@quantform/core 0.4.11 → 0.5.15
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/adapter/adapter-aggregate.d.ts +7 -3
- package/dist/adapter/adapter-aggregate.js +17 -18
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/adapter.d.ts +21 -21
- package/dist/adapter/adapter.js +8 -40
- package/dist/adapter/adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +9 -7
- package/dist/adapter/backtester/backtester-adapter.js +15 -13
- package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
- package/dist/{tests → adapter/backtester}/backtester-adapter.spec.d.ts +0 -0
- package/dist/adapter/backtester/backtester-adapter.spec.js +82 -0
- package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -0
- package/dist/adapter/backtester/backtester-cursor.d.ts +3 -4
- package/dist/adapter/backtester/backtester-cursor.js +2 -1
- package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +17 -18
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts +4 -1
- package/dist/adapter/backtester/backtester-streamer.js +39 -18
- package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +13 -13
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
- package/dist/adapter/backtester/index.js +5 -1
- package/dist/adapter/backtester/index.js.map +1 -1
- package/dist/adapter/error.d.ts +2 -0
- package/dist/adapter/error.js +12 -0
- package/dist/adapter/error.js.map +1 -0
- package/dist/adapter/index.js +5 -1
- package/dist/adapter/index.js.map +1 -1
- package/dist/adapter/paper/engine/paper-engine.d.ts +11 -0
- package/dist/adapter/paper/engine/paper-engine.js +103 -0
- package/dist/adapter/paper/engine/paper-engine.js.map +1 -0
- package/dist/adapter/paper/{simulator/paper-spot-simulator.spec.d.ts → engine/paper-engine.spec.d.ts} +0 -0
- package/dist/adapter/paper/engine/paper-engine.spec.js +54 -0
- package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -0
- package/dist/adapter/paper/index.d.ts +1 -2
- package/dist/adapter/paper/index.js +6 -3
- package/dist/adapter/paper/index.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.d.ts +7 -7
- package/dist/adapter/paper/paper-adapter.js +21 -19
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.spec.js +35 -15
- package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
- package/dist/bootstrap.js +32 -15
- package/dist/bootstrap.js.map +1 -1
- package/dist/cli/build.d.ts +1 -0
- package/dist/cli/build.js +16 -0
- package/dist/cli/build.js.map +1 -0
- package/dist/cli/dev.d.ts +1 -0
- package/dist/cli/dev.js +17 -0
- package/dist/cli/dev.js.map +1 -0
- package/dist/cli/index.d.ts +2 -0
- package/dist/cli/index.js +72 -0
- package/dist/cli/index.js.map +1 -0
- package/dist/cli/internal/workspace.d.ts +8 -0
- package/dist/cli/internal/workspace.js +14 -0
- package/dist/cli/internal/workspace.js.map +1 -0
- package/dist/cli/pull.d.ts +1 -0
- package/dist/cli/pull.js +52 -0
- package/dist/cli/pull.js.map +1 -0
- package/dist/cli/run.d.ts +1 -0
- package/dist/cli/run.js +19 -0
- package/dist/cli/run.js.map +1 -0
- package/dist/cli/test.d.ts +1 -0
- package/dist/cli/test.js +41 -0
- package/dist/cli/test.js.map +1 -0
- package/dist/domain/asset.d.ts +6 -5
- package/dist/domain/asset.js +22 -16
- package/dist/domain/asset.js.map +1 -1
- package/dist/domain/asset.spec.js +32 -32
- package/dist/domain/asset.spec.js.map +1 -1
- package/dist/domain/balance.d.ts +11 -10
- package/dist/domain/balance.js +38 -32
- package/dist/domain/balance.js.map +1 -1
- package/dist/domain/balance.operator.d.ts +6 -0
- package/dist/domain/balance.operator.js +10 -0
- package/dist/domain/balance.operator.js.map +1 -0
- package/dist/{ipc.spec.d.ts → domain/balance.operator.spec.d.ts} +0 -0
- package/dist/domain/balance.operator.spec.js +23 -0
- package/dist/domain/balance.operator.spec.js.map +1 -0
- package/dist/domain/balance.spec.js +69 -9
- package/dist/domain/balance.spec.js.map +1 -1
- package/dist/domain/candle.d.ts +2 -15
- package/dist/domain/candle.js +3 -66
- package/dist/domain/candle.js.map +1 -1
- package/dist/domain/candle.operator.d.ts +9 -0
- package/dist/domain/candle.operator.js +64 -0
- package/dist/domain/candle.operator.js.map +1 -0
- package/dist/{shared/policy.spec.d.ts → domain/candle.operator.spec.d.ts} +0 -0
- package/dist/domain/candle.operator.spec.js +111 -0
- package/dist/domain/candle.operator.spec.js.map +1 -0
- package/dist/domain/candle.spec.js +11 -53
- package/dist/domain/candle.spec.js.map +1 -1
- package/dist/domain/commission.d.ts +4 -1
- package/dist/domain/commission.js +2 -2
- package/dist/domain/commission.js.map +1 -1
- package/dist/{shared/topic.spec.d.ts → domain/commission.spec.d.ts} +0 -0
- package/dist/domain/commission.spec.js +30 -0
- package/dist/domain/commission.spec.js.map +1 -0
- package/dist/domain/component.d.ts +2 -0
- package/dist/domain/error.d.ts +5 -0
- package/dist/domain/error.js +24 -0
- package/dist/domain/error.js.map +1 -0
- package/dist/domain/index.d.ts +8 -1
- package/dist/domain/index.js +13 -2
- package/dist/domain/index.js.map +1 -1
- package/dist/domain/instrument.d.ts +4 -2
- package/dist/domain/instrument.js +18 -9
- package/dist/domain/instrument.js.map +1 -1
- package/dist/domain/instrument.operator.d.ts +6 -0
- package/dist/domain/instrument.operator.js +14 -0
- package/dist/domain/instrument.operator.js.map +1 -0
- package/dist/{shared/worker.spec.d.ts → domain/instrument.operator.spec.d.ts} +0 -0
- package/dist/domain/instrument.operator.spec.js +24 -0
- package/dist/domain/instrument.operator.spec.js.map +1 -0
- package/dist/domain/instrument.spec.js +22 -30
- package/dist/domain/instrument.spec.js.map +1 -1
- package/dist/domain/order.d.ts +15 -16
- package/dist/domain/order.js +39 -26
- package/dist/domain/order.js.map +1 -1
- package/dist/domain/order.operator.d.ts +7 -0
- package/dist/domain/order.operator.js +14 -0
- package/dist/domain/order.operator.js.map +1 -0
- package/dist/{store/event/store-balance.event.spec.d.ts → domain/order.operator.spec.d.ts} +0 -0
- package/dist/domain/order.operator.spec.js +64 -0
- package/dist/domain/order.operator.spec.js.map +1 -0
- package/dist/{store/event/store-candle.event.spec.d.ts → domain/order.spec.d.ts} +0 -0
- package/dist/domain/order.spec.js +33 -0
- package/dist/domain/order.spec.js.map +1 -0
- package/dist/domain/orderbook.d.ts +2 -0
- package/dist/domain/orderbook.js +2 -0
- package/dist/domain/orderbook.js.map +1 -1
- package/dist/domain/orderbook.operator.d.ts +6 -0
- package/dist/domain/orderbook.operator.js +10 -0
- package/dist/domain/orderbook.operator.js.map +1 -0
- package/dist/{store/event/store-instrument.event.spec.d.ts → domain/orderbook.operator.spec.d.ts} +0 -0
- package/dist/domain/orderbook.operator.spec.js +22 -0
- package/dist/domain/orderbook.operator.spec.js.map +1 -0
- package/dist/{store/event/store-order.event.spec.d.ts → domain/orderbook.spec.d.ts} +0 -0
- package/dist/domain/orderbook.spec.js +13 -0
- package/dist/domain/orderbook.spec.js.map +1 -0
- package/dist/domain/position.d.ts +6 -10
- package/dist/domain/position.js +10 -31
- package/dist/domain/position.js.map +1 -1
- package/dist/domain/position.operator.d.ts +10 -0
- package/dist/domain/position.operator.js +38 -0
- package/dist/domain/position.operator.js.map +1 -0
- package/dist/{store/event/store-trade.event.spec.d.ts → domain/position.operator.spec.d.ts} +0 -0
- package/dist/domain/position.operator.spec.js +48 -0
- package/dist/domain/position.operator.spec.js.map +1 -0
- package/dist/domain/position.spec.js +21 -17
- package/dist/domain/position.spec.js.map +1 -1
- package/dist/domain/session.d.ts +18 -35
- package/dist/domain/session.js +27 -53
- package/dist/domain/session.js.map +1 -1
- package/dist/domain/session.spec.js +1 -1
- package/dist/domain/session.spec.js.map +1 -1
- package/dist/domain/trade.d.ts +3 -1
- package/dist/domain/trade.js +2 -0
- package/dist/domain/trade.js.map +1 -1
- package/dist/domain/trade.operator.d.ts +6 -0
- package/dist/domain/trade.operator.js +10 -0
- package/dist/domain/trade.operator.js.map +1 -0
- package/dist/domain/trade.operator.spec.d.ts +1 -0
- package/dist/domain/trade.operator.spec.js +24 -0
- package/dist/domain/trade.operator.spec.js.map +1 -0
- package/dist/domain/trade.spec.d.ts +1 -0
- package/dist/domain/trade.spec.js +13 -0
- package/dist/domain/trade.spec.js.map +1 -0
- package/dist/index.d.ts +0 -1
- package/dist/index.js +5 -2
- package/dist/index.js.map +1 -1
- package/dist/indicator/atr.js.map +1 -1
- package/dist/indicator/cross.spec.js +2 -2
- package/dist/indicator/cross.spec.js.map +1 -1
- package/dist/indicator/donchian.js.map +1 -1
- package/dist/indicator/ema.js.map +1 -1
- package/dist/indicator/ema.spec.js +1 -1
- package/dist/indicator/ema.spec.js.map +1 -1
- package/dist/indicator/envelope.js.map +1 -1
- package/dist/indicator/index.js +5 -1
- package/dist/indicator/index.js.map +1 -1
- package/dist/indicator/macd.js.map +1 -1
