@quantform/core 0.4.11 → 0.5.15

package/dist/store/event/store-instrument.event.spec.js

@@ -1,21 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const __1 = require("..");
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
-const store_instrument_event_1 = require("./store-instrument.event");
-describe('instrument patch event tests', () => {
-    test('should patch a store', () => {
-        const timestamp = (0, shared_1.now)();
-        const store = new __1.Store();
-        const base = new domain_1.Asset('de30', 'cex', 2);
-        const quote = new domain_1.Asset('usd', 'cex', 2);
-        store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(0, 0), ''));
-        expect(store.snapshot.universe.instrument['cex:de30-usd'].base).toEqual(base);
-        expect(store.snapshot.universe.instrument['cex:de30-usd'].quote).toEqual(quote);
-        expect(store.snapshot.universe.instrument['cex:de30-usd'].timestamp).toEqual(timestamp);
-        expect(Object.keys(store.snapshot.universe.instrument).length).toEqual(1);
-        expect(Object.keys(store.snapshot.universe.asset).length).toEqual(2);
-    });
-});
-//# sourceMappingURL=store-instrument.event.spec.js.map

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

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

@@ -1,61 +0,0 @@
-import { Order } from '../../domain';
-import { timestamp } from '../../shared';
-import { State, StateChangeTracker } from '../store.state';
-import { StoreEvent } from './store.event';
-export declare class OrderLoadEvent implements StoreEvent {
-    readonly order: Order;
-    readonly timestamp: timestamp;
-    type: string;
-    constructor(order: Order, timestamp: timestamp);
-}
-export declare function OrderLoadEventHandler(event: OrderLoadEvent, state: State, changes: StateChangeTracker): void;
-export declare class OrderNewEvent implements StoreEvent {
-    readonly order: Order;
-    readonly timestamp: timestamp;
-    type: string;
-    constructor(order: Order, timestamp: timestamp);
-}
-export declare function OrderNewEventHandler(event: OrderNewEvent, state: State, changes: StateChangeTracker): void;
-export declare class OrderPendingEvent implements StoreEvent {
-    readonly id: string;
-    readonly timestamp: timestamp;
-    type: string;
-    constructor(id: string, timestamp: timestamp);
-}
-export declare function OrderPendingEventHandler(event: OrderPendingEvent, state: State, changes: StateChangeTracker): void;
-export declare class OrderFilledEvent implements StoreEvent {
-    readonly id: string;
-    readonly averageExecutionRate: number;
-    readonly timestamp: timestamp;
-    type: string;
-    constructor(id: string, averageExecutionRate: number, timestamp: timestamp);
-}
-export declare function OrderFilledEventHandler(event: OrderFilledEvent, state: State, changes: StateChangeTracker): void;
-export declare class OrderCancelingEvent implements StoreEvent {
-    readonly id: string;
-    readonly timestamp: timestamp;
-    type: string;
-    constructor(id: string, timestamp: timestamp);
-}
-export declare function OrderCancelingEventHandler(event: OrderCancelingEvent, state: State, changes: StateChangeTracker): void;
-export declare class OrderCanceledEvent implements StoreEvent {
-    readonly id: string;
-    readonly timestamp: timestamp;
-    type: string;
-    constructor(id: string, timestamp: timestamp);
-}
-export declare function OrderCanceledEventHandler(event: OrderCanceledEvent, state: State, changes: StateChangeTracker): void;
-export declare class OrderCancelFailedEvent implements StoreEvent {
-    readonly id: string;
-    readonly timestamp: timestamp;
-    type: string;
-    constructor(id: string, timestamp: timestamp);
-}
-export declare function OrderCancelFailedEventHandler(event: OrderCancelFailedEvent, state: State, changes: StateChangeTracker): void;
-export declare class OrderRejectedEvent implements StoreEvent {
-    readonly id: string;
-    readonly timestamp: timestamp;
-    type: string;
-    constructor(id: string, timestamp: timestamp);
-}
-export declare function OrderRejectedEventHandler(event: OrderRejectedEvent, state: State, changes: StateChangeTracker): void;

