@quantform/core 0.7.0-beta.50 → 0.7.0-beta.52

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.
@@ -1,5 +1,5 @@
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  export * from './use-replay';
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- export * from './use-replay-breakpoint';
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+ export * from './use-replay-lock';
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  export * from './use-replay-options';
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  export * from './storage/use-replay-storage';
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  export * from './storage/use-replay-storage-buffer';
@@ -1 +1 @@
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- {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/replay/index.ts"],"names":[],"mappings":"AAAA,cAAc,cAAc,CAAC;AAC7B,cAAc,yBAAyB,CAAC;AACxC,cAAc,sBAAsB,CAAC;AACrC,cAAc,8BAA8B,CAAC;AAC7C,cAAc,qCAAqC,CAAC;AACpD,cAAc,sBAAsB,CAAC;AACrC,cAAc,wBAAwB,CAAC;AACvC,cAAc,UAAU,CAAC;AACzB,cAAc,gBAAgB,CAAC"}
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+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/replay/index.ts"],"names":[],"mappings":"AAAA,cAAc,cAAc,CAAC;AAC7B,cAAc,mBAAmB,CAAC;AAClC,cAAc,sBAAsB,CAAC;AACrC,cAAc,8BAA8B,CAAC;AAC7C,cAAc,qCAAqC,CAAC;AACpD,cAAc,sBAAsB,CAAC;AACrC,cAAc,wBAAwB,CAAC;AACvC,cAAc,UAAU,CAAC;AACzB,cAAc,gBAAgB,CAAC"}
@@ -15,7 +15,7 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
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  };
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  Object.defineProperty(exports, "__esModule", { value: true });
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  __exportStar(require("./use-replay"), exports);
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- __exportStar(require("./use-replay-breakpoint"), exports);
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+ __exportStar(require("./use-replay-lock"), exports);
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  __exportStar(require("./use-replay-options"), exports);
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  __exportStar(require("./storage/use-replay-storage"), exports);
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  __exportStar(require("./storage/use-replay-storage-buffer"), exports);
@@ -1,8 +1,8 @@
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  "use strict";
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  Object.defineProperty(exports, "__esModule", { value: true });
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  exports.replayGuard = void 0;
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- const use_replay_breakpoint_1 = require("./use-replay-breakpoint");
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+ const use_replay_lock_1 = require("./use-replay-lock");
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  function replayGuard(fn) {
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- return (...args) => (0, use_replay_breakpoint_1.useReplayBreakpoint)(fn(...args));
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+ return (...args) => (0, use_replay_lock_1.useReplayLock)(fn(...args));
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  }
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  exports.replayGuard = replayGuard;
@@ -0,0 +1,3 @@
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+ import { Observable } from 'rxjs';
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+ export declare function useReplayLock<T>(input: Observable<T>): Observable<T>;
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+ //# sourceMappingURL=use-replay-lock.d.ts.map
@@ -0,0 +1 @@
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+ {"version":3,"file":"use-replay-lock.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-lock.ts"],"names":[],"mappings":"AAAA,OAAO,EAAY,UAAU,EAAE,MAAM,MAAM,CAAC;AAO5C,wBAAgB,aAAa,CAAC,CAAC,EAAE,KAAK,EAAE,UAAU,CAAC,CAAC,CAAC,GAAG,UAAU,CAAC,CAAC,CAAC,CAqBpE"}
@@ -1,22 +1,22 @@
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  "use strict";
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  Object.defineProperty(exports, "__esModule", { value: true });
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- exports.useReplayBreakpoint = void 0;
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+ exports.useReplayLock = void 0;
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  const rxjs_1 = require("rxjs");
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  const use_execution_mode_1 = require("../use-execution-mode");
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  const use_logger_1 = require("../use-logger");
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  const use_replay_manager_1 = require("./use-replay-manager");
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- function useReplayBreakpoint(input) {
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+ function useReplayLock(input) {
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  const { isReplay } = (0, use_execution_mode_1.useExecutionMode)();
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  if (!isReplay) {
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  return input;
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  }
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  const { info } = (0, use_logger_1.useLogger)('replay');
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  const { stop, tryContinue } = (0, use_replay_manager_1.useReplayManager)();
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- info('breakpoint acquired');
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+ info('lock acquired');
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  stop();
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  return input.pipe((0, rxjs_1.finalize)(() => {
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- info('breakpoint released');
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+ info('lock released');
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  tryContinue();
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  }));
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  }
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- exports.useReplayBreakpoint = useReplayBreakpoint;
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+ exports.useReplayLock = useReplayLock;
@@ -15,5 +15,6 @@ export declare function useSocket(url: string, options?: {
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  }): Observable<{
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  timestamp: number;
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  }>;
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+ monitor(): Observable<"opened" | "closed" | "errored">;
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  };
