@quantform/core 0.3.222 → 0.3.230
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/adapter/adapter-aggregate.js +3 -3
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/adapter.d.ts +4 -4
- package/dist/adapter/adapter.event.d.ts +1 -1
- package/dist/adapter/adapter.event.js +3 -2
- package/dist/adapter/adapter.event.js.map +1 -1
- package/dist/adapter/adapter.js +3 -3
- package/dist/adapter/backtester/backtester-adapter.d.ts +2 -2
- package/dist/adapter/backtester/backtester-adapter.js +3 -5
- package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.d.ts +2 -2
- package/dist/adapter/backtester/backtester-cursor.js +5 -1
- package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +5 -5
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts +1 -1
- package/dist/{common/decimals.spec.d.ts → adapter/backtester/backtester-streamer.spec.d.ts} +0 -0
- package/dist/adapter/backtester/backtester-streamer.spec.js +45 -0
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -0
- package/dist/adapter/paper/{model/paper-model.d.ts → executor/paper-executor.d.ts} +1 -1
- package/dist/adapter/paper/{model/paper-model.js → executor/paper-executor.js} +4 -4
- package/dist/adapter/paper/executor/paper-executor.js.map +1 -0
- package/dist/adapter/paper/{model/paper-margin-model.d.ts → executor/paper-margin-executor.d.ts} +2 -2
- package/dist/adapter/paper/{model/paper-margin-model.js → executor/paper-margin-executor.js} +11 -11
- package/dist/adapter/paper/executor/paper-margin-executor.js.map +1 -0
- package/dist/adapter/paper/{model/paper-spot-model.d.ts → executor/paper-spot-executor.d.ts} +3 -3
- package/dist/adapter/paper/{model/paper-spot-model.js → executor/paper-spot-executor.js} +7 -7
- package/dist/adapter/paper/executor/paper-spot-executor.js.map +1 -0
- package/dist/adapter/paper/index.d.ts +2 -2
- package/dist/adapter/paper/index.js +2 -2
- package/dist/adapter/paper/index.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.d.ts +3 -3
- package/dist/adapter/paper/paper-adapter.js +6 -6
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.spec.js +2 -2
- package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
- package/dist/bin.d.ts +2 -2
- package/dist/bin.js +6 -4
- package/dist/bin.js.map +1 -1
- package/dist/domain/asset.js +1 -1
- package/dist/domain/balance.d.ts +1 -1
- package/dist/domain/balance.js +1 -3
- package/dist/domain/balance.js.map +1 -1
- package/dist/domain/candle-builder.d.ts +1 -1
- package/dist/domain/candle.d.ts +1 -1
- package/dist/domain/candle.spec.js +2 -2
- package/dist/domain/{commision.d.ts → commission.d.ts} +2 -2
- package/dist/domain/{commision.js → commission.js} +7 -7
- package/dist/domain/commission.js.map +1 -0
- package/dist/domain/component.d.ts +1 -1
- package/dist/domain/index.d.ts +1 -1
- package/dist/domain/index.js +1 -1
- package/dist/domain/index.js.map +1 -1
- package/dist/domain/instrument.d.ts +3 -3
- package/dist/domain/order.d.ts +1 -1
- package/dist/domain/orderbook.d.ts +1 -1
- package/dist/domain/position.d.ts +1 -1
- package/dist/domain/position.js +3 -3
- package/dist/domain/trade.d.ts +1 -1
- package/dist/index.d.ts +1 -2
- package/dist/index.js +1 -2
- package/dist/index.js.map +1 -1
- package/dist/indicator/truerange.spec.js +6 -6
- package/dist/session/index.d.ts +1 -0
- package/dist/session/index.js +1 -0
- package/dist/session/index.js.map +1 -1
- package/dist/session/session-descriptor.d.ts +2 -3
- package/dist/session/session-statement.d.ts +5 -0
- package/dist/session/session-statement.js +87 -0
- package/dist/session/session-statement.js.map +1 -0
- package/dist/session/session.d.ts +3 -3
- package/dist/session/session.js +14 -27
- package/dist/session/session.js.map +1 -1
- package/dist/session/session.spec.js +3 -3
- package/dist/session/session.spec.js.map +1 -1
- package/dist/{common → shared}/datetime.d.ts +0 -0
- package/dist/{common → shared}/datetime.js +0 -0
- package/dist/{common → shared}/datetime.js.map +1 -1
