@quantform/core 0.4.11 → 0.5.13

package/dist/cli/internal/workspace.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getModule = exports.buildDirectory = void 0;
+const path_1 = require("path");
+const shared_1 = require("./../../shared");
+function buildDirectory() {
+    return (0, path_1.join)(process.cwd(), (0, shared_1.workingDirectory)(), 'build');
+}
+exports.buildDirectory = buildDirectory;
+async function getModule(name) {
+    return await Promise.resolve().then(() => require((0, path_1.join)(buildDirectory(), name)));
+}
+exports.getModule = getModule;
+//# sourceMappingURL=workspace.js.map

package/dist/cli/internal/workspace.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"workspace.js","sourceRoot":"","sources":["../../../src/cli/internal/workspace.ts"],"names":[],"mappings":";;;AAAA,+BAA4B;AAI5B,2CAAkD;AAOlD,SAAgB,cAAc;IAC5B,OAAO,IAAA,WAAI,EAAC,OAAO,CAAC,GAAG,EAAE,EAAE,IAAA,yBAAgB,GAAE,EAAE,OAAO,CAAC,CAAC;AAC1D,CAAC;AAFD,wCAEC;AAEM,KAAK,UAAU,SAAS,CAAC,IAAY;IAC1C,OAAO,2CAAa,IAAA,WAAI,EAAC,cAAc,EAAE,EAAE,IAAI,CAAC,EAAC,CAAC;AACpD,CAAC;AAFD,8BAEC"}

package/dist/cli/pull.d.ts

@@ -0,0 +1 @@
+export default function (name: string, instrument: string, options: any): Promise<void>;

package/dist/cli/pull.js

@@ -0,0 +1,50 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const cli_progress_1 = require("cli-progress");
+const bootstrap_1 = require("../bootstrap");
+const domain_1 = require("../domain");
+const storage_1 = require("../storage");
+const build_1 = require("./build");
+const workspace_1 = require("./internal/workspace");
+async function default_1(name, instrument, options) {
+    if (await (0, build_1.default)()) {
+        return;
+    }
+    const id = options.id ? Number(options.id) : undefined;
+    const module = await (0, workspace_1.getModule)(name);
+    const bootstrap = new bootstrap_1.Bootstrap(module.descriptor);
+    const session = bootstrap.useSessionId(id).paper();
+    if (!module.descriptor.storage) {
+        throw new Error('Please provide a "storage" property in session descriptor.');
+    }
+    const from = options.from
+        ? Date.parse(options.from)
+        : module.descriptor.simulation.from;
+    if (!from) {
+        throw new Error('Please set a "from" date in session descriptor or provide the date as parameter.');
+    }
+    const to = options.to ? Date.parse(options.to) : module.descriptor.simulation.to;
+    if (!to) {
+        throw new Error('Please set a "to" date in session descriptor or provide the date as parameter.');
+    }
+    await session.awake(undefined);
+    const bar = new cli_progress_1.SingleBar({}, cli_progress_1.Presets.shades_classic);
+    const feed = new storage_1.Feed(module.descriptor.storage.create('feed'));
+    bar.start(100, 0);
+    await session.aggregate.feed({
+        instrument: (0, domain_1.instrumentOf)(instrument),
+        from,
+        to,
+        destination: feed,
+        callback: timestamp => {
+            const duration = to - from;
+            const completed = timestamp - from;
+            bar.update(Math.floor((completed / duration) * 100));
+        }
+    });
+    bar.update(100);
+    bar.stop();
+    await session.dispose();
+}
+exports.default = default_1;
+//# sourceMappingURL=pull.js.map

