@quantform/core 0.7.0-beta.8 → 0.7.9
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/jest.config.ts +1 -1
- package/{dist → lib}/asset/asset.d.ts +3 -0
- package/lib/asset/asset.d.ts.map +1 -0
- package/{dist → lib}/asset/asset.js +8 -2
- package/{dist → lib}/cli/index.js +9 -6
- package/lib/cli/internal/script.d.ts +8 -0
- package/lib/cli/internal/script.d.ts.map +1 -0
- package/lib/cli/internal/script.js +75 -0
- package/{dist → lib}/cli/internal/workspace.js +1 -2
- package/lib/cli/live.d.ts +5 -0
- package/lib/cli/live.d.ts.map +1 -0
- package/lib/cli/live.js +33 -0
- package/lib/cli/paper.d.ts +5 -0
- package/lib/cli/paper.d.ts.map +1 -0
- package/lib/cli/paper.js +33 -0
- package/lib/cli/pull.d.ts.map +1 -0
- package/lib/cli/pull.js +28 -0
- package/lib/cli/replay.d.ts +6 -0
- package/lib/cli/replay.d.ts.map +1 -0
- package/lib/cli/replay.js +37 -0
- package/{dist → lib}/component/distinct-until-timesamp-changed.d.ts.map +1 -1
- package/{dist → lib}/component/distinct-until-timesamp-changed.js +1 -2
- package/lib/component/ohlc-operator.d.ts.map +1 -0
- package/{dist → lib}/component/ohlc-operator.js +3 -4
- package/{dist → lib}/component/ohlc.d.ts.map +1 -1
- package/{dist → lib}/component/timeframe.js +3 -3
- package/{dist → lib}/core.js +4 -5
- package/lib/index.d.ts +21 -0
- package/lib/index.d.ts.map +1 -0
- package/{dist → lib}/index.js +6 -13
- package/{dist → lib}/instrument/commission/commission.js +3 -3
- package/{dist → lib}/instrument/instrument.d.ts +3 -0
- package/lib/instrument/instrument.d.ts.map +1 -0
- package/{dist → lib}/instrument/instrument.js +8 -2
- package/lib/make-test-module.d.ts +13 -0
- package/lib/make-test-module.d.ts.map +1 -0
- package/{dist → lib}/make-test-module.js +13 -4
- package/lib/module.d.ts.map +1 -0
- package/lib/operators.d.ts +5 -0
- package/lib/operators.d.ts.map +1 -0
- package/lib/operators.js +15 -0
- package/lib/replay/index.d.ts +10 -0
- package/lib/replay/index.d.ts.map +1 -0
- package/{dist → lib}/replay/index.js +7 -4
- package/lib/replay/replay-guard.d.ts +10 -0
- package/lib/replay/replay-guard.d.ts.map +1 -0
- package/lib/replay/replay-guard.js +7 -0
- package/lib/replay/replay.d.ts +10 -0
- package/lib/replay/replay.d.ts.map +1 -0
- package/lib/replay/replay.js +8 -0
- package/lib/replay/storage/use-replay-storage-buffer.d.ts +15 -0
- package/lib/replay/storage/use-replay-storage-buffer.d.ts.map +1 -0
- package/lib/replay/storage/use-replay-storage-buffer.js +57 -0
- package/lib/replay/storage/use-replay-storage-cursor.d.ts +30 -0
- package/lib/replay/storage/use-replay-storage-cursor.d.ts.map +1 -0
- package/lib/replay/storage/use-replay-storage-cursor.js +49 -0
- package/lib/replay/storage/use-replay-storage.d.ts +13 -0
- package/lib/replay/storage/use-replay-storage.d.ts.map +1 -0
- package/lib/replay/storage/use-replay-storage.js +38 -0
- package/lib/replay/storage/use-replay-storage.spec.d.ts +2 -0
- package/lib/replay/storage/use-replay-storage.spec.d.ts.map +1 -0
- package/lib/replay/storage/use-replay-storage.spec.js +74 -0
- package/lib/replay/use-replay-lock.d.ts +3 -0
- package/lib/replay/use-replay-lock.d.ts.map +1 -0
- package/lib/replay/use-replay-lock.js +21 -0
- package/lib/replay/use-replay-manager.d.ts +28 -0
- package/lib/replay/use-replay-manager.d.ts.map +1 -0
- package/lib/replay/use-replay-manager.js +68 -0
- package/{dist → lib}/replay/use-replay-options.js +2 -2
- package/{dist → lib}/replay/use-replay.d.ts +2 -2
- package/lib/replay/use-replay.d.ts.map +1 -0
- package/lib/replay/use-replay.js +19 -0
- package/lib/replay/use-replay.spec.js +130 -0
- package/lib/replay/when-replay-finished.d.ts +2 -0
- package/lib/replay/when-replay-finished.d.ts.map +1 -0
- package/lib/replay/when-replay-finished.js +14 -0
- package/lib/session/use-session-object.d.ts +9 -0
- package/lib/session/use-session-object.d.ts.map +1 -0
- package/{dist → lib}/session/use-session-storage.js +2 -2
- package/lib/session/use-session.d.ts +13 -0
- package/lib/session/use-session.d.ts.map +1 -0
- package/lib/session/use-session.js +14 -0
- package/{dist → lib}/shared/datetime.js +1 -2
- package/lib/shared/decimals.d.ts +14 -0
- package/lib/shared/decimals.d.ts.map +1 -0
- package/lib/shared/decimals.js +18 -0
- package/{dist → lib}/shared/environment.js +2 -3
- package/{dist → lib}/simulator/use-simulator.js +1 -2
- package/{dist → lib}/simulator/use-simulator.spec.js +12 -18
- package/{dist → lib}/storage/in-memory/in-memory-storage.factory.js +2 -2
- package/{dist → lib}/storage/index.d.ts +1 -0
- package/{dist → lib}/storage/index.d.ts.map +1 -1
- package/{dist → lib}/storage/index.js +1 -0
- package/lib/storage/storage.d.ts.map +1 -0
- package/{dist → lib}/storage/use-cache.d.ts.map +1 -1
- package/lib/storage/use-storage-factory.d.ts +10 -0
- package/lib/storage/use-storage-factory.d.ts.map +1 -0
- package/lib/storage/use-storage-factory.js +12 -0
- package/lib/storage/use-storage.d.ts.map +1 -0
- package/{dist → lib}/storage/use-storage.js +2 -2
- package/lib/strategy.d.ts +15 -0
- package/lib/strategy.d.ts.map +1 -0
- package/lib/strategy.js +26 -0
- package/lib/strategy.spec.d.ts +2 -0
- package/lib/strategy.spec.d.ts.map +1 -0
- package/lib/strategy.spec.js +34 -0
- package/lib/use-execution-mode.d.ts +20 -0
- package/lib/use-execution-mode.d.ts.map +1 -0
- package/lib/use-execution-mode.js +32 -0
- package/{dist → lib}/use-hash.js +1 -2
- package/{dist → lib}/use-logger.js +5 -5
- package/lib/use-memo.d.ts +8 -0
- package/lib/use-memo.d.ts.map +1 -0
- package/lib/use-memo.js +19 -0
- package/lib/use-socket.d.ts +20 -0
- package/lib/use-socket.d.ts.map +1 -0
- package/lib/use-socket.js +82 -0
- package/{dist → lib}/use-timestamp.js +3 -4
- package/lib/when-socket.d.ts +8 -0
- package/lib/when-socket.d.ts.map +1 -0
- package/{dist/use-socket.js → lib/when-socket.js} +5 -5
- package/lib/with-memo.d.ts +5 -0
- package/lib/with-memo.d.ts.map +1 -0
- package/{dist/use.js → lib/with-memo.js} +4 -5
- package/lib/with-memo.spec.d.ts +2 -0
- package/lib/with-memo.spec.d.ts.map +1 -0
- package/{dist/use.spec.js → lib/with-memo.spec.js} +3 -3
- package/{dist/use-request.d.ts → lib/with-request.d.ts} +6 -6
- package/lib/with-request.d.ts.map +1 -0
- package/lib/with-request.js +68 -0
- package/package.json +5 -5
- package/src/asset/asset.ts +6 -0
- package/src/cli/index.ts +11 -8
- package/src/cli/internal/script.ts +70 -0
- package/src/cli/live.ts +22 -0
- package/src/cli/paper.ts +22 -0
- package/src/cli/pull.ts +6 -66
- package/src/cli/replay.ts +15 -19
- package/src/core.ts +6 -6
- package/src/index.ts +6 -13
- package/src/instrument/instrument.ts +6 -0
- package/src/make-test-module.ts +20 -4
- package/src/operators.ts +18 -0
- package/src/replay/index.ts +7 -4
- package/src/replay/replay-guard.ts +11 -0
- package/src/replay/replay.ts +13 -0
- package/src/replay/storage/use-replay-storage-buffer.ts +52 -0
- package/src/replay/storage/use-replay-storage-cursor.ts +44 -0
- package/src/replay/storage/use-replay-storage.spec.ts +84 -0
- package/src/replay/storage/use-replay-storage.ts +29 -0
- package/src/replay/use-replay-lock.ts +29 -0
- package/src/replay/use-replay-manager.ts +83 -0
- package/src/replay/use-replay.spec.ts +10 -4
- package/src/replay/use-replay.ts +11 -17
- package/src/replay/when-replay-finished.ts +20 -0
- package/src/session/use-session-storage.ts +2 -2
- package/src/session/use-session.ts +16 -4
- package/src/shared/decimals.ts +0 -45
- package/src/simulator/use-simulator.spec.ts +10 -26
- package/src/storage/index.ts +1 -0
