@quantform/core 0.3.214 → 0.3.220

package/dist/adapter/paper/model/paper-margin-model.d.ts

@@ -1,10 +1,10 @@
-import { Order, Orderbook } from '../../../domain';
+import { Order } from '../../../domain';
 import { PaperAdapter } from '..';
 import { PaperModel } from './paper-model';
 export declare class PaperMarginModel extends PaperModel {
     leverage: number;
     constructor(adapter: PaperAdapter);
     onOrderOpened(order: Order): void;
-    onOrderCompleted(order: Order, averageExecutionRate: number, orderbook: Orderbook): void;
+    onOrderCompleted(order: Order, averageExecutionRate: number, timestamp: number): void;
     onOrderCanceled(order: Order): void;
 }

package/dist/adapter/paper/model/paper-margin-model.js

@@ -14,7 +14,7 @@ class PaperMarginModel extends paper_model_1.PaperModel {
         this.adapter.store.dispatch(new event_1.OrderNewEvent(order, timestamp));
         this.adapter.store.dispatch(new event_1.OrderPendingEvent(order.id, timestamp));
     }
-    onOrderCompleted(order, averageExecutionRate, orderbook) {
+    onOrderCompleted(order, averageExecutionRate, timestamp) {
         var _a, _b;
         const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
         let transact = instrument.quote.floor(-instrument.commision.calculateMakerFee(averageExecutionRate * order.quantity));
@@ -57,7 +57,7 @@ class PaperMarginModel extends paper_model_1.PaperModel {
                 }
                 break;
         }
-        this.adapter.store.dispatch(new event_1.OrderFilledEvent(order.id, averageExecutionRate, orderbook.timestamp), new event_1.BalanceTransactEvent(instrument.quote, transact, orderbook.timestamp), new event_1.PositionPatchEvent(id, instrument, rate, size, this.leverage, 'CROSS', orderbook.timestamp));
+        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));
     }
     onOrderCanceled(order) {
         const timestamp = this.adapter.timestamp();

package/dist/adapter/paper/model/paper-margin-model.js.map

@@ -1 +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"}

package/dist/adapter/paper/model/paper-model.d.ts

@@ -1,15 +1,15 @@
-import { Order, Orderbook } from '../../../domain';
+import { Order } from '../../../domain';
 import { PaperAdapter } from '..';
 export declare abstract class PaperModel {
     readonly adapter: PaperAdapter;
     private readonly pending;
     constructor(adapter: PaperAdapter);
     protected abstract onOrderOpened(order: Order): any;
-    protected abstract onOrderCompleted(order: Order, averageExecutionRate: number, orderbook: Orderbook): any;
+    protected abstract onOrderCompleted(order: Order, averageExecutionRate: number, timestamp: number): any;
     protected abstract onOrderCanceled(order: Order): any;
     private intercept;
-    protected orderbook(component: Orderbook): void;
-    private simulateOrder;
+    private simulateOrderOnOrderbook;
+    private simulateOrderOnTrade;
     private pendingOf;
     open(order: Order): void;
     cancel(order: Order): void;