package/dist/cli/pull.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"pull.js","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":";;AAAA,+CAAkD;AAElD,4CAAyC;AACzC,sCAAyC;AACzC,wCAAkC;AAClC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,UAAkB,EAAE,OAAY;IAC3E,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,MAAM,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;IAE/B,MAAM,GAAG,GAAG,IAAI,wBAAS,CAAC,EAAE,EAAE,sBAAO,CAAC,cAAc,CAAC,CAAC;IACtD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC;IAEhE,GAAG,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAElB,MAAM,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC;QAC3B,UAAU,EAAE,IAAA,qBAAY,EAAC,UAAU,CAAC;QACpC,IAAI;QACJ,EAAE;QACF,WAAW,EAAE,IAAI;QACjB,QAAQ,EAAE,SAAS,CAAC,EAAE;YACpB,MAAM,QAAQ,GAAG,EAAE,GAAG,IAAI,CAAC;YAC3B,MAAM,SAAS,GAAG,SAAS,GAAG,IAAI,CAAC;YAEnC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;QACvD,CAAC;KACF,CAAC,CAAC;IAEH,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAChB,GAAG,CAAC,IAAI,EAAE,CAAC;IAEX,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;AAC1B,CAAC;AA1DD,4BA0DC"}

package/dist/cli/run.d.ts

@@ -0,0 +1 @@
+export default function (name: any, options: any): Promise<void>;

package/dist/cli/run.js

@@ -0,0 +1,19 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const dotenv = require("dotenv");
+const bootstrap_1 = require("../bootstrap");
+const build_1 = require("./build");
+const workspace_1 = require("./internal/workspace");
+async function default_1(name, options) {
+    if (await (0, build_1.default)()) {
+        return;
+    }
+    dotenv.config();
+    const id = options.id ? Number(options.id) : undefined;
+    const module = await (0, workspace_1.getModule)(name);
+    const bootstrap = new bootstrap_1.Bootstrap(module.descriptor);
+    const session = bootstrap.useSessionId(id).live();
+    await session.awake(module.default);
+}
+exports.default = default_1;
+//# sourceMappingURL=run.js.map

package/dist/cli/run.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"run.js","sourceRoot":"","sources":["../../src/cli/run.ts"],"names":[],"mappings":";;AAAA,iCAAiC;AAEjC,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAI,EAAE,OAAY;IAC/C,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,CAAC,MAAM,EAAE,CAAC;IAEhB,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC;IAElD,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;AACtC,CAAC;AAfD,4BAeC"}

package/dist/cli/test.d.ts

@@ -0,0 +1 @@
+export default function (name: any, options: any): Promise<void>;

package/dist/cli/test.js

@@ -0,0 +1,37 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const bootstrap_1 = require("../bootstrap");
+const build_1 = require("./build");
+const workspace_1 = require("./internal/workspace");
+async function default_1(name, options) {
+    if (await (0, build_1.default)()) {
+        return;
+    }
+    const module = await (0, workspace_1.getModule)(name);
+    const bootstrap = new bootstrap_1.Bootstrap(module.descriptor);
+    if (!module.descriptor.storage) {
+        throw new Error('Please provide a "storage" property in session descriptor.');
+    }
+    const from = options.from
+        ? Date.parse(options.from)
+        : module.descriptor.simulation.from;
+    if (!from) {
+        throw new Error('Please set a "from" date in session descriptor or provide the date as parameter.');
+    }
+    const to = options.to ? Date.parse(options.to) : module.descriptor.simulation.to;
+    if (!to) {
+        throw new Error('Please set a "to" date in session descriptor or provide the date as parameter.');
+    }
+    await new Promise(async (resolve) => {
+        const [session] = bootstrap.useBacktestPeriod(from, to).backtest({
+            onBacktestCompleted: async () => {
+                await session.dispose();
+                console.log('backtest completed.');
+                resolve();
+            }
+        });
+        await session.awake(module.default);
+    });
+}
+exports.default = default_1;
+//# sourceMappingURL=test.js.map

package/dist/cli/test.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"test.js","sourceRoot":"","sources":["../../src/cli/test.ts"],"names":[],"mappings":";;AACA,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAI,EAAE,OAAY;IAC/C,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,MAAM,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;QACtC,MAAM,CAAC,OAAO,CAAC,GAAG,SAAS,CAAC,iBAAiB,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC;YAC/D,mBAAmB,EAAE,KAAK,IAAI,EAAE;gBAC9B,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;gBAExB,OAAO,CAAC,GAAG,CAAC,qBAAqB,CAAC,CAAC;gBAEnC,OAAO,EAAE,CAAC;YACZ,CAAC;SACF,CAAC,CAAC;QAEH,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC;AA5CD,4BA4CC"}

