@quantform/core 0.3.260 → 0.3.262
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/dist/adapter/adapter-aggregate.d.ts +4 -5
- package/dist/adapter/adapter-aggregate.js +50 -21
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/adapter.d.ts +30 -7
- package/dist/adapter/adapter.js +29 -2
- package/dist/adapter/adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +13 -8
- package/dist/adapter/backtester/backtester-adapter.js +25 -32
- package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
- package/dist/adapter/index.d.ts +0 -1
- package/dist/adapter/index.js +0 -1
- package/dist/adapter/index.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.d.ts +10 -7
- package/dist/adapter/paper/paper-adapter.js +24 -42
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.spec.js +25 -7
- package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
- package/dist/bootstrap.js +1 -1
- package/dist/bootstrap.js.map +1 -1
- package/dist/ipc.js +11 -5
- package/dist/ipc.js.map +1 -1
- package/dist/ipc.spec.js +4 -57
- package/dist/ipc.spec.js.map +1 -1
- package/dist/session/session.d.ts +2 -2
- package/dist/session/session.js +4 -4
- package/dist/session/session.js.map +1 -1
- package/dist/tests/backtester-adapter.spec.js +7 -24
- package/dist/tests/backtester-adapter.spec.js.map +1 -1
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/package.json +1 -1
- package/src/adapter/adapter-aggregate.ts +55 -75
- package/src/adapter/adapter.ts +83 -5
- package/src/adapter/backtester/backtester-adapter.ts +39 -19
- package/src/adapter/index.ts +0 -1
- package/src/adapter/paper/paper-adapter.spec.ts +42 -7
- package/src/adapter/paper/paper-adapter.ts +31 -23
- package/src/bootstrap.ts +1 -1
- package/src/ipc.spec.ts +7 -45
- package/src/ipc.ts +6 -6
- package/src/session/session.ts +18 -6
- package/src/tests/backtester-adapter.spec.ts +6 -12
- package/dist/adapter/adapter.event.d.ts +0 -43
- package/dist/adapter/adapter.event.js +0 -104
- package/dist/adapter/adapter.event.js.map +0 -1
- package/src/adapter/adapter.event.ts +0 -64
package/dist/bootstrap.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"bootstrap.js","sourceRoot":"","sources":["../src/bootstrap.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA+C;AAC/C,uCAAuD;AACvD,mCAAgC;AAEhC,MAAa,SAAS;IACpB,YAAqB,UAA6B;QAA7B,eAAU,GAAV,UAAU,CAAmB;IAAG,CAAC;IAMtD,YAAY,CAAC,EAAW;QACtB,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SACzB;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,iBAAiB,CAAC,IAAa,EAAE,EAAW;QAC1C,IAAI,IAAI,EAAE;YACR,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI,GAAG,IAAI,CAAC;SAChD;QAED,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SAC5C;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,QAAQ,CAAC,QAA6B;QACpC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,EAAE,IAAI,EAAE,GAAG,IAAI,CAAC,UAAU,CAAC;QACjC,MAAM,EAAE,UAAU,EAAE,GAAG,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC;QAE/C,MAAM,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,
|
|
1
|
+
{"version":3,"file":"bootstrap.js","sourceRoot":"","sources":["../src/bootstrap.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA+C;AAC/C,uCAAuD;AACvD,mCAAgC;AAEhC,MAAa,SAAS;IACpB,YAAqB,UAA6B;QAA7B,eAAU,GAAV,UAAU,CAAmB;IAAG,CAAC;IAMtD,YAAY,CAAC,EAAW;QACtB,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SACzB;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,iBAAiB,CAAC,IAAa,EAAE,EAAW;QAC1C,IAAI,IAAI,EAAE;YACR,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI,GAAG,IAAI,CAAC;SAChD;QAED,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SAC5C;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,QAAQ,CAAC,QAA6B;QACpC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,EAAE,IAAI,EAAE,GAAG,IAAI,CAAC,UAAU,CAAC;QACjC,MAAM,EAAE,UAAU,EAAE,GAAG,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC;QAE/C,MAAM,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,8BAAiB,CAAC,IAAI,oBAAY,CAAC,EAAE,EAAE,KAAK,EAAE,UAAU,CAAC,EAAE,QAAQ,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/ipc.js
CHANGED
|
@@ -139,12 +139,18 @@ class IpcHandler extends topic_1.Topic {
|
|
|
139
139
|
const { feed } = accessor.session.descriptor;
|
|
140
140
|
await accessor.session.awake(undefined);
|
|
141
141
|
this.emit({ type: 'feed:started' });
|
|
142
|
-
await accessor.session.aggregate.feed(
|
|
143
|
-
|
|
144
|
-
timestamp,
|
|
142
|
+
await accessor.session.aggregate.feed({
|
|
143
|
