@quantform/core 0.3.210 → 0.3.215
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/dist/adapter/paper/model/paper-margin-model.d.ts +2 -2
- package/dist/adapter/paper/model/paper-margin-model.js +3 -4
- package/dist/adapter/paper/model/paper-margin-model.js.map +1 -1
- package/dist/adapter/paper/model/paper-model.d.ts +1 -1
- package/dist/adapter/paper/model/paper-model.js +4 -4
- package/dist/adapter/paper/model/paper-model.js.map +1 -1
- package/dist/adapter/paper/model/paper-spot-model.d.ts +3 -2
- package/dist/adapter/paper/model/paper-spot-model.js +2 -2
- package/dist/adapter/paper/model/paper-spot-model.js.map +1 -1
- package/dist/domain/order.d.ts +1 -1
- package/dist/session/session.d.ts +4 -1
- package/dist/session/session.js +16 -3
- package/dist/session/session.js.map +1 -1
- package/dist/store/event/store-balance.event.js +3 -0
- package/dist/store/event/store-balance.event.js.map +1 -1
- package/dist/store/event/store-order.event.d.ts +2 -2
- package/dist/store/event/store-order.event.js +27 -15
- package/dist/store/event/store-order.event.js.map +1 -1
- package/dist/store/store.d.ts +2 -2
- package/dist/store/store.js +5 -5
- package/dist/store/store.js.map +1 -1
- package/dist/store/store.state.d.ts +1 -1
- package/dist/store/store.state.js +1 -1
- package/dist/store/store.state.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +1 -1
- package/src/adapter/paper/model/paper-margin-model.ts +10 -11
- package/src/adapter/paper/model/paper-model.ts +5 -5
- package/src/adapter/paper/model/paper-spot-model.ts +8 -9
- package/src/domain/order.ts +1 -1
- package/src/session/session.ts +39 -11
- package/src/store/event/store-balance.event.ts +3 -0
- package/src/store/event/store-order.event.ts +22 -11
- package/src/store/store.state.ts +2 -2
- package/src/store/store.ts +6 -6
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@@ -1,10 +1,10 @@
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-
import { Order
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import { Order } from '../../../domain';
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import { PaperAdapter } from '..';
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import { PaperModel } from './paper-model';
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export declare class PaperMarginModel extends PaperModel {
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leverage: number;
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constructor(adapter: PaperAdapter);
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onOrderOpened(order: Order): void;
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-
onOrderCompleted(order: Order, averageExecutionRate: number,
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onOrderCompleted(order: Order, averageExecutionRate: number, timestamp: number): void;
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onOrderCanceled(order: Order): void;
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}
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@@ -14,13 +14,12 @@ class PaperMarginModel extends paper_model_1.PaperModel {
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this.adapter.store.dispatch(new event_1.OrderNewEvent(order, timestamp));
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this.adapter.store.dispatch(new event_1.OrderPendingEvent(order.id, timestamp));
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}
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-
onOrderCompleted(order, averageExecutionRate,
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+
onOrderCompleted(order, averageExecutionRate, timestamp) {
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var _a, _b;
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const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
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let transact = instrument.quote.floor(-instrument.commision.calculateMakerFee(averageExecutionRate * order.quantity));
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const id = instrument.toString();
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const position = this.adapter.store.snapshot.balance[instrument.quote.toString()]
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.position[id];
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const position = this.adapter.store.snapshot.balance[instrument.quote.toString()].position[id];
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let rate = (_a = position === null || position === void 0 ? void 0 : position.averageExecutionRate) !== null && _a !== void 0 ? _a : 0;
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let size = (_b = position === null || position === void 0 ? void 0 : position.size) !== null && _b !== void 0 ? _b : 0;
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let quantity = order.quantity;
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@@ -58,7 +57,7 @@ class PaperMarginModel extends paper_model_1.PaperModel {
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}
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break;
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}
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-
this.adapter.store.dispatch(new event_1.
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this.adapter.store.dispatch(new event_1.OrderFilledEvent(order.id, averageExecutionRate, timestamp), new event_1.BalanceTransactEvent(instrument.quote, transact, timestamp), new event_1.PositionPatchEvent(id, instrument, rate, size, this.leverage, 'CROSS', timestamp));
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}
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onOrderCanceled(order) {
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const timestamp = this.adapter.timestamp();
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"paper-margin-model.js","sourceRoot":"","sources":["../../../../src/adapter/paper/model/paper-margin-model.ts"],"names":[],"mappings":";;;AAAA,4CAAoD;AAEpD,gDAQ8B;AAE9B,+CAA2C;AAE3C,MAAa,gBAAiB,SAAQ,wBAAU;IAG9C,YAAY,OAAqB;QAC/B,KAAK,CAAC,OAAO,CAAC,CAAC;QAHjB,aAAQ,GAAG,EAAE,CAAC;IAId,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QACjE,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,
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1
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+
{"version":3,"file":"paper-margin-model.js","sourceRoot":"","sources":["../../../../src/adapter/paper/model/paper-margin-model.ts"],"names":[],"mappings":";;;AAAA,4CAAoD;AAEpD,gDAQ8B;AAE9B,+CAA2C;AAE3C,MAAa,gBAAiB,SAAQ,wBAAU;IAG9C,YAAY,OAAqB;QAC/B,KAAK,CAAC,OAAO,CAAC,CAAC;QAHjB,aAAQ,GAAG,EAAE,CAAC;IAId,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QACjE,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,SAAiB;;QAC5E,MAAM,UAAU,GACd,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE/E,IAAI,QAAQ,GAAG,UAAU,CAAC,KAAK,CAAC,KAAK,CACnC,CAAC,UAAU,CAAC,SAAS,CAAC,iBAAiB,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAC/E,CAAC;QAEF,MAAM,EAAE,GAAG,UAAU,CAAC,QAAQ,EAAE,CAAC;QACjC,MAAM,QAAQ,GACZ,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC;QAEhF,IAAI,IAAI,GAAG,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,oBAAoB,mCAAI,CAAC,CAAC;QAC/C,IAAI,IAAI,GAAG,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,IAAI,mCAAI,CAAC,CAAC;QAC/B,IAAI,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC;QAE9B,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,IAAI,IAAI,GAAG,CAAC,EAAE;oBACZ,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,QAAQ,CAAC,CAAC;oBAE3D,QAAQ,IAAI,IAAA,YAAG,EAAC,oBAAoB,EAAE,IAAI,EAAE,eAAe,CAAC,CAAC;oBAE7D,IAAI,IAAI,eAAe,CAAC;oBACxB,QAAQ,IAAI