@quantform/core 0.3.247 → 0.3.253

package/dist/adapter/adapter-aggregate.d.ts

@@ -1,12 +1,18 @@
 import { Store } from '../store';
 import { Adapter } from '.';
+import { InstrumentSelector, Order, Candle } from '../domain';
+import { Feed } from './../storage';
 export declare class AdapterAggregate {
     private readonly store;
     private readonly adapter;
-    constructor(store: Store, adapters: Adapter[]);
-    awake(usePrivateScope?: boolean): Promise<void>;
+    constructor(adapters: Adapter[], store: Store);
+    get(adapterName: string): Adapter;
+    awake(): Promise<void>;
     dispose(): Promise<any>;
-    dispatch<TEvent extends {
-        type: string;
-    }, TResponse>(adapterName: string, event: TEvent): Promise<TResponse>;
+    subscribe(selectors: InstrumentSelector[]): Promise<void>;
+    open(order: Order): Promise<void>;
+    cancel(order: Order): Promise<void>;
+    history(selector: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
+    feed(selector: InstrumentSelector, from: number, to: number, destination: Feed, callback: (timestamp: number) => void): Promise<void>;
+    private dispatch;
 }

package/dist/adapter/adapter-aggregate.js

@@ -5,17 +5,18 @@ const _1 = require(".");
 const shared_1 = require("../shared");
 const adapter_event_1 = require("./adapter.event");
 class AdapterAggregate {
-    constructor(store, adapters) {
+    constructor(adapters, store) {
         this.store = store;
         this.adapter = {};
         adapters.forEach(it => (this.adapter[it.name] = it));
     }
-    async awake(usePrivateScope = true) {
+    get(adapterName) {
+        return this.adapter[adapterName];
+    }
+    async awake() {
         for (const adapter in this.adapter) {
             await this.dispatch(adapter, new adapter_event_1.AdapterAwakeCommand());
-            if (usePrivateScope) {
-                await this.dispatch(adapter, new adapter_event_1.AdapterAccountCommand());
-            }
+            await this.dispatch(adapter, new adapter_event_1.AdapterAccountCommand());
         }
     }
     async dispose() {
@@ -23,13 +24,42 @@ class AdapterAggregate {
             await this.dispatch(adapter, new adapter_event_1.AdapterDisposeCommand());
         }
     }
-    dispatch(adapterName, event) {
-        const adapter = this.adapter[adapterName];
+    async subscribe(selectors) {
+        const grouped = selectors
+            .filter(it => it != null)
+            .reduce((aggregate, it) => {
+            const adapter = it.base.adapter;
+            if (aggregate[adapter]) {
+                aggregate[adapter].push(it);
+            }
+            else {
+                aggregate[adapter] = [it];
+            }
+            return aggregate;
+        }, {});
+        for (const adapterName in grouped) {
+            await this.dispatch(adapterName, new adapter_event_1.AdapterSubscribeCommand(grouped[adapterName]));
+        }
+    }
+    open(order) {
+        return this.dispatch(order.instrument.base.adapter, new adapter_event_1.AdapterOrderOpenCommand(order));
+    }
+    cancel(order) {
+        return this.dispatch(order.instrument.base.adapter, new adapter_event_1.AdapterOrderCancelCommand(order));
+    }
+    history(selector, timeframe, length) {
+        return this.dispatch(selector.base.adapter, new adapter_event_1.AdapterHistoryQuery(selector, timeframe, length));
+    }
+    feed(selector, from, to, destination, callback) {
+        return this.dispatch(selector.base.adapter, new adapter_event_1.AdapterFeedCommand(selector, from, to, destination, callback));
+    }
+    dispatch(adapterName, command) {
+        const adapter = this.get(adapterName);
         if (!adapter) {
             throw new Error(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
         }
         try {
-            return adapter.dispatch(event, new _1.AdapterContext(adapter, this.store));
+            return adapter.dispatch(command, new _1.AdapterContext(adapter, this.store));
         }
         catch (e) {
             shared_1.Logger.error(e);

