@quantform/core 0.3.222 → 0.3.230

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Files changed (271) hide show
  1. package/dist/adapter/adapter-aggregate.js +3 -3
  2. package/dist/adapter/adapter-aggregate.js.map +1 -1
  3. package/dist/adapter/adapter.d.ts +4 -4
  4. package/dist/adapter/adapter.event.d.ts +1 -1
  5. package/dist/adapter/adapter.event.js +3 -2
  6. package/dist/adapter/adapter.event.js.map +1 -1
  7. package/dist/adapter/adapter.js +3 -3
  8. package/dist/adapter/backtester/backtester-adapter.d.ts +2 -2
  9. package/dist/adapter/backtester/backtester-adapter.js +3 -5
  10. package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
  11. package/dist/adapter/backtester/backtester-cursor.d.ts +2 -2
  12. package/dist/adapter/backtester/backtester-cursor.js +5 -1
  13. package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
  14. package/dist/adapter/backtester/backtester-cursor.spec.js +5 -5
  15. package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
  16. package/dist/adapter/backtester/backtester-streamer.d.ts +1 -1
  17. package/dist/{common/decimals.spec.d.ts → adapter/backtester/backtester-streamer.spec.d.ts} +0 -0
  18. package/dist/adapter/backtester/backtester-streamer.spec.js +45 -0
  19. package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -0
  20. package/dist/adapter/paper/{model/paper-model.d.ts → executor/paper-executor.d.ts} +1 -1
  21. package/dist/adapter/paper/{model/paper-model.js → executor/paper-executor.js} +4 -4
  22. package/dist/adapter/paper/executor/paper-executor.js.map +1 -0
  23. package/dist/adapter/paper/{model/paper-margin-model.d.ts → executor/paper-margin-executor.d.ts} +2 -2
  24. package/dist/adapter/paper/{model/paper-margin-model.js → executor/paper-margin-executor.js} +11 -11
  25. package/dist/adapter/paper/executor/paper-margin-executor.js.map +1 -0
  26. package/dist/adapter/paper/{model/paper-spot-model.d.ts → executor/paper-spot-executor.d.ts} +3 -3
  27. package/dist/adapter/paper/{model/paper-spot-model.js → executor/paper-spot-executor.js} +7 -7
  28. package/dist/adapter/paper/executor/paper-spot-executor.js.map +1 -0
  29. package/dist/adapter/paper/index.d.ts +2 -2
  30. package/dist/adapter/paper/index.js +2 -2
  31. package/dist/adapter/paper/index.js.map +1 -1
  32. package/dist/adapter/paper/paper-adapter.d.ts +3 -3
  33. package/dist/adapter/paper/paper-adapter.js +6 -6
  34. package/dist/adapter/paper/paper-adapter.js.map +1 -1
  35. package/dist/adapter/paper/paper-adapter.spec.js +2 -2
  36. package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
  37. package/dist/bin.d.ts +2 -2
  38. package/dist/bin.js +6 -4
  39. package/dist/bin.js.map +1 -1
  40. package/dist/domain/asset.js +1 -1
  41. package/dist/domain/balance.d.ts +1 -1
  42. package/dist/domain/balance.js +1 -3
  43. package/dist/domain/balance.js.map +1 -1
  44. package/dist/domain/candle-builder.d.ts +1 -1
  45. package/dist/domain/candle.d.ts +1 -1
  46. package/dist/domain/candle.spec.js +2 -2
  47. package/dist/domain/{commision.d.ts → commission.d.ts} +2 -2
  48. package/dist/domain/{commision.js → commission.js} +7 -7
  49. package/dist/domain/commission.js.map +1 -0
  50. package/dist/domain/component.d.ts +1 -1
  51. package/dist/domain/index.d.ts +1 -1
  52. package/dist/domain/index.js +1 -1
  53. package/dist/domain/index.js.map +1 -1
  54. package/dist/domain/instrument.d.ts +3 -3
  55. package/dist/domain/order.d.ts +1 -1
  56. package/dist/domain/orderbook.d.ts +1 -1
  57. package/dist/domain/position.d.ts +1 -1
  58. package/dist/domain/position.js +3 -3
  59. package/dist/domain/trade.d.ts +1 -1
  60. package/dist/index.d.ts +1 -2
  61. package/dist/index.js +1 -2
  62. package/dist/index.js.map +1 -1
  63. package/dist/indicator/truerange.spec.js +6 -6
  64. package/dist/session/index.d.ts +1 -0
  65. package/dist/session/index.js +1 -0
  66. package/dist/session/index.js.map +1 -1
  67. package/dist/session/session-descriptor.d.ts +2 -3
  68. package/dist/session/session-statement.d.ts +5 -0
  69. package/dist/session/session-statement.js +87 -0
  70. package/dist/session/session-statement.js.map +1 -0
  71. package/dist/session/session.d.ts +3 -3
  72. package/dist/session/session.js +14 -27
  73. package/dist/session/session.js.map +1 -1
  74. package/dist/session/session.spec.js +3 -3
  75. package/dist/session/session.spec.js.map +1 -1
  76. package/dist/{common → shared}/datetime.d.ts +0 -0
  77. package/dist/{common → shared}/datetime.js +0 -0
  78. package/dist/{common → shared}/datetime.js.map +1 -1
  79. package/dist/{common → shared}/decimals.d.ts +0 -0
  80. package/dist/{common → shared}/decimals.js +0 -0
  81. package/dist/{common → shared}/decimals.js.map +1 -1
  82. package/dist/{common/policy.spec.d.ts → shared/decimals.spec.d.ts} +0 -0
  83. package/dist/{common → shared}/decimals.spec.js +0 -0
  84. package/dist/{common → shared}/decimals.spec.js.map +1 -1
  85. package/dist/{common → shared}/index.d.ts +0 -0
  86. package/dist/{common → shared}/index.js +0 -0
  87. package/dist/{common → shared}/index.js.map +1 -1
  88. package/dist/{common → shared}/io.d.ts +0 -0
  89. package/dist/{common → shared}/io.js +0 -0
  90. package/dist/shared/io.js.map +1 -0
  91. package/dist/{common → shared}/logger.d.ts +0 -0
  92. package/dist/{common → shared}/logger.js +0 -0
  93. package/dist/{common → shared}/logger.js.map +1 -1
  94. package/dist/{common → shared}/policy.d.ts +0 -0
  95. package/dist/{common → shared}/policy.js +0 -0
  96. package/dist/{common → shared}/policy.js.map +1 -1
  97. package/dist/{common/topic.spec.d.ts → shared/policy.spec.d.ts} +0 -0
  98. package/dist/{common → shared}/policy.spec.js +0 -0
  99. package/dist/{common → shared}/policy.spec.js.map +1 -1
  100. package/dist/{common → shared}/topic.d.ts +0 -0
  101. package/dist/{common → shared}/topic.js +0 -0
  102. package/dist/{common → shared}/topic.js.map +1 -1
  103. package/dist/{common/worker.spec.d.ts → shared/topic.spec.d.ts} +0 -0
  104. package/dist/{common → shared}/topic.spec.js +0 -0
  105. package/dist/{common → shared}/topic.spec.js.map +1 -1
  106. package/dist/{common → shared}/worker.d.ts +0 -0
