@quantform/core 0.3.251 → 0.3.255

package/dist/store/event/store-instrument.event.d.ts

@@ -1,19 +1,19 @@
 import { timestamp } from '../../shared';
 import { Asset, Commission } from '../../domain';
-import { Instrument, InstrumentSelector } from '../../domain/instrument';
-import { State } from '../../store';
+import { InstrumentSelector } from '../../domain/instrument';
+import { State, StateChangeTracker } from '../../store';
 import { StoreEvent } from './store.event';
 export declare class InstrumentPatchEvent implements StoreEvent {
     readonly timestamp: timestamp;
     readonly base: Asset;
     readonly quote: Asset;
-    readonly commision: Commission;
+    readonly commission: Commission;
     readonly raw: string;
     readonly leverage?: number;
     type: string;
-    constructor(timestamp: timestamp, base: Asset, quote: Asset, commision: Commission, raw: string, leverage?: number);
+    constructor(timestamp: timestamp, base: Asset, quote: Asset, commission: Commission, raw: string, leverage?: number);
 }
-export declare function InstrumentPatchEventHandler(event: InstrumentPatchEvent, state: State): Instrument;
+export declare function InstrumentPatchEventHandler(event: InstrumentPatchEvent, state: State, changes: StateChangeTracker): void;
 export declare class InstrumentSubscriptionEvent implements StoreEvent {
     readonly timestamp: timestamp;
     readonly instrument: InstrumentSelector;
@@ -21,4 +21,4 @@ export declare class InstrumentSubscriptionEvent implements StoreEvent {
     type: string;
     constructor(timestamp: timestamp, instrument: InstrumentSelector, subscribed: boolean);
 }
-export declare function InstrumentSubscriptionEventHandler(event: InstrumentSubscriptionEvent, state: State): Instrument;
+export declare function InstrumentSubscriptionEventHandler(event: InstrumentSubscriptionEvent, state: State, changes: StateChangeTracker): void;

