@quantform/core 0.3.267 → 0.4.5

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

@@ -1,7 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.PaperSpotSimulator = void 0;
-const event_1 = require("../../../store/event");
+const store_1 = require("../../../store");
 const paper_simulator_1 = require("./paper-simulator");
 class PaperSpotSimulator extends paper_simulator_1.PaperSimulator {
     constructor(adapter) {
@@ -10,8 +10,8 @@ class PaperSpotSimulator extends paper_simulator_1.PaperSimulator {
     }
     onOrderOpened(order) {
         const timestamp = this.adapter.timestamp();
-        this.adapter.store.dispatch(...this.caluclateFreezAllocation(order, timestamp), new event_1.OrderNewEvent(order, timestamp));
-        this.adapter.store.dispatch(new event_1.OrderPendingEvent(order.id, timestamp));
+        this.adapter.store.dispatch(...this.caluclateFreezAllocation(order, timestamp), new store_1.OrderNewEvent(order, timestamp));
+        this.adapter.store.dispatch(new store_1.OrderPendingEvent(order.id, timestamp));
     }
     onOrderCompleted(order, averageExecutionRate, timestamp) {
         const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
@@ -29,12 +29,12 @@ class PaperSpotSimulator extends paper_simulator_1.PaperSimulator {
                 transacted.quote += instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate * order.quantity));
                 break;
         }
-        this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new event_1.OrderFilledEvent(order.id, averageExecutionRate, timestamp), new event_1.BalanceTransactEvent(instrument.base, transacted.base, timestamp), new event_1.BalanceTransactEvent(instrument.quote, transacted.quote, timestamp));
+        this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new store_1.OrderFilledEvent(order.id, averageExecutionRate, timestamp), new store_1.BalanceTransactEvent(instrument.base, transacted.base, timestamp), new store_1.BalanceTransactEvent(instrument.quote, transacted.quote, timestamp));
     }
     onOrderCanceled(order) {
         const timestamp = this.adapter.timestamp();
-        this.adapter.store.dispatch(new event_1.OrderCancelingEvent(order.id, timestamp));
-        this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new event_1.OrderCanceledEvent(order.id, timestamp));
+        this.adapter.store.dispatch(new store_1.OrderCancelingEvent(order.id, timestamp));
+        this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new store_1.OrderCanceledEvent(order.id, timestamp));
     }
     caluclateFreezAllocation(order, timestamp) {
         const snapshot = this.adapter.store.snapshot;
@@ -43,15 +43,15 @@ class PaperSpotSimulator extends paper_simulator_1.PaperSimulator {
             case 'BUY':
                 switch (order.type) {
                     case 'MARKET':
-                        return [new event_1.BalanceFreezEvent(order.instrument.quote, quote.free, timestamp)];
+                        return [new store_1.BalanceFreezEvent(order.instrument.quote, quote.free, timestamp)];
                     case 'LIMIT':
                         return [
-                            new event_1.BalanceFreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
+                            new store_1.BalanceFreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
                         ];
                 }
                 break;
             case 'SELL':
-                return [new event_1.BalanceFreezEvent(order.instrument.base, order.quantity, timestamp)];
+                return [new store_1.BalanceFreezEvent(order.instrument.base, order.quantity, timestamp)];
         }
     }
     caluclateUnfreezAllocation(order, timestamp) {
@@ -62,17 +62,17 @@ class PaperSpotSimulator extends paper_simulator_1.PaperSimulator {
                 switch (order.type) {
                     case 'MARKET':
                         return [
-                            new event_1.BalanceUnfreezEvent(order.instrument.quote, quote.freezed, timestamp)
+                            new store_1.BalanceUnfreezEvent(order.instrument.quote, quote.freezed, timestamp)
                         ];
                     case 'LIMIT':
                         return [
-                            new event_1.BalanceUnfreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
+                            new store_1.BalanceUnfreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
                         ];
                 }
                 break;
             case 'SELL':
                 return [
-                    new event_1.BalanceUnfreezEvent(order.instrument.base, order.quantity, timestamp)
+                    new store_1.BalanceUnfreezEvent(order.instrument.base, order.quantity, timestamp)
                 ];
         }
     }