+
instrument,
|
|
145
144
|
from: command.from,
|
|
146
|
-
to: command.to
|
|
147
|
-
|
|
145
|
+
to: command.to,
|
|
146
|
+
destination: feed,
|
|
147
|
+
callback: timestamp => this.emit({
|
|
148
|
+
type: 'feed:updated',
|
|
149
|
+
timestamp,
|
|
150
|
+
from: command.from,
|
|
151
|
+
to: command.to
|
|
152
|
+
})
|
|
153
|
+
});
|
|
148
154
|
this.emit({ type: 'feed:completed' });
|
|
149
155
|
await accessor.session.dispose();
|
|
150
156
|
}
|
package/dist/ipc.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ipc.js","sourceRoot":"","sources":["../src/ipc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,qCAAwC;AACxC,0CAAuD;AACvD,qCAA2C;AAC3C,2CAAwC;AAIxC,+BAA4B;AAC5B,qCAAsC;AACtC,iCAAkC;AAGlC,MAAM,CAAC,MAAM,EAAE,CAAC;AAgBhB,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAMhB,CAAC;CAAA,CAAA;AAPY,cAAc;IAD1B,aAAK;GACO,cAAc,CAO1B;AAPY,wCAAc;AAa3B,IAAa,eAAe,GAA5B,MAAa,eAAe;IAA5B;QACE,SAAI,GAAG,OAAO,CAAC;IAMjB,CAAC;CAAA,CAAA;AAPY,eAAe;IAD3B,aAAK;GACO,eAAe,CAO3B;AAPY,0CAAe;AAa5B,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAA/B;QACE,SAAI,GAAG,UAAU,CAAC;IAWpB,CAAC;CAAA,CAAA;AAZY,kBAAkB;IAD9B,aAAK;GACO,kBAAkB,CAY9B;AAZY,gDAAkB;AAkB/B,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAgBhB,CAAC;CAAA,CAAA;AAjBY,cAAc;IAD1B,aAAK;GACO,cAAc,CAiB1B;AAjBY,wCAAc;AAuB3B,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAMhB,CAAC;CAAA,CAAA;AAPY,cAAc;IAD1B,aAAK;GACO,cAAc,CAO1B;AAPY,wCAAc;AAY3B,MAAM,kBAAkB;CAEvB;AAOD,MAAM,UAAW,SAAQ,aAA2C;IAClE,YACmB,SAAoB,EACpB,MAAqB;QAEtC,KAAK,EAAE,CAAC;QAHS,cAAS,GAAT,SAAS,CAAW;QACpB,WAAM,GAAN,MAAM,CAAe;IAGxC,CAAC;IAMD,KAAK,CAAC,UAAU,CAAC,OAAuB,EAAE,QAA4B;;QACpE,QAAQ,CAAC,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC;QAElE,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,EAAE,cAAc;YACpB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChD,CAAC;IAMD,KAAK,CAAC,WAAW,CAAC,OAAwB,EAAE,QAA4B;;QACtE,QAAQ,CAAC,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;QAEnE,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,EAAE,eAAe;YACrB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChD,CAAC;IAMD,cAAc,CAAC,OAA2B,EAAE,QAA4B;QACtE,IAAI,CAAC,SAAS,CAAC,iBAAiB,CAAC,OAAO,CAAC,IAAI,EAAE,OAAO,CAAC,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC;QACtE,MAAM,EAAE,IAAI,EAAE,EAAE,EAAE,GAAG,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC;QAElE,OAAO,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;YACvC,MAAM,CAAC,OAAO,EAAE,QAAQ,CAAC,GAAG,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC;gBAClD,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;oBAClD,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,kBAAkB;wBACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI;wBACJ,EAAE;qBACH,CAAC,CAAC;gBACL,CAAC;gBACD,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;oBAClD,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,kBAAkB;wBACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI;wBACJ,EAAE;qBACH,CAAC,CAAC;gBACL,CAAC;gBACD,mBAAmB,EAAE,KAAK,EAAE,QAA4B,EAAE,EAAE;;oBAC1D,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;oBAEjC,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,oBAAoB;wBAC1B,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI;wBACJ,EAAE;qBACH,CAAC,CAAC;oBAEH,OAAO,EAAE,CAAC;gBACZ,CAAC;aACF,CAAC,CAAC;YAEH,QAAQ,CAAC,OAAO,GAAG,OAAO,CAAC;YAE3B,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;YAC9C,MAAM,QAAQ,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE,CAAC,eAAM,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;QAC7D,CAAC,CAAC,CAAC;IACL,CAAC;IAMD,KAAK,CAAC,MAAM,CAAC,OAAuB,EAAE,QAA4B;;QAChE,QAAQ,CAAC,OAAO,GAAG,MAAA,QAAQ,CAAC,OAAO,mCAAI,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAC9D,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QACpD,MAAM,EAAE,IAAI,EAAE,GAAG,QAAQ,CAAC,OAAO,CAAC,UAAU,CAAC;QAE7C,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;QAExC,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,CAAC,CAAC;QAEpC,MAAM,QAAQ,CAAC,OAAO,CAAC,SAAS,CAAC,IAAI,
|
|
1
|
+