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

@@ -14,11 +14,11 @@ const topic_1 = require("../../shared/topic");
 const domain_1 = require("../../domain");
 const instrument_1 = require("../../domain/instrument");
 let InstrumentPatchEvent = class InstrumentPatchEvent {
-    constructor(timestamp, base, quote, commision, raw, leverage) {
+    constructor(timestamp, base, quote, commission, raw, leverage) {
         this.timestamp = timestamp;
         this.base = base;
         this.quote = quote;
-        this.commision = commision;
+        this.commission = commission;
         this.raw = raw;
         this.leverage = leverage;
         this.type = 'instrument-patch';
@@ -31,7 +31,7 @@ InstrumentPatchEvent = __decorate([
         domain_1.Commission, String, Number])
 ], InstrumentPatchEvent);
 exports.InstrumentPatchEvent = InstrumentPatchEvent;
-function InstrumentPatchEventHandler(event, state) {
+function InstrumentPatchEventHandler(event, state, changes) {
     const selector = new instrument_1.InstrumentSelector(event.base.name, event.quote.name, event.base.adapter);
     let instrument = state.universe.instrument[selector.toString()];
     if (!instrument) {
@@ -41,11 +41,11 @@ function InstrumentPatchEventHandler(event, state) {
         state.universe.instrument[selector.toString()] = instrument;
     }
     instrument.timestamp = event.timestamp;
-    instrument.commission = event.commision;
+    instrument.commission = event.commission;
     if (event.leverage) {
         instrument.leverage = event.leverage;
     }
-    return instrument;
+    changes.commit(instrument);
 }
 exports.InstrumentPatchEventHandler = InstrumentPatchEventHandler;
 let InstrumentSubscriptionEvent = class InstrumentSubscriptionEvent {
@@ -61,7 +61,7 @@ InstrumentSubscriptionEvent = __decorate([
     __metadata("design:paramtypes", [Number, instrument_1.InstrumentSelector, Boolean])
 ], InstrumentSubscriptionEvent);
 exports.InstrumentSubscriptionEvent = InstrumentSubscriptionEvent;
-function InstrumentSubscriptionEventHandler(event, state) {
+function InstrumentSubscriptionEventHandler(event, state, changes) {
     const instrumentKey = event.instrument.toString();
     if (!(instrumentKey in state.universe.instrument)) {
         throw new Error(`Trying to patch not existing instrument: ${instrumentKey}`);
@@ -72,7 +72,7 @@ function InstrumentSubscriptionEventHandler(event, state) {
         state.subscription.asset[instrument.base.toString()] = instrument.base;
         state.subscription.asset[instrument.quote.toString()] = instrument.quote;
     }
-    return instrument;
+    changes.commit(instrument);
 }
 exports.InstrumentSubscriptionEventHandler = InstrumentSubscriptionEventHandler;
 //# sourceMappingURL=store-instrument.event.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"store-instrument.event.js","sourceRoot":"","sources":["../../../src/store/event/store-instrument.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,yCAAiD;AACjD,wDAAyE;AAKzE,IAAa,oBAAoB,GAAjC,MAAa,oBAAoB;IAG/B,YACW,SAAoB,EACpB,IAAW,EACX,KAAY,EACZ,UAAsB,EACtB,GAAW,EACX,QAAiB;QALjB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAO;QACX,UAAK,GAAL,KAAK,CAAO;QACZ,eAAU,GAAV,UAAU,CAAY;QACtB,QAAG,GAAH,GAAG,CAAQ;QACX,aAAQ,GAAR,QAAQ,CAAS;QAR5B,SAAI,GAAG,kBAAkB,CAAC;IASvB,CAAC;CACL,CAAA;AAXY,oBAAoB;IADhC,aAAK;6CAMa,cAAK;QACJ,cAAK;QACA,mBAAU;GAPtB,oBAAoB,CAWhC;AAXY,oDAAoB;AAajC,SAAgB,2BAA2B,CACzC,KAA2B,EAC3B,KAAY,EACZ,OAA2B;IAE3B,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CACrC,KAAK,CAAC,IAAI,CAAC,IAAI,EACf,KAAK,CAAC,KAAK,CAAC,IAAI,EAChB,KAAK,CAAC,IAAI,CAAC,OAAO,CACnB,CAAC;IAEF,IAAI,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChE,IAAI,CAAC,UAAU,EAAE;QACf,UAAU,GAAG,IAAI,uBAAU,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,KAAK,EAAE,KAAK,CAAC,GAAG,CAAC,CAAC;QAGhE,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,GAAG,KAAK,CAAC,IAAI,CAAC;QACzD,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC;QAC3D,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;KAC7D;IAED,UAAU,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACvC,UAAU,CAAC,UAAU,GAAG,KAAK,CAAC,UAAU,CAAC;IAEzC,IAAI,KAAK,CAAC,QAAQ,EAAE;QAClB,UAAU,CAAC,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC;KACtC;IAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;AAC7B,CAAC;AA7BD,kEA6BC;AAGD,IAAa,2BAA2B,GAAxC,MAAa,2BAA2B;IAGtC,YACW,SAAoB,EACpB,UAA8B,EAC9B,UAAmB;QAFnB,cAAS,GAAT,SAAS,CAAW;QACpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,eAAU,GAAV,UAAU,CAAS;QAL9B,SAAI,GAAG,yBAAyB,CAAC;IAM9B,CAAC;CACL,CAAA;AARY,2BAA2B;IADvC,aAAK;6CAMmB,+BAAkB;GAL9B,2BAA2B,CAQvC;AARY,kEAA2B;AAUxC,SAAgB,kCAAkC,CAChD,KAAkC,EAClC,KAAY,EACZ,OAA2B;IAE3B,MAAM,aAAa,GAAG,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAElD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE;QACjD,MAAM,IAAI,KAAK,CAAC,4CAA4C,aAAa,EAAE,CAAC,CAAC;KAC9E;IAED,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC;IAE5D,IAAI,KAAK,CAAC,UAAU,EAAE;QACpB,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAClE,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC,IAAI,CAAC;QACvE,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC;KAC1E;IAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;AAC7B,CAAC;AApBD,gFAoBC"}