- package/src/storage/use-storage-factory.ts +7 -7
- package/src/storage/use-storage.ts +2 -2
- package/src/strategy.spec.ts +42 -0
- package/src/strategy.ts +36 -0
- package/src/use-execution-mode.ts +27 -27
- package/src/use-logger.ts +7 -7
- package/src/use-memo.ts +6 -21
- package/src/use-socket.ts +82 -44
- package/src/use-timestamp.ts +2 -2
- package/src/when-socket.ts +61 -0
- package/src/{use.spec.ts → with-memo.spec.ts} +3 -3
- package/src/{use.ts → with-memo.ts} +4 -4
- package/src/with-request.ts +83 -0
- package/tsconfig.json +2 -2
- package/dist/as-readonly.d.ts +0 -3
- package/dist/as-readonly.d.ts.map +0 -1
- package/dist/as-readonly.js +0 -8
- package/dist/asset/asset.d.ts.map +0 -1
- package/dist/cli/dev.d.ts +0 -2
- package/dist/cli/dev.d.ts.map +0 -1
- package/dist/cli/dev.js +0 -61
- package/dist/cli/pull.d.ts.map +0 -1
- package/dist/cli/pull.js +0 -107
- package/dist/cli/replay.d.ts +0 -2
- package/dist/cli/replay.d.ts.map +0 -1
- package/dist/cli/replay.js +0 -64
- package/dist/cli/run.d.ts +0 -2
- package/dist/cli/run.d.ts.map +0 -1
- package/dist/cli/run.js +0 -62
- package/dist/component/ohlc-operator.d.ts.map +0 -1
- package/dist/defined.d.ts +0 -3
- package/dist/defined.d.ts.map +0 -1
- package/dist/defined.js +0 -8
- package/dist/exclude.d.ts +0 -3
- package/dist/exclude.d.ts.map +0 -1
- package/dist/exclude.js +0 -8
- package/dist/index.d.ts +0 -28
- package/dist/index.d.ts.map +0 -1
- package/dist/instrument/instrument.d.ts.map +0 -1
- package/dist/make-test-module.d.ts +0 -13
- package/dist/make-test-module.d.ts.map +0 -1
- package/dist/missed.d.ts +0 -2
- package/dist/missed.d.ts.map +0 -1
- package/dist/missed.js +0 -4
- package/dist/module.d.ts.map +0 -1
- package/dist/replay/index.d.ts +0 -7
- package/dist/replay/index.d.ts.map +0 -1
- package/dist/replay/use-replay-coordinator.d.ts +0 -10
- package/dist/replay/use-replay-coordinator.d.ts.map +0 -1
- package/dist/replay/use-replay-coordinator.js +0 -119
- package/dist/replay/use-replay-reader.d.ts +0 -7
- package/dist/replay/use-replay-reader.d.ts.map +0 -1
- package/dist/replay/use-replay-reader.js +0 -32
- package/dist/replay/use-replay-reader.spec.d.ts +0 -2
- package/dist/replay/use-replay-reader.spec.d.ts.map +0 -1
- package/dist/replay/use-replay-reader.spec.js +0 -58
- package/dist/replay/use-replay-storage.d.ts +0 -10
- package/dist/replay/use-replay-storage.d.ts.map +0 -1
- package/dist/replay/use-replay-storage.js +0 -10
- package/dist/replay/use-replay-writer.d.ts +0 -6
- package/dist/replay/use-replay-writer.d.ts.map +0 -1
- package/dist/replay/use-replay-writer.js +0 -14
- package/dist/replay/use-replay-writer.spec.d.ts +0 -2
- package/dist/replay/use-replay-writer.spec.d.ts.map +0 -1
- package/dist/replay/use-replay-writer.spec.js +0 -53
- package/dist/replay/use-replay.d.ts.map +0 -1
- package/dist/replay/use-replay.js +0 -32
- package/dist/replay/use-replay.spec.js +0 -106
- package/dist/replay/with-replay.d.ts +0 -4
- package/dist/replay/with-replay.d.ts.map +0 -1
- package/dist/replay/with-replay.js +0 -8
- package/dist/session/use-session-object.d.ts +0 -18
- package/dist/session/use-session-object.d.ts.map +0 -1
- package/dist/session/use-session.d.ts +0 -4
- package/dist/session/use-session.d.ts.map +0 -1
- package/dist/session/use-session.js +0 -7
- package/dist/shared/decimals.d.ts +0 -30
- package/dist/shared/decimals.d.ts.map +0 -1
- package/dist/shared/decimals.js +0 -61
- package/dist/storage/storage.d.ts.map +0 -1
- package/dist/storage/use-storage-factory.d.ts +0 -10
- package/dist/storage/use-storage-factory.d.ts.map +0 -1
- package/dist/storage/use-storage-factory.js +0 -14
- package/dist/storage/use-storage.d.ts.map +0 -1
- package/dist/strat.d.ts +0 -7
- package/dist/strat.d.ts.map +0 -1
- package/dist/strat.js +0 -7
- package/dist/use-execution-mode.d.ts +0 -29
- package/dist/use-execution-mode.d.ts.map +0 -1
- package/dist/use-execution-mode.js +0 -37
- package/dist/use-lock.d.ts +0 -9
- package/dist/use-lock.d.ts.map +0 -1
- package/dist/use-lock.js +0 -40
- package/dist/use-memo.d.ts +0 -21
- package/dist/use-memo.d.ts.map +0 -1
- package/dist/use-memo.js +0 -35
- package/dist/use-request.d.ts.map +0 -1
- package/dist/use-request.js +0 -27
- package/dist/use-socket.d.ts +0 -6
- package/dist/use-socket.d.ts.map +0 -1
- package/dist/use-state.d.ts +0 -4
- package/dist/use-state.d.ts.map +0 -1
- package/dist/use-state.js +0 -24
- package/dist/use-state.spec.d.ts +0 -2
- package/dist/use-state.spec.d.ts.map +0 -1
- package/dist/use-state.spec.js +0 -36
- package/dist/use.d.ts +0 -5
- package/dist/use.d.ts.map +0 -1
- package/dist/use.spec.d.ts +0 -2
- package/dist/use.spec.d.ts.map +0 -1
- package/src/as-readonly.ts +0 -5
- package/src/cli/dev.ts +0 -31
- package/src/cli/run.ts +0 -29
- package/src/defined.ts +0 -6
- package/src/exclude.ts +0 -9
- package/src/missed.ts +0 -1
- package/src/replay/use-replay-coordinator.ts +0 -142
- package/src/replay/use-replay-reader.spec.ts +0 -64
- package/src/replay/use-replay-reader.ts +0 -23
- package/src/replay/use-replay-storage.ts +0 -8
- package/src/replay/use-replay-writer.spec.ts +0 -56
- package/src/replay/use-replay-writer.ts +0 -17
- package/src/replay/with-replay.ts +0 -10
- package/src/strat.ts +0 -7
- package/src/use-lock.ts +0 -52
- package/src/use-request.ts +0 -47
- package/src/use-state.spec.ts +0 -31
- package/src/use-state.ts +0 -30
- package/{dist → lib}/asset/asset.spec.d.ts +0 -0
- package/{dist → lib}/asset/asset.spec.d.ts.map +0 -0
- package/{dist → lib}/asset/asset.spec.js +0 -0
- package/{dist → lib}/asset/index.d.ts +0 -0
- package/{dist → lib}/asset/index.d.ts.map +0 -0
- package/{dist → lib}/asset/index.js +0 -0
- package/{dist → lib}/cli/build.d.ts +0 -0
- package/{dist → lib}/cli/build.d.ts.map +0 -0
- package/{dist → lib}/cli/build.js +1 -1
- /package/{dist → lib}/cli/index.d.ts +0 -0
- /package/{dist → lib}/cli/index.d.ts.map +0 -0
- /package/{dist → lib}/cli/internal/workspace.d.ts +0 -0
- /package/{dist → lib}/cli/internal/workspace.d.ts.map +0 -0
- /package/{dist → lib}/cli/pull.d.ts +0 -0
- /package/{dist → lib}/component/distinct-until-timesamp-changed.d.ts +0 -0
- /package/{dist → lib}/component/error.d.ts +0 -0
- /package/{dist → lib}/component/error.d.ts.map +0 -0
- /package/{dist → lib}/component/error.js +0 -0
- /package/{dist → lib}/component/index.d.ts +0 -0
- /package/{dist → lib}/component/index.d.ts.map +0 -0
- /package/{dist → lib}/component/index.js +0 -0
- /package/{dist → lib}/component/ohlc-operator.d.ts +0 -0
- /package/{dist → lib}/component/ohlc-operator.spec.d.ts +0 -0
- /package/{dist → lib}/component/ohlc-operator.spec.d.ts.map +0 -0
- /package/{dist → lib}/component/ohlc-operator.spec.js +0 -0
- /package/{dist → lib}/component/ohlc.d.ts +0 -0
- /package/{dist → lib}/component/ohlc.js +0 -0
- /package/{dist → lib}/component/ohlc.spec.d.ts +0 -0
- /package/{dist → lib}/component/ohlc.spec.d.ts.map +0 -0
- /package/{dist → lib}/component/ohlc.spec.js +0 -0
- /package/{dist → lib}/component/timeframe.d.ts +0 -0
- /package/{dist → lib}/component/timeframe.d.ts.map +0 -0
- /package/{dist → lib}/core.d.ts +0 -0
- /package/{dist → lib}/core.d.ts.map +0 -0
- /package/{dist → lib}/instrument/commission/commission.d.ts +0 -0
- /package/{dist → lib}/instrument/commission/commission.d.ts.map +0 -0
- /package/{dist → lib}/instrument/commission/commission.spec.d.ts +0 -0
- /package/{dist → lib}/instrument/commission/commission.spec.d.ts.map +0 -0
- /package/{dist → lib}/instrument/commission/commission.spec.js +0 -0