{"version":3,"file":"ipc.js","sourceRoot":"","sources":["../src/ipc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,qCAAwC;AACxC,0CAAuD;AACvD,qCAA2C;AAC3C,2CAAwC;AAIxC,+BAA4B;AAC5B,qCAAsC;AACtC,iCAAkC;AAGlC,MAAM,CAAC,MAAM,EAAE,CAAC;AAgBhB,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAMhB,CAAC;CAAA,CAAA;AAPY,cAAc;IAD1B,aAAK;GACO,cAAc,CAO1B;AAPY,wCAAc;AAa3B,IAAa,eAAe,GAA5B,MAAa,eAAe;IAA5B;QACE,SAAI,GAAG,OAAO,CAAC;IAMjB,CAAC;CAAA,CAAA;AAPY,eAAe;IAD3B,aAAK;GACO,eAAe,CAO3B;AAPY,0CAAe;AAa5B,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAA/B;QACE,SAAI,GAAG,UAAU,CAAC;IAWpB,CAAC;CAAA,CAAA;AAZY,kBAAkB;IAD9B,aAAK;GACO,kBAAkB,CAY9B;AAZY,gDAAkB;AAkB/B,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAgBhB,CAAC;CAAA,CAAA;AAjBY,cAAc;IAD1B,aAAK;GACO,cAAc,CAiB1B;AAjBY,wCAAc;AAuB3B,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAMhB,CAAC;CAAA,CAAA;AAPY,cAAc;IAD1B,aAAK;GACO,cAAc,CAO1B;AAPY,wCAAc;AAY3B,MAAM,kBAAkB;CAEvB;AAOD,MAAM,UAAW,SAAQ,aAA2C;IAClE,YACmB,SAAoB,EACpB,MAAqB;QAEtC,KAAK,EAAE,CAAC;QAHS,cAAS,GAAT,SAAS,CAAW;QACpB,WAAM,GAAN,MAAM,CAAe;IAGxC,CAAC;IAMD,KAAK,CAAC,UAAU,CAAC,OAAuB,EAAE,QAA4B;;QACpE,QAAQ,CAAC,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC;QAElE,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,EAAE,cAAc;YACpB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChD,CAAC;IAMD,KAAK,CAAC,WAAW,CAAC,OAAwB,EAAE,QAA4B;;QACtE,QAAQ,CAAC,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;QAEnE,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,EAAE,eAAe;YACrB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChD,CAAC;IAMD,cAAc,CAAC,OAA2B,EAAE,QAA4B;QACtE,IAAI,CAAC,SAAS,CAAC,iBAAiB,CAAC,OAAO,CAAC,IAAI,EAAE,OAAO,CAAC,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC;QACtE,MAAM,EAAE,IAAI,EAAE,EAAE,EAAE,GAAG,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC;QAElE,OAAO,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;YACvC,MAAM,CAAC,OAAO,EAAE,QAAQ,CAAC,GAAG,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC;gBAClD,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;oBAClD,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,kBAAkB;wBACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI;wBACJ,EAAE;qBACH,CAAC,CAAC;gBACL,CAAC;gBACD,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;oBAClD,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,kBAAkB;wBACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI;wBACJ,EAAE;qBACH,CAAC,CAAC;gBACL,CAAC;gBACD,mBAAmB,EAAE,KAAK,EAAE,QAA4B,EAAE,EAAE;;oBAC1D,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;oBAEjC,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,oBAAoB;wBAC1B,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI;wBACJ,EAAE;qBACH,CAAC,CAAC;oBAEH,OAAO,EAAE,CAAC;gBACZ,CAAC;aACF,CAAC,CAAC;YAEH,QAAQ,CAAC,OAAO,GAAG,OAAO,CAAC;YAE3B,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;YAC9C,MAAM,QAAQ,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE,CAAC,eAAM,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;QAC7D,CAAC,CAAC,CAAC;IACL,CAAC;IAMD,KAAK,CAAC,MAAM,CAAC,OAAuB,EAAE,QAA4B;;QAChE,QAAQ,CAAC,OAAO,GAAG,MAAA,QAAQ,CAAC,OAAO,mCAAI,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAC9D,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QACpD,MAAM,EAAE,IAAI,EAAE,GAAG,QAAQ,CAAC,OAAO,CAAC,UAAU,CAAC;QAE7C,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;QAExC,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,CAAC,CAAC;QAEpC,MAAM,QAAQ,CAAC,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC;YACpC,UAAU;YACV,IAAI,EAAE,OAAO,CAAC,IAAI;YAClB,EAAE,EAAE,OAAO,CAAC,EAAE;YACd,WAAW,EAAE,IAAI;YACjB,QAAQ,EAAE,SAAS,CAAC,EAAE,CACpB,IAAI,CAAC,IAAI,CAAC;gBACR,IAAI,EAAE,cAAc;gBACpB,SAAS;gBACT,IAAI,EAAE,OAAO,CAAC,IAAI;gBAClB,EAAE,EAAE,OAAO,CAAC,EAAE;aACf,CAAC;SACL,CAAC,CAAC;QAEH,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,gBAAgB,EAAE,CAAC,CAAC;QAEtC,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;IACnC,CAAC;IAMD,KAAK,CAAC,MAAM,CAAC,KAAqB,EAAE,QAA4B;;QAC9D,QAAQ,CAAC,OAAO,GAAG,MAAA,QAAQ,CAAC,OAAO,mCAAI,IAAI,CAAC,SAAS,CAAC,IAAI,EAAE,CAAC;QAE7D,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;QAExC,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE9D,IAAI,MAAM,GAAG,SAAS,CAAC;QAEvB,IAAI;YACF,MAAM,GAAG,MAAM,IAAA,gBAAO,EAAC,KAAK,CAAC,QAAQ,EAAE,QAAQ,CAAC,OAAO,CAAC,CAAC;SAC1D;QAAC,OAAO,CAAC,EAAE;YACV,MAAM,GAAG,CAAC,CAAC;SACZ;QAED,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,gBAAgB,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;QAExE,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;IACnC,CAAC;IAED,QAAQ;;QACN,MAAM,GAAG,GAAG,OAAO,CAAC,IAAA,WAAI,EAAC,OAAO,CAAC,GAAG,EAAE,EAAE,cAAc,CAAC,CAAC,CAAC;QACzD,MAAM,QAAQ,GAAG,MAAA,OAAO,CAAC,IAAA,WAAI,EAAC,OAAO,CAAC,GAAG,EAAE,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC,0CAAE,OAAO,CAAC;QAEjE,IAAI,QAAQ,YAAY,QAAQ,EAAE;YAChC,OAAO,QAAQ,CAAC;SACjB;QAED,OAAO,SAAS,CAAC;IACnB,CAAC;IAKO