@quantform/core 0.7.0-beta.21 → 0.7.0-beta.23

package/dist/make-test-module.d.ts

@@ -1,5 +1,5 @@
 /// <reference types="jest" />
-import { Observable } from 'rxjs';
+import { Observable, Subject } from 'rxjs';
 import { Dependency } from './module';
 export declare function makeTestModule(dependencies: Dependency[]): Promise<{
     act: <T>(func: () => T) => T;
@@ -9,5 +9,6 @@ type MockableFunction = (...args: any[]) => any;
 export declare const mockedFunc: <Func extends MockableFunction>(mockedFunc: Func) => jest.MockedFunction<Func>;
 export declare function toArray<T>(observable: Observable<T>): (Error | T)[];
 export type InferObservableType<T> = T extends Observable<infer U> ? U : never;
+export declare function mockSubject<T extends jest.FunctionProperties<Required<T>>, M extends keyof jest.FunctionProperties<Required<T>>>(object: T, method: M): Subject<InferObservableType<ReturnType<jest.FunctionProperties<Required<T>>[M]>>>;
 export {};
 //# sourceMappingURL=make-test-module.d.ts.map

package/dist/make-test-module.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"make-test-module.d.ts","sourceRoot":"","sources":["../src/make-test-module.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAGlC,OAAO,EAAE,UAAU,EAAU,MAAM,aAAa,CAAC;AAEjD,wBAAsB,cAAc,CAAC,YAAY,EAAE,UAAU,EAAE;;;GAS9D;AAED,KAAK,gBAAgB,GAAG,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE,KAAK,GAAG,CAAC;AAEhD,eAAO,MAAM,UAAU,gFAC+B,CAAC;AAEvD,wBAAgB,OAAO,CAAC,CAAC,EAAE,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,iBAyBnD;AAED,MAAM,MAAM,mBAAmB,CAAC,CAAC,IAAI,CAAC,SAAS,UAAU,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC"}
+{"version":3,"file":"make-test-module.d.ts","sourceRoot":"","sources":["../src/make-test-module.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,UAAU,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AAG3C,OAAO,EAAE,UAAU,EAAU,MAAM,aAAa,CAAC;AAEjD,wBAAsB,cAAc,CAAC,YAAY,EAAE,UAAU,EAAE;;;GAS9D;AAED,KAAK,gBAAgB,GAAG,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE,KAAK,GAAG,CAAC;AAEhD,eAAO,MAAM,UAAU,gFAC+B,CAAC;AAEvD,wBAAgB,OAAO,CAAC,CAAC,EAAE,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,iBAyBnD;AAED,MAAM,MAAM,mBAAmB,CAAC,CAAC,IAAI,CAAC,SAAS,UAAU,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC;AAE/E,wBAAgB,WAAW,CACzB,CAAC,SAAS,IAAI,CAAC,kBAAkB,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,EAC9C,CAAC,SAAS,MAAM,IAAI,CAAC,kBAAkB,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,EACpD,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,qFAYrB"}

package/dist/make-test-module.js

@@ -9,7 +9,8 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.toArray = exports.mockedFunc = exports.makeTestModule = void 0;
+exports.mockSubject = exports.toArray = exports.mockedFunc = exports.makeTestModule = void 0;
+const rxjs_1 = require("rxjs");
 const core_1 = require("./core");
 const module_1 = require("./module");
 function makeTestModule(dependencies) {
@@ -46,3 +47,11 @@ function toArray(observable) {
     return array;
 }
 exports.toArray = toArray;
+function mockSubject(object, method) {
+    const subject = new rxjs_1.Subject();
+    jest
+        .spyOn(object, method)
+        .mockReturnValue(subject.asObservable());
+    return subject;
+}
+exports.mockSubject = mockSubject;

