@quantform/core 0.4.11 → 0.5.15

package/dist/storage/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/storage/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,yCAAuB;AACvB,gDAA8B;AAC9B,4CAA0B"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/storage/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,yCAAuB;AACvB,gDAA8B;AAC9B,4CAA0B;AAC1B,0CAAwB"}

package/dist/storage/storage.d.ts

@@ -9,11 +9,13 @@ export declare type StorageQueryOptions = {
     kind?: string;
     count: number;
 };
+export declare type StorageFactory = (type: string) => Storage;
 export interface Storage {
     index(): Promise<Array<string>>;
     save(library: string, documents: StorageDocument[]): Promise<void>;
     query(library: string, options: StorageQueryOptions): Promise<StorageDocument[]>;
 }
+export declare function inMemoryStorageFactory(): StorageFactory;
 export declare class InMemoryStorage implements Storage {
     private tables;
     index(): Promise<Array<string>>;

package/dist/storage/storage.js

@@ -1,6 +1,11 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.InMemoryStorage = void 0;
+exports.InMemoryStorage = exports.inMemoryStorageFactory = void 0;
+function inMemoryStorageFactory() {
+    const storage = {};
+    return (type) => { var _a; return (_a = storage[type]) !== null && _a !== void 0 ? _a : (storage[type] = new InMemoryStorage()); };
+}
+exports.inMemoryStorageFactory = inMemoryStorageFactory;
 class InMemoryStorage {
     constructor() {
         this.tables = {};

package/dist/storage/storage.js.map

@@ -1 +1 @@
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+{"version":3,"file":"storage.js","sourceRoot":"","sources":["../../src/storage/storage.ts"],"names":[],"mappings":";;;AA0CA,SAAgB,sBAAsB;IACpC,MAAM,OAAO,GAA4B,EAAE,CAAC;IAE5C,OAAO,CAAC,IAAY,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,CAAC,IAAI,CAAC,mCAAI,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,IAAI,eAAe,EAAE,CAAC,CAAA,EAAA,CAAC;AACpF,CAAC;AAJD,wDAIC;AAKD,MAAa,eAAe;IAA5B;QACU,WAAM,GAAsC,EAAE,CAAC;IAuEzD,CAAC;IAjEC,KAAK,CAAC,KAAK;QACT,OAAO,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IAClC,CAAC;IAQD,KAAK,CAAC,KAAK,CAAC,OAAe,EAAE,OAA4B;QACvD,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE;YACzB,OAAO,EAAE,CAAC;SACX;QAED,IAAI,KAAK,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAEjC,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,SAAS,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;SACzD;QAED,IAAI,OAAO,CAAC,EAAE,EAAE;YACd,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,SAAS,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC;SACvD;QAED,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;SACrD;QAED,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,IAAI,OAAO,CAAC,EAAE,EAAE;YAC3C,KAAK,GAAG,KAAK,CAAC,OAAO,EAAE,CAAC;SACzB;QAED,IAAI,OAAO,CAAC,KAAK,EAAE;YACjB,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE,OAAO,CAAC,KAAK,CAAC,CAAC;SACvC;QAED,OAAO,KAAK,CAAC;IACf,CAAC;IAOD,KAAK,CAAC,IAAI,CAAC,OAAe,EAAE,SAA4B;QACtD,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE;YACzB,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC;SAC3B;QAED,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAEpC,KAAK,MAAM,QAAQ,IAAI,SAAS,EAAE;YAChC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;SACvB;QAED,MAAM,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,SAAS,GAAG,GAAG,CAAC,SAAS,CAAC,CAAC;IAC3D,CAAC;IAKD,KAAK;QACH,IAAI,CAAC,MAAM,GAAG,EAAE,CAAC;IACnB,CAAC;CACF;AAxED,0CAwEC"}

