@quantform/core 0.4.11 → 0.5.15

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

@@ -1,28 +1,48 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const _1 = require(".");
-const __1 = require("..");
 const store_1 = require("../../store");
 const adapter_1 = require("../adapter");
 const domain_1 = require("./../../domain");
+const paper_engine_1 = require("./engine/paper-engine");
 const paper_adapter_1 = require("./paper-adapter");
 class DefaultAdapter extends adapter_1.Adapter {
-    constructor() {
-        super(...arguments);
+    constructor(timeProvider, store) {
+        super(timeProvider);
+        this.store = store;
         this.name = 'default';
     }
+    dispose() {
+        throw new Error('Method not implemented.');
+    }
+    subscribe(instruments) {
+        throw new Error('Method not implemented.');
+    }
+    account() {
+        throw new Error('Method not implemented.');
+    }
+    open(order) {
+        throw new Error('Method not implemented.');
+    }
+    cancel(order) {
+        throw new Error('Method not implemented.');
+    }
+    history(query) {
+        throw new Error('Method not implemented.');
+    }
+    feed(query) {
+        throw new Error('Method not implemented.');
+    }
     timestamp() {
         return 123;
     }
-    async awake(context) {
-        super.awake(context);
-        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'));
+    async awake() {
+        this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission(0.1, 0.1), 'a-b'));
     }
-    createPaperSimulator(adapter) {
-        return new _1.PaperSpotSimulator(adapter);
+    createPaperEngine(adapter) {
+        return new paper_engine_1.PaperEngine(adapter.store);
     }
 }
-describe('paper adapter tests', () => {
+describe('PaperAdapter', () => {
     const options = {
         balance: {
             ['default:a']: 1000,
@@ -31,19 +51,19 @@ describe('paper adapter tests', () => {
     };
     test('should return wrapped adapter name and timestamp', () => {
         const store = new store_1.Store();
-        const sut = new paper_adapter_1.PaperAdapter(new DefaultAdapter(), store, options);
+        const sut = new paper_adapter_1.PaperAdapter(new DefaultAdapter(adapter_1.DefaultTimeProvider, store), store, options);
         expect(sut.name).toEqual('default');
         expect(sut.timestamp()).toEqual(123);
     });
     test('', async () => {
         const store = new store_1.Store();
-        const adapter = new DefaultAdapter();
+        const adapter = new DefaultAdapter(adapter_1.DefaultTimeProvider, store);
         const sut = new paper_adapter_1.PaperAdapter(adapter, store, options);
-        await sut.awake(new __1.AdapterContext(sut, store));
+        await sut.awake();
         await sut.account();
-        const order = domain_1.Order.buyMarket((0, domain_1.instrumentOf)('default:a-b'), 1.0);
+        const order = domain_1.Order.market((0, domain_1.instrumentOf)('default:a-b'), 1.0);
         await sut.open(order);
-        expect(store.snapshot.order[order.id]).toEqual(order);
+        expect(store.snapshot.order.get(order.instrument.id).get(order.id)).toEqual(order);
     });
 });
 //# sourceMappingURL=paper-adapter.spec.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"paper-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.spec.ts"],"names":[],"mappings":";;AAAA,uCAA0D;AAC1D,wCAMoB;AACpB,2CAOwB;AACxB,wDAAoD;AACpD,mDAA+C;AAE/C,MAAM,cAAe,SAAQ,iBAAO;IA4BlC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAN5E,SAAI,GAAG,SAAS,CAAC;IAQjB,CAAC;IA7BD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,SAAS,CAAC,WAAiC;QACzC,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAY;QACf,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,MAAM,CAAC,KAAY;QACjB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO,CAAC,KAAmB;QACzB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAgB;QACnB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IAGD,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAMD,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,4BAAoB,CACtB,IAAI,CAAC,SAAS,EAAE,EAChB,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,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,0BAAW,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxC,CAAC;CACF;AAED,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,kDAAkD,EAAE,GAAG,EAAE;QAC5D,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,MAAM,GAAG,GAAG,IAAI,4BAAY,CAC1B,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,EAC9C,KAAK,EACL,OAAO,CACR,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,EAAE,EAAE,KAAK,IAAI,EAAE;QAClB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,CAAC;QAE/D,MAAM,GAAG,GAAG,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtD,MAAM,GAAG,CAAC,KAAK,EAAE,CAAC;QAClB,MAAM,GAAG,CAAC,OAAO,EAAE,CAAC;QAEpB,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,GAAG,CAAC,CAAC;QAE7D,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACrF,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/bootstrap.js

