@quantform/core 0.7.19 → 0.7.21

package/lib/cli/replay.d.ts

@@ -2,5 +2,6 @@ export default function (name: string, options: {
     id?: string;
     from?: string;
     to?: string;
+    storage?: string;
 }): Promise<void>;
 //# sourceMappingURL=replay.d.ts.map

package/lib/cli/replay.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../../src/cli/replay.ts"],"names":[],"mappings":"AAOA,yBACE,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE;IAAE,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,IAAI,CAAC,EAAE,MAAM,CAAC;IAAC,EAAE,CAAC,EAAE,MAAM,CAAA;CAAE,iBAiBrD"}
+{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../../src/cli/replay.ts"],"names":[],"mappings":"AAOA,yBACE,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE;IAAE,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,IAAI,CAAC,EAAE,MAAM,CAAC;IAAC,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,OAAO,CAAC,EAAE,MAAM,CAAA;CAAE,iBAkBvE"}

package/lib/cli/replay.js

@@ -18,16 +18,17 @@ const session_1 = require("../session");
 const use_execution_mode_1 = require("../use-execution-mode");
 const script_1 = require("./internal/script");
 function default_1(name, options) {
-    var _a;
+    var _a, _b;
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
         const from = options.from ? new Date(options.from).getTime() : 0;
         const to = options.to ? new Date(options.to).getTime() : 1893452400; // 01-01-2030;
+        const storage = (_a = options.storage) !== null && _a !== void 0 ? _a : 'backtest';
         const script = new script_1.Script(name, [
-            session_1.useSession.options({ id: (_a = options.id) !== null && _a !== void 0 ? _a : Date.now().toString() }),
-            (0, replay_1.replayOptions)({ from, to }),
+            session_1.useSession.options({ id: (_b = options.id) !== null && _b !== void 0 ? _b : Date.now().toString() }),
+            (0, replay_1.replayOptions)({ from, to, storage }),
             use_execution_mode_1.useExecutionMode.replayOptions()
         ]);
         const output = yield script.run();

package/lib/index.d.ts

@@ -18,6 +18,6 @@ export * from './with-memo';
 export * from './session';
 export * from './strategy';
 export * from './operators';
-export * from './backtest';
+export * from './replay';
 export * from './uri';
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,gBAAgB,CAAC;AAC/B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,eAAe,CAAC;AAC9B,cAAc,oBAAoB,CAAC;AACnC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,uBAAuB,CAAC;AACtC,cAAc,WAAW,CAAC;AAC1B,cAAc,yBAAyB,CAAC;AACxC,cAAc,cAAc,CAAC;AAC7B,cAAc,iBAAiB,CAAC;AAChC,cAAc,aAAa,CAAC;AAC5B,cAAc,iBAAiB,CAAC;AAChC,cAAc,kBAAkB,CAAC;AACjC,cAAc,mBAAmB,CAAC;AAClC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,cAAc,CAAC;AAC7B,cAAc,eAAe,CAAC;AAC9B,cAAc,gBAAgB,CAAC;AAC/B,cAAc,eAAe,CAAC;AAC9B,cAAc,UAAU,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,gBAAgB,CAAC;AAC/B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,eAAe,CAAC;AAC9B,cAAc,oBAAoB,CAAC;AACnC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,uBAAuB,CAAC;AACtC,cAAc,WAAW,CAAC;AAC1B,cAAc,yBAAyB,CAAC;AACxC,cAAc,cAAc,CAAC;AAC7B,cAAc,iBAAiB,CAAC;AAChC,cAAc,aAAa,CAAC;AAC5B,cAAc,iBAAiB,CAAC;AAChC,cAAc,kBAAkB,CAAC;AACjC,cAAc,mBAAmB,CAAC;AAClC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,cAAc,CAAC;AAC7B,cAAc,eAAe,CAAC;AAC9B,cAAc,gBAAgB,CAAC;AAC/B,cAAc,aAAa,CAAC;AAC5B,cAAc,UAAU,CAAC"}

