@quantform/core 0.3.229 → 0.3.233

package/dist/bin.js

@@ -1,199 +1,11 @@
 "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.idle = exports.live = exports.paper = exports.backtest = exports.run = exports.IpcFeedCommand = exports.IpcUniverseQuery = exports.IpcLiveModeCommand = exports.IpcBacktestModeCommand = exports.IpcPaperModeCommand = void 0;
+exports.idle = exports.live = exports.paper = exports.backtest = void 0;
 const backtester_1 = require("./adapter/backtester");
 const adapter_1 = require("./adapter");
 const paper_1 = require("./adapter/paper");
 const session_1 = require("./session");
 const store_1 = require("./store");
-const domain_1 = require("./domain");
-const topic_1 = require("./common/topic");
-const minimist = require("minimist");
-const common_1 = require("./common");
-let IpcPaperModeCommand = class IpcPaperModeCommand {
-    constructor() {
-        this.type = 'paper';
-    }
-};
-IpcPaperModeCommand = __decorate([
-    topic_1.event
-], IpcPaperModeCommand);
-exports.IpcPaperModeCommand = IpcPaperModeCommand;
-let IpcBacktestModeCommand = class IpcBacktestModeCommand {
-    constructor() {
-        this.type = 'backtest';
-    }
-};
-IpcBacktestModeCommand = __decorate([
-    topic_1.event
-], IpcBacktestModeCommand);
-exports.IpcBacktestModeCommand = IpcBacktestModeCommand;
-let IpcLiveModeCommand = class IpcLiveModeCommand {
-    constructor() {
-        this.type = 'live';
-    }
-};
-IpcLiveModeCommand = __decorate([
-    topic_1.event
-], IpcLiveModeCommand);
-exports.IpcLiveModeCommand = IpcLiveModeCommand;
-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 ExecutionAccessor {
-}
-class ExecutionHandler extends topic_1.Topic {
-    constructor(descriptor) {
-        super();
-        this.descriptor = descriptor;
-    }
-    async onLiveMode(command, accessor) {
-        if (command.id) {
-            this.descriptor.id = command.id;
-        }
-        accessor.session = live(this.descriptor);
-        await accessor.session.awake();
-    }
-    async onPaperMode(command, accessor) {
-        if (command.id) {
-            this.descriptor.id = command.id;
-        }
-        accessor.session = paper(this.descriptor, {
-            balance: command.balance
-        });
-        await accessor.session.awake();
-    }
-    onBacktestMode(command, accessor) {
-        return new Promise(async (resolve) => {
-            const [session, streamer] = 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();
-                    accessor.session.statement(statement);
-                    this.notify({ type: 'backtest:completed', statement });
-                    resolve();
-                }
-            });
-            accessor.session = session;
-            this.notify({ type: 'backtest:started' });
-            await accessor.session.awake();
-            await streamer.tryContinue().catch(it => common_1.Logger.error(it));
-        });
-    }
-    onUniverse(query, accessor) {
-        var _a;
-        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : idle(this.descriptor);
-    }
-    async onFeed(command, accessor) {
-        var _a;
-        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : 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)(IpcLiveModeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcLiveModeCommand, ExecutionAccessor]),
-    __metadata("design:returntype", Promise)
-], ExecutionHandler.prototype, "onLiveMode", null);
-__decorate([
-    (0, topic_1.handler)(IpcPaperModeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcPaperModeCommand, ExecutionAccessor]),
-    __metadata("design:returntype", Promise)
-], ExecutionHandler.prototype, "onPaperMode", null);
-__decorate([
-    (0, topic_1.handler)(IpcBacktestModeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcBacktestModeCommand, ExecutionAccessor]),
-    __metadata("design:returntype", void 0)
-], ExecutionHandler.prototype, "onBacktestMode", null);
-__decorate([
-    (0, topic_1.handler)(IpcUniverseQuery),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcUniverseQuery, ExecutionAccessor]),
-    __metadata("design:returntype", void 0)
-], ExecutionHandler.prototype, "onUniverse", null);
-__decorate([
-    (0, topic_1.handler)(IpcFeedCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcFeedCommand, ExecutionAccessor]),
-    __metadata("design:returntype", Promise)
-], ExecutionHandler.prototype, "onFeed", null);
-async function run(descriptor, ...commands) {
-    const handler = new ExecutionHandler(descriptor);
-    const accessor = new ExecutionAccessor();
-    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 IpcPaperModeCommand());
-        }
-    }
-    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;
 function backtest(descriptor, options) {
     const store = new store_1.Store();
     const streamer = new backtester_1.BacktesterStreamer(store, descriptor.feed, options);

package/dist/bin.js.map

@@ -1 +1 @@
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package/dist/domain/asset.js