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

@@ -1,205 +0,0 @@
-"use strict";
-var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
-    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
-    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
-    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
-    return c > 3 && r && Object.defineProperty(target, key, r), r;
-};
-var __metadata = (this && this.__metadata) || function (k, v) {
-    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OrderRejectedEventHandler = exports.OrderRejectedEvent = exports.OrderCancelFailedEventHandler = exports.OrderCancelFailedEvent = exports.OrderCanceledEventHandler = exports.OrderCanceledEvent = exports.OrderCancelingEventHandler = exports.OrderCancelingEvent = exports.OrderFilledEventHandler = exports.OrderFilledEvent = exports.OrderPendingEventHandler = exports.OrderPendingEvent = exports.OrderNewEventHandler = exports.OrderNewEvent = exports.OrderLoadEventHandler = exports.OrderLoadEvent = void 0;
-const domain_1 = require("../../domain");
-const topic_1 = require("../../shared/topic");
-let OrderLoadEvent = class OrderLoadEvent {
-    constructor(order, timestamp) {
-        this.order = order;
-        this.timestamp = timestamp;
-        this.type = 'order-load';
-    }
-};
-OrderLoadEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.Order, Number])
-], OrderLoadEvent);
-exports.OrderLoadEvent = OrderLoadEvent;
-function OrderLoadEventHandler(event, state, changes) {
-    event.order.timestamp = event.timestamp;
-    state.order[event.order.id] = event.order;
-    changes.commit(event.order);
-}
-exports.OrderLoadEventHandler = OrderLoadEventHandler;
-let OrderNewEvent = class OrderNewEvent {
-    constructor(order, timestamp) {
-        this.order = order;
-        this.timestamp = timestamp;
-        this.type = 'order-new';
-    }
-};
-OrderNewEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.Order, Number])
-], OrderNewEvent);
-exports.OrderNewEvent = OrderNewEvent;
-function OrderNewEventHandler(event, state, changes) {
-    if (event.order.state != 'NEW') {
-        throw new Error(`Order is not new`);
-    }
-    event.order.createdAt = event.timestamp;
-    event.order.timestamp = event.timestamp;
-    state.order[event.order.id] = event.order;
-    changes.commit(event.order);
-}
-exports.OrderNewEventHandler = OrderNewEventHandler;
-let OrderPendingEvent = class OrderPendingEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-pending';
-    }
-};
-OrderPendingEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderPendingEvent);
-exports.OrderPendingEvent = OrderPendingEvent;
-function OrderPendingEventHandler(event, state, changes) {
-    if (!(event.id in state.order)) {
-        throw new Error(`Trying to patch unknown order: ${event.id}`);
-    }
-    const order = state.order[event.id];
-    if (order.state != 'NEW') {
-        throw new Error(`Order is not NEW: ${order.state}`);
-    }
-    order.state = 'PENDING';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderPendingEventHandler = OrderPendingEventHandler;
-let OrderFilledEvent = class OrderFilledEvent {
-    constructor(id, averageExecutionRate, timestamp) {
-        this.id = id;
-        this.averageExecutionRate = averageExecutionRate;
-        this.timestamp = timestamp;
-        this.type = 'order-filled';
-    }
-};
-OrderFilledEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number, Number])
-], OrderFilledEvent);
-exports.OrderFilledEvent = OrderFilledEvent;
-function OrderFilledEventHandler(event, state, changes) {
-    if (!(event.id in state.order)) {
-        throw new Error(`Trying to patch unknown order: ${event.id}`);
-    }
-    const order = state.order[event.id];
-    if (order.state != 'PENDING' && order.state != 'CANCELING') {
-        throw new Error(`Order is not PENDING or CANCELING: ${order.state}`);
-    }
-    order.state = 'FILLED';
-    order.timestamp = event.timestamp;
-    order.quantityExecuted = order.quantity;
-    order.averageExecutionRate = event.averageExecutionRate;
-    changes.commit(order);
-}
-exports.OrderFilledEventHandler = OrderFilledEventHandler;
-let OrderCancelingEvent = class OrderCancelingEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-canceling';
-    }
-};
-OrderCancelingEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderCancelingEvent);
-exports.OrderCancelingEvent = OrderCancelingEvent;
-function OrderCancelingEventHandler(event, state, changes) {
-    if (!(event.id in state.order)) {
-        throw new Error(`Trying to patch unknown order: ${event.id}`);
-    }
-    const order = state.order[event.id];
-    if (order.state == 'CANCELING' || order.state == 'CANCELED') {
-        return;
-    }
-    if (order.state != 'PENDING') {
-        throw new Error(`Order is not PENDING: ${order.state}`);
-    }
-    order.state = 'CANCELING';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderCancelingEventHandler = OrderCancelingEventHandler;
-let OrderCanceledEvent = class OrderCanceledEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-canceled';
-    }
-};
-OrderCanceledEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderCanceledEvent);
-exports.OrderCanceledEvent = OrderCanceledEvent;
-function OrderCanceledEventHandler(event, state, changes) {
-    const order = state.order[event.id];
-    if (order.state == 'CANCELED') {
-        return;
-    }
-    if (order.state != 'CANCELING') {
-        throw new Error(`Order is not CANCELING: ${order.state}`);
-    }
-    order.state = 'CANCELED';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderCanceledEventHandler = OrderCanceledEventHandler;
-let OrderCancelFailedEvent = class OrderCancelFailedEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-cancel-failed';
-    }
-};
-OrderCancelFailedEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderCancelFailedEvent);
-exports.OrderCancelFailedEvent = OrderCancelFailedEvent;
-function OrderCancelFailedEventHandler(event, state, changes) {
-    const order = state.order[event.id];
-    if (order.state != 'CANCELING') {
-        return;
-    }
-    order.state = 'PENDING';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderCancelFailedEventHandler = OrderCancelFailedEventHandler;
-let OrderRejectedEvent = class OrderRejectedEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-canceled';
-    }
-};
-OrderRejectedEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderRejectedEvent);
-exports.OrderRejectedEvent = OrderRejectedEvent;
-function OrderRejectedEventHandler(event, state, changes) {
-    const order = state.order[event.id];
-    if (order.state != 'NEW') {
-        throw new Error(`Order is not NEW: ${order.state}`);
-    }
-    order.state = 'REJECTED';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderRejectedEventHandler = OrderRejectedEventHandler;
-//# sourceMappingURL=store-order.event.js.map