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

@@ -1 +1 @@
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+{"version":3,"file":"paper-spot-simulator.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-spot-simulator.ts"],"names":[],"mappings":";;;AAGA,0CASwB;AACxB,uDAAmD;AAEnD,MAAa,kBAAmB,SAAQ,gCAAc;IACpD,YAAqB,OAAqB;QACxC,KAAK,CAAC,OAAO,CAAC,CAAC;QADI,YAAO,GAAP,OAAO,CAAc;IAE1C,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,wBAAwB,CAAC,KAAK,EAAE,SAAS,CAAC,EAClD,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CACpC,CAAC;QACF,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,SAAoB;QAC/E,MAAM,UAAU,GACd,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAC/E,MAAM,UAAU,GAAG;YACjB,IAAI,EAAE,CAAC;YACP,KAAK,EAAE,CAAC;SACT,CAAC;QAEF,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CACtC,UAAU,CAAC,UAAU,CAAC,aAAa,CAAC,KAAK,CAAC,QAAQ,CAAC,CACpD,CAAC;gBACF,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC;gBAClF,MAAM;YAER,KAAK,MAAM;gBACT,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;gBACzD,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CACxC,UAAU,CAAC,UAAU,CAAC,aAAa,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAC3E,CAAC;gBACF,MAAM;SACT;QAED,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,oBAAoB,EAAE,SAAS,CAAC,EAC/D,IAAI,4BAAoB,CAAC,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,IAAI,EAAE,SAAS,CAAC,EACrE,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,SAAS,CAAC,CACxE,CAAC;IACJ,CAAC;IAED,eAAe,CAAC,KAAY;QAC1B,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,2BAAmB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;QAC1E,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAC5C,CAAC;IACJ,CAAC;IAEO,wBAAwB,CAC9B,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC;oBAEhF,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,yBAAiB,CACnB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC,CAAC;SACpF;IACH,CAAC;IAEO,0BAA0B,CAChC,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO;4BACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,OAAO,EAAE,SAAS,CAAC;yBAC1E,CAAC;oBAEJ,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,2BAAmB,CACrB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO;oBACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC;iBAC1E,CAAC;SACL;IACH,CAAC;CACF;AAtHD,gDAsHC"}

package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js

@@ -1,11 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const adapter_1 = require("./../../adapter");
-const event_1 = require("./../../../store/event");
-const store_1 = require("./../../../store");
 const paper_adapter_1 = require("../paper-adapter");
-const paper_spot_simulator_1 = require("./paper-spot-simulator");
 const domain_1 = require("./../../../domain");
+const store_1 = require("./../../../store");
+const adapter_1 = require("./../../adapter");
+const paper_spot_simulator_1 = require("./paper-spot-simulator");
 class DefaultAdapter extends adapter_1.Adapter {
     constructor() {
         super(...arguments);
@@ -16,7 +15,7 @@ class DefaultAdapter extends adapter_1.Adapter {
     }
     async awake(context) {
         await 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'));
+        context.dispatch(new store_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'));
     }
     createPaperSimulator(adapter) {
         return new paper_spot_simulator_1.PaperSpotSimulator(adapter);
@@ -33,13 +32,13 @@ describe('paper spot simulator tests', () => {
         const store = new store_1.Store();
         const adapter = new DefaultAdapter();
         const order = domain_1.Order.buyMarket((0, domain_1.instrumentOf)('default:a-b'), 1);
-        store.dispatch(new event_1.InstrumentPatchEvent(0, new domain_1.Asset('a', 'default', 8), new domain_1.Asset('b', 'default', 4), (0, domain_1.commissionPercentOf)(0.1, 0.1), 'a-b'), new event_1.BalancePatchEvent((0, domain_1.assetOf)('default:a'), 1000, 0, 1));
-        store.dispatch(new event_1.BalancePatchEvent((0, domain_1.assetOf)('default:b'), 1000, 0, 1));
-        store.dispatch(new event_1.InstrumentSubscriptionEvent(1, (0, domain_1.instrumentOf)('default:a-b'), true));
+        store.dispatch(new store_1.InstrumentPatchEvent(0, new domain_1.Asset('a', 'default', 8), new domain_1.Asset('b', 'default', 4), (0, domain_1.commissionPercentOf)(0.1, 0.1), 'a-b'), new store_1.BalancePatchEvent((0, domain_1.assetOf)('default:a'), 1000, 0, 1));
+        store.dispatch(new store_1.BalancePatchEvent((0, domain_1.assetOf)('default:b'), 1000, 0, 1));
+        store.dispatch(new store_1.InstrumentSubscriptionEvent(1, (0, domain_1.instrumentOf)('default:a-b'), true));
         const sut = new paper_spot_simulator_1.PaperSpotSimulator(new paper_adapter_1.PaperAdapter(adapter, store, options));
         await sut.open(order);
         expect(store.snapshot.order[order.id].state).toBe('PENDING');
-        store.dispatch(new event_1.TradePatchEvent((0, domain_1.instrumentOf)('default:a-b'), 5, 1, 2));
+        store.dispatch(new store_1.TradePatchEvent((0, domain_1.instrumentOf)('default:a-b'), 5, 1, 2));
         expect(store.snapshot.order[order.id].quantity).toBe(1);
         expect(store.snapshot.order[order.id].averageExecutionRate).toBe(5);
         expect(store.snapshot.order[order.id].state).toBe('FILLED');