package/dist/domain/balance.d.ts

@@ -4,12 +4,13 @@ import { Component } from './component';
 import { Position, PositionMode } from './position';
 export declare class Balance implements Component {
     readonly asset: Asset;
+    kind: string;
     timestamp: timestamp;
     readonly maintenanceMarginRate = 1;
-    private _free;
-    private _freezed;
+    private available;
+    private unavailable;
     get free(): number;
-    get freezed(): number;
+    get locked(): number;
     get total(): number;
     position: Record<string, Position>;
     constructor(asset: Asset);

package/dist/domain/balance.js

@@ -4,49 +4,50 @@ exports.Balance = void 0;
 class Balance {
     constructor(asset) {
         this.asset = asset;
+        this.kind = 'balance';
         this.maintenanceMarginRate = 1;
-        this._free = 0;
-        this._freezed = 0;
+        this.available = 0;
+        this.unavailable = 0;
         this.position = {};
     }
     get free() {
-        return (this._free +
+        return (this.available +
             this.getEstimatedUnrealizedPnL('CROSS') -
             this.getEstimatedMaintenanceMargin('CROSS'));
     }
-    get freezed() {
-        return this._freezed;
+    get locked() {
+        return this.unavailable;
     }
     get total() {
-        return (this._free + this._freezed + this.getEstimatedUnrealizedPnL());
+        return (this.available + this.unavailable + this.getEstimatedUnrealizedPnL());
     }
     transact(amount) {
-        if (this._free + amount < 0) {
-            throw new Error(`invalid balance amount has: ${this._free} wants: ${amount}`);
+        if (this.available + amount < 0) {
+            throw new Error(`invalid balance amount has: ${this.available} wants: ${amount}`);
         }
-        this._free += amount;
+        this.available += amount;
     }
     set(free, freezed) {
         if (free != null) {
-            this._free = free;
+            this.available = free;
         }
         if (freezed != null) {
-            this._freezed = freezed;
+            this.unavailable = freezed;
         }
     }
     freez(amount) {
-        if (this._free < amount) {
-            throw new Error(`insufficient funds has: ${this._free} wants: ${amount}`);
+        if (this.available < amount) {
+            throw new Error(`insufficient funds has: ${this.available} wants: ${amount}`);
         }
-        this._free -= amount;
-        this._freezed += amount;
+        this.available -= amount;
+        this.unavailable += amount;
     }
     unfreez(amount) {
-        if (this._freezed < amount) {
-            throw new Error(`insufficient funds has: ${this._freezed} wants: ${amount}`);
+        if (this.unavailable < amount) {
+            throw new Error(`insufficient funds has: ${this.unavailable} wants: ${amount}`);
         }
-        this._free += amount;
-        this._freezed -= amount;
+        this.available += amount;
+        this.unavailable -= amount;
     }
     getEstimatedUnrealizedPnL(mode) {
         return Object.values(this.position).reduce((aggregate, position) => (aggregate +=