- package/dist/indicator/min-max.js.map +1 -1
- package/dist/indicator/rma.js.map +1 -1
- package/dist/indicator/sma.js.map +1 -1
- package/dist/indicator/sma.spec.js +1 -1
- package/dist/indicator/sma.spec.js.map +1 -1
- package/dist/indicator/swma.js.map +1 -1
- package/dist/indicator/tma.js.map +1 -1
- package/dist/indicator/tma.spec.js +1 -1
- package/dist/indicator/tma.spec.js.map +1 -1
- package/dist/indicator/trailing.spec.js +2 -2
- package/dist/indicator/trailing.spec.js.map +1 -1
- package/dist/indicator/truerange.js.map +1 -1
- package/dist/indicator/truerange.spec.js +1 -1
- package/dist/indicator/truerange.spec.js.map +1 -1
- package/dist/indicator/window.js.map +1 -1
- package/dist/indicator/wma.js.map +1 -1
- package/dist/indicator/wma.spec.js +1 -1
- package/dist/indicator/wma.spec.js.map +1 -1
- package/dist/shared/collections.d.ts +10 -0
- package/dist/shared/collections.js +33 -0
- package/dist/shared/collections.js.map +1 -0
- package/dist/shared/datetime.d.ts +0 -1
- package/dist/shared/datetime.js +1 -12
- package/dist/shared/datetime.js.map +1 -1
- package/dist/shared/decimals.d.ts +1 -1
- package/dist/shared/decimals.js +4 -5
- package/dist/shared/decimals.js.map +1 -1
- package/dist/shared/decimals.spec.js +2 -1
- package/dist/shared/decimals.spec.js.map +1 -1
- package/dist/shared/index.d.ts +1 -3
- package/dist/shared/index.js +6 -4
- package/dist/shared/index.js.map +1 -1
- package/dist/shared/io.js.map +1 -1
- package/dist/shared/policy.d.ts +0 -1
- package/dist/shared/policy.js +1 -11
- package/dist/shared/policy.js.map +1 -1
- package/dist/storage/cache.d.ts +9 -0
- package/dist/storage/cache.js +32 -0
- package/dist/storage/cache.js.map +1 -0
- package/dist/storage/cache.spec.d.ts +1 -0
- package/dist/storage/cache.spec.js +18 -0
- package/dist/storage/cache.spec.js.map +1 -0
- package/dist/storage/feed.d.ts +3 -4
- package/dist/storage/feed.js +16 -6
- package/dist/storage/feed.js.map +1 -1
- package/dist/storage/index.d.ts +1 -0
- package/dist/storage/index.js +6 -1
- package/dist/storage/index.js.map +1 -1
- package/dist/storage/storage.d.ts +2 -0
- package/dist/storage/storage.js +6 -1
- package/dist/storage/storage.js.map +1 -1
- package/dist/store/index.d.ts +8 -2
- package/dist/store/index.js +13 -3
- package/dist/store/index.js.map +1 -1
- package/dist/store/store-balance.event.d.ts +33 -0
- package/dist/store/store-balance.event.js +90 -0
- package/dist/store/store-balance.event.js.map +1 -0
- package/dist/store/store-balance.event.spec.d.ts +1 -0
- package/dist/store/{event/store-balance.event.spec.js → store-balance.event.spec.js} +8 -8
- package/dist/store/store-balance.event.spec.js.map +1 -0
- package/dist/store/{event/store-instrument.event.d.ts → store-instrument.event.d.ts} +5 -8
- package/dist/store/store-instrument.event.js +52 -0
- package/dist/store/store-instrument.event.js.map +1 -0
- package/dist/store/store-instrument.event.spec.d.ts +1 -0
- package/dist/store/store-instrument.event.spec.js +22 -0
- package/dist/store/store-instrument.event.spec.js.map +1 -0
- package/dist/store/store-order.event.d.ts +59 -0
- package/dist/store/store-order.event.js +181 -0
- package/dist/store/store-order.event.js.map +1 -0
- package/dist/store/store-order.event.spec.d.ts +1 -0
- package/dist/store/{event/store-order.event.spec.js → store-order.event.spec.js} +8 -8
- package/dist/store/store-order.event.spec.js.map +1 -0
- package/dist/store/{event/store-orderbook.event.d.ts → store-orderbook.event.d.ts} +4 -5
- package/dist/store/store-orderbook.event.js +42 -0
- package/dist/store/store-orderbook.event.js.map +1 -0
- package/dist/store/{event/store-position.event.d.ts → store-position.event.d.ts} +5 -7
- package/dist/store/store-position.event.js +77 -0
- package/dist/store/store-position.event.js.map +1 -0
- package/dist/store/store-state.d.ts +27 -0
- package/dist/store/store-state.js +29 -0
- package/dist/store/store-state.js.map +1 -0
- package/dist/store/{event/store-trade.event.d.ts → store-trade.event.d.ts} +4 -5
- package/dist/store/store-trade.event.js +25 -0
- package/dist/store/store-trade.event.js.map +1 -0
- package/dist/store/store-trade.event.spec.d.ts +1 -0
- package/dist/store/{event/store-trade.event.spec.js → store-trade.event.spec.js} +14 -14
- package/dist/store/store-trade.event.spec.js.map +1 -0
- package/dist/store/store.d.ts +4 -25
- package/dist/store/store.event.d.ts +6 -0
- package/dist/store/{event/store.event.js → store.event.js} +0 -0
- package/dist/store/store.event.js.map +1 -0
- package/dist/store/store.js +7 -195
- package/dist/store/store.js.map +1 -1
- package/dist/store/store.spec.d.ts +1 -0
- package/dist/store/store.spec.js +119 -0
- package/dist/store/store.spec.js.map +1 -0
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/{jestconfig.unit.json → jestconfig.json} +1 -2
- package/package.json +24 -20
- package/src/adapter/adapter-aggregate.ts +31 -34
- package/src/adapter/adapter.ts +26 -49
- package/src/adapter/backtester/backtester-adapter.spec.ts +124 -0
- package/src/adapter/backtester/backtester-adapter.ts +30 -17
- package/src/adapter/backtester/backtester-cursor.spec.ts +18 -19
- package/src/adapter/backtester/backtester-cursor.ts +7 -7
- package/src/adapter/backtester/backtester-streamer.spec.ts +19 -19
- package/src/adapter/backtester/backtester-streamer.ts +50 -20
- package/src/adapter/error.ts +9 -0
- package/src/adapter/paper/engine/paper-engine.spec.ts +92 -0
- package/src/adapter/paper/engine/paper-engine.ts +135 -0
- package/src/adapter/paper/index.ts +1 -2
- package/src/adapter/paper/paper-adapter.spec.ts +55 -17
- package/src/adapter/paper/paper-adapter.ts +27 -24
- package/src/bootstrap.ts +57 -21
- package/src/cli/build.ts +15 -0
- package/src/cli/dev.ts +18 -0
- package/src/cli/index.ts +81 -0
- package/src/cli/internal/workspace.ts +18 -0
- package/src/cli/pull.ts +71 -0
- package/src/cli/run.ts +22 -0
- package/src/cli/test.ts +53 -0
- package/src/domain/asset.spec.ts +33 -29
- package/src/domain/asset.ts +27 -21
- package/src/domain/balance.operator.spec.ts +25 -0
- package/src/domain/balance.operator.ts +15 -0
- package/src/domain/balance.spec.ts +97 -9
- package/src/domain/balance.ts +48 -41
- package/src/domain/candle.operator.spec.ts +125 -0
- package/src/domain/candle.operator.ts +106 -0
- package/src/domain/candle.spec.ts +12 -67
- package/src/domain/candle.ts +2 -104
- package/src/domain/commission.spec.ts +33 -0
- package/src/domain/commission.ts +2 -2
- package/src/domain/component.ts +2 -0
- package/src/domain/error.ts +25 -0
- package/src/domain/index.ts +8 -1
- package/src/domain/instrument.operator.spec.ts +28 -0
- package/src/domain/instrument.operator.ts +25 -0
- package/src/domain/instrument.spec.ts +22 -30
- package/src/domain/instrument.ts +21 -11
- package/src/domain/order.operator.spec.ts +81 -0
- package/src/domain/order.operator.ts +23 -0
- package/src/domain/order.spec.ts +43 -0
- package/src/domain/order.ts +46 -47
- package/src/domain/orderbook.operator.spec.ts +28 -0
- package/src/domain/orderbook.operator.ts +15 -0
- package/src/domain/orderbook.spec.ts +17 -0
- package/src/domain/orderbook.ts +5 -1
- package/src/domain/position.operator.spec.ts +58 -0
- package/src/domain/position.operator.ts +61 -0
- package/src/domain/position.spec.ts +28 -24
- package/src/domain/position.ts +17 -47
- package/src/domain/session.spec.ts +1 -1
- package/src/domain/session.ts +57 -197
- package/src/domain/trade.operator.spec.ts +31 -0
- package/src/domain/trade.operator.ts +15 -0
- package/src/domain/trade.spec.ts +17 -0
- package/src/domain/trade.ts +6 -2
- package/src/index.ts +0 -1
- package/src/indicator/atr.ts +1 -0
- package/src/indicator/cross.spec.ts +3 -2
- package/src/indicator/donchian.ts +1 -0
- package/src/indicator/ema.spec.ts +2 -1
- package/src/indicator/ema.ts +1 -0
- package/src/indicator/envelope.ts +1 -0
- package/src/indicator/macd.ts +1 -0
- package/src/indicator/min-max.ts +1 -0
- package/src/indicator/rma.ts +1 -0
- package/src/indicator/sma.spec.ts +2 -1
- package/src/indicator/sma.ts +1 -0
- package/src/indicator/swma.ts +1 -0
- package/src/indicator/tma.spec.ts +2 -1
- package/src/indicator/tma.ts +1 -0
- package/src/indicator/trailing.spec.ts +3 -2
- package/src/indicator/truerange.spec.ts +2 -1
- package/src/indicator/truerange.ts +1 -0
- package/src/indicator/window.ts +1 -0
- package/src/indicator/wma.spec.ts +2 -1
- package/src/indicator/wma.ts +1 -0
- package/src/shared/collections.ts +35 -0
- package/src/shared/datetime.ts +0 -12
- package/src/shared/decimals.spec.ts +2 -1
- package/src/shared/decimals.ts +6 -6
- package/src/shared/index.ts +1 -3
- package/src/shared/io.ts +0 -2
- package/src/shared/policy.ts +0 -13
- package/src/storage/cache.spec.ts +18 -0
- package/src/storage/cache.ts +35 -0
- package/src/storage/feed.ts +26 -16
- package/src/storage/index.ts +1 -0
- package/src/storage/storage.ts +11 -0
