@quantform/core 0.3.260 → 0.3.265

package/src/ipc.spec.ts

@@ -1,20 +1,10 @@
-import { Session } from './session';
-import {
-  Adapter,
-  AdapterFeedCommand,
-  AdapterAwakeCommand,
-  AdapterAccountCommand,
-  AdapterSubscribeCommand,
-  AdapterDisposeCommand
-} from './adapter';
+import { Adapter, AdapterContext } from './adapter';
 import { PaperAdapter, PaperSpotExecutor } from './adapter/paper';
 import { PaperExecutor } from './adapter/paper/executor/paper-executor';
 import { run } from './ipc';
-import { Feed, InMemoryStorage } from './storage';
-import { instrumentOf } from './domain';
-import { handler, task } from './shared';
+import { task } from './shared';
 import { EventEmitter } from 'events';
-import { from, of, take, tap } from 'rxjs';
+import { of, take, tap } from 'rxjs';
 
 class DefaultAdapter extends Adapter {
   name = 'default';
@@ -27,42 +17,14 @@ class DefaultAdapter extends Adapter {
     return new PaperSpotExecutor(adapter);
   }
 
-  @handler(AdapterAwakeCommand)
-  onAwake(command: AdapterAwakeCommand) {}
-
-  @handler(AdapterDisposeCommand)
-  onDispose(command: AdapterDisposeCommand) {}
-
-  @handler(AdapterSubscribeCommand)
-  onSubscribe(command: AdapterSubscribeCommand) {}
-
-  @handler(AdapterAccountCommand)
-  onAccount(command: AdapterAccountCommand) {}
+  awake(context: AdapterContext): Promise<void> {
+    return super.awake(context);
+  }
 
-  @handler(AdapterFeedCommand)
-  onFeed(command: AdapterFeedCommand) {}
+  async account(): Promise<void> {}
 }
 
 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 run(
-      {
-        adapter: [new DefaultAdapter()],
-        feed: new Feed(new InMemoryStorage())
-      },
-      command
-    );
-
-    //expect(session.descriptor).toBeUndefined();
-  });
-
   test('should dispatch session started event', done => {
     const command = {
       type: 'paper'

package/src/ipc.ts

@@ -1,5 +1,4 @@
-import { Session, SessionDescriptor } from './session';
-import { instrumentOf } from './domain';
+import { Session, SessionDescriptor, instrumentOf } from './domain';
 import { Topic, event, handler } from './shared/topic';
 import { runTask, Logger } from './shared';
 import { Bootstrap } from './bootstrap';
@@ -216,19 +215,19 @@ class IpcHandler extends Topic<{ type: string }, IpcSessionAccessor> {
 
     this.emit({ type: 'feed:started' });
 
-    await accessor.session.aggregate.feed(
+    await accessor.session.aggregate.feed({
       instrument,
-      command.from,
-      command.to,
-      feed,
-      timestamp =>
+      from: command.from,
+      to: command.to,
+      destination: feed,
+      callback: timestamp =>
         this.emit({
           type: 'feed:updated',
           timestamp,
           from: command.from,
           to: command.to
         })
-    );
+    });
 
     this.emit({ type: 'feed:completed' });
 

package/src/shared/task.ts

@@ -1,5 +1,5 @@
 import { lastValueFrom, Observable } from 'rxjs';
-import { Session } from './../session';
+import { Session } from './../domain';
 
 declare type Task = (session: Session) => Observable<any> | Promise<any> | any;
 

package/src/store/event/store-order.event.ts

@@ -66,7 +66,7 @@ export function OrderPendingEventHandler(
   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';
@@ -98,7 +98,7 @@ export function OrderFilledEventHandler(
   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';
@@ -132,7 +132,7 @@ export function OrderCancelingEventHandler(
   }
 
   if (order.state != 'PENDING') {
-    throw new Error('Order is not pending');
+    throw new Error(`Order is not PENDING: ${order.state}`);
   }
 
   order.state = 'CANCELING';
@@ -160,7 +160,7 @@ export function OrderCanceledEventHandler(
   }
 
   if (order.state != 'CANCELING') {
-    throw new Error('Order is not canceling');
+    throw new Error(`Order is not CANCELING: ${order.state}`);
   }
 
   order.state = 'CANCELED';
@@ -208,7 +208,7 @@ export function OrderRejectedEventHandler(
   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';

