@quantform/core 0.3.229 → 0.3.230
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/adapter/adapter-aggregate.js +3 -3
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/adapter.d.ts +4 -4
- package/dist/adapter/adapter.event.d.ts +1 -1
- package/dist/adapter/adapter.event.js +1 -1
- package/dist/adapter/adapter.js +3 -3
- package/dist/adapter/backtester/backtester-adapter.d.ts +2 -2
- package/dist/adapter/backtester/backtester-adapter.js +3 -3
- package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.d.ts +1 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts +1 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +1 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
- package/dist/adapter/paper/{model/paper-model.d.ts → executor/paper-executor.d.ts} +1 -1
- package/dist/adapter/paper/{model/paper-model.js → executor/paper-executor.js} +4 -4
- package/dist/adapter/paper/executor/paper-executor.js.map +1 -0
- package/dist/adapter/paper/{model/paper-margin-model.d.ts → executor/paper-margin-executor.d.ts} +2 -2
- package/dist/adapter/paper/{model/paper-margin-model.js → executor/paper-margin-executor.js} +11 -11
- package/dist/adapter/paper/executor/paper-margin-executor.js.map +1 -0
- package/dist/adapter/paper/{model/paper-spot-model.d.ts → executor/paper-spot-executor.d.ts} +3 -3
- package/dist/adapter/paper/{model/paper-spot-model.js → executor/paper-spot-executor.js} +7 -7
- package/dist/adapter/paper/executor/paper-spot-executor.js.map +1 -0
- package/dist/adapter/paper/index.d.ts +2 -2
- package/dist/adapter/paper/index.js +2 -2
- package/dist/adapter/paper/index.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.d.ts +3 -3
- package/dist/adapter/paper/paper-adapter.js +6 -6
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.spec.js +2 -2
- package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
- package/dist/bin.js +3 -4
- package/dist/bin.js.map +1 -1
- package/dist/domain/asset.js +1 -1
- package/dist/domain/balance.d.ts +1 -1
- package/dist/domain/balance.js +1 -3
- package/dist/domain/balance.js.map +1 -1
- package/dist/domain/candle-builder.d.ts +1 -1
- package/dist/domain/candle.d.ts +1 -1
- package/dist/domain/candle.spec.js +2 -2
- package/dist/domain/{commision.d.ts → commission.d.ts} +2 -2
- package/dist/domain/{commision.js → commission.js} +7 -7
- package/dist/domain/commission.js.map +1 -0
- package/dist/domain/component.d.ts +1 -1
- package/dist/domain/index.d.ts +1 -1
- package/dist/domain/index.js +1 -1
- package/dist/domain/index.js.map +1 -1
- package/dist/domain/instrument.d.ts +3 -3
- package/dist/domain/order.d.ts +1 -1
- package/dist/domain/orderbook.d.ts +1 -1
- package/dist/domain/position.d.ts +1 -1
- package/dist/domain/position.js +3 -3
- package/dist/domain/trade.d.ts +1 -1
- package/dist/index.d.ts +1 -2
- package/dist/index.js +1 -2
- package/dist/index.js.map +1 -1
- package/dist/indicator/truerange.spec.js +6 -6
- package/dist/session/index.d.ts +1 -0
- package/dist/session/index.js +1 -0
- package/dist/session/index.js.map +1 -1
- package/dist/session/session-descriptor.d.ts +2 -3
- package/dist/session/session-statement.d.ts +5 -0
- package/dist/session/session-statement.js +87 -0
- package/dist/session/session-statement.js.map +1 -0
- package/dist/session/session.d.ts +2 -2
- package/dist/session/session.js +10 -19
- package/dist/session/session.js.map +1 -1
- package/dist/session/session.spec.js +3 -3
- package/dist/session/session.spec.js.map +1 -1
- package/dist/{common → shared}/datetime.d.ts +0 -0
- package/dist/{common → shared}/datetime.js +0 -0
- package/dist/{common → shared}/datetime.js.map +1 -1
- package/dist/{common → shared}/decimals.d.ts +0 -0
- package/dist/{common → shared}/decimals.js +0 -0
- package/dist/{common → shared}/decimals.js.map +1 -1
- package/dist/{common → shared}/decimals.spec.d.ts +0 -0
- package/dist/{common → shared}/decimals.spec.js +0 -0
- package/dist/{common → shared}/decimals.spec.js.map +1 -1
- package/dist/{common → shared}/index.d.ts +0 -0
- package/dist/{common → shared}/index.js +0 -0
- package/dist/{common → shared}/index.js.map +1 -1
- package/dist/{common → shared}/io.d.ts +0 -0
- package/dist/{common → shared}/io.js +0 -0
- package/dist/shared/io.js.map +1 -0
- package/dist/{common → shared}/logger.d.ts +0 -0
