@quantform/core 0.4.11 → 0.5.15

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

@@ -0,0 +1,111 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const candle_1 = require("./candle");
+const candle_operator_1 = require("./candle.operator");
+describe('candle', () => {
+    test('should aggregate and pipe candle updates', done => {
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 1, rate: 1 },
+            { timestamp: 2, rate: 2 },
+            { timestamp: 3, rate: 3 },
+            { timestamp: 4, rate: 0 },
+            { timestamp: 5, rate: 7 },
+            { timestamp: 6, rate: 8 }
+        ]);
+        const output = [
+            { timestamp: 0, open: 1, high: 1, low: 1, close: 1 },
+            { timestamp: 0, open: 1, high: 2, low: 1, close: 2 },
+            { timestamp: 0, open: 1, high: 3, low: 1, close: 3 },
+            { timestamp: 0, open: 1, high: 3, low: 0, close: 0 },
+            { timestamp: 5, open: 0, high: 7, low: 7, close: 7 },
+            { timestamp: 5, open: 0, high: 8, low: 7, close: 8 }
+        ].reverse();
+        input$.pipe((0, candle_operator_1.candle)(5, it => it.rate)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+});
+describe('candleCompleted', () => {
+    test('should aggregate and pipe distinct completed candles', done => {
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 1, rate: 1 },
+            { timestamp: 2, rate: 2 },
+            { timestamp: 3, rate: 3 },
+            { timestamp: 4, rate: 0 },
+            { timestamp: 5, rate: 7 },
+            { timestamp: 6, rate: 8 }
+        ]);
+        input$
+            .pipe((0, candle_operator_1.candle)(5, it => it.rate), (0, candle_operator_1.candleCompleted)())
+            .subscribe({
+            next: it => {
+                expect(it).toEqual({ timestamp: 0, open: 1, high: 3, low: 0, close: 0 });
+                done();
+            }
+        });
+    });
+});
+describe('mergeCandle', () => {
+    test('should pipe and merge candle from history', done => {
+        const history$ = (0, rxjs_1.from)([
+            new candle_1.Candle(1, 1, 1.5, 0.5, 2),
+            new candle_1.Candle(2, 2, 2.5, 1.5, 3),
+            new candle_1.Candle(3, 3, 3.5, 2.5, 4)
+        ]);
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 3, rate: 5 },
+            { timestamp: 4, rate: 3 },
+            { timestamp: 5, rate: 4 }
+        ]);
+        const output = [
+            { timestamp: 1, open: 1, high: 1.5, low: 0.5, close: 2 },
+            { timestamp: 2, open: 2, high: 2.5, low: 1.5, close: 3 },
+            { timestamp: 3, open: 3, high: 5, low: 2.5, close: 5 },
+            { timestamp: 4, open: 5, high: 3, low: 3, close: 3 },
+            { timestamp: 5, open: 3, high: 4, low: 4, close: 4 }
+        ].reverse();
+        input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+    test('should pipe and not merge candle from history', done => {
+        const history$ = (0, rxjs_1.from)([
+            new candle_1.Candle(1, 1, 1.5, 0.5, 2),
+            new candle_1.Candle(2, 2, 2.5, 1.5, 3),
+            new candle_1.Candle(3, 3, 3.5, 2.5, 4)
+        ]);
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 4, rate: 5 },
+            { timestamp: 5, rate: 3 },
+            { timestamp: 6, rate: 4 }
+        ]);
+        const output = [
+            { timestamp: 1, open: 1, high: 1.5, low: 0.5, close: 2 },
+            { timestamp: 2, open: 2, high: 2.5, low: 1.5, close: 3 },
+            { timestamp: 3, open: 3, high: 3.5, low: 2.5, close: 4 },
+            { timestamp: 4, open: 4, high: 5, low: 5, close: 5 },
+            { timestamp: 5, open: 5, high: 3, low: 3, close: 3 },
+            { timestamp: 6, open: 3, high: 4, low: 4, close: 4 }
+        ].reverse();
+        input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+});
+//# sourceMappingURL=candle.operator.spec.js.map

