@quantform/core 0.3.223 → 0.3.231

package/dist/adapter/adapter-aggregate.js

@@ -2,7 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.AdapterAggregate = void 0;
 const _1 = require(".");
-const common_1 = require("../common");
+const shared_1 = require("../shared");
 const adapter_event_1 = require("./adapter.event");
 class AdapterAggregate {
     constructor(store, adapters) {
@@ -26,13 +26,13 @@ class AdapterAggregate {
     dispatch(exchange, event) {
         const adapter = this.adapter[exchange];
         if (!adapter) {
-            throw new Error(`Unknown adapter: ${exchange}`);
+            throw new Error(`Unknown adapter: ${exchange}. You should provide adapter in session descriptor.`);
         }
         try {
             return adapter.dispatch(event, new _1.AdapterContext(adapter, this.store));
         }
         catch (e) {
-            common_1.Logger.error(e);
+            shared_1.Logger.error(e);
         }
     }
 }

package/dist/adapter/adapter-aggregate.js.map

@@ -1 +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,CAAC,oBAAoB,QAAQ,EAAE,CAAC,CAAC;SACjD;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;AAvCD,4CAuCC"}
+{"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"}

package/dist/adapter/adapter.d.ts

@@ -1,7 +1,7 @@
-import { timestamp } from '../common';
-import { PaperModel } from './paper/model/paper-model';
+import { timestamp } from '../shared';
+import { PaperExecutor } from './paper/executor/paper-executor';
 import { PaperAdapter } from './paper';
-import { Topic } from '../common/topic';
+import { Topic } from '../shared/topic';
 import { Store } from '../store';
 export declare class AdapterContext {
     private readonly adapter;
@@ -13,6 +13,6 @@ export declare abstract class Adapter extends Topic<{
     type: string;
 }, AdapterContext> {
     abstract name: string;
-    abstract createPaperModel(adapter: PaperAdapter): PaperModel;
+    abstract createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
     timestamp(): timestamp;
 }

package/dist/adapter/adapter.event.d.ts

@@ -1,5 +1,5 @@
 import { Feed } from '../storage';
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 import { InstrumentSelector, Order } from '../domain';
 export declare class AdapterAwakeCommand {
     type: string;

package/dist/adapter/adapter.event.js

@@ -12,7 +12,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.AdapterFeedCommand = exports.AdapterHistoryQuery = exports.AdapterOrderCancelCommand = exports.AdapterOrderOpenCommand = exports.AdapterSubscribeCommand = exports.AdapterAccountCommand = exports.AdapterDisposeCommand = exports.AdapterAwakeCommand = void 0;
 const storage_1 = require("../storage");
 const domain_1 = require("../domain");
-const topic_1 = require("../common/topic");
+const topic_1 = require("../shared/topic");
 let AdapterAwakeCommand = class AdapterAwakeCommand {
     constructor() {
         this.type = 'awake';

package/dist/adapter/adapter.js

@@ -1,8 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Adapter = exports.AdapterContext = void 0;
-const common_1 = require("../common");
-const topic_1 = require("../common/topic");
+const shared_1 = require("../shared");
+const topic_1 = require("../shared/topic");
 class AdapterContext {
     constructor(adapter, store) {
         this.adapter = adapter;
@@ -15,7 +15,7 @@ class AdapterContext {
 exports.AdapterContext = AdapterContext;
 class Adapter extends topic_1.Topic {
     timestamp() {
-        return (0, common_1.now)();
+        return (0, shared_1.now)();
     }
 }
 exports.Adapter = Adapter;

