@quantform/core 0.3.260 → 0.3.262

package/src/session/session.ts

@@ -146,19 +146,29 @@ export class Session {
   }
 
   /**
-   * Opens collection of orders.
+   * Opens a new order.
    * Example:
    * session.open(Order.buyMarket(instrument, 100));
    */
-  async open(...orders: Order[]): Promise<void> {
-    await Promise.all(orders.map(it => this.aggregate.open(it)));
+  open(order: Order): Observable<Order> {
+    return from(this.aggregate.open(order)).pipe(
+      switchMap(it =>
+        this.store.changes$.pipe(filter(it => it instanceof Order && it.id == it.id))
+      ),
+      map(it => it as Order)
+    );
   }
 
   /**
    * Cancels specific order.
    */
-  cancel(order: Order): Promise<void> {
-    return this.aggregate.cancel(order);
+  cancel(order: Order): Observable<Order> {
+    return from(this.aggregate.cancel(order)).pipe(
+      switchMap(it =>
+        this.store.changes$.pipe(filter(it => it instanceof Order && it.id == it.id))
+      ),
+      map(it => it as Order)
+    );
   }
 
   /**
@@ -305,7 +315,9 @@ export class Session {
     return this.store.changes$.pipe(
       startWith(this.store.snapshot.universe.instrument[selector.toString()]),
       filter(it => it instanceof Instrument && it.toString() == selector.toString()),
-      switchMap(() => from(this.aggregate.history(selector, timeframe, length))),
+      switchMap(() =>
+        from(this.aggregate.history({ instrument: selector, timeframe, length }))
+      ),
       take(1),
       shareReplay(),
       mergeMap(it => it)

package/src/tests/backtester-adapter.spec.ts

@@ -1,5 +1,3 @@
-import { AdapterAwakeCommand } from '../adapter';
-import { AdapterSubscribeCommand } from '../adapter';
 import { Asset, Commission, instrumentOf } from '../domain';
 import { InMemoryStorage, Feed } from '../storage';
 import { Store } from '../store';
@@ -10,7 +8,6 @@ import { PaperExecutor } from '../adapter/paper/executor/paper-executor';
 import { PaperAdapter } from '../adapter/paper/paper-adapter';
 import { BacktesterAdapter } from '../adapter/backtester/backtester-adapter';
 import { BacktesterStreamer } from '../adapter/backtester/backtester-streamer';
-import { handler } from '../shared';
 
 const base = new Asset('btc', 'binance', 8);
 const quote = new Asset('usdt', 'binance', 4);
@@ -26,9 +23,10 @@ class DefaultAdapter extends Adapter {
     return new PaperSpotExecutor(adapter);
   }
 
-  @handler(AdapterAwakeCommand)
-  onAwake(command: AdapterAwakeCommand, context: AdapterContext) {
-    context.store.dispatch(
+  async awake(context: AdapterContext): Promise<void> {
+    await super.awake(context);
+
+    context.dispatch(
       new InstrumentPatchEvent(
         context.timestamp,
         base,
@@ -88,12 +86,8 @@ describe('backtester adapter tests', () => {
 
     const sut = new BacktesterAdapter(adapter, streamer);
 
-    sut.dispatch(new AdapterAwakeCommand(), new AdapterContext(sut, store));
-
-    sut.dispatch(
-      new AdapterSubscribeCommand([instrument]),
-      new AdapterContext(sut, store)
-    );
+    sut.awake(new AdapterContext(sut, store));
+    sut.subscribe([instrument]);
 
     expect(sut.name).toEqual('default');
   });

package/dist/adapter/adapter.event.d.ts

@@ -1,43 +0,0 @@
-import { Feed } from '../storage';
-import { timestamp } from '../shared';
-import { InstrumentSelector, Order } from '../domain';
-export declare class AdapterAwakeCommand {
-    type: string;
-}
-export declare class AdapterDisposeCommand {
-    type: string;
-}
-export declare class AdapterAccountCommand {
-    type: string;
-}
-export declare class AdapterSubscribeCommand {
-    readonly instrument: Array<InstrumentSelector>;
-    type: string;
-    constructor(instrument: Array<InstrumentSelector>);
-}
-export declare class AdapterOrderOpenCommand {
-    readonly order: Order;
-    type: string;
-    constructor(order: Order);
-}
-export declare class AdapterOrderCancelCommand {
-    readonly order: Order;
-    type: string;
-    constructor(order: Order);
-}
-export declare class AdapterHistoryQuery {
-    readonly instrument: InstrumentSelector;
-    readonly timeframe: number;
-    readonly length: number;
-    type: string;
-    constructor(instrument: InstrumentSelector, timeframe: number, length: number);
-}
-export declare class AdapterFeedCommand {
-    readonly instrument: InstrumentSelector;
-    readonly from: timestamp;
-    readonly to: timestamp;
-    readonly feed: Feed;
-    readonly progress: (timestamp: number) => void;
-    type: string;
-    constructor(instrument: InstrumentSelector, from: timestamp, to: timestamp, feed: Feed, progress: (timestamp: number) => void);
-}

