@quantform/core 0.3.228 → 0.3.232

package/dist/ipc.js

@@ -0,0 +1,193 @@
+"use strict";
+var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
+    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
+    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
+    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
+    return c > 3 && r && Object.defineProperty(target, key, r), r;
+};
+var __metadata = (this && this.__metadata) || function (k, v) {
+    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.run = exports.IpcFeedCommand = exports.IpcUniverseQuery = exports.IpcBacktestCommand = exports.IpcPaperCommand = exports.IpcLiveCommand = void 0;
+const adapter_1 = require("./adapter");
+const domain_1 = require("./domain");
+const topic_1 = require("./shared/topic");
+const shared_1 = require("./shared");
+const bin_1 = require("./bin");
+const minimist = require("minimist");
+let IpcLiveCommand = class IpcLiveCommand {
+    constructor() {
+        this.type = 'live';
+    }
+};
+IpcLiveCommand = __decorate([
+    topic_1.event
+], IpcLiveCommand);
+exports.IpcLiveCommand = IpcLiveCommand;
+let IpcPaperCommand = class IpcPaperCommand {
+    constructor() {
+        this.type = 'paper';
+    }
+};
+IpcPaperCommand = __decorate([
+    topic_1.event
+], IpcPaperCommand);
+exports.IpcPaperCommand = IpcPaperCommand;
+let IpcBacktestCommand = class IpcBacktestCommand {
+    constructor() {
+        this.type = 'backtest';
+    }
+};
+IpcBacktestCommand = __decorate([
+    topic_1.event
+], IpcBacktestCommand);
+exports.IpcBacktestCommand = IpcBacktestCommand;
+let IpcUniverseQuery = class IpcUniverseQuery {
+    constructor() {
+        this.type = 'universe';
+    }
+};
+IpcUniverseQuery = __decorate([
+    topic_1.event
+], IpcUniverseQuery);
+exports.IpcUniverseQuery = IpcUniverseQuery;
+let IpcFeedCommand = class IpcFeedCommand {
+    constructor() {
+        this.type = 'feed';
+    }
+};
+IpcFeedCommand = __decorate([
+    topic_1.event
+], IpcFeedCommand);
+exports.IpcFeedCommand = IpcFeedCommand;
+class IpcSessionAccessor {
+}
+class IpcHandler extends topic_1.Topic {
+    constructor(descriptor) {
+        super();
+        this.descriptor = descriptor;
+    }
+    async onLiveMode(command, accessor) {
+        if (command.id) {
+            this.descriptor.id = command.id;
+        }
+        accessor.session = (0, bin_1.live)(this.descriptor);
+        await accessor.session.awake();
+    }
+    async onPaperMode(command, accessor) {
+        if (command.id) {
+            this.descriptor.id = command.id;
+        }
+        accessor.session = (0, bin_1.paper)(this.descriptor, {
+            balance: command.balance
+        });
+        await accessor.session.awake();
+    }
+    onBacktestMode(command, accessor) {
+        return new Promise(async (resolve) => {
+            const [session, streamer] = (0, bin_1.backtest)(this.descriptor, {
+                from: command.from,
+                to: command.to,
+                balance: command.balance,
+                progress: timestamp => this.notify({
+                    type: 'backtest:updated',
+                    timestamp,
+                    from: command.from,
+                    to: command.to
+                }),
+                completed: async () => {
+                    const statement = {};
+                    await accessor.session.dispose();
+                    this.notify({ type: 'backtest:completed', statement });
+                    resolve();
+                }
+            });
+            accessor.session = session;
+            this.notify({ type: 'backtest:started' });
+            await accessor.session.awake();
+            await streamer.tryContinue().catch(it => shared_1.Logger.error(it));
+        });
+    }
+    onUniverse(query, accessor) {
+        var _a;
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.idle)(this.descriptor);
+    }
+    async onFeed(command, accessor) {
+        var _a;
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.idle)(this.descriptor);
+        const instrument = (0, domain_1.instrumentOf)(command.instrument);
+        await accessor.session.awake();
+        this.notify({ type: 'feed:started' });
+        await accessor.session.aggregate.dispatch(instrument.base.exchange, new adapter_1.AdapterFeedCommand(instrument, command.from, command.to, this.descriptor.feed, timestamp => this.notify({
+            type: 'feed:updated',
+            timestamp,
+            from: command.from,
+            to: command.to
+        })));
+        this.notify({ type: 'feed:completed' });
+        await accessor.session.dispose();
+    }
+    notify(message) {
+        if (!process.send) {
+            return;
+        }
+        process.send(message);
+    }
+}
+__decorate([
+    (0, topic_1.handler)(IpcLiveCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcLiveCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", Promise)
+], IpcHandler.prototype, "onLiveMode", null);
+__decorate([
+    (0, topic_1.handler)(IpcPaperCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcPaperCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", Promise)
+], IpcHandler.prototype, "onPaperMode", null);
+__decorate([
+    (0, topic_1.handler)(IpcBacktestCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcBacktestCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", void 0)
+], IpcHandler.prototype, "onBacktestMode", null);
+__decorate([
+    (0, topic_1.handler)(IpcUniverseQuery),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcUniverseQuery, IpcSessionAccessor]),
+    __metadata("design:returntype", void 0)
+], IpcHandler.prototype, "onUniverse", null);
+__decorate([
+    (0, topic_1.handler)(IpcFeedCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcFeedCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", Promise)
+], IpcHandler.prototype, "onFeed", null);
+async function run(descriptor, ...commands) {
+    const handler = new IpcHandler(descriptor);
+    const accessor = new IpcSessionAccessor();
+    const argv = minimist(process.argv.slice(2));
+    if (argv.command) {
+        const json = Buffer.from(argv.command, 'base64').toString('utf-8');
+        commands.push(JSON.parse(json));
+    }
+    else {
+        if (!commands.length) {
+            commands.push(new IpcPaperCommand());
+        }
+    }
+    for (const command of commands) {
+        await handler.dispatch(command, accessor);
+    }
+    process.on('message', async (request) => {
+        const response = await handler.dispatch(request, accessor);
+        if (response) {
+            process.send(response);
+        }
+    });
+    return accessor.session;
+}
+exports.run = run;
+//# sourceMappingURL=ipc.js.map