- /package/{dist → lib}/instrument/index.d.ts +0 -0
- /package/{dist → lib}/instrument/index.d.ts.map +0 -0
- /package/{dist → lib}/instrument/index.js +0 -0
- /package/{dist → lib}/instrument/instrument.spec.d.ts +0 -0
- /package/{dist → lib}/instrument/instrument.spec.d.ts.map +0 -0
- /package/{dist → lib}/instrument/instrument.spec.js +0 -0
- /package/{dist → lib}/module.d.ts +0 -0
- /package/{dist → lib}/module.js +0 -0
- /package/{dist → lib}/module.spec.d.ts +0 -0
- /package/{dist → lib}/module.spec.d.ts.map +0 -0
- /package/{dist → lib}/module.spec.js +0 -0
- /package/{dist → lib}/replay/use-replay-options.d.ts +0 -0
- /package/{dist → lib}/replay/use-replay-options.d.ts.map +0 -0
- /package/{dist → lib}/replay/use-replay.spec.d.ts +0 -0
- /package/{dist → lib}/replay/use-replay.spec.d.ts.map +0 -0
- /package/{dist → lib}/session/index.d.ts +0 -0
- /package/{dist → lib}/session/index.d.ts.map +0 -0
- /package/{dist → lib}/session/index.js +0 -0
- /package/{dist → lib}/session/use-session-object.js +0 -0
- /package/{dist → lib}/session/use-session-storage.d.ts +0 -0
- /package/{dist → lib}/session/use-session-storage.d.ts.map +0 -0
- /package/{dist → lib}/shared/datetime.d.ts +0 -0
- /package/{dist → lib}/shared/datetime.d.ts.map +0 -0
- /package/{dist → lib}/shared/decimals.spec.d.ts +0 -0
- /package/{dist → lib}/shared/decimals.spec.d.ts.map +0 -0
- /package/{dist → lib}/shared/decimals.spec.js +0 -0
- /package/{dist → lib}/shared/environment.d.ts +0 -0
- /package/{dist → lib}/shared/environment.d.ts.map +0 -0
- /package/{dist → lib}/shared/index.d.ts +0 -0
- /package/{dist → lib}/shared/index.d.ts.map +0 -0
- /package/{dist → lib}/shared/index.js +0 -0
- /package/{dist → lib}/simulator/index.d.ts +0 -0
- /package/{dist → lib}/simulator/index.d.ts.map +0 -0
- /package/{dist → lib}/simulator/index.js +0 -0
- /package/{dist → lib}/simulator/use-simulator.d.ts +0 -0
- /package/{dist → lib}/simulator/use-simulator.d.ts.map +0 -0
- /package/{dist → lib}/simulator/use-simulator.spec.d.ts +0 -0
- /package/{dist → lib}/simulator/use-simulator.spec.d.ts.map +0 -0
- /package/{dist → lib}/storage/in-memory/in-memory-storage.d.ts +0 -0
- /package/{dist → lib}/storage/in-memory/in-memory-storage.d.ts.map +0 -0
- /package/{dist → lib}/storage/in-memory/in-memory-storage.factory.d.ts +0 -0
- /package/{dist → lib}/storage/in-memory/in-memory-storage.factory.d.ts.map +0 -0
- /package/{dist → lib}/storage/in-memory/in-memory-storage.js +0 -0
- /package/{dist → lib}/storage/in-memory/in-memory-storage.spec.d.ts +0 -0
- /package/{dist → lib}/storage/in-memory/in-memory-storage.spec.d.ts.map +0 -0
- /package/{dist → lib}/storage/in-memory/in-memory-storage.spec.js +0 -0
- /package/{dist → lib}/storage/in-memory/index.d.ts +0 -0
- /package/{dist → lib}/storage/in-memory/index.d.ts.map +0 -0
- /package/{dist → lib}/storage/in-memory/index.js +0 -0
- /package/{dist → lib}/storage/storage.d.ts +0 -0
- /package/{dist → lib}/storage/storage.js +0 -0
- /package/{dist → lib}/storage/use-cache.d.ts +0 -0
- /package/{dist → lib}/storage/use-cache.js +0 -0
- /package/{dist → lib}/storage/use-cache.spec.d.ts +0 -0
- /package/{dist → lib}/storage/use-cache.spec.d.ts.map +0 -0
- /package/{dist → lib}/storage/use-cache.spec.js +0 -0
- /package/{dist → lib}/storage/use-storage.d.ts +0 -0
- /package/{dist → lib}/use-hash.d.ts +0 -0
- /package/{dist → lib}/use-hash.d.ts.map +0 -0
- /package/{dist → lib}/use-hash.spec.d.ts +0 -0
- /package/{dist → lib}/use-hash.spec.d.ts.map +0 -0
- /package/{dist → lib}/use-hash.spec.js +0 -0
- /package/{dist → lib}/use-logger.d.ts +0 -0
- /package/{dist → lib}/use-logger.d.ts.map +0 -0
- /package/{dist → lib}/use-memo.spec.d.ts +0 -0
- /package/{dist → lib}/use-memo.spec.d.ts.map +0 -0
- /package/{dist → lib}/use-memo.spec.js +0 -0
- /package/{dist → lib}/use-timestamp.d.ts +0 -0
- /package/{dist → lib}/use-timestamp.d.ts.map +0 -0
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.useReplayCoordinator = void 0;
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const rxjs_1 = require("rxjs");
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const use_memo_1 = require("../use-memo");
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const __1 = require("..");
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const use_replay_options_1 = require("./use-replay-options");
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const use_replay_reader_1 = require("./use-replay-reader");
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function useReplayCoordinator() {
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const options = (0, use_replay_options_1.useReplayOptions)();
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return (0, use_memo_1.useMemo)(() => {
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let timestamp = options.from;
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let stopAcquire = 1;
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let sequence = 0;
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const subscriptions = Array.of();
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const stream$ = new rxjs_1.Subject();
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const subscribe = (dependencies) => {
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const cursor = useSampleCursor(dependencies);
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if (!subscriptions.includes(cursor)) {
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subscriptions.push(cursor);
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}
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return (0, rxjs_1.defer)(() => {
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tryContinue();
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return stream$.pipe((0, rxjs_1.filter)(([cur]) => cur === cursor), (0, rxjs_1.map)(([, it]) => it));
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});
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};
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const current = () => __awaiter(this, void 0, void 0, function* () {
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let next;
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for (const cursor of subscriptions) {
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if (cursor.size() == 0 && !cursor.completed) {
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yield cursor.fetchNextPage(timestamp, options.to + 1);
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}
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if (cursor.peek()) {
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if (!next || next.peek().timestamp > cursor.peek().timestamp) {
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next = cursor;
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}
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}
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}
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return next;
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});
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const processNext = () => __awaiter(this, void 0, void 0, function* () {
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const cursor = yield current();
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if (!cursor || !cursor.peek()) {
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stream$.complete();
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return false;
