@quantform/core 0.3.252 → 0.3.256

package/README.md

@@ -14,7 +14,7 @@
 </p>
 
 <p align="center">
-  <a href="https://docs.quantform.io/">Documentation</a>
+  <a href="https://developer.quantform.io/">Documentation</a>
   ·
   <a href="CONTRIBUTING.md">Contributing Guidelines</a>
   <br>

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

@@ -1 +1 @@
-{"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAAuD;AACvD,2CAAsD;AACtD,6CAAiE;AACjE,2DAAuD;AAEvD,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,gCAAgC,EAAE,KAAK,IAAI,EAAE;QAChD,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SACzC,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,2CAAsD;AACtD,6CAAoD;AACpD,2DAAuD;AAEvD,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,gCAAgC,EAAE,KAAK,IAAI,EAAE;QAChD,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SACzC,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/bootstrap.js

@@ -31,7 +31,8 @@ class Bootstrap {
         const { backtester } = this.descriptor.options;
         const streamer = new backtester_1.BacktesterStreamer(store, feed, backtester, listener);
         const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new paper_1.PaperAdapter(new backtester_1.BacktesterAdapter(it, streamer), store, backtester)), store);
-        return [new session_1.Session(store, aggregate, this.descriptor), streamer];
+        const session = new session_1.Session(store, aggregate, this.descriptor);
+        return [session, streamer];
     }
     paper() {
         if (!this.descriptor.options) {

package/dist/bootstrap.js.map

@@ -1 +1 @@
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+{"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,QAAQ,GAAG,IAAI,+BAAkB,CAAC,KAAK,EAAE,IAAI,EAAE,UAAU,EAAE,QAAQ,CAAC,CAAC;QAE3E,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;QAE/D,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;AA5FD,8BA4FC"}

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

@@ -1,7 +1,6 @@
 import { timestamp } from '../../shared';
 import { AssetSelector } from '../../domain/asset';
-import { Balance } from '../../domain/balance';
-import { State } from '../store.state';
+import { State, StateChangeTracker } from '../store.state';
 import { StoreEvent } from './store.event';
 export declare class BalancePatchEvent implements StoreEvent {
     readonly asset: AssetSelector;
@@ -11,7 +10,7 @@ export declare class BalancePatchEvent implements StoreEvent {
     type: string;
     constructor(asset: AssetSelector, free: number, freezed: number, timestamp: timestamp);
 }
-export declare function BalancePatchEventHandler(event: BalancePatchEvent, state: State): Balance;
+export declare function BalancePatchEventHandler(event: BalancePatchEvent, state: State, changes: StateChangeTracker): void;
 export declare class BalanceTransactEvent implements StoreEvent {
     readonly asset: AssetSelector;
     readonly amount: number;
@@ -19,7 +18,7 @@ export declare class BalanceTransactEvent implements StoreEvent {
     type: string;
     constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
 }
-export declare function BalanceTransactEventHandler(event: BalanceTransactEvent, state: State): Balance;
+export declare function BalanceTransactEventHandler(event: BalanceTransactEvent, state: State, changes: StateChangeTracker): void;
 export declare class BalanceFreezEvent implements StoreEvent {
     readonly asset: AssetSelector;
     readonly amount: number;
@@ -27,7 +26,7 @@ export declare class BalanceFreezEvent implements StoreEvent {
     type: string;
     constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
 }
-export declare function BalanceFreezEventHandler(event: BalanceFreezEvent, state: State): Balance;
+export declare function BalanceFreezEventHandler(event: BalanceFreezEvent, state: State, changes: StateChangeTracker): void;
 export declare class BalanceUnfreezEvent implements StoreEvent {
     readonly asset: AssetSelector;
     readonly amount: number;
@@ -35,4 +34,4 @@ export declare class BalanceUnfreezEvent implements StoreEvent {
     type: string;
     constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
 }
-export declare function BalanceUnfreezEventHandler(event: BalanceUnfreezEvent, state: State): Balance;
+export declare function BalanceUnfreezEventHandler(event: BalanceUnfreezEvent, state: State, changes: StateChangeTracker): void;