package/dist/adapter/adapter.js.map

@@ -1 +1 @@
-{"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AAAA,sCAA2C;AAG3C,2CAAwC;AAGxC,MAAa,cAAc;IAKzB,YAA6B,OAAgB,EAAW,KAAY;QAAvC,YAAO,GAAP,OAAO,CAAS;QAAW,UAAK,GAAL,KAAK,CAAO;IAAG,CAAC;IAJxE,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;IAClC,CAAC;CAGF;AAND,wCAMC;AAED,MAAsB,OAAQ,SAAQ,aAAuC;IAI3E,SAAS;QACP,OAAO,IAAA,YAAG,GAAE,CAAC;IACf,CAAC;CACF;AAPD,0BAOC"}
+{"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AAAA,sCAA2C;AAG3C,2CAAwC;AAMxC,MAAa,cAAc;IAQzB,YAA6B,OAAgB,EAAW,KAAY;QAAvC,YAAO,GAAP,OAAO,CAAS;QAAW,UAAK,GAAL,KAAK,CAAO;IAAG,CAAC;IAJxE,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;IAClC,CAAC;CAGF;AATD,wCASC;AAMD,MAAsB,OAAQ,SAAQ,aAAuC;IAI3E,SAAS;QACP,OAAO,IAAA,YAAG,GAAE,CAAC;IACf,CAAC;CACF;AAPD,0BAOC"}

package/dist/adapter/backtester/backtester-adapter.d.ts

@@ -1,7 +1,7 @@
 import { Adapter, AdapterContext } from '..';
 import { BacktesterStreamer } from './backtester-streamer';
 import { PaperAdapter, PaperOptions } from '../paper';
-import { timestamp } from '../../common';
+import { timestamp } from '../../shared';
 import { AdapterSubscribeCommand, AdapterHistoryQuery } from '../adapter.event';
 export declare class BacktesterOptions extends PaperOptions {
     from: timestamp;
@@ -15,7 +15,7 @@ export declare class BacktesterAdapter extends Adapter {
     readonly name: string;
     constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer);
     timestamp(): number;
-    createPaperModel(adapter: PaperAdapter): import("../paper/model/paper-model").PaperModel;
+    createPaperExecutor(adapter: PaperAdapter): import("../paper/executor/paper-executor").PaperExecutor;
     onUnknownEvent(event: {
         type: string;
     }, context: AdapterContext): any;

package/dist/adapter/backtester/backtester-adapter.js

@@ -12,8 +12,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterAdapter = exports.BacktesterOptions = void 0;
 const __1 = require("..");
 const paper_1 = require("../paper");
-const topic_1 = require("../../common/topic");
-const common_1 = require("../../common");
+const topic_1 = require("../../shared/topic");
 const adapter_event_1 = require("../adapter.event");
 const event_1 = require("../../store/event");
 class BacktesterOptions extends paper_1.PaperOptions {
@@ -29,8 +28,8 @@ class BacktesterAdapter extends __1.Adapter {
     timestamp() {
         return this.streamer.timestamp;
     }
-    createPaperModel(adapter) {
-        return this.decoratedAdapter.createPaperModel(adapter);
+    createPaperExecutor(adapter) {
+        return this.decoratedAdapter.createPaperExecutor(adapter);
     }
     onUnknownEvent(event, context) {
         return this.decoratedAdapter.dispatch(event, context);
@@ -40,7 +39,6 @@ class BacktesterAdapter extends __1.Adapter {
             this.streamer.subscribe(it);
         });
         context.store.dispatch(...command.instrument.map(it => new event_1.InstrumentSubscriptionEvent(context.timestamp, it, true)));
-        this.streamer.tryContinue().catch(it => common_1.Logger.error(it));
     }
     async onHistory(event, context) {
         this.streamer.stop();

package/dist/adapter/backtester/backtester-adapter.js.map

@@ -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"}
+{"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"}

package/dist/adapter/backtester/backtester-cursor.d.ts

@@ -1,7 +1,7 @@
 import { InstrumentSelector } from '../../domain';
 import { StoreEvent } from '../../store/event';
 import { Feed } from '../../storage';
-import { timestamp } from '../../common';
+import { timestamp } from '../../shared';
 export declare class BacktesterCursor {
     readonly instrument: InstrumentSelector;
     private readonly feed;

package/dist/adapter/backtester/backtester-cursor.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,2CAAsD;AACtD,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,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"}
+{"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"}