,IAAI,CAAC,OAAY;;QACvB,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;SACvB;QAED,MAAA,IAAI,CAAC,MAAM,0CAAE,IAAI,CAAC,SAAS,EAAE,OAAO,CAAC,CAAC;IACxC,CAAC;CACF;AAzJC;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACE,cAAc,EAAY,kBAAkB;;4CASrE;AAMD;IADC,IAAA,eAAO,EAAC,eAAe,CAAC;;qCACE,eAAe,EAAY,kBAAkB;;6CASvE;AAMD;IADC,IAAA,eAAO,EAAC,kBAAkB,CAAC;;qCACJ,kBAAkB,EAAY,kBAAkB;;gDA4CvE;AAMD;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACF,cAAc,EAAY,kBAAkB;;wCA0BjE;AAMD;IADC,IAAA,eAAO,EAAC,cAAc,CAAC;;qCACJ,cAAc,EAAY,kBAAkB;;wCAkB/D;AA+BI,KAAK,UAAU,GAAG,CACvB,UAAgC,EAChC,GAAG,QAAsB;IAEzB,MAAM,OAAO,GAAG,IAAI,UAAU,CAAC,IAAI,qBAAS,CAAC,UAAU,CAAC,EAAE,UAAU,CAAC,MAAM,CAAC,CAAC;IAC7E,MAAM,QAAQ,GAAG,IAAI,kBAAkB,EAAE,CAAC;IAC1C,MAAM,IAAI,GAAG,QAAQ,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;IAE7C,IAAI,IAAI,CAAC,OAAO,EAAE;QAChB,MAAM,IAAI,GAAG,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC;QAEnE,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC;KACjC;SAAM;QACL,IAAI,CAAC,QAAQ,CAAC,MAAM,EAAE;YACpB,QAAQ,CAAC,IAAI,CAAC,IAAI,eAAe,EAAE,CAAC,CAAC;SACtC;KACF;IAED,KAAK,MAAM,OAAO,IAAI,QAAQ,EAAE;QAC9B,MAAM,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;KAC3C;IAED,OAAO,CAAC,EAAE,CAAC,SAAS,EAAE,KAAK,EAAE,OAAY,EAAE,EAAE;QAC3C,MAAM,QAAQ,GAAG,MAAM,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;QAE3D,IAAI,QAAQ,EAAE;YACZ,OAAO,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;SACxB;IACH,CAAC,CAAC,CAAC;IAEH,OAAO,QAAQ,CAAC,OAAO,CAAC;AAC1B,CAAC;AA/BD,kBA+BC"}
|
package/dist/ipc.spec.js
CHANGED
|
@@ -1,18 +1,8 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
-
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
|
3
|
-
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
|
4
|
-
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
|
5
|
-
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
|
6
|
-
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
|
7
|
-
};
|
|
8
|
-
var __metadata = (this && this.__metadata) || function (k, v) {
|
|
9
|
-
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
|
10
|
-
};
|
|
11
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
3
|
const adapter_1 = require("./adapter");
|
|
13
4
|
const paper_1 = require("./adapter/paper");
|
|
14
5
|
const ipc_1 = require("./ipc");
|
|
15
|
-
const storage_1 = require("./storage");
|
|
16
6
|
const shared_1 = require("./shared");
|
|
17
7
|
const events_1 = require("events");
|
|
18
8
|
const rxjs_1 = require("rxjs");
|
|
@@ -27,55 +17,12 @@ class DefaultAdapter extends adapter_1.Adapter {
|
|
|
27
17
|
createPaperExecutor(adapter) {
|
|
28
18
|
return new paper_1.PaperSpotExecutor(adapter);
|
|
29
19
|
}
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
onFeed(command) { }
|
|
20
|
+
awake(context) {
|
|
21
|
+
return super.awake(context);
|
|
22
|
+
}
|
|
23
|
+
async account() { }
|
|
35
24
|
}
|
|
36
|
-
__decorate([
|
|
37
|
-
(0, shared_1.handler)(adapter_1.AdapterAwakeCommand),
|
|
38
|
-
__metadata("design:type", Function),
|
|
39
|
-
__metadata("design:paramtypes", [adapter_1.AdapterAwakeCommand]),
|
|
40
|
-
__metadata("design:returntype", void 0)
|
|
41
|
-
], DefaultAdapter.prototype, "onAwake", null);
|
|
42
|
-
__decorate([
|
|
43
|
-
(0, shared_1.handler)(adapter_1.AdapterDisposeCommand),
|
|
44
|
-
__metadata("design:type", Function),
|
|
45
|
-
__metadata("design:paramtypes", [adapter_1.AdapterDisposeCommand]),
|
|
46
|
-
__metadata("design:returntype", void 0)
|
|
47
|
-
], DefaultAdapter.prototype, "onDispose", null);
|
|
48
|
-
__decorate([
|
|
49
|
-
(0, shared_1.handler)(adapter_1.AdapterSubscribeCommand),
|
|
50
|
-
__metadata("design:type", Function),
|
|
51
|
-
__metadata("design:paramtypes", [adapter_1.AdapterSubscribeCommand]),
|
|
52
|
-
__metadata("design:returntype", void 0)
|
|
53
|
-
], DefaultAdapter.prototype, "onSubscribe", null);
|
|
54
|
-
__decorate([
|
|
55
|
-
(0, shared_1.handler)(adapter_1.AdapterAccountCommand),
|
|
56
|
-
__metadata("design:type", Function),
|
|
57
|
-
__metadata("design:paramtypes", [adapter_1.AdapterAccountCommand]),
|
|
58
|
-
__metadata("design:returntype", void 0)
|
|
59
|
-
], DefaultAdapter.prototype, "onAccount", null);
|
|
60
|
-
__decorate([
|
|
61
|
-
(0, shared_1.handler)(adapter_1.AdapterFeedCommand),
|
|
62
|
-
__metadata("design:type", Function),
|
|
63
|
-
__metadata("design:paramtypes", [adapter_1.AdapterFeedCommand]),
|
|
64
|
-
__metadata("design:returntype", void 0)
|