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  //# sourceMappingURL=use-socket.d.ts.map
@@ -1 +1 @@
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- {"version":3,"file":"use-socket.d.ts","sourceRoot":"","sources":["../src/use-socket.ts"],"names":[],"mappings":"AAAA,OAAO,EAAS,UAAU,EAAM,MAAM,MAAM,CAAC;AAM7C,wBAAgB,SAAS,CACvB,GAAG,EAAE,MAAM,EACX,OAAO,GAAE;IAAE,YAAY,CAAC,EAAE,MAAM,CAAA;CAA2B;IAMzD;;;OAGG;aACM,WAAW;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,OAAO,EAAE,OAAO,CAAA;KAAE,CAAC;kBAmD9C;QAAE,OAAO,EAAE,OAAO,CAAA;KAAE,GAAG,WAAW;QAAE,SAAS,EAAE,MAAM,CAAA;KAAE,CAAC;EAQzE"}
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+ {"version":3,"file":"use-socket.d.ts","sourceRoot":"","sources":["../src/use-socket.ts"],"names":[],"mappings":"AAAA,OAAO,EAAS,UAAU,EAAqB,MAAM,MAAM,CAAC;AAM5D,wBAAgB,SAAS,CACvB,GAAG,EAAE,MAAM,EACX,OAAO,GAAE;IAAE,YAAY,CAAC,EAAE,MAAM,CAAA;CAA2B;IAsBzD;;;OAGG;aACM,WAAW;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,OAAO,EAAE,OAAO,CAAA;KAAE,CAAC;kBAgD9C;QAAE,OAAO,EAAE,OAAO,CAAA;KAAE,GAAG,WAAW;QAAE,SAAS,EAAE,MAAM,CAAA;KAAE,CAAC;;EAczE"}
package/lib/use-socket.js CHANGED
@@ -8,6 +8,19 @@ const use_timestamp_1 = require("./use-timestamp");
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  function useSocket(url, options = { pingInterval: 5000 }) {
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  const { debug } = (0, use_logger_1.useLogger)('useSocket');
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  const socket = new ws_1.WebSocket(url);
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+ const monitor = new rxjs_1.ReplaySubject();
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+ socket.on('error', e => {
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+ debug('errored', url, e);
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+ monitor.next('errored');
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+ });
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+ socket.on('close', () => {
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+ debug('closed', url);
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+ monitor.next('closed');
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+ });
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+ socket.on('open', () => {
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+ debug('opened', url);
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+ monitor.next('opened');
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+ });
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  return {
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  /**
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  * Observes socket events and handles connection health monitoring via ping/pong
@@ -23,16 +36,13 @@ function useSocket(url, options = { pingInterval: 5000 }) {
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  });
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  socket.onerror = it => {
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  clearInterval(interval);
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- debug('errored', url);
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  stream.error(it);
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  };
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  socket.onclose = () => {
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- debug('closed', url);
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  clearInterval(interval);
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  stream.error();
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  };
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  socket.onopen = () => {
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- debug('opened', url);
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  isAlive = true;
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  interval = setInterval(() => {
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  if (isAlive) {
@@ -60,9 +70,13 @@ function useSocket(url, options = { pingInterval: 5000 }) {
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  },
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  send(message) {
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  return (0, rxjs_1.defer)(() => {
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+ debug('sent', url, message.payload);
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  socket.send(JSON.stringify(message.payload));
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  return (0, rxjs_1.of)({ timestamp: (0, use_timestamp_1.useTimestamp)() });
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  });
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+ },
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+ monitor() {
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+ return monitor.asObservable();
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  }
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  };
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  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@quantform/core",
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- "version": "0.7.0-beta.50",
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+ "version": "0.7.0-beta.52",
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  "license": "MIT",
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  "author": "Mateusz Majchrzak",
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  "description": "Node.js library for building systematic trading strategies in reactive way.",
@@ -1,5 +1,5 @@
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  export * from './use-replay';
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- export * from './use-replay-breakpoint';
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+ export * from './use-replay-lock';
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  export * from './use-replay-options';
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  export * from './storage/use-replay-storage';
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  export * from './storage/use-replay-storage-buffer';
@@ -2,10 +2,10 @@ import { Observable } from 'rxjs';
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  import { dependency } from '@lib/use-hash';
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- import { useReplayBreakpoint } from './use-replay-breakpoint';
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+ import { useReplayLock } from './use-replay-lock';
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  export function replayGuard<T extends Array<dependency>, K>(
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  fn: (...args: T) => Observable<{ timestamp: number; payload: K }>
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  ): (...args: T) => Observable<{ timestamp: number; payload: K }> {