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

@@ -0,0 +1 @@
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package/dist/domain/candle.spec.js

@@ -1,13 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
 const shared_1 = require("../shared");
-const store_1 = require("../store");
 const candle_1 = require("./candle");
-const instrument_1 = require("./instrument");
-const timeframe_1 = require("./timeframe");
-describe('candle tests', () => {
-    test('should instantiate valid candle', () => {
+describe('Candle', () => {
+    test('should construct a candle', () => {
         const timestamp = (0, shared_1.now)();
         const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
         expect(sut.timestamp).toEqual(timestamp);
@@ -16,53 +12,15 @@ describe('candle tests', () => {
         expect(sut.low).toEqual(1);
         expect(sut.close).toEqual(3);
     });
-    test('should pipe and merge candle from history', done => {
-        const timestamp = 0;
-        const instrument = (0, instrument_1.instrumentOf)('binance:btc-usdt');
-        const history$ = (0, rxjs_1.from)([
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 1, 1, 1.5, 0.5, 2),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 2, 2, 2.5, 1.5, 3),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 3, 3, 3.5, 2.5, 4)
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            new store_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 3),
-            new store_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
-            new store_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 5)
-        ]);
-        const high = [1.5, 2.5, 5, 3];
-        input$
-            .pipe((0, candle_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
-            .pipe((0, rxjs_1.map)(it => {
-            expect(it.high).toBe(high.shift());
-            if (!high.length) {
-                done();
-            }
-        }))
-            .subscribe();
-    });
-    test('should pipe and not merge candle from history', done => {
-        const timestamp = 0;
-        const instrument = (0, instrument_1.instrumentOf)('binance:btc-usdt');
-        const history$ = (0, rxjs_1.from)([
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 1, 1, 1.5, 0.5, 2),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 2, 2, 2.5, 1.5, 3),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 3, 3, 3.5, 2.5, 4)
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            new store_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
-            new store_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 5),
-            new store_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 6)
-        ]);
-        const high = [1.5, 2.5, 3.5, 5, 3];
-        input$
-            .pipe((0, candle_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
-            .pipe((0, rxjs_1.map)(it => {
-            expect(it.high).toBe(high.shift());
-            if (!high.length) {
-                done();
-            }
-        }))
-            .subscribe();
+    test('should modify a candle', () => {
+        const timestamp = (0, shared_1.now)();
+        const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
+        sut.apply(10);
+        expect(sut.timestamp).toEqual(timestamp);
+        expect(sut.open).toEqual(2);
+        expect(sut.high).toEqual(10);
+        expect(sut.low).toEqual(1);
+        expect(sut.close).toEqual(10);
     });
 });
 //# sourceMappingURL=candle.spec.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"candle.spec.js","sourceRoot":"","sources":["../../src/domain/candle.spec.ts"],"names":[],"mappings":";;AAAA,sCAAgC;AAChC,qCAAkC;AAElC,QAAQ,CAAC,QAAQ,EAAE,GAAG,EAAE;IACtB,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;QACrC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9C,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC/B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,wBAAwB,EAAE,GAAG,EAAE;QAClC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAC9C,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAEd,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;IAChC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/commission.d.ts

@@ -7,4 +7,7 @@ export declare class Commission {
     applyMakerFee(value: number): number;
     applyTakerFee(value: number): number;
 }
-export declare function commissionPercentOf(maker: number, taker: number): Commission;
+export declare function commissionPercentOf(fees: {
+    maker: number;
+    taker: number;
+}): Commission;

package/dist/domain/commission.js

@@ -20,8 +20,8 @@ class Commission {
     }
 }
 exports.Commission = Commission;
-function commissionPercentOf(maker, taker) {
-    return new Commission(maker / 100.0, taker / 100.0);
+function commissionPercentOf(fees) {
+    return new Commission(fees.maker / 100.0, fees.taker / 100.0);
 }
 exports.commissionPercentOf = commissionPercentOf;
 //# sourceMappingURL=commission.js.map

