@quantform/core 0.3.254 → 0.3.259
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +1 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
- package/dist/session/session.d.ts +6 -9
- package/dist/session/session.js +10 -24
- package/dist/session/session.js.map +1 -1
- package/dist/store/event/store-balance.event.d.ts +5 -6
- package/dist/store/event/store-balance.event.js +8 -8
- package/dist/store/event/store-balance.event.js.map +1 -1
- package/dist/store/event/store-candle.event.d.ts +2 -1
- package/dist/store/event/store-candle.event.js +25 -19
- package/dist/store/event/store-candle.event.js.map +1 -1
- package/dist/store/event/store-candle.event.spec.js +7 -8
- package/dist/store/event/store-candle.event.spec.js.map +1 -1
- package/dist/store/event/store-instrument.event.d.ts +6 -6
- package/dist/store/event/store-instrument.event.js +7 -7
- package/dist/store/event/store-instrument.event.js.map +1 -1
- package/dist/store/event/store-order.event.d.ts +9 -9
- package/dist/store/event/store-order.event.js +26 -47
- package/dist/store/event/store-order.event.js.map +1 -1
- package/dist/store/event/store-order.event.spec.js +7 -7
- package/dist/store/event/store-order.event.spec.js.map +1 -1
- package/dist/store/event/store-orderbook.event.d.ts +2 -3
- package/dist/store/event/store-orderbook.event.js +2 -2
- package/dist/store/event/store-orderbook.event.js.map +1 -1
- package/dist/store/event/store-position.event.d.ts +3 -3
- package/dist/store/event/store-position.event.js +6 -5
- package/dist/store/event/store-position.event.js.map +1 -1
- package/dist/store/event/store-trade.event.d.ts +2 -3
- package/dist/store/event/store-trade.event.js +2 -2
- package/dist/store/event/store-trade.event.js.map +1 -1
- package/dist/store/event/store-trade.event.spec.js +16 -17
- package/dist/store/event/store-trade.event.spec.js.map +1 -1
- package/dist/store/store.d.ts +23 -20
- package/dist/store/store.js +29 -28
- package/dist/store/store.js.map +1 -1
- package/dist/store/store.state.d.ts +6 -7
- package/dist/store/store.state.js +1 -6
- package/dist/store/store.state.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +1 -1
- package/src/adapter/backtester/backtester-cursor.spec.ts +2 -2
- package/src/adapter/backtester/backtester-streamer.spec.ts +0 -1
- package/src/session/session.ts +21 -56
- package/src/store/event/store-balance.event.ts +25 -9
- package/src/store/event/store-candle.event.spec.ts +8 -10
- package/src/store/event/store-candle.event.ts +44 -30
- package/src/store/event/store-instrument.event.ts +12 -7
- package/src/store/event/store-order.event.spec.ts +8 -8
- package/src/store/event/store-order.event.ts +56 -54
- package/src/store/event/store-orderbook.event.ts +7 -3
- package/src/store/event/store-position.event.ts +15 -7
- package/src/store/event/store-trade.event.spec.ts +18 -20
- package/src/store/event/store-trade.event.ts +7 -3
- package/src/store/store.state.ts +9 -14
- package/src/store/store.ts +33 -31
package/dist/store/store.js
CHANGED
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@@ -19,6 +19,7 @@ const event_1 = require("./event");
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class Store extends topic_1.Topic {
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constructor() {
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super(...arguments);
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this.pendingChanges = new typescript_collections_1.Set();
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this.changes = new rxjs_1.Subject();
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this.state = new rxjs_1.BehaviorSubject(new store_state_1.State());
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}
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@@ -32,78 +33,78 @@ class Store extends topic_1.Topic {
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return this.state.value;
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}
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dispatch(...events) {
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const notifyComponentsChanged = new typescript_collections_1.Set();
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for (const event of events) {
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if (Array.isArray(componentOrComponents)) {
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componentOrComponents.forEach(it => notifyComponentsChanged.add(it));
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}
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else {
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notifyComponentsChanged.add(componentOrComponents);
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}
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super.dispatch(event, {});
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}
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this.commitPendingChanges();
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}
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commit(component) {
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this.pendingChanges.add(component);
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}
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commitPendingChanges() {
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this.pendingChanges.forEach(it => this.changes.next(it));
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this.pendingChanges.clear();
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}
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dispose() {
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this.state.complete();
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this.changes.complete();
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}
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onInstrumentPatch(event) {
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return (0, event_1.InstrumentPatchEventHandler)(event, this.snapshot);
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return (0, event_1.InstrumentPatchEventHandler)(event, this.snapshot, this);
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}
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onInstrumentSubscription(event) {
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return (0, event_1.InstrumentSubscriptionEventHandler)(event, this.snapshot);
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return (0, event_1.InstrumentSubscriptionEventHandler)(event, this.snapshot, this);
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}