package/lib/index.js

@@ -34,5 +34,5 @@ __exportStar(require("./with-memo"), exports);
 __exportStar(require("./session"), exports);
 __exportStar(require("./strategy"), exports);
 __exportStar(require("./operators"), exports);
-__exportStar(require("./backtest"), exports);
+__exportStar(require("./replay"), exports);
 __exportStar(require("./uri"), exports);

package/lib/replay/index.d.ts

@@ -1,10 +1,7 @@
 export * from './use-replay';
-export * from './use-replay-lock';
 export * from './use-replay-options';
-export * from './storage/use-replay-storage';
-export * from './storage/use-replay-storage-buffer';
-export * from './use-replay-manager';
+export * from './use-replay-scheduler';
+export * from './use-replay-storage';
+export * from './use-replay-sync';
 export * from './when-replay-finished';
-export * from './replay';
-export * from './replay-guard';
 //# sourceMappingURL=index.d.ts.map

package/lib/replay/index.d.ts.map

@@ -1 +1 @@
-{"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"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/replay/index.ts"],"names":[],"mappings":"AAAA,cAAc,cAAc,CAAC;AAC7B,cAAc,sBAAsB,CAAC;AACrC,cAAc,wBAAwB,CAAC;AACvC,cAAc,sBAAsB,CAAC;AACrC,cAAc,mBAAmB,CAAC;AAClC,cAAc,wBAAwB,CAAC"}

package/lib/replay/index.js

@@ -15,11 +15,8 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./use-replay"), exports);
-__exportStar(require("./use-replay-lock"), exports);
 __exportStar(require("./use-replay-options"), exports);
-__exportStar(require("./storage/use-replay-storage"), exports);
-__exportStar(require("./storage/use-replay-storage-buffer"), exports);
-__exportStar(require("./use-replay-manager"), exports);
+__exportStar(require("./use-replay-scheduler"), exports);
+__exportStar(require("./use-replay-storage"), exports);
+__exportStar(require("./use-replay-sync"), exports);
 __exportStar(require("./when-replay-finished"), exports);
-__exportStar(require("./replay"), exports);
-__exportStar(require("./replay-guard"), exports);

package/lib/replay/use-replay-options.d.ts

@@ -2,11 +2,16 @@ import { Dependency } from '../module';
 type ReplayOptions = {
     from: number;
     to: number;
+    limit?: number;
+    storage?: string;
 };
 /**
  *
  */
-export declare function replayOptions(options: ReplayOptions): Dependency;
+export declare function replayOptions(options: Omit<ReplayOptions, 'from' | 'to'> & {
+    from: number;
+    to: number;
+}): Dependency;
 /**
  * Will return current replay execution options.
  */

package/lib/replay/use-replay-options.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"use-replay-options.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-options.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAc,MAAM,aAAa,CAAC;AAIrD,KAAK,aAAa,GAAG;IACnB,IAAI,EAAE,MAAM,CAAC;IACb,EAAE,EAAE,MAAM,CAAC;CACZ,CAAC;AAEF;;GAEG;AACH,wBAAgB,aAAa,CAAC,OAAO,EAAE,aAAa,GAAG,UAAU,CAKhE;AAED;;GAEG;AACH,eAAO,MAAM,gBAAgB,qBAAkD,CAAC"}
+{"version":3,"file":"use-replay-options.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-options.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAc,MAAM,aAAa,CAAC;AAIrD,KAAK,aAAa,GAAG;IACnB,IAAI,EAAE,MAAM,CAAC;IACb,EAAE,EAAE,MAAM,CAAC;IACX,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,OAAO,CAAC,EAAE,MAAM,CAAC;CAClB,CAAC;AAEF;;GAEG;AACH,wBAAgB,aAAa,CAC3B,OAAO,EAAE,IAAI,CAAC,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC,GAAG;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,EAAE,EAAE,MAAM,CAAA;CAAE,GACzE,UAAU,CASZ;AAED;;GAEG;AACH,eAAO,MAAM,gBAAgB,qBAAkD,CAAC"}

package/lib/replay/use-replay-options.js

@@ -9,7 +9,7 @@ const injectionToken = Symbol('replay-options');
 function replayOptions(options) {
     return {
         provide: injectionToken,
-        useValue: options
+        useValue: Object.assign({ storage: 'backtest', limit: 10000 }, options)
     };
 }
 exports.replayOptions = replayOptions;

package/lib/{backtest/use-backtest-scheduler.d.ts → replay/use-replay-scheduler.d.ts}

