@quantform/core 0.3.247 → 0.3.248
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.d.ts +11 -5
- package/dist/adapter/adapter-aggregate.js +38 -8
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/bin.js +3 -3
- package/dist/bin.js.map +1 -1
- package/dist/ipc.d.ts +2 -0
- package/dist/ipc.js +18 -13
- package/dist/ipc.js.map +1 -1
- package/dist/session/session.js +6 -21
- package/dist/session/session.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +1 -1
- package/src/adapter/adapter-aggregate.ts +110 -13
- package/src/bin.ts +5 -5
- package/src/ipc.ts +40 -27
- package/src/session/session.ts +6 -45
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@@ -1,12 +1,18 @@
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1
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import { Store } from '../store';
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import { Adapter } from '.';
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+
import { InstrumentSelector, Order, Candle } from '../domain';
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import { Feed } from './../storage';
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export declare class AdapterAggregate {
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private readonly store;
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private readonly adapter;
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constructor(
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-
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constructor(adapters: Adapter[], store: Store);
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get(adapterName: string): Adapter;
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awake(): Promise<void>;
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dispose(): Promise<any>;
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-
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subscribe(selectors: InstrumentSelector[]): Promise<void>;
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open(order: Order): Promise<void>;
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cancel(order: Order): Promise<void>;
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history(selector: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
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feed(selector: InstrumentSelector, from: number, to: number, destination: Feed, callback: (timestamp: number) => void): Promise<void>;
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private dispatch;
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}
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@@ -5,17 +5,18 @@ const _1 = require(".");
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const shared_1 = require("../shared");
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const adapter_event_1 = require("./adapter.event");
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class AdapterAggregate {
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constructor(
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constructor(adapters, store) {
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this.store = store;
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this.adapter = {};
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adapters.forEach(it => (this.adapter[it.name] = it));
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}
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-
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get(adapterName) {
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return this.adapter[adapterName];
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}
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async awake() {
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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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-
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await this.dispatch(adapter, new adapter_event_1.AdapterAccountCommand());
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}
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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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async dispose() {
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@@ -23,13 +24,42 @@ class AdapterAggregate {
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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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-
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const
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async subscribe(selectors) {
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const grouped = selectors
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.filter(it => it != null)
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.reduce((aggregate, it) => {
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const adapter = it.base.adapter;
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if (aggregate[adapter]) {
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aggregate[adapter].push(it);
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}
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else {
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aggregate[adapter] = [it];
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}
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return aggregate;
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}, {});
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for (const adapterName in grouped) {