|
65
|
-
], DefaultAdapter.prototype, "onFeed", null);
|
|
66
25
|
describe('ipc feed tests', () => {
|
|
67
|
-
test('should trigger adapter feed command', async () => {
|
|
68
|
-
const command = {
|
|
69
|
-
type: 'feed',
|
|
70
|
-
instrument: 'default:btc-usdt',
|
|
71
|
-
from: 0,
|
|
72
|
-
to: 100
|
|
73
|
-
};
|
|
74
|
-
const session = await (0, ipc_1.run)({
|
|
75
|
-
adapter: [new DefaultAdapter()],
|
|
76
|
-
feed: new storage_1.Feed(new storage_1.InMemoryStorage())
|
|
77
|
-
}, command);
|
|
78
|
-
});
|
|
79
26
|
test('should dispatch session started event', done => {
|
|
80
27
|
const command = {
|
|
81
28
|
type: 'paper'
|
package/dist/ipc.spec.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ipc.spec.js","sourceRoot":"","sources":["../src/ipc.spec.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"ipc.spec.js","sourceRoot":"","sources":["../src/ipc.spec.ts"],"names":[],"mappings":";;AAAA,uCAAoD;AACpD,2CAAkE;AAElE,+BAA4B;AAC5B,qCAAgC;AAChC,mCAAsC;AACtC,+BAAqC;AAErC,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAenB,CAAC;IAbC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,yBAAiB,CAAC,OAAO,CAAC,CAAC;IACxC,CAAC;IAED,KAAK,CAAC,OAAuB;QAC3B,OAAO,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;IAC9B,CAAC;IAED,KAAK,CAAC,OAAO,KAAmB,CAAC;CAClC;AAED,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,uCAAuC,EAAE,IAAI,CAAC,EAAE;QACnD,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,OAAO;SACd,CAAC;QAEF,MAAM,MAAM,GAAG,IAAI,qBAAY,EAAE,CAAC;QAElC,MAAM,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,OAAY,EAAE,EAAE;YACpC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC;YAC3C,IAAI,EAAE,CAAC;QACT,CAAC,CAAC,CAAC;QAEH,IAAA,SAAG,EACD;YACE,OAAO,EAAE,CAAC,IAAI,cAAc,EAAE,CAAC;YAC/B,MAAM;YACN,OAAO,EAAE;gBACP,KAAK,EAAE;oBACL,OAAO,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE;iBAChC;aACF;SACF,EACD,OAAO,CACR,CAAC;IACJ,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,aAAI,EAAC,aAAa,EAAE,OAAO,CAAC,EAAE;YAC5B,OAAO,IAAA,SAAE,EAAC,CAAC,CAAC,CAAC,IAAI,CACf,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,IAAI,EAAE,CAAC,CAClB,CAAC;QACJ,CAAC,CAAC,CAAC;QAEH,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,MAAM;YACZ,QAAQ,EAAE,aAAa;SACxB,CAAC;QAEF,IAAA,SAAG,EACD;YACE,OAAO,EAAE,CAAC,IAAI,cAAc,EAAE,CAAC;SAChC,EACD,OAAO,CACR,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -26,8 +26,8 @@ export declare class Session {
|
|
|
26
26
|
}, defaultValue?: T): [Observable<T>, (value: Optional<T, 'timestamp'>) => void];
|
|
27
27
|
useOptimizer(path: string): any;
|
|
28
28
|
subscribe(instrument: Array<InstrumentSelector>): Promise<void>;
|
|
29
|
-
open(
|
|
30
|
-
cancel(order: Order):
|
|
29
|
+
open(order: Order): Observable<Order>;
|
|
30
|
+
cancel(order: Order): Observable<Order>;
|
|
31
31
|
instrument(selector: InstrumentSelector): Observable<Instrument>;
|
|
32
32
|
instruments(): Observable<Instrument[]>;
|
|
33
33
|
trade(selector: InstrumentSelector): Observable<Trade>;
|
package/dist/session/session.js
CHANGED
|
@@ -69,11 +69,11 @@ class Session {
|
|
|
69
69
|
subscribe(instrument) {
|
|
70
70
|
return this.aggregate.subscribe(instrument);
|
|
71
71
|
}
|
|
72
|
-
|
|
73
|
-
|
|
72
|
+
open(order) {
|
|
73
|
+
return (0, rxjs_1.from)(this.aggregate.open(order)).pipe((0, operators_1.switchMap)(it => this.store.changes$.pipe((0, operators_1.filter)(it => it instanceof domain_1.Order && it.id == it.id))), (0, operators_1.map)(it => it));
|
|
74
74
|
}
|
|
75
75
|
cancel(order) {
|
|
76
|
-
return this.aggregate.cancel(order);
|
|
76
|
+
return (0, rxjs_1.from)(this.aggregate.cancel(order)).pipe((0, operators_1.switchMap)(it => this.store.changes$.pipe((0, operators_1.filter)(it => it instanceof domain_1.Order && it.id == it.id))), (0, operators_1.map)(it => it));
|
|
77
77
|
}
|
|
78
78
|
instrument(selector) {
|
|
79
79
|
this.subscribe([selector]);
|
|
@@ -116,7 +116,7 @@ class Session {
|
|
|
116
116
|
(!selector || it.asset.toString() == selector.toString())), (0, operators_1.map)(it => it));
|
|
117
117
|
}
|
|
118
118
|
history(selector, timeframe, length) {
|
|
119
|
-
return this.store.changes$.pipe((0, operators_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, operators_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, operators_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history(selector, timeframe, length))), (0, operators_1.take)(1), (0, operators_1.shareReplay)(), (0, operators_1.mergeMap)(it => it));