@@ -1,6 +1,6 @@
 import { Observable } from 'rxjs';
-import { BacktestStorage } from './use-backtest';
-export declare const useBacktestScheduler: () => {
+import { ReplayQuery } from './use-replay-storage-cursor';
+export declare const useReplayScheduler: () => {
     stream: Observable<[{
         size(): number;
         peek(): {
@@ -20,9 +20,9 @@ export declare const useBacktestScheduler: () => {
     timestamp(): number;
     stop(): void;
     tryContinue: () => void;
-    watch<T>(query: BacktestStorage<T>): Observable<{
+    watch<T>(query: ReplayQuery<T>): Observable<{
         timestamp: number;
         payload: T;
     }>;
 };
-//# sourceMappingURL=use-backtest-scheduler.d.ts.map
+//# sourceMappingURL=use-replay-scheduler.d.ts.map

package/lib/replay/use-replay-scheduler.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-replay-scheduler.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-scheduler.ts"],"names":[],"mappings":"AAAA,OAAO,EAAsB,UAAU,EAAW,MAAM,MAAM,CAAC;AAM/D,OAAO,EAAE,WAAW,EAA0B,MAAM,6BAA6B,CAAC;AAElF,eAAO,MAAM,kBAAkB;;;;;;;;;;;;;;mBASmC,MAAM;iBAAW,GAAG;;;;;;mBA+DzB,MAAM;;;CAgBjE,CAAC"}

package/lib/{backtest/use-backtest-scheduler.js → replay/use-replay-scheduler.js}

@@ -9,14 +9,14 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useBacktestScheduler = void 0;
+exports.useReplayScheduler = void 0;
 const rxjs_1 = require("rxjs");
 const with_memo_1 = require("../with-memo");
-const use_backtest_options_1 = require("./use-backtest-options");
-const use_backtest_query_cursor_1 = require("./use-backtest-query-cursor");
-exports.useBacktestScheduler = (0, with_memo_1.withMemo)(() => {
-    const { from } = (0, use_backtest_options_1.useBacktestOptions)();
-    const { get, cursor } = (0, use_backtest_query_cursor_1.useBacktestQueryCursor)();
+const use_replay_options_1 = require("./use-replay-options");
+const use_replay_storage_cursor_1 = require("./use-replay-storage-cursor");
+exports.useReplayScheduler = (0, with_memo_1.withMemo)(() => {
+    const { from } = (0, use_replay_options_1.useReplayOptions)();
+    const { get, cursor } = (0, use_replay_storage_cursor_1.useReplayStorageCursor)();
     let timestamp = from;
     let stopAcquire = 1;
     let processing = false;

package/lib/replay/{storage/use-replay-storage-buffer.d.ts → use-replay-storage-buffer.d.ts}

@@ -1,5 +1,5 @@
-import { dependency } from '../../use-hash';
-export declare const useReplayStorageBuffer: <T>(dependencies: dependency[]) => {
+import { ReplayQuery } from './use-replay-storage-cursor';
+export declare function useReplayStorageBuffer<T>(storage: ReplayQuery<T>): {
     size(): number;
     peek(): {
         timestamp: number;

package/lib/replay/use-replay-storage-buffer.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-replay-storage-buffer.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-storage-buffer.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,WAAW,EAAE,MAAM,6BAA6B,CAAC;AAE1D,wBAAgB,sBAAsB,CAAC,CAAC,EAAE,OAAO,EAAE,WAAW,CAAC,CAAC,CAAC;;;mBAGlC,MAAM;iBAAW,CAAC;;;mBAAlB,MAAM;iBAAW,CAAC;;;;EAwChD"}

package/lib/{backtest/use-backtest-query-buffer.js → replay/use-replay-storage-buffer.js}