package/dist/adapter/paper/model/paper-model.js

@@ -12,36 +12,50 @@ class PaperModel {
     }
     intercept(component) {
         if (component instanceof domain_1.Orderbook) {
-            this.orderbook(component);
+            this.pendingOf(component.instrument).forEach(it => this.simulateOrderOnOrderbook(it, component));
         }
-    }
-    orderbook(component) {
-        const pending = this.pendingOf(component.instrument);
-        if (pending.size() == 0) {
-            return;
+        else if (component instanceof domain_1.Trade) {
+            this.pendingOf(component.instrument).forEach(it => this.simulateOrderOnTrade(it, component));
         }
-        pending.forEach(it => this.simulateOrder(it, component));
     }
-    simulateOrder(order, orderbook) {
+    simulateOrderOnOrderbook(order, orderbook) {
         if (order.type == 'MARKET') {
             if (order.side == 'BUY' && orderbook.bestAskRate) {
                 this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, orderbook.bestAskRate, orderbook);
+                this.onOrderCompleted(order, orderbook.bestAskRate, orderbook.timestamp);
             }
             else if (order.side == 'SELL' && orderbook.bestBidRate) {
                 this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, orderbook.bestBidRate, orderbook);
+                this.onOrderCompleted(order, orderbook.bestBidRate, orderbook.timestamp);
             }
             return;
         }
         if (order.type == 'LIMIT') {
             if (order.side == 'BUY' && order.rate >= orderbook.bestAskRate) {
                 this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, orderbook.bestAskRate, orderbook);
+                this.onOrderCompleted(order, orderbook.bestAskRate, orderbook.timestamp);
             }
             else if (order.side == 'SELL' && order.rate <= orderbook.bestBidRate) {
                 this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, orderbook.bestBidRate, orderbook);
+                this.onOrderCompleted(order, orderbook.bestBidRate, orderbook.timestamp);
+            }
+            return;
+        }
+    }
+    simulateOrderOnTrade(order, trade) {
+        if (order.type == 'MARKET') {
+            this.pendingOf(order.instrument).remove(order);
+            this.onOrderCompleted(order, trade.rate, trade.timestamp);
+            return;
+        }
+        if (order.type == 'LIMIT') {
+            if (order.side == 'BUY' && order.rate > trade.rate) {
+                this.pendingOf(order.instrument).remove(order);
+                this.onOrderCompleted(order, trade.rate, trade.timestamp);
+            }
+            else if (order.side == 'SELL' && order.rate < trade.rate) {
+                this.pendingOf(order.instrument).remove(order);
+                this.onOrderCompleted(order, trade.rate, trade.timestamp);
             }
             return;
         }

package/dist/adapter/paper/model/paper-model.js.map

@@ -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,4CAAyF;AAEzF,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,UAAU,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAChD,IAAI,CAAC,wBAAwB,CAAC,EAAE,EAAE,SAAS,CAAC,CAC7C,CAAC;SACH;aAAM,IAAI,SAAS,YAAY,cAAK,EAAE;YACrC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAChD,IAAI,CAAC,oBAAoB,CAAC,EAAE,EAAE,SAAS,CAAC,CACzC,CAAC;SACH;IACH,CAAC;IAEO,wBAAwB,CAAC,KAAY,EAAE,SAAoB;QACjE,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,oBAAoB,CAAC,KAAY,EAAE,KAAY;QACrD,IAAI,KAAK,CAAC,IAAI,IAAI,QAAQ,EAAE;YAC1B,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;YAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;YAE1D,OAAO;SACR;QAED,IAAI,KAAK,CAAC,IAAI,IAAI,OAAO,EAAE;YACzB,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,EAAE;gBAClD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;aAC3D;iBAAM,IAAI,KAAK,CAAC,IAAI,IAAI,MAAM,IAAI,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,EAAE;gBAC1D,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;aAC3D;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;AA1GD,gCA0GC"}

package/dist/adapter/paper/model/paper-spot-model.d.ts

@@ -1,11 +1,12 @@
-import { Order, Orderbook } from '../../../domain';
+import { Order } from '../../../domain';
 import { PaperAdapter } from '..';
 import { PaperModel } from './paper-model';
+import { timestamp } from '../../../common';
 export declare class PaperSpotModel extends PaperModel {
     readonly adapter: PaperAdapter;
     constructor(adapter: PaperAdapter);
     onOrderOpened(order: Order): void;
-    onOrderCompleted(order: Order, averageExecutionRate: number, orderbook: Orderbook): void;
+    onOrderCompleted(order: Order, averageExecutionRate: number, timestamp: timestamp): void;
     onOrderCanceled(order: Order): void;
     private caluclateFreezAllocation;
     private caluclateUnfreezAllocation;

