1 unstable release

Uses old Rust 2015

0.1.1 Nov 12, 2018

#10 in #broadcast


Used in stocker

MIT license

39KB
478 lines

reactive-rs

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This crate provides the building blocks for functional reactive programming (FRP) in Rust. It is inspired by carboxyl, frappe and bidule crates, and various ReactiveX implementations.

Documentation

docs.rs/reactive-rs

Purpose

The main use case of this library is to simplify creating efficient computational DAGs (or computational trees, to be precise) that operate on streams of values. It does not aim to replicate the entire galaxy of ReactiveX operators, nor does it attempt to delve into futures/concurrency territory.

What is a computational tree? First, there's the root at the top, that's where the input values get fed into continuously. Then, we perform computations on these values – each of which may yield zero, one or more values that are sent further down. Some downstream nodes may share their parents – for instance, g(f(x)) and h(f(x)), where x is the input and f is the intermediate transformation; in this case, we want to make sure we don't have to recompute f(x) twice. Moreover, this being Rust, we'd like to ensure we're not copying and cloning any values needlessly, and we generally prefer things to be zero-cost/inlineable when possible. Finally, there are leaves – these are observers, functions that receive transform values and do something with them, likely recording them somewhere or mutating the environment in some other way.

Context

Streams, broadcasts and observers in this crate operate on pairs of values: the context and the element. Context can be viewed as optional metadata attached to the original value. Closures required in methods like .map() only take one argument (the element) and are expected to return a single value; this way, the element can be changed without touching the context. This can be extremely convenient if you need to access the original input value (or any "upstream" value) way down the computation chain – this way you don't have to propagate it explicitly.

Most stream/broadcast methods have an alternative "full" version that operates on both context/element, with _ctx suffix.

Usage example

Consider the following problem: we have an incoming stream of buy/sell price pairs, and for each incoming event we would like to compute how the current mid-price (the average between the two) compares relatively to the minimum buy price and the maximum sell price over the last three observations. Moreover, we would like to skip the first few events in order to allow the buffer to fill up.

Here's one way we could do it (not the most ultimately efficient way of solving this particular problem, but it serves quite well to demonstrate the basic functionality of the crate):

use std::cell::Cell;
use std::f64;
use reactive_rs::*;

let min_rel = Cell::new(0.);
let max_rel = Cell::new(0.);

// create a broadcast of (buy, sell) pairs
let quotes = SimpleBroadcast::new();

// clone the broadcast so we can feed values to it later
let last = quotes.clone()
    // save the mid-price for later use
    .with_ctx_map(|_, &(buy, sell)| (buy + sell) / 2.)
    // cache the last three observations
    .last_n(3)
    // wait until the queue fills up
    .filter(|quotes| quotes.len() > 2)
    // share the output (slices of values)
    .broadcast();

// subscribe to the stream of slices
let min = last.clone()
    // compute min buy price
    .map(|p| p.iter().map(|q| q.0).fold(1./0., f64::min));
// subscribe to the stream of slices
let max = last.clone()
    // compute max sell price
    .map(|p| p.iter().map(|q| q.1).fold(-1./0., f64::max));

// finally, attach observers
min.subscribe_ctx(|p, min| min_rel.set(min / p));
max.subscribe_ctx(|p, max| max_rel.set(max / p));

quotes.send((100., 102.));
quotes.send((101., 103.));
assert_eq!((min_rel.get(), max_rel.get()), (0., 0.));
quotes.send((99., 101.));
assert_eq!((min_rel.get(), max_rel.get()), (0.99, 1.03));
quotes.send((97., 103.));
assert_eq!((min_rel.get(), max_rel.get()), (0.97, 1.03));

License

The MIT License (MIT)

Copyright (c) 2018 Ivan Smirnov

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

Dependencies

~275KB