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

@@ -27,7 +27,7 @@ BalancePatchEvent = __decorate([
     __metadata("design:paramtypes", [asset_1.AssetSelector, Number, Number, Number])
 ], BalancePatchEvent);
 exports.BalancePatchEvent = BalancePatchEvent;
-function BalancePatchEventHandler(event, state) {
+function BalancePatchEventHandler(event, state, changes) {
     let balance = state.balance[event.asset.toString()];
     if (!balance) {
         const asset = state.universe.asset[event.asset.toString()];
@@ -39,7 +39,7 @@ function BalancePatchEventHandler(event, state) {
     balance.timestamp = event.timestamp;
     balance.set(event.free, event.freezed);
     state.timestamp = event.timestamp;
-    return balance;
+    changes.commit(balance);
 }
 exports.BalancePatchEventHandler = BalancePatchEventHandler;
 let BalanceTransactEvent = class BalanceTransactEvent {
@@ -55,7 +55,7 @@ BalanceTransactEvent = __decorate([
     __metadata("design:paramtypes", [asset_1.AssetSelector, Number, Number])
 ], BalanceTransactEvent);
 exports.BalanceTransactEvent = BalanceTransactEvent;
-function BalanceTransactEventHandler(event, state) {
+function BalanceTransactEventHandler(event, state, changes) {
     let balance = state.balance[event.asset.toString()];
     if (!balance) {
         const asset = state.universe.asset[event.asset.toString()];
@@ -65,7 +65,7 @@ function BalanceTransactEventHandler(event, state) {
     balance.timestamp = event.timestamp;
     balance.transact(event.amount);
     state.timestamp = event.timestamp;
-    return balance;
+    changes.commit(balance);
 }
 exports.BalanceTransactEventHandler = BalanceTransactEventHandler;
 let BalanceFreezEvent = class BalanceFreezEvent {
@@ -81,7 +81,7 @@ BalanceFreezEvent = __decorate([
     __metadata("design:paramtypes", [asset_1.AssetSelector, Number, Number])
 ], BalanceFreezEvent);
 exports.BalanceFreezEvent = BalanceFreezEvent;
-function BalanceFreezEventHandler(event, state) {
+function BalanceFreezEventHandler(event, state, changes) {
     const balance = state.balance[event.asset.toString()];
     if (!balance) {
         throw new Error('invalid balance');
@@ -89,7 +89,7 @@ function BalanceFreezEventHandler(event, state) {
     balance.timestamp = event.timestamp;
     balance.freez(event.amount);
     state.timestamp = event.timestamp;
-    return balance;
+    changes.commit(balance);
 }
 exports.BalanceFreezEventHandler = BalanceFreezEventHandler;
 let BalanceUnfreezEvent = class BalanceUnfreezEvent {
@@ -105,7 +105,7 @@ BalanceUnfreezEvent = __decorate([
     __metadata("design:paramtypes", [asset_1.AssetSelector, Number, Number])
 ], BalanceUnfreezEvent);
 exports.BalanceUnfreezEvent = BalanceUnfreezEvent;
-function BalanceUnfreezEventHandler(event, state) {
+function BalanceUnfreezEventHandler(event, state, changes) {
     const balance = state.balance[event.asset.toString()];
     if (!balance) {
         throw new Error('invalid balance');
@@ -113,7 +113,7 @@ function BalanceUnfreezEventHandler(event, state) {
     balance.timestamp = event.timestamp;
     balance.unfreez(event.amount);
     state.timestamp = event.timestamp;
-    return balance;
+    changes.commit(balance);
 }
 exports.BalanceUnfreezEventHandler = BalanceUnfreezEventHandler;
 //# sourceMappingURL=store-balance.event.js.map