package/dist/store/event/store-order.event.d.ts

@@ -1,6 +1,6 @@
 import { timestamp } from '../../shared';
 import { Order } from '../../domain';
-import { State } from '../store.state';
+import { State, StateChangeTracker } from '../store.state';
 import { StoreEvent } from './store.event';
 export declare class OrderLoadEvent implements StoreEvent {
     readonly order: Order;
@@ -8,21 +8,21 @@ export declare class OrderLoadEvent implements StoreEvent {
     type: string;
     constructor(order: Order, timestamp: timestamp);
 }
-export declare function OrderLoadEventHandler(event: OrderLoadEvent, state: State): Order;
+export declare function OrderLoadEventHandler(event: OrderLoadEvent, state: State, changes: StateChangeTracker): void;
 export declare class OrderNewEvent implements StoreEvent {
     readonly order: Order;
     readonly timestamp: timestamp;
     type: string;
     constructor(order: Order, timestamp: timestamp);
 }
-export declare function OrderNewEventHandler(event: OrderNewEvent, state: State): Order;
+export declare function OrderNewEventHandler(event: OrderNewEvent, state: State, changes: StateChangeTracker): void;
 export declare class OrderPendingEvent implements StoreEvent {
     readonly id: string;
     readonly timestamp: timestamp;
     type: string;
     constructor(id: string, timestamp: timestamp);
 }
-export declare function OrderPendingEventHandler(event: OrderPendingEvent, state: State): Order;
+export declare function OrderPendingEventHandler(event: OrderPendingEvent, state: State, changes: StateChangeTracker): void;
 export declare class OrderFilledEvent implements StoreEvent {
     readonly id: string;
     readonly averageExecutionRate: number;
@@ -30,32 +30,32 @@ export declare class OrderFilledEvent implements StoreEvent {
     type: string;
     constructor(id: string, averageExecutionRate: number, timestamp: timestamp);
 }
-export declare function OrderFilledEventHandler(event: OrderFilledEvent, state: State): Order;
+export declare function OrderFilledEventHandler(event: OrderFilledEvent, state: State, changes: StateChangeTracker): void;
 export declare class OrderCancelingEvent implements StoreEvent {
     readonly id: string;
     readonly timestamp: timestamp;
     type: string;
     constructor(id: string, timestamp: timestamp);
 }
-export declare function OrderCancelingEventHandler(event: OrderCancelingEvent, state: State): Order;
+export declare function OrderCancelingEventHandler(event: OrderCancelingEvent, state: State, changes: StateChangeTracker): void;
 export declare class OrderCanceledEvent implements StoreEvent {
     readonly id: string;
     readonly timestamp: timestamp;
     type: string;
     constructor(id: string, timestamp: timestamp);
 }
-export declare function OrderCanceledEventHandler(event: OrderCanceledEvent, state: State): Order;
+export declare function OrderCanceledEventHandler(event: OrderCanceledEvent, state: State, changes: StateChangeTracker): void;
 export declare class OrderCancelFailedEvent implements StoreEvent {
     readonly id: string;
     readonly timestamp: timestamp;
     type: string;
     constructor(id: string, timestamp: timestamp);
 }
-export declare function OrderCancelFailedEventHandler(event: OrderCancelFailedEvent, state: State): Order;
+export declare function OrderCancelFailedEventHandler(event: OrderCancelFailedEvent, state: State, changes: StateChangeTracker): void;
 export declare class OrderRejectedEvent implements StoreEvent {
     readonly id: string;
     readonly timestamp: timestamp;
     type: string;
     constructor(id: string, timestamp: timestamp);
 }
-export declare function OrderRejectedEventHandler(event: OrderRejectedEvent, state: State): Order;
+export declare function OrderRejectedEventHandler(event: OrderRejectedEvent, state: State, changes: StateChangeTracker): void;