package/dist/domain/balance.js.map

@@ -1 +1 @@
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+{"version":3,"file":"balance.js","sourceRoot":"","sources":["../../src/domain/balance.ts"],"names":[],"mappings":";;;AAQA,MAAa,OAAO;IA2ClB,YAA4B,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QA1CxC,SAAI,GAAG,SAAS,CAAC;QAGR,0BAAqB,GAAG,CAAC,CAAC;QAE3B,cAAS,GAAG,CAAC,CAAC;QACd,gBAAW,GAAG,CAAC,CAAC;QAkCxB,aAAQ,GAA6B,EAAE,CAAC;IAEG,CAAC;IA/B5C,IAAI,IAAI;QACN,OAAO,CACL,IAAI,CAAC,SAAS;YACd,IAAI,CAAC,yBAAyB,CAAC,OAAO,CAAC;YACvC,IAAI,CAAC,6BAA6B,CAAC,OAAO,CAAC,CAC5C,CAAC;IACJ,CAAC;IAKD,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,WAAW,CAAC;IAC1B,CAAC;IAMD,IAAI,KAAK;QACP,OAAO,CACL,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,yBAAyB,EAAE,CAErE,CAAC;IACJ,CAAC;IASD,QAAQ,CAAC,MAAc;QACrB,IAAI,IAAI,CAAC,SAAS,GAAG,MAAM,GAAG,CAAC,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,+BAA+B,IAAI,CAAC,SAAS,WAAW,MAAM,EAAE,CAAC,CAAC;SACnF;QAED,IAAI,CAAC,SAAS,IAAI,MAAM,CAAC;IAC3B,CAAC;IAED,GAAG,CAAC,IAAY,EAAE,OAAe;QAC/B,IAAI,IAAI,IAAI,IAAI,EAAE;YAChB,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;SACvB;QAED,IAAI,OAAO,IAAI,IAAI,EAAE;YACnB,IAAI,CAAC,WAAW,GAAG,OAAO,CAAC;SAC5B;IACH,CAAC;IAMD,KAAK,CAAC,MAAc;QAClB,IAAI,IAAI,CAAC,SAAS,GAAG,MAAM,EAAE;YAC3B,MAAM,IAAI,KAAK,CAAC,2BAA2B,IAAI,CAAC,SAAS,WAAW,MAAM,EAAE,CAAC,CAAC;SAC/E;QAED,IAAI,CAAC,SAAS,IAAI,MAAM,CAAC;QACzB,IAAI,CAAC,WAAW,IAAI,MAAM,CAAC;IAC7B,CAAC;IAED,OAAO,CAAC,MAAc;QACpB,IAAI,IAAI,CAAC,WAAW,GAAG,MAAM,EAAE;YAC7B,MAAM,IAAI,KAAK,CAAC,2BAA2B,IAAI,CAAC,WAAW,WAAW,MAAM,EAAE,CAAC,CAAC;SACjF;QAED,IAAI,CAAC,SAAS,IAAI,MAAM,CAAC;QACzB,IAAI,CAAC,WAAW,IAAI,MAAM,CAAC;IAC7B,CAAC;IAKD,yBAAyB,CAAC,IAAmB;QAC3C,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,MAAM,CACxC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CACtB,CAAC,SAAS;YACR,IAAI,IAAI,IAAI,IAAI,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,sBAAsB,CAAC,EACxE,CAAC,CACF,CAAC;IACJ,CAAC;IAED,kBAAkB,CAAC,IAAmB;QACpC,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,MAAM,CACxC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CACtB,CAAC,SAAS,IAAI,IAAI,IAAI,IAAI,IAAI,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,EACpE,CAAC,CACF,CAAC;IACJ,CAAC;IAED,6BAA6B,CAAC,IAAmB;QAC/C,OAAO,IAAI,CAAC,kBAAkB,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,qBAAqB,CAAC;IACpE,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;IAC/B,CAAC;CACF;AAhHD,0BAgHC"}

package/dist/domain/balance.spec.js

@@ -7,7 +7,7 @@ describe('balance tests', () => {
         const sut = new balance_1.Balance(new asset_1.Asset('abc', 'xyz', 4));
         expect(sut.asset.toString()).toEqual('xyz:abc');
         expect(sut.free).toEqual(0);
-        expect(sut.freezed).toEqual(0);
+        expect(sut.locked).toEqual(0);
         expect(Object.keys(sut.position).length).toEqual(0);
     });
     test('should instantiate balance', () => {
@@ -15,7 +15,7 @@ describe('balance tests', () => {
         sut.set(100, 50);
         expect(sut.asset.toString()).toEqual('xyz:abc');
         expect(sut.free).toEqual(100);
-        expect(sut.freezed).toEqual(50);
+        expect(sut.locked).toEqual(50);
         expect(Object.keys(sut.position).length).toEqual(0);
     });
 });

