sfccxt/js/pro/base/Cache.js

A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges

/* eslint-disable max-classes-per-file */

'use strict';

class BaseCache extends Array {

    constructor (maxSize = undefined) {
        super ()
        Object.defineProperty (this, 'maxSize', {
            __proto__: null, // make it invisible
            value: maxSize,
            writable: true,
        })
    }

    clear () {
        this.length = 0
    }
}

class ArrayCache extends BaseCache {

    constructor (maxSize = undefined) {
        super (maxSize);
        Object.defineProperty (this, 'nestedNewUpdatesBySymbol', {
            __proto__: null, // make it invisible
            value: false,
            writable: true,
        })
        Object.defineProperty (this, 'newUpdatesBySymbol', {
            __proto__: null, // make it invisible
            value: {},
            writable: true,
        })
        Object.defineProperty (this, 'clearUpdatesBySymbol', {
            __proto__: null, // make it invisible
            value: {},
            writable: true,
        })
        Object.defineProperty (this, 'allNewUpdates', {
            __proto__: null, // make it invisible
            value: 0,
            writable: true,
        })
        Object.defineProperty (this, 'clearAllUpdates', {
            __proto__: null, // make it invisible
            value: false,
            writable: true,
        })
    }

    getLimit (symbol, limit) {
        let newUpdatesValue = undefined

        if (symbol === undefined) {
            newUpdatesValue = this.allNewUpdates
            this.clearAllUpdates = true
        } else {
            newUpdatesValue = this.newUpdatesBySymbol[symbol];
            if ((newUpdatesValue !== undefined) && this.nestedNewUpdatesBySymbol) {
                newUpdatesValue = newUpdatesValue.size
            }
            this.clearUpdatesBySymbol[symbol] = true
        }

        if (newUpdatesValue === undefined) {
            return limit
        } else if (limit !== undefined) {
            return Math.min (newUpdatesValue, limit)
        } else {
            return newUpdatesValue;
        }
    }

    append (item) {
        // maxSize may be 0 when initialized by a .filter() copy-construction
        if (this.maxSize && (this.length === this.maxSize)) {
            this.shift ()
        }
        this.push (item)
        if (this.clearAllUpdates) {
            this.clearAllUpdates = false
            this.clearUpdatesBySymbol = {}
            this.allNewUpdates = 0
            this.newUpdatesBySymbol = {}
        }
        if (this.clearUpdatesBySymbol[item.symbol]) {
            this.clearUpdatesBySymbol[item.symbol] = false
            this.newUpdatesBySymbol[item.symbol] = 0
        }
        this.newUpdatesBySymbol[item.symbol] = (this.newUpdatesBySymbol[item.symbol] || 0) + 1
        this.allNewUpdates = (this.allNewUpdates || 0) + 1
    }
}

class ArrayCacheByTimestamp extends BaseCache {

    constructor (maxSize = undefined) {
        super (maxSize)
        Object.defineProperty (this, 'hashmap', {
            __proto__: null, // make it invisible
            value: {},
            writable: true,
        })
        Object.defineProperty (this, 'sizeTracker', {
            __proto__: null, // make it invisible
            value: new Set (),
            writable: true,
        })
        Object.defineProperty (this, 'newUpdates', {
            __proto__: null, // make it invisible
            value: 0,
            writable: true,
        })
        Object.defineProperty (this, 'clearUpdates', {
            __proto__: null, // make it invisible
            value: false,
            writable: true,
        })
    }

    getLimit (symbol, limit) {
        this.clearUpdates = true
        if (limit === undefined) {
            return this.newUpdates
        }
        return Math.min (this.newUpdates, limit)
    }

    append (item) {
        if (item[0] in this.hashmap) {
            const reference = this.hashmap[item[0]]
            if (reference !== item) {
                for (const prop in item) {
                    reference[prop] = item[prop]
                }
            }
        } else {
            this.hashmap[item[0]] = item
            if (this.maxSize && (this.length === this.maxSize)) {
                const deleteReference = this.shift ()
                delete this.hashmap[deleteReference[0]]
            }
            this.push (item)
        }
        if (this.clearUpdates) {
            this.clearUpdates = false
            this.sizeTracker.clear ()
        }
        this.sizeTracker.add (item[0])
        this.newUpdates = this.sizeTracker.size
    }
}

class ArrayCacheBySymbolById extends ArrayCache {

    constructor (maxSize = undefined) {
        super (maxSize)
        this.nestedNewUpdatesBySymbol = true
        Object.defineProperty (this, 'hashmap', {
            __proto__: null, // make it invisible
            value: {},
            writable: true,
        })
    }

    append (item) {
        const byId = this.hashmap[item.symbol] = this.hashmap[item.symbol] || {}
        if (item.id in byId) {
            const reference = byId[item.id]
            if (reference !== item) {
                for (const prop in item) {
                    reference[prop] = item[prop]
                }
            }
            item = reference
            const index = this.findIndex ((x) => x.id === item.id)
            // move the order to the end of the array
            this.splice (index, 1)
        } else {
            byId[item.id] = item
        }
        if (this.maxSize && (this.length === this.maxSize)) {
            const deleteReference = this.shift ()
            delete this.hashmap[deleteReference.symbol][deleteReference.id]
        }
        this.push (item)
        if (this.clearAllUpdates) {
            this.clearAllUpdates = false
            this.clearUpdatesBySymbol = {}
            this.allNewUpdates = 0
            this.newUpdatesBySymbol = {}
        }
        if (this.newUpdatesBySymbol[item.symbol] === undefined) {
            this.newUpdatesBySymbol[item.symbol] = new Set ()
        }
        if (this.clearUpdatesBySymbol[item.symbol]) {
            this.clearUpdatesBySymbol[item.symbol] = false
            this.newUpdatesBySymbol[item.symbol].clear ()
        }
        // in case an exchange updates the same order id twice
        const idSet = this.newUpdatesBySymbol[item.symbol]
        const beforeLength = idSet.size
        idSet.add (item.id)
        const afterLength = idSet.size
        this.allNewUpdates = (this.allNewUpdates || 0) + (afterLength - beforeLength)
    }
}

module.exports = {
    ArrayCache,
    ArrayCacheByTimestamp,
    ArrayCacheBySymbolById,
}