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

@@ -24,7 +24,7 @@ OrderLoadEvent = __decorate([
     __metadata("design:paramtypes", [domain_1.Order, Number])
 ], OrderLoadEvent);
 exports.OrderLoadEvent = OrderLoadEvent;
-function OrderLoadEventHandler(event, state) {
+function OrderLoadEventHandler(event, state, changes) {
     event.order.timestamp = event.timestamp;
     switch (event.order.state) {
         case 'NEW':
@@ -42,7 +42,7 @@ function OrderLoadEventHandler(event, state) {
             state.order.rejected[event.order.id] = event.order;
             break;
     }
-    return event.order;
+    changes.commit(event.order);
 }
 exports.OrderLoadEventHandler = OrderLoadEventHandler;
 let OrderNewEvent = class OrderNewEvent {
@@ -57,14 +57,14 @@ OrderNewEvent = __decorate([
     __metadata("design:paramtypes", [domain_1.Order, Number])
 ], OrderNewEvent);
 exports.OrderNewEvent = OrderNewEvent;
-function OrderNewEventHandler(event, state) {
+function OrderNewEventHandler(event, state, changes) {
     if (event.order.state != 'NEW') {
         throw new Error(`Order is not new`);
     }
     event.order.createdAt = event.timestamp;
     event.order.timestamp = event.timestamp;
     state.order.pending[event.order.id] = event.order;
-    return event.order;
+    changes.commit(event.order);
 }
 exports.OrderNewEventHandler = OrderNewEventHandler;
 let OrderPendingEvent = class OrderPendingEvent {
@@ -79,7 +79,7 @@ OrderPendingEvent = __decorate([
     __metadata("design:paramtypes", [String, Number])
 ], OrderPendingEvent);
 exports.OrderPendingEvent = OrderPendingEvent;
-function OrderPendingEventHandler(event, state) {
+function OrderPendingEventHandler(event, state, changes) {
     if (!(event.id in state.order.pending)) {
         throw new Error(`Trying to patch unknown order: ${event.id}`);
     }
@@ -89,7 +89,7 @@ function OrderPendingEventHandler(event, state) {
     }
     order.state = 'PENDING';
     order.timestamp = event.timestamp;
-    return order;
+    changes.commit(order);
 }
 exports.OrderPendingEventHandler = OrderPendingEventHandler;
 let OrderFilledEvent = class OrderFilledEvent {
@@ -105,7 +105,7 @@ OrderFilledEvent = __decorate([
     __metadata("design:paramtypes", [String, Number, Number])
 ], OrderFilledEvent);
 exports.OrderFilledEvent = OrderFilledEvent;
-function OrderFilledEventHandler(event, state) {
+function OrderFilledEventHandler(event, state, changes) {
     if (!(event.id in state.order.pending)) {
         throw new Error(`Trying to patch unknown order: ${event.id}`);
     }
@@ -119,7 +119,7 @@ function OrderFilledEventHandler(event, state) {
     order.averageExecutionRate = event.averageExecutionRate;
     delete state.order.pending[event.id];
     state.order.filled[event.id] = order;
-    return order;
+    changes.commit(order);
 }
 exports.OrderFilledEventHandler = OrderFilledEventHandler;
 let OrderCancelingEvent = class OrderCancelingEvent {
@@ -134,7 +134,7 @@ OrderCancelingEvent = __decorate([
     __metadata("design:paramtypes", [String, Number])
 ], OrderCancelingEvent);
 exports.OrderCancelingEvent = OrderCancelingEvent;
-function OrderCancelingEventHandler(event, state) {
+function OrderCancelingEventHandler(event, state, changes) {
     if (!(event.id in state.order.pending)) {
         throw new Error(`Trying to patch unknown order: ${event.id}`);
     }
@@ -147,7 +147,7 @@ function OrderCancelingEventHandler(event, state) {
     }
     order.state = 'CANCELING';
     order.timestamp = event.timestamp;
-    return order;
+    changes.commit(order);
 }
 exports.OrderCancelingEventHandler = OrderCancelingEventHandler;
 let OrderCanceledEvent = class OrderCanceledEvent {
@@ -162,7 +162,7 @@ OrderCanceledEvent = __decorate([
     __metadata("design:paramtypes", [String, Number])
 ], OrderCanceledEvent);
 exports.OrderCanceledEvent = OrderCanceledEvent;
-function OrderCanceledEventHandler(event, state) {
+function OrderCanceledEventHandler(event, state, changes) {
     const order = state.order.pending[event.id];
     if (order.state == 'CANCELED') {
         return;
@@ -174,7 +174,7 @@ function OrderCanceledEventHandler(event, state) {
     order.timestamp = event.timestamp;
     delete state.order.pending[event.id];
     state.order.canceled[event.id] = order;
-    return order;
+    changes.commit(order);
 }
 exports.OrderCanceledEventHandler = OrderCanceledEventHandler;
 let OrderCancelFailedEvent = class OrderCancelFailedEvent {
@@ -189,14 +189,14 @@ OrderCancelFailedEvent = __decorate([
     __metadata("design:paramtypes", [String, Number])
 ], OrderCancelFailedEvent);
 exports.OrderCancelFailedEvent = OrderCancelFailedEvent;
-function OrderCancelFailedEventHandler(event, state) {
+function OrderCancelFailedEventHandler(event, state, changes) {
     const order = state.order.pending[event.id];
     if (order.state != 'CANCELING') {
         return;
     }
     order.state = 'PENDING';
     order.timestamp = event.timestamp;
-    return order;
+    changes.commit(order);
 }
 exports.OrderCancelFailedEventHandler = OrderCancelFailedEventHandler;
 let OrderRejectedEvent = class OrderRejectedEvent {
@@ -211,7 +211,7 @@ OrderRejectedEvent = __decorate([
     __metadata("design:paramtypes", [String, Number])
 ], OrderRejectedEvent);
 exports.OrderRejectedEvent = OrderRejectedEvent;
-function OrderRejectedEventHandler(event, state) {
+function OrderRejectedEventHandler(event, state, changes) {
     const order = state.order.pending[event.id];
     if (order.state != 'NEW') {
         throw new Error('Order is not new.');
@@ -220,7 +220,7 @@ function OrderRejectedEventHandler(event, state) {
     order.timestamp = event.timestamp;
     delete state.order.pending[event.id];
     state.order.rejected[event.id] = order;
-    return order;
+    changes.commit(order);
 }
 exports.OrderRejectedEventHandler = OrderRejectedEventHandler;
 //# sourceMappingURL=store-order.event.js.map