  107. package/dist/{common → shared}/worker.js +0 -0
  108. package/dist/{common → shared}/worker.js.map +1 -1
  109. package/dist/shared/worker.spec.d.ts +1 -0
  110. package/dist/{common → shared}/worker.spec.js +0 -0
  111. package/dist/{common → shared}/worker.spec.js.map +1 -1
  112. package/dist/storage/feed.d.ts +7 -4
  113. package/dist/storage/feed.js +21 -0
  114. package/dist/storage/feed.js.map +1 -1
  115. package/dist/storage/index.d.ts +1 -2
  116. package/dist/storage/index.js +1 -2
  117. package/dist/storage/index.js.map +1 -1
  118. package/dist/storage/measurement.d.ts +7 -9
  119. package/dist/storage/measurement.js +25 -0
  120. package/dist/storage/measurement.js.map +1 -1
  121. package/dist/storage/storage.d.ts +23 -0
  122. package/dist/storage/storage.js +48 -0
  123. package/dist/storage/storage.js.map +1 -0
  124. package/dist/store/event/store-balance.event.d.ts +1 -1
  125. package/dist/store/event/store-balance.event.js +1 -1
  126. package/dist/store/event/store-balance.event.spec.js +3 -3
  127. package/dist/store/event/store-balance.event.spec.js.map +1 -1
  128. package/dist/store/event/store-candle.event.d.ts +2 -2
  129. package/dist/store/event/store-candle.event.js +31 -3
  130. package/dist/store/event/store-candle.event.js.map +1 -1
  131. package/dist/store/event/store-candle.event.spec.d.ts +1 -0
  132. package/dist/store/event/store-candle.event.spec.js +24 -0
  133. package/dist/store/event/store-candle.event.spec.js.map +1 -0
  134. package/dist/store/event/store-instrument.event.d.ts +4 -4
  135. package/dist/store/event/store-instrument.event.js +3 -3
  136. package/dist/store/event/store-instrument.event.js.map +1 -1
  137. package/dist/store/event/store-instrument.event.spec.js +3 -3
  138. package/dist/store/event/store-instrument.event.spec.js.map +1 -1
  139. package/dist/store/event/store-order.event.d.ts +1 -1
  140. package/dist/store/event/store-order.event.js +1 -1
  141. package/dist/store/event/store-order.event.spec.js +2 -2
  142. package/dist/store/event/store-orderbook.event.d.ts +1 -1
  143. package/dist/store/event/store-orderbook.event.js +1 -1
  144. package/dist/store/event/store-position.event.d.ts +1 -1
  145. package/dist/store/event/store-position.event.js +1 -1
  146. package/dist/store/event/store-trade.event.d.ts +1 -1
  147. package/dist/store/event/store-trade.event.js +1 -1
  148. package/dist/store/event/store-trade.event.spec.js +6 -6
  149. package/dist/store/event/store-trade.event.spec.js.map +1 -1
  150. package/dist/store/event/store.event.d.ts +1 -1
  151. package/dist/store/store.d.ts +2 -2
  152. package/dist/store/store.js +1 -1
  153. package/dist/store/store.state.d.ts +1 -1
  154. package/dist/store/store.state.js.map +1 -1
  155. package/dist/tests/backtester-adapter.spec.js +7 -7
  156. package/dist/tests/backtester-adapter.spec.js.map +1 -1
  157. package/dist/tsconfig.tsbuildinfo +1 -1
  158. package/jestconfig.unit.json +2 -1
  159. package/package.json +1 -1
  160. package/src/adapter/adapter-aggregate.ts +4 -2
  161. package/src/adapter/adapter.event.ts +2 -2
  162. package/src/adapter/adapter.ts +4 -4
  163. package/src/adapter/backtester/backtester-adapter.ts +4 -6
  164. package/src/adapter/backtester/backtester-cursor.spec.ts +8 -8
  165. package/src/adapter/backtester/backtester-cursor.ts +7 -3
  166. package/src/adapter/backtester/backtester-streamer.spec.ts +53 -0
  167. package/src/adapter/backtester/backtester-streamer.ts +1 -1
  168. package/src/adapter/paper/{model/paper-model.ts → executor/paper-executor.ts} +1 -1
  169. package/src/adapter/paper/{model/paper-margin-model.ts → executor/paper-margin-executor.ts} +4 -4
  170. package/src/adapter/paper/{model/paper-spot-model.ts → executor/paper-spot-executor.ts} +5 -5
  171. package/src/adapter/paper/index.ts +2 -2
  172. package/src/adapter/paper/paper-adapter.spec.ts +4 -4
  173. package/src/adapter/paper/paper-adapter.ts +8 -8
  174. package/src/bin.ts +8 -6
  175. package/src/domain/asset.ts +2 -2
  176. package/src/domain/balance.ts +3 -5
  177. package/src/domain/candle-builder.ts +1 -1
  178. package/src/domain/candle.spec.ts +1 -1
  179. package/src/domain/candle.ts +1 -1
  180. package/src/domain/{commision.ts → commission.ts} +3 -3
  181. package/src/domain/component.ts +1 -1
  182. package/src/domain/index.ts +1 -1
  183. package/src/domain/instrument.ts +3 -3
  184. package/src/domain/order.ts +1 -1
  185. package/src/domain/orderbook.ts +1 -1
  186. package/src/domain/position.ts +2 -2
  187. package/src/domain/trade.ts +1 -1
  188. package/src/index.ts +1 -7
  189. package/src/indicator/truerange.spec.ts +1 -1
  190. package/src/session/index.ts +1 -0
  191. package/src/session/session-descriptor.ts +29 -7
  192. package/src/session/session-statement.ts +119 -0
  193. package/src/session/session.spec.ts +6 -4
  194. package/src/session/session.ts +67 -33
  195. package/src/{common → shared}/datetime.ts +0 -0
  196. package/src/{common → shared}/decimals.spec.ts +0 -0
  197. package/src/{common → shared}/decimals.ts +0 -0
  198. package/src/{common → shared}/index.ts +0 -0
  199. package/src/{common → shared}/io.ts +0 -0
  200. package/src/{common → shared}/logger.ts +0 -0
  201. package/src/{common → shared}/policy.spec.ts +0 -0
  202. package/src/{common → shared}/policy.ts +0 -0
  203. package/src/{common → shared}/topic.spec.ts +0 -0
  204. package/src/{common → shared}/topic.ts +0 -0
  205. package/src/{common → shared}/worker.spec.ts +0 -0
  206. package/src/{common → shared}/worker.ts +0 -0
  207. package/src/storage/feed.ts +32 -7
  208. package/src/storage/index.ts +1 -2
  209. package/src/storage/measurement.ts +28 -14
  210. package/src/storage/storage.ts +76 -0
  211. package/src/store/event/store-balance.event.spec.ts +3 -3
  212. package/src/store/event/store-balance.event.ts +2 -2
  213. package/src/store/event/store-candle.event.spec.ts +32 -0
  214. package/src/store/event/store-candle.event.ts +26 -2
  215. package/src/store/event/store-instrument.event.spec.ts +3 -3
  216. package/src/store/event/store-instrument.event.ts +5 -5
  217. package/src/store/event/store-order.event.spec.ts +1 -1
  218. package/src/store/event/store-order.event.ts +2 -2
