@quantform/core 0.3.241 → 0.3.242

package/dist/bin.d.ts

@@ -4,4 +4,3 @@ import { Session, SessionDescriptor } from './session';
 export declare function backtest(descriptor: SessionDescriptor, options: BacktesterOptions): [Session, BacktesterStreamer];
 export declare function paper(descriptor: SessionDescriptor, options: PaperOptions): Session;
 export declare function live(descriptor: SessionDescriptor): Session;
-export declare function idle(descriptor: SessionDescriptor): Session;

package/dist/bin.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.idle = exports.live = exports.paper = exports.backtest = void 0;
+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");
@@ -25,10 +25,4 @@ function live(descriptor) {
     return new session_1.Session(store, aggregate, descriptor);
 }
 exports.live = live;
-function idle(descriptor) {
-    const store = new store_1.Store();
-    const aggregate = new adapter_1.AdapterAggregate(store, descriptor.adapter);
-    return new session_1.Session(store, aggregate);
-}
-exports.idle = idle;
 //# sourceMappingURL=bin.js.map

package/dist/bin.js.map

@@ -1 +1 @@
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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"}

package/dist/ipc.d.ts

@@ -1,7 +1,6 @@
 /// <reference types="node" />
 import { Session, SessionDescriptor } from './session';
 import { EventEmitter } from 'events';
-export declare const ipcSub: EventEmitter;
 export interface IpcCommand {
     type: any;
 }
@@ -24,14 +23,17 @@ export declare class IpcBacktestCommand implements IpcCommand {
         [key: string]: number;
     };
 }
-export declare class IpcUniverseQuery implements IpcCommand {
-    type: string;
-    adapter: 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>;
+export declare class IpcTaskCommand implements IpcCommand {
+    type: string;
+    taskName: string;
+}
+export declare type SessionRunDescriptor = SessionDescriptor & {
+    ipcSub?: EventEmitter;
+};
+export declare function run(descriptor: SessionRunDescriptor, ...commands: IpcCommand[]): Promise<Session>;

package/dist/ipc.js

@@ -9,15 +9,13 @@ 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 minimist = require("minimist");
-exports.ipcSub = new events_1.EventEmitter();
 let IpcLiveCommand = class IpcLiveCommand {
     constructor() {
         this.type = 'live';
@@ -45,15 +43,6 @@ 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 +52,15 @@ 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 {
@@ -142,15 +140,11 @@ class IpcHandler extends topic_1.Topic {
             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(true);
         this.notify({ type: 'feed:started' });
         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',
@@ -161,11 +155,27 @@ 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(true);
+        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();
+    }
     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 +196,18 @@ __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

@@ -15,6 +15,8 @@ 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);
@@ -75,17 +77,31 @@ describe('ipc feed tests', () => {
             feed: new storage_1.Feed(new storage_1.InMemoryStorage()),
             describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))
         }, command);
-        expect(session.descriptor).toBeUndefined();
     });
     test('should dispatch session started event', done => {
         const command = {
             type: 'paper',
             balance: { 'default:usd': 100 }
         };
-        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
+        }, 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()],
             describe: (session) => session.trade((0, domain_1.instrumentOf)('default:btc-usdt'))

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;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"}

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(idle?: boolean): Promise<void>;
     dispose(): Promise<void>;
     useStatement(section: string): Record<string, any>;
     useMeasure<T extends {

package/dist/session/session.js

@@ -22,14 +22,14 @@ class Session {
     get timestamp() {
         return this.store.snapshot.timestamp;
     }
-    async awake() {
+    async awake(idle = false) {
         var _a;
         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) {
+        if (!idle && ((_a = this.descriptor) === null || _a === void 0 ? void 0 : _a.describe)) {
             this.subscription = this.descriptor.describe(this).subscribe();
         }
     }

package/dist/session/session.js.map

@@ -1 +1 @@
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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/tsconfig.tsbuildinfo

