@quantform/core 0.7.22 → 0.7.24
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/lib/app.d.ts +12 -0
- package/lib/app.d.ts.map +1 -0
- package/lib/app.js +35 -0
- package/lib/cli/build.d.ts.map +1 -1
- package/lib/cli/build.js +8 -18
- package/lib/cli/index.js +3 -12
- package/lib/cli/internal/script.d.ts +1 -1
- package/lib/cli/internal/script.d.ts.map +1 -1
- package/lib/cli/internal/script.js +8 -28
- package/lib/cli/live.js +10 -22
- package/lib/cli/paper.js +10 -22
- package/lib/cli/replay.d.ts.map +1 -1
- package/lib/cli/replay.js +15 -26
- package/lib/index.d.ts +1 -6
- package/lib/index.d.ts.map +1 -1
- package/lib/index.js +1 -6
- package/lib/make-test-module.d.ts.map +1 -1
- package/lib/make-test-module.js +18 -20
- package/lib/module.d.ts.map +1 -1
- package/lib/module.js +9 -24
- package/lib/module.spec.js +8 -17
- package/lib/replay/use-replay-options.d.ts +5 -4
- package/lib/replay/use-replay-options.d.ts.map +1 -1
- package/lib/replay/use-replay-options.js +5 -1
- package/lib/replay/use-replay-scheduler.d.ts +7 -6
- package/lib/replay/use-replay-scheduler.d.ts.map +1 -1
- package/lib/replay/use-replay-scheduler.js +64 -70
- package/lib/replay/use-replay-storage-buffer.d.ts +3 -2
- package/lib/replay/use-replay-storage-buffer.d.ts.map +1 -1
- package/lib/replay/use-replay-storage-buffer.js +12 -23
- package/lib/replay/use-replay-storage-cursor.d.ts +9 -8
- package/lib/replay/use-replay-storage-cursor.d.ts.map +1 -1
- package/lib/replay/use-replay-storage-cursor.js +17 -25
- package/lib/replay/use-replay-storage.d.ts +5 -4
- package/lib/replay/use-replay-storage.d.ts.map +1 -1
- package/lib/replay/use-replay-storage.js +32 -39
- package/lib/session/use-session-storage.d.ts +1 -1
- package/lib/session/use-session-storage.d.ts.map +1 -1
- package/lib/session/use-session-storage.js +8 -5
- package/lib/shared/environment.js +1 -1
- package/lib/shared/index.d.ts +0 -1
- package/lib/shared/index.d.ts.map +1 -1
- package/lib/shared/index.js +0 -1
- package/lib/simulator/use-simulator.spec.js +17 -30
- package/lib/storage/in-memory/in-memory-storage.d.ts.map +1 -1
- package/lib/storage/in-memory/in-memory-storage.factory.js +2 -2
- package/lib/storage/in-memory/in-memory-storage.js +56 -55
- package/lib/storage/in-memory/in-memory-storage.spec.js +90 -100
- package/lib/storage/storage.d.ts +9 -8
- package/lib/storage/storage.d.ts.map +1 -1
- package/lib/storage/storage.js +8 -2
- package/lib/storage/use-cache.d.ts +1 -1
- package/lib/storage/use-cache.d.ts.map +1 -1
- package/lib/storage/use-cache.js +5 -5
- package/lib/storage/use-cache.spec.js +14 -25
- package/lib/storage/use-storage.d.ts +1 -1
- package/lib/storage/use-storage.d.ts.map +1 -1
- package/lib/storage/use-storage.js +9 -6
- package/lib/use-execution-mode.js +2 -2
- package/lib/use-hash.spec.js +3 -6
- package/lib/use-logger.d.ts +1 -1
- package/lib/use-logger.d.ts.map +1 -1
- package/lib/use-logger.js +10 -7
- package/lib/use-memo.spec.js +14 -25
- package/lib/use-socket.d.ts +3 -2
- package/lib/use-socket.d.ts.map +1 -1
- package/lib/use-socket.js +2 -2
- package/lib/use-timestamp.d.ts +14 -1
- package/lib/use-timestamp.d.ts.map +1 -1
- package/lib/use-timestamp.js +30 -3
- package/lib/with-request.d.ts +2 -1
- package/lib/with-request.d.ts.map +1 -1
- package/lib/with-request.js +4 -13
- package/package.json +6 -10
- package/src/app.ts +52 -0
- package/src/cli/build.ts +11 -6
- package/src/cli/internal/script.ts +25 -54
- package/src/cli/replay.ts +13 -2
- package/src/index.ts +1 -6
- package/src/make-test-module.ts +12 -2
- package/src/module.ts +0 -3
- package/src/replay/use-replay-options.ts +7 -3
- package/src/replay/use-replay-scheduler.ts +75 -67
- package/src/replay/use-replay-storage-buffer.ts +2 -1
- package/src/replay/use-replay-storage-cursor.ts +33 -28
- package/src/replay/use-replay-storage.ts +36 -27
- package/src/session/use-session-storage.ts +7 -5
- package/src/shared/index.ts +0 -1
- package/src/storage/in-memory/in-memory-storage.spec.ts +55 -54
- package/src/storage/in-memory/in-memory-storage.ts +24 -7
- package/src/storage/storage.ts +16 -7
- package/src/storage/use-cache.ts +4 -4
- package/src/storage/use-storage.ts +8 -6
- package/src/use-hash.spec.ts +3 -6
- package/src/use-logger.ts +9 -6
- package/src/use-socket.ts +5 -5
- package/src/use-timestamp.ts +41 -3
- package/src/with-request.ts +3 -3
- package/lib/asset/asset.d.ts +0 -41
- package/lib/asset/asset.d.ts.map +0 -1
