@quantform/core 0.7.22 → 0.7.25

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

@@ -1,3 +1,3 @@
 import { dependency } from '../use-hash';
-export declare const useStorage: (dependencies: dependency[]) => import("./storage").Storage;
+export declare function useStorage(dependencies: dependency[]): import("./storage").Storage;
 //# sourceMappingURL=use-storage.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"use-storage.d.ts","sourceRoot":"","sources":["../../src/storage/use-storage.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAKpD,eAAO,MAAM,UAAU,6DAKrB,CAAC"}
+{"version":3,"file":"use-storage.d.ts","sourceRoot":"","sources":["../../src/storage/use-storage.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAW,MAAM,eAAe,CAAC;AAKpD,wBAAgB,UAAU,CAAC,YAAY,EAAE,UAAU,EAAE,+BAOpD"}

package/lib/storage/use-storage.js

@@ -2,10 +2,13 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.useStorage = void 0;
 const use_hash_1 = require("../use-hash");
-const with_memo_1 = require("../with-memo");
+const use_memo_1 = require("../use-memo");
 const use_storage_factory_1 = require("./use-storage-factory");
-exports.useStorage = (0, with_memo_1.withMemo)((dependencies) => {
-    const key = (0, use_hash_1.useHash)(dependencies);
-    const factory = (0, use_storage_factory_1.useStorageFactory)();
-    return factory.for(key);
-});
+function useStorage(dependencies) {
+    return (0, use_memo_1.useMemo)(() => {
+        const key = (0, use_hash_1.useHash)(dependencies);
+        const factory = (0, use_storage_factory_1.useStorageFactory)();
+        return factory.for(key);
+    }, [dependencies]);
+}
+exports.useStorage = useStorage;

package/lib/use-execution-mode.js

@@ -21,11 +21,11 @@ useExecutionMode.replayOptions = () => ({
 });
 useExecutionMode.paperOptions = (options) => ({
     provide: injectionToken,
-    useValue: Object.assign({ mode: 'paper' }, options)
+    useValue: { mode: 'paper', ...options }
 });
 useExecutionMode.liveOptions = (options) => ({
     provide: injectionToken,
-    useValue: Object.assign({ mode: 'live' }, options)
+    useValue: { mode: 'live', ...options }
 });
 useExecutionMode.idleOptions = () => ({
     provide: injectionToken,

package/lib/use-hash.spec.js

@@ -1,14 +1,11 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
 const use_hash_1 = require("./use-hash");
 describe(use_hash_1.useHash.name, () => {
     it.each([
-        [[(0, asset_1.assetOf)('binance:btc')], 'binance:btc'],
-        [[(0, asset_1.assetOf)('binance:btc'), 'test'], 'binance:btc/test'],
-        [[(0, instrument_1.instrumentOf)('binance:btc-usdt')], 'binance:btc-usdt'],
-        [[(0, instrument_1.instrumentOf)('binance:btc-usdt'), 123], 'binance:btc-usdt/123']
+        [['binance:btc'], 'binance:btc'],
+        [['binance:btc', 'test'], 'binance:btc/test'],
+        [['binance:btc-usdt', 123], 'binance:btc-usdt/123']
     ])('hash list of dependencies from %p to %p', (dependencies, hashed) => {
         const hash = (0, use_hash_1.useHash)(dependencies);
         expect(hash).toEqual(hashed);

package/lib/use-logger.d.ts

@@ -16,5 +16,5 @@ export declare class ConsoleLoggerFactory implements ILoggerFactory {
 /**
  *
  */
-export declare const useLogger: (context: string, tint?: string | undefined) => ILogger;
+export declare function useLogger(context: string, tint?: string): ILogger;
 //# sourceMappingURL=use-logger.d.ts.map