package/dist/adapter/backtester/backtester-streamer.d.ts

@@ -1,6 +1,6 @@
 import { InstrumentSelector } from '../../domain';
 import { Store } from '../../store';
-import { timestamp } from '../../common';
+import { timestamp } from '../../shared';
 import { Feed } from '../../storage';
 import { BacktesterOptions } from './backtester-adapter';
 export declare class BacktesterStreamer {

package/dist/adapter/backtester/backtester-streamer.spec.js

@@ -0,0 +1,45 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const store_1 = require("../../store");
+const domain_1 = require("../../domain");
+const storage_1 = require("../../storage");
+const event_1 = require("../../store/event");
+const backtester_streamer_1 = require("./backtester-streamer");
+const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
+describe('backtester streamer tests', () => {
+    test('should repeat specific events', done => {
+        const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
+        const store = new store_1.Store();
+        store.snapshot.universe.instrument[instrument.toString()] = instrument;
+        store.snapshot.subscription.instrument[instrument.toString()] = instrument;
+        const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
+            balance: {},
+            from: 0,
+            to: 10,
+            completed: () => {
+                const trade = store.snapshot.trade[instrument.toString()];
+                expect(trade.timestamp).toEqual(8);
+                expect(trade.rate).toEqual(8);
+                expect(trade.quantity).toEqual(8);
+                expect(store.snapshot.timestamp).toEqual(8);
+                done();
+            }
+        });
+        feed
+            .save(instrument, [
+            new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 1, 1, 1, 1, 1, 1),
+            new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 2, 2, 2, 2, 2, 2),
+            new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 3, 3, 3, 3, 3, 3),
+            new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 4, 4, 4, 4, 4, 4),
+            new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 5, 5, 5, 5, 5, 5),
+            new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 6, 6, 6, 6, 6, 6),
+            new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 7, 7, 7, 7, 7, 7),
+            new event_1.CandleEvent(instrument, domain_1.Timeframe.M1, 8, 8, 8, 8, 8, 8)
+        ])
+            .then(() => {
+            streamer.subscribe(instrument);
+            streamer.tryContinue();
+        });
+    });
+});
+//# sourceMappingURL=backtester-streamer.spec.js.map

package/dist/adapter/backtester/backtester-streamer.spec.js.map

@@ -0,0 +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"}

package/dist/adapter/paper/{model/paper-model.d.ts → executor/paper-executor.d.ts}

@@ -1,6 +1,6 @@
 import { Order } from '../../../domain';
 import { PaperAdapter } from '..';
-export declare abstract class PaperModel {
+export declare abstract class PaperExecutor {
     readonly adapter: PaperAdapter;
     private readonly pending;
     constructor(adapter: PaperAdapter);

package/dist/adapter/paper/{model/paper-model.js → executor/paper-executor.js}

@@ -1,10 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.PaperModel = void 0;
+exports.PaperExecutor = void 0;
 const operators_1 = require("rxjs/operators");
 const domain_1 = require("../../../domain");
 const typescript_collections_1 = require("typescript-collections");
-class PaperModel {
+class PaperExecutor {
     constructor(adapter) {
         this.adapter = adapter;
         this.pending = {};
@@ -83,5 +83,5 @@ class PaperModel {
         this.onOrderCanceled(order);
     }
 }
-exports.PaperModel = PaperModel;
-//# sourceMappingURL=paper-model.js.map
+exports.PaperExecutor = PaperExecutor;
+//# sourceMappingURL=paper-executor.js.map

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

@@ -0,0 +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}

@@ -1,7 +1,7 @@
 import { Order } from '../../../domain';
 import { PaperAdapter } from '..';
-import { PaperModel } from './paper-model';
-export declare class PaperMarginModel extends PaperModel {
+import { PaperExecutor } from './paper-executor';
+export declare class PaperMarginExecutor extends PaperExecutor {
     leverage: number;
     constructor(adapter: PaperAdapter);
     onOrderOpened(order: Order): void;

package/dist/adapter/paper/{model/paper-margin-model.js → executor/paper-margin-executor.js}