,eAAe,CAAC;iBAC7B;gBAED,IAAI,CAAC,IAAI,EAAE;oBACT,IAAI,GAAG,oBAAoB,CAAC;oBAC5B,IAAI,GAAG,QAAQ,CAAC;iBACjB;qBAAM;oBACL,IAAI,GAAG,IAAA,qBAAY,EAAC,CAAC,IAAI,EAAE,oBAAoB,CAAC,EAAE,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC,CAAC;oBACpE,IAAI,IAAI,QAAQ,CAAC;iBAClB;gBAED,MAAM;YAER,KAAK,MAAM;gBACT,IAAI,IAAI,GAAG,CAAC,EAAE;oBACZ,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;oBAEjD,QAAQ,IAAI,IAAA,YAAG,EAAC,IAAI,EAAE,oBAAoB,EAAE,eAAe,CAAC,CAAC;oBAE7D,IAAI,IAAI,eAAe,CAAC;oBACxB,QAAQ,IAAI,eAAe,CAAC;iBAC7B;gBAED,IAAI,CAAC,IAAI,EAAE;oBACT,IAAI,GAAG,oBAAoB,CAAC;oBAC5B,IAAI,GAAG,CAAC,QAAQ,CAAC;iBAClB;qBAAM;oBACL,IAAI,GAAG,IAAA,qBAAY,EAAC,CAAC,IAAI,EAAE,oBAAoB,CAAC,EAAE,CAAC,IAAI,EAAE,CAAC,QAAQ,CAAC,CAAC,CAAC;oBACrE,IAAI,IAAI,QAAQ,CAAC;iBAClB;gBAED,MAAM;SACT;QAED,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,oBAAoB,EAAE,SAAS,CAAC,EAC/D,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,SAAS,CAAC,EAC/D,IAAI,0BAAkB,CACpB,EAAE,EACF,UAAU,EACV,IAAI,EACJ,IAAI,EACJ,IAAI,CAAC,QAAQ,EACb,OAAO,EACP,SAAS,CACV,CACF,CAAC;IACJ,CAAC;IAED,eAAe,CAAC,KAAY;QAC1B,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,2BAAmB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;QAC1E,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC3E,CAAC;CACF;AA7FD,4CA6FC"}
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@@ -5,7 +5,7 @@ export declare abstract class PaperModel {
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private readonly pending;
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constructor(adapter: PaperAdapter);
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protected abstract onOrderOpened(order: Order): any;
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protected abstract onOrderCompleted(order: Order, averageExecutionRate: number,
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protected abstract onOrderCompleted(order: Order, averageExecutionRate: number, timestamp: number): any;
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protected abstract onOrderCanceled(order: Order): any;
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private intercept;
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protected orderbook(component: Orderbook): void;
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@@ -26,22 +26,22 @@ class PaperModel {
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if (order.type == 'MARKET') {
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if (order.side == 'BUY' && orderbook.bestAskRate) {
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this.pendingOf(order.instrument).remove(order);
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this.onOrderCompleted(order, orderbook.bestAskRate, orderbook);
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this.onOrderCompleted(order, orderbook.bestAskRate, orderbook.timestamp);
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}
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else if (order.side == 'SELL' && orderbook.bestBidRate) {
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this.pendingOf(order.instrument).remove(order);
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this.onOrderCompleted(order, orderbook.bestBidRate, orderbook);
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this.onOrderCompleted(order, orderbook.bestBidRate, orderbook.timestamp);
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}
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return;
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}
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if (order.type == 'LIMIT') {
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if (order.side == 'BUY' && order.rate >= orderbook.bestAskRate) {
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this.pendingOf(order.instrument).remove(order);
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this.onOrderCompleted(order, orderbook.bestAskRate, orderbook);
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this.onOrderCompleted(order, orderbook.bestAskRate, orderbook.timestamp);
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}
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else if (order.side == 'SELL' && order.rate <= orderbook.bestBidRate) {
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this.pendingOf(order.instrument).remove(order);
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this.onOrderCompleted(order, orderbook.bestBidRate, orderbook);
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this.onOrderCompleted(order, orderbook.bestBidRate, orderbook.timestamp);
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}
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return;
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}
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@@ -1 +1 @@
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-
{"version":3,"file":"paper-model.js","sourceRoot":"","sources":["../../../../src/adapter/paper/model/paper-model.ts"],"names":[],"mappings":";;;AAAA,8CAAqC;AACrC,4CAAkF;AAElF,mEAA6C;AAE7C,MAAsB,UAAU;IAG9B,YAAqB,OAAqB;QAArB,YAAO,GAAP,OAAO,CAAc;QAFzB,YAAO,GAA+B,EAAE,CAAC;QAGxD,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;IAC9E,CAAC;IAYO,SAAS,CAAC,SAAoB;QACpC,IAAI,SAAS,YAAY,kBAAS,EAAE;YAClC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,CAAC;SAC3B;IACH,CAAC;IAES,SAAS,CAAC,SAAoB;QACtC,MAAM,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;QAErD,IAAI,OAAO,CAAC,IAAI,EAAE,IAAI,CAAC,EAAE;YACvB,OAAO;SACR;QAED,OAAO,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC3D,CAAC;IAEO,aAAa,CAAC,KAAY,EAAE,SAAoB;QACtD,IAAI,KAAK,CAAC,IAAI,IAAI,QAAQ,EAAE;YAC1B,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,SAAS,CAAC,WAAW,EAAE;gBAChD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;
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{"version":3,"file":"paper-model.js","sourceRoot":"","sources":["../../../../src/adapter/paper/model/paper-model.ts"],"names":[],"mappings":";;;AAAA,8CAAqC;AACrC,4CAAkF;AAElF,mEAA6C;AAE7C,MAAsB,UAAU;IAG9B,YAAqB,OAAqB;QAArB,YAAO,GAAP,OAAO,CAAc;QAFzB,YAAO,GAA+B,EAAE,CAAC;QAGxD,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;IAC9E,CAAC;IAYO,SAAS,CAAC,SAAoB;QACpC,IAAI,SAAS,YAAY,kBAAS,EAAE;YAClC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,CAAC;SAC3B;IACH,CAAC;IAES,SAAS,CAAC,SAAoB;QACtC,MAAM,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;QAErD,IAAI,OAAO,CAAC,IAAI,EAAE,IAAI,CAAC,EAAE;YACvB,OAAO;SACR;QAED,OAAO,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC3D,CAAC;IAEO,aAAa,CAAC,KAAY,EAAE,SAAoB;QACtD,IAAI,KAAK,CAAC,IAAI,IAAI,QAAQ,EAAE;YAC1B,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,SAAS,CAAC,WAAW,EAAE;gBAChD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;iBAAM,IAAI,KAAK,CAAC,IAAI,IAAI,MAAM,IAAI,SAAS,CAAC,WAAW,EAAE;gBACxD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;YAED,OAAO;SACR;QAED,IAAI,KAAK,CAAC,IAAI,IAAI,OAAO,EAAE;YACzB,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,KAAK,CAAC,IAAI,IAAI,SAAS,CAAC,WAAW,EAAE;gBAC9D,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;iBAAM,IAAI,KAAK,CAAC,IAAI,IAAI,MAAM,IAAI,KAAK,CAAC,IAAI,IAAI,SAAS,CAAC,WAAW,EAAE;gBACtE,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;YAED,OAAO;SACR;IACH,CAAC;IAEO,SAAS,CAAC,UAA8B;QAC9C,IAAI,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAClD,IAAI,CAAC,OAAO,EAAE;YACZ,OAAO,GAAG,IAAI,4BAAG,EAAS,CAAC;YAE3B,IAAI,CAAC,OAAO,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,OAAO,CAAC;SAC/C;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAED,IAAI,CAAC,KAAY;QACf,MAAM,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAEjD,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE;YACvB,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,aAAa,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,MAAM,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAEjD,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,EAAE;YAC1B,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,CAAC;IAC9B,CAAC;CACF;AAzFD,gCAyFC"}