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.Bootstrap = void 0;
 const adapter_1 = require("./adapter");
 const domain_1 = require("./domain");
+const storage_1 = require("./storage");
 const store_1 = require("./store");
 class Bootstrap {
     constructor(descriptor) {
@@ -15,40 +16,56 @@ class Bootstrap {
         return this;
     }
     useBacktestPeriod(from, to) {
+        if (!this.descriptor.simulation) {
+            this.descriptor.simulation = {
+                balance: {},
+                from: undefined,
+                to: undefined
+            };
+        }
         if (from) {
-            this.descriptor.options.backtester.from = from;
+            this.descriptor.simulation.from = from;
         }
         if (to) {
-            this.descriptor.options.backtester.to = to;
+            this.descriptor.simulation.to = to;
         }
         return this;
     }
     backtest(listener) {
+        var _a;
         const store = new store_1.Store();
-        const { feed } = this.descriptor;
-        const { backtester } = this.descriptor.options;
-        const streamer = new adapter_1.BacktesterStreamer(store, feed, backtester, listener);
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new adapter_1.BacktesterAdapter(new adapter_1.PaperAdapter(it, store, backtester), streamer)), store);
+        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
+        const feed = new storage_1.Feed(storage('feed'));
+        const cache = new storage_1.Cache(storage('cache'));
+        const streamer = new adapter_1.BacktesterStreamer(store, feed, this.descriptor.simulation, listener);
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createBacktesterAdapterFactory)((0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation), streamer)), streamer.getTimeProvider(), store, cache);
         const session = new domain_1.Session(store, aggregate, this.descriptor);
         return [session, streamer];
     }
     paper() {
-        if (!this.descriptor.options) {
-            this.descriptor.options = {};
-        }
-        if (!this.descriptor.options.paper) {
-            this.descriptor.options.paper = {
-                balance: {}
+        var _a;
+        if (!this.descriptor.simulation) {
+            this.descriptor.simulation = {
+                balance: {},
+                from: undefined,
+                to: undefined
             };
         }
+        if (!this.descriptor.simulation.balance) {
+            this.descriptor.simulation.balance = {};
+        }
         const store = new store_1.Store();
-        const { paper } = this.descriptor.options;
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new adapter_1.PaperAdapter(it, store, paper)), store);
+        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
+        const cache = new storage_1.Cache(storage('cache'));
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation)), adapter_1.DefaultTimeProvider, store, cache);
         return new domain_1.Session(store, aggregate, this.descriptor);
     }
     live() {
+        var _a;
         const store = new store_1.Store();
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, store);
+        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
+        const cache = new storage_1.Cache(storage('cache'));
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, adapter_1.DefaultTimeProvider, store, cache);
         return new domain_1.Session(store, aggregate, this.descriptor);
     }
 }