@@ -1,7 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Asset = exports.assetOf = exports.AssetSelector = void 0;
-const decimals_1 = require("../common/decimals");
+const decimals_1 = require("../shared/decimals");
 class AssetSelector {
     constructor(name, exchange) {
         this.name = name.toLowerCase();

package/dist/domain/balance.d.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 import { Asset } from './';
 import { Position, PositionMode } from './position';
 import { Component } from './component';

package/dist/domain/balance.js

@@ -18,9 +18,7 @@ class Balance {
         return this._freezed;
     }
     get total() {
-        return (this._free +
-            this._freezed +
-            this.getEstimatedUnrealizedPnL());
+        return (this._free + this._freezed + this.getEstimatedUnrealizedPnL());
     }
     transact(amount) {
         if (this._free + amount < 0) {

package/dist/domain/balance.js.map

@@ -1 +1 @@
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+{"version":3,"file":"balance.js","sourceRoot":"","sources":["../../src/domain/balance.ts"],"names":[],"mappings":";;;AAQA,MAAa,OAAO;IA0ClB,YAA4B,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QAvC/B,0BAAqB,GAAG,CAAC,CAAC;QAE3B,UAAK,GAAG,CAAC,CAAC;QACV,aAAQ,GAAG,CAAC,CAAC;QAkCrB,aAAQ,GAA6B,EAAE,CAAC;IAEG,CAAC;IA/B5C,IAAI,IAAI;QACN,OAAO,CACL,IAAI,CAAC,KAAK;YACV,IAAI,CAAC,yBAAyB,CAAC,OAAO,CAAC;YACvC,IAAI,CAAC,6BAA6B,CAAC,OAAO,CAAC,CAC5C,CAAC;IACJ,CAAC;IAKD,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,QAAQ,CAAC;IACvB,CAAC;IAMD,IAAI,KAAK;QACP,OAAO,CACL,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,yBAAyB,EAAE,CAE9D,CAAC;IACJ,CAAC;IASD,QAAQ,CAAC,MAAc;QACrB,IAAI,IAAI,CAAC,KAAK,GAAG,MAAM,GAAG,CAAC,EAAE;YAC3B,MAAM,IAAI,KAAK,CAAC,+BAA+B,IAAI,CAAC,KAAK,WAAW,MAAM,EAAE,CAAC,CAAC;SAC/E;QAED,IAAI,CAAC,KAAK,IAAI,MAAM,CAAC;IACvB,CAAC;IAED,GAAG,CAAC,IAAY,EAAE,OAAe;QAC/B,IAAI,IAAI,IAAI,IAAI,EAAE;YAChB,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC;SACnB;QAED,IAAI,OAAO,IAAI,IAAI,EAAE;YACnB,IAAI,CAAC,QAAQ,GAAG,OAAO,CAAC;SACzB;IACH,CAAC;IAMD,KAAK,CAAC,MAAc;QAClB,IAAI,IAAI,CAAC,KAAK,GAAG,MAAM,EAAE;YACvB,MAAM,IAAI,KAAK,CAAC,2BAA2B,IAAI,CAAC,KAAK,WAAW,MAAM,EAAE,CAAC,CAAC;SAC3E;QAED,IAAI,CAAC,KAAK,IAAI,MAAM,CAAC;QACrB,IAAI,CAAC,QAAQ,IAAI,MAAM,CAAC;IAC1B,CAAC;IAED,OAAO,CAAC,MAAc;QACpB,IAAI,IAAI,CAAC,QAAQ,GAAG,MAAM,EAAE;YAC1B,MAAM,IAAI,KAAK,CAAC,2BAA2B,IAAI,CAAC,QAAQ,WAAW,MAAM,EAAE,CAAC,CAAC;SAC9E;QAED,IAAI,CAAC,KAAK,IAAI,MAAM,CAAC;QACrB,IAAI,CAAC,QAAQ,IAAI,MAAM,CAAC;IAC1B,CAAC;IAKD,yBAAyB,CAAC,IAAmB;QAC3C,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,MAAM,CACxC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CACtB,CAAC,SAAS;YACR,IAAI,IAAI,IAAI,IAAI,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,sBAAsB,CAAC,EACxE,CAAC,CACF,CAAC;IACJ,CAAC;IAED,kBAAkB,CAAC,IAAmB;QACpC,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,MAAM,CACxC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CACtB,CAAC,SAAS,IAAI,IAAI,IAAI,IAAI,IAAI,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,EACpE,CAAC,CACF,CAAC;IACJ,CAAC;IAED,6BAA6B,CAAC,IAAmB;QAC/C,OAAO,IAAI,CAAC,kBAAkB,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,qBAAqB,CAAC;IACpE,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;IAC/B,CAAC;CACF;AA/GD,0BA+GC"}

package/dist/domain/candle-builder.d.ts

@@ -1,5 +1,5 @@
 import { Observable } from 'rxjs';
-import { timestamp } from '../common';
+import { timestamp } from '../shared';
 import { Candle } from './candle';
 export declare class CandleBuilder {
     readonly timeframe: number;