@@ -9,11 +9,11 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useBacktestQueryBuffer = void 0;
+exports.useReplayStorageBuffer = void 0;
 const storage_1 = require("../storage");
-const use_backtest_options_1 = require("./use-backtest-options");
-function useBacktestQueryBuffer(storage) {
-    const { from, to } = (0, use_backtest_options_1.useBacktestOptions)();
+const use_replay_options_1 = require("./use-replay-options");
+function useReplayStorageBuffer(storage) {
+    const { from, to, limit } = (0, use_replay_options_1.useReplayOptions)();
     let page = [];
     let index = 0;
     let completed = false;
@@ -39,7 +39,7 @@ function useBacktestQueryBuffer(storage) {
                 index = 0;
                 page = yield storage.query({
                     where: { timestamp: (0, storage_1.between)(from, to) },
-                    limit: 10000,
+                    limit,
                     offset: count,
                     orderBy: 'ASC'
                 });
@@ -49,4 +49,4 @@ function useBacktestQueryBuffer(storage) {
         }
     };
 }
-exports.useBacktestQueryBuffer = useBacktestQueryBuffer;
+exports.useReplayStorageBuffer = useReplayStorageBuffer;

package/lib/replay/{storage/use-replay-storage-cursor.d.ts → use-replay-storage-cursor.d.ts}

@@ -1,6 +1,20 @@
-import { dependency } from '../../use-hash';
+import { Query, QueryObject } from '../storage';
+export interface ReplayQuery<V> {
+    query(query: Query<QueryObject> & {
+        where: {
+            timestamp: {
+                type: 'between';
+                min: number;
+                max: number;
+            };
+        };
+    }): Promise<{
+        timestamp: number;
+        payload: V;
+    }[]>;
+}
 export declare const useReplayStorageCursor: () => {
-    get<T>(dependencies: dependency[]): {
+    get<T>(query: ReplayQuery<T>): {
         size(): number;
         peek(): {
             timestamp: number;

package/lib/replay/use-replay-storage-cursor.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-replay-storage-cursor.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-storage-cursor.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAKlD,MAAM,WAAW,WAAW,CAAC,CAAC;IAC5B,KAAK,CACH,KAAK,EAAE,KAAK,CAAC,WAAW,CAAC,GAAG;QAC1B,KAAK,EAAE;YAAE,SAAS,EAAE;gBAAE,IAAI,EAAE,SAAS,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAA;aAAE,CAAA;SAAE,CAAC;KACrE,GACA,OAAO,CAAC;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,OAAO,EAAE,CAAC,CAAA;KAAE,EAAE,CAAC,CAAC;CACjD;AAED,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;CAkCjC,CAAC"}

package/lib/{backtest/use-backtest-query-cursor.js → replay/use-replay-storage-cursor.js}

@@ -9,14 +9,14 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useBacktestQueryCursor = void 0;
+exports.useReplayStorageCursor = void 0;
 const with_memo_1 = require("../with-memo");
-const use_backtest_query_buffer_1 = require("./use-backtest-query-buffer");
-exports.useBacktestQueryCursor = (0, with_memo_1.withMemo)(() => {
+const use_replay_storage_buffer_1 = require("./use-replay-storage-buffer");
+exports.useReplayStorageCursor = (0, with_memo_1.withMemo)(() => {
     const cursors = Array.of();
     return {
         get(query) {
-            const buffer = (0, use_backtest_query_buffer_1.useBacktestQueryBuffer)(query);
+            const buffer = (0, use_replay_storage_buffer_1.useReplayStorageBuffer)(query);
             cursors.push(buffer);
             return buffer;
         },

package/lib/{backtest/use-backtest-storage.d.ts → replay/use-replay-storage.d.ts}

