@quantform/core 0.7.22 → 0.7.25
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 +1 -6
- package/lib/make-test-module.d.ts.map +1 -1
- package/lib/make-test-module.js +19 -30
- 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 +13 -21
- 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/src/when-socket.ts
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import { Observable } from 'rxjs';
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import { WebSocket } from 'ws';
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import { useLogger } from './use-logger';
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import { useTimestamp } from './use-timestamp';
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export function whenSocket(
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url: string,
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options: { pingInterval?: number } = { pingInterval: 5000 }
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): [Observable<{ timestamp: number; payload: unknown }>, (message: unknown) => void] {
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const { debug } = useLogger('whenSocket');
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const message = new Observable<{ timestamp: number; payload: unknown }>(stream => {
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const socket = new WebSocket(url);
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let isAlive = false;
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let interval: NodeJS.Timeout | undefined;
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socket.onmessage = it =>
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stream.next({ timestamp: useTimestamp(), payload: JSON.parse(it.data as string) });
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socket.onerror = it => {
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clearInterval(interval);
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socket.onopen = () => {
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debug('opened', url);
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isAlive = true;
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interval = setInterval(() => {
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socket.ping();
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clearInterval(interval);
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isAlive = true;
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import { makeTestModule } from '@lib/make-test-module';
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