package/dist/bootstrap.js.map

@@ -1 +1 @@
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+{"version":3,"file":"bootstrap.js","sourceRoot":"","sources":["../src/bootstrap.ts"],"names":[],"mappings":";;;AAAA,uCAOmB;AACnB,qCAAsD;AACtD,uCAAgE;AAChE,mCAAgC;AAEhC,MAAa,SAAS;IACpB,YAAqB,UAA6B;QAA7B,eAAU,GAAV,UAAU,CAAmB;IAAG,CAAC;IAMtD,YAAY,CAAC,EAAW;QACtB,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SACzB;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,iBAAiB,CAAC,IAAa,EAAE,EAAW;QAC1C,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,UAAU,EAAE;YAC/B,IAAI,CAAC,UAAU,CAAC,UAAU,GAAG;gBAC3B,OAAO,EAAE,EAAE;gBACX,IAAI,EAAE,SAAS;gBACf,EAAE,EAAE,SAAS;aACd,CAAC;SACH;QAED,IAAI,IAAI,EAAE;YACR,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,GAAG,IAAI,CAAC;SACxC;QAED,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SACpC;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,QAAQ,CAAC,QAA6B;;QACpC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,MAAA,IAAI,CAAC,UAAU,CAAC,OAAO,mCAAI,IAAA,gCAAsB,GAAE,CAAC;QACpE,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC;QACvC,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;QAE1C,MAAM,QAAQ,GAAG,IAAI,4BAAkB,CACrC,KAAK,EACL,IAAI,EACJ,IAAI,CAAC,UAAU,CAAC,UAAU,EAC1B,QAAQ,CACT,CAAC;QAEF,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAC/B,IAAA,wCAA8B,EAC5B,IAAA,mCAAyB,EAAC,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EACzD,QAAQ,CACT,CACF,EACD,QAAQ,CAAC,eAAe,EAAE,EAC1B,KAAK,EACL,KAAK,CACN,CAAC;QAEF,MAAM,OAAO,GAAG,IAAI,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QAE/D,OAAO,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;IAC7B,CAAC;IAMD,KAAK;;QACH,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,UAAU,EAAE;YAC/B,IAAI,CAAC,UAAU,CAAC,UAAU,GAAG;gBAC3B,OAAO,EAAE,EAAE;gBACX,IAAI,EAAE,SAAS;gBACf,EAAE,EAAE,SAAS;aACd,CAAC;SACH;QAED,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,OAAO,EAAE;YACvC,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,OAAO,GAAG,EAAE,CAAC;SACzC;QAED,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,MAAA,IAAI,CAAC,UAAU,CAAC,OAAO,mCAAI,IAAA,gCAAsB,GAAE,CAAC;QACpE,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;QAE1C,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAC/B,IAAA,mCAAyB,EAAC,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,CAC1D,EACD,6BAAmB,EACnB,KAAK,EACL,KAAK,CACN,CAAC;QAEF,OAAO,IAAI,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IACxD,CAAC;IAMD,IAAI;;QACF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,MAAA,IAAI,CAAC,UAAU,CAAC,OAAO,mCAAI,IAAA,gCAAsB,GAAE,CAAC;QACpE,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;QAE1C,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,EACvB,6BAAmB,EACnB,KAAK,EACL,KAAK,CACN,CAAC;QAEF,OAAO,IAAI,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IACxD,CAAC;CACF;AA9HD,8BA8HC"}

package/dist/cli/build.d.ts

@@ -0,0 +1 @@
+export default function (): Promise<number>;

package/dist/cli/build.js

@@ -0,0 +1,16 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const child_process_1 = require("child_process");
+const workspace_1 = require("./internal/workspace");
+async function default_1() {
+    return new Promise((resolve, reject) => {
+        const process = (0, child_process_1.spawn)('swc', ['./src', '--out-dir', (0, workspace_1.buildDirectory)()], {
+            stdio: 'inherit',
+            shell: false
+        });
+        process.once('exit', resolve);
+        process.once('error', reject);
+    });
+}
+exports.default = default_1;
+//# sourceMappingURL=build.js.map

package/dist/cli/build.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"build.js","sourceRoot":"","sources":["../../src/cli/build.ts"],"names":[],"mappings":";;AAAA,iDAAsC;AAEtC,oDAAsD;AAEvC,KAAK;IAClB,OAAO,IAAI,OAAO,CAAS,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;QAC7C,MAAM,OAAO,GAAG,IAAA,qBAAK,EAAC,KAAK,EAAE,CAAC,OAAO,EAAE,WAAW,EAAE,IAAA,0BAAc,GAAE,CAAC,EAAE;YACrE,KAAK,EAAE,SAAS;YAChB,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,OAAO,CAAC,IAAI,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;QAC9B,OAAO,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IAChC,CAAC,CAAC,CAAC;AACL,CAAC;AAVD,4BAUC"}