package/dist/adapter/paper/model/paper-spot-model.js

@@ -13,7 +13,7 @@ class PaperSpotModel extends paper_model_1.PaperModel {
         this.adapter.store.dispatch(...this.caluclateFreezAllocation(order, timestamp), new event_1.OrderNewEvent(order, timestamp));
         this.adapter.store.dispatch(new event_1.OrderPendingEvent(order.id, timestamp));
     }
-    onOrderCompleted(order, averageExecutionRate, orderbook) {
+    onOrderCompleted(order, averageExecutionRate, timestamp) {
         const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
         const transacted = {
             base: 0,
@@ -29,7 +29,7 @@ class PaperSpotModel extends paper_model_1.PaperModel {
                 transacted.quote += instrument.quote.floor(instrument.commision.applyMakerFee(averageExecutionRate * order.quantity));
                 break;
         }
-        this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, orderbook.timestamp), new event_1.OrderFilledEvent(order.id, averageExecutionRate, orderbook.timestamp), new event_1.BalanceTransactEvent(instrument.base, transacted.base, orderbook.timestamp), new event_1.BalanceTransactEvent(instrument.quote, transacted.quote, orderbook.timestamp));
+        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));
     }
     onOrderCanceled(order) {
         const timestamp = this.adapter.timestamp();

package/dist/adapter/paper/model/paper-spot-model.js.map

@@ -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,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,SAAS,CAAC,EAC9D,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,oBAAoB,EAAE,SAAS,CAAC,SAAS,CAAC,EACzE,IAAI,4BAAoB,CAAC,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,IAAI,EAAE,SAAS,CAAC,SAAS,CAAC,EAC/E,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,SAAS,CAAC,SAAS,CAAC,CAClF,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"}
+{"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/indicator/atr.d.ts

@@ -1,4 +1,3 @@
 import { Observable } from 'rxjs';
 import { Candle } from '../domain';
-import { RMA } from './rma';
-export declare function atr<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<RMA>;
+export declare function atr<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/atr.js

@@ -6,7 +6,10 @@ const rma_1 = require("./rma");
 const truerange_1 = require("./truerange");
 function atr(length, fn) {
     return function (source) {
-        return source.pipe((0, truerange_1.truerange)(fn), (0, rma_1.rma)(length, it => it), (0, operators_1.share)());
+        return source.pipe((0, truerange_1.truerange)(fn), (0, rma_1.rma)(length, ([, tr]) => tr), (0, operators_1.map)(([[it], truerange]) => {
+            const tuple = [it, truerange];
+            return tuple;
+        }), (0, operators_1.share)());
     };
 }
 exports.atr = atr;

package/dist/indicator/atr.js.map

@@ -1 +1 @@
-{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AACA,8CAAuC;AAEvC,+BAAiC;AACjC,2CAAwC;AAExC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAS,MAAqB;QACnC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EACrB,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AARD,kBAQC"}
+{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AACA,8CAA4C;AAE5C,+BAA4B;AAC5B,2CAAwC;AAExC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,eAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,EAAE,EAAE;YACxB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;YAE3C,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}

package/dist/indicator/donchian.d.ts

@@ -1,8 +1,9 @@
 import { Observable } from 'rxjs';
 import { Candle } from '../domain';
-export declare function donchian<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<{
-    timestamp: number;
-    upper: number;
-    middle: number;
-    lower: number;
-}>;
+export declare function donchian<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[
+    T,
+    {
+        upper: number;
+        lower: number;
+    }
+]>;