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.3.241",
+  "version": "0.3.242",
   "description": "Node.js library for building systematic trading strategies in reactive way.",
   "repository": {
     "type": "git",

package/src/bin.ts

@@ -59,14 +59,3 @@ export function live(descriptor: SessionDescriptor): Session {
 
   return new Session(store, aggregate, descriptor);
 }
-
-/**
- * Starts a new idle session.
- * @param descriptor session descriptor.
- */
-export function idle(descriptor: SessionDescriptor): Session {
-  const store = new Store();
-  const aggregate = new AdapterAggregate(store, descriptor.adapter);
-
-  return new Session(store, aggregate);
-}

package/src/ipc.spec.ts

@@ -9,10 +9,12 @@ import {
 } from './adapter';
 import { PaperAdapter, PaperSpotExecutor } from './adapter/paper';
 import { PaperExecutor } from './adapter/paper/executor/paper-executor';
-import { ipcSub, run } from './ipc';
+import { run } from './ipc';
 import { Feed, InMemoryStorage } from './storage';
 import { instrumentOf } from './domain';
-import { handler } from './shared';
+import { handler, task } from './shared';
+import { EventEmitter } from 'events';
+import { from, of, take, tap } from 'rxjs';
 
 class DefaultAdapter extends Adapter {
   name = 'default';
@@ -59,7 +61,7 @@ describe('ipc feed tests', () => {
       command
     );
 
-    expect(session.descriptor).toBeUndefined();
+    //expect(session.descriptor).toBeUndefined();
   });
 
   test('should dispatch session started event', done => {
@@ -68,11 +70,36 @@ describe('ipc feed tests', () => {
       balance: { 'default:usd': 100 }
     };
 
+    const ipcSub = new EventEmitter();
+
     ipcSub.on('message', (message: any) => {
       expect(message.type).toBe('paper:started');
       done();
     });
 
+    run(
+      {
+        adapter: [new DefaultAdapter()],
+        describe: (session: Session) => session.trade(instrumentOf('default:btc-usdt')),
+        ipcSub
+      },
+      command
+    );
+  });
+
+  test('should execute user task', done => {
+    task('hello-world', session => {
+      return of(1).pipe(
+        take(1),
+        tap(() => done())
+      );
+    });
+
+    const command = {
+      type: 'task',
+      taskName: 'hello-world'
+    };
+
     run(
       {
         adapter: [new DefaultAdapter()],

package/src/ipc.ts

@@ -2,14 +2,12 @@ import { AdapterFeedCommand } from './adapter';
 import { Session, SessionDescriptor } from './session';
 import { instrumentOf } from './domain';
 import { Topic, event, handler } from './shared/topic';
-import { Logger } from './shared';
-import { backtest, idle, live, paper } from './bin';
+import { runTask, Logger } from './shared';
+import { backtest, live, paper } from './bin';
 import { BacktesterStreamer } from './adapter/backtester';
 import { EventEmitter } from 'events';
 import minimist = require('minimist');
 
-export const ipcSub = new EventEmitter();
-
 /**
  * Base command/query interface for IPC communication.
  */
@@ -76,12 +74,6 @@ export class IpcBacktestCommand implements IpcCommand {
   balance: { [key: string]: number };
 }
 
-@event
-export class IpcUniverseQuery implements IpcCommand {
-  type = 'universe';
-  adapter: string;
-}
-
 /**
  * Feeds specific session descriptor with instrument data.
  */
@@ -105,6 +97,19 @@ export class IpcFeedCommand implements IpcCommand {
   to: number;
 }
 
+/**
+ * Executes user task defined in quantform.ts file.
+ */
+@event
+export class IpcTaskCommand implements IpcCommand {
+  type = 'task';
+
+  /**
+   * Name of the task to execute.
+   */
+  taskName: string;
+}
+
 /**
  * Stores current session instance.
  */
@@ -112,11 +117,13 @@ class IpcSessionAccessor {
   session: Session;
 }
 