package/dist/cli/dev.d.ts

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

package/dist/cli/dev.js

@@ -0,0 +1,17 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const bootstrap_1 = require("../bootstrap");
+const build_1 = require("./build");
+const workspace_1 = require("./internal/workspace");
+async function default_1(name, options) {
+    if (await (0, build_1.default)()) {
+        return;
+    }
+    const id = options.id ? Number(options.id) : undefined;
+    const module = await (0, workspace_1.getModule)(name);
+    const bootstrap = new bootstrap_1.Bootstrap(module.descriptor);
+    const session = bootstrap.useSessionId(id).paper();
+    await session.awake(module.default);
+}
+exports.default = default_1;
+//# sourceMappingURL=dev.js.map

package/dist/cli/dev.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"dev.js","sourceRoot":"","sources":["../../src/cli/dev.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,OAAY;IACvD,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;AACtC,CAAC;AAbD,4BAaC"}

package/dist/cli/index.d.ts

@@ -0,0 +1,2 @@
+#!/usr/bin/env node
+export {};

package/dist/cli/index.js

@@ -0,0 +1,72 @@
+#!/usr/bin/env node
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const child_process_1 = require("child_process");
+const commander_1 = require("commander");
+const node_watch_1 = require("node-watch");
+const build_1 = require("./build");
+const dev_1 = require("./dev");
+const pull_1 = require("./pull");
+const run_1 = require("./run");
+const test_1 = require("./test");
+commander_1.program
+    .command('build')
+    .description('builds a production version of the app')
+    .action(async () => {
+    await (0, build_1.default)();
+});
+commander_1.program
+    .command('run')
+    .argument('<name>', 'strategy to execute')
+    .option('-i, --id <id>', 'session identifier')
+    .option('-w', 'watch mode')
+    .description('executes strategy in live trading mode')
+    .action(run_1.default);
+commander_1.program
+    .command('dev')
+    .argument('<name>', 'strategy to execute')
+    .option('-i, --id <id>', 'session identifier')
+    .option('-w', 'watch mode')
+    .description('executes strategy in paper e.g. simulation mode')
+    .action(dev_1.default);
+commander_1.program
+    .command('test')
+    .description('executes strategy in backtesting mode for specified period')
+    .argument('<name>', 'strategy to execute')
+    .option('-f, --from <from>', 'date from')
+    .option('-t, --to <to>', 'date to')
+    .option('-w', 'watch mode')
+    .action(test_1.default);
+commander_1.program
+    .command('pull')
+    .description('pulls instrument historical data to storage')
+    .argument('<name>', 'strategy to execute')
+    .argument('<instrument>', 'instrument to import')
+    .option('-f, --from <from>', 'date from')
+    .option('-t, --to <to>', 'date to')
+    .action(pull_1.default);
+commander_1.program.name('quantform').description('quantform tools');
+if (process.argv.length < 3) {
+    commander_1.program.help();
+}
+else {
+    if (process.argv.every(it => it != '-w')) {
+        commander_1.program.parse(process.argv);
+    }
+    else {
+        const argv = process.argv.splice(1).filter(it => it != '-w');
+        let child;
+        const spawnChildProcess = () => {
+            console.clear();
+            if (child) {
+                child.kill();
+            }
+            child = (0, child_process_1.spawn)('node', argv, {
+                stdio: ['inherit', 'inherit', 'inherit', 'ipc']
+            });
+        };
+        spawnChildProcess();
+        (0, node_watch_1.default)(process.cwd() + '/src', { recursive: true }, () => spawnChildProcess());
+    }
+}
+//# sourceMappingURL=index.js.map