@@ -1,7 +1,6 @@
 import { InferQueryObject, Query, QueryObject, QueryObjectType } from '../storage';
 import { Uri } from '../uri';
-import { BacktestStorage } from './use-backtest';
-export type BacktestStorageQuery<V> = {
+export type ReplayStorageQuery<V> = {
     sync: <T extends QueryObjectType<K>, K extends QueryObject>(query: Query<InferQueryObject<T>> & {
         where: {
             timestamp: {
@@ -17,5 +16,10 @@ export type BacktestStorageQuery<V> = {
         }[]) => Promise<void>;
     }) => Promise<void>;
 };
-export declare function useBacktestStorage<V, P extends Record<string, string | number>>(uri: Uri<P>, { sync }: BacktestStorageQuery<V>): BacktestStorage<V>;
-//# sourceMappingURL=use-backtest-storage.d.ts.map
+export declare function useReplayStorage<V, P extends Record<string, string | number>>(uri: Uri<P>, { sync }: ReplayStorageQuery<V>): {
+    watch: () => import("rxjs").Observable<{
+        timestamp: number;
+        payload: V;
+    }>;
+};
+//# sourceMappingURL=use-replay-storage.d.ts.map

package/lib/replay/use-replay-storage.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-replay-storage.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-storage.ts"],"names":[],"mappings":"AAGA,OAAO,EAEL,gBAAgB,EAChB,KAAK,EACL,WAAW,EACX,eAAe,EAGhB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAO/B,MAAM,MAAM,kBAAkB,CAAC,CAAC,IAAI;IAClC,IAAI,EAAE,CAAC,CAAC,SAAS,eAAe,CAAC,CAAC,CAAC,EAAE,CAAC,SAAS,WAAW,EACxD,KAAK,EAAE,KAAK,CAAC,gBAAgB,CAAC,CAAC,CAAC,CAAC,GAAG;QAClC,KAAK,EAAE;YAAE,SAAS,EAAE;gBAAE,IAAI,EAAE,SAAS,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAA;aAAE,CAAA;SAAE,CAAC;KACrE,EACD,OAAO,EAAE;QAAE,IAAI,EAAE,CAAC,OAAO,EAAE;YAAE,SAAS,EAAE,MAAM,CAAC;YAAC,OAAO,EAAE,CAAC,CAAA;SAAE,EAAE,KAAK,OAAO,CAAC,IAAI,CAAC,CAAA;KAAE,KAC/E,OAAO,CAAC,IAAI,CAAC,CAAC;CACpB,CAAC;AASF,wBAAgB,gBAAgB,CAAC,CAAC,EAAE,CAAC,SAAS,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAAC,EAC3E,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,EACX,EAAE,IAAI,EAAE,EAAE,kBAAkB,CAAC,CAAC,CAAC;;;;;EA+DhC"}

package/lib/replay/use-replay-storage.js

@@ -0,0 +1,77 @@
+"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.useReplayStorage = void 0;
+const rxjs_1 = require("rxjs");
+const hash_code_1 = require("../hash-code");
+const storage_1 = require("../storage");
+const use_logger_1 = require("../use-logger");
+const use_memo_1 = require("../use-memo");
+const use_replay_options_1 = require("./use-replay-options");
+const use_replay_scheduler_1 = require("./use-replay-scheduler");
+const storageIndexObject = storage_1.Storage.createObject('index://range', {
+    timestamp: 'number',
+    uri: 'string',
+    min: 'number',
+    max: 'number'
+});
+function useReplayStorage(uri, { sync }) {
+    const { watch } = (0, use_replay_scheduler_1.useReplayScheduler)();
+    const { info } = (0, use_logger_1.useLogger)(useReplayStorage.name);
+    const options = (0, use_replay_options_1.useReplayOptions)();
+    const storage = (0, storage_1.useStorage)([options.storage]);
+    const storageObjectKey = uri.query;
+    const storageObject = storage_1.Storage.createObject(storageObjectKey, {
+        timestamp: 'number',
+        payload: 'string'
+    });
+    const id = (0, hash_code_1.hashCode)(storageObjectKey);
+    return {
+        watch: () => (0, use_memo_1.useMemo)(() => watch({
+            query(query) {
+                return __awaiter(this, void 0, void 0, function* () {
+                    const [index] = yield storage.query(storageIndexObject, {
+                        limit: 1,
+                        where: { timestamp: (0, storage_1.eq)(id) }
+                    });
+                    const { min, max } = query.where.timestamp;
+                    if (!index || min < index.min || max > index.max) {
+                        info(`fetching replay for ${storageObjectKey} started`);
+                        yield sync(query, {
+                            save(objects) {
+                                return __awaiter(this, void 0, void 0, function* () {
+                                    yield storage.save(storageObject, objects.map(it => ({
+                                        timestamp: it.timestamp,
+                                        payload: JSON.stringify(it.payload)
+                                    })));
+                                });
+                            }
+                        });
+                        yield storage.save(storageIndexObject, [
+                            {
+                                timestamp: id,
+                                max,
+                                min,
+                                uri: storageObjectKey
+                            }
+                        ]);
+                        info(`fetching replay for ${storageObjectKey} finished`);
+                    }
+                    return (yield storage.query(storageObject, query)).map(it => ({
+                        timestamp: it.timestamp,
+                        payload: JSON.parse(it.payload)
+                    }));
+                });
+            }
+        }).pipe((0, rxjs_1.share)()), [useReplayStorage.name, storageObjectKey])
+    };
+}
+exports.useReplayStorage = useReplayStorage;

