npm - @quantform/core - Versions diffs - 0.4.5 → 0.4.11 - Mend

@quantform/core 0.4.5 → 0.4.11

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (21) hide show

package/dist/adapter/backtester/backtester-cursor.d.ts CHANGED Viewed

@@ -11,6 +11,6 @@ export declare class BacktesterCursor {
     get size(): number;
     constructor(instrument: InstrumentSelector, feed: Feed);
     peek(): StoreEvent;
-    dequeue(): StoreEvent & any;
+    dequeue<T extends StoreEvent>(): T;
     fetchNextPage(from: timestamp, to: number): Promise<void>;
 }

package/dist/adapter/backtester/backtester-cursor.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAKA,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAc,CAAC;QAC/B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,~~CAAC~~,CAAC;~~IACrC~~,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}
1	+ {"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAKA,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAc,CAAC;QAC/B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAM,CAAC;IAC1C,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}

package/dist/adapter/backtester/backtester-cursor.spec.js CHANGED Viewed

@@ -5,7 +5,7 @@ const storage_1 = require("../../storage");
 const store_1 = require("../../store");
 const backtester_cursor_1 = require("./backtester-cursor");
 describe('backtester cursor tests', () => {
-    test('should reapeat specific events', async () => {
+    test('should repeat specific events', async () => {
         const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
         const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
         const cursor = new backtester_cursor_1.BacktesterCursor(instrument, feed);

package/dist/adapter/backtester/backtester-cursor.spec.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,2CAAsD;AACtD,uCAA8C;AAC9C,2DAAuD;AAEvD,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,~~gCAAgC,~~EAAE,KAAK,IAAI,EAAE;~~QAChD~~,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SACzC,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,~~EAAE~~,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;~~QACzC~~,MAAM,CAAC,MAAM,CAAC,OAAO,~~EAAE~~,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;~~QACzC~~,MAAM,CAAC,MAAM,CAAC,OAAO,~~EAAE~~,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;~~QACzC~~,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,~~EAAE~~,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;~~QACzC~~,MAAM,CAAC,MAAM,CAAC,OAAO,~~EAAE~~,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;~~QACzC~~,MAAM,CAAC,MAAM,CAAC,OAAO,~~EAAE~~,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;~~QACzC~~,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,~~EAAE~~,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;~~QACzC~~,MAAM,CAAC,MAAM,CAAC,OAAO,~~EAAE~~,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;~~QACzC~~,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1	+ {"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,2CAAsD;AACtD,uCAA8C;AAC9C,2DAAuD;AAEvD,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,+BAA+B,EAAE,KAAK,IAAI,EAAE;QAC/C,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACxC,IAAI,uBAAe,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SACzC,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,OAAO,EAAmB,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1D,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/adapter/paper/simulator/paper-simulator.js CHANGED Viewed

@@ -19,6 +19,9 @@ class PaperSimulator {
         }
     }
     simulateOrderOnOrderbook(order, orderbook) {
+        if (orderbook.timestamp <= order.timestamp) {
+            return;
+        }
         if (order.type == 'MARKET') {
             if (order.side == 'BUY' && orderbook.bestAskRate) {
                 this.pendingOf(order.instrument).remove(order);
@@ -43,6 +46,9 @@ class PaperSimulator {
         }
     }
     simulateOrderOnTrade(order, trade) {
+        if (trade.timestamp <= order.timestamp) {
+            return;
+        }
         if (order.type == 'MARKET') {
             this.pendingOf(order.instrument).remove(order);
             this.onOrderCompleted(order, trade.rate, trade.timestamp);

package/dist/adapter/paper/simulator/paper-simulator.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js CHANGED Viewed

@@ -11,7 +11,7 @@ class DefaultAdapter extends adapter_1.Adapter {
         this.name = 'default';
     }
     timestamp() {
-        return 123;
+        return 0;
     }
     async awake(context) {
         await super.awake(context);

package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"paper-spot-simulator.spec.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-spot-simulator.spec.ts"],"names":[],"mappings":";;AAAA,oDAAgD;AAChD,8CAO2B;AAC3B,4CAM0B;AAC1B,6CAA0D;AAE1D,iEAA4D;AAE5D,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAuBnB,CAAC;IArBC,SAAS;QACP,OAAO,CAAC,CAAC;IACX,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,MAAM,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAE3B,OAAO,CAAC,QAAQ,CACd,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,KAAK,CACN,CACF,CAAC;IACJ,CAAC;IAED,oBAAoB,CAAC,OAAqB;QACxC,OAAO,IAAI,yCAAkB,CAAC,OAAO,CAAC,CAAC;IACzC,CAAC;CACF;AAED,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,KAAK,IAAI,EAAE;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;QACrC,MAAM,KAAK,GAAG,cAAK,CAAC,SAAS,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9D,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CACtB,CAAC,EACD,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAA,4BAAmB,EAAC,GAAG,EAAE,GAAG,CAAC,EAC7B,KAAK,CACN,EACD,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACxD,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACxE,KAAK,CAAC,QAAQ,CAAC,IAAI,mCAA2B,CAAC,CAAC,EAAE,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;QAEtF,MAAM,GAAG,GAAG,IAAI,yCAAkB,CAAC,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC;QAE9E,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;QAE7D,KAAK,CAAC,QAAQ,CAAC,IAAI,uBAAe,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAE1E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACxD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,oBAAoB,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACpE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAC5D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAC3D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IAClE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/session.js CHANGED Viewed

