@quantform/core 0.3.239 → 0.3.246

package/dist/ipc.js

@@ -9,15 +9,16 @@ 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.run = exports.IpcFeedCommand = exports.IpcUniverseQuery = exports.IpcBacktestCommand = exports.IpcPaperCommand = exports.IpcLiveCommand = exports.ipcSub = void 0;
+exports.run = exports.IpcTaskCommand = exports.IpcFeedCommand = exports.IpcBacktestCommand = exports.IpcPaperCommand = exports.IpcLiveCommand = void 0;
 const adapter_1 = require("./adapter");
 const domain_1 = require("./domain");
 const topic_1 = require("./shared/topic");
 const shared_1 = require("./shared");
 const bin_1 = require("./bin");
-const events_1 = require("events");
+const path_1 = require("path");
 const minimist = require("minimist");
-exports.ipcSub = new events_1.EventEmitter();
+const dotenv = require("dotenv");
+dotenv.config();
 let IpcLiveCommand = class IpcLiveCommand {
     constructor() {
         this.type = 'live';
@@ -45,15 +46,6 @@ IpcBacktestCommand = __decorate([
     topic_1.event
 ], IpcBacktestCommand);
 exports.IpcBacktestCommand = IpcBacktestCommand;
-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';
@@ -63,6 +55,15 @@ IpcFeedCommand = __decorate([
     topic_1.event
 ], IpcFeedCommand);
 exports.IpcFeedCommand = IpcFeedCommand;
+let IpcTaskCommand = class IpcTaskCommand {
+    constructor() {
+        this.type = 'task';
+    }
+};
+IpcTaskCommand = __decorate([
+    topic_1.event
+], IpcTaskCommand);
+exports.IpcTaskCommand = IpcTaskCommand;
 class IpcSessionAccessor {
 }
 class IpcHandler extends topic_1.Topic {
@@ -80,79 +81,68 @@ class IpcHandler extends topic_1.Topic {
             type: 'live:started',
             session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
         });
-        await accessor.session.awake();
+        await accessor.session.awake(this.describe());
     }
     async onPaperMode(command, accessor) {
         var _a;
         if (command.id) {
             this.descriptor.id = command.id;
         }
-        accessor.session = (0, bin_1.paper)(this.descriptor, {
-            balance: command.balance
-        });
+        accessor.session = (0, bin_1.paper)(this.descriptor);
         this.notify({
             type: 'paper:started',
             session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
         });
-        await accessor.session.awake();
+        await accessor.session.awake(this.describe());
     }
     onBacktestMode(command, accessor) {
         return new Promise(async (resolve) => {
             const [session, streamer] = (0, bin_1.backtest)(this.descriptor, {
-                from: command.from,
-                to: command.to,
-                balance: command.balance,
-                listener: {
-                    onBacktestStarted: (streamer) => {
-                        var _a;
-                        this.notify({
-                            type: 'backtest:started',
-                            session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
-                            timestamp: streamer.timestamp,
-                            from: command.from,
-                            to: command.to
-                        });
-                    },
-                    onBacktestUpdated: (streamer) => {
-                        var _a;
-                        this.notify({
-                            type: 'backtest:updated',
-                            session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
-                            timestamp: streamer.timestamp,
-                            from: command.from,
-                            to: command.to
-                        });
-                    },
-                    onBacktestCompleted: async (streamer) => {
-                        var _a;
-                        await accessor.session.dispose();
-                        this.notify({
-                            type: 'backtest:completed',
-                            session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
-                            timestamp: streamer.timestamp,
-                            from: command.from,
-                            to: command.to
-                        });
-                        resolve();
-                    }
+                onBacktestStarted: (streamer) => {
+                    var _a;
+                    this.notify({
+                        type: 'backtest:started',
+                        session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
+                        timestamp: streamer.timestamp,
+                        from: this.descriptor.options.backtester.from,
+                        to: this.descriptor.options.backtester.to