package/lib/replay/use-replay-sync.d.ts

@@ -0,0 +1,3 @@
+import { Observable } from 'rxjs';
+export declare function useReplaySync<T>(input: Observable<T>): Observable<T>;
+//# sourceMappingURL=use-replay-sync.d.ts.map

package/lib/replay/use-replay-sync.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"use-replay-sync.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay-sync.ts"],"names":[],"mappings":"AAAA,OAAO,EAAY,UAAU,EAAE,MAAM,MAAM,CAAC;AAM5C,wBAAgB,aAAa,CAAC,CAAC,EAAE,KAAK,EAAE,UAAU,CAAC,CAAC,CAAC,GAAG,UAAU,CAAC,CAAC,CAAC,CAYpE"}

package/lib/{backtest/use-backtest-sync.js → replay/use-replay-sync.js}

@@ -1,16 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useBacktestSync = void 0;
+exports.useReplaySync = void 0;
 const rxjs_1 = require("rxjs");
 const use_execution_mode_1 = require("../use-execution-mode");
-const use_backtest_scheduler_1 = require("./use-backtest-scheduler");
-function useBacktestSync(input) {
+const use_replay_scheduler_1 = require("./use-replay-scheduler");
+function useReplaySync(input) {
     const { isReplay } = (0, use_execution_mode_1.useExecutionMode)();
     if (!isReplay) {
         return input;
     }
-    const { stop, tryContinue } = (0, use_backtest_scheduler_1.useBacktestScheduler)();
+    const { stop, tryContinue } = (0, use_replay_scheduler_1.useReplayScheduler)();
     stop();
     return input.pipe((0, rxjs_1.finalize)(() => tryContinue()));
 }
-exports.useBacktestSync = useBacktestSync;
+exports.useReplaySync = useReplaySync;

package/lib/replay/use-replay.d.ts

@@ -1,10 +1,2 @@
-import { Observable } from 'rxjs';
-import { dependency } from '../use-hash';
-export declare function useReplay<T>(input: Observable<{
-    timestamp: number;
-    payload: T;
-}>, dependencies: dependency[]): Observable<{
-    timestamp: number;
-    payload: T;
-}>;
+export declare function useReplay<T>(backtest: T, real: T): T;
 //# sourceMappingURL=use-replay.d.ts.map

package/lib/replay/use-replay.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"use-replay.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAO,MAAM,MAAM,CAAC;AAGvC,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAK3C,wBAAgB,SAAS,CAAC,CAAC,EACzB,KAAK,EAAE,UAAU,CAAC;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,CAAC,CAAA;CAAE,CAAC,EACpD,YAAY,EAAE,UAAU,EAAE;eADK,MAAM;aAAW,CAAC;GAkBlD"}
+{"version":3,"file":"use-replay.d.ts","sourceRoot":"","sources":["../../src/replay/use-replay.ts"],"names":[],"mappings":"AAEA,wBAAgB,SAAS,CAAC,CAAC,EAAE,QAAQ,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,KAIhD"}