package/dist/ipc.js.map

@@ -0,0 +1 @@
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package/dist/session/index.d.ts

@@ -1,3 +1,4 @@
 export * from './session';
 export * from './session-descriptor';
 export * from './session-optimizer';
+export * from './session-statement';

package/dist/session/index.js

@@ -13,4 +13,5 @@ Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./session"), exports);
 __exportStar(require("./session-descriptor"), exports);
 __exportStar(require("./session-optimizer"), exports);
+__exportStar(require("./session-statement"), exports);
 //# sourceMappingURL=index.js.map

package/dist/session/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/session/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,4CAA0B;AAC1B,uDAAqC;AACrC,sDAAoC"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/session/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,4CAA0B;AAC1B,uDAAqC;AACrC,sDAAoC;AACpC,sDAAoC"}

package/dist/session/session-descriptor.d.ts

@@ -2,12 +2,11 @@ import { Adapter } from '../adapter';
 import { Session } from '.';
 import { Measurement } from '../storage/measurement';
 import { Feed } from '../storage';
-import { Behaviour } from '../behaviour';
 import { Observable } from 'rxjs';
 export interface SessionDescriptor {
-    id: number;
+    id?: number;
     adapter: Adapter[];
     feed?: Feed;
     measurement?: Measurement;
-    behaviour?: Behaviour | Behaviour[] | ((session: Session) => Observable<any>);
+    describe?: (session: Session) => Observable<any>;
 }