package/dist/domain/commission.js.map

@@ -1 +1 @@
-{"version":3,"file":"commission.js","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":";;;AAAA,MAAa,UAAU;IACrB,YAAqB,SAAiB,EAAW,SAAiB;QAA7C,cAAS,GAAT,SAAS,CAAQ;QAAW,cAAS,GAAT,SAAS,CAAQ;IAAG,CAAC;IAEtE,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;CACF;AAlBD,gCAkBC;AAED,SAAgB,mBAAmB,CAAC,KAAa,EAAE,KAAa;IAC9D,OAAO,IAAI,UAAU,CAAC,KAAK,GAAG,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC,CAAC;AACtD,CAAC;AAFD,kDAEC"}
+{"version":3,"file":"commission.js","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":";;;AAAA,MAAa,UAAU;IACrB,YAAqB,SAAiB,EAAW,SAAiB;QAA7C,cAAS,GAAT,SAAS,CAAQ;QAAW,cAAS,GAAT,SAAS,CAAQ;IAAG,CAAC;IAEtE,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;CACF;AAlBD,gCAkBC;AAED,SAAgB,mBAAmB,CAAC,IAAsC;IACxE,OAAO,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,GAAG,KAAK,EAAE,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC,CAAC;AAChE,CAAC;AAFD,kDAEC"}

package/dist/domain/commission.spec.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const commission_1 = require("./commission");
+describe('Commission', () => {
+    test('should construct a Commission', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: 0.1,
+            taker: 0.2
+        });
+        expect(sut.makerRate).toEqual(0.001);
+        expect(sut.takerRate).toEqual(0.002);
+    });
+    test('should calculate a maker fee', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: 0.1,
+            taker: 0.2
+        });
+        expect(sut.calculateMakerFee(2000)).toEqual(2);
+        expect(sut.applyMakerFee(2000)).toEqual(1998);
+    });
+    test('should calculate a taker fee', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: 0.1,
+            taker: 0.2
+        });
+        expect(sut.calculateTakerFee(2000)).toEqual(4);
+        expect(sut.applyTakerFee(2000)).toEqual(1996);
+    });
+});
+//# sourceMappingURL=commission.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"commission.spec.js","sourceRoot":"","sources":["../../src/domain/commission.spec.ts"],"names":[],"mappings":";;AAAA,6CAAmD;AAEnD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACzC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/component.d.ts

@@ -1,4 +1,6 @@
 import { timestamp } from '../shared';
 export interface Component {
+    id: string;
+    kind: string;
     timestamp: timestamp;
 }

package/dist/domain/error.d.ts

@@ -0,0 +1,5 @@
+export declare function insufficientFundsError(assetName: string, requiredAmount: number, availableAmount: number): Error;
+export declare function invalidArgumentError(value: any): void;
+export declare function invalidAssetSelectorError(selector: string): void;
+export declare function invalidInstrumentSelectorError(selector: string): void;
+export declare function adapterMismatchError(): Error;

package/dist/domain/error.js

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.adapterMismatchError = exports.invalidInstrumentSelectorError = exports.invalidAssetSelectorError = exports.invalidArgumentError = exports.insufficientFundsError = void 0;
+function insufficientFundsError(assetName, requiredAmount, availableAmount) {
+    return new Error(`insufficient funds of ${assetName} has: ${availableAmount} requires: ${requiredAmount}`);
+}
+exports.insufficientFundsError = insufficientFundsError;
+function invalidArgumentError(value) {
+    throw new Error(`invalid argument: ${value}`);
+}
+exports.invalidArgumentError = invalidArgumentError;
+function invalidAssetSelectorError(selector) {
+    throw new Error(`invalid asset selector: ${selector}`);
+}
+exports.invalidAssetSelectorError = invalidAssetSelectorError;
+function invalidInstrumentSelectorError(selector) {
+    throw new Error(`invalid instrument selector: ${selector}`);
+}
+exports.invalidInstrumentSelectorError = invalidInstrumentSelectorError;
+function adapterMismatchError() {
+    return new Error('adapters must be the same');
+}
+exports.adapterMismatchError = adapterMismatchError;
+//# sourceMappingURL=error.js.map