  219. package/src/store/event/store-orderbook.event.ts +2 -2
  220. package/src/store/event/store-position.event.ts +2 -2
  221. package/src/store/event/store-trade.event.spec.ts +2 -2
  222. package/src/store/event/store-trade.event.ts +2 -2
  223. package/src/store/event/store.event.ts +1 -1
  224. package/src/store/store.state.ts +2 -1
  225. package/src/store/store.ts +1 -1
  226. package/src/tests/backtester-adapter.spec.ts +10 -10
  227. package/dist/adapter/paper/model/paper-margin-model.js.map +0 -1
  228. package/dist/adapter/paper/model/paper-model.js.map +0 -1
  229. package/dist/adapter/paper/model/paper-spot-model.js.map +0 -1
  230. package/dist/behaviour/behaviour.d.ts +0 -6
  231. package/dist/behaviour/behaviour.js +0 -3
  232. package/dist/behaviour/behaviour.js.map +0 -1
  233. package/dist/behaviour/combined-behaviour.d.ts +0 -14
  234. package/dist/behaviour/combined-behaviour.js +0 -26
  235. package/dist/behaviour/combined-behaviour.js.map +0 -1
  236. package/dist/behaviour/index.d.ts +0 -3
  237. package/dist/behaviour/index.js +0 -16
  238. package/dist/behaviour/index.js.map +0 -1
  239. package/dist/behaviour/statement/benchmark-statement.behaviour.d.ts +0 -15
  240. package/dist/behaviour/statement/benchmark-statement.behaviour.js +0 -41
  241. package/dist/behaviour/statement/benchmark-statement.behaviour.js.map +0 -1
  242. package/dist/behaviour/statement/equity-statement.behaviour.d.ts +0 -15
  243. package/dist/behaviour/statement/equity-statement.behaviour.js +0 -54
  244. package/dist/behaviour/statement/equity-statement.behaviour.js.map +0 -1
  245. package/dist/behaviour/statement/index.d.ts +0 -1
  246. package/dist/behaviour/statement/index.js +0 -14
  247. package/dist/behaviour/statement/index.js.map +0 -1
  248. package/dist/behaviour/statement/period-statement.behaviour.d.ts +0 -9
  249. package/dist/behaviour/statement/period-statement.behaviour.js +0 -20
  250. package/dist/behaviour/statement/period-statement.behaviour.js.map +0 -1
  251. package/dist/behaviour/statement/statement.behaviour.d.ts +0 -7
  252. package/dist/behaviour/statement/statement.behaviour.js +0 -19
  253. package/dist/behaviour/statement/statement.behaviour.js.map +0 -1
  254. package/dist/common/io.js.map +0 -1
  255. package/dist/domain/commision.js.map +0 -1
  256. package/dist/storage/feed.interceptor.d.ts +0 -14
  257. package/dist/storage/feed.interceptor.js +0 -52
  258. package/dist/storage/feed.interceptor.js.map +0 -1
  259. package/dist/storage/in-memory.feed.d.ts +0 -10
  260. package/dist/storage/in-memory.feed.js +0 -30
  261. package/dist/storage/in-memory.feed.js.map +0 -1
  262. package/src/behaviour/behaviour.ts +0 -7
  263. package/src/behaviour/combined-behaviour.ts +0 -23
  264. package/src/behaviour/index.ts +0 -3
  265. package/src/behaviour/statement/benchmark-statement.behaviour.ts +0 -53
  266. package/src/behaviour/statement/equity-statement.behaviour.ts +0 -71
  267. package/src/behaviour/statement/index.ts +0 -1
  268. package/src/behaviour/statement/period-statement.behaviour.ts +0 -26
  269. package/src/behaviour/statement/statement.behaviour.ts +0 -19
  270. package/src/storage/feed.interceptor.ts +0 -92
  271. package/src/storage/in-memory.feed.ts +0 -38
@@ -2,7 +2,7 @@
2
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  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.AdapterAggregate = void 0;
4
4
  const _1 = require(".");
5
- const common_1 = require("../common");
5
+ const shared_1 = require("../shared");
6
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  const adapter_event_1 = require("./adapter.event");
7
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  class AdapterAggregate {
8
8
  constructor(store, adapters) {
@@ -26,13 +26,13 @@ class AdapterAggregate {
26
26
  dispatch(exchange, event) {
27
27
  const adapter = this.adapter[exchange];
28
28
  if (!adapter) {
29
- throw new Error(`Unknown adapter: ${exchange}`);
29
+ throw new Error(`Unknown adapter: ${exchange}. You should provide adapter in session descriptor.`);
30
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  }
31
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  try {
32
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  return adapter.dispatch(event, new _1.AdapterContext(adapter, this.store));
33
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  }
34
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  catch (e) {
35
- common_1.Logger.error(e);
35
+ shared_1.Logger.error(e);
36
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  }
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  }
38
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  }
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,wBAA4C;AAC5C,sCAAmC;AACnC,mDAIyB;AAEzB,MAAa,gBAAgB;IAG3B,YAA6B,KAAY,EAAE,QAAmB;QAAjC,UAAK,GAAL,KAAK,CAAO;QAFxB,YAAO,GAA4B,EAAE,CAAC;QAGrD,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IACvD,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,eAAe,GAAG,IAAI;QAChC,KAAK,MAAM,QAAQ,IAAI,IAAI,CAAC,OAAO,EAAE;YACnC,MAAM,IAAI,CAAC,QAAQ,CAAC,QAAQ,EAAE,IAAI,mCAAmB,EAAE,CAAC,CAAC;YAEzD,IAAI,eAAe,EAAE;gBACnB,MAAM,IAAI,CAAC,QAAQ,CAAC,QAAQ,EAAE,IAAI,qCAAqB,EAAE,CAAC,CAAC;aAC5D;SACF;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,KAAK,MAAM,QAAQ,IAAI,IAAI,CAAC,OAAO,EAAE;YACnC,MAAM,IAAI,CAAC,QAAQ,CAAC,QAAQ,EAAE,IAAI,qCAAqB,EAAE,CAAC,CAAC;SAC5D;IACH,CAAC;IAED,QAAQ,CACN,QAAgB,EAChB,KAAa;QAEb,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QAEvC,IAAI,CAAC,OAAO,EAAE;YACZ,MAAM,IAAI,KAAK,CACb,oBAAoB,QAAQ,qDAAqD,CAClF,CAAC;SACH;QAED,IAAI;YACF,OAAO,OAAO,CAAC,QAAQ,CAAC,KAAK,EAAE,IAAI,iBAAc,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;SACzE;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;CACF;AAzCD,4CAyCC"}
@@ -1,7 +1,7 @@
1
- import { timestamp } from '../common';
2
- import { PaperModel } from './paper/model/paper-model';
1
+ import { timestamp } from '../shared';
2
+ import { PaperExecutor } from './paper/executor/paper-executor';
3
3
  import { PaperAdapter } from './paper';
4
- import { Topic } from '../common/topic';
4
+ import { Topic } from '../shared/topic';
5
5
  import { Store } from '../store';
6
6
  export declare class AdapterContext {