package/dist/session/session-statement.d.ts

@@ -0,0 +1,5 @@
+import { Session } from '.';
+import { InstrumentSelector } from '../domain';
+export declare function period(): (session: Session) => import("rxjs").Observable<import("../domain").Component>;
+export declare function benchmark(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<void>;
+export declare function equity(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<number>;

package/dist/session/session-statement.js

@@ -0,0 +1,87 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.equity = exports.benchmark = exports.period = void 0;
+const rxjs_1 = require("rxjs");
+const indicator_1 = require("../indicator");
+const shared_1 = require("../shared");
+function period() {
+    return (session) => {
+        const period = session.useStatement('period');
+        return session.store.changes$.pipe((0, rxjs_1.finalize)(() => (period.to = new Date(session.timestamp).toISOString())), (0, rxjs_1.take)(1), (0, rxjs_1.tap)(it => (period.from = new Date(it.timestamp).toISOString())));
+    };
+}
+exports.period = period;
+function benchmark(instrument) {
+    return (session) => {
+        const statement = session.useStatement('benchmark');
+        let balance, entry, exit;
+        let dd = 0;
+        return (0, rxjs_1.combineLatest)([
+            session.orderbook(instrument),
+            session.balance(instrument.quote),
+            session.orderbook(instrument).pipe((0, indicator_1.drawdown)(it => it.midRate), (0, rxjs_1.tap)(it => (dd = it)))
+        ]).pipe((0, rxjs_1.map)(([orderbook, quote]) => {
+            const price = orderbook.midRate;
+            if (!balance) {
+                balance = quote.total;
+            }
+            if (!entry) {
+                entry = price;
+            }
+            exit = price;
+        }), (0, rxjs_1.finalize)(() => {
+            const pnl = exit / entry - 1;
+            statement['benchmark_entry'] = entry;
+            statement['benchmark_exit'] = exit;
+            statement['benchmark_pnl'] = (0, shared_1.floor)(balance * pnl, (0, shared_1.precision)(entry));
+            statement['benchmark_pnl_pp'] = (0, shared_1.floor)(pnl * 100, 2);
+            statement['benchmark_drawdown_pp'] = (0, shared_1.floor)(dd * 100, 2);
+        }));
+    };
+}
+exports.benchmark = benchmark;
+function equity(instrument) {
+    return (session) => {
+        const statement = session.useStatement('benchmark');
+        let balance, min, max;
+        let dd = 0;
+        let equity = 0;
+        return (0, rxjs_1.combineLatest)([
+            session.orderbook(instrument),
+            session.balance(instrument.base),
+            session.balance(instrument.quote),
+            session.positions(instrument)
+        ]).pipe((0, rxjs_1.tap)(([, , quote]) => {
+            if (!balance) {
+                balance = quote.total;
+            }
+        }), (0, rxjs_1.map)(([orderbook, base, quote, positions]) => orderbook.instrument.quote.fixed(quote.total +
+            base.total * orderbook.bestBidRate +
+            positions.reduce((agg, position) => agg + position.calculatePnL(orderbook.bestBidRate), 0))), (0, rxjs_1.tap)(it => {
+            if (!min) {
+                min = it;
+            }
+            else {
+                min = Math.min(min, it);
+            }
+            if (!max) {
+                max = it;
+            }
+            else {
+                max = Math.max(max, it);
+            }
+            equity = it;
+        }), (0, indicator_1.drawdown)(it => it), (0, rxjs_1.tap)(it => (dd = it)), (0, rxjs_1.finalize)(() => {
+            const pnl = equity / balance - 1;
+            const scale = (0, shared_1.precision)(equity);
+            statement['equity'] = equity;
+            statement['equity_min'] = min;
+            statement['equity_max'] = max;
+            statement['equity_pnl'] = (0, shared_1.floor)(balance * pnl, scale);
+            statement['equity_pnl_pp'] = (0, shared_1.floor)(pnl * 100, 2);
+            statement['equity_drawdown_pp'] = (0, shared_1.floor)(dd * 100, 2);
+        }));
+    };
+}
+exports.equity = equity;
+//# sourceMappingURL=session-statement.js.map