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

@@ -1 +1 @@
-{"version":3,"file":"paper-spot-simulator.spec.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-spot-simulator.spec.ts"],"names":[],"mappings":";;AAAA,6CAA0D;AAC1D,kDAMgC;AAChC,4CAAyC;AAEzC,oDAAgD;AAChD,iEAA4D;AAC5D,8CAO2B;AAE3B,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAuBnB,CAAC;IArBC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,MAAM,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAE3B,OAAO,CAAC,QAAQ,CACd,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,KAAK,CACN,CACF,CAAC;IACJ,CAAC;IAED,oBAAoB,CAAC,OAAqB;QACxC,OAAO,IAAI,yCAAkB,CAAC,OAAO,CAAC,CAAC;IACzC,CAAC;CACF;AAED,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,KAAK,IAAI,EAAE;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;QACrC,MAAM,KAAK,GAAG,cAAK,CAAC,SAAS,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9D,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CACtB,CAAC,EACD,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAA,4BAAmB,EAAC,GAAG,EAAE,GAAG,CAAC,EAC7B,KAAK,CACN,EACD,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACxD,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACxE,KAAK,CAAC,QAAQ,CAAC,IAAI,mCAA2B,CAAC,CAAC,EAAE,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;QAEtF,MAAM,GAAG,GAAG,IAAI,yCAAkB,CAAC,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC;QAE9E,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;QAE7D,KAAK,CAAC,QAAQ,CAAC,IAAI,uBAAe,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAE1E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACxD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,oBAAoB,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACpE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAC5D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAC3D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IAClE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"paper-spot-simulator.spec.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-spot-simulator.spec.ts"],"names":[],"mappings":";;AAAA,oDAAgD;AAChD,8CAO2B;AAC3B,4CAM0B;AAC1B,6CAA0D;AAE1D,iEAA4D;AAE5D,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAuBnB,CAAC;IArBC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,MAAM,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAE3B,OAAO,CAAC,QAAQ,CACd,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,KAAK,CACN,CACF,CAAC;IACJ,CAAC;IAED,oBAAoB,CAAC,OAAqB;QACxC,OAAO,IAAI,yCAAkB,CAAC,OAAO,CAAC,CAAC;IACzC,CAAC;CACF;AAED,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,KAAK,IAAI,EAAE;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;QACrC,MAAM,KAAK,GAAG,cAAK,CAAC,SAAS,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9D,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CACtB,CAAC,EACD,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAA,4BAAmB,EAAC,GAAG,EAAE,GAAG,CAAC,EAC7B,KAAK,CACN,EACD,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACxD,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACxE,KAAK,CAAC,QAAQ,CAAC,IAAI,mCAA2B,CAAC,CAAC,EAAE,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;QAEtF,MAAM,GAAG,GAAG,IAAI,yCAAkB,CAAC,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC;QAE9E,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;QAE7D,KAAK,CAAC,QAAQ,CAAC,IAAI,uBAAe,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAE1E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACxD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,oBAAoB,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACpE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAC5D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAC3D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IAClE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/bootstrap.d.ts

@@ -1,4 +1,4 @@
-import { BacktesterListener, BacktesterStreamer } from './adapter/backtester';
+import { BacktesterListener, BacktesterStreamer } from './adapter';
 import { Session, SessionDescriptor } from './domain';
 export declare class Bootstrap {
     readonly descriptor: SessionDescriptor;

package/dist/bootstrap.js

@@ -1,9 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Bootstrap = void 0;
-const backtester_1 = require("./adapter/backtester");
 const adapter_1 = require("./adapter");
-const paper_1 = require("./adapter/paper");
 const domain_1 = require("./domain");
 const store_1 = require("./store");
 class Bootstrap {
@@ -29,8 +27,8 @@ class Bootstrap {
         const store = new store_1.Store();
         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 backtester_1.BacktesterAdapter(new paper_1.PaperAdapter(it, store, backtester), streamer)), store);
+        const streamer = new adapter_1.BacktesterStreamer(store, feed, backtester, listener);
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new adapter_1.BacktesterAdapter(new adapter_1.PaperAdapter(it, store, backtester), streamer)), store);
         const session = new domain_1.Session(store, aggregate, this.descriptor);
         return [session, streamer];
     }
@@ -45,7 +43,7 @@ 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);
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new adapter_1.PaperAdapter(it, store, paper)), store);
         return new domain_1.Session(store, aggregate, this.descriptor);
     }
     live() {

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,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"}
+{"version":3,"file":"bootstrap.js","sourceRoot":"","sources":["../src/bootstrap.ts"],"names":[],"mappings":";;;AAAA,uCAMmB;AACnB,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,4BAAkB,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,2BAAiB,CAAC,IAAI,sBAAY,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,sBAAY,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/balance.d.ts