package/dist/store/index.d.ts

@@ -1,3 +1,9 @@
-export * from './event';
 export * from './store';
-export * from './store.state';
+export * from './store-state';
+export * from './store-balance.event';
+export * from './store-instrument.event';
+export * from './store-order.event';
+export * from './store-orderbook.event';
+export * from './store-position.event';
+export * from './store-trade.event';
+export * from './store.event';

package/dist/store/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];
@@ -10,7 +14,13 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./event"), exports);
 __exportStar(require("./store"), exports);
-__exportStar(require("./store.state"), exports);
+__exportStar(require("./store-state"), exports);
+__exportStar(require("./store-balance.event"), exports);
+__exportStar(require("./store-instrument.event"), exports);
+__exportStar(require("./store-order.event"), exports);
+__exportStar(require("./store-orderbook.event"), exports);
+__exportStar(require("./store-position.event"), exports);
+__exportStar(require("./store-trade.event"), exports);
+__exportStar(require("./store.event"), exports);
 //# sourceMappingURL=index.js.map

package/dist/store/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/store/index.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,0CAAwB;AACxB,0CAAwB;AACxB,gDAA8B"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/store/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,gDAA8B;AAC9B,wDAAsC;AACtC,2DAAyC;AACzC,sDAAoC;AACpC,0DAAwC;AACxC,yDAAuC;AACvC,sDAAoC;AACpC,gDAA8B"}

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

@@ -0,0 +1,33 @@
+import { AssetSelector, InstrumentSelector } from '../domain';
+import { timestamp } from '../shared';
+import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
+export declare class BalancePatchEvent implements StoreEvent {
+    readonly asset: AssetSelector;
+    readonly free: number;
+    readonly freezed: number;
+    readonly timestamp: timestamp;
+    constructor(asset: AssetSelector, free: number, freezed: number, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class BalanceTransactEvent implements StoreEvent {
+    readonly asset: AssetSelector;
+    readonly amount: number;
+    readonly timestamp: timestamp;
+    constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class BalanceLockOrderEvent implements StoreEvent {
+    readonly orderId: string;
+    readonly instrument: InstrumentSelector;
+    readonly timestamp: timestamp;
+    constructor(orderId: string, instrument: InstrumentSelector, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class BalanceUnlockOrderEvent implements StoreEvent {
+    readonly orderId: string;
+    readonly instrument: InstrumentSelector;
+    readonly timestamp: timestamp;
+    constructor(orderId: string, instrument: InstrumentSelector, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}