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

@@ -1 +1 @@
-{"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,eAAO,MAAM,SAAS,yDAErB,CAAC"}
+{"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"}

package/lib/use-logger.js

@@ -6,8 +6,8 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.useLogger = exports.ConsoleLoggerFactory = exports.logger = void 0;
 const chalk_1 = __importDefault(require("chalk"));
 const module_1 = require("./module");
+const use_memo_1 = require("./use-memo");
 const use_timestamp_1 = require("./use-timestamp");
-const with_memo_1 = require("./with-memo");
 const token = Symbol('logger');
 function logger(logger) {
     return {
@@ -28,18 +28,18 @@ class ConsoleLoggerFactory {
         };
     }
     for(context, tint) {
-        const prefix = () => `${chalk_1.default.hex(tint !== null && tint !== void 0 ? tint : this.colorize(context))(new Date((0, use_timestamp_1.useTimestamp)()).toISOString())} ${chalk_1.default.hex(tint !== null && tint !== void 0 ? tint : this.colorize(context))(context)}`;
+        const prefix = () => `${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())} ${chalk_1.default.hex(tint ?? this.colorize(context))(context)}`;
         return {
-            info: (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
+            info: (message, ...params) => params?.length
                 ? console.info(`${prefix()}: ${message}`, params)
                 : console.info(`${prefix()}: ${message}`),
-            debug: (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
+            debug: (message, ...params) => params?.length
                 ? console.debug(`${prefix()}: ${message}`, params)
                 : console.debug(`${prefix()}: ${message}`),
-            warn: (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
+            warn: (message, ...params) => params?.length
                 ? console.warn(`${prefix()}: ${message}`, params)
                 : console.warn(`${prefix()}: ${message}`),
-            error: (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
+            error: (message, ...params) => params?.length
                 ? console.error(`${prefix()}: ${chalk_1.default.red(message)}`, params)
                 : console.error(`${prefix()}: ${chalk_1.default.red(message)}`)
         };
@@ -49,4 +49,7 @@ exports.ConsoleLoggerFactory = ConsoleLoggerFactory;
 /**
  *
  */
-exports.useLogger = (0, with_memo_1.withMemo)((context, tint) => (0, module_1.useContext)(token).for(context, tint));
+function useLogger(context, tint) {
+    return (0, use_memo_1.useMemo)(() => (0, module_1.useContext)(token).for(context, tint), [context, tint]);
+}
+exports.useLogger = useLogger;

package/lib/use-memo.spec.js

@@ -1,35 +1,24 @@
 "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 });
 const make_test_module_1 = require("./make-test-module");
 const use_memo_1 = require("./use-memo");
 describe(use_memo_1.useMemo.name, () => {
     let fixtures;
-    beforeEach(() => __awaiter(void 0, void 0, void 0, function* () {
-        fixtures = yield getFixtures();
-    }));
-    test('memorize value for dependencies', () => __awaiter(void 0, void 0, void 0, function* () {
-        const value1 = yield fixtures.givenMemoValue(() => 1, [use_memo_1.useMemo.name]);
-        const value2 = yield fixtures.givenMemoValue(() => 2, [use_memo_1.useMemo.name]);
+    beforeEach(async () => {
+        fixtures = await getFixtures();
+    });
+    test('memorize value for dependencies', async () => {
+        const value1 = await fixtures.givenMemoValue(() => 1, [use_memo_1.useMemo.name]);
+        const value2 = await fixtures.givenMemoValue(() => 2, [use_memo_1.useMemo.name]);
         expect(value1).toEqual(1);
         expect(value2).toEqual(1);
-    }));
-});
-function getFixtures() {
-    return __awaiter(this, void 0, void 0, function* () {
-        const { act } = yield (0, make_test_module_1.makeTestModule)([]);
-        return {
-            givenMemoValue(value, dependencies) {
-                return act(() => (0, use_memo_1.useMemo)(value, dependencies));
-            }
-        };
     });
+});
+async function getFixtures() {
+    const { act } = await (0, make_test_module_1.makeTestModule)([]);
+    return {
+        givenMemoValue(value, dependencies) {
+            return act(() => (0, use_memo_1.useMemo)(value, dependencies));
+        }
+    };
 }