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

@@ -1 +1 @@
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package/dist/store/event/store-order.event.spec.js

@@ -1,21 +1,21 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const __1 = require("../");
 const shared_1 = require("../../shared");
 const domain_1 = require("../../domain");
 const store_order_event_1 = require("./store-order.event");
+const store_1 = require("../store");
 const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
 describe('order load event tests', () => {
     test('should load order to store', () => {
         const timestamp = (0, shared_1.now)();
-        const state = new __1.State();
+        const store = new store_1.Store();
         const order = domain_1.Order.buyMarket(instrument, 1.0);
         order.state = 'PENDING';
-        state.universe.instrument[instrument.toString()] = instrument;
-        state.subscription.instrument[instrument.toString()] = instrument;
-        (0, store_order_event_1.OrderLoadEventHandler)(new store_order_event_1.OrderLoadEvent(order, timestamp), state);
-        expect(Object.keys(state.order.pending).length).toEqual(1);
-        expect(state.order.pending[order.id]).toEqual(order);
+        store.snapshot.universe.instrument[instrument.toString()] = instrument;
+        store.snapshot.subscription.instrument[instrument.toString()] = instrument;
+        store.dispatch(new store_order_event_1.OrderLoadEvent(order, timestamp));
+        expect(Object.keys(store.snapshot.order.pending).length).toEqual(1);
+        expect(store.snapshot.order.pending[order.id]).toEqual(order);
     });
 });
 //# sourceMappingURL=store-order.event.spec.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"store-order.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-order.event.spec.ts"],"names":[],"mappings":";;AAAA,yCAAmC;AACnC,yCAAwD;AACxD,2DAAqD;AACrD,oCAAiC;AAEjC,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,wBAAwB,EAAE,GAAG,EAAE;IACtC,IAAI,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACtC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,KAAK,GAAG,cAAK,CAAC,SAAS,CAAC,UAAU,EAAE,GAAG,CAAC,CAAC;QAE/C,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;QAExB,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,KAAK,CAAC,QAAQ,CAAC,IAAI,kCAAc,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACpE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/store/event/store-orderbook.event.d.ts