- package/lib/asset/asset.js +0 -76
- package/lib/asset/asset.spec.d.ts +0 -2
- package/lib/asset/asset.spec.d.ts.map +0 -1
- package/lib/asset/asset.spec.js +0 -54
- package/lib/asset/index.d.ts +0 -2
- package/lib/asset/index.d.ts.map +0 -1
- package/lib/asset/index.js +0 -17
- package/lib/component/distinct-until-timesamp-changed.d.ts +0 -5
- package/lib/component/distinct-until-timesamp-changed.d.ts.map +0 -1
- package/lib/component/distinct-until-timesamp-changed.js +0 -9
- package/lib/component/error.d.ts +0 -17
- package/lib/component/error.d.ts.map +0 -1
- package/lib/component/error.js +0 -33
- package/lib/component/index.d.ts +0 -8
- package/lib/component/index.d.ts.map +0 -1
- package/lib/component/index.js +0 -23
- package/lib/component/ohlc-operator.d.ts +0 -11
- package/lib/component/ohlc-operator.d.ts.map +0 -1
- package/lib/component/ohlc-operator.js +0 -69
- package/lib/component/ohlc-operator.spec.d.ts +0 -2
- package/lib/component/ohlc-operator.spec.d.ts.map +0 -1
- package/lib/component/ohlc-operator.spec.js +0 -110
- package/lib/component/ohlc.d.ts +0 -12
- package/lib/component/ohlc.d.ts.map +0 -1
- package/lib/component/ohlc.js +0 -20
- package/lib/component/ohlc.spec.d.ts +0 -2
- package/lib/component/ohlc.spec.d.ts.map +0 -1
- package/lib/component/ohlc.spec.js +0 -25
- package/lib/component/timeframe.d.ts +0 -15
- package/lib/component/timeframe.d.ts.map +0 -1
- package/lib/component/timeframe.js +0 -21
- package/lib/core.d.ts +0 -3
- package/lib/core.d.ts.map +0 -1
- package/lib/core.js +0 -17
- package/lib/instrument/commission/commission.d.ts +0 -16
- package/lib/instrument/commission/commission.d.ts.map +0 -1
- package/lib/instrument/commission/commission.js +0 -28
- package/lib/instrument/commission/commission.spec.d.ts +0 -2
- package/lib/instrument/commission/commission.spec.d.ts.map +0 -1
- package/lib/instrument/commission/commission.spec.js +0 -30
- package/lib/instrument/index.d.ts +0 -3
- package/lib/instrument/index.d.ts.map +0 -1
- package/lib/instrument/index.js +0 -18
- package/lib/instrument/instrument.d.ts +0 -28
- package/lib/instrument/instrument.d.ts.map +0 -1
- package/lib/instrument/instrument.js +0 -53
- package/lib/instrument/instrument.spec.d.ts +0 -2
- package/lib/instrument/instrument.spec.d.ts.map +0 -1
- package/lib/instrument/instrument.spec.js +0 -51
- package/lib/operators.d.ts +0 -5
- package/lib/operators.d.ts.map +0 -1
- package/lib/operators.js +0 -16
- package/lib/shared/datetime.d.ts +0 -3
- package/lib/shared/datetime.d.ts.map +0 -1
- package/lib/shared/datetime.js +0 -7
- package/lib/strategy.d.ts +0 -15
- package/lib/strategy.d.ts.map +0 -1
- package/lib/strategy.js +0 -26
- package/lib/strategy.spec.d.ts +0 -2
- package/lib/strategy.spec.d.ts.map +0 -1
- package/lib/strategy.spec.js +0 -34
- package/lib/when-socket.d.ts +0 -8
- package/lib/when-socket.d.ts.map +0 -1
- package/lib/when-socket.js +0 -53
- package/lib/with-memo.d.ts +0 -5
- package/lib/with-memo.d.ts.map +0 -1
- package/lib/with-memo.js +0 -20
- package/lib/with-memo.spec.d.ts +0 -2
- package/lib/with-memo.spec.d.ts.map +0 -1
- package/lib/with-memo.spec.js +0 -47
- package/src/asset/asset.spec.ts +0 -70
- package/src/asset/asset.ts +0 -89
- package/src/asset/index.ts +0 -1
- package/src/component/distinct-until-timesamp-changed.ts +0 -11
- package/src/component/error.ts +0 -32
- package/src/component/index.ts +0 -7
- package/src/component/ohlc-operator.spec.ts +0 -125
- package/src/component/ohlc-operator.ts +0 -122
- package/src/component/ohlc.spec.ts +0 -30
- package/src/component/ohlc.ts +0 -18
- package/src/component/timeframe.ts +0 -17
- package/src/core.ts +0 -16
- package/src/instrument/commission/commission.spec.ts +0 -35
- package/src/instrument/commission/commission.ts +0 -27
- package/src/instrument/index.ts +0 -2
- package/src/instrument/instrument.spec.ts +0 -76
- package/src/instrument/instrument.ts +0 -65
- package/src/operators.ts +0 -18
- package/src/shared/datetime.ts +0 -5
- package/src/strategy.spec.ts +0 -42
- package/src/strategy.ts +0 -36
- package/src/when-socket.ts +0 -61
- package/src/with-memo.spec.ts +0 -46
- package/src/with-memo.ts +0 -33
package/lib/use-hash.spec.js
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@@ -1,14 +1,11 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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const asset_1 = require("./asset");
