@quantform/core 0.3.260 → 0.3.265

package/dist/bootstrap.js

@@ -4,7 +4,7 @@ exports.Bootstrap = void 0;
 const backtester_1 = require("./adapter/backtester");
 const adapter_1 = require("./adapter");
 const paper_1 = require("./adapter/paper");
-const session_1 = require("./session");
+const domain_1 = require("./domain");
 const store_1 = require("./store");
 class Bootstrap {
     constructor(descriptor) {
@@ -30,8 +30,8 @@ class Bootstrap {
         const { feed } = this.descriptor;
         const { backtester } = this.descriptor.options;
         const streamer = new backtester_1.BacktesterStreamer(store, feed, backtester, listener);
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new paper_1.PaperAdapter(new backtester_1.BacktesterAdapter(it, streamer), store, backtester)), store);
-        const session = new session_1.Session(store, aggregate, this.descriptor);
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new backtester_1.BacktesterAdapter(new paper_1.PaperAdapter(it, store, backtester), streamer)), store);
+        const session = new domain_1.Session(store, aggregate, this.descriptor);
         return [session, streamer];
     }
     paper() {
@@ -46,12 +46,12 @@ class Bootstrap {
         const store = new store_1.Store();
         const { paper } = this.descriptor.options;
         const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new paper_1.PaperAdapter(it, store, paper)), store);
-        return new session_1.Session(store, aggregate, this.descriptor);
+        return new domain_1.Session(store, aggregate, this.descriptor);
     }
     live() {
         const store = new store_1.Store();
         const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, store);
-        return new session_1.Session(store, aggregate, this.descriptor);
+        return new domain_1.Session(store, aggregate, this.descriptor);
     }
 }
 exports.Bootstrap = Bootstrap;

package/dist/bootstrap.js.map

@@ -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,oBAAY,CAAC,IAAI,8BAAiB,CAAC,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,EAAE,UAAU,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"}
+{"version":3,"file":"bootstrap.js","sourceRoot":"","sources":["../src/bootstrap.ts"],"names":[],"mappings":";;;AAAA,qDAI8B;AAC9B,uCAA6C;AAC7C,2CAA+C;AAC/C,qCAAsD;AACtD,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,gBAAO,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,gBAAO,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,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IACxD,CAAC;CACF;AA5FD,8BA4FC"}

package/dist/domain/index.d.ts

@@ -10,3 +10,6 @@ export * from './candle-builder';
 export * from './timeframe';
 export * from './position';
 export * from './trade';
+export * from './session';
+export * from './session-descriptor';
+export * from './statement';

package/dist/domain/index.js

@@ -22,4 +22,7 @@ __exportStar(require("./candle-builder"), exports);
 __exportStar(require("./timeframe"), exports);
 __exportStar(require("./position"), exports);
 __exportStar(require("./trade"), exports);
+__exportStar(require("./session"), exports);
+__exportStar(require("./session-descriptor"), exports);
+__exportStar(require("./statement"), exports);
 //# sourceMappingURL=index.js.map

package/dist/domain/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0CAAwB;AACxB,+CAA6B;AAC7B,4CAA0B;AAC1B,0CAAwB;AACxB,8CAA4B;AAC5B,+CAA6B;AAC7B,8CAA4B;AAC5B,2CAAyB;AACzB,mDAAiC;AACjC,8CAA4B;AAC5B,6CAA2B;AAC3B,0CAAwB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0CAAwB;AACxB,+CAA6B;AAC7B,4CAA0B;AAC1B,0CAAwB;AACxB,8CAA4B;AAC5B,+CAA6B;AAC7B,8CAA4B;AAC5B,2CAAyB;AACzB,mDAAiC;AACjC,8CAA4B;AAC5B,6CAA2B;AAC3B,0CAAwB;AACxB,4CAA0B;AAC1B,uDAAqC;AACrC,8CAA4B"}

package/dist/{session → domain}/session-descriptor.d.ts

@@ -1,8 +1,8 @@
 import { Adapter } from '../adapter';
 import { Measurement } from '../storage/measurement';
 import { Feed } from '../storage';
-import { BacktesterOptions } from './../adapter/backtester';
-import { PaperOptions } from './../adapter/paper';
+import { BacktesterOptions } from '../adapter/backtester';
+import { PaperOptions } from '../adapter/paper';
 export interface SessionDescriptor {
     id?: number;
     adapter: Adapter[];