@@ -1,7 +1,6 @@
 import { timestamp } from '../../shared';
 import { InstrumentSelector } from '../../domain/instrument';
-import { Orderbook } from '../../domain/orderbook';
-import { State } from '../store.state';
+import { State, StateChangeTracker } from '../store.state';
 import { StoreEvent } from './store.event';
 export declare class OrderbookPatchEvent implements StoreEvent {
     readonly instrument: InstrumentSelector;
@@ -13,4 +12,4 @@ export declare class OrderbookPatchEvent implements StoreEvent {
     type: string;
     constructor(instrument: InstrumentSelector, bestAskRate: number, bestAskQuantity: number, bestBidRate: number, bestBidQuantity: number, timestamp: timestamp);
 }
-export declare function OrderbookPatchEventHandler(event: OrderbookPatchEvent, state: State): Orderbook;
+export declare function OrderbookPatchEventHandler(event: OrderbookPatchEvent, state: State, changes: StateChangeTracker): void;

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

@@ -29,7 +29,7 @@ OrderbookPatchEvent = __decorate([
     __metadata("design:paramtypes", [instrument_1.InstrumentSelector, Number, Number, Number, Number, Number])
 ], OrderbookPatchEvent);
 exports.OrderbookPatchEvent = OrderbookPatchEvent;
-function OrderbookPatchEventHandler(event, state) {
+function OrderbookPatchEventHandler(event, state, changes) {
     const instrumentKey = event.instrument.toString();
     if (!(instrumentKey in state.subscription.instrument)) {
         throw new Error(`Trying to patch unsubscribed instrument: ${instrumentKey}`);
@@ -59,7 +59,7 @@ function OrderbookPatchEventHandler(event, state) {
             throw new Error('liquidated');
         }
     }
-    return orderbook;
+    changes.commit(orderbook);
 }
 exports.OrderbookPatchEventHandler = OrderbookPatchEventHandler;
 //# sourceMappingURL=store-orderbook.event.js.map

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

@@ -1 +1 @@
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package/dist/store/event/store-position.event.d.ts

@@ -1,6 +1,6 @@
 import { timestamp } from '../../shared';
 import { Position, Instrument, PositionMode } from '../../domain';
-import { State } from '../store.state';
+import { State, StateChangeTracker } from '../store.state';
 import { StoreEvent } from './store.event';
 export declare class PositionLoadEvent implements StoreEvent {
     readonly position: Position;
@@ -8,7 +8,7 @@ export declare class PositionLoadEvent implements StoreEvent {
     type: string;
     constructor(position: Position, timestamp: timestamp);
 }
-export declare function PositionLoadEventHandler(event: PositionLoadEvent, state: State): Position;
+export declare function PositionLoadEventHandler(event: PositionLoadEvent, state: State, changes: StateChangeTracker): Position;
 export declare class PositionPatchEvent implements StoreEvent {
     readonly id: string;
     readonly instrument: Instrument;
@@ -20,4 +20,4 @@ export declare class PositionPatchEvent implements StoreEvent {
     type: string;
     constructor(id: string, instrument: Instrument, rate: number, size: number, leverage: number, mode: PositionMode, timestamp: timestamp);
 }
-export declare function PositionPatchEventHandler(event: PositionPatchEvent, state: State): (Position | import("../../domain").Balance)[];
+export declare function PositionPatchEventHandler(event: PositionPatchEvent, state: State, changes: StateChangeTracker): void;