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

@@ -1 +0,0 @@
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package/dist/store/event/store-order.event.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"store-order.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-order.event.spec.ts"],"names":[],"mappings":";;AAAA,yCAAwD;AACxD,yCAAmC;AACnC,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,wBAAwB,EAAE,GAAG,EAAE;IACtC,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,SAAS,CAAC,UAAU,EAAE,GAAG,CAAC,CAAC;QAE/C,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;QAExB,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QACvE,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAE3E,KAAK,CAAC,QAAQ,CAAC,IAAI,kCAAc,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

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

@@ -1,65 +0,0 @@
-"use strict";
-var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
-    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
-    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
-    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
-    return c > 3 && r && Object.defineProperty(target, key, r), r;
-};
-var __metadata = (this && this.__metadata) || function (k, v) {
-    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OrderbookPatchEventHandler = exports.OrderbookPatchEvent = void 0;
-const instrument_1 = require("../../domain/instrument");
-const orderbook_1 = require("../../domain/orderbook");
-const topic_1 = require("../../shared/topic");
-let OrderbookPatchEvent = 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;
-        this.type = 'orderbook-patch';
-    }
-};
-OrderbookPatchEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [instrument_1.InstrumentSelector, Number, Number, Number, Number, Number])
-], OrderbookPatchEvent);
-exports.OrderbookPatchEvent = OrderbookPatchEvent;
-function OrderbookPatchEventHandler(event, state, changes) {
-    const instrumentKey = event.instrument.toString();
-    if (!(instrumentKey in state.subscription.instrument)) {
-        throw new Error(`Trying to patch unsubscribed instrument: ${instrumentKey}`);
-    }
-    let orderbook = state.orderbook[instrumentKey];
-    if (!orderbook) {
-        const instrument = state.universe.instrument[instrumentKey];
-        orderbook = new orderbook_1.Orderbook(instrument);
-        state.orderbook[instrumentKey] = orderbook;
-    }
-    state.timestamp = event.timestamp;
-    orderbook.timestamp = event.timestamp;
-    orderbook.bestAskRate = orderbook.instrument.quote.fixed(event.bestAskRate);
-    orderbook.bestAskQuantity = orderbook.instrument.base.fixed(event.bestAskQuantity);
-    orderbook.bestBidRate = orderbook.instrument.quote.fixed(event.bestBidRate);
-    orderbook.bestBidQuantity = orderbook.instrument.base.fixed(event.bestBidQuantity);
-    const quote = state.balance[orderbook.instrument.quote.toString()];
-    if (quote) {
-        for (const position of Object.values(quote.position)) {
-            if (position.instrument.toString() != orderbook.toString()) {
-                continue;
-            }
-            const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
-            position.calculatePnL(rate);
-        }
-        if (quote.total < 0) {
-            throw new Error('liquidated');
-        }
-    }
-    changes.commit(orderbook);
-}
-exports.OrderbookPatchEventHandler = OrderbookPatchEventHandler;
-//# sourceMappingURL=store-orderbook.event.js.map