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

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

@@ -2,6 +2,7 @@ import { timestamp } from '../../shared/datetime';
 import { InstrumentSelector } from '../../domain';
 import { State } from '../store.state';
 import { StoreEvent } from './store.event';
+import { StateChangeTracker } from '..';
 export declare class CandleEvent implements StoreEvent {
     readonly instrument: InstrumentSelector;
     readonly timeframe: number;
@@ -14,4 +15,4 @@ export declare class CandleEvent implements StoreEvent {
     type: string;
     constructor(instrument: InstrumentSelector, timeframe: number, open: number, high: number, low: number, close: number, volume: number, timestamp: timestamp);
 }
-export declare function CandleEventHandler(event: CandleEvent, state: State): (import("../../domain").Orderbook | import("../../domain").Trade)[];
+export declare function CandleEventHandler(event: CandleEvent, state: State, changes: StateChangeTracker): void;

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

@@ -32,26 +32,32 @@ CandleEvent = __decorate([
     __metadata("design:paramtypes", [domain_1.InstrumentSelector, Number, Number, Number, Number, Number, Number, Number])
 ], CandleEvent);
 exports.CandleEvent = CandleEvent;
-function CandleEventHandler(event, state) {
+function CandleEventHandler(event, state, changes) {
     const instrument = state.universe.instrument[event.instrument.toString()];
-    const trade = (0, store_trade_event_1.TradePatchEventHandler)({
-        type: 'trade-patch',
-        instrument: event.instrument,
-        quantity: event.volume,
-        rate: event.close,
-        timestamp: event.timestamp
-    }, state);
-    const orderbook = (0, store_orderbook_event_1.OrderbookPatchEventHandler)({
-        type: 'orderbook-patch',
-        instrument: event.instrument,
-        bestAskQuantity: event.volume * 0.5,
-        bestAskRate: event.close + instrument.quote.tickSize,
-        bestBidQuantity: event.volume * 0.5,
-        bestBidRate: event.close - instrument.quote.tickSize,
-        timestamp: event.timestamp
-    }, state);
-    state.timestamp = event.timestamp;
-    return [trade, orderbook];
+    const patch = (timestamp, rate) => {
+        (0, store_trade_event_1.TradePatchEventHandler)({
+            type: 'trade-patch',
+            instrument: event.instrument,
+            quantity: event.volume,
+            rate,
+            timestamp
+        }, state, changes);
+        (0, store_orderbook_event_1.OrderbookPatchEventHandler)({
+            type: 'orderbook-patch',
+            instrument: event.instrument,
+            bestAskQuantity: instrument.base.fixed(event.volume * 0.5),
+            bestAskRate: rate,
+            bestBidQuantity: instrument.base.fixed(event.volume * 0.5),
+            bestBidRate: rate,
+            timestamp
+        }, state, changes);
+        state.timestamp = event.timestamp;
+        changes.commitPendingChanges();
+    };
+    patch(event.timestamp, instrument.quote.fixed(event.open));
+    patch(event.timestamp, instrument.quote.fixed(event.high));
+    patch(event.timestamp, instrument.quote.fixed(event.low));
+    patch(event.timestamp, instrument.quote.fixed(event.close));
 }
 exports.CandleEventHandler = CandleEventHandler;
 //# sourceMappingURL=store-candle.event.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"store-candle.event.js","sourceRoot":"","sources":["../../../src/store/event/store-candle.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,2DAA6D;AAC7D,mEAAqE;AAErE,yCAAkD;AAGlD,8CAA2C;AAI3C,IAAa,WAAW,GAAxB,MAAa,WAAW;IAGtB,YACW,UAA8B,EAC9B,SAAiB,EACjB,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa,EACb,MAAc,EACd,SAAoB;QAPpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAQ;QACjB,SAAI,GAAJ,IAAI,CAAQ;QACZ,SAAI,GAAJ,IAAI,CAAQ;QACZ,QAAG,GAAH,GAAG,CAAQ;QACX,UAAK,GAAL,KAAK,CAAQ;QACb,WAAM,GAAN,MAAM,CAAQ;QACd,cAAS,GAAT,SAAS,CAAW;QAV/B,SAAI,GAAG,QAAQ,CAAC;IAWb,CAAC;CACL,CAAA;AAbY,WAAW;IADvB,aAAK;qCAKmB,2BAAkB;GAJ9B,WAAW,CAavB;AAbY,kCAAW;AAexB,SAAgB,kBAAkB,CAChC,KAAkB,EAClB,KAAY,EACZ,OAA2B;IAE3B,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;IAE1E,MAAM,KAAK,GAAG,CAAC,SAAiB,EAAE,IAAY,EAAE,EAAE;QAEhD,IAAA,0CAAsB,EACpB;YACE,IAAI,EAAE,aAAa;YACnB,UAAU,EAAE,KAAK,CAAC,UAAU;YAC5B,QAAQ,EAAE,KAAK,CAAC,MAAM;YACtB,IAAI;YACJ,SAAS;SACV,EACD,KAAK,EACL,OAAO,CACR,CAAC;QAGF,IAAA,kDAA0B,EACxB;YACE,IAAI,EAAE,iBAAiB;YACvB,UAAU,EAAE,KAAK,CAAC,UAAU;YAC5B,eAAe,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,GAAG,CAAC;YAC1D,WAAW,EAAE,IAAI;YACjB,eAAe,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,GAAG,CAAC;YAC1D,WAAW,EAAE,IAAI;YACjB,SAAS;SACV,EACD,KAAK,EACL,OAAO,CACR,CAAC;QAEF,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;QAElC,OAAO,CAAC,oBAAoB,EAAE,CAAC;IACjC,CAAC,CAAC;IAEF,KAAK,CAAC,KAAK,CAAC,SAAS,EAAE,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC;IAC3D,KAAK,CAAC,KAAK,CAAC,SAAS,EAAE,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC;IAC3D,KAAK,CAAC,KAAK,CAAC,SAAS,EAAE,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC;IAC1D,KAAK,CAAC,KAAK,CAAC,SAAS,EAAE,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC;AAC9D,CAAC;AA7CD,gDA6CC"}