@@ -1,7 +1,7 @@
 import { timestamp } from '../shared';
 import { Asset } from './';
-import { Position, PositionMode } from './position';
 import { Component } from './component';
+import { Position, PositionMode } from './position';
 export declare class Balance implements Component {
     readonly asset: Asset;
     timestamp: timestamp;

package/dist/domain/candle.d.ts

@@ -1,3 +1,4 @@
+import { Observable } from 'rxjs';
 import { timestamp } from '../shared';
 export declare class Candle {
     timestamp: timestamp;
@@ -8,3 +9,16 @@ export declare class Candle {
     constructor(timestamp: timestamp, open: number, high: number, low: number, close: number);
     apply(value: number): void;
 }
+export declare class CandleBuilder {
+    readonly timeframe: number;
+    private _candle;
+    get candle(): Candle;
+    constructor(timeframe: number);
+    append(value: number, timestamp: timestamp): Candle;
+}
+export declare function candle<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => number): (source: Observable<T>) => Observable<Candle>;
+export declare function mergeCandle<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => number, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;

package/dist/domain/candle.js

@@ -1,6 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Candle = void 0;
+exports.mergeCandle = exports.candle = exports.CandleBuilder = exports.Candle = void 0;
+const rxjs_1 = require("rxjs");
+const timeframe_1 = require("./timeframe");
 class Candle {
     constructor(timestamp, open, high, low, close) {
         this.timestamp = timestamp;
@@ -16,4 +18,66 @@ class Candle {
     }
 }
 exports.Candle = Candle;
+class CandleBuilder {
+    constructor(timeframe) {
+        this.timeframe = timeframe;
+    }
+    get candle() {
+        return this._candle;
+    }
+    append(value, timestamp) {
+        const frame = (0, timeframe_1.tf)(timestamp, this.timeframe);
+        if (!this._candle) {
+            this._candle = new Candle(frame, value, value, value, value);
+            return null;
+        }
+        if (this.candle.timestamp == frame) {
+            this.candle.apply(value);
+            return null;
+        }
+        const previous = this._candle;
+        this._candle = new Candle(frame, value, value, value, value);
+        return previous;
+    }
+}
+exports.CandleBuilder = CandleBuilder;
+function candle(timeframe, fn) {
+    return function (source) {
+        const builder = new CandleBuilder(timeframe);
+        let candle;
+        return source.pipe((0, rxjs_1.filter)(it => {
+            return (candle = builder.append(fn(it), it.timestamp)) != null;
+        }), (0, rxjs_1.map)(_ => candle), (0, rxjs_1.share)());
+    };
+}
+exports.candle = candle;
+function mergeCandle(timeframe, fn, history$) {
+    return function (source$) {
+        const builder = new CandleBuilder(timeframe);
+        let hasMergedHistory = false;
+        return (0, rxjs_1.concat)(history$.pipe((0, rxjs_1.skipLast)(1)), source$.pipe((0, rxjs_1.withLatestFrom)(history$.pipe((0, rxjs_1.last)())), (0, rxjs_1.mergeMap)(([it, history]) => {
+            const completed = builder.append(fn(it), it.timestamp);
+            if (completed) {
+                if (completed.timestamp == history.timestamp) {
+                    completed.open = history.open;
+                    completed.high = Math.max(completed.high, history.high);
+                    completed.low = Math.min(completed.low, history.low);
+                    hasMergedHistory = true;
+                }
+                else if (completed.timestamp > history.timestamp) {
+                    if (!hasMergedHistory) {
+                        hasMergedHistory = true;
+                        return [history, completed];
+                    }
+                }
+                else if (completed.timestamp < history.timestamp) {
+                    throw new Error('invalid candle sequence, input data is to old.');
+                }
+                return [completed];
+            }
+            return [];
+        })));
+    };
+}
+exports.mergeCandle = mergeCandle;
 //# sourceMappingURL=candle.js.map