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await this.dispatch(adapterName, new adapter_event_1.AdapterSubscribeCommand(grouped[adapterName]));
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}
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}
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open(order) {
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return this.dispatch(order.instrument.base.adapter, new adapter_event_1.AdapterOrderOpenCommand(order));
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}
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cancel(order) {
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return this.dispatch(order.instrument.base.adapter, new adapter_event_1.AdapterOrderCancelCommand(order));
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}
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history(selector, timeframe, length) {
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return this.dispatch(selector.base.adapter, new adapter_event_1.AdapterHistoryQuery(selector, timeframe, length));
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}
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feed(selector, from, to, destination, callback) {
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return this.dispatch(selector.base.adapter, new adapter_event_1.AdapterFeedCommand(selector, from, to, destination, callback));
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}
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dispatch(adapterName, command) {
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const adapter = this.get(adapterName);
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if (!adapter) {
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throw new Error(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
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}
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try {
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return adapter.dispatch(
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return adapter.dispatch(command, new _1.AdapterContext(adapter, this.store));
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}
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catch (e) {
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shared_1.Logger.error(e);
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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,
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{"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,wBAA4C;AAC5C,sCAAmC;AACnC,mDASyB;AAQzB,MAAa,gBAAgB;IAG3B,YAAY,QAAmB,EAAmB,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QAF7C,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;IAOD,GAAG,CAAC,WAAmB;QACrB,OAAO,IAAI,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;IACnC,CAAC;IAKD,KAAK,CAAC,KAAK;QACT,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,OAAO,EAAE;YAClC,MAAM,IAAI,CAAC,QAAQ,CAAC,OAAO,EAAE,IAAI,mCAAmB,EAAE,CAAC,CAAC;YACxD,MAAM,IAAI,CAAC,QAAQ,CAAC,OAAO,EAAE,IAAI,qCAAqB,EAAE,CAAC,CAAC;SAC3D;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;IAMD,KAAK,CAAC,SAAS,CAAC,SAA+B;QAC7C,MAAM,OAAO,GAAG,SAAS;aACtB,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,IAAI,CAAC;aACxB,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YACxB,MAAM,OAAO,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC;YAEhC,IAAI,SAAS,CAAC,OAAO,CAAC,EAAE;gBACtB,SAAS,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;aAC7B;iBAAM;gBACL,SAAS,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;aAC3B;YAED,OAAO,SAAS,CAAC;QACnB,CAAC,EAAE,EAAE,CAAC,CAAC;QAET,KAAK,MAAM,WAAW,IAAI,OAAO,EAAE;YACjC,MAAM,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,IAAI,uCAAuB,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC;SACrF;IACH,CAAC;IAMD,IAAI,CAAC,KAAY;QACf,OAAO,IAAI,CAAC,QAAQ,CAClB,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,OAAO,EAC7B,IAAI,uCAAuB,CAAC,KAAK,CAAC,CACnC,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,QAAQ,CAClB,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,OAAO,EAC7B,IAAI,yCAAyB,CAAC,KAAK,CAAC,CACrC,CAAC;IACJ,CAAC;IASD,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,QAAQ,CAClB,QAAQ,CAAC,IAAI,CAAC,OAAO,EACrB,IAAI,mCAAmB,CAAC,QAAQ,EAAE,SAAS,EAAE,MAAM,CAAC,CACrD,CAAC;IACJ,CAAC;IAWD,IAAI,CACF,QAA4B,EAC5B,IAAY,EACZ,EAAU,EACV,WAAiB,EACjB,QAAqC;QAErC,OAAO,IAAI,CAAC,QAAQ,CAClB,QAAQ,CAAC,IAAI,CAAC,OAAO,EACrB,IAAI,kCAAkB,CAAC,QAAQ,EAAE,IAAI,EAAE,EAAE,EAAE,WAAW,EAAE,QAAQ,CAAC,CAClE,CAAC;IACJ,CAAC;IAQO,QAAQ,CACd,WAAmB,EACnB,OAAiB;QAEjB,MAAM,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;QAEtC,IAAI,CAAC,OAAO,EAAE;YACZ,MAAM,IAAI,KAAK,CACb,oBAAoB,WAAW,qDAAqD,CACrF,CAAC;SACH;QAED,IAAI;YACF,OAAO,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,IAAI,iBAAc,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;SAC3E;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;CACF;AAhJD,4CAgJC"}
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package/dist/bin.js
CHANGED
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@@ -9,19 +9,19 @@ const store_1 = require("./store");
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function backtest(descriptor, listener) {
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const store = new store_1.Store();
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const streamer = new backtester_1.BacktesterStreamer(store, descriptor.feed, descriptor.options.backtester, listener);
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const aggregate = new adapter_1.AdapterAggregate(
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const aggregate = new adapter_1.AdapterAggregate(descriptor.adapter.map(it => new paper_1.PaperAdapter(new backtester_1.BacktesterAdapter(it, streamer), store, descriptor.options.backtester)), store);
