@quantform/core 0.3.260 → 0.3.265

package/dist/adapter/adapter-aggregate.d.ts

@@ -1,7 +1,6 @@
 import { Store } from '../store';
-import { Adapter } from '.';
+import { Adapter, FeedQuery, HistoryQuery } from '.';
 import { InstrumentSelector, Order, Candle } from '../domain';
-import { Feed } from './../storage';
 export declare class AdapterAggregate {
     private readonly store;
     private readonly adapter;
@@ -12,7 +11,7 @@ export declare class AdapterAggregate {
     subscribe(selectors: InstrumentSelector[]): Promise<void>;
     open(order: Order): Promise<void>;
     cancel(order: Order): Promise<void>;
-    history(selector: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
-    feed(selector: InstrumentSelector, from: number, to: number, destination: Feed, callback: (timestamp: number) => void): Promise<void>;
-    private dispatch;
+    history(query: HistoryQuery): Promise<Candle[]>;
+    feed(query: FeedQuery): Promise<void>;
+    private createContext;
 }

package/dist/adapter/adapter-aggregate.js

@@ -3,7 +3,6 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.AdapterAggregate = void 0;
 const _1 = require(".");
 const shared_1 = require("../shared");
-const adapter_event_1 = require("./adapter.event");
 class AdapterAggregate {
     constructor(adapters, store) {
         this.store = store;
@@ -11,17 +10,31 @@ class AdapterAggregate {
         adapters.forEach(it => (this.adapter[it.name] = it));
     }
     get(adapterName) {
-        return this.adapter[adapterName];
+        const adapter = this.adapter[adapterName];
+        if (!adapter) {
+            throw new Error(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
+        }
+        return adapter;
     }
     async awake() {
-        for (const adapter in this.adapter) {
-            await this.dispatch(adapter, new adapter_event_1.AdapterAwakeCommand());
-            await this.dispatch(adapter, new adapter_event_1.AdapterAccountCommand());
+        for (const adapter of Object.values(this.adapter)) {
+            try {
+                await adapter.awake(this.createContext(adapter));
+                await adapter.account();
+            }
+            catch (e) {
+                shared_1.Logger.error(e);
+            }
         }
     }
     async dispose() {
-        for (const adapter in this.adapter) {
-            await this.dispatch(adapter, new adapter_event_1.AdapterDisposeCommand());
+        for (const adapter of Object.values(this.adapter)) {
+            try {
+                await adapter.dispose();
+            }
+            catch (e) {
+                shared_1.Logger.error(e);
+            }
         }
     }
     async subscribe(selectors) {
@@ -38,33 +51,49 @@ class AdapterAggregate {
             return aggregate;
         }, {});
         for (const adapterName in grouped) {
-            await this.dispatch(adapterName, new adapter_event_1.AdapterSubscribeCommand(grouped[adapterName]));
+            try {
+                await this.get(adapterName).subscribe(grouped[adapterName]);
+            }
+            catch (e) {
+                shared_1.Logger.error(e);
+            }
         }
     }
     open(order) {
-        return this.dispatch(order.instrument.base.adapter, new adapter_event_1.AdapterOrderOpenCommand(order));
+        try {
+            return this.get(order.instrument.base.adapter).open(order);
+        }
+        catch (e) {
+            shared_1.Logger.error(e);
+        }
     }
     cancel(order) {
-        return this.dispatch(order.instrument.base.adapter, new adapter_event_1.AdapterOrderCancelCommand(order));
-    }
-    history(selector, timeframe, length) {
-        return this.dispatch(selector.base.adapter, new adapter_event_1.AdapterHistoryQuery(selector, timeframe, length));
-    }
-    feed(selector, from, to, destination, callback) {
-        return this.dispatch(selector.base.adapter, new adapter_event_1.AdapterFeedCommand(selector, from, to, destination, callback));
+        try {
+            return this.get(order.instrument.base.adapter).cancel(order);
+        }
+        catch (e) {
+            shared_1.Logger.error(e);
+        }
     }
-    dispatch(adapterName, command) {
-        const adapter = this.get(adapterName);
-        if (!adapter) {
-            throw new Error(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
+    history(query) {
+        try {
+            return this.get(query.instrument.base.adapter).history(query);
         }
+        catch (e) {
+            shared_1.Logger.error(e);
+        }
+    }
+    feed(query) {
         try {
-            return adapter.dispatch(command, new _1.AdapterContext(adapter, this.store));
+            return this.get(query.instrument.base.adapter).feed(query);
         }
         catch (e) {
             shared_1.Logger.error(e);
         }
     }
+    createContext(adapter) {
+        return new _1.AdapterContext(adapter, this.store);
+    }
 }
 exports.AdapterAggregate = AdapterAggregate;
 //# sourceMappingURL=adapter-aggregate.js.map