package/dist/adapter/adapter-aggregate.js.map

@@ -1 +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,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"}

package/dist/adapter/backtester/backtester-streamer.d.ts

@@ -1,6 +1,6 @@
 import { InstrumentSelector } from '../../domain';
 import { Store } from '../../store';
-import { timestamp } from '../../shared';
+import { timestamp, Worker } from '../../shared';
 import { Feed } from '../../storage';
 import { BacktesterOptions } from './backtester-adapter';
 export interface BacktesterListener {
@@ -9,6 +9,7 @@ export interface BacktesterListener {
     onBacktestCompleted?(streamer: BacktesterStreamer): void;
 }
 export declare class BacktesterStreamer {
+    private readonly worker;
     private readonly store;
     private readonly feed;
     private readonly options;
@@ -18,7 +19,7 @@ export declare class BacktesterStreamer {
     private stopAcquire;
     timestamp: timestamp;
     sequence: number;
-    constructor(store: Store, feed: Feed, options: BacktesterOptions, listener?: BacktesterListener);
+    constructor(worker: Worker, store: Store, feed: Feed, options: BacktesterOptions, listener?: BacktesterListener);
     subscribe(instrument: InstrumentSelector): void;
     stop(): void;
     tryContinue(): Promise<void>;

package/dist/adapter/backtester/backtester-streamer.js

@@ -3,7 +3,8 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterStreamer = void 0;
 const backtester_cursor_1 = require("./backtester-cursor");
 class BacktesterStreamer {
-    constructor(store, feed, options, listener) {
+    constructor(worker, store, feed, options, listener) {
+        this.worker = worker;
         this.store = store;
         this.feed = feed;
         this.options = options;
@@ -12,6 +13,9 @@ class BacktesterStreamer {
         this.cursor = {};
         this.stopAcquire = 1;
         this.sequence = 0;
+        if (options.from == undefined || options.to == undefined) {
+            throw new Error('invalid backtest options, please provide from and to period.');
+        }
         this.timestamp = this.options.from;
     }
     subscribe(instrument) {
@@ -34,12 +38,14 @@ class BacktesterStreamer {
         }
         if (this.sequence == 0) {
             if (this.listener.onBacktestStarted) {
+                await this.worker.wait();
                 this.listener.onBacktestStarted(this);
             }
         }
         while (await this.processNext()) {
             if (this.sequence % this.sequenceUpdateBatch == 0) {
                 if (this.listener.onBacktestUpdated) {
+                    await this.worker.wait();
                     this.listener.onBacktestUpdated(this);
                 }
             }
@@ -48,6 +54,7 @@ class BacktesterStreamer {
             }
         }
         if (this.listener.onBacktestCompleted) {
+            await this.worker.wait();
             this.listener.onBacktestCompleted(this);
         }
     }