- package/src/store/index.ts +8 -2
- package/src/store/{event/store-balance.event.spec.ts → store-balance.event.spec.ts} +7 -7
- package/src/store/store-balance.event.ts +124 -0
- package/src/store/store-instrument.event.spec.ts +25 -0
- package/src/store/store-instrument.event.ts +72 -0
- package/src/store/store-order.event.spec.ts +28 -0
- package/src/store/store-order.event.ts +214 -0
- package/src/store/store-orderbook.event.ts +54 -0
- package/src/store/store-position.event.ts +102 -0
- package/src/store/store-state.ts +48 -0
- package/src/store/{event/store-trade.event.spec.ts → store-trade.event.spec.ts} +15 -15
- package/src/store/store-trade.event.ts +36 -0
- package/src/store/store.event.ts +8 -0
- package/src/store/store.spec.ts +180 -0
- package/src/store/store.ts +11 -208
- package/tsconfig.json +2 -2
- package/dist/adapter/paper/simulator/paper-margin-simulator.d.ts +0 -10
- package/dist/adapter/paper/simulator/paper-margin-simulator.js +0 -69
- package/dist/adapter/paper/simulator/paper-margin-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-simulator.d.ts +0 -16
- package/dist/adapter/paper/simulator/paper-simulator.js +0 -93
- package/dist/adapter/paper/simulator/paper-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts +0 -13
- package/dist/adapter/paper/simulator/paper-spot-simulator.js +0 -81
- package/dist/adapter/paper/simulator/paper-spot-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js +0 -49
- package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js.map +0 -1
- package/dist/domain/statement.d.ts +0 -4
- package/dist/domain/statement.js +0 -87
- package/dist/domain/statement.js.map +0 -1
- package/dist/ipc.d.ts +0 -33
- package/dist/ipc.js +0 -244
- package/dist/ipc.js.map +0 -1
- package/dist/ipc.spec.js +0 -57
- package/dist/ipc.spec.js.map +0 -1
- package/dist/shared/policy.spec.js +0 -26
- package/dist/shared/policy.spec.js.map +0 -1
- package/dist/shared/task.d.ts +0 -6
- package/dist/shared/task.js +0 -25
- package/dist/shared/task.js.map +0 -1
- package/dist/shared/topic.d.ts +0 -14
- package/dist/shared/topic.js +0 -40
- package/dist/shared/topic.js.map +0 -1
- package/dist/shared/topic.spec.js +0 -43
- package/dist/shared/topic.spec.js.map +0 -1
- package/dist/shared/worker.d.ts +0 -10
- package/dist/shared/worker.js +0 -46
- package/dist/shared/worker.js.map +0 -1
- package/dist/shared/worker.spec.js +0 -18
- package/dist/shared/worker.spec.js.map +0 -1
- package/dist/store/event/index.d.ts +0 -8
- package/dist/store/event/index.js +0 -21
- package/dist/store/event/index.js.map +0 -1
- package/dist/store/event/store-balance.event.d.ts +0 -37
- package/dist/store/event/store-balance.event.js +0 -119
- package/dist/store/event/store-balance.event.js.map +0 -1
- package/dist/store/event/store-balance.event.spec.js.map +0 -1
- package/dist/store/event/store-candle.event.d.ts +0 -18
- package/dist/store/event/store-candle.event.js +0 -63
- package/dist/store/event/store-candle.event.js.map +0 -1
- package/dist/store/event/store-candle.event.spec.js +0 -23
- package/dist/store/event/store-candle.event.spec.js.map +0 -1
- package/dist/store/event/store-instrument.event.js +0 -78
- package/dist/store/event/store-instrument.event.js.map +0 -1
- package/dist/store/event/store-instrument.event.spec.js +0 -21
- package/dist/store/event/store-instrument.event.spec.js.map +0 -1
- package/dist/store/event/store-order.event.d.ts +0 -61
- package/dist/store/event/store-order.event.js +0 -205
- package/dist/store/event/store-order.event.js.map +0 -1
- package/dist/store/event/store-order.event.spec.js.map +0 -1
- package/dist/store/event/store-orderbook.event.js +0 -65
- package/dist/store/event/store-orderbook.event.js.map +0 -1
- package/dist/store/event/store-position.event.js +0 -97
- package/dist/store/event/store-position.event.js.map +0 -1
- package/dist/store/event/store-trade.event.js +0 -47
- package/dist/store/event/store-trade.event.js.map +0 -1
- package/dist/store/event/store-trade.event.spec.js.map +0 -1
- package/dist/store/event/store.event.d.ts +0 -5
- package/dist/store/event/store.event.js.map +0 -1
- package/dist/store/store.state.d.ts +0 -21
- package/dist/store/store.state.js +0 -21
- package/dist/store/store.state.js.map +0 -1
- package/dist/tests/backtester-adapter.spec.js +0 -60
- package/dist/tests/backtester-adapter.spec.js.map +0 -1
- package/dist/tests/session.spec.d.ts +0 -0
- package/dist/tests/session.spec.js +0 -1
- package/dist/tests/session.spec.js.map +0 -1
- package/jestconfig.integration.json +0 -12
- package/src/adapter/paper/simulator/paper-margin-simulator.ts +0 -108
- package/src/adapter/paper/simulator/paper-simulator.ts +0 -120
- package/src/adapter/paper/simulator/paper-spot-simulator.spec.ts +0 -87
- package/src/adapter/paper/simulator/paper-spot-simulator.ts +0 -134
- package/src/domain/statement.ts +0 -118
- package/src/ipc.spec.ts +0 -73
- package/src/ipc.ts +0 -321
- package/src/shared/policy.spec.ts +0 -29
- package/src/shared/task.ts +0 -30
- package/src/shared/topic.spec.ts +0 -34
- package/src/shared/topic.ts +0 -43
- package/src/shared/worker.spec.ts +0 -25
- package/src/shared/worker.ts +0 -55
- package/src/store/event/index.ts +0 -8
- package/src/store/event/store-balance.event.ts +0 -161
- package/src/store/event/store-candle.event.spec.ts +0 -30
- package/src/store/event/store-candle.event.ts +0 -71
- package/src/store/event/store-instrument.event.spec.ts +0 -25
- package/src/store/event/store-instrument.event.ts +0 -84
- package/src/store/event/store-order.event.spec.ts +0 -28
- package/src/store/event/store-order.event.ts +0 -218
- package/src/store/event/store-orderbook.event.ts +0 -70
- package/src/store/event/store-position.event.ts +0 -109
- package/src/store/event/store-trade.event.ts +0 -52
- package/src/store/event/store.event.ts +0 -6
- package/src/store/store.state.ts +0 -43
- package/src/tests/backtester-adapter.spec.ts +0 -87
- package/src/tests/session.spec.ts +0 -121
|
@@ -1,81 +0,0 @@
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1
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"use strict";
|
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2
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-
Object.defineProperty(exports, "__esModule", { value: true });
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3
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exports.PaperSpotSimulator = void 0;
|
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4
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const store_1 = require("../../../store");
|
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5
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const paper_simulator_1 = require("./paper-simulator");
|
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6
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class PaperSpotSimulator extends paper_simulator_1.PaperSimulator {
|
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7
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constructor(adapter) {
|
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8
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super(adapter);
|
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9
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this.adapter = adapter;
|
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10
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}
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onOrderOpened(order) {
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const timestamp = this.adapter.timestamp();
|
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this.adapter.store.dispatch(...this.caluclateFreezAllocation(order, timestamp), new store_1.OrderNewEvent(order, timestamp));
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14
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this.adapter.store.dispatch(new store_1.OrderPendingEvent(order.id, timestamp));
|
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}
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16
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onOrderCompleted(order, averageExecutionRate, timestamp) {
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const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
|
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const transacted = {
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base: 0,
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quote: 0
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};
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switch (order.side) {
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case 'BUY':
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transacted.base += instrument.base.floor(instrument.commission.applyMakerFee(order.quantity));