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

@@ -1 +0,0 @@
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package/dist/store/event/store-position.event.js

@@ -1,97 +0,0 @@
-"use strict";
-var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
-    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
-    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
-    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
-    return c > 3 && r && Object.defineProperty(target, key, r), r;
-};
-var __metadata = (this && this.__metadata) || function (k, v) {
-    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PositionPatchEventHandler = exports.PositionPatchEvent = exports.PositionLoadEventHandler = exports.PositionLoadEvent = void 0;
-const domain_1 = require("../../domain");
-const topic_1 = require("../../shared/topic");
-let PositionLoadEvent = class PositionLoadEvent {
-    constructor(position, timestamp) {
-        this.position = position;
-        this.timestamp = timestamp;
-        this.type = 'position-load';
-    }
-};
-PositionLoadEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.Position, Number])
-], PositionLoadEvent);
-exports.PositionLoadEvent = PositionLoadEvent;
-function PositionLoadEventHandler(event, state, changes) {
-    if (event.position.instrument.toString() in state.subscription.instrument ||
-        event.position.size == 0) {
-        return;
-    }
-    event.position.timestamp = event.timestamp;
-    const balance = state.balance[event.position.instrument.quote.toString()];
-    const orderbook = state.orderbook[event.position.instrument.toString()];
-    balance.position[event.position.toString()] = event.position;
-    if (orderbook) {
-        const rate = event.position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
-        event.position.calculatePnL(rate);
-    }
-    return event.position;
-}
-exports.PositionLoadEventHandler = PositionLoadEventHandler;
-let PositionPatchEvent = 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;
-        this.type = 'position-patch';
-    }
-};
-PositionPatchEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, domain_1.Instrument, Number, Number, Number, String, Number])
-], PositionPatchEvent);
-exports.PositionPatchEvent = PositionPatchEvent;
-function PositionPatchEventHandler(event, state, changes) {
-    if (!(event.instrument.toString() in state.subscription.instrument)) {
-        return;
-    }
-    const balance = state.balance[event.instrument.quote.toString()];
-    const orderbook = state.orderbook[event.instrument.toString()];
-    let position = balance.position[event.id];
-    if (event.size == 0) {
-        if (position) {
-            position.averageExecutionRate = event.instrument.quote.fixed(event.rate);
-            position.size = event.instrument.base.fixed(event.size);
-            position.leverage = event.leverage;
-            delete balance.position[event.id];
-            if (orderbook) {
-                const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
-                position.calculatePnL(rate);
-            }
-            changes.commit(position);
-            changes.commit(balance);
-        }
-    }
-    if (!position) {
-        position = new domain_1.Position(event.id, event.instrument);
-        balance.position[event.id] = position;
-    }
-    position.averageExecutionRate = event.instrument.quote.fixed(event.rate);
-    position.size = event.instrument.base.fixed(event.size);
-    position.leverage = event.leverage;
-    position.mode = event.mode;
-    if (orderbook) {
-        const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
-        position.calculatePnL(rate);
-    }
-    changes.commit(position);
-    changes.commit(balance);
-}
-exports.PositionPatchEventHandler = PositionPatchEventHandler;
-//# sourceMappingURL=store-position.event.js.map

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

@@ -1 +0,0 @@
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package/dist/store/event/store-trade.event.js