package/dist/adapter/backtester/backtester-streamer.js.map

@@ -1 +1 @@
-{"version":3,"file":"backtester-streamer.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":";;;AACA,2DAAuD;AA0BvD,MAAa,kBAAkB;IAQ7B,YACmB,KAAY,EACZ,IAAU,EACV,OAA0B,EAC1B,QAA6B;QAH7B,UAAK,GAAL,KAAK,CAAO;QACZ,SAAI,GAAJ,IAAI,CAAM;QACV,YAAO,GAAP,OAAO,CAAmB;QAC1B,aAAQ,GAAR,QAAQ,CAAqB;QAXxC,wBAAmB,GAAG,KAAK,CAAC;QAC5B,WAAM,GAAqC,EAAE,CAAC;QAC9C,gBAAW,GAAG,CAAC,CAAC;QAGxB,aAAQ,GAAG,CAAC,CAAC;QAQX,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC;IACrC,CAAC;IAED,SAAS,CAAC,UAA8B;QACtC,IAAI,UAAU,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,MAAM,EAAE;YACxC,OAAO;SACR;QAED,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;QAE3D,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,MAAM,CAAC;IAC9C,CAAC;IAKD,IAAI;QACF,IAAI,CAAC,WAAW,EAAE,CAAC;IACrB,CAAC;IAKD,KAAK,CAAC,WAAW;QACf,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC;QAErD,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,QAAQ,IAAI,CAAC,EAAE;YACtB,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;gBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;aACvC;SACF;QAED,OAAO,MAAM,IAAI,CAAC,WAAW,EAAE,EAAE;YAC/B,IAAI,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,mBAAmB,IAAI,CAAC,EAAE;gBACjD,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;oBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;iBACvC;aACF;YAED,IAAI,IAAI,CAAC,WAAW,GAAG,CAAC,EAAE;gBACxB,OAAO;aACR;SACF;QAED,IAAI,IAAI,CAAC,QAAQ,CAAC,mBAAmB,EAAE;YACrC,IAAI,CAAC,QAAQ,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;SACzC;IACH,CAAC;IAEO,KAAK,CAAC,WAAW;QACvB,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QACnE,IAAI,CAAC,MAAM,EAAE;YACX,OAAO,KAAK,CAAC;SACd;QAED,MAAM,KAAK,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC;QAE5B,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;QACjC,IAAI,CAAC,QAAQ,EAAE,CAAC;QAEhB,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;QAE3B,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,SAAS,IAAI,KAAK,CAAC,SAAS,EAAE;YACjD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;SAC7C;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAEO,KAAK,CAAC,OAAO,CAAC,IAAe,EAAE,EAAa;QAClD,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE;YAC/C,IAAI,MAAM,CAAC,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE;gBACzC,MAAM,MAAM,CAAC,aAAa,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;aACtC;SACF;QAED,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC;aAC9B,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,IAAI,CAAC;aAC/B,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,GAAG,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,CAAC;aAC/D,IAAI,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,CAAC;IACtB,CAAC;CACF;AAvGD,gDAuGC"}
+{"version":3,"file":"backtester-streamer.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":";;;AACA,2DAAuD;AA0BvD,MAAa,kBAAkB;IAQ7B,YACmB,MAAc,EACd,KAAY,EACZ,IAAU,EACV,OAA0B,EAC1B,QAA6B;QAJ7B,WAAM,GAAN,MAAM,CAAQ;QACd,UAAK,GAAL,KAAK,CAAO;QACZ,SAAI,GAAJ,IAAI,CAAM;QACV,YAAO,GAAP,OAAO,CAAmB;QAC1B,aAAQ,GAAR,QAAQ,CAAqB;QAZxC,wBAAmB,GAAG,KAAK,CAAC;QAC5B,WAAM,GAAqC,EAAE,CAAC;QAC9C,gBAAW,GAAG,CAAC,CAAC;QAGxB,aAAQ,GAAG,CAAC,CAAC;QASX,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,IAAI,OAAO,CAAC,EAAE,IAAI,SAAS,EAAE;YACxD,MAAM,IAAI,KAAK,CAAC,8DAA8D,CAAC,CAAC;SACjF;QAED,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC;IACrC,CAAC;IAED,SAAS,CAAC,UAA8B;QACtC,IAAI,UAAU,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,MAAM,EAAE;YACxC,OAAO;SACR;QAED,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;QAE3D,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,MAAM,CAAC;IAC9C,CAAC;IAKD,IAAI;QACF,IAAI,CAAC,WAAW,EAAE,CAAC;IACrB,CAAC;IAKD,KAAK,CAAC,WAAW;QACf,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC;QAErD,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,QAAQ,IAAI,CAAC,EAAE;YACtB,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;gBACnC,MAAM,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;gBAEzB,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;aACvC;SACF;QAED,OAAO,MAAM,IAAI,CAAC,WAAW,EAAE,EAAE;YAC/B,IAAI,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,mBAAmB,IAAI,CAAC,EAAE;gBACjD,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;oBACnC,MAAM,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;oBAEzB,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;iBACvC;aACF;YAED,IAAI,IAAI,CAAC,WAAW,GAAG,CAAC,EAAE;gBACxB,OAAO;aACR;SACF;QAED,IAAI,IAAI,CAAC,QAAQ,CAAC,mBAAmB,EAAE;YACrC,MAAM,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;YAEzB,IAAI,CAAC,QAAQ,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;SACzC;IACH,CAAC;IAEO,KAAK,CAAC,WAAW;QACvB,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QACnE,IAAI,CAAC,MAAM,EAAE;YACX,OAAO,KAAK,CAAC;SACd;QAED,MAAM,KAAK,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC;QAE5B,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;QACjC,IAAI,CAAC,QAAQ,EAAE,CAAC;QAEhB,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;QAE3B,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,SAAS,IAAI,KAAK,CAAC,SAAS,EAAE;YACjD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;SAC7C;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAEO,KAAK,CAAC,OAAO,CAAC,IAAe,EAAE,EAAa;QAClD,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE;YAC/C,IAAI,MAAM,CAAC,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE;gBACzC,MAAM,MAAM,CAAC,aAAa,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;aACtC;SACF;QAED,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC;aAC9B,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,IAAI,CAAC;aAC/B,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,GAAG,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,CAAC;aAC/D,IAAI,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,CAAC;IACtB,CAAC;CACF;AAlHD,gDAkHC"}