package/dist/domain/candle.js.map

@@ -1 +1 @@
-{"version":3,"file":"candle.js","sourceRoot":"","sources":["../../src/domain/candle.ts"],"names":[],"mappings":";;;AAEA,MAAa,MAAM;IACjB,YACS,SAAoB,EACpB,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa;QAJb,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAQ;QACZ,SAAI,GAAJ,IAAI,CAAQ;QACZ,QAAG,GAAH,GAAG,CAAQ;QACX,UAAK,GAAL,KAAK,CAAQ;IACnB,CAAC;IAEJ,KAAK,CAAC,KAAa;QACjB,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;QACvC,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;QACrC,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;IACrB,CAAC;CACF;AAdD,wBAcC"}
+{"version":3,"file":"candle.js","sourceRoot":"","sources":["../../src/domain/candle.ts"],"names":[],"mappings":";;;AAAA,+BAUc;AAEd,2CAAiC;AAEjC,MAAa,MAAM;IACjB,YACS,SAAoB,EACpB,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa;QAJb,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAQ;QACZ,SAAI,GAAJ,IAAI,CAAQ;QACZ,QAAG,GAAH,GAAG,CAAQ;QACX,UAAK,GAAL,KAAK,CAAQ;IACnB,CAAC;IAEJ,KAAK,CAAC,KAAa;QACjB,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;QACvC,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;QACrC,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;IACrB,CAAC;CACF;AAdD,wBAcC;AAED,MAAa,aAAa;IAOxB,YAAqB,SAAiB;QAAjB,cAAS,GAAT,SAAS,CAAQ;IAAG,CAAC;IAJ1C,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,OAAO,CAAC;IACtB,CAAC;IAID,MAAM,CAAC,KAAa,EAAE,SAAoB;QACxC,MAAM,KAAK,GAAG,IAAA,cAAE,EAAC,SAAS,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;QAE5C,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE;YACjB,IAAI,CAAC,OAAO,GAAG,IAAI,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;YAE7D,OAAO,IAAI,CAAC;SACb;QAED,IAAI,IAAI,CAAC,MAAM,CAAC,SAAS,IAAI,KAAK,EAAE;YAClC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;YAEzB,OAAO,IAAI,CAAC;SACb;QAED,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC;QAE9B,IAAI,CAAC,OAAO,GAAG,IAAI,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;QAC7D,OAAO,QAAQ,CAAC;IAClB,CAAC;CACF;AA7BD,sCA6BC;AAED,SAAgB,MAAM,CACpB,SAAiB,EACjB,EAAoB;IAEpB,OAAO,UAAU,MAAqB;QACpC,MAAM,OAAO,GAAG,IAAI,aAAa,CAAC,SAAS,CAAC,CAAC;QAC7C,IAAI,MAAc,CAAC;QAEnB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,OAAO,CAAC,MAAM,GAAG,OAAO,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC,IAAI,IAAI,CAAC;QACjE,CAAC,CAAC,EACF,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,CAAC,MAAM,CAAC,EAChB,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAhBD,wBAgBC;AAED,SAAgB,WAAW,CACzB,SAAiB,EACjB,EAAoB,EACpB,QAA4B;IAE5B,OAAO,UAAU,OAAsB;QACrC,MAAM,OAAO,GAAG,IAAI,aAAa,CAAC,SAAS,CAAC,CAAC;QAC7C,IAAI,gBAAgB,GAAG,KAAK,CAAC;QAE7B,OAAO,IAAA,aAAM,EACX,QAAQ,CAAC,IAAI,CAAC,IAAA,eAAQ,EAAC,CAAC,CAAC,CAAC,EAC1B,OAAO,CAAC,IAAI,CACV,IAAA,qBAAc,EAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,WAAI,GAAE,CAAC,CAAC,EACrC,IAAA,eAAQ,EAAC,CAAC,CAAC,EAAE,EAAE,OAAO,CAAC,EAAE,EAAE;YACzB,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC;YAEvD,IAAI,SAAS,EAAE;gBACb,IAAI,SAAS,CAAC,SAAS,IAAI,OAAO,CAAC,SAAS,EAAE;oBAC5C,SAAS,CAAC,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;oBAC9B,SAAS,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,SAAS,CAAC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC;oBACxD,SAAS,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,SAAS,CAAC,GAAG,EAAE,OAAO,CAAC,GAAG,CAAC,CAAC;oBAErD,gBAAgB,GAAG,IAAI,CAAC;iBACzB;qBAAM,IAAI,SAAS,CAAC,SAAS,GAAG,OAAO,CAAC,SAAS,EAAE;oBAClD,IAAI,CAAC,gBAAgB,EAAE;wBACrB,gBAAgB,GAAG,IAAI,CAAC;wBACxB,OAAO,CAAC,OAAO,EAAE,SAAS,CAAC,CAAC;qBAC7B;iBACF;qBAAM,IAAI,SAAS,CAAC,SAAS,GAAG,OAAO,CAAC,SAAS,EAAE;oBAClD,MAAM,IAAI,KAAK,CAAC,gDAAgD,CAAC,CAAC;iBACnE;gBAED,OAAO,CAAC,SAAS,CAAC,CAAC;aACpB;YAED,OAAO,EAAE,CAAC;QACZ,CAAC,CAAC,CACH,CACF,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAxCD,kCAwCC"}