package/lib/use-socket.d.ts

@@ -1,4 +1,5 @@
 import { Observable } from 'rxjs';
+import { Timestamp } from './use-timestamp';
 export declare function useSocket(url: string, options?: {
     pingInterval?: number;
 }): {
@@ -7,13 +8,13 @@ export declare function useSocket(url: string, options?: {
      * @returns observable emitting message events with timestamps and parsed payloads
      */
     watch(): Observable<{
-        timestamp: number;
+        timestamp: Timestamp<'ns'>;
         payload: unknown;
     }>;
     send(message: {
         payload: unknown;
     }): Observable<{
-        timestamp: number;
+        timestamp: Timestamp<'ns'>;
     }>;
     monitor(): Observable<"opened" | "closed" | "errored">;
 };

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

@@ -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;AAM5D,wBAAgB,SAAS,CACvB,GAAG,EAAE,MAAM,EACX,OAAO,GAAE;IAAE,YAAY,CAAC,EAAE,MAAM,CAAA;CAA2B;IAsBzD;;;OAGG;aACM,WAAW;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,OAAO,EAAE,OAAO,CAAA;KAAE,CAAC;kBAgD9C;QAAE,OAAO,EAAE,OAAO,CAAA;KAAE,GAAG,WAAW;QAAE,SAAS,EAAE,MAAM,CAAA;KAAE,CAAC;;EAczE"}
+{"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

@@ -31,7 +31,7 @@ function useSocket(url, options = { pingInterval: 5000 }) {
             let interval;
             return new rxjs_1.Observable(stream => {
                 socket.onmessage = it => stream.next({
-                    timestamp: (0, use_timestamp_1.useTimestamp)(),
+                    ...(0, use_timestamp_1.useTimestamp)(),
                     payload: JSON.parse(it.data)
                 });
                 socket.onerror = it => {
@@ -72,7 +72,7 @@ function useSocket(url, options = { pingInterval: 5000 }) {
             return (0, rxjs_1.defer)(() => {
                 debug('sent', url, message.payload);
                 socket.send(JSON.stringify(message.payload));
-                return (0, rxjs_1.of)({ timestamp: (0, use_timestamp_1.useTimestamp)() });
+                return (0, rxjs_1.of)((0, use_timestamp_1.useTimestamp)());
             });
         },
         monitor() {

package/lib/use-timestamp.d.ts

@@ -1,2 +1,15 @@
-export declare function useTimestamp(): number;
+export type Unit = 'ns' | 'us' | 'ms' | 's';
+export type Timestamp<Unit> = bigint & {
+    readonly __unit: Unit;
+};
+export declare function now(): Timestamp<'ns'>;
+export declare const ns: (value: bigint | number) => Timestamp<'ns'>;
+export declare const us: (value: bigint | number) => Timestamp<'us'>;
+export declare const ms: (value: bigint | number) => Timestamp<'ms'>;
+export declare const s: (value: bigint | number) => Timestamp<'s'>;
+export declare function convert<F extends Unit, T extends Unit>(value: Timestamp<F>, from: F, to: T): Timestamp<T>;
+export declare function add<U extends Unit>(a: Timestamp<U>, b: Timestamp<U>): Timestamp<U>;
+export declare function useTimestamp(): {
+    timestamp: Timestamp<'ns'>;
+};
 //# sourceMappingURL=use-timestamp.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"use-timestamp.d.ts","sourceRoot":"","sources":["../src/use-timestamp.ts"],"names":[],"mappings":"AAIA,wBAAgB,YAAY,WAQ3B"}
+{"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