package/dist/adapter/backtester/backtester-streamer.spec.js

@@ -5,6 +5,7 @@ const domain_1 = require("../../domain");
 const storage_1 = require("../../storage");
 const event_1 = require("../../store/event");
 const backtester_streamer_1 = require("./backtester-streamer");
+const shared_1 = require("../../shared");
 const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
 describe('backtester streamer tests', () => {
     test('should repeat specific events', done => {
@@ -12,7 +13,7 @@ describe('backtester streamer tests', () => {
         const store = new store_1.Store();
         store.snapshot.universe.instrument[instrument.toString()] = instrument;
         store.snapshot.subscription.instrument[instrument.toString()] = instrument;
-        const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
+        const streamer = new backtester_streamer_1.BacktesterStreamer(new shared_1.Worker(), store, feed, {
             balance: {},
             from: 0,
             to: 10

package/dist/adapter/backtester/backtester-streamer.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"backtester-streamer.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.spec.ts"],"names":[],"mappings":";;AAAA,uCAAoC;AACpC,yCAA4D;AAC5D,2CAAsD;AACtD,6CAAgD;AAChD,+DAA2D;AAE3D,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,2BAA2B,EAAE,GAAG,EAAE;IACzC,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QACvE,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAE3E,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CACrC,KAAK,EACL,IAAI,EACJ;YACE,OAAO,EAAE,EAAE;YACX,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,EAAE;SACP,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;gBAE1D,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBACnC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC9B,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAClC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAE5C,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI;aACD,IAAI,CAAC,UAAU,EAAE;YAChB,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SAC5D,CAAC;aACD,IAAI,CAAC,GAAG,EAAE;YACT,QAAQ,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YAC/B,QAAQ,CAAC,WAAW,EAAE,CAAC;QACzB,CAAC,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"backtester-streamer.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.spec.ts"],"names":[],"mappings":";;AAAA,uCAAoC;AACpC,yCAA4D;AAC5D,2CAAsD;AACtD,6CAAgD;AAChD,+DAA2D;AAC3D,yCAAsC;AAEtC,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,2BAA2B,EAAE,GAAG,EAAE;IACzC,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QACvE,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAE3E,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CACrC,IAAI,eAAM,EAAE,EACZ,KAAK,EACL,IAAI,EACJ;YACE,OAAO,EAAE,EAAE;YACX,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,EAAE;SACP,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;gBAE1D,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBACnC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC9B,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAClC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAE5C,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI;aACD,IAAI,CAAC,UAAU,EAAE;YAChB,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC3D,IAAI,mBAAW,CAAC,UAAU,EAAE,kBAAS,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SAC5D,CAAC;aACD,IAAI,CAAC,GAAG,EAAE;YACT,QAAQ,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YAC/B,QAAQ,CAAC,WAAW,EAAE,CAAC;QACzB,CAAC,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/bootstrap.d.ts