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transacted.quote -= instrument.quote.floor(averageExecutionRate * order.quantity);
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break;
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case 'SELL':
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transacted.base -= instrument.base.floor(order.quantity);
|
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transacted.quote += instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate * order.quantity));
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break;
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}
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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));
|
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}
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34
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onOrderCanceled(order) {
|
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35
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const timestamp = this.adapter.timestamp();
|
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36
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this.adapter.store.dispatch(new store_1.OrderCancelingEvent(order.id, timestamp));
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37
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this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new store_1.OrderCanceledEvent(order.id, timestamp));
|
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38
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}
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39
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caluclateFreezAllocation(order, timestamp) {
|
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const snapshot = this.adapter.store.snapshot;
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const quote = snapshot.balance[order.instrument.quote.toString()];
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switch (order.side) {
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43
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case 'BUY':
|
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44
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switch (order.type) {
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45
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case 'MARKET':
|
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46
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return [new store_1.BalanceFreezEvent(order.instrument.quote, quote.free, timestamp)];
|
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47
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case 'LIMIT':
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48
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return [
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49
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new store_1.BalanceFreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
|
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50
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];
|
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51
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}
|
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52
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break;
|
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53
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case 'SELL':
|
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54
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return [new store_1.BalanceFreezEvent(order.instrument.base, order.quantity, timestamp)];
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55
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}
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56
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}
|
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57
|
-
caluclateUnfreezAllocation(order, timestamp) {
|
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58
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const snapshot = this.adapter.store.snapshot;
|
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59
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const quote = snapshot.balance[order.instrument.quote.toString()];
|
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60
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switch (order.side) {
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61
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case 'BUY':
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62
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switch (order.type) {
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63
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case 'MARKET':
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return [
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new store_1.BalanceUnfreezEvent(order.instrument.quote, quote.freezed, timestamp)
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];
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case 'LIMIT':
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return [
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new store_1.BalanceUnfreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
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];
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}
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break;
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case 'SELL':
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return [
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new store_1.BalanceUnfreezEvent(order.instrument.base, order.quantity, timestamp)
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];
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}
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}
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}
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exports.PaperSpotSimulator = PaperSpotSimulator;
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//# sourceMappingURL=paper-spot-simulator.js.map
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@@ -1 +0,0 @@
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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"}
|
|
@@ -1,49 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const paper_adapter_1 = require("../paper-adapter");
|
|
4
|
-
const domain_1 = require("./../../../domain");
|
|
5
|
-
const store_1 = require("./../../../store");
|
|
6
|
-
const adapter_1 = require("./../../adapter");
|
|
7
|
-
const paper_spot_simulator_1 = require("./paper-spot-simulator");
|
|
8
|
-
class DefaultAdapter extends adapter_1.Adapter {
|
|
9
|
-
constructor() {
|
|
10
|
-
super(...arguments);
|
|
11
|
-
this.name = 'default';
|
|
12
|
-
}
|
|
13
|
-
timestamp() {
|
|
14
|
-
return 0;
|
|
15
|
-
}
|
|
16
|
-
async awake(context) {
|
|
17
|
-
await super.awake(context);
|
|
18
|
-
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'));
|
|
19
|
-
}
|
|
20
|
-
createPaperSimulator(adapter) {
|
|
21
|
-
return new paper_spot_simulator_1.PaperSpotSimulator(adapter);
|
|
22
|
-
}
|
|
23
|
-
}
|
|
24
|
-
describe('paper spot simulator tests', () => {
|
|
25
|
-
const options = {
|
|
26
|
-
balance: {
|
|
27
|
-
['default:a']: 1000,
|
|
28
|
-
['default:b']: 200
|
|
29
|
-
}
|
|
30
|
-
};
|
|
31
|
-
test('should open an market order', async () => {
|
|
32
|
-
const store = new store_1.Store();
|
|
33
|
-
const adapter = new DefaultAdapter();
|
|
34
|
-
const order = domain_1.Order.buyMarket((0, domain_1.instrumentOf)('default:a-b'), 1);
|
|
35
|
-
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));
|
|
36
|
-
store.dispatch(new store_1.BalancePatchEvent((0, domain_1.assetOf)('default:b'), 1000, 0, 1));
|
|
37
|
-
store.dispatch(new store_1.InstrumentSubscriptionEvent(1, (0, domain_1.instrumentOf)('default:a-b'), true));
|
|
38
|
-
const sut = new paper_spot_simulator_1.PaperSpotSimulator(new paper_adapter_1.PaperAdapter(adapter, store, options));
|
|
39
|
-
await sut.open(order);
|
|
40
|
-
expect(store.snapshot.order[order.id].state).toBe('PENDING');
|
|
41
|
-
store.dispatch(new store_1.TradePatchEvent((0, domain_1.instrumentOf)('default:a-b'), 5, 1, 2));
|
|
42
|
-
expect(store.snapshot.order[order.id].quantity).toBe(1);
|
|
43
|
-
expect(store.snapshot.order[order.id].averageExecutionRate).toBe(5);
|
|
44
|
-
expect(store.snapshot.order[order.id].state).toBe('FILLED');
|
|
45
|
-
expect(store.snapshot.balance['default:b'].free).toBe(995);
|
|
46
|
-
expect(store.snapshot.balance['default:a'].free).toBe(1000.999);
|
|
47
|
-
});
|
|
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|
-
});
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//# sourceMappingURL=paper-spot-simulator.spec.js.map