package/lib/replay/use-replay.js

@@ -1,20 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.useReplay = void 0;
-const rxjs_1 = require("rxjs");
 const use_execution_mode_1 = require("../use-execution-mode");
-const use_replay_storage_1 = require("./storage/use-replay-storage");
-const use_replay_manager_1 = require("./use-replay-manager");
-function useReplay(input, dependencies) {
-    const { isReplay, recording } = (0, use_execution_mode_1.useExecutionMode)();
-    if (isReplay) {
-        const { watch } = (0, use_replay_manager_1.useReplayManager)();
-        return watch(dependencies);
-    }
-    if (recording) {
-        const { save } = (0, use_replay_storage_1.useReplayStorage)(dependencies);
-        return input.pipe((0, rxjs_1.tap)(it => save([it])));
-    }
-    return input;
+function useReplay(backtest, real) {
+    const { isReplay } = (0, use_execution_mode_1.useExecutionMode)();
+    return isReplay ? backtest : real;
 }
 exports.useReplay = useReplay;

package/lib/replay/when-replay-finished.js

@@ -3,13 +3,13 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.whenReplayFinished = void 0;
 const rxjs_1 = require("rxjs");
 const use_execution_mode_1 = require("../use-execution-mode");
-const use_replay_manager_1 = require("./use-replay-manager");
+const use_replay_scheduler_1 = require("./use-replay-scheduler");
 function whenReplayFinished() {
     const { isReplay } = (0, use_execution_mode_1.useExecutionMode)();
     if (!isReplay) {
         return new rxjs_1.Subject().asObservable();
     }
-    const { stream } = (0, use_replay_manager_1.useReplayManager)();
+    const { stream } = (0, use_replay_scheduler_1.useReplayScheduler)();
     return (0, rxjs_1.from)(stream).pipe((0, rxjs_1.last)(), (0, rxjs_1.map)(() => true));
 }
 exports.whenReplayFinished = whenReplayFinished;

package/lib/use-timestamp.js

@@ -2,11 +2,11 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.useTimestamp = void 0;
 const use_execution_mode_1 = require("./use-execution-mode");
-const backtest_1 = require("./backtest");
+const replay_1 = require("./replay");
 function useTimestamp() {
     const { isReplay } = (0, use_execution_mode_1.useExecutionMode)();
     if (isReplay) {
-        return (0, backtest_1.useBacktestScheduler)().timestamp();
+        return (0, replay_1.useReplayScheduler)().timestamp();
     }
     return Date.now();
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.7.19",
+  "version": "0.7.21",
   "license": "MIT",
   "author": "Mateusz Majchrzak",
   "description": "Node.js library for building systematic trading strategies in reactive way.",

package/src/cli/replay.ts

@@ -7,7 +7,7 @@ import { Script } from './internal/script';
 
 export default async function (
   name: string,
-  options: { id?: string; from?: string; to?: string }
+  options: { id?: string; from?: string; to?: string; storage?: string }
 ) {
   if (await build()) {
     return;
@@ -15,10 +15,11 @@ export default async function (
 
   const from = options.from ? new Date(options.from).getTime() : 0;
   const to = options.to ? new Date(options.to).getTime() : 1893452400; // 01-01-2030;
+  const storage = options.storage ?? 'backtest';
 
   const script = new Script(name, [
     useSession.options({ id: options.id ?? Date.now().toString() }),
-    replayOptions({ from, to }),
+    replayOptions({ from, to, storage }),
     useExecutionMode.replayOptions()
   ]);
   const output = await script.run();

package/src/index.ts

@@ -18,5 +18,5 @@ export * from '@lib/with-memo';
 export * from '@lib/session';
 export * from '@lib/strategy';
 export * from '@lib/operators';
-export * from '@lib/backtest';
+export * from '@lib/replay';
 export * from '@lib/uri';

package/src/replay/index.ts

@@ -1,9 +1,6 @@
 export * from './use-replay';
-export * from './use-replay-lock';
 export * from './use-replay-options';
-export * from './storage/use-replay-storage';
-export * from './storage/use-replay-storage-buffer';
-export * from './use-replay-manager';
+export * from './use-replay-scheduler';
+export * from './use-replay-storage';
+export * from './use-replay-sync';
 export * from './when-replay-finished';
-export * from './replay';
-export * from './replay-guard';