@@ -0,0 +1,11 @@
+import { BacktesterListener, BacktesterStreamer } from './adapter/backtester';
+import { Session, SessionDescriptor } from './session';
+export declare class Bootstrap {
+    readonly descriptor: SessionDescriptor;
+    constructor(descriptor: SessionDescriptor);
+    useSessionId(id?: number): Bootstrap;
+    useBacktestPeriod(from?: number, to?: number): Bootstrap;
+    backtest(listener?: BacktesterListener): [Session, BacktesterStreamer];
+    paper(): Session;
+    live(): Session;
+}

package/dist/bootstrap.js

@@ -0,0 +1,58 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Bootstrap = void 0;
+const backtester_1 = require("./adapter/backtester");
+const adapter_1 = require("./adapter");
+const paper_1 = require("./adapter/paper");
+const session_1 = require("./session");
+const store_1 = require("./store");
+class Bootstrap {
+    constructor(descriptor) {
+        this.descriptor = descriptor;
+    }
+    useSessionId(id) {
+        if (id) {
+            this.descriptor.id = id;
+        }
+        return this;
+    }
+    useBacktestPeriod(from, to) {
+        if (from) {
+            this.descriptor.options.backtester.from = from;
+        }
+        if (to) {
+            this.descriptor.options.backtester.to = to;
+        }
+        return this;
+    }
+    backtest(listener) {
+        const store = new store_1.Store();
+        const { feed } = this.descriptor;
+        const { backtester } = this.descriptor.options;
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new paper_1.PaperAdapter(new backtester_1.BacktesterAdapter(it, streamer), store, backtester)), store);
+        const session = new session_1.Session(store, aggregate, this.descriptor);
+        const streamer = new backtester_1.BacktesterStreamer(session.worker, store, feed, backtester, listener);
+        return [session, streamer];
+    }
+    paper() {
+        if (!this.descriptor.options) {
+            this.descriptor.options = {};
+        }
+        if (!this.descriptor.options.paper) {
+            this.descriptor.options.paper = {
+                balance: {}
+            };
+        }
+        const store = new store_1.Store();
+        const { paper } = this.descriptor.options;
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new paper_1.PaperAdapter(it, store, paper)), store);
+        return new session_1.Session(store, aggregate, this.descriptor);
+    }
+    live() {
+        const store = new store_1.Store();
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, store);
+        return new session_1.Session(store, aggregate, this.descriptor);
+    }
+}
+exports.Bootstrap = Bootstrap;
+//# sourceMappingURL=bootstrap.js.map