package/dist/indicator/donchian.js

@@ -1,25 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.donchian = void 0;
+const rxjs_1 = require("rxjs");
 const operators_1 = require("rxjs/operators");
 const min_max_1 = require("./min-max");
 function donchian(length, fn) {
     return function (source) {
-        const min = new min_max_1.MinMax(length);
-        const max = new min_max_1.MinMax(length);
-        let timestamp = 0;
-        return source.pipe((0, operators_1.filter)(it => {
-            const candle = fn(it);
-            timestamp = candle.timestamp;
-            min.append(candle.low);
-            max.append(candle.high);
-            return min.isCompleted && max.isCompleted;
-        }), (0, operators_1.map)(() => ({
-            timestamp,
-            upper: max.max,
-            middle: (min.min + max.max) / 2,
-            lower: min.min
-        })), (0, operators_1.share)());
+        source = source.pipe((0, operators_1.share)());
+        return source.pipe((0, rxjs_1.withLatestFrom)(source.pipe((0, min_max_1.minMax)(length, it => fn(it).low)), source.pipe((0, min_max_1.minMax)(length, it => fn(it).high))), (0, operators_1.map)(([it, low, high]) => {
+            const tuple = [it, { lower: low[1].min, upper: high[1].max }];
+            return tuple;
+        }), (0, operators_1.share)());
     };
 }
 exports.donchian = donchian;

package/dist/indicator/donchian.js.map

@@ -1 +1 @@
-{"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AACA,8CAAoD;AAEpD,uCAAmC;AAEnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QAMpC,MAAM,GAAG,GAAG,IAAI,gBAAM,CAAC,MAAM,CAAC,CAAC;QAC/B,MAAM,GAAG,GAAG,IAAI,gBAAM,CAAC,MAAM,CAAC,CAAC;QAC/B,IAAI,SAAS,GAAG,CAAC,CAAC;QAElB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,MAAM,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;YAEtB,SAAS,GAAG,MAAM,CAAC,SAAS,CAAC;YAE7B,GAAG,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;YACvB,GAAG,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;YAExB,OAAO,GAAG,CAAC,WAAW,IAAI,GAAG,CAAC,WAAW,CAAC;QAC5C,CAAC,CAAC,EACF,IAAA,eAAG,EAAC,GAAG,EAAE,CAAC,CAAC;YACT,SAAS;YACT,KAAK,EAAE,GAAG,CAAC,GAAG;YACd,MAAM,EAAE,CAAC,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC;YAC/B,KAAK,EAAE,GAAG,CAAC,GAAG;SACf,CAAC,CAAC,EACH,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}
+{"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAAkD;AAClD,8CAA4C;AAC5C,uCAAmC;AAGnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QASpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,iBAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EACZ,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,EAC7C,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAC/C,EACD,IAAA,eAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE;YACtB,MAAM,KAAK,GAMP,CAAC,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;YAEpD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}

package/dist/indicator/ema.d.ts

@@ -1,11 +1,2 @@
 import { Observable } from 'rxjs';
-import { WindowIndicator } from './window-indicator';
-export declare class EMA extends WindowIndicator<number> {
-    private _alpha;
-    private _sma;
-    private _value;
-    get value(): number;
-    constructor(capacity: number);
-    calculate(added: number): void;
-}
-export declare function ema<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<EMA>;
+export declare function ema<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;

package/dist/indicator/ema.js

@@ -1,41 +1,22 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.ema = exports.EMA = void 0;
+exports.ema = void 0;
 const operators_1 = require("rxjs/operators");
 const sma_1 = require("./sma");
-const window_indicator_1 = require("./window-indicator");
-class EMA extends window_indicator_1.WindowIndicator {
-    constructor(capacity) {
-        super(capacity);
-        this._alpha = 0;
-        this._value = null;
-        this._alpha = 2.0 / (capacity + 1);
-        this._sma = new sma_1.SMA(capacity);
-    }
-    get value() {
-        return this._value;
-    }
-    calculate(added) {
-        this._sma.append(added);
-        if (!this._sma.isCompleted) {
-            return;
-        }
-        if (!this.value) {
-            this._value = this._sma.value;
-        }
-        else {
-            this._value = this._alpha * added + (1.0 - this._alpha) * this._value;
-        }
-    }
-}
-exports.EMA = EMA;
 function ema(length, fn) {
     return function (source) {
-        const indicator = new EMA(length);
-        return source.pipe((0, operators_1.filter)(it => {
-            indicator.append(fn(it));
-            return indicator.isCompleted;
-        }), (0, operators_1.map)(() => indicator), (0, operators_1.share)());
+        const alpha = 2.0 / (length + 1);
+        let value = null;
+        return source.pipe((0, sma_1.sma)(length, fn), (0, operators_1.map)(([it, sma]) => {
+            if (!value) {
+                value = sma;
+            }
+            else {
+                value = alpha * fn(it) + (1.0 - alpha) * value;
+            }
+            const tuple = [it, value];
+            return tuple;
+        }), (0, operators_1.share)());
     };
 }
 exports.ema = ema;