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

@@ -0,0 +1,90 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BalanceUnlockOrderEvent = exports.BalanceLockOrderEvent = exports.BalanceTransactEvent = exports.BalancePatchEvent = void 0;
+const domain_1 = require("../domain");
+class BalancePatchEvent {
+    constructor(asset, free, freezed, timestamp) {
+        this.asset = asset;
+        this.free = free;
+        this.freezed = freezed;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const asset = state.universe.asset.get(this.asset.id);
+        if (!asset) {
+            return;
+        }
+        const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(asset));
+        balance.timestamp = this.timestamp;
+        balance.set(this.free, this.freezed);
+        state.timestamp = this.timestamp;
+        changes.commit(balance);
+    }
+}
+exports.BalancePatchEvent = BalancePatchEvent;
+class BalanceTransactEvent {
+    constructor(asset, amount, timestamp) {
+        this.asset = asset;
+        this.amount = amount;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const balance = state.balance.tryGetOrSet(this.asset.id, () => {
+            const asset = state.universe.asset.get(this.asset.id);
+            return new domain_1.Balance(asset);
+        });
+        balance.timestamp = this.timestamp;
+        balance.account(this.amount);
+        state.timestamp = this.timestamp;
+        changes.commit(balance);
+    }
+}
+exports.BalanceTransactEvent = BalanceTransactEvent;
+class BalanceLockOrderEvent {
+    constructor(orderId, instrument, timestamp) {
+        this.orderId = orderId;
+        this.instrument = instrument;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const order = state.order.get(this.instrument.id).get(this.orderId);
+        const base = state.balance.get(order.instrument.base.id);
+        const quote = state.balance.get(order.instrument.quote.id);
+        const balanceToLock = order.calculateBalanceToLock(base, quote);
+        state.timestamp = this.timestamp;
+        if (balanceToLock.base > 0) {
+            base.timestamp = this.timestamp;
+            base.lock(this.orderId, balanceToLock.base);
+            changes.commit(base);
+        }
+        if (balanceToLock.quote > 0) {
+            quote.timestamp = this.timestamp;
+            quote.lock(this.orderId, balanceToLock.quote);
+            changes.commit(quote);
+        }
+    }
+}
+exports.BalanceLockOrderEvent = BalanceLockOrderEvent;
+class BalanceUnlockOrderEvent {
+    constructor(orderId, instrument, timestamp) {
+        this.orderId = orderId;
+        this.instrument = instrument;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const order = state.order.get(this.instrument.id).get(this.orderId);
+        const base = state.balance.get(order.instrument.base.id);
+        const quote = state.balance.get(order.instrument.quote.id);
+        state.timestamp = this.timestamp;
+        if (base.tryUnlock(this.orderId)) {
+            base.timestamp = this.timestamp;
+            changes.commit(base);
+        }
+        if (quote.tryUnlock(this.orderId)) {
+            quote.timestamp = this.timestamp;
+            changes.commit(quote);
+        }
+    }
+}
+exports.BalanceUnlockOrderEvent = BalanceUnlockOrderEvent;
+//# sourceMappingURL=store-balance.event.js.map

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

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

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

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

@@ -1,24 +1,24 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
 const _1 = require(".");
-const __1 = require("..");
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
+const store_balance_event_1 = require("./store-balance.event");
 const store_instrument_event_1 = require("./store-instrument.event");
-describe('balance event tests', () => {
+describe('BalancePatchEvent', () => {
     test('should patch a store', () => {
         const base = new domain_1.Asset('de30', 'cex', 2);
         const quote = new domain_1.Asset('usd', 'cex', 2);
         const timestamp = (0, shared_1.now)();
-        const store = new __1.Store();
+        const store = new _1.Store();
         let component;
         store.changes$.subscribe(it => (component = it));
         store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(0, 0), ''));
-        store.dispatch(new _1.BalancePatchEvent(base, 100, 0, timestamp));
-        const balance = store.snapshot.balance[base.toString()];
+        store.dispatch(new store_balance_event_1.BalancePatchEvent(base, 100, 0, timestamp));
+        const balance = store.snapshot.balance.get(base.id);
         expect(balance).toEqual(component);
         expect(balance.free).toEqual(100);
-        expect(balance.freezed).toEqual(0);
+        expect(balance.locked).toEqual(0);
         expect(balance.timestamp).toEqual(timestamp);
         expect(store.snapshot.timestamp).toEqual(timestamp);
     });

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-balance.event.spec.js","sourceRoot":"","sources":["../../src/store/store-balance.event.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8C;AAC9C,sCAAgC;AAChC,wBAA0B;AAC1B,+DAA0D;AAC1D,qEAAgE;AAEhE,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,QAAK,EAAE,CAAC;QAC1B,IAAI,SAAS,CAAC;QAEd,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,SAAS,GAAG,EAAE,CAAC,CAAC,CAAC;QAEjD,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAC3E,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,uCAAiB,CAAC,IAAI,EAAE,GAAG,EAAE,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC;QAE/D,MAAM,OAAO,GAAG,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QAEpD,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACnC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAClC,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC7C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