package/dist/adapter/adapter-aggregate.js.map

@@ -1 +1 @@
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+{"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,wBAAqE;AAGrE,sCAAmC;AAMnC,MAAa,gBAAgB;IAG3B,YAAY,QAAmB,EAAmB,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QAF7C,YAAO,GAA4B,EAAE,CAAC;QAGrD,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IACvD,CAAC;IAOD,GAAG,CAAC,WAAmB;QACrB,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;QAE1C,IAAI,CAAC,OAAO,EAAE;YACZ,MAAM,IAAI,KAAK,CACb,oBAAoB,WAAW,qDAAqD,CACrF,CAAC;SACH;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAKD,KAAK,CAAC,KAAK;QACT,KAAK,MAAM,OAAO,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YACjD,IAAI;gBACF,MAAM,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,OAAO,CAAC,CAAC,CAAC;gBACjD,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;aACzB;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;SACF;IACH,CAAC;IAKD,KAAK,CAAC,OAAO;QACX,KAAK,MAAM,OAAO,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YACjD,IAAI;gBACF,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;aACzB;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;SACF;IACH,CAAC;IAMD,KAAK,CAAC,SAAS,CAAC,SAA+B;QAC7C,MAAM,OAAO,GAAG,SAAS;aACtB,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,IAAI,CAAC;aACxB,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YACxB,MAAM,OAAO,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC;YAEhC,IAAI,SAAS,CAAC,OAAO,CAAC,EAAE;gBACtB,SAAS,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;aAC7B;iBAAM;gBACL,SAAS,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;aAC3B;YAED,OAAO,SAAS,CAAC;QACnB,CAAC,EAAE,EAAE,CAAC,CAAC;QAET,KAAK,MAAM,WAAW,IAAI,OAAO,EAAE;YACjC,IAAI;gBACF,MAAM,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,SAAS,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,CAAC;aAC7D;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;SACF;IACH,CAAC;IAMD,IAAI,CAAC,KAAY;QACf,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SAC5D;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;SAC9D;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAMD,OAAO,CAAC,KAAmB;QACzB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;SAC/D;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAMD,IAAI,CAAC,KAAgB;QACnB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SAC5D;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAOO,aAAa,CAAC,OAAgB;QACpC,OAAO,IAAI,iBAAc,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACjD,CAAC;CACF;AAtID,4CAsIC"}

package/dist/adapter/adapter.d.ts

@@ -1,18 +1,41 @@
 import { timestamp } from '../shared';
 import { PaperExecutor } from './paper/executor/paper-executor';
 import { PaperAdapter } from './paper';
-import { Topic } from '../shared/topic';
-import { Store } from '../store';
+import { State, Store } from '../store';
+import { InstrumentSelector, Order, Candle } from '../domain';
+import { Feed } from '../storage';
+import { StoreEvent } from '../store/event';
 export declare class AdapterContext {
     private readonly adapter;
-    readonly store: Store;
+    private readonly store;
     get timestamp(): timestamp;
+    get snapshot(): State;
     constructor(adapter: Adapter, store: Store);
+    dispatch(...events: StoreEvent[]): void;
 }
-export declare abstract class Adapter extends Topic<{
-    type: string;
-}, AdapterContext> {
+export declare type HistoryQuery = {
+    instrument: InstrumentSelector;
+    timeframe: number;
+    length: number;
+};
+export declare type FeedQuery = {
+    instrument: InstrumentSelector;
+    from: timestamp;
+    to: timestamp;
+    destination: Feed;
+    callback: (timestamp: number) => void;
+};
+export declare abstract class Adapter {
+    context: AdapterContext;
     abstract name: string;
-    abstract createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
     timestamp(): timestamp;
+    awake(context: AdapterContext): Promise<void>;
+    dispose(): Promise<void>;
+    subscribe(instruments: InstrumentSelector[]): Promise<void>;
+    account(): Promise<void>;
+    open(order: Order): Promise<void>;
+    cancel(order: Order): Promise<void>;
+    history(query: HistoryQuery): Promise<Candle[]>;
+    feed(query: FeedQuery): Promise<void>;
+    abstract createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
 }