package/dist/domain/candle.spec.js

@@ -1,11 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const rxjs_1 = require("rxjs");
-const operators_1 = require("rxjs/operators");
-const event_1 = require("../store/event");
 const shared_1 = require("../shared");
+const store_1 = require("../store");
 const candle_1 = require("./candle");
-const candle_builder_1 = require("./candle-builder");
 const instrument_1 = require("./instrument");
 const timeframe_1 = require("./timeframe");
 describe('candle tests', () => {
@@ -27,14 +25,14 @@ describe('candle tests', () => {
             new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 3, 3, 3.5, 2.5, 4)
         ]);
         const input$ = (0, rxjs_1.from)([
-            new event_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 3),
-            new event_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
-            new event_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 5)
+            new store_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 3),
+            new store_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
+            new store_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 5)
         ]);
         const high = [1.5, 2.5, 5, 3];
         input$
-            .pipe((0, candle_builder_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
-            .pipe((0, operators_1.map)(it => {
+            .pipe((0, candle_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
+            .pipe((0, rxjs_1.map)(it => {
             expect(it.high).toBe(high.shift());
             if (!high.length) {
                 done();
@@ -51,14 +49,14 @@ describe('candle tests', () => {
             new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 3, 3, 3.5, 2.5, 4)
         ]);
         const input$ = (0, rxjs_1.from)([
-            new event_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
-            new event_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 5),
-            new event_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 6)
+            new store_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
+            new store_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 5),
+            new store_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 6)
         ]);
         const high = [1.5, 2.5, 3.5, 5, 3];
         input$
-            .pipe((0, candle_builder_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
-            .pipe((0, operators_1.map)(it => {
+            .pipe((0, candle_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
+            .pipe((0, rxjs_1.map)(it => {
             expect(it.high).toBe(high.shift());
             if (!high.length) {
                 done();

package/dist/domain/candle.spec.js.map

@@ -1 +1 @@
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package/dist/domain/index.d.ts

@@ -1,15 +1,13 @@
 export * from './asset';
-export * from './instrument';
 export * from './balance';
-export * from './order';
-export * from './orderbook';
+export * from './candle';
 export * from './commission';
 export * from './component';
-export * from './candle';
-export * from './candle-builder';
-export * from './timeframe';
+export * from './instrument';
+export * from './order';
+export * from './orderbook';
 export * from './position';
-export * from './trade';
 export * from './session';
-export * from './session-descriptor';
 export * from './statement';
+export * from './timeframe';
+export * from './trade';

package/dist/domain/index.js

@@ -11,18 +11,16 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./asset"), exports);
-__exportStar(require("./instrument"), exports);
 __exportStar(require("./balance"), exports);
-__exportStar(require("./order"), exports);
-__exportStar(require("./orderbook"), exports);
+__exportStar(require("./candle"), exports);
 __exportStar(require("./commission"), exports);
 __exportStar(require("./component"), exports);
-__exportStar(require("./candle"), exports);
-__exportStar(require("./candle-builder"), exports);
-__exportStar(require("./timeframe"), exports);
+__exportStar(require("./instrument"), exports);
+__exportStar(require("./order"), exports);
+__exportStar(require("./orderbook"), exports);
 __exportStar(require("./position"), exports);
-__exportStar(require("./trade"), exports);
 __exportStar(require("./session"), exports);
-__exportStar(require("./session-descriptor"), exports);
 __exportStar(require("./statement"), exports);
+__exportStar(require("./timeframe"), exports);
+__exportStar(require("./trade"), exports);
 //# sourceMappingURL=index.js.map

package/dist/domain/index.js.map

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

package/dist/domain/order.d.ts

@@ -1,6 +1,6 @@
+import { timestamp } from '../shared';
 import { Component } from './component';
 import { InstrumentSelector } from './instrument';
-import { timestamp } from '../shared';
 export declare type OrderSide = 'SELL' | 'BUY';
 export declare type OrderType = 'MARKET' | 'LIMIT' | 'STOP-MARKET' | 'STOP-LIMIT';
 export declare type OrderState = 'NEW' | 'PENDING' | 'FILLED' | 'CANCELING' | 'CANCELED' | 'REJECTED';