package/dist/domain/error.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"error.js","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":";;;AAAA,SAAgB,sBAAsB,CACpC,SAAiB,EACjB,cAAsB,EACtB,eAAuB;IAEvB,OAAO,IAAI,KAAK,CACd,yBAAyB,SAAS,SAAS,eAAe,cAAc,cAAc,EAAE,CACzF,CAAC;AACJ,CAAC;AARD,wDAQC;AAED,SAAgB,oBAAoB,CAAC,KAAU;IAC7C,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,EAAE,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC;AAED,SAAgB,yBAAyB,CAAC,QAAgB;IACxD,MAAM,IAAI,KAAK,CAAC,2BAA2B,QAAQ,EAAE,CAAC,CAAC;AACzD,CAAC;AAFD,8DAEC;AAED,SAAgB,8BAA8B,CAAC,QAAgB;IAC7D,MAAM,IAAI,KAAK,CAAC,gCAAgC,QAAQ,EAAE,CAAC,CAAC;AAC9D,CAAC;AAFD,wEAEC;AAED,SAAgB,oBAAoB;IAClC,OAAO,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC"}

package/dist/domain/index.d.ts

@@ -1,13 +1,20 @@
 export * from './asset';
 export * from './balance';
+export * from './balance.operator';
+export * from './error';
 export * from './candle';
+export * from './candle.operator';
 export * from './commission';
 export * from './component';
 export * from './instrument';
+export * from './instrument.operator';
 export * from './order';
+export * from './order.operator';
 export * from './orderbook';
+export * from './orderbook.operator';
 export * from './position';
+export * from './position.operator';
 export * from './session';
-export * from './statement';
 export * from './timeframe';
 export * from './trade';
+export * from './trade.operator';

package/dist/domain/index.js

@@ -1,7 +1,11 @@
 "use strict";
 var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
-    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
 }) : (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
     o[k2] = m[k];
@@ -12,15 +16,22 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./asset"), exports);
 __exportStar(require("./balance"), exports);
+__exportStar(require("./balance.operator"), exports);
+__exportStar(require("./error"), exports);
 __exportStar(require("./candle"), exports);
+__exportStar(require("./candle.operator"), exports);
 __exportStar(require("./commission"), exports);
 __exportStar(require("./component"), exports);
 __exportStar(require("./instrument"), exports);
+__exportStar(require("./instrument.operator"), exports);
 __exportStar(require("./order"), exports);
+__exportStar(require("./order.operator"), exports);
 __exportStar(require("./orderbook"), exports);
+__exportStar(require("./orderbook.operator"), exports);
 __exportStar(require("./position"), exports);
+__exportStar(require("./position.operator"), exports);
 __exportStar(require("./session"), exports);
-__exportStar(require("./statement"), exports);
 __exportStar(require("./timeframe"), exports);
 __exportStar(require("./trade"), exports);
+__exportStar(require("./trade.operator"), exports);
 //# sourceMappingURL=index.js.map

package/dist/domain/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,4CAA0B;AAC1B,qDAAmC;AACnC,0CAAwB;AACxB,2CAAyB;AACzB,oDAAkC;AAClC,+CAA6B;AAC7B,8CAA4B;AAC5B,+CAA6B;AAC7B,wDAAsC;AACtC,0CAAwB;AACxB,mDAAiC;AACjC,8CAA4B;AAC5B,uDAAqC;AACrC,6CAA2B;AAC3B,sDAAoC;AACpC,4CAA0B;AAC1B,8CAA4B;AAC5B,0CAAwB;AACxB,mDAAiC"}