- package/dist/{common → shared}/logger.js +0 -0
- package/dist/{common → shared}/logger.js.map +1 -1
- package/dist/{common → shared}/policy.d.ts +0 -0
- package/dist/{common → shared}/policy.js +0 -0
- package/dist/{common → shared}/policy.js.map +1 -1
- package/dist/{common → shared}/policy.spec.d.ts +0 -0
- package/dist/{common → shared}/policy.spec.js +0 -0
- package/dist/{common → shared}/policy.spec.js.map +1 -1
- package/dist/{common → shared}/topic.d.ts +0 -0
- package/dist/{common → shared}/topic.js +0 -0
- package/dist/{common → shared}/topic.js.map +1 -1
- package/dist/{common → shared}/topic.spec.d.ts +0 -0
- package/dist/{common → shared}/topic.spec.js +0 -0
- package/dist/{common → shared}/topic.spec.js.map +1 -1
- package/dist/{common → shared}/worker.d.ts +0 -0
- package/dist/{common → shared}/worker.js +0 -0
- package/dist/{common → shared}/worker.js.map +1 -1
- package/dist/{common → shared}/worker.spec.d.ts +0 -0
- package/dist/{common → shared}/worker.spec.js +0 -0
- package/dist/{common → shared}/worker.spec.js.map +1 -1
- package/dist/storage/measurement.d.ts +1 -1
- package/dist/store/event/store-balance.event.d.ts +1 -1
- package/dist/store/event/store-balance.event.js +1 -1
- package/dist/store/event/store-balance.event.spec.js +3 -3
- package/dist/store/event/store-balance.event.spec.js.map +1 -1
- package/dist/store/event/store-candle.event.d.ts +1 -1
- package/dist/store/event/store-candle.event.js +1 -1
- package/dist/store/event/store-candle.event.spec.js +2 -2
- package/dist/store/event/store-instrument.event.d.ts +4 -4
- package/dist/store/event/store-instrument.event.js +3 -3
- package/dist/store/event/store-instrument.event.js.map +1 -1
- package/dist/store/event/store-instrument.event.spec.js +3 -3
- package/dist/store/event/store-instrument.event.spec.js.map +1 -1
- package/dist/store/event/store-order.event.d.ts +1 -1
- package/dist/store/event/store-order.event.js +1 -1
- package/dist/store/event/store-order.event.spec.js +2 -2
- package/dist/store/event/store-orderbook.event.d.ts +1 -1
- package/dist/store/event/store-orderbook.event.js +1 -1
- package/dist/store/event/store-position.event.d.ts +1 -1
- package/dist/store/event/store-position.event.js +1 -1
- package/dist/store/event/store-trade.event.d.ts +1 -1
- package/dist/store/event/store-trade.event.js +1 -1
- package/dist/store/event/store-trade.event.spec.js +5 -5
- package/dist/store/event/store.event.d.ts +1 -1
- package/dist/store/store.d.ts +1 -1
- package/dist/store/store.js +1 -1
- package/dist/store/store.state.d.ts +1 -1
- package/dist/tests/backtester-adapter.spec.js +5 -5
- package/dist/tests/backtester-adapter.spec.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +1 -1
- package/src/adapter/adapter-aggregate.ts +4 -2
- package/src/adapter/adapter.event.ts +2 -2
- package/src/adapter/adapter.ts +4 -4
- package/src/adapter/backtester/backtester-adapter.ts +4 -4
- package/src/adapter/backtester/backtester-cursor.ts +1 -1
- package/src/adapter/backtester/backtester-streamer.spec.ts +1 -1
- package/src/adapter/backtester/backtester-streamer.ts +1 -1
- package/src/adapter/paper/{model/paper-model.ts → executor/paper-executor.ts} +1 -1
- package/src/adapter/paper/{model/paper-margin-model.ts → executor/paper-margin-executor.ts} +4 -4
- package/src/adapter/paper/{model/paper-spot-model.ts → executor/paper-spot-executor.ts} +5 -5
- package/src/adapter/paper/index.ts +2 -2
- package/src/adapter/paper/paper-adapter.spec.ts +4 -4
- package/src/adapter/paper/paper-adapter.ts +8 -8
- package/src/bin.ts +2 -4
- package/src/domain/asset.ts +2 -2
- package/src/domain/balance.ts +3 -5
- package/src/domain/candle-builder.ts +1 -1
- package/src/domain/candle.spec.ts +1 -1
- package/src/domain/candle.ts +1 -1
- package/src/domain/{commision.ts → commission.ts} +3 -3
- package/src/domain/component.ts +1 -1
- package/src/domain/index.ts +1 -1
- package/src/domain/instrument.ts +3 -3
- package/src/domain/order.ts +1 -1
- package/src/domain/orderbook.ts +1 -1
- package/src/domain/position.ts +2 -2
- package/src/domain/trade.ts +1 -1
- package/src/index.ts +1 -7
- package/src/indicator/truerange.spec.ts +1 -1
- package/src/session/index.ts +1 -0
- package/src/session/session-descriptor.ts +35 -6
- package/src/session/session-statement.ts +119 -0
- package/src/session/session.spec.ts +6 -4