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import { Order
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import { Order } from '../../../domain';
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import { PaperAdapter } from '..';
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3
3
|
import { PaperModel } from './paper-model';
|
|
4
|
+
import { timestamp } from '../../../common';
|
|
4
5
|
export declare class PaperSpotModel extends PaperModel {
|
|
5
6
|
readonly adapter: PaperAdapter;
|
|
6
7
|
constructor(adapter: PaperAdapter);
|
|
7
8
|
onOrderOpened(order: Order): void;
|
|
8
|
-
onOrderCompleted(order: Order, averageExecutionRate: number,
|
|
9
|
+
onOrderCompleted(order: Order, averageExecutionRate: number, timestamp: timestamp): void;
|
|
9
10
|
onOrderCanceled(order: Order): void;
|
|
10
11
|
private caluclateFreezAllocation;
|
|
11
12
|
private caluclateUnfreezAllocation;
|
|
@@ -13,7 +13,7 @@ class PaperSpotModel extends paper_model_1.PaperModel {
|
|
|
13
13
|
this.adapter.store.dispatch(...this.caluclateFreezAllocation(order, timestamp), new event_1.OrderNewEvent(order, timestamp));
|
|
14
14
|
this.adapter.store.dispatch(new event_1.OrderPendingEvent(order.id, timestamp));
|
|
15
15
|
}
|
|
16
|
-
onOrderCompleted(order, averageExecutionRate,
|
|
16
|
+
onOrderCompleted(order, averageExecutionRate, timestamp) {
|
|
17
17
|
const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
|
|
18
18
|
const transacted = {
|
|
19
19
|
base: 0,
|
|
@@ -29,7 +29,7 @@ class PaperSpotModel extends paper_model_1.PaperModel {
|
|
|
29
29
|
transacted.quote += instrument.quote.floor(instrument.commision.applyMakerFee(averageExecutionRate * order.quantity));
|
|
30
30
|
break;
|
|
31
31
|
}
|
|
32
|
-
this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order,
|
|
32
|
+
this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new event_1.OrderFilledEvent(order.id, averageExecutionRate, timestamp), new event_1.BalanceTransactEvent(instrument.base, transacted.base, timestamp), new event_1.BalanceTransactEvent(instrument.quote, transacted.quote, timestamp));
|
|
33
33
|
}
|
|
34
34
|
onOrderCanceled(order) {
|
|
35
35
|
const timestamp = this.adapter.timestamp();
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"paper-spot-model.js","sourceRoot":"","sources":["../../../../src/adapter/paper/model/paper-spot-model.ts"],"names":[],"mappings":";;;AACA,gDAS8B;AAE9B,+CAA2C;AAG3C,MAAa,cAAe,SAAQ,wBAAU;IAC5C,YAAqB,OAAqB;QACxC,KAAK,CAAC,OAAO,CAAC,CAAC;QADI,YAAO,GAAP,OAAO,CAAc;IAE1C,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,wBAAwB,CAAC,KAAK,EAAE,SAAS,CAAC,EAClD,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CACpC,CAAC;QACF,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,SAAoB;QAC/E,MAAM,UAAU,
|
|
1
|
+
{"version":3,"file":"paper-spot-model.js","sourceRoot":"","sources":["../../../../src/adapter/paper/model/paper-spot-model.ts"],"names":[],"mappings":";;;AACA,gDAS8B;AAE9B,+CAA2C;AAG3C,MAAa,cAAe,SAAQ,wBAAU;IAC5C,YAAqB,OAAqB;QACxC,KAAK,CAAC,OAAO,CAAC,CAAC;QADI,YAAO,GAAP,OAAO,CAAc;IAE1C,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,wBAAwB,CAAC,KAAK,EAAE,SAAS,CAAC,EAClD,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CACpC,CAAC;QACF,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,SAAoB;QAC/E,MAAM,UAAU,GACd,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAC/E,MAAM,UAAU,GAAG;YACjB,IAAI,EAAE,CAAC;YACP,KAAK,EAAE,CAAC;SACT,CAAC;QAEF,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CACtC,UAAU,CAAC,SAAS,CAAC,aAAa,CAAC,KAAK,CAAC,QAAQ,CAAC,CACnD,CAAC;gBACF,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC;gBAClF,MAAM;YAER,KAAK,MAAM;gBACT,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;gBACzD,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CACxC,UAAU,CAAC,SAAS,CAAC,aAAa,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAC1E,CAAC;gBACF,MAAM;SACT;QAED,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,oBAAoB,EAAE,SAAS,CAAC,EAC/D,IAAI,4BAAoB,CAAC,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,IAAI,EAAE,SAAS,CAAC,EACrE,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,SAAS,CAAC,CACxE,CAAC;IACJ,CAAC;IAED,eAAe,CAAC,KAAY;QAC1B,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,2BAAmB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;QAC1E,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAC5C,CAAC;IACJ,CAAC;IAEO,wBAAwB,CAC9B,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC;oBAEhF,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,yBAAiB,CACnB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC,CAAC;SACpF;IACH,CAAC;IAEO,0BAA0B,CAChC,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO;4BACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,OAAO,EAAE,SAAS,CAAC;yBAC1E,CAAC;oBAEJ,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,2BAAmB,CACrB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO;oBACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC;iBAC1E,CAAC;SACL;IACH,CAAC;CACF;AAtHD,wCAsHC"}
|
package/dist/domain/order.d.ts
CHANGED
|
@@ -3,7 +3,7 @@ import { InstrumentSelector } from './instrument';
|
|
|
3
3
|
import { timestamp } from '../common';
|
|
4
4
|
export declare type OrderSide = 'SELL' | 'BUY';
|
|
5
5
|
export declare type OrderType = 'MARKET' | 'LIMIT' | 'STOP-MARKET' | 'STOP-LIMIT';
|
|
6
|
-
export declare type OrderState = 'NEW' | 'PENDING' | '
|
|
6
|
+
export declare type OrderState = 'NEW' | 'PENDING' | 'FILLED' | 'CANCELING' | 'CANCELED' | 'REJECTED';
|
|
7
7
|
export declare class Order implements Component {
|
|
8
8
|
readonly instrument: InstrumentSelector;
|
|
9
9
|
readonly side: OrderSide;
|
|
@@ -32,7 +32,10 @@ export declare class Session {
|
|
|
32
32
|
position(selector?: InstrumentSelector): Observable<Position>;
|
|
33
33
|
positions(selector: InstrumentSelector): Observable<Position[]>;
|
|
34
34
|
order(selector?: InstrumentSelector): Observable<Order>;
|
|
35
|
-
|
|
35
|
+
private ordersOf;
|
|
36
|
+
pending(selector?: InstrumentSelector): Observable<Order[]>;
|
|
37
|
+
filled(selector?: InstrumentSelector): Observable<Order[]>;
|
|
38
|
+
canceled(selector?: InstrumentSelector): Observable<Order[]>;
|
|
36
39
|
balance(selector?: AssetSelector): Observable<Balance>;
|
|
37
40
|
history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Candle>;
|
|
38
41
|
}
|
package/dist/session/session.js
CHANGED
|
@@ -123,11 +123,24 @@ class Session {
|
|
|
123
123
|
return this.store.changes$.pipe((0, operators_1.filter)(it => it instanceof domain_1.Order &&
|
|
124
124
|
(!selector || it.instrument.toString() == selector.toString())), (0, operators_1.map)(it => it));
|
|
125
125
|
}
|
|
126
|
-
orders
|
|
126
|
+
ordersOf(orders, states, selector) {
|
|
127
127
|
this.subscribe([selector]);
|
|
128
|
-
const snapshot = this.store.snapshot;
|
|
129
128
|
return this.store.changes$.pipe((0, operators_1.filter)(it => it instanceof domain_1.Order &&
|
|
130
|
-
(!selector || it.instrument.toString() == selector.toString())
|
|
129
|
+
(!selector || it.instrument.toString() == selector.toString()) &&
|
|
130
|
+
(states.indexOf(it.state) >= 0 || states.length == 0)), (0, operators_1.map)(() => Object.values(orders)
|
|
131
|
+
.filter(it => !selector || it.instrument.toString() == selector.toString())
|
|
132
|
+
.sort((lhs, rhs) => rhs.createdAt - lhs.createdAt)), (0, operators_1.startWith)(Object.values(orders)