|
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@@ -1 +0,0 @@
|
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1
|
-
{"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,CAAC,CAAC;IACX,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"}
|
|
@@ -1,4 +0,0 @@
|
|
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1
|
-
import { InstrumentSelector, Session } from '.';
|
|
2
|
-
export declare function period(): (session: Session) => import("rxjs").Observable<import("./component").Component>;
|
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3
|
-
export declare function benchmark(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<void>;
|
|
4
|
-
export declare function equity(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<number>;
|
package/dist/domain/statement.js
DELETED
|
@@ -1,87 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.equity = exports.benchmark = exports.period = void 0;
|
|
4
|
-
const rxjs_1 = require("rxjs");
|
|
5
|
-
const indicator_1 = require("../indicator");
|
|
6
|
-
const shared_1 = require("../shared");
|
|
7
|
-
function period() {
|
|
8
|
-
return (session) => {
|
|
9
|
-
const period = session.useStatement('period');
|
|
10
|
-
return session.store.changes$.pipe((0, rxjs_1.finalize)(() => (period.to = new Date(session.timestamp).toISOString())), (0, rxjs_1.take)(1), (0, rxjs_1.tap)(it => (period.from = new Date(it.timestamp).toISOString())));
|
|
11
|
-
};
|
|
12
|
-
}
|
|
13
|
-
exports.period = period;
|
|
14
|
-
function benchmark(instrument) {
|
|
15
|
-
return (session) => {
|
|
16
|
-
const statement = session.useStatement('benchmark');
|
|
17
|
-
let balance, entry, exit;
|
|
18
|
-
let dd = 0;
|
|
19
|
-
return (0, rxjs_1.combineLatest)([
|
|
20
|
-
session.orderbook(instrument),
|
|
21
|
-
session.balance(instrument.quote),
|
|
22
|
-
session.orderbook(instrument).pipe((0, indicator_1.drawdown)(it => it.midRate), (0, rxjs_1.tap)(it => (dd = it)))
|
|
23
|
-
]).pipe((0, rxjs_1.map)(([orderbook, quote]) => {
|
|
24
|
-
const price = orderbook.midRate;
|
|
25
|
-
if (!balance) {
|
|
26
|
-
balance = quote.total;
|
|
27
|
-
}
|
|
28
|
-
if (!entry) {
|
|
29
|
-
entry = price;
|
|
30
|
-
}
|
|
31
|
-
exit = price;
|
|
32
|
-
}), (0, rxjs_1.finalize)(() => {
|
|
33
|
-
const pnl = exit / entry - 1;
|
|
34
|
-
statement['benchmark_entry'] = entry;
|
|
35
|
-
statement['benchmark_exit'] = exit;
|
|
36
|
-
statement['benchmark_pnl'] = (0, shared_1.floor)(balance * pnl, (0, shared_1.precision)(entry));
|
|
37
|
-
statement['benchmark_pnl_pp'] = (0, shared_1.floor)(pnl * 100, 2);
|
|
38
|
-
statement['benchmark_drawdown_pp'] = (0, shared_1.floor)(dd * 100, 2);
|
|
39
|
-
}));
|
|
40
|
-
};
|
|
41
|
-
}
|
|
42
|
-
exports.benchmark = benchmark;
|
|
43
|
-
function equity(instrument) {
|
|
44
|
-
return (session) => {
|
|
45
|
-
const statement = session.useStatement('benchmark');
|
|
46
|
-
let balance, min, max;
|
|
47
|
-
let dd = 0;
|
|
48
|
-
let equity = 0;
|
|
49
|
-
return (0, rxjs_1.combineLatest)([
|
|
50
|
-
session.orderbook(instrument),
|
|
51
|
-
session.balance(instrument.base),
|
|
52
|
-
session.balance(instrument.quote),
|
|
53
|
-
session.positions(instrument)
|
|
54
|
-
]).pipe((0, rxjs_1.tap)(([, , quote]) => {
|
|
55
|
-
if (!balance) {
|
|
56
|
-
balance = quote.total;
|
|
57
|
-
}
|
|
58
|
-
}), (0, rxjs_1.map)(([orderbook, base, quote, positions]) => orderbook.instrument.quote.fixed(quote.total +
|
|
59
|
-
base.total * orderbook.bestBidRate +
|
|
60
|
-
positions.reduce((agg, position) => agg + position.calculatePnL(orderbook.bestBidRate), 0))), (0, rxjs_1.tap)(it => {
|
|
61
|
-
if (!min) {
|
|
62
|
-
min = it;
|
|
63
|
-
}
|
|
64
|
-
else {
|
|
65
|
-
min = Math.min(min, it);
|
|
66
|
-
}
|
|
67
|
-
if (!max) {
|
|
68
|
-
max = it;
|
|
69
|
-
}
|
|
70
|
-
else {
|
|
71
|
-
max = Math.max(max, it);
|
|
72
|
-
}
|
|
73
|
-
equity = it;
|
|
74
|
-
}), (0, indicator_1.drawdown)(it => it), (0, rxjs_1.tap)(it => (dd = it)), (0, rxjs_1.finalize)(() => {
|
|
75
|
-
const pnl = equity / balance - 1;
|
|
76
|
-
const scale = (0, shared_1.precision)(equity);
|
|
77
|
-
statement['equity'] = equity;
|
|
78
|
-
statement['equity_min'] = min;
|
|
79
|
-
statement['equity_max'] = max;
|
|
80
|
-
statement['equity_pnl'] = (0, shared_1.floor)(balance * pnl, scale);
|
|
81
|
-
statement['equity_pnl_pp'] = (0, shared_1.floor)(pnl * 100, 2);
|
|
82
|
-
statement['equity_drawdown_pp'] = (0, shared_1.floor)(dd * 100, 2);
|
|
83
|
-
}));
|
|
84
|
-
};
|
|
85
|
-
}
|
|
86
|
-
exports.equity = equity;
|
|
87
|
-
//# sourceMappingURL=statement.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"statement.js","sourceRoot":"","sources":["../../src/domain/statement.ts"],"names":[],"mappings":";;;AAAA,+BAA+D;AAE/D,4CAAwC;AACxC,sCAA6C;AAE7C,SAAgB,MAAM;IACpB,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,MAAM,GAAG,OAAO,CAAC,YAAY,CAAC,QAAQ,CAAC,CAAC;QAE9C,OAAO,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAChC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,CAAC,MAAM,CAAC,EAAE,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,EACvE,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,IAAI,GAAG,IAAI,IAAI,CAAC,EAAE,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,CAChE,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAVD,wBAUC;AAED,SAAgB,SAAS,CAAC,UAA8B;IACtD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,KAAa,EAAE,IAAY,CAAC;QACjD,IAAI,EAAE,GAAG,CAAC,CAAC;QAEX,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,IAAI,CAChC,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,OAAO,CAAC,EAC1B,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,CACrB;SACF,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,KAAK,CAAC,EAAE,EAAE;YACzB,MAAM,KAAK,GAAG,SAAS,CAAC,OAAO,CAAC;YAEhC,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;YAED,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,KAAK,CAAC;aACf;YAED,IAAI,GAAG,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,IAAI,GAAG,KAAK,GAAG,CAAC,CAAC;YAE7B,SAAS,CAAC,iBAAiB,CAAC,GAAG,KAAK,CAAC;YACrC,SAAS,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC;YACnC,SAAS,CAAC,eAAe,CAAC,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,IAAA,kBAAS,EAAC,KAAK,CAAC,CAAC,CAAC;YACpE,SAAS,CAAC,kBAAkB,CAAC,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YACpD,SAAS,CAAC,uBAAuB,CAAC,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QAC1D,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvCD,8BAuCC;AAED,SAAgB,MAAM,CAAC,UAA8B;IACnD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,GAAW,EAAE,GAAW,CAAC;QAC9C,IAAI,EAAE,GAAG,CAAC,CAAC;QACX,IAAI,MAAM,GAAG,CAAC,CAAC;QAEf,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI,CAAC;YAChC,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;SAC9B,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,CAAC,EAAE,EAAE;YAClB,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;QACH,CAAC,CAAC,EACF,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,SAAS,CAAC,EAAE,EAAE,CAC1C,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAC9B,KAAK,CAAC,KAAK;YACT,IAAI,CAAC,KAAK,GAAG,SAAS,CAAC,WAAW;YAClC,SAAS,CAAC,MAAM,CACd,CAAC,GAAG,EAAE,QAAQ,EAAE,EAAE,CAAC,GAAG,GAAG,QAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,WAAW,CAAC,EACrE,CAAC,CACF,CACJ,CACF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,MAAM,GAAG,EAAE,CAAC;QACd,CAAC,CAAC,EACF,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,EACpB,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,GAAG,OAAO,GAAG,CAAC,CAAC;YACjC,MAAM,KAAK,GAAG,IAAA,kBAAS,EAAC,MAAM,CAAC,CAAC;YAEhC,SAAS,CAAC,QAAQ,CAAC,GAAG,MAAM,CAAC;YAC7B,SAAS,CAAC,YAAY,CAAC,GAAG,GAAG,CAAC;YAC9B,SAAS,CAAC,YAAY,CAAC,GAAG,GAAG,CAAC;YAC9B,SAAS,CAAC,YAAY,CAAC,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,KAAK,CAAC,CAAC;YACtD,SAAS,CAAC,eAAe,CAAC,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YACjD,SAAS,CAAC,oBAAoB,CAAC,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QACvD,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA3DD,wBA2DC"}
|
package/dist/ipc.d.ts
DELETED
|
@@ -1,33 +0,0 @@
|
|
|
1
|
-
/// <reference types="node" />
|
|
2
|
-
import { EventEmitter } from 'events';
|
|
3
|
-
import { Session, SessionDescriptor } from './domain';
|
|
4
|
-
export interface IpcCommand {
|
|
5
|
-
type: any;
|
|
6
|
-
}
|
|
7
|
-
export declare class IpcLiveCommand implements IpcCommand {
|
|
8
|
-
type: string;
|
|
9
|
-
id?: number;
|
|
10
|
-
}
|
|
11
|
-
export declare class IpcPaperCommand implements IpcCommand {
|
|
12
|
-
type: string;
|
|
13
|
-
id?: number;
|
|
14
|
-
}
|
|
15
|
-
export declare class IpcBacktestCommand implements IpcCommand {
|
|
16
|
-
type: string;
|
|
17
|
-
from?: number;
|
|
18
|
-
to?: number;
|
|
19
|
-
}
|
|
20
|
-
export declare class IpcFeedCommand implements IpcCommand {
|
|
21
|
-
type: string;
|
|
22
|
-
instrument: string;
|
|
23
|
-
from?: number;
|
|
24
|
-
to?: number;
|
|
25
|
-
}
|
|
26
|
-