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/instrument.js.map

@@ -1 +1 @@
-{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAA+C;AAI/C,MAAa,kBAAkB;IAM7B,YAAY,IAAY,EAAE,KAAa,EAAE,QAAgB;QACvD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAC1E,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAE5E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IACzD,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAhBD,gDAgBC;AAED,MAAa,UAAW,SAAQ,kBAAkB;IAMhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;QADzB,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAF7E,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,QAAQ,IAAI,KAAK,CAAC,QAAQ,EAAE;YACnC,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;SACvC;IACH,CAAC;CACF;AAbD,gCAaC;AAED,SAAgB,YAAY,CAAC,UAAkB;IAC7C,MAAM,OAAO,GAAG,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAEpC,OAAO,IAAI,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;AAChE,CAAC;AALD,oCAKC"}
+{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAA+C;AAI/C,MAAa,kBAAkB;IAM7B,YAAY,IAAY,EAAE,KAAa,EAAE,QAAgB;QACvD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAC1E,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,QAAQ,CAAC,WAAW,EAAE,CAAC,CAAC;QAE5E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IACzD,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAhBD,gDAgBC;AAKD,MAAa,UAAW,SAAQ,kBAAkB;IAMhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;QADzB,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAF7E,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,QAAQ,IAAI,KAAK,CAAC,QAAQ,EAAE;YACnC,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;SACvC;IACH,CAAC;CACF;AAbD,gCAaC;AAED,SAAgB,YAAY,CAAC,UAAkB;IAC7C,MAAM,OAAO,GAAG,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAEpC,OAAO,IAAI,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;AAChE,CAAC;AALD,oCAKC"}

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 {
@@ -8,6 +8,7 @@ export declare class Orderbook implements Component {
     bestAskQuantity: number;
     bestBidRate: number;
     bestBidQuantity: number;
+    az: any;
     get midRate(): number;
     constructor(instrument: Instrument);
     toString(): string;

package/dist/domain/orderbook.js.map

@@ -1 +1 @@
-{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAIA,MAAa,SAAS;IAWpB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;IAAG,CAAC;IAJtD,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC;IAID,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAhBD,8BAgBC"}
+{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAOA,MAAa,SAAS;IAWpB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;IAAG,CAAC;IAJtD,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC;IAID,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAhBD,8BAgBC"}

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/domain/trade.js.map

@@ -1 +1 @@
-{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAIA,MAAa,KAAK;IAKhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;IAAG,CAAC;IAEtD,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAVD,sBAUC"}
+{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAKhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;IAAG,CAAC;IAEtD,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAVD,sBAUC"}

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';
@@ -10,3 +9,4 @@ export * from './storage';
 export * from './store';
 export * from './store/event';
 export * from './bin';
+export * from './ipc';

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);
@@ -22,4 +21,5 @@ __exportStar(require("./storage"), exports);
 __exportStar(require("./store"), exports);
 __exportStar(require("./store/event"), exports);
 __exportStar(require("./bin"), exports);
+__exportStar(require("./ipc"), exports);
 //# sourceMappingURL=index.js.map

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;AACtB,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/ipc.d.ts

@@ -0,0 +1,34 @@
+import { Session, SessionDescriptor } from './session';
+export interface IpcCommand {
+    type: any;
+}
+export declare class IpcLiveCommand implements IpcCommand {
+    type: string;
+    id?: number;
+}
+export declare class IpcPaperCommand implements IpcCommand {
+    type: string;
+    id?: number;
+    balance: {
+        [key: string]: number;
+    };
+}
+export declare class IpcBacktestCommand implements IpcCommand {
+    type: string;
+    from: number;
+    to: number;
+    balance: {
+        [key: string]: number;
+    };
+}
+export declare class IpcUniverseQuery implements IpcCommand {
+    type: string;
+    exchange: string;
+}
+export declare class IpcFeedCommand implements IpcCommand {
+    type: string;
+    instrument: string;
+    from: number;
+    to: number;
+}
+export declare function run(descriptor: SessionDescriptor, ...commands: IpcCommand[]): Promise<Session>;