@quantform/core 0.4.11 → 0.5.15

package/dist/store/{event/store-order.event.spec.js → store-order.event.spec.js}

@@ -1,21 +1,21 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
 const store_1 = require("../store");
 const store_order_event_1 = require("./store-order.event");
 const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
-describe('order load event tests', () => {
+describe('OrderLoadEvent', () => {
     test('should load order to store', () => {
         const timestamp = (0, shared_1.now)();
         const store = new store_1.Store();
-        const order = domain_1.Order.buyMarket(instrument, 1.0);
+        const order = domain_1.Order.market(instrument, 1.0);
         order.state = 'PENDING';
-        store.snapshot.universe.instrument[instrument.toString()] = instrument;
-        store.snapshot.subscription.instrument[instrument.toString()] = instrument;
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
         store.dispatch(new store_order_event_1.OrderLoadEvent(order, timestamp));
-        expect(Object.keys(store.snapshot.order).length).toEqual(1);
-        expect(store.snapshot.order[order.id]).toEqual(order);
+        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
+        expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
     });
 });
 //# sourceMappingURL=store-order.event.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-order.event.spec.js","sourceRoot":"","sources":["../../src/store/store-order.event.spec.ts"],"names":[],"mappings":";;AAAA,sCAAqD;AACrD,sCAAgC;AAChC,oCAAiC;AACjC,2DAAqD;AAErD,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACtC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,UAAU,EAAE,GAAG,CAAC,CAAC;QAE5C,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;QAExB,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAE1D,KAAK,CAAC,QAAQ,CAAC,IAAI,kCAAc,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACjE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC/E,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/store/{event/store-orderbook.event.d.ts → store-orderbook.event.d.ts}

@@ -1,7 +1,7 @@
-import { InstrumentSelector } from '../../domain/instrument';
-import { timestamp } from '../../shared';
-import { State, StateChangeTracker } from '../store.state';
+import { InstrumentSelector } from '../domain';
+import { timestamp } from '../shared';
 import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
 export declare class OrderbookPatchEvent implements StoreEvent {
     readonly instrument: InstrumentSelector;
     readonly bestAskRate: number;
@@ -9,7 +9,6 @@ export declare class OrderbookPatchEvent implements StoreEvent {
     readonly bestBidRate: number;
     readonly bestBidQuantity: number;
     readonly timestamp: timestamp;
-    type: string;
     constructor(instrument: InstrumentSelector, bestAskRate: number, bestAskQuantity: number, bestBidRate: number, bestBidQuantity: number, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
 }
-export declare function OrderbookPatchEventHandler(event: OrderbookPatchEvent, state: State, changes: StateChangeTracker): void;