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}
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const sample = cursor.dequeue();
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timestamp = sample.timestamp;
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sequence++;
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stream$.next([cursor, sample]);
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return true;
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});
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const next = () => __awaiter(this, void 0, void 0, function* () {
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if (yield processNext()) {
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if (stopAcquire === 0) {
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setImmediate(next);
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}
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}
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});
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const stop = () => stopAcquire++;
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const tryContinue = () => {
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if (stopAcquire == 0) {
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return;
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}
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stopAcquire = Math.max(0, stopAcquire - 1);
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if (stopAcquire != 0) {
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return;
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}
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next();
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};
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return {
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timestamp: () => timestamp,
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stop,
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tryContinue,
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subscribe
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};
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}, [useReplayCoordinator.name]);
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}
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exports.useReplayCoordinator = useReplayCoordinator;
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function useSampleCursor(dependencies) {
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return (0, use_memo_1.useMemo)(() => {
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const read = (0, use_replay_reader_1.useReplayReader)(dependencies);
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let page = new Array();
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let index = 0;
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let completed = false;
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const size = () => page.length - index;
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const peek = () => page[index];
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const dequeue = () => page[index++];
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const fetchNextPage = (from, to) => __awaiter(this, void 0, void 0, function* () {
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if (completed) {
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return;
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}
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index = 0;
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page = yield read({
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where: {
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timestamp: (0, __1.between)(from, to)
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},
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limit: 10000
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});
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completed = page.length == 0;
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});
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return {
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size,
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peek,
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dequeue,
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fetchNextPage,
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completed
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};
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}, [useSampleCursor.name, ...dependencies]);
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}
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import { Query, QueryObject } from '../storage';
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import { dependency } from '../use-hash';
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export declare function useReplayReader<T>(dependencies: dependency[]): (query: Query<QueryObject>) => Promise<{
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timestamp: number;
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payload: T;
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}[]>;
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//# sourceMappingURL=use-replay-reader.d.ts.map
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{"version":3,"file":"use-replay-reader.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-reader.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAIpD,wBAAgB,eAAe,CAAC,CAAC,EAAE,YAAY,EAAE,UAAU,EAAE,WAItC,MAAM,WAAW,CAAC;;;KAaxC"}
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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});
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.useReplayReader = void 0;
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const use_hash_1 = require("../use-hash");
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const use_replay_storage_1 = require("./use-replay-storage");
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function useReplayReader(dependencies) {
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const storage = (0, use_replay_storage_1.useReplayStorage)();
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const key = (0, use_hash_1.useHash)(dependencies);
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return (query) => __awaiter(this, void 0, void 0, function* () {
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var _a;
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return (yield storage.query((0, use_replay_storage_1.replaySerializableObject)(key), {
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where: {
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timestamp: (_a = query.where) === null || _a === void 0 ? void 0 : _a.timestamp
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},
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limit: query.limit,
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orderBy: query.orderBy
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})).map(it => ({
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timestamp: it.timestamp,
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payload: JSON.parse(it.json)
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}));
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});
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}