package/dist/domain/instrument.d.ts

@@ -2,8 +2,9 @@ import { timestamp } from '../shared';
 import { Asset, AssetSelector } from './asset';
 import { Commission } from './commission';
 import { Component } from './component';
+export declare const InstrumentSelectorSeparator = "-";
 export declare class InstrumentSelector {
-    private readonly id;
+    readonly id: string;
     readonly base: AssetSelector;
     readonly quote: AssetSelector;
     constructor(base: string, quote: string, adapter: string);
@@ -13,10 +14,11 @@ export declare class Instrument extends InstrumentSelector implements Component
     readonly base: Asset;
     readonly quote: Asset;
     readonly raw: string;
+    kind: string;
     timestamp: timestamp;
     commission: Commission;
     cross: Instrument;
     leverage?: number;
     constructor(base: Asset, quote: Asset, raw: string);
 }
-export declare function instrumentOf(instrument: string): InstrumentSelector;
+export declare function instrumentOf(selector: string): InstrumentSelector;

package/dist/domain/instrument.js

@@ -1,12 +1,14 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.instrumentOf = exports.Instrument = exports.InstrumentSelector = void 0;
+exports.instrumentOf = exports.Instrument = exports.InstrumentSelector = exports.InstrumentSelectorSeparator = void 0;
 const asset_1 = require("./asset");
+const error_1 = require("./error");
+exports.InstrumentSelectorSeparator = '-';
 class InstrumentSelector {
     constructor(base, quote, adapter) {
         this.base = new asset_1.AssetSelector(base.toLowerCase(), adapter.toLowerCase());
         this.quote = new asset_1.AssetSelector(quote.toLowerCase(), adapter.toLowerCase());
-        this.id = `${this.base.toString()}-${this.quote.name}`;
+        this.id = `${this.base.id}${exports.InstrumentSelectorSeparator}${this.quote.name}`;
     }
     toString() {
         return this.id;
@@ -15,21 +17,28 @@ class InstrumentSelector {
 exports.InstrumentSelector = InstrumentSelector;
 class Instrument extends InstrumentSelector {
     constructor(base, quote, raw) {
-        super(base.name, quote.name, base.adapter);
+        super(base.name, quote.name, base.adapterName);
         this.base = base;
         this.quote = quote;
         this.raw = raw;
+        this.kind = 'instrument';
         this.leverage = null;
-        if (base.adapter != quote.adapter) {
-            throw new Error('Adapter mismatch!');
+        if (base.adapterName != quote.adapterName) {
+            throw (0, error_1.adapterMismatchError)();
         }
     }
 }
 exports.Instrument = Instrument;
-function instrumentOf(instrument) {
-    const section = instrument.split(':');
-    const asset = section[1].split('-');
-    return new InstrumentSelector(asset[0], asset[1], section[0]);
+function instrumentOf(selector) {
+    const [adapterName, asset, ...rest] = selector.split(asset_1.AssetSelectorSeparator);
+    if (!adapterName || !asset || rest.length) {
+        throw (0, error_1.invalidInstrumentSelectorError)(selector);
+    }
+    const [baseAssetName, quoteAssetName] = asset.split(exports.InstrumentSelectorSeparator);
+    if (!baseAssetName || !quoteAssetName) {
+        throw (0, error_1.invalidInstrumentSelectorError)(selector);
+    }
+    return new InstrumentSelector(baseAssetName, quoteAssetName, adapterName);
 }
 exports.instrumentOf = instrumentOf;
 //# sourceMappingURL=instrument.js.map