- package/dist/{common → shared}/decimals.d.ts +0 -0
- package/dist/{common → shared}/decimals.js +0 -0
- package/dist/{common → shared}/decimals.js.map +1 -1
- package/dist/{common/policy.spec.d.ts → shared/decimals.spec.d.ts} +0 -0
- package/dist/{common → shared}/decimals.spec.js +0 -0
- package/dist/{common → shared}/decimals.spec.js.map +1 -1
- package/dist/{common → shared}/index.d.ts +0 -0
- package/dist/{common → shared}/index.js +0 -0
- package/dist/{common → shared}/index.js.map +1 -1
- package/dist/{common → shared}/io.d.ts +0 -0
- package/dist/{common → shared}/io.js +0 -0
- package/dist/shared/io.js.map +1 -0
- package/dist/{common → shared}/logger.d.ts +0 -0
- package/dist/{common → shared}/logger.js +0 -0
- package/dist/{common → shared}/logger.js.map +1 -1
- package/dist/{common → shared}/policy.d.ts +0 -0
- package/dist/{common → shared}/policy.js +0 -0
- package/dist/{common → shared}/policy.js.map +1 -1
- package/dist/{common/topic.spec.d.ts → shared/policy.spec.d.ts} +0 -0
- package/dist/{common → shared}/policy.spec.js +0 -0
- package/dist/{common → shared}/policy.spec.js.map +1 -1
- package/dist/{common → shared}/topic.d.ts +0 -0
- package/dist/{common → shared}/topic.js +0 -0
- package/dist/{common → shared}/topic.js.map +1 -1
- package/dist/{common/worker.spec.d.ts → shared/topic.spec.d.ts} +0 -0
- package/dist/{common → shared}/topic.spec.js +0 -0
- package/dist/{common → shared}/topic.spec.js.map +1 -1
- package/dist/{common → shared}/worker.d.ts +0 -0
- package/dist/{common → shared}/worker.js +0 -0
- package/dist/{common → shared}/worker.js.map +1 -1
- package/dist/shared/worker.spec.d.ts +1 -0
- package/dist/{common → shared}/worker.spec.js +0 -0
- package/dist/{common → shared}/worker.spec.js.map +1 -1
- package/dist/storage/feed.d.ts +7 -4
- package/dist/storage/feed.js +21 -0
- package/dist/storage/feed.js.map +1 -1
- package/dist/storage/index.d.ts +1 -2
- package/dist/storage/index.js +1 -2
- package/dist/storage/index.js.map +1 -1
- package/dist/storage/measurement.d.ts +7 -9
- package/dist/storage/measurement.js +25 -0
- package/dist/storage/measurement.js.map +1 -1
- package/dist/storage/storage.d.ts +23 -0
- package/dist/storage/storage.js +48 -0
- package/dist/storage/storage.js.map +1 -0
- package/dist/store/event/store-balance.event.d.ts +1 -1
- package/dist/store/event/store-balance.event.js +1 -1
- package/dist/store/event/store-balance.event.spec.js +3 -3
- package/dist/store/event/store-balance.event.spec.js.map +1 -1
- package/dist/store/event/store-candle.event.d.ts +2 -2
- package/dist/store/event/store-candle.event.js +31 -3
- package/dist/store/event/store-candle.event.js.map +1 -1
- package/dist/store/event/store-candle.event.spec.d.ts +1 -0
- package/dist/store/event/store-candle.event.spec.js +24 -0
- package/dist/store/event/store-candle.event.spec.js.map +1 -0
- package/dist/store/event/store-instrument.event.d.ts +4 -4
- package/dist/store/event/store-instrument.event.js +3 -3
- package/dist/store/event/store-instrument.event.js.map +1 -1
- package/dist/store/event/store-instrument.event.spec.js +3 -3
- package/dist/store/event/store-instrument.event.spec.js.map +1 -1
- package/dist/store/event/store-order.event.d.ts +1 -1
- package/dist/store/event/store-order.event.js +1 -1
- package/dist/store/event/store-order.event.spec.js +2 -2
- package/dist/store/event/store-orderbook.event.d.ts +1 -1
- package/dist/store/event/store-orderbook.event.js +1 -1
- package/dist/store/event/store-position.event.d.ts +1 -1
- package/dist/store/event/store-position.event.js +1 -1
- package/dist/store/event/store-trade.event.d.ts +1 -1
- package/dist/store/event/store-trade.event.js +1 -1
- package/dist/store/event/store-trade.event.spec.js +6 -6
- package/dist/store/event/store-trade.event.spec.js.map +1 -1
- package/dist/store/event/store.event.d.ts +1 -1
- package/dist/store/store.d.ts +2 -2
- package/dist/store/store.js +1 -1
- package/dist/store/store.state.d.ts +1 -1