- package/src/session/session.ts +62 -20
- package/src/{common → shared}/datetime.ts +0 -0
- package/src/{common → shared}/decimals.spec.ts +0 -0
- package/src/{common → shared}/decimals.ts +0 -0
- package/src/{common → shared}/index.ts +0 -0
- package/src/{common → shared}/io.ts +0 -0
- package/src/{common → shared}/logger.ts +0 -0
- package/src/{common → shared}/policy.spec.ts +0 -0
- package/src/{common → shared}/policy.ts +0 -0
- package/src/{common → shared}/topic.spec.ts +0 -0
- package/src/{common → shared}/topic.ts +0 -0
- package/src/{common → shared}/worker.spec.ts +0 -0
- package/src/{common → shared}/worker.ts +0 -0
- package/src/storage/measurement.ts +1 -1
- package/src/store/event/store-balance.event.spec.ts +3 -3
- package/src/store/event/store-balance.event.ts +2 -2
- package/src/store/event/store-candle.event.spec.ts +1 -1
- package/src/store/event/store-candle.event.ts +2 -2
- package/src/store/event/store-instrument.event.spec.ts +3 -3
- package/src/store/event/store-instrument.event.ts +5 -5
- package/src/store/event/store-order.event.spec.ts +1 -1
- package/src/store/event/store-order.event.ts +2 -2
- package/src/store/event/store-orderbook.event.ts +2 -2
- package/src/store/event/store-position.event.ts +2 -2
- package/src/store/event/store-trade.event.spec.ts +1 -1
- package/src/store/event/store-trade.event.ts +2 -2
- package/src/store/event/store.event.ts +1 -1
- package/src/store/store.state.ts +1 -1
- package/src/store/store.ts +1 -1
- package/src/tests/backtester-adapter.spec.ts +7 -7
- package/dist/adapter/paper/model/paper-margin-model.js.map +0 -1
- package/dist/adapter/paper/model/paper-model.js.map +0 -1
- package/dist/adapter/paper/model/paper-spot-model.js.map +0 -1
- package/dist/behaviour/behaviour.d.ts +0 -6
- package/dist/behaviour/behaviour.js +0 -3
- package/dist/behaviour/behaviour.js.map +0 -1
- package/dist/behaviour/combined-behaviour.d.ts +0 -14
- package/dist/behaviour/combined-behaviour.js +0 -26
- package/dist/behaviour/combined-behaviour.js.map +0 -1
- package/dist/behaviour/index.d.ts +0 -3
- package/dist/behaviour/index.js +0 -16
- package/dist/behaviour/index.js.map +0 -1
- package/dist/behaviour/statement/benchmark-statement.behaviour.d.ts +0 -15
- package/dist/behaviour/statement/benchmark-statement.behaviour.js +0 -41
- package/dist/behaviour/statement/benchmark-statement.behaviour.js.map +0 -1
- package/dist/behaviour/statement/equity-statement.behaviour.d.ts +0 -15
- package/dist/behaviour/statement/equity-statement.behaviour.js +0 -54
- package/dist/behaviour/statement/equity-statement.behaviour.js.map +0 -1
- package/dist/behaviour/statement/index.d.ts +0 -1
- package/dist/behaviour/statement/index.js +0 -14
- package/dist/behaviour/statement/index.js.map +0 -1
- package/dist/behaviour/statement/period-statement.behaviour.d.ts +0 -9
- package/dist/behaviour/statement/period-statement.behaviour.js +0 -20
- package/dist/behaviour/statement/period-statement.behaviour.js.map +0 -1
- package/dist/behaviour/statement/statement.behaviour.d.ts +0 -7
- package/dist/behaviour/statement/statement.behaviour.js +0 -19
- package/dist/behaviour/statement/statement.behaviour.js.map +0 -1
- package/dist/common/io.js.map +0 -1
- package/dist/domain/commision.js.map +0 -1
- package/src/behaviour/behaviour.ts +0 -7
- package/src/behaviour/combined-behaviour.ts +0 -23
- package/src/behaviour/index.ts +0 -3
- package/src/behaviour/statement/benchmark-statement.behaviour.ts +0 -53
- package/src/behaviour/statement/equity-statement.behaviour.ts +0 -71
- package/src/behaviour/statement/index.ts +0 -1
- package/src/behaviour/statement/period-statement.behaviour.ts +0 -26
- package/src/behaviour/statement/statement.behaviour.ts +0 -19
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{"version":3,"file":"topic.spec.js","sourceRoot":"","sources":["../../src/shared/topic.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,mCAAgD;AAEhD,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,IAAI,CAAC,qBAAqB,EAAE,GAAG,EAAE;QAS/B,MAAM,OAAO,GAAY;YACvB,OAAO,EAAE,CAAC;SACX,CAAC;QAGF,IAAM,cAAc,GAApB,MAAM,cAAc;YAApB;gBACE,SAAI,GAAG,WAAW,CAAC;YACrB,CAAC;SAAA,CAAA;QAFK,cAAc;YADnB,aAAK;WACA,cAAc,CAEnB;QAED,MAAM,mBAAoB,SAAQ,aAAqB;SAAG;QAC1D,MAAM,eAAgB,SAAQ,mBAAmB;YAE/C,SAAS,CAAC,KAAqB,EAAE,OAAgB;gBAC/C,OAAO,CAAC,OAAO,EAAE,CAAC;YACpB,CAAC;SACF;QAHC;YADC,IAAA,eAAO,EAAC,cAAc,CAAC;;6CACP,cAAc;;wDAE9B;QAGH,IAAI,eAAe,EAAE,CAAC,QAAQ,CAAC,IAAI,cAAc,EAAE,EAAE,OAAO,CAAC,CAAC;QAE9D,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAClC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