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exports.useReplayReader = useReplayReader;
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{"version":3,"file":"use-replay-reader.spec.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-reader.spec.ts"],"names":[],"mappings":""}
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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return new (P || (P = Promise))(function (resolve, reject) {
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function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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});
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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const make_test_module_1 = require("../make-test-module");
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const storage_1 = require("../storage");
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const use_replay_reader_1 = require("./use-replay-reader");
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const use_replay_storage_1 = require("./use-replay-storage");
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jest.mock('./use-replay-storage', () => (Object.assign(Object.assign({}, jest.requireActual('./use-replay-storage')), { useReplayStorage: jest.fn() })));
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describe(use_replay_reader_1.useReplayReader.name, () => {
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let fixtures;
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beforeEach(() => __awaiter(void 0, void 0, void 0, function* () {
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fixtures = yield getFixtures();
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}));
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test('read sample candle data from storage', () => __awaiter(void 0, void 0, void 0, function* () {
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yield fixtures.givenDataStored(fixtures.sample);
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const data = yield fixtures.whenDataRequested();
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expect(data).toEqual(fixtures.sample);
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}));
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});
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function getFixtures() {
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return __awaiter(this, void 0, void 0, function* () {
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const { act } = yield (0, make_test_module_1.makeTestModule)([]);
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const dependencies = ['binance:btc-usdt', 'candle', 'h1'];
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const query = jest.fn();
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(0, make_test_module_1.mockedFunc)(use_replay_storage_1.useReplayStorage).mockReturnValue({ query });
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return {
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sample: [
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{ timestamp: 1, payload: { o: 1.1, h: 1.1, l: 1.1, c: 1.1 } },
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{ timestamp: 2, payload: { o: 1.1, h: 2.2, l: 1.1, c: 2.2 } },
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{ timestamp: 3, payload: { o: 1.1, h: 3.3, l: 1.1, c: 3.3 } }
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],
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givenDataStored(data) {
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return query.mockReturnValue(Promise.resolve(data.map(it => ({
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kind: 'sample',
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timestamp: it.timestamp,
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json: JSON.stringify(it.payload)
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}))));
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},
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whenDataRequested() {
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return __awaiter(this, void 0, void 0, function* () {
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return yield act(() => (0, use_replay_reader_1.useReplayReader)(dependencies)({
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where: {
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timestamp: (0, storage_1.gt)(0)
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}
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}));
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});
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}
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};
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});
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}
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import { Storage } from '../storage';
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export declare const replaySerializableObject: (key: string) => {
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discriminator: string;
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type: {
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timestamp: "number";
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json: "string";
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};
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};
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export declare function useReplayStorage(): Storage;
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//# sourceMappingURL=use-replay-storage.d.ts.map
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{"version":3,"file":"use-replay-storage.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-storage.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAc,MAAM,cAAc,CAAC;AAEnD,eAAO,MAAM,wBAAwB,QAAS,MAAM;;;;;;CACgB,CAAC;AAErE,wBAAgB,gBAAgB,YAE/B"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.useReplayStorage = exports.replaySerializableObject = void 0;
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const storage_1 = require("../storage");
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const replaySerializableObject = (key) => storage_1.Storage.createObject(key, { timestamp: 'number', json: 'string' });
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exports.replaySerializableObject = replaySerializableObject;
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function useReplayStorage() {
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return (0, storage_1.useStorage)(['replay']);
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}
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exports.useReplayStorage = useReplayStorage;
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{"version":3,"file":"use-replay-writer.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-writer.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAIpD,wBAAgB,eAAe,CAAC,CAAC,EAAE,YAAY,EAAE,UAAU,EAAE,aAI1C;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,CAAC,CAAA;CAAE,EAAE,mBAQrD"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.useReplayWriter = void 0;
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const use_hash_1 = require("../use-hash");
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const use_replay_storage_1 = require("./use-replay-storage");
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function useReplayWriter(dependencies) {