package/dist/when-socket.js

@@ -18,7 +18,7 @@ function whenSocket(url, options = { pingInterval: 5000 }) {
             stream.error(it);
         };
         socket.onclose = () => {
-            debug('errored', url);
+            debug('closed', url);
             clearInterval(interval);
             stream.error();
         };

package/dist/with-request.d.ts

@@ -1,16 +1,17 @@
+import { Observable } from 'rxjs';
 export type RequestMethod = 'GET' | 'HEAD' | 'POST' | 'PUT' | 'DELETE' | 'CONNECT' | 'OPTIONS' | 'TRACE' | 'PATCH';
 export declare class RequestNetworkError extends Error {
     readonly statusCode: number;
     readonly json: () => Promise<string>;
     constructor(statusCode: number, json: () => Promise<string>);
 }
-export declare function withRequest(args: {
+export declare function withRequest({ method, url, headers, body }: {
     method: RequestMethod;
     url: string;
     headers?: Record<string, any>;
     body?: string;
-}): import("rxjs").Observable<{
+}): Observable<{
     timestamp: number;
-    payload: any;
+    payload: unknown;
 }>;
 //# sourceMappingURL=with-request.d.ts.map

package/dist/with-request.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"with-request.d.ts","sourceRoot":"","sources":["../src/with-request.ts"],"names":[],"mappings":"AAMA,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,WAAW,CAAC,IAAI,EAAE;IAChC,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;;;GAsBA"}
+{"version":3,"file":"with-request.d.ts","sourceRoot":"","sources":["../src/with-request.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAMlC,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,WAAW,CAAC,EAC1B,MAAM,EACN,GAAG,EACH,OAAO,EACP,IAAI,EACL,EAAE;IACD,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;eAGoC,MAAM;aAAW,OAAO;GA6C5D"}

package/dist/with-request.js

@@ -1,6 +1,16 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.withRequest = exports.RequestNetworkError = void 0;
+const node_crypto_1 = require("node:crypto");
 const rxjs_1 = require("rxjs");
 const undici_1 = require("undici");
 const use_logger_1 = require("./use-logger");
@@ -13,14 +23,47 @@ class RequestNetworkError extends Error {
     }
 }
 exports.RequestNetworkError = RequestNetworkError;
-function withRequest(args) {
-    const { error } = (0, use_logger_1.useLogger)(withRequest.name);
-    return (0, rxjs_1.defer)(() => (0, rxjs_1.from)((0, undici_1.request)(args.url, args)).pipe((0, rxjs_1.switchMap)(it => {
-        if (it.statusCode !== 200) {
-            error(`errored`, Object.assign(Object.assign({}, args), { statusCode: it.statusCode }));
-            return (0, rxjs_1.throwError)(() => new RequestNetworkError(it.statusCode, () => it.body.json()));
-        }
-        return (0, rxjs_1.from)(it.body.json());
-    }), (0, rxjs_1.map)(payload => ({ timestamp: (0, use_timestamp_1.useTimestamp)(), payload }))));
+function withRequest({ method, url, headers, body }) {
+    const { error, debug } = (0, use_logger_1.useLogger)(withRequest.name);
+    return new rxjs_1.Observable(subscriber => {
+        const correlationId = (0, node_crypto_1.randomUUID)();
+        debug('requesting', { correlationId, method, url, headers, body });
+        (0, undici_1.request)(url, { method, headers, body })
+            .then(({ statusCode, body }) => __awaiter(this, void 0, void 0, function* () {
+            const json = yield body.json();
+            debug('received', {
+                correlationId,
+                method,
+                url,
+                headers,
+                body: json,
+                statusCode
+            });
+            if (statusCode !== 200) {
+                error(`errored`, {
+                    method,
+                    url,
+                    headers,
+                    body,
+                    statusCode
+                });
+                subscriber.error(new RequestNetworkError(statusCode, () => json));
+            }
+            else {
+                subscriber.next({ timestamp: (0, use_timestamp_1.useTimestamp)(), payload: json });
+            }
+        }))
+            .catch((e) => {
+            error(`errored`, {
+                method,
+                url,
+                headers,
+                body,
+                error: e
+            });
+            subscriber.error(error);
+        })
+            .finally(() => subscriber.complete());
+    });
 }
 exports.withRequest = withRequest;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.7.0-beta.21",
+  "version": "0.7.0-beta.23",
   "license": "MIT",
   "author": "Mateusz Majchrzak",
   "description": "Node.js library for building systematic trading strategies in reactive way.",