package/dist/cli/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/cli/index.ts"],"names":[],"mappings":";;;AAEA,iDAAoD;AACpD,yCAAoC;AACpC,2CAA+B;AAE/B,mCAA4B;AAC5B,+BAAwB;AACxB,iCAA0B;AAC1B,+BAAwB;AACxB,iCAA0B;AAE1B,mBAAO;KACJ,OAAO,CAAC,OAAO,CAAC;KAChB,WAAW,CAAC,wCAAwC,CAAC;KACrD,MAAM,CAAC,KAAK,IAAI,EAAE;IACjB,MAAM,IAAA,eAAK,GAAE,CAAC;AAChB,CAAC,CAAC,CAAC;AAEL,mBAAO;KACJ,OAAO,CAAC,KAAK,CAAC;KACd,QAAQ,CAAC,QAAQ,EAAE,qBAAqB,CAAC;KACzC,MAAM,CAAC,eAAe,EAAE,oBAAoB,CAAC;KAC7C,MAAM,CAAC,IAAI,EAAE,YAAY,CAAC;KAC1B,WAAW,CAAC,wCAAwC,CAAC;KACrD,MAAM,CAAC,aAAG,CAAC,CAAC;AAEf,mBAAO;KACJ,OAAO,CAAC,KAAK,CAAC;KACd,QAAQ,CAAC,QAAQ,EAAE,qBAAqB,CAAC;KACzC,MAAM,CAAC,eAAe,EAAE,oBAAoB,CAAC;KAC7C,MAAM,CAAC,IAAI,EAAE,YAAY,CAAC;KAC1B,WAAW,CAAC,iDAAiD,CAAC;KAC9D,MAAM,CAAC,aAAG,CAAC,CAAC;AAEf,mBAAO;KACJ,OAAO,CAAC,MAAM,CAAC;KACf,WAAW,CAAC,4DAA4D,CAAC;KACzE,QAAQ,CAAC,QAAQ,EAAE,qBAAqB,CAAC;KACzC,MAAM,CAAC,mBAAmB,EAAE,WAAW,CAAC;KACxC,MAAM,CAAC,eAAe,EAAE,SAAS,CAAC;KAClC,MAAM,CAAC,IAAI,EAAE,YAAY,CAAC;KAC1B,MAAM,CAAC,cAAI,CAAC,CAAC;AAEhB,mBAAO;KACJ,OAAO,CAAC,MAAM,CAAC;KACf,WAAW,CAAC,6CAA6C,CAAC;KAC1D,QAAQ,CAAC,QAAQ,EAAE,qBAAqB,CAAC;KACzC,QAAQ,CAAC,cAAc,EAAE,sBAAsB,CAAC;KAChD,MAAM,CAAC,mBAAmB,EAAE,WAAW,CAAC;KACxC,MAAM,CAAC,eAAe,EAAE,SAAS,CAAC;KAClC,MAAM,CAAC,cAAI,CAAC,CAAC;AAEhB,mBAAO,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,WAAW,CAAC,iBAAiB,CAAC,CAAC;AAEzD,IAAI,OAAO,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,EAAE;IAC3B,mBAAO,CAAC,IAAI,EAAE,CAAC;CAChB;KAAM;IACL,IAAI,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,IAAI,CAAC,EAAE;QACxC,mBAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;KAC7B;SAAM;QACL,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,IAAI,CAAC,CAAC;QAC7D,IAAI,KAAmB,CAAC;QAExB,MAAM,iBAAiB,GAAG,GAAG,EAAE;YAC7B,OAAO,CAAC,KAAK,EAAE,CAAC;YAEhB,IAAI,KAAK,EAAE;gBACT,KAAK,CAAC,IAAI,EAAE,CAAC;aACd;YAED,KAAK,GAAG,IAAA,qBAAK,EAAC,MAAM,EAAE,IAAI,EAAE;gBAC1B,KAAK,EAAE,CAAC,SAAS,EAAE,SAAS,EAAE,SAAS,EAAE,KAAK,CAAC;aAChD,CAAC,CAAC;QACL,CAAC,CAAC;QAEF,iBAAiB,EAAE,CAAC;QAEpB,IAAA,oBAAK,EAAC,OAAO,CAAC,GAAG,EAAE,GAAG,MAAM,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,EAAE,GAAG,EAAE,CAAC,iBAAiB,EAAE,CAAC,CAAC;KAC/E;CACF"}

package/dist/cli/internal/workspace.d.ts

@@ -0,0 +1,8 @@
+import { Observable } from 'rxjs';
+import { Session, SessionDescriptor } from './../../domain';
+export declare type StrategyModule = {
+    descriptor: SessionDescriptor;
+    default: (session: Session) => Observable<any>;
+};
+export declare function buildDirectory(): string;
+export declare function getModule(name: string): Promise<StrategyModule>;