package/dist/session/session-statement.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"session-statement.js","sourceRoot":"","sources":["../../src/session/session-statement.ts"],"names":[],"mappings":";;;AAEA,+BAA+D;AAC/D,4CAAwC;AACxC,sCAA6C;AAE7C,SAAgB,MAAM;IACpB,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,MAAM,GAAG,OAAO,CAAC,YAAY,CAAC,QAAQ,CAAC,CAAC;QAE9C,OAAO,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAChC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,CAAC,MAAM,CAAC,EAAE,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,EACvE,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,IAAI,GAAG,IAAI,IAAI,CAAC,EAAE,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,CAChE,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAVD,wBAUC;AAED,SAAgB,SAAS,CAAC,UAA8B;IACtD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,KAAa,EAAE,IAAY,CAAC;QACjD,IAAI,EAAE,GAAG,CAAC,CAAC;QAEX,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,IAAI,CAChC,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,OAAO,CAAC,EAC1B,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,CACrB;SACF,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,KAAK,CAAC,EAAE,EAAE;YACzB,MAAM,KAAK,GAAG,SAAS,CAAC,OAAO,CAAC;YAEhC,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;YAED,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,KAAK,CAAC;aACf;YAED,IAAI,GAAG,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,IAAI,GAAG,KAAK,GAAG,CAAC,CAAC;YAE7B,SAAS,CAAC,iBAAiB,CAAC,GAAG,KAAK,CAAC;YACrC,SAAS,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC;YACnC,SAAS,CAAC,eAAe,CAAC,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,IAAA,kBAAS,EAAC,KAAK,CAAC,CAAC,CAAC;YACpE,SAAS,CAAC,kBAAkB,CAAC,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YACpD,SAAS,CAAC,uBAAuB,CAAC,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QAC1D,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvCD,8BAuCC;AAED,SAAgB,MAAM,CAAC,UAA8B;IACnD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,GAAW,EAAE,GAAW,CAAC;QAC9C,IAAI,EAAE,GAAG,CAAC,CAAC;QACX,IAAI,MAAM,GAAG,CAAC,CAAC;QAEf,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI,CAAC;YAChC,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;SAC9B,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,CAAC,EAAE,EAAE;YAClB,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;QACH,CAAC,CAAC,EACF,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,SAAS,CAAC,EAAE,EAAE,CAC1C,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAC9B,KAAK,CAAC,KAAK;YACT,IAAI,CAAC,KAAK,GAAG,SAAS,CAAC,WAAW;YAClC,SAAS,CAAC,MAAM,CACd,CAAC,GAAG,EAAE,QAAQ,EAAE,EAAE,CAAC,GAAG,GAAG,QAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,WAAW,CAAC,EACrE,CAAC,CACF,CACJ,CACF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,MAAM,GAAG,EAAE,CAAC;QACd,CAAC,CAAC,EACF,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,EACpB,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,GAAG,OAAO,GAAG,CAAC,CAAC;YACjC,MAAM,KAAK,GAAG,IAAA,kBAAS,EAAC,MAAM,CAAC,CAAC;YAEhC,SAAS,CAAC,QAAQ,CAAC,GAAG,MAAM,CAAC;YAC7B,SAAS,CAAC,YAAY,CAAC,GAAG,GAAG,CAAC;YAC9B,SAAS,CAAC,YAAY,CAAC,GAAG,GAAG,CAAC;YAC9B,SAAS,CAAC,YAAY,CAAC,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,KAAK,CAAC,CAAC;YACtD,SAAS,CAAC,eAAe,CAAC,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YACjD,SAAS,CAAC,oBAAoB,CAAC,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QACvD,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA3DD,wBA2DC"}