|
|
119
|
+
return this.store.changes$.pipe((0, operators_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, operators_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, operators_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history({ instrument: selector, timeframe, length }))), (0, operators_1.take)(1), (0, operators_1.shareReplay)(), (0, operators_1.mergeMap)(it => it));
|
|
120
120
|
}
|
|
121
121
|
}
|
|
122
122
|
exports.Session = Session;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/session/session.ts"],"names":[],"mappings":";;;AAAA,8CAUwB;AACxB,sCAUmB;AAEnB,+BAAuE;AAEvE,sCAAwC;AACxC,2CAAwC;AAKxC,MAAa,OAAO;IAWlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAbjC,gBAAW,GAAG,KAAK,CAAC;QAEpB,WAAM,GAAG,IAAI,eAAM,EAAE,CAAC;QAMrB,cAAS,GAAwC,EAAE,CAAC;QAQ3D,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAfD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAeD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC,CAAC,SAAS,EAAE,CAAC;SAChD;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;SACjC;QAED,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAC/B,MAAM,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;IAC3B,CAAC;IAED,YAAY,CAAC,OAAe;;QAC1B,OAAO,MAAA,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,mCAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC;IACnE,CAAC;IAYD,UAAU,CACR,MAA4C,EAC5C,eAAkB,SAAS;;QAE3B,MAAM,OAAO,GAAG,IAAA,WAAI,EAClB,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YACpD,EAAE,EAAE,MAAA,MAAM,CAAC,SAAS,mCAAI,IAAI,CAAC,SAAS;YACtC,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,KAAK,EAAE,CAAC;SACT,CAAC,CACH,CAAC,IAAI,CACJ,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CACP,EAAE,CAAC,MAAM,CAAC,CAAC,iBAAG,SAAS,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,IAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,EAAG,CAAC,CAAC,YAAY,CAC5E,EACD,IAAA,iBAAK,GAAE,CACR,CAAC;QAEF,MAAM,QAAQ,GAAG,IAAI,cAAO,EAAK,CAAC;QAElC,MAAM,MAAM,GAAG,CAAC,KAAQ,EAAE,EAAE;;YAC1B,MAAM,SAAS,GAAG,MAAA,KAAK,CAAC,SAAS,mCAAI,IAAI,CAAC,SAAS,CAAC;YACpD,MAAM,OAAO,GAAG,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,CAAC,IAAI,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;YAEjE,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CACvB,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,OAAO,CAAC,CAAC,CAChE,CAAC;YAEF,QAAQ,CAAC,IAAI,iCAAM,KAAK,KAAE,SAAS,IAAG,CAAC;QACzC,CAAC,CAAC;QAEF,OAAO,CAAC,IAAA,aAAM,EAAC,OAAO,EAAE,QAAQ,CAAC,YAAY,EAAE,CAAC,EAAE,MAAM,CAAC,CAAC;IAC5D,CAAC;IAOD,YAAY,CAAC,IAAY;QACvB,OAAO,SAAS,CAAC;IACnB,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,
|
|
1
|
+
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/session/session.ts"],"names":[],"mappings":";;;AAAA,8CAUwB;AACxB,sCAUmB;AAEnB,+BAAuE;AAEvE,sCAAwC;AACxC,2CAAwC;AAKxC,MAAa,OAAO;IAWlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAbjC,gBAAW,GAAG,KAAK,CAAC;QAEpB,WAAM,GAAG,IAAI,eAAM,EAAE,CAAC;QAMrB,cAAS,GAAwC,EAAE,CAAC;QAQ3D,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAfD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAeD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC,CAAC,SAAS,EAAE,CAAC;SAChD;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;SACjC;QAED,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAC/B,MAAM,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;IAC3B,CAAC;IAED,YAAY,CAAC,OAAe;;QAC1B,OAAO,MAAA,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,mCAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC;IACnE,CAAC;IAYD,UAAU,CACR,MAA4C,EAC5C,eAAkB,SAAS;;QAE3B,MAAM,OAAO,GAAG,IAAA,WAAI,EAClB,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YACpD,EAAE,EAAE,MAAA,MAAM,CAAC,SAAS,mCAAI,IAAI,CAAC,SAAS;YACtC,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,KAAK,EAAE,CAAC;SACT,CAAC,CACH,CAAC,IAAI,CACJ,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CACP,EAAE,CAAC,MAAM,CAAC,CAAC,iBAAG,SAAS,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,IAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,EAAG,CAAC,CAAC,YAAY,CAC5E,EACD,IAAA,iBAAK,GAAE,CACR,CAAC;QAEF,MAAM,QAAQ,GAAG,IAAI,cAAO,EAAK,CAAC;QAElC,MAAM,MAAM,GAAG,CAAC,KAAQ,EAAE,EAAE;;YAC1B,MAAM,SAAS,GAAG,MAAA,KAAK,CAAC,SAAS,mCAAI,IAAI,CAAC,SAAS,CAAC;YACpD,MAAM,OAAO,GAAG,EAAE,SAAS,EAAE,IAAI,EAAE,MAAM,CAAC,IAAI,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;YAEjE,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CACvB,