@quantform/core 0.3.238 → 0.3.243
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 +5 -5
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.js +2 -2
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/bin.d.ts +0 -1
- package/dist/bin.js +1 -7
- package/dist/bin.js.map +1 -1
- package/dist/domain/asset.d.ts +3 -3
- package/dist/domain/asset.js +8 -8
- package/dist/domain/asset.js.map +1 -1
- package/dist/domain/asset.spec.js +4 -4
- package/dist/domain/asset.spec.js.map +1 -1
- package/dist/domain/instrument.d.ts +1 -1
- package/dist/domain/instrument.js +6 -6
- package/dist/domain/instrument.js.map +1 -1
- package/dist/domain/instrument.spec.js +7 -7
- package/dist/domain/instrument.spec.js.map +1 -1
- package/dist/domain/orderbook.d.ts +0 -1
- package/dist/ipc.d.ts +10 -5
- package/dist/ipc.js +40 -26
- package/dist/ipc.js.map +1 -1
- package/dist/ipc.spec.js +45 -1
- package/dist/ipc.spec.js.map +1 -1
- package/dist/session/session.d.ts +2 -2
- package/dist/session/session.js +9 -9
- package/dist/session/session.js.map +1 -1
- package/dist/shared/index.d.ts +1 -0
- package/dist/shared/index.js +1 -0
- package/dist/shared/index.js.map +1 -1
- package/dist/shared/task.d.ts +6 -0
- package/dist/shared/task.js +25 -0
- package/dist/shared/task.js.map +1 -0
- package/dist/store/event/store-instrument.event.js +1 -1
- package/dist/store/event/store-instrument.event.js.map +1 -1
- package/dist/store/event/store-order.event.js +0 -8
- package/dist/store/event/store-order.event.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +2 -1
- package/src/adapter/adapter-aggregate.ts +5 -5
- package/src/adapter/paper/paper-adapter.ts +2 -2
- package/src/bin.ts +0 -11
- package/src/domain/asset.spec.ts +4 -4
- package/src/domain/asset.ts +9 -9
- package/src/domain/instrument.spec.ts +7 -7
- package/src/domain/instrument.ts +6 -6
- package/src/domain/orderbook.ts +1 -1
- package/src/ipc.spec.ts +59 -4
- package/src/ipc.ts +54 -24
- package/src/session/session.ts +10 -10
- package/src/shared/index.ts +1 -0
- package/src/shared/task.ts +30 -0
- package/src/store/event/store-instrument.event.ts +1 -1
- package/src/store/event/store-order.event.ts +0 -12
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@@ -11,16 +11,16 @@ class AdapterAggregate {
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adapters.forEach(it => (this.adapter[it.name] = it));
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}
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async awake(usePrivateScope = true) {
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for (const
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await this.dispatch(
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for (const adapter in this.adapter) {
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await this.dispatch(adapter, new adapter_event_1.AdapterAwakeCommand());
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if (usePrivateScope) {
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await this.dispatch(
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await this.dispatch(adapter, new adapter_event_1.AdapterAccountCommand());
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}
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}
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}
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async dispose() {
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for (const
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await this.dispatch(
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for (const adapter in this.adapter) {
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await this.dispatch(adapter, new adapter_event_1.AdapterDisposeCommand());
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}
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}
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dispatch(adapterName, event) {
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,wBAA4C;AAC5C,sCAAmC;AACnC,mDAIyB;AAMzB,MAAa,gBAAgB;IAG3B,YAA6B,KAAY,EAAE,QAAmB;QAAjC,UAAK,GAAL,KAAK,CAAO;QAFxB,YAAO,GAA4B,EAAE,CAAC;QAGrD,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IACvD,CAAC;IAMD,KAAK,CAAC,KAAK,CAAC,eAAe,GAAG,IAAI;QAChC,KAAK,MAAM,
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1
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+
{"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,wBAA4C;AAC5C,sCAAmC;AACnC,mDAIyB;AAMzB,MAAa,gBAAgB;IAG3B,YAA6B,KAAY,EAAE,QAAmB;QAAjC,UAAK,GAAL,KAAK,CAAO;QAFxB,YAAO,GAA4B,EAAE,CAAC;QAGrD,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IACvD,CAAC;IAMD,KAAK,CAAC,KAAK,CAAC,eAAe,GAAG,IAAI;QAChC,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,OAAO,EAAE;YAClC,MAAM,IAAI,CAAC,QAAQ,CAAC,OAAO,EAAE,IAAI,mCAAmB,EAAE,CAAC,CAAC;YAExD,IAAI,eAAe,EAAE;gBACnB,MAAM,IAAI,CAAC,QAAQ,CAAC,OAAO,EAAE,IAAI,qCAAqB,EAAE,CAAC,CAAC;aAC3D;SACF;IACH,CAAC;IAKD,KAAK,CAAC,OAAO;QACX,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,OAAO,EAAE;YAClC,MAAM,IAAI,CAAC,QAAQ,CAAC,OAAO,EAAE,IAAI,qCAAqB,EAAE,CAAC,CAAC;SAC3D;IACH,CAAC;IAQD,QAAQ,CACN,WAAmB,EACnB,KAAa;QAEb,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;QAE1C,IAAI,CAAC,OAAO,EAAE;YACZ,MAAM,IAAI,KAAK,CACb,oBAAoB,WAAW,qDAAqD,CACrF,CAAC;SACH;QAED,IAAI;YACF,OAAO,OAAO,CAAC,QAAQ,CAAC,KAAK,EAAE,IAAI,iBAAc,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;SACzE;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;CACF;AAtDD,4CAsDC"}
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@@ -37,10 +37,10 @@ class PaperAdapter extends __1.Adapter {
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return this.decoratedAdapter.dispatch(event, context);
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}
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onAccount(event, context) {
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let subscribed = Object.values(this.store.snapshot.subscription.asset).filter(it => it.
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let subscribed = Object.values(this.store.snapshot.subscription.asset).filter(it => it.adapter == this.name);
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for (const balance in this.options.balance) {
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const asset = (0, domain_1.assetOf)(balance);
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if (asset.