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

@@ -0,0 +1,42 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.OrderbookPatchEvent = void 0;
+const domain_1 = require("../domain");
+class OrderbookPatchEvent {
+    constructor(instrument, bestAskRate, bestAskQuantity, bestBidRate, bestBidQuantity, timestamp) {
+        this.instrument = instrument;
+        this.bestAskRate = bestAskRate;
+        this.bestAskQuantity = bestAskQuantity;
+        this.bestBidRate = bestBidRate;
+        this.bestBidQuantity = bestBidQuantity;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        if (!state.subscription.instrument.get(this.instrument.id)) {
+            throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+        }
+        const orderbook = state.orderbook.tryGetOrSet(this.instrument.id, () => new domain_1.Orderbook(state.universe.instrument.get(this.instrument.id)));
+        state.timestamp = this.timestamp;
+        orderbook.timestamp = this.timestamp;
+        orderbook.bestAskRate = orderbook.instrument.quote.fixed(this.bestAskRate);
+        orderbook.bestAskQuantity = orderbook.instrument.base.fixed(this.bestAskQuantity);
+        orderbook.bestBidRate = orderbook.instrument.quote.fixed(this.bestBidRate);
+        orderbook.bestBidQuantity = orderbook.instrument.base.fixed(this.bestBidQuantity);
+        const quote = state.balance.get(orderbook.instrument.quote.id);
+        if (quote) {
+            for (const position of Object.values(quote.position)) {
+                if (position.instrument.id != orderbook.instrument.id) {
+                    continue;
+                }
+                const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
+                position.calculateEstimatedUnrealizedPnL(rate);
+            }
+            if (quote.total < 0) {
+                throw new Error('liquidated');
+            }
+        }
+        changes.commit(orderbook);
+    }
+}
+exports.OrderbookPatchEvent = OrderbookPatchEvent;
+//# sourceMappingURL=store-orderbook.event.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-orderbook.event.js","sourceRoot":"","sources":["../../src/store/store-orderbook.event.ts"],"names":[],"mappings":";;;AAAA,sCAA0D;AAK1D,MAAa,mBAAmB;IAC9B,YACW,UAA8B,EAC9B,WAAmB,EACnB,eAAuB,EACvB,WAAmB,EACnB,eAAuB,EACvB,SAAoB;QALpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,gBAAW,GAAX,WAAW,CAAQ;QACnB,oBAAe,GAAf,eAAe,CAAQ;QACvB,gBAAW,GAAX,WAAW,CAAQ;QACnB,oBAAe,GAAf,eAAe,CAAQ;QACvB,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;YAC1D,MAAM,IAAI,KAAK,CAAC,4CAA4C,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,CAAC;SACnF;QAED,MAAM,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,WAAW,CAC3C,IAAI,CAAC,UAAU,CAAC,EAAE,EAClB,GAAG,EAAE,CAAC,IAAI,kBAAS,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CACvE,CAAC;QAEF,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,SAAS,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACrC,SAAS,CAAC,WAAW,GAAG,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;QAC3E,SAAS,CAAC,eAAe,GAAG,SAAS,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC;QAClF,SAAS,CAAC,WAAW,GAAG,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;QAC3E,SAAS,CAAC,eAAe,GAAG,SAAS,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC;QAElF,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAE/D,IAAI,KAAK,EAAE;YACT,KAAK,MAAM,QAAQ,IAAI,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,EAAE;gBACpD,IAAI,QAAQ,CAAC,UAAU,CAAC,EAAE,IAAI,SAAS,CAAC,UAAU,CAAC,EAAE,EAAE;oBACrD,SAAS;iBACV;gBAED,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC;gBAEhF,QAAQ,CAAC,+BAA+B,CAAC,IAAI,CAAC,CAAC;aAChD;YAED,IAAI,KAAK,CAAC,KAAK,GAAG,CAAC,EAAE;gBACnB,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,CAAC;aAC/B;SACF;QAED,OAAO,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;IAC5B,CAAC;CACF;AAhDD,kDAgDC"}

package/dist/store/{event/store-position.event.d.ts → store-position.event.d.ts}

@@ -1,14 +1,13 @@
-import { Instrument, Position, PositionMode } from '../../domain';
-import { timestamp } from '../../shared';
-import { State, StateChangeTracker } from '../store.state';
+import { Instrument, Position, PositionMode } from '../domain';
+import { timestamp } from '../shared';
 import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
 export declare class PositionLoadEvent implements StoreEvent {
     readonly position: Position;
     readonly timestamp: timestamp;
-    type: string;
     constructor(position: Position, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
 }
-export declare function PositionLoadEventHandler(event: PositionLoadEvent, state: State, changes: StateChangeTracker): Position;
 export declare class PositionPatchEvent implements StoreEvent {
     readonly id: string;
     readonly instrument: Instrument;
@@ -17,7 +16,6 @@ export declare class PositionPatchEvent implements StoreEvent {
     readonly leverage: number;
     readonly mode: PositionMode;
     readonly timestamp: timestamp;
-    type: string;
     constructor(id: string, instrument: Instrument, rate: number, size: number, leverage: number, mode: PositionMode, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
 }
-export declare function PositionPatchEventHandler(event: PositionPatchEvent, state: State, changes: StateChangeTracker): void;