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,OAAO,CAAC,CAAC,CAChE,CAAC;YAEF,QAAQ,CAAC,IAAI,iCAAM,KAAK,KAAE,SAAS,IAAG,CAAC;QACzC,CAAC,CAAC;QAEF,OAAO,CAAC,IAAA,aAAM,EAAC,OAAO,EAAE,QAAQ,CAAC,YAAY,EAAE,CAAC,EAAE,MAAM,CAAC,CAAC;IAC5D,CAAC;IAOD,YAAY,CAAC,IAAY;QACvB,OAAO,SAAS,CAAC;IACnB,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,qBAAS,EAAC,EAAE,CAAC,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAC9E,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC5C,IAAA,qBAAS,EAAC,EAAE,CAAC,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAC9E,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,EAC9E,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAgB,CAAC,CAC5B,CAAC;IACJ,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,CAAC,EACtC,IAAA,eAAG,EAAC,GAAG,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EACjE,IAAA,qBAAS,EAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EACjE,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,EAC3B,IAAA,gCAAoB,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,MAAM,IAAI,GAAG,CAAC,MAAM,CAAC,CAC7D,CAAC;IACJ,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,aAAK,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAC7E,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,kBAAS,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CACjF,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAe,CAAC,CAC3B,CAAC;IACJ,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,iBAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAChF,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAc,CAAC,CAC1B,CAAC;IACJ,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,iBAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAChF,EACD,IAAA,eAAG,EAAC,GAAG,EAAE,CACP,MAAM,CAAC,MAAM,CACX,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAChE,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAChE,EACD,IAAA,qBAAS,EAAC,EAAE,CAAC,CACd,CAAC;IACJ,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAC7E,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAED,MAAM,CAAC,QAA4B,EAAE,MAAqB;QACxD,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,cAAK;YACnB,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE;YAC/C,CAAC,CAAC,MAAM,IAAI,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,KAAK,CAAC,CAAC,CACzC,EACD,IAAA,eAAG,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,EACpC,IAAA,qBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,EACpC,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CACP,MAAM,CAAC,MAAM,CAAC,EAAE,CAAC;aACd,MAAM,CACL,EAAE,CAAC,EAAE,CACH,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE;YAC/C,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAC9C;aACA,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,SAAS,GAAG,GAAG,CAAC,SAAS,CAAC,CACrD,CACF,CAAC;IACJ,CAAC;IAED,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,qBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC,EAC3D,IAAA,kBAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,gBAAO;YACrB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,KAAK,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAC5D,EACD,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAa,CAAC,CACzB,CAAC;IACJ,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,qBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC,EACvE,IAAA,kBAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,EAC9E,IAAA,qBAAS,EAAC,GAAG,EAAE,CACb,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,CAAC,CAAC,CAC1E,EACD,IAAA,gBAAI,EAAC,CAAC,CAAC,EACP,IAAA,uBAAW,GAAE,EACb,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AAtSD,0BAsSC"}
|
|
@@ -1,28 +1,16 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
-
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
|
3
|
-
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
|
4
|
-
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
|
5
|
-
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
|
6
|
-
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
|
7
|
-
};
|
|
8
|
-
var __metadata = (this && this.__metadata) || function (k, v) {
|
|
9
|
-
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
|
10
|
-
};
|
|
11
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
-
const adapter_1 = require("../adapter");
|
|
13
|
-
const adapter_2 = require("../adapter");
|
|
14
3
|
const domain_1 = require("../domain");
|
|
15
4
|
const storage_1 = require("../storage");
|
|
16
5
|
const store_1 = require("../store");