File without changes
|
|
File without changes
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"worker.js","sourceRoot":"","sources":["../../src/
|
|
1
|
+
{"version":3,"file":"worker.js","sourceRoot":"","sources":["../../src/shared/worker.ts"],"names":[],"mappings":";;;AAAA,mCAAsC;AAItC,MAAa,MAAO,SAAQ,qBAAY;IAAxC;;QACmB,UAAK,GAAG,IAAI,KAAK,EAAQ,CAAC;IAiD7C,CAAC;IA9CC,OAAO,CAAC,GAAS;QACf,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAErB,IAAI,CAAC,OAAO,EAAE,CAAC;IACjB,CAAC;IAED,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,MAAM,EAAE;YACtB,OAAO,OAAO,CAAC,OAAO,EAAE,CAAC;SAC1B;QAED,OAAO,IAAI,OAAO,CAAO,OAAO,CAAC,EAAE;YACjC,MAAM,QAAQ,GAAG,GAAG,EAAE;gBACpB,IAAI,IAAI,CAAC,KAAK,CAAC,MAAM,EAAE;oBACrB,OAAO;iBACR;gBAED,IAAI,CAAC,cAAc,CAAC,WAAW,EAAE,QAAQ,CAAC,CAAC;gBAE3C,OAAO,EAAE,CAAC;YACZ,CAAC,CAAC;YAEF,IAAI,CAAC,WAAW,CAAC,WAAW,EAAE,QAAQ,CAAC,CAAC;QAC1C,CAAC,CAAC,CAAC;IACL,CAAC;IAEO,OAAO;QACb,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,MAAM,EAAE;YACtB,OAAO;SACR;QAED,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE;YACjB,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;YAE7B,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;YAErB,IAAI,CAAC,OAAO,GAAG,MAAM,EAAE,CAAC,OAAO,CAAC,GAAG,EAAE;gBACnC,IAAI,CAAC,KAAK,CAAC,KAAK,EAAE,CAAC;gBAEnB,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC;gBAEpB,IAAI,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;gBACvB,IAAI,CAAC,OAAO,EAAE,CAAC;YACjB,CAAC,CAAC,CAAC;SACJ;IACH,CAAC;CACF;AAlDD,wBAkDC"}
|
|
File without changes
|
|
File without changes
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"worker.spec.js","sourceRoot":"","sources":["../../src/
|
|
1
|
+
{"version":3,"file":"worker.spec.js","sourceRoot":"","sources":["../../src/shared/worker.spec.ts"],"names":[],"mappings":";;AAAA,qCAAkC;AAElC,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,IAAI,CAAC,qBAAqB,EAAE,KAAK,IAAI,EAAE;QACrC,MAAM,GAAG,GAAG,IAAI,eAAM,EAAE,CAAC;QAEzB,IAAI,OAAO,GAAG,CAAC,EACb,SAAS,GAAG,CAAC,CAAC;QAEhB,GAAG,CAAC,WAAW,CAAC,SAAS,EAAE,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC;QAC5C,GAAG,CAAC,WAAW,CAAC,WAAW,EAAE,GAAG,EAAE,CAAC,SAAS,EAAE,CAAC,CAAC;QAEhD,GAAG,CAAC,OAAO,CACT,GAAG,EAAE,CACH,IAAI,OAAO,CAAO,OAAO,CAAC,EAAE;YAC1B,UAAU,CAAC,GAAG,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,CAAC;QACjC,CAAC,CAAC,CACL,CAAC;QAEF,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;QAEjB,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACxB,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -10,7 +10,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
|
|
|
10
10
|
};
|
|
11
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
12
|
exports.BalanceUnfreezEventHandler = exports.BalanceUnfreezEvent = exports.BalanceFreezEventHandler = exports.BalanceFreezEvent = exports.BalanceTransactEventHandler = exports.BalanceTransactEvent = exports.BalancePatchEventHandler = exports.BalancePatchEvent = void 0;
|
|
13
|
-
const topic_1 = require("../../
|
|
13
|
+
const topic_1 = require("../../shared/topic");
|
|
14
14
|
const asset_1 = require("../../domain/asset");
|
|
15
15
|
const balance_1 = require("../../domain/balance");
|
|
16
16
|
let BalancePatchEvent = class BalancePatchEvent {
|
|
@@ -3,17 +3,17 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
3
3
|
const domain_1 = require("../../domain");
|
|
4
4
|
const _1 = require(".");
|
|
5
5
|
const store_instrument_event_1 = require("./store-instrument.event");
|
|
6
|
-
const
|
|
6
|
+
const shared_1 = require("../../shared");
|
|
7
7
|
const __1 = require("..");
|
|
8
8
|
describe('balance event tests', () => {
|
|
9
9
|
test('should patch a store', () => {
|
|
10
10
|
const base = new domain_1.Asset('de30', 'cex', 2);
|
|
11
11
|
const quote = new domain_1.Asset('usd', 'cex', 2);
|
|
12
|
-
const timestamp = (0,
|
|
12
|
+
const timestamp = (0, shared_1.now)();
|
|
13
13
|
const store = new __1.Store();
|
|
14
14
|
let component;
|
|
15
15
|
store.changes$.subscribe(it => (component = it));
|
|
16
|
-
store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.