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if (asset.adapter != this.name) {
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continue;
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}
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const free = this.options.balance[balance];
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"paper-adapter.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0BAA6C;AAG7C,8CAA6C;AAC7C,yCAAuC;AACvC,6CAAsD;AACtD,oDAI0B;AAE1B,MAAa,YAAY;CAExB;AAFD,oCAEC;AAED,MAAa,YAAa,SAAQ,WAAO;IAIvC,YACW,gBAAyB,EACzB,KAAY,EACZ,OAAqB;QAE9B,KAAK,EAAE,CAAC;QAJC,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,UAAK,GAAL,KAAK,CAAO;QACZ,YAAO,GAAP,OAAO,CAAc;QANvB,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;QAUzC,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;IACjD,CAAC;IAED,SAAS;QACP,OAAO,IAAI,CAAC,gBAAgB,CAAC,SAAS,EAAE,CAAC;IAC3C,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,CAAC,gBAAgB,CAAC,mBAAmB,CAAC,OAAO,CAAC,CAAC;IAC5D,CAAC;IAED,cAAc,CAAC,KAAuB,EAAE,OAAuB;QAC7D,OAAO,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IACxD,CAAC;IAGD,SAAS,CAAC,KAA4B,EAAE,OAAuB;QAC7D,IAAI,UAAU,GAAG,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,KAAK,CAAC,CAAC,MAAM,CAC3E,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,
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{"version":3,"file":"paper-adapter.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0BAA6C;AAG7C,8CAA6C;AAC7C,yCAAuC;AACvC,6CAAsD;AACtD,oDAI0B;AAE1B,MAAa,YAAY;CAExB;AAFD,oCAEC;AAED,MAAa,YAAa,SAAQ,WAAO;IAIvC,YACW,gBAAyB,EACzB,KAAY,EACZ,OAAqB;QAE9B,KAAK,EAAE,CAAC;QAJC,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,UAAK,GAAL,KAAK,CAAO;QACZ,YAAO,GAAP,OAAO,CAAc;QANvB,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;QAUzC,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;IACjD,CAAC;IAED,SAAS;QACP,OAAO,IAAI,CAAC,gBAAgB,CAAC,SAAS,EAAE,CAAC;IAC3C,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,CAAC,gBAAgB,CAAC,mBAAmB,CAAC,OAAO,CAAC,CAAC;IAC5D,CAAC;IAED,cAAc,CAAC,KAAuB,EAAE,OAAuB;QAC7D,OAAO,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IACxD,CAAC;IAGD,SAAS,CAAC,KAA4B,EAAE,OAAuB;QAC7D,IAAI,UAAU,GAAG,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,KAAK,CAAC,CAAC,MAAM,CAC3E,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,OAAO,IAAI,IAAI,CAAC,IAAI,CAC9B,CAAC;QAEF,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,OAAO,CAAC,OAAO,EAAE;YAC1C,MAAM,KAAK,GAAG,IAAA,gBAAO,EAAC,OAAO,CAAC,CAAC;YAE/B,IAAI,KAAK,CAAC,OAAO,IAAI,IAAI,CAAC,IAAI,EAAE;gBAC9B,SAAS;aACV;YAED,MAAM,IAAI,GAAG,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;YAE3C,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,QAAQ,EAAE,IAAI,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;YAExE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC;SAC/E;QAED,KAAK,MAAM,YAAY,IAAI,UAAU,EAAE;YACrC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,YAAY,EAAE,CAAC,EAAE,CAAC,EAAE,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC;SACnF;IACH,CAAC;IAGD,WAAW,CAAC,KAA8B,EAAE,OAAuB;QACjE,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;QAEhC,OAAO,OAAO,CAAC,OAAO,EAAE,CAAC;IAC3B,CAAC;IAGD,aAAa,CAAC,KAAgC,EAAE,OAAuB;QACrE,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;QAElC,OAAO,OAAO,CAAC,OAAO,EAAE,CAAC;IAC3B,CAAC;CACF;AArCC;IADC,IAAA,eAAO,EAAC,qCAAqB,CAAC;;qCACd,qCAAqB,EAAW,kBAAc;;6CAsB9D;AAGD;IADC,IAAA,eAAO,EAAC,uCAAuB,CAAC;;qCACd,uCAAuB,EAAW,kBAAc;;+CAIlE;AAGD;IADC,IAAA,eAAO,EAAC,yCAAyB,CAAC;;qCACd,yCAAyB,EAAW,kBAAc;;iDAItE;AA/DH,oCAgEC"}
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package/dist/bin.d.ts
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@@ -4,4 +4,3 @@ import { Session, SessionDescriptor } from './session';
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export declare function backtest(descriptor: SessionDescriptor, options: BacktesterOptions): [Session, BacktesterStreamer];
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export declare function paper(descriptor: SessionDescriptor, options: PaperOptions): Session;
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export declare function live(descriptor: SessionDescriptor): Session;
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export declare function idle(descriptor: SessionDescriptor): Session;
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package/dist/bin.js
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exports.
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exports.live = exports.paper = exports.backtest = void 0;
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const backtester_1 = require("./adapter/backtester");
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const adapter_1 = require("./adapter");
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const paper_1 = require("./adapter/paper");
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exports.live = live;
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const store = new store_1.Store();
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const aggregate = new adapter_1.AdapterAggregate(store, descriptor.adapter);
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return new session_1.Session(store, aggregate);
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}
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exports.idle = idle;
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//# sourceMappingURL=bin.js.map
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package/dist/bin.js.map
CHANGED
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{"version":3,"file":"bin.js","sourceRoot":"","sources":["../src/bin.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA6D;AAC7D,uCAAuD;AACvD,mCAAgC;AAQhC,SAAgB,QAAQ,CACtB,UAA6B,EAC7B,OAA0B;IAE1B,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CAAC,KAAK,EAAE,UAAU,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;IACzE,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,KAAK,EACL,UAAU,CAAC,OAAO,CAAC,GAAG,CACpB,EAAE,CAAC,EAAE,CAAC,IAAI,oBAAY,CAAC,IAAI,8BAAiB,CAAC,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,EAAE,OAAO,CAAC,CAC5E,CACF,CAAC;IAEF,OAAO,CAAC,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,EAAE,QAAQ,CAAC,CAAC;AAC/D,CAAC;AAfD,4BAeC;AAQD,SAAgB,KAAK,CAAC,UAA6B,EAAE,OAAqB;IACxE,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,KAAK,EACL,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,oBAAY,CAAC,EAAE,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC,CACnE,CAAC;IAEF,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;AACnD,CAAC;AATD,sBASC;AAOD,SAAgB,IAAI,CAAC,UAA6B;IAChD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAC1B,MAAM,SAAS,GAAG,IAAI,0BAAgB,CAAC,KAAK,EAAE,UAAU,CAAC,OAAO,CAAC,CAAC;IAElE,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;AACnD,CAAC;AALD,oBAKC
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{"version":3,"file":"bin.js","sourceRoot":"","sources":["../src/bin.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA6D;AAC7D,uCAAuD;AACvD,mCAAgC;AAQhC,SAAgB,QAAQ,CACtB,UAA6B,EAC7B,OAA0B;IAE1B,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CAAC,KAAK,EAAE,UAAU,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;IACzE,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,KAAK,EACL,UAAU,CAAC,OAAO,CAAC,GAAG,CACpB,EAAE,CAAC,EAAE,CAAC,IAAI,oBAAY,CAAC,IAAI,8BAAiB,CAAC,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,EAAE,OAAO,CAAC,CAC5E,CACF,CAAC;IAEF,OAAO,CAAC,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,EAAE,QAAQ,CAAC,CAAC;AAC/D,CAAC;AAfD,4BAeC;AAQD,SAAgB,KAAK,CAAC,UAA6B,EAAE,OAAqB;IACxE,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,KAAK,EACL,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,oBAAY,CAAC,EAAE,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC,CACnE,CAAC;IAEF,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;AACnD,CAAC;AATD,sBASC;AAOD,SAAgB,IAAI,CAAC,UAA6B;IAChD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAC1B,MAAM,SAAS,GAAG,IAAI,0BAAgB,CAAC,KAAK,EAAE,UAAU,CAAC,OAAO,CAAC,CAAC;IAElE,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;AACnD,CAAC;AALD,oBAKC"}
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package/dist/domain/asset.d.ts
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export declare class AssetSelector {
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private readonly id;
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readonly
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constructor(name: string,
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constructor(name: string, adapter: string);
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}
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export declare function assetOf(asset: string): AssetSelector;
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export declare class Asset extends AssetSelector {
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constructor(name: string,
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constructor(name: string, adapter: string, scale: number);
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fixed(number: number): number;
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ceil(number: number): number;
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package/dist/domain/asset.js
CHANGED
|
@@ -3,10 +3,10 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
3
3
|
exports.Asset = exports.assetOf = exports.AssetSelector = void 0;
|
|
4
4
|
const decimals_1 = require("../shared/decimals");
|
|
5
5
|
class AssetSelector {
|
|
6
|
-
constructor(name,
|
|
6
|
+
constructor(name, adapter) {
|
|
7
7
|
this.name = name.toLowerCase();
|
|
8
|
-
this.