|
|
133
|
+
.filter(it => !selector || it.instrument.toString() == selector.toString())
|
|
134
|
+
.sort((lhs, rhs) => rhs.createdAt - lhs.createdAt)));
|
|
135
|
+
}
|
|
136
|
+
pending(selector) {
|
|
137
|
+
return this.ordersOf(Object.values(this.store.snapshot.order.pending), ['PENDING', 'NEW'], selector);
|
|
138
|
+
}
|
|
139
|
+
filled(selector) {
|
|
140
|
+
return this.ordersOf(Object.values(this.store.snapshot.order.filled), ['FILLED'], selector);
|
|
141
|
+
}
|
|
142
|
+
canceled(selector) {
|
|
143
|
+
return this.ordersOf(Object.values(this.store.snapshot.order.canceled), ['CANCELING', 'CANCELED'], selector);
|
|
131
144
|
}
|
|
132
145
|
balance(selector) {
|
|
133
146
|
return this.store.changes$.pipe((0, operators_1.startWith)(selector ? this.store.snapshot.balance[selector.toString()] : null), (0, operators_1.filter)(it => it instanceof domain_1.Balance &&
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/session/session.ts"],"names":[],"mappings":";;;AAAA,8CASwB;AACxB,
|
|
1
|
+
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/session/session.ts"],"names":[],"mappings":";;;AAAA,8CASwB;AACxB,sCAUmB;AAEnB,+BAAsD;AACtD,4CAA+E;AAE/E,sCAAmC;AACnC,2CAAwC;AAGxC,wCAKoB;AAEpB,MAAa,OAAO;IAMlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QARjC,gBAAW,GAAG,KAAK,CAAC;QAGpB,WAAM,GAAG,IAAI,eAAM,EAAE,CAAC;IAM3B,CAAC;IAEJ,KAAK,CAAC,KAAK;;QACT,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAExB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,IAAI,IAAI,CAAC,CAAC;QAEpD,IAAI,MAAA,IAAI,CAAC,UAAU,0CAAE,SAAS,EAAE;YAC9B,IAAI,IAAI,CAAC,UAAU,CAAC,SAAS,YAAY,QAAQ,EAAE;gBACjD,IAAI,CAAC,SAAS,GAAG,IAAI,6BAAiB,CAAC,IAAI,CAAC,UAAU,CAAC,SAAS,CAAC,CAAC;aACnE;iBAAM;gBACL,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,UAAU,CAAC,SAAS,CAAC;oBACvD,CAAC,CAAC,IAAI,6BAAiB,CAAC,IAAI,CAAC,UAAU,CAAC,SAAS,CAAC;oBAClD,CAAC,CAAC,IAAI,CAAC,UAAU,CAAC,SAAS,CAAC;aAC/B;YAED,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,SAAS,EAAE,CAAC;SAC/D;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;SACjC;QAED,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAC/B,MAAM,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;IAC3B,CAAC;IAED,IAAI,CAAC,GAAG,OAAkB;;QACxB,IAAI,CAAC,CAAA,MAAA,IAAI,CAAC,UAAU,0CAAE,WAAW,CAAA,EAAE;YACjC,OAAO;SACR;QAED,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CACvB,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,OAAO,CAAC,CAC9D,CAAC;IACJ,CAAC;IAED,KAAK,CAAC,MAA4C;;QAChD,OAAO,IAAA,WAAI,EACT,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YACpD,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,SAAS,EAAE,MAAA,MAAM,CAAC,SAAS,mCAAI,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS;YAC5D,KAAK,EAAE,CAAC;YACR,SAAS,EAAE,UAAU;SACtB,CAAC,CACH,CAAC,IAAI,CAAC,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAC3B,CAAC;IAED,SAAS,CAAC,MAA2B;;QACnC,IAAI,CAAC,CAAA,MAAA,IAAI,CAAC,SAAS,0CAAE,SAAS,CAAA,EAAE;YAC9B,OAAO;SACR;QAED,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;IACnC,CAAC;IAED,KAAK,CAAC,SAAS,CAAC,UAAqC;QACnD,MAAM,OAAO,GAAG,UAAU;aACvB,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,IAAI,CAAC;aACxB,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YACxB,MAAM,QAAQ,GAAG,EAAE,CAAC,IAAI,CAAC,QAAQ,CAAC;YAElC,IAAI,SAAS,CAAC,QAAQ,CAAC,EAAE;gBACvB,SAAS,CAAC,QAAQ,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;aAC9B;iBAAM;gBACL,SAAS,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;aAC5B;YAED,OAAO,SAAS,CAAC;QACnB,CAAC,EAAE,EAAE,CAAC,CAAC;QAET,KAAK,MAAM,KAAK,IAAI,OAAO,EAAE;YAC3B,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,IAAI,iCAAuB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SAC7E;IACH,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,GAAG,MAAe;QAC3B,MAAM,OAAO,CAAC,GAAG,CACf,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CACd,IAAI,CAAC,SAAS,CAAC,QAAQ,CACrB,EAAE,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,EAC3B,IAAI,iCAAuB,CAAC,EAAE,CAAC,CAChC,CACF,CACF,CAAC;IACJ,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,SAAS,CAAC,QAAQ,CAC5B,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,EAC9B,IAAI,mCAAyB,CAAC,KAAK,CAAC,CACrC,CAAC;IACJ,CAAC;IAED,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,EAC9E,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAgB,CAAC,CAC5B,CAAC;IACJ,CAAC;IAED,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,CAAC,EACtC,IAAA,eAAG,EAAC,GAAG,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EACjE,IAAA,qBAAS,EAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EACjE,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,EAC3B,IAAA,gCAAoB,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,MAAM,IAAI,GAAG,CAAC,MAAM,CAAC,CAC7D,CAAC;IACJ,CAAC;IAED,KAAK,CAAC,QAA6B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,aAAK;YACnB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CACjE,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAED,SAAS,CAAC,QAA6B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,kBAAS;YACvB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CACjE,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAe,CAAC,CAC3B,CAAC;IACJ,CAAC;IAED,QAAQ,CAAC,QAA6B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,iBAAQ;YACtB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CACjE,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAc,CAAC,CAC1B,CAAC;IACJ,CAAC;IAED,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,iBAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAChF,EACD,IAAA,eAAG,EAAC,GAAG,EAAE,CACP,MAAM,CAAC,MAAM,CACX,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAChE,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAChE,EACD,IAAA,qBAAS,EAAC,EAAE,CAAC,CACd,CAAC;IACJ,CAAC;IAED,KAAK,CAAC,QAA6B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,cAAK;YACnB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CACjE,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAEO,QAAQ,CACd,MAAe,EACf,MAAoB,EACpB,QAA6B;QAE7B,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,cAAK;YACnB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC;YAC9D,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,MAAM,CAAC,MAAM,IAAI,CAAC,CAAC,CACxD,EACD,IAAA,eAAG,EAAC,GAAG,EAAE,CACP,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC;aAClB,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC;aAC1E,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,SAAS,GAAG,GAAG,CAAC,SAAS,CAAC,CACrD,EACD,IAAA,qBAAS,EACP,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC;aAClB,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC;aAC1E,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,SAAS,GAAG,GAAG,CAAC,SAAS,CAAC,CACrD,CACF,CAAC;IACJ,CAAC;IAED,OAAO,CAAC,QAA6B;QACnC,OAAO,IAAI,CAAC,QAAQ,CAClB,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,OAAO,CAAC,EAChD,CAAC,SAAS,EAAE,KAAK,CAAC,EAClB,QAAQ,CACT,CAAC;IACJ,CAAC;IAED,MAAM,CAAC,QAA6B;QAClC,OAAO,IAAI,CAAC,QAAQ,CAClB,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,MAAM,CAAC,EAC/C,CAAC,QAAQ,CAAC,EACV,QAAQ,CACT,CAAC;IACJ,CAAC;IAED,QAAQ,CAAC,QAA6B;QACpC,OAAO,IAAI,CAAC,QAAQ,CAClB,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,CAAC,EACjD,CAAC,WAAW,EAAE,UAAU,CAAC,EACzB,QAAQ,CACT,CAAC;IACJ,CAAC;IAED,OAAO,CAAC,QAAwB;QAC9B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,qBAAS,EAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,EAC7E,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,gBAAO;YACrB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,KAAK,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAC5D,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAa,CAAC,CACzB,CAAC;IACJ,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,qBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC,EACvE,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,EAC9E,IAAA,qBAAS,EAAC,GAAG,EAAE,CACb,IAAA,WAAI,EACF,IAAI,CAAC,SAAS,CAAC,QAAQ,CACrB,QAAQ,CAAC,IAAI,CAAC,QAAQ,EACtB,IAAI,6BAAmB,CAAC,QAAQ,EAAE,SAAS,EAAE,MAAM,CAAC,CACrD,CACF,CACF,EACD,IAAA,gBAAI,EAAC,CAAC,CAAC,EACP,IAAA,uBAAW,GAAE,EACb,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA/RD,0BA+RC"}