+                    });
+                },
+                onBacktestUpdated: (streamer) => {
+                    var _a;
+                    this.notify({
+                        type: 'backtest:updated',
+                        session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
+                        timestamp: streamer.timestamp,
+                        from: this.descriptor.options.backtester.from,
+                        to: this.descriptor.options.backtester.to
+                    });
+                },
+                onBacktestCompleted: async (streamer) => {
+                    var _a;
+                    await accessor.session.dispose();
+                    this.notify({
+                        type: 'backtest:completed',
+                        session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
+                        timestamp: streamer.timestamp,
+                        from: this.descriptor.options.backtester.from,
+                        to: this.descriptor.options.backtester.to
+                    });
+                    resolve();
                 }
             });
             accessor.session = session;
-            await accessor.session.awake();
+            await accessor.session.awake(this.describe());
             await streamer.tryContinue().catch(it => shared_1.Logger.error(it));
         });
     }
-    onUniverse(query, accessor) {
-        var _a;
-        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.idle)(this.descriptor);
-    }
     async onFeed(command, accessor) {
         var _a;
-        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.idle)(this.descriptor);
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.live)(this.descriptor);
         const instrument = (0, domain_1.instrumentOf)(command.instrument);
-        await accessor.session.awake();
+        await accessor.session.awake(undefined);
         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({
+        await accessor.session.aggregate.dispatch(instrument.base.adapter, new adapter_1.AdapterFeedCommand(instrument, command.from, command.to, this.descriptor.feed, timestamp => this.notify({
             type: 'feed:updated',
             timestamp,
             from: command.from,
@@ -161,11 +151,35 @@ class IpcHandler extends topic_1.Topic {
         this.notify({ type: 'feed:completed' });
         await accessor.session.dispose();
     }
+    async onTask(query, accessor) {
+        var _a;
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.live)(this.descriptor);
+        await accessor.session.awake(undefined);
+        this.notify({ type: 'task:started', taskName: query.taskName });
+        let result = undefined;
+        try {
+            result = await (0, shared_1.runTask)(query.taskName, accessor.session);
+        }
+        catch (e) {
+            result = e;
+        }
+        this.notify({ type: 'task:completed', taskName: query.taskName, result });
+        await accessor.session.dispose();
+    }
+    describe() {
+        const pkg = require((0, path_1.join)(process.cwd(), 'package.json'));
+        const describe = require((0, path_1.join)(process.cwd(), pkg.main));
+        if (describe instanceof Function) {
+            return describe;
+        }
+        return undefined;
+    }
     notify(message) {
+        var _a;
         if (process.send) {
             process.send(message);
         }
-        exports.ipcSub.emit('message', message);
+        (_a = this.descriptor.ipcSub) === null || _a === void 0 ? void 0 : _a.emit('message', message);
     }
 }
 __decorate([
@@ -186,18 +200,18 @@ __decorate([
     __metadata("design:paramtypes", [IpcBacktestCommand, IpcSessionAccessor]),
     __metadata("design:returntype", void 0)
 ], IpcHandler.prototype, "onBacktestMode", null);
-__decorate([
-    (0, topic_1.handler)(IpcUniverseQuery),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [IpcUniverseQuery, IpcSessionAccessor]),
-    __metadata("design:returntype", void 0)
-], IpcHandler.prototype, "onUniverse", null);
 __decorate([
     (0, topic_1.handler)(IpcFeedCommand),
     __metadata("design:type", Function),
     __metadata("design:paramtypes", [IpcFeedCommand, IpcSessionAccessor]),
     __metadata("design:returntype", Promise)
 ], IpcHandler.prototype, "onFeed", null);
+__decorate([
+    (0, topic_1.handler)(IpcTaskCommand),
+    __metadata("design:type", Function),
+    __metadata("design:paramtypes", [IpcTaskCommand, IpcSessionAccessor]),
+    __metadata("design:returntype", Promise)
+], IpcHandler.prototype, "onTask", null);
 async function run(descriptor, ...commands) {
     const handler = new IpcHandler(descriptor);
     const accessor = new IpcSessionAccessor();