@@ -1,10 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.PaperMarginModel = void 0;
-const common_1 = require("../../../common");
+exports.PaperMarginExecutor = void 0;
+const shared_1 = require("../../../shared");
 const event_1 = require("../../../store/event");
-const paper_model_1 = require("./paper-model");
-class PaperMarginModel extends paper_model_1.PaperModel {
+const paper_executor_1 = require("./paper-executor");
+class PaperMarginExecutor extends paper_executor_1.PaperExecutor {
     constructor(adapter) {
         super(adapter);
         this.leverage = 10;
@@ -17,7 +17,7 @@ class PaperMarginModel extends paper_model_1.PaperModel {
     onOrderCompleted(order, averageExecutionRate, timestamp) {
         var _a, _b;
         const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
-        let transact = instrument.quote.floor(-instrument.commision.calculateMakerFee(averageExecutionRate * order.quantity));
+        let transact = instrument.quote.floor(-instrument.commission.calculateMakerFee(averageExecutionRate * order.quantity));
         const id = instrument.toString();
         const position = this.adapter.store.snapshot.balance[instrument.quote.toString()].position[id];
         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 {
             case 'BUY':
                 if (size < 0) {
                     const comsumeQuantity = Math.min(Math.abs(size), quantity);
-                    transact += (0, common_1.pnl)(averageExecutionRate, rate, comsumeQuantity);
+                    transact += (0, shared_1.pnl)(averageExecutionRate, rate, comsumeQuantity);
                     size += comsumeQuantity;
                     quantity -= comsumeQuantity;
                 }
@@ -36,14 +36,14 @@ class PaperMarginModel extends paper_model_1.PaperModel {
                     size = quantity;
                 }
                 else {
-                    rate = (0, common_1.weightedMean)([rate, averageExecutionRate], [size, quantity]);
+                    rate = (0, shared_1.weightedMean)([rate, averageExecutionRate], [size, quantity]);
                     size += quantity;
                 }
                 break;
             case 'SELL':
                 if (size > 0) {
                     const comsumeQuantity = Math.min(size, quantity);
-                    transact += (0, common_1.pnl)(rate, averageExecutionRate, comsumeQuantity);
+                    transact += (0, shared_1.pnl)(rate, averageExecutionRate, comsumeQuantity);
                     size -= comsumeQuantity;
                     quantity -= comsumeQuantity;
                 }
@@ -52,7 +52,7 @@ class PaperMarginModel extends paper_model_1.PaperModel {
                     size = -quantity;
                 }
                 else {
-                    rate = (0, common_1.weightedMean)([rate, averageExecutionRate], [size, -quantity]);
+                    rate = (0, shared_1.weightedMean)([rate, averageExecutionRate], [size, -quantity]);
                     size -= quantity;
                 }
                 break;
@@ -65,5 +65,5 @@ class PaperMarginModel extends paper_model_1.PaperModel {
         this.adapter.store.dispatch(new event_1.OrderCanceledEvent(order.id, timestamp));
     }
 }
-exports.PaperMarginModel = PaperMarginModel;
-//# sourceMappingURL=paper-margin-model.js.map
+exports.PaperMarginExecutor = PaperMarginExecutor;
+//# sourceMappingURL=paper-margin-executor.js.map

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

@@ -0,0 +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}

@@ -1,8 +1,8 @@
 import { Order } from '../../../domain';
 import { PaperAdapter } from '..';
-import { PaperModel } from './paper-model';
-import { timestamp } from '../../../common';
-export declare class PaperSpotModel extends PaperModel {
+import { PaperExecutor } from './paper-executor';
+import { timestamp } from '../../../shared';
+export declare class PaperSpotExecutor extends PaperExecutor {
     readonly adapter: PaperAdapter;
     constructor(adapter: PaperAdapter);
     onOrderOpened(order: Order): void;

package/dist/adapter/paper/{model/paper-spot-model.js → executor/paper-spot-executor.js}