|
|
@@ -62,6 +62,7 @@ function BalanceTransactEventHandler(event, state) {
|
|
|
62
62
|
balance = new balance_1.Balance(asset);
|
|
63
63
|
state.balance[asset.toString()] = balance;
|
|
64
64
|
}
|
|
65
|
+
balance.timestamp = event.timestamp;
|
|
65
66
|
balance.transact(event.amount);
|
|
66
67
|
state.timestamp = event.timestamp;
|
|
67
68
|
return balance;
|
|
@@ -85,6 +86,7 @@ function BalanceFreezEventHandler(event, state) {
|
|
|
85
86
|
if (!balance) {
|
|
86
87
|
throw new Error('invalid balance');
|
|
87
88
|
}
|
|
89
|
+
balance.timestamp = event.timestamp;
|
|
88
90
|
balance.freez(event.amount);
|
|
89
91
|
state.timestamp = event.timestamp;
|
|
90
92
|
return balance;
|
|
@@ -108,6 +110,7 @@ function BalanceUnfreezEventHandler(event, state) {
|
|
|
108
110
|
if (!balance) {
|
|
109
111
|
throw new Error('invalid balance');
|
|
110
112
|
}
|
|
113
|
+
balance.timestamp = event.timestamp;
|
|
111
114
|
balance.unfreez(event.amount);
|
|
112
115
|
state.timestamp = event.timestamp;
|
|
113
116
|
return balance;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"store-balance.event.js","sourceRoot":"","sources":["../../../src/store/event/store-balance.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,8CAAmD;AACnD,kDAA+C;AAQ/C,IAAa,iBAAiB,GAA9B,MAAa,iBAAiB;IAG5B,YACW,KAAoB,EACpB,IAAY,EACZ,OAAe,EACf,SAAoB;QAHpB,UAAK,GAAL,KAAK,CAAe;QACpB,SAAI,GAAJ,IAAI,CAAQ;QACZ,YAAO,GAAP,OAAO,CAAQ;QACf,cAAS,GAAT,SAAS,CAAW;QAN/B,SAAI,GAAG,eAAe,CAAC;IAOpB,CAAC;CACL,CAAA;AATY,iBAAiB;IAD7B,aAAK;qCAKc,qBAAa;GAJpB,iBAAiB,CAS7B;AATY,8CAAiB;AAc9B,SAAgB,wBAAwB,CAAC,KAAwB,EAAE,KAAY;IAC7E,IAAI,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEpD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE3D,IAAI,CAAC,KAAK,EAAE;YACV,OAAO;SACR;QAED,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,IAAI,iBAAO,CAAC,KAAK,CAAC,CAAC;KAChE;IAED,OAAO,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACpC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,OAAO,CAAC,CAAC;IAEvC,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,OAAO,OAAO,CAAC;AACjB,CAAC;AAnBD,4DAmBC;AAMD,IAAa,oBAAoB,GAAjC,MAAa,oBAAoB;IAG/B,YACW,KAAoB,EACpB,MAAc,EACd,SAAoB;QAFpB,UAAK,GAAL,KAAK,CAAe;QACpB,WAAM,GAAN,MAAM,CAAQ;QACd,cAAS,GAAT,SAAS,CAAW;QAL/B,SAAI,GAAG,kBAAkB,CAAC;IAMvB,CAAC;CACL,CAAA;AARY,oBAAoB;IADhC,aAAK;qCAKc,qBAAa;GAJpB,oBAAoB,CAQhC;AARY,oDAAoB;AAajC,SAAgB,2BAA2B,CAAC,KAA2B,EAAE,KAAY;IACnF,IAAI,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEpD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE3D,OAAO,GAAG,IAAI,iBAAO,CAAC,KAAK,CAAC,CAAC;QAE7B,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,OAAO,CAAC;KAC3C;IAED,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAE/B,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,OAAO,OAAO,CAAC;AACjB,CAAC;
|
|
1
|
+
{"version":3,"file":"store-balance.event.js","sourceRoot":"","sources":["../../../src/store/event/store-balance.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,8CAAmD;AACnD,kDAA+C;AAQ/C,IAAa,iBAAiB,GAA9B,MAAa,iBAAiB;IAG5B,YACW,KAAoB,EACpB,IAAY,EACZ,OAAe,EACf,SAAoB;QAHpB,UAAK,GAAL,KAAK,CAAe;QACpB,SAAI,GAAJ,IAAI,CAAQ;QACZ,YAAO,GAAP,OAAO,CAAQ;QACf,cAAS,GAAT,SAAS,CAAW;QAN/B,SAAI,GAAG,eAAe,CAAC;IAOpB,CAAC;CACL,CAAA;AATY,iBAAiB;IAD7B,aAAK;qCAKc,qBAAa;GAJpB,iBAAiB,CAS7B;AATY,8CAAiB;AAc9B,SAAgB,wBAAwB,CAAC,KAAwB,EAAE,KAAY;IAC7E,IAAI,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEpD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE3D,IAAI,CAAC,KAAK,EAAE;YACV,OAAO;SACR;QAED,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,IAAI,iBAAO,CAAC,KAAK,CAAC,CAAC;KAChE;IAED,OAAO,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACpC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,OAAO,CAAC,CAAC;IAEvC,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,OAAO,OAAO,CAAC;AACjB,CAAC;AAnBD,4DAmBC;AAMD,IAAa,oBAAoB,GAAjC,MAAa,oBAAoB;IAG/B,YACW,KAAoB,EACpB,MAAc,EACd,SAAoB;QAFpB,UAAK,GAAL,KAAK,CAAe;QACpB,WAAM,GAAN,MAAM,CAAQ;QACd,cAAS,GAAT,SAAS,CAAW;QAL/B,SAAI,GAAG,kBAAkB,CAAC;IAMvB,CAAC;CACL,CAAA;AARY,oBAAoB;IADhC,aAAK;qCAKc,qBAAa;GAJpB,oBAAoB,CAQhC;AARY,oDAAoB;AAajC,SAAgB,2BAA2B,CAAC,KAA2B,EAAE,KAAY;IACnF,IAAI,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEpD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE3D,OAAO,GAAG,IAAI,iBAAO,CAAC,KAAK,CAAC,CAAC;QAE7B,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,OAAO,CAAC;KAC3C;IAED,OAAO,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACpC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAE/B,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,OAAO,OAAO,CAAC;AACjB,CAAC;AAjBD,kEAiBC;AAMD,IAAa,iBAAiB,GAA9B,MAAa,iBAAiB;IAG5B,YACW,KAAoB,EACpB,MAAc,EACd,SAAoB;QAFpB,UAAK,GAAL,KAAK,CAAe;QACpB,WAAM,GAAN,MAAM,CAAQ;QACd,cAAS,GAAT,SAAS,CAAW;QAL/B,SAAI,GAAG,eAAe,CAAC;IAMpB,CAAC;CACL,CAAA;AARY,iBAAiB;IAD7B,aAAK;qCAKc,qBAAa;GAJpB,iBAAiB,CAQ7B;AARY,8CAAiB;AAa9B,SAAgB,wBAAwB,CAAC,KAAwB,EAAE,KAAY;IAC7E,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEtD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,IAAI,KAAK,CAAC,iBAAiB,CAAC,CAAC;KACpC;IAED,OAAO,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACpC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAE5B,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,OAAO,OAAO,CAAC;AACjB,CAAC;AAbD,4DAaC;AAMD,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAG9B,YACW,KAAoB,EACpB,MAAc,EACd,SAAoB;QAFpB,UAAK,GAAL,KAAK,CAAe;QACpB,WAAM,GAAN,MAAM,CAAQ;QACd,cAAS,GAAT,SAAS,CAAW;QAL/B,SAAI,GAAG,iBAAiB,CAAC;IAMtB,CAAC;CACL,CAAA;AARY,mBAAmB;IAD/B,aAAK;qCAKc,qBAAa;GAJpB,mBAAmB,CAQ/B;AARY,kDAAmB;AAahC,SAAgB,0BAA0B,CAAC,KAA0B,EAAE,KAAY;IACjF,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEtD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,IAAI,KAAK,CAAC,iBAAiB,CAAC,CAAC;KACpC;IAED,OAAO,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACpC,OAAO,CAAC,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAE9B,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,OAAO,OAAO,CAAC;AACjB,CAAC;AAbD,gEAaC"}
|
|
@@ -23,14 +23,14 @@ export declare class OrderPendingEvent implements StoreEvent {
|
|
|
23
23
|
constructor(id: string, timestamp: timestamp);
|
|
24
24
|
}
|
|
25
25
|
export declare function OrderPendingEventHandler(event: OrderPendingEvent, state: State): Order;
|
|
26
|
-
export declare class
|
|
26
|
+
export declare class OrderFilledEvent implements StoreEvent {
|
|
27
27
|
readonly id: string;
|
|
28
28
|
readonly averageExecutionRate: number;
|
|
29
29
|
readonly timestamp: timestamp;
|
|
30
30
|
type: string;
|
|
31
31
|
constructor(id: string, averageExecutionRate: number, timestamp: timestamp);
|
|
32
32
|
}
|
|
33
|
-
export declare function
|
|
33
|
+
export declare function OrderFilledEventHandler(event: OrderFilledEvent, state: State): Order;
|
|
34
34
|
export declare class OrderCancelingEvent implements StoreEvent {
|
|
35
35
|
readonly id: string;
|
|
36
36
|
readonly timestamp: timestamp;
|
|
@@ -9,7 +9,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
|
|
|
9
9
|
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
|
10
10
|
};
|
|
11
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
-
exports.OrderRejectedEventHandler = exports.OrderRejectedEvent = exports.OrderCancelFailedEventHandler = exports.OrderCancelFailedEvent = exports.OrderCanceledEventHandler = exports.OrderCanceledEvent = exports.OrderCancelingEventHandler = exports.OrderCancelingEvent = exports.