package/dist/cli/internal/workspace.js

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

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

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

package/dist/cli/pull.d.ts

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

package/dist/cli/pull.js

@@ -0,0 +1,52 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const cli_progress_1 = require("cli-progress");
+const bootstrap_1 = require("../bootstrap");
+const domain_1 = require("../domain");
+const storage_1 = require("../storage");
+const build_1 = require("./build");
+const workspace_1 = require("./internal/workspace");
+async function default_1(name, instrument, options) {
+    if (await (0, build_1.default)()) {
+        return;
+    }
+    const id = options.id ? Number(options.id) : undefined;
+    const module = await (0, workspace_1.getModule)(name);
+    const bootstrap = new bootstrap_1.Bootstrap(module.descriptor);
+    const session = bootstrap.useSessionId(id).paper();
+    if (!module.descriptor.storage) {
+        throw new Error('Please provide a "storage" property in session descriptor.');
+    }
+    const from = options.from
+        ? Date.parse(options.from)
+        : module.descriptor.simulation.from;
+    if (!from) {
+        throw new Error('Please set a "from" date in session descriptor or provide the date as parameter.');
+    }
+    const to = options.to ? Date.parse(options.to) : module.descriptor.simulation.to;
+    if (!to) {
+        throw new Error('Please set a "to" date in session descriptor or provide the date as parameter.');
+    }
+    console.time('Pulling completed in');
+    await session.awake(undefined);
+    const bar = new cli_progress_1.SingleBar({}, cli_progress_1.Presets.shades_classic);
+    const feed = new storage_1.Feed(module.descriptor.storage('feed'));
+    bar.start(100, 0);
+    await session.aggregate.feed({
+        instrument: (0, domain_1.instrumentOf)(instrument),
+        from,
+        to,
+        destination: feed,
+        callback: timestamp => {
+            const duration = to - from;
+            const completed = timestamp - from;
+            bar.update(Math.floor((completed / duration) * 100));
+        }
+    });
+    bar.update(100);
+    bar.stop();
+    await session.dispose();
+    console.timeLog('Pulling completed in');
+}
+exports.default = default_1;
+//# sourceMappingURL=pull.js.map

package/dist/cli/pull.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"pull.js","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":";;AAAA,+CAAkD;AAElD,4CAAyC;AACzC,sCAAyC;AACzC,wCAAkC;AAClC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,UAAkB,EAAE,OAAY;IAC3E,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;IAErC,MAAM,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;IAE/B,MAAM,GAAG,GAAG,IAAI,wBAAS,CAAC,EAAE,EAAE,sBAAO,CAAC,cAAc,CAAC,CAAC;IACtD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC;IAEzD,GAAG,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAElB,MAAM,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC;QAC3B,UAAU,EAAE,IAAA,qBAAY,EAAC,UAAU,CAAC;QACpC,IAAI;QACJ,EAAE;QACF,WAAW,EAAE,IAAI;QACjB,QAAQ,EAAE,SAAS,CAAC,EAAE;YACpB,MAAM,QAAQ,GAAG,EAAE,GAAG,IAAI,CAAC;YAC3B,MAAM,SAAS,GAAG,SAAS,GAAG,IAAI,CAAC;YAEnC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;QACvD,CAAC;KACF,CAAC,CAAC;IAEH,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAChB,GAAG,CAAC,IAAI,EAAE,CAAC;IAEX,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;IAExB,OAAO,CAAC,OAAO,CAAC,sBAAsB,CAAC,CAAC;AAC1C,CAAC;AA9DD,4BA8DC"}

