@quantform/core 0.3.229 → 0.3.230

package/dist/domain/candle.d.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 export declare class Candle {
     timestamp: timestamp;
     open: number;

package/dist/domain/candle.spec.js

@@ -3,14 +3,14 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const rxjs_1 = require("rxjs");
 const operators_1 = require("rxjs/operators");
 const event_1 = require("../store/event");
-const common_1 = require("../common");
+const shared_1 = require("../shared");
 const candle_1 = require("./candle");
 const candle_builder_1 = require("./candle-builder");
 const instrument_1 = require("./instrument");
 const timeframe_1 = require("./timeframe");
 describe('candle tests', () => {
     test('should instantiate valid candle', () => {
-        const timestamp = (0, common_1.now)();
+        const timestamp = (0, shared_1.now)();
         const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
         expect(sut.timestamp).toEqual(timestamp);
         expect(sut.open).toEqual(2);

package/dist/domain/{commision.d.ts → commission.d.ts}

@@ -1,4 +1,4 @@
-export declare class Commision {
+export declare class Commission {
     readonly makerRate: number;
     readonly takerRate: number;
     constructor(makerRate: number, takerRate: number);
@@ -7,4 +7,4 @@ export declare class Commision {
     applyMakerFee(value: number): number;
     applyTakerFee(value: number): number;
 }
-export declare function commisionPercentOf(maker: number, taker: number): Commision;
+export declare function commissionPercentOf(maker: number, taker: number): Commission;

package/dist/domain/{commision.js → commission.js}

@@ -1,7 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.commisionPercentOf = exports.Commision = void 0;
-class Commision {
+exports.commissionPercentOf = exports.Commission = void 0;
+class Commission {
     constructor(makerRate, takerRate) {
         this.makerRate = makerRate;
         this.takerRate = takerRate;
@@ -19,9 +19,9 @@ class Commision {
         return value - this.calculateTakerFee(value);
     }
 }
-exports.Commision = Commision;
-function commisionPercentOf(maker, taker) {
-    return new Commision(maker / 100.0, taker / 100.0);
+exports.Commission = Commission;
+function commissionPercentOf(maker, taker) {
+    return new Commission(maker / 100.0, taker / 100.0);
 }
-exports.commisionPercentOf = commisionPercentOf;
-//# sourceMappingURL=commision.js.map
+exports.commissionPercentOf = commissionPercentOf;
+//# sourceMappingURL=commission.js.map

package/dist/domain/commission.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"commission.js","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":";;;AAAA,MAAa,UAAU;IACrB,YAAqB,SAAiB,EAAW,SAAiB;QAA7C,cAAS,GAAT,SAAS,CAAQ;QAAW,cAAS,GAAT,SAAS,CAAQ;IAAG,CAAC;IAEtE,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;CACF;AAlBD,gCAkBC;AAED,SAAgB,mBAAmB,CAAC,KAAa,EAAE,KAAa;IAC9D,OAAO,IAAI,UAAU,CAAC,KAAK,GAAG,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC,CAAC;AACtD,CAAC;AAFD,kDAEC"}

package/dist/domain/component.d.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 export interface Component {
     timestamp: timestamp;
 }

package/dist/domain/index.d.ts

@@ -3,7 +3,7 @@ export * from './instrument';
 export * from './balance';
 export * from './order';
 export * from './orderbook';
-export * from './commision';
+export * from './commission';
 export * from './component';
 export * from './candle';
 export * from './candle-builder';

package/dist/domain/index.js

@@ -15,7 +15,7 @@ __exportStar(require("./instrument"), exports);
 __exportStar(require("./balance"), exports);
 __exportStar(require("./order"), exports);
 __exportStar(require("./orderbook"), exports);
-__exportStar(require("./commision"), exports);
+__exportStar(require("./commission"), exports);
 __exportStar(require("./component"), exports);
 __exportStar(require("./candle"), exports);
 __exportStar(require("./candle-builder"), exports);

package/dist/domain/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0CAAwB;AACxB,+CAA6B;AAC7B,4CAA0B;AAC1B,0CAAwB;AACxB,8CAA4B;AAC5B,8CAA4B;AAC5B,8CAA4B;AAC5B,2CAAyB;AACzB,mDAAiC;AACjC,8CAA4B;AAC5B,6CAA2B;AAC3B,0CAAwB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0CAAwB;AACxB,+CAA6B;AAC7B,4CAA0B;AAC1B,0CAAwB;AACxB,8CAA4B;AAC5B,+CAA6B;AAC7B,8CAA4B;AAC5B,2CAAyB;AACzB,mDAAiC;AACjC,8CAA4B;AAC5B,6CAA2B;AAC3B,0CAAwB"}

package/dist/domain/instrument.d.ts

@@ -1,6 +1,6 @@
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 import { Asset, AssetSelector } from './asset';
-import { Commision } from './commision';
+import { Commission } from './commission';
 import { Component } from './component';
 export declare class InstrumentSelector {
     private readonly id;
@@ -14,7 +14,7 @@ export declare class Instrument extends InstrumentSelector implements Component
     readonly quote: Asset;
     readonly raw: string;
     timestamp: timestamp;
-    commision: Commision;
+    commission: Commission;
     cross: Instrument;
     leverage?: number;
     constructor(base: Asset, quote: Asset, raw: string);