package/dist/adapter/adapter.js

@@ -2,7 +2,6 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Adapter = exports.AdapterContext = void 0;
 const shared_1 = require("../shared");
-const topic_1 = require("../shared/topic");
 class AdapterContext {
     constructor(adapter, store) {
         this.adapter = adapter;
@@ -11,12 +10,40 @@ class AdapterContext {
     get timestamp() {
         return this.adapter.timestamp();
     }
+    get snapshot() {
+        return this.store.snapshot;
+    }
+    dispatch(...events) {
+        return this.store.dispatch(...events);
+    }
 }
 exports.AdapterContext = AdapterContext;
-class Adapter extends topic_1.Topic {
+class Adapter {
     timestamp() {
         return (0, shared_1.now)();
     }
+    async awake(context) {
+        this.context = context;
+    }
+    async dispose() { }
+    subscribe(instruments) {
+        throw new Error('method not implemented');
+    }
+    account() {
+        throw new Error('method not implemented');
+    }
+    open(order) {
+        throw new Error('method not implemented');
+    }
+    cancel(order) {
+        throw new Error('method not implemented');
+    }
+    history(query) {
+        throw new Error('method not implemented');
+    }
+    feed(query) {
+        throw new Error('method not implemented');
+    }
 }
 exports.Adapter = Adapter;
 //# sourceMappingURL=adapter.js.map

package/dist/adapter/adapter.js.map

@@ -1 +1 @@
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+{"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AAAA,sCAA2C;AAW3C,MAAa,cAAc;IAYzB,YAA6B,OAAgB,EAAmB,KAAY;QAA/C,YAAO,GAAP,OAAO,CAAS;QAAmB,UAAK,GAAL,KAAK,CAAO;IAAG,CAAC;IARhF,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;IAClC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC;IAC7B,CAAC;IAID,QAAQ,CAAC,GAAG,MAAoB;QAC9B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,GAAG,MAAM,CAAC,CAAC;IACxC,CAAC;CACF;AAjBD,wCAiBC;AAoBD,MAAsB,OAAO;IAK3B,SAAS;QACP,OAAO,IAAA,YAAG,GAAE,CAAC;IACf,CAAC;IAMD,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC;IACzB,CAAC;IAKD,KAAK,CAAC,OAAO,KAAmB,CAAC;IAMjC,SAAS,CAAC,WAAiC;QACzC,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAKD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAMD,IAAI,CAAC,KAAY;QACf,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAED,OAAO,CAAC,KAAmB;QACzB,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;IAED,IAAI,CAAC,KAAgB;QACnB,MAAM,IAAI,KAAK,CAAC,wBAAwB,CAAC,CAAC;IAC5C,CAAC;CAGF;AA7DD,0BA6DC"}