package/dist/domain/session-descriptor.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"session-descriptor.js","sourceRoot":"","sources":["../../src/domain/session-descriptor.ts"],"names":[],"mappings":""}

package/dist/{session → domain}/session.d.ts

@@ -26,8 +26,8 @@ export declare class Session {
     }, defaultValue?: T): [Observable<T>, (value: Optional<T, 'timestamp'>) => void];
     useOptimizer(path: string): any;
     subscribe(instrument: Array<InstrumentSelector>): Promise<void>;
-    open(...orders: Order[]): Promise<void>;
-    cancel(order: Order): Promise<void>;
+    open(order: Order): Observable<Order>;
+    cancel(order: Order): Observable<Order>;
     instrument(selector: InstrumentSelector): Observable<Instrument>;
     instruments(): Observable<Instrument[]>;
     trade(selector: InstrumentSelector): Observable<Trade>;

package/dist/{session → domain}/session.js

@@ -69,11 +69,11 @@ class Session {
     subscribe(instrument) {
         return this.aggregate.subscribe(instrument);
     }
-    async open(...orders) {
-        await Promise.all(orders.map(it => this.aggregate.open(it)));
+    open(order) {
+        return (0, rxjs_1.from)(this.aggregate.open(order)).pipe((0, operators_1.switchMap)(it => this.store.changes$.pipe((0, operators_1.filter)(it => it instanceof domain_1.Order && it.id == it.id))), (0, operators_1.map)(it => it));
     }
     cancel(order) {
-        return this.aggregate.cancel(order);
+        return (0, rxjs_1.from)(this.aggregate.cancel(order)).pipe((0, operators_1.switchMap)(it => this.store.changes$.pipe((0, operators_1.filter)(it => it instanceof domain_1.Order && it.id == it.id))), (0, operators_1.map)(it => it));
     }
     instrument(selector) {
         this.subscribe([selector]);
@@ -116,7 +116,7 @@ class Session {
             (!selector || it.asset.toString() == selector.toString())), (0, operators_1.map)(it => it));
     }
     history(selector, timeframe, length) {
-        return this.store.changes$.pipe((0, operators_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, operators_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, operators_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history(selector, timeframe, length))), (0, operators_1.take)(1), (0, operators_1.shareReplay)(), (0, operators_1.mergeMap)(it => it));
+        return this.store.changes$.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));
     }
 }
 exports.Session = Session;

package/dist/domain/session.js.map

@@ -0,0 +1 @@
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package/dist/domain/session.spec.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,0CAAsD;AACtD,sCAA8C;AAC9C,sCAAgC;AAEhC,4CAAyC;AAEzC,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/{session/session-statement.d.ts → domain/statement.d.ts}

@@ -1,5 +1,5 @@
 import { Session } from '.';
-import { InstrumentSelector } from '../domain';
-export declare function period(): (session: Session) => import("rxjs").Observable<import("../domain").Component>;
+import { InstrumentSelector } from '.';
+export declare function period(): (session: Session) => import("rxjs").Observable<import("./component").Component>;
 export declare function benchmark(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<void>;
 export declare function equity(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<number>;

package/dist/{session/session-statement.js → domain/statement.js}

@@ -84,4 +84,4 @@ function equity(instrument) {
     };
 }
 exports.equity = equity;
-//# sourceMappingURL=session-statement.js.map
+//# sourceMappingURL=statement.js.map