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return [new session_1.Session(store, aggregate, descriptor), streamer];
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}
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exports.backtest = backtest;
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function paper(descriptor) {
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const store = new store_1.Store();
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const aggregate = new adapter_1.AdapterAggregate(
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const aggregate = new adapter_1.AdapterAggregate(descriptor.adapter.map(it => new paper_1.PaperAdapter(it, store, descriptor.options.paper)), store);
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return new session_1.Session(store, aggregate, descriptor);
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}
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exports.paper = paper;
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function live(descriptor) {
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const store = new store_1.Store();
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const aggregate = new adapter_1.AdapterAggregate(
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const aggregate = new adapter_1.AdapterAggregate(descriptor.adapter, store);
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return new session_1.Session(store, aggregate, descriptor);
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}
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exports.live = live;
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package/dist/bin.js.map
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{"version":3,"file":"bin.js","sourceRoot":"","sources":["../src/bin.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA+C;AAC/C,uCAAuD;AACvD,mCAAgC;AAQhC,SAAgB,QAAQ,CACtB,UAA6B,EAC7B,QAA6B;IAE7B,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CACrC,KAAK,EACL,UAAU,CAAC,IAAI,EACf,UAAU,CAAC,OAAO,CAAC,UAAU,EAC7B,QAAQ,CACT,CAAC;IACF,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,
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{"version":3,"file":"bin.js","sourceRoot":"","sources":["../src/bin.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA+C;AAC/C,uCAAuD;AACvD,mCAAgC;AAQhC,SAAgB,QAAQ,CACtB,UAA6B,EAC7B,QAA6B;IAE7B,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CACrC,KAAK,EACL,UAAU,CAAC,IAAI,EACf,UAAU,CAAC,OAAO,CAAC,UAAU,EAC7B,QAAQ,CACT,CAAC;IACF,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,UAAU,CAAC,OAAO,CAAC,GAAG,CACpB,EAAE,CAAC,EAAE,CACH,IAAI,oBAAY,CACd,IAAI,8BAAiB,CAAC,EAAE,EAAE,QAAQ,CAAC,EACnC,KAAK,EACL,UAAU,CAAC,OAAO,CAAC,UAAU,CAC9B,CACJ,EACD,KAAK,CACN,CAAC;IAEF,OAAO,CAAC,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,EAAE,QAAQ,CAAC,CAAC;AAC/D,CAAC;AAzBD,4BAyBC;AAQD,SAAgB,KAAK,CAAC,UAA6B;IACjD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,oBAAY,CAAC,EAAE,EAAE,KAAK,EAAE,UAAU,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,EACnF,KAAK,CACN,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,UAAU,CAAC,OAAO,EAAE,KAAK,CAAC,CAAC;IAElE,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,UAAU,CAAC,CAAC;AACnD,CAAC;AALD,oBAKC"}
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package/dist/ipc.d.ts
CHANGED
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@@ -14,6 +14,8 @@ export declare class IpcPaperCommand implements IpcCommand {
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}
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export declare class IpcBacktestCommand implements IpcCommand {
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type: string;
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from?: number;
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to?: number;
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}
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export declare class IpcFeedCommand implements IpcCommand {
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type: string;
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package/dist/ipc.js
CHANGED
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.run = exports.IpcTaskCommand = exports.IpcFeedCommand = exports.IpcBacktestCommand = exports.IpcPaperCommand = exports.IpcLiveCommand = void 0;
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const adapter_1 = require("./adapter");
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const domain_1 = require("./domain");
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const topic_1 = require("./shared/topic");
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const shared_1 = require("./shared");
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this.descriptor.id = command.id;
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}
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accessor.session = (0, bin_1.live)(this.descriptor);
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this.
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this.emit({
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type: 'live:started',
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session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
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});
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this.descriptor.id = command.id;
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}
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accessor.session = (0, bin_1.paper)(this.descriptor);
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this.