- package/dist/store/store.state.js.map +1 -1
- package/dist/tests/backtester-adapter.spec.js +7 -7
- package/dist/tests/backtester-adapter.spec.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/jestconfig.unit.json +2 -1
- package/package.json +1 -1
- package/src/adapter/adapter-aggregate.ts +4 -2
- package/src/adapter/adapter.event.ts +2 -2
- package/src/adapter/adapter.ts +4 -4
- package/src/adapter/backtester/backtester-adapter.ts +4 -6
- package/src/adapter/backtester/backtester-cursor.spec.ts +8 -8
- package/src/adapter/backtester/backtester-cursor.ts +7 -3
- package/src/adapter/backtester/backtester-streamer.spec.ts +53 -0
- package/src/adapter/backtester/backtester-streamer.ts +1 -1
- package/src/adapter/paper/{model/paper-model.ts → executor/paper-executor.ts} +1 -1
- package/src/adapter/paper/{model/paper-margin-model.ts → executor/paper-margin-executor.ts} +4 -4
- package/src/adapter/paper/{model/paper-spot-model.ts → executor/paper-spot-executor.ts} +5 -5
- package/src/adapter/paper/index.ts +2 -2
- package/src/adapter/paper/paper-adapter.spec.ts +4 -4
- package/src/adapter/paper/paper-adapter.ts +8 -8
- package/src/bin.ts +8 -6
- package/src/domain/asset.ts +2 -2
- package/src/domain/balance.ts +3 -5
- package/src/domain/candle-builder.ts +1 -1
- package/src/domain/candle.spec.ts +1 -1
- package/src/domain/candle.ts +1 -1
- package/src/domain/{commision.ts → commission.ts} +3 -3
- package/src/domain/component.ts +1 -1
- package/src/domain/index.ts +1 -1
- package/src/domain/instrument.ts +3 -3
- package/src/domain/order.ts +1 -1
- package/src/domain/orderbook.ts +1 -1
- package/src/domain/position.ts +2 -2
- package/src/domain/trade.ts +1 -1
- package/src/index.ts +1 -7
- package/src/indicator/truerange.spec.ts +1 -1
- package/src/session/index.ts +1 -0
- package/src/session/session-descriptor.ts +29 -7
- package/src/session/session-statement.ts +119 -0
- package/src/session/session.spec.ts +6 -4
- package/src/session/session.ts +67 -33
- package/src/{common → shared}/datetime.ts +0 -0
- package/src/{common → shared}/decimals.spec.ts +0 -0
- package/src/{common → shared}/decimals.ts +0 -0
- package/src/{common → shared}/index.ts +0 -0
- package/src/{common → shared}/io.ts +0 -0
- package/src/{common → shared}/logger.ts +0 -0
- package/src/{common → shared}/policy.spec.ts +0 -0
- package/src/{common → shared}/policy.ts +0 -0
- package/src/{common → shared}/topic.spec.ts +0 -0
- package/src/{common → shared}/topic.ts +0 -0
- package/src/{common → shared}/worker.spec.ts +0 -0
- package/src/{common → shared}/worker.ts +0 -0
- package/src/storage/feed.ts +32 -7
- package/src/storage/index.ts +1 -2
- package/src/storage/measurement.ts +28 -14
- package/src/storage/storage.ts +76 -0
- package/src/store/event/store-balance.event.spec.ts +3 -3
- package/src/store/event/store-balance.event.ts +2 -2
- package/src/store/event/store-candle.event.spec.ts +32 -0
- package/src/store/event/store-candle.event.ts +26 -2
- package/src/store/event/store-instrument.event.spec.ts +3 -3
- package/src/store/event/store-instrument.event.ts +5 -5
- package/src/store/event/store-order.event.spec.ts +1 -1
- package/src/store/event/store-order.event.ts +2 -2
- package/src/store/event/store-orderbook.event.ts +2 -2
- package/src/store/event/store-position.event.ts +2 -2
- package/src/store/event/store-trade.event.spec.ts +2 -2
- package/src/store/event/store-trade.event.ts +2 -2
- package/src/store/event/store.event.ts +1 -1
- package/src/store/store.state.ts +2 -1
- package/src/store/store.ts +1 -1
- package/src/tests/backtester-adapter.spec.ts +10 -10
- package/dist/adapter/paper/model/paper-margin-model.js.map +0 -1
- package/dist/adapter/paper/model/paper-model.js.map +0 -1
- package/dist/adapter/paper/model/paper-spot-model.js.map +0 -1
- package/dist/behaviour/behaviour.d.ts +0 -6
- package/dist/behaviour/behaviour.js +0 -3
- package/dist/behaviour/behaviour.js.map +0 -1
