@quantform/core 0.3.254 → 0.3.255

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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+{"version":3,"file":"store-orderbook.event.js","sourceRoot":"","sources":["../../../src/store/event/store-orderbook.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,8CAA2C;AAE3C,wDAA6D;AAC7D,sDAAmD;AAKnD,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAG9B,YACW,UAA8B,EAC9B,WAAmB,EACnB,eAAuB,EACvB,WAAmB,EACnB,eAAuB,EACvB,SAAoB;QALpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,gBAAW,GAAX,WAAW,CAAQ;QACnB,oBAAe,GAAf,eAAe,CAAQ;QACvB,gBAAW,GAAX,WAAW,CAAQ;QACnB,oBAAe,GAAf,eAAe,CAAQ;QACvB,cAAS,GAAT,SAAS,CAAW;QAR/B,SAAI,GAAG,iBAAiB,CAAC;IAStB,CAAC;CACL,CAAA;AAXY,mBAAmB;IAD/B,aAAK;qCAKmB,+BAAkB;GAJ9B,mBAAmB,CAW/B;AAXY,kDAAmB;AAahC,SAAgB,0BAA0B,CACxC,KAA0B,EAC1B,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,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,aAAa,CAAC,CAAC;IAE/C,IAAI,CAAC,SAAS,EAAE;QACd,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC;QAE5D,SAAS,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC;QAEtC,KAAK,CAAC,SAAS,CAAC,aAAa,CAAC,GAAG,SAAS,CAAC;KAC5C;IAED,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,SAAS,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACtC,SAAS,CAAC,WAAW,GAAG,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;IAC5E,SAAS,CAAC,eAAe,GAAG,SAAS,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IACnF,SAAS,CAAC,WAAW,GAAG,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;IAC5E,SAAS,CAAC,eAAe,GAAG,SAAS,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAEnF,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEnE,IAAI,KAAK,EAAE;QACT,KAAK,MAAM,QAAQ,IAAI,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,EAAE;YACpD,IAAI,QAAQ,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,SAAS,CAAC,QAAQ,EAAE,EAAE;gBAC1D,SAAS;aACV;YAED,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC;YAEhF,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC;SAC7B;QAED,IAAI,KAAK,CAAC,KAAK,GAAG,CAAC,EAAE;YACnB,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,CAAC;SAC/B;KACF;IAED,OAAO,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;AAC5B,CAAC;AAhDD,gEAgDC"}

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

@@ -1 +1 @@
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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);
     });

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

@@ -1 +1 @@
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+{"version":3,"file":"store-trade.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-trade.event.spec.ts"],"names":[],"mappings":";;AAAA,yCAAiD;AACjD,wBAAoC;AACpC,yCAAmC;AACnC,0BAA2B;AAE3B,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,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,oDAAoD,EAAE,GAAG,EAAE;QAC9D,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,SAAK,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,kBAAe,CAAC,UAAU,EAAE,IAAI,EAAE,GAAG,EAAE,SAAS,CAAC,CAAC,CAAC;QAEtE,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,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QACzE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACjC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QACpC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iEAAiE,EAAE,GAAG,EAAE;QAC3E,MAAM,KAAK,GAAG,IAAI,SAAK,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,kBAAe,CAAC,UAAU,EAAE,IAAI,EAAE,GAAG,EAAE,IAAA,YAAG,GAAE,CAAC,CAAC,CAAC;QAElE,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE1D,KAAK,CAAC,QAAQ,CAAC,IAAI,kBAAe,CAAC,UAAU,EAAE,IAAI,EAAE,GAAG,EAAE,IAAA,YAAG,GAAE,CAAC,CAAC,CAAC;QAElE,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,IAAI,CAAC,CAAC;QACjC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QACpC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8DAA8D,EAAE,GAAG,EAAE;QACxE,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAE1B,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,KAAK,CAAC,QAAQ,CAAC,IAAI,kBAAe,CAAC,UAAU,EAAE,IAAI,EAAE,GAAG,EAAE,IAAA,YAAG,GAAE,CAAC,CAAC,CAAC;QACpE,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/store/store.d.ts