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const instrument_1 = require("./instrument");
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const use_hash_1 = require("./use-hash");
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describe(use_hash_1.useHash.name, () => {
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it.each([
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[[
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[[
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[[
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[[(0, instrument_1.instrumentOf)('binance:btc-usdt'), 123], 'binance:btc-usdt/123']
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[['binance:btc'], 'binance:btc'],
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[['binance:btc', 'test'], 'binance:btc/test'],
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[['binance:btc-usdt', 123], 'binance:btc-usdt/123']
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])('hash list of dependencies from %p to %p', (dependencies, hashed) => {
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const hash = (0, use_hash_1.useHash)(dependencies);
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expect(hash).toEqual(hashed);
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package/lib/use-logger.d.ts
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@@ -16,5 +16,5 @@ export declare class ConsoleLoggerFactory implements ILoggerFactory {
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/**
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*
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*/
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export declare
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export declare function useLogger(context: string, tint?: string): ILogger;
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//# sourceMappingURL=use-logger.d.ts.map
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package/lib/use-logger.d.ts.map
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{"version":3,"file":"use-logger.d.ts","sourceRoot":"","sources":["../src/use-logger.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAc,MAAM,UAAU,CAAC;AAMlD,MAAM,WAAW,OAAO;IACtB,IAAI,CAAC,OAAO,EAAE,GAAG,EAAE,GAAG,MAAM,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IAC/C,KAAK,CAAC,OAAO,EAAE,GAAG,EAAE,GAAG,MAAM,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IAChD,IAAI,CAAC,OAAO,EAAE,GAAG,EAAE,GAAG,MAAM,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IAC/C,KAAK,CAAC,OAAO,EAAE,GAAG,EAAE,GAAG,MAAM,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;CACjD;AAED,MAAM,WAAW,cAAc;IAC7B,GAAG,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,GAAG,OAAO,CAAC;CAC9C;AAED,wBAAgB,MAAM,CAAC,MAAM,EAAE,cAAc,GAAG,UAAU,CAKzD;AAED,qBAAa,oBAAqB,YAAW,cAAc;IACzD,GAAG,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,GAAG,OAAO;IA6B5C,OAAO,CAAC,QAAQ,CASd;CACH;AAED;;GAEG;AACH,
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{"version":3,"file":"use-logger.d.ts","sourceRoot":"","sources":["../src/use-logger.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAc,MAAM,UAAU,CAAC;AAMlD,MAAM,WAAW,OAAO;IACtB,IAAI,CAAC,OAAO,EAAE,GAAG,EAAE,GAAG,MAAM,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IAC/C,KAAK,CAAC,OAAO,EAAE,GAAG,EAAE,GAAG,MAAM,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IAChD,IAAI,CAAC,OAAO,EAAE,GAAG,EAAE,GAAG,MAAM,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IAC/C,KAAK,CAAC,OAAO,EAAE,GAAG,EAAE,GAAG,MAAM,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;CACjD;AAED,MAAM,WAAW,cAAc;IAC7B,GAAG,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,GAAG,OAAO,CAAC;CAC9C;AAED,wBAAgB,MAAM,CAAC,MAAM,EAAE,cAAc,GAAG,UAAU,CAKzD;AAED,qBAAa,oBAAqB,YAAW,cAAc;IACzD,GAAG,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,GAAG,OAAO;IA6B5C,OAAO,CAAC,QAAQ,CASd;CACH;AAED;;GAEG;AACH,wBAAgB,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,WAKvD"}
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package/lib/use-logger.js
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exports.useLogger = exports.ConsoleLoggerFactory = exports.logger = void 0;
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const chalk_1 = __importDefault(require("chalk"));
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const module_1 = require("./module");
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const use_memo_1 = require("./use-memo");