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

@@ -1 +1 @@
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+{"version":3,"file":"balance.spec.js","sourceRoot":"","sources":["../../src/domain/balance.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,uCAAoC;AAEpC,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,IAAI,CAAC,kCAAkC,EAAE,GAAG,EAAE;QAC5C,MAAM,GAAG,GAAG,IAAI,iBAAO,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;QAEpD,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAChD,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACtC,MAAM,GAAG,GAAG,IAAI,iBAAO,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC;QAEpD,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;QAEjB,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAChD,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAC9B,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QAC/B,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/candle.d.ts

@@ -11,14 +11,16 @@ export declare class Candle {
 }
 export declare class CandleBuilder {
     readonly timeframe: number;
-    private _candle;
+    private current;
     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>;
+}>(timeframe: number, fn: (x: T) => number, options?: {
+    passThru: boolean;
+}): (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

@@ -23,31 +23,35 @@ class CandleBuilder {
         this.timeframe = timeframe;
     }
     get candle() {
-        return this._candle;
+        return this.current;
     }
     append(value, timestamp) {
         const frame = (0, timeframe_1.tf)(timestamp, this.timeframe);
-        if (!this._candle) {
-            this._candle = new Candle(frame, value, value, value, value);
+        if (!this.current) {
+            this.current = 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);
+        const previous = this.current;
+        this.current = new Candle(frame, value, value, value, value);
         return previous;
     }
 }
 exports.CandleBuilder = CandleBuilder;
-function candle(timeframe, fn) {
+function candle(timeframe, fn, options = { passThru: false }) {
     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)());
+        if (options.passThru) {
+            return source.pipe((0, rxjs_1.map)(it => {
+                builder.append(fn(it), it.timestamp);
+                return builder.candle;
+            }), (0, rxjs_1.share)());
+        }
+        return source.pipe((0, rxjs_1.filter)(it => (candle = builder.append(fn(it), it.timestamp)) != null), (0, rxjs_1.map)(_ => candle), (0, rxjs_1.share)());
     };
 }
 exports.candle = candle;

package/dist/domain/candle.js.map

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

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+{"version":3,"file":"candle.spec.js","sourceRoot":"","sources":["../../src/domain/candle.spec.ts"],"names":[],"mappings":";;AAAA,+BAAiC;AAEjC,sCAAgC;AAChC,oCAA2C;AAC3C,qCAA+C;AAC/C,6CAA4C;AAC5C,2CAAwC;AAExC,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9C,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC/B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2CAA2C,EAAE,IAAI,CAAC,EAAE;QACvD,MAAM,SAAS,GAAG,CAAC,CAAC;QACpB,MAAM,UAAU,GAAG,IAAA,yBAAY,EAAC,kBAAkB,CAAC,CAAC;QAEpD,MAAM,QAAQ,GAAG,IAAA,WAAI,EAAC;YACpB,IAAI,eAAM,CAAC,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YACxD,IAAI,eAAM,CAAC,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YACxD,IAAI,eAAM,CAAC,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;SACzD,CAAC,CAAC;QAEH,MAAM,MAAM,GAAG,IAAA,WAAI,EAAC;YAClB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,CAAC;YACnE,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,CAAC;YACnE,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,CAAC;SACpE,CAAC,CAAC;QAEH,MAAM,IAAI,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9B,MAAM;aACH,IAAI,CAAC,IAAA,oBAAW,EAAC,qBAAS,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;aACxD,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC;YAEnC,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE;gBAChB,IAAI,EAAE,CAAC;aACR;QACH,CAAC,CAAC,CACH;aACA,SAAS,EAAE,CAAC;IACjB,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,+CAA+C,EAAE,IAAI,CAAC,EAAE;QAC3D,MAAM,SAAS,GAAG,CAAC,CAAC;QACpB,MAAM,UAAU,GAAG,IAAA,yBAAY,EAAC,kBAAkB,CAAC,CAAC;QAEpD,MAAM,QAAQ,GAAG,IAAA,WAAI,EAAC;YACpB,IAAI,eAAM,CAAC,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YACxD,IAAI,eAAM,CAAC,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YACxD,IAAI,eAAM,CAAC,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;SACzD,CAAC,CAAC;QAEH,MAAM,MAAM,GAAG,IAAA,WAAI,EAAC;YAClB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,CAAC;YACnE,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,CAAC;YACnE,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,SAAS,GAAG,qBAAS,CAAC,EAAE,GAAG,CAAC,CAAC;SACpE,CAAC,CAAC;QAEH,MAAM,IAAI,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAEnC,MAAM;aACH,IAAI,CAAC,IAAA,oBAAW,EAAC,qBAAS,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;aACxD,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,CAAC,CAAC;YAEnC,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE;gBAChB,IAAI,EAAE,CAAC;aACR;QACH,CAAC,CAAC,CACH;aACA,SAAS,EAAE,CAAC;IACjB,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/component.d.ts