|
|
9
|
-
this.id = `${this.
|
|
8
|
+
this.adapter = adapter.toLowerCase();
|
|
9
|
+
this.id = `${this.adapter}:${this.name}`;
|
|
10
10
|
}
|
|
11
11
|
toString() {
|
|
12
12
|
return this.id;
|
|
@@ -19,16 +19,16 @@ function assetOf(asset) {
|
|
|
19
19
|
throw Error('invalid asset format');
|
|
20
20
|
}
|
|
21
21
|
const assetName = section[1];
|
|
22
|
-
const
|
|
23
|
-
if (assetName.length == 0 ||
|
|
22
|
+
const adapterName = section[0];
|
|
23
|
+
if (assetName.length == 0 || adapterName.length == 0) {
|
|
24
24
|
throw Error('invalid asset format');
|
|
25
25
|
}
|
|
26
|
-
return new AssetSelector(assetName,
|
|
26
|
+
return new AssetSelector(assetName, adapterName);
|
|
27
27
|
}
|
|
28
28
|
exports.assetOf = assetOf;
|
|
29
29
|
class Asset extends AssetSelector {
|
|
30
|
-
constructor(name,
|
|
31
|
-
super(name,
|
|
30
|
+
constructor(name, adapter, scale) {
|
|
31
|
+
super(name, adapter);
|
|
32
32
|
this.scale = scale;
|
|
33
33
|
this.tickSize = 1.0 / Math.pow(10, this.scale);
|
|
34
34
|
}
|
package/dist/domain/asset.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"asset.js","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":";;;AAAA,iDAAwD;AAKxD,MAAa,aAAa;IAMxB,YAAY,IAAY,EAAE,
|
|
1
|
+
{"version":3,"file":"asset.js","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":";;;AAAA,iDAAwD;AAKxD,MAAa,aAAa;IAMxB,YAAY,IAAY,EAAE,OAAe;QACvC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;QAC/B,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC;QAErC,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,OAAO,IAAI,IAAI,CAAC,IAAI,EAAE,CAAC;IAC3C,CAAC;IAKD,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAnBD,sCAmBC;AAKD,SAAgB,OAAO,CAAC,KAAa;IACnC,MAAM,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAEjC,IAAI,OAAO,CAAC,MAAM,IAAI,CAAC,EAAE;QACvB,MAAM,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACrC;IAED,MAAM,SAAS,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;IAC7B,MAAM,WAAW,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;IAE/B,IAAI,SAAS,CAAC,MAAM,IAAI,CAAC,IAAI,WAAW,CAAC,MAAM,IAAI,CAAC,EAAE;QACpD,MAAM,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACrC;IAED,OAAO,IAAI,aAAa,CAAC,SAAS,EAAE,WAAW,CAAC,CAAC;AACnD,CAAC;AAfD,0BAeC;AAMD,MAAa,KAAM,SAAQ,aAAa;IAGtC,YAAY,IAAY,EAAE,OAAe,EAAkB,KAAa;QACtE,KAAK,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;QADoC,UAAK,GAAL,KAAK,CAAQ;QAGtE,IAAI,CAAC,QAAQ,GAAG,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACjD,CAAC;IAKD,KAAK,CAAC,MAAc;QAClB,OAAO,IAAA,gBAAK,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;IAKD,KAAK,CAAC,MAAc;QAClB,OAAO,IAAA,gBAAK,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;IAKD,IAAI,CAAC,MAAc;QACjB,OAAO,IAAA,eAAI,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IAClC,CAAC;CACF;AA7BD,sBA6BC"}
|
|
@@ -5,7 +5,7 @@ describe('asset tests', () => {
|
|
|
5
5
|
test('should instantiate proper asset', () => {
|
|
6
6
|
const sut = new asset_1.Asset('abc', 'xyz', 4);
|
|
7
7
|
expect(sut.name).toEqual('abc');
|
|
8
|
-
expect(sut.
|
|
8
|
+
expect(sut.adapter).toEqual('xyz');
|
|
9
9
|
expect(sut.scale).toEqual(4);
|
|
10
10
|
expect(sut.tickSize).toEqual(0.0001);
|
|
11
11
|
expect(sut.fixed(1.1234567)).toEqual(1.1234);
|
|
@@ -18,13 +18,13 @@ describe('asset selector tests', () => {
|
|
|
18
18
|
test('should instantiate proper asset selector', () => {
|
|
19
19
|
const sut = (0, asset_1.assetOf)('xyz:abc');
|
|
20
20
|
expect(sut.name).toEqual('abc');
|
|
21
|
-
expect(sut.
|
|
21
|
+
expect(sut.adapter).toEqual('xyz');
|
|
22
22
|
expect(sut.toString()).toEqual('xyz:abc');
|
|
23
23
|
});
|
|
24
24
|
test('should instantiate proper asset selector capital case', () => {
|
|
25
25
|
const sut = (0, asset_1.assetOf)('XYZ:ABC');
|
|
26
26
|
expect(sut.name).toEqual('abc');
|
|
27
|
-
expect(sut.