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const use_timestamp_1 = require("./use-timestamp");
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const with_memo_1 = require("./with-memo");
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const token = Symbol('logger');
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function logger(logger) {
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};
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}
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const prefix = () => `${chalk_1.default.hex(tint ?? this.colorize(context))(new Date(Number((0, use_timestamp_1.convert)((0, use_timestamp_1.useTimestamp)().timestamp, 'ns', 'ms'))).toISOString())} ${chalk_1.default.hex(tint ?? this.colorize(context))(context)}`;
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function useLogger(context, tint) {
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return (0, use_memo_1.useMemo)(() => (0, module_1.useContext)(token).for(context, tint), [context, tint]);
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}
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package/lib/use-memo.spec.js
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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beforeEach(() =>
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test('memorize value for dependencies', () =>
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test('memorize value for dependencies', async () => {
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const value1 = await fixtures.givenMemoValue(() => 1, [use_memo_1.useMemo.name]);
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const value2 = await fixtures.givenMemoValue(() => 2, [use_memo_1.useMemo.name]);
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expect(value1).toEqual(1);
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givenMemoValue(value, dependencies) {
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-
}
|
|
33
|
-
};
|
|
34
15
|
});
|
|
16
|
+
});
|
|
17
|
+
async function getFixtures() {
|
|
18
|
+
const { act } = await (0, make_test_module_1.makeTestModule)([]);
|
|
19
|
+
return {
|
|
20
|
+
givenMemoValue(value, dependencies) {
|
|
21
|
+
return act(() => (0, use_memo_1.useMemo)(value, dependencies));
|
|
22
|
+
}
|
|
23
|
+
};
|
|
35
24
|
}
|
package/lib/use-socket.d.ts
CHANGED
|
@@ -1,4 +1,5 @@
|
|
|
1
1
|
import { Observable } from 'rxjs';
|
|
2
|
+
import { Timestamp } from './use-timestamp';
|
|
2
3
|
export declare function useSocket(url: string, options?: {
|
|
3
4
|
pingInterval?: number;
|
|
4
5
|
}): {
|
|
@@ -7,13 +8,13 @@ export declare function useSocket(url: string, options?: {
|
|
|
7
8
|
* @returns observable emitting message events with timestamps and parsed payloads
|
|
8
9
|
*/
|
|
9
10
|
watch(): Observable<{
|
|
10
|
-
timestamp:
|
|
11
|
+
timestamp: Timestamp<'ns'>;
|
|
11
12
|
payload: unknown;
|
|
12
13
|
}>;
|
|
13
14
|
send(message: {
|
|
14
15
|
payload: unknown;
|
|
15
16
|
}): Observable<{
|
|
16
|
-
timestamp:
|
|
17
|
+
timestamp: Timestamp<'ns'>;
|
|
17
18
|
}>;
|
|
18
19
|
monitor(): Observable<"opened" | "closed" | "errored">;
|
|
19
20
|
};
|
package/lib/use-socket.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"use-socket.d.ts","sourceRoot":"","sources":["../src/use-socket.ts"],"names":[],"mappings":"AAAA,OAAO,EAAS,UAAU,EAAqB,MAAM,MAAM,CAAC;
|
|
1
|
+
{"version":3,"file":"use-socket.d.ts","sourceRoot":"","sources":["../src/use-socket.ts"],"names":[],"mappings":"AAAA,OAAO,EAAS,UAAU,EAAqB,MAAM,MAAM,CAAC;AAI5D,OAAO,EAAE,SAAS,EAAgB,MAAM,iBAAiB,CAAC;AAE1D,wBAAgB,SAAS,CACvB,GAAG,EAAE,MAAM,EACX,OAAO,GAAE;IAAE,YAAY,CAAC,EAAE,MAAM,CAAA;CAA2B;IAsBzD;;;OAGG;aACM,WAAW;QAAE,SAAS,EAAE,UAAU,IAAI,CAAC,CAAC;QAAC,OAAO,EAAE,OAAO,CAAA;KAAE,CAAC;kBAgDvD;QAAE,OAAO,EAAE,OAAO,CAAA;KAAE,GAAG,WAAW;QAAE,SAAS,EAAE,UAAU,IAAI,CAAC,CAAA;KAAE,CAAC;;EAclF"}
|
package/lib/use-socket.js
CHANGED
|
@@ -31,7 +31,7 @@ function useSocket(url, options = { pingInterval: 5000 }) {
|
|
|
31
31
|
let interval;
|
|
32
32
|
return new rxjs_1.Observable(stream => {
|
|
33
33
|
socket.onmessage = it => stream.next({
|
|
34
|
-
|
|
34
|
+
...(0, use_timestamp_1.useTimestamp)(),
|
|
35
35
|
payload: JSON.parse(it.data)
|
|
36
36
|
});
|
|
37
37
|
socket.onerror = it => {
|
|
@@ -72,7 +72,7 @@ function useSocket(url, options = { pingInterval: 5000 }) {
|
|
|
72
72
|
return (0, rxjs_1.defer)(() => {
|
|
73
73
|