package/dist/session/session.d.ts

@@ -11,13 +11,13 @@ export declare class Session {
     readonly descriptor?: SessionDescriptor;
     private initialized;
     private subscription;
-    private behaviour;
     private worker;
     get timestamp(): number;
+    readonly statement: Record<string, Record<string, any>>;
     constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
     awake(): Promise<void>;
     dispose(): Promise<void>;
-    statement(output: Record<string, any>): void;
+    useStatement(section: string): Record<string, any>;
     useMeasure<T extends {
         timestamp: number;
     }>(params: {

package/dist/session/session.js

@@ -4,8 +4,7 @@ exports.Session = void 0;
 const operators_1 = require("rxjs/operators");
 const domain_1 = require("../domain");
 const rxjs_1 = require("rxjs");
-const behaviour_1 = require("../behaviour");
-const common_1 = require("../common");
+const shared_1 = require("../shared");
 const trade_1 = require("../domain/trade");
 const adapter_1 = require("../adapter");
 class Session {
@@ -14,28 +13,23 @@ class Session {
         this.aggregate = aggregate;
         this.descriptor = descriptor;
         this.initialized = false;
-        this.worker = new common_1.Worker();
+        this.worker = new shared_1.Worker();
+        this.statement = {};
+        if (descriptor && !descriptor.id) {
+            descriptor.id = (0, shared_1.now)();
+        }
     }
     get timestamp() {
         return this.store.snapshot.timestamp;
     }
     async awake() {
-        var _a;
         if (this.initialized) {
             return;
         }
         this.initialized = true;
         await this.aggregate.awake(this.descriptor != null);
-        if ((_a = this.descriptor) === null || _a === void 0 ? void 0 : _a.behaviour) {
-            if (this.descriptor.behaviour instanceof Function) {
-                this.behaviour = new behaviour_1.FunctionBehaviour(this.descriptor.behaviour);
-            }
-            else {
-                this.behaviour = Array.isArray(this.descriptor.behaviour)
-                    ? new behaviour_1.CombinedBehaviour(this.descriptor.behaviour)
-                    : this.descriptor.behaviour;
-            }
-            this.subscription = this.behaviour.describe(this).subscribe();
+        if (this.descriptor.describe) {
+            this.subscription = this.descriptor.describe(this).subscribe();
         }
     }
     async dispose() {
@@ -49,12 +43,9 @@ class Session {
         await this.aggregate.dispose();
         await this.worker.wait();
     }
-    statement(output) {
+    useStatement(section) {
         var _a;
-        if (!((_a = this.behaviour) === null || _a === void 0 ? void 0 : _a.statement)) {
-            return;
-        }
-        this.behaviour.statement(output);
+        return (_a = this.statement[section]) !== null && _a !== void 0 ? _a : (this.statement[section] = {});
     }
     useMeasure(params, defaultValue = undefined) {
         var _a;

package/dist/session/session.js.map

@@ -1 +1 @@
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package/dist/session/session.spec.js

@@ -2,11 +2,11 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 const event_1 = require("../store/event");
 const domain_1 = require("../domain");
-const common_1 = require("../common");
+const shared_1 = require("../shared");
 const bin_1 = require("../bin");
 describe('session tests', () => {
     const descriptor = {
-        id: (0, common_1.now)(),
+        id: (0, shared_1.now)(),
         adapter: []
     };
     test('should trigger once', done => {
@@ -21,7 +21,7 @@ describe('session tests', () => {
             },
             complete: done()
         });
-        session.store.dispatch(new event_1.InstrumentPatchEvent((0, common_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commision(0, 0), ''), new event_1.InstrumentPatchEvent((0, common_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commision(0, 0), ''));
+        session.store.dispatch(new event_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commission(0, 0), ''), new event_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commission(0, 0), ''));
     });
 });
 //# sourceMappingURL=session.spec.js.map

package/dist/session/session.spec.js.map

@@ -1 +1 @@
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+{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/session/session.spec.ts"],"names":[],"mappings":";;AAAA,0CAAsD;AACtD,sCAA8C;AAC9C,sCAAgC;AAEhC,gCAA+B;AAI/B,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAA,WAAK,EAAC,UAAU,EAAE;YAChC,OAAO,EAAE;gBACP,CAAC,aAAa,CAAC,EAAE,IAAI;aACtB;SACF,CAAC,CAAC;QAEH,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/{common → shared}/datetime.js.map