package/dist/bootstrap.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"bootstrap.js","sourceRoot":"","sources":["../src/bootstrap.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA+C;AAC/C,uCAAuD;AACvD,mCAAgC;AAEhC,MAAa,SAAS;IACpB,YAAqB,UAA6B;QAA7B,eAAU,GAAV,UAAU,CAAmB;IAAG,CAAC;IAMtD,YAAY,CAAC,EAAW;QACtB,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SACzB;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,iBAAiB,CAAC,IAAa,EAAE,EAAW;QAC1C,IAAI,IAAI,EAAE;YACR,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI,GAAG,IAAI,CAAC;SAChD;QAED,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SAC5C;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,QAAQ,CAAC,QAA6B;QACpC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,EAAE,IAAI,EAAE,GAAG,IAAI,CAAC,UAAU,CAAC;QACjC,MAAM,EAAE,UAAU,EAAE,GAAG,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC;QAE/C,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,GAAG,CACzB,EAAE,CAAC,EAAE,CAAC,IAAI,oBAAY,CAAC,IAAI,8BAAiB,CAAC,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,EAAE,UAAU,CAAC,CAC/E,EACD,KAAK,CACN,CAAC;QAEF,MAAM,OAAO,GAAG,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QAC/D,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CACrC,OAAO,CAAC,MAAM,EACd,KAAK,EACL,IAAI,EACJ,UAAU,EACV,QAAQ,CACT,CAAC;QAEF,OAAO,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;IAC7B,CAAC;IAMD,KAAK;QACH,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,OAAO,EAAE;YAC5B,IAAI,CAAC,UAAU,CAAC,OAAO,GAAG,EAAE,CAAC;SAC9B;QAED,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,KAAK,EAAE;YAClC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,KAAK,GAAG;gBAC9B,OAAO,EAAE,EAAE;aACZ,CAAC;SACH;QAED,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,EAAE,KAAK,EAAE,GAAG,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC;QAE1C,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,oBAAY,CAAC,EAAE,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC,EACrE,KAAK,CACN,CAAC;QAEF,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IACxD,CAAC;IAMD,IAAI;QACF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,SAAS,GAAG,IAAI,0BAAgB,CAAC,IAAI,CAAC,UAAU,CAAC,OAAO,EAAE,KAAK,CAAC,CAAC;QAEvE,OAAO,IAAI,iBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IACxD,CAAC;CACF;AAjGD,8BAiGC"}

package/dist/index.d.ts

@@ -8,5 +8,5 @@ export * from './session';
 export * from './storage';
 export * from './store';
 export * from './store/event';
-export * from './bin';
+export * from './bootstrap';
 export * from './ipc';

package/dist/index.js

@@ -20,6 +20,6 @@ __exportStar(require("./session"), exports);
 __exportStar(require("./storage"), exports);
 __exportStar(require("./store"), exports);
 __exportStar(require("./store/event"), exports);
-__exportStar(require("./bin"), exports);
+__exportStar(require("./bootstrap"), exports);
 __exportStar(require("./ipc"), exports);
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,2CAAyB;AACzB,2CAAyB;AACzB,4CAA0B;AAC1B,uDAAqC;AACrC,kDAAgC;AAChC,8CAA4B;AAC5B,4CAA0B;AAC1B,4CAA0B;AAC1B,0CAAwB;AACxB,gDAA8B;AAC9B,wCAAsB;AACtB,wCAAsB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,2CAAyB;AACzB,2CAAyB;AACzB,4CAA0B;AAC1B,uDAAqC;AACrC,kDAAgC;AAChC,8CAA4B;AAC5B,4CAA0B;AAC1B,4CAA0B;AAC1B,0CAAwB;AACxB,gDAA8B;AAC9B,8CAA4B;AAC5B,wCAAsB"}

package/dist/ipc.d.ts

@@ -14,6 +14,8 @@ export declare class IpcPaperCommand implements IpcCommand {
 }
 export declare class IpcBacktestCommand implements IpcCommand {
     type: string;
+    from?: number;
+    to?: number;
 }
 export declare class IpcFeedCommand implements IpcCommand {
     type: string;