@@ -69,10 +69,12 @@ class Session {
         return this.aggregate.subscribe(instrument);
     }
     open(order) {
-        return (0, rxjs_1.from)(this.aggregate.open(order)).pipe((0, rxjs_1.switchMap)(it => this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && it.id == it.id))), (0, rxjs_1.map)(it => it));
+        const subject = new rxjs_1.Subject();
+        this.aggregate.open(order).catch(subject.error);
+        return (0, rxjs_1.merge)(subject.asObservable(), this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == order.id)));
     }
     cancel(order) {
-        return (0, rxjs_1.from)(this.aggregate.cancel(order)).pipe((0, rxjs_1.switchMap)(it => this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && it.id == it.id))), (0, rxjs_1.map)(it => it));
+        return (0, rxjs_1.defer)(() => (0, rxjs_1.from)(this.aggregate.cancel(order))).pipe((0, rxjs_1.switchMap)(it => this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && order.id == it.id))), (0, rxjs_1.map)(it => it));
     }
     instrument(selector) {
         this.subscribe([selector]);

package/dist/domain/session.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ 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package/dist/shared/topic.d.ts CHANGED Viewed

@@ -7,7 +7,7 @@ export declare class Topic<T extends {
     private readonly handler;
     constructor();
     register(target: any): void;
-    dispatch(event: T & any, context: C): any;
+    dispatch(event: T, context: C): any;
     onUnknownEvent(event: T, context: C): void;
 }
 export declare function handler(event: any): (target: any, key: string) => void;

package/dist/shared/topic.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.4.5",
+  "version": "0.4.11",
   "description": "Node.js library for building systematic trading strategies in reactive way.",
   "repository": {
     "type": "git",
@@ -14,11 +14,10 @@
   "scripts": {
     "prepare": "npm run build",
     "build": "tsc",
-    "test:unit": "jest -c jestconfig.unit.json --passWithNoTests",
+    "test:unit": "jest -c jestconfig.unit.json --coverage --passWithNoTests",
     "test:unit:watch": "jest -c jestconfig.unit.json --watch",
     "test:integration": "jest -c jestconfig.integration.json --setupFiles dotenv/config",
-    "test:integration:watch": "jest -c jestconfig.integration.json --watch --setupFiles dotenv/config",
-    "test:cov": "jest -c jestconfig.json --coverage --setupFiles dotenv/config"
+    "test:integration:watch": "jest -c jestconfig.integration.json --watch --setupFiles dotenv/config"
   },
   "author": "Mateusz Majchrzak",
   "license": "MIT",
@@ -37,11 +36,6 @@
   "devDependencies": {
     "@types/jest": "^27.0.2",
     "@types/node": "^16.10.3",
-    "@typescript-eslint/eslint-plugin": "^5.0.0",
-    "@typescript-eslint/parser": "^5.0.0",
-    "eslint": "^8.0.0",
-    "eslint-config-prettier": "^8.3.0",
-    "eslint-plugin-import": "^2.25.1",
     "jest": "^27.2.5",
     "prettier": "^2.4.1",
     "ts-jest": "^27.0.5",

package/src/adapter/backtester/backtester-cursor.spec.ts CHANGED Viewed

@@ -4,7 +4,7 @@ import { TradePatchEvent } from '../../store';
 import { BacktesterCursor } from './backtester-cursor';
 describe('backtester cursor tests', () => {
-  test('should reapeat specific events', async () => {
+  test('should repeat specific events', async () => {
     const instrument = instrumentOf('binance:btc-usdt');
     const feed = new Feed(new InMemoryStorage());
     const cursor = new BacktesterCursor(instrument, feed);
@@ -22,22 +22,22 @@ describe('backtester cursor tests', () => {
     await cursor.fetchNextPage(0, 4);
-    expect(cursor.dequeue().rate).toEqual(1);
-    expect(cursor.dequeue().rate).toEqual(2);
-    expect(cursor.dequeue().rate).toEqual(3);
+    expect(cursor.dequeue<TradePatchEvent>().rate).toEqual(1);
+    expect(cursor.dequeue<TradePatchEvent>().rate).toEqual(2);
+    expect(cursor.dequeue<TradePatchEvent>().rate).toEqual(3);
     expect(cursor.peek()).toEqual(undefined);
     await cursor.fetchNextPage(3, 7);
-    expect(cursor.dequeue().rate).toEqual(4);
-    expect(cursor.dequeue().rate).toEqual(5);
-    expect(cursor.dequeue().rate).toEqual(6);
+    expect(cursor.dequeue<TradePatchEvent>().rate).toEqual(4);
+    expect(cursor.dequeue<TradePatchEvent>().rate).toEqual(5);
+    expect(cursor.dequeue<TradePatchEvent>().rate).toEqual(6);
     expect(cursor.peek()).toEqual(undefined);
     await cursor.fetchNextPage(6, 10);
-    expect(cursor.dequeue().rate).toEqual(7);
-    expect(cursor.dequeue().rate).toEqual(8);
+    expect(cursor.dequeue<TradePatchEvent>().rate).toEqual(7);
+    expect(cursor.dequeue<TradePatchEvent>().rate).toEqual(8);
     expect(cursor.peek()).toEqual(undefined);
   });
 });