|
|
16
|
+
store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(0, 0), ''));
|
|
17
17
|
store.dispatch(new _1.BalancePatchEvent(base, 100, 0, timestamp));
|
|
18
18
|
const balance = store.snapshot.balance[base.toString()];
|
|
19
19
|
expect(balance).toEqual(component);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"store-balance.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-balance.event.spec.ts"],"names":[],"mappings":";;AAAA,
|
|
1
|
+
{"version":3,"file":"store-balance.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-balance.event.spec.ts"],"names":[],"mappings":";;AAAA,yCAAiD;AACjD,wBAAsC;AACtC,qEAAgE;AAChE,yCAAmC;AACnC,0BAA2B;AAE3B,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE;IACnC,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAC1B,IAAI,SAAS,CAAC;QAEd,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,SAAS,GAAG,EAAE,CAAC,CAAC,CAAC;QAEjD,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAC3E,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,oBAAiB,CAAC,IAAI,EAAE,GAAG,EAAE,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC;QAE/D,MAAM,OAAO,GAAG,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;QAExD,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACnC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAClC,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACnC,MAAM,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC7C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -13,7 +13,7 @@ exports.CandleEventHandler = exports.CandleEvent = void 0;
|
|
|
13
13
|
const store_trade_event_1 = require("./store-trade.event");
|
|
14
14
|
const store_orderbook_event_1 = require("./store-orderbook.event");
|
|
15
15
|
const domain_1 = require("../../domain");
|
|
16
|
-
const topic_1 = require("../../
|
|
16
|
+
const topic_1 = require("../../shared/topic");
|
|
17
17
|
let CandleEvent = class CandleEvent {
|
|
18
18
|
constructor(instrument, timeframe, open, high, low, close, volume, timestamp) {
|
|
19
19
|
this.instrument = instrument;
|
|
@@ -3,11 +3,11 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
3
3
|
const domain_1 = require("../../domain");
|
|
4
4
|
const _1 = require(".");
|
|
5
5
|
const store_state_1 = require("../store.state");
|
|
6
|
-
const
|
|
6
|
+
const shared_1 = require("../../shared");
|
|
7
7
|
const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
|
|
8
8
|
describe('candle patch event tests', () => {
|
|
9
9
|
test('should patch trade object', () => {
|
|
10
|
-
const timestamp = (0,
|
|
10
|
+
const timestamp = (0, shared_1.now)();
|
|
11
11
|
const state = new store_state_1.State();
|
|
12
12
|
state.universe.instrument[instrument.toString()] = instrument;
|
|
13
13
|
state.subscription.instrument[instrument.toString()] = instrument;
|
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { timestamp } from '../../
|
|
2
|
-
import { Asset,
|
|
1
|
+
import { timestamp } from '../../shared';
|
|
2
|
+
import { Asset, Commission } from '../../domain';
|
|
3
3
|
import { Instrument, InstrumentSelector } from '../../domain/instrument';
|
|
4
4
|
import { State } from '../../store';
|
|
5
5
|
import { StoreEvent } from './store.event';
|
|
@@ -7,11 +7,11 @@ export declare class InstrumentPatchEvent implements StoreEvent {
|
|
|
7
7
|
readonly timestamp: timestamp;
|
|
8
8
|
readonly base: Asset;
|
|
9
9
|
readonly quote: Asset;
|
|
10
|
-
readonly commision:
|
|
10
|
+
readonly commision: Commission;
|
|
11
11
|
readonly raw: string;
|
|
12
12
|
readonly leverage?: number;
|
|
13
13
|
type: string;
|
|
14
|
-
constructor(timestamp: timestamp, base: Asset, quote: Asset, commision:
|
|
14
|
+
constructor(timestamp: timestamp, base: Asset, quote: Asset, commision: Commission, raw: string, leverage?: number);
|
|
15
15
|
}
|
|
16
16
|
export declare function InstrumentPatchEventHandler(event: InstrumentPatchEvent, state: State): Instrument;
|
|
17
17
|
export declare class InstrumentSubscriptionEvent implements StoreEvent {
|
|
@@ -10,7 +10,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
|
|
|
10
10
|
};
|
|
11
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
12
|
exports.InstrumentSubscriptionEventHandler = exports.InstrumentSubscriptionEvent = exports.InstrumentPatchEventHandler = exports.InstrumentPatchEvent = void 0;
|
|
13
|
-
const topic_1 = require("../../
|
|
13
|
+
const topic_1 = require("../../shared/topic");
|
|
14
14
|
const domain_1 = require("../../domain");
|
|
15
15
|
const instrument_1 = require("../../domain/instrument");
|
|
16
16
|
let InstrumentPatchEvent = class InstrumentPatchEvent {
|
|
@@ -28,7 +28,7 @@ InstrumentPatchEvent = __decorate([
|
|
|
28
28
|
topic_1.event,
|
|
29
29
|
__metadata("design:paramtypes", [Number, domain_1.Asset,
|
|
30
30
|
domain_1.Asset,
|
|
31
|
-
domain_1.
|
|
31
|
+
domain_1.Commission, String, Number])
|
|
32
32
|
], InstrumentPatchEvent);
|
|
33
33
|
exports.InstrumentPatchEvent = InstrumentPatchEvent;
|
|
34
34
|
function InstrumentPatchEventHandler(event, state) {
|
|
@@ -41,7 +41,7 @@ function InstrumentPatchEventHandler(event, state) {
|
|
|
41
41
|
state.universe.instrument[selector.toString()] = instrument;
|
|
42
42
|
}
|
|
43
43
|
instrument.timestamp = event.timestamp;
|
|
44
|
-
instrument.