package/dist/domain/order.js.map

@@ -1 +1 @@
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+{"version":3,"file":"order.js","sourceRoot":"","sources":["../../src/domain/order.ts"],"names":[],"mappings":";;;AAAA,+BAA0B;AAe1B,MAAa,KAAK;IAiEhB,YACW,UAA8B,EAC9B,IAAe,EACf,IAAe,EACf,QAAgB,EAChB,OAAe,IAAI,EACnB,WAAmB,IAAI;QALvB,eAAU,GAAV,UAAU,CAAoB;QAC9B,SAAI,GAAJ,IAAI,CAAW;QACf,SAAI,GAAJ,IAAI,CAAW;QACf,aAAQ,GAAR,QAAQ,CAAQ;QAChB,SAAI,GAAJ,IAAI,CAAe;QACnB,aAAQ,GAAR,QAAQ,CAAe;QArElC,OAAE,GAAG,IAAA,SAAE,GAAE,CAAC;QAEV,UAAK,GAAe,KAAK,CAAC;QAqExB,IAAI,QAAQ,IAAI,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,EAAE;YAC3C,MAAM,IAAI,KAAK,CAAC,2BAA2B,QAAQ,EAAE,CAAC,CAAC;SACxD;QAED,IAAI,IAAI,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,IAAI,IAAI,CAAC,CAAC,EAAE;YACjD,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;SACvC;IACH,CAAC;IArED,MAAM,CAAC,UAAU,CAAC,UAA8B,EAAE,QAAgB;QAChE,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,MAAM,EAAE,QAAQ,EAAE,QAAQ,CAAC,CAAC;IAC3D,CAAC;IAED,MAAM,CAAC,SAAS,CAAC,UAA8B,EAAE,QAAgB;QAC/D,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,KAAK,EAAE,QAAQ,EAAE,QAAQ,CAAC,CAAC;IAC1D,CAAC;IAED,MAAM,CAAC,SAAS,CACd,UAA8B,EAC9B,QAAgB,EAChB,IAAY;QAEZ,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,IAAI,CAAC,CAAC;IAChE,CAAC;IAED,MAAM,CAAC,QAAQ,CAAC,UAA8B,EAAE,QAAgB,EAAE,IAAY;QAC5E,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,KAAK,EAAE,OAAO,EAAE,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC/D,CAAC;IAED,MAAM,CAAC,cAAc,CACnB,UAA8B,EAC9B,QAAgB,EAChB,QAAgB;QAEhB,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,MAAM,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,EAAE,QAAQ,CAAC,CAAC;IAChF,CAAC;IAED,MAAM,CAAC,aAAa,CAClB,UAA8B,EAC9B,QAAgB,EAChB,QAAgB;QAEhB,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,KAAK,EAAE,aAAa,EAAE,QAAQ,EAAE,IAAI,EAAE,QAAQ,CAAC,CAAC;IAC/E,CAAC;IAED,MAAM,CAAC,aAAa,CAClB,UAA8B,EAC9B,QAAgB,EAChB,IAAY,EACZ,QAAgB;QAEhB,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,MAAM,EAAE,YAAY,EAAE,QAAQ,EAAE,IAAI,EAAE,QAAQ,CAAC,CAAC;IAC/E,CAAC;IAED,MAAM,CAAC,YAAY,CACjB,UAA8B,EAC9B,QAAgB,EAChB,IAAY,EACZ,QAAgB;QAEhB,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,KAAK,EAAE,YAAY,EAAE,QAAQ,EAAE,IAAI,EAAE,QAAQ,CAAC,CAAC;IAC9E,CAAC;IAmBD,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AArFD,sBAqFC"}

package/dist/domain/orderbook.d.ts

@@ -1,5 +1,5 @@
-import { timestamp } from '../shared';
 import { Instrument } from '../domain';
+import { timestamp } from '../shared';
 import { Component } from './component';
 export declare class Orderbook implements Component {
     readonly instrument: Instrument;

package/dist/domain/position.d.ts

@@ -1,7 +1,7 @@
+import { Observable } from 'rxjs';
 import { Instrument } from '../domain';
-import { Component } from './component';
 import { timestamp } from '../shared';
-import { Observable } from 'rxjs';
+import { Component } from './component';
 export declare type PositionMode = 'CROSS' | 'ISOLATED';
 export declare class Position implements Component {
     readonly id: string;

package/dist/domain/position.js

@@ -1,8 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.positionsFlat = exports.Position = void 0;
+const rxjs_1 = require("rxjs");
 const shared_1 = require("../shared");
-const operators_1 = require("rxjs/operators");
 class Position {
     constructor(id, instrument) {
         this.id = id;
@@ -24,7 +24,7 @@ class Position {
 exports.Position = Position;
 function positionsFlat() {
     return function (source) {
-        return source.pipe((0, operators_1.map)(it => {
+        return source.pipe((0, rxjs_1.map)(it => {
             if (it.length > 1) {
                 return {
                     size: it.reduce((aggregate, position) => aggregate + position.size, 0),
@@ -41,7 +41,7 @@ function positionsFlat() {
                 size: 0,
                 rate: 0
             };
-        }), (0, operators_1.share)());
+        }), (0, rxjs_1.share)());
     };
 }
 exports.positionsFlat = positionsFlat;