@@ -1,4 +1,5 @@
 import { timestamp } from '../shared';
 export interface Component {
+    kind: string;
     timestamp: timestamp;
 }

package/dist/domain/index.js

@@ -1,7 +1,11 @@
 "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]; } });
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
 }) : (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
     o[k2] = m[k];

package/dist/domain/index.js.map

@@ -1 +1 @@
-{"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"}
+{"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/instrument.d.ts

@@ -13,6 +13,7 @@ export declare class Instrument extends InstrumentSelector implements Component
     readonly base: Asset;
     readonly quote: Asset;
     readonly raw: string;
+    kind: string;
     timestamp: timestamp;
     commission: Commission;
     cross: Instrument;

package/dist/domain/instrument.js

@@ -19,6 +19,7 @@ class Instrument extends InstrumentSelector {
         this.base = base;
         this.quote = quote;
         this.raw = raw;
+        this.kind = 'instrument';
         this.leverage = null;
         if (base.adapter != quote.adapter) {
             throw new Error('Adapter mismatch!');

package/dist/domain/instrument.js.map

@@ -1 +1 @@
-{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAA+C;AAI/C,MAAa,kBAAkB;IAM7B,YAAY,IAAY,EAAE,KAAa,EAAE,OAAe;QACtD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QACzE,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAE3E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IACzD,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAhBD,gDAgBC;AAKD,MAAa,UAAW,SAAQ,kBAAkB;IAMhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;QADxB,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAF7E,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,OAAO,IAAI,KAAK,CAAC,OAAO,EAAE;YACjC,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;IACH,CAAC;CACF;AAbD,gCAaC;AAED,SAAgB,YAAY,CAAC,UAAkB;IAC7C,MAAM,OAAO,GAAG,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAEpC,OAAO,IAAI,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;AAChE,CAAC;AALD,oCAKC"}
+{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAA+C;AAI/C,MAAa,kBAAkB;IAM7B,YAAY,IAAY,EAAE,KAAa,EAAE,OAAe;QACtD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QACzE,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAE3E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IACzD,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAhBD,gDAgBC;AAKD,MAAa,UAAW,SAAQ,kBAAkB;IAOhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;QADxB,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAN7E,SAAI,GAAG,YAAY,CAAC;QAIpB,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,OAAO,IAAI,KAAK,CAAC,OAAO,EAAE;YACjC,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;IACH,CAAC;CACF;AAdD,gCAcC;AAED,SAAgB,YAAY,CAAC,UAAkB;IAC7C,MAAM,OAAO,GAAG,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAEpC,OAAO,IAAI,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;AAChE,CAAC;AALD,oCAKC"}

package/dist/domain/order.d.ts

@@ -11,8 +11,9 @@ export declare class Order implements Component {
     readonly quantity: number;
     readonly rate: number;
     readonly stopRate: number;
+    kind: string;
     timestamp: timestamp;
-    id: any;
+    id: string;
     externalId: string;
     state: OrderState;
     quantityExecuted: number;
@@ -28,5 +29,5 @@ export declare class Order implements Component {
     static sellStopLimit(instrument: InstrumentSelector, quantity: number, rate: number, stopRate: number): Order;
     static buyStopLimit(instrument: InstrumentSelector, quantity: number, rate: number, stopRate: number): Order;
     constructor(instrument: InstrumentSelector, side: OrderSide, type: OrderType, quantity: number, rate?: number, stopRate?: number);
-    toString(): any;
+    toString(): string;
 }