- package/dist/behaviour/combined-behaviour.d.ts +0 -14
- package/dist/behaviour/combined-behaviour.js +0 -26
- package/dist/behaviour/combined-behaviour.js.map +0 -1
- package/dist/behaviour/index.d.ts +0 -3
- package/dist/behaviour/index.js +0 -16
- package/dist/behaviour/index.js.map +0 -1
- package/dist/behaviour/statement/benchmark-statement.behaviour.d.ts +0 -15
- package/dist/behaviour/statement/benchmark-statement.behaviour.js +0 -41
- package/dist/behaviour/statement/benchmark-statement.behaviour.js.map +0 -1
- package/dist/behaviour/statement/equity-statement.behaviour.d.ts +0 -15
- package/dist/behaviour/statement/equity-statement.behaviour.js +0 -54
- package/dist/behaviour/statement/equity-statement.behaviour.js.map +0 -1
- package/dist/behaviour/statement/index.d.ts +0 -1
- package/dist/behaviour/statement/index.js +0 -14
- package/dist/behaviour/statement/index.js.map +0 -1
- package/dist/behaviour/statement/period-statement.behaviour.d.ts +0 -9
- package/dist/behaviour/statement/period-statement.behaviour.js +0 -20
- package/dist/behaviour/statement/period-statement.behaviour.js.map +0 -1
- package/dist/behaviour/statement/statement.behaviour.d.ts +0 -7
- package/dist/behaviour/statement/statement.behaviour.js +0 -19
- package/dist/behaviour/statement/statement.behaviour.js.map +0 -1
- package/dist/common/io.js.map +0 -1
- package/dist/domain/commision.js.map +0 -1
- package/dist/storage/feed.interceptor.d.ts +0 -14
- package/dist/storage/feed.interceptor.js +0 -52
- package/dist/storage/feed.interceptor.js.map +0 -1
- package/dist/storage/in-memory.feed.d.ts +0 -10
- package/dist/storage/in-memory.feed.js +0 -30
- package/dist/storage/in-memory.feed.js.map +0 -1
- package/src/behaviour/behaviour.ts +0 -7
- package/src/behaviour/combined-behaviour.ts +0 -23
- package/src/behaviour/index.ts +0 -3
- package/src/behaviour/statement/benchmark-statement.behaviour.ts +0 -53
- package/src/behaviour/statement/equity-statement.behaviour.ts +0 -71
- package/src/behaviour/statement/index.ts +0 -1
- package/src/behaviour/statement/period-statement.behaviour.ts +0 -26
- package/src/behaviour/statement/statement.behaviour.ts +0 -19
- package/src/storage/feed.interceptor.ts +0 -92
- package/src/storage/in-memory.feed.ts +0 -38
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exports.AdapterAggregate = void 0;
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const
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class AdapterAggregate {
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constructor(store, adapters) {
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}
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{"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"}
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|
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
|
|
16
|
+
abstract createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
|
|
17
17
|
timestamp(): timestamp;
|
|
18
18
|
}
|
|
@@ -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("../
|
|
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,
|
|
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":";;;;;;;;;;;;
|
|
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"}
|
package/dist/adapter/adapter.js
CHANGED
|
@@ -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
|
|
5
|
-
const topic_1 = require("../
|
|
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,
|
|
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 '../../
|
|
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
|
-
|
|
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("../../
|
|
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
|
-
|
|
33
|
-
return this.decoratedAdapter.
|
|
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;
|
|
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 '../../
|
|
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:
|
|
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.