@@ -1,35 +1,38 @@
 import { Observable } from 'rxjs';
-import { State } from './store.state';
+import { State, StateChangeTracker } from './store.state';
 import { Component } from '../domain';
 import { StoreEvent } from './event/store.event';
 import { Topic } from '../shared/topic';
 import { TradePatchEvent } from './event/store-trade.event';
 import { BalanceFreezEvent, BalancePatchEvent, BalanceTransactEvent, BalanceUnfreezEvent, CandleEvent, InstrumentPatchEvent, InstrumentSubscriptionEvent, OrderbookPatchEvent, OrderCanceledEvent, OrderCancelFailedEvent, OrderCancelingEvent, OrderFilledEvent, OrderLoadEvent, OrderNewEvent, OrderPendingEvent, OrderRejectedEvent, PositionLoadEvent, PositionPatchEvent } from './event';
-export declare class Store extends Topic<StoreEvent, any> {
+export declare class Store extends Topic<StoreEvent, any> implements StateChangeTracker {
+    private readonly pendingChanges;
     private readonly changes;
     private readonly state;
     get state$(): Observable<State>;
     get changes$(): Observable<Component>;
     get snapshot(): State;
     dispatch(...events: StoreEvent[]): void;
+    commit(component: Component): void;
+    commitPendingChanges(): void;
     dispose(): void;
-    onInstrumentPatch(event: InstrumentPatchEvent): import("../domain").Instrument;
-    onInstrumentSubscription(event: InstrumentSubscriptionEvent): import("../domain").Instrument;
-    onBalancePatch(event: BalancePatchEvent): import("../domain").Balance;
-    onBalanceTransact(event: BalanceTransactEvent): import("../domain").Balance;
-    onBalanceFreez(event: BalanceFreezEvent): import("../domain").Balance;
-    onBalanceUnfreez(event: BalanceUnfreezEvent): import("../domain").Balance;
-    onOrderLoad(event: OrderLoadEvent): import("../domain").Order;
-    onOrderNew(event: OrderNewEvent): import("../domain").Order;
-    onOrderPending(event: OrderPendingEvent): import("../domain").Order;
-    onOrderFilled(event: OrderFilledEvent): import("../domain").Order;
-    onOrderCanceling(event: OrderCancelingEvent): import("../domain").Order;
-    onOrderCanceled(event: OrderCanceledEvent): import("../domain").Order;
-    onOrderCancelFailed(event: OrderCancelFailedEvent): import("../domain").Order;
-    onOrderRejected(event: OrderRejectedEvent): import("../domain").Order;
-    onOrderbookPatch(event: OrderbookPatchEvent): import("../domain").Orderbook;
+    onInstrumentPatch(event: InstrumentPatchEvent): void;
+    onInstrumentSubscription(event: InstrumentSubscriptionEvent): void;
+    onBalancePatch(event: BalancePatchEvent): void;
+    onBalanceTransact(event: BalanceTransactEvent): void;
+    onBalanceFreez(event: BalanceFreezEvent): void;
+    onBalanceUnfreez(event: BalanceUnfreezEvent): void;
+    onOrderLoad(event: OrderLoadEvent): void;
+    onOrderNew(event: OrderNewEvent): void;
+    onOrderPending(event: OrderPendingEvent): void;
+    onOrderFilled(event: OrderFilledEvent): void;
+    onOrderCanceling(event: OrderCancelingEvent): void;
+    onOrderCanceled(event: OrderCanceledEvent): void;
+    onOrderCancelFailed(event: OrderCancelFailedEvent): void;
+    onOrderRejected(event: OrderRejectedEvent): void;
+    onOrderbookPatch(event: OrderbookPatchEvent): void;
     onPositionLoad(event: PositionLoadEvent): import("../domain").Position;
-    onPositionPatch(event: PositionPatchEvent): (import("../domain").Position | import("../domain").Balance)[];
-    onTradePatch(event: TradePatchEvent): import("../domain").Trade;
-    onCandle(event: CandleEvent): (import("../domain").Orderbook | import("../domain").Trade)[];
+    onPositionPatch(event: PositionPatchEvent): void;
+    onTradePatch(event: TradePatchEvent): void;
+    onCandle(event: CandleEvent): void;
 }