package/dist/cli/run.d.ts

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

package/dist/cli/run.js

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

package/dist/cli/run.js.map

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

package/dist/cli/test.d.ts

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

package/dist/cli/test.js

@@ -0,0 +1,41 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const bootstrap_1 = require("../bootstrap");
+const build_1 = require("./build");
+const workspace_1 = require("./internal/workspace");
+async function default_1(name, options) {
+    if (await (0, build_1.default)()) {
+        return;
+    }
+    const module = await (0, workspace_1.getModule)(name);
+    const bootstrap = new bootstrap_1.Bootstrap(module.descriptor);
+    if (!module.descriptor.storage) {
+        throw new Error('Please provide a "storage" property in session descriptor.');
+    }
+    const from = options.from
+        ? Date.parse(options.from)
+        : module.descriptor.simulation.from;
+    if (!from) {
+        throw new Error('Please set a "from" date in session descriptor or provide the date as parameter.');
+    }
+    const to = options.to ? Date.parse(options.to) : module.descriptor.simulation.to;
+    if (!to) {
+        throw new Error('Please set a "to" date in session descriptor or provide the date as parameter.');
+    }
+    await new Promise(async (resolve) => {
+        const [session] = bootstrap.useBacktestPeriod(from, to).backtest({
+            onBacktestStarted: () => {
+                console.log('backtest started');
+                console.time('backtest completed');
+            },
+            onBacktestCompleted: async () => {
+                await session.dispose();
+                console.timeEnd('backtest completed');
+                resolve();
+            }
+        });
+        await session.awake(module.default);
+    });
+}
+exports.default = default_1;
+//# sourceMappingURL=test.js.map

package/dist/cli/test.js.map

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

package/dist/domain/asset.d.ts

@@ -1,15 +1,16 @@
+export declare const AssetSelectorSeparator = ":";
 export declare class AssetSelector {
-    private readonly id;
+    readonly id: string;
     readonly name: string;
-    readonly adapter: string;
-    constructor(name: string, adapter: string);
+    readonly adapterName: string;
+    constructor(name: string, adapterName: string);
     toString(): string;
 }
-export declare function assetOf(asset: string): AssetSelector;
+export declare function assetOf(selector: string): AssetSelector;
 export declare class Asset extends AssetSelector {
     readonly scale: number;
     readonly tickSize: number;
-    constructor(name: string, adapter: string, scale: number);
+    constructor(name: string, adapterName: string, scale: number);
     fixed(number: number): number;
     floor(number: number): number;
     ceil(number: number): number;

package/dist/domain/asset.js

@@ -1,35 +1,41 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Asset = exports.assetOf = exports.AssetSelector = void 0;
+exports.Asset = exports.assetOf = exports.AssetSelector = exports.AssetSelectorSeparator = void 0;
 const decimals_1 = require("../shared/decimals");
+const error_1 = require("./error");
+exports.AssetSelectorSeparator = ':';
 class AssetSelector {
-    constructor(name, adapter) {
+    constructor(name, adapterName) {
+        if (!(name === null || name === void 0 ? void 0 : name.length)) {
+            throw (0, error_1.invalidArgumentError)(name);
+        }
+        if (!(adapterName === null || adapterName === void 0 ? void 0 : adapterName.length)) {
+            throw (0, error_1.invalidArgumentError)(adapterName);
+        }
         this.name = name.toLowerCase();
-        this.adapter = adapter.toLowerCase();
-        this.id = `${this.adapter}:${this.name}`;
+        this.adapterName = adapterName.toLowerCase();
+        this.id = `${this.adapterName}${exports.AssetSelectorSeparator}${this.name}`;
     }
     toString() {
         return this.id;
     }
 }
 exports.AssetSelector = AssetSelector;
-function assetOf(asset) {
-    const section = asset.split(':');
-    if (section.length != 2) {
-        throw Error('invalid asset format');
+function assetOf(selector) {
+    const [adapterName, name, ...rest] = selector.split(exports.AssetSelectorSeparator);
+    if (!adapterName || !name || rest.length) {
+        throw (0, error_1.invalidAssetSelectorError)(selector);
     }
-    const assetName = section[1];
-    const adapterName = section[0];
-    if (assetName.length == 0 || adapterName.length == 0) {
-        throw Error('invalid asset format');
-    }
-    return new AssetSelector(assetName, adapterName);
+    return new AssetSelector(name, adapterName);
 }
 exports.assetOf = assetOf;
 class Asset extends AssetSelector {
-    constructor(name, adapter, scale) {
-        super(name, adapter);
+    constructor(name, adapterName, scale) {
+        super(name, adapterName);
         this.scale = scale;
+        if (scale && (scale < 0 || Number.isNaN(scale))) {
+            throw (0, error_1.invalidArgumentError)(scale);
+        }
         this.tickSize = 1.0 / Math.pow(10, this.scale);
     }
     fixed(number) {