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/src/tests/session.spec.ts

@@ -1,4 +1,4 @@
-import { SessionDescriptor } from '../session';
+import { SessionDescriptor } from '../domain';
 import { assetOf, instrumentOf, Timeframe } from '../domain';
 import { finalize, tap } from 'rxjs/operators';
 /*

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/dist/session/index.d.ts

@@ -1,4 +0,0 @@
-export * from './session';
-export * from './session-descriptor';
-export * from './session-optimizer';
-export * from './session-statement';

package/dist/session/index.js

@@ -1,17 +0,0 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./session"), exports);
-__exportStar(require("./session-descriptor"), exports);
-__exportStar(require("./session-optimizer"), exports);
-__exportStar(require("./session-statement"), exports);
-//# sourceMappingURL=index.js.map

package/dist/session/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/session/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,4CAA0B;AAC1B,uDAAqC;AACrC,sDAAoC;AACpC,sDAAoC"}

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

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

package/dist/session/session-optimizer.d.ts

@@ -1,10 +0,0 @@
-export declare function fit(key: string, generator?: any[]): (target: any, propertyKey: string) => void;
-export declare class SessionOptimizer {
-    static source: any;
-    static provide(key: string): any;
-}
-export declare class SessionOptimizerGenerator {
-    static values: Record<string, any[]>;
-    static get count(): number;
-    static product(): any[];
-}

package/dist/session/session-optimizer.js

@@ -1,62 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.SessionOptimizerGenerator = exports.SessionOptimizer = exports.fit = void 0;
-function fit(key, generator) {
-    return function (target, propertyKey) {
-        let defaultSetterValue;
-        if (generator) {
-            SessionOptimizerGenerator.values[key] = generator;
-        }
-        Object.defineProperty(target, propertyKey, {
-            get: () => { var _a; return (_a = SessionOptimizer.provide(key)) !== null && _a !== void 0 ? _a : defaultSetterValue; },
-            set: (newValue) => {
-                if (!defaultSetterValue) {
-                    defaultSetterValue = newValue;
-                    return;
-                }
-                if (defaultSetterValue == newValue) {
-                    return;
-                }
-                throw new Error('can not set a value of optimized property.');
-            }
-        });
-    };
-}
-exports.fit = fit;
-class SessionOptimizer {
-    static provide(key) {
-        return key
-            .split('.')
-            .reduce((aggregate, propertyName) => (aggregate ? aggregate[propertyName] : null), this.source);
-    }
-}
-exports.SessionOptimizer = SessionOptimizer;
-SessionOptimizer.source = {};
-class SessionOptimizerGenerator {
-    static get count() {
-        return Object.values(this.values).reduce((aggregate, value) => (aggregate *= value.length), 1);
-    }
-    static product() {
-        const matrix = [];
-        const keys = Object.keys(this.values);
-        const values = Object.values(this.values).reduce((a, b) => a.map(x => b.map(y => x.concat(y))).reduce((a, b) => a.concat(b), []), [[]]);
-        for (const value of values) {
-            const result = {};
-            for (let i = 0; i < keys.length; i++) {
-                const path = keys[i];
-                const parts = path.split('.');
-                let it = result;
-                while (parts.length > 1) {
-                    const part = parts.shift();
-                    it = it[part] = it[part] || {};
-                }
-                it[parts[0]] = value[i];
-            }
-            matrix.push(result);
-        }
-        return matrix;
-    }
-}
-exports.SessionOptimizerGenerator = SessionOptimizerGenerator;
-SessionOptimizerGenerator.values = {};
-//# sourceMappingURL=session-optimizer.js.map

package/dist/session/session-optimizer.js.map

@@ -1 +0,0 @@
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package/dist/session/session-optimizer.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/session/session-optimizer.spec.js