@@ -1 +1 @@
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package/dist/{common → shared}/decimals.js.map

@@ -1 +1 @@
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package/dist/{common → shared}/decimals.spec.js.map

@@ -1 +1 @@
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+{"version":3,"file":"decimals.spec.js","sourceRoot":"","sources":["../../src/shared/decimals.spec.ts"],"names":[],"mappings":";;AAAA,yCAA2D;AAE3D,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,qBAAqB,EAAE,GAAG,EAAE;QAC/B,MAAM,CAAC,IAAA,oBAAS,EAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACnC,MAAM,CAAC,IAAA,oBAAS,EAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,oBAAS,EAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,IAAA,oBAAS,EAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,IAAA,oBAAS,EAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAClC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,gBAAK,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,gBAAK,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,gBAAK,EAAC,WAAW,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QAClD,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,YAAY,EAAE,GAAG,EAAE;QACtB,MAAM,CAAC,IAAA,eAAI,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACpC,MAAM,CAAC,IAAA,eAAI,EAAC,WAAW,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QACjD,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/{common → shared}/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/common/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,6CAA2B;AAC3B,2CAAyB;AACzB,6CAA2B;AAC3B,uCAAqB;AACrB,0CAAwB;AACxB,2CAAyB;AACzB,2CAAyB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,6CAA2B;AAC3B,2CAAyB;AACzB,6CAA2B;AAC3B,uCAAqB;AACrB,0CAAwB;AACxB,2CAAyB;AACzB,2CAAyB"}

package/dist/shared/io.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"io.js","sourceRoot":"","sources":["../../src/shared/io.ts"],"names":[],"mappings":";;;AAEA,SAAgB,gBAAgB;IAC9B,OAAO,eAAe,CAAC;AACzB,CAAC;AAFD,4CAEC"}

package/dist/{common → shared}/logger.js.map

@@ -1 +1 @@
-{"version":3,"file":"logger.js","sourceRoot":"","sources":["../../src/common/logger.ts"],"names":[],"mappings":";;;AAAA,MAAa,MAAM;;AAAnB,wBAQC;AAPe,WAAI,GAAG,OAAO,IAAI,OAAO,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAC7D,UAAG,GAAG,OAAO,IAAI,OAAO,CAAC,GAAG,IAAI,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAC1D,YAAK,GAAG,OAAO,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAChE,WAAI,GAAG,OAAO,IAAI,OAAO,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAC7D,YAAK,GAAG,OAAO,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAChE,aAAM,GAAG,OAAO,IAAI,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AACnE,YAAK,GAAG,OAAO,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC"}
+{"version":3,"file":"logger.js","sourceRoot":"","sources":["../../src/shared/logger.ts"],"names":[],"mappings":";;;AAAA,MAAa,MAAM;;AAAnB,wBAQC;AAPe,WAAI,GAAG,OAAO,IAAI,OAAO,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAC7D,UAAG,GAAG,OAAO,IAAI,OAAO,CAAC,GAAG,IAAI,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAC1D,YAAK,GAAG,OAAO,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAChE,WAAI,GAAG,OAAO,IAAI,OAAO,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAC7D,YAAK,GAAG,OAAO,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAChE,aAAM,GAAG,OAAO,IAAI,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AACnE,YAAK,GAAG,OAAO,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC"}

package/dist/{common → shared}/policy.js.map

@@ -1 +1 @@
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package/dist/{common → shared}/policy.spec.js.map

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package/dist/{common → shared}/topic.js.map

@@ -1 +1 @@
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