@@ -1,13 +1,40 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.useTimestamp = void 0;
+exports.useTimestamp = exports.add = exports.convert = exports.s = exports.ms = exports.us = exports.ns = exports.now = void 0;
 const use_execution_mode_1 = require("./use-execution-mode");
 const replay_1 = require("./replay");
+function now() {
+    return process.hrtime.bigint();
+}
+exports.now = now;
+const ns = (value) => BigInt(value);
+exports.ns = ns;
+const us = (value) => BigInt(value);
+exports.us = us;
+const ms = (value) => BigInt(value);
+exports.ms = ms;
+const s = (value) => BigInt(value);
+exports.s = s;
+const factors = {
+    ns: 1n,
+    us: 1000n,
+    ms: 1000000n,
+    s: 1000000000n
+};
+function convert(value, from, to) {
+    const ns = BigInt(value) * factors[from];
+    return BigInt(ns / factors[to]);
+}
+exports.convert = convert;
+function add(a, b) {
+    return (a + b);
+}
+exports.add = add;
 function useTimestamp() {
     const { isReplay } = (0, use_execution_mode_1.useExecutionMode)();
     if (isReplay) {
-        return (0, replay_1.useReplayScheduler)().timestamp();
+        return { timestamp: (0, replay_1.useReplayScheduler)().timestamp() };
     }
-    return Date.now();
+    return { timestamp: now() };
 }
 exports.useTimestamp = useTimestamp;

package/lib/with-request.d.ts

@@ -1,4 +1,5 @@
 import { Observable } from 'rxjs';
+import { Timestamp } from './use-timestamp';
 export type RequestMethod = 'GET' | 'HEAD' | 'POST' | 'PUT' | 'DELETE' | 'CONNECT' | 'OPTIONS' | 'TRACE' | 'PATCH';
 export declare class RequestNetworkError extends Error {
     readonly statusCode: number;
@@ -10,7 +11,7 @@ export declare function withRequest({ method, url, headers, body }: {
     headers?: Record<string, any>;
     body?: string;
 }): Observable<{
-    timestamp: number;
+    timestamp: Timestamp<'ns'>;
     payload: unknown;
 }>;
 //# sourceMappingURL=with-request.d.ts.map

package/lib/with-request.d.ts.map

@@ -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;AAMlC,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,MAAM;aAAW,OAAO;GA6C5D"}
+{"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

@@ -1,13 +1,4 @@
 "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.withRequest = exports.RequestNetworkError = void 0;
 const node_crypto_1 = require("node:crypto");
@@ -28,8 +19,8 @@ function withRequest({ method, url, headers, body }) {
         const correlationId = (0, node_crypto_1.randomUUID)();
         debug('requesting', { correlationId, method, url, headers, body });
         (0, undici_1.request)(url, { method, headers, body })
-            .then(({ statusCode, body }) => __awaiter(this, void 0, void 0, function* () {
-            const json = yield body.json();
+            .then(async ({ statusCode, body }) => {
+            const json = await body.json();
             debug('received', {
                 correlationId,
                 method,
@@ -49,9 +40,9 @@ function withRequest({ method, url, headers, body }) {
                 subscriber.error(new RequestNetworkError(statusCode));
             }
             else {
-                subscriber.next({ timestamp: (0, use_timestamp_1.useTimestamp)(), payload: json });
+                subscriber.next({ ...(0, use_timestamp_1.useTimestamp)(), payload: json });
             }
-        }))
+        })
             .catch((e) => {
             error(`errored`, {
                 method,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.7.22",
+  "version": "0.7.25",
   "license": "MIT",
   "author": "Mateusz Majchrzak",
   "description": "Node.js library for building systematic trading strategies in reactive way.",
@@ -17,24 +17,20 @@
   "main": "lib/index.js",
   "typings": "lib/index.d.ts",
   "dependencies": {
-    "@swc/cli": "^0.1.62",
-    "@swc/core": "^1.3.44",
-    "@types/ws": "^8.5.4",
-    "chalk": "4.1.2",
-    "cli-progress": "^3.12.0",
+    "chalk": "^4.1.2",
     "commander": "^10.0.0",
     "decimal.js": "^10.4.3",
-    "node-watch": "^0.7.3",
+    "node-watch": "^0.7.4",
     "reflect-metadata": "^0.1.13",
     "tsyringe": "^4.7.0",
     "undici": "^5.21.0",
     "ws": "^8.13.0"
   },
   "devDependencies": {
-    "@types/cli-progress": "^3.11.0",
-    "@types/tsc-watch": "^4.2.0",
     "@types/uuid": "^9.0.1",
-    "rxjs": "^7.8.0"
+    "@types/ws": "^8.18.1",
+    "rxjs": "^7.8.0",
+    "typescript": "^5.0.2"
   },
   "peerDependencies": {
     "rxjs": "^7.8.0"