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const storage = (0, use_replay_storage_1.useReplayStorage)();
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const key = (0, use_hash_1.useHash)(dependencies);
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return (samples) => storage.save((0, use_replay_storage_1.replaySerializableObject)(key), samples.map(it => ({
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timestamp: it.timestamp,
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json: JSON.stringify(it.payload)
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})));
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}
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exports.useReplayWriter = useReplayWriter;
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{"version":3,"file":"use-replay-writer.spec.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-writer.spec.ts"],"names":[],"mappings":""}
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{"version":3,"file":"use-replay.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay.ts"],"names":[],"mappings":"AAAA,OAAO,EAAkB,UAAU,EAAE,MAAM,MAAM,CAAC;AAIlD,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAI3C,eAAO,MAAM,SAAS;eACW,MAAM;;kBACvB,UAAU,EAAE;eADK,MAAM;;EAwBtC,CAAC"}
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const use_replay_1 = require("./use-replay");
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test('return single data stream for single data source', () => __awaiter(void 0, void 0, void 0, function* () {
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expect(yield sample1).toEqual(fixtures.sample1);
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}));
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test('return combined data stream for multiple data sources', () => __awaiter(void 0, void 0, void 0, function* () {
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expect(yield sample2).toEqual(fixtures.sample2);
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}));
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test('record and write data stream into storage', () => __awaiter(void 0, void 0, void 0, function* () {
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fixtures.givenRecordingEnabled(true);
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const sample1 = yield fixtures.whenUseReplayCalled(fixtures.sample1, ['sample1x']);
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const sample2 = yield fixtures.whenUseReplayCalled(fixtures.sample2, ['sample2x']);
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fixtures.thenReplaySampleStored(sample2, ['sample2x']);
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}));
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});
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function getFixtures() {
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const executionMode = (0, use_execution_mode_1.replayExecutionMode)();
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executionMode,
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]);
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return {
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sample1: [
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{ timestamp: 1, payload: { o: 111, h: 112, l: 113, c: 114 } },
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{ timestamp: 2, payload: { o: 121, h: 122, l: 123, c: 124 } },
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{ timestamp: 3, payload: { o: 131, h: 132, l: 133, c: 134 } }
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],
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sample2: [
|
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{ timestamp: 1, payload: { o: 211, h: 212, l: 213, c: 214 } },
|
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{ timestamp: 2, payload: { o: 221, h: 222, l: 223, c: 224 } },
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{ timestamp: 3, payload: { o: 231, h: 232, l: 233, c: 234 } }
|
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],
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givenRecordingEnabled(recording) {
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|
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},
|
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|
-
givenSampleStored(sample, dependencies) {
|
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|
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|
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|
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});
|
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},
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whenUseReplayCalled(input, dependencies) {
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return __awaiter(this, void 0, void 0, function* () {
|
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const sample = Array.of();
|
|
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|
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yield act(() => (0, rxjs_1.lastValueFrom)((0, use_replay_1.useReplay)((0, rxjs_1.from)(input), dependencies).pipe((0, rxjs_1.tap)(it => sample.push(it)))));
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return sample;
|
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});
|
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},
|
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whenUseSampleStreamerStarted() {
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act(() => {
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const { tryContinue } = (0, use_replay_coordinator_1.useReplayCoordinator)();
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tryContinue();
|
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});
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},
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thenReplaySampleStored(sample, dependencies) {
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const stored = yield act(() => {
|
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|
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return reader({
|
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where: {
|
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timestamp: (0, __1.between)(sample[0].timestamp, sample[sample.length - 1].timestamp + 1)
|
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}
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});
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});
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expect(stored).toEqual(sample);
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});
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}
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};
|
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});
|
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}
|
|
@@ -1 +0,0 @@
|
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|
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{"version":3,"file":"with-replay.d.ts","sourceRoot":"","sources":["../../src/replay/with-replay.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAGlC,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,wBAAgB,UAAU,CAAC,CAAC,SAAS,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,SAAS,UAAU,CAAC,CAAC,CAAC,EAAE,CAAC,EAChF,EAAE,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,CAAC,GACpB,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,CAAC,CAEnB"}