package/dist/adapter/backtester/backtester-adapter.d.ts

@@ -2,7 +2,9 @@ import { Adapter, AdapterContext } from '..';
 import { BacktesterStreamer } from './backtester-streamer';
 import { PaperAdapter, PaperOptions } from '../paper';
 import { timestamp } from '../../shared';
-import { AdapterSubscribeCommand, AdapterHistoryQuery } from '../adapter.event';
+import { InstrumentSelector, Order, Candle } from '../../domain';
+import { PaperExecutor } from '../paper/executor/paper-executor';
+import { FeedQuery, HistoryQuery } from '../adapter';
 export declare class BacktesterOptions extends PaperOptions {
     from: timestamp;
     to: timestamp;
@@ -11,12 +13,15 @@ export declare class BacktesterAdapter extends Adapter {
     readonly decoratedAdapter: Adapter;
     readonly streamer: BacktesterStreamer;
     readonly name: string;
-    constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer);
     timestamp(): number;
-    createPaperExecutor(adapter: PaperAdapter): import("../paper/executor/paper-executor").PaperExecutor;
-    onUnknownEvent(event: {
-        type: string;
-    }, context: AdapterContext): any;
-    onSubscribe(command: AdapterSubscribeCommand, context: AdapterContext): void;
-    onHistory(event: AdapterHistoryQuery, context: AdapterContext): Promise<any>;
+    constructor(decoratedAdapter: Adapter, streamer: BacktesterStreamer);
+    awake(context: AdapterContext): Promise<void>;
+    dispose(): Promise<void>;
+    subscribe(instruments: InstrumentSelector[]): Promise<void>;
+    account(): Promise<void>;
+    open(order: Order): Promise<void>;
+    cancel(order: Order): Promise<void>;
+    history(query: HistoryQuery): Promise<Candle[]>;
+    feed(query: FeedQuery): Promise<void>;
+    createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
 }