@@ -1,103 +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 });
-const domain_1 = require("../domain");
-const session_optimizer_1 = require("./session-optimizer");
-describe('session optimizer tests', () => {
-    test('should ignore not provided value for property', () => {
-        class Target {
-            constructor() {
-                this.timeframe = domain_1.Timeframe.H1;
-            }
-        }
-        __decorate([
-            (0, session_optimizer_1.fit)('timeframe'),
-            __metadata("design:type", Object)
-        ], Target.prototype, "timeframe", void 0);
-        const sut = new Target();
-        expect(sut.timeframe).toBe(domain_1.Timeframe.H1);
-    });
-    test('should ignore not provided descendant value for property', () => {
-        class Target {
-            constructor() {
-                this.timeframe = domain_1.Timeframe.H1;
-            }
-        }
-        __decorate([
-            (0, session_optimizer_1.fit)('timeframe.daily'),
-            __metadata("design:type", Object)
-        ], Target.prototype, "timeframe", void 0);
-        const sut = new Target();
-        expect(sut.timeframe).toBe(domain_1.Timeframe.H1);
-    });
-    test('should set provided value for property', () => {
-        class Target {
-            constructor() {
-                this.timeframe = domain_1.Timeframe.H1;
-            }
-        }
-        __decorate([
-            (0, session_optimizer_1.fit)('timeframe'),
-            __metadata("design:type", Object)
-        ], Target.prototype, "timeframe", void 0);
-        session_optimizer_1.SessionOptimizer.source = {
-            timeframe: domain_1.Timeframe.D1
-        };
-        const sut = new Target();
-        expect(sut.timeframe).toBe(domain_1.Timeframe.D1);
-    });
-    test('should set provided descendant value for property', () => {
-        class Target {
-            constructor() {
-                this.timeframe = domain_1.Timeframe.H1;
-            }
-        }
-        __decorate([
-            (0, session_optimizer_1.fit)('timeframe.daily'),
-            __metadata("design:type", Object)
-        ], Target.prototype, "timeframe", void 0);
-        session_optimizer_1.SessionOptimizer.source = {
-            timeframe: {
-                daily: domain_1.Timeframe.D1
-            }
-        };
-        const sut = new Target();
-        expect(sut.timeframe).toBe(domain_1.Timeframe.D1);
-    });
-});
-describe('optimizer generator tests', () => {
-    test('should generate optimized input', () => {
-        class Target {
-        }
-        __decorate([
-            (0, session_optimizer_1.fit)('target.timeframe', [domain_1.Timeframe.D1, domain_1.Timeframe.H1]),
-            __metadata("design:type", Object)
-        ], Target.prototype, "timeframe", void 0);
-        __decorate([
-            (0, session_optimizer_1.fit)('target.length', [7, 14, 21]),
-            __metadata("design:type", Object)
-        ], Target.prototype, "length", void 0);
-        __decorate([
-            (0, session_optimizer_1.fit)('target.size', [0.1, 0.2, 0.3, 0.4]),
-            __metadata("design:type", Object)
-        ], Target.prototype, "size", void 0);
-        expect(session_optimizer_1.SessionOptimizerGenerator.count).toBe(24);
-        const product = session_optimizer_1.SessionOptimizerGenerator.product();
-        expect(product.length).toBe(24);
-        expect(product[0].target.timeframe).toBe(domain_1.Timeframe.D1);
-        expect(product[0].target.length).toBe(7);
-        expect(product[0].target.size).toBe(0.1);
-        expect(product[23].target.timeframe).toBe(domain_1.Timeframe.H1);
-        expect(product[23].target.length).toBe(21);
-        expect(product[23].target.size).toBe(0.4);
-    });
-});
-//# sourceMappingURL=session-optimizer.spec.js.map

package/dist/session/session-optimizer.spec.js.map

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

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package/dist/session/session.js.map

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package/dist/session/session.spec.js.map

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