|
|
27
|
+
expect(sut.adapter).toEqual('xyz');
|
|
28
28
|
expect(sut.toString()).toEqual('xyz:abc');
|
|
29
29
|
});
|
|
30
30
|
test('should throw invalid format message for missing separator', () => {
|
|
@@ -45,7 +45,7 @@ describe('asset selector tests', () => {
|
|
|
45
45
|
};
|
|
46
46
|
expect(fn).toThrow(Error);
|
|
47
47
|
});
|
|
48
|
-
test('should throw invalid format message for missing
|
|
48
|
+
test('should throw invalid format message for missing adapter name', () => {
|
|
49
49
|
const fn = () => {
|
|
50
50
|
(0, asset_1.assetOf)(':abc');
|
|
51
51
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"asset.spec.js","sourceRoot":"","sources":["../../src/domain/asset.spec.ts"],"names":[],"mappings":";;AAAA,mCAAyC;AAEzC,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEvC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,
|
|
1
|
+
{"version":3,"file":"asset.spec.js","sourceRoot":"","sources":["../../src/domain/asset.spec.ts"],"names":[],"mappings":";;AAAA,mCAAyC;AAEzC,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEvC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACnC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC5C,MAAM,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,sBAAsB,EAAE,GAAG,EAAE;IACpC,IAAI,CAAC,0CAA0C,EAAE,GAAG,EAAE;QACpD,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACnC,MAAM,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uDAAuD,EAAE,GAAG,EAAE;QACjE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACnC,MAAM,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,IAAA,eAAO,EAAC,QAAQ,CAAC,CAAC;QACpB,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,6DAA6D,EAAE,GAAG,EAAE;QACvE,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,IAAA,eAAO,EAAC,UAAU,CAAC,CAAC;QACtB,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4DAA4D,EAAE,GAAG,EAAE;QACtE,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAClB,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8DAA8D,EAAE,GAAG,EAAE;QACxE,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAClB,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -6,7 +6,7 @@ export declare class InstrumentSelector {
|
|
|
6
6
|
private readonly id;
|
|
7
7
|
readonly base: AssetSelector;
|
|
8
8
|
readonly quote: AssetSelector;
|
|
9
|
-
constructor(base: string, quote: string,
|
|
9
|
+
constructor(base: string, quote: string, adapter: string);
|
|
10
10
|
toString(): string;
|
|
11
11
|
}
|
|
12
12
|
export declare class Instrument extends InstrumentSelector implements Component {
|
|
@@ -3,9 +3,9 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
3
3
|
exports.instrumentOf = exports.Instrument = exports.InstrumentSelector = void 0;
|
|
4
4
|
const asset_1 = require("./asset");
|
|
5
5
|
class InstrumentSelector {
|
|
6
|
-
constructor(base, quote,
|
|
7
|
-
this.base = new asset_1.AssetSelector(base.toLowerCase(),
|
|
8
|
-
this.quote = new asset_1.AssetSelector(quote.toLowerCase(),
|
|
6
|
+
constructor(base, quote, adapter) {
|
|
7
|
+
this.base = new asset_1.AssetSelector(base.toLowerCase(), adapter.toLowerCase());
|
|
8
|
+
this.quote = new asset_1.AssetSelector(quote.toLowerCase(), adapter.toLowerCase());
|
|
9
9
|
this.id = `${this.base.toString()}-${this.quote.name}`;
|
|
10
10
|
}
|
|
11
11
|
toString() {
|
|
@@ -15,13 +15,13 @@ class InstrumentSelector {
|
|
|
15
15
|
exports.InstrumentSelector = InstrumentSelector;
|
|
16
16
|
class Instrument extends InstrumentSelector {
|
|
17
17
|
constructor(base, quote, raw) {
|
|
18
|
-
super(base.name, quote.name, base.
|
|
18
|
+
super(base.name, quote.name, base.adapter);
|
|
19
19
|
this.base = base;
|
|
20
20
|
this.quote = quote;
|
|
21
21
|
this.raw = raw;
|
|
22
22
|
this.leverage = null;
|
|
23
|
-
if (base.
|
|
24
|
-
throw new Error('
|
|
23
|
+
if (base.adapter != quote.adapter) {
|
|
24
|
+
throw new Error('Adapter mismatch!');
|
|
25
25
|
}
|
|
26
26
|
}
|
|
27
27
|
}
|
|
@@ -1 +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,
|
|
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,OAAe;QACtD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QACzE,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAE3E,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,OAAO,CAAC,CAAC;QADxB,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAF7E,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,OAAO,IAAI,KAAK,CAAC,OAAO,EAAE;YACjC,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;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"}
|
|
@@ -6,9 +6,9 @@ describe('instrument tests', () => {
|
|
|
6
6
|
test('should instantiate proper instrument', () => {
|
|
7
7
|
const sut = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
8
8
|
expect(sut.base.name).toEqual('abc');
|
|
9
|
-
expect(sut.base.
|
|
9
|
+
expect(sut.base.adapter).toEqual('xyz');
|
|
10
10
|
expect(sut.quote.name).toEqual('def');
|
|
11
|
-
expect(sut.quote.
|
|
11
|
+
expect(sut.quote.adapter).toEqual('xyz');
|
|
12
12
|
expect(sut.toString()).toEqual('xyz:abc-def');
|
|
13
13
|
});
|
|
14
14
|
});
|
|
@@ -16,17 +16,17 @@ describe('instrument selector tests', () => {
|
|
|
16
16
|
test('should instantiate proper instrument selector', () => {
|
|
17
17
|
const sut = (0, instrument_1.instrumentOf)('xyz:abc-def');
|
|
18
18
|
expect(sut.base.name).toEqual('abc');
|
|
19
|
-
expect(sut.base.
|
|
19
|
+
expect(sut.base.adapter).toEqual('xyz');
|
|
20
20
|
expect(sut.quote.name).toEqual('def');
|
|
21
|
-
expect(sut.quote.
|
|
21
|
+
expect(sut.quote.adapter).toEqual('xyz');
|
|
22
22
|
expect(sut.toString()).toEqual('xyz:abc-def');
|
|
23
23
|
});
|
|
24
24
|
test('should instantiate proper instrument selector capital case', () => {
|
|
25
25
|
const sut = (0, instrument_1.instrumentOf)('XYZ:ABC-DEF');
|
|
26
26
|
expect(sut.base.name).toEqual('abc');
|
|
27
|
-
expect(sut.base.
|
|
27
|
+
expect(sut.base.adapter).toEqual('xyz');
|
|
28
28
|
expect(sut.quote.name).toEqual('def');
|
|
29
|
-
expect(sut.quote.