package/dist/indicator/ema.js.map

@@ -1 +1 @@
-{"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/indicator/ema.ts"],"names":[],"mappings":";;;AACA,8CAAoD;AACpD,+BAA4B;AAC5B,yDAAqD;AAErD,MAAa,GAAI,SAAQ,kCAAuB;IAS9C,YAAY,QAAgB;QAC1B,KAAK,CAAC,QAAQ,CAAC,CAAC;QATV,WAAM,GAAG,CAAC,CAAC;QAEX,WAAM,GAAG,IAAI,CAAC;QASpB,IAAI,CAAC,MAAM,GAAG,GAAG,GAAG,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC;QACnC,IAAI,CAAC,IAAI,GAAG,IAAI,SAAG,CAAC,QAAQ,CAAC,CAAC;IAChC,CAAC;IATD,IAAI,KAAK;QACP,OAAO,IAAI,CAAC,MAAM,CAAC;IACrB,CAAC;IASD,SAAS,CAAC,KAAa;QACrB,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QAExB,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YAC1B,OAAO;SACR;QAED,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE;YACf,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC;SAC/B;aAAM;YAGL,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,GAAG,KAAK,GAAG,CAAC,GAAG,GAAG,IAAI,CAAC,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;SACvE;IACH,CAAC;CACF;AA/BD,kBA+BC;AAED,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAS,MAAqB;QACnC,MAAM,SAAS,GAAG,IAAI,GAAG,CAAC,MAAM,CAAC,CAAC;QAElC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE;YACV,SAAS,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;YAEzB,OAAO,SAAS,CAAC,WAAW,CAAC;QAC/B,CAAC,CAAC,EACF,IAAA,eAAG,EAAC,GAAG,EAAE,CAAC,SAAS,CAAC,EACpB,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAdD,kBAcC"}
+{"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/indicator/ema.ts"],"names":[],"mappings":";;;AACA,8CAA4C;AAC5C,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;QACjC,IAAI,KAAK,GAAW,IAAI,CAAC;QAEzB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,eAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,GAAG,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;aAChD;YAED,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAEvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AArBD,kBAqBC"}

package/dist/indicator/ema.spec.js

@@ -6,32 +6,13 @@ describe('ema tests', () => {
     test('should return expected value', done => {
         let value;
         (0, rxjs_1.from)([
-            212.8,
-            214.06,
-            213.89,
-            214.66,
-            213.95,
-            213.95,
-            214.55,
-            214.02,
-            214.51,
-            213.75,
-            214.22,
-            213.43,
-            214.21,
-            213.66,
-            215.03,
-            216.89,
-            216.66,
-            216.32,
-            214.98,
-            214.96,
-            215.05,
-            215.19
+            212.8, 214.06, 213.89, 214.66, 213.95, 213.95, 214.55, 214.02, 214.51, 213.75,
+            214.22, 213.43, 214.21, 213.66, 215.03, 216.89, 216.66, 216.32, 214.98, 214.96,
+            215.05, 215.19
         ])
             .pipe((0, ema_1.ema)(20, it => it))
             .subscribe({
-            next: it => (value = it.value),
+            next: ([, it]) => (value = it),
             complete: () => {
                 expect(parseFloat(value.toFixed(4))).toBe(214.6336);
                 done();