|
|
44
|
+
instrument.commission = event.commision;
|
|
45
45
|
if (event.leverage) {
|
|
46
46
|
instrument.leverage = event.leverage;
|
|
47
47
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"store-instrument.event.js","sourceRoot":"","sources":["../../../src/store/event/store-instrument.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,
|
|
1
|
+
{"version":3,"file":"store-instrument.event.js","sourceRoot":"","sources":["../../../src/store/event/store-instrument.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,yCAAiD;AACjD,wDAAyE;AAKzE,IAAa,oBAAoB,GAAjC,MAAa,oBAAoB;IAG/B,YACW,SAAoB,EACpB,IAAW,EACX,KAAY,EACZ,SAAqB,EACrB,GAAW,EACX,QAAiB;QALjB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAO;QACX,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAY;QACrB,QAAG,GAAH,GAAG,CAAQ;QACX,aAAQ,GAAR,QAAQ,CAAS;QAR5B,SAAI,GAAG,kBAAkB,CAAC;IASvB,CAAC;CACL,CAAA;AAXY,oBAAoB;IADhC,aAAK;6CAMa,cAAK;QACJ,cAAK;QACD,mBAAU;GAPrB,oBAAoB,CAWhC;AAXY,oDAAoB;AAajC,SAAgB,2BAA2B,CAAC,KAA2B,EAAE,KAAY;IACnF,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CACrC,KAAK,CAAC,IAAI,CAAC,IAAI,EACf,KAAK,CAAC,KAAK,CAAC,IAAI,EAChB,KAAK,CAAC,IAAI,CAAC,QAAQ,CACpB,CAAC;IAEF,IAAI,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChE,IAAI,CAAC,UAAU,EAAE;QACf,UAAU,GAAG,IAAI,uBAAU,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,KAAK,EAAE,KAAK,CAAC,GAAG,CAAC,CAAC;QAGhE,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,GAAG,KAAK,CAAC,IAAI,CAAC;QACzD,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC;QAC3D,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;KAC7D;IAED,UAAU,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACvC,UAAU,CAAC,UAAU,GAAG,KAAK,CAAC,SAAS,CAAC;IAExC,IAAI,KAAK,CAAC,QAAQ,EAAE;QAClB,UAAU,CAAC,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC;KACtC;IAED,OAAO,UAAU,CAAC;AACpB,CAAC;AAzBD,kEAyBC;AAGD,IAAa,2BAA2B,GAAxC,MAAa,2BAA2B;IAGtC,YACW,SAAoB,EACpB,UAA8B,EAC9B,UAAmB;QAFnB,cAAS,GAAT,SAAS,CAAW;QACpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,eAAU,GAAV,UAAU,CAAS;QAL9B,SAAI,GAAG,yBAAyB,CAAC;IAM9B,CAAC;CACL,CAAA;AARY,2BAA2B;IADvC,aAAK;6CAMmB,+BAAkB;GAL9B,2BAA2B,CAQvC;AARY,kEAA2B;AAUxC,SAAgB,kCAAkC,CAChD,KAAkC,EAClC,KAAY;IAEZ,MAAM,aAAa,GAAG,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAElD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE;QACjD,MAAM,IAAI,KAAK,CAAC,4CAA4C,aAAa,EAAE,CAAC,CAAC;KAC9E;IAED,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC;IAE5D,IAAI,KAAK,CAAC,UAAU,EAAE;QACpB,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAClE,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC,IAAI,CAAC;QACvE,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC;KAC1E;IAED,OAAO,UAAU,CAAC;AACpB,CAAC;AAnBD,gFAmBC"}
|
|
@@ -1,16 +1,16 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
const __1 = require("..");
|
|
4
|
-
const
|
|
4
|
+
const shared_1 = require("../../shared");
|
|
5
5
|
const domain_1 = require("../../domain");
|
|
6
6
|
const store_instrument_event_1 = require("./store-instrument.event");
|
|
7
7
|
describe('instrument patch event tests', () => {
|
|
8
8
|
test('should patch a store', () => {
|
|
9
|
-
const timestamp = (0,
|
|
9
|
+
const timestamp = (0, shared_1.now)();
|
|
10
10
|
const store = new __1.Store();
|
|
11
11
|
const base = new domain_1.Asset('de30', 'cex', 2);
|
|
12
12
|
const quote = new domain_1.Asset('usd', 'cex', 2);
|
|
13
|
-
store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.
|
|
13
|
+
store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(0, 0), ''));
|
|
14
14
|
expect(store.snapshot.universe.instrument['cex:de30-usd'].base).toEqual(base);
|
|
15
15
|
expect(store.snapshot.universe.instrument['cex:de30-usd'].quote).toEqual(quote);
|
|
16
16
|
expect(store.snapshot.universe.instrument['cex:de30-usd'].timestamp).toEqual(timestamp);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"store-instrument.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-instrument.event.spec.ts"],"names":[],"mappings":";;AAAA,0BAA2B;AAC3B,yCAAmC;AACnC,
|
|
1
|
+
{"version":3,"file":"store-instrument.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-instrument.event.spec.ts"],"names":[],"mappings":";;AAAA,0BAA2B;AAC3B,yCAAmC;AACnC,yCAAiD;AACjD,qEAAgE;AAEhE,QAAQ,CAAC,8BAA8B,EAAE,GAAG,EAAE;IAC5C,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAC1B,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAC3E,CAAC;QAEF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,cAAc,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QAC9E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,cAAc,CAAC,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,cAAc,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,CAC1E,SAAS,CACV,CAAC;QACF,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1E,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACvE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -10,7 +10,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
|
|
|
10
10
|
};
|
|
11
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
12
|