package/dist/domain/instrument.js.map

@@ -1 +1 @@
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+{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAAuE;AAGvE,mCAA+E;AAElE,QAAA,2BAA2B,GAAG,GAAG,CAAC;AAE/C,MAAa,kBAAkB;IAK7B,YAAY,IAAY,EAAE,KAAa,EAAE,OAAe;QACtD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QACzE,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAE3E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,GAAG,mCAA2B,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IAC9E,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAfD,gDAeC;AAKD,MAAa,UAAW,SAAQ,kBAAkB;IAOhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QAD5B,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAN7E,SAAI,GAAG,YAAY,CAAC;QAIpB,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,WAAW,IAAI,KAAK,CAAC,WAAW,EAAE;YACzC,MAAM,IAAA,4BAAoB,GAAE,CAAC;SAC9B;IACH,CAAC;CACF;AAdD,gCAcC;AAED,SAAgB,YAAY,CAAC,QAAgB;IAC3C,MAAM,CAAC,WAAW,EAAE,KAAK,EAAE,GAAG,IAAI,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,8BAAsB,CAAC,CAAC;IAC7E,IAAI,CAAC,WAAW,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,MAAM,EAAE;QACzC,MAAM,IAAA,sCAA8B,EAAC,QAAQ,CAAC,CAAC;KAChD;IAED,MAAM,CAAC,aAAa,EAAE,cAAc,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC,mCAA2B,CAAC,CAAC;IACjF,IAAI,CAAC,aAAa,IAAI,CAAC,cAAc,EAAE;QACrC,MAAM,IAAA,sCAA8B,EAAC,QAAQ,CAAC,CAAC;KAChD;IAED,OAAO,IAAI,kBAAkB,CAAC,aAAa,EAAE,cAAc,EAAE,WAAW,CAAC,CAAC;AAC5E,CAAC;AAZD,oCAYC"}

package/dist/domain/instrument.operator.d.ts

@@ -0,0 +1,6 @@
+import { Observable } from 'rxjs';
+import { State } from '../store';
+import { Component } from './component';
+import { Instrument, InstrumentSelector } from './instrument';
+export declare function instrument(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Instrument>;
+export declare function instruments(state: State): (source$: Observable<Component>) => Observable<readonly Instrument[]>;

package/dist/domain/instrument.operator.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.instruments = exports.instrument = void 0;
+const rxjs_1 = require("rxjs");
+const instrument_1 = require("./instrument");
+function instrument(selector, state) {
+    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument && it.id == selector.id), (0, rxjs_1.map)(it => it));
+}
+exports.instrument = instrument;
+function instruments(state) {
+    return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument), (0, rxjs_1.map)(() => state.universe.instrument.asReadonlyArray()), (0, rxjs_1.startWith)(state.universe.instrument.asReadonlyArray()), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
+}
+exports.instruments = instruments;
+//# sourceMappingURL=instrument.operator.js.map

package/dist/domain/instrument.operator.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"instrument.operator.js","sourceRoot":"","sources":["../../src/domain/instrument.operator.ts"],"names":[],"mappings":";;;AAAA,+BAAgF;AAIhF,6CAA8D;AAE9D,SAAgB,UAAU,CAAC,QAA4B,EAAE,KAAY;IACnE,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACrD,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,uBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAgB,CAAC,CAC5B,CAAC;AACN,CAAC;AAPD,gCAOC;AAED,SAAgB,WAAW,CAAC,KAAY;IACtC,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,uBAAU,CAAC,EACtC,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,EACtD,IAAA,gBAAS,EAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,EACtD,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,EAC3B,IAAA,2BAAoB,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,MAAM,IAAI,GAAG,CAAC,MAAM,CAAC,CAC7D,CAAC;AACN,CAAC;AATD,kCASC"}

package/dist/domain/instrument.operator.spec.js

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const store_1 = require("../store");
+const asset_1 = require("./asset");
+const instrument_1 = require("./instrument");
+const instrument_operator_1 = require("./instrument.operator");
+describe('instrument', () => {
+    const state = new store_1.State();
+    beforeEach(() => {
+        state.universe.instrument.upsert(new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def'));
+    });
+    test('should pipe an instrument on subscription', done => {
+        new rxjs_1.Subject()
+            .pipe((0, instrument_operator_1.instrument)((0, instrument_1.instrumentOf)('xyz:abc-def'), state))
+            .subscribe({
+            next: it => {
+                expect(it.id).toEqual('xyz:abc-def');
+                done();
+            }
+        });
+    });
+});
+//# sourceMappingURL=instrument.operator.spec.js.map