7
7
  private readonly adapter;
@@ -13,6 +13,6 @@ export declare abstract class Adapter extends Topic<{
13
13
  type: string;
14
14
  }, AdapterContext> {
15
15
  abstract name: string;
16
- abstract createPaperModel(adapter: PaperAdapter): PaperModel;
16
+ abstract createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
17
17
  timestamp(): timestamp;
18
18
  }
@@ -1,5 +1,5 @@
1
1
  import { Feed } from '../storage';
2
- import { timestamp } from '../common';
2
+ import { timestamp } from '../shared';
3
3
  import { InstrumentSelector, Order } from '../domain';
4
4
  export declare class AdapterAwakeCommand {
5
5
  type: string;
@@ -10,8 +10,9 @@ var __metadata = (this && this.__metadata) || function (k, v) {
10
10
  };
11
11
  Object.defineProperty(exports, "__esModule", { value: true });
12
12
  exports.AdapterFeedCommand = exports.AdapterHistoryQuery = exports.AdapterOrderCancelCommand = exports.AdapterOrderOpenCommand = exports.AdapterSubscribeCommand = exports.AdapterAccountCommand = exports.AdapterDisposeCommand = exports.AdapterAwakeCommand = void 0;
13
+ const storage_1 = require("../storage");
13
14
  const domain_1 = require("../domain");
14
- const topic_1 = require("../common/topic");
15
+ const topic_1 = require("../shared/topic");
15
16
  let AdapterAwakeCommand = class AdapterAwakeCommand {
16
17
  constructor() {
17
18
  this.type = 'awake';
@@ -97,7 +98,7 @@ let AdapterFeedCommand = class AdapterFeedCommand {
97
98
  };
98
99
  AdapterFeedCommand = __decorate([
99
100
  topic_1.event,
100
- __metadata("design:paramtypes", [domain_1.InstrumentSelector, Number, Number, Object, Function])
101
+ __metadata("design:paramtypes", [domain_1.InstrumentSelector, Number, Number, storage_1.Feed, Function])
101
102
  ], AdapterFeedCommand);
102
103
  exports.AdapterFeedCommand = AdapterFeedCommand;
103
104
  //# sourceMappingURL=adapter.event.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"adapter.event.js","sourceRoot":"","sources":["../../src/adapter/adapter.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAEA,sCAAsD;AACtD,2CAAwC;AAGxC,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAAhC;QACE,SAAI,GAAG,OAAO,CAAC;IACjB,CAAC;CAAA,CAAA;AAFY,mBAAmB;IAD/B,aAAK;GACO,mBAAmB,CAE/B;AAFY,kDAAmB;AAKhC,IAAa,qBAAqB,GAAlC,MAAa,qBAAqB;IAAlC;QACE,SAAI,GAAG,SAAS,CAAC;IACnB,CAAC;CAAA,CAAA;AAFY,qBAAqB;IADjC,aAAK;GACO,qBAAqB,CAEjC;AAFY,sDAAqB;AAKlC,IAAa,qBAAqB,GAAlC,MAAa,qBAAqB;IAAlC;QACE,SAAI,GAAG,SAAS,CAAC;IACnB,CAAC;CAAA,CAAA;AAFY,qBAAqB;IADjC,aAAK;GACO,qBAAqB,CAEjC;AAFY,sDAAqB;AAKlC,IAAa,uBAAuB,GAApC,MAAa,uBAAuB;IAGlC,YAAqB,UAAqC;QAArC,eAAU,GAAV,UAAU,CAA2B;QAF1D,SAAI,GAAG,WAAW,CAAC;IAE0C,CAAC;CAC/D,CAAA;AAJY,uBAAuB;IADnC,aAAK;qCAI6B,KAAK;GAH3B,uBAAuB,CAInC;AAJY,0DAAuB;AAOpC,IAAa,uBAAuB,GAApC,MAAa,uBAAuB;IAGlC,YAAqB,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QAFjC,SAAI,GAAG,YAAY,CAAC;IAEgB,CAAC;CACtC,CAAA;AAJY,uBAAuB;IADnC,aAAK;qCAIwB,cAAK;GAHtB,uBAAuB,CAInC;AAJY,0DAAuB;AAOpC,IAAa,yBAAyB,GAAtC,MAAa,yBAAyB;IAGpC,YAAqB,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QAFjC,SAAI,GAAG,cAAc,CAAC;IAEc,CAAC;CACtC,CAAA;AAJY,yBAAyB;IADrC,aAAK;qCAIwB,cAAK;GAHtB,yBAAyB,CAIrC;AAJY,8DAAyB;AAOtC,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAG9B,YACW,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAFd,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAQ;QACjB,WAAM,GAAN,MAAM,CAAQ;QALzB,SAAI,GAAG,SAAS,CAAC;IAMd,CAAC;CACL,CAAA;AARY,mBAAmB;IAD/B,aAAK;qCAKmB,2BAAkB;GAJ9B,mBAAmB,CAQ/B;AARY,kDAAmB;AAWhC,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAG7B,YACW,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,IAAU,EACV,QAAqC;QAJrC,eAAU,GAAV,UAAU,CAAoB;QAC9B,SAAI,GAAJ,IAAI,CAAW;QACf,OAAE,GAAF,EAAE,CAAW;QACb,SAAI,GAAJ,IAAI,CAAM;QACV,aAAQ,GAAR,QAAQ,CAA6B;QAPhD,SAAI,GAAG,QAAQ,CAAC;IAQb,CAAC;CACL,CAAA;AAVY,kBAAkB;IAD9B,aAAK;qCAKmB,2BAAkB;GAJ9B,kBAAkB,CAU9B;AAVY,gDAAkB"}
1
+ {"version":3,"file":"adapter.event.js","sourceRoot":"","sources":["../../src/adapter/adapter.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,wCAAkC;AAElC,sCAAsD;AACtD,2CAAwC;AAGxC,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAAhC;QACE,SAAI,GAAG,OAAO,CAAC;IACjB,CAAC;CAAA,CAAA;AAFY,mBAAmB;IAD/B,aAAK;GACO,mBAAmB,CAE/B;AAFY,kDAAmB;AAKhC,IAAa,qBAAqB,GAAlC,MAAa,qBAAqB;IAAlC;QACE,SAAI,GAAG,SAAS,CAAC;IACnB,CAAC;CAAA,CAAA;AAFY,qBAAqB;IADjC,aAAK;GACO,qBAAqB,CAEjC;AAFY,sDAAqB;AAKlC,IAAa,qBAAqB,GAAlC,MAAa,qBAAqB;IAAlC;QACE,SAAI,GAAG,SAAS,CAAC;IACnB,CAAC;CAAA,CAAA;AAFY,qBAAqB;IADjC,aAAK;GACO,qBAAqB,CAEjC;AAFY,sDAAqB;AAKlC,IAAa,uBAAuB,GAApC,MAAa,uBAAuB;IAGlC,YAAqB,UAAqC;QAArC,eAAU,GAAV,UAAU,CAA2B;QAF1D,SAAI,GAAG,WAAW,CAAC;IAE0C,CAAC;CAC/D,CAAA;AAJY,uBAAuB;IADnC,aAAK;qCAI6B,KAAK;GAH3B,uBAAuB,CAInC;AAJY,0DAAuB;AAOpC,IAAa,uBAAuB,GAApC,MAAa,uBAAuB;IAGlC,YAAqB,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QAFjC,SAAI,GAAG,YAAY,CAAC;IAEgB,CAAC;CACtC,CAAA;AAJY,uBAAuB;IADnC,aAAK;qCAIwB,cAAK;GAHtB,uBAAuB,CAInC;AAJY,0DAAuB;AAOpC,IAAa,yBAAyB,GAAtC,MAAa,yBAAyB;IAGpC,YAAqB,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QAFjC,SAAI,GAAG,cAAc,CAAC;IAEc,CAAC;CACtC,CAAA;AAJY,yBAAyB;IADrC,aAAK;qCAIwB,cAAK;GAHtB,yBAAyB,CAIrC;AAJY,8DAAyB;AAOtC,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAG9B,YACW,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAFd,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAQ;QACjB,WAAM,GAAN,MAAM,CAAQ;QALzB,SAAI,GAAG,SAAS,CAAC;IAMd,CAAC;CACL,CAAA;AARY,mBAAmB;IAD/B,aAAK;qCAKmB,2BAAkB;GAJ9B,mBAAmB,CAQ/B;AARY,kDAAmB;AAWhC,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAG7B,YACW,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,IAAU,EACV,QAAqC;QAJrC,eAAU,GAAV,UAAU,CAAoB;QAC9B,SAAI,GAAJ,IAAI,CAAW;QACf,OAAE,GAAF,EAAE,CAAW;QACb,SAAI,GAAJ,IAAI,CAAM;QACV,aAAQ,GAAR,QAAQ,CAA6B;QAPhD,SAAI,GAAG,QAAQ,CAAC;IAQb,CAAC;CACL,CAAA;AAVY,kBAAkB;IAD9B,aAAK;qCAKmB,2BAAkB,kBAGxB,cAAI;GAPV,kBAAkB,CAU9B;AAVY,gDAAkB"}
@@ -1,8 +1,8 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.Adapter = exports.AdapterContext = void 0;
4
- const common_1 = require("../common");
5
- const topic_1 = require("../common/topic");
4
+ const shared_1 = require("../shared");
5
+ const topic_1 = require("../shared/topic");
6
6
  class AdapterContext {
7
7
  constructor(adapter, store) {
8
8
  this.adapter = adapter;