|
|
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,
|
|
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.
|
|
10
|
+
const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
|
|
11
11
|
const cursor = new backtester_cursor_1.BacktesterCursor(instrument, feed);
|
|
12
|
-
feed.
|
|
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,
|
|
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,
|
|
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,
|
|
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,
|
|
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 '../../
|
|
3
|
+
import { timestamp } from '../../shared';
|
|
4
4
|
import { Feed } from '../../storage';
|
|
5
5
|
import { BacktesterOptions } from './backtester-adapter';
|
|
6
6
|
export declare class BacktesterStreamer {
|
|
File without changes
|
|
@@ -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
|
|
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.
|
|
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
|
|
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.
|
|
87
|
-
//# sourceMappingURL=paper-
|
|
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"}
|
package/dist/adapter/paper/{model/paper-margin-model.d.ts → executor/paper-margin-executor.d.ts}
RENAMED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
import { Order } from '../../../domain';
|
|
2
2
|
import { PaperAdapter } from '..';
|
|
3
|
-
import {
|
|
4
|
-
export declare class
|
|
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;
|
package/dist/adapter/paper/{model/paper-margin-model.js → executor/paper-margin-executor.js}
RENAMED
|
@@ -1,10 +1,10 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.
|
|
4
|
-
const
|
|
3
|
+
exports.PaperMarginExecutor = void 0;
|
|
4
|
+
const shared_1 = require("../../../shared");
|
|
5
5
|
const event_1 = require("../../../store/event");
|
|
6
|
-
const
|
|
7
|
-
class
|
|
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.
|
|
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,
|
|
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,
|
|
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,
|
|
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,
|
|
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.
|
|
69
|
-
//# sourceMappingURL=paper-margin-
|
|
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"}
|
package/dist/adapter/paper/{model/paper-spot-model.d.ts → executor/paper-spot-executor.d.ts}
RENAMED
|
@@ -1,8 +1,8 @@
|
|
|
1
1
|
import { Order } from '../../../domain';
|
|
2
2
|
import { PaperAdapter } from '..';
|
|
3
|
-
import {
|
|
4
|
-
import { timestamp } from '../../../
|
|
5
|
-
export declare class
|
|
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.
|
|
3
|
+
exports.PaperSpotExecutor = void 0;
|
|
4
4
|
const event_1 = require("../../../store/event");
|
|
5
|
-
const
|
|
6
|
-
class
|
|
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.
|
|
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.
|
|
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.
|
|
81
|
-
//# sourceMappingURL=paper-spot-
|
|
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 './
|
|
3
|
-
export * from './
|
|
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("./
|
|
15
|
-
__exportStar(require("./
|
|
14
|
+
__exportStar(require("./executor/paper-spot-executor"), exports);
|
|
15
|
+
__exportStar(require("./executor/paper-margin-executor"), exports);
|
|
16
16
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//# sourceMappingURL=index.js.map
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@@ -1 +1 @@
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-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,kDAAgC;AAChC,
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1
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,kDAAgC;AAChC,iEAA+C;AAC/C,mEAAiD"}
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@@ -1,6 +1,6 @@
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1
1
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import { Adapter, AdapterContext } from '..';
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import { Store } from '../../store';
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import {
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3
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+
import { PaperExecutor } from './executor/paper-executor';
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import { AdapterAccountCommand, AdapterOrderOpenCommand, AdapterOrderCancelCommand } from '../adapter.event';
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export declare class PaperOptions {
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balance: {
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@@ -12,10 +12,10 @@ export declare class PaperAdapter extends Adapter {
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readonly store: Store;
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readonly options: PaperOptions;
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readonly name: string;
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readonly
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+
readonly executor: PaperExecutor;
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constructor(decoratedAdapter: Adapter, store: Store, options: PaperOptions);
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timestamp(): number;
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-
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+
createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
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onUnknownEvent(event: {
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type: string;
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}, context: AdapterContext): any;
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@@ -11,7 +11,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.PaperAdapter = exports.PaperOptions = void 0;
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const __1 = require("..");
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const topic_1 = require("../../
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+
const topic_1 = require("../../shared/topic");
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const domain_1 = require("../../domain");
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const event_1 = require("../../store/event");
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const adapter_event_1 = require("../adapter.event");
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@@ -25,13 +25,13 @@ class PaperAdapter extends __1.Adapter {
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this.store = store;
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this.options = options;
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this.name = this.decoratedAdapter.name;
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this.