|
|
29
|
+
expect(sut.quote.adapter).toEqual('xyz');
|
|
30
30
|
expect(sut.toString()).toEqual('xyz:abc-def');
|
|
31
31
|
});
|
|
32
32
|
test('should throw invalid format message for missing separator', () => {
|
|
@@ -47,7 +47,7 @@ describe('instrument selector tests', () => {
|
|
|
47
47
|
};
|
|
48
48
|
expect(fn).toThrow(Error);
|
|
49
49
|
});
|
|
50
|
-
test('should throw invalid format message for missing
|
|
50
|
+
test('should throw invalid format message for missing adapter name', () => {
|
|
51
51
|
const fn = () => {
|
|
52
52
|
(0, asset_1.assetOf)(':abc-def');
|
|
53
53
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"instrument.spec.js","sourceRoot":"","sources":["../../src/domain/instrument.spec.ts"],"names":[],"mappings":";;AAAA,mCAAyC;AACzC,6CAAwD;AAExD,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAChC,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,GAAG,GAAG,IAAI,uBAAU,CACxB,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,
|
|
1
|
+
{"version":3,"file":"instrument.spec.js","sourceRoot":"","sources":["../../src/domain/instrument.spec.ts"],"names":[],"mappings":";;AAAA,mCAAyC;AACzC,6CAAwD;AAExD,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAChC,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,GAAG,GAAG,IAAI,uBAAU,CACxB,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACxC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,2BAA2B,EAAE,GAAG,EAAE;IACzC,IAAI,CAAC,+CAA+C,EAAE,GAAG,EAAE;QACzD,MAAM,GAAG,GAAG,IAAA,yBAAY,EAAC,aAAa,CAAC,CAAC;QAExC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACxC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4DAA4D,EAAE,GAAG,EAAE;QACtE,MAAM,GAAG,GAAG,IAAA,yBAAY,EAAC,aAAa,CAAC,CAAC;QAExC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACxC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,IAAA,yBAAY,EAAC,YAAY,CAAC,CAAC;QAC7B,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,6DAA6D,EAAE,GAAG,EAAE;QACvE,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,IAAA,yBAAY,EAAC,cAAc,CAAC,CAAC;QAC/B,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,IAAA,yBAAY,EAAC,MAAM,CAAC,CAAC;QACvB,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8DAA8D,EAAE,GAAG,EAAE;QACxE,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,IAAA,eAAO,EAAC,UAAU,CAAC,CAAC;QACtB,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
package/dist/ipc.d.ts
CHANGED
|
@@ -1,4 +1,6 @@
|
|
|
1
|
+
/// <reference types="node" />
|
|
1
2
|
import { Session, SessionDescriptor } from './session';
|
|
3
|
+
import { EventEmitter } from 'events';
|
|
2
4
|
export interface IpcCommand {
|
|
3
5
|
type: any;
|
|
4
6
|
}
|
|
@@ -21,14 +23,17 @@ export declare class IpcBacktestCommand implements IpcCommand {
|
|
|
21
23
|
[key: string]: number;
|
|
22
24
|
};
|
|
23
25
|
}
|
|
24
|
-
export declare class IpcUniverseQuery implements IpcCommand {
|
|
25
|
-
type: string;
|
|
26
|
-
exchange: string;
|
|
27
|
-
}
|
|
28
26
|
export declare class IpcFeedCommand implements IpcCommand {
|
|
29
27
|
type: string;
|
|
30
28
|
instrument: string;
|
|
31
29
|
from: number;
|
|
32
30
|
to: number;
|
|
33
31
|
}
|
|
34
|
-
export declare
|
|
32
|
+
export declare class IpcTaskCommand implements IpcCommand {
|
|
33
|
+
type: string;
|
|
34
|
+
taskName: string;
|
|
35
|
+
}
|
|
36
|
+
export declare type SessionRunDescriptor = SessionDescriptor & {
|
|
37
|
+
ipcSub?: EventEmitter;
|
|
38
|
+
};
|
|
39
|
+
export declare function run(descriptor: SessionRunDescriptor, ...commands: IpcCommand[]): Promise<Session>;
|
package/dist/ipc.js
CHANGED
|
@@ -9,13 +9,15 @@ var __metadata = (this && this.__metadata) || function (k, v) {
|
|
|
9
9
|
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
|
10
10
|
};
|
|
11
11
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
-
exports.run = exports.
|
|
12
|
+
exports.run = exports.IpcTaskCommand = exports.IpcFeedCommand = exports.IpcBacktestCommand = exports.IpcPaperCommand = exports.IpcLiveCommand = void 0;
|
|
13
13
|
const adapter_1 = require("./adapter");
|
|
14
14
|
const domain_1 = require("./domain");
|
|
15
15
|
const topic_1 = require("./shared/topic");
|
|
16
16
|
const shared_1 = require("./shared");
|
|
17
17
|
const bin_1 = require("./bin");
|
|
18
18
|
const minimist = require("minimist");
|
|
19
|
+
const dotenv = require("dotenv");
|
|
20
|
+
dotenv.config();
|
|
19
21
|
let IpcLiveCommand = class IpcLiveCommand {
|
|
20
22
|
constructor() {
|
|
21
23
|
this.type = 'live';
|
|
@@ -43,15 +45,6 @@ IpcBacktestCommand = __decorate([
|
|
|
43
45
|
topic_1.event
|
|
44
46
|
], IpcBacktestCommand);
|
|
45
47
|
exports.IpcBacktestCommand = IpcBacktestCommand;
|
|
46
|
-
let IpcUniverseQuery = class IpcUniverseQuery {
|
|
47
|
-
constructor() {
|
|
48
|
-
this.type = 'universe';
|
|
49
|
-
}
|
|
50
|
-
};
|
|
51
|
-
IpcUniverseQuery = __decorate([
|
|
52
|
-
topic_1.event
|
|
53
|
-
], IpcUniverseQuery);
|
|
54
|
-
exports.IpcUniverseQuery = IpcUniverseQuery;
|
|
55
48
|
let IpcFeedCommand = class IpcFeedCommand {
|
|
56
49
|
constructor() {
|
|
57
50
|
this.type = 'feed';
|
|
@@ -61,6 +54,15 @@ IpcFeedCommand = __decorate([
|
|
|
61
54
|
topic_1.event
|
|
62
55
|
], IpcFeedCommand);
|
|
63
56
|
exports.IpcFeedCommand = IpcFeedCommand;
|
|
57
|
+
let IpcTaskCommand = class IpcTaskCommand {
|
|
58
|
+
constructor() {
|
|
59
|
+
this.type = 'task';
|
|
60
|
+
}
|
|
61
|
+
};
|
|
62
|
+
IpcTaskCommand = __decorate([
|
|
63
|
+
topic_1.event
|
|
64
|
+
], IpcTaskCommand);
|
|
65
|
+
exports.IpcTaskCommand = IpcTaskCommand;
|
|
64
66
|
class IpcSessionAccessor {
|
|
65
67
|
}
|
|
66
68
|
class IpcHandler extends topic_1.Topic {
|
|
@@ -140,17 +142,13 @@ class IpcHandler extends topic_1.Topic {
|
|
|
140
142
|
await streamer.tryContinue().catch(it => shared_1.Logger.error(it));
|
|
141
143
|
});
|
|
142
144
|
}
|
|
143
|
-
onUniverse(query, accessor) {
|
|
144
|
-
var _a;
|
|
145
|
-
accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.idle)(this.descriptor);
|
|
146
|
-
}
|
|
147
145
|
async onFeed(command, accessor) {
|
|
148
146
|
var _a;
|
|
149
|
-
accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.
|
|
147
|
+
accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.live)(this.descriptor);
|
|
150
148
|
const instrument = (0, domain_1.instrumentOf)(command.instrument);
|
|
151
|
-
await accessor.session.awake();
|
|
149
|
+
await accessor.session.awake(true);
|
|
152
150
|
this.notify({ type: 'feed:started' });
|
|
153
|
-
await accessor.session.aggregate.dispatch(instrument.base.