@@ -1,9 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.PaperSpotModel = void 0;
+exports.PaperSpotExecutor = void 0;
 const event_1 = require("../../../store/event");
-const paper_model_1 = require("./paper-model");
-class PaperSpotModel extends paper_model_1.PaperModel {
+const paper_executor_1 = require("./paper-executor");
+class PaperSpotExecutor extends paper_executor_1.PaperExecutor {
     constructor(adapter) {
         super(adapter);
         this.adapter = adapter;
@@ -21,12 +21,12 @@ class PaperSpotModel extends paper_model_1.PaperModel {
         };
         switch (order.side) {
             case 'BUY':
-                transacted.base += instrument.base.floor(instrument.commision.applyMakerFee(order.quantity));
+                transacted.base += instrument.base.floor(instrument.commission.applyMakerFee(order.quantity));
                 transacted.quote -= instrument.quote.floor(averageExecutionRate * order.quantity);
                 break;
             case 'SELL':
                 transacted.base -= instrument.base.floor(order.quantity);
-                transacted.quote += instrument.quote.floor(instrument.commision.applyMakerFee(averageExecutionRate * order.quantity));
+                transacted.quote += instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate * order.quantity));
                 break;
         }
         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 {
         }
     }
 }
-exports.PaperSpotModel = PaperSpotModel;
-//# sourceMappingURL=paper-spot-model.js.map
+exports.PaperSpotExecutor = PaperSpotExecutor;
+//# sourceMappingURL=paper-spot-executor.js.map

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

@@ -0,0 +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"}

package/dist/adapter/paper/index.d.ts

@@ -1,3 +1,3 @@
 export * from './paper-adapter';
-export * from './model/paper-spot-model';
-export * from './model/paper-margin-model';
+export * from './executor/paper-spot-executor';
+export * from './executor/paper-margin-executor';

package/dist/adapter/paper/index.js

@@ -11,6 +11,6 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./paper-adapter"), exports);
-__exportStar(require("./model/paper-spot-model"), exports);
-__exportStar(require("./model/paper-margin-model"), exports);
+__exportStar(require("./executor/paper-spot-executor"), exports);
+__exportStar(require("./executor/paper-margin-executor"), exports);
 //# sourceMappingURL=index.js.map

package/dist/adapter/paper/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,kDAAgC;AAChC,2DAAyC;AACzC,6DAA2C"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,kDAAgC;AAChC,iEAA+C;AAC/C,mEAAiD"}

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

@@ -1,6 +1,6 @@
 import { Adapter, AdapterContext } from '..';
 import { Store } from '../../store';
-import { PaperModel } from './model/paper-model';
+import { PaperExecutor } from './executor/paper-executor';
 import { AdapterAccountCommand, AdapterOrderOpenCommand, AdapterOrderCancelCommand } from '../adapter.event';
 export declare class PaperOptions {
     balance: {
@@ -12,10 +12,10 @@ export declare class PaperAdapter extends Adapter {
     readonly store: Store;
     readonly options: PaperOptions;
     readonly name: string;
-    readonly platform: PaperModel;
+    readonly executor: PaperExecutor;
     constructor(decoratedAdapter: Adapter, store: Store, options: PaperOptions);
     timestamp(): number;
-    createPaperModel(adapter: PaperAdapter): PaperModel;
+    createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
     onUnknownEvent(event: {
         type: string;
     }, context: AdapterContext): any;

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

@@ -11,7 +11,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.PaperAdapter = exports.PaperOptions = void 0;
 const __1 = require("..");
-const topic_1 = require("../../common/topic");
+const topic_1 = require("../../shared/topic");
 const domain_1 = require("../../domain");
 const event_1 = require("../../store/event");
 const adapter_event_1 = require("../adapter.event");
@@ -25,13 +25,13 @@ class PaperAdapter extends __1.Adapter {
         this.store = store;
         this.options = options;
         this.name = this.decoratedAdapter.name;
-        this.platform = this.createPaperModel(this);
+        this.executor = this.createPaperExecutor(this);
     }
     timestamp() {
         return this.decoratedAdapter.timestamp();
     }
-    createPaperModel(adapter) {
-        return this.decoratedAdapter.createPaperModel(adapter);
+    createPaperExecutor(adapter) {
+        return this.decoratedAdapter.createPaperExecutor(adapter);
     }
     onUnknownEvent(event, context) {
         return this.decoratedAdapter.dispatch(event, context);
@@ -52,11 +52,11 @@ class PaperAdapter extends __1.Adapter {
         }
     }
     onOrderOpen(event, context) {
-        this.platform.open(event.order);
+        this.executor.open(event.order);
         return Promise.resolve();
     }
     onOrderCancel(event, context) {
-        this.platform.cancel(event.order);
+        this.executor.cancel(event.order);
         return Promise.resolve();
     }
 }