|
|
12
|
+
exports.OrderRejectedEventHandler = exports.OrderRejectedEvent = exports.OrderCancelFailedEventHandler = exports.OrderCancelFailedEvent = exports.OrderCanceledEventHandler = exports.OrderCanceledEvent = exports.OrderCancelingEventHandler = exports.OrderCancelingEvent = exports.OrderFilledEventHandler = exports.OrderFilledEvent = exports.OrderPendingEventHandler = exports.OrderPendingEvent = exports.OrderNewEventHandler = exports.OrderNewEvent = exports.OrderLoadEventHandler = exports.OrderLoadEvent = void 0;
|
|
13
13
|
const topic_1 = require("../../common/topic");
|
|
14
14
|
const domain_1 = require("../../domain");
|
|
15
15
|
let OrderLoadEvent = class OrderLoadEvent {
|
|
@@ -27,13 +27,25 @@ exports.OrderLoadEvent = OrderLoadEvent;
|
|
|
27
27
|
function OrderLoadEventHandler(event, state) {
|
|
28
28
|
const instrumentKey = event.order.instrument.toString();
|
|
29
29
|
if (!(instrumentKey in state.subscription.instrument)) {
|
|
30
|
-
throw new Error(`Trying to order for unsubscribed instrument: ${instrumentKey}`);
|
|
31
|
-
}
|
|
32
|
-
if (event.order.state != 'PENDING') {
|
|
33
|
-
throw new Error(`Order is not pending`);
|
|
30
|
+
throw new Error(`Trying to load order for unsubscribed instrument: ${instrumentKey}`);
|
|
34
31
|
}
|
|
35
32
|
event.order.timestamp = event.timestamp;
|
|
36
|
-
|
|
33
|
+
switch (event.order.state) {
|
|
34
|
+
case 'NEW':
|
|
35
|
+
case 'PENDING':
|
|
36
|
+
state.order.pending[event.order.id] = event.order;
|
|
37
|
+
break;
|
|
38
|
+
case 'FILLED':
|
|
39
|
+
state.order.filled[event.order.id] = event.order;
|
|
40
|
+
break;
|
|
41
|
+
case 'CANCELING':
|
|
42
|
+
case 'CANCELED':
|
|
43
|
+
state.order.canceled[event.order.id] = event.order;
|
|
44
|
+
break;
|
|
45
|
+
case 'REJECTED':
|
|
46
|
+
state.order.rejected[event.order.id] = event.order;
|
|
47
|
+
break;
|
|
48
|
+
}
|
|
37
49
|
return event.order;
|
|
38
50
|
}
|
|
39
51
|
exports.OrderLoadEventHandler = OrderLoadEventHandler;
|
|
@@ -88,20 +100,20 @@ function OrderPendingEventHandler(event, state) {
|
|
|
88
100
|
return order;
|
|
89
101
|
}
|
|
90
102
|
exports.OrderPendingEventHandler = OrderPendingEventHandler;
|
|
91
|
-
let
|
|
103
|
+
let OrderFilledEvent = class OrderFilledEvent {
|
|
92
104
|
constructor(id, averageExecutionRate, timestamp) {
|
|
93
105
|
this.id = id;
|
|
94
106
|
this.averageExecutionRate = averageExecutionRate;
|
|
95
107
|
this.timestamp = timestamp;
|
|
96
|
-
this.type = 'order-
|
|
108
|
+
this.type = 'order-filled';
|
|
97
109
|
}
|
|
98
110
|
};
|
|
99
|
-
|
|
111
|
+
OrderFilledEvent = __decorate([
|
|
100
112
|
topic_1.event,
|
|
101
113
|
__metadata("design:paramtypes", [String, Number, Number])
|
|
102
|
-
],
|
|
103
|
-
exports.
|
|
104
|
-
function
|
|
114
|
+
], OrderFilledEvent);
|
|
115
|
+
exports.OrderFilledEvent = OrderFilledEvent;
|
|
116
|
+
function OrderFilledEventHandler(event, state) {
|
|
105
117
|
if (!(event.id in state.order.pending)) {
|
|
106
118
|
throw new Error(`Trying to patch unknown order: ${event.id}`);
|
|
107
119
|
}
|
|
@@ -109,15 +121,15 @@ function OrderCompletedEventHandler(event, state) {
|
|
|
109
121
|
if (order.state != 'PENDING' && order.state != 'CANCELING') {
|
|
110
122
|
throw new Error('Order is not pending');
|
|
111
123
|
}
|
|
112
|
-
order.state = '
|
|
124
|
+
order.state = 'FILLED';
|
|
113
125
|
order.timestamp = event.timestamp;
|
|
114
126
|
order.quantityExecuted = order.quantity;
|
|
115
127
|
order.averageExecutionRate = event.averageExecutionRate;
|
|
116
128
|
delete state.order.pending[event.id];
|
|
117
|
-
state.order.
|
|
129
|
+
state.order.filled[event.id] = order;
|
|
118
130
|
return order;
|
|
119
131
|
}
|
|
120
|
-
exports.
|
|
132
|
+
exports.OrderFilledEventHandler = OrderFilledEventHandler;
|
|
121
133
|
let OrderCancelingEvent = class OrderCancelingEvent {
|
|
122
134
|
constructor(id, timestamp) {
|
|
123
135
|
this.id = id;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"store-order.event.js","sourceRoot":"","sources":["../../../src/store/event/store-order.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,yCAAqC;AAKrC,IAAa,cAAc,GAA3B,MAAa,cAAc;IAGzB,YAAqB,KAAY,EAAW,SAAoB;QAA3C,UAAK,GAAL,KAAK,CAAO;QAAW,cAAS,GAAT,SAAS,CAAW;QAFhE,SAAI,GAAG,YAAY,CAAC;IAE+C,CAAC;CACrE,CAAA;AAJY,cAAc;IAD1B,aAAK;qCAIwB,cAAK;GAHtB,cAAc,CAI1B;AAJY,wCAAc;AAM3B,SAAgB,qBAAqB,CAAC,KAAqB,EAAE,KAAY;IACvE,MAAM,aAAa,GAAG,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAExD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,EAAE;QACrD,MAAM,IAAI,KAAK,CAAC,
|
|
1
|
+
{"version":3,"file":"store-order.event.js","sourceRoot":"","sources":["../../../src/store/event/store-order.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,yCAAqC;AAKrC,IAAa,cAAc,GAA3B,MAAa,cAAc;IAGzB,YAAqB,KAAY,EAAW,SAAoB;QAA3C,UAAK,GAAL,KAAK,CAAO;QAAW,cAAS,GAAT,SAAS,CAAW;QAFhE,SAAI,GAAG,YAAY,CAAC;IAE+C,CAAC;CACrE,CAAA;AAJY,cAAc;IAD1B,aAAK;qCAIwB,cAAK;GAHtB,cAAc,CAI1B;AAJY,wCAAc;AAM3B,SAAgB,qBAAqB,CAAC,KAAqB,EAAE,KAAY;IACvE,MAAM,aAAa,GAAG,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAExD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,EAAE;QACrD,MAAM,IAAI,KAAK,CAAC,qDAAqD,aAAa,EAAE,CAAC,CAAC;KACvF;IAED,KAAK,CAAC,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAExC,QAAQ,KAAK,CAAC,KAAK,CAAC,KAAK,EAAE;QACzB,KAAK,KAAK,CAAC;QACX,KAAK,SAAS;YACZ,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC;YAClD,MAAM;QACR,KAAK,QAAQ;YACX,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC;YACjD,MAAM;QACR,KAAK,WAAW,CAAC;QACjB,KAAK,UAAU;YACb,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC;YACnD,MAAM;QACR,KAAK,UAAU;YACb,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC;YACnD,MAAM;KACT;IAED,OAAO,KAAK,CAAC,KAAK,CAAC;AACrB,CAAC;AA3BD,sDA2BC;AAGD,IAAa,aAAa,GAA1B,MAAa,aAAa;IAGxB,YAAqB,KAAY,EAAW,SAAoB;QAA3C,UAAK,GAAL,KAAK,CAAO;QAAW,cAAS,GAAT,SAAS,CAAW;QAFhE,SAAI,GAAG,WAAW,CAAC;IAEgD,CAAC;CACrE,CAAA;AAJY,aAAa;IADzB,aAAK;qCAIwB,cAAK;GAHtB,aAAa,CAIzB;AAJY,sCAAa;AAM1B,SAAgB,oBAAoB,CAAC,KAAoB,EAAE,KAAY;IACrE,MAAM,aAAa,GAAG,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAExD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,EAAE;QACrD,MAAM,IAAI,KAAK,CAAC,gDAAgD,aAAa,EAAE,CAAC,CAAC;KAClF;IAED,IAAI,KAAK,CAAC,KAAK,CAAC,KAAK,IAAI,KAAK,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,kBAAkB,CAAC,CAAC;KACrC;IAED,KAAK,CAAC,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACxC,KAAK,CAAC,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAExC,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC;IAElD,OAAO,KAAK,CAAC,KAAK,CAAC;AACrB,CAAC;AAjBD,oDAiBC;AAGD,IAAa,iBAAiB,GAA9B,MAAa,iBAAiB;IAG5B,YAAqB,EAAU,EAAW,SAAoB;QAAzC,OAAE,GAAF,EAAE,CAAQ;QAAW,cAAS,GAAT,SAAS,CAAW;QAF9D,SAAI,GAAG,eAAe,CAAC;IAE0C,CAAC;CACnE,CAAA;AAJY,iBAAiB;IAD7B,aAAK;;GACO,iBAAiB,CAI7B;AAJY,8CAAiB;AAM9B,SAAgB,wBAAwB,CAAC,KAAwB,EAAE,KAAY;IAC7E,IAAI,CAAC,CAAC,KAAK,CAAC,EAAE,IAAI,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE;QACtC,MAAM,IAAI,KAAK,CAAC,kCAAkC,KAAK,CAAC,EAAE,EAAE,CAAC,CAAC;KAC/D;IAED,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAE5C,IAAI,KAAK,CAAC,KAAK,IAAI,KAAK,EAAE;QACxB,MAAM,IAAI,KAAK,CAAC,kBAAkB,CAAC,CAAC;KACrC;IAED,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;IACxB,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,OAAO,KAAK,CAAC;AACf,CAAC;AAfD,4DAeC;AAGD,IAAa,gBAAgB,GAA7B,MAAa,gBAAgB;IAG3B,YACW,EAAU,EACV,oBAA4B,EAC5B,SAAoB;QAFpB,OAAE,GAAF,EAAE,CAAQ;QACV,yBAAoB,GAApB,oBAAoB,CAAQ;QAC5B,cAAS,GAAT,SAAS,CAAW;QAL/B,SAAI,GAAG,cAAc,CAAC;IAMnB,CAAC;CACL,CAAA;AARY,gBAAgB;IAD5B,aAAK;;GACO,gBAAgB,CAQ5B;AARY,4CAAgB;AAU7B,SAAgB,uBAAuB,CAAC,KAAuB,EAAE,KAAY;IAC3E,IAAI,CAAC,CAAC,KAAK,CAAC,EAAE,IAAI,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE;QACtC,MAAM,IAAI,KAAK,CAAC,kCAAkC,KAAK,CAAC,EAAE,EAAE,CAAC,CAAC;KAC/D;IAED,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAE5C,IAAI,KAAK,CAAC,KAAK,IAAI,SAAS,IAAI,KAAK,CAAC,KAAK,IAAI,WAAW,EAAE;QAC1D,MAAM,IAAI,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACzC;IAED,KAAK,CAAC,KAAK,GAAG,QAAQ,CAAC;IACvB,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAClC,KAAK,CAAC,gBAAgB,GAAG,KAAK,CAAC,QAAQ,CAAC;IACxC,KAAK,CAAC,oBAAoB,GAAG,KAAK,CAAC,oBAAoB,CAAC;IAExD,OAAO,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAErC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,EAAE,CAAC,GAAG,KAAK,CAAC;IAErC,OAAO,KAAK,CAAC;AACf,CAAC;AArBD,0DAqBC;AAGD,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAG9B,YAAqB,EAAU,EAAW,SAAoB;QAAzC,OAAE,GAAF,EAAE,CAAQ;QAAW,cAAS,GAAT,SAAS,CAAW;QAF9D,SAAI,GAAG,iBAAiB,CAAC;IAEwC,CAAC;CACnE,CAAA;AAJY,mBAAmB;IAD/B,aAAK;;GACO,mBAAmB,CAI/B;AAJY,kDAAmB;AAMhC,SAAgB,0BAA0B,CAAC,KAA0B,EAAE,KAAY;IACjF,IAAI,CAAC,CAAC,KAAK,CAAC,EAAE,IAAI,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE;QACtC,MAAM,IAAI,KAAK,CAAC,kCAAkC,KAAK,CAAC,EAAE,EAAE,CAAC,CAAC;KAC/D;IAED,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAE5C,IAAI,KAAK,CAAC,KAAK,IAAI,WAAW,IAAI,KAAK,CAAC,KAAK,IAAI,UAAU,EAAE;QAC3D,OAAO;KACR;IAED,IAAI,KAAK,CAAC,KAAK,IAAI,SAAS,EAAE;QAC5B,MAAM,IAAI,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACzC;IAED,KAAK,CAAC,KAAK,GAAG,WAAW,CAAC;IAC1B,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,OAAO,KAAK,CAAC;AACf,CAAC;AAnBD,gEAmBC;AAGD,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAG7B,YAAqB,EAAU,EAAW,SAAoB;QAAzC,OAAE,GAAF,EAAE,CAAQ;QAAW,cAAS,GAAT,SAAS,CAAW;QAF9D,SAAI,GAAG,gBAAgB,CAAC;IAEyC,CAAC;CACnE,CAAA;AAJY,kBAAkB;IAD9B,aAAK;;GACO,kBAAkB,CAI9B;AAJY,gDAAkB;AAM/B,SAAgB,yBAAyB,CAAC,KAAyB,EAAE,KAAY;IAC/E,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAE5C,IAAI,KAAK,CAAC,KAAK,IAAI,UAAU,EAAE;QAC7B,OAAO;KACR;IAED,IAAI,KAAK,CAAC,KAAK,IAAI,WAAW,EAAE;QAC9B,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|
package/dist/store/store.d.ts
CHANGED
|
@@ -4,7 +4,7 @@ import { Component } from '../domain';
|
|
|
4
4
|
import { StoreEvent } from './event/store.event';
|
|
5
5
|
import { Topic } from '../common/topic';
|
|
6
6
|
import { TradePatchEvent } from './event/store-trade.event';
|
|
7
|
-
import { BalanceFreezEvent, BalancePatchEvent, BalanceTransactEvent, BalanceUnfreezEvent, InstrumentPatchEvent, InstrumentSubscriptionEvent, OrderbookPatchEvent, OrderCanceledEvent, OrderCancelFailedEvent, OrderCancelingEvent,
|
|
7
|
+
import { BalanceFreezEvent, BalancePatchEvent, BalanceTransactEvent, BalanceUnfreezEvent, InstrumentPatchEvent, InstrumentSubscriptionEvent, OrderbookPatchEvent, OrderCanceledEvent, OrderCancelFailedEvent, OrderCancelingEvent, OrderFilledEvent, OrderLoadEvent, OrderNewEvent, OrderPendingEvent, OrderRejectedEvent, PositionLoadEvent, PositionPatchEvent } from './event';
|
|
8
8
|
export declare class Store extends Topic<StoreEvent, any> {
|
|
9
9
|
private readonly changes;
|
|
10
10
|
private readonly state;
|
|
@@ -22,7 +22,7 @@ export declare class Store extends Topic<StoreEvent, any> {
|
|
|
22
22
|
onOrderLoad(event: OrderLoadEvent): import("../domain").Order;
|
|
23
23
|
onOrderNew(event: OrderNewEvent): import("../domain").Order;
|
|
24
24
|
onOrderPending(event: OrderPendingEvent): import("../domain").Order;
|
|
25
|
-
|
|
25
|
+
onOrderFilled(event: OrderFilledEvent): import("../domain").Order;
|
|
26
26
|
onOrderCanceling(event: OrderCancelingEvent): import("../domain").Order;
|
|
27
27
|
onOrderCanceled(event: OrderCanceledEvent): import("../domain").Order;
|
|
28
28
|
onOrderCancelFailed(event: OrderCancelFailedEvent): import("../domain").Order;
|
package/dist/store/store.js
CHANGED
|
@@ -75,8 +75,8 @@ class Store extends topic_1.Topic {
|
|
|
75
75
|
onOrderPending(event) {
|
|
76
76
|
return (0, event_1.OrderPendingEventHandler)(event, this.snapshot);
|
|
77
77
|
}
|
|
78
|
-
|
|
79
|
-
return (0, event_1.
|
|
78
|
+
onOrderFilled(event) {
|
|
79
|
+
return (0, event_1.OrderFilledEventHandler)(event, this.snapshot);
|
|
80
80
|
}
|
|
81
81
|
onOrderCanceling(event) {
|
|
82
82
|
return (0, event_1.OrderCancelingEventHandler)(event, this.snapshot);
|
|
@@ -158,11 +158,11 @@ __decorate([
|
|
|
158
158
|
__metadata("design:returntype", void 0)
|
|
159
159
|
], Store.prototype, "onOrderPending", null);
|
|
160
160
|
__decorate([
|
|
161
|
-
(0, topic_1.handler)(event_1.