|
|
151
|
+
await accessor.session.aggregate.dispatch(instrument.base.adapter, new adapter_1.AdapterFeedCommand(instrument, command.from, command.to, this.descriptor.feed, timestamp => this.notify({
|
|
154
152
|
type: 'feed:updated',
|
|
155
153
|
timestamp,
|
|
156
154
|
from: command.from,
|
|
@@ -159,11 +157,27 @@ class IpcHandler extends topic_1.Topic {
|
|
|
159
157
|
this.notify({ type: 'feed:completed' });
|
|
160
158
|
await accessor.session.dispose();
|
|
161
159
|
}
|
|
160
|
+
async onTask(query, accessor) {
|
|
161
|
+
var _a;
|
|
162
|
+
accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.live)(this.descriptor);
|
|
163
|
+
await accessor.session.awake(true);
|
|
164
|
+
this.notify({ type: 'task:started', taskName: query.taskName });
|
|
165
|
+
let result = undefined;
|
|
166
|
+
try {
|
|
167
|
+
result = await (0, shared_1.runTask)(query.taskName, accessor.session);
|
|
168
|
+
}
|
|
169
|
+
catch (e) {
|
|
170
|
+
result = e;
|
|
171
|
+
}
|
|
172
|
+
this.notify({ type: 'task:completed', taskName: query.taskName, result });
|
|
173
|
+
await accessor.session.dispose();
|
|
174
|
+
}
|
|
162
175
|
notify(message) {
|
|
163
|
-
|
|
164
|
-
|
|
176
|
+
var _a;
|
|
177
|
+
if (process.send) {
|
|
178
|
+
process.send(message);
|
|
165
179
|
}
|
|
166
|
-
|
|
180
|
+
(_a = this.descriptor.ipcSub) === null || _a === void 0 ? void 0 : _a.emit('message', message);
|
|
167
181
|
}
|
|
168
182
|
}
|
|
169
183
|
__decorate([
|
|
@@ -184,18 +198,18 @@ __decorate([
|
|
|
184
198
|
__metadata("design:paramtypes", [IpcBacktestCommand, IpcSessionAccessor]),
|
|
185
199
|
__metadata("design:returntype", void 0)
|
|
186
200
|
], IpcHandler.prototype, "onBacktestMode", null);
|
|
187
|
-
__decorate([
|
|
188
|
-
(0, topic_1.handler)(IpcUniverseQuery),
|
|
189
|
-
__metadata("design:type", Function),
|
|
190
|
-
__metadata("design:paramtypes", [IpcUniverseQuery, IpcSessionAccessor]),
|
|
191
|
-
__metadata("design:returntype", void 0)
|
|
192
|
-
], IpcHandler.prototype, "onUniverse", null);
|
|
193
201
|
__decorate([
|
|
194
202
|
(0, topic_1.handler)(IpcFeedCommand),
|
|
195
203
|
__metadata("design:type", Function),
|
|
196
204
|
__metadata("design:paramtypes", [IpcFeedCommand, IpcSessionAccessor]),
|
|
197
205
|
__metadata("design:returntype", Promise)
|
|
198
206
|
], IpcHandler.prototype, "onFeed", null);
|
|
207
|
+
__decorate([
|
|
208
|
+
(0, topic_1.handler)(IpcTaskCommand),
|
|
209
|
+
__metadata("design:type", Function),
|
|
210
|
+
__metadata("design:paramtypes", [IpcTaskCommand, IpcSessionAccessor]),
|
|
211
|
+
__metadata("design:returntype", Promise)
|
|
212
|
+
], IpcHandler.prototype, "onTask", null);
|
|
199
213
|
async function run(descriptor, ...commands) {
|
|
200
214
|
const handler = new IpcHandler(descriptor);
|
|
201
215
|
const accessor = new IpcSessionAccessor();
|
package/dist/ipc.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ipc.js","sourceRoot":"","sources":["../src/ipc.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,uCAA+C;AAE/C,qCAAwC;AACxC,0CAAuD;AACvD,
|
|
1
|
+
{"version":3,"file":"ipc.js","sourceRoot":"","sources":["../src/ipc.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,uCAA+C;AAE/C,qCAAwC;AACxC,0CAAuD;AACvD,qCAA2C;AAC3C,+BAA8C;AAG9C,qCAAsC;AACtC,iCAAkC;AAGlC,MAAM,CAAC,MAAM,EAAE,CAAC;AAgBhB,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAMhB,CAAC;CAAA,CAAA;AAPY,cAAc;IAD1B,aAAK;GACO,cAAc,CAO1B;AAPY,wCAAc;AAa3B,IAAa,eAAe,GAA5B,MAAa,eAAe;IAA5B;QACE,SAAI,GAAG,OAAO,CAAC;IAYjB,CAAC;CAAA,CAAA;AAbY,eAAe;IAD3B,aAAK;GACO,eAAe,CAa3B;AAbY,0CAAe;AAmB5B,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAA/B;QACE,SAAI,GAAG,UAAU,CAAC;IAiBpB,CAAC;CAAA,CAAA;AAlBY,kBAAkB;IAD9B,aAAK;GACO,kBAAkB,CAkB9B;AAlBY,gDAAkB;AAwB/B,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAgBhB,CAAC;CAAA,CAAA;AAjBY,cAAc;IAD1B,aAAK;GACO,cAAc,CAiB1B;AAjBY,wCAAc;AAuB3B,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAMhB,CAAC;CAAA,CAAA;AAPY,cAAc;IAD1B,aAAK;GACO,cAAc,CAO1B;AAPY,wCAAc;AAY3B,MAAM,kBAAkB;CAEvB;AAOD,MAAM,UAAW,SAAQ,aAA2C;IAClE,YAA6B,UAAgC;QAC3D,KAAK,EAAE,CAAC;QADmB,eAAU,GAAV,UAAU,CAAsB;IAE7D,CAAC;IAMD,KAAK,CAAC,UAAU,CAAC,OAAuB,EAAE,QAA4B;;QACpE,IAAI,OAAO,CAAC,EAAE,EAAE;YACd,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC;SACjC;QAED,QAAQ,CAAC,OAAO,GAAG,IAAA,UAAI,EAAC,IAAI,CAAC,UAAU,CAAC,CAAC;QAEzC,IAAI,CAAC,MAAM,CAAC;YACV,IAAI,EAAE,cAAc;YACpB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IACjC,CAAC;IAMD,KAAK,CAAC,WAAW,CAAC,OAAwB,EAAE,QAA4B;;QACtE,IAAI,OAAO,CAAC,EAAE,EAAE;YACd,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC;SACjC;QAED,QAAQ,CAAC,OAAO,GAAG,IAAA,WAAK,EAAC,IAAI,CAAC,UAAU,EAAE;YACxC,OAAO,EAAE,OAAO,CAAC,OAAO;SACzB,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC;YACV,IAAI,EAAE,eAAe;YACrB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IACjC,CAAC;IAMD,cAAc,CAAC,OAA2B,EAAE,QAA4B;QACtE,OAAO,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;YACvC,MAAM,CAAC,OAAO,EAAE,QAAQ,CAAC,GAAG,IAAA,cAAQ,EAAC,IAAI,CAAC,UAAU,EAAE;gBACpD,IAAI,EAAE,OAAO,CAAC,IAAI;gBAClB,EAAE,EAAE,OAAO,CAAC,EAAE;gBACd,OAAO,EAAE,OAAO,CAAC,OAAO;gBACxB,QAAQ,EAAE;oBACR,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;wBAClD,IAAI,CAAC,MAAM,CAAC;4BACV,IAAI,EAAE,kBAAkB;4BACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;4BAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;4BAC7B,IAAI,EAAE,OAAO,CAAC,IAAI;4BAClB,EAAE,EAAE,OAAO,CAAC,EAAE;yBACf,CAAC,CAAC;oBACL,CAAC;oBACD,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;wBAClD,IAAI,CAAC,MAAM,CAAC;4BACV,IAAI,EAAE,kBAAkB;4BACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;4BAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;4BAC7B,IAAI,EAAE,OAAO,CAAC,IAAI;4BAClB,EAAE,EAAE,OAAO,CAAC,EAAE;yBACf,CAAC,CAAC;oBACL,CAAC;oBACD,mBAAmB,EAAE,KAAK,EAAE,QAA4B,EAAE,EAAE;;wBAC1D,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;wBAEjC,IAAI,CAAC,MAAM,CAAC;4BACV,IAAI,EAAE,oBAAoB;4BAC1B,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;4BAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;4BAC7B,IAAI,EAAE,OAAO,CAAC,IAAI;4BAClB,EAAE,EAAE,OAAO,CAAC,EAAE;yBACf,CAAC,CAAC;wBAEH,OAAO,EAAE,CAAC;oBACZ,CAAC;iBACF;aACF,CAAC,CAAC;YAEH,QAAQ,CAAC,OAAO,GAAG,OAAO,CAAC;YAE3B,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;YAC/B,MAAM,QAAQ,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE,CAAC,eAAM,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;QAC7D,CAAC,CAAC,CAAC;IACL,CAAC;IAMD,KAAK,CAAC,MAAM,CAAC,OAAuB,EAAE,QAA4B;;QAChE,QAAQ,CAAC,OAAO,GAAG,MAAA,QAAQ,CAAC,OAAO,mCAAI,IAAA,UAAI,EAAC,IAAI,CAAC,UAAU,CAAC,CAAC;QAC7D,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QAEpD,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;QAEnC,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,CAAC,CAAC;QAEtC,MAAM,QAAQ,CAAC,OAAO,CAAC,SAAS,CAAC,QAAQ,CACvC,UAAU,CAAC,IAAI,CAAC,OAAO,EACvB,IAAI,4BAAkB,CACpB,UAAU,EACV,OAAO,CAAC,IAAI,EACZ,OAAO,CAAC,EAAE,EACV,IAAI,CAAC,UAAU,CAAC,IAAI,EACpB,SAAS,CAAC,EAAE,CACV,IAAI,CAAC,MAAM,CAAC;YACV,IAAI,EAAE,cAAc;YACpB,SAAS;YACT,IAAI,EAAE,OAAO,CAAC,IAAI;YAClB,EAAE,EAAE,OAAO,CAAC,EAAE;SACf,CAAC,CACL,CACF,CAAC;QAEF,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,gBAAgB,EAAE,CAAC,CAAC;QAExC,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;IACnC,CAAC;IAMD,KAAK,CAAC,MAAM,CAAC,KAAqB,EAAE,QAA4B;;QAC9D,QAAQ,CAAC,OAAO,GAAG,MAAA,QAAQ,CAAC,OAAO,mCAAI,IAAA,UAAI,EAAC,IAAI,CAAC,UAAU,CAAC,CAAC;QAE7D,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;QAEnC,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAEhE,IAAI,MAAM,GAAG,SAAS,CAAC;QAEvB,IAAI;YACF,MAAM,GAAG,MAAM,IAAA,gBAAO,EAAC,KAAK,CAAC,QAAQ,EAAE,QAAQ,CAAC,OAAO,CAAC,CAAC;SAC1D;QAAC,OAAO,CAAC,EAAE;YACV,MAAM,GAAG,CAAC,CAAC;SACZ;QAED,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,gBAAgB,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;QAE1E,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;IACnC,CAAC;IAKO,MAAM,CAAC,OAAY;;QACzB,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;SACvB;QAED,MAAA,IAAI,CAAC,UAAU,CAAC,MAAM,0CAAE,IAAI,CAAC,SAAS,EAAE,OAAO,CAAC,CAAC;IACnD,CAAC;CACF;AA5JC;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACE,cAAc,EAAY,kBAAkB;;4CAarE;AAMD;IADC,IAAA,eAAO,EAAC,eAAe,CAAC;;qCACE,eAAe,EAAY,kBAAkB;;6CAevE;AAMD;IADC,IAAA,eAAO,EAAC,kBAAkB,CAAC;;qCACJ,kBAAkB,EAAY,kBAAkB;;gDA8CvE;AAMD;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACF,cAAc,EAAY,kBAAkB;;wCA4BjE;AAMD;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACJ,cAAc,EAAY,kBAAkB;;wCAkB/D;AAoBI,KAAK,UAAU,GAAG,CACvB,UAAgC,EAChC,GAAG,QAAsB;IAEzB,MAAM,OAAO,GAAG,IAAI,UAAU,CAAC,UAAU,CAAC,CAAC;IAC3C,MAAM,QAAQ,GAAG,IAAI,kBAAkB,EAAE,CAAC;IAC1C,MAAM,IAAI,GAAG,QAAQ,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAE7C,IAAI,IAAI,CAAC,OAAO,EAAE;QAChB,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC;QAEnE,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC;KACjC;SAAM;QACL,IAAI,CAAC,QAAQ,CAAC,MAAM,EAAE;YACpB,QAAQ,CAAC,IAAI,CAAC,IAAI,eAAe,EAAE,CAAC,CAAC;SACtC;KACF;IAED,KAAK,MAAM,OAAO,IAAI,QAAQ,EAAE;QAC9B,MAAM,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;KAC3C;IAED,OAAO,CAAC,EAAE,CAAC,SAAS,EAAE,KAAK,EAAE,OAAY,EAAE,EAAE;QAC3C,MAAM,QAAQ,GAAG,MAAM,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;QAE3D,IAAI,QAAQ,EAAE;YACZ,OAAO,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;SACxB;IACH,CAAC,CAAC,CAAC;IAEH,OAAO,QAAQ,CAAC,OAAO,CAAC;AAC1B,CAAC;AA/BD,kBA+BC"}
|
package/dist/ipc.spec.js
CHANGED
|
@@ -15,6 +15,8 @@ const ipc_1 = require("./ipc");
|
|
|
15
15
|
const storage_1 = require("./storage");
|
|
16
16
|
const domain_1 = require("./domain");
|
|
17
17
|
const shared_1 = require("./shared");
|
|
18
|
+
const events_1 = require("events");
|
|
19
|
+
const rxjs_1 = require("rxjs");
|
|
18
20
|
class DefaultAdapter extends adapter_1.Adapter {
|
|
19
21
|
constructor() {
|
|
20
22
|
super(...arguments);
|
|
@@ -27,6 +29,8 @@ class DefaultAdapter extends adapter_1.Adapter {
|
|
|
27
29
|
return new paper_1.PaperSpotExecutor(adapter);
|
|
28
30
|
}
|
|
29
31
|
onAwake(command) { }
|
|
32
|
+
onDispose(command) { }
|
|
33
|
+
onSubscribe(command) { }
|
|
30
34
|
onAccount(command) { }
|
|
31
35
|
onFeed(command) { }
|
|
32
36
|
}
|
|
@@ -36,6 +40,18 @@ __decorate([
|
|
|
36
40
|
__metadata("design:paramtypes", [adapter_1.AdapterAwakeCommand]),
|
|
37
41
|
__metadata("design:returntype", void 0)
|
|
38
42
|
], DefaultAdapter.prototype, "onAwake", null);
|
|
43
|
+
__decorate([
|
|
44
|
+
(0, shared_1.handler)(adapter_1.AdapterDisposeCommand),
|
|
45
|
+
__metadata("design:type", Function),
|
|
46
|
+
__metadata("design:paramtypes", [adapter_1.AdapterDisposeCommand]),
|
|
47
|
+
__metadata("design:returntype", void 0)
|
|
48
|
+
], DefaultAdapter.prototype, "onDispose", null);
|
|
49
|
+
__decorate([
|
|
50
|
+
(0, shared_1.handler)(adapter_1.AdapterSubscribeCommand),
|
|
51
|
+
__metadata("design:type", Function),
|
|
52
|
+
__metadata("design:paramtypes", [adapter_1.AdapterSubscribeCommand]),
|
|
53
|
+
__metadata("design:returntype", void 0)
|
|
54
|
+
], DefaultAdapter.prototype, "onSubscribe", null);
|
|
39
55
|
__decorate([
|
|
40
56
|
(0, shared_1.handler)(adapter_1.AdapterAccountCommand),