package/dist/domain/statement.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"statement.js","sourceRoot":"","sources":["../../src/domain/statement.ts"],"names":[],"mappings":";;;AAEA,+BAA+D;AAC/D,4CAAwC;AACxC,sCAA6C;AAE7C,SAAgB,MAAM;IACpB,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,MAAM,GAAG,OAAO,CAAC,YAAY,CAAC,QAAQ,CAAC,CAAC;QAE9C,OAAO,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAChC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,CAAC,MAAM,CAAC,EAAE,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,EACvE,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,IAAI,GAAG,IAAI,IAAI,CAAC,EAAE,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,CAChE,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAVD,wBAUC;AAED,SAAgB,SAAS,CAAC,UAA8B;IACtD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,KAAa,EAAE,IAAY,CAAC;QACjD,IAAI,EAAE,GAAG,CAAC,CAAC;QAEX,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,IAAI,CAChC,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,OAAO,CAAC,EAC1B,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,CACrB;SACF,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,KAAK,CAAC,EAAE,EAAE;YACzB,MAAM,KAAK,GAAG,SAAS,CAAC,OAAO,CAAC;YAEhC,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;YAED,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,KAAK,CAAC;aACf;YAED,IAAI,GAAG,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,IAAI,GAAG,KAAK,GAAG,CAAC,CAAC;YAE7B,SAAS,CAAC,iBAAiB,CAAC,GAAG,KAAK,CAAC;YACrC,SAAS,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC;YACnC,SAAS,CAAC,eAAe,CAAC,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,IAAA,kBAAS,EAAC,KAAK,CAAC,CAAC,CAAC;YACpE,SAAS,CAAC,kBAAkB,CAAC,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YACpD,SAAS,CAAC,uBAAuB,CAAC,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QAC1D,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvCD,8BAuCC;AAED,SAAgB,MAAM,CAAC,UAA8B;IACnD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,GAAW,EAAE,GAAW,CAAC;QAC9C,IAAI,EAAE,GAAG,CAAC,CAAC;QACX,IAAI,MAAM,GAAG,CAAC,CAAC;QAEf,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI,CAAC;YAChC,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;SAC9B,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,CAAC,EAAE,EAAE;YAClB,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;QACH,CAAC,CAAC,EACF,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,SAAS,CAAC,EAAE,EAAE,CAC1C,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAC9B,KAAK,CAAC,KAAK;YACT,IAAI,CAAC,KAAK,GAAG,SAAS,CAAC,WAAW;YAClC,SAAS,CAAC,MAAM,CACd,CAAC,GAAG,EAAE,QAAQ,EAAE,EAAE,CAAC,GAAG,GAAG,QAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,WAAW,CAAC,EACrE,CAAC,CACF,CACJ,CACF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,MAAM,GAAG,EAAE,CAAC;QACd,CAAC,CAAC,EACF,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,EACpB,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,GAAG,OAAO,GAAG,CAAC,CAAC;YACjC,MAAM,KAAK,GAAG,IAAA,kBAAS,EAAC,MAAM,CAAC,CAAC;YAEhC,SAAS,CAAC,QAAQ,CAAC,GAAG,MAAM,CAAC;YAC7B,SAAS,CAAC,YAAY,CAAC,GAAG,GAAG,CAAC;YAC9B,SAAS,CAAC,YAAY,CAAC,GAAG,GAAG,CAAC;YAC9B,SAAS,CAAC,YAAY,CAAC,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,KAAK,CAAC,CAAC;YACtD,SAAS,CAAC,eAAe,CAAC,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YACjD,SAAS,CAAC,oBAAoB,CAAC,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QACvD,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA3DD,wBA2DC"}

package/dist/index.d.ts

@@ -4,7 +4,6 @@ export * from './adapter';
 export * from './adapter/backtester';
 export * from './adapter/paper';
 export * from './indicator';
-export * from './session';
 export * from './storage';
 export * from './store';
 export * from './store/event';

package/dist/index.js

@@ -16,7 +16,6 @@ __exportStar(require("./adapter"), exports);
 __exportStar(require("./adapter/backtester"), exports);
 __exportStar(require("./adapter/paper"), exports);
 __exportStar(require("./indicator"), exports);
-__exportStar(require("./session"), exports);
 __exportStar(require("./storage"), exports);
 __exportStar(require("./store"), exports);
 __exportStar(require("./store/event"), exports);

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,2CAAyB;AACzB,2CAAyB;AACzB,4CAA0B;AAC1B,uDAAqC;AACrC,kDAAgC;AAChC,8CAA4B;AAC5B,4CAA0B;AAC1B,4CAA0B;AAC1B,0CAAwB;AACxB,gDAA8B;AAC9B,8CAA4B;AAC5B,wCAAsB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,2CAAyB;AACzB,2CAAyB;AACzB,4CAA0B;AAC1B,uDAAqC;AACrC,kDAAgC;AAChC,8CAA4B;AAC5B,4CAA0B;AAC1B,0CAAwB;AACxB,gDAA8B;AAC9B,8CAA4B;AAC5B,wCAAsB"}

package/dist/ipc.d.ts

@@ -1,5 +1,5 @@
 /// <reference types="node" />
-import { Session, SessionDescriptor } from './session';
+import { Session, SessionDescriptor } from './domain';
 import { EventEmitter } from 'events';
 export interface IpcCommand {
     type: any;