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

@@ -1,7 +1,6 @@
-import { Asset, Commission } from '../../domain';
-import { InstrumentSelector } from '../../domain/instrument';
-import { timestamp } from '../../shared';
-import { State, StateChangeTracker } from '../../store';
+import { Asset, Commission, InstrumentSelector } from '../domain';
+import { timestamp } from '../shared';
+import { State, StateChangeTracker } from '../store';
 import { StoreEvent } from './store.event';
 export declare class InstrumentPatchEvent implements StoreEvent {
     readonly timestamp: timestamp;
@@ -10,15 +9,13 @@ export declare class InstrumentPatchEvent implements StoreEvent {
     readonly commission: Commission;
     readonly raw: string;
     readonly leverage?: number;
-    type: string;
     constructor(timestamp: timestamp, base: Asset, quote: Asset, commission: Commission, raw: string, leverage?: number);
+    handle(state: State, changes: StateChangeTracker): void;
 }
-export declare function InstrumentPatchEventHandler(event: InstrumentPatchEvent, state: State, changes: StateChangeTracker): void;
 export declare class InstrumentSubscriptionEvent implements StoreEvent {
     readonly timestamp: timestamp;
     readonly instrument: InstrumentSelector;
     readonly subscribed: boolean;
-    type: string;
     constructor(timestamp: timestamp, instrument: InstrumentSelector, subscribed: boolean);
+    handle(state: State, changes: StateChangeTracker): void;
 }
-export declare function InstrumentSubscriptionEventHandler(event: InstrumentSubscriptionEvent, state: State, changes: StateChangeTracker): void;

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

@@ -0,0 +1,52 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.InstrumentSubscriptionEvent = exports.InstrumentPatchEvent = void 0;
+const domain_1 = require("../domain");
+const store_state_1 = require("./store-state");
+class InstrumentPatchEvent {
+    constructor(timestamp, base, quote, commission, raw, leverage) {
+        this.timestamp = timestamp;
+        this.base = base;
+        this.quote = quote;
+        this.commission = commission;
+        this.raw = raw;
+        this.leverage = leverage;
+    }
+    handle(state, changes) {
+        const selector = new domain_1.InstrumentSelector(this.base.name, this.quote.name, this.base.adapterName);
+        const instrument = state.universe.instrument.tryGetOrSet(selector.id, () => {
+            state.universe.asset.tryGetOrSet(this.base.id, () => new domain_1.Asset(this.base.name, this.base.adapterName, 8));
+            state.universe.asset.tryGetOrSet(this.quote.id, () => new domain_1.Asset(this.quote.name, this.quote.adapterName, 8));
+            state.order.tryGetOrSet(selector.id, () => new store_state_1.InnerSet(selector.id));
+            return new domain_1.Instrument(this.base, this.quote, this.raw);
+        });
+        instrument.timestamp = this.timestamp;
+        instrument.commission = this.commission;
+        if (this.leverage) {
+            instrument.leverage = this.leverage;
+        }
+        changes.commit(instrument);
+    }
+}
+exports.InstrumentPatchEvent = InstrumentPatchEvent;
+class InstrumentSubscriptionEvent {
+    constructor(timestamp, instrument, subscribed) {
+        this.timestamp = timestamp;
+        this.instrument = instrument;
+        this.subscribed = subscribed;
+    }
+    handle(state, changes) {
+        const instrument = state.universe.instrument.get(this.instrument.id);
+        if (!instrument) {
+            throw new Error('invalid instrument');
+        }
+        if (this.subscribed) {
+            state.subscription.instrument.upsert(instrument);
+            state.subscription.asset.upsert(state.universe.asset.get(instrument.base.id));
+            state.subscription.asset.upsert(state.universe.asset.get(instrument.quote.id));
+        }
+        changes.commit(instrument);
+    }
+}
+exports.InstrumentSubscriptionEvent = InstrumentSubscriptionEvent;
+//# sourceMappingURL=store-instrument.event.js.map