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

@@ -5,15 +5,23 @@ const injectionToken = Symbol('replay-options');
 type ReplayOptions = {
   from: number;
   to: number;
+  limit?: number;
+  storage?: string;
 };
 
 /**
  *
  */
-export function replayOptions(options: ReplayOptions): Dependency {
+export function replayOptions(
+  options: Omit<ReplayOptions, 'from' | 'to'> & { from: number; to: number }
+): Dependency {
   return {
     provide: injectionToken,
-    useValue: options
+    useValue: {
+      storage: 'backtest',
+      limit: 10000,
+      ...options
+    } satisfies ReplayOptions
   };
 }
 

package/src/{backtest/use-backtest-scheduler.ts → replay/use-replay-scheduler.ts}

@@ -2,21 +2,20 @@ import { defer, filter, map, Observable, Subject } from 'rxjs';
 
 import { withMemo } from '@lib/with-memo';
 
-import { BacktestStorage } from './use-backtest';
-import { useBacktestOptions } from './use-backtest-options';
-import { useBacktestQueryBuffer } from './use-backtest-query-buffer';
-import { useBacktestQueryCursor } from './use-backtest-query-cursor';
+import { useReplayOptions } from './use-replay-options';
+import { useReplayStorageBuffer } from './use-replay-storage-buffer';
+import { ReplayQuery, useReplayStorageCursor } from './use-replay-storage-cursor';
 
-export const useBacktestScheduler = withMemo(() => {
-  const { from } = useBacktestOptions();
-  const { get, cursor } = useBacktestQueryCursor();
+export const useReplayScheduler = withMemo(() => {
+  const { from } = useReplayOptions();
+  const { get, cursor } = useReplayStorageCursor();
 
   let timestamp = from;
   let stopAcquire = 1;
   let processing = false;
 
   const stream$ = new Subject<
-    [ReturnType<typeof useBacktestQueryBuffer<any>>, { timestamp: number; payload: any }]
+    [ReturnType<typeof useReplayStorageBuffer<any>>, { timestamp: number; payload: any }]
   >();
 
   const processNext = async () => {
@@ -79,7 +78,7 @@ export const useBacktestScheduler = withMemo(() => {
 
     tryContinue,
 
-    watch<T>(query: BacktestStorage<T>): Observable<{ timestamp: number; payload: T }> {
+    watch<T>(query: ReplayQuery<T>): Observable<{ timestamp: number; payload: T }> {
       const storage = get<T>(query);
 
       return defer(() => {

package/src/{backtest/use-backtest-query-buffer.ts → replay/use-replay-storage-buffer.ts}

@@ -1,10 +1,10 @@
 import { between } from '@lib/storage';
 
-import { BacktestStorage } from './use-backtest';
-import { useBacktestOptions } from './use-backtest-options';
+import { useReplayOptions } from './use-replay-options';
+import { ReplayQuery } from './use-replay-storage-cursor';
 
-export function useBacktestQueryBuffer<T>(storage: BacktestStorage<T>) {
-  const { from, to } = useBacktestOptions();
+export function useReplayStorageBuffer<T>(storage: ReplayQuery<T>) {
+  const { from, to, limit } = useReplayOptions();
 
   let page: Array<{ timestamp: number; payload: T }> = [];
   let index = 0;
@@ -37,7 +37,7 @@ export function useBacktestQueryBuffer<T>(storage: BacktestStorage<T>) {
 
       page = await storage.query({
         where: { timestamp: between(from, to) },
-        limit: 10000,
+        limit,
         offset: count,
         orderBy: 'ASC'
       });