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

@@ -24,7 +24,7 @@ PositionLoadEvent = __decorate([
     __metadata("design:paramtypes", [domain_1.Position, Number])
 ], PositionLoadEvent);
 exports.PositionLoadEvent = PositionLoadEvent;
-function PositionLoadEventHandler(event, state) {
+function PositionLoadEventHandler(event, state, changes) {
     if (event.position.instrument.toString() in state.subscription.instrument ||
         event.position.size == 0) {
         return;
@@ -57,7 +57,7 @@ PositionPatchEvent = __decorate([
     __metadata("design:paramtypes", [String, domain_1.Instrument, Number, Number, Number, String, Number])
 ], PositionPatchEvent);
 exports.PositionPatchEvent = PositionPatchEvent;
-function PositionPatchEventHandler(event, state) {
+function PositionPatchEventHandler(event, state, changes) {
     if (!(event.instrument.toString() in state.subscription.instrument)) {
         return;
     }
@@ -74,9 +74,9 @@ function PositionPatchEventHandler(event, state) {
                 const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
                 position.calculatePnL(rate);
             }
-            return [position, balance];
+            changes.commit(position);
+            changes.commit(balance);
         }
-        return;
     }
     if (!position) {
         position = new domain_1.Position(event.id, event.instrument);
@@ -90,7 +90,8 @@ function PositionPatchEventHandler(event, state) {
         const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
         position.calculatePnL(rate);
     }
-    return [position, balance];
+    changes.commit(position);
+    changes.commit(balance);
 }
 exports.PositionPatchEventHandler = PositionPatchEventHandler;
 //# sourceMappingURL=store-position.event.js.map

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

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package/dist/store/event/store-trade.event.d.ts

@@ -1,7 +1,6 @@
 import { timestamp } from '../../shared';
-import { Trade } from '../../domain';
 import { InstrumentSelector } from '../../domain/instrument';
-import { State } from '../store.state';
+import { State, StateChangeTracker } from '../store.state';
 import { StoreEvent } from './store.event';
 export declare class TradePatchEvent implements StoreEvent {
     readonly instrument: InstrumentSelector;
@@ -11,4 +10,4 @@ export declare class TradePatchEvent implements StoreEvent {
     type: string;
     constructor(instrument: InstrumentSelector, rate: number, quantity: number, timestamp: timestamp);
 }
-export declare function TradePatchEventHandler(event: TradePatchEvent, state: State): Trade;
+export declare function TradePatchEventHandler(event: TradePatchEvent, state: State, changes: StateChangeTracker): void;

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

@@ -27,7 +27,7 @@ TradePatchEvent = __decorate([
     __metadata("design:paramtypes", [instrument_1.InstrumentSelector, Number, Number, Number])
 ], TradePatchEvent);
 exports.TradePatchEvent = TradePatchEvent;
-function TradePatchEventHandler(event, state) {
+function TradePatchEventHandler(event, state, changes) {
     const instrumentKey = event.instrument.toString();
     if (!(instrumentKey in state.subscription.instrument)) {
         throw new Error(`Trying to patch unsubscribed instrument: ${instrumentKey}`);
@@ -41,7 +41,7 @@ function TradePatchEventHandler(event, state) {
     trade.timestamp = event.timestamp;
     trade.rate = trade.instrument.quote.fixed(event.rate);
     trade.quantity = trade.instrument.base.fixed(event.quantity);
-    return trade;
+    changes.commit(trade);
 }
 exports.TradePatchEventHandler = TradePatchEventHandler;
 //# sourceMappingURL=store-trade.event.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"store-trade.event.js","sourceRoot":"","sources":["../../../src/store/event/store-trade.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,yCAAqC;AACrC,wDAA6D;AAQ7D,IAAa,eAAe,GAA5B,MAAa,eAAe;IAG1B,YACW,UAA8B,EAC9B,IAAY,EACZ,QAAgB,EAChB,SAAoB;QAHpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,SAAI,GAAJ,IAAI,CAAQ;QACZ,aAAQ,GAAR,QAAQ,CAAQ;QAChB,cAAS,GAAT,SAAS,CAAW;QAN/B,SAAI,GAAG,aAAa,CAAC;IAOlB,CAAC;CACL,CAAA;AATY,eAAe;IAD3B,aAAK;qCAKmB,+BAAkB;GAJ9B,eAAe,CAS3B;AATY,0CAAe;AAe5B,SAAgB,sBAAsB,CACpC,KAAsB,EACtB,KAAY,EACZ,OAA2B;IAE3B,MAAM,aAAa,GAAG,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAElD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,EAAE;QACrD,MAAM,IAAI,KAAK,CAAC,4CAA4C,aAAa,EAAE,CAAC,CAAC;KAC9E;IAED,IAAI,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC;IACvC,IAAI,CAAC,KAAK,EAAE;QACV,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC,CAAC;QAE5D,KAAK,CAAC,KAAK,CAAC,aAAa,CAAC,GAAG,KAAK,CAAC;KACpC;IAED,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAClC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;IACtD,KAAK,CAAC,QAAQ,GAAG,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;IAE7D,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;AACxB,CAAC;AAzBD,wDAyBC"}