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this.emit({
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type: 'paper:started',
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session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
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});
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await accessor.session.awake(this.describe());
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}
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onBacktestMode(command, accessor) {
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if (command.from) {
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this.descriptor.options.backtester.from = command.from;
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}
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if (command.to) {
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this.descriptor.options.backtester.to = command.to;
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}
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return new Promise(async (resolve) => {
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const [session, streamer] = (0, bin_1.backtest)(this.descriptor, {
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onBacktestStarted: (streamer) => {
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var _a;
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this.
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this.emit({
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type: 'backtest:started',
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session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
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timestamp: streamer.timestamp,
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@@ -110,7 +115,7 @@ class IpcHandler extends topic_1.Topic {
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},
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onBacktestUpdated: (streamer) => {
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var _a;
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this.
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this.emit({
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type: 'backtest:updated',
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session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
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timestamp: streamer.timestamp,
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@@ -121,7 +126,7 @@ class IpcHandler extends topic_1.Topic {
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onBacktestCompleted: async (streamer) => {
|
|
122
127
|
var _a;
|
|
123
128
|
await accessor.session.dispose();
|
|
124
|
-
this.
|
|
129
|
+
this.emit({
|
|
125
130
|
type: 'backtest:completed',
|
|
126
131
|
session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
|
|
127
132
|
timestamp: streamer.timestamp,
|
|
@@ -141,21 +146,21 @@ class IpcHandler extends topic_1.Topic {
|
|
|
141
146
|
accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.live)(this.descriptor);
|
|
142
147
|
const instrument = (0, domain_1.instrumentOf)(command.instrument);
|
|
143
148
|
await accessor.session.awake(undefined);
|
|
144
|
-
this.
|
|
145
|
-
await accessor.session.aggregate.
|
|
149
|
+
this.emit({ type: 'feed:started' });
|
|
150
|
+
await accessor.session.aggregate.feed(instrument, command.from, command.to, this.descriptor.feed, timestamp => this.emit({
|
|
146
151
|
type: 'feed:updated',
|
|
147
152
|
timestamp,
|
|
148
153
|
from: command.from,
|
|
149
154
|
to: command.to
|
|
150
|
-
}))
|
|
151
|
-
this.
|
|
155
|
+
}));
|
|
156
|
+
this.emit({ type: 'feed:completed' });
|
|
152
157
|
await accessor.session.dispose();
|
|
153
158
|
}
|
|
154
159
|
async onTask(query, accessor) {
|
|
155
160
|
var _a;
|
|
156
161
|
accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.live)(this.descriptor);
|
|
157
162
|
await accessor.session.awake(undefined);
|
|
158
|
-
this.
|
|
163
|
+
this.emit({ type: 'task:started', taskName: query.taskName });
|
|
159
164
|
let result = undefined;
|
|
160
165
|
try {
|
|
161
166
|
result = await (0, shared_1.runTask)(query.taskName, accessor.session);
|
|
@@ -163,7 +168,7 @@ class IpcHandler extends topic_1.Topic {
|
|
|
163
168
|
catch (e) {
|
|
164
169
|
result = e;
|
|
165
170
|
}
|
|
166
|
-
this.