exports.OrderRejectedEventHandler = exports.OrderRejectedEvent = exports.OrderCancelFailedEventHandler = exports.OrderCancelFailedEvent = exports.OrderCanceledEventHandler = exports.OrderCanceledEvent = exports.OrderCancelingEventHandler = exports.OrderCancelingEvent = exports.OrderFilledEventHandler = exports.OrderFilledEvent = exports.OrderPendingEventHandler = exports.OrderPendingEvent = exports.OrderNewEventHandler = exports.OrderNewEvent = exports.OrderLoadEventHandler = exports.OrderLoadEvent = void 0;
|
|
13
|
-
const topic_1 = require("../../
|
|
13
|
+
const topic_1 = require("../../shared/topic");
|
|
14
14
|
const domain_1 = require("../../domain");
|
|
15
15
|
let OrderLoadEvent = class OrderLoadEvent {
|
|
16
16
|
constructor(order, timestamp) {
|
|
@@ -1,13 +1,13 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
const __1 = require("../");
|
|
4
|
-
const
|
|
4
|
+
const shared_1 = require("../../shared");
|
|
5
5
|
const domain_1 = require("../../domain");
|
|
6
6
|
const store_order_event_1 = require("./store-order.event");
|
|
7
7
|
const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
|
|
8
8
|
describe('order load event tests', () => {
|
|
9
9
|
test('should load order to store', () => {
|
|
10
|
-
const timestamp = (0,
|
|
10
|
+
const timestamp = (0, shared_1.now)();
|
|
11
11
|
const state = new __1.State();
|
|
12
12
|
const order = domain_1.Order.buyMarket(instrument, 1.0);
|
|
13
13
|
order.state = 'PENDING';
|
|
@@ -10,7 +10,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
|
|
|
10
10
|
};
|
|
11
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
12
|
exports.OrderbookPatchEventHandler = exports.OrderbookPatchEvent = void 0;
|
|
13
|
-
const topic_1 = require("../../
|
|
13
|
+
const topic_1 = require("../../shared/topic");
|
|
14
14
|
const instrument_1 = require("../../domain/instrument");
|
|
15
15
|
const orderbook_1 = require("../../domain/orderbook");
|
|
16
16
|
let OrderbookPatchEvent = class OrderbookPatchEvent {
|
|
@@ -10,7 +10,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
|
|
|
10
10
|
};
|
|
11
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
12
|
exports.PositionPatchEventHandler = exports.PositionPatchEvent = exports.PositionLoadEventHandler = exports.PositionLoadEvent = void 0;
|
|
13
|
-
const topic_1 = require("../../
|
|
13
|
+
const topic_1 = require("../../shared/topic");
|
|
14
14
|
const domain_1 = require("../../domain");
|
|
15
15
|
let PositionLoadEvent = class PositionLoadEvent {
|
|
16
16
|
constructor(position, timestamp) {
|
|
@@ -10,7 +10,7 @@ var __metadata = (this && this.__metadata) || function (k, v) {
|
|
|
10
10
|
};
|
|
11
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
12
|
exports.TradePatchEventHandler = exports.TradePatchEvent = void 0;
|
|
13
|
-
const topic_1 = require("../../
|
|
13
|
+
const topic_1 = require("../../shared/topic");
|
|
14
14
|
const domain_1 = require("../../domain");
|
|
15
15
|
const instrument_1 = require("../../domain/instrument");
|
|
16
16
|
let TradePatchEvent = class TradePatchEvent {
|
|
@@ -3,11 +3,11 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
3
3
|
const domain_1 = require("../../domain");
|
|
4
4
|
const _1 = require(".");
|
|
5
5
|
const store_state_1 = require("../store.state");
|
|
6
|
-
const
|
|
6
|
+
const shared_1 = require("../../shared");
|
|
7
7
|
const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
|
|
8
8
|
describe('trade patch event tests', () => {
|
|
9
9
|
test('should create a new trade object and patch a store', () => {
|
|
10
|
-
const timestamp = (0,
|
|
10
|
+
const timestamp = (0, shared_1.now)();
|
|
11
11
|
const state = new store_state_1.State();
|
|
12
12
|
state.universe.instrument[instrument.toString()] = instrument;
|
|
13
13
|
state.subscription.instrument[instrument.toString()] = instrument;
|
|
@@ -24,8 +24,8 @@ describe('trade patch event tests', () => {
|
|
|
24
24
|
const state = new store_state_1.State();
|
|
25
25
|
state.universe.instrument[instrument.toString()] = instrument;
|
|
26
26
|
state.subscription.instrument[instrument.toString()] = instrument;
|
|
27
|
-
(0, _1.TradePatchEventHandler)(new _1.TradePatchEvent(instrument, 1000, 0.1, (0,
|
|
28
|
-
const timestamp = (0,
|
|
27
|
+
(0, _1.TradePatchEventHandler)(new _1.TradePatchEvent(instrument, 1000, 0.1, (0, shared_1.now)()), state);
|
|
28
|
+
const timestamp = (0, shared_1.now)();
|
|
29
29
|
const trade = state.trade[instrument.toString()];
|
|
30
30
|
(0, _1.TradePatchEventHandler)(new _1.TradePatchEvent(instrument, 2000, 0.2, timestamp), state);
|
|
31
31
|
expect(trade.timestamp).toEqual(timestamp);
|
|
@@ -36,7 +36,7 @@ describe('trade patch event tests', () => {
|
|
|
36
36
|
});
|
|
37
37
|
test('should throw exception when patching unsubscribed instrument', () => {
|
|
38
38
|
const fn = () => {
|
|
39
|
-
const event = new _1.TradePatchEvent(instrument, 1000, 0.1, (0,
|
|
39
|
+
const event = new _1.TradePatchEvent(instrument, 1000, 0.1, (0, shared_1.now)());
|
|
40
40
|
(0, _1.TradePatchEventHandler)(event, new store_state_1.State());
|
|
41
41
|
};
|
|
42
42
|
expect(fn).toThrow(Error);
|
package/dist/store/store.d.ts
CHANGED
|
@@ -2,7 +2,7 @@ import { Observable } from 'rxjs';
|
|
|
2
2
|
import { State } from './store.state';
|
|
3