export declare class IpcTaskCommand implements IpcCommand {
|
|
27
|
-
type: string;
|
|
28
|
-
taskName: string;
|
|
29
|
-
}
|
|
30
|
-
export declare type IpcSessionDescriptor = SessionDescriptor & {
|
|
31
|
-
ipcSub?: EventEmitter;
|
|
32
|
-
};
|
|
33
|
-
export declare function run(descriptor: IpcSessionDescriptor, ...commands: IpcCommand[]): Promise<Session>;
|
package/dist/ipc.js
DELETED
|
@@ -1,244 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
|
3
|
-
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
|
4
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if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
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else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
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return c > 3 && r && Object.defineProperty(target, key, r), r;
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};
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var __metadata = (this && this.__metadata) || function (k, v) {
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if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.run = exports.IpcTaskCommand = exports.IpcFeedCommand = exports.IpcBacktestCommand = exports.IpcPaperCommand = exports.IpcLiveCommand = void 0;
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const path_1 = require("path");
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const bootstrap_1 = require("./bootstrap");
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const domain_1 = require("./domain");
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const shared_1 = require("./shared");
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const topic_1 = require("./shared/topic");
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const minimist = require("minimist");
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const dotenv = require("dotenv");
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dotenv.config();
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let IpcLiveCommand = class IpcLiveCommand {
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constructor() {
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this.type = 'live';
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}
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};
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IpcLiveCommand = __decorate([
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topic_1.event
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], IpcLiveCommand);
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exports.IpcLiveCommand = IpcLiveCommand;
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let IpcPaperCommand = class IpcPaperCommand {
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constructor() {
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this.type = 'paper';
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}
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};
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IpcPaperCommand = __decorate([
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topic_1.event
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], IpcPaperCommand);
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exports.IpcPaperCommand = IpcPaperCommand;
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let IpcBacktestCommand = class IpcBacktestCommand {
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constructor() {
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this.type = 'backtest';
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}
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};
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IpcBacktestCommand = __decorate([
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topic_1.event
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], IpcBacktestCommand);
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exports.IpcBacktestCommand = IpcBacktestCommand;
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let IpcFeedCommand = class IpcFeedCommand {
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constructor() {
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this.type = 'feed';
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}
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};
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IpcFeedCommand = __decorate([
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topic_1.event
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], IpcFeedCommand);
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exports.IpcFeedCommand = IpcFeedCommand;
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let IpcTaskCommand = class IpcTaskCommand {
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constructor() {
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this.type = 'task';
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}
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};
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IpcTaskCommand = __decorate([
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topic_1.event
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], IpcTaskCommand);
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exports.IpcTaskCommand = IpcTaskCommand;
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class IpcSessionAccessor {
|
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}
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class IpcHandler extends topic_1.Topic {
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constructor(bootstrap, ipcSub) {
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super();
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this.bootstrap = bootstrap;
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this.ipcSub = ipcSub;
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}
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async onLiveMode(command, accessor) {
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var _a;
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accessor.session = this.bootstrap.useSessionId(command.id).live();
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this.emit({
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type: 'live:started',
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session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
|
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80
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-
});
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|
81
|
-
await accessor.session.awake(this.describe());
|
|
82
|
-
}
|
|
83
|
-
async onPaperMode(command, accessor) {
|
|
84
|
-
var _a;
|
|
85
|
-
accessor.session = this.bootstrap.useSessionId(command.id).paper();
|
|
86
|
-
this.emit({
|
|
87
|
-
type: 'paper:started',
|
|
88
|
-
session: (_a = accessor.session.descriptor) === null || _a === void 0 ? void 0 : _a.id
|
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89
|
-
});
|
|
90
|
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await accessor.session.awake(this.describe());
|
|
91
|
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}
|
|
92
|
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onBacktestMode(command, accessor) {
|
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93
|
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this.bootstrap.useBacktestPeriod(command.from, command.to).backtest();
|
|
94
|
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const { from, to } = this.bootstrap.descriptor.options.backtester;
|
|
95
|
-
return new Promise(async (resolve) => {
|
|
96
|
-
const [session, streamer] = this.bootstrap.backtest({
|
|
97
|
-
onBacktestStarted: (streamer) => {
|
|
98
|
-
var _a;
|
|
99
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-
this.emit({
|
|
100
|
-
type: 'backtest:started',
|
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101
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session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
|
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102
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-
timestamp: streamer.timestamp,
|
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103
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from,
|
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104
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to
|
|
105
|
-
});
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106
|
-
},
|
|
107
|
-
onBacktestUpdated: (streamer) => {
|
|
108
|
-
var _a;
|
|
109
|
-
this.emit({
|
|
110
|
-
type: 'backtest:updated',
|
|
111
|
-
session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
|
|
112
|
-
timestamp: streamer.timestamp,
|
|
113
|
-
from,
|
|
114
|
-
to
|
|
115
|
-
});
|
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116