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

@@ -0,0 +1,77 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PositionPatchEvent = exports.PositionLoadEvent = void 0;
+const domain_1 = require("../domain");
+class PositionLoadEvent {
+    constructor(position, timestamp) {
+        this.position = position;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        if (!state.subscription.instrument.get(this.position.instrument.id)) {
+            throw new Error(`Trying to patch unsubscribed instrument: ${this.position.instrument.id}`);
+        }
+        this.position.timestamp = this.timestamp;
+        const balance = state.balance.get(this.position.instrument.quote.id);
+        const orderbook = state.orderbook.get(this.position.instrument.id);
+        balance.position[this.position.id] = this.position;
+        if (orderbook) {
+            const rate = this.position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
+            this.position.calculateEstimatedUnrealizedPnL(rate);
+        }
+    }
+}
+exports.PositionLoadEvent = PositionLoadEvent;
+class PositionPatchEvent {
+    constructor(id, instrument, rate, size, leverage, mode, timestamp) {
+        this.id = id;
+        this.instrument = instrument;
+        this.rate = rate;
+        this.size = size;
+        this.leverage = leverage;
+        this.mode = mode;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        if (!state.subscription.instrument.get(this.instrument.id)) {
+            throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+        }
+        const balance = state.balance.get(this.instrument.quote.id);
+        const orderbook = state.orderbook.get(this.instrument.id);
+        let position = balance.position[this.id];
+        if (this.size == 0) {
+            if (position) {
+                position.averageExecutionRate = this.instrument.quote.fixed(this.rate);
+                position.size = this.instrument.base.fixed(this.size);
+                position.leverage = this.leverage;
+                delete balance.position[this.id];
+                if (orderbook) {
+                    const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
+                    position.calculateEstimatedUnrealizedPnL(rate);
+                }
+                changes.commit(position);
+                changes.commit(balance);
+            }
+        }
+        const size = (position.size = this.instrument.base.fixed(this.size));
+        const averageExecutionRate = (position.averageExecutionRate =
+            this.instrument.quote.fixed(this.rate));
+        if (!position) {
+            position = new domain_1.Position(this.id, this.instrument, this.mode, averageExecutionRate, size, this.leverage);
+            balance.position[this.id] = position;
+        }
+        else {
+            position.averageExecutionRate = averageExecutionRate;
+            position.size = size;
+            position.leverage = this.leverage;
+        }
+        if (orderbook) {
+            const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
+            position.calculateEstimatedUnrealizedPnL(rate);
+        }
+        changes.commit(position);
+        changes.commit(balance);
+    }
+}
+exports.PositionPatchEvent = PositionPatchEvent;
+//# sourceMappingURL=store-position.event.js.map

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

@@ -0,0 +1 @@
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package/dist/store/store-state.d.ts

@@ -0,0 +1,27 @@
+import { Asset, AssetSelector, Balance, Component, Instrument, InstrumentSelector, Order, Orderbook, Trade } from '../domain';
+import { Set, timestamp } from '../shared';
+export interface StateChangeTracker {
+    commit(component: Component): any;
+    commitPendingChanges(): any;
+}
+export declare class InnerSet<T extends {
+    id: string;
+}> extends Set<T> {
+    readonly id: string;
+    constructor(id: string, values?: ReadonlyArray<T>);
+}
+export declare class State {
+    timestamp: timestamp;
+    universe: {
+        asset: Set<Asset>;
+        instrument: Set<Instrument>;
+    };
+    subscription: {
+        asset: Set<AssetSelector>;
+        instrument: Set<InstrumentSelector>;
+    };
+    trade: Set<Trade>;
+    orderbook: Set<Orderbook>;
+    balance: Set<Balance>;
+    order: Set<InnerSet<Order>>;
+}

package/dist/store/store-state.js

@@ -0,0 +1,29 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.State = exports.InnerSet = void 0;
+const shared_1 = require("../shared");
+class InnerSet extends shared_1.Set {
+    constructor(id, values) {
+        super(values);
+        this.id = id;
+    }
+}
+exports.InnerSet = InnerSet;
+class State {
+    constructor() {
+        this.universe = {
+            asset: new shared_1.Set(),
+            instrument: new shared_1.Set()
+        };
+        this.subscription = {
+            asset: new shared_1.Set(),
+            instrument: new shared_1.Set()
+        };
+        this.trade = new shared_1.Set();
+        this.orderbook = new shared_1.Set();
+        this.balance = new shared_1.Set();
+        this.order = new shared_1.Set();
+    }
+}
+exports.State = State;
+//# sourceMappingURL=store-state.js.map