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- return (...args: T) => useReplayBreakpoint(fn(...args));
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+ return (...args: T) => useReplayLock(fn(...args));
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  }
@@ -5,7 +5,7 @@ import { useLogger } from '@lib/use-logger';
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  import { useReplayManager } from './use-replay-manager';
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- export function useReplayBreakpoint<T>(input: Observable<T>): Observable<T> {
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+ export function useReplayLock<T>(input: Observable<T>): Observable<T> {
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  const { isReplay } = useExecutionMode();
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  if (!isReplay) {
@@ -15,13 +15,13 @@ export function useReplayBreakpoint<T>(input: Observable<T>): Observable<T> {
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  const { info } = useLogger('replay');
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  const { stop, tryContinue } = useReplayManager();
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- info('breakpoint acquired');
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+ info('lock acquired');
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  stop();
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  return input.pipe(
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  finalize(() => {
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- info('breakpoint released');
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+ info('lock released');
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  tryContinue();
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  })
package/src/use-socket.ts CHANGED
@@ -1,4 +1,4 @@
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- import { defer, Observable, of } from 'rxjs';
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+ import { defer, Observable, of, ReplaySubject } from 'rxjs';
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  import { WebSocket } from 'ws';
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  import { useLogger } from './use-logger';
@@ -10,6 +10,22 @@ export function useSocket(
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  ) {
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  const { debug } = useLogger('useSocket');
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  const socket = new WebSocket(url);
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+ const monitor = new ReplaySubject<'opened' | 'closed' | 'errored'>();
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+
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+ socket.on('error', e => {
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+ debug('errored', url, e);
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+ monitor.next('errored');
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+ });
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+
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+ socket.on('close', () => {
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+ debug('closed', url);
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+ monitor.next('closed');
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+ });
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+
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+ socket.on('open', () => {
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+ debug('opened', url);
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+ monitor.next('opened');
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+ });
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  return {
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  /**
@@ -28,16 +44,13 @@ export function useSocket(
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  });
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  socket.onerror = it => {
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  clearInterval(interval);
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- debug('errored', url);
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  stream.error(it);
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  };
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  socket.onclose = () => {
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- debug('closed', url);
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  clearInterval(interval);
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  stream.error();
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  };
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  socket.onopen = () => {
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- debug('opened', url);
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  isAlive = true;
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  interval = setInterval(() => {
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  if (isAlive) {
@@ -69,10 +82,16 @@ export function useSocket(
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  send(message: { payload: unknown }): Observable<{ timestamp: number }> {
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  return defer(() => {
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+ debug('sent', url, message.payload);
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+
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  socket.send(JSON.stringify(message.payload));
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  return of({ timestamp: useTimestamp() });
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  });
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+ },
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+
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+ monitor() {
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+ return monitor.asObservable();
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  }
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  };
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  }
@@ -1,3 +0,0 @@
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- import { Observable } from 'rxjs';
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- export declare function useReplayBreakpoint<T>(input: Observable<T>): Observable<T>;
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- //# sourceMappingURL=use-replay-breakpoint.d.ts.map
@@ -1 +0,0 @@
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- {"version":3,"file":"use-replay-breakpoint.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-breakpoint.ts"],"names":[],"mappings":"AAAA,OAAO,EAAY,UAAU,EAAE,MAAM,MAAM,CAAC;AAO5C,wBAAgB,mBAAmB,CAAC,CAAC,EAAE,KAAK,EAAE,UAAU,CAAC,CAAC,CAAC,GAAG,UAAU,CAAC,CAAC,CAAC,CAqB1E"}