|
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@@ -1,18 +0,0 @@
|
|
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1
|
-
import { InferQueryObject, Query, QueryMappingType, QueryObject, Storage } from '../storage';
|
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export declare const useSessionObject: <K extends QueryObject, T extends { [key in keyof K]: QueryMappingType; }>(object: {
|
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discriminator: string;
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type: T;
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}) => {
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query: (query: Query<InferQueryObject<{
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discriminator: string;
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type: T;
|
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}>>) => import("rxjs").Observable<InferQueryObject<{
|
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|
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type: T;
|
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}>[]>;
|
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save: (objects: InferQueryObject<{
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discriminator: string;
|
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type: T;
|
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}>[]) => Promise<void>;
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};
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//# sourceMappingURL=use-session-object.d.ts.map
|
|
@@ -1 +0,0 @@
|
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|
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{"version":3,"file":"use-session-object.d.ts","sourceRoot":"","sources":["../../src/session/use-session-object.ts"],"names":[],"mappings":"AAEA,OAAO,EACL,gBAAgB,EAChB,KAAK,EACL,gBAAgB,EAChB,WAAW,EACX,OAAO,EACR,MAAM,cAAc,CAAC;AAItB,eAAO,MAAM,gBAAgB;;;;;;;;;;;;;;;CAa5B,CAAC"}
|
|
@@ -1 +0,0 @@
|
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|
1
|
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{"version":3,"file":"use-session.d.ts","sourceRoot":"","sources":["../../src/session/use-session.ts"],"names":[],"mappings":"AAEA,eAAO,MAAM,UAAU;;CAEpB,CAAC"}
|
|
@@ -1,30 +0,0 @@
|
|
|
1
|
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import { Decimal } from 'decimal.js';
|
|
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|
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declare module 'decimal.js' {
|
|
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|
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interface Decimal {
|
|
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|
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toFloor(decimalPlaces: number): Decimal;
|
|
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|
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toCeil(decimalPlaces: number): Decimal;
|
|
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|
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}
|
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|
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}
|
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|
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export declare class decimal extends Decimal {
|
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|
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}
|
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|
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export declare function d(value: Decimal.Value): decimal;
|
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|
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export declare namespace d {
|
|
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|
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var Zero: decimal;
|
|
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|
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}
|
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|
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export declare function weightedMean(values: decimal[], weights: decimal[]): decimal;
|
|
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|
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export declare function pnl(entryRate: decimal, exitRate: decimal, amount: decimal): Decimal;
|
|
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|
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/**
|
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*
|
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* @param timestamp
|
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* @param timeframe
|
|
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|
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* @returns nearest timestamp to the given timeframe
|
|
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|
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*/
|
|
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|
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export declare function candledown(timestamp: number, timeframe: number): number;
|
|
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|
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/**
|
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*
|
|
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|
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* @param timestamp
|
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|
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* @param timeframe
|
|
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|
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* @returns nearest timestamp to the given timeframe
|
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*/
|
|
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|
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export declare function candleup(timestamp: number, timeframe: number): number;
|
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//# sourceMappingURL=decimals.d.ts.map
|
|
@@ -1 +0,0 @@
|
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{"version":3,"file":"decimals.d.ts","sourceRoot":"","sources":["../../src/shared/decimals.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,YAAY,CAAC;AAErC,OAAO,QAAQ,YAAY,CAAC;IAC1B,UAAU,OAAO;QACf,OAAO,CAAC,aAAa,EAAE,MAAM,GAAG,OAAO,CAAC;QACxC,MAAM,CAAC,aAAa,EAAE,MAAM,GAAG,OAAO,CAAC;KACxC;CACF;AAUD,qBAAa,OAAQ,SAAQ,OAAO;CAAG;AAOvC,wBAAgB,CAAC,CAAC,KAAK,EAAE,OAAO,CAAC,KAAK,WAErC;yBAFe,CAAC;;;AAMjB,wBAAgB,YAAY,CAAC,MAAM,EAAE,OAAO,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,GAAG,OAAO,CAc3E;AAED,wBAAgB,GAAG,CAAC,SAAS,EAAE,OAAO,EAAE,QAAQ,EAAE,OAAO,EAAE,MAAM,EAAE,OAAO,WAEzE;AAED;;;;;GAKG;AACH,wBAAgB,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM,CAEvE;AAED;;;;;GAKG;AACH,wBAAgB,QAAQ,CAAC,SAAS,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM,CAErE"}
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package/dist/shared/decimals.js
DELETED
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@@ -1,61 +0,0 @@
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1
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"use strict";
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2
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-
Object.defineProperty(exports, "__esModule", { value: true });