package/dist/adapter/backtester/backtester-adapter.js

@@ -1,19 +1,8 @@
 "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.BacktesterAdapter = exports.BacktesterOptions = void 0;
 const __1 = require("..");
 const paper_1 = require("../paper");
-const topic_1 = require("../../shared/topic");
-const adapter_event_1 = require("../adapter.event");
 const event_1 = require("../../store/event");
 class BacktesterOptions extends paper_1.PaperOptions {
 }
@@ -28,36 +17,40 @@ class BacktesterAdapter extends __1.Adapter {
     timestamp() {
         return this.streamer.timestamp;
     }
-    createPaperExecutor(adapter) {
-        return this.decoratedAdapter.createPaperExecutor(adapter);
+    async awake(context) {
+        await super.awake(context);
+        await this.decoratedAdapter.awake(context);
     }
-    onUnknownEvent(event, context) {
-        return this.decoratedAdapter.dispatch(event, context);
+    dispose() {
+        return this.decoratedAdapter.dispose();
     }
-    onSubscribe(command, context) {
-        command.instrument.forEach(it => {
+    async subscribe(instruments) {
+        instruments.forEach(it => {
             this.streamer.subscribe(it);
         });
-        context.store.dispatch(...command.instrument.map(it => new event_1.InstrumentSubscriptionEvent(context.timestamp, it, true)));
+        this.context.dispatch(...instruments.map(it => new event_1.InstrumentSubscriptionEvent(this.context.timestamp, it, true)));
+    }
+    account() {
+        return this.decoratedAdapter.account();
+    }
+    open(order) {
+        return this.decoratedAdapter.open(order);
+    }
+    cancel(order) {
+        return this.decoratedAdapter.cancel(order);
     }
-    async onHistory(event, context) {
+    async history(query) {
         this.streamer.stop();
-        const response = await this.decoratedAdapter.dispatch(event, context);
+        const response = await this.decoratedAdapter.history(query);
         this.streamer.tryContinue();
         return response;
     }
+    feed(query) {
+        return this.decoratedAdapter.feed(query);
+    }
+    createPaperExecutor(adapter) {
+        return this.decoratedAdapter.createPaperExecutor(adapter);
+    }
 }
-__decorate([
-    (0, topic_1.handler)(adapter_event_1.AdapterSubscribeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_event_1.AdapterSubscribeCommand, __1.AdapterContext]),
-    __metadata("design:returntype", void 0)
-], BacktesterAdapter.prototype, "onSubscribe", null);
-__decorate([
-    (0, topic_1.handler)(adapter_event_1.AdapterHistoryQuery),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_event_1.AdapterHistoryQuery, __1.AdapterContext]),
-    __metadata("design:returntype", Promise)
-], BacktesterAdapter.prototype, "onHistory", null);
 exports.BacktesterAdapter = BacktesterAdapter;
 //# sourceMappingURL=backtester-adapter.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0BAA6C;AAE7C,oCAAsD;AACtD,8CAA6C;AAE7C,oDAAgF;AAChF,6CAAgE;AAEhE,MAAa,iBAAkB,SAAQ,oBAAY;CAGlD;AAHD,8CAGC;AAED,MAAa,iBAAkB,SAAQ,WAAO;IAG5C,YAAqB,gBAAyB,EAAW,QAA4B;QACnF,KAAK,EAAE,CAAC;QADW,qBAAgB,GAAhB,gBAAgB,CAAS;QAAW,aAAQ,GAAR,QAAQ,CAAoB;QAF5E,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAI3C,CAAC;IAED,SAAS;QACP,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC;IACjC,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,CAAC,gBAAgB,CAAC,mBAAmB,CAAC,OAAO,CAAC,CAAC;IAC5D,CAAC;IAED,cAAc,CAAC,KAAuB,EAAE,OAAuB;QAC7D,OAAO,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IACxD,CAAC;IAGD,WAAW,CAAC,OAAgC,EAAE,OAAuB;QACnE,OAAO,CAAC,UAAU,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YAC9B,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,GAAG,OAAO,CAAC,UAAU,CAAC,GAAG,CACvB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,OAAO,CAAC,SAAS,EAAE,EAAE,EAAE,IAAI,CAAC,CACnE,CACF,CAAC;IACJ,CAAC;IAGD,KAAK,CAAC,SAAS,CAAC,KAA0B,EAAE,OAAuB;QACjE,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,QAAQ,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtE,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;CACF;AAtBC;IADC,IAAA,eAAO,EAAC,uCAAuB,CAAC;;qCACZ,uCAAuB,EAAW,kBAAc;;oDAUpE;AAGD;IADC,IAAA,eAAO,EAAC,mCAAmB,CAAC;;qCACN,mCAAmB,EAAW,kBAAc;;kDAQlE;AAzCH,8CA0CC"}
+{"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;AAAA,0BAA6C;AAE7C,oCAAsD;AAEtD,6CAAgE;AAKhE,MAAa,iBAAkB,SAAQ,oBAAY;CAGlD;AAHD,8CAGC;AAED,MAAa,iBAAkB,SAAQ,WAAO;IAO5C,YAAqB,gBAAyB,EAAW,QAA4B;QACnF,KAAK,EAAE,CAAC;QADW,qBAAgB,GAAhB,gBAAgB,CAAS;QAAW,aAAQ,GAAR,QAAQ,CAAoB;QAN5E,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAQ3C,CAAC;IAND,SAAS;QACP,OAAO,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC;IACjC,CAAC;IAMD,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,MAAM,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAC3B,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;IAC7C,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,KAAK,CAAC,SAAS,CAAC,WAAiC;QAC/C,WAAW,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YACvB,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,OAAO,CAAC,QAAQ,CACnB,GAAG,WAAW,CAAC,GAAG,CAChB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,EAAE,EAAE,IAAI,CAAC,CACxE,CACF,CAAC;IACJ,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,IAAI,CAAC,KAAY;QACf,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC7C,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,KAAmB;QAC/B,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAE5D,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,IAAI,CAAC,KAAgB;QACnB,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,mBAAmB,CAAC,OAAqB;QACvC,OAAO,IAAI,CAAC,gBAAgB,CAAC,mBAAmB,CAAC,OAAO,CAAC,CAAC;IAC5D,CAAC;CACF;AA7DD,8CA6DC"}

package/dist/adapter/index.d.ts

@@ -1,3 +1,2 @@
 export * from './adapter';
 export * from './adapter-aggregate';
-export * from './adapter.event';

package/dist/adapter/index.js

@@ -12,5 +12,4 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./adapter"), exports);
 __exportStar(require("./adapter-aggregate"), exports);
-__exportStar(require("./adapter.event"), exports);
 //# sourceMappingURL=index.js.map

package/dist/adapter/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/adapter/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,4CAA0B;AAC1B,sDAAoC;AACpC,kDAAgC"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/adapter/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,4CAA0B;AAC1B,sDAAoC"}