package/src/app.ts

@@ -0,0 +1,52 @@
+import { defaultIfEmpty, firstValueFrom, last, Observable } from 'rxjs';
+
+import { Dependency, Module } from '@lib/module';
+
+import { InMemoryStorageFactory, useStorageFactory } from './storage';
+import { useExecutionMode } from './use-execution-mode';
+import { ConsoleLoggerFactory, logger } from './use-logger';
+import { useMemo } from './use-memo';
+
+export type AppStart<T> = {
+  run: (dependencies: Dependency[]) => Promise<T | undefined>;
+};
+
+export type AppHandle = {
+  use: AppUse;
+  start: <T>(strategy: () => Observable<T>) => AppStart<T | undefined>;
+};
+
+export type AppUse = (module: Dependency | Dependency[]) => AppHandle;
+
+export function app(): AppHandle {
+  const deps: Dependency[] = [
+    useMemo.options(),
+    logger(new ConsoleLoggerFactory()),
+    useExecutionMode.paperOptions({ recording: false }),
+    useStorageFactory.options(new InMemoryStorageFactory())
+  ];
+
+  const start = <T>(strategy: () => Observable<T>): AppStart<T> => ({
+    async run(dependencies: Dependency[] = []) {
+      const module = new Module([...deps, ...dependencies]);
+
+      const { act } = await module.awake();
+
+      return await act(() =>
+        firstValueFrom(strategy().pipe(defaultIfEmpty(undefined), last()))
+      );
+    }
+  });
+
+  const use = (module: Dependency | Dependency[]) => {
+    if (Array.isArray(module)) {
+      deps.push(...module);
+    } else {
+      deps.push(module);
+    }
+
+    return { use, start };
+  };
+
+  return { use, start };
+}

package/src/cli/build.ts

@@ -4,12 +4,17 @@ import { buildDirectory } from '@lib/cli/internal/workspace';
 
 export default async function (): Promise<number> {
   return new Promise<number>((resolve, reject) => {
-    const process = spawn('swc', ['./src', '--out-dir', buildDirectory()], {
-      stdio: 'inherit',
-      shell: true
-    });
+    const child = spawn(
+      'tsc',
+      ['--project', 'tsconfig.json', '--outDir', buildDirectory()],
+      {
+        cwd: process.cwd(),
+        stdio: 'inherit',
+        shell: true
+      }
+    );
 
-    process.once('exit', resolve);
-    process.once('error', reject);
+    child.once('exit', resolve);
+    child.once('error', reject);
   });
 }

package/src/cli/internal/script.ts

@@ -1,21 +1,8 @@
 import { join } from 'path';
-import {
-  catchError,
-  finalize,
-  firstValueFrom,
-  forkJoin,
-  fromEvent,
-  last,
-  merge,
-  of,
-  switchMap,
-  take
-} from 'rxjs';
+import { catchError, finalize, firstValueFrom, fromEvent, merge, of, take } from 'rxjs';
 