package/src/make-test-module.ts

@@ -1,4 +1,4 @@
-import { Observable } from 'rxjs';
+import { Observable, Subject } from 'rxjs';
 
 import { core } from '@lib/core';
 import { Dependency, Module } from '@lib/module';
@@ -47,3 +47,20 @@ export function toArray<T>(observable: Observable<T>) {
 }
 
 export type InferObservableType<T> = T extends Observable<infer U> ? U : never;
+
+export function mockSubject<
+  T extends jest.FunctionProperties<Required<T>>,
+  M extends keyof jest.FunctionProperties<Required<T>>
+>(object: T, method: M) {
+  const subject = new Subject<
+    InferObservableType<ReturnType<jest.FunctionProperties<Required<T>>[M]>>
+  >();
+
+  jest
+    .spyOn<T, M>(object, method)
+    .mockReturnValue(
+      subject.asObservable() as ReturnType<jest.FunctionProperties<Required<T>>[M]>
+    );
+
+  return subject;
+}

package/src/when-socket.ts

@@ -23,7 +23,7 @@ export function whenSocket(
       stream.error(it);
     };
     socket.onclose = () => {
-      debug('errored', url);
+      debug('closed', url);
       clearInterval(interval);
       stream.error();
     };

package/src/with-request.ts

@@ -1,4 +1,5 @@
-import { defer, from, map, switchMap, throwError } from 'rxjs';
+import { randomUUID } from 'node:crypto';
+import { Observable } from 'rxjs';
 import { request } from 'undici';
 
 import { useLogger } from './use-logger';
@@ -21,31 +22,62 @@ export class RequestNetworkError extends Error {
   }
 }
 
-export function withRequest(args: {
+export function withRequest({
+  method,
+  url,
+  headers,
+  body
+}: {
   method: RequestMethod;
   url: string;
   headers?: Record<string, any>;
   body?: string;
 }) {
-  const { error } = useLogger(withRequest.name);
+  const { error, debug } = useLogger(withRequest.name);
 
-  return defer(() =>
-    from(request(args.url, args)).pipe(
-      switchMap(it => {
-        if (it.statusCode !== 200) {
+  return new Observable<{ timestamp: number; payload: unknown }>(subscriber => {
+    const correlationId = randomUUID();
+
+    debug('requesting', { correlationId, method, url, headers, body });
+
+    request(url, { method, headers, body })
+      .then(async ({ statusCode, body }) => {
+        const json = await body.json();
+
+        debug('received', {
+          correlationId,
+          method,
+          url,
+          headers,
+          body: json,
+          statusCode
+        });
+
+        if (statusCode !== 200) {
           error(`errored`, {
-            ...args,
-            statusCode: it.statusCode
+            method,
+            url,
+            headers,
+            body,
+            statusCode
           });
 
-          return throwError(
-            () => new RequestNetworkError(it.statusCode, () => it.body.json())
-          );
+          subscriber.error(new RequestNetworkError(statusCode, () => json));
+        } else {
+          subscriber.next({ timestamp: useTimestamp(), payload: json });
         }
+      })
+      .catch((e: Error) => {
+        error(`errored`, {
+          method,
+          url,
+          headers,
+          body,
+          error: e
+        });
 
-        return from(it.body.json());
-      }),
-      map(payload => ({ timestamp: useTimestamp(), payload }))
-    )
-  );
+        subscriber.error(error);
+      })
+      .finally(() => subscriber.complete());
+  });
 }