package/dist/domain/order.d.ts

@@ -1,6 +1,6 @@
 import { Component } from './component';
 import { InstrumentSelector } from './instrument';
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 export declare type OrderSide = 'SELL' | 'BUY';
 export declare type OrderType = 'MARKET' | 'LIMIT' | 'STOP-MARKET' | 'STOP-LIMIT';
 export declare type OrderState = 'NEW' | 'PENDING' | 'FILLED' | 'CANCELING' | 'CANCELED' | 'REJECTED';

package/dist/domain/orderbook.d.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 import { Instrument } from '../domain';
 import { Component } from './component';
 export declare class Orderbook implements Component {

package/dist/domain/position.d.ts

@@ -1,6 +1,6 @@
 import { Instrument } from '../domain';
 import { Component } from './component';
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 import { Observable } from 'rxjs';
 export declare type PositionMode = 'CROSS' | 'ISOLATED';
 export declare class Position implements Component {

package/dist/domain/position.js

@@ -1,7 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.positionsFlat = exports.Position = void 0;
-const common_1 = require("../common");
+const shared_1 = require("../shared");
 const operators_1 = require("rxjs/operators");
 class Position {
     constructor(id, instrument) {
@@ -14,7 +14,7 @@ class Position {
         return this.instrument.quote.ceil((Math.abs(this.size) * this.averageExecutionRate) / this.leverage);
     }
     calculatePnL(rate) {
-        this.estimatedUnrealizedPnL = (0, common_1.pnl)(this.averageExecutionRate, rate, this.size);
+        this.estimatedUnrealizedPnL = (0, shared_1.pnl)(this.averageExecutionRate, rate, this.size);
         return this.estimatedUnrealizedPnL;
     }
     toString() {
@@ -28,7 +28,7 @@ function positionsFlat() {
             if (it.length > 1) {
                 return {
                     size: it.reduce((aggregate, position) => aggregate + position.size, 0),
-                    rate: (0, common_1.weightedMean)(it.map(x => x.averageExecutionRate), it.map(x => x.size))
+                    rate: (0, shared_1.weightedMean)(it.map(x => x.averageExecutionRate), it.map(x => x.size))
                 };
             }
             if (it.length == 1) {

package/dist/domain/trade.d.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 import { Instrument } from '.';
 import { Component } from './component';
 export declare class Trade implements Component {

package/dist/index.d.ts

@@ -1,5 +1,4 @@
-export * from './behaviour';
-export * from './common';
+export * from './shared';
 export * from './domain';
 export * from './adapter';
 export * from './adapter/backtester';

package/dist/index.js

@@ -10,8 +10,7 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./behaviour"), exports);
-__exportStar(require("./common"), exports);
+__exportStar(require("./shared"), exports);
 __exportStar(require("./domain"), exports);
 __exportStar(require("./adapter"), exports);
 __exportStar(require("./adapter/backtester"), exports);

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA4B;AAC5B,2CAAyB;AAEzB,2CAAyB;AAEzB,4CAA0B;AAC1B,uDAAqC;AACrC,kDAAgC;AAEhC,8CAA4B;AAC5B,4CAA0B;AAC1B,4CAA0B;AAE1B,0CAAwB;AACxB,gDAA8B;AAE9B,wCAAsB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,2CAAyB;AACzB,2CAAyB;AACzB,4CAA0B;AAC1B,uDAAqC;AACrC,kDAAgC;AAChC,8CAA4B;AAC5B,4CAA0B;AAC1B,4CAA0B;AAC1B,0CAAwB;AACxB,gDAA8B;AAC9B,wCAAsB"}

package/dist/indicator/truerange.spec.js

@@ -4,16 +4,16 @@ const rxjs_1 = require("rxjs");
 const domain_1 = require("../domain");
 const truerange_1 = require("./truerange");
 const sma_1 = require("./sma");
-const common_1 = require("../common");
+const shared_1 = require("../shared");
 describe('truerange atr tests', () => {
     test('should return expected value', done => {
         let value;
         (0, rxjs_1.from)([
-            new domain_1.Candle((0, common_1.now)(), 18127.81, 18149.75, 18100.0, 18136.17),
-            new domain_1.Candle((0, common_1.now)(), 18136.17, 18136.18, 18089.75, 18092.15),
-            new domain_1.Candle((0, common_1.now)(), 18092.15, 18120.03, 18081.0, 18082.39),
-            new domain_1.Candle((0, common_1.now)(), 18082.39, 18087.04, 18041.0, 18065.4),
-            new domain_1.Candle((0, common_1.now)(), 18066.11, 18079.15, 18041.0, 18046.47)
+            new domain_1.Candle((0, shared_1.now)(), 18127.81, 18149.75, 18100.0, 18136.17),
+            new domain_1.Candle((0, shared_1.now)(), 18136.17, 18136.18, 18089.75, 18092.15),
+            new domain_1.Candle((0, shared_1.now)(), 18092.15, 18120.03, 18081.0, 18082.39),
+            new domain_1.Candle((0, shared_1.now)(), 18082.39, 18087.04, 18041.0, 18065.4),
+            new domain_1.Candle((0, shared_1.now)(), 18066.11, 18079.15, 18041.0, 18046.47)
         ])
             .pipe((0, truerange_1.truerange)(it => it), (0, sma_1.sma)(4, ([, it]) => it))
             .subscribe({

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

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

@@ -1 +1 @@
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