package/dist/indicator/ema.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAC5B,+BAA4B;AAE5B,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAEV,IAAA,WAAI,EAAC;YACH,KAAK;YACL,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;YACN,MAAM;SACP,CAAC;aACC,IAAI,CAAC,IAAA,SAAG,EAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACvB,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC,KAAK,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AAgBL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAC5B,+BAA4B;AAE5B,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAEV,IAAA,WAAI,EAAC;YACH,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC7E,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC9E,MAAM,EAAE,MAAM;SACf,CAAC;aACC,IAAI,CAAC,IAAA,SAAG,EAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACvB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AAgBL,CAAC,CAAC,CAAC"}

package/dist/indicator/envelope.js

@@ -5,15 +5,11 @@ const operators_1 = require("rxjs/operators");
 const sma_1 = require("./sma");
 function envelope(length, percent, valueFn) {
     return function (source) {
-        const indicator = new sma_1.SMA(length);
-        return source.pipe((0, operators_1.filter)(it => {
-            indicator.append(valueFn(it));
-            return indicator.isCompleted;
-        }), (0, operators_1.map)(it => {
-            const offset = (indicator.value * percent) / 100;
+        return source.pipe((0, sma_1.sma)(length, valueFn), (0, operators_1.map)(([it, sma]) => {
+            const offset = (sma * percent) / 100;
             return {
-                min: indicator.value - offset,
-                max: indicator.value + offset
+                min: sma - offset,
+                max: sma + offset
             };
         }), (0, operators_1.share)());
     };

package/dist/indicator/envelope.js.map

@@ -1 +1 @@
-{"version":3,"file":"envelope.js","sourceRoot":"","sources":["../../src/indicator/envelope.ts"],"names":[],"mappings":";;;AACA,8CAAoD;AACpD,+BAA4B;AAE5B,SAAgB,QAAQ,CAAI,MAAc,EAAE,OAAe,EAAE,OAA0B;IACrF,OAAO,UAAS,MAAqB;QACnC,MAAM,SAAS,GAAG,IAAI,SAAG,CAAC,MAAM,CAAC,CAAC;QAElC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE;YACV,SAAS,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC;YAE9B,OAAO,SAAS,CAAC,WAAW,CAAC;QAC/B,CAAC,CAAC,EACF,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,MAAM,GAAG,CAAC,SAAS,CAAC,KAAK,GAAG,OAAO,CAAC,GAAG,GAAG,CAAC;YAEjD,OAAO;gBACL,GAAG,EAAE,SAAS,CAAC,KAAK,GAAG,MAAM;gBAC7B,GAAG,EAAE,SAAS,CAAC,KAAK,GAAG,MAAM;aAC9B,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AArBD,4BAqBC"}
+{"version":3,"file":"envelope.js","sourceRoot":"","sources":["../../src/indicator/envelope.ts"],"names":[],"mappings":";;;AACA,8CAA4C;AAC5C,+BAA4B;AAE5B,SAAgB,QAAQ,CAAI,MAAc,EAAE,OAAe,EAAE,OAA0B;IACrF,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,OAAO,CAAC,EACpB,IAAA,eAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,MAAM,MAAM,GAAG,CAAC,GAAG,GAAG,OAAO,CAAC,GAAG,GAAG,CAAC;YAErC,OAAO;gBACL,GAAG,EAAE,GAAG,GAAG,MAAM;gBACjB,GAAG,EAAE,GAAG,GAAG,MAAM;aAClB,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAfD,4BAeC"}

package/dist/indicator/index.d.ts

@@ -10,7 +10,7 @@ export * from './swma';
 export * from './tma';
 export * from './trailing';
 export * from './truerange';
-export * from './window-indicator';
+export * from './window';
 export * from './wma';
 export * from './donchian';
 export * from './atr';

package/dist/indicator/index.js

@@ -22,7 +22,7 @@ __exportStar(require("./swma"), exports);
 __exportStar(require("./tma"), exports);
 __exportStar(require("./trailing"), exports);
 __exportStar(require("./truerange"), exports);
-__exportStar(require("./window-indicator"), exports);
+__exportStar(require("./window"), exports);
 __exportStar(require("./wma"), exports);
 __exportStar(require("./donchian"), exports);
 __exportStar(require("./atr"), exports);