debug('sent', url, message.payload);
|
|
74
74
|
socket.send(JSON.stringify(message.payload));
|
|
75
|
-
return (0, rxjs_1.of)(
|
|
75
|
+
return (0, rxjs_1.of)((0, use_timestamp_1.useTimestamp)());
|
|
76
76
|
});
|
|
77
77
|
},
|
|
78
78
|
monitor() {
|
package/lib/use-timestamp.d.ts
CHANGED
|
@@ -1,2 +1,15 @@
|
|
|
1
|
-
export
|
|
1
|
+
export type Unit = 'ns' | 'us' | 'ms' | 's';
|
|
2
|
+
export type Timestamp<Unit> = bigint & {
|
|
3
|
+
readonly __unit: Unit;
|
|
4
|
+
};
|
|
5
|
+
export declare function now(): Timestamp<'ns'>;
|
|
6
|
+
export declare const ns: (value: bigint | number) => Timestamp<'ns'>;
|
|
7
|
+
export declare const us: (value: bigint | number) => Timestamp<'us'>;
|
|
8
|
+
export declare const ms: (value: bigint | number) => Timestamp<'ms'>;
|
|
9
|
+
export declare const s: (value: bigint | number) => Timestamp<'s'>;
|
|
10
|
+
export declare function convert<F extends Unit, T extends Unit>(value: Timestamp<F>, from: F, to: T): Timestamp<T>;
|
|
11
|
+
export declare function add<U extends Unit>(a: Timestamp<U>, b: Timestamp<U>): Timestamp<U>;
|
|
12
|
+
export declare function useTimestamp(): {
|
|
13
|
+
timestamp: Timestamp<'ns'>;
|
|
14
|
+
};
|
|
2
15
|
//# sourceMappingURL=use-timestamp.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"use-timestamp.d.ts","sourceRoot":"","sources":["../src/use-timestamp.ts"],"names":[],"mappings":"AAIA,wBAAgB,YAAY,
|
|
1
|
+
{"version":3,"file":"use-timestamp.d.ts","sourceRoot":"","sources":["../src/use-timestamp.ts"],"names":[],"mappings":"AAIA,MAAM,MAAM,IAAI,GAAG,IAAI,GAAG,IAAI,GAAG,IAAI,GAAG,GAAG,CAAC;AAE5C,MAAM,MAAM,SAAS,CAAC,IAAI,IAAI,MAAM,GAAG;IAAE,QAAQ,CAAC,MAAM,EAAE,IAAI,CAAA;CAAE,CAAC;AAEjE,wBAAgB,GAAG,IAAI,SAAS,CAAC,IAAI,CAAC,CAErC;AAED,eAAO,MAAM,EAAE,UAAW,MAAM,GAAG,MAAM,KAAG,UAAU,IAAI,CACxB,CAAC;AACnC,eAAO,MAAM,EAAE,UAAW,MAAM,GAAG,MAAM,KAAG,UAAU,IAAI,CACxB,CAAC;AACnC,eAAO,MAAM,EAAE,UAAW,MAAM,GAAG,MAAM,KAAG,UAAU,IAAI,CACxB,CAAC;AACnC,eAAO,MAAM,CAAC,UAAW,MAAM,GAAG,MAAM,KAAG,UAAU,GAAG,CACvB,CAAC;AASlC,wBAAgB,OAAO,CAAC,CAAC,SAAS,IAAI,EAAE,CAAC,SAAS,IAAI,EACpD,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC,EACnB,IAAI,EAAE,CAAC,EACP,EAAE,EAAE,CAAC,GACJ,SAAS,CAAC,CAAC,CAAC,CAId;AAED,wBAAgB,GAAG,CAAC,CAAC,SAAS,IAAI,EAAE,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC,GAAG,SAAS,CAAC,CAAC,CAAC,CAElF;AAED,wBAAgB,YAAY,IAAI;IAAE,SAAS,EAAE,SAAS,CAAC,IAAI,CAAC,CAAA;CAAE,CAQ7D"}
|
package/lib/use-timestamp.js
CHANGED
|
@@ -1,13 +1,40 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.useTimestamp = void 0;
|
|
3
|
+
exports.useTimestamp = exports.add = exports.convert = exports.s = exports.ms = exports.us = exports.ns = exports.now = void 0;
|
|
4
4
|
const use_execution_mode_1 = require("./use-execution-mode");
|
|
5
5
|
const replay_1 = require("./replay");
|
|
6
|
+
function now() {
|
|
7
|
+
return process.hrtime.bigint();
|
|
8
|
+
}
|
|
9
|
+
exports.now = now;
|
|
10
|
+
const ns = (value) => BigInt(value);
|
|
11
|
+
exports.ns = ns;
|
|
12
|
+
const us = (value) => BigInt(value);
|
|
13
|
+
exports.us = us;
|
|
14
|
+
const ms = (value) => BigInt(value);
|
|
15
|
+
exports.ms = ms;
|
|
16
|
+
const s = (value) => BigInt(value);
|
|
17
|
+
exports.s = s;
|
|
18
|
+
const factors = {
|
|
19
|
+
ns: 1n,
|
|
20
|
+
us: 1000n,
|
|
21
|
+
ms: 1000000n,
|
|
22
|
+
s: 1000000000n
|
|
23
|
+
};
|
|
24
|
+
function convert(value, from, to) {
|
|
25
|
+
const ns = BigInt(value) * factors[from];
|
|
26
|
+
return BigInt(ns / factors[to]);
|
|
27
|
+
}
|
|
28
|
+
exports.convert = convert;
|
|
29
|
+
function add(a, b) {
|
|
30
|
+
return (a + b);
|
|
31
|
+
}
|
|
32
|
+
exports.add = add;
|
|
6
33
|
function useTimestamp() {
|
|
7
34
|
const { isReplay } = (0, use_execution_mode_1.useExecutionMode)();
|
|
8
35
|
if (isReplay) {
|
|
9
|
-
return (0, replay_1.useReplayScheduler)().timestamp();
|
|
36
|
+
return { timestamp: (0, replay_1.useReplayScheduler)().timestamp() };
|
|
10
37
|
}
|
|
11
|
-
return
|
|
38
|
+
return { timestamp: now() };
|
|
12
39
|
}
|
|
13
40
|
exports.useTimestamp = useTimestamp;
|
package/lib/with-request.d.ts
CHANGED
|
@@ -1,4 +1,5 @@
|
|
|
1
1
|
import { Observable } from 'rxjs';
|
|
2
|
+
import { Timestamp } from './use-timestamp';
|
|
2
3
|
export type RequestMethod = 'GET' | 'HEAD' | 'POST' | 'PUT' | 'DELETE' | 'CONNECT' | 'OPTIONS' | 'TRACE' | 'PATCH';
|
|
3
4
|
export declare class RequestNetworkError extends Error {
|
|
4
5
|
readonly statusCode: number;
|
|