package/dist/ipc.js

@@ -139,12 +139,18 @@ class IpcHandler extends topic_1.Topic {
         const { feed } = accessor.session.descriptor;
         await accessor.session.awake(undefined);
         this.emit({ type: 'feed:started' });
-        await accessor.session.aggregate.feed(instrument, command.from, command.to, feed, timestamp => this.emit({
-            type: 'feed:updated',
-            timestamp,
+        await accessor.session.aggregate.feed({
+            instrument,
             from: command.from,
-            to: command.to
-        }));
+            to: command.to,
+            destination: feed,
+            callback: timestamp => this.emit({
+                type: 'feed:updated',
+                timestamp,
+                from: command.from,
+                to: command.to
+            })
+        });
         this.emit({ type: 'feed:completed' });
         await accessor.session.dispose();
     }

package/dist/ipc.js.map

@@ -1 +1 @@
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package/dist/ipc.spec.js

@@ -1,18 +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 });
 const adapter_1 = require("./adapter");
 const paper_1 = require("./adapter/paper");
 const ipc_1 = require("./ipc");
-const storage_1 = require("./storage");
 const shared_1 = require("./shared");
 const events_1 = require("events");
 const rxjs_1 = require("rxjs");
@@ -27,55 +17,12 @@ class DefaultAdapter extends adapter_1.Adapter {
     createPaperExecutor(adapter) {
         return new paper_1.PaperSpotExecutor(adapter);
     }
-    onAwake(command) { }
-    onDispose(command) { }
-    onSubscribe(command) { }
-    onAccount(command) { }
-    onFeed(command) { }
+    awake(context) {
+        return super.awake(context);
+    }
+    async account() { }
 }
-__decorate([
-    (0, shared_1.handler)(adapter_1.AdapterAwakeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_1.AdapterAwakeCommand]),
-    __metadata("design:returntype", void 0)
-], DefaultAdapter.prototype, "onAwake", null);
-__decorate([
-    (0, shared_1.handler)(adapter_1.AdapterDisposeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_1.AdapterDisposeCommand]),
-    __metadata("design:returntype", void 0)
-], DefaultAdapter.prototype, "onDispose", null);
-__decorate([
-    (0, shared_1.handler)(adapter_1.AdapterSubscribeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_1.AdapterSubscribeCommand]),
-    __metadata("design:returntype", void 0)
-], DefaultAdapter.prototype, "onSubscribe", null);
-__decorate([
-    (0, shared_1.handler)(adapter_1.AdapterAccountCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_1.AdapterAccountCommand]),
-    __metadata("design:returntype", void 0)
-], DefaultAdapter.prototype, "onAccount", null);
-__decorate([
-    (0, shared_1.handler)(adapter_1.AdapterFeedCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_1.AdapterFeedCommand]),
-    __metadata("design:returntype", void 0)
-], DefaultAdapter.prototype, "onFeed", null);
 describe('ipc feed tests', () => {
-    test('should trigger adapter feed command', async () => {
-        const command = {
-            type: 'feed',
-            instrument: 'default:btc-usdt',
-            from: 0,
-            to: 100
-        };
-        const session = await (0, ipc_1.run)({
-            adapter: [new DefaultAdapter()],
-            feed: new storage_1.Feed(new storage_1.InMemoryStorage())
-        }, command);
-    });
     test('should dispatch session started event', done => {
         const command = {
             type: 'paper'

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@@ -1 +1 @@
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+{"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"}

package/dist/shared/task.d.ts

@@ -1,5 +1,5 @@
 import { Observable } from 'rxjs';
-import { Session } from './../session';
+import { Session } from './../domain';
 declare type Task = (session: Session) => Observable<any> | Promise<any> | any;
 export declare function task(name: string, fn: Task): void;
 export declare function runTask(name: string, session: Session): Promise<void>;