@@ -15,7 +15,7 @@ class AdapterContext {
15
15
  exports.AdapterContext = AdapterContext;
16
16
  class Adapter extends topic_1.Topic {
17
17
  timestamp() {
18
- return (0, common_1.now)();
18
+ return (0, shared_1.now)();
19
19
  }
20
20
  }
21
21
  exports.Adapter = Adapter;
@@ -1,7 +1,7 @@
1
1
  import { Adapter, AdapterContext } from '..';
2
2
  import { BacktesterStreamer } from './backtester-streamer';
3
3
  import { PaperAdapter, PaperOptions } from '../paper';
4
- import { timestamp } from '../../common';
4
+ import { timestamp } from '../../shared';
5
5
  import { AdapterSubscribeCommand, AdapterHistoryQuery } from '../adapter.event';
6
6
  export declare class BacktesterOptions extends PaperOptions {
7
7
  from: timestamp;
@@ -15,7 +15,7 @@ export declare class BacktesterAdapter extends Adapter {
15
15
  readonly name: string;
16
16
  constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer);
17
17
  timestamp(): number;
18
- createPaperModel(adapter: PaperAdapter): import("../paper/model/paper-model").PaperModel;
18
+ createPaperExecutor(adapter: PaperAdapter): import("../paper/executor/paper-executor").PaperExecutor;
19
19
  onUnknownEvent(event: {
20
20
  type: string;
21
21
  }, context: AdapterContext): any;
@@ -12,8 +12,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
12
12
  exports.BacktesterAdapter = exports.BacktesterOptions = void 0;
13
13
  const __1 = require("..");
14
14
  const paper_1 = require("../paper");
15
- const topic_1 = require("../../common/topic");
16
- const common_1 = require("../../common");
15
+ const topic_1 = require("../../shared/topic");
17
16
  const adapter_event_1 = require("../adapter.event");
18
17
  const event_1 = require("../../store/event");
19
18
  class BacktesterOptions extends paper_1.PaperOptions {
@@ -29,8 +28,8 @@ class BacktesterAdapter extends __1.Adapter {
29
28
  timestamp() {
30
29
  return this.streamer.timestamp;
31
30
  }
32
- createPaperModel(adapter) {
33
- return this.decoratedAdapter.createPaperModel(adapter);
31
+ createPaperExecutor(adapter) {
32
+ return this.decoratedAdapter.createPaperExecutor(adapter);
34
33
  }
35
34
  onUnknownEvent(event, context) {
36
35
  return this.decoratedAdapter.dispatch(event, context);
@@ -40,7 +39,6 @@ class BacktesterAdapter extends __1.Adapter {
40
39
  this.streamer.subscribe(it);
41
40
  });
42
41
  context.store.dispatch(...command.instrument.map(it => new event_1.InstrumentSubscriptionEvent(context.timestamp, it, true)));
43
- this.streamer.tryContinue().catch(it => common_1.Logger.error(it));
44
42
  }
45
43
  async onHistory(event, context) {
46
44
  this.streamer.stop();
@@ -1 +1 @@
1
- {"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0BAA6C;AAE7C,oCAAsD;AACtD,8CAA6C;AAC7C,yCAAiD;AACjD,oDAAgF;AAChF,6CAAgE;AAEhE,MAAa,iBAAkB,SAAQ,oBAAY;CAKlD;AALD,8CAKC;AAED,MAAa,iBAAkB,SAAQ,WAAO;IAG5C,YAAqB,gBAAyB,EAAW,QAA4B;QACnF,KAAK,EAAE,CAAC;QADW,qBAAgB,GAAhB,gBAAgB,CAAS;QAAW,aAAQ,GAAR,QAAQ,CAAoB;QAF5E,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAI3C,CAAC;IAED,SAAS;QACP,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC;IACjC,CAAC;IAED,gBAAgB,CAAC,OAAqB;QACpC,OAAO,IAAI,CAAC,gBAAgB,CAAC,gBAAgB,CAAC,OAAO,CAAC,CAAC;IACzD,CAAC;IAED,cAAc,CAAC,KAAuB,EAAE,OAAuB;QAC7D,OAAO,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IACxD,CAAC;IAGD,WAAW,CAAC,OAAgC,EAAE,OAAuB;QACnE,OAAO,CAAC,UAAU,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YAC9B,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,GAAG,OAAO,CAAC,UAAU,CAAC,GAAG,CACvB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,OAAO,CAAC,SAAS,EAAE,EAAE,EAAE,IAAI,CAAC,CACnE,CACF,CAAC;QAEF,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE,CAAC,eAAM,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;IAC5D,CAAC;IAGD,KAAK,CAAC,SAAS,CAAC,KAA0B,EAAE,OAAuB;QACjE,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtE,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;CACF;AAxBC;IADC,IAAA,eAAO,EAAC,uCAAuB,CAAC;;qCACZ,uCAAuB,EAAW,kBAAc;;oDAYpE;AAGD;IADC,IAAA,eAAO,EAAC,mCAAmB,CAAC;;qCACN,mCAAmB,EAAW,kBAAc;;kDAQlE;AA3CH,8CA4CC"}
1
+ {"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0BAA6C;AAE7C,oCAAsD;AACtD,8CAA6C;AAE7C,oDAAgF;AAChF,6CAAgE;AAEhE,MAAa,iBAAkB,SAAQ,oBAAY;CAKlD;AALD,8CAKC;AAED,MAAa,iBAAkB,SAAQ,WAAO;IAG5C,YAAqB,gBAAyB,EAAW,QAA4B;QACnF,KAAK,EAAE,CAAC;QADW,qBAAgB,GAAhB,gBAAgB,CAAS;QAAW,aAAQ,GAAR,QAAQ,CAAoB;QAF5E,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAI3C,CAAC;IAED,SAAS;QACP,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC;IACjC,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,CAAC,gBAAgB,CAAC,mBAAmB,CAAC,OAAO,CAAC,CAAC;IAC5D,CAAC;IAED,cAAc,CAAC,KAAuB,EAAE,OAAuB;QAC7D,OAAO,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IACxD,CAAC;IAGD,WAAW,CAAC,OAAgC,EAAE,OAAuB;QACnE,OAAO,CAAC,UAAU,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YAC9B,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,GAAG,OAAO,CAAC,UAAU,CAAC,GAAG,CACvB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,OAAO,CAAC,SAAS,EAAE,EAAE,EAAE,IAAI,CAAC,CACnE,CACF,CAAC;IACJ,CAAC;IAGD,KAAK,CAAC,SAAS,CAAC,KAA0B,EAAE,OAAuB;QACjE,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtE,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;CACF;AAtBC;IADC,IAAA,eAAO,EAAC,uCAAuB,CAAC;;qCACZ,uCAAuB,EAAW,kBAAc;;oDAUpE;AAGD;IADC,IAAA,eAAO,EAAC,mCAAmB,CAAC;;qCACN,mCAAmB,EAAW,kBAAc;;kDAQlE;AAzCH,8CA0CC"}
@@ -1,7 +1,7 @@
1
1
  import { InstrumentSelector } from '../../domain';
2
2
  import { StoreEvent } from '../../store/event';
3
3
  import { Feed } from '../../storage';
4
- import { timestamp } from '../../common';
4
+ import { timestamp } from '../../shared';
5
5
  export declare class BacktesterCursor {
6
6
  readonly instrument: InstrumentSelector;
7
7
  private readonly feed;
@@ -12,5 +12,5 @@ export declare class BacktesterCursor {
12
12
  constructor(instrument: InstrumentSelector, feed: Feed);
13
13
  peek(): StoreEvent;
14
14
  dequeue(): StoreEvent & any;
15
- fetchNextPage(from: timestamp, to: timestamp): Promise<void>;
15
+ fetchNextPage(from: timestamp, to: number): Promise<void>;
16
16
  }
@@ -29,7 +29,11 @@ class BacktesterCursor {
29
29
  throw new Error('page is not empty');
30
30
  }
31
31
  this.pageIndex = 0;