|
|
161
|
+
(0, topic_1.handler)(event_1.OrderFilledEvent),
|
|
162
162
|
__metadata("design:type", Function),
|
|
163
|
-
__metadata("design:paramtypes", [event_1.
|
|
163
|
+
__metadata("design:paramtypes", [event_1.OrderFilledEvent]),
|
|
164
164
|
__metadata("design:returntype", void 0)
|
|
165
|
-
], Store.prototype, "
|
|
165
|
+
], Store.prototype, "onOrderFilled", null);
|
|
166
166
|
__decorate([
|
|
167
167
|
(0, topic_1.handler)(event_1.OrderCancelingEvent),
|
|
168
168
|
__metadata("design:type", Function),
|
package/dist/store/store.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"store.js","sourceRoot":"","sources":["../../src/store/store.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,+BAA4D;AAC5D,+CAAsC;AAEtC,mEAA6C;AAE7C,2CAAiD;AACjD,iEAAoF;AACpF,mCAmCiB;AAEjB,MAAa,KAAM,SAAQ,aAAsB;IAAjD;;QACmB,YAAO,GAAG,IAAI,cAAO,EAAa,CAAC;QACnC,UAAK,GAAG,IAAI,sBAAe,CAAQ,IAAI,mBAAK,EAAE,CAAC,CAAC;IAkLnE,CAAC;IAhLC,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,KAAK,CAAC,YAAY,EAAE,CAAC;IACnC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,OAAO,CAAC,YAAY,EAAE,CAAC;IACrC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC;IAC1B,CAAC;IAED,QAAQ,CAAC,GAAG,MAAoB;QAC9B,MAAM,uBAAuB,GAAG,IAAI,4BAAG,EAAa,CAAC;QAErD,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,MAAM,qBAAqB,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;YAExD,IAAI,KAAK,CAAC,OAAO,CAAC,qBAAqB,CAAC,EAAE;gBACxC,qBAAqB,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,uBAAuB,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC;aACtE;iBAAM;gBACL,uBAAuB,CAAC,GAAG,CAAC,qBAAqB,CAAC,CAAC;aACpD;SACF;QAED,uBAAuB,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;IAC/D,CAAC;IAED,OAAO;QACL,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;QACtB,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC;IAC1B,CAAC;IAMD,iBAAiB,CAAC,KAA2B;QAC3C,OAAO,IAAA,mCAA2B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC3D,CAAC;IAMD,wBAAwB,CAAC,KAAkC;QACzD,OAAO,IAAA,0CAAkC,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAClE,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACxD,CAAC;IAMD,iBAAiB,CAAC,KAA2B;QAC3C,OAAO,IAAA,mCAA2B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC3D,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACxD,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC1D,CAAC;IAMD,WAAW,CAAC,KAAqB;QAC/B,OAAO,IAAA,6BAAqB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACrD,CAAC;IAMD,UAAU,CAAC,KAAoB;QAC7B,OAAO,IAAA,4BAAoB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACpD,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACxD,CAAC;IAMD,
|
|
1
|
+
{"version":3,"file":"store.js","sourceRoot":"","sources":["../../src/store/store.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,+BAA4D;AAC5D,+CAAsC;AAEtC,mEAA6C;AAE7C,2CAAiD;AACjD,iEAAoF;AACpF,mCAmCiB;AAEjB,MAAa,KAAM,SAAQ,aAAsB;IAAjD;;QACmB,YAAO,GAAG,IAAI,cAAO,EAAa,CAAC;QACnC,UAAK,GAAG,IAAI,sBAAe,CAAQ,IAAI,mBAAK,EAAE,CAAC,CAAC;IAkLnE,CAAC;IAhLC,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,KAAK,CAAC,YAAY,EAAE,CAAC;IACnC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,OAAO,CAAC,YAAY,EAAE,CAAC;IACrC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC;IAC1B,CAAC;IAED,QAAQ,CAAC,GAAG,MAAoB;QAC9B,MAAM,uBAAuB,GAAG,IAAI,4BAAG,EAAa,CAAC;QAErD,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,MAAM,qBAAqB,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;YAExD,IAAI,KAAK,CAAC,OAAO,CAAC,qBAAqB,CAAC,EAAE;gBACxC,qBAAqB,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,uBAAuB,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC;aACtE;iBAAM;gBACL,uBAAuB,CAAC,GAAG,CAAC,qBAAqB,CAAC,CAAC;aACpD;SACF;QAED,uBAAuB,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;IAC/D,CAAC;IAED,OAAO;QACL,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;QACtB,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC;IAC1B,CAAC;IAMD,iBAAiB,CAAC,KAA2B;QAC3C,OAAO,IAAA,mCAA2B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC3D,CAAC;IAMD,wBAAwB,CAAC,KAAkC;QACzD,OAAO,IAAA,0CAAkC,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAClE,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACxD,CAAC;IAMD,iBAAiB,CAAC,KAA2B;QAC3C,OAAO,IAAA,mCAA2B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC3D,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACxD,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC1D,CAAC;IAMD,WAAW,CAAC,KAAqB;QAC/B,OAAO,IAAA,6BAAqB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACrD,CAAC;IAMD,UAAU,CAAC,KAAoB;QAC7B,OAAO,IAAA,4BAAoB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACpD,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACxD,CAAC;IAMD,aAAa,CAAC,KAAuB;QACnC,OAAO,IAAA,+BAAuB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACvD,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC1D,CAAC;IAMD,eAAe,CAAC,KAAyB;QACvC,OAAO,IAAA,iCAAyB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACzD,CAAC;IAMD,mBAAmB,CAAC,KAA6B;QAC/C,OAAO,IAAA,qCAA6B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC7D,CAAC;IAMD,eAAe,CAAC,KAAyB;QACvC,OAAO,IAAA,iCAAyB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACzD,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC1D,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACxD,CAAC;IAMD,eAAe,CAAC,KAAyB;QACvC,OAAO,IAAA,iCAAyB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACzD,CAAC;IAMD,YAAY,CAAC,KAAsB;QACjC,OAAO,IAAA,0CAAsB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;IACtD,CAAC;CACF;AA3IC;IADC,IAAA,eAAO,EAAC,4BAAoB,CAAC;;qCACL,4BAAoB;;8CAE5C;AAMD;IADC,IAAA,eAAO,EAAC,mCAA2B,CAAC;;qCACL,mCAA2B;;qDAE1D;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,4BAAoB,CAAC;;qCACL,4BAAoB;;8CAE5C;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,2BAAmB,CAAC;;qCACL,2BAAmB;;6CAE1C;AAMD;IADC,IAAA,eAAO,EAAC,sBAAc,CAAC;;qCACL,sBAAc;;wCAEhC;AAMD;IADC,IAAA,eAAO,EAAC,qBAAa,CAAC;;qCACL,qBAAa;;uCAE9B;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,wBAAgB,CAAC;;qCACL,wBAAgB;;0CAEpC;AAMD;IADC,IAAA,eAAO,EAAC,2BAAmB,CAAC;;qCACL,2BAAmB;;6CAE1C;AAMD;IADC,IAAA,eAAO,EAAC,0BAAkB,CAAC;;qCACL,0BAAkB;;4CAExC;AAMD;IADC,IAAA,eAAO,EAAC,8BAAsB,CAAC;;qCACL,8BAAsB;;gDAEhD;AAMD;IADC,IAAA,eAAO,EAAC,0BAAkB,CAAC;;qCACL,0BAAkB;;4CAExC;AAMD;IADC,IAAA,eAAO,EAAC,2BAAmB,CAAC;;qCACL,2BAAmB;;6CAE1C;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,0BAAkB,CAAC;;qCACL,0BAAkB;;4CAExC;AAMD;IADC,IAAA,eAAO,EAAC,mCAAe,CAAC;;qCACL,mCAAe;;yCAElC;AAnLH,sBAoLC"}
|
|
@@ -15,7 +15,7 @@ export declare class State {
|
|
|
15
15
|
balance: Record<string, Balance>;
|
|
16
16
|
order: {
|
|
17
17
|
pending: Record<string, Order>;
|
|
18
|
-
|
|
18
|
+
filled: Record<string, Order>;
|
|
19
19
|
canceled: Record<string, Order>;
|
|
20
20
|
rejected: Record<string, Order>;
|
|
21
21
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"store.state.js","sourceRoot":"","sources":["../../src/store/store.state.ts"],"names":[],"mappings":";;;AAYA,MAAa,KAAK;IAAlB;QAGE,aAAQ,GAGJ;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,iBAAY,GAGR;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,UAAK,GAA0B,EAAE,CAAC;QAClC,cAAS,GAA8B,EAAE,CAAC;QAC1C,YAAO,GAA4B,EAAE,CAAC;QAEtC,UAAK,GAKD;YACF,OAAO,EAAE,EAAE;YACX,
|
|
1
|
+
{"version":3,"file":"store.state.js","sourceRoot":"","sources":["../../src/store/store.state.ts"],"names":[],"mappings":";;;AAYA,MAAa,KAAK;IAAlB;QAGE,aAAQ,GAGJ;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,iBAAY,GAGR;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,UAAK,GAA0B,EAAE,CAAC;QAClC,cAAS,GAA8B,EAAE,CAAC;QAC1C,YAAO,GAA4B,EAAE,CAAC;QAEtC,UAAK,GAKD;YACF,OAAO,EAAE,EAAE;YACX,MAAM,EAAE,EAAE;YACV,QAAQ,EAAE,EAAE;YACZ,QAAQ,EAAE,EAAE;SACb,CAAC;IACJ,CAAC;CAAA;AAlCD,sBAkCC"}
|