package/dist/store/event/store-trade.event.spec.js

@@ -2,42 +2,41 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 const domain_1 = require("../../domain");
 const _1 = require(".");
-const store_state_1 = require("../store.state");
 const shared_1 = require("../../shared");
+const __1 = require("..");
 const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
 describe('trade patch event tests', () => {
     test('should create a new trade object and patch a store', () => {
         const timestamp = (0, shared_1.now)();
-        const state = new store_state_1.State();
-        state.universe.instrument[instrument.toString()] = instrument;
-        state.subscription.instrument[instrument.toString()] = instrument;
-        const event = new _1.TradePatchEvent(instrument, 1000, 0.1, timestamp);
-        (0, _1.TradePatchEventHandler)(event, state);
-        const trade = state.trade[instrument.toString()];
+        const store = new __1.Store();
+        store.snapshot.universe.instrument[instrument.toString()] = instrument;
+        store.snapshot.subscription.instrument[instrument.toString()] = instrument;
+        store.dispatch(new _1.TradePatchEvent(instrument, 1000, 0.1, timestamp));
+        const trade = store.snapshot.trade[instrument.toString()];
         expect(trade.timestamp).toEqual(timestamp);
         expect(trade.instrument.toString()).toEqual(trade.instrument.toString());
         expect(trade.rate).toEqual(1000);
         expect(trade.quantity).toEqual(0.1);
-        expect(state.timestamp).toEqual(timestamp);
+        expect(store.snapshot.timestamp).toEqual(timestamp);
     });
     test('should use the existing instance of trade when patching a store', () => {
-        const state = new store_state_1.State();
-        state.universe.instrument[instrument.toString()] = instrument;
-        state.subscription.instrument[instrument.toString()] = instrument;
-        (0, _1.TradePatchEventHandler)(new _1.TradePatchEvent(instrument, 1000, 0.1, (0, shared_1.now)()), state);
+        const store = new __1.Store();
+        store.snapshot.universe.instrument[instrument.toString()] = instrument;
+        store.snapshot.subscription.instrument[instrument.toString()] = instrument;
+        store.dispatch(new _1.TradePatchEvent(instrument, 1000, 0.1, (0, shared_1.now)()));
         const timestamp = (0, shared_1.now)();
-        const trade = state.trade[instrument.toString()];
-        (0, _1.TradePatchEventHandler)(new _1.TradePatchEvent(instrument, 2000, 0.2, timestamp), state);
+        const trade = store.snapshot.trade[instrument.toString()];
+        store.dispatch(new _1.TradePatchEvent(instrument, 2000, 0.2, (0, shared_1.now)()));
         expect(trade.timestamp).toEqual(timestamp);
         expect(trade.instrument.toString()).toEqual(instrument.toString());
         expect(trade.rate).toEqual(2000);
         expect(trade.quantity).toEqual(0.2);
-        expect(state.timestamp).toEqual(timestamp);
+        expect(store.snapshot.timestamp).toEqual(timestamp);
     });
     test('should throw exception when patching unsubscribed instrument', () => {
+        const store = new __1.Store();
         const fn = () => {
-            const event = new _1.TradePatchEvent(instrument, 1000, 0.1, (0, shared_1.now)());
-            (0, _1.TradePatchEventHandler)(event, new store_state_1.State());
+            store.dispatch(new _1.TradePatchEvent(instrument, 1000, 0.1, (0, shared_1.now)()));
         };
         expect(fn).toThrow(Error);
     });