|
-
},
|
|
117
|
-
onBacktestCompleted: async (streamer) => {
|
|
118
|
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var _a;
|
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119
|
-
await accessor.session.dispose();
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120
|
-
this.emit({
|
|
121
|
-
type: 'backtest:completed',
|
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122
|
-
session: (_a = session.descriptor) === null || _a === void 0 ? void 0 : _a.id,
|
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123
|
-
timestamp: streamer.timestamp,
|
|
124
|
-
from,
|
|
125
|
-
to
|
|
126
|
-
});
|
|
127
|
-
resolve();
|
|
128
|
-
}
|
|
129
|
-
});
|
|
130
|
-
accessor.session = session;
|
|
131
|
-
await accessor.session.awake(this.describe());
|
|
132
|
-
await streamer.tryContinue().catch(it => shared_1.Logger.error(it));
|
|
133
|
-
});
|
|
134
|
-
}
|
|
135
|
-
async onFeed(command, accessor) {
|
|
136
|
-
var _a;
|
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137
|
-
accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : this.bootstrap.paper();
|
|
138
|
-
const instrument = (0, domain_1.instrumentOf)(command.instrument);
|
|
139
|
-
const { feed } = accessor.session.descriptor;
|
|
140
|
-
await accessor.session.awake(undefined);
|
|
141
|
-
this.emit({ type: 'feed:started' });
|
|
142
|
-
await accessor.session.aggregate.feed({
|
|
143
|
-
instrument,
|
|
144
|
-
from: command.from,
|
|
145
|
-
to: command.to,
|
|
146
|
-
destination: feed,
|
|
147
|
-
callback: timestamp => this.emit({
|
|
148
|
-
type: 'feed:updated',
|
|
149
|
-
timestamp,
|
|
150
|
-
from: command.from,
|
|
151
|
-
to: command.to
|
|
152
|
-
})
|
|
153
|
-
});
|
|
154
|
-
this.emit({ type: 'feed:completed' });
|
|
155
|
-
await accessor.session.dispose();
|
|
156
|
-
}
|
|
157
|
-
async onTask(query, accessor) {
|
|
158
|
-
var _a;
|
|
159
|
-
accessor.session = (_a = accessor.session) !== null && _a !== void 0 ? _a : this.bootstrap.live();
|
|
160
|
-
await accessor.session.awake(undefined);
|
|
161
|
-
this.emit({ type: 'task:started', taskName: query.taskName });
|
|
162
|
-
let result = undefined;
|
|
163
|
-
try {
|
|
164
|
-
result = await (0, shared_1.runTask)(query.taskName, accessor.session);
|
|
165
|
-
}
|
|
166
|
-
catch (e) {
|
|
167
|
-
result = e;
|
|
168
|
-
}
|
|
169
|
-
this.emit({ type: 'task:completed', taskName: query.taskName, result });
|
|
170
|
-
await accessor.session.dispose();
|
|
171
|
-
}
|
|
172
|
-
describe() {
|
|
173
|
-
var _a;
|
|
174
|
-
const pkg = require((0, path_1.join)(process.cwd(), 'package.json'));
|
|
175
|
-
const describe = (_a = require((0, path_1.join)(process.cwd(), pkg.main))) === null || _a === void 0 ? void 0 : _a.default;
|
|
176
|
-
if (describe instanceof Function) {
|
|
177
|
-
return describe;
|
|
178
|
-
}
|
|
179
|
-
return undefined;
|
|
180
|
-
}
|
|
181
|
-
emit(message) {
|
|
182
|
-
var _a;
|
|
183
|
-
if (process.send) {
|
|
184
|
-
process.send(message);
|
|
185
|
-
}
|
|
186
|
-
(_a = this.ipcSub) === null || _a === void 0 ? void 0 : _a.emit('message', message);
|
|
187
|
-
}
|
|
188
|
-
}
|
|
189
|
-
__decorate([
|
|
190
|
-
(0, topic_1.handler)(IpcLiveCommand),
|
|
191
|
-
__metadata("design:type", Function),
|
|
192
|
-
__metadata("design:paramtypes", [IpcLiveCommand, IpcSessionAccessor]),
|
|
193
|
-
__metadata("design:returntype", Promise)
|
|
194
|
-
], IpcHandler.prototype, "onLiveMode", null);
|
|
195
|
-
__decorate([
|
|
196
|
-
(0, topic_1.handler)(IpcPaperCommand),
|
|
197
|
-
__metadata("design:type", Function),
|
|
198
|
-
__metadata("design:paramtypes", [IpcPaperCommand, IpcSessionAccessor]),
|
|
199
|
-
__metadata("design:returntype", Promise)
|
|
200
|
-
], IpcHandler.prototype, "onPaperMode", null);
|
|
201
|
-
__decorate([
|
|
202
|
-
(0, topic_1.handler)(IpcBacktestCommand),
|
|
203
|
-
__metadata("design:type", Function),
|
|
204
|
-
__metadata("design:paramtypes", [IpcBacktestCommand, IpcSessionAccessor]),
|
|
205
|
-
__metadata("design:returntype", void 0)
|
|
206
|
-
], IpcHandler.prototype, "onBacktestMode", null);
|
|
207
|
-
__decorate([
|
|
208
|
-
(0, topic_1.handler)(IpcFeedCommand),
|
|
209
|
-
__metadata("design:type", Function),
|
|
210
|
-
__metadata("design:paramtypes", [IpcFeedCommand, IpcSessionAccessor]),
|
|
211
|
-
__metadata("design:returntype", Promise)
|
|
212
|
-
], IpcHandler.prototype, "onFeed", null);
|
|
213
|
-
__decorate([
|
|
214
|
-
(0, topic_1.handler)(IpcTaskCommand),
|
|
215
|
-
__metadata("design:type", Function),
|
|
216
|
-
__metadata("design:paramtypes", [IpcTaskCommand, IpcSessionAccessor]),
|
|
217
|
-
__metadata("design:returntype", Promise)
|
|
218
|
-
], IpcHandler.prototype, "onTask", null);
|
|
219
|
-
async function run(descriptor, ...commands) {
|
|
220
|
-
const handler = new IpcHandler(new bootstrap_1.Bootstrap(descriptor), descriptor.ipcSub);
|
|
221
|
-
const accessor = new IpcSessionAccessor();
|
|
222
|
-
const argv = minimist(process.argv.slice(2));
|
|
223
|
-
if (argv.command) {
|
|
224
|
-
const json = Buffer.from(argv.command, 'base64').toString('utf-8');
|
|
225
|
-
commands.push(JSON.parse(json));
|
|
226
|
-
}
|
|
227
|
-
else {
|
|
228
|
-
if (!commands.length) {
|
|
229
|
-
commands.push(new IpcPaperCommand());
|
|
230
|
-
}
|
|
231
|
-
}
|
|
232
|
-
for (const command of commands) {
|
|
233
|
-
await handler.dispatch(command, accessor);
|
|
234
|
-
}
|
|
235
|
-
process.on('message', async (request) => {
|
|
236
|
-
const response = await handler.dispatch(request, accessor);
|
|
237
|
-
if (response) {
|
|
238
|
-
process.send(response);
|
|
239
|
-
}
|
|
240
|
-
});
|
|
241
|
-
return accessor.session;
|
|
242
|
-
}
|
|
243
|
-
exports.run = run;
|
|
244
|
-
//# sourceMappingURL=ipc.js.map
|
package/dist/ipc.js.map
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"ipc.js","sourceRoot":"","sources":["../src/ipc.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,+BAA4B;AAG5B,2CAAwC;AACxC,qCAAoE;AACpE,qCAA2C;AAC3C,0CAAuD;AACvD,qCAAsC;AACtC,iCAAkC;AAGlC,MAAM,CAAC,MAAM,EAAE,CAAC;AAgBhB,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAMhB,CAAC;CAAA,CAAA;AAPY,cAAc;IAD1B,aAAK;GACO,cAAc,CAO1B;AAPY,wCAAc;AAa3B,IAAa,eAAe,GAA5B,MAAa,eAAe;IAA5B;QACE,SAAI,GAAG,OAAO,CAAC;IAMjB,CAAC;CAAA,CAAA;AAPY,eAAe;IAD3B,aAAK;GACO,eAAe,CAO3B;AAPY,0CAAe;AAa5B,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAA/B;QACE,SAAI,GAAG,UAAU,CAAC;IAWpB,CAAC;CAAA,CAAA;AAZY,kBAAkB;IAD9B,aAAK;GACO,kBAAkB,CAY9B;AAZY,gDAAkB;AAkB/B,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAgBhB,CAAC;CAAA,CAAA;AAjBY,cAAc;IAD1B,aAAK;GACO,cAAc,CAiB1B;AAjBY,wCAAc;AAuB3B,IAAa,cAAc,GAA3B,MAAa,cAAc;IAA3B;QACE,SAAI,GAAG,MAAM,CAAC;IAMhB,CAAC;CAAA,CAAA;AAPY,cAAc;IAD1B,aAAK;GACO,cAAc,CAO1B;AAPY,wCAAc;AAY3B,MAAM,kBAAkB;CAEvB;AAOD,MAAM,UAAW,SAAQ,aAA2C;IAClE,YACmB,SAAoB,EACpB,MAAqB;QAEtC,KAAK,EAAE,CAAC;QAHS,cAAS,GAAT,SAAS,CAAW;QACpB,WAAM,GAAN,MAAM,CAAe;IAGxC,CAAC;IAMD,KAAK,CAAC,UAAU,CAAC,OAAuB,EAAE,QAA4B;;QACpE,QAAQ,CAAC,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC;QAElE,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,EAAE,cAAc;YACpB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChD,CAAC;IAMD,KAAK,CAAC,WAAW,CAAC,OAAwB,EAAE,QAA4B;;QACtE,QAAQ,CAAC,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;QAEnE,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,EAAE,eAAe;YACrB,OAAO,EAAE,MAAA,QAAQ,CAAC,OAAO,CAAC,UAAU,0CAAE,EAAE;SACzC,CAAC,CAAC;QAEH,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChD,CAAC;IAMD,cAAc,CAAC,OAA2B,EAAE,QAA4B;QACtE,IAAI,CAAC,SAAS,CAAC,iBAAiB,CAAC,OAAO,CAAC,IAAI,EAAE,OAAO,CAAC,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC;QACtE,MAAM,EAAE,IAAI,EAAE,EAAE,EAAE,GAAG,IAAI,CAAC,SAAS,CAAC,UAAU,CAAC,OAAO,CAAC,UAAU,CAAC;QAElE,OAAO,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;YACvC,MAAM,CAAC,OAAO,EAAE,QAAQ,CAAC,GAAG,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC;gBAClD,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;oBAClD,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,kBAAkB;wBACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI;wBACJ,EAAE;qBACH,CAAC,CAAC;gBACL,CAAC;gBACD,iBAAiB,EAAE,CAAC,QAA4B,EAAE,EAAE;;oBAClD,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,kBAAkB;wBACxB,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI;wBACJ,EAAE;qBACH,CAAC,CAAC;gBACL,CAAC;gBACD,mBAAmB,EAAE,KAAK,EAAE,QAA4B,EAAE,EAAE;;oBAC1D,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;oBAEjC,IAAI,CAAC,IAAI,CAAC;wBACR,IAAI,EAAE,oBAAoB;wBAC1B,OAAO,EAAE,MAAA,OAAO,CAAC,UAAU,0CAAE,EAAE;wBAC/B,SAAS,EAAE,QAAQ,CAAC,SAAS;wBAC7B,IAAI;wBACJ,EAAE;qBACH,CAAC,CAAC;oBAEH,OAAO,EAAE,CAAC;gBACZ,CAAC;aACF,CAAC,CAAC;YAEH,QAAQ,CAAC,OAAO,GAAG,OAAO,CAAC;YAE3B,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;YAC9C,MAAM,QAAQ,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE,CAAC,eAAM,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;QAC7D,CAAC,CAAC,CAAC;IACL,CAAC;