package/dist/domain/asset.js.map

@@ -1 +1 @@
-{"version":3,"file":"asset.js","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":";;;AAAA,iDAAwD;AAKxD,MAAa,aAAa;IAMxB,YAAY,IAAY,EAAE,OAAe;QACvC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;QAC/B,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC;QAErC,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,OAAO,IAAI,IAAI,CAAC,IAAI,EAAE,CAAC;IAC3C,CAAC;IAKD,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAnBD,sCAmBC;AAKD,SAAgB,OAAO,CAAC,KAAa;IACnC,MAAM,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAEjC,IAAI,OAAO,CAAC,MAAM,IAAI,CAAC,EAAE;QACvB,MAAM,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACrC;IAED,MAAM,SAAS,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;IAC7B,MAAM,WAAW,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;IAE/B,IAAI,SAAS,CAAC,MAAM,IAAI,CAAC,IAAI,WAAW,CAAC,MAAM,IAAI,CAAC,EAAE;QACpD,MAAM,KAAK,CAAC,sBAAsB,CAAC,CAAC;KACrC;IAED,OAAO,IAAI,aAAa,CAAC,SAAS,EAAE,WAAW,CAAC,CAAC;AACnD,CAAC;AAfD,0BAeC;AAMD,MAAa,KAAM,SAAQ,aAAa;IAGtC,YAAY,IAAY,EAAE,OAAe,EAAkB,KAAa;QACtE,KAAK,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;QADoC,UAAK,GAAL,KAAK,CAAQ;QAGtE,IAAI,CAAC,QAAQ,GAAG,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACjD,CAAC;IAKD,KAAK,CAAC,MAAc;QAClB,OAAO,IAAA,gBAAK,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;IAKD,KAAK,CAAC,MAAc;QAClB,OAAO,IAAA,gBAAK,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;IAKD,IAAI,CAAC,MAAc;QACjB,OAAO,IAAA,eAAI,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IAClC,CAAC;CACF;AA7BD,sBA6BC"}
+{"version":3,"file":"asset.js","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":";;;AAAA,iDAAwD;AACxD,mCAA0E;AAE7D,QAAA,sBAAsB,GAAG,GAAG,CAAC;AAK1C,MAAa,aAAa;IAKxB,YAAY,IAAY,EAAE,WAAmB;QAC3C,IAAI,CAAC,CAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,MAAM,CAAA,EAAE;YACjB,MAAM,IAAA,4BAAoB,EAAC,IAAI,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,MAAM,CAAA,EAAE;YACxB,MAAM,IAAA,4BAAoB,EAAC,WAAW,CAAC,CAAC;SACzC;QAED,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;QAC/B,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC,WAAW,EAAE,CAAC;QAC7C,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,WAAW,GAAG,8BAAsB,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC;IACvE,CAAC;IAKD,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAzBD,sCAyBC;AAKD,SAAgB,OAAO,CAAC,QAAgB;IACtC,MAAM,CAAC,WAAW,EAAE,IAAI,EAAE,GAAG,IAAI,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,8BAAsB,CAAC,CAAC;IAE5E,IAAI,CAAC,WAAW,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,MAAM,EAAE;QACxC,MAAM,IAAA,iCAAyB,EAAC,QAAQ,CAAC,CAAC;KAC3C;IAED,OAAO,IAAI,aAAa,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;AAC9C,CAAC;AARD,0BAQC;AAMD,MAAa,KAAM,SAAQ,aAAa;IAGtC,YAAY,IAAY,EAAE,WAAmB,EAAkB,KAAa;QAC1E,KAAK,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;QADoC,UAAK,GAAL,KAAK,CAAQ;QAG1E,IAAI,KAAK,IAAI,CAAC,KAAK,GAAG,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE;YAC/C,MAAM,IAAA,4BAAoB,EAAC,KAAK,CAAC,CAAC;SACnC;QAED,IAAI,CAAC,QAAQ,GAAG,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACjD,CAAC;IAKD,KAAK,CAAC,MAAc;QAClB,OAAO,IAAA,gBAAK,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;IAKD,KAAK,CAAC,MAAc;QAClB,OAAO,IAAA,gBAAK,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;IAKD,IAAI,CAAC,MAAc;QACjB,OAAO,IAAA,eAAI,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IAClC,CAAC;CACF;AAjCD,sBAiCC"}