32
- this.page = await this.feed.read(this.instrument, from, to);
32
+ this.page = await this.feed.query(this.instrument, {
33
+ from,
34
+ to,
35
+ count: 10000
36
+ });
33
37
  this.completed = this.page.length == 0;
34
38
  }
35
39
  }
@@ -1 +1 @@
1
- {"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAKA,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAc,CAAC;QAC/B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACrC,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAa;QAChD,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,EAAE,EAAE,CAAC,CAAC;QAE5D,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AArCD,4CAqCC"}
1
+ {"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAKA,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAc,CAAC;QAC/B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACrC,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}
@@ -7,9 +7,9 @@ const backtester_cursor_1 = require("./backtester-cursor");
7
7
  describe('backtester cursor tests', () => {
8
8
  test('should reapeat specific events', async () => {
9
9
  const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
10
- const feed = new storage_1.InMemoryFeed();
10
+ const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
11
11
  const cursor = new backtester_cursor_1.BacktesterCursor(instrument, feed);
12
- feed.write(instrument, [
12
+ feed.save(instrument, [
13
13
  new event_1.TradePatchEvent(instrument, 1, 1, 1),
14
14
  new event_1.TradePatchEvent(instrument, 2, 1, 2),
15
15
  new event_1.TradePatchEvent(instrument, 3, 1, 3),
@@ -19,17 +19,17 @@ describe('backtester cursor tests', () => {
19
19
  new event_1.TradePatchEvent(instrument, 7, 1, 7),
20
20
  new event_1.TradePatchEvent(instrument, 8, 1, 8)
21
21
  ]);
22
- await cursor.fetchNextPage(0, 3);
22
+ await cursor.fetchNextPage(0, 4);
23
23
  expect(cursor.dequeue().rate).toEqual(1);
24
24
  expect(cursor.dequeue().rate).toEqual(2);
25
25
  expect(cursor.dequeue().rate).toEqual(3);
26
26
  expect(cursor.peek()).toEqual(undefined);
27
- await cursor.fetchNextPage(3, 6);
27
+ await cursor.fetchNextPage(3, 7);
28
28
  expect(cursor.dequeue().rate).toEqual(4);
29
29
  expect(cursor.dequeue().rate).toEqual(5);
30
30
  expect(cursor.dequeue().rate).toEqual(6);
31
31
  expect(cursor.peek()).toEqual(undefined);
32
- await cursor.fetchNextPage(6, 9);
32
+ await cursor.fetchNextPage(6, 10);
33
33
  expect(cursor.dequeue().rate).toEqual(7);
34
34
  expect(cursor.dequeue().rate).toEqual(8);
35
35
  expect(cursor.peek()).toEqual(undefined);
@@ -1 +1 @@
1
- {"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,2CAA6C;AAC7C,6CAAoD;AACpD,2DAAuD;AAEvD,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,gCAAgC,EAAE,KAAK,IAAI,EAAE;QAChD,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,sBAAY,EAAE,CAAC;QAChC,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,KAAK,CAAC,UAAU,EAAE;YACrB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SACzC,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAAuD;AACvD,2CAAsD;AACtD,6CAAiE;AACjE,2DAAuD;AAEvD,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,gCAAgC,EAAE,KAAK,IAAI,EAAE;QAChD,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SACzC,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,6 +1,6 @@
1
1
  import { InstrumentSelector } from '../../domain';
2
2
  import { Store } from '../../store';
3
- import { timestamp } from '../../common';
3
+ import { timestamp } from '../../shared';
4
4
  import { Feed } from '../../storage';
5
5
  import { BacktesterOptions } from './backtester-adapter';
6
6
  export declare class BacktesterStreamer {
@@ -0,0 +1,45 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ const store_1 = require("../../store");
4
+ const domain_1 = require("../../domain");
5
+ const storage_1 = require("../../storage");
6
+ const event_1 = require("../../store/event");
7
+ const backtester_streamer_1 = require("./backtester-streamer");
8
+ const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
9
+ describe('backtester streamer tests', () => {
10
+ test('should repeat specific events', done => {
11
+ const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
12
+ const store = new store_1.Store();
13
+ store.snapshot.universe.instrument[instrument.toString()] = instrument;
14
+ store.snapshot.subscription.instrument[instrument.toString()] = instrument;
15
+ const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
16
+ balance: {},
17
+ from: 0,
18
+ to: 10,
19
+ completed: () => {
20
+ const trade = store.snapshot.trade[instrument.toString()];
21
+ expect(trade.timestamp).toEqual(8);
22
+ expect(trade.rate).toEqual(8);
23
+ expect(trade.quantity).toEqual(8);
24
+ expect(store.snapshot.timestamp).toEqual(8);
25
+ done();
26
+ }
27
+ });
28
+ feed
29
+ .save(instrument, [
30
+ new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 1, 1, 1, 1, 1, 1),
31
+ new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 2, 2, 2, 2, 2, 2),
32
+ new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 3, 3, 3, 3, 3, 3),
33
+ new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 4, 4, 4, 4, 4, 4),
34
+ new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 5, 5, 5, 5, 5, 5),
35
+ new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 6, 6, 6, 6, 6, 6),
36
+ new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 7, 7, 7, 7, 7, 7),
37
+ new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 8, 8, 8, 8, 8, 8)
38
+ ])
39
+ .then(() => {
40
+ streamer.subscribe(instrument);
41
+ streamer.tryContinue();
42
+ });
43
+ });
44
+ });
45
+ //# sourceMappingURL=backtester-streamer.spec.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"backtester-streamer.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.spec.ts"],"names":[],"mappings":";;AAAA,uCAAoC;AACpC,yCAA4D;AAC5D,2CAAsD;AACtD,6CAAgD;AAChD,+DAA2D;AAE3D,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,2BAA2B,EAAE,GAAG,EAAE;IACzC,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QACvE,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAE3E,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YACnD,OAAO,EAAE,EAAE;YACX,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,EAAE;YACN,SAAS,EAAE,GAAG,EAAE;gBACd,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;gBAE1D,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBACnC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC9B,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAClC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAE5C,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;QAEH,IAAI;aACD,IAAI,CAAC,UAAU,EAAE;YAChB,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SAC5D,CAAC;aACD,IAAI,CAAC,GAAG,EAAE;YACT,QAAQ,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YAC/B,QAAQ,CAAC,WAAW,EAAE,CAAC;QACzB,CAAC,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,6 +1,6 @@
