Merge 622fced into 0c15cac

README.md

@@ -17,6 +17,7 @@ The internal architecture primarily consists of one big stream and a bunch of co
 -   [x] Simple API
 -   [x] Thoroughly tested
 -   [x] Typescript definitions
+-   [x] Allow async calls into strategy
 
 ## Installation
 
@@ -38,7 +39,7 @@ const feeds = {
   myStreamFeed: fs.createReadStream(...)
 }
 
-const strategy = (context, action) => {
+const strategy = (context, action, next) => {
 
   // Place an order
   if (action.type === 'myQuandlFeed') {
@@ -58,6 +59,9 @@ const strategy = (context, action) => {
       id: 123
     })
   }
+
+  // Will call strategy with next data
+  next(action);
 }
 
 // Create the trading stream
@@ -143,7 +147,7 @@ The `createTrader`-function returns an unconsumed stream, and so it is up to you
 
 ```javascript
 const settings = {...}
-const strategy = (context, action) => {...}
+const strategy = (context, action ,next) => {...}
 
 createTrader(settings, strategy).resume()
 ```
@@ -154,7 +158,7 @@ However, you could also do crazy things like this:
 import { createTrader, ORDER_FILLED, ORDER_FAILED } from 'devalpha'
 
 const settings = {...}
-const strategy = (context, action) => {...}
+const strategy = (context, action, next) => {...}
 
 const stream = createTrader(settings, strategy)
 

__tests__/createStrategy.spec.ts

@@ -17,13 +17,6 @@ beforeEach(() => {
   t.context.middleware = createMiddleware(() => {})(store)(next)
 })
 
-test("pass the intercepted action to the next", () => {
-  const { middleware, next } = t.context
-  const action = { type: "FOO", payload: {} }
-  middleware(action)
-  expect(next.mock.calls[0][0]).toBe(action)
-})
-
 test("order() should synchronously dispatch order requested", done => {
   const { store, next } = t.context
   const action = { type: "FOO", payload: { timestamp: 0 } }

__tests__/devalpha.spec.ts

@@ -19,7 +19,7 @@ const t = { context: {} }
 
 test("backtest event order", done => {
   const executions = []
-  const strategy = ({ order }, action) => {
+  const strategy = ({ order }, action, next) => {
     switch (action.type) {
       case "example":
         executions.push("a")
@@ -45,6 +45,7 @@ test("backtest event order", done => {
       default:
         break
     }
+    next(action);
   }
 
   createTrader(
@@ -80,7 +81,7 @@ test("backtest event order", done => {
 
 test("live trading event order", done => {
   const executions = []
-  const strategy = ({ order }, action) => {
+  const strategy = ({ order }, action, next) => {
     switch (action.type) {
       case "example":
         executions.push("a")
@@ -106,6 +107,7 @@ test("live trading event order", done => {
       default:
         break
     }
+    next(action)
   }
 
   createTrader(
@@ -140,7 +142,7 @@ test("live trading event order", done => {
 })
 
 test("state() returns an object", done => {
-  const strategy = ({ state }, action) => {
+  const strategy = ({ state }, action, next) => {
     expect(typeof state()).toBe("object")
     done()
   }
@@ -154,7 +156,7 @@ test("state() returns an object", done => {
 })
 
 test("failing orders are dispatched", done => {
-  const strategy = ({ order }, action) => {
+  const strategy = ({ order }, action, next) => {
     switch (action.type) {
       case "example":
         order({
@@ -169,6 +171,7 @@ test("failing orders are dispatched", done => {
       default:
         break
     }
+    next(action)
   }
 
   createTrader(
@@ -193,7 +196,7 @@ test("failing orders are dispatched", done => {
 })
 
 test("orders are cancellable", done => {
-  const strategy = ({ order, cancel, state }, action) => {
+  const strategy = ({ order, cancel, state }, action, next) => {
     switch (action.type) {
       case "example":
         order({
@@ -214,6 +217,7 @@ test("orders are cancellable", done => {
       default:
         break
     }
+    next(action)
   }
 
   createTrader(
@@ -238,7 +242,7 @@ test("orders are cancellable", done => {
 })
 
 test("should not be able to cancel unknown orders", done => {
-  const strategy = ({ cancel }, action) => {
+  const strategy = ({ cancel }, action, next) => {
     switch (action.type) {
       case "example":
         cancel("1")
@@ -249,6 +253,7 @@ test("should not be able to cancel unknown orders", done => {
       default:
         break
     }
+    next()
   }
 
   createTrader(
@@ -286,7 +291,7 @@ test("stream returns items containing action and state during live trading", don
       feeds: {},
       backtesting: false
     },
-    () => {}
+    (context, action, next) => {next(action)}
   )
 
   strat
@@ -309,7 +314,7 @@ test("stream returns items containing action and state during backtests", done =
     {
       feeds: {}
     },
-    () => {}
+    (context, action, next) => { next(action) }
   )
 
   strat
@@ -390,8 +395,9 @@ test("stream consumers recieve all events in the right order", done => {
         events: [{ timestamp: 0 }, { timestamp: 1 }]
       }
     },
-    (context, action) => {
+    (context, action, next) => {
       events.push("a")
+      next(action)
     }
   )
 
@@ -413,8 +419,9 @@ test("stream consumers can apply backpressure", done => {
         events: [{ timestamp: 0 }, { timestamp: 1 }]
       }
     },
-    () => {
+    (context, action, next) => {
       events.push("a")
+      next(action)
     }
   )
 
@@ -456,8 +463,9 @@ test("dashboard works as expected", done => {
         active: true
       }
     },
-    () => {
+    (context, action, next) => {
       serverEvents.push("a")
+      next(action)
     }
   ).resume()
 
@@ -485,7 +493,7 @@ test("dashboard works as expected", done => {
 
 test("calling devalpha logs to console", done => {
   const actions = []
-  const strategy = ({ order }, action) => {}
+  const strategy = ({ order }, action, next) => {next(action)}
   console.error = jest.fn()
   devalpha(
     {

lib/index.ts

@@ -76,7 +76,8 @@ export function createTrader(settings: any, strategy: Strategy) {
   }
 
   if (config.dashboard.active && config.project === null) {
-    throw new Error('the dashboard will not recognize your algorithm unless you set config.project to the ID of your DevAlpha project');
+    // tslint:disable:max-line-length
+    throw new Error('the dashboard will not recognize your algorithm unless you set config.project to the ID of your DevAlpha project')
   }
 
   // Store
@@ -200,10 +201,10 @@ export function createTrader(settings: any, strategy: Strategy) {
     const socketStream = output.fork()
     output = output.fork()
 
-    let id = 0;
+    let id = 0
     const createMessage = (message: any) => {
       let response = ''
-      response += `id: ${id++}\n`
+      response += `id: ${id+=1}\n`
       response += `event: ${message.type}\n`
       response += `data: ${JSON.stringify(message.payload)}\n`
       response += `\n`

lib/middleware/createStrategy.ts

@@ -40,9 +40,9 @@ export function createStrategy(strategy: Strategy): Middleware {
           }
         })
       },
-      action
+      action,
+      next
     )
-    return next(action)
   }
 
 }

lib/types.ts

@@ -133,4 +133,4 @@ export interface ExecutedOrder extends CreatedOrder {
   id: string
 }
 
-export type Strategy = (context: Context, action: StreamAction) => void
+export type Strategy = (context: Context, action: StreamAction, next: Function) => void