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+
this.executor = this.createPaperExecutor(this);
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}
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timestamp() {
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return this.decoratedAdapter.timestamp();
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}
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return this.decoratedAdapter.
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createPaperExecutor(adapter) {
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+
return this.decoratedAdapter.createPaperExecutor(adapter);
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}
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onUnknownEvent(event, context) {
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return this.decoratedAdapter.dispatch(event, context);
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@@ -52,11 +52,11 @@ class PaperAdapter extends __1.Adapter {
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}
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}
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onOrderOpen(event, context) {
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-
this.
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+
this.executor.open(event.order);
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return Promise.resolve();
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}
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onOrderCancel(event, context) {
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this.
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+
this.executor.cancel(event.order);
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return Promise.resolve();
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}
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}
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"paper-adapter.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0BAA6C;AAG7C,8CAA6C;AAC7C,yCAAuC;AACvC,6CAAsD;AACtD,oDAI0B;AAE1B,MAAa,YAAY;CAExB;AAFD,oCAEC;AAED,MAAa,YAAa,SAAQ,WAAO;IAIvC,YACW,gBAAyB,EACzB,KAAY,EACZ,OAAqB;QAE9B,KAAK,EAAE,CAAC;QAJC,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,UAAK,GAAL,KAAK,CAAO;QACZ,YAAO,GAAP,OAAO,CAAc;QANvB,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;QAUzC,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,
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1
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+
{"version":3,"file":"paper-adapter.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0BAA6C;AAG7C,8CAA6C;AAC7C,yCAAuC;AACvC,6CAAsD;AACtD,oDAI0B;AAE1B,MAAa,YAAY;CAExB;AAFD,oCAEC;AAED,MAAa,YAAa,SAAQ,WAAO;IAIvC,YACW,gBAAyB,EACzB,KAAY,EACZ,OAAqB;QAE9B,KAAK,EAAE,CAAC;QAJC,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,UAAK,GAAL,KAAK,CAAO;QACZ,YAAO,GAAP,OAAO,CAAc;QANvB,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;QAUzC,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;IACjD,CAAC;IAED,SAAS;QACP,OAAO,IAAI,CAAC,gBAAgB,CAAC,SAAS,EAAE,CAAC;IAC3C,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,SAAS,CAAC,KAA4B,EAAE,OAAuB;QAC7D,IAAI,UAAU,GAAG,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,KAAK,CAAC,CAAC,MAAM,CAC3E,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,QAAQ,IAAI,IAAI,CAAC,IAAI,CAC/B,CAAC;QAEF,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,OAAO,CAAC,OAAO,EAAE;YAC1C,MAAM,KAAK,GAAG,IAAA,gBAAO,EAAC,OAAO,CAAC,CAAC;YAE/B,IAAI,KAAK,CAAC,QAAQ,IAAI,IAAI,CAAC,IAAI,EAAE;gBAC/B,SAAS;aACV;YAED,MAAM,IAAI,GAAG,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;YAE3C,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,QAAQ,EAAE,IAAI,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;YAExE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC;SAC/E;QAED,KAAK,MAAM,YAAY,IAAI,UAAU,EAAE;YACrC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,YAAY,EAAE,CAAC,EAAE,CAAC,EAAE,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC;SACnF;IACH,CAAC;IAGD,WAAW,CAAC,KAA8B,EAAE,OAAuB;QACjE,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;QAEhC,OAAO,OAAO,CAAC,OAAO,EAAE,CAAC;IAC3B,CAAC;IAGD,aAAa,CAAC,KAAgC,EAAE,OAAuB;QACrE,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;QAElC,OAAO,OAAO,CAAC,OAAO,EAAE,CAAC;IAC3B,CAAC;CACF;AArCC;IADC,IAAA,eAAO,EAAC,qCAAqB,CAAC;;qCACd,qCAAqB,EAAW,kBAAc;;6CAsB9D;AAGD;IADC,IAAA,eAAO,EAAC,uCAAuB,CAAC;;qCACd,uCAAuB,EAAW,kBAAc;;+CAIlE;AAGD;IADC,IAAA,eAAO,EAAC,yCAAyB,CAAC;;qCACd,yCAAyB,EAAW,kBAAc;;iDAItE;AA/DH,oCAgEC"}
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