1
1
  import { Order } from '../../../domain';
2
2
  import { PaperAdapter } from '..';
3
- export declare abstract class PaperModel {
3
+ export declare abstract class PaperExecutor {
4
4
  readonly adapter: PaperAdapter;
5
5
  private readonly pending;
6
6
  constructor(adapter: PaperAdapter);
@@ -1,10 +1,10 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.PaperModel = void 0;
3
+ exports.PaperExecutor = void 0;
4
4
  const operators_1 = require("rxjs/operators");
5
5
  const domain_1 = require("../../../domain");
6
6
  const typescript_collections_1 = require("typescript-collections");
7
- class PaperModel {
7
+ class PaperExecutor {
8
8
  constructor(adapter) {
9
9
  this.adapter = adapter;
10
10
  this.pending = {};
@@ -83,5 +83,5 @@ class PaperModel {
83
83
  this.onOrderCanceled(order);
84
84
  }
85
85
  }
86
- exports.PaperModel = PaperModel;
87
- //# sourceMappingURL=paper-model.js.map
86
+ exports.PaperExecutor = PaperExecutor;
87
+ //# sourceMappingURL=paper-executor.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"paper-executor.js","sourceRoot":"","sources":["../../../../src/adapter/paper/executor/paper-executor.ts"],"names":[],"mappings":";;;AAAA,8CAAqC;AACrC,4CAAyF;AAEzF,mEAA6C;AAE7C,MAAsB,aAAa;IAGjC,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,sCA0GC"}
@@ -1,7 +1,7 @@
1
1
  import { Order } from '../../../domain';
2
2
  import { PaperAdapter } from '..';
3
- import { PaperModel } from './paper-model';
4
- export declare class PaperMarginModel extends PaperModel {
3
+ import { PaperExecutor } from './paper-executor';
4
+ export declare class PaperMarginExecutor extends PaperExecutor {
5
5
  leverage: number;
6
6
  constructor(adapter: PaperAdapter);
7
7
  onOrderOpened(order: Order): void;
@@ -1,10 +1,10 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.PaperMarginModel = void 0;
4
- const common_1 = require("../../../common");
3
+ exports.PaperMarginExecutor = void 0;
4
+ const shared_1 = require("../../../shared");
5
5
  const event_1 = require("../../../store/event");
6
- const paper_model_1 = require("./paper-model");
7
- class PaperMarginModel extends paper_model_1.PaperModel {
6
+ const paper_executor_1 = require("./paper-executor");
7
+ class PaperMarginExecutor extends paper_executor_1.PaperExecutor {
8
8
  constructor(adapter) {
9
9
  super(adapter);
10
10
  this.leverage = 10;
@@ -17,7 +17,7 @@ class PaperMarginModel extends paper_model_1.PaperModel {
17
17
  onOrderCompleted(order, averageExecutionRate, timestamp) {
18
18
  var _a, _b;
19
19
  const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
20
- let transact = instrument.quote.floor(-instrument.commision.calculateMakerFee(averageExecutionRate * order.quantity));
20
+ let transact = instrument.quote.floor(-instrument.commission.calculateMakerFee(averageExecutionRate * order.quantity));
21
21
  const id = instrument.toString();
22
22
  const position = this.adapter.store.snapshot.balance[instrument.quote.toString()].position[id];
23
23
  let rate = (_a = position === null || position === void 0 ? void 0 : position.averageExecutionRate) !== null && _a !== void 0 ? _a : 0;
@@ -27,7 +27,7 @@ class PaperMarginModel extends paper_model_1.PaperModel {
27
27
  case 'BUY':
28
28
  if (size < 0) {
29
29
  const comsumeQuantity = Math.min(Math.abs(size), quantity);
30
- transact += (0, common_1.pnl)(averageExecutionRate, rate, comsumeQuantity);
30
+ transact += (0, shared_1.pnl)(averageExecutionRate, rate, comsumeQuantity);
31
31
  size += comsumeQuantity;
32
32
  quantity -= comsumeQuantity;
33
33
  }
@@ -36,14 +36,14 @@ class PaperMarginModel extends paper_model_1.PaperModel {
36
36
  size = quantity;
37
37
  }
38
38
  else {
39
- rate = (0, common_1.weightedMean)([rate, averageExecutionRate], [size, quantity]);
39
+ rate = (0, shared_1.weightedMean)([rate, averageExecutionRate], [size, quantity]);
40
40
  size += quantity;
41
41
  }
42
42
  break;
43
43
  case 'SELL':
44
44
  if (size > 0) {
45
45
  const comsumeQuantity = Math.min(size, quantity);
46
- transact += (0, common_1.pnl)(rate, averageExecutionRate, comsumeQuantity);
46
+ transact += (0, shared_1.pnl)(rate, averageExecutionRate, comsumeQuantity);
47
47
  size -= comsumeQuantity;
48
48
  quantity -= comsumeQuantity;
49
49
  }
@@ -52,7 +52,7 @@ class PaperMarginModel extends paper_model_1.PaperModel {
52
52
  size = -quantity;
53
53
  }
54
54
  else {
55
- rate = (0, common_1.weightedMean)([rate, averageExecutionRate], [size, -quantity]);
55
+ rate = (0, shared_1.weightedMean)([rate, averageExecutionRate], [size, -quantity]);
56
56
  size -= quantity;
57
57
  }
58
58
  break;
@@ -65,5 +65,5 @@ class PaperMarginModel extends paper_model_1.PaperModel {
65
65
  this.adapter.store.dispatch(new event_1.OrderCanceledEvent(order.id, timestamp));
66
66
  }
67
67
  }
68
- exports.PaperMarginModel = PaperMarginModel;
69
- //# sourceMappingURL=paper-margin-model.js.map
68
+ exports.PaperMarginExecutor = PaperMarginExecutor;
69
+ //# sourceMappingURL=paper-margin-executor.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"paper-margin-executor.js","sourceRoot":"","sources":["../../../../src/adapter/paper/executor/paper-margin-executor.ts"],"names":[],"mappings":";;;AAAA,4CAAoD;AAEpD,gDAQ8B;AAE9B,qDAAiD;AAEjD,MAAa,mBAAoB,SAAQ,8BAAa;IAGpD,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,UAAU,CAAC,iBAAiB,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAChF,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,kDA6FC"}
@@ -1,8 +1,8 @@
1
1
  import { Order } from '../../../domain';
2
2
  import { PaperAdapter } from '..';
3