package/dist/store/store-state.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"store-state.js","sourceRoot":"","sources":["../../src/store/store-state.ts"],"names":[],"mappings":";;;AAWA,sCAA2C;AAO3C,MAAa,QAAmC,SAAQ,YAAM;IAC5D,YAA4B,EAAU,EAAE,MAAyB;QAC/D,KAAK,CAAC,MAAM,CAAC,CAAC;QADY,OAAE,GAAF,EAAE,CAAQ;IAEtC,CAAC;CACF;AAJD,4BAIC;AAED,MAAa,KAAK;IAAlB;QAGE,aAAQ,GAGJ;YACF,KAAK,EAAE,IAAI,YAAG,EAAS;YACvB,UAAU,EAAE,IAAI,YAAG,EAAc;SAClC,CAAC;QAEF,iBAAY,GAGR;YACF,KAAK,EAAE,IAAI,YAAG,EAAiB;YAC/B,UAAU,EAAE,IAAI,YAAG,EAAsB;SAC1C,CAAC;QAEF,UAAK,GAAe,IAAI,YAAG,EAAS,CAAC;QACrC,cAAS,GAAmB,IAAI,YAAG,EAAa,CAAC;QACjD,YAAO,GAAiB,IAAI,YAAG,EAAW,CAAC;QAC3C,UAAK,GAAyB,IAAI,YAAG,EAAmB,CAAC;IAC3D,CAAC;CAAA;AAvBD,sBAuBC"}

package/dist/store/{event/store-trade.event.d.ts → store-trade.event.d.ts}

@@ -1,13 +1,12 @@
-import { InstrumentSelector } from '../../domain/instrument';
-import { timestamp } from '../../shared';
-import { State, StateChangeTracker } from '../store.state';
+import { InstrumentSelector } from '../domain';
+import { timestamp } from '../shared';
 import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
 export declare class TradePatchEvent implements StoreEvent {
     readonly instrument: InstrumentSelector;
     readonly rate: number;
     readonly quantity: number;
     readonly timestamp: timestamp;
-    type: string;
     constructor(instrument: InstrumentSelector, rate: number, quantity: number, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
 }
-export declare function TradePatchEventHandler(event: TradePatchEvent, state: State, changes: StateChangeTracker): void;

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

@@ -0,0 +1,25 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TradePatchEvent = void 0;
+const domain_1 = require("../domain");
+class TradePatchEvent {
+    constructor(instrument, rate, quantity, timestamp) {
+        this.instrument = instrument;
+        this.rate = rate;
+        this.quantity = quantity;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        if (!state.subscription.instrument.get(this.instrument.id)) {
+            throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+        }
+        const trade = state.trade.tryGetOrSet(this.instrument.id, () => new domain_1.Trade(state.universe.instrument.get(this.instrument.id)));
+        state.timestamp = this.timestamp;
+        trade.timestamp = this.timestamp;
+        trade.rate = trade.instrument.quote.fixed(this.rate);
+        trade.quantity = trade.instrument.base.fixed(this.quantity);
+        changes.commit(trade);
+    }
+}
+exports.TradePatchEvent = TradePatchEvent;
+//# sourceMappingURL=store-trade.event.js.map

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

@@ -0,0 +1 @@
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package/dist/store/store-trade.event.spec.d.ts

