type.discriminator];
+
+    if (query.where) {
+      for (const prop of Object.keys(query.where)) {
+        const expression = query.where[prop];
+
+        switch (expression?.type) {
+          case 'eq':
+            set = set.filter(it => it[prop] === expression.value);
+            break;
+          case 'gt':
+            set = set.filter(it => +it[prop] > expression.value);
+            break;
+          case 'lt':
+            set = set.filter(it => +it[prop] < expression.value);
+            break;
+          case 'between':
+            set = set.filter(
+              it => +it[prop] > expression.min && +it[prop] < expression.max
+            );
+            break;
+        }
+      }
+    }
+
+    if (query.limit) {
+      set = set.slice(0, query.limit);
+    }
+
+    if (query.orderBy === 'DESC') {
+      set = set.reverse();
+    }
+
+    return set as InferQueryObject<T>[];
+  }
+
+  async save<T extends QueryObjectType<K>, K extends QueryObject>(
+    type: T,
+    objects: InferQueryObject<T>[]
+  ): Promise<void> {
+    if (!this.tables[type.discriminator]) {
+      this.tables[type.discriminator] = [];
+    }
+
+    const buffer = this.tables[type.discriminator];
+
+    for (const document of objects) {
+      buffer.push(document);
+    }
+
+    buffer.sort((lhs, rhs) => lhs.timestamp - rhs.timestamp);
+  }
+
+  clear() {
+    this.tables = {};
+  }
+}

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

@@ -0,0 +1,2 @@
+export * from './in-memory-storage';
+export * from './in-memory-storage.factory';

package/src/storage/index.ts

@@ -1,4 +1,4 @@
-export * from '@lib/storage/feed';
-export * from '@lib/storage/measurement';
-export * from '@lib/storage/storage';
-export * from '@lib/storage/cache';
+export * from './storage';
+export * from './use-storage';
+export * from './use-storage-factory';
+export * from './in-memory';