@quantform/core 0.3.232 → 0.3.238

package/src/domain/asset.ts

@@ -58,21 +58,21 @@ export class Asset extends AssetSelector {
   }
 
   /**
-   * Trims a number to the specified precision.
+   * Trims a number to the asset precision.
    */
   fixed(number: number): number {
     return fixed(number, this.scale);
   }
 
   /**
-   * Rounds down a number to the specified precision.
+   * Rounds down a number to the asset precision.
    */
   floor(number: number): number {
     return floor(number, this.scale);
   }
 
   /**
-   * Rounds up a number to the specified precision.
+   * Rounds up a number to the asset precision.
    */
   ceil(number: number): number {
     return ceil(number, this.scale);

package/src/domain/instrument.ts

@@ -21,6 +21,9 @@ export class InstrumentSelector {
   }
 }
 
+/**
+ * Represents trading market which is made up by two trading assets (base and quoted).
+ */
 export class Instrument extends InstrumentSelector implements Component {
   timestamp: timestamp;
   commission: Commission;

package/src/domain/orderbook.ts

@@ -2,13 +2,16 @@ import { timestamp } from '../shared';
 import { Instrument } from '../domain';
 import { Component } from './component';
 
+/**
+ * Provides an access to pending buy and sell orders on the specific market.
+ */
 export class Orderbook implements Component {
   timestamp: timestamp;
   bestAskRate: number;
   bestAskQuantity: number;
   bestBidRate: number;
   bestBidQuantity: number;
-
+  az;
   get midRate(): number {
     return this.instrument.quote.fixed((this.bestAskRate + this.bestBidRate) / 2);
   }

package/src/domain/trade.ts

@@ -2,6 +2,10 @@ import { timestamp } from '../shared';
 import { Instrument } from '.';
 import { Component } from './component';
 
+/**
+ * Simple trade or ticker executed on the market, it's a match of buyer
+ * and seller of the same asset.
+ */
 export class Trade implements Component {
   timestamp: timestamp;
   rate: number;

package/src/ipc.spec.ts

@@ -0,0 +1,56 @@
+import { Session } from './session';
+import {
+  Adapter,
+  AdapterFeedCommand,
+  AdapterAwakeCommand,
+  AdapterAccountCommand
+} from './adapter';
+import { PaperAdapter, PaperSpotExecutor } from './adapter/paper';
+import { PaperExecutor } from './adapter/paper/executor/paper-executor';
+import { IpcFeedCommand, run } from './ipc';
+import { Feed, InMemoryStorage } from './storage';
+import { instrumentOf } from './domain';
+import { handler } from './shared';
+
+class DefaultAdapter extends Adapter {
+  name = 'default';
+
+  timestamp() {
+    return 123;
+  }
+
+  createPaperExecutor(adapter: PaperAdapter): PaperExecutor {
+    return new PaperSpotExecutor(adapter);
+  }
+
+  @handler(AdapterAwakeCommand)
+  onAwake(command: AdapterAwakeCommand) {}
+
+  @handler(AdapterAccountCommand)
+  onAccount(command: AdapterAccountCommand) {}
+
+  @handler(AdapterFeedCommand)
+  onFeed(command: AdapterFeedCommand) {}
+}
+
+describe('ipc feed tests', () => {
+  test('should trigger adapter feed command', async () => {
+    const command = {
+      type: 'feed',
+      instrument: 'default:btc-usdt',
+      from: 0,
+      to: 100
+    };
+
+    const session = await run(
+      {
+        adapter: [new DefaultAdapter()],
+        feed: new Feed(new InMemoryStorage()),
+        describe: (session: Session) => session.trade(instrumentOf('default:btc-usdt'))
+      },
+      command
+    );
+
+    expect(session.descriptor).toBeUndefined();
+  });
+});

package/src/ipc.ts

@@ -4,6 +4,7 @@ import { instrumentOf } from './domain';
 import { Topic, event, handler } from './shared/topic';
 import { Logger } from './shared';
 import { backtest, idle, live, paper } from './bin';
+import { BacktesterStreamer } from './adapter/backtester';
 import minimist = require('minimist');
 
 /**
@@ -127,6 +128,11 @@ class IpcHandler extends Topic<{ type: string }, IpcSessionAccessor> {
 
     accessor.session = live(this.descriptor);
 
+    this.notify({
+      type: 'live:started',
+      session: accessor.session.descriptor?.id
+    });
+
     await accessor.session.awake();
   }
 
@@ -143,6 +149,11 @@ class IpcHandler extends Topic<{ type: string }, IpcSessionAccessor> {
       balance: command.balance
     });
 
+    this.notify({
+      type: 'paper:started',
+      session: accessor.session.descriptor?.id
+    });
+
     await accessor.session.awake();
   }
 
@@ -156,28 +167,43 @@ class IpcHandler extends Topic<{ type: string }, IpcSessionAccessor> {
         from: command.from,
         to: command.to,
         balance: command.balance,
-        progress: timestamp =>
-          this.notify({
-            type: 'backtest:updated',
-            timestamp,
-            from: command.from,
-            to: command.to
-          }),
-        completed: async () => {
-          const statement = {};
-
-          await accessor.session.dispose();
-
-          this.notify({ type: 'backtest:completed', statement });
-
-          resolve();
+        listener: {
+          onBacktestStarted: (streamer: BacktesterStreamer) => {
+            this.notify({
+              type: 'backtest:started',
+              session: session.descriptor?.id,
+              timestamp: streamer.timestamp,
+              from: command.from,
+              to: command.to
+            });
+          },
+          onBacktestUpdated: (streamer: BacktesterStreamer) => {
+            this.notify({
+              type: 'backtest:updated',
+              session: session.descriptor?.id,
+              timestamp: streamer.timestamp,
+              from: command.from,
+              to: command.to
+            });
+          },
+          onBacktestCompleted: async (streamer: BacktesterStreamer) => {
+            await accessor.session.dispose();
+
+            this.notify({
+              type: 'backtest:completed',
+              session: session.descriptor?.id,
+              timestamp: streamer.timestamp,
+              from: command.from,
+              to: command.to
+            });
+
+            resolve();
+          }
         }
       });
 
       accessor.session = session;
 
-      this.notify({ type: 'backtest:started' });
-
       await accessor.session.awake();
       await streamer.tryContinue().catch(it => Logger.error(it));
     });

package/src/session/session.ts

@@ -67,7 +67,7 @@ export class Session {
     // awake all adapters and synchronize trading accounts with store.
     await this.aggregate.awake(this.descriptor != null);
 
-    if (this.descriptor.describe) {
+    if (this.descriptor?.describe) {
       this.subscription = this.descriptor.describe(this).subscribe();
     }
   }

package/src/tests/backtester-adapter.spec.ts

@@ -69,12 +69,14 @@ describe('backtester adapter tests', () => {
       },
       from: 0,
       to: 100,
-      completed: () => {
-        expect(store.snapshot.timestamp).toEqual(1);
-        expect(store.snapshot.trade[instrument.toString()].rate).toEqual(100);
-        expect(store.snapshot.trade[instrument.toString()].quantity).toEqual(10);
+      listener: {
+        onBacktestCompleted: () => {
+          expect(store.snapshot.timestamp).toEqual(1);
+          expect(store.snapshot.trade[instrument.toString()].rate).toEqual(100);
+          expect(store.snapshot.trade[instrument.toString()].quantity).toEqual(10);
 
-        done();
+          done();
+        }
       }
     });