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

package/dist/store/{event/store-trade.event.spec.js → store-trade.event.spec.js}

@@ -1,34 +1,34 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const _1 = require(".");
 const __1 = require("..");
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const _1 = require(".");
 const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
-describe('trade patch event tests', () => {
+describe('TradePatchEvent', () => {
     test('should create a new trade object and patch a store', () => {
         const timestamp = (0, shared_1.now)();
         const store = new __1.Store();
-        store.snapshot.universe.instrument[instrument.toString()] = instrument;
-        store.snapshot.subscription.instrument[instrument.toString()] = instrument;
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
         store.dispatch(new _1.TradePatchEvent(instrument, 1000, 0.1, timestamp));
-        const trade = store.snapshot.trade[instrument.toString()];
+        const trade = store.snapshot.trade.get(instrument.id);
         expect(trade.timestamp).toEqual(timestamp);
-        expect(trade.instrument.toString()).toEqual(trade.instrument.toString());
+        expect(trade.instrument.id).toEqual(trade.instrument.id);
         expect(trade.rate).toEqual(1000);
         expect(trade.quantity).toEqual(0.1);
         expect(store.snapshot.timestamp).toEqual(timestamp);
     });
     test('should use the existing instance of trade when patching a store', () => {
         const store = new __1.Store();
-        store.snapshot.universe.instrument[instrument.toString()] = instrument;
-        store.snapshot.subscription.instrument[instrument.toString()] = instrument;
-        store.dispatch(new _1.TradePatchEvent(instrument, 1000, 0.1, (0, shared_1.now)()));
         const timestamp = (0, shared_1.now)();
-        const trade = store.snapshot.trade[instrument.toString()];
-        store.dispatch(new _1.TradePatchEvent(instrument, 2000, 0.2, (0, shared_1.now)()));
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
+        store.dispatch(new _1.TradePatchEvent(instrument, 1000, 0.1, timestamp));
+        const trade = store.snapshot.trade.get(instrument.id);
+        store.dispatch(new _1.TradePatchEvent(instrument, 2000, 0.2, timestamp));
         expect(trade.timestamp).toEqual(timestamp);
-        expect(trade.instrument.toString()).toEqual(instrument.toString());
+        expect(trade.instrument.id).toEqual(instrument.id);
         expect(trade.rate).toEqual(2000);
         expect(trade.quantity).toEqual(0.2);
         expect(store.snapshot.timestamp).toEqual(timestamp);

package/dist/store/store-trade.event.spec.js.map

@@ -0,0 +1 @@
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package/dist/store/store.d.ts

@@ -1,35 +1,14 @@
 import { Observable } from 'rxjs';
 import { Component } from '../domain';
-import { Topic } from '../shared/topic';
-import { BalanceFreezEvent, BalancePatchEvent, BalanceTransactEvent, BalanceUnfreezEvent, CandleEvent, InstrumentPatchEvent, InstrumentSubscriptionEvent, OrderbookPatchEvent, OrderCanceledEvent, OrderCancelFailedEvent, OrderCancelingEvent, OrderFilledEvent, OrderLoadEvent, OrderNewEvent, OrderPendingEvent, OrderRejectedEvent, PositionLoadEvent, PositionPatchEvent, StoreEvent, TradePatchEvent } from './event';
-import { State, StateChangeTracker } from './store.state';
-export declare class Store extends Topic<StoreEvent, any> implements StateChangeTracker {
+import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
+export declare class Store implements StateChangeTracker {
     private readonly pendingChanges;
     private readonly changes;
-    private readonly state;
+    readonly snapshot: State;
     get changes$(): Observable<Component>;
-    get snapshot(): State;
     dispatch(...events: StoreEvent[]): void;
     commit(component: Component): void;
     commitPendingChanges(): void;
     dispose(): void;
-    onInstrumentPatch(event: InstrumentPatchEvent): void;
-    onInstrumentSubscription(event: InstrumentSubscriptionEvent): void;
-    onBalancePatch(event: BalancePatchEvent): void;
-    onBalanceTransact(event: BalanceTransactEvent): void;
-    onBalanceFreez(event: BalanceFreezEvent): void;
-    onBalanceUnfreez(event: BalanceUnfreezEvent): void;
-    onOrderLoad(event: OrderLoadEvent): void;
-    onOrderNew(event: OrderNewEvent): void;
-    onOrderPending(event: OrderPendingEvent): void;
-    onOrderFilled(event: OrderFilledEvent): void;
-    onOrderCanceling(event: OrderCancelingEvent): void;
-    onOrderCanceled(event: OrderCanceledEvent): void;
-    onOrderCancelFailed(event: OrderCancelFailedEvent): void;
-    onOrderRejected(event: OrderRejectedEvent): void;
-    onOrderbookPatch(event: OrderbookPatchEvent): void;
-    onPositionLoad(event: PositionLoadEvent): import("../domain").Position;
-    onPositionPatch(event: PositionPatchEvent): void;
-    onTradePatch(event: TradePatchEvent): void;
-    onCandle(event: CandleEvent): void;
 }

package/dist/store/store.event.d.ts

@@ -0,0 +1,6 @@
+import { timestamp } from '../shared';
+import { State, StateChangeTracker } from './store-state';
+export interface StoreEvent {
+    timestamp: timestamp;
+    handle(state: State, changes: StateChangeTracker): void;
+}

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

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