@@ -1,47 +0,0 @@
-"use strict";
-var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
-    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
-    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
-    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
-    return c > 3 && r && Object.defineProperty(target, key, r), r;
-};
-var __metadata = (this && this.__metadata) || function (k, v) {
-    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.TradePatchEventHandler = exports.TradePatchEvent = void 0;
-const domain_1 = require("../../domain");
-const instrument_1 = require("../../domain/instrument");
-const topic_1 = require("../../shared/topic");
-let TradePatchEvent = class TradePatchEvent {
-    constructor(instrument, rate, quantity, timestamp) {
-        this.instrument = instrument;
-        this.rate = rate;
-        this.quantity = quantity;
-        this.timestamp = timestamp;
-        this.type = 'trade-patch';
-    }
-};
-TradePatchEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [instrument_1.InstrumentSelector, Number, Number, Number])
-], TradePatchEvent);
-exports.TradePatchEvent = TradePatchEvent;
-function TradePatchEventHandler(event, state, changes) {
-    const instrumentKey = event.instrument.toString();
-    if (!(instrumentKey in state.subscription.instrument)) {
-        throw new Error(`Trying to patch unsubscribed instrument: ${instrumentKey}`);
-    }
-    let trade = state.trade[instrumentKey];
-    if (!trade) {
-        trade = new domain_1.Trade(state.universe.instrument[instrumentKey]);
-        state.trade[instrumentKey] = trade;
-    }
-    state.timestamp = event.timestamp;
-    trade.timestamp = event.timestamp;
-    trade.rate = trade.instrument.quote.fixed(event.rate);
-    trade.quantity = trade.instrument.base.fixed(event.quantity);
-    changes.commit(trade);
-}
-exports.TradePatchEventHandler = TradePatchEventHandler;
-//# sourceMappingURL=store-trade.event.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"store-trade.event.js","sourceRoot":"","sources":["../../../src/store/event/store-trade.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,yCAAqC;AACrC,wDAA6D;AAE7D,8CAA2C;AAQ3C,IAAa,eAAe,GAA5B,MAAa,eAAe;IAG1B,YACW,UAA8B,EAC9B,IAAY,EACZ,QAAgB,EAChB,SAAoB;QAHpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,SAAI,GAAJ,IAAI,CAAQ;QACZ,aAAQ,GAAR,QAAQ,CAAQ;QAChB,cAAS,GAAT,SAAS,CAAW;QAN/B,SAAI,GAAG,aAAa,CAAC;IAOlB,CAAC;CACL,CAAA;AATY,eAAe;IAD3B,aAAK;qCAKmB,+BAAkB;GAJ9B,eAAe,CAS3B;AATY,0CAAe;AAe5B,SAAgB,sBAAsB,CACpC,KAAsB,EACtB,KAAY,EACZ,OAA2B;IAE3B,MAAM,aAAa,GAAG,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAElD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,EAAE;QACrD,MAAM,IAAI,KAAK,CAAC,4CAA4C,aAAa,EAAE,CAAC,CAAC;KAC9E;IAED,IAAI,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC;IACvC,IAAI,CAAC,KAAK,EAAE;QACV,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC,CAAC;QAE5D,KAAK,CAAC,KAAK,CAAC,aAAa,CAAC,GAAG,KAAK,CAAC;KACpC;IAED,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAClC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;IACtD,KAAK,CAAC,QAAQ,GAAG,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;IAE7D,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;AACxB,CAAC;AAzBD,wDAyBC"}

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

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

@@ -1,5 +0,0 @@
-import { timestamp } from '../../shared';
-export interface StoreEvent {
-    type: string;
-    timestamp: timestamp;
-}

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

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

package/dist/store/store.state.d.ts

@@ -1,21 +0,0 @@
-import { Asset, AssetSelector, Balance, Component, Instrument, InstrumentSelector, Order, Orderbook, Trade } from '../domain';
-import { timestamp } from '../shared';
-export interface StateChangeTracker {
-    commit(component: Component): any;
-    commitPendingChanges(): any;
-}
-export declare class State {
-    timestamp: timestamp;
-    universe: {
-        asset: Record<string, Asset>;
-        instrument: Record<string, Instrument>;
-    };
-    subscription: {
-        asset: Record<string, AssetSelector>;
-        instrument: Record<string, InstrumentSelector>;
-    };
-    trade: Record<string, Trade>;
-    orderbook: Record<string, Orderbook>;
-    balance: Record<string, Balance>;
-    order: Record<string, Order>;
-}

package/dist/store/store.state.js

@@ -1,21 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.State = void 0;
-class State {
-    constructor() {
-        this.universe = {
-            asset: {},
-            instrument: {}
-        };
-        this.subscription = {
-            asset: {},
-            instrument: {}
-        };
-        this.trade = {};
-        this.orderbook = {};
-        this.balance = {};
-        this.order = {};
-    }
-}
-exports.State = State;
-//# sourceMappingURL=store.state.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"store.state.js","sourceRoot":"","sources":["../../src/store/store.state.ts"],"names":[],"mappings":";;;AAkBA,MAAa,KAAK;IAAlB;QAIE,aAAQ,GAGJ;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,iBAAY,GAGR;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,UAAK,GAA0B,EAAE,CAAC;QAClC,cAAS,GAA8B,EAAE,CAAC;QAC1C,YAAO,GAA4B,EAAE,CAAC;QACtC,UAAK,GAA0B,EAAE,CAAC;IACpC,CAAC;CAAA;AAxBD,sBAwBC"}