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onBalancePatch(event) {
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return (0, event_1.BalancePatchEventHandler)(event, this.snapshot);
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return (0, event_1.BalancePatchEventHandler)(event, this.snapshot, this);
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}
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onBalanceTransact(event) {
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return (0, event_1.BalanceTransactEventHandler)(event, this.snapshot);
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return (0, event_1.BalanceTransactEventHandler)(event, this.snapshot, this);
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}
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onBalanceFreez(event) {
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return (0, event_1.BalanceFreezEventHandler)(event, this.snapshot);
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return (0, event_1.BalanceFreezEventHandler)(event, this.snapshot, this);
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}
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onBalanceUnfreez(event) {
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return (0, event_1.BalanceUnfreezEventHandler)(event, this.snapshot);
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return (0, event_1.BalanceUnfreezEventHandler)(event, this.snapshot, this);
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}
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onOrderLoad(event) {
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return (0, event_1.OrderLoadEventHandler)(event, this.snapshot);
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return (0, event_1.OrderLoadEventHandler)(event, this.snapshot, this);
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}
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onOrderNew(event) {
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return (0, event_1.OrderNewEventHandler)(event, this.snapshot);
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return (0, event_1.OrderNewEventHandler)(event, this.snapshot, this);
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}
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onOrderPending(event) {
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return (0, event_1.OrderPendingEventHandler)(event, this.snapshot);
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return (0, event_1.OrderPendingEventHandler)(event, this.snapshot, this);
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}
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onOrderFilled(event) {
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return (0, event_1.OrderFilledEventHandler)(event, this.snapshot);
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return (0, event_1.OrderFilledEventHandler)(event, this.snapshot, this);
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}
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onOrderCanceling(event) {
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return (0, event_1.OrderCancelingEventHandler)(event, this.snapshot);
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return (0, event_1.OrderCancelingEventHandler)(event, this.snapshot, this);
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}
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onOrderCanceled(event) {
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return (0, event_1.OrderCanceledEventHandler)(event, this.snapshot);
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return (0, event_1.OrderCanceledEventHandler)(event, this.snapshot, this);
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}
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onOrderCancelFailed(event) {
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return (0, event_1.OrderCancelFailedEventHandler)(event, this.snapshot);
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return (0, event_1.OrderCancelFailedEventHandler)(event, this.snapshot, this);
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}
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onOrderRejected(event) {
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return (0, event_1.OrderRejectedEventHandler)(event, this.snapshot);
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return (0, event_1.OrderRejectedEventHandler)(event, this.snapshot, this);
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}
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onOrderbookPatch(event) {
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return (0, event_1.OrderbookPatchEventHandler)(event, this.snapshot);
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return (0, event_1.OrderbookPatchEventHandler)(event, this.snapshot, this);
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}
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onPositionLoad(event) {
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return (0, event_1.PositionLoadEventHandler)(event, this.snapshot);
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return (0, event_1.PositionLoadEventHandler)(event, this.snapshot, this);
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}
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onPositionPatch(event) {
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return (0, event_1.PositionPatchEventHandler)(event, this.snapshot);
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return (0, event_1.PositionPatchEventHandler)(event, this.snapshot, this);
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}
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onTradePatch(event) {
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return (0, store_trade_event_1.TradePatchEventHandler)(event, this.snapshot);
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return (0, store_trade_event_1.TradePatchEventHandler)(event, this.snapshot, this);
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}
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onCandle(event) {
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return (0, event_1.CandleEventHandler)(event, this.snapshot);
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return (0, event_1.CandleEventHandler)(event, this.snapshot, this);
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}
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}
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__decorate([