package/dist/indicator/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/indicator/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0CAAwB;AACxB,wCAAsB;AACtB,6CAA2B;AAC3B,yCAAuB;AACvB,4CAA0B;AAC1B,gDAA8B;AAC9B,wCAAsB;AACtB,wCAAsB;AACtB,yCAAuB;AACvB,wCAAsB;AACtB,6CAA2B;AAC3B,8CAA4B;AAC5B,qDAAmC;AACnC,wCAAsB;AACtB,6CAA2B;AAC3B,wCAAsB;AACtB,6CAA2B"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/indicator/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0CAAwB;AACxB,wCAAsB;AACtB,6CAA2B;AAC3B,yCAAuB;AACvB,4CAA0B;AAC1B,gDAA8B;AAC9B,wCAAsB;AACtB,wCAAsB;AACtB,yCAAuB;AACvB,wCAAsB;AACtB,6CAA2B;AAC3B,8CAA4B;AAC5B,2CAAyB;AACzB,wCAAsB;AACtB,6CAA2B;AAC3B,wCAAsB;AACtB,6CAA2B"}

package/dist/indicator/macd.js

@@ -1,22 +1,13 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.macd = void 0;
+const rxjs_1 = require("rxjs");
 const operators_1 = require("rxjs/operators");
 const ema_1 = require("./ema");
 function macd(fast, slow, length, fn) {
     return function (source) {
-        const ema = {
-            fast: new ema_1.EMA(fast),
-            slow: new ema_1.EMA(slow),
-            macd: new ema_1.EMA(length)
-        };
-        return source.pipe((0, operators_1.filter)(it => {
-            const value = fn(it);
-            ema.fast.append(value);
-            ema.slow.append(value);
-            ema.macd.append(ema.fast.value - ema.slow.value);
-            return ema.macd.isCompleted;
-        }), (0, operators_1.map)(_ => ema.macd.value), (0, operators_1.share)());
+        source = source.pipe((0, operators_1.share)());
+        return source.pipe((0, rxjs_1.withLatestFrom)(source.pipe((0, ema_1.ema)(fast, fn)), source.pipe((0, ema_1.ema)(slow, fn))), (0, ema_1.ema)(length, it => it[1][1] - it[2][1]), (0, operators_1.map)(([it, macd]) => macd), (0, operators_1.share)());
     };
 }
 exports.macd = macd;

package/dist/indicator/macd.js.map

@@ -1 +1 @@
-{"version":3,"file":"macd.js","sourceRoot":"","sources":["../../src/indicator/macd.ts"],"names":[],"mappings":";;;AACA,8CAAoD;AACpD,+BAA4B;AAE5B,SAAgB,IAAI,CAClB,IAAY,EACZ,IAAY,EACZ,MAAc,EACd,EAAqB;IAErB,OAAO,UAAS,MAAqB;QACnC,MAAM,GAAG,GAAG;YACV,IAAI,EAAE,IAAI,SAAG,CAAC,IAAI,CAAC;YACnB,IAAI,EAAE,IAAI,SAAG,CAAC,IAAI,CAAC;YACnB,IAAI,EAAE,IAAI,SAAG,CAAC,MAAM,CAAC;SACtB,CAAC;QAEF,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;YAErB,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;YACvB,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;YACvB,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,KAAK,GAAG,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;YAEjD,OAAO,GAAG,CAAC,IAAI,CAAC,WAAW,CAAC;QAC9B,CAAC,CAAC,EACF,IAAA,eAAG,EAAC,CAAC,CAAC,EAAE,CAAC,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,EACxB,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA3BD,oBA2BC"}
+{"version":3,"file":"macd.js","sourceRoot":"","sources":["../../src/indicator/macd.ts"],"names":[],"mappings":";;;AAAA,+BAAkD;AAClD,8CAA4C;AAC5C,+BAA4B;AAE5B,SAAgB,IAAI,CAClB,IAAY,EACZ,IAAY,EACZ,MAAc,EACd,EAAqB;IAErB,OAAO,UAAU,MAAqB;QACpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,iBAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EAAC,MAAM,CAAC,IAAI,CAAC,IAAA,SAAG,EAAC,IAAI,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,CAAC,IAAI,CAAC,IAAA,SAAG,EAAC,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,EACtE,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EACtC,IAAA,eAAG,EAAC,CAAC,CAAC,EAAE,EAAE,IAAI,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,EACzB,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAhBD,oBAgBC"}