|
|
41
57
|
__metadata("design:type", Function),
|
|
@@ -61,7 +77,35 @@ describe('ipc feed tests', () => {
|
|
|
61
77
|
feed: new storage_1.Feed(new storage_1.InMemoryStorage()),
|
|
62
78
|
describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))
|
|
63
79
|
}, command);
|
|
64
|
-
|
|
80
|
+
});
|
|
81
|
+
test('should dispatch session started event', done => {
|
|
82
|
+
const command = {
|
|
83
|
+
type: 'paper',
|
|
84
|
+
balance: { 'default:usd': 100 }
|
|
85
|
+
};
|
|
86
|
+
const ipcSub = new events_1.EventEmitter();
|
|
87
|
+
ipcSub.on('message', (message) => {
|
|
88
|
+
expect(message.type).toBe('paper:started');
|
|
89
|
+
done();
|
|
90
|
+
});
|
|
91
|
+
(0, ipc_1.run)({
|
|
92
|
+
adapter: [new DefaultAdapter()],
|
|
93
|
+
describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt')),
|
|
94
|
+
ipcSub
|
|
95
|
+
}, command);
|
|
96
|
+
});
|
|
97
|
+
test('should execute user task', done => {
|
|
98
|
+
(0, shared_1.task)('hello-world', session => {
|
|
99
|
+
return (0, rxjs_1.of)(1).pipe((0, rxjs_1.take)(1), (0, rxjs_1.tap)(() => done()));
|
|
100
|
+
});
|
|
101
|
+
const command = {
|
|
102
|
+
type: 'task',
|
|
103
|
+
taskName: 'hello-world'
|
|
104
|
+
};
|
|
105
|
+
(0, ipc_1.run)({
|
|
106
|
+
adapter: [new DefaultAdapter()],
|
|
107
|
+
describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))
|
|
108
|
+
}, command);
|
|
65
109
|
});
|
|
66
110
|
});
|
|
67
111
|
//# sourceMappingURL=ipc.spec.js.map
|
package/dist/ipc.spec.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ipc.spec.js","sourceRoot":"","sources":["../src/ipc.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,
|
|
1
|
+
{"version":3,"file":"ipc.spec.js","sourceRoot":"","sources":["../src/ipc.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,uCAOmB;AACnB,2CAAkE;AAElE,+BAA4B;AAC5B,uCAAkD;AAClD,qCAAwC;AACxC,qCAAyC;AACzC,mCAAsC;AACtC,+BAA2C;AAE3C,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAwBnB,CAAC;IAtBC,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,IAAG,CAAC;IAGxC,SAAS,CAAC,OAA8B,IAAG,CAAC;IAG5C,WAAW,CAAC,OAAgC,IAAG,CAAC;IAGhD,SAAS,CAAC,OAA8B,IAAG,CAAC;IAG5C,MAAM,CAAC,OAA2B,IAAG,CAAC;CACvC;AAbC;IADC,IAAA,gBAAO,EAAC,6BAAmB,CAAC;;qCACZ,6BAAmB;;6CAAI;AAGxC;IADC,IAAA,gBAAO,EAAC,+BAAqB,CAAC;;qCACZ,+BAAqB;;+CAAI;AAG5C;IADC,IAAA,gBAAO,EAAC,iCAAuB,CAAC;;qCACZ,iCAAuB;;iDAAI;AAGhD;IADC,IAAA,gBAAO,EAAC,+BAAqB,CAAC;;qCACZ,+BAAqB;;+CAAI;AAG5C;IADC,IAAA,gBAAO,EAAC,4BAAkB,CAAC;;qCACZ,4BAAkB;;4CAAI;AAGxC,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,qCAAqC,EAAE,KAAK,IAAI,EAAE;QACrD,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,MAAM;YACZ,UAAU,EAAE,kBAAkB;YAC9B,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC;QAEF,MAAM,OAAO,GAAG,MAAM,IAAA,SAAG,EACvB;YACE,OAAO,EAAE,CAAC,IAAI,cAAc,EAAE,CAAC;YAC/B,IAAI,EAAE,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC;YACrC,QAAQ,EAAE,CAAC,OAAgB,EAAE,EAAE,CAAC,OAAO,CAAC,KAAK,CAAC,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;SAChF,EACD,OAAO,CACR,CAAC;IAGJ,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,IAAI,CAAC,EAAE;QACnD,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,OAAO;YACb,OAAO,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE;SAChC,CAAC;QAEF,MAAM,MAAM,GAAG,IAAI,qBAAY,EAAE,CAAC;QAElC,MAAM,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,OAAY,EAAE,EAAE;YACpC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC;YAC3C,IAAI,EAAE,CAAC;QACT,CAAC,CAAC,CAAC;QAEH,IAAA,SAAG,EACD;YACE,OAAO,EAAE,CAAC,IAAI,cAAc,EAAE,CAAC;YAC/B,QAAQ,EAAE,CAAC,OAAgB,EAAE,EAAE,CAAC,OAAO,CAAC,KAAK,CAAC,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;YAC/E,MAAM;SACP,EACD,OAAO,CACR,CAAC;IACJ,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,aAAI,EAAC,aAAa,EAAE,OAAO,CAAC,EAAE;YAC5B,OAAO,IAAA,SAAE,EAAC,CAAC,CAAC,CAAC,IAAI,CACf,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,IAAI,EAAE,CAAC,CAClB,CAAC;QACJ,CAAC,CAAC,CAAC;QAEH,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,MAAM;YACZ,QAAQ,EAAE,aAAa;SACxB,CAAC;QAEF,IAAA,SAAG,EACD;YACE,OAAO,EAAE,CAAC,IAAI,cAAc,EAAE,CAAC;YAC/B,QAAQ,EAAE,CAAC,OAAgB,EAAE,EAAE,CAAC,OAAO,CAAC,KAAK,CAAC,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;SAChF,EACD,OAAO,CACR,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -15,7 +15,7 @@ export declare class Session {
|
|
|
15
15
|
get timestamp(): number;
|
|
16
16
|
readonly statement: Record<string, Record<string, any>>;
|
|
17
17
|
constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
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|
18
|
-
awake(): Promise<void>;
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|
18
|
+
awake(idle?: boolean): Promise<void>;
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|
19
19
|
dispose(): Promise<void>;
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|
20
20
|
useStatement(section: string): Record<string, any>;
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|
21
21
|
useMeasure<T extends {
|
|
@@ -39,7 +39,7 @@ export declare class Session {
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|
39
39
|
pending(selector?: InstrumentSelector): Observable<Order[]>;
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|
40
40
|
filled(selector?: InstrumentSelector): Observable<Order[]>;
|
|
41
41
|
canceled(selector?: InstrumentSelector): Observable<Order[]>;
|
|
42
|
-
balance(selector
|
|
42
|
+
balance(selector: AssetSelector): Observable<Balance>;
|
|
43
43
|
history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Candle>;
|
|
44
44
|
}
|
|
45
45
|
export {};
|