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package/dist/store/store.js.map
CHANGED
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@@ -1 +1 @@
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{"version":3,"file":"store.js","sourceRoot":"","sources":["../../src/store/store.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,+BAA4D;AAC5D,+
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{"version":3,"file":"store.js","sourceRoot":"","sources":["../../src/store/store.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,+BAA4D;AAC5D,+CAA0D;AAE1D,mEAA6C;AAE7C,2CAAiD;AACjD,iEAAoF;AACpF,mCAqCiB;AAEjB,MAAa,KAAM,SAAQ,aAAsB;IAAjD;;QACmB,mBAAc,GAAG,IAAI,4BAAG,EAAa,CAAC;QACtC,YAAO,GAAG,IAAI,cAAO,EAAa,CAAC;QACnC,UAAK,GAAG,IAAI,sBAAe,CAAQ,IAAI,mBAAK,EAAE,CAAC,CAAC;IA2LnE,CAAC;IAzLC,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,KAAK,CAAC,YAAY,EAAE,CAAC;IACnC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,OAAO,CAAC,YAAY,EAAE,CAAC;IACrC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC;IAC1B,CAAC;IAED,QAAQ,CAAC,GAAG,MAAoB;QAC9B,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,KAAK,CAAC,QAAQ,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;SAC3B;QAED,IAAI,CAAC,oBAAoB,EAAE,CAAC;IAC9B,CAAC;IAED,MAAM,CAAC,SAAoB;QACzB,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;IACrC,CAAC;IAED,oBAAoB;QAClB,IAAI,CAAC,cAAc,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;QACzD,IAAI,CAAC,cAAc,CAAC,KAAK,EAAE,CAAC;IAC9B,CAAC;IAED,OAAO;QACL,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;QACtB,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC;IAC1B,CAAC;IAMD,iBAAiB,CAAC,KAA2B;QAC3C,OAAO,IAAA,mCAA2B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACjE,CAAC;IAMD,wBAAwB,CAAC,KAAkC;QACzD,OAAO,IAAA,0CAAkC,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACxE,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC9D,CAAC;IAMD,iBAAiB,CAAC,KAA2B;QAC3C,OAAO,IAAA,mCAA2B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACjE,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC9D,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAChE,CAAC;IAMD,WAAW,CAAC,KAAqB;QAC/B,OAAO,IAAA,6BAAqB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC3D,CAAC;IAMD,UAAU,CAAC,KAAoB;QAC7B,OAAO,IAAA,4BAAoB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC1D,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC9D,CAAC;IAMD,aAAa,CAAC,KAAuB;QACnC,OAAO,IAAA,+BAAuB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC7D,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAChE,CAAC;IAMD,eAAe,CAAC,KAAyB;QACvC,OAAO,IAAA,iCAAyB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC/D,CAAC;IAMD,mBAAmB,CAAC,KAA6B;QAC/C,OAAO,IAAA,qCAA6B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACnE,CAAC;IAMD,eAAe,CAAC,KAAyB;QACvC,OAAO,IAAA,iCAAyB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC/D,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAChE,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC9D,CAAC;IAMD,eAAe,CAAC,KAAyB;QACvC,OAAO,IAAA,iCAAyB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC/D,CAAC;IAMD,YAAY,CAAC,KAAsB;QACjC,OAAO,IAAA,0CAAsB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC5D,CAAC;IAMD,QAAQ,CAAC,KAAkB;QACzB,OAAO,IAAA,0BAAkB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACxD,CAAC;CACF;AAnJC;IADC,IAAA,eAAO,EAAC,4BAAoB,CAAC;;qCACL,4BAAoB;;8CAE5C;AAMD;IADC,IAAA,eAAO,EAAC,mCAA2B,CAAC;;qCACL,mCAA2B;;qDAE1D;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,4BAAoB,CAAC;;qCACL,4BAAoB;;8CAE5C;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,2BAAmB,CAAC;;qCACL,2BAAmB;;6CAE1C;AAMD;IADC,IAAA,eAAO,EAAC,sBAAc,CAAC;;qCACL,sBAAc;;wCAEhC;AAMD;IADC,IAAA,eAAO,EAAC,qBAAa,CAAC;;qCACL,qBAAa;;uCAE9B;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,wBAAgB,CAAC;;qCACL,wBAAgB;;0CAEpC;AAMD;IADC,IAAA,eAAO,EAAC,2BAAmB,CAAC;;qCACL,2BAAmB;;6CAE1C;AAMD;IADC,IAAA,eAAO,EAAC,0BAAkB,CAAC;;qCACL,0BAAkB;;4CAExC;AAMD;IADC,IAAA,eAAO,EAAC,8BAAsB,CAAC;;qCACL,8BAAsB;;gDAEhD;AAMD;IADC,IAAA,eAAO,EAAC,0BAAkB,CAAC;;qCACL,0BAAkB;;4CAExC;AAMD;IADC,IAAA,eAAO,EAAC,2BAAmB,CAAC;;qCACL,2BAAmB;;6CAE1C;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,0BAAkB,CAAC;;qCACL,0BAAkB;;4CAExC;AAMD;IADC,IAAA,eAAO,EAAC,mCAAe,CAAC;;qCACL,mCAAe;;yCAElC;AAMD;IADC,IAAA,eAAO,EAAC,mBAAW,CAAC;;qCACL,mBAAW;;qCAE1B;AA7LH,sBA8LC"}
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import { timestamp } from '../shared';
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import { Instrument, Balance, Order, Orderbook, Asset, Trade, AssetSelector, InstrumentSelector } from '../domain';
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import { Instrument, Balance, Order, Orderbook, Asset, Trade, AssetSelector, InstrumentSelector, Component } from '../domain';
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export interface StateChangeTracker {
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commit(component: Component): any;
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commitPendingChanges(): any;
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}
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export declare class State {
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timestamp: timestamp;
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universe: {
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trade: Record<string, Trade>;
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orderbook: Record<string, Orderbook>;
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balance: Record<string, Balance>;
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order:
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pending: Record<string, Order>;
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filled: Record<string, Order>;
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canceled: Record<string, Order>;
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rejected: Record<string, Order>;
|
|
21
|
-
};
|
|
20
|
+
order: Record<string, Order>;
|
|
22
21
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"store.state.js","sourceRoot":"","sources":["../../src/store/store.state.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"version":3,"file":"store.state.js","sourceRoot":"","sources":["../../src/store/store.state.ts"],"names":[],"mappings":";;;AAkBA,MAAa,KAAK;IAAlB;QAIE,aAAQ,GAGJ;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,iBAAY,GAGR;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,UAAK,GAA0B,EAAE,CAAC;QAClC,cAAS,GAA8B,EAAE,CAAC;QAC1C,YAAO,GAA4B,EAAE,CAAC;QACtC,UAAK,GAA0B,EAAE,CAAC;IACpC,CAAC;CAAA;AAxBD,sBAwBC"}
|