package/dist/domain/position.js.map

@@ -1 +1 @@
-{"version":3,"file":"position.js","sourceRoot":"","sources":["../../src/domain/position.ts"],"names":[],"mappings":";;;AAEA,sCAAyD;AAEzD,8CAA4C;AAI5C,MAAa,QAAQ;IAcnB,YAAqB,EAAU,EAAW,UAAsB;QAA3C,OAAE,GAAF,EAAE,CAAQ;QAAW,eAAU,GAAV,UAAU,CAAY;QAThE,SAAI,GAAiB,OAAO,CAAC;QAC7B,2BAAsB,GAAG,CAAC,CAAC;IAQwC,CAAC;IANpE,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,IAAI,CAC/B,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,oBAAoB,CAAC,GAAG,IAAI,CAAC,QAAQ,CAClE,CAAC;IACJ,CAAC;IAID,YAAY,CAAC,IAAY;QACvB,IAAI,CAAC,sBAAsB,GAAG,IAAA,YAAG,EAAC,IAAI,CAAC,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;QAE9E,OAAO,IAAI,CAAC,sBAAsB,CAAC;IACrC,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAzBD,4BAyBC;AAED,SAAgB,aAAa;IAC3B,OAAO,UACL,MAA8B;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,EAAE,CAAC,MAAM,GAAG,CAAC,EAAE;gBACjB,OAAO;oBACL,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CAAC,SAAS,GAAG,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;oBACtE,IAAI,EAAE,IAAA,qBAAY,EAChB,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,oBAAoB,CAAC,EACnC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CACpB;iBACF,CAAC;aACH;YAED,IAAI,EAAE,CAAC,MAAM,IAAI,CAAC,EAAE;gBAClB,OAAO;oBACL,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI;oBAChB,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,oBAAoB;iBACjC,CAAC;aACH;YAED,OAAO;gBACL,IAAI,EAAE,CAAC;gBACP,IAAI,EAAE,CAAC;aACR,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,iBAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,sCA+BC"}
+{"version":3,"file":"position.js","sourceRoot":"","sources":["../../src/domain/position.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,sCAAyD;AAKzD,MAAa,QAAQ;IAcnB,YAAqB,EAAU,EAAW,UAAsB;QAA3C,OAAE,GAAF,EAAE,CAAQ;QAAW,eAAU,GAAV,UAAU,CAAY;QAThE,SAAI,GAAiB,OAAO,CAAC;QAC7B,2BAAsB,GAAG,CAAC,CAAC;IAQwC,CAAC;IANpE,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,IAAI,CAC/B,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,oBAAoB,CAAC,GAAG,IAAI,CAAC,QAAQ,CAClE,CAAC;IACJ,CAAC;IAID,YAAY,CAAC,IAAY;QACvB,IAAI,CAAC,sBAAsB,GAAG,IAAA,YAAG,EAAC,IAAI,CAAC,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;QAE9E,OAAO,IAAI,CAAC,sBAAsB,CAAC;IACrC,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAzBD,4BAyBC;AAED,SAAgB,aAAa;IAC3B,OAAO,UACL,MAA8B;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,EAAE,CAAC,MAAM,GAAG,CAAC,EAAE;gBACjB,OAAO;oBACL,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CAAC,SAAS,GAAG,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;oBACtE,IAAI,EAAE,IAAA,qBAAY,EAChB,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,oBAAoB,CAAC,EACnC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CACpB;iBACF,CAAC;aACH;YAED,IAAI,EAAE,CAAC,MAAM,IAAI,CAAC,EAAE;gBAClB,OAAO;oBACL,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI;oBAChB,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,oBAAoB;iBACjC,CAAC;aACH;YAED,OAAO;gBACL,IAAI,EAAE,CAAC;gBACP,IAAI,EAAE,CAAC;aACR,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,sCA+BC"}

package/dist/domain/session.d.ts

@@ -1,10 +1,21 @@
-import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Position, Orderbook, OrderState } from '../domain';
-import { Store } from '../store';
 import { Observable } from 'rxjs';
+import { Adapter, BacktesterOptions, PaperOptions } from '../adapter';
 import { AdapterAggregate } from '../adapter/adapter-aggregate';
+import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Orderbook, OrderState, Position } from '../domain';
 import { Trade } from '../domain/trade';
-import { SessionDescriptor } from './session-descriptor';
+import { Feed, Measurement } from '../storage';
+import { Store } from '../store';
 declare type Optional<T, K extends keyof T> = Omit<T, K> & Partial<T>;
+export interface SessionDescriptor {
+    id?: number;
+    adapter: Adapter[];
+    feed?: Feed;
+    measurement?: Measurement;
+    options?: {
+        backtester?: BacktesterOptions;
+        paper?: PaperOptions;
+    };
+}
 export declare class Session {
     readonly store: Store;
     readonly aggregate: AdapterAggregate;