package/dist/indicator/min-max.d.ts

@@ -1,12 +1,5 @@
 import { Observable } from 'rxjs';
-import { RingBuffer } from './ring-buffer';
-import { WindowIndicator } from './window-indicator';
-export declare class MinMax extends WindowIndicator<number> {
-    private _min;
-    private _max;
-    get min(): number;
-    get max(): number;
-    constructor(capacity: number);
-    calculate(added: number, removed: number, buffer: RingBuffer<number>): void;
-}
-export declare function minMax<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<MinMax>;
+export declare function minMax<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, {
+    min: number;
+    max: number;
+}]>;

package/dist/indicator/min-max.js

@@ -1,37 +1,20 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.minMax = exports.MinMax = void 0;
+exports.minMax = void 0;
 const operators_1 = require("rxjs/operators");
-const window_indicator_1 = require("./window-indicator");
-class MinMax extends window_indicator_1.WindowIndicator {
-    constructor(capacity) {
-        super(capacity);
-        this._min = 0;
-        this._max = 0;
-    }
-    get min() {
-        return this._min;
-    }
-    get max() {
-        return this._max;
-    }
-    calculate(added, removed, buffer) {
-        this._min = added;
-        this._max = added;
-        buffer.forEach(it => {
-            this._min = Math.min(it, this._min);
-            this._max = Math.max(it, this._max);
-        });
-    }
-}
-exports.MinMax = MinMax;
+const window_1 = require("./window");
 function minMax(length, fn) {
     return function (source) {
-        const indicator = new MinMax(length);
-        return source.pipe((0, operators_1.filter)(it => {
-            indicator.append(fn(it));
-            return indicator.isCompleted;
-        }), (0, operators_1.map)(() => indicator), (0, operators_1.share)());
+        return source.pipe((0, window_1.window)(length, fn), (0, operators_1.filter)(([, buffer]) => buffer.isFull), (0, operators_1.map)(([it, buffer]) => {
+            let min = 0;
+            let max = 0;
+            buffer.forEach(it => {
+                min = Math.min(it, min);
+                max = Math.max(it, max);
+            });
+            const tuple = [it, { min, max }];
+            return tuple;
+        }), (0, operators_1.share)());
     };
 }
 exports.minMax = minMax;

package/dist/indicator/min-max.js.map

@@ -1 +1 @@
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+{"version":3,"file":"min-max.js","sourceRoot":"","sources":["../../src/indicator/min-max.ts"],"names":[],"mappings":";;;AACA,8CAAoD;AACpD,qCAAkC;AAElC,SAAgB,MAAM,CAAI,MAAc,EAAE,EAAqB;IAC7D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,kBAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,eAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,IAAI,GAAG,GAAG,CAAC,CAAC;YACZ,IAAI,GAAG,GAAG,CAAC,CAAC;YAEZ,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;gBAClB,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;gBACxB,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC;YAC1B,CAAC,CAAC,CAAC;YACH,MAAM,KAAK,GAAsC,CAAC,EAAE,EAAE,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YAEpE,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AApBD,wBAoBC"}

package/dist/indicator/rma.d.ts

@@ -1,11 +1,2 @@
 import { Observable } from 'rxjs';
-import { WindowIndicator } from './window-indicator';
-export declare class RMA extends WindowIndicator<number> {
-    private _alpha;
-    private _sma;
-    private _value;
-    get value(): number;
-    constructor(capacity: number);
-    calculate(added: number): void;
-}
-export declare function rma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<RMA>;
+export declare function rma<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;