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3
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exports.candleup = exports.candledown = exports.pnl = exports.weightedMean = exports.d = exports.decimal = void 0;
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4
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const decimal_js_1 = require("decimal.js");
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5
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decimal_js_1.Decimal.prototype.toFloor = function (decimalPlaces) {
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6
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-
return this.toDecimalPlaces(decimalPlaces, decimal_js_1.Decimal.ROUND_FLOOR);
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7
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};
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8
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-
decimal_js_1.Decimal.prototype.toCeil = function (decimalPlaces) {
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9
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-
return this.toDecimalPlaces(decimalPlaces, decimal_js_1.Decimal.ROUND_CEIL);
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10
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};
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11
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class decimal extends decimal_js_1.Decimal {
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12
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}
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13
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-
exports.decimal = decimal;
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14
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-
/*
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15
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-
decimal.prototype.toJSON = function () {
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16
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return '444';
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17
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};
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-
*/
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19
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-
function d(value) {
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20
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return new decimal(value);
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21
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-
}
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22
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-
exports.d = d;
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23
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-
d.Zero = new decimal(0);
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24
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-
function weightedMean(values, weights) {
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25
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-
const result = values
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26
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.map((value, i) => {
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27
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const weight = weights[i];
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28
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-
const sum = value.mul(weight);
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29
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-
return [sum, weight];
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30
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-
})
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31
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-
.reduce((p, c) => [p[0].add(c[0]), p[1].add(c[1])], [d.Zero, d.Zero]);
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32
|
-
if (!result[1]) {
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|
33
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-
return d.Zero;
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34
|
-
}
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35
|
-
return result[0].div(result[1]);
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36
|
-
}
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37
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-
exports.weightedMean = weightedMean;
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38
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-
function pnl(entryRate, exitRate, amount) {
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39
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-
return exitRate.div(entryRate).minus(1).mul(amount);
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|
40
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-
}
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41
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-
exports.pnl = pnl;
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42
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-
/**
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43
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-
*
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44
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-
* @param timestamp
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45
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-
* @param timeframe
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46
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-
* @returns nearest timestamp to the given timeframe
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47
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-
*/
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48
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-
function candledown(timestamp, timeframe) {
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49
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-
return timestamp - (timestamp % timeframe);
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50
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-
}
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51
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-
exports.candledown = candledown;
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52
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-
/**
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53
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-
*
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54
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-
* @param timestamp
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55
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-
* @param timeframe
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56
|
-
* @returns nearest timestamp to the given timeframe
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|
57
|
-
*/
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|
58
|
-
function candleup(timestamp, timeframe) {
|
|
59
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-
return candledown(timestamp, timeframe) + timeframe;
|
|
60
|
-
}
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|
61
|
-
exports.candleup = candleup;
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