package/dist/adapter/paper/paper-adapter.d.ts

@@ -1,7 +1,8 @@
 import { Adapter, AdapterContext } from '..';
 import { Store } from '../../store';
 import { PaperExecutor } from './executor/paper-executor';
-import { AdapterAccountCommand, AdapterOrderOpenCommand, AdapterOrderCancelCommand } from '../adapter.event';
+import { Candle, InstrumentSelector, Order } from '../../domain';
+import { FeedQuery, HistoryQuery } from '../adapter';
 export declare class PaperOptions {
     balance: {
         [key: string]: number;
@@ -15,11 +16,13 @@ export declare class PaperAdapter extends Adapter {
     readonly executor: PaperExecutor;
     constructor(decoratedAdapter: Adapter, store: Store, options: PaperOptions);
     timestamp(): number;
+    awake(context: AdapterContext): Promise<void>;
+    dispose(): Promise<void>;
+    subscribe(instruments: InstrumentSelector[]): Promise<void>;
+    account(): Promise<void>;
+    open(order: Order): Promise<void>;
+    cancel(order: Order): Promise<void>;
+    history(query: HistoryQuery): Promise<Candle[]>;
+    feed(query: FeedQuery): Promise<void>;
     createPaperExecutor(adapter: PaperAdapter): PaperExecutor;
-    onUnknownEvent(event: {
-        type: string;
-    }, context: AdapterContext): any;
-    onAccount(event: AdapterAccountCommand, context: AdapterContext): void;
-    onOrderOpen(event: AdapterOrderOpenCommand, context: AdapterContext): Promise<void>;
-    onOrderCancel(event: AdapterOrderCancelCommand, context: AdapterContext): Promise<void>;
 }

package/dist/adapter/paper/paper-adapter.js

@@ -1,20 +1,9 @@
 "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.PaperAdapter = exports.PaperOptions = void 0;
 const __1 = require("..");
-const topic_1 = require("../../shared/topic");
 const domain_1 = require("../../domain");
 const event_1 = require("../../store/event");
-const adapter_event_1 = require("../adapter.event");
 class PaperOptions {
 }
 exports.PaperOptions = PaperOptions;
@@ -30,13 +19,17 @@ class PaperAdapter extends __1.Adapter {
     timestamp() {
         return this.decoratedAdapter.timestamp();
     }
-    createPaperExecutor(adapter) {
-        return this.decoratedAdapter.createPaperExecutor(adapter);
+    async awake(context) {
+        await super.awake(context);
+        await this.decoratedAdapter.awake(context);
     }
-    onUnknownEvent(event, context) {
-        return this.decoratedAdapter.dispatch(event, context);
+    dispose() {
+        return this.decoratedAdapter.dispose();
     }
-    onAccount(event, context) {
+    subscribe(instruments) {
+        return this.decoratedAdapter.subscribe(instruments);
+    }
+    async account() {
         let subscribed = Object.values(this.store.snapshot.subscription.asset).filter(it => it.adapter == this.name);
         for (const balance in this.options.balance) {
             const asset = (0, domain_1.assetOf)(balance);
@@ -45,38 +38,27 @@ class PaperAdapter extends __1.Adapter {
             }
             const free = this.options.balance[balance];
             subscribed = subscribed.filter(it => it.toString() != asset.toString());
-            this.store.dispatch(new event_1.BalancePatchEvent(asset, free, 0, context.timestamp));
+            this.store.dispatch(new event_1.BalancePatchEvent(asset, free, 0, this.context.timestamp));
         }
         for (const missingAsset of subscribed) {
-            this.store.dispatch(new event_1.BalancePatchEvent(missingAsset, 0, 0, context.timestamp));
+            this.store.dispatch(new event_1.BalancePatchEvent(missingAsset, 0, 0, this.context.timestamp));
         }
     }
-    onOrderOpen(event, context) {
-        this.executor.open(event.order);
-        return Promise.resolve();
+    async open(order) {
+        this.executor.open(order);
+    }
+    async cancel(order) {
+        this.executor.cancel(order);
     }
-    onOrderCancel(event, context) {
-        this.executor.cancel(event.order);
-        return Promise.resolve();
+    history(query) {
+        return this.decoratedAdapter.history(query);
+    }
+    feed(query) {
+        return this.decoratedAdapter.feed(query);
+    }
+    createPaperExecutor(adapter) {
+        return this.decoratedAdapter.createPaperExecutor(adapter);
     }
 }
-__decorate([
-    (0, topic_1.handler)(adapter_event_1.AdapterAccountCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_event_1.AdapterAccountCommand, __1.AdapterContext]),
-    __metadata("design:returntype", void 0)
-], PaperAdapter.prototype, "onAccount", null);
-__decorate([
-    (0, topic_1.handler)(adapter_event_1.AdapterOrderOpenCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_event_1.AdapterOrderOpenCommand, __1.AdapterContext]),
-    __metadata("design:returntype", void 0)
-], PaperAdapter.prototype, "onOrderOpen", null);
-__decorate([
-    (0, topic_1.handler)(adapter_event_1.AdapterOrderCancelCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_event_1.AdapterOrderCancelCommand, __1.AdapterContext]),
-    __metadata("design:returntype", void 0)
-], PaperAdapter.prototype, "onOrderCancel", null);
 exports.PaperAdapter = PaperAdapter;
 //# sourceMappingURL=paper-adapter.js.map