package/src/adapter/backtester/backtester-cursor.ts CHANGED Viewed

@@ -22,8 +22,8 @@ export class BacktesterCursor {
     return this.page[this.pageIndex];
   }
-  dequeue(): StoreEvent & any {
-    return this.page[this.pageIndex++];
+  dequeue<T extends StoreEvent>(): T {
+    return this.page[this.pageIndex++] as T;
   }
   async fetchNextPage(from: timestamp, to: number): Promise<void> {

package/src/adapter/paper/simulator/paper-simulator.ts CHANGED Viewed

@@ -33,6 +33,10 @@ export abstract class PaperSimulator {
   }
   private simulateOrderOnOrderbook(order: Order, orderbook: Orderbook) {
+    if (orderbook.timestamp <= order.timestamp) {
+      return;
+    }
     if (order.type == 'MARKET') {
       if (order.side == 'BUY' && orderbook.bestAskRate) {
         this.pendingOf(order.instrument).remove(order);
@@ -59,6 +63,10 @@ export abstract class PaperSimulator {
   }
   private simulateOrderOnTrade(order: Order, trade: Trade) {
+    if (trade.timestamp <= order.timestamp) {
+      return;
+    }
     if (order.type == 'MARKET') {
       this.pendingOf(order.instrument).remove(order);
       this.onOrderCompleted(order, trade.rate, trade.timestamp);

package/src/adapter/paper/simulator/paper-spot-simulator.spec.ts CHANGED Viewed

@@ -22,7 +22,7 @@ class DefaultAdapter extends Adapter {
   name = 'default';
   timestamp() {
-    return 123;
+    return 0;
   }
   async awake(context: AdapterContext): Promise<void> {

package/src/domain/session.ts CHANGED Viewed

@@ -1,9 +1,11 @@
 import {
   concat,
+  defer,
   distinctUntilChanged,
   filter,
   from,
   map,
+  merge,
   mergeMap,
   Observable,
   share,
@@ -204,11 +206,13 @@ export class Session {
    * session.open(Order.buyMarket(instrument, 100));
    */
   open(order: Order): Observable<Order> {
-    return from(this.aggregate.open(order)).pipe(
-      switchMap(it =>
-        this.store.changes$.pipe(filter(it => it instanceof Order && it.id == it.id))
-      ),
-      map(it => it as Order)
+    const subject = new Subject<Order>();
+    this.aggregate.open(order).catch(subject.error);
+    return merge(
+      subject.asObservable(),
+      this.order(order.instrument).pipe(filter(it => it.id == order.id))
     );
   }
@@ -216,9 +220,9 @@ export class Session {
    * Cancels specific order.
    */
   cancel(order: Order): Observable<Order> {
-    return from(this.aggregate.cancel(order)).pipe(
+    return defer(() => from(this.aggregate.cancel(order))).pipe(
       switchMap(it =>
-        this.store.changes$.pipe(filter(it => it instanceof Order && it.id == it.id))
+        this.store.changes$.pipe(filter(it => it instanceof Order && order.id == it.id))
       ),
       map(it => it as Order)
     );

package/src/shared/topic.ts CHANGED Viewed

@@ -17,7 +17,7 @@ export class Topic<T extends { type: string } = { type: string }, C = any> {
     }
   }
-  dispatch(event: T & any, context: C): any {
+  dispatch(event: T, context: C): any {
     const handler = this.handler['event:' + event.type];
     return handler

package/jestconfig.json DELETED Viewed

@@ -1,11 +0,0 @@
-{
-  "moduleFileExtensions": ["js", "json", "ts"],
-  "verbose": true,
-  "rootDir": "src",
-  "testRegex": ".spec.ts$",
-  "transform": {
-    "^.+\\.(t|j)s$": "ts-jest"
-  },
-  "coverageDirectory": "../coverage",
-  "testEnvironment": "node"
-}