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

@@ -2,23 +2,22 @@
 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 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('candle patch event tests', () => {
     test('should patch trade object', () => {
         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.CandleEvent(instrument, 1, 1, 1, 1, 1, 1, timestamp);
-        (0, _1.CandleEventHandler)(event, state);
-        const trade = state.trade[instrument.toString()];
+        const store = new store_1.Store();
+        store.snapshot.universe.instrument[instrument.toString()] = instrument;
+        store.snapshot.subscription.instrument[instrument.toString()] = instrument;
+        store.dispatch(new _1.CandleEvent(instrument, 1, 1, 1, 1, 1, 1, timestamp));
+        const trade = store.snapshot.trade[instrument.toString()];
         expect(trade.timestamp).toEqual(timestamp);
         expect(trade.instrument.toString()).toEqual(instrument.toString());
         expect(trade.rate).toEqual(1);
         expect(trade.quantity).toEqual(1);
-        expect(state.timestamp).toEqual(timestamp);
+        expect(store.snapshot.timestamp).toEqual(timestamp);
     });
 });
 //# sourceMappingURL=store-candle.event.spec.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"store-candle.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-candle.event.spec.ts"],"names":[],"mappings":";;AAAA,yCAAiD;AACjD,wBAAgC;AAChC,yCAAmC;AACnC,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,0BAA0B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;QACrC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,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,KAAK,CAAC,QAAQ,CAAC,IAAI,cAAW,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC;QAEzE,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE1D,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC3C,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QACnE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

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