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

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

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

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

@@ -0,0 +1,22 @@
+"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('InstrumentPatchEvent', () => {
+    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), ''));
+        const { universe } = store.snapshot;
+        expect(universe.instrument.get('cex:de30-usd').base).toEqual(base);
+        expect(universe.instrument.get('cex:de30-usd').quote).toEqual(quote);
+        expect(universe.instrument.get('cex:de30-usd').timestamp).toEqual(timestamp);
+        expect(universe.instrument.asReadonlyArray().length).toEqual(1);
+        expect(universe.asset.asReadonlyArray().length).toEqual(2);
+    });
+});
+//# sourceMappingURL=store-instrument.event.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-instrument.event.spec.js","sourceRoot":"","sources":["../../src/store/store-instrument.event.spec.ts"],"names":[],"mappings":";;AAAA,0BAA2B;AAC3B,sCAA8C;AAC9C,sCAAgC;AAChC,qEAAgE;AAEhE,QAAQ,CAAC,sBAAsB,EAAE,GAAG,EAAE;IACpC,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAC1B,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAC3E,CAAC;QAEF,MAAM,EAAE,QAAQ,EAAE,GAAG,KAAK,CAAC,QAAQ,CAAC;QAEpC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC7E,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAChE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC7D,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

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

@@ -0,0 +1,59 @@
+import { InstrumentSelector, Order } from '../domain';
+import { timestamp } from '../shared';
+import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
+export declare class OrderLoadEvent implements StoreEvent {
+    readonly order: Order;
+    readonly timestamp: timestamp;
+    constructor(order: Order, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class OrderNewEvent implements StoreEvent {
+    readonly order: Order;
+    readonly timestamp: timestamp;
+    constructor(order: Order, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class OrderPendingEvent implements StoreEvent {
+    readonly id: string;
+    readonly instrument: InstrumentSelector;
+    readonly timestamp: timestamp;
+    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class OrderFilledEvent implements StoreEvent {
+    readonly id: string;
+    readonly instrument: InstrumentSelector;
+    readonly averageExecutionRate: number;
+    readonly timestamp: timestamp;
+    constructor(id: string, instrument: InstrumentSelector, averageExecutionRate: number, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class OrderCancelingEvent implements StoreEvent {
+    readonly id: string;
+    readonly instrument: InstrumentSelector;
+    readonly timestamp: timestamp;
+    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class OrderCanceledEvent implements StoreEvent {
+    readonly id: string;
+    readonly instrument: InstrumentSelector;
+    readonly timestamp: timestamp;
+    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class OrderCancelFailedEvent implements StoreEvent {
+    readonly id: string;
+    readonly instrument: InstrumentSelector;
+    readonly timestamp: timestamp;
+    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class OrderRejectedEvent implements StoreEvent {
+    readonly id: string;
+    readonly instrument: InstrumentSelector;
+    readonly timestamp: timestamp;
+    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}