package/dist/ipc.js.map

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package/dist/ipc.spec.js

@@ -13,8 +13,9 @@ const adapter_1 = require("./adapter");
 const paper_1 = require("./adapter/paper");
 const ipc_1 = require("./ipc");
 const storage_1 = require("./storage");
-const domain_1 = require("./domain");
 const shared_1 = require("./shared");
+const events_1 = require("events");
+const rxjs_1 = require("rxjs");
 class DefaultAdapter extends adapter_1.Adapter {
     constructor() {
         super(...arguments);
@@ -72,23 +73,38 @@ describe('ipc feed tests', () => {
         };
         const session = await (0, ipc_1.run)({
             adapter: [new DefaultAdapter()],
-            feed: new storage_1.Feed(new storage_1.InMemoryStorage()),
-            describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))
+            feed: new storage_1.Feed(new storage_1.InMemoryStorage())
         }, command);
-        expect(session.descriptor).toBeUndefined();
     });
     test('should dispatch session started event', done => {
         const command = {
-            type: 'paper',
-            balance: { 'default:usd': 100 }
+            type: 'paper'
         };
-        ipc_1.ipcSub.on('message', (message) => {
+        const ipcSub = new events_1.EventEmitter();
+        ipcSub.on('message', (message) => {
             expect(message.type).toBe('paper:started');
             done();
         });
         (0, ipc_1.run)({
             adapter: [new DefaultAdapter()],
-            describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))
+            ipcSub,
+            options: {
+                paper: {
+                    balance: { 'default:usd': 100 }
+                }
+            }
+        }, command);
+    });
+    test('should execute user task', done => {
+        (0, shared_1.task)('hello-world', session => {
+            return (0, rxjs_1.of)(1).pipe((0, rxjs_1.take)(1), (0, rxjs_1.tap)(() => done()));
+        });
+        const command = {
+            type: 'task',
+            taskName: 'hello-world'
+        };
+        (0, ipc_1.run)({
+            adapter: [new DefaultAdapter()]
         }, command);
     });
 });

package/dist/ipc.spec.js.map

@@ -1 +1 @@
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+{"version":3,"file":"ipc.spec.js","sourceRoot":"","sources":["../src/ipc.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AACA,uCAOmB;AACnB,2CAAkE;AAElE,+BAA4B;AAC5B,uCAAkD;AAElD,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;SACtC,EACD,OAAO,CACR,CAAC;IAGJ,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,IAAI,CAAC,EAAE;QACnD,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,OAAO;SACd,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,MAAM;YACN,OAAO,EAAE;gBACP,KAAK,EAAE;oBACL,OAAO,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE;iBAChC;aACF;SACF,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;SAChC,EACD,OAAO,CACR,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/session/session-descriptor.d.ts

@@ -1,12 +1,15 @@
 import { Adapter } from '../adapter';
-import { Session } from '.';
 import { Measurement } from '../storage/measurement';
 import { Feed } from '../storage';
-import { Observable } from 'rxjs';
+import { BacktesterOptions } from './../adapter/backtester';
+import { PaperOptions } from './../adapter/paper';
 export interface SessionDescriptor {
     id?: number;
     adapter: Adapter[];
     feed?: Feed;
     measurement?: Measurement;
-    describe?: (session: Session) => Observable<any>;
+    options?: {
+        backtester?: BacktesterOptions;
+        paper?: PaperOptions;
+    };
 }

package/dist/session/session.d.ts

@@ -15,7 +15,7 @@ export declare class Session {
     get timestamp(): number;
     readonly statement: Record<string, Record<string, any>>;
     constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
-    awake(): Promise<void>;
+    awake(describe: (session: Session) => Observable<any>): Promise<void>;
     dispose(): Promise<void>;
     useStatement(section: string): Record<string, any>;
     useMeasure<T extends {
@@ -39,7 +39,7 @@ export declare class Session {
     pending(selector?: InstrumentSelector): Observable<Order[]>;
     filled(selector?: InstrumentSelector): Observable<Order[]>;
     canceled(selector?: InstrumentSelector): Observable<Order[]>;
-    balance(selector?: AssetSelector): Observable<Balance>;
+    balance(selector: AssetSelector): Observable<Balance>;
     history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Candle>;
 }
 export {};