@@ -10,7 +11,7 @@ export declare function withRequest({ method, url, headers, body }: {
|
|
|
10
11
|
headers?: Record<string, any>;
|
|
11
12
|
body?: string;
|
|
12
13
|
}): Observable<{
|
|
13
|
-
timestamp:
|
|
14
|
+
timestamp: Timestamp<'ns'>;
|
|
14
15
|
payload: unknown;
|
|
15
16
|
}>;
|
|
16
17
|
//# sourceMappingURL=with-request.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"with-request.d.ts","sourceRoot":"","sources":["../src/with-request.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;
|
|
1
|
+
{"version":3,"file":"with-request.d.ts","sourceRoot":"","sources":["../src/with-request.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAIlC,OAAO,EAAE,SAAS,EAAgB,MAAM,iBAAiB,CAAC;AAE1D,MAAM,MAAM,aAAa,GACrB,KAAK,GACL,MAAM,GACN,MAAM,GACN,KAAK,GACL,QAAQ,GACR,SAAS,GACT,SAAS,GACT,OAAO,GACP,OAAO,CAAC;AAEZ,qBAAa,mBAAoB,SAAQ,KAAK;IAChC,QAAQ,CAAC,UAAU,EAAE,MAAM;gBAAlB,UAAU,EAAE,MAAM;CAGxC;AAED,wBAAgB,WAAW,CAAC,EAC1B,MAAM,EACN,GAAG,EACH,OAAO,EACP,IAAI,EACL,EAAE;IACD,MAAM,EAAE,aAAa,CAAC;IACtB,GAAG,EAAE,MAAM,CAAC;IACZ,OAAO,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;IAC9B,IAAI,CAAC,EAAE,MAAM,CAAC;CACf;eAGoC,UAAU,IAAI,CAAC;aAAW,OAAO;GA6CrE"}
|
package/lib/with-request.js
CHANGED
|
@@ -1,13 +1,4 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
-
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
|
|
3
|
-
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
|
4
|
-
return new (P || (P = Promise))(function (resolve, reject) {
|
|
5
|
-
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
|
|
6
|
-
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
|
|
7
|
-
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
|
|
8
|
-
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
9
|
-
});
|
|
10
|
-
};
|
|
11
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
3
|
exports.withRequest = exports.RequestNetworkError = void 0;
|
|
13
4
|
const node_crypto_1 = require("node:crypto");
|
|
@@ -28,8 +19,8 @@ function withRequest({ method, url, headers, body }) {
|
|
|
28
19
|
const correlationId = (0, node_crypto_1.randomUUID)();
|
|
29
20
|
debug('requesting', { correlationId, method, url, headers, body });
|
|
30
21
|
(0, undici_1.request)(url, { method, headers, body })
|
|
31
|
-
.then(({ statusCode, body }) =>
|
|
32
|
-
const json =
|
|
22
|
+
.then(async ({ statusCode, body }) => {
|
|
23
|
+
const json = await body.json();
|
|
33
24
|
debug('received', {
|
|
34
25
|
correlationId,
|
|
35
26
|
method,
|
|
@@ -49,9 +40,9 @@ function withRequest({ method, url, headers, body }) {
|
|
|
49
40
|
subscriber.error(new RequestNetworkError(statusCode));
|
|
50
41
|
}
|
|
51
42
|
else {
|
|
52
|
-
subscriber.next({
|
|
43
|
+
subscriber.next({ ...(0, use_timestamp_1.useTimestamp)(), payload: json });
|
|
53
44
|
}
|
|
54
|
-
})
|
|
45
|
+
})
|
|
55
46
|
.catch((e) => {
|
|
56
47
|
error(`errored`, {
|
|
57
48
|
method,
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@quantform/core",
|
|
3
|
-
"version": "0.7.
|
|
3
|
+
"version": "0.7.24",
|
|
4
4
|
"license": "MIT",
|
|
5
5
|
"author": "Mateusz Majchrzak",
|
|
6
6
|
"description": "Node.js library for building systematic trading strategies in reactive way.",
|
|
@@ -17,24 +17,20 @@
|
|
|
17
17
|
"main": "lib/index.js",
|
|
18
18
|
"typings": "lib/index.d.ts",
|
|
19
19
|
"dependencies": {
|
|
20
|
-
"
|
|
21
|
-
"@swc/core": "^1.3.44",
|
|
22
|
-
"@types/ws": "^8.5.4",
|
|
23
|
-
"chalk": "4.1.2",
|
|
24
|
-
"cli-progress": "^3.12.0",
|
|
20
|
+
"chalk": "^4.1.2",
|
|
25
21
|
"commander": "^10.0.0",
|
|
26
22
|
"decimal.js": "^10.4.3",
|
|
27
|
-
"node-watch": "^0.7.
|
|
23
|
+
"node-watch": "^0.7.4",
|
|
28
24
|
"reflect-metadata": "^0.1.13",
|
|
29
25
|
"tsyringe": "^4.7.0",
|
|
30
26
|
"undici": "^5.21.0",
|
|
31
27
|
"ws": "^8.13.0"
|
|
32
28
|
},
|
|
33
29
|
"devDependencies": {
|
|
34
|
-
"@types/cli-progress": "^3.11.0",
|
|
35
|
-
"@types/tsc-watch": "^4.2.0",
|
|
36
30
|
"@types/uuid": "^9.0.1",
|
|
37
|
-
"
|
|
31
|
+
"@types/ws": "^8.18.1",
|
|
32
|
+
"rxjs": "^7.8.0",
|
|
33
|
+
"typescript": "^5.0.2"
|
|
38
34
|
},
|
|
39
35
|
"peerDependencies": {
|
|
40
36
|
"rxjs": "^7.8.0"
|
package/src/app.ts
ADDED
|
@@ -0,0 +1,52 @@
|
|
|
1
|
+
import { defaultIfEmpty, firstValueFrom, last, Observable } from 'rxjs';
|
|
2
|
+
|
|
3
|
+
import { Dependency, Module } from '@lib/module';
|
|
4
|
+
|
|
5
|
+
import { InMemoryStorageFactory, useStorageFactory } from './storage';
|
|
6
|
+