package/dist/domain/order.js

@@ -10,8 +10,10 @@ class Order {
         this.quantity = quantity;
         this.rate = rate;
         this.stopRate = stopRate;
+        this.kind = 'order';
         this.id = (0, uuid_1.v4)();
         this.state = 'NEW';
+        this.quantityExecuted = 0;
         if (quantity <= 0 || Number.isNaN(quantity)) {
             throw new Error(`invalid order quantity: ${quantity}`);
         }

package/dist/domain/order.js.map

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

@@ -3,6 +3,7 @@ import { timestamp } from '../shared';
 import { Component } from './component';
 export declare class Orderbook implements Component {
     readonly instrument: Instrument;
+    kind: string;
     timestamp: timestamp;
     bestAskRate: number;
     bestAskQuantity: number;

package/dist/domain/orderbook.js

@@ -4,6 +4,7 @@ exports.Orderbook = void 0;
 class Orderbook {
     constructor(instrument) {
         this.instrument = instrument;
+        this.kind = 'orderbook';
     }
     get midRate() {
         return this.instrument.quote.fixed((this.bestAskRate + this.bestBidRate) / 2);

package/dist/domain/orderbook.js.map

@@ -1 +1 @@
-{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAOA,MAAa,SAAS;IAWpB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;IAAG,CAAC;IAJtD,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC;IAID,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAhBD,8BAgBC"}
+{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAOA,MAAa,SAAS;IAYpB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QAXlD,SAAI,GAAG,WAAW,CAAC;IAWkC,CAAC;IAJtD,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC;IAID,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAjBD,8BAiBC"}

package/dist/domain/position.d.ts

@@ -6,6 +6,7 @@ export declare type PositionMode = 'CROSS' | 'ISOLATED';
 export declare class Position implements Component {
     readonly id: string;
     readonly instrument: Instrument;
+    kind: string;
     timestamp: timestamp;
     averageExecutionRate: number;
     size: number;

package/dist/domain/position.js

@@ -7,6 +7,7 @@ class Position {
     constructor(id, instrument) {
         this.id = id;
         this.instrument = instrument;
+        this.kind = 'position';
         this.mode = 'CROSS';
         this.estimatedUnrealizedPnL = 0;
     }

package/dist/domain/position.js.map

@@ -1 +1 @@
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+{"version":3,"file":"position.js","sourceRoot":"","sources":["../../src/domain/position.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,sCAAyD;AAKzD,MAAa,QAAQ;IAenB,YAAqB,EAAU,EAAW,UAAsB;QAA3C,OAAE,GAAF,EAAE,CAAQ;QAAW,eAAU,GAAV,UAAU,CAAY;QAdhE,SAAI,GAAG,UAAU,CAAC;QAKlB,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;AA1BD,4BA0BC;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

@@ -1,20 +1,14 @@
 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 { Feed, Measurement } from '../storage';
+import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Orderbook, OrderState, Position, Trade } from '../domain';
+import { StorageFactory } 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;
-    };
+    storage?: StorageFactory;
+    simulation?: PaperOptions & BacktesterOptions;
 }
 export declare class Session {
     readonly store: Store;
@@ -22,19 +16,12 @@ export declare class Session {
     readonly descriptor?: SessionDescriptor;
     private initialized;
     private subscription;
-    private worker;
     get timestamp(): number;
     readonly statement: Record<string, Record<string, any>>;
     constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
     awake(describe: (session: Session) => Observable<any>): Promise<void>;
     dispose(): Promise<void>;
     useStatement(section: string): Record<string, any>;
-    useMeasure<T extends {
-        timestamp: number;
-    }>(params: {
-        kind: string;
-        timestamp?: number;
-    }, defaultValue?: T): [Observable<T>, (value: Optional<T, 'timestamp'>) => void];
     useOptimizer(path: string): any;
     subscribe(instrument: Array<InstrumentSelector>): Promise<void>;
     open(order: Order): Observable<Order>;
@@ -50,4 +37,3 @@ export declare class Session {
     balance(selector: AssetSelector): Observable<Balance>;
     history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Candle>;
 }
-export {};