package/dist/store/event/store-order.event.js

@@ -70,7 +70,7 @@ function OrderPendingEventHandler(event, state, changes) {
     }
     const order = state.order[event.id];
     if (order.state != 'NEW') {
-        throw new Error(`Order is not new`);
+        throw new Error(`Order is not NEW: ${order.state}`);
     }
     order.state = 'PENDING';
     order.timestamp = event.timestamp;
@@ -96,7 +96,7 @@ function OrderFilledEventHandler(event, state, changes) {
     }
     const order = state.order[event.id];
     if (order.state != 'PENDING' && order.state != 'CANCELING') {
-        throw new Error('Order is not pending');
+        throw new Error(`Order is not PENDING or CANCELING: ${order.state}`);
     }
     order.state = 'FILLED';
     order.timestamp = event.timestamp;
@@ -126,7 +126,7 @@ function OrderCancelingEventHandler(event, state, changes) {
         return;
     }
     if (order.state != 'PENDING') {
-        throw new Error('Order is not pending');
+        throw new Error(`Order is not PENDING: ${order.state}`);
     }
     order.state = 'CANCELING';
     order.timestamp = event.timestamp;
@@ -151,7 +151,7 @@ function OrderCanceledEventHandler(event, state, changes) {
         return;
     }
     if (order.state != 'CANCELING') {
-        throw new Error('Order is not canceling');
+        throw new Error(`Order is not CANCELING: ${order.state}`);
     }
     order.state = 'CANCELED';
     order.timestamp = event.timestamp;
@@ -195,7 +195,7 @@ exports.OrderRejectedEvent = OrderRejectedEvent;
 function OrderRejectedEventHandler(event, state, changes) {
     const order = state.order[event.id];
     if (order.state != 'NEW') {
-        throw new Error('Order is not new.');
+        throw new Error(`Order is not NEW: ${order.state}`);
     }
     order.state = 'REJECTED';
     order.timestamp = event.timestamp;

package/dist/store/event/store-order.event.js.map

@@ -1 +1 @@
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package/dist/tests/backtester-adapter.spec.js

@@ -1,28 +1,16 @@
 "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 });
-const adapter_1 = require("../adapter");
-const adapter_2 = require("../adapter");
 const domain_1 = require("../domain");
 const storage_1 = require("../storage");
 const store_1 = require("../store");
 const event_1 = require("../store/event");
-const adapter_3 = require("../adapter/adapter");
+const adapter_1 = require("../adapter/adapter");
 const paper_1 = require("../adapter/paper");
 const backtester_adapter_1 = require("../adapter/backtester/backtester-adapter");
 const backtester_streamer_1 = require("../adapter/backtester/backtester-streamer");
-const shared_1 = require("../shared");
 const base = new domain_1.Asset('btc', 'binance', 8);
 const quote = new domain_1.Asset('usdt', 'binance', 4);
-class DefaultAdapter extends adapter_3.Adapter {
+class DefaultAdapter extends adapter_1.Adapter {
     constructor() {
         super(...arguments);
         this.name = 'default';
@@ -33,16 +21,11 @@ class DefaultAdapter extends adapter_3.Adapter {
     createPaperExecutor(adapter) {
         return new paper_1.PaperSpotExecutor(adapter);
     }
-    onAwake(command, context) {
-        context.store.dispatch(new event_1.InstrumentPatchEvent(context.timestamp, base, quote, new domain_1.Commission(0.1, 0.1), 'btc-usdt'));
+    async awake(context) {
+        await super.awake(context);
+        context.dispatch(new event_1.InstrumentPatchEvent(context.timestamp, base, quote, new domain_1.Commission(0.1, 0.1), 'btc-usdt'));
     }
 }
-__decorate([
-    (0, shared_1.handler)(adapter_1.AdapterAwakeCommand),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [adapter_1.AdapterAwakeCommand, adapter_3.AdapterContext]),
-    __metadata("design:returntype", void 0)
-], DefaultAdapter.prototype, "onAwake", null);
 const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
 const adapter = new DefaultAdapter();
 const store = new store_1.Store();
@@ -76,8 +59,8 @@ describe('backtester adapter tests', () => {
         });
         feed.save(instrument, [new event_1.TradePatchEvent(instrument, 100, 10, 1)]);
         const sut = new backtester_adapter_1.BacktesterAdapter(adapter, streamer);
-        sut.dispatch(new adapter_1.AdapterAwakeCommand(), new adapter_3.AdapterContext(sut, store));
-        sut.dispatch(new adapter_2.AdapterSubscribeCommand([instrument]), new adapter_3.AdapterContext(sut, store));
+        sut.awake(new adapter_1.AdapterContext(sut, store));
+        sut.subscribe([instrument]);
         expect(sut.name).toEqual('default');
     });
 });

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

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