package/dist/ipc.js

@@ -10,11 +10,10 @@ var __metadata = (this && this.__metadata) || function (k, v) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 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 bootstrap_1 = require("./bootstrap");
 const path_1 = require("path");
 const minimist = require("minimist");
 const dotenv = require("dotenv");
@@ -67,17 +66,15 @@ exports.IpcTaskCommand = IpcTaskCommand;
 class IpcSessionAccessor {
 }
 class IpcHandler extends topic_1.Topic {
-    constructor(descriptor) {
+    constructor(bootstrap, ipcSub) {
         super();
-        this.descriptor = descriptor;
+        this.bootstrap = bootstrap;
+        this.ipcSub = ipcSub;
     }
     async onLiveMode(command, accessor) {
         var _a;
-        if (command.id) {
-            this.descriptor.id = command.id;
-        }
-        accessor.session = (0, bin_1.live)(this.descriptor);
-        this.notify({
+        accessor.session = this.bootstrap.useSessionId(command.id).live();
+        this.emit({
             type: 'live:started',
             session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
         });
@@ -85,48 +82,47 @@ class IpcHandler extends topic_1.Topic {
     }
     async onPaperMode(command, accessor) {
         var _a;
-        if (command.id) {
-            this.descriptor.id = command.id;
-        }
-        accessor.session = (0, bin_1.paper)(this.descriptor);
-        this.notify({
+        accessor.session = this.bootstrap.useSessionId(command.id).paper();
+        this.emit({
             type: 'paper:started',
             session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
         });
         await accessor.session.awake(this.describe());
     }
     onBacktestMode(command, accessor) {
+        this.bootstrap.useBacktestPeriod(command.from, command.to).backtest();
+        const { from, to } = this.bootstrap.descriptor.options.backtester;
         return new Promise(async (resolve) => {
-            const [session, streamer] = (0, bin_1.backtest)(this.descriptor, {
+            const [session, streamer] = this.bootstrap.backtest({
                 onBacktestStarted: (streamer) => {
                     var _a;
-                    this.notify({
+                    this.emit({
                         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
+                        from,
+                        to
                     });
                 },
                 onBacktestUpdated: (streamer) => {
                     var _a;
-                    this.notify({
+                    this.emit({
                         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
+                        from,
+                        to
                     });
                 },
                 onBacktestCompleted: async (streamer) => {
                     var _a;
                     await accessor.session.dispose();
-                    this.notify({
+                    this.emit({
                         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
+                        from,
+                        to
                     });
                     resolve();
                 }
@@ -138,24 +134,25 @@ class IpcHandler extends topic_1.Topic {
     }
     async onFeed(command, accessor) {
         var _a;
-        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : (0, bin_1.live)(this.descriptor);
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : this.bootstrap.paper();
         const instrument = (0, domain_1.instrumentOf)(command.instrument);
+        const { feed } = accessor.session.descriptor;
         await accessor.session.awake(undefined);
-        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({
+        this.emit({ type: 'feed:started' });
+        await accessor.session.aggregate.feed(instrument, command.from, command.to, feed, timestamp => this.emit({
             type: 'feed:updated',
             timestamp,
             from: command.from,
             to: command.to
-        })));
-        this.notify({ type: 'feed:completed' });
+        }));
+        this.emit({ 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);
+        accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : this.bootstrap.live();
         await accessor.session.awake(undefined);
-        this.notify({ type: 'task:started', taskName: query.taskName });
+        this.emit({ type: 'task:started', taskName: query.taskName });
         let result = undefined;
         try {
             result = await (0, shared_1.runTask)(query.taskName, accessor.session);
@@ -163,7 +160,7 @@ class IpcHandler extends topic_1.Topic {
         catch (e) {
             result = e;
         }
-        this.notify({ type: 'task:completed', taskName: query.taskName, result });
+        this.emit({ type: 'task:completed', taskName: query.taskName, result });
         await accessor.session.dispose();
     }
     describe() {
@@ -175,12 +172,12 @@ class IpcHandler extends topic_1.Topic {
         }
         return undefined;
     }
-    notify(message) {
+    emit(message) {
         var _a;
         if (process.send) {
             process.send(message);
         }
-        (_a = this.descriptor.ipcSub) === null || _a === void 0 ? void 0 : _a.emit('message', message);
+        (_a = this.ipcSub) === null || _a === void 0 ? void 0 : _a.emit('message', message);
     }
 }
 __decorate([
@@ -214,7 +211,7 @@ __decorate([
     __metadata("design:returntype", Promise)
 ], IpcHandler.prototype, "onTask", null);
 async function run(descriptor, ...commands) {
-    const handler = new IpcHandler(descriptor);
+    const handler = new IpcHandler(new bootstrap_1.Bootstrap(descriptor), descriptor.ipcSub);
     const accessor = new IpcSessionAccessor();
     const argv = minimist(process.argv.slice(2));
     if (argv.command) {

package/dist/ipc.js.map

@@ -1 +1 @@
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package/dist/session/session.d.ts