package/dist/adapter/adapter.event.js

@@ -1,104 +0,0 @@
-"use strict";
-var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
-    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
-    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
-    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;
-    return c > 3 && r && Object.defineProperty(target, key, r), r;
-};
-var __metadata = (this && this.__metadata) || function (k, v) {
-    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.AdapterFeedCommand = exports.AdapterHistoryQuery = exports.AdapterOrderCancelCommand = exports.AdapterOrderOpenCommand = exports.AdapterSubscribeCommand = exports.AdapterAccountCommand = exports.AdapterDisposeCommand = exports.AdapterAwakeCommand = void 0;
-const storage_1 = require("../storage");
-const domain_1 = require("../domain");
-const topic_1 = require("../shared/topic");
-let AdapterAwakeCommand = class AdapterAwakeCommand {
-    constructor() {
-        this.type = 'awake';
-    }
-};
-AdapterAwakeCommand = __decorate([
-    topic_1.event
-], AdapterAwakeCommand);
-exports.AdapterAwakeCommand = AdapterAwakeCommand;
-let AdapterDisposeCommand = class AdapterDisposeCommand {
-    constructor() {
-        this.type = 'dispose';
-    }
-};
-AdapterDisposeCommand = __decorate([
-    topic_1.event
-], AdapterDisposeCommand);
-exports.AdapterDisposeCommand = AdapterDisposeCommand;
-let AdapterAccountCommand = class AdapterAccountCommand {
-    constructor() {
-        this.type = 'account';
-    }
-};
-AdapterAccountCommand = __decorate([
-    topic_1.event
-], AdapterAccountCommand);
-exports.AdapterAccountCommand = AdapterAccountCommand;
-let AdapterSubscribeCommand = class AdapterSubscribeCommand {
-    constructor(instrument) {
-        this.instrument = instrument;
-        this.type = 'subscribe';
-    }
-};
-AdapterSubscribeCommand = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [Array])
-], AdapterSubscribeCommand);
-exports.AdapterSubscribeCommand = AdapterSubscribeCommand;
-let AdapterOrderOpenCommand = class AdapterOrderOpenCommand {
-    constructor(order) {
-        this.order = order;
-        this.type = 'order-open';
-    }
-};
-AdapterOrderOpenCommand = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.Order])
-], AdapterOrderOpenCommand);
-exports.AdapterOrderOpenCommand = AdapterOrderOpenCommand;
-let AdapterOrderCancelCommand = class AdapterOrderCancelCommand {
-    constructor(order) {
-        this.order = order;
-        this.type = 'order-cancel';
-    }
-};
-AdapterOrderCancelCommand = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.Order])
-], AdapterOrderCancelCommand);
-exports.AdapterOrderCancelCommand = AdapterOrderCancelCommand;
-let AdapterHistoryQuery = class AdapterHistoryQuery {
-    constructor(instrument, timeframe, length) {
-        this.instrument = instrument;
-        this.timeframe = timeframe;
-        this.length = length;
-        this.type = 'history';
-    }
-};
-AdapterHistoryQuery = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.InstrumentSelector, Number, Number])
-], AdapterHistoryQuery);
-exports.AdapterHistoryQuery = AdapterHistoryQuery;
-let AdapterFeedCommand = class AdapterFeedCommand {
-    constructor(instrument, from, to, feed, progress) {
-        this.instrument = instrument;
-        this.from = from;
-        this.to = to;
-        this.feed = feed;
-        this.progress = progress;
-        this.type = 'feed';
-    }
-};
-AdapterFeedCommand = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.InstrumentSelector, Number, Number, storage_1.Feed, Function])
-], AdapterFeedCommand);
-exports.AdapterFeedCommand = AdapterFeedCommand;
-//# sourceMappingURL=adapter.event.js.map

package/dist/adapter/adapter.event.js.map

@@ -1 +0,0 @@
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package/src/adapter/adapter.event.ts

@@ -1,64 +0,0 @@
-import { Feed } from '../storage';
-import { timestamp } from '../shared';
-import { InstrumentSelector, Order } from '../domain';
-import { event } from '../shared/topic';
-
-@event
-export class AdapterAwakeCommand {
-  type = 'awake';
-}
-
-@event
-export class AdapterDisposeCommand {
-  type = 'dispose';
-}
-
-@event
-export class AdapterAccountCommand {
-  type = 'account';
-}
-
-@event
-export class AdapterSubscribeCommand {
-  type = 'subscribe';
-
-  constructor(readonly instrument: Array<InstrumentSelector>) {}
-}
-
-@event
-export class AdapterOrderOpenCommand {
-  type = 'order-open';
-
-  constructor(readonly order: Order) {}
-}
-
-@event
-export class AdapterOrderCancelCommand {
-  type = 'order-cancel';
-
-  constructor(readonly order: Order) {}
-}
-
-@event
-export class AdapterHistoryQuery {
-  type = 'history';
-
-  constructor(
-    readonly instrument: InstrumentSelector,
-    readonly timeframe: number,
-    readonly length: number
-  ) {}
-}
-
-@event
-export class AdapterFeedCommand {
-  type = 'feed';
-
-  constructor(
-    readonly instrument: InstrumentSelector,
-    readonly from: timestamp,
-    readonly to: timestamp,
-    readonly feed: Feed,
-    readonly progress: (timestamp: number) => void
-  ) {}
-}