import { useExecutionMode } from './use-execution-mode';
|
|
7
|
+
import { ConsoleLoggerFactory, logger } from './use-logger';
|
|
8
|
+
import { useMemo } from './use-memo';
|
|
9
|
+
|
|
10
|
+
export type AppStart<T> = {
|
|
11
|
+
run: (dependencies: Dependency[]) => Promise<T | undefined>;
|
|
12
|
+
};
|
|
13
|
+
|
|
14
|
+
export type AppHandle = {
|
|
15
|
+
use: AppUse;
|
|
16
|
+
start: <T>(strategy: () => Observable<T>) => AppStart<T | undefined>;
|
|
17
|
+
};
|
|
18
|
+
|
|
19
|
+
export type AppUse = (module: Dependency | Dependency[]) => AppHandle;
|
|
20
|
+
|
|
21
|
+
export function app(): AppHandle {
|
|
22
|
+
const deps: Dependency[] = [
|
|
23
|
+
useMemo.options(),
|
|
24
|
+
logger(new ConsoleLoggerFactory()),
|
|
25
|
+
useExecutionMode.paperOptions({ recording: false }),
|
|
26
|
+
useStorageFactory.options(new InMemoryStorageFactory())
|
|
27
|
+
];
|
|
28
|
+
|
|
29
|
+
const start = <T>(strategy: () => Observable<T>): AppStart<T> => ({
|
|
30
|
+
async run(dependencies: Dependency[] = []) {
|
|
31
|
+
const module = new Module([...deps, ...dependencies]);
|
|
32
|
+
|
|
33
|
+
const { act } = await module.awake();
|
|
34
|
+
|
|
35
|
+
return await act(() =>
|
|
36
|
+
firstValueFrom(strategy().pipe(defaultIfEmpty(undefined), last()))
|
|
37
|
+
);
|
|
38
|
+
}
|
|
39
|
+
});
|
|
40
|
+
|
|
41
|
+
const use = (module: Dependency | Dependency[]) => {
|
|
42
|
+
if (Array.isArray(module)) {
|
|
43
|
+
deps.push(...module);
|
|
44
|
+
} else {
|
|
45
|
+
deps.push(module);
|
|
46
|
+
}
|
|
47
|
+
|
|
48
|
+
return { use, start };
|
|
49
|
+
};
|
|
50
|
+
|
|
51
|
+
return { use, start };
|
|
52
|
+
}
|
package/src/cli/build.ts
CHANGED
|
@@ -4,12 +4,17 @@ import { buildDirectory } from '@lib/cli/internal/workspace';
|
|
|
4
4
|
|
|
5
5
|
export default async function (): Promise<number> {
|
|
6
6
|
return new Promise<number>((resolve, reject) => {
|
|
7
|
-
const
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
|
|
7
|
+
const child = spawn(
|
|
8
|
+
'tsc',
|
|
9
|
+
['--project', 'tsconfig.json', '--outDir', buildDirectory()],
|
|
10
|
+
{
|
|
11
|
+
cwd: process.cwd(),
|
|
12
|
+
stdio: 'inherit',
|
|
13
|
+
shell: true
|
|
14
|
+
}
|
|
15
|
+
);
|
|
11
16
|
|
|
12
|
-
|
|
13
|
-
|
|
17
|
+
child.once('exit', resolve);
|
|
18
|
+
child.once('error', reject);
|
|
14
19
|
});
|
|
15
20
|
}
|
|
@@ -1,21 +1,8 @@
|
|
|
1
1
|
import { join } from 'path';
|
|
2
|
-
import {
|
|
3
|
-
catchError,
|
|
4
|
-
finalize,
|
|
5
|
-
firstValueFrom,
|
|
6
|
-
forkJoin,
|
|
7
|
-
fromEvent,
|
|
8
|
-
last,
|
|
9
|
-
merge,
|
|
10
|
-
of,
|
|
11
|
-
switchMap,
|
|
12
|
-
take
|
|
13
|
-
} from 'rxjs';
|
|
2
|
+
import { catchError, finalize, firstValueFrom, fromEvent, merge, of, take } from 'rxjs';
|
|
14
3
|
|
|
15
|
-
import {
|
|
16
|
-
import { Dependency
|
|
17
|
-
import { whenReplayFinished } from '@lib/replay';
|
|
18
|
-
import { strategy } from '@lib/strategy';
|
|
4
|
+
import { AppStart } from '@lib/app';
|
|
5
|
+
import { Dependency } from '@lib/module';
|
|
19
6
|
|
|
20
7
|
import { buildDirectory } from './workspace';
|
|
21
8
|
|
|
@@ -28,43 +15,27 @@ export class Script {
|
|
|
28
15
|
async run() {
|
|
29
16
|
const script = await import(join(buildDirectory(), this.filename));
|
|
30
17
|
|
|
31
|
-
const {
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
|
|
41
|
-
|
|
42
|
-
|
|
43
|
-
|
|
44
|
-
|
|
45
|
-
|
|
46
|
-
|
|
47
|
-
|
|
48
|
-
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
|
|
52
|
-
|
|
53
|
-
fromEvent(process, 'SIGUSR2'),
|
|
54
|
-
fromEvent(process, 'uncaughtException')
|
|
55
|
-
).pipe(
|
|
56
|
-
catchError(e => {
|
|
57
|
-
console.error(e);
|
|
58
|
-
|
|
59
|
-
return of(e);
|
|
60
|
-
}),
|
|
61
|
-
take(1),
|
|
62
|
-
switchMap(
|
|
63
|
-
it => forkJoin(description.after.map(after => after())).pipe(last()) ?? of(it)
|
|
64
|
-
),
|
|
65
|
-
finalize(() => process.exit(0))
|
|
66
|
-
)
|
|
67
|
-
);
|
|
68
|
-
});
|
|
18
|
+
const { run } = script.default as AppStart<unknown>;
|
|
19
|
+
|
|
20
|
+
process.stdin.resume();
|
|
21
|
+
|
|
22
|
+
return firstValueFrom(
|
|
23
|
+
merge(
|
|
24
|
+
run(this.dependencies),
|
|
25
|
+
fromEvent(process, 'exit'),
|
|
26
|
+
fromEvent(process, 'SIGINT'),
|
|
27
|
+
fromEvent(process, 'SIGUSR1'),
|
|
28
|
+
fromEvent(process, 'SIGUSR2'),
|
|
29
|
+
fromEvent(process, 'uncaughtException')
|
|
30
|
+
).pipe(
|
|
31
|
+
catchError(e => {
|
|
32
|
+
console.error(e);
|
|
33
|
+
|