package/dist/domain/instrument.operator.spec.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"instrument.operator.spec.js","sourceRoot":"","sources":["../../src/domain/instrument.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAAwD;AACxD,+DAAmD;AAEnD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAC9B,IAAI,uBAAU,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAAE,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAAE,SAAS,CAAC,CAClF,CAAC;IACJ,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2CAA2C,EAAE,IAAI,CAAC,EAAE;QACvD,IAAI,cAAO,EAAa;aACrB,IAAI,CAAC,IAAA,gCAAU,EAAC,IAAA,yBAAY,EAAC,aAAa,CAAC,EAAE,KAAK,CAAC,CAAC;aACpD,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/instrument.spec.js

@@ -2,56 +2,48 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 const asset_1 = require("./asset");
 const instrument_1 = require("./instrument");
-describe('instrument tests', () => {
-    test('should instantiate proper instrument', () => {
+describe('Instrument', () => {
+    test('should construct a instrument', () => {
         const sut = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
         expect(sut.base.name).toEqual('abc');
-        expect(sut.base.adapter).toEqual('xyz');
+        expect(sut.base.adapterName).toEqual('xyz');
         expect(sut.quote.name).toEqual('def');
-        expect(sut.quote.adapter).toEqual('xyz');
-        expect(sut.toString()).toEqual('xyz:abc-def');
+        expect(sut.quote.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc-def');
     });
 });
-describe('instrument selector tests', () => {
-    test('should instantiate proper instrument selector', () => {
+describe('InstrumentSelector', () => {
+    test('should construct a instrument selector', () => {
         const sut = (0, instrument_1.instrumentOf)('xyz:abc-def');
         expect(sut.base.name).toEqual('abc');
-        expect(sut.base.adapter).toEqual('xyz');
+        expect(sut.base.adapterName).toEqual('xyz');
         expect(sut.quote.name).toEqual('def');
-        expect(sut.quote.adapter).toEqual('xyz');
-        expect(sut.toString()).toEqual('xyz:abc-def');
+        expect(sut.quote.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc-def');
     });
-    test('should instantiate proper instrument selector capital case', () => {
+    test('should construct a instrument selector capital case', () => {
         const sut = (0, instrument_1.instrumentOf)('XYZ:ABC-DEF');
         expect(sut.base.name).toEqual('abc');
-        expect(sut.base.adapter).toEqual('xyz');
+        expect(sut.base.adapterName).toEqual('xyz');
         expect(sut.quote.name).toEqual('def');
-        expect(sut.quote.adapter).toEqual('xyz');
-        expect(sut.toString()).toEqual('xyz:abc-def');
+        expect(sut.quote.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc-def');
     });
     test('should throw invalid format message for missing separator', () => {
-        const fn = () => {
-            (0, instrument_1.instrumentOf)('xyzabc-def');
-        };
-        expect(fn).toThrow(Error);
+        const fn = () => (0, instrument_1.instrumentOf)('xyzabc-def');
+        expect(fn).toThrowError();
     });
     test('should throw invalid format message for multiple separators', () => {
-        const fn = () => {
-            (0, instrument_1.instrumentOf)('xyz:abc:-def');
-        };
-        expect(fn).toThrow(Error);
+        const fn = () => (0, instrument_1.instrumentOf)('xyz:abc:-def');
+        expect(fn).toThrowError();
     });
     test('should throw invalid format message for missing pair name', () => {
-        const fn = () => {
-            (0, instrument_1.instrumentOf)('xyz:');
-        };
-        expect(fn).toThrow(Error);
+        const fn = () => (0, instrument_1.instrumentOf)('xyz:');
+        expect(fn).toThrowError();
     });
     test('should throw invalid format message for missing adapter name', () => {
-        const fn = () => {
-            (0, asset_1.assetOf)(':abc-def');
-        };
-        expect(fn).toThrow(Error);
+        const fn = () => (0, asset_1.assetOf)(':abc-def');
+        expect(fn).toThrowError();
     });
 });
 //# sourceMappingURL=instrument.spec.js.map