+export declare type SessionRunDescriptor = SessionDescriptor & { ipcSub?: EventEmitter };
+
 /**
  * Inter process communication handler.
  */
 class IpcHandler extends Topic<{ type: string }, IpcSessionAccessor> {
-  constructor(private readonly descriptor: SessionDescriptor) {
+  constructor(private readonly descriptor: SessionRunDescriptor) {
     super();
   }
 
@@ -212,23 +219,15 @@ class IpcHandler extends Topic<{ type: string }, IpcSessionAccessor> {
     });
   }
 
-  /**
-   * @see IpcUniverseQuery
-   */
-  @handler(IpcUniverseQuery)
-  onUniverse(query: IpcUniverseQuery, accessor: IpcSessionAccessor) {
-    accessor.session = accessor.session ?? idle(this.descriptor);
-  }
-
   /**
    * @see IpcFeedCommand
    */
   @handler(IpcFeedCommand)
   async onFeed(command: IpcFeedCommand, accessor: IpcSessionAccessor) {
-    accessor.session = accessor.session ?? idle(this.descriptor);
+    accessor.session = accessor.session ?? live(this.descriptor);
     const instrument = instrumentOf(command.instrument);
 
-    await accessor.session.awake();
+    await accessor.session.awake(true);
 
     this.notify({ type: 'feed:started' });
 
@@ -254,6 +253,30 @@ class IpcHandler extends Topic<{ type: string }, IpcSessionAccessor> {
     await accessor.session.dispose();
   }
 
+  /**
+   * @see IpcTaskCommand
+   */
+  @handler(IpcTaskCommand)
+  async onTask(query: IpcTaskCommand, accessor: IpcSessionAccessor) {
+    accessor.session = accessor.session ?? live(this.descriptor);
+
+    await accessor.session.awake(true);
+
+    this.notify({ type: 'task:started', taskName: query.taskName });
+
+    let result = undefined;
+
+    try {
+      result = await runTask(query.taskName, accessor.session);
+    } catch (e) {
+      result = e;
+    }
+
+    this.notify({ type: 'task:completed', taskName: query.taskName, result });
+
+    await accessor.session.dispose();
+  }
+
   /**
    * Sends a message to parent process.
    */
@@ -262,7 +285,7 @@ class IpcHandler extends Topic<{ type: string }, IpcSessionAccessor> {
       process.send(message);
     }
 
-    ipcSub.emit('message', message);
+    this.descriptor.ipcSub?.emit('message', message);
   }
 }
 
@@ -273,7 +296,7 @@ class IpcHandler extends Topic<{ type: string }, IpcSessionAccessor> {
  * @returns new session.
  */
 export async function run(
-  descriptor: SessionDescriptor,
+  descriptor: SessionRunDescriptor,
   ...commands: IpcCommand[]
 ): Promise<Session> {
   const handler = new IpcHandler(descriptor);

package/src/session/session.ts

@@ -57,7 +57,7 @@ export class Session {
     }
   }
 
-  async awake(): Promise<void> {
+  async awake(idle: boolean = false): Promise<void> {
     if (this.initialized) {
       return;
     }
@@ -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 (!idle && this.descriptor?.describe) {
       this.subscription = this.descriptor.describe(this).subscribe();
     }
   }

package/src/shared/index.ts

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

package/src/shared/task.ts

@@ -0,0 +1,30 @@
+import { lastValueFrom, Observable } from 'rxjs';
+import { Session } from './../session';
+
+declare type Task = (session: Session) => Observable<any> | Promise<any> | any;
+
+const tasks: Record<string, Task> = {};
+
+export function task(name: string, fn: Task) {
+  tasks[name] = fn;
+}
+
+export async function runTask(name: string, session: Session): Promise<void> {
+  const task = tasks[name];
+
+  if (!task) {
+    throw new Error('Unknown task: ' + name);
+  }
+
+  const result = tasks[name](session);
+
+  if (result instanceof Observable) {
+    return lastValueFrom(result);
+  }
+
+  if (result instanceof Promise) {
+    return await result;
+  }
+
+  return result;
+}