package/dist/store/store.js

@@ -19,6 +19,7 @@ const event_1 = require("./event");
 class Store extends topic_1.Topic {
     constructor() {
         super(...arguments);
+        this.pendingChanges = new typescript_collections_1.Set();
         this.changes = new rxjs_1.Subject();
         this.state = new rxjs_1.BehaviorSubject(new store_state_1.State());
     }
@@ -32,78 +33,78 @@ class Store extends topic_1.Topic {
         return this.state.value;
     }
     dispatch(...events) {
-        const notifyComponentsChanged = new typescript_collections_1.Set();
         for (const event of events) {
-            const componentOrComponents = super.dispatch(event, {});
-            if (Array.isArray(componentOrComponents)) {
-                componentOrComponents.forEach(it => notifyComponentsChanged.add(it));
-            }
-            else {
-                notifyComponentsChanged.add(componentOrComponents);
-            }
+            super.dispatch(event, {});
         }
-        notifyComponentsChanged.forEach(it => this.changes.next(it));
+        this.commitPendingChanges();
+    }
+    commit(component) {
+        this.pendingChanges.add(component);
+    }
+    commitPendingChanges() {
+        this.pendingChanges.forEach(it => this.changes.next(it));
+        this.pendingChanges.clear();
     }
     dispose() {
         this.state.complete();
         this.changes.complete();
     }
     onInstrumentPatch(event) {
-        return (0, event_1.InstrumentPatchEventHandler)(event, this.snapshot);
+        return (0, event_1.InstrumentPatchEventHandler)(event, this.snapshot, this);
     }
     onInstrumentSubscription(event) {
-        return (0, event_1.InstrumentSubscriptionEventHandler)(event, this.snapshot);
+        return (0, event_1.InstrumentSubscriptionEventHandler)(event, this.snapshot, this);
     }
     onBalancePatch(event) {
-        return (0, event_1.BalancePatchEventHandler)(event, this.snapshot);
+        return (0, event_1.BalancePatchEventHandler)(event, this.snapshot, this);
     }
     onBalanceTransact(event) {
-        return (0, event_1.BalanceTransactEventHandler)(event, this.snapshot);
+        return (0, event_1.BalanceTransactEventHandler)(event, this.snapshot, this);
     }
     onBalanceFreez(event) {
-        return (0, event_1.BalanceFreezEventHandler)(event, this.snapshot);
+        return (0, event_1.BalanceFreezEventHandler)(event, this.snapshot, this);
     }
     onBalanceUnfreez(event) {
-        return (0, event_1.BalanceUnfreezEventHandler)(event, this.snapshot);
+        return (0, event_1.BalanceUnfreezEventHandler)(event, this.snapshot, this);
     }
     onOrderLoad(event) {
-        return (0, event_1.OrderLoadEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderLoadEventHandler)(event, this.snapshot, this);
     }
     onOrderNew(event) {
-        return (0, event_1.OrderNewEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderNewEventHandler)(event, this.snapshot, this);
     }
     onOrderPending(event) {
-        return (0, event_1.OrderPendingEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderPendingEventHandler)(event, this.snapshot, this);
     }
     onOrderFilled(event) {
-        return (0, event_1.OrderFilledEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderFilledEventHandler)(event, this.snapshot, this);
     }
     onOrderCanceling(event) {
-        return (0, event_1.OrderCancelingEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderCancelingEventHandler)(event, this.snapshot, this);
     }
     onOrderCanceled(event) {
-        return (0, event_1.OrderCanceledEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderCanceledEventHandler)(event, this.snapshot, this);
     }
     onOrderCancelFailed(event) {
-        return (0, event_1.OrderCancelFailedEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderCancelFailedEventHandler)(event, this.snapshot, this);
     }
     onOrderRejected(event) {
-        return (0, event_1.OrderRejectedEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderRejectedEventHandler)(event, this.snapshot, this);
     }
     onOrderbookPatch(event) {
-        return (0, event_1.OrderbookPatchEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderbookPatchEventHandler)(event, this.snapshot, this);
     }
     onPositionLoad(event) {
-        return (0, event_1.PositionLoadEventHandler)(event, this.snapshot);
+        return (0, event_1.PositionLoadEventHandler)(event, this.snapshot, this);
     }
     onPositionPatch(event) {
-        return (0, event_1.PositionPatchEventHandler)(event, this.snapshot);
+        return (0, event_1.PositionPatchEventHandler)(event, this.snapshot, this);
     }
     onTradePatch(event) {
-        return (0, store_trade_event_1.TradePatchEventHandler)(event, this.snapshot);
+        return (0, store_trade_event_1.TradePatchEventHandler)(event, this.snapshot, this);
     }
     onCandle(event) {
-        return (0, event_1.CandleEventHandler)(event, this.snapshot);
+        return (0, event_1.CandleEventHandler)(event, this.snapshot, this);
     }
 }
 __decorate([

package/dist/store/store.js.map

@@ -1 +1 @@
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package/dist/store/store.state.d.ts

@@ -1,5 +1,9 @@
 import { timestamp } from '../shared';
-import { Instrument, Balance, Order, Orderbook, Asset, Trade, AssetSelector, InstrumentSelector } from '../domain';
+import { Instrument, Balance, Order, Orderbook, Asset, Trade, AssetSelector, InstrumentSelector, Component } from '../domain';
+export interface StateChangeTracker {
+    commit(component: Component): any;
+    commitPendingChanges(): any;
+}
 export declare class State {
     timestamp: timestamp;
     universe: {

package/dist/store/store.state.js.map

@@ -1 +1 @@
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