- import { PaperModel } from './paper-model';
4
- import { timestamp } from '../../../common';
5
- export declare class PaperSpotModel extends PaperModel {
3
+ import { PaperExecutor } from './paper-executor';
4
+ import { timestamp } from '../../../shared';
5
+ export declare class PaperSpotExecutor extends PaperExecutor {
6
6
  readonly adapter: PaperAdapter;
7
7
  constructor(adapter: PaperAdapter);
8
8
  onOrderOpened(order: Order): void;
@@ -1,9 +1,9 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.PaperSpotModel = void 0;
3
+ exports.PaperSpotExecutor = void 0;
4
4
  const event_1 = require("../../../store/event");
5
- const paper_model_1 = require("./paper-model");
6
- class PaperSpotModel extends paper_model_1.PaperModel {
5
+ const paper_executor_1 = require("./paper-executor");
6
+ class PaperSpotExecutor extends paper_executor_1.PaperExecutor {
7
7
  constructor(adapter) {
8
8
  super(adapter);
9
9
  this.adapter = adapter;
@@ -21,12 +21,12 @@ class PaperSpotModel extends paper_model_1.PaperModel {
21
21
  };
22
22
  switch (order.side) {
23
23
  case 'BUY':
24
- transacted.base += instrument.base.floor(instrument.commision.applyMakerFee(order.quantity));
24
+ transacted.base += instrument.base.floor(instrument.commission.applyMakerFee(order.quantity));
25
25
  transacted.quote -= instrument.quote.floor(averageExecutionRate * order.quantity);
26
26
  break;
27
27
  case 'SELL':
28
28
  transacted.base -= instrument.base.floor(order.quantity);
29
- transacted.quote += instrument.quote.floor(instrument.commision.applyMakerFee(averageExecutionRate * order.quantity));
29
+ transacted.quote += instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate * order.quantity));
30
30
  break;
31
31
  }
32
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));
@@ -77,5 +77,5 @@ class PaperSpotModel extends paper_model_1.PaperModel {
77
77
  }
78
78
  }
79
79
  }
80
- exports.PaperSpotModel = PaperSpotModel;
81
- //# sourceMappingURL=paper-spot-model.js.map
80
+ exports.PaperSpotExecutor = PaperSpotExecutor;
81
+ //# sourceMappingURL=paper-spot-executor.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"paper-spot-executor.js","sourceRoot":"","sources":["../../../../src/adapter/paper/executor/paper-spot-executor.ts"],"names":[],"mappings":";;;AACA,gDAS8B;AAE9B,qDAAiD;AAGjD,MAAa,iBAAkB,SAAQ,8BAAa;IAClD,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,UAAU,CAAC,aAAa,CAAC,KAAK,CAAC,QAAQ,CAAC,CACpD,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,UAAU,CAAC,aAAa,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAC3E,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,8CAsHC"}
@@ -1,3 +1,3 @@
1
1
  export * from './paper-adapter';
2
- export * from './model/paper-spot-model';
3
- export * from './model/paper-margin-model';
2
+ export * from './executor/paper-spot-executor';
3
+ export * from './executor/paper-margin-executor';
@@ -11,6 +11,6 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
11
11
  };
12
12
  Object.defineProperty(exports, "__esModule", { value: true });
13
13
  __exportStar(require("./paper-adapter"), exports);
14
- __exportStar(require("./model/paper-spot-model"), exports);
15
- __exportStar(require("./model/paper-margin-model"), exports);
14
+ __exportStar(require("./executor/paper-spot-executor"), exports);
15
+ __exportStar(require("./executor/paper-margin-executor"), exports);
16
16
  //# sourceMappingURL=index.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,kDAAgC;AAChC,2DAAyC;AACzC,6DAA2C"}
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,kDAAgC;AAChC,iEAA+C;AAC/C,mEAAiD"}
@@ -1,6 +1,6 @@
1
1
  import { Adapter, AdapterContext } from '..';
2
2
  import { Store } from '../../store';
3
- import { PaperModel } from './model/paper-model';
3
+ import { PaperExecutor } from './executor/paper-executor';
4
4
  import { AdapterAccountCommand, AdapterOrderOpenCommand, AdapterOrderCancelCommand } from '../adapter.event';
5
5
  export declare class PaperOptions {
6
6
  balance: {
@@ -12,10 +12,10 @@ export declare class PaperAdapter extends Adapter {
12
12
  readonly store: Store;
13
13
  readonly options: PaperOptions;
14
14
  readonly name: string;
15
- readonly platform: PaperModel;
15
+ readonly executor: PaperExecutor;
16
16
  constructor(decoratedAdapter: Adapter, store: Store, options: PaperOptions);
17
17
  timestamp(): number;
18
- createPaperModel(adapter: PaperAdapter): PaperModel;
18
+ createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
19
19
  onUnknownEvent(event: {
20
20
  type: string;
21
21
  }, context: AdapterContext): any;
@@ -11,7 +11,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
11
11
  Object.defineProperty(exports, "__esModule", { value: true });
12
12
  exports.PaperAdapter = exports.PaperOptions = void 0;
13
13
  const __1 = require("..");
14
- const topic_1 = require("../../common/topic");
14
+ const topic_1 = require("../../shared/topic");
15
15
  const domain_1 = require("../../domain");
16
16
  const event_1 = require("../../store/event");
17
17
  const adapter_event_1 = require("../adapter.event");
@@ -25,13 +25,13 @@ class PaperAdapter extends __1.Adapter {
25
25
  this.store = store;
26
26
  this.options = options;
27
27
  this.name = this.decoratedAdapter.name;
28
- this.platform = this.createPaperModel(this);
28
+ this.executor = this.createPaperExecutor(this);
29
29
  }
30
30
  timestamp() {
31
31
  return this.decoratedAdapter.timestamp();
32
32
  }
33
- createPaperModel(adapter) {
34
- return this.decoratedAdapter.createPaperModel(adapter);
33
+ createPaperExecutor(adapter) {
34
+ return this.decoratedAdapter.createPaperExecutor(adapter);
35
35
  }
36
36
  onUnknownEvent(event, context) {
37
37
  return this.decoratedAdapter.dispatch(event, context);
@@ -52,11 +52,11 @@ class PaperAdapter extends __1.Adapter {
52
52
  }
53
53
  }
54
54
  onOrderOpen(event, context) {
55
- this.platform.open(event.order);
55
+ this.executor.open(event.order);
56
56
  return Promise.resolve();
57
57
  }
58
58
  onOrderCancel(event, context) {
59
- this.platform.cancel(event.order);
59
+ this.executor.cancel(event.order);
60
60
  return Promise.resolve();
61
61
  }
62
62
  }
@@ -1 +1 @@
1
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