3
|
import { Component } from '../domain';
|
|
4
4
|
import { StoreEvent } from './event/store.event';
|
|
5
|
-
import { Topic } from '../
|
|
5
|
+
import { Topic } from '../shared/topic';
|
|
6
6
|
import { TradePatchEvent } from './event/store-trade.event';
|
|
7
7
|
import { BalanceFreezEvent, BalancePatchEvent, BalanceTransactEvent, BalanceUnfreezEvent, CandleEvent, InstrumentPatchEvent, InstrumentSubscriptionEvent, OrderbookPatchEvent, OrderCanceledEvent, OrderCancelFailedEvent, OrderCancelingEvent, OrderFilledEvent, OrderLoadEvent, OrderNewEvent, OrderPendingEvent, OrderRejectedEvent, PositionLoadEvent, PositionPatchEvent } from './event';
|
|
8
8
|
export declare class Store extends Topic<StoreEvent, any> {
|
package/dist/store/store.js
CHANGED
|
@@ -13,7 +13,7 @@ exports.Store = void 0;
|
|
|
13
13
|
const rxjs_1 = require("rxjs");
|
|
14
14
|
const store_state_1 = require("./store.state");
|
|
15
15
|
const typescript_collections_1 = require("typescript-collections");
|
|
16
|
-
const topic_1 = require("../
|
|
16
|
+
const topic_1 = require("../shared/topic");
|
|
17
17
|
const store_trade_event_1 = require("./event/store-trade.event");
|
|
18
18
|
const event_1 = require("./event");
|
|
19
19
|
class Store extends topic_1.Topic {
|
|
@@ -19,7 +19,7 @@ const adapter_3 = require("../adapter/adapter");
|
|
|
19
19
|
const paper_1 = require("../adapter/paper");
|
|
20
20
|
const backtester_adapter_1 = require("../adapter/backtester/backtester-adapter");
|
|
21
21
|
const backtester_streamer_1 = require("../adapter/backtester/backtester-streamer");
|
|
22
|
-
const
|
|
22
|
+
const shared_1 = require("../shared");
|
|
23
23
|
const base = new domain_1.Asset('btc', 'binance', 8);
|
|
24
24
|
const quote = new domain_1.Asset('usdt', 'binance', 4);
|
|
25
25
|
class DefaultAdapter extends adapter_3.Adapter {
|
|
@@ -30,15 +30,15 @@ class DefaultAdapter extends adapter_3.Adapter {
|
|
|
30
30
|
timestamp() {
|
|
31
31
|
return 123;
|
|
32
32
|
}
|
|
33
|
-
|
|
34
|
-
return new paper_1.
|
|
33
|
+
createPaperExecutor(adapter) {
|
|
34
|
+
return new paper_1.PaperSpotExecutor(adapter);
|
|
35
35
|
}
|
|
36
36
|
onAwake(command, context) {
|
|
37
|
-
context.store.dispatch(new event_1.InstrumentPatchEvent(context.timestamp, base, quote, new domain_1.
|
|
37
|
+
context.store.dispatch(new event_1.InstrumentPatchEvent(context.timestamp, base, quote, new domain_1.Commission(0.1, 0.1), 'btc-usdt'));
|
|
38
38
|
}
|
|
39
39
|
}
|
|
40
40
|
__decorate([
|
|
41
|
-
(0,
|
|
41
|
+
(0, shared_1.handler)(adapter_1.AdapterAwakeCommand),
|
|
42
42
|
__metadata("design:type", Function),
|
|
43
43
|
__metadata("design:paramtypes", [adapter_1.AdapterAwakeCommand, adapter_3.AdapterContext]),
|
|
44
44
|
__metadata("design:returntype", void 0)
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../src/tests/backtester-adapter.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,wCAAiD;AACjD,wCAAqD;AACrD,
|
|
1
|
+
{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../src/tests/backtester-adapter.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,wCAAiD;AACjD,wCAAqD;AACrD,sCAA4D;AAC5D,wCAAmD;AACnD,oCAAiC;AACjC,0CAAuE;AACvE,gDAA6D;AAC7D,4CAAqD;AAGrD,iFAA6E;AAC7E,mFAA+E;AAC/E,sCAAoC;AAEpC,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAC5C,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAE9C,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAsBnB,CAAC;IApBC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,yBAAiB,CAAC,OAAO,CAAC,CAAC;IACxC,CAAC;IAGD,OAAO,CAAC,OAA4B,EAAE,OAAuB;QAC3D,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,EACJ,KAAK,EACL,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,UAAU,CACX,CACF,CAAC;IACJ,CAAC;CACF;AAXC;IADC,IAAA,gBAAO,EAAC,6BAAmB,CAAC;;qCACZ,6BAAmB,EAAW,wBAAc;;6CAU5D;AAGH,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;AACpD,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;AACrC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;AAC1B,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAE7C,QAAQ,CAAC,0BAA0B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,iDAAiD,EAAE,GAAG,EAAE;QAC3D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAC/B,OAAO,EACP,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YAClC,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC,CACH,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,IAAI,CAAC,EAAE;QACjD,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YACnD,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;YACP,SAAS,EAAE,GAAG,EAAE;gBACd,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC5C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBACtE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAEzE,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,GAAG,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QAErE,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;QAErD,GAAG,CAAC,QAAQ,CAAC,IAAI,6BAAmB,EAAE,EAAE,IAAI,wBAAc,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC,CAAC;QAExE,GAAG,CAAC,QAAQ,CACV,IAAI,iCAAuB,CAAC,CAAC,UAAU,CAAC,CAAC,EACzC,IAAI,wBAAc,CAAC,GAAG,EAAE,KAAK,CAAC,CAC/B,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|