|
|
17
6
|
const event_1 = require("../store/event");
|
|
18
|
-
const
|
|
7
|
+
const adapter_1 = require("../adapter/adapter");
|
|
19
8
|
const paper_1 = require("../adapter/paper");
|
|
20
9
|
const backtester_adapter_1 = require("../adapter/backtester/backtester-adapter");
|
|
21
10
|
const backtester_streamer_1 = require("../adapter/backtester/backtester-streamer");
|
|
22
|
-
const shared_1 = require("../shared");
|
|
23
11
|
const base = new domain_1.Asset('btc', 'binance', 8);
|
|
24
12
|
const quote = new domain_1.Asset('usdt', 'binance', 4);
|
|
25
|
-
class DefaultAdapter extends
|
|
13
|
+
class DefaultAdapter extends adapter_1.Adapter {
|
|
26
14
|
constructor() {
|
|
27
15
|
super(...arguments);
|
|
28
16
|
this.name = 'default';
|
|
@@ -33,16 +21,11 @@ class DefaultAdapter extends adapter_3.Adapter {
|
|
|
33
21
|
createPaperExecutor(adapter) {
|
|
34
22
|
return new paper_1.PaperSpotExecutor(adapter);
|
|
35
23
|
}
|
|
36
|
-
|
|
37
|
-
|
|
24
|
+
async awake(context) {
|
|
25
|
+
await super.awake(context);
|
|
26
|
+
context.dispatch(new event_1.InstrumentPatchEvent(context.timestamp, base, quote, new domain_1.Commission(0.1, 0.1), 'btc-usdt'));
|
|
38
27
|
}
|
|
39
28
|
}
|
|
40
|
-
__decorate([
|
|
41
|
-
(0, shared_1.handler)(adapter_1.AdapterAwakeCommand),
|
|
42
|
-
__metadata("design:type", Function),
|
|
43
|
-
__metadata("design:paramtypes", [adapter_1.AdapterAwakeCommand, adapter_3.AdapterContext]),
|
|
44
|
-
__metadata("design:returntype", void 0)
|
|
45
|
-
], DefaultAdapter.prototype, "onAwake", null);
|
|
46
29
|
const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
|
|
47
30
|
const adapter = new DefaultAdapter();
|
|
48
31
|
const store = new store_1.Store();
|
|
@@ -76,8 +59,8 @@ describe('backtester adapter tests', () => {
|
|
|
76
59
|
});
|
|
77
60
|
feed.save(instrument, [new event_1.TradePatchEvent(instrument, 100, 10, 1)]);
|
|
78
61
|
const sut = new backtester_adapter_1.BacktesterAdapter(adapter, streamer);
|
|
79
|
-
sut.
|
|
80
|
-
sut.
|
|
62
|
+
sut.awake(new adapter_1.AdapterContext(sut, store));
|
|
63
|
+
sut.subscribe([instrument]);
|
|
81
64
|
expect(sut.name).toEqual('default');
|
|
82
65
|
});
|
|
83
66
|
});
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../src/tests/backtester-adapter.spec.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../src/tests/backtester-adapter.spec.ts"],"names":[],"mappings":";;AAAA,sCAA4D;AAC5D,wCAAmD;AACnD,oCAAiC;AACjC,0CAAuE;AACvE,gDAA6D;AAC7D,4CAAqD;AAGrD,iFAA6E;AAC7E,mFAA+E;AAE/E,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAC5C,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAE9C,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAuBnB,CAAC;IArBC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,yBAAiB,CAAC,OAAO,CAAC,CAAC;IACxC,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,MAAM,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAE3B,OAAO,CAAC,QAAQ,CACd,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,EACJ,KAAK,EACL,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,UAAU,CACX,CACF,CAAC;IACJ,CAAC;CACF;AAED,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;AACpD,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;AACrC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;AAC1B,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAE7C,QAAQ,CAAC,0BAA0B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,iDAAiD,EAAE,GAAG,EAAE;QAC3D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAC/B,OAAO,EACP,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YAClC,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC,CACH,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,IAAI,CAAC,EAAE;QACjD,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CACrC,KAAK,EACL,IAAI,EACJ;YACE,OAAO,EAAE;gBACP,CAAC,cAAc,CAAC,EAAE,IAAI;aACvB;YACD,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC5C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBACtE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAEzE,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,GAAG,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QAErE,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;QAErD,GAAG,CAAC,KAAK,CAAC,IAAI,wBAAc,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC,CAAC;QAC1C,GAAG,CAAC,SAAS,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC;QAE5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|