package/dist/session/session.js

@@ -22,15 +22,14 @@ class Session {
     get timestamp() {
         return this.store.snapshot.timestamp;
     }
-    async awake() {
-        var _a;
+    async awake(describe) {
         if (this.initialized) {
             return;
         }
         this.initialized = true;
         await this.aggregate.awake(this.descriptor != null);
-        if ((_a = this.descriptor) === null || _a === void 0 ? void 0 : _a.describe) {
-            this.subscription = this.descriptor.describe(this).subscribe();
+        if (describe) {
+            this.subscription = describe(this).subscribe();
         }
     }
     async dispose() {
@@ -72,12 +71,12 @@ class Session {
         const grouped = instrument
             .filter(it => it != null)
             .reduce((aggregate, it) => {
-            const exchange = it.base.exchange;
-            if (aggregate[exchange]) {
-                aggregate[exchange].push(it);
+            const adapter = it.base.adapter;
+            if (aggregate[adapter]) {
+                aggregate[adapter].push(it);
             }
             else {
-                aggregate[exchange] = [it];
+                aggregate[adapter] = [it];
             }
             return aggregate;
         }, {});
@@ -86,10 +85,10 @@ class Session {
         }
     }
     async open(...orders) {
-        await Promise.all(orders.map(it => this.aggregate.dispatch(it.instrument.base.exchange, new adapter_1.AdapterOrderOpenCommand(it))));
+        await Promise.all(orders.map(it => this.aggregate.dispatch(it.instrument.base.adapter, new adapter_1.AdapterOrderOpenCommand(it))));
     }
     cancel(order) {
-        return this.aggregate.dispatch(order.instrument.base.exchange, new adapter_1.AdapterOrderCancelCommand(order));
+        return this.aggregate.dispatch(order.instrument.base.adapter, new adapter_1.AdapterOrderCancelCommand(order));
     }
     instrument(selector) {
         this.subscribe([selector]);
@@ -146,7 +145,7 @@ class Session {
             (!selector || it.asset.toString() == selector.toString())), (0, operators_1.map)(it => it));
     }
     history(selector, timeframe, length) {
-        return this.store.changes$.pipe((0, operators_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, operators_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, operators_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.dispatch(selector.base.exchange, new adapter_1.AdapterHistoryQuery(selector, timeframe, length)))), (0, operators_1.take)(1), (0, operators_1.shareReplay)(), (0, operators_1.mergeMap)(it => it));
+        return this.store.changes$.pipe((0, operators_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, operators_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, operators_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.dispatch(selector.base.adapter, new adapter_1.AdapterHistoryQuery(selector, timeframe, length)))), (0, operators_1.take)(1), (0, operators_1.shareReplay)(), (0, operators_1.mergeMap)(it => it));
     }
 }
 exports.Session = Session;

package/dist/session/session.js.map

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package/dist/session/session.spec.js

@@ -10,11 +10,7 @@ describe('session tests', () => {
         adapter: []
     };
     test('should trigger once', done => {
-        const session = (0, bin_1.paper)(descriptor, {
-            balance: {
-                ['binance:btc']: 1.23
-            }
-        });
+        const session = (0, bin_1.paper)(descriptor);
         session.instruments().subscribe({
             next: it => {
                 expect(it.length).toEqual(2);

package/dist/session/session.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/session/session.spec.ts"],"names":[],"mappings":";;AAAA,0CAAsD;AACtD,sCAA8C;AAC9C,sCAAgC;AAEhC,gCAA+B;AAI/B,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAA,WAAK,EAAC,UAAU,EAAE;YAChC,OAAO,EAAE;gBACP,CAAC,aAAa,CAAC,EAAE,IAAI;aACtB;SACF,CAAC,CAAC;QAEH,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/session/session.spec.ts"],"names":[],"mappings":";;AAAA,0CAAsD;AACtD,sCAA8C;AAC9C,sCAAgC;AAEhC,gCAA+B;AAI/B,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAA,WAAK,EAAC,UAAU,CAAC,CAAC;QAElC,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/shared/index.d.ts

@@ -5,3 +5,4 @@ export * from './io';
 export * from './topic';
 export * from './policy';
 export * from './worker';
+export * from './task';

package/dist/shared/index.js

@@ -17,4 +17,5 @@ __exportStar(require("./io"), exports);
 __exportStar(require("./topic"), exports);
 __exportStar(require("./policy"), exports);
 __exportStar(require("./worker"), exports);
+__exportStar(require("./task"), exports);
 //# sourceMappingURL=index.js.map

package/dist/shared/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,6CAA2B;AAC3B,2CAAyB;AACzB,6CAA2B;AAC3B,uCAAqB;AACrB,0CAAwB;AACxB,2CAAyB;AACzB,2CAAyB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,6CAA2B;AAC3B,2CAAyB;AACzB,6CAA2B;AAC3B,uCAAqB;AACrB,0CAAwB;AACxB,2CAAyB;AACzB,2CAAyB;AACzB,yCAAuB"}