|
|
171
|
+
this.emit({ type: 'task:completed', taskName: query.taskName, result });
|
|
167
172
|
await accessor.session.dispose();
|
|
168
173
|
}
|
|
169
174
|
describe() {
|
|
@@ -175,7 +180,7 @@ class IpcHandler extends topic_1.Topic {
|
|
|
175
180
|
}
|
|
176
181
|
return undefined;
|
|
177
182
|
}
|
|
178
|
-
|
|
183
|
+
emit(message) {
|
|
179
184
|
var _a;
|
|
180
185
|
if (process.send) {
|
|
181
186
|
process.send(message);
|
package/dist/ipc.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ipc.js","sourceRoot":"","sources":["../src/ipc.ts"],"names":[],"mappings":";;;;;;;;;;;;
|
|
1
|
+
{"version":3,"file":"ipc.js","sourceRoot":"","sources":["../src/ipc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,qCAAwC;AACxC,0CAAuD;AACvD,qCAA2C;AAC3C,+BAA8C;AAI9C,+BAA4B;AAC5B,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;IAMjB,CAAC;CAAA,CAAA;AAPY,eAAe;IAD3B,aAAK;GACO,eAAe,CAO3B;AAPY,0CAAe;AAa5B,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAA/B;QACE,SAAI,GAAG,UAAU,CAAC;IAWpB,CAAC;CAAA,CAAA;AAZY,kBAAkB;IAD9B,aAAK;GACO,kBAAkB,CAY9B;AAZY,gDAAkB;AAkB/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,IAAI,CAAC;YACR,IAAI,EAAE,cAAc;YACpB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChD,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,CAAC,CAAC;QAE1C,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,EAAE,eAAe;YACrB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChD,CAAC;IAMD,cAAc,CAAC,OAA2B,EAAE,QAA4B;QACtE,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;SACxD;QACD,IAAI,OAAO,CAAC,EAAE,EAAE;YACd,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC;SACpD;QAED,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,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;oBAClD,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,kBAAkB;wBACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI,EAAE,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI;wBAC7C,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE;qBAC1C,CAAC,CAAC;gBACL,CAAC;gBACD,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;oBAClD,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,kBAAkB;wBACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI,EAAE,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI;wBAC7C,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE;qBAC1C,CAAC,CAAC;gBACL,CAAC;gBACD,mBAAmB,EAAE,KAAK,EAAE,QAA4B,EAAE,EAAE;;oBAC1D,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;oBAEjC,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,oBAAoB;wBAC1B,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI,EAAE,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI;wBAC7C,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE;qBAC1C,CAAC,CAAC;oBAEH,OAAO,EAAE,CAAC;gBACZ,CAAC;aACF,CAAC,CAAC;YAEH,QAAQ,CAAC,OAAO,GAAG,OAAO,CAAC;YAE3B,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;YAC9C,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,SAAS,CAAC,CAAC;QAExC,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,CAAC,CAAC;QAEpC,MAAM,QAAQ,CAAC,OAAO,CAAC,SAAS,CAAC,IAAI,CACnC,UAAU,EACV,OAAO,CAAC,IAAI,EACZ,OAAO,CAAC,EAAE,EACV,IAAI,CAAC,UAAU,CAAC,IAAI,EACpB,SAAS,CAAC,EAAE,CACV,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,EAAE,cAAc;YACpB,SAAS;YACT,IAAI,EAAE,OAAO,CAAC,IAAI;YAClB,EAAE,EAAE,OAAO,CAAC,EAAE;SACf,CAAC,CACL,CAAC;QAEF,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,gBAAgB,EAAE,CAAC,CAAC;QAEtC,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,SAAS,CAAC,CAAC;QAExC,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE9D,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,IAAI,CAAC,EAAE,IAAI,EAAE,gBAAgB,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;QAExE,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;IACnC,CAAC;IAED,QAAQ;;QACN,MAAM,GAAG,GAAG,OAAO,CAAC,IAAA,WAAI,EAAC,OAAO,CAAC,GAAG,EAAE,EAAE,cAAc,CAAC,CAAC,CAAC;QACzD,MAAM,QAAQ,GAAG,MAAA,OAAO,CAAC,IAAA,WAAI,EAAC,OAAO,CAAC,GAAG,EAAE,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC,0CAAE,OAAO,CAAC;QAEjE,IAAI,QAAQ,YAAY,QAAQ,EAAE;YAChC,OAAO,QAAQ,CAAC;SACjB;QAED,OAAO,SAAS,CAAC;IACnB,CAAC;IAKO,IAAI,CAAC,OAAY;;QACvB,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;AApKC;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACE,cAAc,EAAY,kBAAkB;;4CAarE;AAMD;IADC,IAAA,eAAO,EAAC,eAAe,CAAC;;qCACE,eAAe,EAAY,kBAAkB;;6CAavE;AAMD;IADC,IAAA,eAAO,EAAC,kBAAkB,CAAC;;qCACJ,kBAAkB,EAAY,kBAAkB;;gDAgDvE;AAMD;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACF,cAAc,EAAY,kBAAkB;;wCAyBjE;AAMD;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACJ,cAAc,EAAY,kBAAkB;;wCAkB/D;AA+BI,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/session/session.js
CHANGED
|
@@ -6,7 +6,6 @@ const domain_1 = require("../domain");
|
|
|
6
6
|
const rxjs_1 = require("rxjs");
|
|
7
7
|
const shared_1 = require("../shared");
|
|
8
8
|
const trade_1 = require("../domain/trade");
|
|
9
|
-
const adapter_1 = require("../adapter");
|
|
10
9
|
class Session {
|
|
11
10
|
constructor(store, aggregate, descriptor) {
|
|
12
11
|
this.store = store;
|
|
@@ -27,7 +26,7 @@ class Session {
|
|
|
27
26
|
return;
|
|
28
27
|
}
|
|
29
28
|
this.initialized = true;
|
|
30
|
-
await this.aggregate.awake(
|
|
29
|
+
await this.aggregate.awake();
|
|
31
30
|
if (describe) {
|
|
32
31
|
this.subscription = describe(this).subscribe();
|
|
33
32
|
}
|
|
@@ -67,28 +66,14 @@ class Session {
|
|
|
67
66
|
useOptimizer(path) {
|
|
68
67
|
return undefined;
|
|
69
68
|
}
|
|
70
|
-
|
|
71
|
-
|
|
72
|
-
.filter(it => it != null)
|
|
73
|
-
.reduce((aggregate, it) => {
|
|
74
|
-
const adapter = it.base.adapter;
|
|
75
|
-
if (aggregate[adapter]) {
|
|
76
|
-
aggregate[adapter].push(it);
|
|
77
|
-
}
|
|
78
|
-
else {
|
|
79
|
-
aggregate[adapter] = [it];
|
|
80
|
-
}
|
|
81
|
-
return aggregate;
|
|
82
|
-
}, {});
|
|
83
|
-
for (const group in grouped) {
|
|
84
|
-
this.aggregate.dispatch(group, new adapter_1.AdapterSubscribeCommand(grouped[group]));
|
|
85
|
-
}
|
|
69
|
+
subscribe(instrument) {
|
|
70
|
+
return this.aggregate.subscribe(instrument);
|
|
86
71
|
}
|
|
87
72
|
async open(...orders) {
|
|
88
|
-
await Promise.all(orders.map(it => this.aggregate.
|
|
73
|
+
await Promise.all(orders.map(it => this.aggregate.open(it)));
|
|
89
74
|
}
|
|
90
75
|
cancel(order) {
|
|
91
|
-
return this.aggregate.
|
|
76
|
+
return this.aggregate.cancel(order);
|
|
92
77
|
}
|
|
93
78
|
instrument(selector) {
|
|
94
79
|
this.subscribe([selector]);
|
|
@@ -145,7 +130,7 @@ class Session {
|
|
|
145
130
|
(!selector || it.asset.toString() == selector.toString())), (0, operators_1.map)(it => it));
|
|
146
131
|
}
|
|
147
132
|
history(selector, timeframe, length) {
|
|
148
|
-
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.
|
|
133
|
+
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.history(selector, timeframe, length))), (0, operators_1.take)(1), (0, operators_1.shareReplay)(), (0, operators_1.mergeMap)(it => it));
|
|
149
134
|
}
|
|
150
135
|
}
|
|
151
136
|
exports.Session = Session;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/session/session.ts"],"names":[],"mappings":";;;AAAA,8CAUwB;AACxB,sCAUmB;AAEnB,+BAAuE;AAEvE,sCAAwC;AACxC,2CAAwC;
|
|
1
|
+
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