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

@@ -0,0 +1,181 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.OrderRejectedEvent = exports.OrderCancelFailedEvent = exports.OrderCanceledEvent = exports.OrderCancelingEvent = exports.OrderFilledEvent = exports.OrderPendingEvent = exports.OrderNewEvent = exports.OrderLoadEvent = void 0;
+const store_state_1 = require("./store-state");
+class OrderLoadEvent {
+    constructor(order, timestamp) {
+        this.order = order;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        this.order.timestamp = this.timestamp;
+        const orderByInstrument = state.order.tryGetOrSet(this.order.instrument.id, () => new store_state_1.InnerSet(this.order.instrument.id));
+        orderByInstrument.upsert(this.order);
+    }
+}
+exports.OrderLoadEvent = OrderLoadEvent;
+class OrderNewEvent {
+    constructor(order, timestamp) {
+        this.order = order;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        if (this.order.state != 'NEW') {
+            throw new Error(`Order is not new`);
+        }
+        this.order.createdAt = this.timestamp;
+        this.order.timestamp = this.timestamp;
+        const orderByInstrument = state.order.tryGetOrSet(this.order.instrument.id, () => new store_state_1.InnerSet(this.order.instrument.id));
+        orderByInstrument.upsert(this.order);
+        changes.commit(this.order);
+    }
+}
+exports.OrderNewEvent = OrderNewEvent;
+class OrderPendingEvent {
+    constructor(id, instrument, timestamp) {
+        this.id = id;
+        this.instrument = instrument;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const order = state.order
+            .tryGetOrSet(this.instrument.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        })
+            .tryGetOrSet(this.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        });
+        if (order.state != 'NEW') {
+            throw new Error(`Order is not NEW: ${order.state}`);
+        }
+        order.state = 'PENDING';
+        order.timestamp = this.timestamp;
+        changes.commit(order);
+    }
+}
+exports.OrderPendingEvent = OrderPendingEvent;
+class OrderFilledEvent {
+    constructor(id, instrument, averageExecutionRate, timestamp) {
+        this.id = id;
+        this.instrument = instrument;
+        this.averageExecutionRate = averageExecutionRate;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const order = state.order
+            .tryGetOrSet(this.instrument.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        })
+            .tryGetOrSet(this.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        });
+        if (order.state != 'PENDING' && order.state != 'CANCELING') {
+            throw new Error(`Order is not PENDING or CANCELING: ${order.state}`);
+        }
+        order.state = 'FILLED';
+        order.timestamp = this.timestamp;
+        order.quantityExecuted = order.quantity;
+        order.averageExecutionRate = this.averageExecutionRate;
+        changes.commit(order);
+    }
+}
+exports.OrderFilledEvent = OrderFilledEvent;
+class OrderCancelingEvent {
+    constructor(id, instrument, timestamp) {
+        this.id = id;
+        this.instrument = instrument;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const order = state.order
+            .tryGetOrSet(this.instrument.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        })
+            .tryGetOrSet(this.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.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 = this.timestamp;
+        changes.commit(order);
+    }
+}
+exports.OrderCancelingEvent = OrderCancelingEvent;
+class OrderCanceledEvent {
+    constructor(id, instrument, timestamp) {
+        this.id = id;
+        this.instrument = instrument;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const order = state.order
+            .tryGetOrSet(this.instrument.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        })
+            .tryGetOrSet(this.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        });
+        if (order.state == 'CANCELED') {
+            return;
+        }
+        if (order.state != 'CANCELING') {
+            throw new Error(`Order is not CANCELING: ${order.state}`);
+        }
+        order.state = 'CANCELED';
+        order.timestamp = this.timestamp;
+        changes.commit(order);
+    }
+}
+exports.OrderCanceledEvent = OrderCanceledEvent;
+class OrderCancelFailedEvent {
+    constructor(id, instrument, timestamp) {
+        this.id = id;
+        this.instrument = instrument;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const order = state.order
+            .tryGetOrSet(this.instrument.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        })
+            .tryGetOrSet(this.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        });
+        if (order.state != 'CANCELING') {
+            return;
+        }
+        order.state = 'PENDING';
+        order.timestamp = this.timestamp;
+        changes.commit(order);
+    }
+}
+exports.OrderCancelFailedEvent = OrderCancelFailedEvent;
+class OrderRejectedEvent {
+    constructor(id, instrument, timestamp) {
+        this.id = id;
+        this.instrument = instrument;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        const order = state.order
+            .tryGetOrSet(this.instrument.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        })
+            .tryGetOrSet(this.id, () => {
+            throw new Error(`Trying to patch unknown order: ${this.id}`);
+        });
+        if (order.state != 'NEW') {
+            throw new Error(`Order is not NEW: ${order.state}`);
+        }
+        order.state = 'REJECTED';
+        order.timestamp = this.timestamp;
+        changes.commit(order);
+    }
+}
+exports.OrderRejectedEvent = OrderRejectedEvent;
+//# sourceMappingURL=store-order.event.js.map

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

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

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