IAMD,KAAK,CAAC,MAAM,CAAC,OAAuB,EAAE,QAA4B;;QAChE,QAAQ,CAAC,OAAO,GAAG,MAAA,QAAQ,CAAC,OAAO,mCAAI,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAC9D,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QACpD,MAAM,EAAE,IAAI,EAAE,GAAG,QAAQ,CAAC,OAAO,CAAC,UAAU,CAAC;QAE7C,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;QAExC,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,CAAC,CAAC;QAEpC,MAAM,QAAQ,CAAC,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC;YACpC,UAAU;YACV,IAAI,EAAE,OAAO,CAAC,IAAI;YAClB,EAAE,EAAE,OAAO,CAAC,EAAE;YACd,WAAW,EAAE,IAAI;YACjB,QAAQ,EAAE,SAAS,CAAC,EAAE,CACpB,IAAI,CAAC,IAAI,CAAC;gBACR,IAAI,EAAE,cAAc;gBACpB,SAAS;gBACT,IAAI,EAAE,OAAO,CAAC,IAAI;gBAClB,EAAE,EAAE,OAAO,CAAC,EAAE;aACf,CAAC;SACL,CAAC,CAAC;QAEH,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,gBAAgB,EAAE,CAAC,CAAC;QAEtC,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;IACnC,CAAC;IAMD,KAAK,CAAC,MAAM,CAAC,KAAqB,EAAE,QAA4B;;QAC9D,QAAQ,CAAC,OAAO,GAAG,MAAA,QAAQ,CAAC,OAAO,mCAAI,IAAI,CAAC,SAAS,CAAC,IAAI,EAAE,CAAC;QAE7D,MAAM,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;QAExC,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,cAAc,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE9D,IAAI,MAAM,GAAG,SAAS,CAAC;QAEvB,IAAI;YACF,MAAM,GAAG,MAAM,IAAA,gBAAO,EAAC,KAAK,CAAC,QAAQ,EAAE,QAAQ,CAAC,OAAO,CAAC,CAAC;SAC1D;QAAC,OAAO,CAAC,EAAE;YACV,MAAM,GAAG,CAAC,CAAC;SACZ;QAED,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,gBAAgB,EAAE,QAAQ,EAAE,KAAK,CAAC,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;QAExE,MAAM,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;IACnC,CAAC;IAED,QAAQ;;QACN,MAAM,GAAG,GAAG,OAAO,CAAC,IAAA,WAAI,EAAC,OAAO,CAAC,GAAG,EAAE,EAAE,cAAc,CAAC,CAAC,CAAC;QACzD,MAAM,QAAQ,GAAG,MAAA,OAAO,CAAC,IAAA,WAAI,EAAC,OAAO,CAAC,GAAG,EAAE,EAAE,GAAG,CAAC,IAAI,CAAC,CAAC,0CAAE,OAAO,CAAC;QAEjE,IAAI,QAAQ,YAAY,QAAQ,EAAE;YAChC,OAAO,QAAQ,CAAC;SACjB;QAED,OAAO,SAAS,CAAC;IACnB,CAAC;IAKO,IAAI,CAAC,OAAY;;QACvB,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;SACvB;QAED,MAAA,IAAI,CAAC,MAAM,0CAAE,IAAI,CAAC,SAAS,EAAE,OAAO,CAAC,CAAC;IACxC,CAAC;CACF;AAzJC;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package/dist/ipc.spec.js
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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const events_1 = require("events");
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const rxjs_1 = require("rxjs");
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const adapter_1 = require("./adapter");
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const ipc_1 = require("./ipc");
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const shared_1 = require("./shared");
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class DefaultAdapter extends adapter_1.Adapter {
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constructor() {
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super(...arguments);
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this.name = 'default';
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}
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timestamp() {
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return 123;
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}
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createPaperSimulator(adapter) {
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return new adapter_1.PaperSpotSimulator(adapter);
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}
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awake(context) {
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return super.awake(context);
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}
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async account() { }
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}
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-
describe('ipc feed tests', () => {
|
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test('should dispatch session started event', done => {
|
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const command = {
|
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type: 'paper'
|
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28
|
-
};
|
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|
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const ipcSub = new events_1.EventEmitter();
|
|
30
|
-
ipcSub.on('message', (message) => {
|
|
31
|
-
expect(message.type).toBe('paper:started');
|
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32
|
-
done();
|
|
33
|
-
});
|
|
34
|
-
(0, ipc_1.run)({
|
|
35
|
-
adapter: [new DefaultAdapter()],
|
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36
|
-
ipcSub,
|
|
37
|
-
options: {
|
|
38
|
-
paper: {
|
|
39
|
-
balance: { 'default:usd': 100 }
|
|
40
|
-
}
|
|
41
|
-
}
|
|
42
|
-
}, command);
|
|
43
|
-
});
|
|
44
|
-
test('should execute user task', done => {
|
|
45
|
-
(0, shared_1.task)('hello-world', session => {
|
|
46
|
-
return (0, rxjs_1.of)(1).pipe((0, rxjs_1.take)(1), (0, rxjs_1.tap)(() => done()));
|
|
47
|
-
});
|
|
48
|
-
const command = {
|
|
49
|
-
type: 'task',
|
|
50
|
-
taskName: 'hello-world'
|
|
51
|
-
};
|
|
52
|
-
(0, ipc_1.run)({
|
|
53
|
-
adapter: [new DefaultAdapter()]
|
|
54
|
-
}, command);
|
|
55
|
-
});
|
|
56
|
-
});
|
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57
|
-
//# sourceMappingURL=ipc.spec.js.map
|
package/dist/ipc.spec.js.map
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"ipc.spec.js","sourceRoot":"","sources":["../src/ipc.spec.ts"],"names":[],"mappings":";;AAAA,mCAAsC;AACtC,+BAAqC;AACrC,uCAAsF;AAEtF,+BAA4B;AAC5B,qCAAgC;AAEhC,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAenB,CAAC;IAbC,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,oBAAoB,CAAC,OAAqB;QACxC,OAAO,IAAI,4BAAkB,CAAC,OAAO,CAAC,CAAC;IACzC,CAAC;IAED,KAAK,CAAC,OAAuB;QAC3B,OAAO,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;IAC9B,CAAC;IAED,KAAK,CAAC,OAAO,KAAmB,CAAC;CAClC;AAED,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,uCAAuC,EAAE,IAAI,CAAC,EAAE;QACnD,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,OAAO;SACd,CAAC;QAEF,MAAM,MAAM,GAAG,IAAI,qBAAY,EAAE,CAAC;QAElC,MAAM,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,OAAY,EAAE,EAAE;YACpC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC;YAC3C,IAAI,EAAE,CAAC;QACT,CAAC,CAAC,CAAC;QAEH,IAAA,SAAG,EACD;YACE,OAAO,EAAE,CAAC,IAAI,cAAc,EAAE,CAAC;YAC/B,MAAM;YACN,OAAO,EAAE;gBACP,KAAK,EAAE;oBACL,OAAO,EAAE,EAAE,aAAa,EAAE,GAAG,EAAE;iBAChC;aACF;SACF,EACD,OAAO,CACR,CAAC;IACJ,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,aAAI,EAAC,aAAa,EAAE,OAAO,CAAC,EAAE;YAC5B,OAAO,IAAA,SAAE,EAAC,CAAC,CAAC,CAAC,IAAI,CACf,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,IAAI,EAAE,CAAC,CAClB,CAAC;QACJ,CAAC,CAAC,CAAC;QAEH,MAAM,OAAO,GAAG;YACd,IAAI,EAAE,MAAM;YACZ,QAAQ,EAAE,aAAa;SACxB,CAAC;QAEF,IAAA,SAAG,EACD;YACE,OAAO,EAAE,CAAC,IAAI,cAAc,EAAE,CAAC;SAChC,EACD,OAAO,CACR,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1,26 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const policy_1 = require("./policy");
|
|
4
|
-
describe('cache policy tests', () => {
|
|
5
|
-
test('string as key cache', async () => {
|
|
6
|
-
let counter = 0;
|
|
7
|
-
const request = async () => {
|
|
8
|
-
return ++counter;
|
|
9
|
-
};
|
|
10
|
-
expect(await (0, policy_1.cache)('abc', request)).toBe(1);
|
|
11
|
-
expect(await (0, policy_1.cache)('abc', request)).toBe(1);
|
|
12
|
-
expect(await (0, policy_1.cache)('abc', () => request())).toBe(1);
|
|
13
|
-
expect(await (0, policy_1.cache)('abc', () => request())).toBe(1);
|
|
14
|
-
});
|
|
15
|
-
test('object as key cache', async () => {
|
|
16
|
-
let counter = 0;
|
|
17
|
-
const request = async () => {
|
|
18
|
-
return ++counter;
|
|
19
|
-
};
|
|
20
|
-
expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, request)).toBe(1);
|
|
21
|
-
expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, request)).toBe(1);
|
|
22
|
-
expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, () => request())).toBe(1);
|
|
23
|
-
expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, () => request())).toBe(1);
|
|
24
|
-
});
|
|
25
|
-
});
|
|
26
|
-
//# sourceMappingURL=policy.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
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package/dist/shared/task.d.ts
DELETED
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@@ -1,6 +0,0 @@
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|
|
1
|
-
import { Observable } from 'rxjs';
|
|
2
|
-
import { Session } from './../domain';
|
|
3
|
-
declare type Task = (session: Session) => Observable<any> | Promise<any> | any;
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|
4
|
-
export declare function task(name: string, fn: Task): void;
|
|
5
|
-
export declare function runTask(name: string, session: Session): Promise<void>;
|
|
6
|
-
export {};
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