|
34
|
+
return of(e);
|
|
35
|
+
}),
|
|
36
|
+
take(1),
|
|
37
|
+
finalize(() => process.exit(0))
|
|
38
|
+
)
|
|
39
|
+
);
|
|
69
40
|
}
|
|
70
41
|
}
|
package/src/cli/replay.ts
CHANGED
|
@@ -2,6 +2,7 @@ import build from '@lib/cli/build';
|
|
|
2
2
|
import { replayOptions } from '@lib/replay';
|
|
3
3
|
import { useSession } from '@lib/session';
|
|
4
4
|
import { useExecutionMode } from '@lib/use-execution-mode';
|
|
5
|
+
import { convert, s } from '@lib/use-timestamp';
|
|
5
6
|
|
|
6
7
|
import { Script } from './internal/script';
|
|
7
8
|
|
|
@@ -13,8 +14,18 @@ export default async function (
|
|
|
13
14
|
return;
|
|
14
15
|
}
|
|
15
16
|
|
|
16
|
-
const from =
|
|
17
|
-
|
|
17
|
+
const from = convert(
|
|
18
|
+
s(options.from ? new Date(options.from).getTime() : 0),
|
|
19
|
+
'ms',
|
|
20
|
+
'ns'
|
|
21
|
+
);
|
|
22
|
+
|
|
23
|
+
const to = convert(
|
|
24
|
+
s(options.to ? new Date(options.to).getTime() : new Date().getTime()),
|
|
25
|
+
'ms',
|
|
26
|
+
'ns'
|
|
27
|
+
);
|
|
28
|
+
|
|
18
29
|
const storage = options.storage ?? 'backtest';
|
|
19
30
|
|
|
20
31
|
const script = new Script(name, [
|
package/src/index.ts
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
export * from '@lib/
|
|
1
|
+
export * from '@lib/app';
|
|
2
2
|
export * from '@lib/shared';
|
|
3
3
|
export * from '@lib/storage';
|
|
4
4
|
export * from '@lib/module';
|
|
@@ -6,17 +6,12 @@ export * from '@lib/use-memo';
|
|
|
6
6
|
export * from '@lib/use-timestamp';
|
|
7
7
|
export * from '@lib/simulator';
|
|
8
8
|
export * from '@lib/make-test-module';
|
|
9
|
-
export * from '@lib/core';
|
|
10
9
|
export * from '@lib/use-execution-mode';
|
|
11
10
|
export * from '@lib/storage';
|
|
12
11
|
export * from '@lib/use-logger';
|
|
13
12
|
export * from '@lib/replay';
|
|
14
13
|
export * from '@lib/use-socket';
|
|
15
|
-
export * from '@lib/when-socket';
|
|
16
14
|
export * from '@lib/with-request';
|
|
17
|
-
export * from '@lib/with-memo';
|
|
18
15
|
export * from '@lib/session';
|
|
19
|
-
export * from '@lib/strategy';
|
|
20
|
-
export * from '@lib/operators';
|
|
21
16
|
export * from '@lib/replay';
|
|
22
17
|
export * from '@lib/uri';
|
package/src/make-test-module.ts
CHANGED
|
@@ -1,10 +1,20 @@
|
|
|
1
1
|
import { Observable, Subject } from 'rxjs';
|
|
2
2
|
|
|
3
|
-
import { core } from '@lib/core';
|
|
4
3
|
import { Dependency, Module } from '@lib/module';
|
|
5
4
|
|
|
5
|
+
import { InMemoryStorageFactory, useStorageFactory } from './storage';
|
|
6
|
+
import { useExecutionMode } from './use-execution-mode';
|
|
7
|
+
import { ConsoleLoggerFactory, logger } from './use-logger';
|
|
8
|
+
import { useMemo } from './use-memo';
|
|
9
|
+
|
|
6
10
|
export async function makeTestModule(dependencies: Dependency[]) {
|
|
7
|
-
const module = new Module([
|
|
11
|
+
const module = new Module([
|
|
12
|
+
useMemo.options(),
|
|
13
|
+
logger(new ConsoleLoggerFactory()),
|
|
14
|
+
useExecutionMode.paperOptions({ recording: false }),
|
|
15
|
+
useStorageFactory.options(new InMemoryStorageFactory()),
|
|
16
|
+
...dependencies
|
|
17
|
+
]);
|
|
8
18
|
|
|
9
19
|
const { act } = await module.awake();
|
|
10
20
|
|
package/src/module.ts
CHANGED
|
@@ -37,9 +37,6 @@ function missingInjectionTokenError(token: InjectionToken) {
|
|
|
37
37
|
return new Error(`Unable to resolve unregistered dependency: ${token.toString()}`);
|
|
38
38
|
}
|
|
39
39
|
|
|
40
|
-
/**
|
|
41
|
-
*
|
|
42
|
-
*/
|
|
43
40
|
let moduleLocalStorage = new AsyncLocalStorage<Module>();
|
|
44
41
|
|
|
45
42
|
export function setAsyncLocalStorage(als: AsyncLocalStorage<Module>) {
|
|
@@ -1,10 +1,11 @@
|
|
|
1
1
|
import { Dependency, useContext } from '@lib/module';
|
|
2
|
+
import { Timestamp } from '@lib/use-timestamp';
|
|
2
3
|
|
|
3
4
|
const injectionToken = Symbol('replay-options');
|
|
4
5
|
|
|
5
6
|
type ReplayOptions = {
|
|
6
|
-
from:
|
|
7
|
-
to:
|
|
7
|
+
from: Timestamp<'ns'>;
|
|
8
|
+
to: Timestamp<'ns'>;
|
|
8
9
|
limit?: number;
|
|
9
10
|
storage?: string;
|
|
10
11
|
};
|
|
@@ -13,7 +14,10 @@ type ReplayOptions = {
|
|
|
13
14
|
*
|
|
14
15
|
*/
|
|
15
16
|
export function replayOptions(
|
|
16
|
-
options: Omit<ReplayOptions, 'from' | 'to'> & {
|
|
17
|
+
options: Omit<ReplayOptions, 'from' | 'to'> & {
|
|
18
|
+
from: Timestamp<'ns'>;
|
|
19
|
+
to: Timestamp<'ns'>;
|
|
20
|
+
}
|
|
17
21
|
): Dependency {
|
|
18
22
|
return {
|
|
19
23
|
provide: injectionToken,
|