package/dist/adapter/paper/paper-adapter.js.map

@@ -1 +1 @@
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package/dist/adapter/paper/paper-adapter.spec.js

@@ -1,9 +1,13 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const _1 = require(".");
+const __1 = require("..");
 const store_1 = require("../../store");
 const adapter_1 = require("../adapter");
 const paper_adapter_1 = require("./paper-adapter");
+const domain_1 = require("./../../domain");
+const instrument_1 = require("./../../domain/instrument");
+const event_1 = require("../../store/event");
 class DefaultAdapter extends adapter_1.Adapter {
     constructor() {
         super(...arguments);
@@ -12,22 +16,36 @@ class DefaultAdapter extends adapter_1.Adapter {
     timestamp() {
         return 123;
     }
+    async awake(context) {
+        super.awake(context);
+        context.dispatch(new event_1.InstrumentPatchEvent(context.timestamp, new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission(0.1, 0.1), 'a-b'));
+    }
     createPaperExecutor(adapter) {
         return new _1.PaperSpotExecutor(adapter);
     }
 }
 describe('paper adapter tests', () => {
+    const options = {
+        balance: {
+            ['default:a']: 1000,
+            ['default:b']: 200
+        }
+    };
     test('should return wrapped adapter name and timestamp', () => {
-        const adapter = new DefaultAdapter();
         const store = new store_1.Store();
-        const options = {
-            balance: {
-                ['binance:usdt']: 1000
-            }
-        };
-        const sut = new paper_adapter_1.PaperAdapter(adapter, store, options);
+        const sut = new paper_adapter_1.PaperAdapter(new DefaultAdapter(), store, options);
         expect(sut.name).toEqual('default');
         expect(sut.timestamp()).toEqual(123);
     });
+    test('', async () => {
+        const store = new store_1.Store();
+        const adapter = new DefaultAdapter();
+        const sut = new paper_adapter_1.PaperAdapter(adapter, store, options);
+        await sut.awake(new __1.AdapterContext(sut, store));
+        await sut.account();
+        const order = domain_1.Order.buyMarket((0, instrument_1.instrumentOf)('default:a-b'), 1.0);
+        await sut.open(order);
+        expect(store.snapshot.order[order.id]).toEqual(order);
+    });
 });
 //# sourceMappingURL=paper-adapter.spec.js.map

package/dist/adapter/paper/paper-adapter.spec.js.map

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package/dist/bootstrap.d.ts

@@ -1,5 +1,5 @@
 import { BacktesterListener, BacktesterStreamer } from './adapter/backtester';
-import { Session, SessionDescriptor } from './session';
+import { Session, SessionDescriptor } from './domain';
 export declare class Bootstrap {
     readonly descriptor: SessionDescriptor;
     constructor(descriptor: SessionDescriptor);