package/dist/shared/task.d.ts

@@ -0,0 +1,6 @@
+import { Observable } from 'rxjs';
+import { Session } from './../session';
+declare type Task = (session: Session) => Observable<any> | Promise<any> | any;
+export declare function task(name: string, fn: Task): void;
+export declare function runTask(name: string, session: Session): Promise<void>;
+export {};

package/dist/shared/task.js

@@ -0,0 +1,25 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.runTask = exports.task = void 0;
+const rxjs_1 = require("rxjs");
+const tasks = {};
+function task(name, fn) {
+    tasks[name] = fn;
+}
+exports.task = task;
+async function runTask(name, session) {
+    const task = tasks[name];
+    if (!task) {
+        throw new Error('Unknown task: ' + name);
+    }
+    const result = tasks[name](session);
+    if (result instanceof rxjs_1.Observable) {
+        return (0, rxjs_1.lastValueFrom)(result);
+    }
+    if (result instanceof Promise) {
+        return await result;
+    }
+    return result;
+}
+exports.runTask = runTask;
+//# sourceMappingURL=task.js.map

package/dist/shared/task.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"task.js","sourceRoot":"","sources":["../../src/shared/task.ts"],"names":[],"mappings":";;;AAAA,+BAAiD;AAKjD,MAAM,KAAK,GAAyB,EAAE,CAAC;AAEvC,SAAgB,IAAI,CAAC,IAAY,EAAE,EAAQ;IACzC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;AACnB,CAAC;AAFD,oBAEC;AAEM,KAAK,UAAU,OAAO,CAAC,IAAY,EAAE,OAAgB;IAC1D,MAAM,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC,CAAC;IAEzB,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CAAC,gBAAgB,GAAG,IAAI,CAAC,CAAC;KAC1C;IAED,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC;IAEpC,IAAI,MAAM,YAAY,iBAAU,EAAE;QAChC,OAAO,IAAA,oBAAa,EAAC,MAAM,CAAC,CAAC;KAC9B;IAED,IAAI,MAAM,YAAY,OAAO,EAAE;QAC7B,OAAO,MAAM,MAAM,CAAC;KACrB;IAED,OAAO,MAAM,CAAC;AAChB,CAAC;AAlBD,0BAkBC"}

package/dist/store/event/store-instrument.event.js

@@ -32,7 +32,7 @@ InstrumentPatchEvent = __decorate([
 ], InstrumentPatchEvent);
 exports.InstrumentPatchEvent = InstrumentPatchEvent;
 function InstrumentPatchEventHandler(event, state) {
-    const selector = new instrument_1.InstrumentSelector(event.base.name, event.quote.name, event.base.exchange);
+    const selector = new instrument_1.InstrumentSelector(event.base.name, event.quote.name, event.base.adapter);
     let instrument = state.universe.instrument[selector.toString()];
     if (!instrument) {
         instrument = new instrument_1.Instrument(event.base, event.quote, event.raw);

package/dist/store/event/store-instrument.event.js.map

@@ -1 +1 @@
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+{"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,OAAO,CACnB,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"}

package/dist/store/event/store-order.event.js

@@ -25,10 +25,6 @@ OrderLoadEvent = __decorate([
 ], OrderLoadEvent);
 exports.OrderLoadEvent = OrderLoadEvent;
 function OrderLoadEventHandler(event, state) {
-    const instrumentKey = event.order.instrument.toString();
-    if (!(instrumentKey in state.subscription.instrument)) {
-        throw new Error(`Trying to load order for unsubscribed instrument: ${instrumentKey}`);
-    }
     event.order.timestamp = event.timestamp;
     switch (event.order.state) {
         case 'NEW':
@@ -62,10 +58,6 @@ OrderNewEvent = __decorate([
 ], OrderNewEvent);
 exports.OrderNewEvent = OrderNewEvent;
 function OrderNewEventHandler(event, state) {
-    const instrumentKey = event.order.instrument.toString();
-    if (!(instrumentKey in state.subscription.instrument)) {
-        throw new Error(`Trying to order for unsubscribed instrument: ${instrumentKey}`);
-    }
     if (event.order.state != 'NEW') {
         throw new Error(`Order is not new`);
     }