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

@@ -1 +1 @@
-{"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,gBAAgB,CAAC,IAAI,CAAC,CAAC;IAC9C,CAAC;IAED,SAAS;QACP,OAAO,IAAI,CAAC,gBAAgB,CAAC,SAAS,EAAE,CAAC;IAC3C,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,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"}
+{"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"}

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

@@ -12,8 +12,8 @@ class DefaultAdapter extends adapter_1.Adapter {
     timestamp() {
         return 123;
     }
-    createPaperModel(adapter) {
-        return new _1.PaperSpotModel(adapter);
+    createPaperExecutor(adapter) {
+        return new _1.PaperSpotExecutor(adapter);
     }
 }
 describe('paper adapter tests', () => {

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

@@ -1 +1 @@
-{"version":3,"file":"paper-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.spec.ts"],"names":[],"mappings":";;AAAA,wBAAmC;AACnC,uCAAoC;AACpC,wCAAqC;AAErC,mDAA+C;AAE/C,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IASnB,CAAC;IAPC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,gBAAgB,CAAC,OAAqB;QACpC,OAAO,IAAI,iBAAc,CAAC,OAAO,CAAC,CAAC;IACrC,CAAC;CACF;AAED,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE;IACnC,IAAI,CAAC,kDAAkD,EAAE,GAAG,EAAE;QAC5D,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;QACrC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG;YACd,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;SACF,CAAC;QAEF,MAAM,GAAG,GAAG,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtD,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"paper-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.spec.ts"],"names":[],"mappings":";;AAAA,wBAAsC;AACtC,uCAAoC;AACpC,wCAAqC;AAErC,mDAA+C;AAE/C,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IASnB,CAAC;IAPC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,oBAAiB,CAAC,OAAO,CAAC,CAAC;IACxC,CAAC;CACF;AAED,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE;IACnC,IAAI,CAAC,kDAAkD,EAAE,GAAG,EAAE;QAC5D,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;QACrC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG;YACd,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;SACF,CAAC;QAEF,MAAM,GAAG,GAAG,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtD,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/bin.d.ts

@@ -1,40 +1,7 @@
-import { BacktesterOptions } from './adapter/backtester';
+import { BacktesterOptions, BacktesterStreamer } from './adapter/backtester';
 import { PaperOptions } from './adapter/paper';
 import { Session, SessionDescriptor } from './session';
-export interface IpcCommand {
-    type: any;
-}
-export declare class IpcPaperModeCommand implements IpcCommand {
-    type: string;
-    id?: number;
-    balance: {
-        [key: string]: number;
-    };
-}
-export declare class IpcBacktestModeCommand implements IpcCommand {
-    type: string;
-    from: number;
-    to: number;
-    balance: {
-        [key: string]: number;
-    };
-}
-export declare class IpcLiveModeCommand implements IpcCommand {
-    id?: number;
-    type: string;
-}
-export declare class IpcUniverseQuery implements IpcCommand {
-    type: string;
-    exchange: string;
-}
-export declare class IpcFeedCommand implements IpcCommand {
-    type: string;
-    instrument: string;
-    from: number;
-    to: number;
-}
-export declare function run(descriptor: SessionDescriptor, ...commands: IpcCommand[]): Promise<Session>;
-export declare function backtest(descriptor: SessionDescriptor, options: BacktesterOptions): Session;
+export declare function backtest(descriptor: SessionDescriptor, options: BacktesterOptions): [Session, BacktesterStreamer];
 export declare function paper(descriptor: SessionDescriptor, options: PaperOptions): Session;
 export declare function live(descriptor: SessionDescriptor): Session;
 export declare function idle(descriptor: SessionDescriptor): Session;