@@ -2,6 +2,7 @@ import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order,
 import { Store } from '../store';
 import { Observable } from 'rxjs';
 import { AdapterAggregate } from '../adapter/adapter-aggregate';
+import { Worker } from '../shared';
 import { Trade } from '../domain/trade';
 import { SessionDescriptor } from './session-descriptor';
 declare type Optional<T, K extends keyof T> = Omit<T, K> & Partial<T>;
@@ -11,9 +12,9 @@ export declare class Session {
     readonly descriptor?: SessionDescriptor;
     private initialized;
     private subscription;
-    private worker;
     get timestamp(): number;
     readonly statement: Record<string, Record<string, any>>;
+    readonly worker: Worker;
     constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
     awake(describe: (session: Session) => Observable<any>): Promise<void>;
     dispose(): Promise<void>;

package/dist/session/session.js

@@ -6,15 +6,14 @@ const domain_1 = require("../domain");
 const rxjs_1 = require("rxjs");
 const shared_1 = require("../shared");
 const trade_1 = require("../domain/trade");
-const adapter_1 = require("../adapter");
 class Session {
     constructor(store, aggregate, descriptor) {
         this.store = store;
         this.aggregate = aggregate;
         this.descriptor = descriptor;
         this.initialized = false;
-        this.worker = new shared_1.Worker();
         this.statement = {};
+        this.worker = new shared_1.Worker();
         if (descriptor && !descriptor.id) {
             descriptor.id = (0, shared_1.now)();
         }
@@ -27,7 +26,7 @@ class Session {
             return;
         }
         this.initialized = true;
-        await this.aggregate.awake(this.descriptor != null);
+        await this.aggregate.awake();
         if (describe) {
             this.subscription = describe(this).subscribe();
         }
@@ -67,28 +66,14 @@ class Session {
     useOptimizer(path) {
         return undefined;
     }
-    async subscribe(instrument) {
-        const grouped = instrument
-            .filter(it => it != null)
-            .reduce((aggregate, it) => {
-            const adapter = it.base.adapter;
-            if (aggregate[adapter]) {
-                aggregate[adapter].push(it);
-            }
-            else {
-                aggregate[adapter] = [it];
-            }
-            return aggregate;
-        }, {});
-        for (const group in grouped) {
-            this.aggregate.dispatch(group, new adapter_1.AdapterSubscribeCommand(grouped[group]));
-        }
+    subscribe(instrument) {
+        return this.aggregate.subscribe(instrument);
     }
     async open(...orders) {
-        await Promise.all(orders.map(it => this.aggregate.dispatch(it.instrument.base.adapter, new adapter_1.AdapterOrderOpenCommand(it))));
+        await Promise.all(orders.map(it => this.aggregate.open(it)));
     }
     cancel(order) {
-        return this.aggregate.dispatch(order.instrument.base.adapter, new adapter_1.AdapterOrderCancelCommand(order));
+        return this.aggregate.cancel(order);
     }
     instrument(selector) {
         this.subscribe([selector]);
@@ -145,7 +130,7 @@ class Session {
             (!selector || it.asset.toString() == selector.toString())), (0, operators_1.map)(it => it));
     }
     history(selector, timeframe, length) {
-        return this.store.changes$.pipe((0, operators_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, operators_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, operators_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.dispatch(selector.base.adapter, new adapter_1.AdapterHistoryQuery(selector, timeframe, length)))), (0, operators_1.take)(1), (0, operators_1.shareReplay)(), (0, operators_1.mergeMap)(it => it));
+        return this.store.changes$.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.history(selector, timeframe, length))), (0, operators_1.take)(1), (0, operators_1.shareReplay)(), (0, operators_1.mergeMap)(it => it));
     }
 }
 exports.Session = Session;