-import { core } from '@lib/core';
-import { Dependency, Module } from '@lib/module';
-import { whenReplayFinished } from '@lib/replay';
-import { strategy } from '@lib/strategy';
+import { AppStart } from '@lib/app';
+import { Dependency } from '@lib/module';
 
 import { buildDirectory } from './workspace';
 
@@ -28,43 +15,27 @@ export class Script {
   async run() {
     const script = await import(join(buildDirectory(), this.filename));
 
-    const { dependencies, description } = script.default as ReturnType<typeof strategy>;
-
-    const module = new Module([...core(), ...dependencies, ...this.dependencies]);
-
-    const { act } = await module.awake();
-
-    return await act(() => {
-      process.stdin.resume();
-
-      return firstValueFrom(
-        merge(
-          forkJoin(description.before.map(before => before()))
-            .pipe(
-              switchMap(() =>
-                forkJoin(description.behavior.map(behavior => behavior())).pipe(last())
-              )
-            )
-            .pipe(last()),
-          whenReplayFinished().pipe(last()),
-          fromEvent(process, 'exit'),
-          fromEvent(process, 'SIGINT'),
-          fromEvent(process, 'SIGUSR1'),
-          fromEvent(process, 'SIGUSR2'),
-          fromEvent(process, 'uncaughtException')
-        ).pipe(
-          catchError(e => {
-            console.error(e);
-
-            return of(e);
-          }),
-          take(1),
-          switchMap(
-            it => forkJoin(description.after.map(after => after())).pipe(last()) ?? of(it)
-          ),
-          finalize(() => process.exit(0))
-        )
-      );
-    });
+    const { run } = script.default as AppStart<unknown>;
+
+    process.stdin.resume();
+
+    return firstValueFrom(
+      merge(
+        run(this.dependencies),
+        fromEvent(process, 'exit'),
+        fromEvent(process, 'SIGINT'),
+        fromEvent(process, 'SIGUSR1'),
+        fromEvent(process, 'SIGUSR2'),
+        fromEvent(process, 'uncaughtException')
+      ).pipe(
+        catchError(e => {
+          console.error(e);
+
+          return of(e);
+        }),
+        take(1),
+        finalize(() => process.exit(0))
+      )
+    );
   }
 }

package/src/cli/replay.ts

@@ -2,6 +2,7 @@ import build from '@lib/cli/build';
 import { replayOptions } from '@lib/replay';
 import { useSession } from '@lib/session';
 import { useExecutionMode } from '@lib/use-execution-mode';
+import { convert, s } from '@lib/use-timestamp';
 
 import { Script } from './internal/script';
 
@@ -13,8 +14,18 @@ export default async function (
     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 from = convert(
+    s(options.from ? new Date(options.from).getTime() : 0),
+    'ms',
+    'ns'
+  );
+
+  const to = convert(
+    s(options.to ? new Date(options.to).getTime() : new Date().getTime()),
+    'ms',
+    'ns'
+  );
+
   const storage = options.storage ?? 'backtest';
 
   const script = new Script(name, [

package/src/index.ts

@@ -1,4 +1,4 @@
-export * from '@lib/component';
+export * from '@lib/app';
 export * from '@lib/shared';
 export * from '@lib/storage';
 export * from '@lib/module';
@@ -6,17 +6,12 @@ export * from '@lib/use-memo';
 export * from '@lib/use-timestamp';
 export * from '@lib/simulator';
 export * from '@lib/make-test-module';
-export * from '@lib/core';
 export * from '@lib/use-execution-mode';
 export * from '@lib/storage';
 export * from '@lib/use-logger';
 export * from '@lib/replay';
 export * from '@lib/use-socket';
-export * from '@lib/when-socket';
 export * from '@lib/with-request';
-export * from '@lib/with-memo';
 export * from '@lib/session';
-export * from '@lib/strategy';
-export * from '@lib/operators';
 export * from '@lib/replay';
 export * from '@lib/uri';